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February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Reviews in Mathematical Physics


Vol. 22, No. 1 (2010) 153

c World Scientific Publishing Company
DOI: 10.1142/S0129055X10003874

SPECTRAL THEORY OF NO-PAIR HAMILTONIANS

OLIVER MATTE
Mathematisches Institut, Ludwig-Maximilians-Universit
at,
Theresienstrae 39, D-80333 M unchen, Germany
matte@math.lmu.de

EDGARDO STOCKMEYER
Institut f
ur Mathematik, Johannes Gutenberg-Universit
at,
Staudingerweg 9, D-55099 Mainz, Germany
stockm@mathematik.uni-mainz.de

Received 27 October 2008


Revised 18 August 2009

We prove an HVZ theorem for a general class of no-pair Hamiltonians describing an atom
or positively charged ion with several electrons in the presence of a classical external
magnetic field. Moreover, we show that there exist infinitely many eigenvalues below the
essential spectrum and that the corresponding eigenfunctions are exponentially localized.
The novelty is that the electrostatic and magnetic vector potentials as well as a non-
local exchange potential are included in the projection determining the model. As a main
technical tool, we derive various commutator estimates involving spectral projections of
Dirac operators with external fields. Our results apply to all coupling constants e2 Z < 1.

Keywords: Dirac operator; Brown and Ravenhall; no-pair operator; pseudo-relativistic;


Furry picture; intermediate pictures; HVZ theorem; exponential localization.

Mathematics Subject Classification 2000: 81Q10, 47B25

1. Introduction
The relativistic dynamics of a single electron moving in the potential of a static
nucleus, VC 0, in the presence of an external classical magnetic eld B = curl A
is generated by the Dirac operatora
DA,VC := (i + A) + VC . (1.1)

On leave from Mathematisches Institut, Ludwig-Maximilians-Universit at, Theresienstrae 39,


D-80333 M unchen, Germany.
a Energies are measured in units of mc2 , m denoting the rest mass of an electron and c the speed

of light. Length is measured in units of /(mc), which is the Compton wave length divided by 2.
 is Plancks constant divided by 2. In these units, the square of the elementary charge equals
the fine structure constant, e2 1/137.037.

1
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2 O. Matte & E. Stockmeyer

Here an electron is a state lying in the positive spectral subspace of DA,VC . A


ground state of the one-electron atom modeled by DA,VC can be characterized as
an energy minimizing bound state of the restriction of DA,VC to its positive spectral
subspace, + 2 3 4
A,VC L (R , C ), where

1 1
+
A,VC = + sgn(DA,VC ). (1.2)
2 2
This is conrmed by Diracs interpretation of the negative spectral subspace as
a completely lled sea of virtual electrons which, on account of Paulis exclusion
principle, forces an additional electron to attain a state of positive energy. On the
other hand, it is well known that there is no canonical a priori given atomic or
molecular Hamiltonian generating the relativistic time evolution of N > 1 inter-
acting electrons. Guided by non-relativistic quantum mechanics one might naively
propose to start with the formal expression

N
(j)

DA,VC + Wjk , (1.3)
j=1 1j<kN

where the superscript (j) means that the operator below acts on the jth electron
and Wjk 0 is the interaction potential between the jth and kth electron. It then
turns out, however, that (1.3) suers from the phenomenon of continuum dissolution
which is also known as the BrownRavenhall disease [9]. That is, the eigenvalue
problem associated to (1.3) has no normalizable solutions; see, e.g., [43, 48]. A
frequently used ansatz to nd a reasonable and semi-bounded Hamiltonian for an
N -electron atomic or molecular system again incorporates the concept of a Dirac
sea. Namely, one projects (1.3) onto the N -fold antisymmetric tensor product of a
suitable one-electron subspace, i.e. one considers operators of the form

N
(j)

HN := +,N
A,V
DA,VC + Wjk +,N
A,V , (1.4)
j=1 1j<kN

where

N
+(j)
+,N
A,V := A,V . (1.5)
j=1

Here + A,V is dened as in (1.1) and (1.2) but with VC replaced by a new potential
V . A Hamiltonian of this kind has been introduced rst by Brown and Raven-
hall in [9]. We emphasize that HN can formally be derived from quantum elec-
trodynamics (QED) by a procedure that neglects the creation and annihilation
of electron-positron pairs [47], the latter being dened with respect to +A,V . For
this reason operators of the form (1.4) are often called no-pair Hamiltonians. Mod-
els of this type are widely used as a starting point for numerical computations in
quantum chemistry. We refer the reader to the recent textbook [43] for a detailed
exposition of the application of no-pair models in quantum chemistry, for examples
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 3

of molecular systems which can be studied eectively by these methods, and an


exhaustive reference list. Roughly speaking, no-pair models are supposed to give
a good description of heavy atoms and molecules where relativistic eects play an
important role in the understanding of their chemical properties but where QED
eects can be neglected since their contributions live on a negligible energy scale;
compare [43, Chap. 8]. In particular, the binding energies of a molecular system are
low enough so that processes involving pair creation and annihilation do not need
to be taken into account in the investigation of its chemical properties. Another
broad eld of application for no-pair models is the theoretical and numerical study
of highly ionized heavy atoms; see, e.g. [11,29,30,45] for a review. In fact, since very
accurate spectroscopic data is available for highly charged heavy ions they provide
important tests of relativistic atomic structure theory and QED. We quote from
the introduction to [11]: Although the proper point of departure for relativistic
atomic structure calculations is quantum electrodynamics, very few atomic struc-
ture calculations have been carried out entirely within the QED framework. Indeed,
almost all relativistic calculations of the structure of many-electron atoms are based
on some variant of the Hamiltonian introduced a half century ago by Brown and
Ravenhall to understand the helium ne structure. As already indicated above,
various QED eects like retardation of the electron-electron interaction, electron
self-energy, and vacuum polarization are not accounted for by the no-pair Hamil-
tonian. However, by comparing the splitting between eigenvalues of the no-pair
operator with experimental values and taking corrections due to the nite mass of
the nucleus into account one can infer the size of the omitted QED corrections.
The good agreement of the discrepancy found in this way with theoretical com-
putations of QED eects provides a test of QED in the strong elds of highly
charged nuclei; see, e.g., [29, 3]. In particular, the no-pair energy levels may serve
as a rst approximation for more accurate and complicated QED calculations; see,
for instance, [6]. In practice, the eigenvalues of the no-pair operator and the nite
nuclear mass corrections can be determined by means of the (formal) relativistic
many-body perturbation theory (MBPT) as described in [11,29,30,45]. There exist
variants of MBPT where the negative-energy states discarded in the no-pair approx-
imation are re-introduced in perturbative expansions which becomes important in
certain physical situations [12, 14]. We remark that in the articles cited above the
electronelectron interaction is often given by the CoulombBreit potential and A
is equal to zero.
In the discussion of no-pair models in quantum chemistry and in atomic physics
(see, e.g., [43, Chap. 8] and [11]) it is assumed that the spectrum of the Hamil-
tonian in (1.4) shows the usual qualitative features well known, for instance, for
multi-particle Schrodinger operators. That is, the essential spectrum is supposed
to cover some positive half-axis and there should exist innitely many eigenvalues
below the ionization threshold (provided N is not too large). In view of the vari-
ety and number of applications, it therefore seems worthwhile to complement the
treatment of no-pair models in the quantum chemical and physical literature by
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4 O. Matte & E. Stockmeyer

mathematically rigorous results and, in particular, to conrm the assumptions on


the spectral properties of HN by providing mathematical proofs. We would like to
give some further comments on the connection between no-pair Hamiltonians and
certain computational techniques in quantum chemistry. Namely, there exists a
block-diagonalization scheme which is used to represent the formal CoulombDirac
operator in (1.3) as a two-fold direct sum of operators acting on two-spinors [23,26].
For the one-particle CoulombDirac operator DA,VC , both blocks are unitarily
equivalent to the restriction of DA,VC to its positive and negative spectral sub-
spaces, respectively. In the general case, the upper left block turns out to be uni-
tarily equivalent to the no-pair Hamiltonian. One may then expand the upper left
block with respect to the Coulomb coupling constant. The partial sums in this
expansion then give reasonable approximations for Hamiltonians describing a rela-
tivistic molecular system and are implemented in numerical algorithms in quantum
chemistry [43, Chaps. 11 and 12]. It has been rigorously shown in [25, 46] that,
for suciently small Coulomb coupling constants and suciently large orders in
the expansion, each partial sum in the expansion has a distinguished self-adjoint
realization and that the sequence of partial sums converges in the norm resolvent
sense. In particular, the spectra of the partial sums which are directly studied
numerically converge to the spectrum of the no-pair Hamiltonian HN .
Obviously, the question arises how to choose the new potential V determining
the projection (1.5) or, in other words, how to x the Dirac sea for one electron
in the presence of the others in a physically ecient way. Various possibilities are
discussed from a physical and numerical point of view in [29,45,47,48]; see also [12]
where the potential dependence of MBPT results is discussed and a possibility to
eliminate this dependence is proposed. The choice V = 0 is referred to as the free
picture, or BrownRavenhall model [9]. It has by now been studied in many math-
ematical works [25, 10, 17, 21, 20, 24, 27, 28, 35, 3740, 5052]. This is due to the
fact that the free projection, +0,0 , can be calculated explicitly both in momentum
and position space [2, 40]. The free picture is considered as one extreme case in a
family of intermediate pictures [48]. The opposite extreme case, sometimes called
the Furry picture (see, e.g., [45, III.F] and [48]), is given by substituting the (neg-
ative) Coulomb potential VC for V . Other members of that family are obtained
by choosing V to be equal to VC plus some additional positive and in general non-
local operator. The Furry and intermediate pictures give better numerical results in
comparison to the free picture [47, 48] and are the preferred choices in MBPT. The
additional non-local term may, for instance, incorporate the interaction with the
remaining electrons. An example would be the HartreeFock potential generated
by a set of appropriately chosen orbitals which is in fact a choice often employed
in relativistic MBPT [11, 29, 30, 45].
In this paper, we do not aim to contribute to the subtle question of optimizing
the choice of V . Rather we try to keep the assumptions on V as general as our
techniques permit. Namely, we consider a class of potentials which can be written
as V = VC + VH + VE , where VC may have several Coulomb-type singularities,
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Spectral Theory of No-Pair Hamiltonians 5

VH is a bounded potential function vanishing at innity, and VE is a compact non-


local operator that behaves nicely under conjugation with exponential weights. As
already mentioned above, our goal then is to establish some basic qualitative spec-
tral properties of HN . First, we show that HN is well-dened on a natural dense
subspace (which is not obvious) and, thus, has a self-adjoint Friedrichs extension.
We further locate its essential spectrum and, assuming that the number of elec-
trons does not exceed the sum of all nuclear charges, we prove that there exist
innitely many eigenvalues below the ionization threshold. Moreover, we show that
the corresponding eigenfunctions are exponentially localized. Our results apply to
all nuclear charges Z < e2 137.037. The easy part of the HVZ theorem, i.e.
the upper bound on the ionization threshold holds for a certain class of possibly
unbounded magnetic elds. The hard part, i.e. the lower bound on the ionization
threshold as well as our results on existence of eigenvectors and their exponential
localization are derived for bounded magnetic elds.
Although the general strategy of our proofs is fairly standard the discussion of
general no-pair models poses a variety of new mathematical problems. As an essen-
tial and novel technical input, necessary to obtain any of the results mentioned
above, we rst derive various commutator estimates involving the spectral projec-
tion +A,V , exponential weights, and cut-o functions. They describe the non-local
properties of + 2
A,V in an L -sense and might be of independent interest. Similar
estimates are obtained in [36] in the case V = 0. The case where V does not van-
ish requires, however, more care due to the complex extension theory for singular
Dirac operators. In order to derive the exponential localization estimate, we employ
a strategy from [1] which has been complemented by a number of useful observa-
tions in [19]. The argument presented in [1] is advantageous for us since no a priori
knowledge on the spectrum is required to prove the localization. (In particular, no
eigenvalue equations are exploited in the argument.) Inspired by a remark in [19] we
rather argue in the opposite direction and infer the lower bound on the ionization
threshold from the localization estimate. This possibility is very convenient in the
analysis of the no-pair Hamiltonian HN since the corresponding argument is very
simple and requires only form bounds on the interaction potentials Wij . The com-
parably bad behavior of singular Dirac operators and the resulting weak control on
the interaction potentials also complicates the derivation of the upper bound on the
ionization threshold, which is obtained by a modied version of the standard Weyl
criterion [13] where a suitable strictly monotonic function of the operator is con-
sidered. In order to prove the existence of innitely many bound states we employ
minimax principles proceeding along the lines of [40] where the BrownRavenhall
model (with A = 0) is considered. The main problem here is to replace those argu-
ments in [40] where explicit position or momentum space representations of + 0,0
are used by new and somewhat more abstract ones.
We remark that our results on spectral projectors also allow to analyze
the Hamiltonian HN in the free picture proceeding along the discussion of the
Furry and intermediate pictures presented here. There is, however, a subtlety to
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6 O. Matte & E. Stockmeyer

consider: Namely, for vanishing magnetic elds, it is known that the one-particle
BrownRavenhall operator is stable if and only if Z Zc := e12 (2/)+(/2) 2

124.2 [17]. In the presence of an exterior B-eld one can show that H1 is still
bounded below in the free picture, for all Z Zc , provided the vector potential
is locally bounded and Lipschitz continuous in a neighborhood of the nuclei [36].
(For smaller values of the coupling constant, one can actually prove the stability of
matter of the second kind in the free picture treating a gauge xed vector potential
as a variable in the minimization and adding the eld energy to the multi-particle
Hamiltonian; see [35, 34], where the quantized electro-magnetic eld is considered.
In this situation it is essential that the vector potential is included in the projection
for otherwise the model is always unstable if N > 1 [21].)
Finally, we comment on some closely related recent work. In the free picture
and for vanishing exterior magnetic eld, an HVZ theorem and the existence of
innitely many eigenvalues below the essential spectrum have been proved in [40],
for nuclear charges Z Zc . The case N = 2 is also treated in [27]. A more general
HVZ theorem that applies to dierent particle species and a wider class of interac-
tion potentials and exterior elds in the free picture has been established in [37].
Moreover, the reduction to irreducible representations of the groups of rotation
and reection and permutations of identical particles is considered in [37]. The L2 -
exponential localization of eigenvectors in the BrownRavenhall model is studied
in [38,39] improving and generalizing earlier results from [2]. In all these works, the
authors employ explicit position space representations of + 0,0 . An HVZ theorem
in the free picture with constant magnetic eld is established in [28] again using
explicit representations for the projection based on Mehlers formula. By employing
somewhat more abstract arguments we are able to study a wider class of projections
in this paper. Similar results on the spectral projectors are used in [36] to study
the regularity of the eigenvectors of H1 in the free picture and to derive pointwise
exponential decay estimates for their partial derivatives of any order (for Z Zc
and assuming that all partial derivatives of A increase more slowly than any expo-
nential function). The rate of exponential decay found in [36] is actually the same
as it is known for the Chandrasekhar operator and, hence, seems to be the optimal
one. For many-electron atoms it is, however, more dicult to prove the exponential
localization and as in [2,38] we shall only get suboptimal bounds on the decay
rate in the present article.
For recent developments and numerous references to the literature on HVZ
theorems we refer to [33].

The article is organized as follows. In Sec. 2, we introduce our mathematical model


precisely and state our main theorems. Section 3 is devoted to the study of some
non-local properties of +A,V expressed in terms of various commutator estimates
which form the basis of the spectral analysis of HN . Moreover, it contains results
that allow to compare the projections + +
A,V and A,0 . In Sec. 4, we derive the
exponential localization estimate for HN and in Sec. 5 infer a lower bound on the
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Spectral Theory of No-Pair Hamiltonians 7

threshold energy. Section 6 deals with Weyl sequences and, nally, in Sec. 7 we
show that HN possesses innitely many eigenvalues below the threshold energy.

Some frequently used notation. Open balls in R3 with radius R > 0 and center
z R3 are denoted by BR (z). Spectral projections of a self-adjoint operator, T ,
on some Hilbert space are denoted by E (T ) and EI (T ), if R and I is an
interval. D(T ) denotes the domain of the operator T and Q(T ) its form domain.
The characteristic function of a subset M Rn is denoted by 1M . C, C  , C  , . . .
denote constants whose values might change from one estimate to another.

2. The Model and Main Results


In our choice of units the free Dirac operator reads
3

D0 := i + := i j xj + .
j=1

Here = (1 , 2 , 3 ) and =: 0 are 4 4 hermitian matrices which satisfy the


Cliord algebra relations

{i , j } = 2ij 1, 0 i, j 3. (2.1)

In Diracs representation, which we x throughout the paper, they are given as


   
0 j 1 0
j = , j = 1, 2, 3, = ,
j 0 0 1

where 1 , 2 , 3 are the standard Pauli matrices. D0 is a self-adjoint operator in


the Hilbert space

H := L2 (R3 , C4 )

with domain H 1 (R3 , C4 ). Its spectrum is purely absolutely continuous and given
by the union of two half-lines,

(D0 ) = ac (D0 ) = (, 1] [1, ). (2.2)

Next, we formulate our precise hypotheses on the exterior electrostatic potential


VC and on the potential V determining the Dirac sea. We think that, at least
with regards to the commutator estimates in Sec. 3, it is interesting to keep the
conditions on VC and V fairly general.

Hypothesis 2.1. There is a nite set Y R3 , #Y < , such that VC


L 3 4
loc (R \Y, L (C )) is almost everywhere hermitian and

VC (x) 0, |x| . (2.3)


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8 O. Matte & E. Stockmeyer

Moreover, there exist (0, 1) and > 0 such that the balls B (y), y Y, are
mutually disjoint and, for 0 < |x| < and y Y,

VC (y + x) . (2.4)
|x|

Example 2.1. The main example for a potential satisfying Hypothesis 2.1 is cer-
tainly the Coulomb potential generated by a nite number of static nuclei,
 e2 Zy
VC (x) = 1, x R3 \Y.
|x y|
yY

In this case the restriction on the strength of the singularities of VC imposed in


Hypothesis 2.1 allows for all nuclear charges, 0 Zy < e2 137.037, y Y.

Hypothesis 2.2. V = VC + VH + VE , where VC fullls Hypothesis 2.1 and


VH L 3 4
loc (R , L (C )) is an almost everywhere hermitian matrix-valued function
dropping o to zero at innity,

VH (x) 0, |x| . (2.5)

VE is compact and has the following property: There exist m > 0 and some
increasing function c : [0, m) (0, ) such that, for every F C 1 (R3 , R) with
|F | a < m,

C 1 (R3 , [0, 1]) : [eF VE eF , ] c(a) , (2.6)


[VE , eF ]eF c(a) F , (2.7)
lim 1R3 \BR (0) eF VE eF 1R3 \BR (0) = 0. (2.8)
R

Example 2.2. (i) Possible choices for VH and VE satisfying the conditions of
Hypothesis 2.2 are the Hartree and non-local exchange potentials corresponding
to a set of exponentially localized orbitals 1 , . . . , M H , |i (x)| Cem|x| ,
1 i M , for some C (0, ). Their Hartree potential is given as

M

2 2 1
VH (x) := e |i | (x), x R3 .
i=1
||

It incorporates the presence of M electrons in a xed state into the Dirac sea
by a smeared out background density. The exchange potential corresponding
to 1 , . . . , M is the integral operator with matrix-valued kernel


M
i (x) (y)
VE (x, y) := e2 i
.
i=1
|x y|
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Spectral Theory of No-Pair Hamiltonians 9

It is a correction to the Hartree potential accounting for the Pauli principle.


In the sense of quadratic forms it then holds VC V = VC + VH + VE 0,
which justies the notion intermediate picture. These choices of VH and VE
are discussed, e.g., in [11, 29, 30, 45].
(ii) More generally, we may set VH := | |1 , for some 0 L1 L5/3 (R3 ).
In this case we nd some C (0, ) such that 0 VH C/| |. Moreover,
standard theorems on integral operators show that every kernel with values in
the set of hermitian (4 4)-matrices satisfying

em|xy|
VE (x, y) C  ,
x |x y|y

for some m, , C  > 0, yields a compact operator satisfying the conditions of


Hypothesis 2.2.

As a rst consequence of Hypothesis 2.2 we nd, for every locally bounded


vector potential A : R3 R3 , a distinguished self-adjoint realization of the Dirac
operator

DA,V = (i + A) + + V,

whose essential spectrum is again contained in (, 1] [1, ); see Lemma 3.2


below, where we recall some important well-known facts on Dirac operators with
singular potentials. Therefore, it makes sense to dene the spectral projections,

+
A,V := E[e0 ,) (DA,V ), +
A,V := 1 A,V , (2.9)

where

e0 (DA,V ) (1, 1). (2.10)

For later reference we introduce the parameter



0 := 1 e20 . (2.11)

Many of our technical results on DA,V , for instance, various commutator estimates
of Sec. 3 hold actually true under the mere assumption that the components of A
are locally bounded. Of course, if not all eigenvalues of DA,V are larger than 1
and e0 is chosen between 1 and the lowest eigenvalue, the physical relevance of
the N -particle Hamiltonian HN becomes rather questionable. We remark that such
situations are not excluded by our hypotheses. For instance, if VC is the Coulomb
potential and the intensity of a constant exterior magnetic eld is increased, then
the lowest eigenvalue of DA,VC eventually reaches the lower continuum [16]. Never-
theless, our theorems hold for any choice of e0 as in (2.10).
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10 O. Matte & E. Stockmeyer

In order to dene the atomic no-pair Hamiltonian precisely we rst set



N
HN := H, HN+ := +,N
A,V HN , N N, H + := H1+ ,
i=1

where +,N 3 3
A,V is given by (1.5) and (2.9). We let W : R R [0, ] denote the
interaction potential between two electrons.

> 0 such that, for all x, y R3 , x = y,


Hypothesis 2.3. There is some
|x y|1 .
0 W (x, y) = W (y, x) (2.12)
When we consider N electrons located at x1 , . . . , xN R3 we denote their
common position variable by X = (x1 , . . . , xN ). Furthermore, we often write Wjk
for the maximal multiplication operator in HN induced by the function (R3 )N 
X  W (xj , xk ). For N N, we introduce a symmetric, semi-bounded operator
acting in HN+ by

N
N ) := +,NDN ,
D(H DN := D, D := C0 (R3 , C4 ), (2.13)
A,V
i=1

N
(i)

N :=
H +,N DA,VC + Wij +,N D(H
N ). (2.14)
A,V A,V ,
i=1 1i<jN

Proposition 2.1. Assume that V fullls Hypothesis 2.2, W fullls Hypothesis 2.3,
and that A L 3 3
loc (R , R ) satises e
0 |x|
A < , for some 0 0 <
min{0 , m}. Then the operator H N given by (2.13) and (2.14) is well-dened,
symmetric, and semi-bounded from below.

Proof. The only claim that is not obvious is that Wij +,N A,V is again square-
integrable, for every DN . This follows, however, from Corollary 3.3.

N by HN . Note that we do not require


We denote the Friedrichs extension of H
the elements in the domain of HN to be anti-symmetric since in our proofs it is con-
venient to consider HN as an operator acting in the full tensor product. Of course,
in the end we shall be interested in the restriction of HN to the anti-symmetric
(fermionic) subspace of HN+ . We denote the anti-symmetrization operator on HN
by AN ,
1 
(AN )(X) = sgn()(x(1) , . . . , x(N ) ), HN , (2.15)
N!
SN

where SN is the group of permutations of {1, . . . , N }, and dene the no-pair Hamil-
tonian by
A
HN := HN AN H + .
N
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Spectral Theory of No-Pair Hamiltonians 11

Our rst main result is the following theorem, where

ENA := inf (HN


A
), N N, E0A := 0. (2.16)

Theorem 2.1 (Exponential Localization). Assume that V and W fulll


Hypotheses 2.2 and 2.3, respectively. If A C 1 (R3 , R3 ) and B = curl A is bounded
and if I R is an interval with sup I < ENA1 + 1, then there exists b (0, ) such
A
that Ran(EI (HN )) D(eb|X| ) and
A
eb|X|EI (HN ) < .

Proof. This theorem is proved in Sec. 4.

Remark 2.1. In the case N = 1 the assertion of Theorem 2.1 still holds true under
the assumptions of Proposition 2.1. This follows from the proof of Theorem 2.1.
In fact, for N = 1, we do not have to control error terms involving the interaction
W which is the only reason why B is assumed to be bounded in Theorem 2.1. If also
V = VC , then we obtain an exponential localization estimate for an eigenvector,
E , with eigenvalue E (1, 1) of the Dirac operator DA,VC . The estimate on the
decay rate which could be extracted from our proof is, however, suboptimal due to
error terms coming from the projections; see also [7] for decay estimates for Dirac
operators.

Next, we introduce a hypothesis which is used to prove the easy part of the
HVZ theorem below.

Hypothesis 2.4. (i) For every 1, there exist radii, 1 R1 < R2 < ,
Rn , and 1 , 2 , . . . D such that

n = 1, supp(n ) R3 \BRn (0), lim (DA )n = 0. (2.17)


n

(ii) A C 1 (R3 , R3 ) and B = curl A has the following property: There are b1
(0, ) and 0 < min{0 , m} (m and 0 are the parameters appearing in
Hypothesis 2.2 and (2.11)) such that, for all x, y R3 ,

|B(x) B(y)| b1 e |xy|. (2.18)

Example 2.3 ([22]). We recall a result from [22] which provides a large class
of examples where Hypothesis 2.4(i) is fullled: Suppose that A C (R3 , R3 ),
B = curl A, and set, for x R3 and N,

| B(x)|
||=
0 (x) := |B(x)|,  (x) :=  .
1+ | B(x)|
||<
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12 O. Matte & E. Stockmeyer

Suppose further that there exist N0 , z1 , z2 , . . . R3 , and 1 , 2 , . . . > 0 such


that n  , the balls Bn (zn ), n N, are mutually disjoint and
sup{ (x) | x Bn (zn )} 0, n .
Then there is a Weyl sequence, 1 , 2 , . . . , that satises the conditions of Hypoth-
esis 2.4(i).
The fact that the additional assumption of Part (ii) of the next theorem yields
a lower bound on the ionization threshold is an observation made in [19] for
Schr
odinger operators.
Theorem 2.2 (HVZ). Assume that V and W fulll Hypotheses 2.2 and 2.3,
respectively. Then the following assertions hold true:
A
(i) If Hypothesis 2.4 is fullled also, then ess (HN ) [ENA1 + 1, ).
(ii) Assume additionally that, for every interval I R with sup I < ENA1 + 1, there
A
is some g C(R, (0, )) such that g(r) , as r , and g(|X|)EI (HN )
A A
L (AN HN ). Then ess (HN ) [EN 1 + 1, ). In particular, this inclusion is
valid if A C 1 (R3 , R3 ) and B = curl A is bounded.

Proof. (i) follows directly from Lemma 6.3 and (ii) follows from Theorems 5.1
and 2.1.

To show the existence of innitely many eigenvalues below the bottom of the
A
essential spectrum of HN we certainly need a condition on the relationship between
VC , W , and the magnetic eld. To formulate it we set, for , R > 0,
S (R) := {x R3 : (1 )R |x| (1 + )R} (2.19)
v
(, R) := sup sup v | VC (x)vC4 . (2.20)
xS (R) |v|=1

Hypothesis 2.5. (i) V fullls Hypothesis 2.2.


(ii) A C 1 (R3 , R3 ) and B = curl A is bounded.
(iii) There exist radii 1 R1 < R2 < , Rn , some constant (0, 1/N ), and
a sequence of spinors, 1 , 2 , . . . D, with vanishing lower spinor components,
n = (n,1 , n,2 , 0, 0) , n N, such that
n = 1, supp(n ) {Rn < |x| < (1 + /2)Rn }, 2Rn Rn+1 , (2.21)
for all n N, and
(DA 1)n = O(1/Rn ), n . (2.22)
(iv) W fullls Hypothesis 2.3 and, for every (0, N1 ), we nd some (0, 1)
such that
 
lim sup Rn v
(, Rn ) + (N 1) sup W (x, y) < 0.
n |xy|(1)Rn
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Spectral Theory of No-Pair Hamiltonians 13

Example 2.4. V = VC + VH + VE and W fulll Hypothesis 2.5(i) and (iv), if



VC is given as in Example 2.1 with yY Zy N , VH and VE are given as in
Example 2.2(i) or (ii), and W is the Coulomb repulsion, W (x, y) = e2 /|x y|.
Hypothesis 2.5(iii) is fullled under the following strengthened version of the
condition given in [22]: Suppose again that A C (R3 , R3 ), B = curl A, and let
Bn (zn ) denote the balls appearing in Example 2.3. Suppose additionally that there
is some C (0, ) such that n < |zn | Cn , for all n N, and that either

sup{|B(x)| : x Bn (zn )} C/|zn |2 , n N,

or

n N : |B(zn )| 1/C and sup{ (x)|x Bn (zn )} = o(


n ).

Then we nd a Weyl sequence 1 , 2 , . . . satisfying the conditions in Hypothe-


sis 2.5(iii). This follows by inspecting and adapting all relevant proofs in [22]. We
leave this procedure to the reader since it is straightforward but a little bit lengthy.

Theorem 2.3 (Existence of Bound States). Assume that V, W, and A fulll


A
Hypothesis 2.5. Then HN has innitely many eigenvalues below the inmum of its
A
essential spectrum, inf ess (HN ) = ENA1 + 1.

Proof. This theorem is proved in Sec. 7.

3. Spectral Projections of the Dirac Operator


In this section, we study spectral projections of Dirac operators with singular poten-
tials in magnetic elds. We start by recalling some basic well-known facts about
Dirac operators in Sec. 3.1. A crucial role is played by the resolvent identity stated
in that subsection which applies to Coulomb singularities with coupling constants
up to e2 Z < 1. We remark that the domains of the Dirac operators studied here
are not known in general and actually change when the strength of a Coulomb-type
potential is increased. Consequently, the usual resolvent identities are not applicable
and all formal manipulations involving Dirac operators and their spectral projec-
tions have to be treated carefully in the whole paper. In Sec. 3.2 we derive some
norm estimates on resolvents of Dirac operators which are conjugated with expo-
nential weight functions. We verify that the conjugated resolvent stays  bounded
provided the weights increase with an exponential rate smaller than 1 (z)2 ,
where z (1, 1) + iR is the spectral parameter. The simple Neumann-type argu-
ment we employ to prove this for non-vanishing electrostatic potentials might be
new. In Sec. 3.3, we derive the main technical tools of this paper, namely, various
commutator estimates involving spectral projections of singular Dirac operators.
Some long and technical proofs are postponed to Sec. 3.5. Finally, in Sec. 3.4, we
study the dierence of projections with and without electrostatic potentials.
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14 O. Matte & E. Stockmeyer

3.1. Basic properties of Dirac operators with singular potentials


in magnetic elds
In the next lemma, we collect various well-known results on Dirac operators which
play an important role in the whole paper. To this end we let Hcs := Hcs (R3 , C4 )
denote all elements of H s := H s (R3 , C4 ), s R, having compact support. Moreover,
we denote the canonical extension of D0 to an element of L (H 1/2 , H 1/2 ) by D 0.
It shall sometimes be convenient to consider the singular part of VC ,

VCs (x) := (x y)VC (x), x R3 , (3.1)
yY

where C0 (R3 , [0, 1]) equals 1 on B/2 (0) and 0 outside B (0). Here is the
parameter appearing in Hypothesis 2.1. We let VCs (x) = S(x)|VCs |(x) denote the
polar decomposition of VCs (x). By Hardys inequality we know that VCs is a bounded
operator from H 1 (R3 , C4 ) to L2 (R3 , C4 ). By duality and interpolation it possesses
a unique extension VCs L (H 1/2 , H 1/2 ). Given some A L 3 3
loc (R , R ) we set
s 3
A := (1 )A, where C0 (R , [0, 1]) is equal to 1 on some ball containing
supp(VCs ). We let As (x) = U (x)| As (x)| denote the polar decomposition of
As (x) and note that the operator sum D 0 + As + V s is well-dened as an
C
1/2 1/2
element of L (Hc , Hc ), for every A L loc (R 3
, R 3
). So V s s
C and A have disjoint
support by denition. As a consequence the application of the following lemma
eventually becomes more convenient.

Lemma 3.1 ([8,41,42,44]). Assume that A L 3 3


loc (R , R ) and VC fullls Hypoth-
esis 2.1. Then there is unique self-adjoint operator, DAs ,VCs , such that :
1/2
(i) D(DAs ,VCs ) Hloc (R3 , C4 ).
1/2
(ii) For all Hc (R3 , C4 ) and D(DAs ,VCs ),

 | DAs ,VCs  = |D0 |1/2 | sgn(D0 )|D0 |1/2 

+ | As |1/2 | U | As |1/2  + |VCs |1/2 | S|VCs |1/2 .

Proof. In [44, Proposition 4.3] it is observed that the claim follows from [8, The-
orem 1.3] and [41, 42].

Consequently, we may dene a self-adjoint operator,

DA,V := DAs ,VCs + (A As ) + (VC VCs ) + VH + VE (3.2)

on the domain D(DA,V ) = D(DAs ,VCs ). Notice that in (3.2) we only add bounded
operators to DAs ,VCs . We state some of its properties in the following lemma where

RA,V (z) := (DA,V z)1 , z (DA,V ). (3.3)


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Spectral Theory of No-Pair Hamiltonians 15

Lemma 3.2 ([8, 41, 42, 44]). Assume that A L 3 3


loc (R , R ) and that V fullls
Hypothesis 2.2. Then the following assertions hold true:

(a) 1BR (0) (DA,V i)1 is compact, for every R > 0.


(b) ess (DA,V ) = ess (DA ), (DA ) (, 1] [1, ).
(c) DA,V is essentially self-adjoint on

De := { Hc1/2 (R3 , C4 ) : D
0 + A + V s L2 (R3 , C4 )}
C (3.4)

and, for De , DA,V is given as a sum of four vectors in H 1/2 ,

0 + A + VCs + (V VCs ).
DA,V = D

Moreover, De = D(DA,V ) E  , where E  denotes the dual space of C (R3 , C4 ).


(d) For C0 (R3 ) and D(DA,V ), we have De D(DA,V ) and

[DA,V , ] = i( ) + [VE , ].

In particular, for z (DA,V ),

[, RA,V (z)] = RA,V (z)[DA,V , ]RA,V (z)


= RA,V (z)(i( ) + [VE , ])RA,V (z). (3.5)

(e) If A is bounded, then D(DA,V ) H 1/2 (R3 , C4 ).

Proof. Since VE is compact it is clear that all assertions hold true as soon
as they hold for VE = 0, which we assume in the following. To prove (a)
we write

1BR (0) (DA,V i)1 = (1BR (0) |D0 |1/2 )(|D0 |1/2 (DA,V i)1 ),

where C0 (R3 , [0, 1]) equals 1 in a neighborhood of BR (0). Then we use that
1BR (0) |D0 |1/2 is compact and that |D0 |1/2 (DA,V i)1 is bounded by Lemma 3.1
and the closed graph theorem. By standard arguments, we obtain the identity
ess (DA,V ) = ess (DA ) from (a) since V drops o to zero at innity; see, e.g., [49,
4.3.4]. The inclusion (DA ) (, 1] [1, ) follows from supersymmetry
arguments; see, e.g., [49, 5.6]. The assertions in (c) follow from [8, 2], (d) follows
from [8, Lemma G], and (e) from [41].

Next, we recall the useful resolvent identity (3.6) (see, e.g., [18, 53]) which is
used very often in the sequel. It should be regarded as a substitute for the second
resolvent identity which is typically not applicable in order to compare two dierent
Dirac operators in this paper. For, in general, the domain of one of these Dirac
operators is not included in the domain of the other. The vector potential A in
Eq. (3.6) below could for instance be the gradient of some gauge potential or just be
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

16 O. Matte & E. Stockmeyer

equal to zero. We recall another well-known resolvent identity [41] in the beginning
of Sec. 3.5.

Lemma 3.3. Assume that V fullls Hypothesis 2.2, and that A, A L (R3 , R3 ).
loc
s
Let V be either VC (given by (3.1)) or 0, let z (DA, e ) (DA,V ) and
eV
C (R3 , R) be constant outside some ball in R3 , and assume that (VC V ) and
are bounded. Then
(A A)

RA,V (z) = RA,


eV e (z) + RA,
eV e (z)i ()(RA,
eV e (z) RA,V (z))

RA,
eV

e (z)(V V + (A A))RA,V (z). (3.6)

Proof. Let D e := { Hc1/2 |D + V L2 }. Since can be written


0 + A
as = c + , for some c R and C0 (R3 , R), Lemmas 3.2(c) and (d) imply

that D e . By the denition of De in (3.4) and the assumptions on it further


follows that De D(DA,V ) and

DA,
eV

e = DA,V + {V + V (A A)}.

Therefore, we obtain

(RA,
eV e (z) RA,V (z))(DA,
eV e z)

= (RA,
eV e (z) RA,V (z))((DA,
eV e z) + i ())

= RA,V (z)(DA,V z V + V (A A))


+ (RA,
eV e (z) RA,V (z))i ()

= RA,V (z)(V V + (A A))R


eV
A, e (z)(DA,
eV e z)

+ (RA,
eV e (z) RA,V (z))i ()RA,
eV e (z)(DA,
eV e z).

As DA,
eV

e is essentially self-adjoint on De , we know that (DA,
eV

e z)De is dense,
which together with the calculation above implies

(RA,
eV e (z) RA,V (z)) = (RA,
eV e (z) RA,V (z))i ()RA,
eV e (z)

+ RA,V (z)(V V + (A A))R


eV
A, e (z). (3.7)

Taking the adjoint of (3.7) (with z replaced by z) we obtain (3.6).

3.2. Conjugation of RA,V (z) with exponential weights


As a preparation for the localization estimates for the spectral projections, we shall
now study the conjugation of RA,V (z) with exponential weight functions eF acting
as multiplication operators on H . To this end we recall that e0 (1, 1) is an
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 17

element of the resolvent set of DA,V and set

0 := inf{|e0 | : (DA,V )} > 0, (3.8)


0 := min{1 e0 , e0 + 1},
:= e0 + iR. (3.9)

Notice that the decay rate in the following lemma is determined only by the decay
rate m appearing in Hypothesis 2.2 and the number 0 dened in (2.11). In the
next proof and henceforth we shall often use the abbreviations

DA := DA,0 , RA (z) := (DA z)1 , z (DA ). (3.10)

We remark that, for V = 0, the bound (3.11) below follows from a well-known
computation (see, e.g., [7]) which is recalled in the next proof. For non-vanishing,
singular potentials V a bound on the operator norm of the conjugated resolvent
seems to be less well known and the Neumann-type argument we use to prove it
might be a new observation.

Lemma 3.4. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2.
Let 0 < a < min{0 , m}. Then there is some Ca (0, ) such that, for all F
C (R3 , R) with F (0) = 0, F 0 or F 0, F a, and all z = e0 + i ,

Ca
eF RA,V (z)eF  . (3.11)
1 + 2

Proof. First, we assume that F is constant outside some ball in R3 . Then it suf-
ces to treat the case F 0, since otherwise we could consider the adjoint of
eF RA,V (z)eF .
Since F is smooth and constant outside some compact set a straightforward
calculation (see [7]) using Lemma 3.2(d) yields, for z C and D(DA ) E  ,

1 F
e (DA z)eF 2 + 3 (i + A) 2
4
+ 3(1 + |z|2 ) 2 + 3 | |F |2 
eF (DA + z)eF | eF (DA z)eF 
= (i + A) 2 +  | (1 z 2 |F |2 ).

This and the assumption |F | a permit to get, for z = e0 + i , that is,


z 2 = e20 2 , and for every 0 < < (1 e20 a2 )/9 = (20 a2 )/9,

1 Ca,
eF RA (z)eF 
2
 . (3.12)
2 2
4 1 e0 a 9 + /2 1 + 2
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18 O. Matte & E. Stockmeyer

We choose := (1 e20 a2 )/10 in what follows. Next, we pick some R > max{|y| :
y Y} and C (R3 , [0, 1]) such that 0 on BR (0), 1 on R3 \BR+2 (0),
and 1. We set := 1 . Furthermore, we let denote the character-
istic function of R3 \BR (0). We choose R so large (depending on a, but not on F ;
recall (2.8)) that
1
eF VE eF
sup VC (x) + sup VH (x) + . (3.13)
|x|R |x|R 2Ca,

Conjugating (3.6) with exponential weights and rearranging the terms we nd,
for z ,

{1 + eF RA (z)eF ( VH + eF VE eF
VC + )}eF RA,V (z)eF
= eF RA (z)eF (eF RA (z)eF )(eF i )(RA,V (z) RA (z))eF
(eF RA (z)eF )(eF VE eF )(1BR+2 (0) eF )RA,V (z)eF .

Here the operator { } on the left side can be inverted by means of a Neumann
series and { }1 2 by (3.12) and (3.13). Furthermore, we recall the identity

v L (C4 ) = |v|, v R3 , (3.14)

which follows from the Cliord algebra relations (2.1), and observe that, by the
choice of , the assumption on F , and (3.14),

eF i ea(R+2) , eF 1.

Moreover, we have, for z = e0 + i ,


1 1
RA (z)  2 , RA,V (z)  2 . (3.15)
0 + 2 0 + 2

Using these remarks together with (2.7) and (3.12), we obtain

C  eR+2
eF RA,V (z)eF a , z = e0 + i .
1 + 2
This estimate implies the assertion if F is constant outside some ball since, certainly,
eF RA,V (z)eF ea(R+2) (02 + 2 )1/2 .
Let us now assume that F 0 is not necessarily bounded. Let F1 , F2 , . . .
C (R3 , [0, )) be constant near innity and such that Fn = F on Bn (0) and
Fn F . Then eFn RA,V (z)eFn eF RA,V (z)eF by the dominated conver-
gence theorem, for every D. Since eFn RA,V (z)eFn obeys the estimate (3.11)
uniformly in n, we see that the densely dened operator eF RA,V (z)eF D is
bounded and satises (3.11), too. But this is the case if and only if its adjoint,
eF RA,V (z)eF = (eF RA,V (z)eF ) , is an element of L (H ) and satises (3.11)
as well.
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Spectral Theory of No-Pair Hamiltonians 19

In the applications of the previous lemma, the following observation is very


useful.

Lemma 3.5. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2.
Let 0 < a < min{0 , m}. Then there is some Ca (0, ) such that, for all
F C (R3 , R) with F (0) = 0, F 0 or F 0, F a, which are constant
outside some ball in R3 , and for all H ,

|DA,V |1/2 eF RA,V (z)eF 2 |dz| Ca 2 , (3.16)

and, for D(|DA,V |1/2 ),



eF RA,V (z)eF |DA,V |1/2 2 |dz| Ca 2 . (3.17)

Proof. For later reference we additionally pick some C (R3 , R) which is


constant outside some large ball and infer from Lemma 3.2(e) that, for z ,

[RA,V (z), eF ] = RA,V (z){i ( + F ) + [eF , VE ]eF }eF RA,V (z). (3.18)

The special case 1 implies

eF RA,V (z)eF = RA,V (z) RA,V (z){i F + [eF , VE ]eF }eF RA,V (z)eF .
(3.19)

Taking the adjoint and replacing F by F and z by z we also get

eF RA,V (z)eF = RA,V (z) eF RA,V (z)eF {i F + eF [VE , eF ]}RA,V (z).


(3.20)

Now, let T be a self-adjoint operator on some Hilbert space, K , such that


(0 , 0 ) (T ). Then, for K ,
  
||
|T |1/2 (T i)1 2 d = d d E (T ) 2 = 2 , (3.21)
R R R 2 + 2

and it is elementary to check that, for R,


1/2
0 1(0 ,0 ) () 1(0 ,0 )c ()
|T |1/2 (T i)1  +  . (3.22)
02 + 2 2||

Using (3.21) and (3.22) with T = DA,V e0 and taking (2.8), (3.11), (3.14),
and (3.15) into account, we readily derive the asserted estimate (3.16) from (3.19).
The second estimate (3.17) it obtained analogously by means of (3.20).
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20 O. Matte & E. Stockmeyer

3.3. Commutators
In this subsection, we derive the crucial technical prerequisites for the spectral anal-
ysis of HN , namely various commutator estimates involving the projection + A,V ,
cut-o functions, and exponential weights eF . Roughly speaking, these estimates
allow to adapt many arguments known from the spectral analysis of partial dier-
ential operators that involve partitions of unity and conjugations with exponential
weights to our non-local model.
Our standard assumptions on the cut-o and weight functions are

C (R3 , [0, 1]) is constant outside some ball (3.23)

and

F C (R3 , R), F 0 or F 0, F (0) = 0, |F | a,
(3.24)
F is constant outside some ball.

To shorten the presentation, we generalize our estimates to unbounded F only if


this is explicitly used in this article.

Proposition 3.1. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2
and let 0 < a0 < min{0 , m}. Then there is some constant Ca0 (0, ) such that,
for all a [0, a0 ] and , F satisfying (3.23) and (3.24),

|DA,V |1/2 [+ F F
A,V , e ]e |DA,V |1/2 Ca0 ( + a). (3.25)

Proof. We shall employ the identity


1
[+ F
A,V , e ] = [sgn(DA,V e0 ), eF ] (3.26)
2
and the representation of the sign function as a Cauchy principal value (see, e.g.,
[31, p. 359]),

dz
sgn(DA,V e0 ) = RA,V (z)

 R
d
:= lim RA,V (e0 + i) , (3.27)
R R
for H , where is dened in (3.9). Taking also (2.6), (2.7), and (3.18) into
account we obtain

||DA,V |1/2 | [+ F F
A,V , e ]e |DA,V |1/2 |

|DA,V |1/2 RA,V ( z ) i ( + F ) + [eF , VE ]eF

|dz|
eF RA,V (z)eF |DA,V |1/2
2
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Spectral Theory of No-Pair Hamiltonians 21


1/2
2 |dz|
Ca 0 ( + F + a) |DA,V | 1/2
RA,V (z)
2

1/2
|dz|
eF RA,V (z)eF |DA,V |1/2 2 , (3.28)
2

for , D(|DA |1/2 ) Ran(RA (z)). By virtue of (3.16) and (3.17), we rst infer
that

[+ F F
A,V , e ]e |DA,V |1/2 D((|DA,V |1/2 ) ) = D(|DA,V |1/2 ).

We conclude by recalling that an operator T : D(T ) K on some Hilbert space


K is bounded if and only if

sup{| | T | : X, D(T ), = = 1} (3.29)

is nite, in which case it is equal to the norm of T . Here X K is a subspace with


X Ran(T ).

Given some suitable weight function, F , we abbreviate


F + F
F
A,V := e A,V e . (3.30)

Corollary 3.1. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2.
Let 0 < a < min{0 , m}. Then there is some C(a) (0, ) such that, for all
F C (R3 , R) satisfying F (0) = 0, F 0 or F 0, and F a, we have
A,V L (H ) and A,V C(a).
F F

Proof. First, we assume that F satises (3.24). In this case the claim follows from
Proposition 3.1 because [eF , +
A,V ]e
F +
A,V A,V . If F is unbounded, then
= F
we apply an approximation argument similar to the one at the end of the proof of
Lemma 3.4.

Corollary 3.2. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2
and let 0 < a0 < min{0 , m}. Then there is some constant C (0, ) such that,
for all a [0, a0 ], , F satisfying (3.23), (3.24), and 1, L L (H ), and
H,
+ + 2
A,V LA,V   | A,V LA,V | (a + )C L .
| | F F
(3.31)

Moreover, for all D(DA,V ),


+ +
| | F
A,V DA,VC A,V   | A,V DA,VC A,V |
F

(a + ) inf { | + +
A,V DA,VC A,V  + C
1
2 }. (3.32)
0<1
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22 O. Matte & E. Stockmeyer

If VC = V = 0, then (3.32) still holds true, if DA is replaced by |DA | on the


left side.

Proof. The proof of (3.31) is a rather obvious application of Proposition 3.1 and in
fact a simpler analogue of the derivation of (3.32) below. Once (3.31) is veried, it
suces to prove (3.32) with DA,VC replaced by DA,V since VH and VE are bounded.
Without loss of generality we may further assume that DA,V is positive on the range
of +A,V . For otherwise we could add a suitable constant to DA,V . To prove (3.32)
we rst recall that +
A,V maps the domain of DA,V into itself and by Lemma 3.2(d)
we know that multiplication with or eF leaves D(DA,V ) invariant, too. We thus
have the following identity on D(DA,V ),
+
A,V DA,V A,V A,V DA,V
F F

= eF [+
A,V , e
F
]DA,V + + F +
A,V + A,V DA,V [e , A,V ]e
F

+ eF [+
A,V , e
F
]DA,V [eF , +
A,V ]e
F
.

It follows that the absolute value on the left-hand side of (3.32) is less than or
equal to


|DA,V |1/2 +
A,V |DA,V |1/2 [+ F F
A,V , e ]e

=


+ |DA,V |1/2 [+ F F
A,V , e ]e 2 ,
=

which together with Proposition 3.1 implies (3.32). The last statement of the lemma
is valid since the argument above works equally well with |DA,V | in place of DA,V
because + +
A,V |DA,V | = A,V DA,V .

In order to carry out explicit computations it is important to know that functions


in the image set + A,V D still have a certain regularity. This is ensured by the
following lemma. As a rst consequence we shall see in the corollary below that
HN is actually well-dened on DN .

Lemma 3.6. Assume that A L 3 3


loc (R , R ) satises Ae
0 |x|
< , for
some 0 0 < min{m, 0 }, and that V fullls Hypothesis 2.2. Then + A,V
1/2 3 4
H (R , C ), for every D.

Proof. Let D. We pick some C0 (R3 , [0, 1]) with 1 on supp().


Furthermore, we pick C0 (R3 , [0, 1]) such that 1 on supp() BR (0), where
1/2
R > max{|y| : y Y}. We set := 1 . Since D(DA,V ) Hloc (R3 , C4 ) and
+
the spectral projection A,V maps the domain of DA,V into itself it follows that
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Spectral Theory of No-Pair Hamiltonians 23

+
A,V H
1/2
(R3 , C4 ). Furthermore, we pick a (smooth, locally nite) partition of
3

unity on R , {J }N , =1 J = 1, such that =1 |J | C, for some constant
C (0, ). Setting := J , N, := + A,V (DA,V i), and using (3.6), we
obtain


+
A,V = RA,V (i)+
A,V (DA,V i)
=1


= R0 (i) R0 (i)i ( )(RA,V (i) R0 (i)) (3.33)
=1



R0 (i) (V + A)RA,V (i). (3.34)
=1

Here the sum in (3.33) commutes with the rst resolvent and the strong limit

( ) denes a bounded operator on L2 (R3 , C4 ). To treat (3.34) we rst
=1 i
3
use that =1 V = V is bounded. Next, we pick some F C (R , [0, ))
vanishing on some ball containing 0 and supp() and satisfying F (x) = a|x| a ,
for x outside some suciently large ball with 0 < a < min{m, 0 }, a > 0. Then
we write

( A)RA,V (i) = (eF A)(eF RA,V (i)eF )


(eF +
A,V e
F
)(DA,VC +VH + i F + eF VE eF ).

Using (2.7), Lemma 3.4 and Corollary 3.1 we see that ( A)RA,V (i) is an ele-
ment of L2 (R3 , C4 ). These remarks imply that +
A,V belongs to Ran(R0 (i)) +
1 3 4
Ran(R0 (i)) = H (R , C ).

We may now conclude that HN is well-dened on the dense domain DN dened


in (2.13).

Corollary 3.3. Assume that A L 3 3


loc (R , R ) satises Ae
0 |x|
< , for
some 0 0 < min{m, 0 }, and that V fullls Hypothesis 2.2. Then, for DN
and 1 i < j N,

1
2
|+,N 2
A,V (X)| dX < .
R 3N |xi xj |

Proof. Let , D. Thanks to Lemma 3.6 we know that both + +


A,V and A,V
1/2 3 4 3 3 4
belong to H (R , C ) and, hence, to L (R , C ) by the Sobolev inequality for
| 1i |. An application of the HardyLittlewoodSobolev inequality thus yields

1
2
|+ 2 + 2
A,V (x)| |A,V (y)| dx dy < .
R6 |x y|

This estimate clearly implies the full assertion.


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24 O. Matte & E. Stockmeyer

In our applications it is important to control commutators that are multi-


plied with square-roots of the electron-electron interactions W (xi , xj ). In order
to formulate an appropriate estimate we set

Wy (x) := W (x, y) = W (y, x), x, y R3 , (3.35)

in what follows. The proof of the next proposition looks somewhat lengthy and
is hence postponed to Sec. 3.5. This is due to the fact that the singularity of Wy
may be located anywhere and that we allow for unbounded magnetic elds. We
remark that, even in the case V = 0, a diamagnetic inequality is not very useful in
this context since, for unbounded magnetic elds, one cannot compare |i + A|
with |DA |. We tackle this problem by a procedure that involves a partition of
unity, local gauge transformations, and exponential decay estimates which control
the correlation between dierent regions in position space. As a result we obtain a
commutator estimate which can be chosen to depend only on the local magnitude
of |B| either at the singularity y or on the support of the involved cut-o function.
For any function on R3 we use the notation

B , := sup{|B(x)| : x supp()}. (3.36)

Proposition 3.2. Assume that A C 1 (R3 , R3 ) and B = curl A satises (2.18)


and that V fullls Hypothesis 2.2. Let 0 a0 < min{m, 0 } and N R3 be a
neighborhood of the set of singularities, Y, of VC . Then there is some constant,
Ca0 ,N (0, ), such that, for all a [0, a0 ], all , F satisfying (3.23), (3.24) which
are constant on N , and all y R3 ,

Wy1/2 [+ F
A,V , e ]e
F
Ca0 ,N (1 + min{|B(y)|, B , })(a + ). (3.37)

If VE = 0, then B , can be replaced by B ,F + in (3.37).

Corollary 3.4. Assume that A C 1 (R3 , R3 ) and B = curl A is bounded and that V
fullls Hypothesis 2.2. Then we nd, for every > 0, some constant Ca0 , (0, )
such that, for all F satisfying (3.24), DN , and 1 i N,

| | 1 eF +,N +,N
A,V WiN A,V 1 e
F
  | +,N +,N
A,V WiN A,V |

a{ | +,N +,N 2


A,V WiN A,V  + Ca0 , },

where eF acts only on the last variable.

Proof. This corollary is proved by means of Proposition 3.2 in the same way as
Corollary 3.2. We also recall that +,N
A,V DN D(Wij ).

The technique used in the proof of Proposition 3.2 also yields the following
result whose proof can be found in Sec. 3.5, too:
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Spectral Theory of No-Pair Hamiltonians 25

Lemma 3.7. Assume that A C 1 (R3 , R3 ) and B = curl A satises (2.18) and
that V fullls Hypothesis 2.2. Then there is some constant C (0, ) such that,
for all D(DA,V ),

Wy1/2 +
A,V C(1 + min{|B(y)|, B , }) (DA,V i) . (3.38)

3.4. Dierences of projections


In our applications it is eventually necessary to have some control on the dierence
between +A,V and

+ +
A := A,0 .

Lemma 3.8. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2.
Then there is some C (0, ) such that, for all C (R3 , [0, 1]) which are
constant outside some ball such that VC is bounded,

|DA |1/2 (+ +
A A,V ) C( V + ).

In particular, +
A,V D(|DA |
1/2
), for every D(DA ).

Proof. Due to (3.27) the norm in the statement (if it exists) is bounded from
above by

|dz|
sup ||DA |1/2 | (RA (z) RA,V (z))| .
D(|DA |1/2
), H

=1

We next use (3.6), (3.15), and (3.17) to conclude that the asserted bound holds
true.

We note the following trivial consequence of the previous lemma: Namely, we


pick some C0 (R3 , [0, 1]) with 1 on B1 (0) and 0 outside B2 (0), and set
R (x) := (x/R), for R 1, x R3 . By virtue of Hypothesis 2.2 and Lemma 3.8
we then have, for every as in the statement of Lemma 3.8,


|DA |1/2 (1 R )(+
A +
A,V ) C (1 R )V + 0, (3.39)
R

as R tends to innity.

Corollary 3.5. Assume that A L 3 3


loc (R , R ) and that V fullls Hypothesis 2.2.
Then there is some C (0, ) such that, for every C (R3 , R), which is
constant outside some ball and such that VCs = 0 and V + 1, and
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26 O. Matte & E. Stockmeyer

every D,

| | + + + +
A,V DA,VC A,V   | A DA A |
 
C
( V + ) inf  | +
A |D A | +
A  + 2
, (3.40)
0<1

and

| | + + + +
A,V DA,VC A,V   | A DA A |
 
+ + C 2
( V + ) inf  | A DA A  + . (3.41)
0<1

The last estimate still holds true (with a new constant C), if DA and DA,VC are
replaced by DA 1 and DA,VC 1, respectively.

Proof. Let D and let R be the cut-o function constructed in the paragraph
preceding (3.39). On account of Lemma 3.6 we know that + A,V H
1/2
and,
1/2
hence, we infer from Lemma 3.2(c) that R + A,V Hc belongs to the domain
of DA . Applying also the formula appearing in (ii) of Lemma 3.1 and using VCs = 0
we obtain

 | + s
+ + s
+
A,V DA,VC A,V  = lim R A,V | DA,VC A,V 
R

= lim DA R + +
A,V | A,V .
R

Writing + := + +
A,V A we further get

DA R + +
A,V | A,V 

= DA R + + + +
A | A  + DA R A | 

+ R + | DA + + +
A  + DA R | .

By virtue of Lemma 3.8, we know that + D(|DA |1/2 ) and it is easy to see
that DA R + +
A DA A , as R . Using also (3.39) we arrive at

| | + + + +
A,V DA,VC A,V  DA A | A |
s

2 |DA |1/2 +
A |DA |
1/2
+ + |DA |1/2 + 2 .

