Nucl - Phys.B v.662

Nuclear Physics B 662 (2003) 339
www.elsevier.com/locate/npe
Supersymmetric Gdel Universes in string theory

Troels Harmark, Tadashi Takayanagi
Jefferson Physical Laboratory, Harvard University, Cambridge, MA 02138, USA
Received 3 March 2003; accepted 15 April 2003
Abstract
Supersymmetric backgrounds in string and M-theory of the Gdel Universe type are studied.
We find several new Gdel Universes that preserve up to 20 supersymmetries. In particular, we
obtain an interesting Gdel Universe in M-theory with 18 supersymmetries which does not seem
to be dual to a pp-wave. We show that not only T-duality but also the type-IIA/M-theory S-duality
can give supersymmetric Gdel Universes from pp-waves. We find solutions that can interpolate
between Gdel Universes and pp-waves. We also compute the string spectrum on two type IIA
Gdel Universes. Furthermore, we obtain the spectrum of D-branes on a Gdel Universe and find
the supergravity solution for a D4-brane on a Gdel Universe.
2003 Elsevier Science B.V. All rights reserved.
PACS: 04.65.+e; 11.25.-w
1. Introduction
Many of the great breakthroughs in string theory in the past few years are tied to
studying string theory on supersymmetric backgrounds with RamondRamond fields.
Some of the most notable backgrounds include D-branes [1], AdS5 S 5 [2,3] and, more
recently, pp-waves with RamondRamond fluxes [46].
Recently, a new type of supersymmetric background with RamondRamond fluxes has
been found. In [7] an M-theory solution of the Gdel Universe type was found to preserve
20 supersymmetries.1 This solution has RamondRamond fluxes when compactified to
type IIA string theory. The fact that it is of the Gdel Universe type means that it
E-mail addresses: harmark@physics.harvard.edu (T. Harmark), takayana@wigner.harvard.edu
(T. Takayanagi).
1 Supersymmetric Gdel Universes in compactified string theory have been found in [8,9]. These solutions
are not Gdel Universes when uplifted to ten-dimensional string theory.
0550-3213/03/$ see front matter 2003 Elsevier Science B.V. All rights reserved.
doi:10.1016/S0550-3213(03)00349-3
T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339
has closed time-like curves. In [10], it was described that the principle of holography
perhaps can remedy the problem of closed time-like curves and protect the chronology in
Gdel Universe backgrounds. Furthermore, in [10], it was shown that the Gdel Universe
background of [7] is T-dual to a pp-wave.2 This discovery gives a reason for the otherwise
mysterious existence of supersymmetric Gdel Universes in that we can connect them to
already known solutions of string theory.
Originally the Gdel Universe [12] (see [13] for an excellent review) is defined as
a pressure-free perfect fluid solution in General Relativity with negative cosmological
constant. The four-dimensional metric in polar coordinates is given by

ds 2 = dt 2 + d 2 + sinh2 1 sinh2 d 2 2 2 sinh2 dt d + dz2 .
(1.1)
We see that we have closed time-like curves for constant with > log(1 + 2). Thus,
the closed time-like curves cannot be arbitrarily small. The Gdel Universe is also seen
to be homogenous and to have a trivial topology. On the other hand, for supersymmetric
backgrounds of the Gdel Universe type in string theory and M-theory, a typical example
of a metric is