Therefore, we obtain (3.40) by applying Lemma 3.8 once again. (3.41) follows from
a straightforward combination of (3.40) and Corollary 3.2. The last statement of
Corollary 3.5 follows from (3.41) and Lemma 3.8.
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Spectral Theory of No-Pair Hamiltonians 27

3.5. Proofs of Proposition 3.2 and Lemma 3.7


First, we recall a useful resolvent identity. We remind the reader that VCs = S|VCs |
denotes the polar decomposition of the potential dened in (3.1) and set

M (z) := |VCs |1/2 R0 (z)|VCs |1/2 , z (D0 ). (3.42)

Lemma 3.9 ([32, 41, 42]). Assume that VC fullls Hypothesis 2.1 and let VCs
be given by (3.1). Then there exist 0 > 0 and 0 (, 1) such that, for every
R\(0 , 0 ), we have M (i) 0 and

R0,VCs (i) = R0 (i) R0 (i)|VCs |1/2 (1 + SM (i))1 S|VCs |1/2 R0 (i). (3.43)

Proof. The inequality | |1/2 R0 (i)| |1/2 1 has been conjectured in [41] and
proved in [32]. By means of this inequality and the arguments of [42, pp. 2 and 3
(with ks 1)] we nd some 0 (, 1) such that M (i) 0 provided || is
large enough. The resolvent formula (3.43) then follows from [41, Lemma 2.2 and
Theorem 2.2].

Proof of Proposition 3.2. We pick some C0 (R3 , [0, 1]) such that = 1
in a neighborhood of Y and supp()  N . We set := 1 . Moreover, we pick
3
some C0 (R , [0, 1]) with 1 on B1/2 (0) and supp( ) B1 (0) and set
y (x) := (x y), x R3 . On account of Proposition 3.1 it suces to consider

 y Wy1/2 | [+ F
A,V , e ]e
F

 
1/2 dz dz
=  y Wy | T (z) +  y Wy1/2 | T (z) , (3.44)
2 2

for H 1/2 (R3 , C4 ) and H , where, by (3.18) and (3.27),

T (z) := RA,V (z)T eF RA,V (z)eF , z , (3.45)


T := i (F + ) + [eF , VE ]eF = O( + a). (3.46)

To study the rst integral in (3.44) we write, using (3.6),

RA,V (z) = R0,VCs (z) + R0,VCs (z)i (R0,VCs (z) RA,V (z))
R0,VCs (z){V VCs + A}RA,V (z),

where VCs = S|VCs | is dened in (3.1). Since D(D0,VCs ) H 1/2 (R3 , C4 ) due to
Lemma 3.2(e) we nd C, C  (0, ) such that, for all y R3 and all z ,

Wy1/2 R0,VCs (z) C |D0 |1/2 R0,VCs (z) C  . (3.47)


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28 O. Matte & E. Stockmeyer

By denition of T (z) and T and by (3.11) we thus have



|dz|
| y Wy1/2 | {T (z) R0,VCs (z)T eF RA,V (z)eF }|
2

d
Ca, (a + ) 2
. (3.48)
R 1+

To treat the remaining part of the rst integral in (3.44) we employ the rst resol-
vent formula and (3.43) to obtain, for R with || 0 and z = e0 + i (0 is
the parameter appearing in Lemma 3.9),

R0,VCs (z) = R0 (i) + e0 R0,VCs (z)R0,VCs (i)

R0 (i)|VCs |1/2 (1 + SM (i))1 S|VCs |1/2 |D0 |1/2 |D0 |1/2 R0 (i). (3.49)

Here the operator (1 + SM (i))1 is uniformly bounded for || 0 . Moreover,

Wy1/2 R0 (i)|VCs |1/2 C, (3.50)

uniformly in y R3 and R, which is a simple consequence of Katos inequality.


In view of (3.48), (3.49) and (3.22) it is therefore clear that it suces to discuss the
contribution coming from the bare resolvent R0 (i) in (3.49). On account of (3.11),
(3.21) and (3.46) we nd by means of the CauchySchwarz inequality,

d
|R0 (i)Wy1/2 y | T eF RA,V (e0 + i)eF |
||0 2

T (|D0 |1/2 Wy1/2 ) y = O(a + ) .

Since the remaining part of the integral over {|| < 0 } does not pose any further
problem, we see altogether that the rst integral in (3.44) is absolutely convergent
and of order O( + a).
Next, we treat the second integral on the right-hand side of (3.44). Since we
eventually have to change the gauge locally, we pick a (smooth) partition of unity,
{J }Z3 , on R3 such that supp(J ) B1 (), for every Z3 . We can certainly

assume that Z3 |J | C, for some C (0, ). We set

G () := { Z3 : J = 0}, := J , := 1 ,
G ()

so that = , = 0, and re-write the operator dened in (3.46) as

T = i (F + ) + [eF , VE ]eF + [, VE ]
= {i (F + ) + [eF , VE ]eF + [, VE ]} {VE }

=: U1 U2 = (J U1 U2 J ).
G ()
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Spectral Theory of No-Pair Hamiltonians 29

For every Z3 , there is some gauge potential, g C 2 (R3 , R), such that
A g = A , where A is dened by
 1
A (x) := B( + t(x )) t(x )dt, x R3 . (3.51)
0

:= g ,
By virtue of (3.6) we obtain with A

y RA,V (z)T = y RA,V (z)(J U1 U2 J )
G ()

= y RAe (z)(J U1 U2 J )
G ()

+ RAe (z)i ( y )(RAe (z) RA,V (z))(J U1 U2 J )
G ()

RAe (z) y (V + A )RA,V (z)(J U1 U2 J )
G ()

=: S1 + S2 S3 . (3.52)

The proof of Proposition 3.2 is nished as soon as we have shown Lemma 3.10
below.

Lemma 3.10. In the situation above there exists a - and F -independent constant,
Ca0 (0, ), such that, for j = 1, 2, 3,

Ij := |Wy1/2 | Sj eF RA,V (z)eF ||dz|

Ca0 (1 + min{|B(y)|, B , })( + a) .

Proof of Lemma 3.10. In our estimations below, that involve non-local operators,
we exploit the fact that the interference between spatially separated regions decays
exponentially. Therefore, we start by introducing appropriate exponential weight
functions: We pick some a (, min{0 , m}) and a convex, even function f

C (R, [0, )) such that f 0 on [2, 2], f(t) = a a, for |t| 4, and 0 f 1
|t|3
on (0, ). We dene f (x) := f(|x |), x R3 , so that f 0 on B2 () and
f a dist(, B2 ()) a
with equality outside B4 (). Moreover, |f | a . We
further pick some non-decreasing C (R, R) such that (t) = t, for t 1, 2
on [3, ) and  1. We set ,y (t) := (| y| + 1)(t/(| y| + 1)), t R,
and f,y := ,y f , so that f,y is bounded, f,y = f a dist(, B2 ()) a
on
B1 (y) supp( y ), and |f,y | a f,y
. By construction e J = J . Setting

,y (z) := (J U1 ef,y U2 ef,y J )eF RA,V (z)eF


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30 O. Matte & E. Stockmeyer

we thus have

(J U1 U2 J )eF RA,V (z)eF = ef,y ,y (z).

Observing that = 0 implies

ef,y U2 ef,y = [ef,y VE ef,y , ]

and employing (2.6) and (3.11) we further nd some constant C (0, ) such that,
for all z = e0 + i , Z3 , and y R3 ,

a +
,y (z) C  . (3.53)
1 + 2

Taking these remarks into account we obtain


 
I1 z )ef,y Wy1/2 ( y ef,y ) | ,y (z)||dz|.
|ef,y RAe (
G ()

Now, since A = 0, whence (2.1), (2.12) and


= g is a gradient we have curl A
Hardys inequality imply

) C |D e | ,
Wy C (eig ) = C (i + A A

for D, with some - and y-independent constant C (0, ). Standard argu-


1/2
ments now imply that |DAe |1/2 Wy is a bounded operator whose norm is uni-
formly bounded in and y. Setting

:= |DAe |1/2 Wy1/2 ( y ef,y )

and applying (3.17) we thus nd

 
1/2
f,y 1/2 2
I1 e RAe (
z )e f,y
|DAe | |dz|
G ()


1/2
2
,y (z) |dz|

 
1/2
d
C (a + )
R 1 + 2
G ()

C sup{ef,y (x) : x B1 (y)} (a + )
Z3

C (a + ) .
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Spectral Theory of No-Pair Hamiltonians 31

For I2 , we obtain the estimate by means of (3.22), (3.11) and (3.53),


 
I2 |dz| |DAe |1/2 Wy1/2 |DAe |1/2 RAe (z)
G ()

|( y )|ef,y ef,y (RA,V (z) RAe (z))ef,y ,y (z)



C( + a) sup{ef,y (x) : x B1 (y)}
Z3

C ( + a) .

To derive a bound on I3 we employ the special properties of the gauge transformed


vector potentials A . Namely, we make use of the bound
|x |
y (x)ef,y (x) |A (x)| y (x) (b1 e(a )|x|+3a + |B()|ea|x|+3a ),
2
(3.54)

for all Z3 and x R3 , which follows from (2.18). Since also |B()|
|B(y)| + |B() B(y)| and |x y| 1, if y (x) = 0, we infer again from (2.18)
that

y ef,y |A |
G ()
  


a|y|
C e 1 + min |B(y)|, sup |B()| , (3.55)
G ()
G ()

for some suciently small a > 0. Using these observations and the uniform bound-
f,y f,y
edness of e V e , which is implied by Hypothesis 2.2 and the choice of , we
nd some -, F -, and y-independent constant C  (0, ) such that
 
I3 z )Wy1/2 { y ef,y ef,y V ef,y
RAe(
G ()

+ y ef,y |A | } ef,y RA,V (z)ef,y ,y (z) |dz|


C  (1 + min{|B(y)|, B , })( + a) .

This completes the proof of Lemma 3.10 and, at the same time, the proof of Propo-
sition 3.2. (The last assertion of Proposition 3.2 follows by inspecting the arguments
above.)

Proof of Lemma 3.7. We use the notation introduced in the proofs of Propo-
sition 3.2 and Lemma 3.10 in the following. We already know from Corollary 3.6
1/2
that the vector +A,V belongs to D(Wy ), but we do not have any control on the
norm on the left in (3.38) yet. It is certainly sucient to derive the asserted bound
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32 O. Matte & E. Stockmeyer

1/2 1/2
with Wy replaced by y Wy . As in the proof of Corollary 3.6, we rst pick some
C0 (R3 , [0, 1]) (independent of ) such that 1 on some large open ball
containing Y and set = 1 . By the closed graph theorem |D0 |1/2 RA,V (i) is
bounded whence

y Wy1/2 +
A,V C |D0 |
1/2
RA,V (i) (DA,V i) .

We denote the characteristic function of the support of by . To treat the remain-


ing piece of the norm we set

:= +
A,V (DA,V i)J ,

and write analogously to (3.52),

|Wy1/2 | y +A,V |

|Wy1/2 | y RA,V (i) |
G ()

|Wy1/2 y | RAe (i) |
G ()

+ |Wy1/2 | RAe (i) ( y )(RA,V (i) RAe (i)) |
G ()

+ |Wy1/2 | RAe (i) y (V + A )RA,V (i) |
G ()

=: Q1 + Q2 + Q3 ,

where H 1/2 (R3 , C4 ). Again we use exponential weights constructed in the


beginning of the proof of Lemma 3.10 and abbreviate

,y := (ef,y +
A,V e
f,y f,y
)e (DA,V i)ef,y J ,

so that by Corollary 3.1,

,y C (DA,V i) + O( J + a
) C  (DA,V i) ,

where C, C  (0, ) neither depend on nor y. Writing also ef,y RAe (i)ef,y =
RAe (i)(1 i f,y ef,y RAe (i)ef,y ) and using (3.11) we thus obtain

Q1 |DAe |1/2 Wy1/2 y ef,y
G ()

|DAe |1/2 ef,y RAe (i)ef,y ,y


C  (DA,V i) .
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Spectral Theory of No-Pair Hamiltonians 33

Using (3.55) we further nd



Q3 |DAe |1/2 Wy1/2 |DAe |1/2 RAe (i)
G ()

{ y ef,y ef,y V ef,y + y ef,y |A | } ,y


C  (1 + min{|B(y)|, B , }) (DA,V i) .

The remaining term, Q2 , can be dealt with similarly.

4. Exponential Localization
In this section, we prove Theorem 2.1. To this end, we adapt an argument from [1]
and some useful improvements of the latter from [19] to our non-local situation.
In the proof below, we present the general strategy of the argument. In doing so,
we refer to three technical lemmata whose proofs are postponed to the end of this
section. The argument from [1] is advantageous here since it does not require any
a priori knowledge on the spectrum of HN . It rather gives the possibility to prove
the exponential localization of spectral projections directly and to infer results
on the nature of the spectrum from the localization estimate. In particular, the
argument avoids the use of eigenvalue equations which are, for instance, exploited
in Agmon type estimates.
Throughout this section we always assume that the assumptions of Theorem 2.1
are fullled.

Proof of Theorem 2.1. Since HN is bounded from below we may suppose that
inf I > . By assumption we have sup I < ENA1 + 1. Moreover, we consider HN
as an operator on the unprojected N -particle space HN . In this case we have to
keep in mind that 0 becomes an innitely degenerated
 eigenvalue of HN . Our goal
2b|X|
is to show that there are b, C (0, ) such that R3N e |(X)|2 dX C, for all
normalized Ran(EI (HN )) such that = AN and = +,N A,V . Borrowing an
idea from [38] we simplify the problem by using the bounds

N
e2b|X| max e2b N |xj |
e2bN |xj |
, X = (x1 , . . . , xN ) (R3 )N ,
j=1,...,N
j=1

and the anti-symmetry of = AN . (We are not aiming to derive good estimates
on the decay rate here.) Indeed, it suces to show that there exist a, C  (0, )
such that

e2a|xN | |(X)|2 dX C, (4.1)
R3N

for all = AN = +,N


A,V EI (HN ), = 1. Then Theorem 2.1 holds true with

b = a/ N . Furthermore, it suces to show that (4.1) holds true with a|xN | replaced
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

34 O. Matte & E. Stockmeyer

by F (xN ), for every (bounded) F : R3 R satisfying (3.24). This is in fact an


obvious
 consequence of the monotone convergence theorem applied to the integrals
2Fn (xN )
R 3N e |(X)|2 dX with as above, where F1 , F2 , . . . is a suitable increasing
sequence of functions satisfying (3.24) and converging to a|xN |. Therefore, it suces
to nd some a > 0 such that

(AN 1 eF )EI (HN )(AN 1 1)+,N


A,V < , (4.2)

for every F satisfying (3.24), where AN 1 denotes anti-symmetrization of the rst


N 1 variables and eF acts only on the N th electron variable.
We start by introducing a comparison operator. To this end we pick some
C (R3 , [0, 1]) such that 1 outside B2 (0) and 0 on B1 (0) and set R :=
(/R) and R := 1 R , for R 1. Furthermore, we dene orthogonal projections
+,N 1
PN 1 := AN 1 A,V , PN1 = 1HN 1 PN 1 ,
QN := (AN 1 1)+,N
A,V , Q
N = 1HN QN .

Then the comparison operator is dened, a priori on the domain DN HN , by


N := QN HN QN + HN
H A A
1 A,V + EN 1 PN 1 1

+ PN 1 + A +
A,V (1 E1 )R A,V + QN
A A
= HN 1 1 + EN 1 PN 1 1 (4.3)
+ PN 1 + A +
A,V {DA,VC + (1 E1 )R }A,V + QN (4.4)


N 1
+ QN WiN QN . (4.5)
i=1

We denote the Friedrichs extension of H N again by the same symbol. (The idea to
introduce an additional cut-o function R in (4.4) to compensate for the Coulomb
singularity in the last variable xN is borrowed from [19]; together with the other
N stays away
additional terms in (4.3) and (4.4) it ensures that the spectrum of H
from the interval I.) Notice that on DN we have HN 1 1 + EN 1 PN1 1
A A

ENA1 1HN . Furthermore, Lemma 4.3 below implies that

PN 1 + A +
A,V {DA,VC + (1 E1 )R }A,V + QN 1 o(1)PN 1 1,

as R tends to innity. We now pick some > 0 with sup I < ENA1 + 1 . Then
the above remarks imply
N  (E A + 1 /2) 2,
 | H DN , (4.6)
N 1

for all suciently large R 1. Next, we dene


 A
HN := QN HN QN + HN 1 A,V .
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Spectral Theory of No-Pair Hamiltonians 35

Then H N and H  have the same domain since they dier by a bounded operator
N
on their common form core DN . We further pick some I C0 (R, [0, 1]), such that
I 1 on I and supp(
I ) (, ENA1 + 1 ). Then N ) = 0 by (4.6). As
I (H
in [1] we now observe that


QN EI (HN )QN = QN EI (HN )QN = ( 
I (HN ) N ))QN .
I (H (4.7)

We preserve the symbol I to denote an almost analytic extension of


I (see, e.g.,
[15]) to a smooth, compactly supported function on the complex plane satisfying

I ) (, ENA1 + 1 ) + i(, ),
supp(
(4.8)
I (z) = ON (|z|N ),
z N N,

where z = 12 ( z + iz ). Here we may choose > 0 as small as we please. We


shall apply the HelerSjostrand formula (see, e.g., [15]),

i
I (T ) =
(z T )1 d
I (z), d
I (z) := I (z)dz d
z z,
C 2

which holds for every self-adjoint operator T on some Hilbert space. By means
of (4.7), we then nd the representation

QN EI (HN )QN = 
[(HN N z)1 ]d
z)1 (H I (z)QN . (4.9)
C

For some F as in (3.24) (which acts only on the last variable in what follows), we
abbreviate

F +,N F
F,N
A,V := e A,V e .

Then (4.9) and the second resolvent identity together with the trivial identities
Q
N QN = 0 = (PN 1 1)QN yield

(AN 1 eF )EI (HN )(AN 1 1)+,N


A,V

eF (H N z)1 PN 1 {+ (1 E A ) + }
A,V 1 R A,V
C

QN (HN z)1 QN |d I (z)|

(1 E1A ) eF (H N z)1 eF F,N eF R |d
I (z)|
C
A,V
|z|

Ca,R eF (H N z)1 eF |d
I (z)|
. (4.10)
C |z|
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36 O. Matte & E. Stockmeyer

In the last step, we apply Proposition 3.1 and eF R e2aR . By (4.8)


|d
I (z)|/|z| is a nite measure. To conclude the proof of Theorem 2.1 it thus
remains to show that the norm of eF (H N z)1 eF is uniformly bounded in all
z supp( I )\R and F satisfying (3.24). This is done in the rest of this proof.
Since F satises (3.24) we know that 1N 1 eF is an isomorphism on HN .
Therefore, the densely dened operators eF H N eF and H N have the same resolvent
set and

RF (z) := eF (H N eF z)1 ,
N z)1 eF = (eF H N ).
z (H (4.11)

In particular, eF H N eF is closed because its resolvent set is not empty. Using the
1 N eF ) = eF H
N eF .
identity RF (z) = RF (z)1 we readily verify that (eF H
Since eF maps DN into itself we further have

N eF ) = eF D(H
DN D(eF H N ) eF Q(H
N ). (4.12)

The following two lemmata, whose proofs are postponed to the end of this section,
show that eF H N eF is a small form perturbation of H
N . We dene T : DN
HN by

N eF H
T := eF H N , DN . (4.13)

Lemma 4.1. Assume that F : R3 R satises (3.24). Then we have, as a > 0


tends to zero,

N  + O(a) | ,
| | T | a | H DN . (4.14)

Lemma 4.2. There exist constants c1 , c2 (0, ) such that, for all F : R3 R
satisfying (3.24) and all DN ,

N eF | c1 eF 2  | H
|eF | H N  + c2 eF 2 2 . (4.15)

N ) Q(H
In particular, eF Q(H N ).

If a < 1/2 then Lemma 4.1 implies that (eF H N eF )DN has a distinguished,
F
sectorial, closed extension, HN , that is the only closed extension having the prop-
erties D(H F ) Q(H N ), D(H
F ) Q(H
N ), and i (H F ), for all R with
N N N
suciently large absolute value; see [31]. Thanks to (4.11), (4.12) and Lemma 4.2,
we know that eF H N eF is a closed extension enjoying these properties, whence

N
H F N eF .
= eF H
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Spectral Theory of No-Pair Hamiltonians 37

We are now prepared to derive a uniform bound on the norm under the integral
I ) and DN , we obtain
sign in (4.10). For z supp(

F z) =  | (H
 | (H N z) +  | T 
N
 


(1 a)  H N z O(a) 2 . (4.16)
1a

By (4.6) and (4.8), we thus nd a (0, 1/2) and R [1, ) such that, for all
I ) and DN ,
z supp(

F z)
 | (H N 2 .
4

This inequality implies that, for z supp( I ), the numerical range of H F z


N
is contained in the half space { C :  /4} [31, Theorem VI.1.18 and
Corollary VI.2.3]. Moreover, by (4.11) the deciency of H F z is zero, for all
N

z C\R, and we may hence estimate the norm of (HN z)1 by the inverse
F

F [31, Theorem V.3.2]. We thus arrive at


distance of z to the numerical range of H N

N 4
(H F
z)1 , z supp(
I ),

which together with (4.10) proves Theorem 2.1.

Lemma 4.3. For every suciently large R 1, there is some cR (0, ) such
that cR 0, as R , and, for all D,

 | + A + + 2 2
A,V [DA,VC + (1 E1 )R ]A,V  A,V cR . (4.17)

Proof. To begin with we introduce a scaled partition of unity. Namely, we pick


some C0 (R3 , [0, 1]) such that
1 on B2 (0) and observe that := 2 +
2 3
(1 ) is strictly positive. We further set, for R 1 and x R , 1 (x)
(x/R)/1/2 (x/R), and 2 (x) R,2 (x) := (1
R,1 (x) := (x/R))/1/2 (x/R), so
2 2 2 2
that 1 + 2 = 1. Since 1 1 + 2 2 = (1 + 2 )/2 = 0 it follows that, for
D,

 | + A +
A,V [DA,VC + (1 E1 )R ]A,V 

=  | + A 2 +
A,V [j DA,VC j + (1 E1 )j R ]A,V 
j=1,2

=: Yj . (4.18)
j=1,2

To treat the summand with j = 1 we use that, by construction, 1 R = 1 , for


every R 1. Taking also Corollary 3.2 and (2.16) into account we nd, for all R 1
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

38 O. Matte & E. Stockmeyer

and D,

Y1 (1 1/R)1 | + A + + 2
A,V [DA,VC E1 ]A,V 1  + 1 A,V O(1/R)
2

1 + 2 2
A,V O(1/R) . (4.19)

We next turn to the summand with j = 2 in (4.18) where 22 R 0. Applying


successively Corollaries 3.2 and 3.5, Proposition 3.1, and Lemma 3.8 we deduce
that, for all D and every > 0,

 | + + + +
A,V 2 DA,VC 2 A,V  (1 ) | 2 A DA A 2  o (1)
2

(1 ) + 2
A 2 o (1)
2

(1 )2 2 + 2
A o (1)
2

(1 )3 2 + 2 2
A,V o (1) , (4.20)

as R . We conclude by combining (4.18)(4.20) and using 21 + 22 = 1.

Proof of Lemma 4.1. We have to study the contribution to T = eF H N eF H


N
F
coming from each term in (4.3)(4.5). The terms in (4.3) commute with e and
hence give no contribution. In order to estimate the contribution coming from the
left term in (4.4) we rst observe that Corollary 3.1 and (3.32) imply the following
identities on D,

eF + +
A,V DA,VC A,V e
F
A,V (DA,VC + i F )A,V
= F F

A,V DA,VC A,V + O(a)


= F F

= (1 + a)+ +
A,V DA,VC A,V + O(a).

The term in (4.4) involving the cut-o function R yields a contribution of order
O(a), too, due to Corollary 3.2 (with L = (1 E1A )R and = 1). To account for
+
the projection on the right in (4.4) we write QN = 1HN PN 1 A,V and use
F F
Proposition 3.1 to obtain e QN e QN = O(a). Finally, we apply Corollary 3.4
to all terms in (4.5) this is the only place in this section where we use the
assumption that B is bounded and arrive at
   !
 
N 1
 (N )
| | T | a  QN DA,VC + WiN QN + O(a) 2 .

i=1

A A
Since HN 1 EN 1 this completes the proof of Lemma 4.1.

Proof of Lemma 4.2. We drop the -signs in (4.15) since the they do not play
any role in this proof. It is clear that we only have to comment on those terms in
(4.3)(4.5) that involve unbounded operators. Since HN 1 1 commutes with eF
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Spectral Theory of No-Pair Hamiltonians 39

and since HN 1 ENA1 we rst nd, for DN ,

eF | (HN 1 1 ENA1 PN1 1)eF 


e2F  | (HN 1 1 ENA1 PN1 1). (4.21)

By virtue of Proposition 3.2 we can estimate | | eF QN WiN QN eF |, for


DN , as
1/2 1/2 1/2
WiN QN eF 2 2 eF WiN QN 2 + 2 WiN [eF , QN ]eF eF 2
1/2
2 eF 2 WiN QN 2 + O(a2 ) eF 2 2 . (4.22)

(If B is unbounded, then the O-symbol in (4.22) depends on the supremum of |B|
on supp(F ).) It remains to prove that there are constants c3 , c4 (0, ) such
that

 | eF + + F
A,V DA,VC A,V e 

c3 eF 2  | + + F 2 2
A,V DA,VC A,V  + c4 e , (4.23)

for D. Moreover, since VH and VE are bounded it suces to prove this estimate
with DA,VC replaced by D := DA,V e0 , which is positive on the range of + .
A,V
We abbreviate := A,V in the rest of this proof and seek for bounds on both
terms on the right side of

+ )1/2 eF 2 2
(D + )1/2 eF 2 .
(D (4.24)
=

Here the norm with  = equals (D + )1/2 [eF , ] and is not greater than
some O(a) eF due to Proposition 3.1. We next dene

+ + 1 1.
:= + (DA,V e0 )+ + 1 = + D
D

+ )1/2 D
In fact, because of (D 1/2 1 and

1/2 eF + 2 eF D
D 1/2 + 2 + [D
1/2 , eF ]+ 2

eF 2 + D
1/2 2 + D
1/2 [D
1/2 , eF ]+ D
1/2 2

we shall see that (4.23) holds true as soon as we have shown that

1/2 [D
D 1/2 , eF ]+ = O(a) eF . (4.25)

To check whether (4.25) is correct we rst note that, on D,

eF ] + [+ , eF ]D
eF ] = + [D,
[D,

= + i F eF + ([VE , eF ]eF )eF + [+ , eF ]D. (4.26)
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40 O. Matte & E. Stockmeyer

We apply the norm-convergent integral representation



1 1 dt
T 1/2 = , (4.27)
0 T +t t

which holds for any strictly positive operator, T , on some Hilbert space. For ,
D, it implies
   
1/2 1/2 F + 1 1/2  1 F + dt
D | [D
, e ]  = D  [D, e ] . (4.28)
0
D+t
D+t t
We estimate the contribution of the rst term on the right side of (4.26) to (4.28) as

  
  + F
+  O(a) eF
 D 1/2  i F e  , t 0. (4.29)
 D +t D +t  (1 + t)3/2

In view of (2.7) the second term in (4.26) can be dealt with similarly. To account
for the third term in (4.26) we apply Proposition 3.1 and obtain, for t 0,
  !
  1  O(a) eF
  1/2 + F D + 
  {D
[ , e ]e }e
F F
 . (4.30)
 D +t +t
D  1+t

Equations (4.28)(4.30) show that (4.25) holds true, which completes the proof of
Lemma 4.2.

A
5. The Lower Bound on inf ess (HN )
In order to prove the hard part of the HVZ theorem, Theorem 2.2(ii), we employ
an idea we learned from [19]: One may use a localization estimate for spectral
projections to prove their compactness. Of course one might try to derive a lower
bound on the ionization threshold by a more direct argument, for instance, by
following the general strategy presented in [33]. Since we have already derived an
exponential localization estimate we nd it, however, more convenient here to adapt
the observation from [19] to our non-local model. Another advantage of the proof
below is that we can work with the square root of HN . This is important since only
form bounds on perturbations of HN are available.

Theorem 5.1. Let the assumptions of Theorem 2.2(ii) be fullled and let I R
be an interval sup I < 1 + ENA1 . Then the spectral projection EI (HN
A
) is a compact
+
operator on AN HN . In particular,
A
ess (HN ) [1 + ENA1 , ).

A
Proof. Let g C(R, (0, )) satisfy g(r) , r , and g(|X|)EI (HN )
L (AN HN ) and set h := 1/g. We let R denote a smoothed characteristic function
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Spectral Theory of No-Pair Hamiltonians 41

of the closed ball in R3 with radius R > 0 and center 0 and set R (X) :=
R (x1 ) R (xN ), for X = (x1 , . . . , xN ) (R3 )N . First, we argue that it suces to
A
show that EI (HN )R (+1)1/8 is a (densely dened) bounded operator from HN
+
to AN HN . In fact, let us assume that this is the case. Since ( + 1)1/8 h(|X|)
A
is compact and g(|X|)EI (HN ) is bounded, it then follows that
A A
EI (HN )[R h(|X|)]g(|X|)EI (HN )
A
= EI (HN )R ( + 1)1/8 [( + 1)1/8 h(|X|)]g(|X|)EI (HN
A
)

is compact. Since R h(|X|) converges to h(|X|) in the operator norm, as R


A A A
tends to innity, it further follows that EI (HN ) = EI (HN )h(|X|)g(|X|)EI (HN )
is compact, too.
A
(j)
To verify that EI (HN )R ( + 1)1/8 is bounded we set S := 1 + N j=1 |DA,V |
and write, for some suciently large c > 0,
A
EI (HN )R ( + 1)1/8
A
= EI (HN )(HN + c)1/2 {(HN + c)1/2 +,N
A,V S
1/2
}{S 1/2 R ( + 1)1/8 }.
(5.1)

Here the left curly bracket in (5.1) is a bounded operator from HN to HN+ since
+,N +,N
A,V SA,V HN + c, provided c is large enough, due to the positivity of the
interaction potentials and the boundedness of VH and VE . To see that the right
curly bracket in (5.1) is a bounded operator in HN we rst notice that it is a
restriction of S 1/2 T , where T := ( + 1)1/8 R is closed. It thus remains to
show that T S 1/2 = T S 1/2 = (S 1/2 T ) belongs to L (HN ). To this end
(i) (i)
we recall that ((i) + 1)1/4 R (|DA,V | + 1)1 is bounded on L2 (R3i , C4 ) since
1/2
D(DA,V ) Hloc (R3 , C4 ). It follows that
(i) (i)
((i) + 1)1/4 R S 1 = ((i) + 1)1/4 R (|DA,V | + 1)1 (|DA,V | + 1)S 1

is bounded, for i = 1, . . . , N , and, hence, R ( + 1)1/4 R S 1 L (HN ). Since


R ( + 1)1/4 R is a restriction of T T we see that T T S 1 L (HN ), which
implies |T |S 1/2 L (HN ) and, hence, T S 1/2 L (HN ).

6. Weyl Sequences
In this section, we prove the easy part of our HVZ theorem, namely Part (i) of
Theorem 2.2 asserting that
A
ess (HN ) [ENA1 + 1, ).
A
This is done by constructing suitable Weyl sequences for HN . The diculties we
encounter are similar to those in [40] where the BrownRavenhall model (free pic-
ture without magnetic eld) is considered. We have, however, to replace those
arguments in [40] that require explicit momentum or position space representations
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42 O. Matte & E. Stockmeyer

of the free projection +0 by more abstract ones; see, e.g., Lemma 6.2. Another
new technical complication is caused by the related facts that +
A,V maps the dense
subspace D merely into H 1/2 when V has a strong Coulombic singularity and that,
compared to the free picture, it is more dicult to control the singularities of the
interaction potentials. For this reason we shall eventually study the square root of
HN rather than HN itself.
We x some spectral parameter 1 throughout the whole section and
{n }nN will always denote a corresponding Weyl sequence as in Hypothesis 2.4(i).
In this and the following section we shall repeatedly employ the following
sequence of cut-o functions: We pick some C (R, [0, 1]) such that 0
on (, 1 /4] and 1 on [1, ). Here (0, 1) is a xed parameter whose
value becomes important only in Sec. 7. We set n := (|x|/Rn ), for x R3 and
n N, where Rn is given by Hypothesis 2.4(i). Then it holds n n = n and
n = Rn1 0, as n .
To begin with we draw two simple conclusions from our hypotheses:

Lemma 6.1. Assume that A L 3 3


loc (R , R ) and V fulll Hypotheses 2.4(i) and
2.2, respectively. Then

lim (DA,V )n = 0, lim (DA,VC )+


A,V n = 0. (6.1)
n n

Proof. The rst identity is clear from the hypotheses. To treat the second we
employ the cut-o functions dened in the paragraph preceding the statement of
this lemma and abbreviate VHE := VH + VE . By means of Proposition 3.1 and
VHE n 0 we then obtain

VHE + + +
A,V n VHE n A,V n + VHE [A,V , n ]n 0,

as n tends to innity. Therefore, the second identity follows from the rst.

Lemma 6.2. Assume that A L 3 3


loc (R , R ) and V fulll Hypotheses 2.4(i) and 2.2,
respectively. Let > 0 and set I := ( , + ). Then we have, as n tends to
innity,

EI (DA,V )n 1, in particular, +
A,V n 1. (6.2)

Proof. Clearly, EI (DA,V )n 1 since n is normalized. Suppose that there


is some > 0 such that lim inf EI (DA,V )n 2 1 . Then we have
lim EI (DA,V )n 2 1 , for an appropriate subsequence, and

lim (DA,V )n 2 2 lim inf (1 1I (s))d Es (DA )n 2
  R

= 2 lim EI (DA,V )n 2 2 > 0.


2


This is a contradiction to (6.1).


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Spectral Theory of No-Pair Hamiltonians 43

In the following we show that ENA1 + belongs to ess (HN ) by means of a


suitable Weyl sequence. Instead of applying Weyls criterion directly to HN we shall,
however, use a slightly strengthened version of it in Lemma 6.3 (see, e.g., [13]) which
allows to work with quadratic forms. As already mentioned above this is important
since, for instance, it seems that one cannot expect Proposition 3.2 to hold with
W 1/2 replaced by W . (At least not for large nuclear charges e2 Z 3/2.) To
construct the Weyl sequence we pick, for every n N, some

n | H A n  < E A + 1 ,
+,N 1 N 1 N 1
n = AN 1 n A,V DN 1 such that n (6.3)

n = 1.
This is possible since HN 1 is dened as a Friedrichs extension starting from
+,N 1
A,V DN 1 . We further set

n (x) := |n (x, X  )|2 dX  . (6.4)
R3(N 2)

Next, we pick 0 < a < min{m, 0 }, r (0, 1 /4), and r (0, 1) such that
(1 r)a > (1 + r), s := r + r 1 > 0. (6.5)
Here appears in (2.18). We further pick some cut-o function, C (R, [0, 1]),
such that 0 on (, s/2] and 1 on [s, ). By Lemma 3.6 we know that
(1)
|D0 |1/2 n HN 1 , where the superscript (1) again indicates that the operator
acts on the rst variable. Therefore, we nd a subsequence, {Rkn }nN , of {Rk }kN
such that, for every n N,

(1) 1
||D0 |1/2 (x1 /Rkn )n (X)|2 dX < , (6.6)
R3(N 1) n
As a candidate for a Weyl sequence we then try {AN n }nN , where
+,N
n := n +
A,V kn A,V DN , n N. (6.7)
To simplify the notation we again write n instead of kn in the following. Finally,
we pick some c > 1 and set
f (t) := (t + c)1/2 (t ENA1 ), t > c.

Lemma 6.3. Let the assumptions of Theorem 2.2(i) be fullled. If, in the situation
described above, c > 1 is suciently large, then AN n D(f (HN )), for every
n N, and
w-lim AN n = 0, lim inf AN n > 0, lim f (HN )AN n = 0. (6.8)
n n n

In particular, ENA1 + ess (HN ).

Proof. First, suppose that (6.8) holds true. If c > 1 is chosen suciently large,
then f is strictly monotonically increasing on (HN ). If I is some small open
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44 O. Matte & E. Stockmeyer

interval around ENA1 + we thus get EI (HN ) = Ef (I) (f (HN )). By (6.8) and the
Weyl criterion applied to f (HN ) it follows that = dim Ran(Ef (I) (f (HN ))) =
dim Ran(EI (HN )).
To verify (6.8) we rst notice that n  0, as n , because of (2.17).
Exactly as in [40, 4] we can also check that lim inf AN n > 0. So it suces
to show that f (HN )n 0, as HN commutes with AN . Since n and n are
+,N
normalized and n = n + A,V n A,V DN we obtain

f (HN )n
1 1 1
(HN + c) 2 (HN 1 ENA1 ) 2 1H + (HN 1 ENA1 ) 2 n (6.9)
+ (DA,VC )+
A,V n (6.10)


N 1
1 1 1
+ (HN + c) 2 +,N 2 2 +
A,V WiN WiN (n A,V n ) . (6.11)
i=1

We rst show that the operator norm in (6.11) is actually nite. In fact,
1/2 1/2
(HN + c)1/2 +,N +,N
A,V WiN = WiN A,V (HN + c)
1/2
1,
+,N 1
since W 0, + +  + A
A,V DA,VC A,V C A,V , HN 1 EN 1 A,V , and, hence,
1/2
WiN +,N 2 +,N +,N
A,V =  | A,V WiN A,V   | (HN + c),

for +,N
A,V DN . Using similar estimates and (6.3) it is straightforward to check
that the term in (6.9) converges to zero provided c > 1 is suciently large. The
norm in (6.10) tends to zero by Lemma 6.1. The claim now follows from Lemma 6.4
below which implies that the remaining norm in (6.11) tends to zero, too.

The rst inequality of the following lemma is used in the proof of Lemma 6.3
and the second one in Sec. 7.

Lemma 6.4. There are , C (0, ) such that, for all n N,



1
W (x, y)n (y)|+ 2
A,V n (x)| d(x, y) sup W (x, y) + CeRn + .
R6 |xy| n
(1r  )Rn

If B is bounded, then there is some C  (0, ) such that, for all n N,



W (x, y)n (y)|+ 2
A,V n (x)| d(x, y)
R6

sup W (x, y) + 2 
A,V n + C (1 + B )e
aRn /2
|xy|
(1)Rn


+C n (y)dy(1 + B ) (DA,V + i)n 2 .
{|y|Rn /2}
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 45

Proof. For n N, we pick a weight function, Fn C (R3 , [0, )), with Fn 0


on R3 \BRn (0), Fn (1 r)aRn a on BrRn (0) and Fn a. Here a and r
are the parameters from (6.5) and a > 0 is some xed, n-independent constant.
Since n = n n and 1BrRn (0) n = 0 we obtain

1BrRn (0) (x)W (x, y)n (y)|+ 2
A,V n (x)| d(x, y)
{|xy|<(1r  )Rn }

1BrRn (0) eFn sup Wy1/2 eFn [+


A,V , n e
Fn
]n 2 n 1
|y|(r+1r  )Rn

C  e(1r)aRn sup (1 + |B(y)|) C  e([1r]a[1+r] )Rn . (6.12)


|y|(1+r)Rn

In the last two steps we make use of Proposition 3.2 and (2.18). Next, if |x y|
(1 r )Rn and 1BrRn (0) (x) = 0, then |y| (r + r 1)Rn = sRn , and by the choice
of (see the paragraph below (6.5)) it follows that

(1 1BrRn (0) (x))W (x, y)n (y)|+ 2
A,V n (x)| d(x, y)
{|xy|(1r  )Rn }

sup W (x, y)(y/Rn )n (y)dy + 2
A,V n . (6.13)
|x|rRn R3

On account of (6.5), Katos inequality, and (6.6) the rst asserted estimate follows
from (6.12) and (6.13). The second one is derived similarly by means of Lemma 3.7
and the replacements r  1 /2, r  . Note that 1B(1+/2)Rn (0) n = 0, which is
used to derive the analogue of (6.12).

7. Existence of Eigenvalues
A
In this section, we prove Theorem 2.3 which asserts that HN possesses innitely
A A
many eigenvalues below inf ess (HN ) = 1 + EN 1 . We proceed along the lines of [40,
6] with a few changes. In particular, as in the previous section we replace the
arguments of [40] that employ explicit position or momentum space representations
of +0 by more abstract ones. A crucial observation is the new argument used to
prove Lemma 7.1.
Throughout this section we always assume without further notice that the
assumptions of Theorem 2.3, i.e. Hypothesis 2.5, are fullled.

Proof of Theorem 2.3. We proceed by induction on N and start with the induc-
A
tion step. So, we pick N N, N 2, and assume that HN 1 possesses innitely
A
many eigenvalues below EN 2 + 1. In particular, we can pick a normalized ground
A
state of HN 1 , which we denote by . Moreover, we denote the transposition oper-
ator which ips the ith and N th electron variable by iN , 1 i < N , and set
N N := 1. The vectors 1 , 2 , . . . are the elements of the sequence appearing in
Hypothesis 2.5.
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

46 O. Matte & E. Stockmeyer

Now, let d N. By Lemma 7.7 below we know that, for all suciently large
m0 N, the set {AN ( + m0 +d
A,V n )}n=m0 , where

1 
N
AN ( +
A,V n ) = (1)N i iN ( +
A,V n ), n N,
N i=1

is linearly independent. Our goal then is to show that the expectation of


 N := HN ENA1 1
H

with respect to any linear combination of the vectors {AN ( + m0 +d


A,V n )}n=m0 is
strictly negative provided m0 N is large enough. Since d is arbitrary the assertion
of Theorem 2.3 then follows from the minimax principle. For cm0 , . . . , cm0 +d C,
and

m 0 +d 
N
(1)N i
:= cn iN ( +
A,V n ), (7.1)
n=m0 i=1
N 1/2

we obtain as in [40] by means of the anti-symmetry of ,


m 0 +d
 N 
 | H |cn |2  +  +
A,V n | HN ( A,V n ) (7.2)
n=m0


m 0 +d

+ (N 1) |cn ||cm ||1N ( +  +


A,V n ) | HN ( A,V m )|
n,m=m0
(7.3)

m 0 +d

|cn ||cm || +  +


+ A,V n | HN ( A,V m )|. (7.4)
n, m=m0
m=n

Combining the eigenvalue equation (HN 1 ENA1 ) = 0 with Lemmata 7.17.4,


Hypothesis 2.5, and (6.2), we nd some 0 > 0 such that the scalar product in (7.2)
1 1
is bounded from above by 0 Rm 0
+ o(Rm 0
), as m0 gets large. Here the numbers
R1 , R2 , . . . are those appearing in Hypothesis 2.5. Lemmata 7.5 and 7.6 imply that
K
the scalar products in (7.3) and (7.4) are of order O(Rm 0
), as m0 , for every
K N. By the CauchySchwarz inequality we nd some 0 > 0 such that


m 0 +d
 N  
 | H |cn |2 ,
0
n=m0

for all cm0 , . . . , cm0 +d C, if m0 is suciently large (depending on d). This con-
cludes the induction step.
Finally, the case N = 1 is treated in the same way as the induction step N
N + 1 (setting E0A := 0 and ignoring , W , and the term (7.3)).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 47

To show that the contribution coming from the (one-particle) kinetic energy of
n decreases faster than its negative potential energy we make use of the require-
ment that the n have vanishing lower spinor components, n = (n,1 , n,2 , 0, 0) ,
n N. This has also been used in [40] together with explicit formulas for +0 . We
replace these arguments by the following observation:

Lemma 7.1. There is some C (0, ) such that

0 + + 2
A n | (DA 1)A n  CRn , n N.

Proof. Since the last two components of n are zero we have ( 1)n = 0.
If we denote the projection onto the rst two spinor components, L2 (R3 , C4 ) 
(1 , 2 , 3 , 4 )  (1 , 2 , 0, 0) , by p then we also have pi n = 0 = pi i n ,
2
i = 1, 2, 3, and, therefore, p(DA 1)n = 0. Moreover, [p, DA ] = 0 and, hence,
1
[p, |DA | ] = 0. This implies

|+ +
A n | (DA 1)A n |
 
1 1 
=  n | p(DA 1)n  + sgn(DA )n | (DA 1)n 
2 2
 
1 1 

=  (DA 1)n | |DA | (DA 1)n  + n | |DA | p(DA 1)n 
1 1
2 2
1
(DA 1)n 2 = O(1/Rn2 ).
2
In the last step we apply Hypothesis 2.5.

In the following we split VC into a singular and regular part, VC = VCs + VCr ,
where VCs is dened in (3.1). By Hypothesis 2.1 VCr is bounded.

Lemma 7.2. As n tends to innity,

+ +
A,V n | (DA,VC 1)A,V n 

= + r + + + 1
A,V n | VC A,V n  + A n | (DA 1)A n  + o(Rn ).

Proof. We let n , n N, denote the cut-o functions introduced in the paragraph


preceding Lemma 6.1. Then the assertion follows from Corollary 3.5 applied to
DA,VCs 1 with = n , since by Lemma 7.1 and Hypothesis 2.2,

( n V + n ) + + 2 1
A n | (DA 1)A n  n = o(Rn ).

In the next lemma, we single out the leading order negative contribution to (7.2).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

48 O. Matte & E. Stockmeyer

Lemma 7.3. There is some constant C (0, ) such that, for all suciently large
n N,

+ r + + 2
A,V n | VC A,V n  v
(, Rn ) A,V n + Ce
Rn /C
,

where v
(, Rn ) is given by (2.20).

Proof. We pick some even function f C (R, [0, )) such that f 1 on [, ),


f 0 on [0, /2], and |f  | 4/. (Recall (2.21).) For some a (0, min{0 , m}/4),
we dene exponential weights, Fn (x) := aRn f (|x|/Rn ), n N. Using the notation
introduced in (2.19) and (2.20) we then obtain, for all suciently large n N,

+ r + + r +
A,V n | VC A,V n  A,V n | 1S (Rn ) VC A,V n 

+ VCr 1R3 \S (Rn ) eFn eFn +


A,V e
Fn
.

where, by (2.20) and Pythagoras theorem,

+ r +
A,V n | 1S (Rn ) VC A,V n 

v
(, Rn )( + 2 + 2
A,V n 1R3 \S (Rn ) A,V n )

v
(, Rn ) + 2
A,V n + |v
(, Rn )| 1R3 \S (Rn ) e
Fn 2 Fn +
e A,V eFn 2 .

By (2.19), (2.21), and the choice of Fn we know that 1R3 \S (Rn ) eFn
CeaRn /2 , which implies the assertion of the lemma.

From now on, we always assume that the induction hypothesis made in the proof
of Theorem 2.3 is fullled and that is a normalized ground state eigenvector of
A A A A A 1
HN 1 . So, HN 1 = EN 1 , EN 1 < EN 2 + 1. Given (0, N ) we pick some
(0, 1) as in Hypothesis 2.5(i). Then the following assertion is valid:

Lemma 7.4. As n tends to innity, we have, for 1 i N 1,

 + +
A,V n | WiN A,V n  sup W (x, y) + 2
A,V n + O(Rn ).
|xy|
(1)Rn


Proof. This follows from Lemma 6.4 with n (y) = R3(N 2) |(y, X  )|2 dX  and
the exponential decay of , which is ensured by Theorem 2.1 and the induction
hypothesis.

Now, we turn to the discussion of the terms in (7.3).

Lemma 7.5. As n and m tend to innity,

nm := |1N ( +  +
A,V n ) | HN ( A,V m )| = O(Rmin{n,m} ).
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 49

Proof. We pick C0 (R3 , [0, 1]) such that 1 on B1/4 (0) and 0 outside
B1/2 (0) and set n := (/Rn ) and n := 1 n , for n N. As in [40] we nd
nm |{n + +
A,V n } | {(DA,VC 1)A,V m }|

+ |{+ (1) +
A,V n } | {n } {(DA,VC 1)A,V m }|


N 1
+ |{n + +
A,V n } | WiN (A,V m )|
i=1


N 1
+ |{+ (1) +
A,V n } | WiN (n ) (A,V m )|
i=1


N 1 
N 1
=: Y1 + Y2 + Y3i + Y4i .
i=1 i=1

For the rst two summands we nd


Y1 + Y2 (DA,VC 1)+ + (1)
A,V m ( n A,V n + n ),

where the right-hand side is of order O(Rmin{n,m} ) due to the exponential localiza-
tion of and the support properties of n and n . Moreover, we observe that, for
i = 2, . . . , N 1,
1/2
Y3i n + 1/2 +
A,V n WiN sup Wy A,V m ,
yR3

1/2
Y4i + (1) 1/2 +
A,V n WiN n sup Wy A,V m .
yR3

1/2
Here the norms WiN , i = 2, . . . , N 1, are actually nite since Ker(HN 1
ENA1 ) implies
1/2 +,N 1 +,N 1
WiN 2 =  | A,V WiN A,V  (ENA1 + C) 2 ,
for some constant C (0, ). Finally,
Y31 sup Wy1/2 n + 2 1/2 +
A,V n sup Wy A,V m ,
yR3 yR3

Y41 sup Wy1/2 + (1) 1/2 +


A,V n n sup Wy A,V m .
yR3 yR3

We pick f C (R, [0, )) such that f 0 on [1, ), f 1 on (, 1/2],


and 3 f  0, and set Fn (x) = aRn f (|x|/Rn ), x R3 , n N, where a
(0, min{0 , m}/3). Since n n = 0, we nd
sup Wy1/2 n +
A,V n
yR3

sup eFn sup Wy1/2 [+ Fn Fn


A,V , n e ]e n .
|x|Rn /2 yR3
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

50 O. Matte & E. Stockmeyer

This estimate, the exponential decay of , and Lemma 3.7 imply that the terms

Y3i and Y4i , 1 i N 1, vanish of order O(Rmin{n,m} ) also.

Finally, we discuss the terms in (7.4).

Lemma 7.6. As n tends to innity, it holds, for all m > n,

| +  +
A,V n | HN ( A,V m )| = O(Rn ).

Proof. We pick a family of smooth weight functions, {Fk }k,N , such that Fk 0
on supp(k ), Fk is constant outside some ball containing supp(k ) and supp( ),
Fk a < min{0 , m}, and

gk := eFk Fk Cea min{Rk ,R }
, k,  N,

where a, a (0, min{0 , m}) and C (0, ) do not depend on k,  N. In view


of (2.21) it is easy to see that such a family exists. Then we observe that

| +  +
A,V n | HN ( A,V m )|

|+ + +
A,V n | (DA,V 1)m | + |A,V n | (VH + VE )A,V m |
 1/2 1/2
+ |WiN + +
A,V n | WiN A,V m |
1i<N

gnm eFnm +
A,V e
Fnm
n { (DA,V 1)m

+ (i Fmn + VH + [eFmn , VE ]eFmn )m }


+ gnm eFmn (VH + VE )eFmn sup eFk +
A,V e
Fk
k 2
k=

+ gnm (N 1) sup sup Wy1/2 eFk +


A,V e
Fk
k 2 .
k= yR3

By virtue of Proposition 3.2 and Lemma 3.7, we know that all terms behind the
factors gnm appearing here are uniformly bounded which shows that the assertion
holds true.

Applying the above arguments in an easier situation, we obtain the following


lemma.

Lemma 7.7. For every d N, there is some n0 N such that the set of vectors
{AN ( + m0 +d
A,V n )}n=m0 is linearly independent, for all m0 N, m0 n0 .

Proof. We pick as in (7.1) and estimate 2 from below by an obvious analogue


 N replaced by the identity. Now, by virtue of Lemma 6.2 there
of (7.2)(7.4) with H
February 11, 2010 10:0 WSPC/148-RMP J070-S0129055X10003874

Spectral Theory of No-Pair Hamiltonians 51

is some m1 N such that + +


A,V n = A,V n 1/2, for all n m1 . The
proof of Lemma 7.5 shows that

|1N ( + +
A,V n ) | A,V m | = O(Rmin{n,m} ).

Furthermore, by employing the exponential weights from the proof of Lemma 7.6
we see that

| + + +
A,V n | A,V m | = |n | A,V m | Ce
min{Rn ,Rm }/C
.

Altogether we nd some C  (0, ) such that, for d N and all suciently large
m0 N,
m0 +d m0 +d 0 +d
1  C  (N 1)  
m
C
2 |cn |2 |cn ||cm | |cn ||cm |.
2 n=m Rm0 n,m=m
Rm0
0 0 n, m=m0
n=m

Hence, the CauchySchwarz inequality implies that, for suciently large m0 ,


in (7.1) is zero if and only if cm0 = = cm0 +d = 0.

Acknowledgments
It is a pleasure to thank Hubert Kalf, Sergey Morozov, and Heinz Siedentop for
useful remarks and helpful discussions. Moreover, we thank Sergey Morozov for
making parts of his manuscripts [38] available to us prior to publication.

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Vol. 22, No. 1 (2010) 5589

c World Scientic Publishing Company
DOI: 10.1142/S0129055X10003886

ON THE LONG TIME BEHAVIOR OF FREE STOCHASTIC



SCHRODINGER EVOLUTIONS

ANGELO BASSI
Department of Physics, University of Trieste,
Strada Costiera 11, 34151 Trieste, Italy
and
Istituto Nazionale di Fisica Nucleare, Trieste Section,
Via Valerio 2, 34127 Trieste, Italy
bassi@ts.infn.it


DETLEF DURR and MARTIN KOLB

Mathematisches Institut der L.M.U.,


Theresienstr. 39, 80333 Munchen, Germany
duerr@math.lmu.de
kolb@math.lmu.de

Received 10 March 2009


Revised 15 August 2009

We discuss the time evolution of the wave function which is the solution of a stochastic
Schr
odinger equation describing the dynamics of a free quantum particle subject to spon-
taneous localizations in space. We prove global existence and uniqueness of solutions.
We observe that there exist three time regimes: the collapse regime, the classical regime
and the diusive regime. Concerning the latter, we assert that the general solution con-
verges almost surely to a diusing Gaussian wave function having a nite spread both
in position as well as in momentum. This paper corrects and completes earlier works
on this issue.

Keywords: Collapse models; GRW-model; Hilbert space valued diusions; large time
behavior.