ds 2 = dt 2 + d 2 + 2 1 2 d 2 2 2 dt d,
(1.2)
as a part of the ten or eleven-dimensional spacetime. Despite the different looking metric
these supersymmetric solutions still share the essential properties of the original Gdel
Universe. Indeed, this background is also homogenous, it has trivial topology,3 and we
have closed time-like curves when > 1.
In this paper we lay some of the ground work for a better understanding of Gdel
Universes in string and M-theory. We first consider different ways of obtaining new Gdel
Universes, and provide several new supersymmetric Gdel Universe backgrounds. We
find that not only T-duality, but also the type-IIA/M-theory S-duality can produce Gdel
Universes from pp-waves. We find the Gdel Universes G2n+1 R102n in M-theory with
most supersymmetry. In particular, this includes a G11 solution with 18 supersymmetries,
which is not related to the known background by T-duality. We also find that there exist
three inequivalent Gdel Universes with 20 supersymmetries. In this consideration we
note a subtlety in the T-duality of [10] on the maximally supersymmetric type-IIB ppwave [4] which means that we can get two inequivalent type-IIA Gdel Universes, one
with 20 supersymmetries and one without supersymmetry. Furthermore, we study two oneparameter families of backgrounds which have the interesting feature that they interpolate
between a Gdel Universe and a pp-wave.
We go on to study the string spectrum of the supersymmetric type-IIA Gdel
Universe [10] which is dual to the type-IIB pp-wave with maximal supersymmetry [4].
To do this we use the fact that this pp-wave solution can be quantized in the light-cone
gauge [5]. We generalize the spectrum to include the compact direction on which we
T-dualize and thereby obtain the spectrum on the Gdel Universe background. We also
2 This T-duality was also discussed in [11] but the connection to pp-waves was not considered.
3 Here we only mean the 3-dimensional part (1.2). The remaining directions in string or M-theory could be
topologically non-trivial.
find the spectrum for the type-IIA Gdel Universe which is S-dual to the M-theory Gdel
Universe of [7].
Finally, we study D-branes on type-IIA Gdel Universes. We consider the boundary
conditions and find the spectrum of D-branes. We also find a new supergravity solution for
a D4-brane on a Gdel Universe and uplift this to a new M5-brane solution on an M-theory
pp-wave.
2. Gdel Universes in string and M-theory

In this section we consider the possible supersymmetric Gdel Universes in string
and M-theory. We first consider the different ways of obtaining supersymmetric Gdel
Universe solutions, either by T- or S-dualizing a supersymmetric pp-wave solution, or by
directly looking for solutions to the equations of motion and the Killing spinor equation.
Then we go on to consider various new supersymmetric Gdel Universes and in particular
we present the Gdel Universes G2n+1 R102n of M-theory for n = 1, 2, 3, 4, 5 with
most supersymmetry.
2.1. Gdel Universes from pp-waves by T-duality
As shown in [10] it is possible to find Gdel Universe backgrounds of type IIA/B string
theory by T-dualizing type IIA/B pp-wave solutions. We explain here how this works in
general since we use this transformation repeatedly in the following.
Consider here a pp-wave metric of the form
+
ds = 2 dx dx
2
n

2 2 + 2
ak2 x 2k1 + x 2k
dx
k=1
2n

8

2
i 2
d x i +
dx ,
i=1
i=2n+1
(2.1)
with ak = 0. Our light-cone coordinates are defined by x + = t + y and x = (t y)/2.

We assume here and in the following that we do not have NSNS flux turned on in this
pp-wave background. In Section 2.4 we give an example where the NSNS flux can hinder
that we get a Gdel Universe after T-duality.
We now do the coordinate transformation

x 2k1 + i x 2k = x 2k1 + ix 2k exp iak x + , k = 1, . . . , n.
(2.2)
In the new coordinate system we have
ds 2 = dt 2 + dy 2 +
8

dx i
i=1
2
2n
Jij x i dx j (dt + dy),
(2.3)
i,j =1
where we defined
J2k1,2k = J2k,2k1 = ak ,
k = 1, . . . , n.
(2.4)
We see now that y is an explicit space-like isometry of the metric (2.3). We can therefore
do a T-duality along y. This gives the metric
2

2n
8

i 2
2
i
j
ds = dt +
(2.5)
Jij x dx
+
dx + dy 2 ,
i,j =1
i=1
and the NSNS 2-form potential B(2) and 3-form field strength H(3)
Biy =
2n
Jij x j ,
Hijy = 2Jij ,
i, j = 1, . . . , 2n.
(2.6)
j =1
See Appendix A for our T-duality conventions. Clearly, the metric (2.5) is of the Gdel
Universe type, i.e., it has closed time-like curves and a trivial topology, and for n = 2 and
n = 4 the metric is the same as for the Gdel Universe backgrounds found in [7,10].
For any Gdel Universe background that we consider in this paper the timespace
components of the metric g0i , where i runs over allspatial directions (in Cartesian
coordinates), can asymptotically be written as g0i = j Jij x j . This gives the general
definition of the antisymmetric matrix Jij . Also, we define n as being the rank of Jij , i.e.,
2n is the minimal number of directions in which we can write the non-zero part of Jij .
2.2. Gdel Universes from M-theory pp-waves by S-duality
In this section we note that we can obtain Gdel Universe backgrounds by S-dualizing
M-theory pp-waves. This is thus another way than T-duality that pp-waves and Gdel
Universe backgrounds are dual. In Section 2.4 we explain that the T- and S-dualities can
be mapped to each other when n 3.
Consider the M-theory pp-wave metric
ds 2 = 2 dx + dx 2
n