Mathematics Subject Classication 2000: 60H30, 60J60, 82C31, 81S99, 35R60

1. Introduction
Stochastic dierential equations (SDEs) in innite dimensional spaces are a subject
of growing interest within the mathematical physics and physics communities
working in quantum mechanics; they are currently used in models of sponta-
neous wave function collapse [114], in the theory of continuous quantum meas-
urement [15, 1725], and in the theory of open quantum systems [2628]. In the
rst case, the Schrodinger equation is modied by adding appropriate nonlinear
and stochastic terms which induce the (random) collapse of the wave function in

55
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56 A. Bassi, D. D
urr & M. Kolb

space; in this way, one achieves the goal of a unied description of microscopic
quantum phenomena and macroscopic classical ones, avoiding the occurrence of
macroscopic quantum superpositions. Current research focuses on designing exper-
iments which discriminate between collapse and non-collapse theories, see references
in [16]. In the second case, using the projection postulate, stochastic terms in the
Schrodinger equation are used to describe the eect of a continuous measurement.
In the third case, slightly generalizing the notion of continuous measurement to
generic interactions with environments, SDEs are used as phenomenological equa-
tions describing the interaction of a quantum system with an environment, the
stochastic terms encoding the eect of the environment on the system. Looking
directly at the stochastic dierential equation for the wave function, rather than
the deterministic equation of the Lindblad type for the statistical operator has some
advantages with respect to the standard master equation approach, e.g. for faster
numerical simulations [29].
Among the dierent SDEs which have been considered so far, the following
equation, dened in the Hilbert space H L2 (R), is of particular interest [17
19, 3037, 39]
 
i p2 2
dt = dt + (q qt )dWt (q qt ) dt t , 0 = . (1.1)
 2m 2
The rst term on the right-hand side represents the usual quantum Hamiltonian
of a free particle in one dimension, p being the momentum operator. The second
and third terms of the equation, as we shall see, induce the localization of the
wave function in space; q is the position operator and qt denotes the quantum
expectation t |qt  of q with respect to t . The parameter is a xed positive
constant which sets the strength of the collapse mechanism, while Wt is a standard
Wiener process dened on a probability space (, F , P) with ltration {Ft , t 0}.
Equation (1.1) plays a special role among the SDEs in Hilbert spaces because
it is the simplest exactly solvable equation describing the time evolution of a non-
trivial physical system. Within the theory of continuous quantum measurement,
it describes a measurement-like process designed to measure the position of a free
quantum particle; within decoherence theory it represents one of the possible unrav-
ellings of the master equation rst derived by Joos and Zeh [40]. Within collapse
models (like GRW-models), it may describe the evolution of a free quantum particle
(or the center of mass of an isolated system) subject to spontaneous localizations
in space [1, 2] in the following sense. Realistic models of spontaneous wave func-
tion collapse are based on a more complicated stochastic dierential equation: The
dierence between Eq. (1.1) and the equations of the standard localization models
such as GRW [1] and CSL [2] is most easily described on the level of the Lindblad
equations for the respective statistical operators t := EP [|t t |], induced by the
stochastic dynamics of the wave function. By virtue of Eq. (1.1) (see, e.g., [9]):
d i
t = [p2 , t ] [q, [q, t ]], (1.2)
dt 2m 2
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On Long Time Behavior of Free Stochastic Schr


odinger Evolutions 57

with the Lindblad term in position representation


GRW
(x y)2 t (x, y). (1.3)
4
For the GRW dynamics as described in [1] the corresponding Lindblad term of the
GRW master equation in the position representation reads:
2
GRW [1 e(xy) /4
]t (x, y). (1.4)

When the distances involved are smaller than the length 1/  105 cm charac-
terizing the model we have that
2 GRW 1
GRW [1 e(xy) /4
] (x y)2 , for |x y|  . (1.5)
4
Accordingly, the stochastic dynamics of Eq. (1.1) approximates at least on the
statistical level the GRW dynamics for all atomic and subatomic distances. Since
this is a regime of growing interest [41, 13, 42, 43] it is reasonable to study now rst
the simpler Eq. (1.1).
Equation (1.1) is nonlinear. Nonlinearity is a fundamental ingredient because
only in this way it is possible to reproduce the collapse of the wave function. It is
well known how to linearize the equation, i.e. how to express its solutions as a
function of the solutions of a suitable linear SDE [31, 44]. We briey review this
procedure.
Let us consider the following linear SDE:
 
i p2 2
dt = dt + q dt q dt t , 0 = , (1.6)
 2m 2
dened in the same Hilbert space H L2 (R); the stochastic process t is a stan-
dard Wiener process with respect to the probability space (, F , Q) and ltration
{Ft , t 0}, where Q is a new probability measure whose relation with P will soon
be established. This equation does not conserve the norm of the state vector, as the
evolution is not unitary; we therefore introduce the normalized state vectors:

t /t  if t  = 0,
t = (1.7)
0 otherwise.
A standard application of It o calculus shows that, if t solves Eq. (1.6), then t
dened in (1.7) solves the following nonlinear SDE:
 
i p2
dt = dt + (q qt )(dt 2 qt dt) (q qt )2 dt t , (1.8)
 2m 2
for the same initial condition = .
Equation (1.8) is a well dened collapse equation, however it is not suitable
for physical applications, as the collapse does not occur with the correct quantum
probabilities. This can be seen by analyzing the time evolution of particular solu-
tions, such as Gaussian wave functions; it can also be easily understood by noting
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58 A. Bassi, D. D
urr & M. Kolb

that there is no fundamental dierence between Eqs. (1.8) and (1.6), since any
solution of Eq. (1.8) can be obtained from a solution of Eq. (1.6) simply by nor-
malizing the wave function. In turn, Eq. (1.6) does not contain any information as
to why the wave function should collapse according to the Born probability rule,
i.e. the Wiener process t is not forced to pick most likely those values necessary to
reproduce quantum probabilities, during the collapse process.
The way to include such a feature into the dynamical evolution of the wave
function is to replace the measure Q with a new measure (which will turn out to
be the measure P previously introduced) so that the process t , according to the
new measure, is forced to take with higher probability the values which account
for quantum probabilities. This is precisely the key idea behind the original GRW
model of spontaneous wave function collapse [1]: the wave function is more likely
to collapse where it is more appreciably dierent from zero. The mathematical
structure of the GRW model suggests that the square modulus t 2 should be
used as density for the change of measure. We now formalize these steps.
In [31], Holevo has proven that for initial condition 0 2 = 1 the process
(t 2 )t0 is a martingale satisfying the equation
 t
t 2 = 0 2 + 2 qs s 2 ds . (1.9)
0

We shall always work with normalized initial states. The martingale t 2 can be
used as a RadonNikodym derivative to generate a new probability measure P from
Q, according to the usual formula:
P[E] := EQ [1E t 2 ], E Ft , t < +, (1.10)
where 1E is the indicator function relative to the measurable subset E. We recall
that the martingale property, together with the property EQ [t 2 ] = 1, guarantee
consistency among dierent times, so that (1.10) denes indeed a unique probability
measure P on F . In the following, for simplicity we will write dP/dQ t 2 .
One can then show that Eq. (1.8), with the stochastic dynamics dened on the
probability space (, F , P) in place of (, F , Q), correctly describes the desired
physical situations.
A drawback of the change of measure is that the equation is dened in terms
of the stochastic process t , which is not anymore a Wiener process with respect
to the measure P, as it was with respect to the measure Q. This can be a source of
many diculties, e.g. when analyzing the properties of the solutions of the equa-
tion. The disadvantage can be removed by resorting to Girsanovs theorem, which
connects Wiener processes dened on the same measurable space, but with respect
to dierent probability measures. According to this theorem, the process
 t
Wt := t 2 qs ds, (1.11)
0
is a Wiener process with respect to (, F , P) and ltration {Ft , t 0}, and thus
is the natural process for describing the stochastic dynamics with respect to the
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On Long Time Behavior of Free Stochastic Schr


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measure P. It is immediate to see that, once written in terms of Wt , Eq. (1.8)


reduces to Eq. (1.1), thus the link between Eq. (1.6) and (1.1) is established. The
above discussion should also have given a rst idea of why SDEs like Eq. (1.1) are
those which are used in Quantum Mechanics to described the collapse of the wave
function; we will come back on this point later in the paper.
The rst important problem to address concerns the status of the solutions of
Eq. (1.6). In [31], Holevo has proven the existence and uniqueness of topological
weak solutions of a rather general class of SDEs with unbounded operators, to
which Eq. (1.6) belongs. (See the end of the section for the notation.) The problem
of the existence and uniqueness of topological strong solutions of Eq. (1.6) has been
addressed in [30]; there however, the proof relies on the expansion of wave functions
in terms of Gaussian states, which in general is problematic and requires special
care, as shown in [45]. An explicit representation of the strong solution of Eq. (1.6)
has been given in [37]; the representation is written in terms of path integrals and
is not particularly suitable for analyzing the time evolution of the general solution.
A much more convenient representation, given in terms of the Greens function of
Eq. (1.6), has been rst derived in [32, 35]; the Greens function reads:
 
t
Gt (x, y) = Kt exp (x2 + y 2 ) + t xy + a t x + bt y + ct ; (1.12)
2
the coecients Kt , t and t are deterministic and equal to


Kt = , (1.13)
sinh t
2
t = coth t, (1.14)


t = 2 sinh1 t, (1.15)

while the remaining coecients are functions of the Wiener process t :
 t
t = sinh1 t
a sinh s ds , (1.16)
0
 t
bt = 2i a
s
ds, (1.17)
m 0 sinh s
 t
i
ct = 2s ds.
a (1.18)
m 0

In the above expressions, we have introduced the following two constants:



1+i 
, 2 . (1.19)
2 m
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60 A. Bassi, D. D
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As we shall see, the parameter , which has the dimensions of a frequency, will set
the time scales for the collapse of the wave function. The representation in terms of
the Greens function (1.12), as we have said, is particularly suitable for analyzing the
time evolution of the general solution of Eq. (1.6), and thus of Eq. (1.1), even though
we will see that, when studying the long time behavior, another representation is
more convenient.
Our rst result concerns the meaning of the solution of Eq. (1.6) in terms of

t (x) := dyGt (x, y)(y) (1.20)

for given initial condition .

Theorem 1.1. Let t be dened as in (1.20); then the following three statements
hold true with Q-probability 1:
(1) L2 (R) t L2 (R), (1.21)
(2) L2B (R) t is a topological strong solution of Eq. (1.6), (1.22)
2
(3) L (R) limt0 t  = 0, (1.23)
where L2B (R) is the subspace of all bounded functions of L2 (R).
Having the explicit solution of the Eq. (1.6), and thus of Eq. (1.1), the next
relevant problem is to unfold its physical content. Previous analysis of similar equa-
tions [2,8,10,14,39] have shown that one can identify three regimes, which are more
or less well separated depending on the value of the parameters and m.
(1) Collapse regime. A wave function having an initial large spread, localizes in
space; the localization occurring in agreement with the Born probability rule.
(2) Classical regime. The localized wave function moves in space like a classical free
particle, since the uctuations due to the Wiener process can be safely ignored.
That a well localized Schrodinger wave function should move along a classical
path is connected to the validity of Ehrenfest- or Egorov-type theorems [38].
(3) Diusive regime. Eventually, the random uctuations become dominant and
the wave function starts to diuse appreciably.
It is not an easy task to spell out rigorously these regimes and their properties.
We shall, however, be a bit more specic on this in the following section. We shall
afterwards focus on the simplest regime, namely the diusive one, which in fact has
been intensively looked at in the previous years [7, 19, 26, 34, 35, 39] and we shall
prove a remarkable property of the solutions of Eq. (1.1): Any solution converges
almost surely to a Gaussian wave function having a xed spread.

Theorem 1.2. let t be a solution of Eq. (1.1); then under conditions which we
will specify, the following property holds true with P-probability 1:
lim t t  = 0, (1.24)
t
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where t , dened in (5.2), is a Gaussian wave function with a xed spread both in
position and momentum.
Theorems 1.1 and 1.2 have been extensively discussed before in the literature
[7, 19, 26, 30, 3436, 39], proving that the community has devoted much attention
to the problem. However, these proofs are not complete or awed. Concerning
Theorem 1.1, in particular Statement (3) was not proven [30, 3436]. While State-
ments (1) and (2) are rather straightforward conclusions from the Gaussian kernel
of the propagator, the third statement is much more subtle and does not follow
from purely analytical arguments. Concerning Theorem 1.2, none of the previous
proofs is decisive. In [35, 36], the major aw was that it was overlooked that the
eigenfunction expansion of the relevant dissipative operator (not self-adjoint) does
not give rise to an orthonormal basis. In [19], the long time behavior was analyzed
by expanding the general solution in terms of coherent states, while in [26,39] it was
analyzed by scrutinizing the time evolution of the spread in position of the solu-
tion; in [45] it has been shown that both approaches are not conclusive. Finally, [7]
proposed Theorem 1.2 as a conjecture, but shows stability of t only against small
perturbations. Building on previous work of Holevo, Mora and Rebolledo recently
enhanced in [46, 47] the general theory of stochastic Schrodinger equations. In par-
ticular, they developed criteria for the existence of regular invariant measures for
a large class of stochastic Schrodinger equations as an important step towards an
understanding of the large time behavior. Until now however the only complete and
detailed results on the large time behavior seem to be Theorems 1.1 and 1.2.
We conclude this introductory section by summarizing the content of the paper.
In Sec. 2, we will present a qualitative analysis of the time evolution of the general
solution of Eq. (1.1); we will discuss the three regimes previously introduced, giving
also numerical estimates, and we will set the main problems which we aim at solving.
In Sec. 3, we will analyze the structure of the Greens function (1.12) and prove
Theorem 1.1. In Sec. 4, we will introduce another representation of the general
solution of Eq. (1.1), which is more suitable for analyzing its long time behavior.
Sec. 5 will be devoted to the proof of Theorem 1.2. Finally, Sec. 6 will contain some
concluding remarks and an outlook.
Notation. We will work in the complex and separable Hilbert space L2 (R), with
the norm and the scalar product given, respectively, by   and |. We will also
consider the subspace L2B (R) of all bounded functions of L2 (R). Given an operator
O, we denote with D(O) its domain and with R(O) its range.
Since in some expression the real and imaginary parts of some coecients
appear, we introduce for ease of readability the symbols z R or zR will denote the
real part of the complex number z, while z I or zI will denote its imaginary part.
Given the linear SDE (1.6), a topological strong solution is an L2 -valued process
such that for any t > 0,
  t 
i t p2 t 2
t = s ds + qs ds q s ds (1.25)
 0 2m 0 2 0
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62 A. Bassi, D. D
urr & M. Kolb

holds with Q-probability 1. A topological weak solution instead is an L2 -values


process such that for any t > 0 and for any D(p2 ) D(q 2 ),
  t
i t 1 2
|t  = | p |s ds + q|s ds
 0 2m 0

t 2
q |s ds (1.26)
2 0
holds with Q-probability 1. Topological strong and week solutions for the nonlinear
SDE (1.1) are dened in a similar way.
There is also a distinction between strong and weak solutions in a stochastic
sense [48], depending on whether the probability space, the ltration and the Wiener
process are given a priori (strong solution) or whether they can be constructed in
such a way to solve the required SDE (weak solution). Throughout the paper, we
will deal only with strong solutions in the stochastic sense.

2. Time Evolution of the General Solution


We begin our discussion with a qualitative analysis of the time evolution of the
general solution of Eq. (1.1); we will spot out the regimes we introduced in the pre-
vious section, corresponding to three dierent behaviors of the wave function. These
regimes of course depend on the value of the mass m of the particle and also on the
value of the coupling constant which sets the strength of the collapse mechanism.
As discussed, e.g., in [39], it is physically appropriate to take proportional to the
mass m according to the formula:
m
:= 0 , (2.1)
m0
where 0 is now assumed to be a universal coupling constant, while m0 is taken
equal to the mass of a nucleon ( 1.671027 kg). To be denite, in the following we
take 0  1.00 102 m2 sec1 , so that the localization mechanism has the same
strength as that of the GRW model [1]. Though, as we discussed in the introduction,
Eq. (1.1) is used also in the context of the theory of continuous measurement as
well as in the theory of decoherence, for brevity and clarity in the following we will
only make reference to its application within models of spontaneous wave function
collapse.

1. The collapse regime


The rst important eect of the dynamics embodied in Eq. (1.1) is that a wave
function, which initially is well spread out in space, becomes rapidly localized. This
is most easily seen through the Greens function representation of the solution. The
Greens function Gt (x, y) in (1.12) can be rewritten as follows
   

t 2 t x 2
Gt (x, y) = Kt exp x + a t x + ct exp (y Yt ) (2.2)
2 2
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On Long Time Behavior of Free Stochastic Schr


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where we have introduced the new parameters:

t2 2
t = t
= tanh t, (2.3)
t
tbt
a
t = a t + , (2.4)
t
b2
ct = ct + t , (2.5)
2t
t x + bt
Ytx = . (2.6)
t

 y-part of Gt (x, y) is a Gaussian function whose spread in position (equal to


The
1/ Rt ) rapidly decreases in time, and afterwards remains very small. In particular,
we have:
2 sinh t sin t
R
t =
cosh t cos t



2 24 2 1 1
t  1 ,
t  (3.99 10 m kg sec )mt
3
= (2.7)
2

 (2.39 1029 m2 kg1 )m t +,

with  5.01 105 sec1 independent of the mass of the particle.
Let us introduce a length , and let us say that a wave function is localized when
its spread is smaller than . For sake of deniteness, we take  1.00 107 m,
corresponding to the width of the collapsing Gaussian of the GRW model. By means
of this length, we can dene the collapse time t1 as the time when the spread of the
y-part of the Greens function Gt (x, y) becomes smaller than . By using the small
time approximation of R t given in (2.7), we can set:

3 2.51 1011 kg sec


t1 := 2
 . (2.8)
2 m
As we see, and as we expect, this time decreases for increasing masses, i.e. for
increasing values of , and is very small for macroscopic particles.
Let us assume that the initial state (x) is not already localized, and in partic-
ular that it does not change appreciably on the scale set by ; this is a physically
reasonable assumption when represents the state of the center of mass of a macro-
scopic object. In this case, from the time t1 on, the y-part of the Greens function
Gt (x, y) acts like a Dirac-delta on (x), and the solution at time t of the linear
equation can be written as follows:
  
2 t 2
t (x)  Kt exp x + a t x + ct (Ytx ). (2.9)
t 2
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64 A. Bassi, D. D
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This is a Gaussian state whose spread is controlled by


t , which evolves in time in
a way similar to t ; in particular:

2 sinh t + sin t
R
t =
cosh t + cos t

2t  (1.20 1025 m2 kg1 sec1 )mt t  1 ,
= 2 (2.10)
 (2.39 1029 m2 kg1 )m t +.


As we see, the spread 1/ R
t is well below , for any t t1 . We can then conclude
that, for times greater than the collapse time, any state initially well spread out in
space is mapped into a very well localized wave function.
An important issue is where the wave function collapses to, given that the initial
state is spread out in space. We now show that the position of the wave function after
the collapse is distributed in very good agreement with the Born probability rule.
A reasonable measure of where the wave function is, after it has collapsed,
is given by the quantum average of the position operator qt . Accordingly, the
probability for the collapsed wave function to lie within a Borel measurable set A
of R can be simply dened to be Pcollt [A] := P[ : qt A]. Though this probability
is mathematically well dened for any Borel measurable subset A, it is physically
meaningful only when A represents an interval much larger than the spread of
the wave function itself, or a sum of such intervals. In such a case, as discussed
in [49], one can show that:

coll 2
Pt [A]  EP [P t  ] pt (x)dx, (2.11)

where P (x) is the characteristic function of the interval of the real axis and
pt = EP [|t (x)|2 ]. The idea behind the approximate equality (2.11) is that when t
lies within , then P t  t , so that P t 2 is almost equal to 1, while when it
lies outside , it is practically 0. The critical situations, which require special care,
are those when the wave function lies at the edges of .
In [39] it has been proven that:
 
t 2
pt (x) = dy et y pSch
t (x + y), (2.12)

3mm0 m
t =  (2.27 1043 m2 kg1 sec3 ) 3 , (2.13)
22 0 t3 t

where pSch Sch 2 Sch


t (x) = |t (x)| and t (x) is the solution of the standard free-particle
Schodinger equation, for the given initial condition (x). For the times we are con-
sidering (t = t1 ), the Gaussian term in (2.12) is much more peaked than any typical
quantum probability distribution pSch t (x), and consequently acts like a Dirac-delta
on it; accordingly, pt (x)  pSch
t (x). Finally, for macroscopic systems and for the
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On Long Time Behavior of Free Stochastic Schr


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times we are considering, the wave function solution of the free-particle Schr
odinger
equation does not change appreciably, implying that pt (x)  p0 (x) = |(x)|2 ,
Sch Sch

which means precisely that the collapse probability is distributed in agreement with
the Born probability rule.

2. The classical regime


After time t1 , we are left with a wave function which, when m is the mass of
a macroscopic particle, is very well localized in space, almost point-like. This is
the way in which collapse model reproduce the particle-like behavior of classical
systems, within the framework of a wave-like dynamics. The relevant question now
is to unfold the time evolution of the position and momentum of the wave function,
to see whether it matches Newtons laws.
When the wave function is well localized in space (t > t1 ), one can reasonably
assume that it can be approximated with the Gaussian state to which as we
shall see it asymptotically converges to. We will analyze the time evolution of
such a Gaussian state in the following, and we will see that its mean position x t
and momentum kt evolve in time as follows (see Eqs. (5.28) and (5.29)):
 
  t

t = x
x t1 + kt1 (t t1 ) + Ws ds + (Wt Wt1 ), (2.14)
m m t1 m

kt = kt1 + (Wt Wt1 ). (2.15)

We can easily recognize in the deterministic parts of the above equations the free-
particle equations of motions of classical mechanics describing a particle moving
along a straight line with constant velocity; the remaining terms are the uctuations
around the classical motion, driven by the Brownian motion Wt . The important fea-
ture of the above equations is that these uctuations, for macroscopic masses, are
very small, for very long times. As a matter of fact, if we estimate the Brown-
ian motion uctuations by setting Wt t, we have for the stochastic terms in
Eq. (2.14):

  t 2  3/2 t3/2
Ws ds  t  (1.63 1022 m kg1/2 sec3/2 ) , (2.16)
m t1 3 m m
  
 t 17 1/2 1/2 t
(Wt Wt1 )   (1.02 10 m kg sec ) . (2.17)
m m m

We see that the random uctuations decrease with the square root of the mass
m of the particle, which means that the bigger the system, the more determin-
istic its motion. This is how collapse models recover classical determinism at the
macroscopic level, from a fundamentally stochastic theory.
We can introduce a time t2 , dened as the time after which the uctuations
become larger than L; we can set, e.g., L  1.00 103 m. Since the uctuations
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66 A. Bassi, D. D
urr & M. Kolb

in (2.16) grow faster as those in (2.17), we can set:


2/3
3 L m
t2   (3.55 1012 sec m1/3 ) 3 m
2 

 (1.13 105 year m1/3 ) 3 m. (2.18)
The time t2 denes the time interval [t1 , t2 ] during which the classical regime holds.
As we can see, for macroscopic systems this is a very long time much longer
than the time during which a macro-object can be kept isolated from the rest of
the universe, so that its dynamics is described by Eq. (1.1).
To summarize, during the classical regime, which for macroscopic systems lasts
very long, the wave function behaves, for all practical purposes, like a point moving
deterministically in space according to Newtons laws. In other words, the wave
function reproduces the motion of a classical particle.
3. The diusive regime
After time t2 , two new eects become dominant: First, the wave function converges
towards a Gaussian state, as we shall prove. Second, the motion becomes more
and more erratic: the dynamics begins to depart from the classical one, showing its
intrinsic stochastic nature.
A thorough mathematical analysis of these time regimes and their main proper-
ties is still lacking. In this paper, as we have anticipated, we focus now only on the
long time behavior of the solutions of Eq. (1.1), leaving the study of the remaining
properties as open problems for future research.

3. Solution of the Equation


In the rst part of this section, we derive the Greens function (1.12) in a way which
will make clear the connection between Eq. (1.6) and the equation of the so called
non-self-adjoint (NSA) harmonic oscillator [5254]. This connection is important
for two reasons; from a physical point of view, it will bring a deep insight on how
the collapse of the wave function actually works. From a mathematical point of
view, it will allow to prove rigorously both Theorems 1.1 and 1.2 presented in the
introductory section.
A way to connect Eq. (1.6) with that of the NSA harmonic oscillator is to apply
suitable transformations to the wave function in such a way to transform the SDE
in a Schrodinger-like equation. We will do this in two steps. We present this section
in detail for convenience although the approach goes back to Kolokoltsov [35].
1. Reduction of Eq. (1.6) to a linear dierential equation with random
coecients
The idea is to remove the stochastic dierential term q dt from Eq. (1.6): bor-
rowing the language of quantum mechanics, we shift to a sort of interaction picture
by dening a suitable operator which maps the solution of Eq. (1.6) to the solution
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odinger Evolutions 67

of a new equation which does not have that stochastic term. To this end, let us
consider the operator Qa : D(Qa ) L2 (R) L2 (R) dened as follows:
Qa (x) = eax (x), a C; (3.1)
where D(Qa ) is dened as the set of all (x) L2 (R) such that eax (x) L2 (R).
It should be noted that, in general, the operator Qa is unbounded and its domain
D(Qa ) is dense in L2 (R) but does not coincide with it. We will settle all technical
issues in the second part of the section. We now dene the vector:
(1)
t = Qt t ; (3.2)
(1)
an easy application of It
o calculus shows that t satises the dierential equation:

 
(1) i p2 1 2 (1) (1)
dt = Q t Q q t dt, 0 = . (3.3)
 2m t

The stochastic dierential q dt has disappeared; in turn, the free Hamiltonian
p2 /2m has been replaced by the operator Qt (p2 /2m)Q1
t
which, due to the
specic commutation relations between q and p, takes the simple form:

Qt p2 Q1

= p2 2i t p 2 t2 . (3.4)
t

Equation (3.3) can then be re-written as follows:


 2 
d (1) p 2 i 2 2 (1)
i t = iq t p . (3.5)
dt 2m m 2m t t
This is a standard dierential equation with random coecients; note that the
operator on the right-hand side is not self-adjoint, due to the presence of the second
and third terms. The last term of Eq. (3.5) is a multiple of the identity operator
and can be removed by dening:
  
(2) i t 2 (1)
t = exp ds t ; (3.6)
2m 0 s
we then obtain:
 2 
d (2) p 2 i (2)
i t = iq t p t . (3.7)
dt 2m m
The third term on the right-hand side contains a time dependent coecient, and
the next step aims at removing it.
2. Reduction of Eq. (3.7) to a dierential equation with constant coe-
cients
The idea we now follow is to perform a transformation similar to a boost. We
introduce the operator Pa : D(Pa ) L2 (R) L2 (R) dened as:
Pia/ (x) = (x + a), a C, (3.8)
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68 A. Bassi, D. D
urr & M. Kolb

where D(Pa ) is the set of all (x) L2 (R) which can be analytically continued to
the line x + a in the complex space C, and such that (x + a) L2 (R). Similarly
to Qa , also Pa is in general an unbounded operator and its domain D(Pa ), though
being dense, does not coincide with L2 (R); we will come back to this point later in
this section. We dene the operator:

Vt = exp(iat /)Pibt / Qict / , (3.9)

where the coecients at , bt and ct , yet to be determined, will turn out to be complex
random functions of time. One can easily verify that:

Vt qVt1 = q + bt , (3.10)
Vt pVt1 = p + ct , (3.11)

and similarly for higher powers of q and p. Let us dene the vector:
(2)
t = Vt t , (3.12)

which solves the equation:


 2
d p 2 1 i
i t = iq bt ct + t p + (ct 2ibt )q
dt 2m m m

1 2 i 2
+ a t + ct bt + c t ct ibt t . (3.13)
2m t m
The time-dependent part of the equation can be removed by requiring that at , bt
and ct satisfy the rst-order dierential equations:

mb t ct = i t b0 = 0,
(3.14)
ct 2ibt = 0 c0 = 0

and
1 2 i
a t + ib2t + c t ct = 0, a0 = 0. (3.15)
2m t m
The rst two equations form a non-homogeneous linear system of rst-order dier-
ential equations, which has a unique Q-a.s. continuous random solution; the third
equation instead determines the global factor at , which is also random. With such
a choice for the three parameters, Eq. (3.13) becomes:
 2 
d p
i t = iq 2 t , 0 = , (3.16)
dt 2m
which is the equation of the so-called non-self-adjoint (NSA) harmonic oscillator,
whose solution and most important properties are well known. Before continuing,
we note that in the case of a more general Hamiltonian H = p2 /2m+V (q) appearing
in Eq. (1.1) in place of just the free evolution p2 /2m, the potential V (q) would have
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been transformed, when going from Eq. (3.7) to Eq. (3.16), according to the rule:
Vt V (q)Vt1 = V (q + bt ); in this case, we would not be able to remove completely
the time-dependent terms from the equation and we would not be able to reduce
the original equation to one, whose solution is known. However, besides the free
particle case, all equations containing terms at most quadratic in q and p (among
them, the important case of the harmonic oscillator) can be solved in a similar way.
The solution of Eq. (3.16) admit a representation in terms of the Greens func-
tion, also known as Mehlers formula:
  
2 1
GNSA
t (x, y) = 2
exp (x + y ) coth t + 2 xy sinh t , (3.17)
sinh t

with and dened as in (1.19). In this way, we have established the link between
the solutions of the SDE (1.6) and those of the equation for the NSA harmonic oscil-
lator (3.16), which we summarize in the following lemma, whose proof is straight-
forward.

Lemma 3.1. Let TtNSA be the evolution operator represented by the Greens func-
tion GNSA
t (x, y) and Tt the one represented by Gt (x, y); then:

Tt exp(it /)Qt +(ict /) Pibt / TtNSA , (3.18)

where the two random functions bt and ct solve the linear system (3.14), and t ,
which includes all global, i.e. independent of x, phase factors, solves the equation:

1 2 i 2 2
t = ib2t ct + t ct + , 0 = 0. (3.19)
2m m 2m t
We now proceed to prove in which sense t := Tt is the topological strong
solution of Eq. (1.6) for the given initial condition . We rst need to set some
properties of the Greens function GNSA
t (x, y) which will be necessary for the sub-
sequent theorem.

Lemma 3.2. The absolute value of GNSA


t (x, y) is equal to:
 
2
|GNSA
t (x, y)| = exp (x2 + y 2 )pt + 4 xyqt , (3.20)
cosh t cos t

where we have introduced the following quantities:

sinh t sin t
pt = , (3.21)
cosh t cos t
sinh t/2 cos t/2 cosh t/2 sin t/2
qt = ; (3.22)
cosh t cos t
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70 A. Bassi, D. D
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note that the function pt is positive for any t > 0. The integral of |GNSA t (x, y)|2
with respect to y is equal to:
  
NSA 2 2 p2t 4qt2 2
dy|Gt (x, y)| = exp 2 x . (3.23)
(sinh t sin t) pt

A simple calculation shows that p2t 4qt2 > 0 for any t > 0; this means that
GNSA
t (x, ), taken as a function of y, belongs to L2 (R) for any x R and t > 0;
moreover :

dxGNSA
t (x, )2 < + for any t > 0. (3.24)

Finally, the following expression holds true:


  
bx NSA 2 2 p2t 4qt2 2
dy|e Gt (x + a, y)| = exp 2 x
(sinh t sin t) pt

qt (qt aR + qt aI )
+ 2 pt aR + pt aI 4 + 2bR x
pt

(qt aR + qt aI )2
+ pt (a2R a2I ) + 2
p t aR aI 4 ,
pt
(3.25)

with
sinh t + sin t
pt = , (3.26)
cosh t cos t
sinh t/2 cos t/2 + cosh t/2 sin t/2
qt = . (3.27)
cosh t cos t
The above formulas imply that, for any a, b C, for any x R and for any
t > 0, the function ebx GNSA
t (x + a, ) belongs to L2 (R) and:

dxebx GNSA
t (x + a, )2 < +. (3.28)

We are now in a position to state and prove the main theorem of this section.

Theorem 3.1. Let Pa and Qa be dened, respectively, as in (3.8) and (3.1); let bt
and ct solve the linear system (3.14) and t be the solution of Eq. (3.19). Finally,
let t = Tt , with L2 (R) and Tt dened as in (3.18). Then the following three
statements hold true with probability 1:

(1) Tt : L2 (R) L2 (R)denes a bounded operator for everyt > 0. (3.29)


(2) L2B (R) t is a topological strong solution of Eq. (1.6). (3.30)
(3) L2 (R) limt0 t  = 0. (3.31)
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Proof. Statement 1. Let belong to L2 (R); since also GNSA t (x, ) belongs to
L2 (R) for any x R and t > 0, H olders inequality implies that GNSA
t (x, )
belongs to L1 (R); accordingly, the operator TtNSA is well dened for any t > 0, and
maps any L2 (R)-function into a measurable function. By using Schwartz inequality
together with relation (3.24), we have:
  2 
 
dx  dy GNSA
t (x, y)(y)  2 dxGNSA (x, )2 < +;
 t (3.32)

thus TtNSA belongs to L2 (R) for any in L2 (R) and for any t > 0.
In a similar way, since also GNSA
t (x + a, ) belongs to L2 (R) for any a C and
because of (3.28), one proves that Pa TtNSA belongs to L2 (R) for any L2 (R),
for any complex a and for any t > 0, i.e. that D(Pa ) contains R(TtNSA ). Using once
more the same inequalities and (3.28), one shows also that Qb Pa TtNSA belongs to
L2 (R) for any in L2 (R), for any a, b C and t > 0.
Remark. Actually a stronger statement is true, as can be readily seen from the
Gaussian form of the Greens function Gt of the operator Tt : For positive t, it
maps L2 (R) to Schwartz space S(R). We shall need this information in the proof
of Statement 3.
Statement 2. Let us consider the vector t := TtNSA , with L2B (R). By
construction, t solves Eq. (3.16), once one proves that the integration

dy GNSA
t (x, y)(y) (3.33)

can be exchanged with the rst and second partial derivatives with respect to
x and with the rst partial derivative with respect to t. We note that the
function GNSA
t (x, y)(y) satises the following two properties: (i) The function
y  GNSAt (x, y)(y) is measurable and integrable on R for any t > 0 and for
any x R; (ii) The rst and second partial derivatives with respect to x and the
rst partial derivatives with respect to t are exists for any t > 0, x R and y R
and can be bounded uniformly with respect to t and x. Accordingly, one can apply,
e.g., [50, Theorem 12.13, p. 199] to conclude that the operations of integration and
dierentiation can be exchanged.
Having proved that t solve Eq. (3.16), a direct application of It
o calculus proves
that t , dened as in (3.18), is a topological strong solution of Eq. (1.6).
Statement 3. Let = 0 Cc (R) be given. Since t solves Eq. (1.6) in a strong
sense, it also solves the SDE in a weak sense; hence, using, e.g., [31, Eq. (1.1)], one
has:

lim |t  = |0  Cc (R). (3.34)


t0

We extend (3.34) to the general case of L2 (R). Being dense in L2 (R), there
exist a sequence {n Cc (R), n N} which approximates any L2 (R). By
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72 A. Bassi, D. D
urr & M. Kolb

triangle and Schwarz inequality we get

||t  |0 | |n |t  n |0 | +  n t  +  n 0 . (3.35)

The rst term on the right-hand side can be made arbitrarily small because
of (3.34); the second and third terms can also be made arbitrarily small by choosing
n suciently large, while t  can be bounded as it converges to 0  for t 0,
due to Eq. (1.9). This proves that:

lim |t  = |0  L2 (R). (3.36)


t0

Statement 3 for test functions Cc (R) now follows directly from Eq. (1.9),
Eq. (3.36) and observing t 0 2 = t 2 +0 2 20 |t R . It remains to extend
the strong continuity of Tt from the subspace Cc (R) to L2 (R). For this, observe
that for Cc (R) (t 2 )t0 denes a stochastic process with continuous paths
and by Holevos result (cf. Eq. (1.9)) it is a martingale. For given f L2 (R) choose
a sequence (n )nN Cc (R), which converges to f in L2 (R). Doobs inequality
for submartingales implies that for all n, m N, T > 0 and > 0

1
Q sup |t  t  | > EQ [|nT 2 m
n 2 m 2 2
T  |]. (3.37)
0tT

We now show that

lim EQ [|nT 2 m 2
T  |] = 0. (3.38)
n,m

The elementary inequality

|nt 2 m 2 n m n m
t  | (t  + t )t t 

implies that

EQ [|nt 2 m 2 n m n m
t  | EQ [(t  + t )t t ]
1 1
(EQ [(nt  + m 2 2 n m 2 2
t ) ]) (EQ [t t  ])
2 12
2(EQ [nt 2 ] + EQ [m n m 2
t  ])  
1
= 2(n 2 + m 2 ) 2 n m .

The right-hand side converges to 0 as n, m . Therefore, the sequence of stochas-


tic processes (nt 2 )t0 is a Cauchy sequence in the complete metric space (D, d) of
adapted processes with right continuous paths having left limits, where the metric
d is dened as (see [51, pp. 5657] for background concerning this topology)

  
1
d(X, Y ) = EQ min 1, sup |(X Y )s | (X, Y D).
n=1
2n 0sn
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Therefore (nt 2 )t0 converges locally uniformly in probability to a stochastic pro-


cess. This stochastic process again has to be continuous almost surely, since a
subsequence of (nt 2 )t0 converges locally uniformly with probability one. Since
limn nt 2 = ft 2 almost surely we know that [0, )  t  ft 2 is contin-
uous, in particular limt0 ft  = f  almost surely and denes by the lemma of
Fatou a positive continuous supermartingale. Therefore, it has a unique decompo-
sition ft 2 = Mt At , where (Mt )t0 is a continuous martingale and (At )t0 is
increasing process. In fact, as we shall show now, the increasing process is iden-
tically 0, i.e. ft 2t0 is a positive martingale for every f L2 (R). For that, we
observed in the remark above that for positive the function f almost surely
belongs to the Schwartz space and in particular to the domain of the generator. By
Holevos result cited above, (Tt f )t is a continuous martingale. Therefore,
At = 0 for t > 0 and hence it equals 0 almost surely. In order to ensure strong
convergence limt ft f  = 0 we need only show that weak convergence holds,
i.e. limt |ft  = |f . Observing

||ft  |f | ||ft  |nt | + ||nt  |n | + ||n  |f |

it suces to show that for some T > 0 limn suptT ||ft  |nt | = 0. But
suptT ||ft  |nt |  suptT ft nt . Therefore, we need only establish
that limn suptT ft nt  = 0. This is done by a similar argument as above,
namely we show that for every > 0

n 2
lim Q sup ft t  > = 0,
n tT

because then there exists a subsequence which is almost surely convergent to 0.


But as we showed above (gt 2 )t0 is a martingale for every g L2 (R). Hence
(ft nt 2 )t0 is a martingale and we can again apply Doobs inequality as we did
before.

Remark 1. The Gaussian form of the Greens function (1.12) is a consequence of


the fact that Eq. (1.6) contains terms which are at most quadratic in q and p. This
in particular implies that the dynamics preserves the shape of initially Gaussian
wave functions; in fact, as shown e.g. in [30, 34, 35, 39], a state

t (x) = exp[t (x xm 2 m
t ) + ikt x + t ], (3.39)

is solution of Eq. (1.6) provided that the two real parameters xm m


t , kt and the two
complex parameters t , t satisfy the following stochastic dierential equations:
 
2i 2
dt = (t ) dt, (3.40)
m

 m
dxt = kt dt + R [dt 2 xm
m
t dt], (3.41)
m 2t
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74 A. Bassi, D. D
urr & M. Kolb

I
dktm = Rt [dt 2 xm t ], (3.42)
t

 I m
dtR = (xmt )2
+ t + R
dt + xm t [dt 2 xt dt], (3.43)
m 4t

I  m 2  R tI tI m
dt = (kt ) t + R 2
dt + R xt [dt 2 xm
t dt]. (3.44)
2m m 4(t ) t
In particular, the solution of Eq. (3.40) is t = (/) coth(t + ), where sets the
initial condition. These results will be useful in the subsequent analysis.

4. Representation of the Solution in Terms of Eigenstates


of the NSA Harmonic Oscillator
We now turn to the problem of analyzing the long time behavior of the solution of
the (norm-preserving) nonlinear Eq. (1.1). The representation of the solution t of
Eq. (1.6) in terms of the Greens function (1.12) is not suitable for controlling the
long time behavior; it turns out to be more convenient to express t in terms of
the eigenstates of the NSA harmonic oscillator, resorting to the connection which
we previously established between Eqs. (1.6) and (3.16). In this way, as we shall
see, the collapse process will be manifest: the coecients of the superposition will
decrease exponentially in time, the damping being the faster, the higher the asso-
ciated eigenstate. Accordingly when normalization is also taken into account
in the large time limit only the ground state survives, which has a Gaussian shape.
We rst recall a few basic features of the Hamiltonian of the NSA harmonic
oscillator,
p2
H iq 2 (4.1)
2m
which has been studied in particular by Davies in a series of papers [52, 53] and
reviewed in his recent book [54]. The eigenvalues of H are complex and equal to:

1i 1
n n , n n + , (4.2)
2 2
and the corresponding eigenvectors are:

(n)
2 2 m
(x) zez x /2 H
n (zx), 2
z (1 i) (4.3)

where H n (x) is the normalized Hermite polynomial of degree n. Since the argument
of H n in (4.3) is complex, these eigenstates are not orthogonal; it can be shown
that they are linearly independent and form a complete set, however they do not
form a basis. As such, they cannot directly used to expand an initial state into a
superposition of the eigenstates of H. This problem can be circumvented in the
following way, also discussed by Davies.
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It is easy to see that the sequences {(n) } and {(n) } form a bi-orthonormal
system; one then denes the (non-orthogonal) projection operators:
Pn |(n) (n) = n (n) , (4.4)
which satisfy the relations:
lnPn 
Pn Pm = n,m Pn , Pn  = (n) 2 and lim = 2c, (4.5)
n+ n
where c is an appropriate constant [54]. As we see, although the states (n) are
normalized, in the sense that
 +
(n) (x)(m) (x)dx = n,m , (4.6)

the norm of the projection operators Pn grows exponentially as n +. Finally,


the following equality holds true [54]:


TtNSA = e(1+i)n t/2 Pn for t > 4c/. (4.7)
n=0

A remarkable property of the above representation of the solution of Eq. (3.16) in


terms of the eigenstates of the operator (4.1) is that it holds not for any t 0, as
one would naively expect, but only for t > 4c/. The reason is that the norm of
the projection operators Pn grows exponentially with n, so one has to wait for t to
be large enough in order for the term ent/2 to suppress the exponential growth
of the projectors. From a physical point of view, recalling the discussion of Sec. 2,
since the constant c is of order 1 [54] and  5.01 105 sec1 , we see that
the representation (4.7) holds true only in part of the classical regime and in the
diusive regime, which is the one we are interested in studying now, but not in the
physically more crucial collapse regime.
We now apply the above results to our problem; we will rst proceed in an
informal way, and at the end we will prove the relevant theorems. Let L2 (R);
then, according to (3.18) and (4.7):
+

t (x) = Tt = e[ t +ict /]x+it /
n e(1+i)n t/2 (n) (x bt ) (4.8)
n=0

+

2 t x+t
xt )2 /2+ik
= ez (x
z n e(1+i)n t/2 H
n [z(x bt )], (4.9)
n=0

where n = |(n)  (see Eq. (4.4)), while the two real parameters xt , kt and the
complex parameter t are dened as follows:

t = bR
x I I
t + bt (2/m)ct + (/2 )t , (4.10)

kt = (m/)bIt + (1/)(cR I
t ct ) + t , (4.11)
t = (1 i)(m/4)(b2t x
2t ) + (i/)t . (4.12)
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76 A. Bassi, D. D
urr & M. Kolb

By resorting to Eqs. (3.14) and (3.19), and after a rather long calculation, we obtain
the following set of SDEs for these parameters:

 
xt = kt dt +
d [dt 2 xt dt], (4.13)
m m

dkt = [dt 2 xt dt], (4.14)
 

dtR = x2t + dt + xt [dt 2 xt dt], (4.15)
4
 
I  2
dt = k + dt xt [dt 2 xt dt]; (4.16)
2m t 4
0 = k0 = 0 = 0. Note that these equations are equiv-
the initial conditions are: x
alent to (3.41)(3.44), with t = = / = z 2 /2, x t = xm m
t , kt = kt and
t = t + (1 + i)/4; as a matter of fact, the above equations describe the time evo-
lution (according to Eq. (1.6)) of the ground state of the NSA harmonic oscillator,
which is:
 2 
z 2 1+i

t (x) = exp (x xt ) + ikt x + t t , 0 (x) =
(0)
(x). (4.17)
2 4
As we shall prove in the next section, this is the state to which apart from
normalization any initial state converges to, in the long time limit, hence the
name t .
As we see, due to the stochastic part of the dynamics, the argument of the
Gaussian weighting factor and that of the Hermite polynomials of Eq. (4.9) are
dierent functions of time, while for analyzing the long time behavior of the wave
function, it is more convenient that both arguments display the same time depen-
dence. We thus modify the argument of the Hermite polynomials, to make it equal
to that of the weighting factor. To this end, let us dene t = x t bt ; we can then
write:
n [z(x bt )] =  1
H Hn [z(x x
t ) + zt ]
2n n!
n
1 n
=  (2zt )nm Hm [z(x x t )]
n
2 n! m=0 m
n
 n!
= ( 2zt )nm H m [z(x x
t )], (4.18)
m=0 m!(n m)!
where Hm is the standard (not normalized) Hermite polynomial of degree m; in
going from the rst to the second line, we have used property (A.2). Resorting to
the above relation, we can rewrite Eq. (4.9) as follows:
+

(m) (1+i)mt/2 (m)
t (x) = eikt x+t (1+i)t/4
t e (x x
t ); (4.19)
m=0
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the functions (m) are the eigenstates dened in (4.3), while the time dependent
(m)
coecients t are dened as follows:
+ 
(m)
 (k + m)! k

t = k+m ( 2z t ) , (4.20)
k=0
m!k!

where we have introduced the new quantity t e(1+i)t/2 t .


Equations (4.19) and (4.20) represent the two main formulas, which we will use
in the next section to analyze the large time behavior. Before doing this, we need
to set these formulas on a rigorous ground; we will do these with the following two
lemmata.

Lemma 4.1. Let L2 (R) and n = |(n) , with (n) dened as in (4.3).
(m)
Then the series (4.20) dening t is a.s. convergent for any m and any t > 0.
Moreover, one has the following bound on the coecients:
+ k(c+1)

(m) (c+1/2)m e | 2z t |k
|
t | Nt e , Nt A a.s., (4.21)
k=0 kk

where A is a constant independent of the Brownian motion t .

Proof. Because of (4.5), there exists a constant C1 such that:

|n | (n)  = (n)  C1 enc . (4.22)

Secondly, using Stirling formula, there exists a constant C2 such that:



C21 2nnn en < n! < C2 2nnn en , (4.23)

for n > 1; we can then write the following estimate:


 
(k + m)! C22 4 k + m (k + m)(k+m)/2 e(k+m)/2

m!k! 2 mk 2 mm/2 em/2 k k ek
C2
2 ek(ln k2)/2+m/2 ; (4.24)

in the second line, we have used the inequality (k + m) ln(k + m) k ln k + m ln m +


k + m. Using Eqs. (4.22) and (4.24), we have the following bound:
  
 (k + m)! k  C1 C22 ek(c+1) | 2z t |k

k+m ( 2z t )  , k, m 1. (4.25)
 m!k!  4
kk

The cases k = 0 and m = 0 can be treated separately, giving the same bound, with
the only possible dierence of an overall constant factor. This proves convergence
of the series dened in (4.20) and the bound (4.21).
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886

78 A. Bassi, D. D
urr & M. Kolb

Theorem 4.1. Let the conditions of Lemma 4.1 be satised; let moreover t
e(1+i)t/2 t , where t = x
t bt with x
t and bt solutions of Eqs. (4.13) and (3.14),
respectively. Then the series dened in (4.19) is a.s. norm convergent for t > t
(4c + 1)/. In addition, the following equality holds true:
+

(m) (1+i)mt/2 (m)
Tt = eikt x+t (1+i)t/4
t e (x xt ), t > t, (4.26)
m=0

where Tt is the evolution operator associated to the Greens function (1.12).

Proof. According to (4.5) and (4.21), one has:


(m) (1+i)mt/2 (m)

t e t )] C1 Nt e(2c+1/2t/2)m ,
[z(x x (4.27)
from which the conclusion follows. Comparing the two expressions of Eqs. (3.18)
and (4.19) when the initial state is an eigenstate (n) , we see that they coincide
on the dense subspace of all nite linear combinations of (n) , and hence on the
whole of L2 (R).

5. The Long Time Behavior


We are now in a position to study the long time behavior of the solution of Eq. (1.1).
Looking at expressions (4.19) for the solution t and (4.20) for the coecients
(m)
t , it should be clear what the long time behavior of the normalized solution

t = t /t  is: whatever the initial condition, at any time t > 0 the wave function
(0)
t picks a component on the ground state (0) (x x t ), since t = 0 as long as at
least one of the coecients k is not null, which is always the case. Equation (4.19)
on the other hand shows that each term of the superposition has an exponential
damping factor, which is the bigger, the higher the eigenvalue. Accordingly, after
normalization, only the eigenstate with the weakest damping factor survives, which
is the ground state. Hence we expect that the general solution of Eq. (1.1) converges
a.s., in the large time limit, to the ground state (0) (x x t ), which is a Gaussian
state. That this is true is proven in the following theorem.

Theorem 5.1. Let t be a strong solution of Eq. (1.6) that admits, for t > t
a representation as in (4.26). Let t t /t  (when t  = 0), which can be
written as follows:
+
 (m)
t x+ I t/4)
t
t = t +e i(k t e(1+i)mt/2 m (x x
t ), (5.1)
m=1
r t

with:
(0)

t i(kt x+tI t/4)
t := e 0 (x xt ), (5.2)
rt
 + 
 
 (m) (1+i)mt/2 
rt := 
t e m (x xt ) . (5.3)
 
m=0
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On Long Time Behavior of Free Stochastic Schr


odinger Evolutions 79

Then, with P-probability 1:

lim t t  = 0. (5.4)
t

Note that, apart from global factors, t is the ground state of the NSA har-
monic oscillator, randomly displaced both in position space as well as in momentum
space.

Proof. According to Eq. (5.1), all we need to prove is that, with P-probability 1:
 + 
 (m) 
 t (1+i)mt/2 
lim  e m (x xt ) = 0. (5.5)
t  r t 
m=1

Resorting to (4.27), one can write the following bound:


 + 
 (m)  Nt e(tt)
 t 
 e(1+i)mt/2 m (x xt ) C1 , (5.6)

m=1
rt  rt 1 e(tt)

thus all we need to set is the long time behavior of rt and Nt . Lemmas 5.1 and 5.2
(see Eqs. (5.7) and (5.12)) state that, with P-probability 1, rt converges asymp-
totically to a nite and non-null random variable, while Nt converges to a nite
random variable. From the above properties, the conclusion of the theorem follows
immediately.

In the remaining of the section, we prove the required lemmas.

Lemma 5.1. Let rt be dened as in (5.3). Then, with P-probability 1,

lim rt = r nite and not null. (5.7)


t

Proof. According to Eqs. (4.19) and (5.3), the following equality holds:
R
t  = et t/4 rt ; (5.8)

resorting to the stochastic dierentials (1.9) and (4.15) for t 2 and tR , respec-
tively, one can write the following stochastic dierential equation for rt2 :

drt2 = [2 (qt xt )dt + 4(
x2t qt x
t ) dt]rt2 , r02 = 1. (5.9)

By using relation (1.11), the above equation can be re-written in terms of the
Wiener process Wt as follows:

drt2 = [2 (qt xt )dWt + 4(qt x
t )2 dt]rt2 , r02 = 1, (5.10)

whose solution is:


 
 t  t
rt2 = exp 2 (qs xs )dWs + 2 (qs x 2
s ) ds . (5.11)
0 0
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80 A. Bassi, D. D
urr & M. Kolb

The crucial point is to establish the behavior of the dierence qt x


t between
the mean position of the general solution t and the mean position of the asymp-
totic state t . Since t converges to t , we expect qt x
t to vanishes asymp-
totically. That this is actually true with P-probability 1 is proven in Lemma 5.3
(see Eq. (5.15)), where indeed it is shown that the convergence is exponentially
fast. This fact, together with (5.11), concludes the proof of the lemma.

Lemma 5.2. Let Nt be dened as in (4.21). Then, with P-probability 1,


lim Nt = N nite. (5.12)
t

Proof. Looking back at Eq. (4.21), we see that in order to prove this lemma it is
sucient to show that t tends to a nite limit as t , with P-probability 1.
According to our previous denition, t is equal to:
t = e(1+i)t/2 (
xt bt ). (5.13)
Equations (3.14) and (4.10), together with the change of measure (1.11), lead
to the following stochastic dierential equation for t in terms of the Wiener
process Wt :

dt = e(1+i)t/2 [dWt + 2 (qt x t )dt], 0 = 0. (5.14)
2
Once again, the large time behavior of qt x
t (see Eq. (5.15)) yields the conclusion
of the lemma.

Lemma 5.3. Let qt t |q|t  and x


t dened in (4.10). Then, with P-
probability 1:
t = O(et/2 ).
ht qt x (5.15)

Proof. Let us consider the Gaussian solution of Eq. (1.6):


 
G t 2
t (x) Gt (x, 0) = Kt exp x + a t x + ct (5.16)
2
 
t G 2 G
= Kt exp (x x
t ) + ikt x + ct (5.17)
2
where Gt (x, y) is the Greens function dened in (1.12) and
R
a t I R t G 2
G
xt = , It Rt a
ktG = a , ct = ct + (
x ) . (5.18)
Rt t t 2 t
Note that xG G G
t is the mean position of the Gaussian state t , while kt is its average
momentum. Obviously we can write:
G
ht = (qt x xG
t ) + ( t x
t ); (5.19)
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On Long Time Behavior of Free Stochastic Schr


odinger Evolutions 81

Lemma B.1 proves that qt x G


t has the required asymptotic behavior
(see Eq. (B.1)), so all we need to show is that also x Gt xt behaves as
required. Lemma B.1 was rst proven in [35]; for completeness, we reproduce it
in Appendix B, adapting it to our notation. The proof of the lemma is instructive
because it makes clear why it is convenient to analyze qt x G
t separately from
G
t xt .
x
By letting the ground state of the NSA harmonic oscillator evolve according to
the Greens function Gt (x, y), one can express xt in terms of the functions (1.13)
(1.18); a straightforward calculation leads to the following result:
 R 
G 1 R tbt
t x
x t = (pt 1)at , (5.20)
2 t +

where limt t = 2/. By inspecting expressions (3.21) and (1.15), we


recognize that p1
t 1 = O(et ) and |t | = O(et/2 ), thus in order to prove
the lemma all we have to do is to control the long time behavior of a t , which
in turn sets the asymptotic behavior of bt through (1.17). Inverting Eq. (5.18)
we get:

t = t xG
a G
t + ikt , (5.21)

thus we can control a G


t by controlling x G
t and kt . These two quantities, being the
average position and (modulo ) average momentum of the Gaussian solution (5.17),
satisfy the stochastic dierential equations (3.41) and (3.42), with t /2 in place of
t . By using the change of measure (1.11), we can re-express these equations in
terms of the Wiener process Wt as follows:
 
G  G 2
d
xt = k + R ft dt + R dWt , (5.22)
m t t t
I I
dktG = 2 Rt ft dt Rt dWt , (5.23)
t t

G
with ft qt xt . By integrating the second equation, by using the strong law of
large numbers applied to Wt , Eq. (B.1) for ft and the fact that t has an asymptotic
nite limit, one can show that, with P-probability 1, the process ktG grows slower
than t2 , for t . By integrating now the rst equation, and by using the same
properties as before, one can show that x G 3
t grows slower than t , for t and
again with P-probability 1. According to Eqs. (5.21) and (1.17), we then have, with
P-probability 1:

t = o(t3 ) as t ,
a lim bt = b nite. (5.24)
t

This proves that x G


t xt has the required asymptotic behavior, hence the conclusion
of the lemma.
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82 A. Bassi, D. D
urr & M. Kolb

In this way, we have proven that any initial state is P-a.s. norm convergent to
the Gaussian state (5.2), which can be written as follows:
  2 
z
t 4 2 exp (x x t )2 + ikt x + i tI t , (5.25)
zR 2 4

which has a xed nite spread both in position and in momentum, given by [39]:

2 1/2 
q = t |(q xt ) |t  = , (5.26)
m

2 1/2 m
p = t |(p kt ) |t  = . (5.27)
2
This corresponds almost
to the minimum allowed by Heisenbergs uncertainty rela-
tions, as q p = / 2. Note also that, the more massive the particle, the smaller
the spread in position of the asymptotic Gaussian state: this is a well known eect
of the localizing property of Eq. (1.1). Finally, Eqs. (4.13) and (4.14), together with
the change of measure (1.11), tell how the average position x t and momentum kt
evolve in time, as a function of the Wiener process Wt :

d
xt = kt dt + ht dt + dWt , (5.28)
m 2

dkt = 2ht dt + dWt , (5.29)

which imply that there exist two random variables X and K such that [35]:

   t 
t = X + Kt +
x Ws ds + Wt + O(et/2 ), (5.30)
m m 0 m

kt = K + Wt + O(et/2 ). (5.31)

These parameters fully describe the time evolution of the Gaussian state (5.25).

6. Conclusions and Outlook


In Sec. 2, we have spotted three interesting time regimes during which the wave
function, depending on the values of the parameters and m, evolves in a dif-
ferent way. In the central sections of this paper, we have analyzed the long time
behavior, which pertains to the third regime, the diusive one. There are many
other properties of the solutions of Eq. (1.1) which deserve to be analyzed, and in
this conclusive section, we would like to point out a number of interesting open
problems.

I. Collapse regime
Let be the length which discriminates between a localized and a non-localized
wave function, i.e. such that, dening with q the spread in position of a wave
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886

On Long Time Behavior of Free Stochastic Schr


odinger Evolutions 83

function , we
say that is localized
 in space whenever q . In our case, we
must take > /m, where /m is the asymptotic spread (see Eq. (5.26)).

Problem I.1: Find bounds on the collapse time


Let t be the solution of Eq. (1.1), for a given initial condition L2 (R) such

that q > . Let us dene the collapse time TCOL as the rst time at which the
wave function is localized in space:


TCOL := min{t : t q }. (6.1)


How is TCOL distributed? Find best possible bounds (depending on the param-
eters dening the model) for the distribution function.
The dependence of the collapse time on the parameters of the model is physically
relevant as for macroscopic bodies the collapse is supposed to happen at a much
shorter time, producing a classical macroscopic body. This time must be much
before diusion becomes eective. Bounds on the collapse time will lead hopefully
to experimentally testable deviations from linear quantum mechanics (i.e. where
the superposition principle holds on all scales.)

Problem I.2: collapse probability



Let := t , for t = EP [TCOL 
:= |q|
]. Let x be the position of the wave function
at the average time at which it is localized in space. Show that the distribution of
is close to the Born probability given by |(x)|2 .
x

II. Classical regime


In the classical regime, the wave function is expected to move, on the average, like
a classical free particle.

Problem II.1: classical motion


Let qt and pt be the (quantum) average position and momentum of t . Let t >

TCOL . Show that the random trajectories q and p are with high probability for
a reasonably large amount of time close to the classical trajectories. The closeness
will of course depend on the parameters dening the model.

III. Diusive regime


With this regime, the classical regime ends and has been analyzed in this paper:
as we have seen, the wave keeps diusing in the Hilbert space, eventually taking a
Gaussian shape, as described in Sec. 5.

Acknowledgments
The work was supported by the EU grant No. MEIF CT 2003-500543 and by DFG
(Germany). We thank GianCarlo Ghirardi, Lajos Diosi and the referees for helpful
comments and an anonymous referee for pointing out a aw in a previous version.
February 11, 2010 10:1 WSPC/148-RMP J070-S0129055X10003886

84 A. Bassi, D. D
urr & M. Kolb

Appendix A. Properties of Hermite Polynomials


We list here the main properties of Hermite polynomials, which are used in the
paper. The primary denition of the Hermite polynomials is

n/2
 (1)m (2z)n2m
Hn (z) = n! , (A.1)
m=0
m!(n 2m)!

where z is any complex number. These polynomials satisfy the following addition
rule

n
n
Hn (z1 + z2 ) = (2z2 )nm Hm (z1 ). (A.2)
m=0
m

When the argument is real (z = x R), they form an orthogonal set with respect
to the weight exp[x2 ]; the normalized Hermite polynomials are:

n
n (x) = 1 Hn (x),
H Nn = 2 n!. (A.3)
Nn

Appendix B. Lemma 3.1 in [34]

Lemma B.1. Let L2 (R),  = 1 and let t = Tt . Then, with P-probability 1:

G
ft qt xt = O(e
t/2
), (B.1)

G
where qt = t |q|t , and xt has been dened in (5.18).

Proof. Using the expression (1.12) for Gt (x, y) together with Schwartz inequality,
we can derive the following bound on t :
 
2 2 p2t 4qt2 2
|t (x)| |Kt | exp 2 x
Rt pt
bR qt 
R t R (bR
t )
2
+2 a
t + 8 x + 2
ct + , (B.2)
pt 2 pt

which holds for any t > 0. The above inequality implies that it is sucient to
consider L2 (R) such that:
2
|(x)| CeAx , (B.3)
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On Long Time Behavior of Free Stochastic Schr


odinger Evolutions 85

where C and A are random variables. A direct calculation leads to the following
expression for the quantum average t |q|t :
  
2 
aR
( t )
t |q|t  = |Kt |2 exp 2c R
t + dy1 dy2 (y1 )(y2 )
Rt R
t
  R
  
t y 1 + t y 2 a
t 1 t2 2 1  t2
+ exp t y 1 t y22
2R
t R
t 2 2 R
t 2 2 R
t
 R
 R
2

t a
a |t |
exp bt + Rt y1 + bt + t Rt y2 + y1 y2 . (B.4)
t t 2R t

As we shall soon see, all exponential terms in the above expression can be controlled.
The crucial factors are the two within brackets: the rst term decays exponentially
in time, since t = O(et/2 ), while t has a nite asymptotic limit; the term
R
a R
t /t , instead, does not decay in time (see the discussion in connection with the
proof of Lemma 5.3). Since t 2 is equal to the expression (B.4) without the terms
in square brackets, and because of (5.18), we have that

R
a t
ft t 2 = t |q|t  t 2 (B.5)
R t
  
2 
 
aR
( t )

 t y 1 + t y 2
= |Kt |2 exp 2
c R
t + dy 1 dy 2 (y 1 )(y 2 )
Rt R t 2R
t
 2
2

1 1
exp t tR y12 t t R y22
2 2t 2 2t
 
R
t a aR |t |2
exp bt + Rt y1 + bt + t Rt y2 + y y
1 2 . (B.6)
t t 2Rt

According to the discussion above, we expect the quantity ft t 2 to decay expo-


nentially in time, as we shall now prove; this is the reason why, in proving
Lemma 5.3, it was convenient to split the dierence ht as done in Eq. (5.19).
Using the inequality y1 y2 (y12 + y22 )/2, we can write:
 
 R
a 
|ft |t 2 = t |q|t  tR t 2  (B.7)
t
  
2 
|t | 2 R aR
( t )
|K t | exp 2
c t + dy1 dy2 |(y1 )||(y2 )|
2Rt Rt R t

(|y1 | + |y2 |)g(y1 )g(y2 ), (B.8)

with:
 
1 R (tR )2 2 R tR a
Rt
g(y) exp t y + bt + y . (B.9)
2 Rt Rt
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86 A. Bassi, D. D
urr & M. Kolb

Next, by using the inequality g(y1 ) + g(y2 ) (g(y1 )2 + g(y1 )2 )/2 and the symmetry
between y1 and y2 , we have:
  
2 
2 |t | 2 R aR
( t )
|ft |t  |Kt | exp 2
ct + dy1 dy2 |(y1 )||(y2 )|
2Rt Rt R t

(|y1 | + |y2 |)g(y1 )2 . (B.10)

Now, a direct computation shows that


   
aR
( t )
2
Gt (, y)2 dx|Gt (x, y)|2 = |Kt |2 exp 2
c R
t + g(y)2 ; (B.11)
Rt R
t

the key point is that, since Gt (x, y) solves Eq. (1.6), then Gt (, y)2 is a positive
martingale with respect to the measure Q, for any value of y; we call MarQ (t, y)
this martingale. We can then write:

|t |
|ft |t 2 dy1 dy2 |(y1 )||(y2 )|(|y1 | + |y2 |) MarQ (t, y)
2Rt

|t | 2
dy eAy (A1 |y| + A2 ) MarQ (t, y), (B.12)
2Rt

where A1 and A2 are suitable constants. In going from the rst to the second line,
we have used (B.3). The quantity

1 2

R
dyeAy (A1 |y| + A2 ) MarQ (t, y) (B.13)
2t

is another positive martingale with respect to Q, which we call Mar Q (t). We arrive
in this way at the inequality:

Mar Q (t)
|ft | |t | . (B.14)
t 2

Since Mar Q (t) is a positive martingale with respect to Q, then MarP (t) =
Mar Q (t)/t 2 is a positive martingale with respect to P which, by Doobs con-
vergence theorem, has a P-a.s. nite limit for t +. The conclusion of the
lemma then follows from Eq. (1.15), according to which t = O(et/2 ).

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February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

Reviews in Mathematical Physics


Vol. 22, No. 1 (2010) 91115

c World Scientific Publishing Company
DOI: 10.1142/S0129055X10003904

FROM GLOBAL SYMMETRIES TO LOCAL CURRENTS:


THE FREE (SCALAR) CASE IN FOUR DIMENSIONS

GERARDO MORSELLA and LUCA TOMASSINI


Department of Mathematics, Tor Vergata University,
via della Ricerca Scientifica I-00133 Roma, Italy
morsella@mat.uniroma2.it
tomassin@mat.uniroma2.it

Received 4 May 2009


Revised 15 October 2009

Within the framework of algebraic quantum field theory, we propose a new method
of constructing local generators of (global) gauge symmetries in field theoretic models,
starting from the existence of unitary operators implementing locally the flip automor-
phism on the doubled theory. We show, in the simple example of the internal symmetries
of a multiplet of free scalar fields, that through the pointlike limit of such local generators
the conserved Wightman currents associated with the symmetries are recovered.

Keywords: Quantum Noether theorem; split property; flip automorphism.

Mathematics Subject Classification 2010: 81T05, 46L45

1. Introduction
One of the most important features of eld theoretic models is the existence of local
conserved currents corresponding to space-time and internal (gauge) symmetries.
While in the framework of classical Lagrangian eld theory a clarication of this
issue comes from Noethers theorem (which provides an explicit formula for the
conserved current associated to any continuous symmetry of the Lagrangian itself),
it is well known that in the quantum case several drawbacks contribute to make
the situation more confusing. For example, symmetries which are present at the
classical level can disappear upon quantization due to renormalization eects.
In [1, 2], a dierent approach to the problem was outlined in the context of
algebraic quantum eld theory. It consisted of two main steps: (1) given double
cones O, O with bases B, B in the time-zero plane centered at the origin and such
that O O, start from generators Q of global space-time or gauge transformations

Q
and construct local ones, i.e. operators JO, generating the correct symmetry on
O
the eld algebra F (O) and localized in O (i.e. aliated to F (O));
and (2) these
local generators should play the role of integrals of (time components of) Wightman

91
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

92 G. Morsella & L. Tomassini

currents over B with a smooth cut-o in B and possibly some smearing in time, so
that one is led to conjecture that

1 Q Q
f (x)x (JO, )dx cj0 (f ) (1.1)
3 R4 O

holds, in a suitable sense, as 0. Here denotes space-time translations, j0Q (x)


the sought-for Wightman current, f S (R4 ) any test function and c a constant
Q
which (in view of the above interpretation of JO, ) would be expected to satisfy
O

vol(B) c vol(B).
(1.2)
It is important to note that there is a large ambiguity in the choice of the local
generators: since their action in O O
is not xed by the above requirements we are
free to add perturbations in F (O O). Thus, the limit (1.1) is not to be expected
to converge in full generality, but we can still hope that a canonical choice or
construction of the local generators might solve the problem (see below).
The rst problem above was completely solved in [1] for the case of Abelian
gauge transformation groups, while in [2,3] the general case (including discrete and
space-time symmetries and supersymmetries) was treated. The nal result was that
in physically reasonable theories what was called by the authors a canonical local
unitary implementation of global symmetries exists and if a part of them actu-
ally constitutes a Lie group the corresponding canonical local generators provide a
local representation of the associated Lie (current) algebras. A key assumption was
identied in the so-called split property (for double cones), which holds in theories
with a realistic thermodynamic behavior [4]. It expresses a strong form of statistical
independence between the regions O and O  and is equivalent to the existence of
normal product states on F (O) F (O)  such that (AB) = (A)(B) ( being
the vacuum state) for A F (O) and B F (O)  [5].
However, the above-mentioned construction crucially depends on such a highly
elusive object as the unique vector representative of the state in the (natural)
cone
 ) = 1/4 (F (O) F (O)
P (F (O) F (O)  )+ (1.3)
(see [6]), where indicates the vacuum vector and the modular operator of
the pair (F (O) F (O)  , ), so that nding an explicit expression of the local
generators appears as an almost hopeless task. This makes it extremely hard to
proceed to the above-mentioned second step, i.e. the determination of the current
elds themselves. Notwithstanding this, the reconstruction of the energy momentum
tensor of a certain (optimal) class of 2-dimensional conformal models was carried out
in [7], while partial results for the U(1)-current in the free massless 4-dimensional
case were obtained in [8], showing that for the local generators of [3] the drawbacks
briey discussed after Eq. (1.1) might be less severe. However, in both cases the
existence of a unitary implementation of dilations was crucial for handling the limit
0.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 93

In what follows, we restrict our attention to the case of continuous symmetries


and propose a new method for obtaining local generators based on the existence
of local unitary implementations of the ip automorphism, a requirement actually
equivalent, under standard assumptions, to the split property [9]. This method
turns out to be particularly suited for carrying out step (2) above, at least in the
free eld case.
To be more specic, we consider a quantum eld theory dened by a net
O F (O) of von Neumann algebras on open double cones in Minkowski 4-
dimensional spacetime acting irreducibly on a Hilbert space H with scalar product
,  satisfying the following standard assumptions:

(1) there is a unitary strongly continuous representation V on H of a compact Lie


group G, which acts locally on F
V (g)F (O)V (g) = F (O), g G,

and we set g := Ad V (g);


(2) (split property) for each pair of double cones O1  O2 (i.e. O
1 O2 ) there
exists a type I factor N such that
F (O1 ) N F (O2 ).

To such a theory, we associate the doubled theory O F (O) := F (O) F (O),


with the corresponding unitary representation of G given by V (g) := V (g) V (g).
In this situation, it is well known that for each pair of double cones O1  O2 there
exists a local implementation of the ip automorphism of F (O1 ), i.e. a unitary
operator WO1 ,O2 F (O2 ) such that
WO1 ,O2 F1 F2 WO 1 ,O2 = F2 F1 , F1 , F2 F (O1 ). (1.4)
Assume now, for the arguments sake, that there is a 1-parameter subgroup
R g G of G, such that the generator Q of the corresponding unitary group
V (g ) is a bounded operator on H . Considering the conditional expectation
(Fubini mapping) E : B(H ) B(H ) B(H ) dened by

E (A1 A2 ) = , A2 A1 , A1 , A2 B(H ),


where H is such that

= 1, we can dene the operator


Q
JO1 ,O2
:=
O1 ,O2 (Q) := E (WO1 ,O2 (1 Q)WO1 ,O2 ), (1.5)
and it is then easy to see that such operator gives a local implementation of the
infinitesimal symmetry generated by Q in the following natural sense:
Q Q
JO1 ,O2
F (O2 ), [JO1 ,O2
, F ] = [Q, F ], F F (O1 ). (1.6)
We also note that for this last equation to hold, it is sucient that WO1 ,O2 is
only a semi-local implementation of the ip, i.e. a unitary in F (O2 )
B(H ) for
which (1.4) holds.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

94 G. Morsella & L. Tomassini

The assumption of boundedness for Q is of course very strong, and it is not


expected to be satised in physically interesting models. In the unbounded case it
is however possible, in the slightly more restrictive setting of [2, 3], to make sense
Q
of Eqs. (1.5) and (1.6) producing a self-adjoint operator JO 1 ,O2
aliated to F (O2 )
and implementing the commutator with Q on a suitable dense subalgebra of F (O1 ).
More explicitly, assume that the triple = (F (O1 ), F (O2 ), ) is a standard split
W -inclusion in the sense of [10] and consider the unitary standard implementation
U : H H H of the isomorphism
: F1 F2 F (O1 ) F (O2 ) F1 F2 F (O1 )
F (O2 ) .

This was used in [3] to dene the universal localizing map : B(H ) B(H ),
(T ) = U (T 1)U , T B(H ),
where the standard type-I factor N = (B(H )) satises F (O1 ) N
F (O2 ). For the commutant standard inclusion  = (F (O2 ) , F (O1 ) , ) [10], one
has  (T ) = U (1 T )U .
For any unitarily equivalent triple 0 = (V0 F (O1 )V0 , V0 F (O2 )V0 , V0 ), one
nds U0 V0 = V0 V0 U . Notice that in the case of gauge transformations
= 0 and so
U V (g) = V (g) V (g) U . (1.7)
It is then straightforward to verify that, with Z1,3 the unitary interchanging the
rst and third factors in H H H H , the operator
W = (U U )Z1,3 (U U )
is a local implementation of the ip. Setting g = g in (1.7) and dierentiating with
respect to , a simple computation shows that
W (1 Q)W = (Q) 1 + 1  (Q) = JQ 1 + 1 JQ ,
where JQ , JQ are the canonical local implementations of [2, 3], which of course
satisfy (1.6). Choosing now = U ( ), we see that Q
O1 ,O2 (Q) = J . The
above construction (1.5) therefore includes the canonical one as a particular case.
As remarked above, the control of the limit (1.1) for such operators does not
seem within reach of the presently known techniques. However, we shall see in
Sec. 3 below that if Q is the (unbounded) generator of a 1-parameter subgroup of
a compact Lie gauge group acting on a nite multiplet of free scalar elds of mass
m 0, it is possible to provide a dierent explicit (semi-)local implementation
of the ip WO1 ,O2 such that the limit (1.1) can actually be performed for the
Q
corresponding generator JO 1 ,O2
(which is self-adjoint and satises (1.6) in the same
Q
sense as J ).
The rest of the paper is organized as follows. In Sec. 2, we introduce a new
class of test functions spaces and use it to obtain estimates concerning certain
free eld bilinears; as it is shown in the Appendix, these estimates also allow to
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 95

establish the existence of the above-mentioned unitaries. This is used in Sec. 3,


where we go into the study of our models of 4-dimensional free elds. We focus
on the case of a single-charged free eld with U(1) symmetry, the multiplet case
being an easy generalization discussed at the end. We elaborate on the explicit
realization of local unitaries implementing the ip automorphisms introduced for
the neutral eld case in [9], make use of the multiple commutator theorem in [11] to
get an expression for the corresponding local generators of the U(1) symmetry and
prove their (essential) self-adjointness on a suitable domain. Finally, convergence
of the limit (1.1) is proved and the constant c there shown to satisfy (1.2) (and in
particular to be dierent from zero).

2. Test Functions Spaces and N -Bounds for Free Field Bilinears


We collect here some technical results, needed in the following section, on the
extension of bilinear expressions in two commuting complex free scalar elds i ,
i = 1, 2, and their derivatives, to suitable spaces of tempered distributions. Using
this, we will also obtain useful N -bounds for such operators.
The Hilbert space H on which the elds i act is the bosonic second quantiza-
tion of K = L2 (R3 ) C4 . For H , we denote by (n) its component in K S n
(the symmetrized n-fold tensor power of K) and by D 0 we indicate the dense space
(n)
of H such that = 0 for all but nitely many n N0 . Let N be the
(n) (n)
number operator, dened by (N ) = n on the domain D(N ) of vectors
 =+,
H such that n n2
(n)
2 < . Fixing an orthonormal basis (ei )i=1,2 of
4 S n 1 ...n 1 ...n =+,
C , we can identify elements K with collections = (i1 ...in )i1 ...in =1,2 of
functions on R3n , such that i11...i
...n
n
(p1 , . . . , pn ) is symmetric for the simultaneous
interchange of (k , ik , pk ) and (h , ih , ph ), and
 
dp1 dpn |i11...i
...n
n
(p1 , . . . , pn )|2 < .
1 ,...,n =+, R3n
i1 ,...,in =1,2

We introduce then the operators on H


c,
i () = a( ei ),

c,+
i () = a( ei ) ,

where L2 (R3 ) and a(), K, is the usual Fock space annihilation operator.
Their commutation relations are

, ,
[ci (), cj ()] = ij , , dp (p)(p).
R3

Introducing also the maps j : S (R4 ) L2 (R3 ), = +, , dened by



j f (p) := 2/m (p)f(m (p), p),(where f(p) = R4 (2)dx
2 f (x)e
ipx
is the

Fourier transform of f and m (p) = |p|2 + m2 ) and the notation i (f ) := i (f) ,
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

96 G. Morsella & L. Tomassini

we have
1  , 1  +,
i (f ) = ci (j f ), i (f ) = ci (j f ).
2 =+, 2 =+,

With the notation := 0 , we have, for f S (R8 ) and D 0,



(: l i k j : (f ))(n) = : l c,
i k c+,
j : (f )(n) (n) , (2.1)
,

where : l c,
i k c+,
j : (f )(n) : K S (n) K S n is a bounded operator whose
expression can be obtained from the formal expression of i in terms of creation
and annihilation operators. For instance, if K S n ,
(: l ci,+ k cj+, : (f )(n) )i11...i
...n
n
(p1 , . . . , pn )
X
n
= r ,+ i,ir il+r (1)k
r=1
Z
dpm (p)k1/2 m (pr )l1/2 f(pr,+ , p+ )+1 ...

r ...n
(p, p1 , . . . , p
r , . . . , pn ),
ji1 ...ir ...in
R3

where the hat over an index means that the index itself must be omitted and
where we have introduced the convention (which we will use systematically in the
following) of denoting simply by q R4 the 4-vector (m (q), q), = +, .
We now want to show that such operators can be extended to suitable spaces
of tempered distributions on R8 , which in turn are left invariant by the operation
induced by the commutator of eld bilinears.

Definition 2.1. We denote by C the space of functions f C (R8 ) such that for
all r N, , N40 ,


f
r,, = sup |(1 + |p + q|)r p q f (p, q)| < .
(p,q)R8

Introducing the notation f(p, q) := f (q, p) and the expressions



(T k,l (f ))(p) := dq m (p)k1/2 m (q)l1/2 f (p+ , q+ )(q),
R3

k,l,
f (p, q) := f (p+ , q+ )m (p)k1/2 m (q)l1/2 ,

where k, l = 0, 1 and = +, , we denote by Ck,l the space of functions f C


such that T k,l (|f |), T l,k (|f|) : L2 (R3 ) L2 (R3 ) are bounded operators and k,l,
f
2 6
L (R ). Furthermore, we introduce on C the seminorm
k,l


f
k,l := max{
T k,l (|f |)
,
T l,k (|f|)
,
k,l,
f
L2 (R6 ) }.

The spaces Ck,l depend also on the mass m appearing in m , but we have
avoided to indicate this explicitly in order not to burden the notations. It is
clear that functions in C are bounded with all their derivatives and therefore
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 97

Ck,l S  (R8 ). We denote then by C k,l the space of distributions f S  (R8 )


such that f Ck,l . It is also easy to verify that S (R8 ) C k,l .

Lemma 2.1. The expression


 
C l,k (f, g)(p, q) := (1)l (i)k+l
dk m (k)l+k1 f (p, k+ )g(k+ , q),
= R3

(2.2)
   
defines a bilinear map C l,k : Cl ,l Ck,k Cl ,k , such that
C l,k (f, g)
l ,k
2
f
l ,l
g
k,k .

Proof. We start by showing that if f, g C then C l,k (f, g) C. Setting =


2/|p + q|, and e = (p + q)/2, it is clearly sucient to show that, as 0,

|x|h/2 dx
Ih,r () := O(s(r,h) ), (2.3)
R3 (1 + |x + 1 e|)r (1+ |x 1 e|)r

where h = k+l1 = 1, 0, 1, and s(r, h) + as r +. Consider rst the case


h = 0. Choosing the x3  axis along e and evaluating the integral
 in prolate spheroidal
coordinates x1 = 1 (u2 1)(1 v 2 ) cos , x2 = 1 (u2 1)(1 v 2 ) sin ,
x3 = 1 uv, one gets
  +  +  + 
I0,r () = 22r3 du Jr1 (u) + 2 du Jr (u) 2 du uJr (u) ,
1+ 1+ 1+

where, by recursion,
 1 
r1
1 2(2r 3) (2r 2k + 1) 1
Jr (u) := dv 2 2
= 2k 2
1 (u v )r (2r 2) (2r 2k) u (u 1)rk
k=1
 
(2r 3)!! 1 u + 1
+ 
log ,
(2r 2)!! u2r1 u 1

which easily gives estimate (2.3) with s(r, 0) = r 3. Take now h = 1. Dividing
the integration region into the subregions {|x| 1}, {|x| > 1} and using the
CauchySchwarz inequality in the rst integral, one gets

1/2
I1,r () |x|1 dx I0,2r ()1/2 + I0,r () O(r3 ).
|x|1

Finally, for h = 1, taking into account the bound |x|1/2 /(1 + |x + 1 e|)(1 + |x
1 e|) 1/2, one gets I1,r () O(r4 ).
   
We now show that if f Cl ,l , g Ck,k , then C l,k (f, g) Cl ,k . We introduce
the notation K to denote the HilbertSchmidt operator on L2 (R3 ) with kernel
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

98 G. Morsella & L. Tomassini

L2 (R6 ). It is then easy to verify that, if L2 (R3 ),


   

T l ,k (|C l,k (f, g)|)
2 (
T l ,l (|f |)T k,k (|g|)||
2 +
Kl ,l,+ Kk,k , ||
2 ),
|f | |g|

  

T k ,l (|C l,k

(f, g)|)
2 (
T k ,k (|

g |)T l,l (|f|)||
2 +
Kl ,l, Kk,k ,+ ||
2 ),
|f | |g|

    
so that T l ,k (|C l,k (f, g)|) and T k ,l (|C l,k (f, g)|) are bounded. Furthermore one has,
2 6
for L (R ),
   
l ,k ,+
|C k,k ,+
l,k (f,g) , L2 (R6 ) | (|g| , (T l ,l (|f |) 1)||L2 (R6 )
 
+ l|f,l,+
| , (1 T
k ,k
g|) )||L2 (R6 ) )
(|
   
l ,k , l ,l,
|C l,k (f,g) , L2 (R6 ) | (|f | , (1 T
k,k
(|g|))||L2 (R6 )
 
k,k ,
+ |g| , (T l,l (|f|) 1)||L2 (R6 ) )
 
l ,k , 2 6
l,k (f,g) L (R ). The bound on
C
so that by Riesz theorem C l,k (f, g)
l,k now
follows at once from the above estimates.
 
For (f, g) C l ,l C k,k , we write C l,k (f, g) := C l,k (f, g) .

Proposition 2.1. The following statements hold for any i, j {1, 2}, k, l
{0, 1}, n N, , {+, }, with n 0.

(1) The map f S (R8 ) : l c, i k c+,


j : (f )(n) B(K S (n) , K S n )
can be extended to a map (denoted by the same symbol) from C l,k to
B(K S (n) , K S n ), such that

: l c,
i k c+,
j : (f )(n)

f
l,k (n + 2). (2.4)

(2) For each f C l,k the operator : l i k j : (f ), defined on D


0 by formula (2.1),
satisfies
+ 1)1/2 : l i k : (f )(N

(N + 1)1/2

f
l,k , (2.5)
j


(N , : l i k : (f )](N
+ 1)1/2 [N + 1)1/2

f
l,k , (2.6)
j
 
for some > 0. If furthermore (f, g) C l ,l C k,k , there holds, on D
0,
 
[: l i l i : (f ), : k j k j  : (g)]
   
= ij : l i k j  : (C l,k (f, g)) i ,j  : k j l i : (C k ,l (g, f ))
      ,+
+ il+l +k+k 2 i ,j  i,j ((1)l+l lf,l, , k,k

g L2 (R6 )

(1)k+k lf,l,+ , 
  k,k ,

g L2 (R6 ) )1. (2.7)
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 99

Proof. (1) Dene the contraction operator () : K (n+2) K n , K 2 , by


()1 n+2 = , 1 2 3 n+2 . It is easily seen from the usual
expressions of creation and annihilation operators (see, e.g., [12, Sec. X.7]) that
for f S (R8 )


n
: l ci,+ k cj+, : (f )(n) = il (i)k Vr ((T l,k (f) |e+ +
i ej |) 1 1),
r=1
1,n

il+k
: l ci,+ k cj+,+ (n)
: (f ) =  Wr,s (l,k,+
f
(e+
i ej )) ,
n(n 1) r=s

: l ci, k cj+, : (f )(n) = (i)l+k (n + 1)(n + 2)(l,k,
f
(e +
i ej )),

where for i K, i = 1, . . . , n,

Vr 1 n = 2 1 n ,
r th place

Wr,s 1 n = 3 1 2 n .
rth place sth place

Thus the above formulas provide an extension of : l c,


i k c+,
j : ()(n) to C l,k
and the bound (2.4) holds.
(2) The bounds (2.5) and (2.6), with = 4( 3 + 1), follow easily from (2.4).
Equation (2.7) is obtained by a straightforward (if lengthy) calculation, using
the above expressions for : l c,
i k c+,
j : ()(n) .

Remark 2.1. It is not dicult to see that the above dened exten-
sion of : l c,
i k c+,
j : ()(n) to C l,k is unique in the family of linear maps
S (n)
S : C l,k
B(K , K S n ) which are sequentially continuous when
S (n) S n
B(K ,K ) is equipped with the strong operator topology and C l,k
is equipped with the topology induced by the family of seminorms



f
k,l, = max{
T k,l (|f|)
,
T l,k (|f|)
,
k,l,
f

L2 (R6 ) }, L2 (R3 ),

with respect to which S (R8 ) is sequentially dense in C l,k . On the other hand,
we point out the fact that, according to Eq. (2.7), the linear span of extended
eld bilinears is stable under the operation of taking commutators. Together with
Proposition A.1 in the Appendix, this implies that in the construction of the local
symmetry generator carried out in the following section, Eq. (3.8), only the above
dened extensions are relevant.

According to the results in [12, Sec. X.5], the bounds (2.5) and (2.6) imply that
: l i k j : l i k j : (f ) can be extended to an operator, denoted by the same
symbol, whose domain contains D(N ).
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

100 G. Morsella & L. Tomassini

3. Reconstruction of the Free Field Noether Currents


We start by considering the theory of a complex free scalar eld of mass m 0.
The Hilbert space of the theory is the symmetric Fock space H = (L2 (R3 ) C2 ).
As customary, we denote by D0 H the space of nite particle vectors, and by N
the number operator N = d(1), with domain D(N ). The local eld algebras are
dened as usual by

F (O) := {ei[(f )+(f ) ]
: f D(O)} ,

and if we consider
i
e 0
V () := 1 ,
0 ei

we obtain a continuous unitary representation of U(1) (i.e. a 2-periodic represen-


tation of R) on H , R V (), which induces a group of gauge automorphisms
:= Ad V () of F such that ((f )) = ei (f ). We denote by Q the self-adjoint
generator of this group. It is easy to see that
(N + 1)1/2 Q(N + 1)1/2
1 and
[N, Q] = 0, so that thanks to Nelsons commutator theorem (cfr. [12, Sec. X.5])
D(N ) D(Q). Furthermore we introduce the unitary operator Z on H such that
Z(f )Z = (f ), Z = .
In order to nd an explicit representation of the (semi-)local implementation of
the ip automorphism we consider, following [9], the doubled theory O F (O) :=
F (O) F (O), generated by the two commuting complex scalar elds 1 (f ) :=
(f ) 1, 2 (f ) := 1 (f ). There is a continuous unitary representation of U(1)
on H = H H , R Y (), which induces a group of gauge automorphisms
:= Ad Y () of F such that

(1 (f )) = cos 1 (f ) sin 2 (f ),
(3.1)
(2 (f )) = sin 1 (f ) + cos 2 (f ).

In Proposition A.1 in the Appendix it is shown that the Noether current of this
U(1) symmetry

J (x) = 1 (x) 2 (x) + 1 (x) 2 (x) 1 (x)2 (x) 1 (x) 2 (x) (3.2)

is a well-dened Wightman eld that when smeared with an h SR (R4 ) gives


an operator which is essentially self-adjoint on D(N ), and generates a group of
unitaries which locally implements the symmetry: given 3-dimensional open balls
Br , Br+ centered at the origin of radii r + > r > 0 together with functions
D  R (Br+ ), DR ((, )) such that < /2, (x) = 1 for each x Br+
and R = 1, it holds that

eiJ0 () F (Or+ ), eiJ0 () F eiJ0 () = (F ), F F (Or ), (3.3)


February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 101

where Or , Or+ are the double cones with bases Br , Br+ , respectively. It
then follows easily that setting h := with (x) = (1 x) and
(t) = 1 (1 t), the unitary operator

WOr ,Or+ := (1 Z)ei 2 J0 (h ) F (Or+ )
B(H ), (3.4)

is a semi-local implementation of the ip automorphism on F (Or ) for each > 0.


In what follows, we will keep the functions , xed and we will assume that
(Rx) = (x) for each R O(3).
For a function h S (R4 ), we introduce the distribution h S  (R8 ) dened

by h (x, y) = h(x)(x y) (i.e. h , f  = R4 dx h(x)f (x, x) for f S (R8 )).

Proposition 3.1. Let the operator WOr ,Or+ be defined as above. The operator
Or ,Or+ (Q) defined on D(N ) by


Or ,Or+ (Q) = P1 WOr ,Or+ (1 Q)WOr ,Or+
, D(N ), (3.5)

where P1 (1 2 ) = , 2 1 , is essentially self-adjoint. Furthermore, there are


l,k
distributions Kn,m () C l,k , n N, l, k = 0, 1, m 0, defined recursively by

1,0 0,1 0,0 1,1


K1,m () = K1,m () := (h ) , K1,m () = K1,m () = 0, (3.6)
1

l,k
Kn+1,m () = i(1)n [(1)l+1 C 1l,r ((h ) , Kn,m
r,k
())
r=0

+ (1) C r,1k (Kn,m


k l,r
(), (h ) )], (3.7)

such that, for all D(N ),



+
 2n 0,1


Or ,Or+ (Q) = n (2n)!
: l k : (K2n,m
l,k
()) , (3.8)
n=1
4
l,k

the series being absolutely convergent for all (0, 1].

Proof. We start by observing that, for all H for which the right-hand side
of (3.5) is dened, one has

Or ,Or+ (Q) = P1 ei 2 J0 (h ) (1 Q)ei 2 J0 (h ) . (3.9)

It follows from this formula that Or ,Or+ (Q) is well-dened (and symmetric) on
D(N ): according to formula (A.1) in the Appendix for J0 (h ), Proposition 2.1(2)

and [11, Lemma 2], we have ei 2 J0 (h ) D(N
) D(N
) and D(N ) D(Q) as remarked
above.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

102 G. Morsella & L. Tomassini

)
Recalling now the denition of Q one has on D(N
2

Q1 () := i[J0 (h ), 1 Q] = [: j j  : ((h ) ) : j j  : ((h ) )]
j=1

0,1
2 

= : l j k j  : (K1,m
l,k
()),
j=1 l,k

where j  = 3 j. Proceeding now inductively using formula (2.7), one veries that
0,
there are operators Qn () such that, on D
Qn+1 () = i[J0 (h ), Qn ()], (3.10)
0,1
2 

Q2n () = (1)j+1 : l j k j : (K2n,m
l,k
()),
j=1 l,k
(3.11)
0,1
2 

Q2n+1 () = : l j k j  l,k
: (K2n+1,m ()),
j=1 l,k

l,k
where the distributions Kn,m () C l,k satisfy (3.7). It is also easy to verify induc-
tively that the distributions K l,k () are real (g S  being real if g, f  = g, f),
n,m
so that Qn () is symmetric. Arguing again by induction, it follows from (3.7) and
Lemma 2.1, that

K
n,m
l,k 
()
l,k (8)n1 (max{
(h 
)
0,1 ,
(h )
1,0 }) (8)
n n1

h
nS ,
where
h
S is some xed Schwartz norm of h. The last inequality above follows
from Lemma A.1 and from the observation that, switching for a moment to the
(m)
notation

l,k in order to make explicit the dependence on the mass m of the
seminorms

l,k , one has


(h
(m) (m)
)
l,1l =
h
l,1l , l = 0, 1.
Using now the bounds in Proposition 2.1(2) and the results in [12, Sec. X.5], we see
that Qn () can be extended to an operator (denoted by the same symbol) which
. The domain D
is essentially self-adjoint on any core for N 0 being such a core,
Eq. (3.10) can be assumed to hold weakly on D(N ) D(N
) and we are therefore
in the position of applying [11, Theorem 1 ] to obtain

1  n
+


ei 2 J0 (h ) (1 Q)ei 2 J0 (h ) = 1 Q + Qn ()
n=1
n! 2
). Combining this with (3.9),
and the series converges strongly absolutely on D(N
and the fact that
P1 : l j k j  : (K2n+1,m
l,k
()) = 0 = P1 : l 2 k 2 : (K2n,m
l,k
()) ,
Eq. (3.8) readily follows, upon identication of 1 (f ) = (f ) 1 with (f ).
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 103

It remains to prove that Or ,Or+ (Q) is essentially self-adjoint on D(N ), but


this again follows from the easily obtained N -bounds

(N + 1)1/2 Or ,Or+ (Q)(N + 1)1/2
cosh(4 2
h
S ),
(3.12)

(N + 1)1/2 [N, Or ,Or+ (Q)](N + 1)1/2
cosh(4 2
h
S ),
where > 0 is a suitable numerical constant.

We now show that the unitary group generated by the operator Or ,Or+ (Q)
dened in the above proposition provides a local implementation of the U(1) sym-
metry.

Proposition 3.2. For each R and F F (Or ) there holds:


eiOr ,Or+ (Q) F (Or+ ), eiOr ,Or+ (Q) F eiOr ,Or+ (Q) = (F ).

Proof. Since the free eld enjoys Haag duality property, it is sucient to show
that

eiOr ,Or+ (Q) ei[(f )+(f ) ]
eiOr ,Or+ (Q) = ei[(f )+(f ) ]


if supp f Or+ and that
i
(f )+ei (f ) ]
eiOr ,Or+ (Q) ei[(f )+(f ) ]
eiOr ,Or+ (Q) = ei[e
if supp f Or . Applying once again [11, Theorem 1 ] and keeping in mind the
previously obtained N -bounds for Or ,Or+ (Q), Eq. (3.12), one sees that in order
to achieve this, it is enough to show that for all 1 , 2 D(N )
Or ,Or+ (Q)1 , (f )2  (f ) 1 , Or ,Or+ (Q)2  = 0 (3.13)

for supp f Or+ and
Or ,Or+ (Q)1 , (f )2  (f ) 1 , Or ,Or+ (Q)2  = 1 , (f )2  (3.14)
for supp f Or . In order to prove the latter equation we compute
Or ,Or+ (Q)1 , (f )2 

= (1 Q)ei 2 J0 (h) 1 , ei 2 J0 (h) ((f ) 1)2 

= (1 Q)ei 2 J0 (h) 1 , (1 (f ))ei 2 J0 (h) 2 

= (1 (f ) )ei 2 J0 (h) 1 , (1 Q)ei 2 J0 (h) 2 

+ ei 2 J0 (h) 1 , (1 (f ))ei 2 J0 (h) 2 
= (f ) 1 , Or ,Or+ (Q)2  + 1 , (f )2 ,
where in the second and fourth equalities we used (3.1) and (3.3), and in the third

equality the fact that, as noted in the proof of Proposition 3.1, ei 2 J0 (h) i
D(N ) and that for 2 D(N
1, ), there holds

(1 Q) 2  (1 (f ) )
1 , (1 (f )) 1 , (1 Q)
2  = 
1 , (1 (f ))
2
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

104 G. Morsella & L. Tomassini

which in turn is an easy consequence of the commutation relation

[Q, (f )] = (f ), D(N ),
is the closure of N 1 + 1 N and of the N
of the fact that N -bounds hold-
ing for 1 Q and 1 (f ). The proof of (3.13) being analogous, we get the
statement.

l,k
In the following lemma, we collect some properties of the distributions Kn,m :=
l,k
Kn,m (1) which will be needed further on. We will use systematically the notations


f
:= sup (1 + |p0 | + |p|) |f (p)|,
pR4

:= sup (1 + |p|) |(p)|,


pR3

1, := max{

,

},

1, := max{

,
1
, . . . ,
3
},

for f S (R4 ), S (R3 ), S (R) and > 0.

Lemma 3.1. The following statements hold.


l,k enjoy the following symmetry properties:
(1) The functions K n,m

n,m
K l,k
(p, q) = K
n,m
k,l
(q, p), n,m
K l,k n,m
(p0 , Rp, q0 , Rq) = K l,k
(p, q) (3.15)

for all p = (p0 , p), q = (q0 , q) R4 , and all R O(3).


(2) Given > 5 there exists a constant C1 > 0 such that, uniformly for all m
[0, 1] and all smearing functions DR (Br+ ), DR ((, )),
C1n1 n
|K
n,m
l,k
(p, q)| n (1 + |p|)2l (1 + |q|)2k ,

n N, (3.16)
4 2
for all p = (p0 , p), q = (q0 , q) R4 .
(3) For each n N, the function (p, q, m) R8 [0, 1] K l,k (p, q) is continuous.
n,m
(4) For each n N, the function (p, q, m) R8 [0, 1/e] K n,m
l,k
(p, q) is of
1
class C . Moreover, given > 5, there exists a constant C2 C1 such that
uniformly for all m [0, 1/e] and all smearing functions DR (Br+ ),
DR ((, )),
 
  C1n1 n

K l,k
(p, q) n1, (1 + |p|)2l (1 + |q|)2k ,

1,

(3.17)
 u n,m  4 2
 
  C2n1 n

K l,k
(p, q) m|log m|

1,

n1, (1 + |p|)2l (1 + |q|)2k ,


 m n,m  4 2
(3.18)

for all p = (p0 , p), q = (q0 , q) R4 , and where u in (3.17) is p or q.


February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 105

Proof. (1) Both properties in (3.15) follow easily by induction from the recursive
n,m
denition of K l,k
, taking into account rotational invariance of the function .

(2) We start by observing that, by interchanging k with k in the = 1 sum-


mand, formula (2.2) can be rewritten as
 
C l,k (f, g)(p, q) := (1)l (i)k+l dk m (k)l+k1 f (p, k )g(k , q),
= R3

(3.19)

where we recall that k = (m (k), k). Since > 5, there exists a xed constant
 
dk |k|s dk
B1 > , , s = 0, 1, 2, p R3 .
R3 |k|(1 + |p k|) R3 (1 + |k|)

It is then easily computed that for h = 1, 0, 1, j = 1, 2 and m [0, 1],



m (k)h (1 + |k|)j
dk 7B1 (1 + |p|)h+j ,
R3 (1 + |p k|)

so that estimate (3.16) follows by induction from (3.7) and the above expression
for C l,k , provided one denes C1 := 14B1 / and keeps in mind that h (p, q) =
1
4 2 (p 0 + q0 )(p
+ q).
(3) Using (3.16) and the fact that h S (R4 ), we obtain a bound to the inte-
1l,r , K ) with an integrable func-
grands in C (h r,k
n,m ) and C
r,1k (K
l,r , h
n,m
tion of k, uniformly for (p, q, m) in a prescribed neighborhood of any given
( R8 [0, 1]. By a straightforward application of Lebesgues domi-
p, q, m)
nated convergence theorem, the continuity of (p, q, m) K l,k (p, q) follows
n,m
then by induction from the recursive relation (3.7).
(4) Since K l,k Cl,k , we already know that it is dierentiable with respect to the
n,m
components of p and q. The estimate (3.17) and the continuity of (p, q, m)
l,k
u Kn,m (p, q) then follow by an easy adaptation of the inductive arguments
of points (2) and (3) above, using also (3.16). In order to show that K n,m
l,k

is continuously dierentiable in m and satises (3.18), we proceed again by


induction using (3.7). The m-derivative of the integrands in C 1l,r (h , K n,m
r,k
)
is given, apart from numerical constants, by

m(r l) m k )K
h(p k )Kn,m (k , q)
r,k
0 h(p r,k (k , q)
m (k)2+lr m (k)1+lr n,m


K r,k
k )
h(p
n,m k ) K
(k , q) + m (k)rl h(p r,k (k , q).
p0 m n,m

It is now straightforward to verify, using (3.16), (3.17) and the inductive hypoth-
esis (3.18), that it is possible to bound the last three terms in the above
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

106 G. Morsella & L. Tomassini

expression with an integrable function of k, uniformly for (p, q, m) in a given


neighborhood of a xed ( R8 [0, 1/e]. The same reasoning also applies
p, q, m)
to the rst term when 2 + l r < 3 and also when 2 + l r = 3 for |k| 1/2.
For |k| 1/2 and 2 + l r = 3 the rst term can be bounded uniformly
in a neighborhood of (p, q) by the function m(m + |k|)3 , apart from a con-
stant (depending on the chosen neighborhood). By maximizing the function
x x3 | log x| /(m + x)3 in the interval [0, 1/2], with > 1, one nds the
bound
3
/3
3 mW0 e
m 3 3m
,
(m + |k|)3 |k|3 |log|k||

where W0 is the principal branch of Lamberts W function [13]. From the


asymptotic expansion of W0 given in [13, Eq. (4.20)] it is then easily seen that
the numerator on the right-hand side converges to 0 as m 0; since the func-
tion k |k|3 |log|k|| is integrable for |k| 1/2, interchangeability of deriva-
tion with respect to m and integration with respect to k in C 1l,r (h , K
n,m
r,k
)
for all values of l, r, k = 0, 1 follows. A completely analogous argument applies
of course to C r,1k (K l,r , h l,k
), so that we conclude that K
n,m n+1,m is continuously
dierentiable in m. To complete the inductive step, it remains to be shown that
l,k
estimate (3.18) holds for m Kn+1,m . In order to do that, we argue again in a
similar way as in point (2) by choosing constants B2 , B3 > 0 such that
 
dk |k|s dk
B2 , , s = 0, 1, t = 0, 1, 2, p R3 ,
R3 |k| (1 + |p k|) R3 (1 + |k|)
t

 1
B3 log(1 + 1 + m2 ) , m [0, 1/e].
1 + m2

Taking now into account the identity


 1 
x2 dx 1
= log(1 + 1 + m2 ) log m,
0 (m2
+x )2 3/2
1 + m2

it is easy to verify that the estimate


 
 1l,r  m|log m|
 (h , Kn,m )(p, q)
r,k
 m C 8 3
[16(1 + B3 ) + 16B2 + 7B1 ]

2l
n+1

C2n1

1, 1, (1 + |p|)
n+1
(1 + |q|)2k ,

r,1k l,r
holds for all m [0, 1/e] together with a similar one for m C (Kn,m , h ).
2
Choosing C2 := [16(1 + B3 ) + 16B2 + 7B1 ] C1 , one nally gets (3.18) for
l,k
K n+1,m .
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 107

In the next theorem, which is our main result, we denote by D0,S the dense
subspace of H of nite particle vectors such that the n-particle wave functions are
in S (R3n ) for each n N.

Theorem 3.1. There holds, for each f S (R4 ) and each D0,S ,

1
lim dx f (x)x (Or ,Or+ (Q)) = cj0 (f ), (3.20)
0 3 R4

where j0 (f ) = : : (f ) is the Noether current associated to the U(1)


symmetry of the charged KleinGordon field of mass m 0 smeared with the test
function f and
 
+
 2n 0,0
K
4 0,1 2n,0
c = (2)
K2n,0 (0, 0) + i (0, 0) . (3.21)
n=1
4n (2n)! p0

Proof. Since D0,S is translation invariant and contained in D(N ), according to


Proposition 2.1 and the estimates given in the proof of Proposition 3.1 there exists
a > 0 such that, for each x R4 ,

x (: l k : (K2n,m
l,k
()))
(8)2n1
h
2n
S
(N + 1)
,

and

x (: l k : (K2n,m
l,k
())) y (: l k : (K2n,m
l,k
()))

(8)2n1
h
2n
S
(U (x) U (y) )(N + 1)

+
(U (x) U (y)): l k : (K2n,m
l,k
())U (y)
,
so that the function x x (Or ,Or+ (Q)) is continuous and bounded in norm
for each D0,S , the integral in (3.20) exists in the Bochner sense and furthermore
it is possible to interchange the integral and the series.
Given now K C l,k , it is easy to see that the pointwise product K f still
1
belongs to C l,k
and
K f
l,k (2)2
f

K
l,k so that we can dene K f :=

4
(2) (K f ) C l,k . It is then straightforward to check that

dx f (x)x (: l k : (K2n,m
l,k
())) = : l k : (K2n,m
l,k
() f ).
R4

Furthermore one has K l,k ()(p, q) = 2+l+k K l,k (p, q) and, with the nota-
2n,m 2n,m
tion ( K)b(p, q) = K(p,
q), we see that we are left with the calculation of
0,1
 +
 2n
lim l+k1
n (2n)!
: l k : ( K2n,m
l,k
f ). (3.22)
0
n=1
4
l,k

As a rst step in this calculation, we show that it is possible to interchange the


limit and the series. Of course, it is sucient to consider vectors with vanishing
n-particles components except for n = N with any xed N N. For simplicity, we
will give here only the relevant estimates in the case m > 0, the case m = 0 being
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

108 G. Morsella & L. Tomassini

treated in a similar way. Using then the notations for creation and annihilation
operators and for wave functions introduced in Sec. 2 and the formulas in the proof
of Proposition 2.1, we have


: l c,+ k c+, : ( K2n,m
l,k
f )(N )

16 5 N
((T l,k (( K2n,m
l,k
)bf ) |e+ e+ |) 1 1)
,

together with the estimate, for [0, 1/m],


l,k
|[((T l,k (( K2n,m )bf ) |e+ e+ |) 1 1)]1 ...N (p1 , . . . , pN )|

C1n1 B1 n n (1 + |p1 |)2l m (p1 )l1/2






f

4 2
(1 + |p2 |) (1 + |pN |)

m (q)k1/2 (1 + |q|)2k
dq ,
R3 (1 + |q|) (1 + |p1 q|)

where we have used (3.16) and the fact that D0,S (which gives the constant
B1 > 0). It is now easy to see that the right hand side is a square integrable function
of (p1 , . . . , pN ) if > 3/2, > 3, > 15/2 and therefore we get


: l c,+ k c+, : ( K2n,m
l,k
f )(N )
B2 C1n1

n
,

where B2 > 0 is a constant depending on m, f , but not on n and . A similar


estimate holds then for
: l c, k c+,+ : ( K2n,m
l,k
f )(N )
. Furthermore we have


: l c, k c+, : ( K2n,m
l,k
f )(N 2)


16 5 N (N 1)
l,k, ( K l,k

2 6

,
)bf L (R )
2n,m

with
2(n1)
C1 B3 2n

l,k, l,k b

2L2 (R6 ) 2n

2

f

( K2n,m ) f 16 4

(1 + |p|)3 (1 + |q|)3
dp dq ,
R6 (1 + |p| + |q|)2

for some > 6. A similar estimate holds for


: l c,+ k c+,+ : ( K2n,m
l,k
f )(N +2)
.
In summary, we get, uniformly for [0, 1/m],


: l k : ( K2n,m
l,k n

f )
B4 C1n1

n
,

with B4 independent of and n, so that, if l + k 1, it is possible to interchange


the limit and the sum in (3.22). The term in (3.22) with l = k = 0 needs however a
separate treatment, due to the divergent prefactor 1 . We rst observe that, due
to the rst relation in (3.15), we have K 0,0 (0, 0) = 0. Using bounds (3.17) and
n,m
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 109

(3.18), we thus obtain the estimate


     

 1 0,0  1 d  
 K (p , q ) =  d
K 0,0
(p , q ) 
 2n,m 

 0 d 2n,m



= 

3C2n1
1, (m + |p| + |q|)(1 + |p|)2 (1 + |q|)2 ,

1,

4 2
valid for ,  = and for [0, 0 ], with 0 := min{1/em, 1}. Then a straight-
forward adaptation of the above arguments easily gives, uniformly for [0, 0 ],

1

: : ( K2n,m
l,k
f )
B5 C2n1

n
1, 1, , (3.23)

with B5 > 0 a constant independent of and n.
The same estimates above, being uniform in [0, 1/m], together with use of
Lemma 3.1(3), allow us also to conclude that

lim : l k : ( K2n,m
l,k
f ) = (2)4 K
l,k (0, 0): l k : (f ).
2n,0 (3.24)
0

Furthermore there holds


b 0,0
1 0,0 K 2n,0
lim K2n,m f (p, q) = (2)4 (p0 q0 ) (0, 0)f(p + q),
0 p0
0,0
K 0,0
K
2n,0 2n,0
since, as a consequence of (3.15), we have pi (0, 0) =0= qi (0, 0), i = 1, 2, 3,
0,0
K 0,0
K
and 2n,0
p0 (0, 0) = q2n,0
0
Exploiting again the uniformity in [0, 0 ] of
(0, 0).
the estimates leading to (3.23), we nally get

0,0
1 0,0 K 2n,0
lim : : ( K2n,m f ) = (2)4 i (0, 0): : (f ).
0 p0

Together with (3.24), this gives the statement.

We stress that vanishing of the constant c in the previous theorem is still by no


means ruled out. That in general this is not the case, can be seen by choosing the
time-smearing function DR ((, )) suciently close to a function and the
space-smearing function DR (Br+ ) to a characteristic function.

Proposition 3.3. Assume that the time-smearing function used in the con-
struction of Or ,Or+ (Q) satisfies (t) = 1 1 ( 1 t), where 1 DR ((1, 1))
is such that R 1 = 1, and that the space-smearing function is such that
DR (Br+/2+ ), 0 1 and (x) = 1 for all x Br+/2 , with
< /2 . Then, denoting with c(, ) the corresponding constant given by
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

110 G. Morsella & L. Tomassini

Eq. (3.21), there holds


3
4
lim lim c(, ) = r+ . (3.25)
0 0 3 2

l,k :
Proof. By induction, it is straightforward to prove the following formula for K n,0

l,k (p, q)
K n,0
0,1
  
n1
(1)k+n1 inlk n r rj1
= j j
(2)n+1 r1 ,...,rn2 1 ,...,n1 j=1

 
n1
dkj |kj |rj rj1 h(p 1
1, k2, ) h(k
k1, )h(k
1 2
n1,
n1 + q),
R3(n1) j=1

where n = i for n even and n = 1 for n odd and r0 := l, rn1 := 1 k. Since


0 ) = 1 ( p0 ) (2)1/2 as 0 and kj, = (j |kj |, kj ), it is easy to see that
(p j

in the limit 0 the dependence on the j s drops o the integral in the second
line of the above equation and therefore

0,1 (1)n 22n1 (1)n 4n

lim K2n,0 (0, 0) = (0)
= dx (x)2n .
0 (2)3n+1 2(2)4 R3

Analogously, since  (p0 ) = 1 ( p0 ) 0 as 0, one has from the above


formula
0,0
K 2n,0
lim (0, 0) = 0.
0 p0

But, thanks to the estimates (3.16), (3.17), the convergence of the series (3.21) is
uniform in , so that one has
+ 
1  (1)n 2n
lim c(, ) = dx (x)2n .
0 2 n=1 (2n)! R 3

Since is bounded above by the characteristic function of the ball Br+ for < /2,
the convergence of the above series is also uniform in so that, taking into account
that converges to the characteristic function of the ball Br+/2 when 0, we
nally get (3.25).

It is straightforward to extend the above analysis to treat the case of the net
O F (O) generated by a multiplet of free scalar elds a , a = 1, . . . , d, with the
action of a compact Lie group G dened by

d
V (g)a (f )V (g) = v(g)ab b (f ), g G,
b=1

where v is a d-dimensional unitary representation.


February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 111

More precisely, consider the 1-parameter subgroup R g G associated


to a Lie algebra element g and correspondingly the global generator Q of
V (g ), which satises on D(N )


d
[Q , a (f )] = i t()ab b (f ),
b=1

t() being the representation of g (through antihermitian matrices) associated


to v. Then considering again the U(1) symmetry of the doubled theory and the
associated Noether current J0 it is possible to dene a semi-local implementation
of the ip as in Eq. (3.4) and to construct a local implementation Or ,Or+ (Q )
of Q as in Eq. (3.5), which is essentially self-adjoint on D(N ) and for which an
expansion analogous to (3.8) holds:

+
 2n 0,1 
 d

Or ,Or+ (Q ) = n (2n)!
t()ab : l a k b : (K2n,m
l,k
()) ,
n=1
4
l,k a,b=1

l,k
where K2n,m () are the distributions dened in (3.6) and (3.7). Finally, the ana-
logue of formula (3.20) holds, where on the right-hand side the appropriate Noether
current

d
j0 (f ) = t()ab : a b a b : (f )
a,b=1

appears and the normalization constant c is again given by (3.21).

4. Summary and Outlook


In the present work we have shown that it is in principle possible to construct
operators implementing locally a given innitesimal symmetry of a local net of
von Neumann algebras (local generators), starting from the existence of unitary
operators implementing (semi-)locally the ip automorphism on the tensor product
of the net with itself.
In particular, in a large class of free scalar eld models our construction provides
an ecient tool to obtain manageable such local generators through the explicit
expression of the local ip given in Eq. (3.4). Moreover, we showed that it is possible
to recover, up to a well-determined strictly positive normalization constant, the
associated Noether currents through a natural scaling limit of these generators in
which the localization region shrinks to a point. As expected, the above-mentioned
constant is found to depend only on the volume of the initial localization region
of the generator and not on the mass and isospin of the model. The existence of
this limit depends in this case on control of the energy behavior of the generators
(namely the existence of H-bounds) rather than on dilation invariance of the (thus
massless) theory, which was a key ingredient of previous similar results [7, 8].
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

112 G. Morsella & L. Tomassini

These results have been obtained in the spirit of giving a consistency check
towards a full quantum Noether theorem according to the program set down in [1]
and recalled in the introduction. In order to proceed further in this direction it is
apparent that two main problems have to be tackled. First, it is necessary to extend
the construction of local generators proposed in the Introduction to a suitably gen-
eral class of theories. Second, it would be desirable to gain a deeper understanding
of the general properties granting the existence and non-triviality of the pointlike
limit of the free generators, which are presently under investigation. Among other
things, this is likely connected with the problem of clarifying if it is generally possi-
ble, through a suitable choice of the local ip implementation, to gain control over
the boundary part of the local symmetry implementation, whose arbitrariness is
considered to be an important obstruction for the reconstruction of Noether cur-
rents. The methods of [14] can be expected to be useful to put this analysis in a
more general framework.
Finally, we believe that our method could help to shed some light on the dicult
problem of obtaining sharply localized charges from global ones.

Acknowledgments
We would like to thank Sergio Doplicher for originally suggesting the problem to
one of us and for his constant support and encouragement, and Sebastiano Carpi
for several interesting and useful discussions. We also thank the referees for suggest-
ing several improvements in the exposition. This work was supported by MIUR,
GNAMPA-INDAM, the SNS, the Marie Curie Research Training Network MRTN-
CT-2006-031962 EU-NCG and the ERC Advanced Grant 227458 Operator Alge-
bras and Conformal Field Theory.

Appendix. Local Implementation of the Doubled Theory U(1)


Symmetry
In this Appendix, we show that the smeared Noether current associated to the U(1)
symmetry of the theory of two complex free scalar elds of mass m 0, Eq. (3.1), is
represented by a self-adjoint operator which generates a group locally implementing
the symmetry. Although this material is more or less standard, we include it here
both for the convenience of the reader and because the proof of self-adjointness
of (Wick-ordered) bilinear expressions in the free eld (and its derivatives) can be
found in the literature only for mass m > 0 (see [15, 16]). For this reason, we will
only emphasize the main dierences in the (possibly) massless case.
To begin with, the main estimates in the appendix of [15], which are valid only
for m > 0, have to be sharpened as in the following lemma.

Lemma A.1. Let h S (R4 ), and consider the tempered distribution h (x, y) =
h(x)(x y). Then h C 0,1 C 1,0 for all m 0, and
h

0,1 ,
h

1,0
h
S
where

S is some Schwartz norm independent of m varying in bounded intervals.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 113

(p, q) = 1 C. We denote by
Proof. One has h (2)2 h(p
+ q), which implies h
w(p, q) the integral kernel dening T 1,0 (|h
|). It is easy to see that, for |q| 1,

m (p)
(1 + |p q|)1/2 ,
m (q)

S (R4 ), there exists a C1 > 0 and an r > 3 such that


and therefore, being h
  2  
2
  C1

dp  
dq w(p, q)(q) dp dq |(q)|
R3 |q|>1 R3 |q|>1 (1 + |p q|)r
 2
dp
C12

2L2 (R3 ) ,
R3 (1 + |p|)r
where use was made of the Young inequality
f g
L2
f
L1
g
L2 . On the other
hand, there exist C2 > 0 and s > 2 such that, for |p| > 1,
   
  m (p) C2
 dq w(p, q)(q) dq |(q)|
 |q| (1 + |p q|)s
|q|1 |q|1
 
m (p) dq
C2  |(q)|
|p|s
|q|1 |q|

2m (p)
C2

L2 (R3 ) ,
|p|s
and a C3 > 0 such that, for |p| 1,
   
  m (p)
 
dq w(p, q)(q) C3 dq |(q)|
 |q|
|q|1 |q|1

2C3 (1 + m2 )1/4

L2 (R3 ) .

Putting these inequalities together, we obtain


  
1/2
1,0
dp m (p)

T (|h |)
L2 (R3 ) 2 C1 + 2C2 2s
R3 (1 + |p|) |p|>1 |p|
r


 2 1/4
+ 2 2/3C3 (1 + m )

L2 (R3 ) ,

so that, since the constants Ci can be expressed by Schwartz norms of h, we conclude


that
T 1,0(|h
|)

h
S for a suitable Schwartz norm

S .
|)
,
T 0,1 (|h
The proofs that
T 1,0 (|h |)

h
S are completely
|)
,
T 0,1(|h
analogous and it is immediate to see that 0,1, 1,0,
, h
h L2 (R6 ), = , and that
their norms can be bounded by
h
S .
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

114 G. Morsella & L. Tomassini

This lemma, together with Proposition 2.1, shows that the timelike component
J0 (h) of the current (3.2) is well-dened for h S (R4 ). Using the fact that |pi |
m (p), the proof above shows that the spacelike components Ji (h), i = 1, 2, 3, are
well-dened too.

Proposition A.1. The following statements hold.

(1) For each h S (R4 ), the operator J (h) defined on D(N


) by

2

J (h) := (1)j [: j j  : (h ) : j j  : (h )], (A.1)
j=1

where j  = 3 j, defines a Wightman field such that J (h) is essentially self-


adjoint for real h.
(2) If h DR (O), O a double cone, then eiJ (h) F (O), R.
(3) Given a 3-dimensional open ball Br of radius r centered at the origin together
with functions  DR (R3 ), DR ((, )) such that (x) = 1 for each
x Br+ and R = 1, it holds that

eiJ0 () F eiJ0 () = (F ), F F (Or ), (A.2)

where Or is the double cone with base Br .

Proof. (1) According to Lemma A.1 one has


h
0,1 ,
h

1,0
h
S , so that J
is a Wightman eld and J (h) is symmetric for real h. Given now a K S n ,
J (h)p is the sum of 16p vectors of the form
,p kp +,p
: lp cjp cjp : (h)(np ) : l1 c,
j1
1 k1 +,1
cj  : (h)(n1 )
1

with nj = nj1 + j + j , j = 1, . . . , p (n0 := n). Therefore, by (2.4),


p
4
h
S

J (h)

p
(n + 2(p + 1)) (n + 4)

,

0 is a
and we see that is an analytic vector for J (h). Since any element in D
nite sum of such vectors, essential self-adjointness of J (h) follows.
(2) A straightforward but lengthy calculation shows that, on D 0,

[J (h), j (f ) + j (f ) ] = (1)j+1 i(j  (g) + j  (g) ),


(A.3)
g = h( f ) + (h( f )),
1
where, as customary, is the Fourier transform of 2i (p0 )(p2 m2 ). Since
supp is contained in the closed light cone and D 0 is an invariant dense set
of analytic vectors for both J (h) and j (f ) + j (f ) , we see by standard

arguments that eiJ (h) commutes with ei[j (f )+j (f ) ] if supp h is spacelike
from supp f , i.e. eiJ (h) F (O) = F (O) if supp h O.
February 11, 2010 11:24 WSPC/148-RMP J070-S0129055X10003904

From Global Symmetries to Local Currents 115

(3) Take f D(Or ). Since supp f does not intersect [, ] {x : (x) = 1}


we have that
(0 f ) + 0 ( ( f )) = 1(0 f ) + 0 ( 1( f )).