2 2 + 2
dx
ak2 x 2k1 + x 2k
k=1
2n

9

2
i 2
d x i +
dx ,
i=1
i=2n+1
(2.7)
with ak = 0. For later convenience we define here our light-cone coordinates by x + = t + u

and x = (t u)/2. Do now the coordinate transformation (2.2). This gives the metric
ds 2 = dt 2 + du2 +
9
2n

i 2
dx 2
Jij x i dx j (dt + du),
i=1
(2.8)
i,j =1
where Jij is as in (2.4). Clearly we have an explicit space-like isometry in the u direction
and can therefore get the corresponding type IIA string theory solution by compactifying
this direction. We summarize the M/IIA S-duality rules in Appendix A. Using the relation

2
2
2
= dsIIA
+ du + A dx ,
dsM
(2.9)
we get the ten-dimensional metric

2
2n
9

i 2
dx ,
ds 2 = dt +
Jij x i dx j +
i,j =1
(2.10)
i=1
along with the gauge fields A(1) and the two-form RamondRamond (RR) field strength
F(2)
Ai =
2n
Jij x j ,
Fij = 2Jij ,
i, j = 1, . . . , 2n.
(2.11)
j =1
As we see from the metric we have thus obtained a Gdel Universe background of
type IIA string theory. In other words, the strong coupling limit of the type IIA Gdel
Universe is given by the pp-wave in M-theory.4 We use this S-duality below to find new
supersymmetric Gdel Universe backgrounds of string and M-theory.
2.3. Construction of M-theory Gdel Universes
An alternative approach to get supersymmetric Gdel Universes instead of using Tand S-dualities is to directly find solutions of the equations of motions (EOMs) that have
supersymmetry. In this section we give the necessary tools to do this for Gdel Universes
in M-theory.5 These tools make a systematic study of supersymmetric Gdel Universes
possible. As we shall see in Section 2.6, this approach can provide solutions that we could
not otherwise have obtained by use of dualities.
2.3.1. Ricci tensor for Gdel Universes
We consider a G2n+1 Gdel Universe with metric
2

n
n

2

2
2
di + i2 di2 ,
ci i di +
ds = dt +
i=1
(2.12)
i=1
where ci are constants that characterize the metric.

First note that this metric is in polar coordinates contrary to the metric of Sections 2.1
and 2.2. To put the metrics of these sections in this form we should perform the coordinate
transformation
x 2k1 + ix 2k = k eik ,
k = 1, . . . , n.
(2.13)
In the rest of this paper we shall always use this coordinate transformation when going
between the Cartesian and polar coordinates.
Moreover, note that we are restricting ourselves to a special type of Gdel Universe
metrics which is characterized by having gt i proportional to i2 since this seems to be the
right type of metrics to get supersymmetric Gdel Universes.
4 Resolution of closed time-like curves by dimensional oxidation was also considered in [11,14]. In these
cases the solutions were lifted from compactified string theory to ten-dimensional string theory backgrounds.
5 See also [15] for general conditions on supersymmetric Gdel Universe backgrounds.
The non-zero components of the Ricci tensor for the metric (2.12) are
R t t = 2
n

i=1
R i i = R i i = 2ci2,
ci2 ,
2
i = 2ci i

ci2
n

cj2
(2.14)
j =1
We note that curvature scalar is

R=2
n
ci2 .
(2.15)
i=1
Using (2.14) one can write down the Einstein equations relating the background fluxes to
the geometry. We conduct this for M-theory Gdel Universes in the following.
2.3.2. Equations of motion for M-theory Gdel Universes
The bosonic part of 11-dimensional supergravity is