On the other hand, a calculation shows that, thanks to R = 1,
( 1(0 f ) + 0 ( 1( f ))) = f,
and, since f1 = 0 implies f1 = ( + m2 )f2 with fi S (R4 ), the commu-
tation relations (A.3) become
[J0 ( ), j (f ) + j (f ) ] = (1)j+1 i(j  (f ) + j  (f ) ).
Furthermore, thanks to the estimates (2.5) and (2.6) we can apply the multiple
commutator theorems in [11] to conclude, as in the proof of [9, Theorem 2],
that (A.2) holds.

References
[1] S. Doplicher, Local aspects of superselection rules, Comm. Math. Phys. 85 (1982)
7386.
[2] S. Doplicher and R. Longo, Local aspects of superselection rules. II, Comm. Math.
Phys. 88 (1983) 399409.
[3] D. Buchholz, S. Doplicher and R. Longo, On Noethers theorem in quantum eld
theory, Ann. Phys. 170 (1986) 117.
[4] D. Buchholz and E. H. Wichmann, Causal independence and the energy level density
of states in local quantum eld theory, Comm. Math. Phys. 106 (1986) 321344.
[5] D. Buchholz, Product states for local algebras, Comm. Math. Phys. 36 (1974) 287
304.
[6] S. Stratila, Modular Theory in Operator Algebras (Abacus Press, Bucharest, 1981).
[7] S. Carpi, Quantum Noethers theorem and conformal eld theory: A study of some
models, Rev. Math. Phys. 11 (1999) 519532.
[8] L. Tomassini, Sul teorema di Noether quantistico: Studio del campo libero di massa
zero in quattro dimensioni, Masters thesis, Universit`
a di Roma La Sapienza (1999).
[9] C. DAntoni and R. Longo, Interpolation by type I factors and the ip automorphism,
J. Funct. Anal. 51 (1983) 361371.
[10] S. Doplicher and R. Longo, Standard and split inclusions of von Neumann algebras,
Invent. Math. 75 (1984) 493536.
[11] J. Fr
ohlich, Application of commutator theorems to the integration of representations
of Lie algebras and commutation relations, Comm. Math. Phys. 54 (1977) 135150.
[12] M. Reed and B. Simon, Methods of Modern Mathematical Physics. Vol. II: Fourier
Analysis, Self-Adjointness (Academic Press, New York, 1975).
[13] R. M. Corless, G. H. Gonnet, D. E. G. Hare, D. J. Jerey and D. E. Knuth, On the
Lambert W function, Adv. Comput. Math. 5 (1996) 329359.
[14] H. Bostelmann, Phase space properties and the short distance structure in quantum
eld theory, J. Math. Phys. 46 (2005) 052301, 17 pp.
[15] J. Langerholc and B. Schroer, On the structure of the von Neumann algebras gener-
ated by local functions of the free Bose eld, Comm. Math. Phys. 1 (1965) 215239.
[16] S. Albeverio, B. Ferrario and M. W. Yoshida, On the essential self-adjointness of
Wick powers of relativistic elds and of elds unitary equivalent to random elds,
Acta Appl. Math. 80 (2004) 309334.
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
J070-S0129055X10003916

Reviews in Mathematical Physics


Vol. 22, No. 2 (2010) 117192

c World Scientific Publishing Company
DOI: 10.1142/S0129055X10003916

PERTURBATIVE DEFORMATIONS OF CONFORMAL


FIELD THEORIES REVISITED

IGOR KRIZ
Mathematics Department, University of Michigan,
Ann Arbor, MI 48109-1109 USA
ikriz@umich.edu

Received 30 March 2009


Revised 12 October 2009

The purpose of this paper is to revisit the theory of perturbative deformations of con-
formal field theory from a mathematically rigorous, purely worldsheet point of view. We
specifically include the case of N = (2, 2) conformal field theories. From this point of
view, we find certain surprising obstructions, which appear to indicate that contrary to
previous findings, not all deformations along marginal fields exist perturbatively. This
includes the case of deformation of the Gepner model of the Fermat quintic along cer-
tain cc fields. In other cases, including Gepner models of K3-surfaces and the free field
theory, our results coincides with known predictions. We give partial interpretation of
our results via renormalization and mirror symmetry.

Keywords: N = (2, 2) conformal field theories; perturbative deformation; Gepner model.

Mathematics Subject Classification 2010: 83E30, 53D37, 81T15

1. Introduction
Recently, there has been renewed interest in the mathematics of the moduli space of
conformal eld theories, in particular, in connection with speculations about elliptic
cohomology. The purpose of this paper is to investigate this space by perturbative
methods from rst principles and from a purely worldsheet point of view. It is
conjectured that at least at generic points, the moduli space of CFTs is a manifold,
and in fact, its tangent space consists of marginal elds, i.e. primary elds of weight
(1, 1) of the conformal eld theory (that is in the bosonic case, in the supersym-
metric case there are modications which we will discuss later). This then means
that there should exist an exponential map from the tangent space at a point to
the moduli space, i.e. it should be possible to construct a continuous 1-parameter
set of conformal eld theories by turning on a given marginal eld.
There is a more or less canonical mathematical procedure for applying a Pexp
type construction to the eld which has been turned on, and obtaining a perturba-
tive expansion in the deformation parameter. This process, however, returns certain

117
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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118 I. Kriz

cohomological obstructions, similar to Gerstenhabers obstructions to the existence


of deformations of associative algebras [2629]. Physically, these obstructions can be
interpreted as changes of dimension of the deforming eld, and can occur, in princi-
ple, at any order of the perturbative path. The primary obstruction is well known,
and was used, e.g., by Ginsparg in his work on c = 1 conformal eld theories [30].
The obstruction also occured in earlier work, see [4547, 6365, 61], from the point
of view of continuous lines in the space of critical models. In the models consid-
ered, notably the Baxter model [11], the AshkinTeller model [8] and the Gaussian
model [48], vanishing of the primary obstruction did correspond to a continuous
line of deformations, and it was therefore believed that the primary obstruction
tells the whole story. (A similar story also occurs in the case of deformations of
boundary sectors, see [1, 2, 12, 22, 51, 52, 58, 38].)
In a certain sense, the main point of the present paper is analyzing, or giving
examples of, the role of the higher obstructions. We shall see that these obstructions
can be non-zero in cases where the deformation is believed to exist, most notably
in the case of deforming the Gepner model of the Fermat quintic along a cc eld,
cf. [3, 55, 23, 60, 44, 66, 67, 14, 15, 17]. Some discussion of marginality of primary
eld in N = 2-supersymmetric theories to higher order exists in the literature.
Notably, Dixon, [19] veried the vanishing for any N = (2, 2)-theory, and any linear
combination of cc, ac, ca and ac eld, of an amplitude integral which physically
expresses the change of central charge (a similar calculation is also given in Distler
Greene [18]). Earlier work of Zamolodchikov [70,71] showed that the renormalization
-function vanishes for theories where c does not change during the renormalization
process. However, we nd that the calculation [19] does not guarantee that the
primary eld would remain marginal along the perturbative deformation path, due
to subtleties involving singularities of the integral. The obstruction we discuss in
this paper is an amplitude integral which physically expresses directly the change
of dimension of the deforming eld, and it turns out this may not vanish. We will
return to this discussion in Sec. 3 below.
This puzzle of having obstructions where none should appear will not be
fully explained in this paper, although a likely interpretation of the result will
be discussed. It is possible that our eect does not impact the general ques-
tion of the existence of the nonlinear -model, which is widely believed to exist
(e.g., [3, 55, 23, 60, 44, 66, 67, 14, 15, 17]), but simply concerns questions of its per-
turbative construction. One caveat is that the case we investigate here is still not
truly physical, since we specialize to the case of cc elds, which are not real. The
actual physical deformations of CFTs should occur along real elds, e.g., a combi-
nation of a cc eld and its complex-conjugate aa eld (we give a discussion of this
in case of the free eld theory at the end of Sec. 4). The obstructions discussed here
however are not linear, and hence a priori the case of the corresponding real eld
in the Gepner model is much more dicult to analyze, in particular, it requires
regularization of the deforming parameter, and is not discussed here. Nevertheless,
it is still surprising that an obstruction occurs for a single cc eld; for example, this
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
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Perturbative Deformations of Conformal Field Theories Revisited 119

does not happen in the case of the (compactied or uncompactied) free eld the-
ory. Also, there is strong evidence that obstructions to deformations along cc elds
and the corresponding real elds are equivalent (see the remark after Example 2
in Sec. 6).
Since an nth order obstruction indeed means that the marginal eld gets
deformed into a eld of non-zero weight, which changes to the order of the nth
power of the deformation parameter, usually [30, 4547, 6365, 61], when obstruc-
tions occur, one therefore concludes that the CFT does not possess continuous
deformations in the given direction. Other interpretations are possible. One thing
to observe is that our conclusion is only valid for purely perturbative theories where
we assume that all elds have power series expansion in the deformation param-
eters with coecients which are elds in the original theory. This is not the only
possible scenario. Therefore, as remarked above, our results merely indicate that in
the case when our algebraic obstruction is non-zero, non-perturbative corrections
must be made to the theory to maintain the presence of marginal elds along the
deformation path.
In fact, evidence in favor of this interpretation exists in the form of the analysis
of Nemeschansky and Sen [55,35] of higher order corrections to the -function of the
nonlinear -model. Grisaru, Van de Ven and Zanon [35] found that the four-loop
contribution to the -function of the nonlinear model for CalabiYau manifolds
is non-zero, and [55] found a recipe how to cancel this singularity by deforming
the manifold to metric which is non-Ricci at at higher orders of the deformation
parameter. The expansion [4] used in this analysis is around the 0 curvature tensor,
but assuming for the moment that a similar phenomenon occurs if we expanded
around the Fermat quintic vacuum, then there are no elds present in the Gepner
model which would correspond perturbatively to these higher order corrections in
the direction of non-Ricci at metric: bosonically, such elds would have to have
critical conformal dimension classically, since the -model Lagrangian is classically
conformally invariant for non-Ricci at target K ahler manifolds. However, quan-
tum mechanically, there is a one-loop correction proportional to the Ricci tensor,
thus indicating that elds expressing such perturbative deformations would have
to be of generalized weight (cf. [3942]). Fields of generalized weight, however, are
not present in the Gepner model, which is a rational CFT, and more generally
are excluded by unitarity (see discussions in Remarks after Theorems 2 and 3 in
Sec. 3 below). Thus, although this argument is not completely mathematical, renor-
malization analysis seems to conrm our nding that deformations of the Fermat
quintic model must in general be non-perturbative. It is also noteworthy that the
-function is known to vanish to all orders for K3-surfaces because of N = (4, 4)
supersymmetry. Accordingly, we also nd that the phenomenon we see for the Fer-
mat quintic is not present in the case of the Fermat quartic (see Sec. 7 below). It is
also worth noting that other non-perturbative phenomena such as instanton correc-
tions also arise when passing from K3-surfaces to CalabiYau 3-folds ( [14, 15, 17]).
Finally, one must also remark that the proof of [55] of the -function cancellation
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120 I. Kriz

is not mathematically complete because of convergence questions, and thus one


still cannot exclude even the scenario that not all nonlinear models would exist
as exact CFTs, thus creating some type of string landscape picture also in this
context (cf. [20]). We should remark that this scenario also has a compelling inter-
pretation from the point of view of the relationship between classical and quantum
geometry (see the end of the Concluding Remarks).
In this paper, we shall be mostly interested in the strictly perturbative picture.
The main point of this paper is an analysis of the algebraic obstructions in certain
canonical cases. We discuss two main kinds of examples, namely the free eld theory
(both bosonic and N = 1-supersymmetric), and the Gepner models of the Fermat
quintic and quartic, which are exactly solvable N = 2-supersymmetric conformal
eld theories which should be the nonlinear -models of the Fermat quintic Calabi
Yau 3-fold and the Fermat quartic K3-surface (in the case of the Fermat quartic,
this was actually proved in [54]). In the case of the free eld theory, what happens
is essentially that all non-trivial gravitational deformations of the free eld theory
are algebraically obstructed. In the case of a free theory compactied on a torus,
the only gravitational deformations which are algebraically unobstructed come from
linear change of metric on the torus. (We will focus on gravitational deformations;
there are other examples, for example the sine-Gordon interaction [69, 13], which
are not discussed in detail here.)
The Gepner case deserves special attention. From the moduli space of Calabi
Yau 3-folds, there is supposed to be a -model map into the moduli space of CFTs.
In fact, when we have an exactly solvable CalabiYau -model, one gets operators
in CFT corresponding to the cohomology groups H 1,1 and H 2,1 , which measure
deformations of complex structure and K ahler metric, respectively, and these in
turn give rise to innitesimal deformations. Now the Fermat quintic
x5 + y 5 + z 5 + t5 + u5 = 0 (1)
in CP 4 has a model conjectured by Gepner [24, 25] which is embedded in the ten-
sor product of 5 copies of the N = 2-supersymmetric minimal model of central
charge 9/5. The weight (1/2, 1/2) cc and ac elds correspond to the 100 innites-
imal deformations of complex structure and 1 innitesimal deformation of K ahler
metric of the quintic (1). Despite the numerical matches in dimension, however, it
is not quite correct to say that the gravitational deformations, corresponding to
the moduli space of CalabiYau manifolds, occurs by turning on cc and ac elds.
This is because, to preserve unitarity, a physical deformation can only occur when
we turn on a real eld, and the elds in question are not real. In fact, the complex
conjugate of a cc eld is an aa eld, and the complex conjugate of an ac eld is a
ca eld. The complex conjugate must be added to get a real eld, and a physical
deformation (we discuss this calculationally in the case of the free eld theory in
Sec. 4).
In this paper, we do not discuss deformations of the Gepner model by turning on
real elds. As shown in the case of the free eld theory in Sec. 4, such deformations
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require for example regularization of the deformation parameter, and are much
more dicult to calculate. Because of this, we work only with the case of one cc
and one ac eld. We will show that at least one cc deformation, whose real version
corresponds to the quintics
x5 + y 5 + z 5 + t5 + u5 + x3 y 2 = 0 (2)
for small (but not innitesimal) is algebraically obstructed. (One suspects that
similar algebraic obstructions also occur for other elds, but the computation is
too dicult at the moment; for the cc eld corresponding to xyztu, there is some
evidence suggesting that the deformation may exponentiate.)
It is an interesting question if nonlinear -models of CalabiYau 3-folds must
also contain non-perturbative terms. If so, likely, this phenomenon is generic, which
could be a reason why mathematicians so far discovered so few of these conformal
eld theories, despite ample physical evidence of their existence [3, 55, 23, 60, 44, 66,
67].
Originally prompted by a question of Igor Frenkel, we also consider the case of
the Fermat quartic K3 surface
x4 + y 4 + z 4 + t4 = 0
in CP 3 . This is done in Sec. 7. It is interesting that the problems of the Fermat
quintic do not arise in this case, and all the innitesimally critical elds exponentiate
in the purely perturbative sense. This dovetails with the result of Alvarez-Gaume
and Ginsparg [5] that the -function vanishes to all orders for critical perturbative
models with N = (4, 4) supersymmetry, and hence from the renormalization point
of view, the nonlinear model is conformal for the Ricci at metric on K3-surfaces.
There are also certain dierences between the ways mathematical considerations of
moduli space and mirror symmetry vary in the K3 and CalabiYau 3-fold cases,
which could be related to the behavior of the non-perturbative eects. This will be
discussed in Sec. 8.
To relate more precisely in what setup these results occur, we need to describe
what kind of deformations we are considering. It is well known that one can obtain
innitesimal deformations from primary elds. In the bosonic case, the weight of
these elds must be (1, 1), in the N = 1-supersymmetric case in the NS-NS sec-
tor the critical weight is (1/2, 1/2) and in the N = 2-supersymmetric case the
innitesimal deformations we consider are along so called ac or cc elds of weight
(1/2, 1/2). For more specic discussion, see Sec. 2 below. There may exist innites-
imal deformations which are not related to primary elds (see the remarks at the
end of Sec. 3). However, they are excluded under a certain continuity assumption
which we also state in Sec. 2.
Therefore, the approach we follow is exponentiating innitesimal deformations
along primary elds of appropriate weights. In the algebraic approach, we assume
that both the primary eld and amplitudes can be updated at all points of the defor-
mation parameter. Additionally, we assume one can obtain a perturbative power
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122 I. Kriz

series expansion in the deformation parameter, and we do not allow counterterms


of generalized weight or non-perturbative corrections. We describe a cohomological
obstruction theory similar to Gerstenhabers theory [2629] for associative algebras,
which in principle controls the coecients at individual powers of the deformation
parameter. Obstructions can be written down explicitly under certain conditions.
This is done in Sec. 3. The primary obstruction in fact is the one which occurs for the
deformations of the free eld theory at gravitational elds of non-zero momentum
(gravitational waves). In the case of the Gepner model of the Fermat quintic, the
primary obstruction vanishes but in the case (2), one can show there is an algebraic
obstruction of order 5 (i.e. given by a 7 point function in the Gepner model).
It should be pointed out that even in the algebraic case, there are substan-
tial complications we must deal with. The moduli space of CFTs is not yet well
dened. There are dierent denitions of conformal eld theory, for example the
Segal approach [59, 36, 37] is quite substantially dierent from the vertex operator
approach (see [41] and references therein). Since these denitions are not known to
be equivalent, and their realizations are supposed to be points of the moduli space,
the space itself therefore cannot be dened until a particular denition is selected.
Next, it remains to be specied what structure there should be on the moduli space.
Presumably, there should at least be a topology, so that we need to ask what is a
nearby conformal eld theory. That, too, has not been answered.
These foundational questions are enormously dicult, mostly from the philo-
sophical point of view: it is very easy to dene ad hoc notions which immediately
turn out insuciently general to be desirable. Because of that, we only make min-
imal denitions needed to examine the existing paradigm in the context outlined.
Let us, then, conne ourselves to observing that even in the perturbative case, the
situation is not purely algebraic, and rather involves innite sums which need to
be discussed in terms of analysis. For example, the obstructions may in fact be
undened, because they may involve innite sums which do not converge. Such
phenomenon must be treated carefully, since it does not mean automatically that
perturbative exponentiation fails. In fact, because the deformed primary elds are
only determined up to a scalar factor, there is a possibility of regularization along
the deformation parameter. We briey discuss this theoretically in Sec. 3, and then
give an example in the case of the free eld theory in Sec. 4.
We also briey discuss sucient conditions for exponentiation. The main
method we use is the case when Theorem 1 gives a truly local formula for the
innitesimal amplitude changes, which could be interpreted as an innitesimal
isomorphism in a special case. We then give in Sec. 3 conditions under which
such innitesimal isomorphisms can be exponentiated. This includes the case of a
coset theory, which does not require regularization, and a more general case when
regularization may occur.
In the nal Secs. 5 and 6, namely the case of the Gepner model, the main
problem is nding a setup for the vertex operators which would be explicit enough
to allow evaluating the obstructions in question; the positive result is obtained using
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a generalization of the coset construction. The formulas required are obtained from
the Coulomb gas approach (= FeiginFuchs realization), which is taken from [34].
The present paper is organized as follows: In Sec. 2, we give the general setup
in which we work, show under which condition we can restrict ourselves to defor-
mations along a primary eld, and derive the formula for innitesimally deformed
amplitudes, given in Theorem 1. In Sec. 3, we discuss exponentiation theoretically,
in terms of obstruction theory, explicit formulas for the primary and higher obstruc-
tions, and regularization. We also discuss supersymmetry, and in the end show a
mechanism by which non-perturbative deformations may still be possible when alge-
braic obstructions occur. In Sec. 4, we give the example of the free eld theories, the
trivial deformations which come from 0 momentum gravitational deforming elds,
and the primary obstruction to deforming along primary elds of non-zero momen-
tum. In Sec. 5, we will discuss the Gepner model of the Fermat quintic, and in
Sec. 6, we will discuss examples of non-zero algebraic obstructions to perturbative
deformations in this case, as well as speculations about unobstructed deformations.
In Sec. 7, we will discuss the (unobstructed) deformations for the Fermat quar-
tic K3 surface, and in Sec. 8, we attempt to summarize and discuss our possible
conclusions.

2. Infinitesimal Deformations of Conformal Field Theories


We shall work in the framework of [59] (see also [3638]). In the bosonic case
(without considering supersymmetry), a conformal eld theory in this framework
is characterized by a Hilbert space of states H, and for a worldsheet, by which one
means a Riemann surface (a 1-dimensional complex manifold) with analytically
parametrized boundary components, a trace class element
 
U H H (3)
dened up to scalar multiple. One assumes that these elements depend on analyt-
ically (i.e. are real-analytic functions on the moduli space of worldsheets). Here H
denotes the Hilbert space dual of H, and denotes the Hilbert tensor product. In

(3), the tensor product of copies of H (respectively, H) is over the inbound (respec-
tively, outbound) boundary components of . Inbound and outbound boundary
components are distinguished by orientation. For an annulus in C enclosed by two
concentric circles oriented counterclockwise, the inside circle is inbound. The ele-
ments (3) are subject to gluing identities (gluing of Riemann surfaces corresponds
to trace). These elements can also be viewed (perhaps even more conventionally,
but less symmetrically) as operators
 
U : H H (4)
where the tensor product in the source (respectively, target) is over inbound (respec-
tively, outbound) boundary components. In this paper, we shall almost exclusively
consider the case when is a Riemann surface of genus 0, since this is the key
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124 I. Kriz

case for deformation theory. It should be noted that a physical CFT has still more
structure. Namely, we want to consider the operators (4) where is an annulus
approaching the degenerate annulus which is the unit circle with both inbound and
outbound parametrizations equal to the identity. In such limit, the operator (4)
should approach the identity

H H.

Also, one requires reection-positivity (which is the Wick rotation of unitarity).


This means that if we denote by the Riemann surface complex conjugate to ,
then U is adjoint to U . One also requires that for a physical theory that H actually
be the complexication of a real vector space, and the quadratic form one obtains
by taking limits to the degenerate annulus S 1 with boundary parametrizations
by z (the identity) and 1/z be related to the Hermitian form on H by complex
conjugation.
Treating the supersymmetric case mathematically is more technical, but analo-
gous. Essentially, one must work on the super-moduli space of superconformal sur-
faces (for a very quick review mostly sucient for the purposes of this paper, see
[49]). The structure just described originates in conformally invariant 2-dimensional
quantum eld theory. From the point of view of 2-dimensional quantum eld the-
ory, the element (3) can be viewed as a generalization of the vacuum expectation
value in the sense that no eld is inserted inside the worldsheet. From the point of
view of conformal eld theory, this element is a CFT amplitude.
Now in a bosonic (= non-supersymmetric) CFT H, if we have a primary eld u
of weight (1, 1), then, as observed in [59], we can make an innitesimal deformation
of H as follows: For a worldsheet with associated element U (see (3)), the
innitesimal deformation of the vacuum is

V = Uxu . (5)
x

Here Uxu is obtained by choosing a holomorphic embedding f : D , f (0) = x,


where D is the standard disk. Let  be the worldsheet obtained by cutting f (D)
out of , and let Uxu be obtained by gluing the vacuum U with the eld u inserted
at f (D). The element Uxu is proportional to f  (0)2 , since u is (1, 1)-primary, so
it transforms the same way as a measure and we can dene the integral (5) without
coupling with a measure. The integral (5) is an innitesimal deformation of the
original CFT structure in the sense that

U + V 

satises CFT gluing identities in the ring C[]/2 .


The main topic of this paper is studying (in this and analogous supersym-
metric cases) the question as to when the innitesimal deformation (5) can be
exponentiated at least to perturbative level, i.e. when there exist for each n N
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elements

u0 , . . . , un1 H, u0 = u

and for every worldsheet



U0 , . . . , Un H H

such that

m
U (m) = Ui i , U0 = U (6)
i=0

satisfy gluing axioms in C[]/m+1 , 0 m n,



m
u(m) = u i i (7)
i=0

is primary of weight (1, 1) with respect to (6), 0 < m n, and



dU (m)
= Uxu(m1) (m 1) (8)
d x

in the same sense as in (5).


We should remark that a priori, it is not known that all deformations of CFT
come from primary elds: One could, in principle, simply ask for the existence of
vacua (6) such that (6) satisfy gluing axioms over C[]/m+1 . As remarked in [59],
it is not known whether all perturbative deformations of CFTs are obtained from
primary elds u as describe above. However, one can indeed prove that the primary
elds u exist given suitable continuity assumptions. Suppose the vacua U (m) exist
for 0 m n. We notice that the integral on the right-hand side of (8) is, by
denition, the limit of integrals over regions R which are proper subsets of such
that the measure of R goes to 0 (x an analytic metric on compatible with
the complex structure). Let, thus, D1 ,...,Dk be a worldsheet obtained from by
cutting out disjoint holomorphically embedded copies D1 , . . . , Dk of the unit disk
D. Then we calculate

dU (m)
= Uxu(m1) (m 1)
d x

= lim UD1 ,...,Dk (m 1) S
U(S Di )xu(m1) (m 1)
(D1 ,...,Dk )0 x Di
 
= lim UDi (m 1) U(Di )xu(m1) (m 1)
(D1 ,...,Dk )0 xDi
i
 dUDi (m)
= lim UDi (m 1)
(D1 ,...,Dk )0
i
d
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126 I. Kriz

assuming (8) for = D, so the assumption we need is


dU  dUDi (m)
(m) = lim UDi (m 1) . (9)
d (D1 ,...,Dk )0
i
d

The composition notation on the right-hand side means gluing. Granted (9), we can
recover dUd(m) from dUDd(m) for the unit disk D. denotes the Lebesgue measure
(this is well dened on a worldsheet at least up to absolute continuity, which is
sucient for taking the limit in the above computation).
Now in the case of the unit disk, we get a candidate for u(m 1) in the following
way:
Assume that H is topologically spanned by subspaces H(m1 ,m2 ) of -weight
(m1 , m2 ) where m1 , m2 0, H(0,0) = UD . Then UD (m) is invariant under rigid
rotation, so

UD (m) H(k,k) []/m+1 . (10)
k0

We see that if Aq is the standard annulus with boundary components S 1 , qS 1


with standard parametrizations, then
1 dUD (m)
u(m 1) = lim UA (11)
q0 q2 q d
exists and is equal to the weight (1, 1) summand of (10). In fact, by (9) and the
denition of integral, we already see that (8) holds. We do not know however yet
that u(m 1) is primary. To see that, however, we note that for any annulus
A = D D where f : D D is a holomorphic embedding with derivative r, (9)
also implies (for the same reason the exhaustion principle) that (8) is valid with
u(m 1) replaced by
UA u(m 1)
. (12)
r2
Since this is true for any , in particular where is any disk, the integrands must
be equal, so (12) and u(m 1) have the same vertex operators, so at least in the
absence of null elements,
UA u(m 1)
= u(m 1) (13)
r2
which means that u(m 1) is primary of weight (1, 1), which says precisely that
the expression on the left-hand side of (13) is independent of A.
We have presented an argument by which, making certain assumptions, defor-
mations of CFTs occur along primary elds of critical weights. This is a question
raised in [59]. We shall see however that there are problems with this formulation
even in the simplest possible case: Consider the free (bosonic) CFT of dimension
1, and the primary eld x1 x 1 . (We disregard here the issue that H itself lacks
a satisfactory Hilbert space structure, see [37], we could eliminate this problem by
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compactifying the theory on a torus or by considering the state spaces of given


momentum.) Let us calculate

1
UD = exp(zL1 ) exp(
zL 1 )x1 x
1
D

1  xk x
k
= . (14)
2 k
k1

We see that the element (14) is not an element of H, since its norm is k1 1 = .
This occurs despite the fact that the norm on H is preserved by the deformation,
i.e. the deformation is unitary. (This is because the inner product is conjugate by
reality to the quadratic form which is the operator associated with the degener-
ate worldsheet with two outbound boundary components S 1 = {z C| z = 1}
parametrized by z and 1/z; in the class of measures equivalent to the Lebesgue
measure by absolute continuity, this worldsheet has measure 0 and hence the defor-
mation acts trivially on it.)
The explanation is simply that the innitesimally deformed vacuum is
1  xn x n
1+ . (15)
2 n>0 n

When computing the square norm of (15), the second summand is orthogonal to
the rst, hence its square norm occurs with coecient 2 , which disappears when
calculating up to linear order in  (which is what we are doing in an innitesimal
deformation); such phenomena routinely occur when one attempts to dierentiate
unitary processes on Hilbert spaces. In our case, as we shall see, the situation is
further complicated by the fact that the process actually has to be regularized.
There are other problems as well. For one thing, we wish to consider theories
which really do not have Hilbert axiomatizations in the proper sense, including
Minkowski signature theories, where the Hilbert approach is impossible for physical
reasons. Therefore, we prefer a vertex operator algebra approach where we discard
the Hilbert completion and restrict ourselves to examining tree level amplitudes.
One such axiomatization of such theories was given in [41] under the term full eld
algebra. In the present paper, however, we prefer to work from scratch, listing the
properties we will use explicitly, and referring to our objects as conformal eld
theories in the vertex operator formulation.
As mentioned in the introduction, our approach in this paper is essentially to
build the minimal possible machinery in which we can phrase the concept of per-
turbative deformation of a CFT along a primary eld of critical weight to arbitrary
degree, and identifying obstructions to obtaining such deformation. Actually identi-
fying the deformed conformal eld theory upon plugging in a value of the deforma-
tion parameter (provided the obstructions vanish) by means of a general abstract
machinery (i.e. not assuming we can recognize the theory by other means) is a
dicult problem which remains untreated in the present paper. Therefore, speak-
ing purely mathematically, we are actually dening the concept of perturbative
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128 I. Kriz

deformation along with nding our obstructions. It would be far superior to dene
rigorously the moduli space of conformal eld theories upfront, with enough geom-
etry to allow us to dene paths. Such technology, however, is not mathematically
available at the present time.
Regarding the approach to constructing and treating elds, the vertex opera-
tor approach is largely superior from the computational point of view. One can
convert to the more symmetric and foundationally more powerful Hilbert space
approach when we have appropriate convergence of the operators constructed. We
shall proceed by using either language according to what is more convenient at each
particular time.
For now, let us consider untopologized vector spaces

V = V(wL ,wR ) . (16)
Here (wL , wR ) are weights (we refer to wL , respectively wR , as the left, respectively
right, component of the weight), so we assume wL wR Z and usually
wL , wR 0, (17)
V(0,0) = UD . (18)
The no ghost assumptions (17), (18) will sometimes be dropped. If there is a
Hilbert space H, then V is interpreted as the subspace of states of nite weights.
We assume that for u VwL ,wR , we have vertex operators of the form

Y (u, z, z) = uvL wL ,vR wR z vL zvR . (19)
(vL ,vR )

Here ua,b are operators which raise the left (respectively, right) component of weight
by a (respectively, b). We additionally assume vL vR Z and that for a given
w, the weights of operators which act on w are discrete. Even more strongly, we
assume that

Y (u, z, z) = Yi (u, z)Yi (u, z) (20)
i

where

Yi (u, z) = ui;vL wL z vL ,
 (21)
Yi (u, z) = i;vR wR zvR
u

where all the operators Yi (u, z) commute with all Yj (v, z). The main axiom which
elds (19) must satisfy is commutativity and associativity analogous to the
case of vertex operator algebras, i.e. there must exist for elds u, v, w V and
w V of nite weight, a 4-point function
w Z(u, v, z, z, t, t)w (22)
which is real-analytic and unbranched outside the loci of z = 0, t = 0, z = ,
t = and z = t, and whose expansion in t rst and z second (respectively, z rst
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and t second, respectively, z t rst and t second) is


w Y (u, z, z)Y (v, t, t)w,
w Y (v, t, t)Y (u, z, z)w,
w Y (Y (u, z t, z t)v, t, t)w,
respectively. Here, for example, by an expansion in t rst and z second we mean a
series in the variable z whose coecients are series in the variable t, and the other
cases are analogous. Comment: the existence of 4-point function is the appropriate
generalization of locality.
We also assume that Virasoro algebras Ln , L n with equal central charges
cL = cR act and that

Y (L1 u, z, z) = Y (u, z, z),
z
(23)
1 u, z, z) = Y (u, z, z)
Y (L
z
and
0 ).
VwL ,wR is the weight (wL , wR ) subspace of V with respect to (L0 , L (24)

Remark. Even the axioms outlined here are meant for theories which are initial
points of the proposed perturbative deformations, they are too restrictive for the
theories obtained as a result of the deformations themselves. To capture those
deformations, it is best to revert to Segals approach, restricting attention to genus
0 worldsheets with a unique outbound boundary component (tree level amplitudes).
Operators will then be expanded both in the weight grading and in the perturbative
parameter (i.e. the coecient at each power of the deformation parameter will
be an element of the product-completed state space of the original theory). To
avoid discussion of topology, we simply require that perturbative coecients of all
compositions of such operators converge in the product topology with respect to
the weight grading, and the analytic topology in each graded summand.
In this section, we discuss innitesimal perturbations, i.e. the deformed theory
is dened over C[]/(2 ) where  is the deformation parameter. One case where such
innitesimal deformations can be described explicitly is the following

Theorem 1. Consider elds u, v, w V where u is primary of weight (1, 1). Next,


assume that

Z(u, v, z, z, t, t) = Z, (u, v, z, z, t, t)
,

where

Z, (u, v, z, z, t,
t) = Z,,i (u, v, z, t)Z,,i (u, v, z, t)
i
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130 I. Kriz

and for w W of nite weight, w Z,,i (u, v, z, t)(z t) z (respectively,



w Z,,i (u, v, z, t)(z t) z ) is a meromorphic (respectively, antimeromorphic)
function of z on CP 1 , with poles (if any) only at 0, t, . Now write

Yu,, (v, t, t) = (i/2) Z, (u, v, z, z, t, t)dzd
z, (25)

so

Yu (v, t, t) = Y (v, t, t) +  Yu,, (v, t, t)
,

is the innitesimally deformed vertex operator where is the degenerate worldsheet


with unit disks cut out around 0, t, . Assume now further that we can expand
Z,,i (u, v, z, t) = Y,,i (v, t)Y,,i (u, z) when z is near 0, (26)

Z,,i (u, v, z, t) = Y,,i (u, z)Y,,i (v, t) when z is near , (27)

Z,,i (u, v, z, t) = Y,,i (Y,,i (u, z t))v, t) when z is near t. (28)
Write

Y,,i (u, z) = u,,i,n z n+1 ,


Y,,i (u, z) = u,,i,n z n++1 ,


Y,,i (u, z) = u,,i,n z n+1 .

(Analogously with the s.) Assume now


u,,i,0 w = 0, u,,i,0 v = 0, u,,i,0 Y,,i (v, t)w = 0 (29)
and analogously for the s (note that these conditions are only nontrivial when
= 0, respectively, = 0, respectively, = ). Denote now by ,,i,0 , ,,i, ,
,,i,t the indenite integrals of (26)(28) in the variable z, obtained using the
formula

z k+1
z k dz = for k = 1
k+1
(thus xing the integration constant), and analogously with the s. Let then
C,,i = ,,i, ,,i,t ,
D,,i = ,,i, ,,i,0 ,
(30)
,,i,
C,,i = ,,i,t ,

D,,i = ,,i,
,,i,0
(see the comment in the proof on branching). Let
 u,,i,n u,,i,n
,,i =
n
n
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and similarly for thes, the s and the s. (The denition makes sense when applied
to elds on which the term with denominator 0 vanishes.) Then

Y,,u (v, t, t)w = ,,i Y (v, t, t)w Y (,,i v, t, t)w Y (v, t, t),,i w
i

+ C,,i C,,i (1 + e2i ) + D,,i D


,,i (1 e2i ). (31)

Additionally, when = 0, then D,,i = D ,,i = 0, and when = 0 then C,,i =



C,,i = 0, and

Y,,u (v, t, t)w = ,,i Y (v, t, t)w Y (,,i v, t, t)w Y (v, t, t),,i w. (32)
i

Equation (32) is also valid when = .

Remark 1. Note that technically, the integral (25) is not dened on the nonde-
generate worldsheet described. This can be treated in the standard way, namely by
considering an actual worldsheet  obtained by gluing on standard annuli on the
boundary components. It is easily checked that if we denote by Auq the innitesimal
deformation of Aq by u, then

Auq (w) = Aq (w) Aq (w).

Therefore, the theorem can be stated equivalently for the worldsheet  . The only
change needs to be made in formula (31), where  needs to be multiplied by s2n
and needs to be multiplied by r2n where r and s are radii of the corresponding
boundary components. Because however this is equivalent, we can pretend to work
on the degenerate worldsheet directly, in particular avoiding inconvenient scaling
factors in the statement.

Remark 2. The validity of this theorem is rather restricted by its assumptions.


Most signicantly, its assumption states that the chiral 4-point function can be
rendered meromorphic in one of the variables by multiplying by a factor of the
form z (z t) . This is essentially equivalent to the fusion rules being abelian,
i.e. 1-dimensional for each pair of labels, and each pair of labels has exactly one
product. As we will see (and as is well known), the N = 2 minimal model is an
example of a non-abelian theory.
Speaking more generally in terms of function theory, branched analytic functions
on CP 1 (at a risk of great confusion, we recall that those were called Abelsche
Funktionen by Riemann) are nite-dimensional vector spaces which are locally
spaces of holomorphic functions, outside of nitely many points z1 , . . . , zn on CP 1 .
One also assumes that the singularities at zi are of bounded polynomial growth.
Such function then denes a nite-dimensional representation of the fundamental
group 1 (CP 1 {z1 , . . . , zn }), called the holonomy representation. In particular, chi-
ral correlation functions of a full eld algebra are branched functions in this sense.
The key issue is whether the holonomy representation is a sum of one-dimensional
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132 I. Kriz

representation (in which case it factors through the abelianization of the fundamen-
tal group the rst homology group). Then and only then is the function a sum
of contributions which can be rendered holomorphic by multiplication with appro-
priate products of (zi zj )ij . A most basic example of a branched function with
non-abelian holonomy is the hypergeometric function, which occurs as the 4-point
function of parafermions and N = 2-minimal models.
Even for an abelian theory, the theorem only calculates the deformation in the
0 charge sector because of the assumption (29). Because of this, even for a free
eld theory, we will need to discuss an extension of the argument. Since in that
case, however, stating precise assumptions is even more complicated, we prefer to
treat the special case only, and to postpone the discussion to Sec. 4 below.

Proof. Let us work on the scaled real worldsheet  . Let

,,i = Z,,i (u, v, z, t)dz,


,,i = Z,,i (u, v, z, t)d
z.

Denote by 0 , , t the boundary components of  near 0, , t. Then the form


,,i, ,,i is unbranched on a domain obtained by making a cut c connecting
0 and t . We have

,,i,t = Y (,,i v, t, t), (33)
t

,,i,0 = Y (v, t, t),,i . (34)
0

But we want to integrate ,,i, ,,i over the boundary  :


   
,,i ,,i = ,,i ,,i + ,,i ,,i + ,,i ,,i
 t 0
 
+ ,,i ,,i + ,,i ,,i (35)
c+ c

where c+ , c are the two parts of  along the cut c, oriented from t to 0 and
back respectively. Before going further, let us look at two points x+ c+ , x c
which project to the same point on c. We have

C(e2i 1)
(x ) = C (x+ ) C (x )
(x )
(x+ ) (t + C)
= (t + C)
= (x+ ) (x )
(x )
(x+ ) (0 + D)
= (0 + D)
(x )
(x+ ) D
= D
(x )
= D(e2i 1)
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(the subscripts , , i were omitted throughout to simplify the notation). This


implies the relation
C,,i (e2i 1) = D,,i (e2i 1). (36)

Comment. This is valid when the constants C,,i , D,,i are both taken at the
point x ; note that since the chiral forms are branched, we would have to adjust
the statement if we measured the constants elsewhere. This however will not be of
much interest to us as in the present paper we are most interested in the case when
the constants vanish.
In any case, note that (36) implies C,,i = 0 when = 0 mod Z and = 0
mod Z, and D,,i = 0 when = 0 mod Z and = 0 mod Z. There is an anlogous
,,i . Note that when = 0 = , all the forms in
relation to (36) between C,,i , D
sight are unbranched, and (32) follows directly. To treat the case = , proceed
analogously, but replacing ,,i, by ,,i,0 or ,,i,t . Thus, we have nished
proving (32) under its hypotheses.
Returning to the general case, let us study the right-hand side of (35). Subtract-
ing the rst two terms from (33), (34), we get
 
C,,i ,,i , D,,i ,,i , (37)
t 0

respectively. On the other hand, the sum of the last two terms, looking at points
x+ , x for each x c, can be rewritten as
 
C,,i (e2i + 1)
,,i = D,,i (e2i + 1)
,,i . (38)
c+ c

Now recall (30). Choosing ,,i, as the primitive function of ,,i , we see that
for the end point x of c ,
,,i, (x ) =
,,i, (x+ )
,,i,t (x )
,,i,t (x+ )
= (e2i 1)
,,i,t (x )
= (e2i 1)
,,i, (x ) + (e2i 1)C,,i .
(39)

Similarly, for the beginning point y of c ,
,,i, (y ) =
,,i, (y + ) + ,,i,0 (y )
,,i,0 (y + ) +
,,i,0 (y )
= (e2i 1)
,,i, (y ) (e2i 1)D
= (e2i 1) ,,i .
(40)
Then (39), (40) multiplied by C,,i are the integrals (37), while the integral (38) is
,,i,0 (y ) + C,,i (1 e2i )
D,,i (1 e2i ) ,,i,0 (x ). (41)
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134 I. Kriz

Adding this, we get


C,,i C,,i (1 + e2i ) + D,,i D
,,i (1 e2i ),

as claimed.

3. Exponentiation of Infinitesimal Deformations


Let us now look at primary weight (1, 1) elds u. We would like to investigate
whether the innitesimal deformation of vertex operators (more precisely world-
sheet vacua or string amplitudes) along u indeed continues to a nite deformation,
or at least to perturbative level, as discussed in the previous section. Looking again
at Eq. (8), we see that we have in principle a series of obstructions similar to those
of Gerstenhaber [2629], namely if we denote by

m
Ln (m) = Lin i , L0n = Ln (42)
i=0

a deformation of the operator Ln in Hom(V, V )[]/m , we must have


Ln (m)u(m) = 0 V []/m+1 for n > 0 (43)
L0 (m)u(m) = u(m) V []/m+1 . (44)
This can be rewritten as

Ln um = Lin umi
i1
 (45)
(L0 1)um = Li0 umi .
i1

(Analogously for the s. In the following, we will work on the obstruction for the
chiral part, the antichiral part is analogous.) At rst, these equations seem very
overdetermined. Similarly as in the case of Gerstenhabers obstruction theory, how-
ever, of course the obstructions are of cohomological nature. If we denote by A the
Lie algebra L0 1, L1 , L2 , . . . , then the system
Ln (m)u(m 1)
(46)
(L0 (m) 1)u(m 1)
is divisible by m in V []/m+1 , and is obviously a coboundary, hence a cocycle
with respect to L0 (m) 1, L1 (m), . . . . Hence, dividing by m , we get a 1-cocycle
in H 1 (A, C). Solving (45) means expressing this A-cocycle as a coboundary.
In the absence of ghosts (= elements of negative weights), there is another sim-
plication we may take advantage of. Suppose we have a 1-cocycle c = (x0 , x1 , . . .)
of A, representing an element of H 1 (A, C). (In our applications, we will be inter-
ested in the case when the xi s are given by (46).) Writing out the cocycle condition
explicitly, we obtain the equations
Lk xj Lj xk = (k j)xj+k ,
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where Lk = Lk for k > 0, L0 = L0 1. In particular,


Lk x0 L0 xk = kxk ,
or
Lk x0 = (L0 + k 1)xk for k > 0. (47)
In the absence of ghosts, (47) means that for k 1, xk is determined by x0 with
the exception of the weight 0 summand (x1 )0 of x1 . Additionally, if we denote the
weight k summand of y in general by yk , then
c = dy (48)
means
(x0 )k = (k 1)y, (49)
(x0 )1 = 0. (50)
The rest of Eq. (48) then follows from (47), with the exception of the weight 0
summand of x1 . We must, then, have
(x1 )0 Im L1 . (51)
Conditions (50), (51), for

xk = Lik umi ,
i1

are the conditions for solving (45), i.e. the actual obstruction.
For m = 1, we get what we call the primary obstruction. Calculating the integral
(5) over an annulus and passing to the appropriate limits (the innitesimal annuli
expressing the operators Ln ), we obtain

1k =
L1k = L ui,m+k ui,m , (52)
m,i

so (50) becomes

ui,0 u
i,0 u = 0. (53)
i

The condition (51) becomes


 
i,0 u Im L1 ,
ui,1 u ui,0 ui,1 u Im L
1. (54)
i i

This investigation is also interesting in the supersymmetric context. In the case


of N = 1 worldsheet supersymmetry, we have additional operators Gir , and in the
i
N = 2 SUSY case, we have operators G+i i
r , Gr , Jn (cf. [31, 49]), dened as the
i +
 -coecient of the deformation of Gr , resp. Gr , Gr , Jn analogously to Eq. (42).
In the N = 1-supersymmetric case, the critical deforming elds have weight
(1/2, 1/2) (as do a and c elds in the N = 2 case), so in both cases the rst
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136 I. Kriz

Eq. (42) remains the same as in the N = 0 case, the second becomes

(L0 1/2)um = Li0 umi . (55)
i1

Additionally, for N = 1, we get



Gr um = Gir umi , r 1/2 (56)
i1

(similarly when s are present).


In the N = 1-supersymmetric case, we therefore deal with the Lie algebra A,
which is the free C-vector space on Ln , Gr , n 0, r 1/2. For a cocycle which
has value xk on Lk and zr on Gr , Eq. (47) becomes

Lk x0 = (L0 + k 1/2)xk for k > 0, (57)

so in the absence of ghosts, xk is always determined by x0 . If

the 1-cocycle (xk , zr ) is the coboundary of y (58)

we additionally get

(x0 )k = (k 1/2)y,

so

(x0 )1/2 = 0.

On the other hand, on the zs, we get

Gr x0 = (L0 + r 1/2)zr , r 1/2, (59)

so we see that in the absence of ghosts, all zr s are determined, with the exception of

(z1/2 )0 .

Therefore our obstruction is

(z0 )1/2 = 0, (z1/2 )0 Im(G1/2 ). (60)

For the primary obstruction, we have



1 =
L1k = L 1/2 u)m+k,m ,
(G1/2 G (61)
k
m

G1r = 2 1/2 u)m+r,m ,
(G
m
 (62)
1r
G =2 (G1/2 u)m,m+r ,
m
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so the obstruction becomes



1/2 u)m,m = 0,
(G1/2 G
m

1/2 u)m+1/2,m Im(G1/2 ),
(G (63)
m

(G1/2 u)m,m+1/2 Im(G
1/2 ).
m

In the case of N = 2 supersymmetry, there is an additional complication, namely


chirality. This means that in addition to the conditions
(L0 1/2)u = 0,
(64)
Ln u = G
r u = Jn1 u = 0 for n 1, r 1/2,
we require that u be chiral primary, which means
G+
1/2 u = 0. (65)
(There is also the possibility of antichiral primary, which has
G
1/2 u = 0 (66)
instead, and similarly for the s.) Let us now write down the obstruction equations
for the chiral primary case. We get the rst Eqs. (45), (55), and an analogue of (56)
i
with Gir replaced by G+ir and Gr . Additionally, we have the equation

G+1/2 u = G+i
m mi
1/2 u
i1

and analogously for the s.


In this situation, we consider the super-Lie algebra A2 which is the free C-vector
space on Ln , Jn , n 0, G r , r 1/2 and Gs , s 1/2. One easily veries that
+

this is a super-Lie algebra on which the central extension vanishes canonically ([31],
Sec. 3.1). Looking at a 1-cocycle whose value is xk ,zr , tk on Lk , G
r , Jk respectively,
we get Eq. (57), and additionally
G
r x0 = (L0 + r 1/2)zr , r 1/2 for , r 1/2 for + (67)
and
Jn x0 = (n 1/2)tn , n 0. (68)
+
We see that the cocycle is determined by x0 , with the exception of (z1/2 )0 , (z1/2 )1 .
Therefore, we get the condition
(x0 )1/2 = 0

(z1/2 )0 Im(G
1/2 ) (69)
+
(z1/2 )1 = G+
1/2 u where G+
1/2 u =0
and similarly for the s.
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138 I. Kriz

In the case of deformation along a cc eld u, we have



1 =
L1k = L k (G
1/2 G1/2 u)m+k,m , (70)
m

Gr+,1 = u)m+r+1/2,m ,
2(G 1/2
m

+,1 =
G r 2(G
1/2 u)m,m+r+1/2 , (71)
m
Gr,1 = r,1
G = 0,
Jn1
= 0 = Jn1 ,
so the obstructions are, in a sense, analogous to (63) with Gr replaced by G
r .

Remark. The relevant computation in verifying that (70), (71) (and the analogous
cases before) form a cocycle uses formulas of the following type ([72]):
Resz (a(z)v(w)z n ) Resz (v(w)a(z)z n ) = Reszw ((a(z w)v)(w)z n ). (72)
For example, when v is primary of weight 1, a = L2 , the right hand side of (72) is
Reszw (L0 v(z w)2 n(z w)wn1 + L1 v(z w)1 wn )
= nv(w)wn1 + L1 v(w)wn
 
= nvk wnk2 + (k 1)vk wnk2

= (n k)vn wnk2 .

The left-hand side is [Ln1 , vkn+1 ]wnk2 , so we get
[Ln1 , vkn+1 ] = (n k 1)vk ,
as needed.
Other required identities follow in a similar way. Let us verify one interesting
case when a = G 3/2 , u chiral primary. Then the right-hand side of (72) is

Reszw (G 1/2 v(w)(z w) 1 n
w ) = (G
1/2 v)(w) = (G1/2 v)w
n1
.
This implies

[G
r , us ] = (G1/2 u)r+s , (73)
as needed.
We have now analyzed the primary obstructions for exponentiation of innites-
imal CFT deformations. However, in order for a perturbative exponentiation to
exist, there are also higher obstructions which must vanish. The basic principle for
obtaining these obstructions was formulated above. However, in practice, it may
often happen that those obstructions will not converge. This may happen for two
dierent basic reasons. One possibility is that the deformation of the deforming eld
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itself does not converge. This is essentially a violation of perturbativity, but may
in some cases be resolved by regularizing the CFT anomaly along the deformation
parameter. We will discuss this at the end of this section, and will give an example
in Sec. 4 below.
Even if all goes well with the parameter, however, there may be another problem,
namely the expressions for Lin etc. may not converge due to the fact that our
deformation formulas concern vacua of actual worldsheets, while Lin etc. correspond
to degenerate worldsheets. Similarly, vertex operators may not converge in the
deformed theories. We will show here how to deal with this problem.
The main strategy is to rephrase the conditions from the above part of this
section in terms of nite annuli. We start with the N = 0 (non-supersymmetric)
case. Similarly as in (42), we can expand

m
UAr (m) = UAhr h . (74)
h=0

In the non-supersymmetric case, the basic fact we have is the following:

Theorem 2. Assuming uk (considered as elds in the original undeformed CFT )


have weight > (1, 1) for k < h, r (0, 1) we have
  1  sh
2mh 1 2m 1
h
U Ar = umh ,mh um1 ,m1 UAr sh sh1h1
(mk ,kh) sh =r sh1 =r
 s2
1 1
s2m
1 ds1 dsh . (75)
s1 =r

(Note that the integral on the right-hand side is over a simplex.)


 1
uh = um ,m um1 ,m1 u.
2 (mh + + m1 )(mh1 + + m1 ) m1 h h
h
(mk ,kh)

(76)
In particular, the obstruction is the vanishing of the sum (with the term mh + +m1
omitted from the denominator ) of the terms in (76) with mh + + m1 = 0.

Proof. The identity (75) is essentially by denition. The key point is that in the
higher deformed vacua, there are terms in the integrand obtained by inserting uk ,
k > 1 to boundaries of disjoint disks Di cut out of Ar . Then there are corrective
terms to be integrated on the worldsheets obtained by cutting out those disks. But
the point is that under our weight assumption, all the disks Di can be shrunk to
a single point, at which point the term disappears, and we are left with integrals
of several copies of u inserted at dierent points. If we are using vertex operators
to express the integral, the operators must additionally be applied in time order
(i.e. elds at points of lower modulus are inserted rst). There is an h! permutation
factor which cancels with the Taylor denominator. This gives (75).
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140 I. Kriz

Now (76) is proved by induction. For h = 1, the calculation is done above ((52)).
Assume now the induction hypothesis, and evaluate the integral in the standard
way of taking primitive functions successively from the inside out. The primitive
function of ms is taken to be ms+1 /(s + 1) (by the induction hypothesis, and the
assumptions that lower order obstructions vanish, the case s = 1 never occurs.
Then the contributing term of the integral where the k 1 innermost integrals have
the upper bound and the kth innermost integral has the lower bound is equal to
UAhk
r
uk , h>k1
(and this term occurs with a minus sign because of the lower bound involved). The
summand which has all upper bounds except in the last integral is equal to
1 r2(m1 ++mh )
um ,m um1 ,m1 ur2 , (77)
2h (mh + + m1 )(mh1 + + m1 ) m1 h h
which is supposed to be equal to
UAr uh + r2 uh .
This gives the desired solution.

Remark. The formula (77) of course does not apply to the case m1 + + mh = 0.
In that case, the correct formula is
ln(r)
um ,m um1 ,m1 ur2 . (78)
(mh1 + + m1 ) m1 h h
So the question becomes whether there could exist a eld uh such that UAr uh r2 uh
is equal to the quantity (78). One sees immediately that such eld does not exist
in the product-completed space of the original theory. What this approach does
not settle however is whether it may be possible to add such non-perturbative
elds to the theory and preserve CFT axioms, which could facilitate existence of
deformations in some generalized sense, despite the algebraic obstruction. It would
have to be, however, a eld of generalized weight in the sense of [3942].
In eect, written in innitesimal terms, the expression (78) becomes
1
L0 uh uh = um ,m um1 ,m1 u.
(mh1 + + m1 ) m1 h h
The right-hand side wu is a eld of holomorphic weight 1, so we see that we have
a matrix relation
    
uh 1 w uh
L0 = .
u 0 1 u
This is an example of what one means by a eld of generalized weight. One should
note, however, that elds of generalized weight are excluded in unitary conformal
eld theories. By Wick rotation, the unitarity axiom of a conformal eld theory
becomes the axiom of reection positivity [59]: the operator U associated with a
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worldsheet is dened up to a 1-dimensional complex line L (which is often more


strongly assumed to have a positive real structure). If we denote by the complex-
conjugate worldsheet (note that this reverses orientation of boundary components),
then reection positivity requires that we have an isomorphism L = L (the dual

line), and using this isomorphism, an identication U = U (here the asterisk
denotes the adjoint operator). Specializing to annuli Ar , r 1, we see that
the annulus for r real is self-conjugate, so the corresponding operators are self-
adjoint, and hence diagonalizable. On the other hand, for r = 1, we obtain
unitary operators, and unitary representations of S 1 on Hilbert space split into
eigenspaces of integral weights. The central extension given by L is then trivial and
hence the operators corresponding to all Ar commute, and hence are simultaneously
diagonalizable, thus excluding the possibility of generalized weight.
The possibility, of course, remains that the correlation function of the deformed
theory can be modied by a non-perturbative correction. Let us note that if left
uncorrected, the term (78) can be interpreted innitesimally as

L0 u() u() = Cm v mod m+1 , (79)

where v is another eld of weight 1. Note that in case that u = v, (79) can be
interpreted as saying that u changes weight at order m of the perturbation param-
eter. In the general case, we obtain a matrix involving all the (holomorphic) weight
1 elds in the unperturbed theory. Excluding elds of generalized weight in the
unperturbed theory (which would translate to elds of generalized weight in the
perturbed theory), the matrix must have other eigenvalues than 1, thus showing
that some critical elds will change weight.

In the N = 1-supersymmetric case, an analogous statement holds, except the


assumption is that the weight of uk is greater than (1/2, 1/2) for k < h, and the
integral (75) must be replaced by

UAhr = (G1/2 G 1/2 u)m ,m (G1/2 G
1/2 u)m1 ,m1 UAr
h h
mk
 1  sh  s2
h 1 1
s1m1 1 ds1 dsh ,
m
sm
h
h1
sh1 (80)
sh =r sh1 =r s1 =r

and accordingly
 1
uh =
mk
2h (mh + + m1 )(mh1 + + m1 ) m1

(G1/2 G
1/2 u)m ,m (G1/2 G
h h
1/2 u)m1 ,m1 u, (81)

so the obstruction again states that the term with mh + + m1 = 0 must vanish.
In the N = 2 case, when u is a cc eld, we simply replace G by G in (80) and (81).
But in the supersymmetric case, to preserve supersymmetry along the deforma-
tion, we must also investigate the nite analogs of the obstructions associated
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142 I. Kriz

with G1/2 in the N = 1 case, and G +


1/2 , G1/2 in the N = 2 c case (and simi-
larly for the a case, and the s). In fact, to tell the whole story, we should seri-
ously investigate integration of the deforming elds over super-Riemann surfaces
(= super-worldsheets). This can be done; one approach is to treat the case of the
superdisk rst, using Stokes theorem twice with the dierentials , replaced by
D, D respectively in the N = 1 case (and the same at one chirality for the N = 2
case). A general super-Riemann surface is then partitioned into superdisks.
For the purpose of obstruction theory, the following special case is sucient.
We treat the N = 2 case, since it is of main interest for us. Let us consider the
case of cc elds (the other cases are analogous). First we note (see (71)) that G
is unaected by deformation via a cc eld, so the obstructions derived from G 1/2
and G 1/2 are trivial (and similarly at the s).
To understand the obstruction associated with G+ 1/2 , we will study nite (as
opposed to innitesimal) annuli obtained by exponentiating G+ 1/2 . Now the element
+
G1/2 is odd. Thinking of the super-semigroup of superannuli as a supermanifold,
then it makes no sense to speak of odd points of the supermanifold. It makes sense,
however, to speak of a family of odd elements parametrized by an odd parameter s:
this is simply the same thing as a map from the (0|1)-dimensional superane line
into the supermanifold. In this sense, we can speak of the nite odd annulus

exp(sG+
1/2 ). (82)

Now we wish to study the deformations of the operator associated with (82) along
a cc eld u as a perturbative expansion in .
Thinking of G+1/2 as an N = 2-supervector eld, we have

+
G+
1/2 = (z + ) +
z . (83)
z
We see that (83) deforms innitesimally only the variables + and z, not . Thus,
more specically, (82) results in the transformation

z exp(s )z,
(84)
.

This gives rise to the formula, valid when uk have weight > (1/2, 1/2) for 1 k < h,
 1  th
mh1 1
mh 1
h
Uexp(sG +
)
= t h th1
1/2
mk th =exp(s ) th1 =exp(s )
 t2
t1m1 1 dt1 dth vmh ,mh vm1 ,m1 Uexp(sG+ ) , (85)
1/2
t1 =exp(s )

where vmk ,mk is equal to


u)m
(G (86)
1/2 k+1/2 ,mk
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in summands of (85) where the factor resulting from integrating the tk variable has
a factor, and
(G
1/2 G1/2 u)mk ,mk (87)
in other summands. (We see that each summand can be considered as a product of
factors resulting from integrating the individual variables tk ; in at most one factor,
(86) can occur, otherwise the product vanishes.)
Realizing that exp(ms ) = 1 + ms , this gives that the obstruction (under
the weight assumption for uk ) is that the summand for m1 + + mh = 0 (with
the denominator m1 + + mh omitted) in the following expression vanish:

h
1 1
(G G u)m ,m
mk k=1
m1 + + mh m1 1/2 1/2 h h

u)m
mk (G (G
1/2 k+1/2 ,mk 1/2 G1/2 u)m1 ,m1 u. (88)
To investigate the higher obstructions further, we need the language of corre-
lation functions. Specically, the CFTs whose deformations we will consider are
RCFTs. The simplest way of building an RCFT is from chiral sectors H
where runs through a set of labels, by the recipe

H= H H


where denotes the contragredient label (cf. [38]). (In the case of the Gepner
model, we will need a slightly more general scenario, but our methods still apply
to that case analogously.) Further, we will have a symmetric bilinear form
B : H H C
with respect to which the adjoint to Y (v, z) is
(z 2 )n Y (ezL1 v, 1/z)
where v is of weight n. There is also a real structure
H
=H ,

thus specifying a real structure on H, u v = u


v, and inner product
u1 v1 , u2 v2 = B(u1 , u
2 )B(v1 , v2 ).
We also have an inner product
H R H C
given by
u, v = B(u, v).
Then we have the P1 -chiral correlation function
u(z ) |vm (zm )vm1 (zm1 ) v1 (z1 )v0 (z0 ) (89)
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144 I. Kriz

which can be dened by taking the vacuum operator associated with the degenerate
worldsheet obtained by cutting out unit disks with centers z0 , . . . , zm from the
unit disk with center z , applying this operator to v0 vm , and taking
inner product with u. Thus, the correlation function (89) is in fact the same thing
as applying the eld on either side of (89) to the identity, and taking the inner
product.
This object (89) is however not simply a function of z0 , . . . , z . Instead, there is
a nite-dimensional vector space M depending holomorphically on (called the
modular functor) such that (89) is a linear function

M C.
However, now one assumes that M is a unitary modular functor in the sense
of Segal [59]. This means that M has the structure of a positive-denite inner
product space for not just the as above, but an arbitrary worldsheet. The inner
product is not valued in C, but in

det()2c

where c is the central charge. Since the determinant of as above is the same as
det(P1 ) (hence in particular constant), we can make the inner product C-valued in
our case.
If the deforming eld is of the form

uu
, (90)

the higher L0 obstruction (under the weight assumptions given above) can be
further written as

v(0) |u(zm ) u(z1 )u(0)
0 z1 zm 1

v |
 u(zm ) u
(z1 ) z1 dzm d
u(0) dz1 d zm for w(v) 1 (91)
(w is weight) in the N = 0 case and

v(0) |(G
1/2 u)(zm ) (G1/2 u)(z1 )u(0)
0 z1 zm 1

 u)(zm ) (G
v |(G u z1 dzm d for w(v) 1/2
1/2 1/2 )(
z1 )
u(0) dz1 d zm
(92)

in the N = 2 cc case. The G+


1/2 -obstruction in the N = 2 case can be written as
 
m
v(0) |(G
1/2 u)(zm ) u(zk ) (G1/2 u)(z1 )u(0)
0 z1 zm 1 k=1

u
v |(G
 )
1/2 )(zm ) (G1/2 u
(z1 ) z1 dzm d
u(0) dz1 d zm for w(v) 0, w(
v ) 1/2 (93)
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and similarly for the . We see that these obstructions vanish when we have
v(z ) |u(zm ) u(z0 ) = 0, for w(v) 1 (94)
in the N = 0 case (and similarly for the s), and
v(z ) |G
1/2 u(zm ) G1/2 u(z1 )u(z0 ) = 0, for w(v) 1/2, (95)
and similarly for the s. Observe further that when
u
=u
,
the condition for the s is equivalent to the condition for u, and further (94), (95)
are also necessary in this case, as in (91), (92) we may also choose v = v, which
makes the integrand non-negative (and only 0 if it is 0 at each chirality). In the
N = 2 case, it turns that the condition (95) simplies further:

Theorem 3. Let u be a chiral primary eld of weight 1/2. Then the necessary
and sucient condition (95) for existence of perturbative CFT deformations along
the eld u u
is equivalent to the same vanishing condition applied to only chiral
primary elds v of weight 1/2.

Proof. In order for the elds (95) to correlate, they would have to have the same
J-charge QJ . We have
QJ u = 1, QJ (G
1/2 u) = 0.

As QJ of the right-hand side of (95) is 1. Thus, for the function (95) to be possibly
non-zero, we must have
QJ v = 1. (96)
But then we have
1 1
w(v) QJ v =
2 2
with equality arising if and only if
v is chiral primary of weight 1/2 (97)
(see [31, Sec. 3.3]).

Remark 1. We see therefore that in the N = 2 SUSY case, there is in fact no


need to assume that the weight of U k is > (1/2, 1/2) for k < h. If the obstruction
vanishes for k < h, then we have

1
uk = (G G u)(zk ) (G G
1/2 1/2 u)(z1 )udz1 dzk d
z1 d
zk (98)
k! D 1/2 1/2
where the integrand is understood as a (k + 1)-point function (and not its power
series expansion in any particular range), over the unit disk.
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146 I. Kriz

Additionally, for any worldsheet ,



1
Uh = (G G u)(zh ) (G G
1/2 1/2 u)(z1 )dz1 dzh d
z1 d
zh (99)
h! 1/2 1/2
(it is to be understood that in both (98), (99), the elds are inserted into holomor-
phic images of disks where the origin maps to the point of insertion with derivative
of modulus 1 with respect to the measure of integration).
When the obstruction occurs at step k, the integral (98) has a divergence of
logarithmic type. In the N = 0 case, there is a third possibility, namely that the
obstruction vanishes, but the eld uh in Theorem 2 has summands of weight < (1, 1)
(< (1/2, 1/2) for N = 1). In this case, the integral (98) will have a divergence of
power type, and the intgral of terms of weight < (1, 1) (respectively, < (1/2, 1/2))
has to be taken in range from to 1 rather than from 0 to 1 to get a convergent
integral. The formula (99) is not correct in that case.

Remark 2. In [19], a dierent correlation function is considered as an measure


of marginality of u to higher perturbative order. The situation there is actually
more general, allowing combinations of both chiral and antichiral primaries. In the
present setting of chiral primaries only, the correlation function considered in [19]
amounts to
1|(G
1/2 u)(zn ) (G1/2 u)(z1 ) . (100)
It is easy to see using the standard contour deformation argument that (100) indeed
vanishes, which is also observed in [18]. In [19], this type of vanishing is taken
as evidence that the N = 2 CFT deformations exist. It appears, however, that
even though the vanishing of (100) follows from the vanishing of (95), the opposite
implication does not hold. (In fact, we will see examples in Sec. 6 below.) The
explanation seems to be that [19] writes down an integral expressing the change
of central charge when deforming by a combination of cc elds and ac elds, and
proves its vanishing. While this is correct formally, we see from Remark 1 above
that in fact a singularity can occur in the integral when our obstruction is non-zero:
the integral can marginally diverge for k points while it is convergent for < k points.
It would be nice if the obstruction theory a la Gerstenhaber we described here
settled in general the question of deformations of conformal eld theory, at least in
the vertex operator formulation. It is, however, not that simple. The trouble is that
we are not in a purely algebraic situation. Rather, compositions of operators which
are innite series may not converge, and even if they do, the convergence cannot be
understood in the sense of being eventually constant, but in the sense of analysis,
i.e. convergence of sequences of real numbers.
Specically, in our situation, there is the possibility of divergence of the terms
on the right-hand side of (45). Above we dealt with one problem, that in general,
we do not expect innitesimal deformations to converge on the degenerate world-
sheets of vertex operators, so we may have to replace (45) by equations involving
nite annuli instead. However, that is not the only problem. We may encounter
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Perturbative Deformations of Conformal Field Theories Revisited 147

regularization along the ow parameter. This stems from the fact that Eqs. (43),
(44) only determine u() up to scalar multiple, where the scalar may be of the form

1+ Ki i = f (). (101)
i1

But the point is (as we shall see in an example in the next section) that we may
only be able to get a well dened value of
f 1 ()u() = v() (102)
when the constants Ki are innite. The obstruction then is
Ln (m)f (m)v(m) = 0 V []/m+1 for n > 0
(103)
(1 L0 (m))f (m)v(m) = 0 V []/ m+1
.
At rst, it may seem that it is dicult to make this rigorous mathematically with
the innite constants present. However, we may use the following trick. Suppose we
want to solve
c1 a11 + + cn a1n = b1
.. (104)
.
c1 am1 + + cn amn = bn
in a, say, nite-dimensional vector space V . Then we may rewrite (104) as
 

(b1 , . . . , bn ) = 0 V (a11 , . . . , am1 ), . . . , (a1n , . . . , amn ) . (105)
m

This of course does not give anything new in the algebraic situation, i.e when the
aij s are simply elements of the vector space V . When, however the vectors
(a11 , . . . , am1 ), . . . , (a1n , . . . , amn )
are (possibly divergent) innite sums

(a1j , . . . , amj ) = (a1jk , . . . , amjk ),
k

then the right-hand side of (105) can be interpreted as


 

V (a11k , . . . , am1k ), . . . , (a1nk , . . . , amnk ) .
m

In that sense, (105) always makes sense, while (104) may not when interpreted
directly. We interpret (103) in this way.
Let us now turn to the question of sucient conditions for exponentiation of
innitesimal deformations. Suppose there exists a subspace W V closed under
vertex operators which contains u and such that for all elements v W , we have
that

Yi (u, z)Yi (u, z)v
i
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148 I. Kriz

involve only z n zm with m, n Z, m, n = 1. Then, by Theorem 1,


1  : W W
[]/2

is an innitesimal isomorphism between W and the innitesimally u-deformed W .


It follows, in the non-regularized case, that then
exp()u (106)
is a globally deformed primary eld of weight (1, 1), and
exp() : W W
[[]] (107)
is an isomorphism between W and the exponentiated deformation of W . However,
since we now know the primary elds along the deformation, vacua can be recovered
from Eq. (8) of the last section.
Such non-regularized exponentiation occurs in the case of the coset construction.
Setting
W = v|Yi (u, z)Yi (u, z)v involve only z n zm with m, n 0, m, n Z .
Then W is called the coset of V by u. Then W is closed under vertex operators,
and if u W , the formulas (106), (107) apply without regularization.
The case with regularization occurs when there exists some constant

K() = 1 + K n n
n1

where Kn are possibly constants such that


K() exp()u (108)
is nite in the sense described above (see (105)). We will see an example of this in
the next section.
All these constructions are easily adapted to supersymmetry. The formu-
las (106), (107) hold without change, but the deformation is with respect to
G1/2 G 1/2 u respectively, G G +
1/2 1/2 u, G1/2 G1/2 u depending on the situation
applicable.

4. The Deformations of Free Field Theories


As our rst application, let us consider the 1-dimensional bosonic free eld confor-
mal eld theory, where the deformation eld is
u = x1 x1 . (109)
In this case, the innitesimal isomorphism of Theorem 1 satises
 xn x n
= (110)
n
nZ

and the sucient condition of exponentiability from the last section is met when
we take W the subspace consisting of states of momentum 0. Then W is closed
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under vertex operators, u W and the n = 0 term of (110) drops out in this case.
However, this is an example where regularization is needed. It can be realized as
follows: Write

= n
n>0

where


xn x
n xn x
n
n = .
n n
We have

exp = exp n . (111)
n>0

To calculate exp n explicitly, we observe that



n xn x
xn x n xn xn x
n xn
, = 1,
n n n n
and setting
xn x
n
e= ,
n
xn x
n
f = , (112)
n
xn xn xn x
n
h= 1,
n n
we obtain the sl2 Lie algebra
[e, f ] = h,
[e, h] = 2e, (113)
[f, h] = 2f.
Note that conventions regarding the normalization of e, f, h vary, but the relations
(113) are satised for example for




0 1 0 0 1 0
e= , f= , h= . (114)
0 0 1 0 0 1
In SL2 , we compute



0 1
exp((f + e)) = exp 
1 0
 
cosh  sinh 
=
sinh  cosh 

  1

1 tanh  cosh  0 1 0
= . (115)
0 1 tanh  1
0 cosh 
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150 I. Kriz

In the translation (112), this is






xn xn xn xn xn x
n
exp tanh() exp (ln cosh ) + +1
n n n


xn xn
exp tanh() . (116)
n
To exponentiate the middle term, we claim


xn xn xn xn z
exp z = : exp (e 1)) : (117)
n n
To prove (117), dierentiate both sides by z. On the left-hand side, we get


xn xn xn xn
exp z .
n n
Thus, if the derivative by z of the right-hand side y of (117) is


xn xn xn xn z
: exp (e 1) :, (118)
n n
then we have the dierential equation y  = xnnxn y, which proves (117) (looking
also at the initial condition at z = 0).
Now we can calculate (118) by moving the xn occuring before the normal order
symbol to the right. If we do this simply by changing (118) to normal order, we get


xn xn xn xn z
: exp (e 1) :, (119)
n n
but if we want equality with (118), we must add the terms coming from the com-
mutator relations [xn , xn ] = n, which gives the additional term


xn xn xn xn z
(e 1) :
z
exp (e 1) :. (120)
n n
Adding together (119) and (120) gives


xn xn xn xn z
ez : exp (e 1) :, (121)
n n
which is the derivative by z of the right-hand side of (117), as claimed.
Using (117), (116) becomes


1 xn xn
n = exp tanh()
cosh  n




1 xn xn xn x
n xn x
n
: exp 1 + : exp tanh()
cosh  n n n
(122)
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which is in normal order. Let us write


1
n =  . (123)
cosh  n
Then the product

 = n
n1

is in normal order, and is the regularized isomorphism from the exponentiated -


deformation W of the conformal eld theory in vertex operator formulation on
to the original W . The inverse, which goes from W to W , is best calculated by
regularizing the exponential of . We get



0 1
exp((f e)) = exp 
1 0


cosh  sinh 
=
sinh  cosh 


1
0

1 tanh  cosh  1 0
=
0 1 tanh  1
0 cosh 


1 xn xn
= exp tanh()
cosh  n



1 xn xn x
n x
n
: exp 1 + :
cosh  n n


xn x
n
exp tanh() .
n
So expressing this as
1
n =  , (124)
cosh  n
the product

 = n
n1

is the regularized isomorphism from W to W .


Even though  and  are only elements of W , the element u() =  u is the
regularized chiral primary eld in W , and can be used in a regularized version of
Eq. (8) to calculate the vacua on V , which will converge on non-degenerate Segal
worldsheets.
In this approach, however, the resulting CFT structure on V remains opaque,
while as it turns out, in the present case it can be identied by another method.
In fact, to answer the question, we must treat precisely the case missing in
Theorem 1, namely when the weight 0 part of the vertex operator of the deforming
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152 I. Kriz

eld, which in this case is determined by the momentum, does not vanish. The
answer is actually known in string theory to correspond to constant deformation of
the metric on spacetime, which ends up isomorphic to the original free eld theory.
From the point of view of string theory, what we shall give is a purely worldsheet
argument establishing this fact.
Let us look rst at the innitesimal deformation of the operator Y (v, t, t) for
some eld v V which is an eigenstate of momentum. We have three forms which
coincide where dened:
1 , z, z)Y (v, t, t)dzd
Y (x1 x z (125)
Y (v, t, t)Y (x1 x
1 , z, z)dzd
z (126)
1 , z t, z t)v, t, t)dzd
Y (Y (x1 x z. (127)
By chiral splitting, if we assume v is a monomial in the modes, we can denote
(125)(127) by (without forming a sum of terms). Again, integrating (125)
(127) term by term dz, we get forms , 0 , t , respectively. Here we set

1
dz = ln z.
z
Again, these are branched forms. Selecting points p0 , p , pt on the correspond-
ing boundary components, we can, say, make cuts c0,t and c0, connecting the
points p0 , pt and p0 , p . Cutting the worldsheet in this way, we obtain well dened
branches , 0 , t . To complicate things further, we have constant discrepancies
C0t = 0 t
(128)
C0 = 0 .
These can be calculated for example by comparing with the 4 point function
Y+ (x1 , z)Y (v, t) + Y (v, t)Y (x1 , z) + Y (Y (x1 , z t)v, t) (129)
where Y (v, z) denotes the sum of the terms in Y (v, z) involving negative powers
of z, and Y+ (v, z) is the sum of the other terms. Another way to approach this is
as follows: one notices that

Y (x1 , z)dz =  Y (1 , z)S |=0 (130)

where Sm denotes the operator which adds m to momentum. It follows that


C0t =  (Z(x1 , v, z, t)S Z(x1 , S v, z, t))|=0
(131)
C0 =  (Z(x1 , v, z, t)S S Z(x1 , v, z, t))|=0 .
Now the deformation is obtained by integrating the forms
0 , (132)
(t + C0t )
, (133)
( + C0 )
, (134)
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on the boundary components around 0, t and , and along both sides of the cuts
c0,t , c0, . To get the integrals of the terms in (132)(134) which do not involve the
discrepancy constants, we need to integrate
 
 xn 
n
z + x0 ln z x
m zm1
. (135)
n m
n
=0

To do this, observe that (pretending we work on the degenerate worldsheet, and


hence omitting scaling factors, taking curved integrals over z = 1),
 
ln z ln z 1
z=
d z = 2i ln z (2i)2
d (136)
z z 2

1
ln z zm1 d z = 2i zm . (137)
m
(Actually, the rst term on the right-hand side of (136) depends on the branch of
the logarithm taken and hence cannot gure in the nal result; the reader may note
that this is indeed the case.) Integrating (135), we obtain terms

 zm
2ix0 x
m + x0 ln z (138)
m
m
=0

which will cancel with the integral along the cuts (to calculate the integral over the
cuts, pair points on both sides of the cut which project to the same point in the
original worldsheet), and local terms
2i  xn x n 1
(2i)2 x0 x0 . (139)
2 n 2
n
=0

The discrepancies play no role on the cuts (as the forms C0t , C0 are
unbranched), but using the formula (131), we can compensate for the discrepancies
to linear order in  by applying on each boundary component
S2ix0 . (140)
In (138), however, when integrating , we obtain also discrepancy terms conjugate
to (140), so the correct expression is
S2ix0 S2ix0 . (141)
The term (141) is also local on the boundary components, so the sum of (139) and
(141) is the formula for the innitesimal isomorphism between the free CFT and
the innitesimally deformed theory. To exponentiate, suppose now we are working
in a D-dimensional free CFT, and the deformation eld is
M x1 x
1 . (142)
Then the formula for the exponentiated isomorphism multiplies left momentum by
exp M (143)
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154 I. Kriz

and right momentum by

exp M T . (144)
But of course, in the free theory, the left momentum must equal to the right momen-
tum, so this formula works only when M is a symmetric matrix. Thus, to cover the
general case, we must discuss the case when M is antisymmetric. In this case, it may
seem that we obtain indeed a dierent CFT which is dened in the same way as
the free CFT with the exception that the left momentum mL and right momentum
mR are related by the formula
mL = AmR
for some xed orthogonal matrix A. As it turns out, however, this theory is still iso-
morphic to the free CFT. The isomorphism replaces the left moving oscillators xi,n
by their transform via the matrix A (which acts on this Heisenberg representation
by transport of structure).
Next, let us discuss the case of deforming gravitaitonal eld of non-zero momen-
tum, i.e. when
u = M x1 x1 1 (145)
with = 0. Of course, in order for (145) to be of weight (1, 1), we must have
 = 0. (146)

Clearly, then, the metric cannot be Euclidean, hence there will be ghosts and a part
of our theory does not apply. Note that in order for (145) to be primary, we also
must have

M= i
i (147)
i

where

i , = 
i , = 0. (148)
Despite the indenite signature, we still have the primary obstruction, which is

 
xk
xk k
coe z1 z1 : n z m1 zn1 exp
M xm x zk + z :
m,n
k k
k
=0

M x1 x
1 1 (149)
(we omit the z ,x0 term, since the power is 0 by (146)). In the notation (147),
this is

(i x0 i x0 x1 x1 + i x1 x1 + x1 i x1 )
i,j

(
j x0
j x
0
x1
x1 +
j x
1
x1 +
x1
j x
1 )M x1 x
1 1
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which in the presence of (148) reduces to the condition


M 2 x1 x
1 = 0. (150)
This is false unless
M 2 = 0 (151)
which means that (145) is a null state, along which the deformation is not interesting
in the sense of string theory. More generally, the distributional form of (150) is

M ()2 = 0. (152)
2 =0

If we set
f () = 2 =0 M ()2
then the Fourier transform of f will be a function g satisfying
 2g
2 =0
i
where the signs correspond to the metric, which we assume is diagonal with entries
1. The Fourier transform of the condition (152) is then
2
g = 0. (153)
i j
Assuming a decay condition under which the Fourier transform makes sense, (153)
implies g = 0, hence (151), so in this case also the obstruction is nonzero unless
(145) is a null state.
In this discussion, we restricted our attention to deforming elds of gravitational
origin. It is important to note that other choices are possible. As a very basic exam-
ple, let us look at the 1-dimensional Euclidean model. Then there is a possibility
of critical elds of the form
a12 + b12 . (154)
This includes the sine-Gordon interaction [69] when a = b. (We see hyperbolic
rather than trigonometric functions because we are working in Euclidean spacetime
rather than in the time coordinate, which is the case usually discussed.) The primary
obstruction in this case states that the weight (0, 0) descendant of (154) applied to
(154) is 0. Since the descendant is
(4ab)x1 ,
we obtain the condition a = 0 or b = 0. It is interesting to note that in the case of
the compactication on a circle, these cases where investigated very successfully by
Ginsparg [30], who used the obstruction to competely characterize the component
of the moduli space of c = 1 CFTs originating from the free Euclidean compactied
free theory. The result is that only free theories compactify at dierent radii, and
their Z/2-orbifolds occur.
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156 I. Kriz

There are many other possible choices of non-gravitational deformation elds,


one for each eld in the physical spectrum of the theory. We do not discuss these
cases in the present paper.
Let us now look at the N = 1-supersymmetric free eld theory. In this case,
as pointed out above, in the NS-NS sector, critical gravitational elds for defor-
mations have weight (1/2, 1/2). We could also consider the NS-R and R-R sectors,
where the critical weights are (1/2, 0) and (0, 0), respectively. These deforming
elds parametrize soul directions in the space of innitesimal deformations. The
soul parameters , have weights (1/2, 0), (0, 1/2), which explains the dierence of
critical weights in these sectors.
Let us, however, focus on the body of the space of gravitational deformations,
i.e. the NS-NS sector. Let us rst look at the weight (1/2, 1/2) primary eld

M 1/2 1/2 . (155)

The point is that the innitesimal deformation is obtained by integrating the inser-
tion operators of
1/2 M 1/2 1/2 = M x1 x
G1/2 G 1 .

Therefore, (155) behaves exactly the same as a deformation along the eld (142) in
the bosonic case. Again, if M is a symmetric matrix, exponentiating the deformation
leads to a theory isomorphic via scaling the momenta, while if M is antisymmetric,
the isomorphism involves transforming the left moving modes by the orthogonal
matrix exp(M ).
In the case of momentum = 0, we again have indenite signature, and the
eld

u = M 1/2 1/2 1 . (156)

Once again, for (156) to be primary, we must have (147), (148). Moreover, again
the actual innitesimal deformation is obtained by applying the insertion operators
of G1/2 G 1/2 u, so the treatment is exactly the same as for the deformation along
the eld (145) in the bosonic case. Again, we discover that under a suitable decay
condition, the obstruction is always nonzero for gravitational deformations of non-
zero momentum with suitable decay conditions.
It is worth noting that in both the bosonic and supersymmetric cases, one can
apply the same analysis to free eld theories compactied on a torus. In this case,
however, scaling momenta changes the geometry of the torus, so using deformation
elds of 0 momentum, we nd exponential deformations which change (constantly)
the metric on the torus. This seems to conrm, in the restricted sense investigated
here, a conjecture stated in [59].

Remark. Since one can consider CalabiYau manifolds which are tori, one sees
that there should also exist an N = 2-supersymmetric version of the free eld theory
compactied on a torus. (It is in fact not dicult to construct such model directly,
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it is a standard construction.) Now since we are in the CalabiYau case, marginal


cc elds should correspond to deformations of complex structure, and marginal ac
elds should correspond to deformations of K ahler metric in this case.
But on the other hand, we already identied gravitational elds which should
be the sources of such deformations. Additionally, deformations in those direction
require regularization of the deformation parameter, and hence cannot satisfy the
conclusion of Theorem 3.
This is explained by observing that we must be careful with reality. The gravita-
tional elds we considered are in fact real, but neither chiral nor antichiral primary
in either the left or the right moving sector. By contrast, chiral primary elds (or

antiprimary) elds are not real. This is due to the fact that G+ 3/2 and G3/2 are
not real in the N = 2 superconformal algebra, but are in fact complex conjugate to
each other. Therefore, to get to the real gravitational elds, we must take real parts,
or in other words linear combinations of chiral and antichiral primaries, resulting
in the need for regularization.

It is in fact a fun exercise to calculate explicitly how our higher N = 2 obstruc-


tion theory operates in this case. Let us consider the N = 2-supersymmetric free
eld theory, since the compactication behaves analogously. The minimum number
of dimensions for N = 2 supersymmetry is 2. Let us denote the bosonic elds by
x, y and their fermionic superpartners by , . Then the 0-momentum summand of
the state space (NS sector) is (a Hilbert completion of)


1
Sym(xn , yn |n < 0) r , r |r < 0, r Z + .
2

The body parts of the bosonic and fermionic vertex operators are given by the
usual formulas
 
Y (x1 , z) = xn z n1 , Y (y1 , z) = yn z n1 ,
 
Y (1/2 , z) = s z ns1/2 , Y (1/2 , z) = s z ns1/2 ,

[r , r ] = [r , r ] = 1
[xn , xn ] = [yn , yn ] = n.

We have, say,

G13/2 = 1/2 x1 + 1/2 y1


G23/2 = 1/2 y1 1/2 x1 .

As usual,
1
G
3/2 =
(G13/2 iG23/2 ).
2
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158 I. Kriz

With these conventions, we have a critical chiral primary


u = 1/2 i1/2 (157)
(and its complex conjugate critical antichiral primary). We then see that for a
non-zero coecient C,
CG
1/2 u = x1 iy1 . (158)
We now notice that formulas analogous to (112) etc. apply to (158), but the 1
summans of h will appear with opposite signs for the real and imaginary summands,
so it will cancel out, so the regularizations (123), (124) are not needed, as expected.
Next, let us study the formula (81). The key observation here is that we have
the combinatorial identity
1  1
= (159)
n1 nk
(n(1) + + n(k) )(n(1) + + n(k1) ) n(1)

where the sum on the right is over all permutations on the set {1, . . . , k}. Now in
the present case, we have the innitesimal isomorphism on the 0-momentum part,
up to non-zero coecient,
 (xn iyn )( xn + i
yn )
= (160)
n
and in the absence of regularization, the expansion of the exponentiated isomor-
phism on the 0-momentum parts is simply
exp().
(The + sign in the s is caused by the fact that we are in the complex conjugate
Hilbert space.) Applying this to (157), we see that we have formulas analogous to
(116)(122), and applying the exponentiated isomorphism to (157), all the terms
in normal order involving x>0 , y>0 will vanish, so we end up with


(xn iyn )(
xn + i
yn )
exp D u
n<0
n

for some non-zero coecient D. Applying (159), we get (81).


Finally, the obstruction in chiral form
u (0), (G
1/2 u)(zk ), . . . , (G1/2 u)(z1 ), u(0)

must vanish identically. To see this, we simply observe (157), (158) that in the
present case, u is in the coset model with respect to G 1/2 u (see the discussion
below formula (250) below). Thus, in the N = 2-free eld theory, the obstruction
theory works as expected, and in the case discussed, the obstructions vanish. It is
worth noting that in 2n-dimensional N = 2-free eld theory, we thus have an n2 -
dimensional space of cc + aa real elds, and an n2 -dimensional space of real ca + ac
elds, and although regularization occurs, there is no obstruction to exponentiating
the deformation by turning on any linear combination of those elds. For a free N =
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Perturbative Deformations of Conformal Field Theories Revisited 159

2-theory compactied on an n-dimensional abelian variety, this precisely recovers


the deformations in the corresponding component of the moduli space of Calabi
Yau varieties.
However, other deformations exist. For an interesting calculation of deformations
of the N = 2-free eld theory in sine-Gordon directions, see [13].

5. The Gepner Model of the Fermat Quintic


The nite weight states of one chirality (say, left moving) of the Gepner model
of the Fermat quintic are embedded in the 5-fold tensor product of the N = 2-
supersymmetric minimal model of central charge 9/5 [24, 25, 32]. More precisely,
the Gepner model is an orbifold construction. This construction has two versions.
In [24,25,32], one is interested in actual string theories, so the 5-fold tensor product
of central charge 9 of N = 2 minimal models is tensored with a free supersymmet-
ric CFT on 4 Minkowski coordinates. This is then viewed in lightcone gauge, so
in eect, one tensors with a 2-dimensional supersymmetric Euclidean free CFT,
resulting in N = 2-supersymmetric CFT of central charge 12. Finally, one performs
an orbifolding/GSO projection to give a candidate for a theory for which both
modularity and spacetime SUSY can be veried. (Actually, this is still not quite
precise, as in Gepners original work, the true point of interest is the construction
of heterotic string theories; from our point of view, however, the dierence does not
matter.)
What we care about is that it is also possible to create an orbifold theory of
central charge 9 which is the candidate of the nonlinear -model itself, without the
spacetime coordinates. (The spacetime coordinates can be added to this construc-
tion and usual GSO projection performed if one is interested in the corresponding
string theory.)
The essence of this construction not involving the spacetime coordinates is for-
mula (2.10) of [33]. In the case of the level 3 N = 2-minimal model (more precisely,
the unitary N = 2 Virasoro minimal model of A-type), the orbifold construction
is with respect to the Z/5-action diagonal which acts on the eigenstates of J0 -
eigenvalue (= U (1)-charge) j/5 by e2ij/5 . As we shall review, the NS part of the
level 3 N = 2 minimal model has two sectors of U (1)-charge j/5, which we will

for the moment ad hoc denote Hj/5 and Hj/5 for j Z/5Z. In the FF realization
(see below), these sectors correspond to  = 0,  = 1, respectively. Then the NS-NS
sector of the 5-fold tensor product of minimal model has the form
5
 
i /5 Hi /5 H
(Hik /5 H i/5 ). (161)
k k k
(ik ) k=1

The corresponding sector of the orbifold construction (formula (2.10) of [33]) has
the form
5
  

(Hik /5 H
(j+i
k )/5
Hik /5 H 
(j+i
k )/5
). (162)
P
(ik ): ik 5Z jZ/5Z k=1
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160 I. Kriz

Mathematically speaking, this orbifold can be constructed by noting that, ignoring


for the moment supersymmetry, the N = 2-minimal model is a tensor product
of the parafermion theory of the same level and a lattice theory (see [31] and
also below). The orbifold construction does not aect the parafermionic factor,
and on the lattice coordinate, which in this case does not possess a non-zero Z/2-
valued form, and hence physically models a free theory compactied on a torus,
the orbifold simply means replacing the torus by its factor by the free action of
the diagonal Z/5 translation group, which is represented by another lattice theory.
On this construction, N = 2 supersymmetry is then easily restored using the same
formulas as in (161), since the U (1)-charge of the Gs is integral.
The calculations in this and the next section proceed entirely in the orbifold
(162), and hence can be derived from the structure of the level 3 N = 2-minimal
model. It should be pointed out that a mathematical approach to the fusion rules
of the N = 2 minimal models was given in [42]. We shall use the Coulomb gas
realization of the N = 2-minimal model, cf. [34, 53]. Let us restrict attention to
the NS sector. Then, essentially, the left moving sector of the minimal model is a
subquotient of the lattice theory where the lattice is 3-dimensional, and spanned by

      
3 1 i 2 i 2 2 2
, 0, 0 , , , , , 0, i .
15 15 2 5 2 3 15 3

We will adopt the convention that we shall abbreviate

(k, , m)MM = (k, , m)

for the lattice label


   
k i 2 mi 2
, , .
15 2 5 2 3

We shall also write

(, m)MM = (m, , m)MM .

Call the oscillator corresponding to the jth coordinate xj,m , j = 0, 1, 2. Then the
conformal vector is

1 2 1 2 i 2 1
x x + x1,2 + x22,1 . (163)
2 0,1 2 1,1 2 5 2
The superconformal algebra is generated by
   
1 5
+
G3/2 = i x2,1 x1,1 1( 5 ,0,i 2 ) ,
2 3 15 3

    (164)
1 5
G
3/2 = i x2,1 + x1,1 1( 5 ,0,i 2 ) .
2 3 15 3
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For future reference, we will sometimes use the notation

(a, b, c)xn = ax0,n + bx1,n + cx2,n

and also sometimes abbreviate

(b, c)xn = (0, b, c)xn .

The module labels are realized by labels

(, m) = 1( m 2 2 , (165)
15
, i
2
im
3, 2 3)

0  3, m = ,  + 2, . . . ,  2, . (166)

It is obvious that to stay within the range (166), we must understand the fusion rules
and how they are applied. The basic principle is that labels are indentied as follows:
No identications are imposed on the 0th lattice coordinate. This means that upon
any identication, the 0th coordinate must be the same for the labels identied.
Therefore, the identication is governed by the 1st and 2nd coordinates, which give
the Coulomb gas (= FeiginFuchs) realization of the corresponding parafermionic
theory (the Z/3 parafermion model). The keypoint here are the parafermionic cur-
rents
   
1 5
1,2/3 = i x2,1 x1,1 1(0,i 2 ) ,
2 3 3 PF

    (167)
1 5
+
1,2/3 = i x2,1 + x1,1 1(0,i 2 )
2 3 3 PF

(the 0th coordinate is omitted). Clearly, the parafermionic currents act on the
labels by

1,2/3 : (, m)P F (, m + 2)P F ,


(168)
+
1,2/3 : (, m)P F (, m 2)P F .

The lattice labels (, m)P F allowed are those which have non-negative weight. This
condition coincides with (166). Now we impose the identication for parafermionic
labels:

(, m)P F = (3 , m 3)P F .

This implies

(1, 1)P F (2, 2)P F ,


(1, 1)P F (2, 2)P F , (169)
(0, 0)P F (3, 3)P F (3, 3)P F .
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162 I. Kriz

Now in the Gepner model corresponding to the quintic, the cc elds allowed are

((3, 2, 0, 0, 0)L, (3, 2, 0, 0, 0)R), (170)


((3, 1, 1, 0, 0)L, (3, 1, 1, 0, 0)R), (171)
((2, 2, 1, 0, 0)L, (2, 2, 1, 0, 0)R), (172)
((2, 1, 1, 1, 0)L, (2, 1, 1, 1, 0)R), (173)
((1, 1, 1, 1, 1)L, (1, 1, 1, 1, 1)R), (174)

and the ac eld allowed is

((1, 1, 1, 1, 1)L, (1, 1, 1, 1, 1)R). (175)

Here we wrote  for 1( , )M M , ( = 0, . . . , 3), which is a chiral primary in the N = 2


minimal model of weight /10, and  for 1( , )M M , which is antichiral primary
of weight /10. The tuple notation in (170)(175) really means tensor product. We
omit permutations of the elds (170)(173), so counting all permutations, there are
101 elds (170)(174).
We will need an understanding of the fusion rules in the Z/3 parafermion
model and N = 2-supersymmetric minimal model of central charge 9/5. In the
Z/3 parafermion model, we have 6 labels

(0, 0)P F , (3, 1)P F , (3, 1)P F , (176)


(1, 1)P F , (1, 1)P F , (2, 0)P F . (177)

This can be described


as follows: the labels (176) have the same fusion rules as the
lattice L = i 6 C, i.e.

L /L (178)

where L is the dual lattice (into which


 L is embedded using the standard quadratic
form on C). This dual lattice is  2i 23 , and the fusion rule is abelian, which means
that the product of labels has only onepossible label as outcome, and is described
by the product in L /L. The label 2i 23 corresponds to (0, 2)P F (3, 1)P F .
Next, the product of (2, 0)P F with (3, 1)P F has only one possible outcome,
(2, 2)P F = (1, 1)P F . The product of (2, 0)P F with itself has two possible out-
comes, (2, 0)P F and (0, 0)P F . All other products are determined by commutativity,
associativity and unitality of fusion rules.
The result can be summarized as follows: We call (176) level 0, 3 labels and
(177) level 1, 2 labels. Every level 1, 2 label has a corresponding label of level 0, 3.
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The correspondence is

(0, 0)P F (2, 0)P F


(3, 1)P F (1, 1)P F (179)
(3, 1)P F (1, 1)P F .

As described above, the fusion rules on level 0, 3 are determined by the lattice
theory of L. Additionally, multiplication preserves the correspondence (179), while
the level of the product is restricted only by requiring that any level added to level
0, 3 is the original level.
To put it in another way still, the Verlinde algebra is

Z[]/( 3 1) Z[]/(2  1) (180)

where = (3, 1)P F and  = (2, 0)P F .


In the N = 2 supersymmetric minimal model (MM) case, we allow labels

(3k + m, , m)MM (181)

where (, m) is a PF label, k Z. Two labels (181) are identied subject to identi-
cations of PF labels, and also

(j, , m)MM (j + 15, , m)MM , (182)

and, as a result of SUSY,

(j, , m)MM (j 5, , m 2)MM . (183)

(By we mean that the labels (i.e. VA modules) are identied, but we do not imply
that the states involved actually coincide; in the case (183), they have dierent
weights.) Recalling again that we abbreviate (m, , m)MM as (, m)MM , we get the
following labels for the c = 9/5 N = 2 SUSY MM:

(0, 0)MM (2, 0)MM


(3, 3)MM (2, 2)MM
(3, 1)MM (1, 1)MM (184)
(3, 1)MM (1, 1)MM
(3, 3)MM (2, 2)MM .

Again, the left column (184) represents 0, 3 level labels, the right column represents
level 1, 2 labels. The left column labels multiply as the labels of the lattice super-
CFT corresponding to the lattice in C C spanned by
  
5 2
( 15, 0), , i (185)
15 3
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164 I. Kriz

(recall that a super-CFT can be assigned to a lattice with integral quadratic form;
the quadratic form on C C is the standard one, the complexication of the
Euclidean inner product). The dual lattice of (185) is spanned by

  
3 5 2
,0 , ,i , (186)
15 15 3

which correspond to the labels (3, 0, 0)MM , (5, 3, 1)MM , respectively. We see that

 /
= Z/5. (187)

In (184), the rows (counted from top to bottom as 0, . . . , 4) match the corresponding
residue class (187). The fusion rules for (2, 0)MM , (0, 0)MM are the same as in the
PF case. Hence, again, multiplication of labels preserves the rows (184), and the
Verlinde algebra is isomorphic to

Z[]/( 5 1) Z[]/(2  1) (188)

where is (3, 3)MM .

Remark. As remarked in Sec. 3, the positive deniteness of the modular functor,


which is crucial for our theory to work, is a requirement for a physical CFT. It
is interesting to note, however, that if we do not include this requirement, other
possible choices of real structure are possible on the modular functor: The Verlinde
algebra of a lattice modular functor with another modular functor M with two
labels 1 and , and Verlinde algebras (180), (188) are tensor products of lattice
Verlinde algebras and the algebra

Z[]/(2  1).

The real structure of this last modular functor can be changed by multiplying by
1 the complex conjugation in M for a worldsheet precisely when has an
odd number of boundary components labelled on level 1, 2. The resulting modular
functor of this operation is not positive-denite.

Let us now discuss the question of vertex operators in the PF realization of the
minimal model. Clearly, since the 0th coordinate acts as a lattice coordinate and is
not involved in renaming, it suces the question for the parafermions. Now in the
FeiginFuchs realization of the level 3 PF model, any state can be written as

u1 (189)

where is one of the labels (166) and u is a state of the Heisenberg representation of
the Heisenberg algebra generated by xi,m , i = 1, 2, m = 0. The situation is however
further complicated by the fact that not all Heisenberg states u are allowed for a
given label . We shall call the states which are in the image of the embedding
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Perturbative Deformations of Conformal Field Theories Revisited 165

admissible. For example, since the = 0 part of the PF model is isomorphic to the
coset model SU (2)/S 1 of the same level, states

(a, b)x1 (0, 0)P F (190)

are not admissible for (a, b) = (0, 0). One can show that admissible states are exactly
those which are generated from the ground states (166) by vertex operators and
PF currents. Because not all states are admissible, however, there are also states
whose vertex operators are 0 on admissible states. Let us call them null states. For
example, since (190) is not admissible, it follows that

(a, b)x1 (3, 3)P F , (191)

which is easily seen to be admissible for any choice of (a, b), is null.
Determining explicitly which states are admissible and which are null is
extremely tricky (cf. [34]). Fortunately, we do not need to address the question
for our purposes. This is because we will only deal with states which are explicitly
generated by the primary elds, and hence automatically admissible; because of
this, we can ignore null states, which do not aect correlation functions of admis-
sible states.
On the other hand, we do need an explicit formula for vertex operators. One
method for obtaining vertex operators is as follows. We may rename elds using
the identications (169) and also PF currents: a PF current applied to a renamed
eld must be equal to the same current applied to the original eld. Note that this
way we may get Heisenberg states above labels which fail to satisfy (166). Such
states are also admissible, even though the corresponding ground states (which
have the same name as the label) are not. Now if we have two admissible states

ui 1( i ,mi ) , i = 1, 2

where 0 i 3 and 1 + 2 3, then the lattice vertex operator

(u1 1( 1 ,m1 ) )(z)u2 1( 2 ,m2 ) (192)

always satises our fusion rules, and (up to scalar multiple constant on each module)
is a correct vertex operator of the PF theory. This is easily seen simply by the fact
that (192) intertwines correctly with module vertex operators (which are also lattice
operators).
While in our examples, it will suce to always consider operators obtained
in the form (192), it is important to realize that they do not describe the PF
vertex operators completely. The problem is that when we want to iterate vertex
operators, we would have to keep renaming states. But when two ground states 1 ,
1 are identied via the formula (169), it does not follow that we would have

u1 = u1 (193)
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166 I. Kriz

for every Heisenberg state u. On the contrary, we saw for example that (190) is
inadmissible, while (191) is null. One also notes that one has for example the iden-
tication
x1 1 = L1 1 = L1 1 = x1 1 , (194)
which is not of the form (193).
Because of this, to describe completely the full force of the PF theory, one needs
another device for obtaining vertex operators (although we will not need this in the
present paper). Briey, it is shown in [34] that up to scalar multiple, any vertex
operator
u(z)v = Y (u, z)(v)
where u, v are admissible states can be written as
 
(ak x1 1(0,2) )(tk ) (a1 x1 1(0,2) (t1 )u(z)vdt1 dtk (195)

where the operators in the argument (195) are lattice vertex operators and the
number k is selected to conform with the given fusion rule. While it is easy to show
that operators of the form (195) are correct vertex operators on admissible states
(again up to scalar multiple constant on each irreducible module), as the screening
operators
ax1 1(0,2)
commute with PF currents, selecting the bounds of integration (contours) is much
more tricky. Despite the notation, it is not correct to imagine these as integrals over
closed curves, at least not in general. One approach which works is to bring the
argument of (195) to normal order, which expands it as an innite sum of terms of
the form

(ti tj )ij tk k (196)
(where we put t0 = z) with coecients which are lattice vertex operators. Then
to integrate (196), for ij , k > 0, we may simply integrate ti from 0 to ti1 , and
dene the integral by analytic continuation in the variables ij , k otherwise.
The functions obtained in this way are generalized hypergeometric functions,
and fail for example the assumptions of Theorem 1 (see Remark 2 after the theo-
rem). The explanation is in the fact that, as we already saw, the fusion rules are
not abelian in this case.

6. The Gepner Model: The Obstruction


We will now show that for the Gepner model of the Fermat quintic, the function
(95) may not vanish for the deforming eld (170). This means, not all perturbative
deformations corresponding to marginal elds exist in this case. We emphasize that
our result applies to deformations of the CFT itself (of central charge 9). A dierent
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approach is possible by embedding the model to string theory, and investigating


the deformations in that setting (cf. [16]). Our results do not automatically apply
to deformations in that setting.
We will consider

v = u = (3, 3, 3) (2, 2, 2).

(In the remaining three coordinates, we will always put the vacuum, so we will
omit them from our notation.) First note that by Theorem 3, this is actually the
only relevant case (95), since the only other chiral primary eld of weight 1/2
with only two non-vacuum coordinates is (2, 2, 2) (3, 3, 3), which cannot correlate
with the right-hand side of (95), whose rst coordinate is on level 0, 3. In any
case, we will show therefore that the Gepner model has an obstruction against
continuous perturbative deformation along the eld (170) in the moduli space of
exact conformal eld theories.
Now the chiral correlation function (95) is a complicated multivalued function
because of the integrals (196), which are generalized hypergeometric functions. As
remarked above, the modular functor has a canonical at connection on the space
of degenerate worldsheets whose boundary components are shifts of the unit circle
with the identity parametrization. The at connection comes from the fact that
these degenerate worldsheets are related to each other by applying exp(zL1 ) to
their boundary components. This is why we can speak of analytic continuation
of a branch of the correlation function corresponding to a particular fusion rule.
It can further be shown (although we do not need to use that result here) that
the continuations of the correlation function corresponding to any one particular
fusion rule generate the whole correlation function (i.e. the whole modular functor
is generated by any one non-zero section).
Let us now investigate which number m we need in (95). In our case, we have

G
1/2 (u) = G1/2 (3, 3, 3) (2, 2, 2) (3, 3, 3) G1/2 (2, 2, 2). (197)

(The sign will be justied later;it is not needed at this point.) The rst sum-
mand (197) has x0,0 -charge (2/ 15, 2/ 15), the second has x0,0 -charge (3/ 15,
3/ 15). Thus, the charges can add up to 0 only if m is a multiple of 5. The smallest
possible obstruction is therefore for m = 5, in which case (95) is a 7 point function.
Let us focus on this case. This function however is too big to calculate completely.
Because of this, we use the following trick.
First, it is equivalent to consider the question of vanishing of the function

1|(G
1/2 u)(z5 ) (G1/2 u)(z1 )u(z0 )
u(t) . (198)

Now by the OPE, it is possible to transform any correlation function of the form

 | v(z)w(t) (199)
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168 I. Kriz

to the correlation function


 | (vn w)(t) (200)
(all other entries are the same). More precisely, (199) is expanded, in a certain
range and choice of branch, into a series in z t with coecients (200) for values
of n belonging to a coset Q/Z. By the above argument, therefore, the function
(199) vanishes if and only if the function (200) vanishes for all possible choices of
n associated with one xed choice of fusion rule.
In the case of (198), we shall divide the elds on the right-hand side into two
sets Gx , Gy containing two copies of G 1/2 u each, and a set Gz containing the

remaining three elds u, u and G1/2 u. Each set Gx , Gy , Gz will be reduced to a
single eld using the transition from (199) to (200) (twice in the case of Gz ). To
simplify notation (eliminating the subscripts), we will denote the elds resulting
from Gx , Gy , Gz by a(x), b(y), c(z), respectively. Thus, x, y, z are appropriate
choices among the variables zi , t, depending how the transition from (199) to (200)
is applied.
This reduces the correlation function (198) to
1|a(x)b(y)c(z) . (201)
Most crucially, however, we make the following simplication: We shall choose the
fusion rules in such a way that the elds a, b, c are level 0, 3 in the FeiginFuchs
realization, and at most one of the charges will be 3 (in each coordinate). Then,
(201) is just a lattice correlation function, for the computation of which we have
an algorithm.
To make the calculation correctly, we must keep careful track of signs. When
taking a tensor product of super-CFTs, one must add appropriate signs analogous
to the KoszulMilnor signs in algebraic topology. Now a modular functor of a super-
CFT decomposes into an even part and an odd part. Additionally, more than one
choice of this decomposition may be possible for the same theory, depending on
which bottom states of irreducible modules are chosen as even or odd. The sign of
a fusion rule is then determined by whether composition along the pair of pants
with given labels preserves parity of states or not. Mathematically, this phenomenon
was noticed by Deligne in the case of the determinant line (cf. [50]). (Deligne also
noticed that in some cases no consistent choice of signs is possible and a more
rened formalism is needed; a single fermion of central charge 1/2 is an example;
this is also discussed in [50]. However, this will not be needed here.)
In the case of the N = 2-minimal model, there is a choice of parities of ground
states of irreducible modules which make the whole modular functor (all the fusion
rules) even: simply choose the parity of (k, , m) to be k mod 2. We easily see that
this is compatible with supersymmetry.
Now in this case of completely even modular functor, the signs simplify, and we
put
Y (u v, z)(r s) = (1)(r)(v) Y (u, z)r Y (v, z)s (202)
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(where (u) means the parity of u). Regarding supersymmetry (if present), an
element H of the superconformal algebra also acts on a tensor product by
H(u v) = Hu v + (1)(H)(u) u Hv, (203)
in particular
G
1/2 (u v) = (G1/2 u) v + (1)
(u)
u (G
1/2 v). (204)
We see that because of (204), the elds a, b, c may have the form of sums of several
terms.

Example 1. Recall that the inner product (more precisely symmetric bilinear
form) of labels considered as lattice points is
r1 r2 s1 s2 t1 t2
(r1 , s1 , t1 ), (r2 , s2 , t2 ) = + . (205)
15 10 6
Recall also (from the denition of energy-momentum tensor) that weight of the
label ground states is calculated by
r2 r2 s(s + 2) t2
w(r, s, t)MM = + w(s, t)P F = + . (206)
30 30 20 12
Now we have
u = (3, 3, 3) (2, 2, 2) = (3, 0, 0) (2, 1, 1). (207)
We begin by choosing the eld c. Compose rst u and
= (3, 3, 3) (2, 2, 2) = (3, 0, 0) (2, 1, 1).
u (208)
We choose the non-zero un u of the bottom weight for the fusion rule which adds
the lattice charges on the right-hand side of (207), (208). The result is
u1/10 u = (0, 0, 0) (0, 2, 0). (209)
Next, apply G1/2 u to (209). Again, we will choose the bottom descendant. Now

G1/2 u has two summands,
(2, 3, 1) (2, 1, 1) (210)
and
(3, 0, 0) (0, 5, 3)x1 (3, 1, 3) (211)
(the term (211) involves renaming to stay withing no-ghost PF labels after compo-
sition). Applying (210) to (209) gives bottom descendant
(2, 3, 1) (2, 3, 1) of weight 8/5, (212)
applying (211) to (209) gives bottom descendant
(3, 0, 0) (3, 0, 0) of weight 3/5. (213)
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170 I. Kriz

Since (213) has lower weight than (212), (212) may be ignored, and we can choose
c = (3, 0, 0) (3, 0, 0). (214)
Now again, using the formula (204), we see that in the sets of elds Gx , Gy we need
one summand (211) and three summands (210) to get to x00 -charge 0. Thus, one of
the groups Gx , Gy will contain two summands of (210) and the other will contain
one. We employ the following convention:
We choose Gy to contain two summands (210) and Gx to contain one
summand (210) and one summand (211). (215)
This leads to the following:
We must choose the elds a and b of the same weights and symmetrize the
resulting correlation function with respect to x and y. (216)
We will choose b rst. Again, we will choose the bottom weight (nonzero) descendant
of (210) applied to itself renamed as
(0, 5, 3)x1 (2, 0, 2) (2, 2, 2), (217)
which is
(4, 3, 1) (4, 3, 1). (218)
We rename to level 0, which gives
b = (0, 5, 3)x1 (4, 0, 2) (0, 5, 3)x1 (4, 0, 2),
(219)
w(b) = 12/5.
Then a must have weight 12/5 to satisfy (216). When calculating a, however, there
is an additional subtlety. This time, we actually have to take into account two
summands, from applying (210) to (211) and vice versa, i.e. (211) to (210). In both
cases, we must rename to get the desired fusion rule. To this end, we may replace
(211) by
(3, 0, 0) (3, 2, 0). (220)
However, when applying (210) and (220) to each other in opposite order, the renam-
ings then do not correspond, resulting in the possibility of wrong coecient/sign
(since renaming are correct only up to constants which we have not calculated). To
reconcile this, we must use exactly the same renamings step by step, related only
by applying PF currents. To this end, we may compare the renaming of applying
(0, 5, 3)x1 (2, 0, 2) (2, 2, 2) (221)
to
1
(3, 0, 0) (0, 5, 3)x1 (3, 1, 3) (222)
2
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(the 1
2 comes from the PF current (5, 3)x1 (0, 2) which takes (2, 2) to 2(2, 0))
and

(3, 0, 0) (3, 2, 0) (223)

to

(0, 5, 3)x1 (2, 0, 2) (2, 1, 1). (224)

We see that the bottom descendant of applying (221) to (222) is

(0, 5, 3)x1 (1, 0, 2) (1)(1, 3, 1) (225)

while the bottom descendant of applying (223) to (224) is

(0, 5, 3)x1 (1, 0, 2) (1, 3, 1). (226)

The expression (225) is the negative of (226). On the other hand, we see that the
bottom descendants of applying (210) to (220) and vice versa are the same. This
means that we are allowed to use the names (210) and (220) to each other in either
order, but we must take the results with opposite signs.
Now (226) has weight 7/5, so to get weight 12/5, we must take the descendant of
applying (210) to (220) and vice versa which is of weight 1 higher than the bottom.
This gives
((2, 3, 1) (3, 0, 0))x1 (1, 3, 1) (1, 3, 1)
+ (1, 3, 1) ((2, 1, 1) (3, 2, 0))x1 (1, 3, 1),
which is

a = (5, 3, 1)x1 (1, 3, 1) (1, 3, 1) + (1, 3, 1) (5, 1, 1)x1 (1, 3, 1).


(227)

Now the correlation function of a(x), b(y), c(z) given in (227), (219), (214) is an
ordinary lattice correlation function. The algorithm for calculating the lattice cor-
relation function of elds ui (xi ) which are of the form

1i (xi )

or

i x1 1i (xi )

with the label

1P i

is as follows: The correlation function is a multiple of



(xi xj ) i ,j
i<j
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172 I. Kriz

by a certain factor, which is a sum over all the ways we may absorb any i x1
factors. Each such factor may either be absorbed by another j x1 , which results
in a factor

i , j (xi xj )2 , i = j (228)

or by another lattice label 1j , which results in a factor

i , j (xi xj )1 , i = j. (229)

Each i x1 must be absorbed exactly once (and the mechanism (228) is considered
as absorbing both i and j ), but one lattice label 1j may absorb several dierent
i x1 s via (229).
Evaluating the correlation function of a(x), b(y), c(z) with the vacuum using
this algorithm, we get

2(y z)
.
(x z)(x y)3

Symmetrizing with respect to x, y, we get

2(x 2z + y)
,
(y z)(x z)(x y)2

(our total correlation function factor), which is non-zero.


In more detail, we can calculate separately the contributions to the correlation
function of the two summands (227). For the rst summand, the factor before the
sign contributes

1
, (230)
(x z)(y x)

the factor after the sign contributes

1
. (231)
yx

Multiplying (230) and (231), we get

1
,
(x z)(x y)2

and symmetrizing with respect to x and y,

x 2z + y
, (232)
(x z)(x y)2 (y z)

which is the total contribution of the rst summand (227).


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For the second summand (227), the factor after contributes


2 1
, (233)
(x y)2 (x z)(y x)
and the factor before the sign contributes
1
. (234)
yx
Multiplying, we get
x 2z + y
.
(x z)(x y)3
After symmetrizing with respect to x, y, we get also (232), so both summands of
(227) contribute equally to the correlation function.

Example 2. In this example, we keep the same a(x) and b(y) as in the pre-
vious example, but change c(z). To select c(z), this time we start with G
1/2 u
represented as

(3, 0, 0) (0, 5, 3)x1 (3, 1 3) + C(2, 3, 1) (2, 1, 1) (235)

(C is a non-zero normalization constant which we do not need to evaluate explicitly),


which we apply to u represented as

(3, 0, 0) (2, 1, 1). (236)

From the two summands (235), we get bottom descendants

(0, 0, 0) (5, 2, 2) of weight 9/10 (237)

and

(5, 3, 1) (0, 2, 0) of weight 19/10. (238)

Therefore, we may ignore (238) and select (237) only. Now applying (237) to u
written as

(3, 0, 0) (2, 1, 1), (239)

we select a descendant of weight 1 above the label

(3, 0, 0) (3, 3, 3).

Recalling from the conjugate of (191) that weight 1 states above the label
(3, 3)P F = (0, 0)P F must vanish, we get

c = (3, 0, 0) (1, 0, 0)x1 (3, 0, 0) (240)


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174 I. Kriz

(up to a non-zero multiplicative constant). This gives the correlation function

(x 2z + y)2
. (241)
5(y z)2 (x z)2 (x y)2
Let us write again in more detail the contributions of the two summands (227). For
the rst summand, the contribution of the factor before is again (230) (remain
unchanged), and the contribution of the factor after is
y 3z + 4x
. (242)
15(y z)(x z)(x y)
Multiplying, we get
y 3z + 4x
,
15(y z)2 (x z)2 (x y)
and symmetrizing with respect to x, y,
y 2 + 6yz 6z 2 8xy + 6zx + x2
. (243)
15(y z)2 (x z)2 (x y)2
This is the total contribution of the rst summand (227).
For the second summand (227), the coordinate before contributes again (234),
and the coordinate after contributes
2(yx 3yz 3xz + 3z 2 + 2x2 + 2y 2 )
. (244)
15(y z)(x z)2 (x y)2
Multiplying, we get
yx 3yz 3xz + 3z 2 + 2x2 + 2y 2
.
15(y z)(x z)2 (x y)3
Symmetrizing with respect to x, y, we get
2(yx 3yz 3xz + 3z 2 + 2x2 + 2y 2 )
(245)
15(y z)2 (x z)2 (x y)2
which is the total contribution of the second summand (227). Adding the contribu-
tions (243) and (245) (which are not equal in this case) gives (241).