2
1 1
1
1
11
C(3) F(4) F(4) ,

I = 2 d x g R
F(4)
2 4!
6 2 2
2
with F(4) = dC(3) . This gives the Einstein equations

2
1 1
1 1
F
F(4)
K
F
.
R = K ,
2 3!
3 4!
(2.16)
(2.17)
The equations of motion and Bianchi identity for the four-form field strength are
1
d F(4) = F(4) F(4) ,
2
dF(4) = 0.
(2.18)
We now consider the following ansatz for M-theory Gdel Universes

ds = dt +
2
5
2
ci i2 di
i=1
Fi i j j = i j aij ,
5

di2 + i2 di2 ,
(2.19)
i=1
(2.20)
with i, j = 1, . . . , 5, ci 0 and aij a symmetric constant matrix with aii = 0. Thus

we have ten independent constants in aij . The ci are constants that we can take to be
positive without loss of generality. To obtain a G2n+1 R 102n Gdel universe one can
put cn+1 = = c5 = 0 and the other ci non-zero.
We should also note that this is not the most general ansatz one can have for
supersymmetric Gdel Universes in M-theory. Indeed, in Section 2.4 we give two examples
of supersymmetric solutions that does not fit into the above ansatz. However, we believe
that all the M-theory Gdel Universes with maximal supersymmetry, for a given n, should
fit into the above ansatz.
We first consider the Einstein equations. Define

aij2 .
bi =
(2.21)
Then the non-zero components of K are

Kt t =
1
bi ,
12
i
1
K t i = ci i2 bi ,
2
1
1
bj .
K i i = K i i = bi
2
12
(2.22)
By considering all the Einstein equations we can now see that all EOMs are satisfied if
1
1
bj ,
ci2 = bi
4
24
(2.23)
or, equivalently, if
bi = 4ci2 + 4
cj2 .
(2.24)
Note that as consequence of equation (2.23) the ci s are uniquely determined by giving the
aij matrix, since we imposed that ci 0.
Consider now the two remaining equations (2.18). The Bianchi identity is trivially
fulfilled. The equations of motion for the field strength can be written as

1 1
1
8F
g F =
,
1 4 F5 8 ,
2 (4!)2
where , 01- = 1 (we denote the eleventh coordinate by x - ). Using that

we get that (2.25) is satisfied if6
2
aij cj =
where
1 ij klm
aj k alm ,
4
(2.25)
g = 1 5
(2.26)
j,k,l,m
1 if i, j, k, l, m are all different,

(2.27)
0 otherwise.
Thus, for a given collection of ci and aij the EOMs of M-theory reduce to Eqs. (2.23)
and (2.26). Since (2.23) determines the ci uniquely, we can see (2.26) as a condition that a
given aij matrix should fulfill in order to correspond to a solution.
Note that if we start with the ci s given, we can try to solve for aij . Since we have ten
independent components of aij and ten independent equations (2.24) and (2.26) this looks
ij klm =
6 The factor of 1/4 on the RHS is present because this means that, e.g., 1
1j klm a a
j k lm =
j,k,l,m
4
a23 a45 + a24 a35 + a25 a34 .
10
possible. This is not the case, however, there can be many different matrices aij giving the
same ci s.
For use in the rest of the paper, we introduce here a shorthand expression for a given
Gdel Universe solution
(c1 , c2 , c3 , c4 , c5 ),
(a12 , a13, a14 , a15 , a23 , a24 , a25, a34 , a35 , a45 ),
(2.28)
that specifies uniquely an M-theory Gdel Universe background.

2.3.3. Supersymmetry conditions for M-theory Gdel Universes
To count the number of supersymmetries of a classical solution in M-theory, we need to
count the number of independent spinors that obey the Killing spinor equation
D +

1
8 F = 0,
288
(2.29)
with D = + 14 ab ab . The Gamma-matrices are for the curved space, while

a are for the tangent space.
For our ansatz (2.19), (2.20) it is convenient to classify constant spinors according to
their eigenvalues under the matrices
J1 = 012 ,
J2 = 034,
J3 = 056 ,
J4 = 078 ,
J5 = 09- .
(2.30)
Here the Gamma matrices are for the tangent space. The eigenvalues of Ji are 1. Then
since we impose (- )2 = 01- = 1 we have the constraint
5

Ji = 1.
(2.31)
i=1
Thus, we can classify constant spinors according to their eigenvalues of (J1 , J2 , J3 , J4 ).