Remark. When u is, say, a cc eld of weight (1/2, 1/2) in an N = (2, 2) CFT,
then we have a CPT-conjugate aa eld v. Physical CFTs require a real structure,
and the elds u, v are not real. As already noted in the Remark at the end of Sec. 4
for the case of the free eld theory, deforming along the eld u (or v), which is the
case considered in this section, breaks real structure of the CFT. Truly physical
innitesimal deformations therefore occur not along the elds u, v but the eld

u + v. (246)
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(This, of course, explains why the dimension of the space of, say, innitesimal cc-
deformations is the dimension of the space of deformations of the complex structure,
and not the double of that number.) In the literature, the contribution of the CPT-
conjugate is often ignored (cf. [31, formulas (4.5) and (4.7)]). Nevertheless, from
the point of view of obstruction theory, considering (246) and the original cc eld u
should be equivalent. An argument can be sketched as follows: Let a be a non-zero
complex number. Then replacing u by au, (246) becomes
au + a
v. (247)
Since the obstructions are homogeneous, instead of (247), we may consider
a

u + bv, b = (248)
a
Then b is an arbitrary element of the unit circle S 1 . Thus, even when we restrict to
real deformations, the obstruction should vanish for every eld (248) with b S 1 .
But the chiral part of the obstruction is holomorphic in b, so vanishing for all b S 1
implies vanishing for b = 0 and hence if all of the real deformations along (247) are
unobstructed, so is the deformation along u.
While this argument is compelling, we learned in Sec. 4 that when deform-
ing along elds of the form (246), regularization along the deformation parameter
is required. Therefore, to make the argument precise in the present setting, we
would either need to develop a general regularization scheme to the same order
to which obstructions vanish, or compute the regularization parameters explicitly
in the present case. Working this out would be a substantial improvement of the
present result.
The remainder of this section is dedicated to comments on possible perturbative
deformations along the elds (15 , 15 ), (15 , 15 ) (the exponent here denotes repeti-
tion of the eld in a tensor product, and 1 again stands for (1, 1, 1)MM , etc.). We
will present some evidence (although not proof) that the obstruction might vanish
in this case. The results we do obtain will prove useful in the next section. Such
conjecture would have a geometric interpretation. In Gepners conjectured interpre-
tation of the model we are investigating as the -model of the Fermat quintic, the
eld (175) corresponds to the dilaton. It seems reasonable to conjecture that the
dilaton deformation should exist, since the theory should not choose a particular
global size of the quintic. Similarly, the eld (174) can be explained as the dilaton
on the mirror manifold of the quintic, which should correspond to deformations of
complex structure of the form
x5 + y 5 + z 5 + t5 + u5 + xyztu = 0. (249)
Therefore, our analysis predicts that the (body of) the moduli space of N = 2-
supersymmetric CFTs containing the Gepner model is 2-dimensional, and contains
-models of the quintics (249), where the metric is any multiple of the metric for
which the -model exists (which is unique up to a scalar multiple).
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176 I. Kriz

To discuss possible deformations along the elds (15 , 15 ), (15 , 15 ), let us rst
review a simpler case, namely the coset construction: In a VOA V , we set, for u V
homogeneous,

Y (u, z) = un+w(u) z n ,
nZ

Y (u, z) = un+w(u) z n , (250)
n<0

Y+ (u, z) = Y (u, z) Y (u, z).

The coset model of u is

Vu = v V |Y (u, z)v = 0 and Y+ (u, z)v involves only integral powers of z .


(251)

Then Vu is a sub-VOA of V . To see this, recall that

Y (u, z)Y (v, t)w = Y+ (u, z)Y (v, t)w + Y+ (v, t)Y (u, z)w + Y (Y (u, z t)v)w.
(252)

When v, w Vu , the last two terms of the right-hand side of (252) vanish, which
proves that

Y (v, t)w Vu [[t]][t1 ].

Now in the case of N = 2-super-VOAs, let us stick to the NS sector. Then (250) still
correctly describes the body of a vertex operator. The complete vertex operator
takes the form

n
Y (u, z, + , ) = un+w(u) z n + u+ n +
n1/2+w(u) z + un1/2+w(u) z
nZ

+ u n +
n1+w(u) z . (253)

We still dene Y (u, z, + , ) to be the sum of terms involving n < 0, and


Y+ (u, z, + , ) the sum of the remaining terms. The compatibility relations for
an N = 2-super-VOA are

D+ Y (u, z, + , ) = Y (G+ +
1/2 u, z, , ),
(254)
D Y (u, z, + , ) = Y (G +
1/2 u, z, , ),

where

D+ = +
+ + , D =
+ . (255)
z z
Now using (252) again, for u V homogeneous, we will have a sub-N = 2-VOA Vu
dened by (251), which is further endowed with the operators G +
1/2 , G1/2 .
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In the case of lack of locality, only a weaker conclusion holds. Assume rst we
have abelian fusion rules in the same sense as in Remark 2 after Theorem 1.

Lemma 4. Suppose we have elds ui , i = 0, . . . , n such that for i > j,



Y (ui , z)uj = (ui )nij w(ui ) z n+ij (256)
n0

with 0 ij < 1. Consider further points z0 = 0, z1 , . . . , zn . Then



(zi zj )ij Y (un , zn ) Y (uz , z1 )u0 (257)
ni>j0

where each (zi zj )ij are expanded in zj is a power series whose coecients
involve nonnegative integral powers of z0 , . . . , zn only.

Proof. Induction on n. Assuming the statement is true for n 1, note that by


assumption, (257), when coupled to w V of nite weight, is a meromorphic
function in zn with possible singularities at z0 = 0, z1 , . . . , zn zn1 . Thus, (257) can
be expanded at its singularities, and is equal to

(zi zj )ij
n1i>j0


znn0 expandzn (zn zj )nj Y (un1 , zn1 )
j
=0

Y (u1 , z1 )Y (un , zn )u0
<0
zn


n1
+ (zn zi )ni expand(zn zi ) (zn zj )nj
i=1 n1j
=i

Y (un1 , zn1 ) Y (ui+1 , zi+1 )Y (Y (un , zn zi )ui , zi )


Y (ui1 , zi1 ) Y (u1 , z1 )u0


(zn zi )<0

n,n1

n1
zj
nj
+ zn n0 expand1/zn 1
j=1
zn

Y (un , zn )Y (un1 , zn1 ) Y (u1 , z1 )u0 . (258)


0
zn
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178 I. Kriz

In (258), expand? (?) means that the argument is expanded in the variable given
as the subscript. The symbol (?)?<0 (respectively, (?)?0 ) means that we take only
terms in the argument, (which is a power series in the subscript), which involve
negative (respectively, non-negative) powers of the subscript.
In any case, by the assumption of the lemma, all summands (258) vanish with
the exception of the last, which is the induction step.

In the case of non-abelian fusion rules, an analogous result unfortunately fails.


Assume for simplicity that
u0 = = un holds in (258) with 0 F
ij < 1 true for any fusion rule F . (259)
We would like to conclude that the correlation function
v, u(zn ) u(z1 )u (260)
involves only non-negative powers of zi when expanded in z1 , . . . , zn (in this order).
Unfortunately, this is not necessarily the case. Note that we know that (260) con-
verges to 0 when two of the arguments zi approach while the others remain separate.
However, this does not imply that the function (260) converges to 0 when three or
more of the arguments approach simultaneously.
To give an example, let us consider the solution of the Fuchsian dierential
equation of P1 {0, t, }


 A B
y = + y (261)
x zt
for square matrices A, B (with t = 0 constant). Since the solution y has bounded
singularities, multiplying y by z m (z t)n for large enough integers m, n makes
the resulting function Y converge to 0 when z approaches 0 or t. If, however, the
expansion of Y at involved only non-negative powers of z, it would have only
nitely many terms, and hence abelian monodromy. It is well known, however, that
this is not necessarily the case. In fact, any irreducible monodromy occurs for a
solution of Eq. (261) for suitable matrices A, B (cf. [7]).
Therefore, the following result may be used as evidence, but not proof, of the
exponentiability of deformations along (15 , 15 ) and (15 , 15 ).

Lemma 5. The assumption (259) is satised for the eld


u = G
1/2 ((1, 1, 1), . . . , (1, 1, 1))

in the 5-fold tensor product of the N = 2 minimal model of central charge 9/5.
Before proving this, let us state the following consequence:
Indeed, assuming Lemma 5 and setting w = ((1, 1, 1), . . . , (1, 1, 1)), the obstruc-
tion is
w |(G
1/2 )w(zn ) (G1/2 w)(z1 )w . (262)
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(The antichiral primary case is analogous.) But using the fact that

G
1/2 ((G1/2 )w(zn ) (G1/2 w)(z1 )w) = (G1/2 )w(zn ) (G1/2 w)(z1 )G1/2 w

along with injectivity of G


1/2 on chiral primaries of weight 1/2, we see that the
non-vanishing of (262) implies the non-vanishing of (260) with u = G 1/2 w for
some v of weight 1, which would contradict Lemma 5.

Proof of Lemma 5. We have

G
1/2 (1, 1, 1) = (4, 1, 1). (263)

We have in our lattice

(1, 1, 1) (1, 1, 1) = 1/15 + 1/10 1/6 = 0,


(4, 1, 1) (4, 1, 1) = 16/15 + 1/10 1/6 = 1, (264)
(1, 1, 1) (4, 1, 1) = 4/15 + 1/10 + 1/6 = 0,

so we see that with the fusion rules which stays on levels 1, 2, the vertex operators
u(z)u have only non-singular terms.
However, this is not sucient to verify (259). In eect, when we use the fusion
rule which goes to levels 0, 3,

(1, 1, 1)(z)(4, 1, 1)

and

(4, 1, 1)(z)(1, 1, 1)

will have most singular term z 2/5 , so when we write again 1 instead of (1, 1, 1)
and G instead of G1/2 (1, 1, 1), with the least favorable choice of fusion rules, it
seems u(z)u can have singular term z 4/5 , coming from the expressions

(G1111)(z)(1G111) (265)

and

(1G111)(z)(G1111) (266)

(and expression obtained by permuting coordinates). Note that with other combi-
nations of fusion rules, various other singular terms can arise with z >4/5 .
Now the point is, however, that we will show that with any choice of fusion rule,
the most singular terms of (265) and (266) come with opposite signs and hence
cancel out. Since the z exponents of other terms are higher by an integer, this is all
we need.
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180 I. Kriz

Recalling the KoszulMilnor sign rules for the minimal model, recall that 1 is
odd and G is even, so

(G 1)(z)(1 G) = G(z)1 1(z)G, (267)


(1 G)(z)(G 1) = 1(z)G G(z)1. (268)

We have

1(z)G = (1, 1, 1)(z)(4, 2, 2) = M (3, 0, 0)z 2/5 + HOT,


G(Z)1 = (4, 2, 2)(z)(1, 1, 1) = N (3, 0, 0)z 2/5 + HOT,

with some non-zero coecients M, N , so the bottom descendants of (267) and (268)
are

M N (3, 0, 0) (3, 0, 0)

respectively,

M N (3, 0, 0) (3, 0, 0),

so they cancel out, as required.

7. The Case of the Fermat Quartic K3-Surface


The Gepner model of the K3 Fermat quartic is an orbifold analogous to (162) with
5 replaced by 4 of the 4-fold tensor product of the level 2 N = 2-minimal model,
although one must be careful about certain subtleties arising from the fact that
the level is even. The model has central charge 6. The level 2 PF model is the
1-dimensional fermion (of central charge 1/2), viewed as a bosonic CFT. As such,
that model has 3 labels, the NS label with integral weights (denote by N S), the
NS label with weights Z + 12 (denote by N S  ), and the R label (denote by R). The
fusion rules are given by the fact that N S is the unit label,

N S  N S  = N S,
N S  R = R, (269)
R R = N S + N S .

We shall again nd it useful to use the free eld realization of the N = 2 minimal
model, which we used in the last two sections. In the present case, the theory is a
subquotient of a lattice theory spanned by




1 1 i i 1
, 0, 0 , , , , , 0, i .
2 8 8 2 2
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Analogously as before, we write (k, , m) for




k i mi
, , .
8 8 2
The conformal vector is
1 2 1 i 1
x0,1 x21,1 + x1,2 + x22,1 .
2 2 2 2 2
The superconformal vectors are
G
3/2 = (0, 4, 2)x1 (4, 0, 2),

3/2 = (0, 4, 2)x1 (4, 0, 2).


G+
The fermionic labels will again be denoted by omitting the rst coordinate: (, m)F .
The fermionic identications are:
(2, 2)F (2, 2)F (0, 0)F
(270)
(1, 1)F (1, 1)F .

A priori the lattice  8 has 8 labels k8 , 0 k 7, but the G denition together
with (270) forces the MM identication of labels
(1, 1, 1) (3, 1, 1) (3, 1, 1).
The labels of the level 2 MM are therefore
(2k, 0, 0), 0 k 3,
(2k + 1, 1, 1), 0 k 1.
The fusion rules are
(k, 0, 0) (, 0, 0) = (k + , 0, 0),
(k, 0, 0) (, 1, 1) = (k + , 1, 1),
(k, 1, 1) (, 1, 1) = (k + , 0, 0) + (k +  + 4, 0, 0),
so the Verlinde algebra is simply
Z[a, b]/(a4 = 1, b2 = a + a3 , a2 b = b)
where a = (2, 0, 0), b = (1, 1, 1).
One subtlety of the even level MM in comparison with odd level concerns signs.
Since the k-coordinates of G and G+ are even, we can no longer use the k-
coordinate of an element as an indication of parity (u and G u cannot have the
same parity). Because of this, we must introduce odd fusion rules. There are vari-
ous ways of doing this. For example, let the bottom states of (2k, 0, 0), (1, 1, 1) and
(1, 1, 1) be even. Then the fusion rules on level  = 0 are even, as are the fusion
rules combining levels 0 and 1. The fusion rules
(1, 1, 1) (1, 1, 1) (2, 0, 0), (1, 1, 1) (1, 1, 1) (2, 0, 0)
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182 I. Kriz

are even, the remaining fusion rules (adding 4 to the k-coordinate on the right-hand
side) are odd.
Now the c elds of the MM are
(0, 0, 0), (1, 1, 1), (2, 2, 2)
and the a elds are
(0, 0, 0), (1, 1, 1), (2, 2, 2).
If we denote by H1,2k+1 the state space of label (2k + 1, 1, 1), 0 k 1, and by
H0,2k the state space of label (2k, 0, 0), 0 k 3, then the state space of the 4-fold
tensor product of the level 2 minimal model is
3  3   1 
  

0,2ki
H0,2ki H H1,2ki +1 H
1,2ki +1 . (271)
i=0 ki =0 ki =0

The Gepner model is an orbifold with respect to the Z/4-group which acts by i on
products in (271) where the sum of the subscripts 2ki or 2ki + 1 is congruent to 
modulo 4. Therefore, the state space of the Gepner model is the sum over Z/4
and i Z/4,

3
i = 0 Z/4,
i=0

of
3    

 

H0,2ki H
0,2ki +2
H1,2ki +1 H
1,2ki +1+2
.
i=0 2ki i mod 4 2ki +1i
(272)
It is important to note that each summand (272) in which all the factors have the
odd subscripts 1, 2ki + 1 occurs twice in the orbifold state space.
If we write again  for (, , ) and  for (, , ), then the critical cc elds
are chirally symmetric permutations of
(2, 2, 0, 0), (2, 2, 0, 0)
(2, 1, 1, 0), (2, 1, 1, 0) (273)
(1, 1, 1, 1), (1, 1, 1, 1).
Note that applying all the possible permutations to the elds (273), we obtain only
19 elds, while there should be 20, which is the rank of H 1,1 (X) for a K3-surface
X. However, this is where the preceeding comment comes to play: the last eld
(273) corresponds to a term (272) where all the factors have odd subscripts, and
hence there are two copies of that summand in the model, so the last eld (273)
occurs twice.
By the fact that the Fermat quartic Gepner model has N = (4, 4) worldsheet
supersymmetry (se e.g. [9, 54] and references therein), the spectral ow guarantees
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that the number of critical ac elds is the same as the number of critical cc elds.
Concretely, the critical ac elds are the permutations of
(0, 0, 2, 2), (2, 2, 0, 0)
(0, 1, 1, 2), (2, 1, 1, 0) (274)
(1, 1, 1, 1), (1, 1, 1, 1).
As above, the last eld (274) occurs in 2 copies, thus the rank of the space of critical
ac elds is also 20.
We wish to investigate whether innitesimal deformations along the elds (273),
(274) exponentiate perturbatively. To this end, let us rst see when the coset-
type scenario occurs. This is sucient to prove convergence in the present case.
This is due to the fact that in the present theory, there is an even number of
fermions, in which case it is well known by the boson-fermion correspondence that
the correlation functions follow abelian fusion rules, and therefore Lemma 4 applies.
To prove that the coset scenario occurs, let us look at the chiral c elds
u = (2, 2, 0, 0), (2, 1, 1, 0), (1, 1, 1, 1)
and study the singularities of
G
1/2 (z)(G1/2 u). (275)
By Lemma 4, if (275) are non-singular, the obstructions vanish. The inner product is
kk   mm
(k, , m), (k  ,  , m ) = + ,
8 8 4
k2 ( + 2) m2
w(k, , m) = + .
16 16 8
Next, (2, 2, 2) = (2, 0, 0),
G
1/2 (2, 0, 0) = (0, 4, 2)x1 (2, 0, 2),

G
1/2 (1, 1, 1) = (3, 1, 1),

if we again replace, to simplify notation, the symbol G


1/2 by G, then we have

22 1
The most singular z-power of 2(z)2 is = , (276)
8 2
2 2 1
The most singular z-power of G2(z)2 is = . (277)
8 2
For G2(z)G2, rename the rightmost G2 as (2, 2, 0). We get
(2) (2) 1
The most singular z-power of G2(z)G2 is 1 + = , (278)
8 2
The most singular z-power of 1(z)1 is 0 for the even fusion rule and 1/2
for the odd fusion rule, (279)
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184 I. Kriz

3 1 1
The most singular z-power of G1(z)1 is + + = 0 for the even,
8 8 4
fusion rule and 1/2 for the odd fusion rule, (280)
9 1 1
The most singular z-power of G1(z)G1 is + = 1 for the even
8 8 4
fusion rule and 3/2 for the odd fusion rule. (281)
One therefore sees that for the eld u = (1, 1, 1, 1), (275) is non-singular: In the
case of the least favorable (odd) fusion rules, the most singular term appears to be
1, coming from
(G1, 1, 1, 1) (1, G1, 1, 1). (282)
However, this term cancels with
(1, G1, 1, 1) (G1, 1, 1, 1). (283)
To see this, note that the last two coordinates do not enter the picture. We have
an odd (respectively, even) pair of pants P respectively, P+ in the MM with input
1, 1. They add up to a pair of pants in MMMM. On (282), we have pairs of pants
Pi {P , P+ },
P (G1 1) (1 G1) = (P1 P2 )(G1 1) (1 G1)
= sP1 (G1 1) P2 (1 G1) (284)
where s is the sign of permuting P2 past G1 1. Here we use the fact that 1 is
even. On the other hand,
P (1 G1) (G1 1) = (P1 P2 )(1 G1) (G1 1)
= sP1 (1 G1) P2 (G1 1) (285)
(as G1 is odd, so there is a by permuting it with itself). From (73), the lowest
term of Pi (1 G1) and Pi (G1 1) have opposite signs, so (284) and (285) cancel
out.
The situation is simpler for u = (2, 2, 0, 0), in which case all the fusion rules are
even, and the most singular term of
(G2 2)(z)(2 G2)
appears to have most singular term z 1 . However, again note that 2 is even and
G2 is odd, so
(G2 s)(z)(2 G2) = G2(z)2 2(z)G2, (286)
while
(2 G2)(z)(G2 2) = 2(z)G(z) G2(z)2. (287)
Renaming G2 as (2, 2, 0), the bottom descendant of both G2(z)2 and 2(z)G2 is
(0, 2, 0) with some coecient, so (286) and (287) cancel out. Thus, the deformations
along the rst and last elds of (273) and (274) exponentiate.
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The eld u = (2, 1, 1, 0) is dicult to analyse, since in this case, (275) has
singular channels and the coset-type scenario does not occur. We do not know how
to calculate the obstruction directly in this case. It is however possible to present
an indirect argument why these deformations exist.
In one precise formulation, the boson-fermion correspondence asserts that a
tensor product of two copies of the 1-dimensional chiral fermion theory considered
bosonically (= the level 2 parafermion) is an orbifold of the lattice theory 2 , by
the Z/2-group whose generator acts on the lattice by sign.
This has an N = 2-supersymmetric
version. We tensor with two copies of the
lattice theory associated with  8 , picking out the sector


m n p
, , where m n p mod 2. (288)
8 8 4

The fermionic currents of the individual coordinates are

1/2,1 = (1) + (1), 1/2,2 = i((1) (1)), (289)

so the SUSY generators are




4
G
3/2,1 = , 0 ((1) + (1)),
8


4 (290)
G
3/2,2 = 0, i((1) + (1)),
8
G = G1 + G2 .

The Z/2 group acts trivially on the new lattice coordinate.


A note is due on the signs: To each state, we can assign a pair of parities, which
will correspond to the parities of the 2 coordinates in the orbifold. This then also
determines the sign of fusion rules.
Now consider our eld as a tensor product of (2, 0) and (1, 1), each in a tensor
product of two copies of the minimal models. Considering each of these factors as
orbifold of the N = 2-supersymmetric lattice theory, let us lift to the lattice theory:


2
(2, 0) , 0 (0), (291)
8


1 1
(1, 1) , ((1/2) + (1/2)). (292)
8 8

Then the elds (291), (292) are Z/2-invariant. In the case of (291), we can proceed
in the lift instead of the orbifold, because the fusion rules in the orbifold are abelian
anyway. In the case of (292), the choice amounts to choosing a particular fusion
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186 I. Kriz

rule. But now the point is that




2
G
1/2 (2, 0) , 0 ((1) + (1)), (293)
8


3 1
G1/2 (1, 1) , ((1/2) + (1/2)), (294)
8 8


1 3
G1/2 (1, 2) , ((1/2) + (1/2)). (295)
8 8
Thus, the left of G
1/2 u is a sum of lattice labels!
Now the critical summands of the operator
G
1/2 (u)(zk ) G1/2 (u)(z1 )(u)(0) (296)
have k = 4m, and we have 2m summands (293), and m summands (294), (295),
respectively. All


4m
2m, m, m
possibilities occur. It is the bottom (= label) term which we must compute in order
to evaluate our obstruction. But by our sign discussion, when we swap a (294) term
with a (295) term, the label summands cancel out. Now adding all such possible


4m
2m, m 1, m 1, 2
pairs, all critical summands of (296) will occur with equal coecients by symmetry,
and hence also the bottom coecient of (289) is 0, thus showing that the vanishing
of our obstruction for this eld lifts to the lattice theory.
Since the eld (292) is invariant under the Z/2-orbifolding (and although (291)
is not, the same conclusion holds when replacing it with its orbifold image),
the entire perturbative deformation can also be orbifolded, yielding the desired
deformation.
We thus conclude that for the Gepner model of the K3 Fermat quartic, all the
critical elds exponentiate to perturbative deformations.

8. Conclusions and Discussion


In this paper, we have investigated perturbative deformations of CFTs by turning
on a marginal cc eld, by the method of recursively updating the eld along the
deformation path. A certain algebraic obstruction arises. We work out some exam-
ples, including free eld theories, and some N = (2, 2) supersymmetric Gepner
models. In the N = (2, 2) case, in the case of a single cc eld, the obstruction we
nd can be made very explicit, and perhaps surprisingly, does not automatically
vanish. By explicit computation, we found that the obstruction does not vanish
for a particular critical cc eld in the Gepner model of the Fermat quintic 3-fold
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(we saw some indication, although not proof, that it may vanish for the eld cor-
responding to adding the symmetric term xyztu to the superpotential, and for the
unique critical ac eld). By comparison, the obstruction vanishes for the critical
cc elds and ac elds in the Gepner model of the Fermat quartic K3-surface. Our
calculations are not completely physical in the sense that cc elds are not real: real
elds are obtained by adding in each case the complex-conjugate aa eld, in which
case the calculation is more complicated and is not done here.
Assuming (as seems likely) that the real eld case exhibits similar behavior as
we found, why are the K3 and 3-fold cases dierent, and what does the obstruction
in the 3-fold case indicate? In the K3-case, our perturbative analysis conforms
with the AspinwallMorrison construction [9] of the big moduli space of K3s, and
corresponding (2, 2)- (in fact, (4, 4)-) CFTs, and also with the ndings of Nahm
and Wendland [54, 62].
In the 3-fold case, however, the straightforward perturbative construction
of the deformed nonlinear -model fails. This corresponds to the discussion of
NemeschanskySen [55] of the renormalization of the nonlinear -model. They
expand around the 0 curvature tensor, but it seems natural to assume that similar
phenomena would occur if we could expand around the Fermat quintic vacuum.
Then [55] nd that non-Ricci at deformations must be added to the Lagrangian
at higher orders of the deformation parameter in order to cancel the function.
Therefore, if we want to do this perturbatively, elds must be present in the orig-
inal (unperturbed) model which would correspond to non-Ricci at deformation.
No such elds are present in the Gepner model. (Even if we do not a priori assume
that the marginal elds of the Gepner model correspond to Ricci at deforma-
tions, we see that dierent elds are needed at higher order of the perturbation
parameter, so there are not enough elds in the model.) More generally, ignoring
for the moment the worldsheet SUSY, the bosonic superpartners are elds which
are of weight 1 classically (as the classical nonlinear -model Lagrangian is con-
formally invariant even in the non-Ricci at case). A 1-loop correction arises in
the quantum picture [4], indicating that the corresponding deformation elds must
be of generalized weight (cf. [3942]). However, such elds are excluded in unitary
CFTs, which is the reason why these deformations must be non-perturbative. One
does not see this phenomenon on the level of the corresponding topological models,
since these are invariant under varying the metric within the same cohomological
class, and hence do not see the correction term [68]. Also, it is worth noting that
in the K3-case, the function vanishes directly for the Ricci-at metric by the
N = (4, 4) supersymmetry ( [5]), and hence the correction terms of [55] are not
needed. Accordingly, we have found that the corresponding perturbative deforma-
tions exist.
From the point of view of mirror symmetry, mirror-symmetric families of hyper-
surfaces in toric varieties were proposed by Batyrev [10]. In the case of the Fermat
quintic, the exact mirror is a singular orbifold and the nonlinear -model deforma-
tions corresponding to the Batyrev dual family exist perturbatively by our analysis.
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188 I. Kriz

To obtain mirror candidates for the additional deformations, one uses crepant res-
olutions of the mirror orbifold (see [57] for a survey). In the K3-case, this approach
seems validated by the fact that the mirror orbifolds can indeed be viewed as a
limit of non-singular K3-surfaces [6]. In the 3-fold case, however, this is not so
clear. The moduli spaces of CalabiYau 3-folds are not locally symmetric spaces.
The crepant resolution is not unique even in the more restrictive category of alge-
braic varieties; dierent resolutions are merely related by ops. It is therefore not
clear what the exact mirrors are of those deformations of the Fermat quintic where
the deformation does not naturally occur in the Batyrev family, and resolution
of singularities is needed. In other words, the McKay correspondence sees only
topological invariants, and not the ner geometrical information present in the
whole nonlinear model.
In [21], Fan, Jarvis and Ruan constructed exactly mathematically the A-models
corresponding to LandauGinzburg orbifolds via GromovWitten theory applied
to the Witten equation. Using mirror symmetry conjectures, this may be used to
construct mathematically candidates of topological gravity-coupled A-models as
well as B-models of CalabiYau varieties. GromovWitten theory, however, is a
rich source of examples where such gravity-coupled topological models exist, while
a full conformally invariant (2, 2)--model does not. For example, GromovWitten
theory can produce highly non-trivial topological models for 0-dimensional orbifolds
(cf. [56, 43]).
Why does our analysis not contradict the calculation of Dixon [19] that the
central charge does not change for deformation of any N = 2 CFT along any linear
combination of ac and cc elds? Zamolodchikov [70,71] dened an invariant c which
is a non-decreasing function in a renormalization group ow in a 2-dimensional
QFT, and is equal to the central charge in a conformal eld theory. It may therefore
appear that by [19], all innitesimal deformations along critical ac and cc elds in
an N = 2-CFT exponentiate. However, we saw that when our obstruction occurs,
additional counterterms corresponding to those of NemeschanskySen are needed.
This corresponds to non-perturbative corrections of the correlation function needed
to x c, and the functions [19] cannot be used directly in our case.
Finally, let us briey discuss the signicance of our result to the relationship
between classical and quantum geometry. One of the well known eects (and also
great puzzles) of string duality (as reviewed, say, in [31]) is that a smooth path in
the moduli space of conformal eld theories corresponding to CalabiYau varieties
can correspond to a discontinuous path in the classical moduli space of the Calabi
Yau varieties themselves, and more specically that the topology of the underlying
CalabiYau variety can change along such path. In view of our result, it is possible
that this picture needs to be rened. Namely, what we perceive as a smooth path
in quantum geometry may actually consist of discrete steps tunneling across the
changes of topology. An explanation of such phenomenon could be that the moduli
space of quantum geometries should itself be quantized, and can have a discrete
rather than continuous spectrum.
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Acknowledgments
The author thanks D. Burns, I. Dolgachev, I. Frenkel, Doron Gepner, Y. Z. Huang,
I. Melnikov, K. Wendland and E. Witten for explanations and discussions. Spe-
cial thanks to H. Xing, who contributed many useful ideas to this project before
changing his eld of interest.
The author is supported by grants from the NSA and the MCTP.

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Reviews in Mathematical Physics


Vol. 22, No. 2 (2010) 193206

c World Scientific Publishing Company
DOI: 10.1142/S0129055X10003928

SPATIAL GROWTH OF FUNDAMENTAL


SOLUTIONS FOR CERTAIN PERTURBATIONS
OF THE HARMONIC OSCILLATOR

ARNE JENSEN and KENJI YAJIMA


Department of Mathematical Sciences, Aalborg University,
Fr. Bajers Vej 7G, DK-9220 Aalborg , Denmark
matarne@math.aau.dk
Department of Mathematics, Gakushuin University,
1-5-1 Mejiro, Toshima-ku, Tokyo 171-8588, Japan
kenji.yajima@gakushuin.ac.jp

Received 5 June 2009


Revised 24 November 2009

We consider the fundamental solution for the Cauchy problem for perturbations of the
harmonic oscillator by time dependent potentials which grow at spatial infinity slower
than quadratic but faster than linear functions and whose Hessian matrices have a fixed
sign. We prove that the fundamental solution at resonant times grows indefinitely at
spatial infinity with an algebraic growth rate, which increases indefinitely when the
growth rate of perturbations at infinity decreases from the near quadratic to the near
linear ones.

Keywords: Fundamental solution; Schr


odinger equation; harmonic oscillator.

Mathematics Subject Classification 2010: 35A08, 35B10, 35J10, 81Q20

1. Introduction
We consider d-dimensional time dependent Schrodinger equations
 
u 1
i = + V (t, x) u(t, x), (t, x) R1 Rd . (1)
t 2

We assume throughout this paper that V (t, x) is smooth with respect to the x vari-
ables, and V (t, x) and its derivatives x V (t, x) are jointly continuous with respect
to (t, x). Under the conditions to be imposed on V (t, x) in what follows Eq. (1)
generates a unique unitary propagator {U (t, s) : t, s R} in the Hilbert space
H = L2 (Rd ), so that the solution in H of (1) with the initial condition

u(s, x) = (x) H

193
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194 A. Jensen & K. Yajima

is uniquely given by u(t) = U (t, s). The distribution kernel E(t, s, x, y) of U (t, s)
is called the fundamental solution (FDS for short) of Eq. (1):

U (t, s)(x) = E(t, s, x, y)(y)dy.

We write E(t, x, y) = E(t, 0, x, y). It is well known that the FDS of the free
Schr
odinger equation, viz. Eq. (1) with V = 0, is given by

e 4
id
2
E0 (t, x, y) = ei(xy) /2t , t0 (2)
|2t|d/2

and that of the harmonic oscillator, viz. Eq. (1) with V (t, x) = x2 /2, is given for
non-resonant times m < t < (m + 1), m Z via Mehlers formula:
eid(1+2m)/4 (i/sin t)((x2 +y2 )cos t/2xy)
Eh (t, x, y) = e , (3)
|2 sin t|d/2
and, for resonant times t s = m by

Eh (m, x, y) = eimd/2 (x (1)m y). (4)

Note that the FDS for the free Schr odinger equation is smooth and spatially
bounded for any t = 0; for the harmonic oscillator the FDS has this property
only at non-resonant times; at resonant times t = m singularities of the initial
function Eh (0, x, y) = (x y) recur at x = (1)m y, however, it is smooth and
decays rapidly at spatial innity. Actually, it vanishes outside the singular point
x = (1)m y when t = m.
We begin with a brief review on properties of the FDS for (1) with general
potentials V (t, x) laying emphasis on its smoothness and boundedness with respect
to the spatial variables (x, y). We denote the classical Hamiltonian and Lagrangian
corresponding to (1), respectively, by

H(t, x, p) = p2 /2 + V (t, x) and L(t, q, v) = v 2 /2 V (t, q)

and (x(t, s, y, k), p(t, s, y, k)) is the solution of the initial value problem for
Hamiltons equations

x(t)
= p H(t, x, p), = x H(t, x, p);
p(t) x(s) = y, p(s) = k. (5)

We write (x(t, 0, y, k), p(t, 0, y, k)) = (x(t, y, k), p(t, y, k)).


Suppose rst that V (t, x) increases at most quadratically at spatial innity in
the sense that

sup |x V (t, x)| C , for all || 2. (6)


t

Then, in the seminal work [4], Fujiwara has shown that there exists a T depending
only on V such that the following results hold for the time interval 0 (ts) < T :
The map Rd  k  x(t, s, y, k) Rd is a dieomorphism for every xed y Rd
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Spatial Growth of Fundamental Solutions for Certain Perturbations 195

and, therefore, there exists a unique path of (5) such that x(s) = y and x(t) = x;
if we write
 t
S(t, s, x, y) = 2 /2 V (r, x(r)))dr
(x(r)
s

for the action integral of the path, the FDS E(t, s, x, y) has the form
e 4
id

E(t, s, x, y) = eiS(t,s,x,y) a(t, s, x, y), t s, (7)


(2|t s|)d/2
where a(t, s, x, y) is a smooth function of (x, y) such that, for any and ,
x y a(t, s, x, y) are C 1 with respect to (t, s, x, y) and
|x y (a(t, s, x, y) 1)| C (t s)2 . (8)
Moreover the semi-classical approximation for the amplitude function is valid in
the sense that as |t s| 0
   1/2
a(t, s, x, y) 
d/2  
= (2) det x(t, s, k, y) + O(|t s|(d2)/2 ), (9)
(2|t s|)d/2  k 

where k is the (unique) point such that x = x(t, s, y, k). In particular, E(t, s, x, y)
is smooth and bounded with respect to the spatial variables (x, y) Rd Rd for
every 0 < |t s| < T (see [9] for a generalization to the case when magnetic elds
are present). For the free Schrodinger equation or for the harmonic oscillator the
relation (9) holds without the error term O(|t s|(d2)/2 ).
Under the condition (6) the structure (7) of the FDS in general breaks down
at later times because singularities of the initial data (x) may recur in nite time
as the FDS of the harmonic oscillator (4) explicitly demonstrates. If V (t, x) is
subquadratic at spatial innity in the sense that
lim sup |x V (t, x)| = 0, || = 2,
|x| t
(10)
|x V (t, x)| C , for all || 3,
then this recurrence of singularities does not take place, however, and the FDS is
of the form (7) for any nite time ([12]). More precisely, if V satises (10), then for
any T > 0, there exists R > 0 such that, for any t and s with 0 < (t s) T
and for any pair (x, y) Rd Rd with x2 + y 2 R2 , there exists a unique path
of (5) such that x(s) = y and x(t) = x and the FDS for 0 < (t s) T may
be written in the form (7), where, for (x, y) with x2 + y 2 R2 , S(t, s, x, y) is the
action integral of this path. Moreover, we have a(t, s, x, y) 1 as x2 + y 2 . In
particular, E(t, s, x, y) is smooth and bounded with respect to (x, y) for any t = s.
On the other hand, if d = 1 and V (t, x) does not depend on t, and if V is convex
and V (x) C|x|2+ for large |x| for some > 0 and C > 0, then, under certain
additional techinical assumption on the derivatives, E(t, x, y) is nowhere C 1 with
respect to (t, x, y) ([10]). It is also known that, if V satises C1 |x| V (x) C2 |x|
near innity with constants > 10 and 0 < C1 C2 < , then E(t, 0, x, y) is
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196 A. Jensen & K. Yajima

unbounded with respect to (x, y) for any t R ([13]). These results have been
proven only in one dimension so far, however, it is believed that similar results hold
in all dimensions.
In this way, properties of the FDS experience a sharp transition when the
growth rate at spatial innity of the potential V (t, x) changes from subquadratic
to superquadratic. Thus, the FDS for the borderline case, viz. perturbations of the
harmonic oscillator
 
u 1 1
i = + x2 + W (t, x) u(t, x), (t, x) R1 Rd , (11)
t 2 2
where W (t, x) is subquadratic in the sense it satises (10) with W in place of V ,
has attracted particular interest of many authors, and the following properties of
E(t, s, x, y) have been established (see, e.g., [14, 5, 12, 2, 3]). We may set s = 0,
which we will do, and we will write E(t, x, y) for E(t, 0, x, y); x
= (1 + |x|2 )1/2 .

(a) The structure of the FDS Eh (t, x, y) at non-resonant times as stated in (3) is
stable under perturbations and E(t, x, y) is smooth and spatially bounded for
m < t < (m + 1).

However, E(t, x, y) at resonant times is more sensitive to perturbations:

(b) If W is sublinear, viz. |x W (t, x)| = o(1), || = 1, as |x| uniformly with


respect to t, then the recurrence of singularities at resonant times m, m Z,
persists (WFx denotes the wavefront set):

WFx E(m, x, y) = {(1)m (y, ) : Rd \{0}},

and it decays rapidly at spatial innity, viz. for any N ,

|E(m, x, y) CN x y
N , |x y| 1. (12)

(c) If W is of linear type, viz. |x W (t, x)| C for || = 1, singularities of


E(0, x, y) can propagate at resonant times. For example, if W = a x
, then
with = /||,
) : Rd \{0}},
WFx E(m, x, y) = {(1)m (y + 2am,

but it remains to decay rapidly at spatial innity:

|E(m, x, y) CN x y
N , |x y| 1. (13)

(d) If W is superlinear and satises the following sign condition on the Hessian
matrix x2 W = ( 2 W/xj xk ) that

C1 x
x2 W (t, x) C2 x
, (t, x) R1 Rd (14)

for some constants 0 < < 1 and 0 < C1 < C2 < or < C1 < C2 < 0,
then E(m, x, y), m Z, is C with respect to (x, y), viz. singularities at
resonant times t = m are swept away.
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Spatial Growth of Fundamental Solutions for Certain Perturbations 197

This paper is concerned with the properties of the FDS E(t, x, y), when t is
at resonant times t Z. We show that, in the last case (d) above, E(m, x, y)
increases indenitely as |x| at the algebraic rate C|x|d/(22) , exhibiting
a sharp contrast to the decay result (12) or (13) for the case when W is at
most linearly increasing at spatial innity. More precisely we prove the following
theorem:

Theorem 1.1. Suppose that W (t, x) is subquadratic and satisfies the sign condition
(14) for some 0 < < 1 and 0 < C1 < C2 < or < C1 < C2 < 0. Let m Z
and y Rd be fixed. Let C0 (Rd \{0}) be such that (x) = 1 for a |x| b,
0 < a < b < being constants. Then there exist constants 0 < M1 < M2 ,
independent of R 1, such that

  2 1/2
2 x dx
M1 R d/(22)
|E(m, x, y)| M2 Rd/(22) . (15)
Rd R Rd

It is interesting to note that, when increases from 0 to 1, the growth rate


as |x| of W (t, x) decreases (hence W (t, x) becomes weaker), whereas that of
E(m, x, y) as |x y| , r() = d/(2 2), increases from 0 indenitely to
innity. This seemingly contradictory behavior may be understood via the semi-
classical picture as follows. For functions a(x) and b(x) on , a b means that
A1 a(x) b(x) A2 a(x), x , for constants 0 < A1 < A2 . At time 0 consider
the ensemble of classical particles in the phase space Rd Rd sitting on the
linear Lagrangian manifold {(x, p) Rd Rd : x = y, p Rd } with uniform
momentum distribution (2)d/2 dp. Semiclassically, this is described by the wave
function (xy) = E(0, x, y). After time m, will be transported by the Hamilton
ow (5) to the Lagrangian manifold {(x(m, y, k), p(m, y, k)) : k Rd }. As we
shall see below, we have |p(m, y, k)| |k| and |x(m, y, k)| |k|1 as |k| .
It follows at least semiclassically (see (9)) that

  1/2
 x 
|E(m, x, y)| det |k|d/2 |x|d/(22) , |x| ,
k 

which is consistent with (15). Here is another remark, which claries that
Theorem 1.1 is more or less consistent with the known results. We should note that
2
if = 0, then W = c x
, and m is no longer a resonant time for V = x2 /2 + W ,
and the corresponding E(m, x, y) is bounded as |x y| ; on the other hand,
if = 1, then W = c x
and, as in (c) above, a large portion of E(m, x, y) is
concentrated in a bounded domain |x y| 2cm, which may be represented as the
extreme case of C x
d/(22) as 1.
We mention here that the result of the theorem has been conjecture by Martinez
and the second author in [7], where a similar problem is studied in the semi-classical
March 10, 2010 10:14 WSPC/S0129-055X 148-RMP
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198 A. Jensen & K. Yajima

setting. More precisely, they consider the FDS of the semi-classical Schrodinger
equation
 2 
u h 1
ih = + x2 + h W (x) u,
t 2 2
where W (x) is t independent and satises the same conditions as in this paper,
(10) and (14); and they prove that the FDS at the resonant times may be written
in the form
E(m, x, y) = hd(1+)/2 a(x, y, h)eiS(x,y)/h , = /(1 ), (16)
where S(x, y) is the action integral of the path of (5) connecting x(0) = y and
x(m) = x and a(x, y, h) satises C 1 |a(x, y, h)| C uniformly with respect h
on every compact subset K of R2d \{(x, (1)m x) : x Rd }. Thus, E(m, x, y) has
the extra growing factor hd/2 as h 0 compared to E(t, x, y) at non-resonant
times t = m and they remark that, if their arguments applied for non-smooth
potentials, (16) would imply the estimate (15) of Theorem 1.1 for the homogeneous
potential W (x) = C|x|2 .
It is well known that the boundedness of E(t, s, x, y) with respect to (x, y)
implies the so called Lp -Lq estimates of the propagator U (t, s) (hence, also nite
time Strichartz estimates). There are examples of Schr odinger equations with
smooth coecients, which exhibit break down of the estimates, e.g., the harmonic
oscillator at resonant times. However, to the best knowledge of the authors, in all
known examples they are broken because of local singularities and, Theorem 1.1 is
the rst example in which they are broken because of the growth at spatial inn-
ity of the FDS (see [8] for Lp -Lq estimates for potentials which are singular but
decay at innity). For the micro-local smoothing estimate which may be applied
for proving the smoothness of the FDS, see for example [1] or [6].
The rest of the paper is devoted to the proof of this theorem. We prove it only
in the m = 1 case. The proof for the other cases is similar. In Sec. 2, we recall
several known facts, which will be used in Sec. 3, where the theorem is proved. We
often omit some of the variables of functions, if no confusion is to be feared. For
functions f of several variables, we write f C k (x) or f C k (t, x) etc., if f is of
class C k with respect to x or (t, x), etc.

2. Preliminaries
We rst recall some results on the Hamiltonian ow generated by (5) when V (t, x) =
x2 /2 + W (t, x) and W is subquadratic. We set the initial time s = 0 and omit the
variable s. The solutions (x(t), p(t)) = (x(t, y, k), p(t, y, k)) of (5) satisfy the integral
equations
 t
x(t) = y cos t + k sin t sin(t s)x W (s, x(s))ds, (17)
0
 t
p(t) = y sin t + k cos t cos(t s)x W (s, x(s))ds. (18)
0
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Spatial Growth of Fundamental Solutions for Certain Perturbations 199

Since the subquadratic condition implies |x(t)|


+ |p(t)|
C(1 + |x(t)| + |p(t)|) for
a constant C > 0 and, hence,

eC|t| (1 + |y| + |k|) (1 + |x(t)| + |p(t)|) eC|t| (1 + |y| + |k|), (19)

it follows, as y 2 + k 2 , uniformly with respect to t in compact intervals, that

|x(t) (y cos t + k sin t)| = o(|y| + |k|), (20)


|p(t) (y sin t + k cos t)| = o(|y| + |k|). (21)

We x m Z, m = 0, and 0 < < /2, and consider t in the interval I =


[m , m + ]. Then, the following results have been proved in Lemmas 2.3, 2.5
and 3.5, respectively, of [12] by using the integral equations (17) and (18).

(i) For any and , as R2 = y 2 + k 2

y k (y x(t) (cos t)1) 0, y k (k x(t) (sin t)1) 0, (22)


y k (y p(t) + (sin t)1) 0, y k (k p(t) (cos t)1) 0, (23)

uniformly with respect to t I. Here 1 is the d d identity matrix.


(ii) Let R > 0 be suciently large. Then, for any t I and (, y) R2d
with 2 + y 2 R2 , there exists a unique k Rd such that the solution
(x(s, y, k), p(s, y, k)) of (5) satises

p(t, y, k) = . (24)

(iii) Let R be as in (ii) and dene (t, , y) for t I and 2 + y 2 > R2 by


 t
(t, , y) = x(t, y, k) L(s, x(s, y, k), x(s,
y, k))ds,
0

where k is determined by (24). Then C (, y) and y C 1 (t, , y)


for any , ; is a generating function of the canonical map (p(t, y, k), y) 
(x(t, y, k), k):

( )(t, p(t, y, k), y) = x(t, y, k), (y )(t, p(t, y, k), y) = k, (25)

and satises the HamiltonJacobi equation t = 2 /2 V (t, ). More-


over, as 2 + y 2 , y approaches the corresponding function of the
harmonic oscillator whenever | + | 2:
  
 ( 2 + y 2 ) sin t + 2 y 

sup  y (t, , y)
tI 2 cos t  0.

Furthermore, we have the following representation formula of the FDS [12,


Theorem 1.3(2)].
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200 A. Jensen & K. Yajima

Theorem 2.1. Let W be subquadratic. Then, for t I = [m , m + ], the


FDS E(t, x, y) of (11) may be written in the following form
 2
i(m+1)d eixi(t,,y)
/2
a(t, , y)
E(t, x, y) = lim d (26)
0 Rd (2)d |cos t|d/2
where the integral converges in the C topology with respect to (x, y) and the func-
tions and a satisfy the following properties:

(a) C (, y), y C 1 (t, , y) for any , and

(t,
, y) = (t, , y) for t I, 2 + y 2 R2 .

(b) a C (, y), x y a C 1 (t, , y) for any , and

lim sup |x y (a(t, , y) 1)| 0


2 +y 2 tI

for any and .

We call integrals of the form (26) oscillatory integrals and often write them
simply as

i(m+1)d eixi(t,,y)

a(t, , y)
d.
Rd (2) |cos t|
d d/2

When W satises the sign condition (14), the phase function (, , y) satises
the following properties which are essential for the proof of the theorem. From now
on we let m = 1.

Proposition 2.2. Let W be subquadratic and satisfy (14). Let L > 0. Then, there
exist constants C > 0 and R > 0 depending only on L such that for every || R
and |y| L:

C1 ||1 | (, , y)| C2 ||1 , (27)


| (, , y)| C|| , || 2. (28)

Proof. The upper bound in estimate (27) is obvious from (25), (17) and (20);
the lower bound is proved in [11, pp. 6163] for time independent perturbations
W (t, x) = W (x), and the proof applies to the time dependent case as well, if we
use [12, Lemmas 2.1 and 2.2] instead of [11, Lemmas 4.2 and 4.3]. From [11, pp. 61
63], we also have for || R and k such that p(, y, k) =

k x(, y, k) || . (29)

Dierentiating ( )(, p(, y, k), y) = x(, y, k) with respect to k, we have

(2 )(, , y)k p(, y, k) = k x(, y, k) (30)


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Spatial Growth of Fundamental Solutions for Certain Perturbations 201

and, applying the second result of (23) and (29), we obtain (28) for the case || = 2.
For higher derivatives, we further dierentiate (30) and apply (22) and (23) in
addition to (29). Estimate (28) follows inductively.

Lemma 2.3. Let L > 0 and 0 < a < b < be fixed arbitrarily and let C0 (Rd )
be supported by {x Rd : a |x| b}. Then, there exist R0 > 0 and C0 > 0, such
that for all R > R0 and |y| L

1
|( (, , y)/R)|2 d C0 Rd/(1) . (31)
R d Rd
If (x) > > 0 for a1 < |x| < b1 , a < a1 < b1 < b, then we also have the lower
bound:

1
C1 R d/(1)
d |( (, , y)/R)|2 d. (32)
R Rd

Proof. For suciently large R > 0, we have by virtue of (21) that 1/2
|p(, y, k)|/|k| 2 for |y| L and |k| R, and (27) implies

C1 |k|1 |x(, y, k)| C2 |k|1 .

It follows that, if (x(, y, k)/R) = 0, then aR/C2 |k|1 bR/C1 . Hence,


whenever ( (, , y)/R) = 0, we have

D1 R1/(1) || D2 R1/(1)

and

1
|( (, , y)/R)|2 d CRd/(1) .
Rd
A similar argument yields the lower bound in the second case. We omit the obvious
details.

3. Proof of Theorem 1.2


Before starting the proof we remark the following: If we were able to prove the
faster decay as || for the higher derivatives , say,

| (, , y)| C|||| , (33)

then the standard stationary phase method combined with a change of scale would
yield the pointwise estimate

|E(m, x, y)| C|x|d/(22) as |x| . (34)

However, (33) does not seem to hold in general and this required a weaker formu-
lation of the theorem and a little complicated proof given below.
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202 A. Jensen & K. Yajima

We need to estimate
    2
1  
I(R)  x E(, x, y) dx. (35)
Rd  R 
R d

In what follows, we omit the variable , the domain of integration Rd from integral
signs and write
as . Since y is xed in the following computation, we sometimes
omit the variables y as well. This should not cause any confusion. Then, by virtue
of (26), (35) may be written as an oscillatory integral
    2
1  
I(R) = lim  x e i(x()) 2 /2
a()d  dx
0 (2)2d Rd  R 
  2
1 x 2 2
= lim 2d d
eix()+i(()())( + )/2 a()a()dddx
0 (2) R R

1 2 2
= lim 2 (R( ))ei(()())( + )/2 a()a()dd,
(36)
0 (2)d

where we wrote 2 (x) = 2 (x) and we dened the Fourier transform by



1
f() = (F f )() = eix f (x)dx.
(2)d

In what follows we omit the limit sign lim0 and the damping factors which arise
from exp(( 2 + 2 )/2). In the right-hand side of (36), we change variables to
= and expand by Taylors formula as
 1  1
a( + ) = a() () + b (, )
! !
||N ||=N +1

in the resulting formula, where a() = a and where we wrote


 1
b (, ) = (1 )N a() ( + )d.
0

This expresses I(R) as


 
1
2 (R) ei(+)i() a()a() ()dd + BN (R),
(37)
(2)d !
||N

where BN (R) is the sum over with || = N + 1 of constants times



2 (R) ei((+)()) a()b (, )dd

  
i() i(+)
= e a() e
2 (R) b (, )d d.
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Spatial Growth of Fundamental Solutions for Certain Perturbations 203

We take  N such that (1 ) > d and apply integration by parts  times to the
inner integral, which we denote by I(, R), by using the identity

1 i ( + )
ei(+) = ei(+) .
1 + ( ( + ))2

Thus, if we write M for the transpose of the dierential operator on the left, we
have

I(, R) = ei(+) M (
2 (R) b (, ))d. (38)

Since M has the form


 
1 i
M= + i div + ,
1 + ( )2 1 + ( )2 1 + ( )2

are bounded for || 2 and since

C 1 +
2(1) 1 + ( ( + ))2 C +
2(1)

by virtue of (27), M is an th order dierential operator with respect to whose


coecients are bounded by C +
(1) . Hence

 
|I(, R)| C +
(1) R|| |(
2 )(R)|| || b (, )|d.
|++|

2 () is rapidly decreasing and b (, ) are bounded, the integrand is


Since
bounded for any L > 0 by a constant times

(1)


(1) R
L R|| ||N +1|| .

It follows, by changing variables to /R, and by taking L large enough, that for
R>1

(1)
|I(, R)| CRN 1d+
/R
(1)
N +1L d

(1)
C  RN 1d+
.

Thus, for  such that (1 ) > d we may estimate the remainder BN (R) in (37) by

C (1) C
|BN (R)| |a()|
d ,
RN +d+1 RN +d+1
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204 A. Jensen & K. Yajima

and we may ignore BN (R) by taking N large enough. We have next to deal with
the rst terms in (37), which are sum over || N of
  
1
A =
2 (R) i((+)())
e d a()a() ()d. (39)
(2)d !
By using Taylors formula, we write

ei((+)()) = ei () ei(,) ,
 1 
2
(, ) = (1 ) 2 ( + )d ,
0

and expand ei via Taylors formula:


 N 
 (i)m N +1  1
(i)
ei((+)()) = ei () + (1 )N ei d ,
m=0
m! N ! 0

where we take N large enough so that (N + 1) > d. We then insert this into the
right-hand side of (39). Note that

|(, )| C

||2

by virtue of (28). It follows that the contribution to A of the term containing


(i)N +1 /(N + 1)! is bounded by taking L such that L > (2 + )(N + 1) + || + d by

CLN R
L ||2(N +1)+||
(N +1)
(N +1) dd
 
2(N +1)||d L+(N +1) 2(N +1)+||
CLN R
|| d
(N +1) d

CR(d+||+2N +2) .

Thus, we may again ignore this term and we are left for A with
N   
1 1
e i ()
2 (R) (i(, )) d a()a() ()dd.
m
(2)d ! m=0 m!

Here we repeat the same argument as in the rst step to the inner integral. We
expand (, ) further by Taylors formula:
 ()
(, ) = () + LN (, ),
!
2||N

  1 
LN (, ) = C (1 )N () ( + )d
||=N +1 0

and expand the product (, )m . We estimate the contribution to A of the terms


which contain LN , by performing integration by parts  times, (1 ) > d, by
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Spatial Growth of Fundamental Solutions for Certain Perturbations 205

using the identity



1 i ()
ei () = ei ()
1 + | ()|2
and the estimate (27). This yields the bound CR2(N +1)d+ for the contribution
and we ignore them. The rest is a sum of the terms of the form
C1 m (1 ) () (m ) (), = 1 + + m
and their contributions to A are given by constants times

2 (R) (+) (1 ) () (m ) ()a()a() ()dd
ei ()

1
= (+ 2 )( ()/R)(1 ) () (m ) ()a()a() ()d.
(iR)||+||Rd
m
Here |1 |, . . . , |m | 2 and |(1 ) () (m ) ()| C
by (28) and this
integral is bounded in modulus by

C m
|(+ 2 )( ()/R)|
d
R||+||Rd
C  Rd/(1) R|+| Rm/(1) ,
by virtue of Lemma 2.3. Thus the main contribution to I(R) is given by the term
with m = 0 and = 0:

1 1
( ()/R)2 |a()|2 d.
(2)d Rd
Since a() 1 as || , this is comparable with CRd/(1) for large R by
virtue of Lemma 2.3. The theorem follows.

Acknowledgements
The rst author was partially supported by the Danish Natural Science Research
Council grant Mathematical Physics. The second author was supported by JSPS
grant in aid for scientic research No. 18340041. This work has been done while
the second author was visiting Department of Mathematical Sciences of Aalborg
University. He acknowledges the hospitality of the department.

References
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[2] S. Doi, Dispersion of singularities of solutions for Schrodinger equations, Comm.
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[3] S. Doi, Smoothness of solutions for Schr
odinger equations with unbounded potentials,
Publ. RIMS Kyoto Univ. 41 (2005) 175221.
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[4] D. Fujiwara, Remarks on the convergence of the Feynman path integrals, Duke Math.
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[6] A. Martinez, S. Nakamura and V. Sordoni, Analytic smoothing eect for the
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(2006) 13301351.
[7] A. Martinez and K. Yajima, On the fundamental solution of semiclassical Schrodinger
equations at resonant times, Comm. Math. Phys. 216 (2001) 357373.
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[8] W. Schlag, Dispersive estimates for Schr
Aspects of Nonlinear Dispersive Equations, Ann. of Math. Stud., Vol. 163 (Princeton
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[9] K. Yajima, Schrodinger evolution equations with magnetic elds, J. dAnalyse Math.
56 (1991) 2976.
[10] K. Yajima, Smoothness and non-smoothness of the fundamental solution of time
dependent Schr odinger equations, Comm. Math. Phys. 181 (1996) 605629.
[11] K. Yajima, On fundamental solution of time dependent Schr odinger equations, Con-
temp. Math. 217 (1998) 4968.
[12] K. Yajima, On the behavior at innity of the fundamental solution of time dependent
odinger equation, Rev. Math. Phys. 13 (2001) 891920.
Schr
[13] G. P. Zhang and K. Yajima, Smoothing property for Schr odinger equations with
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Comm. Math. Phys. 90 (1983) 126.
March 10, 2010 10:13 WSPC/S0129-055X 148-RMP
J070-S0129055X1000393X

Reviews in Mathematical Physics


Vol. 22, No. 2 (2010) 207231

c 2010 by the authors
DOI: 10.1142/S0129055X1000393X

ON THE EXISTENCE OF THE DYNAMICS


FOR ANHARMONIC QUANTUM
OSCILLATOR SYSTEMS

BRUNO NACHTERGAELE , BENJAMIN SCHLEIN ,


ROBERT SIMS , SHANNON STARR
and VALENTIN ZAGREBNOV
Department of Mathematics, University of California,
Davis, CA 95616, USA
bxn@math.ucdavis.edu
Centre for Mathematical Sciences,

University of Cambridge, Cambridge, CB3 0WB, UK


b.schlein@dpmms.cam.ac.uk
Department of Mathematics,

University of Arizona, Tucson, AZ 85721, USA


rsims@math.arizona.edu
Department of Mathematics, University of Rochester,
Rochester, NY 14627, USA
sstarr@math.rochester.edu
Universitede la M
editerran
ee (Aix-Marseille II),
Centre de Physique Theorique-UMR 6207 CNRS,
Luminy - Case 907, 13288 Marseille, Cedex 09, France
zagrebnov@cpt.univ-mrs.fr

Received 18 September 2009

We construct a W -dynamical system describing the dynamics of a class of anharmonic


quantum oscillator lattice systems in the thermodynamic limit. Our approach is based
on recently proved LiebRobinson bounds for such systems on finite lattices [19].