Note that any eigenvalue of (J1 , J2 , J3 , J4 ) has degeneracy two.
Our ansatz for a Killing spinor obeying (2.29) is

5

(s
,s
,s
,s
)
(s ,s ,s ,s )
(s1 ,s2 ,s3 ,s4 ) = 1 +
uk 1 2 3 4 0 2k x 2k1 2k1 x 2k 0 1 2 3 4 , (2.32)
k=1
(s ,s ,s ,s )
0 1 2 3 4
is a constant spinor with eigenvalues (s1 , s2 , s3 , s4 ) of (J1 , J2 , J3 , J4 ).

where
The Gamma matrices in this expression are flat. The Killing spinor equation (2.29) then
becomes

6
(2.33)
ci Ji
aij Ji Jj (s1 ,s2 ,s3 ,s4 ) = 0,
i=1
i<j
for the time-component, and

2k1 (s1 ,s2 ,s3 ,s4 ) = 0 2k L(s1 ,s2 ,s3 ,s4 ) ,
2k (s1 ,s2 ,s3 ,s4 ) = 0 2k1 L(s1 ,s2 ,s3 ,s4 ) ,
(2.34)
1
1
1
Jk
aij Ji Jj +
aki Ji ck ,
12
4
2
11
i<j
(2.35)
i=1
for the spatial components. This reduces now to the equations

(s ,s ,s ,s )
6
ci si =
aij si sj ,
L (s1 ,s2 ,s3 ,s4 ) 0 1 2 3 4 = 0,
i=1
(2.36)
i<j
provided we take
1
1
1
= sk
aij si sj +
aki si ck .
12
4
2
5
(s ,s ,s ,s )
uk 1 2 3 4
i<j
(2.37)
i=1
In conclusion, the number of supersymmetries for a given choice of ci and aij is given
by two times the number of solutions to (2.36) when trying the 16 possible choices of
(s1 , s2 , s3 , s4 ).
2.3.4. Symmetries of the ansatz
We can also consider the possible symmetries of the ansatz (2.19), (2.20) for a given
Gdel Universe solution. I.e., for given ci and aij , what general transformations can give
ci and a ij that also solves the EOMs (2.23) and (2.26), and have the same amount of
supersymmetry (which is computed from (2.36)). We have three basic transformations that
map solutions to solutions keeping the same amount of supersymmetry.
The first one is that we can rescale the ci and aij , i.e., the transformation is a ij = aij
and ci = ci with = 0.
The second one is that we interchange two of the five different two-planes. If we
for example exchange the 12-plane and 34-plane we should make the transformation
a 12 = a12 , a i1 = ai2 , a i2 = ai1 and c1 = c2 , c2 = c1 , ci = ci with i, j = 3, 4, 5.
The third transformation is that we can change parity in one of the planes. If we for
example change parity in the 9--plane we should make the transformation a ij = aij ,
a i5 = ai5 and ci = ci , c5 = c5 with i, j = 1, 2, 3, 4.
2.4. Solutions with n = 2 and n = 4
2.4.1. n = 2 Gdel Universes
In [7] an n = 2 Gdel Universe background of M-theory with 20 supersymmetries was
found. In [10] this was shown to be T-dual to a pp-wave with 24 supersymmetries. We
review this briefly and put the T-duality into a broader picture involving also the S-duality
transformation of Section 2.2.
In [16] the Penrose limit of AdS3 S 3 R4 from intersecting D3-branes was found to
be the type IIB pp-wave background with the metric
ds 2 = 2 dx + dx 2
4
8
4

i 2 + 2
i 2
i 2
x
dx
d x +
dx ,
+
i=1
i=1
(2.38)
i=5
and the RR fields

F (5) = 2dx + d x 1 d x 2 + d x 3 d x 4 dx 5 dx 6 + dx 7 dx 8 .
(2.39)
12
We see the metric corresponds to a1 = a2 = 1 in Section 2.1. After the T-duality

transformation of Section 2.1 we get the Gdel Universe background of type IIA

2
4
8

i 2
2
i
j
ds = dt +
(2.40)
dx + dy 2 ,
Jij x dx
+
i,j =1
i=1
H12y = H34y = 2,
F1256 = F1278 = F3456 = F3478 = 2,
with J12 = J34 = 1. Lifting to M-theory we get the G5

2
4

i 2
2
i
j
ds = dt +
dx ,
Jij x dx
+
i,j =1
R6
(2.41)
Gdel Universe background

(2.42)
i=1
F1256 = F1278 = F3456 = F3478 = F129- = F349- = 2,
(2.43)
= y. This M-theory Gdel Universe background has 20 supersymmetries [7].7 In

our notation of Section 2.3 we can write this solution as
where x 9
(1, 1, 0, 0, 0),
(0, 2, 2, 2, 2, 2, 2, 0, 0, 0).
(2.44)
If we T-dualize the pp-wave background (2.38), (2.39) in the x 7 and x 8 directions we

have the same metric but the RR fields are given by

F(3) = 2 dx + d x 1 d x 2 + d x 3 d x 4 .
(2.45)
This type IIB pp-wave with 24 supersymmetries can be obtained from a Penrose limit of
AdS3 S 3 R4 from the D1D5 system [6,1720]. If we do the T-duality of Section 2.1
we get the Gdel Universe metric (2.40) and the NSNS and RR fields
H12y = H34y = 2,
F12 = F34 = 2,
F012y = F034y = 2.
(2.46)
This Gdel Universe background of type IIA has also 20 supersymmetries. Indeed, this
Gdel Universe background is related by T-dualities in the x 7 and x 8 directions to the
background (2.40), (2.41).
We now uplift the type IIA Gdel Universe (2.40), (2.46) to M-theory. We call y = x 9
and the eleventh direction u. We then get
ds 2 = dt 2 + du2 +
9
4

i 2
Jij x i dx j (dt + du),
dx 2
i=1
F0129 = Fu129 = F0349 = Fu349 = 2.
(2.47)
i,j =1
(2.48)
This is an M-theory pp-wave solution with 24 supersymmetries, obtained from a Penrose

limit in [18]. We see that we have connected the type IIA Gdel Universe (2.40), (2.46)
to the M-theory pp-wave (2.47), (2.48) by the S-duality transformation described in
Section 2.2.
7 Notice that the number of supersymmetries can be changed under T-duality as we examine in Appendix B.
13
Fig. 1. Diagram that shows connection between T and S-duality transformations relating Gdel Universes and
pp-waves.
We can now demonstrate that the T-duality transformation of Section 2.1 and the Sduality transformation of Section 2.2 in fact are equivalent when we have at least two
flat directions, i.e., when n 3 for the Gdel Universes. Consider the M-theory pp-wave
(2.47), (2.48). Compactify now this on T 3 in the x 8 , y = x 9 and the u directions. We have
then illustrated in Fig. 1 a duality chain that connects the T-duality of Section 2.1 and the Sduality of Section 2.2. Starting from the M-theory pp-wave (2.47), (2.48) we can S-dualize
along y = x 9 to obtain the type IIA pp-wave which comes from a Penrose limit of F1NS5
with 24 supersymmetries [17,21]. This we can T-dualize along x 8 to obtain the F1NS5
pp-wave in type IIB. Using type IIB S-duality we arrive at the D1D5 pp-wave (2.38),
(2.45). Then we do the T-duality of Section 2.1 along y = x 9 to obtain the type IIA Gdel
Universe (2.40), (2.46). Finally, we end up with the M-theory pp-wave (2.47), (2.48) by
uplift to M-theory. In conclusion we have shown that for n 3 the T and S-duality that
relate pp-waves to Gdel Universes are equivalent for M-theory on T 3 .
2.4.2. n = 2 Gdel Universe/pp-wave mixture
It is interesting to consider the mixed pp-wave background of type IIB with metric
(2.38) and NSNS and RR three form fluxes [6]

F(3) = 2 cos dx + d x 1 d x 2 + d x 3 d x 4 ,

H(3) = 2 sin dx + d x 1 d x 2 + d x 3 d x 4 .
(2.49)
This background has 24 supersymmetries. We now T-dualize this according to Section 2.1
with a1 = a2 = 1. We subsequently do two trivial T-dualities along x 8 and x 7 , and then
make a trivial uplift to M-theory. The resulting M-theory background is