Keywords: Thermodynamic limit; infinite-system dynamics; anharmonic lattice.

Mathematics Subject Classification 2010: 82C10, 82C20, 81Q15, 37K60, 46L55

1. Introduction
The dynamics of a nite quantum system, i.e. one with a nite number of degrees
of freedom described by a Hilbert space H, is given by the Schr
odinger equation.


c 2010 by the authors. This paper may be reproduced, in its entirety, for non-commercial
purposes.

207
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208 B. Nachtergaele et al.

The Hamiltonian H is a densely dened self-adjoint operator on H, and for a vector


(t) in the domain of H the state at time t satises

it (t) = H(t). (1.1)

For all initial conditions (0) H, the unique solution is given by

(t) = eitH (0), for all t R.

Due to Stones Theorem eitH is a strongly continuous one-parameter group of


unitary operators on H, and the self-adjointness of H is the necessary and sucient
condition for the existence of a unique continuous solution for all times.
An alternative description of this dynamics is the so-called Heisenberg picture
in which the time evolution is dened on the algebra of observables instead of the
Hilbert space of states. The corresponding Heisenberg equation is

t A(t) = i[H, A(t)], (1.2)

where, for each t R, A(t) B(H) is a bounded linear operator on H. Its solutions
are given by a one-parameter group of -automorphisms, t , of B(H):

A(t) = t (A(0)).

For the description of physical systems we expect the Hamiltonian, H, to


have some additional properties. For example, for nite systems such as atoms
or molecules, stability of the system requires that H is bounded from below. In this
case, the inmum of the spectrum is expected to be an eigenvalue and is called the
ground state energy. When the model Hamiltonian, H, is describing bulk matter
rather than nite systems, we expect some additional properties. For example, the
stability of matter requires that the ground state energy has a lower bound propor-
tional to N , where N is the number of degrees of freedom. Much progress on this
stability property has been made in the last several decades [24,12]. We also expect
that the dynamics of local observables of bulk matter, or large systems in general,
depends only on the local environment. Mathematically this is best expressed by
the existence of the dynamics in the thermodynamic limit, i.e. in innite volume.
This is the question we address in this paper.
There are two settings that allow one to prove a rich set of important physical
properties of quantum dynamical systems, including innite ones: the C dynamical
systems and the W dynamical systems [3]. In both cases, the algebra of observables
can be thought of as a norm-closed -subalgebra A of some algebra of the form
B(H), but in the case of the W -dynamical systems, we additionally require that
the algebra is closed for the weak operator topology, which makes it a von Neumann
algebra. For a C -dynamical system, the group of automorphisms t is assumed to
be strongly continuous, i.e. for all A A, the map t  t (A) is continuous in t for
the operator norm (C -norm) on A. In a W -dynamical system the continuity is
with respect to the weak topology.
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On the Existence of the Dynamics 209

In the case of lattice systems with a nite-dimensional Hilbert space of states


associated with each lattice site, such as quantum spin-lattice systems and lattice
fermions, it has been known for a long time that under rather general conditions
the dynamics can be described by a C dynamical system, including in the thermo-
dynamic limit [4]. When the Hilbert space at each site is innite-dimensonal and
the nite-system Hamiltonians are unbounded, this is no longer possible and the
weak continuity becomes a natural assumption.
The class of systems we will primarily focus on here are lattices of quantum
oscillators but the underlying lattice structure is not essential for our method.
Systems dened on suitable graphs, such as the systems considered in [6, 7] can
also be analyzed with the same methods. In a recent preprint [1], it was shown
that convergence of the dynamics in the thermodynamic limit can be obtained
for a modied topology. Here, we follow a somewhat dierent approach. The main
dierence is that we study the thermodynamic limit of anharmonic perturbations of
an infinite harmonic lattice system described by an explicit W -dynamical system.
The more traditional way is to rst dene the dynamics of anharmonic systems in
nite volume (which can be done by standard means [21]), and then to study the
limit in which the volume tends to innity. This is what is done in [1], but it appears
that controlling the continuity of the limiting dynamics is more straightforward in
our approach. In fact, we are able to show that the resulting dynamics for the class
of anharmonic lattices we study is indeed weakly continuous, and we obtain a W -
dynamical system for the innite system. The W -dynamical setting is obtained
by considering the GNS representation of a ground state or thermal equilibrium
state of the harmonic system. The ground states and thermal states are quasi-free
states in the sense of [22], or convex mixtures of quasi-free states. In the ground
state case the GNS representations are the well-known Fock reprensentations. For
the thermal states the GNS representations have been constructed by Araki and
Woods [2].
Common to both approaches, ours and the one of [1], is the crucial role played
by an estimate of the speed of propagation of perturbations in the system, com-
monly referred to as LiebRobinson bounds [8, 11, 1618]. Briey, if A and B are
two observables of a spatially extended system, localized in regions X and Y of
our graph, respectively, and t denotes the time evolution of the system, a Lieb
Robinson bound is an estimate of the form
[t (A), B] Cea(d(X,Y )v|t|) ,
where C, a, and v are positive constants and d(X, Y ) denotes the distance between
X and Y . LiebRobinson bounds for anharmonic lattice systems were recently
proved in [19], and this work builds on the results obtained there. Our results are
mainly limited to short-range interactions that are either bounded or unbounded
perturbations of the harmonic interaction (linear springs).
To conclude the introduction, let us mention that the same questions, the exis-
tence of the dynamics for innite oscillator lattices, can and has been asked for
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210 B. Nachtergaele et al.

classical systems. Two classic papers are [10, 15]. Many properties of this classical
innite volume harmonic dynamics have been studied in detail, e.g., [23,9] and some
recent progress on locality estimates for anharmonic systems is reported in [5, 20].
The paper is organized as follows. We begin with a section discussing bounded
interactions. In this case, the existence of the dynamics follows by mimicking the
proof valid in the context of quantum spins systems. Section 3 describes the innite
volume harmonic dynamics on general graphs. It is motivated by an explicit example
on Zd . Next, in Sec. 4, we discuss nite volume perturbations of the innite volume
harmonic dynamics and prove that such systems satisfy a LiebRobinson bound. In
Sec. 5, we demonstrate that the existence of the dynamics and its continuity follow
from the LiebRobinson estimates established in the previous section.

2. Bounded Interactions
The goal of this section is to prove the existence of the dynamics for oscillator sys-
tems with bounded interactions. Since oscillator systems with bounded interactions
can be treated as a special case of more general models with bounded interactions,
we will use a slightly more general setup in this section, which we now introduce.
We will denote by the underlying structure on which our models will be
dened. Here will be an arbitrary set of sites equipped with a metric d. For
with countably innite cardinality, we will need to assume that there exists a
non-increasing function F : [0, ) (0, ) for which:

(i) F is uniformly integrable over , i.e.



F  := sup F (d(x, y)) < , (2.1)
x y

and
(ii) F satises
 F (d(x, z))F (d(z, y))
C := sup < . (2.2)
x,y F (d(x, y))
z

Given such a set and a function F , by the triangle inequality, for any a 0
the function

Fa (x) = eax F (x),

also satises (i) and (ii) above with Fa  F  and Ca C.


In typical examples, one has that Zd for some integer d 1, and the metric

is just given by d(x, y) = |x y| = dj=1 |xj yj |. In this case, the function F can
be chosen as F (|x|) = (1 + |x|)d for any  > 0.
To each x , we will associate a Hilbert space Hx . In many relevant systems,
one considers Hx = L2 (R, dqx ), but this is not essential. With any nite subset
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On the Existence of the Dynamics 211

, the Hilbert space of states over is given by



H = Hx ,
x

and the local algebra of observables over is then dened to be



A = B(Hx ),
x

where B(Hx ) denotes the algebra of bounded linear operators on Hx .


If 1 2 , then there is a natural way of identifying A1 A2 , and we may
thereby dene the algebra of quasi-local observables by the inductive limit

A = A ,

where the union is over all nite subsets ; see [3, 4] for a discussion of these
issues in general.
The result discussed in this section corresponds to bounded perturbations of
local self-adjoint Hamiltonians. We x a collection of on-site local operators H loc =
{Hx }x where each Hx is a self-adjoint operator over Hx . In addition, we will
consider a general class of bounded perturbations. These are dened in terms of
an interaction , which is a map from the set of subsets of to A with the
property that for each nite set X , (X) AX and (X) = (X). As with
the LiebRobinson bound proven in [19], we will need a growth condition on the
set of interactions for which we can prove the existence of the dynamics in the
thermodynamic limit. This condition is expressed in terms of the following norm.
For any a 0, denote by Ba () the set of interactions for which
1 
a := sup (X) < . (2.3)
x,y Fa (d(x, y))
Xx,y

Now, for a xed sequence of local Hamiltonians H loc = {Hx }x , as described


above, an interaction Ba (), and a nite subset , we will consider self-
adjoint Hamiltonians of the form
 
H = Hloc + H = Hx + (X), (2.4)
x X

acting on H (with domain given by x D(Hx ) where D(Hx ) Hx denotes
the domain of Hx ). As these operators are self-adjoint, they generate a dynam-
ics, or time evolution, {t }, which is the one-parameter group of automorphisms
dened by

t (A) = eitH AeitH for any A A .


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212 B. Nachtergaele et al.

Theorem 2.1. Under the conditions stated above, for all t R, A A , the norm
limit

lim t (A) = t (A) (2.5)


exists in the sense of non-decreasing exhaustive sequences of finite volumes and


defines a group of -automorphisms t on the completion of A . The convergence
is uniform for t in a compact set.

Proof. Let be a nite set. Consider the unitary propagator


loc loc
U (t, s) = eitH ei(ts)H eisH (2.6)
and its associated interaction-picture evolution dened by

t,int (A) = U (0, t)AU (t, 0) for all A A . (2.7)
Clearly, U (t, t) = 1l for all t R, and it is also easy to check that
d d
i U (t, s) = Hint (t)U (t, s) and i U (t, s) = U (t, s)Hint (s)
dt ds
with the time-dependent generator
loc loc  loc loc
Hint (t) = eiH t H eiH t
= eiH t (Z)eiH t . (2.8)
Z

Fix T > 0 and X nite. For any A AX , we will show that for any
n
non-decreasing, exhausting sequence {n } of , the sequence {t,int (A)} is Cauchy
in norm, uniformly for t [T, T ]. Moreover, the bounds establishing the Cauchy
property depend on A only through X and A. Since
loc loc P P
t (A) = t,int

(eitH AeitH ) = t,int

(eit xX Hx
Aeit xX Hx
),

an analogous statement then immediately follows for {tn (A)}, since they are all
also localized in X and have the same norm as A.
Take n m with X n m and calculate
 t
m n d
t,int (A) t,int (A) = {Um (0, s)Un (s, t)AUn (t, s)Um (s, 0)} ds. (2.9)
0 ds
A short calculation shows that
d
U (0, s)Un (s, t)AUn (t, s)Um (s, 0)
ds m
= iUm (0, s)[(Hint
m
(s) Hint
n
(s)), Un (s, t)AUn (t, s)]Um (s, 0)
loc loc
n

= iUm (0, s)eisHn [B(s), st (A(t))]eisHn Um (s, 0), (2.10)

where
= eitHlocn AeitHlocn = eitHX
A(t)
loc loc
AeitHX (2.11)
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On the Existence of the Dynamics 213

and
loc loc

B(s) = eisHn (Hint
m
(s) Hint
n
(s))eisHn
 loc loc 
= eisHm \n (Z)eisHm \n (Z)
Zm Zn
 loc loc
isH m \n
isH m \n
= e (Z)e . (2.12)
Zm :
Zm \n =

Combining the results of (2.9)(2.12), and using unitarity, we nd that


 t
m n n
t,int (A) t,int (A) [st
(A(t)), B(s)] ds (2.13)
0

and by the LiebRobinson bound proven in [19], it is clear that


n
[st
(A(t)), B(s)]
 loc loc
n
[st (A(t)), eisHm \n (Z)eisHm \n ]
Zm :
Zm \n =

2A 2 a Ca |ts|   
(e 1) (Z) Fa (d(x, z))
Ca
ym \n Zm : xX zZ
yZ

2A 2 a Ca |ts|    
(e 1) (Z) Fa (d(x, z))
Ca
ym \n zm Zm : xX
y,zZ

2Aa 2 a Ca |ts|   
(e 1) Fa (d(x, z))Fa (d(z, y))
Ca
ym \n xX zm
 
2Aa(e2 a Ca |ts| 1) Fa (d(x, y)). (2.14)
ym \n xX

With the estimate above and the properties of the function Fa , it is clear that
m n
sup t,int (A) t,int (A) 0 as n, m , (2.15)
t[T,T ]

and the rate of convergence only depends on the norm A and the set X where A
is supported. This proves the claim.

If all local Hamiltonians Hx are bounded, {t } is strongly continuous. If the Hx


are allowed to be densely dened unbounded self-adjoint operators, we only have
weak continuity and the dynamics is more naturally dened on a von Neumann
algebra. This can be done when we have a suciently nice invariant state for the
model with only the on-site Hamiltonians. For example, suppose that for each x ,
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214 B. Nachtergaele et al.

we have a normalized eigenvector x of Hx . Then, for all A A , for any nite


, dene
 
 
(A) = x , A x . (2.16)
x x

can be regarded as a state of the innite system dened on the norm comple-
tion of A . The GNS Hilbert space H of can be constructed as the closure of
 
A x x . Let A x x . Then
(n ) (n ) (n )
(t (A) t0 (A)) (t (A) t (A)) + (t (A) t0 (A))
(n )
+ (t0 (A) t0 (A)). (2.17)

For suciently large n , the limtt0 of the middle term vanishes by Stones the-
orem. The two other terms are handled by (2.5). It is clear how to extend the
continuity to H .
We will discuss this type of situation in more detail in the next three sections
where we consider models that include quadratic (unbounded) interactions as well.

3. The Harmonic Lattice


As noted in the introduction, we will consider anharmonic perturbations of innite
harmonic lattices. In this section, we discuss the properties of the harmonic sys-
tems that we need to assume in general in order to study the perturbations in the
thermodynamic limit. We will also show in detail that a standard harmonic lattice
model possesses all the required properties.

3.1. The CCR algebra of observables


We begin by introducing the CCR algebra on which the harmonic dynamics will be
dened. Following [14], one can dene the CCR algebra over any real linear space
D equipped with a non-degenerate, symplectic bilinear form , i.e. : D D R
with the property that if (f, g) = 0 for all f D, then g = 0, and

(f, g) = (g, f ) for all f, g D. (3.1)

In typical examples, D will be a complex inner product space associated with ,


e.g., D = 2 () or a subspace thereof such as D = 1 (), or 2 (0 ), with 0 ,
and

(f, g) = Im[
f, g ]. (3.2)

The Weyl operators over D are dened by associating non-zero elements W (f ) to


each f D which satisfy

W (f ) = W (f ) for each f D, (3.3)


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On the Existence of the Dynamics 215

and

W (f )W (g) = ei(f,g)/2 W (f + g) for all f, g D. (3.4)

It is well known that there is a unique, up to -isomorphism, C -algebra generated


by these Weyl operators with the property that W (0) = 1l, W (f ) is unitary for all
f D, and W (f ) 1l = 2 for all f D\{0}, see, e.g., [4, Theorem 5.2.8]. This
algebra, commonly known as the CCR algebra, or Weyl algebra, over D, we will
denote by W = W(D).

3.2. Quasi-free dynamics


The anharmonic dynamics we study in this paper will be dened as perturbations
of harmonic, technically quasi-free, dynamics. A quasi-free dynamics on W(D) is a
one-parameter group of *-automorphisms t of the form

t (W (f )) = W (Tt f ), f D (3.5)

where Tt : D D is a group of real-linear, symplectic transformations, i.e.

(Tt f, Tt g) = (f, g). (3.6)

As W (f ) W (g) = 2 for all f = g D, one should not expect t to be strongly


continuous; only a weaker form of continuity is present. This means that t does not
dene a C -dynamical system on W, and thus we look for a W -dynamical setting
in which the weaker form of continuity is naturally expressed.
In the present context, it suces to regard a W -dynamical system as a pair
{M, t } where M is a von Neumann algebra and t is a weakly continuous, one
parameter group of -automorphisms of M. For the harmonic systems we are con-
sidering, a specic W -dynamical system arises as follows. Let be a state on W and
denote by (H , , ) the corresponding GNS representation. We will assume that
is both regular and t -invariant. Recall that is regular if and only if t  (W (tf ))
is continuous for all f D, and t -invariance means

(t (A)) = (A) for all A W. (3.7)

For the von Neumann algebra M, take the weak-closure of (W) in L(H ) and
let t be the weakly continuous, one parameter group of -automorphisms of M
obtained by lifting t to M. The latter step is possible since is t -invariant; see,
e.g., [3, Corollary 2.3.17].

3.3. LiebRobinson bounds for harmonic lattices


To prove the existence of the dynamics for anharmonic models, we use that the
unperturbed harmonic system satises a LiebRobinson bound. Such an estimate
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216 B. Nachtergaele et al.

depends directly on properties of and Tt . In fact, it is easy to calculate that


[t (W (f )), W (g)] = {W (Tt f ) W (g)W (Tt f )W (g)}W (g)
= {1 ei(Tt f,g) }W (Tt f )W (g), (3.8)
using the Weyl relations (3.4). For the examples we consider below, one can prove
that for every a > 0, there exist positive numbers ca and va for which
 ea|xy|
|(Tt f, g)| ca eva |t| |f (x)||g(y)| (3.9)
(1 + |x y|)d+1
x,yZd

holds for all t R and all f, g 2 (Zd ). In general, we will assume that the harmonic
dynamics satises an estimate of this type. Namely, we suppose that there exists a
number a0 > 0 for which given 0 < a a0 , there are numbers ca and va for which

|1 ei(Tt f,g) | ca eva |t| |f (x)||g(y)|Fa (d(x, y)) (3.10)
x,y

holds for all t R and all f, g 2 (). Here we describe the spatial decay in
through the functions Fa as introduced in Sec. 2. Since the Weyl operators are
unitary, the norm estimate

[t (W (f )), W (g)] ca eva |t| |f (x)||g(y)|Fa (d(x, y)), (3.11)
x,y

readily follows.

3.4. An important example


Using the example given below, we illustrate the general discussion above in terms
of a standard harmonic model dened over = Zd . We begin with a description of
some well-known calculations that are valid for these models when restricted to a
nite volume. This analysis motivates the denition of the harmonic dynamics in the
innite volume. We then demonstrate that this innite volume dynamics satises
a LiebRobinson bound. By representing this dynamics in a suitable state, the
relevant weak-continuity is readily veried. Interestingly, our analysis also applies
to the massless case of = 0, see below, and we discuss this briey. We end this
subsection with some nal comments.

3.4.1. Finite volume analysis


We consider a system of coupled harmonic oscillators restricted to a nite volume.
Specically on cubic subsets L = (L, L]d Zd , we analyze Hamiltonians of the
form
 
d
HLh = p2x + 2 qx2 + j (qx qx+ej )2 (3.12)
xL j=1
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On the Existence of the Dynamics 217

acting in the Hilbert space



HL = L2 (R, dqx ). (3.13)
xL

Here the quantities px and qx , which appear in (3.12) above, are the single site
momentum and position operators regarded as operators on the full Hilbert space
HL by setting

d
px = 1l 1l i 1l 1l and qx = 1l 1l q 1l 1l,
dq
(3.14)

i.e. these operators act non-trivially only in the xth factor of HL . These operators
satisfy the canonical commutation relations

[px , py ] = [qx , qy ] = 0 and [qx , py ] = ix,y , (3.15)

valid for all x, y L . In addition, {ej }dj=1 are the canonical basis vectors in
Zd , the numbers j 0 and 0 are the parameters of the system, and the
Hamiltonian is assumed to have periodic boundary conditions, in the sense that
qx+ej = qx(2L1)ej if x L but x + ej L . It is well-known that Hamiltonians
of this form can be diagonalized in Fourier space. We review this quickly to establish
some notation and refer the interested reader to [19] for more details.
Introducing the operators

1  1 
Qk = eikx qx and Pk = eikx px , (3.16)
|L | xL |L | xL

dened for each k L = { x


L : x L }, and setting



d
(k) = 2 + 4 j sin2 (kj /2), (3.17)
j=1

one nds that



HLh = (k)(2bk bk + 1) (3.18)
k
L

where the operators bk and bk satisfy



1 (k) 1 (k)
bk = Pk i Qk and bk = Pk + i Qk . (3.19)
2(k) 2 2(k) 2

In this sense, we regard the Hamiltonian HLh as diagonalizable.


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218 B. Nachtergaele et al.

Using the above diagonalization, one can determine the action of the dynamics
corresponding to HLh on the Weyl algebra W(2 (L )). In fact, by setting
 

W (f ) = exp i (Re[f (x)]qx + Im[f (x)]px ) , (3.20)
xL

for each f 2 (L ), it is easy to verify that (3.3) and (3.4) hold with (f, g) =
Im[
f, g ]. It is convenient to express these Weyl operators in terms of annihilation
and creation operators, i.e.
1 1
ax = (qx + ipx ) and ax = (qx ipx ), (3.21)
2 2
which satisfy

[ax , ay ] = [ax , ay ] = 0 and [ax , ay ] = x,y for all x, y L . (3.22)

One nds that


 
i
W (f ) = exp (a(f ) + a (f )) , (3.23)
2
where, for each f 2 (L ), we have set
 
a(f ) = f (x)ax , a (f ) = f (x)ax . (3.24)
xL xL

Now, the dynamics corresponding to HLh , which we denote by tL , is trivial with


respect to the diagonalizing variables, i.e.

tL (bk ) = e2i(k)t bk and tL (bk ) = e2i(k)t bk , (3.25)

where bk and bk are as dened in (3.19). Hence, if we further introduce


1  1 
bx = eikx bk and bx = eikx bk , (3.26)
|L | k |L | k
L L

for each x L and, analogously to (3.24), dene


 
b(f ) = f (x)bx , b (f ) = f (x)bx , (3.27)
xL xL

for each f 2 (L ), then one has that

tL (b(f )) = b([F 1 Mt F ]f ), (3.28)

where F is the unitary Fourier transform on 2 (L ) and Mt is the operator of


multiplication by e2i(k)t in Fourier space with (k) as in (3.17). We need only
determine the relation between the as and the bs.
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On the Existence of the Dynamics 219

A short calculation shows that there exists a linear mapping U : 2 (L )


 (L ) and an anti-linear mapping V : 2 (L ) 2 (L ) for which
2

b(f ) = a(U f ) + a (V f ), (3.29)

a relation know in the literature as a Bogoliubov transformation [13]. In fact, one


has that
i 1 i 1
U= F M+ F and V = F M F J (3.30)
2 2
where J is complex conjugation and M is the operator of multiplication by
1
(k) = (k), (3.31)
(k)

with (k) as in (3.17). Using the fact that is real valued and even, it is easy to
check that

U U V V = 1l = U U V V (3.32)

and

V U U V = 0 = V U U V (3.33)

where we stress that V is the adjoint of the anti-linear mapping V . The relation
(3.29) is invertible, in fact,

a(f ) = b(U f ) b (V f ), (3.34)

and therefore
 
i
W (f ) = exp (b((U V )f ) + b ((U V )f )) . (3.35)
2
Clearly then,

t (W (f )) = W (Tt f ), (3.36)

where the mapping Tt is given by

Tt = (U + V )F 1 Mt F (U V ), (3.37)

and we have used (3.28).

3.4.2. Infinite volume dynamics


It is now clear how to dene the innite volume harmonic dynamics. Consider a
subspace D 2 (Zd ) and dene W(D) as above with (f, g) = Im[
f, g ]. First,
assume > 0, take : [, )d R as in (3.17), and set U and V as in (3.30) with
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220 B. Nachtergaele et al.

(3.31). If > 0, both U and V are bounded transformations on 2 (Zd ). We will


treat the case = 0 by a limiting argument. The mapping Tt dened by setting
Tt = (U + V )F 1 Mt F (U V ), (3.38)

is well-dened on 2 (Zd ). To dene the dynamics on W(D) we will need to choose


subspaces D that are Tt invariant. On such D, Tt is clearly real-linear. With (3.32)
and (3.33), one can easily verify the group properties T0 = 1l, Ts+t = Ts Tt , and
Im[
Tt f, Tt g ] = Im[
f, g ], (3.39)

i.e. Tt is sympletic in the sense of (3.6). Using [4, Theorem 5.2.8], there is a unique
one-parameter group of -automorphisms on W(D), which we will denote by t ,
that satises

t (W (f )) = W (Tt f ) for all f D. (3.40)


This denes the harmonic dynamics on W(D).
Here it is important that Tt : D D. As was demonstrated in [19], the mapping
Tt can be expressed as a convolution. In fact,
   
(0) i (1) (1) i (1) (1)
Tt f = f Ht + (Ht + Ht ) + f (H Ht ) . (3.41)
2 2 t
where
 
(1) 1 1 i(kx2(k)t)
Ht (x) = Im e dk ,
(2)d (k)
 
(0) 1 i(kx2(k)t)
Ht (x) = Re e dk , (3.42)
(2)d
 
(1) 1 i(kx2(k)t)
Ht (x) = Im (k)e dk .
(2)d
Using analysis similar to what is proven in [19], the following result holds.

Lemma 3.1. Consider the functions defined in (3.42). For 0, 1 , . . . , d 0,


d
but such that c, = ( 2 + 4 j=1 j )1/2 > 0, and any > 0, the bounds
(0) 2 (/2)+1
|Ht (x)| e(|x|c, max( ,e )|t|)

(1) 2 (/2)+1
(|x|c, max( ,e )|t|)
|Ht (x)| c1
, e
(3.43)
(1) 2 (/2)+1
|Ht (x)| c, e/2 e(|x|c, max( ,e )|t|)

d
hold for all t R and x Zd . Here |x| = j=1 |xi |.
Given the estimates in Lemma 3.1, Eq. (3.41) and Youngs inequality imply that
Tt can be dened as a transformation of p (Zd ), for p 1. However, the symplectic
form limits us to consider D = p (Zd ) with 1 p 2.
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On the Existence of the Dynamics 221

The following bound now readily follows:


|Im
Tt f, g | (1 + 2e/2 c, + 2c1
, )
 2 (/2)+1
|f (x)||g(y)|e(|x|c, max( ,e )|t|)
. (3.44)
x,y

This implies an estimate of the form (3.9), and hence a LiebRobinson bound as
in (3.11).
A simple corollary of Lemma 3.1 follows.

Corollary 3.2. Consider the functions defined in (3.42). For 0, 1 , . . . , d 0,


d
but with c, = ( 2 + 4 j=1 j )1/2 > 0, take  1 to be the 1 -norm. One has that

(0)
Ht 0  1 0 as t 0, (3.45)
and
(m)
Ht 1 0 as t 0, for m {1, 1}. (3.46)
(m)
Proof. The estimates in Lemma 3.1 imply that the functions Ht are bounded
by exponentially decaying functions (in |x|). These estimates are uniform for t in
compact sets, e.g., t [1, 1], and therefore dominated convergence applies. It is
(0) (m)
clear that H0 (x) = 0 (x) while H0 (x) = 0 for m {1, 1}. This proves the
corollary.

3.4.3. Representing the dynamics


The innite-volume ground state of the model (3.12) is the vacuum state for the
b-operators, as can be seen from (3.18). This state is dened on W(D) by

1
V )f 2
(W (f )) = e 4 (U (3.47)
By standard arguments this denes a state on W(D) [4]. Using (3.38), (3.32) and
(3.33), one readily veries that is t -invariant. is regular by observation. The
weak continuity of the dynamics in the GNS-representation of will follow from
the continuity of the functions of the form
t  (W (g1 )W (Tt f )W (g2 )), for g1 , g2 , f D. (3.48)
When > 0, this continuity can be easily observed from the following expression:
(W (g1 )W (Tt f )W (g2 )) = ei(g1 ,g2 )/2 ei(Tt f,g2 g1 )/2

V )(g1 +g2 +Tt f ) 2 /4
e (U . (3.49)
Note that Tt is dierentiable with bounded derivative and that both U and V are
bounded. This establishes the continuity in the case that > 0.
As discussed in the introduction of the section, the W -dynamical system is
now dened by considering the GNS representation of . This yields a von
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222 B. Nachtergaele et al.

Neumann algebra M = (W(D)). The invariance of implies that the dynamics


is implementable by unitaries Ut , i.e.
(t (W (f ))) = Ut (W (f ))Ut . (3.50)
Using Ut , the dynamics can be extended to M. As a consequence of (3.48), this
extended dynamics is weakly continuous.

3.4.4. The case of = 0


We now discuss the case = 0. Here, the maps Tt are dened using the convolution
formula (3.41). By Lemma 3.1, Tt is well-dened as a transformation of p (Zd ), for
1 p 2. Both the group property of Tt and the invariance of the symplectic
form follow in the limit 0 by dominated convergence which is justied by
Lemma 3.1. This demonstrates that the dynamics is well dened.
We represent the dynamics in a state dened by (3.47), but with the under-
standing that (U V )f  may take on the value +, in which case (W (f )) = 0.
is still clearly regular. It remains to show that the dynamics is weakly continuous.
Observe that
 
(0) i (1) (1)
Tt f f = f (Ht 0 ) f (H + Ht )
2 t
 
i (1) (1)
+f (H Ht ) , (3.51)
2 t
follows from (3.41). Using Youngs inequality and Corollary 3.2, it is clear that
Tt f f  0 as t 0 for any f p (Zd ) with 1 p 2. A calculation shows
that
(0) (1) (1)
(U V )(Tt f f ) = F1 (Ht 0 ) F2 Ht iF3 Ht , (3.52)
where
F1 = F 1 M F Im[f ] iF 1 M 1/2 F Re[f ],
(3.53)
F2 = F 1 M F Re[f ] and F3 = F 1 M 1/2 F Im[f ].
A similar argument to what is given above now implies that (U V )(Tt f f )
0 as t 0, for any f D0 , where
D0 = {f 2 (Zd ) : F 1 M 1/2 F Re[f ] 2 (Zd )}. (3.54)
(1)
No additional assumption on Im[f ] is necessary since F3 is convolved with Ht .
Given the form of (3.49), this suces to prove weak continuity. In fact, one can
check that Tt leaves D0 invariant and that if f D0 , then (U V )Tt f 2 (Zd )
for all t R. This establishes weak continuity of the dynamics, dened on W(D0 ).

Remark 3.3. We observe that, when = 0, the nite volume Hamiltonian HLh
(3.12) is translation invariant and commutes with the total momentum operator P0
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On the Existence of the Dynamics 223

(see (3.16)). In fact, HLh can be written as



HLh = P02 + Pk Pk + 2 (k)Qk Qk
k
L \{0}

= P02 + (k)(2bk bk + 1)
k
L \{0}

where we used the notation (3.16) and, for k = 0, we introduced the operators bk , bk
as in (3.19). In this case, the operator HLh does not have eigenvectors: its spectrum is
purely continuous. By a unitary transformation, the Hilbert space HL (see (3.13))
can be mapped into the space L2 (R, dP0 ; Hb ) of square integrable functions of
P0 R, with values in Hb . Here, Hb denotes the Fock space generated by all creation
and annihilation operators bk , bk with k = 0. It is then easy to construct vectors
which minimize the energy by a given distribution of the total momentum: for an
arbitrary (complex valued) f L2 (R) with f  = 1, we dene f L2 (R, dP0 ; Hb )
by setting f (P0 ) = f (P0 ) (where is the Fock vacuum in Hb ). These vectors
are not invariant with respect to the time evolution. It is simple to check that the
2
odinger evolution of f is given by eiHL t f = ft with ft (P0 ) = eitP0 f (P0 )
h
Schr
is the free evolution of f . In particular, for = 0, HLh does not have a ground state
in the traditional sense of an eigenvector. For this reason, when = 0, it is not
a priori clear what the natural choice of state should be. As is discussed above, one
possibility is to consider rst = 0 and then take the limit 0. This yields a
ground state for the innite system with vanishing center of mass momentum of
the oscillators. By considering non-zero values for the center of mass momentum,
one can also dene other states with similar properties.

3.4.5. Some final comments


The analysis in the following sections and our main result is not limited to the
class of examples we discussed above. For example, harmonic systems dened on
more general graphs, such as the ones considered in [6, 7] can also be treated. Also
note that our choice of time-invariant state, while natural, is by no means the only
possible state. Instead of the vacuum state dened in (3.47), equilibrium states at
positive temperatures could be used in exactly the same way. It would also make
sense to study the convergence of the equilibrium or ground states for the perturbed
dynamics and to consider the dynamics in the representation of the limiting innite-
system state, but we have not studied this situation and will not discuss it in this
paper.

4. Perturbing the Harmonic Dynamics


In this section, we will discuss nite volume perturbations of the innite volume
harmonic dynamics which we dened in Sec. 3. To begin, we recall a fundamental
result about perturbations of quantum dynamics dened by adding a bounded term
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224 B. Nachtergaele et al.

to the generator. This is a version of what is usually known as the Dyson or Duhamel
expansion. The following statement summarizes [4, Proposition 5.4.1].

Proposition 4.1. Let {M, t } be a W -dynamical system and let denote the
infinitesimal generator of t . Given any P = P M, set P to be the bounded
derivation with domain D(P ) = M satisfying P (A) = i[P, A] for all A M. It
follows that + P generates a one-parameter group of -automorphisms P of M
which is the unique solution of the integral equation
 t
P
t (A) = t (A) + i P
s ([P, ts (A)]) ds. (4.1)
0
In addition, the estimate
|t| P
P
t (A) t (A) (e 1)A (4.2)
holds for all t R and A M.
Since the initial dynamics t is assumed weakly continuous, the norm estimate
(4.2) can be used to show that the perturbed dynamics is also weakly continuous.
Hence, for each P = P M the pair {M, P
t } is also a W -dynamical system.
P1 +P2
Thus, if Pi = Pi M for i = 1, 2, then one can dene t iteratively.

4.1. A LiebRobinson bound for on-site perturbations


In this section, we will consider perturbations of the harmonic dynamics dened in
Sec. 3. Recall that our general assumptions for the harmonic dynamics on are as
follows.
We assume that the harmonic dynamics, t0 , is dened on a Weyl algebra W(D)
where D is a subspace of 2 (). In fact, we assume there exists a group Tt of
real-linear transformations which leave D invariant and satisfy
t0 (W (f )) = W (Tt f ) for all f D. (4.3)
In addition, we assume that this harmonic dynamics satises a LiebRobinson
bound. Specically, we suppose that there exists a number a0 > 0 for which given
any 0 < a a0 , there are positive numbers ca and va for which

|1 ei(Tt f,g) | ca eva |t| |f (x)||g(y)|Fa (d(x, y)) (4.4)
x,y

here the spatial decay in is described by the function Fa as introduced in Sec. 2.


As we discussed in Sec. 3, the estimate (4.4) immediately implies the LiebRobinson
bound

[t0 (W (f )), W (g)] ca eva |t| |f (x)||g(y)|Fa (d(x, y)). (4.5)
x,y

Finally, we assume that we have represented this harmonic dynamics in a regular


and t0 -invariant state for which the pair {M, t0 }, with M = (W(D)), is a
W -dynamical system.
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On the Existence of the Dynamics 225

Our rst estimate involves perturbations dened as nite sums of on-site terms.
More specically, the perturbations we consider are dened as follows.
To each site x , we will associate a nite measure x on C, and an element
Px W(D) which has the form

Px = W (zx )x (dz). (4.6)
C

We require that each x is even, i.e. invariant under z  z, to ensure self-


adjointness, i.e. Px = Px . Our LiebRobinson bounds hold under the additional
assumption that the second moment is uniformly bounded, i.e.

sup |z|2 |x |(dz) < . (4.7)
x C

We use Proposition 4.1 to dene the perturbed dynamics. Fix a nite set .
Set

P = Px , (4.8)
x

()
and note that (P ) = P W(D). We will denote by t the dynamics that
results from applying Proposition 4.1 to the W -dynamical system {M, t0 } and P .
Before we begin the proof of our estimate, we discuss two examples.
Example 1. Let x be supported on [, ) and absolutely continuous with respect
to Lebesgue measure, i.e. x (dz) = vx (z) dz. If vx is in L2 ([, )), then Px is
proportional to an operator of multiplication by the inverse Fourier transform of
vx . Moreover, since the support of x is real, Px corresponds to multiplication by
a function depending only on qx .
Example 2. Let x have nite support, e.g., take supp(x ) = {z, z} for some
number z = + i C. Then
Px = W (zx ) + W (zx ) = 2 cos(qx + px ). (4.9)

We now state our rst result.

Theorem 4.2. Let t0 be a harmonic dynamics defined on as described above.


Suppose that

= sup |z|2 |x |(dz) < , (4.10)
x C
()
and define the perturbed dynamics t as indicated above. For every 0 < a a0 ,
there exist positive numbers ca and va for which the estimate
()

[t (W (f )), W (g)] ca e(va +ca Ca )|t| |f (x)||g(y)|Fa (d(x, y)) (4.11)
x,y

holds for all t R and for any functions f, g D.


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226 B. Nachtergaele et al.

Here the numbers ca and va are as in (4.4), whereas Ca is the convolution


constant as dened in (2.2) with respect to the function Fa .

Proof. Fix t > 0 and dene the function t : [0, t] W(D) by setting

t (s) = [s() (ts


0
(W (f ))), W (g)]. (4.12)

It is clear that t interpolates between the commutator associated with the original
()
harmonic dynamics, t0 at s = 0, and that of the perturbed dynamics, t at s = t.
A calculation shows that
d 
t (s) = i [s() ([Px , W (Tts f )]), W (g)], (4.13)
ds
x

where dierentiability is guaranteed by the results of Proposition 4.1. The inner


commutator can be expressed as

[Px , W (Tts f )] = [W (zx ), W (Tts f )]x (dz)
C

= W (Tts f )Lts;x (f ), (4.14)

where

Lts;x (f ) = Lts;x (f ) = W (zx ){ei(Tts f,zx ) 1}x (dz) W(D). (4.15)
C

Thus t satises
d 
t (s) = i t (s)s() (Lts;x (f ))
ds
x

+i s() (W (Tts f ))[s() (Lts;x (f )), W (g)]. (4.16)
x

The rst term above is norm preserving. In fact, dene a unitary evolution Ut ()
by setting
d 
Ut (s) = i s() (Lts;x (f ))Ut (s) with Ut (0) = 1l. (4.17)
ds
x

It is easy to see that


d 
(t (s)Ut (s)) = i s() (W (Tts f ))[s() (Lts;x (f )), W (g)]Ut (s), (4.18)
ds
x

and therefore,
 t
t (t)Ut (t) = t (0) + i s() (W (Tts f ))[s() (Lts;x (f )), W (g)]Ut (s) ds.
x 0

(4.19)
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On the Existence of the Dynamics 227

Estimating in norm, we nd that


()
[t (W (f )), W (g)] [t0 (W (f )), W (g)]
 t
+ [s() (Lts;x (f )), W (g)] ds. (4.20)
x 0

Moreover, using (4.15) and the bound (4.4), it is clear that



[s() (Lts;x (f )), W (g)] ca eva (ts) |f (x )|Fa (d(x, x ))
x

|z|[s() (W (zx )), W (g)]|x |(dz) (4.21)
C
holds. Combining (4.21), (4.20), and (4.5), we have proven that
()

[t (W (f )), W (g)] ca eva t |f (x)||g(y)|Fa (d(x, y))
x,y

   t
+ ca |f (x )| Fa (d(x, x )) eva (ts)
x x 0

|z|[s() (W (zx )), W (g)]|x |(dz) ds. (4.22)
C
Following the iteration scheme applied in [19], one arrives at (4.11) as claimed.

4.2. Multiple site anharmonicities


In this section, we will prove that LiebRobinson bounds, similar to those in Theo-
rem 4.2, also hold for perturbations involving short range interactions. We introduce
these as follows.
For each nite subset X , we associate a nite measure X on CX and an
element PX W(D) with the form

PX = W (z X )X (dz), (4.23)
CX

where, for each z C , the function z X : C is given by


X

 zx if x X,
(z X )(x) = zx x (x) = (4.24)
x X
0 otherwise.
We will again require that X is invariant with respect to z  z, and hence, PX
is self-adjoint. In analogy to (4.8), for any nite subset , we will set

P = PX , (4.25)
X
()
where the sum is over all subsets of . Here we will again let t denote the dynam-
ics resulting from Proposition 4.1 applied to the W -dynamical system {M, t0 } and
the perturbation P dened by (4.25).
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228 B. Nachtergaele et al.

The main assumption on these multi-site perturbations follows. There exists a


number a1 > 0 such that for all 0 < a a1 , there is a number a > 0 for which
given any pair x1 , x2 ,
 
|zx1 ||zx2 ||X |(dz) a Fa (d(x1 , x2 )). (4.26)
X: CX
x1 ,x2 X

Theorem 4.3. Let t0 be a harmonic dynamics defined on . Assume that (4.26)


()
holds, and that t denotes the corresponding perturbed dynamics. For every 0 <
a min(a0 , a1 ), there exist positive numbers ca and va for which the estimate
() 2 
[t (W (f )), W (g)] ca e(va +ca a Ca )|t| |f (x)||g(y)|Fa (d(x, y)) (4.27)
x,y

holds for all t R and for any functions f, g D.

The proof of this result closely follows that of Theorem 4.2, and so we only
comment on the dierences.

Proof. For f, g D and t > 0, dene t : [0, t] W(D) as in (4.12). The


derivative calculation beginning with (4.13) proceeds as before. Here

Lts;X (f ) = W (z X ){ei(Tts f,zX ) 1}X (dz), (4.28)
CX

is also self-adjoint. The norm estimate


()
[t (W (f )), W (g)] [t0 (W (f )), W (g)]
 t
+ [s() (Lts;X (f )), W (g)] ds, (4.29)
X 0

holds similarly. With (4.28), it is easy to see that the integrand in (4.29) is
bounded by
  
ca eva (ts) |f (x)| Fa (d(x, x )) |zx ||[s() (W (z X )), W (g)]|X |(dz),
x x X CX

(4.30)

the analogue of (4.21), for 0 < a a0 . Moreover, if 0 < a min(a0 , a1 ), then


()
[t (W (f )), W (g)]
   
ca eva t |f (x)||g(y)|Fa (d(x, y)) + ca |f (x)| Fa (d(x, x ))
x,y x X x X
 t 
eva (ts) |zx |[s() (W (z X )), W (g)]|X |(dz)ds. (4.31)
0 CX
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On the Existence of the Dynamics 229

The estimate claimed in (4.27) follows by iteration. In fact, the rst term in the
iteration is bounded by
  
ca |f (x)| Fa (d(x, x1 ))
x X x1 X
   
t  
va (ts)
e |zx1 | ca e va s
|zx2 ||g(y)|Fa (d(x2 , y))
0 CX x2 X y

|X |(dz) ds
 
ca t ca eva t |f (x)||g(y)| Fa (d(x, x1 ))Fa (d(x2 , y))
x,y x1 ,x2
 
|zx1 ||zx2 ||X |(dz)
X: CX
x1 ,x2 X
 
a ca t ca eva t |f (x)||g(y)| Fa (d(x, x1 ))Fa (d(x1 , x2 ))Fa (d(x2 , y))
x,y x1 ,x2

a Ca2 ca t ca eva t |f (x)||g(y)|Fa (d(x, y)). (4.32)
x,y

The higher order iterates are treated similarly.

5. Existence of the Dynamics


In this section, we demonstrate that the nite volume dynamics analyzed in the
previous section converge to a limiting dynamics as the volume on which the
perturbation is dened tends to . We state this as Theorem 5.1 below.

Theorem 5.1. Let t0 be a harmonic dynamics defined on W(1 ()) as described


in Sec. 4.1. Let {n } denote a non-decreasing, exhaustive sequence of finite subsets
of . Consider a family of perturbations P n as defined in (4.25) and (4.23) which
satisfy (4.26). Suppose in addition that
 
M = sup |zx ||X |(dz) < . (5.1)
x X: CX
xX

Then, for each f 1 () and t R fixed, the limit


( )
lim n (W (f )) (5.2)
n t

exists in norm. The limiting dynamics, which we denote by t , is weakly continuous.

It is important to note that since the estimates in Theorem 4.3 are independent
of , the limiting dynamics also satises a LiebRobinson bound as in (4.27). We
now prove Theorem 5.1.
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230 B. Nachtergaele et al.

Proof. Fix a Weyl operator W (f ) with f 1 (). Let T > 0 and take m n.
Iteratively applying Proposition 4.1, we have that
 t
( ) ( ) ( )
t n (W (f )) = t m (W (f )) + i s(n ) ([P n \m , tsm (W (f ))]) ds, (5.3)
0

for all T t T . The bound


( )
[P n \m , tsm (W (f ))]
 
( )
[W (z X ), tsm (W (f ))]|X |(dz)
Xn : CX
Xn \m =
   
2
ca e(va +ca a Ca )(ts) |f (x)| Fa (d(x, y)) |zy ||X |(dz)
x Xn : yX CX
Xn \m =
   
(va +ca a Ca2 )(ts)
ca e |f (x)| Fa (d(x, y)) |zy ||X |(dz)
x yn \m X: CX
yX
2  
M ca e(va +ca a Ca )(ts) |f (x)| Fa (d(x, y)) (5.4)
x yn \m

follows readily from Theorem 4.3 and assumption (5.1). For f 1 () and xed
t, the upper estimate above goes to zero as n, m . In fact, the convergence is
uniform for t [T, T ]. This proves (5.2).
By an /3 argument, similar to what is done at the end of Sec. 2, weak continuity
follows since we know it holds for the nite volume dynamics. This completes the
proof of Theorem 5.1.

Acknowledgments
The work reported in this paper was supported by the National Science Foundation:
B.N. under Grants #DMS-0605342 and #DMS-0757581, R.S. under Grant #DMS-
0757424, and S.S. under Grant #DMS-0757327 and #DMS-0706927. The authors
would also like to acknowledge the hospitality of the Department of Mathematics
at U.C. Davis where a part of this work was completed.

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April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395

Reviews in Mathematical Physics


Vol. 22, No. 3 (2010) 233303

c World Scientic Publishing Company
DOI: 10.1142/S0129055X10003953

EFFECT OF A LOCALLY REPULSIVE INTERACTION


ON s-WAVE SUPERCONDUCTORS

J.-B. BRU and W. DE SIQUEIRA PEDRA


Departamento de Matem aticas,
Facultad de Ciencia y Tecnologa Universidad del Pas Vasco,
Apartado 644, 48080 Bilbao, Spain
and
IKERBASQUE, Basque Foundation for Science,
48011, Bilbao, Spain
jeanbernard bru@ehu.es
jb.bru@ikerbasque.org
Institutf
ur Mathematik, Universit
at Mainz,
Staudingerweg 9, 55099 Mainz, Germany
pedra@mathematik.uni-mainz.de

Received 23 September 2009


Revised 22 February 2010

The thermodynamic impact of the Coulomb repulsion on s-wave superconductors is


analyzed via a rigorous study of equilibrium and ground states of the strong coupling
BCS-Hubbard Hamiltonian. We show that the one-site electron repulsion can favor
superconductivity at xed chemical potential by increasing the critical temperature
and/or the Cooper pair condensate density. If the one-site repulsion is not too large, a
rst or a second order superconducting phase transition can appear at low temperatures.
The Meiner eect is shown to be rather generic but coexistence of superconducting and
ferromagnetic phases is also shown to be feasible, for instance, near half-lling and at
strong repulsion. Our proof of a superconductor-Mott insulator phase transition implies
a rigorous explanation of the necessity of doping insulators to create superconductors.
These mathematical results are consequences of quantum large deviation arguments
combined with an adaptation of the proof of Strmers theorem [1] to even states on the
CAR algebra.

Keywords: Superconductivity; s-wave; Coulomb interaction; Hubbard model; Meiner


eect; Mott insulators; equilibrium states; Strmers theorem.

Mathematics Subject Classication 2010: 82B20, 82D55

Contents

1. Introduction 234
2. Grand-Canonical Pressure and Gap Equation 241

233
April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395

234 J.-B. Bru & W. de Siqueira Pedra

3. Phase Diagram at Fixed Chemical Potential 244


3.1. Existence of a s-wave superconducting phase transition . . . . . . . . 245
3.2. Electron density per site and electron-hole symmetry . . . . . . . . . 249
3.3. Superconductivity versus magnetization: Meiner eect . . . . . . . 250
3.4. Coulomb correlation density . . . . . . . . . . . . . . . . . . . . . . . 252
3.5. Superconductor-Mott insulator phase transition . . . . . . . . . . . . 255
3.6. Mean-energy per site and the specic heat . . . . . . . . . . . . . . . 257
4. Phase Diagram at Fixed Electron Density per Site 260
4.1. Thermodynamics away from any critical point . . . . . . . . . . . . . 260
4.2. Coexistence of ferromagnetic and superconducting phases . . . . . . 262

5. Concluding Remarks 266

6. Mathematical Foundations of the Thermodynamic Results 268


6.1. Thermodynamic limit of the pressure: Proof of Theorem 2.1 . . . . . 269
6.2. Equilibrium and ground states of the strong coupling
BCS-Hubbard model . . . . . . . . . . . . . . . . . . . . . . . . . . . 279
7. Analysis of the Variational Problem 292

Appendix. Griths Arguments 298

1. Introduction
Since the discovery of mercury superconductivity in 1911 by the Dutch physicist
Onnes, the study of superconductors has continued to intensify, see, e.g., [2]. Since
that discovery, a signicant amount of superconducting materials has been found.
This includes usual metals, like lead, aluminum, zinc or platinum, magnetic materi-
als, heavy-fermion systems, organic compounds and ceramics. A complete descrip-
tion of their thermodynamic properties is an entire subject by itself, see [24] and
references therein. In addition to zero-resistivity and many other complex phe-
nomena, superconductors manifest the celebrated Meiner or MeinerOchsenfeld
eect, i.e. they can become perfectly diamagnetic. The highesta critical tempera-
ture for superconductivity obtained nowadays is between 100 and 200 Kelvin via
doped copper oxides, which are originally insulators. In contrast to most supercon-
ductors, note that superconduction in magnetic superconductors only exists on a
nite range of non-zero temperatures.
Theoretical foundations of superconductivity go back to the celebrated BCS
theory appeared in the late fties (1957) which explains conventional type I

a In January 2008, a critical temperature over 180 Kelvin was reported in a Pb-doped copper oxide.
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Eect of a Locally Repulsive Interaction on s-Wave Superconductors 235

superconductors. This theory is based on the so-called (reduced) BCS Hamiltonian



HBCS
:= ak, a
(k )( k, a
k, + a k, )
k

1 
+ k, a
k,k a k, a
k , a
k , (1.1)
|| 
k,k

dened in a cubic box R3 of volume ||. Here is the dual group of seen as a
torus (periodic boundary condition) and the operator ak,s respectively ak,s creates
respectively annihilates a fermion with spin s {, } and momentum k .
The function k represents the kinetic energy, the real number is the chemical
potential and k,k is the BCS coupling function. The choice k,k = < 0 is often
used in the Physics literature and the case k = 0 is known as the strong coupling
limit of the BCS model.
The lattice approximation of the BCS Hamiltonian amounts to replace the box
R3 by Z3 (or, more generally, by Zd1 ) and the strong coupling
limit of the reduced BCS model is in this case known as the strong coupling (with
k,k = ) BCS model.b The assumptions k = 0 and k,k = are of interest,
because in this case the BCS Hamiltonian can be explicitly diagonalized. The exact
solution of the strong coupling BCS model is well-known since the sixties [6, 7].
This model is in a sense unrealistic: among other things, its representation of the
kinetic energy of electrons is rather poor. Nevertheless, it became popular because
it displays most of basic properties of real conventional type I superconductors.
See, e.g., [8, Chap. VII, Sec. 4]. Even though the analysis of the thermodynamics of
the BCS Hamiltonian was rigorously performed in the eighties [9, 10] (see also the
innovating work of Bernadskii and Minlos in 1972 [11]), generalizations of the strong
coupling approximation of the BCS model are still subject of research. For instance,
strong coupling-BCS-type models with superconducting phases at arbitrarily high
temperatures are treated in [12].
In fact, a general theory of superconductivity is still a subject of debate, espe-
cially for high-Tc superconductors. An important phenomenon ignored in the BCS
theory is the Coulomb interaction between electrons or holes, which can imply
strong correlations, for instance in high-Tc superconductors. To study these cor-
relations, most of theoretical methods, inspired by Beliaev [5], use perturbation
theory or renormalization group derived from the diagram approach of Quantum
Field Theory. However, even if these approaches have been successful in explaining
many physical properties of superconductors [3, 4], only few rigorous results exist
on superconductivity.
For instance, the eect of the Coulomb interaction on superconductivity is not
rigorously known. This problem was of course adressed in theoretical Physics right
after the emergence of the Frohlich model and the BCS theory, see, e.g., [13].

b See also (1.2) with = 0 and h = 0.


April 20, 2010 14:17 WSPC/S0129-055X 148-RMP J070-00395

236 J.-B. Bru & W. de Siqueira Pedra

In particular, the authors explain in [13, Chap. VI], by means of diagrammatic


pertubation theory, that the eect of the Coulomb interaction on the Fr ohlich
model should be to lower the critical temperature of the superconducting phase
by lowering the electron density. We rigorously show that this phenomenology is
only true for our model in a specic region of parameters.
Indeed, the aim of the present paper is to understand the possible thermo-
dynamic impact of the Coulomb repulsion in the strong coupling approximation.
More precisely, we study the thermodynamic properties of the strong coupling BCS-
Hubbard model dened in the boxc N := {Z[L, L]}d1 of volume |N | = N 2
by the Hamiltonian
 
HN := (nx, + nx, ) h (nx, nx, )
xN xN
 
+ 2 nx, nx, ax, ax, ay, ay, (1.2)
N
xN x,yN

for real parameters , h, , and 0. The operator ax,s respectively ax,s creates
respectively annihilates a fermion with spin s {, } at lattice position x Zd
whereas nx,s := ax,s ax,s is the particle number operator at position x and spin s.
The rst term of the right-hand side of (1.2) represents the strong coupling limit
of the kinetic energy, with being the chemical potential of the system. Note that
this strong coupling limit explained above for the BCS Hamiltonian is also
called atomic limit in the context of the Hubbard model, see, e.g., [14, 15]. The
second term in the right-hand side of (1.2) corresponds to the interaction between
spins and the magnetic eld h. The one-site interaction with coupling constant
represents the (screened) Coulomb repulsion as in the celebrated Hubbard model.
So, the parameter should be taken as a positive number but our results are also
valid for any real . The last term is the BCS interaction written in the x-space
since
 
ax, ax, ay, ay, = a
k, a
k, a
q, a
q, , (1.3)
N N
x,yN k,qN

with N being the reciprocal lattice of quasi-momenta and where a q,s is the cor-
responding annihilation operator for s {, }. Observe that the thermodynamics
of the model for = 0 can easily be computed. Therefore, we restrict the analy-
sis to the case > 0. Note also that the homogeneous BCS interaction (1.3) can
imply a superconducting phase and the mediator implying this eective interaction
does not matter here, i.e. it could be due to phonons, as in conventional type I
superconductors, or anything else.
We show that the one-site repulsion suppresses superconductivity for large
0. In particular, the repulsive term in (1.2) cannot imply any superconducting
state if = 0. However, the rst elementary but nonetheless important property

c Without loss of generality, we choose N such that L := (N 1/d 1)/2 N.


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Eect of a Locally Repulsive Interaction on s-Wave Superconductors 237

of this model is that the presence of an electron repulsion is not incompatible with
superconductivity if || and (+|h|) are not too big as compared to the coupling
constant of the BCS interaction. In this case, the superconducting phase appears
at low temperatures as either a rst order or a second order phase transition.
More surprisingly, the one-site repulsion can even favor superconductivity at xed
chemical potential by increasing the critical temperature and/or the Cooper pair
condensate density. This contradicts the naive guess that any one-site repulsion
between electron pairs should at least reduce the formation of Cooper pairs. It is
however important to mention that the physical behavior described by the model
depends on which parameter, or , is xed. (It does not mean that the canonical
and grand-canonical ensembles are not equivalent for this model.) Indeed, we also
analyze the thermodynamic properties at xed electron density per site in the
grand-canonical ensemble, as it is done for the perfect Bose gas in the proof of
BoseEinstein condensation. The analysis of the thermodynamics of the strong
coupling BCS-Hubbard model is performed in details. In particular, we prove that
the Meiner eect is rather generic but also that the coexistence of superconducting
and ferromagnetic phases is possible (as in the VonsovkiiZener model [16, 17]), for
instance at large > 0 and densities near half-lling. The later situation is related to
a superconductor-Mott insulator phase transition. This transition gives furthermore
a rigorous explanation of the need of doping insulators to obtain superconductors.
Indeed, at large enough coupling constant , the superconductor-Mott insulator
phase transition corresponds to the breakdown of superconductivity together with
the appearance of a gap in the chemical potential as soon as the electron density
per site becomes an integer, i.e. 0, 1 or 2. If the system has an electron density
per site equal to 1 without being superconductor, then any non-zero magnetic eld
h = 0 implies a ferromagnetic phase.
Note that the present setting is still too simplied with respect to real super-
conductors. For instance, the anti-ferromagnetic phase or the presence of vortices,
which can appear in (type II) high-Tc superconductors [3,4], are not modeled. How-
ever, the