2
2
4
4
9

i 2
2
i
j
i
j
dx ,
Jij x dx
+ dy sin
Jij x dx
+
ds = dt +
i,j =1
i,j =1
i=1
(2.50)
F0129 = F0349 = 2 sin ,
Fy129 = Fy349 = 2,
F1256 = F1278 = F3456 = F3478 = 2 cos ,

where J12 = J34 = 1 and
x9
is the eleventh direction.
(2.51)
14
This solution is interesting for several reasons. If we consider the special case = 0
it reduces to the M-theory n = 2 Gdel Universe (2.42), (2.43). On the other hand, if we
consider the case = /2 it becomes an M-theory pp-wave with 24 supersymmetries
[18]. The solution (2.50), (2.51) thus interpolates between being a Gdel Universe and a
pp-wave.
Moreover, we see that for = /2 we have an example of a supersymmetric pp-wave
solution with NSNS flux that does not become a Gdel Universe background after the
T-duality of Section 2.1.
In general the solution (2.50), (2.51) has 16 supersymmetries while, as we just saw, it
has 20 supersymmetries when = 0 and 24 supersymmetries when = /2. We give a
proof of the 16 supersymmetries of the solution in Appendix B.
Note that the solution (2.50), (2.51) does not fit into the ansatz (2.19), (2.20) since the
gyi and the F0ij k components are non-zero. This is of course in accordance with the fact
that the solution (2.50), (2.51) can describe both a pp-wave and a Gdel Universe.
To understand better the interpolation between Gdel Universe and pp-wave we write
the metric (2.50) in polar coordinates
ds 2 = dt 2 + dy 2 +
9
2

i 2
2

dx +
di + i2 1 2 cos2 i2 di2
i=5
i=1

2 2 cos2 12 22 d1 d2 2(dt + sin dy) 12 d1 + 22 d2 .
(2.52)
If we consider, for example, the 12-plane, we see that for the curve 1 = constant it is
a closed space-like curve for 1 < 1/( cos ) and a closed time-like curve for 1 >
1/( cos ). If we now consider the limit cos 0 we see that the necessary radius to
make a closed time-like curves goes to infinity. So if cos is very small but non-zero the
geometry is almost that of a pp-wave and the radii of the closed time-like curves are so large
that they effectively can be ignored. It would be interesting to study how the holographic
sheets behave in this limit.
In [10] it was pointed out that the maximally supersymmetric pp-wave of type IIB [4]
can be T-dualized into an n = 4 Gdel Universe solution. In the following we examine
this T-duality carefully and study its supersymmetry. We find that the T-duality can give
two inequivalent n = 4 Gdel Universes. We then go on to discuss a more general type of
pp-wave solution and the consequences this solution have for the relation between the T
and S-dualities of Sections 2.1 and 2.2. In particular, we find a new Gdel Universe with
20 supersymmetries.
Consider the maximally symmetric pp-wave of type IIB [4] with metric
ds 2 = 2 dx + dx 2
8
8

i 2 + 2
i 2
x
dx
d x ,
+
i=1
(2.53)
i=1
and RR flux

F(5) = 4 dx + d x 1 d x 2 d x 3 d x 4 + d x 5 d x 6 d x 7 d x 8 .
(2.54)
15
We see that the metric corresponds to a12 = a22 = a32 = a42 = 1 in Section 2.1. However,
we shall see in the following that the signs of the ai s become important. Without loss of
generality we therefore choose a1 = a2 = a3 = 1 and a4 = s, where s = 1.
We consider now the T-duality of Section 2.1. We get the metric

2
8
8

i 2
2
i
j
dx + dy 2 ,
Jij x dx
+
ds = dt +
(2.55)
i,j =1
i=1
with J12 = J34 = J56 = 1 and J78 = s. The NSNS and RR fluxes are
H12y = H34y = H56y = 2,
H78y = 2s,
F1234 = F5678 = 4.
(2.56)
As we shall see below, this defines two inequivalent n = 4 type IIA Gdel Universe
backgrounds, corresponding to s = 1.
We can now uplift these solutions to M-theory. This gives the n = 4 M-theory Gdel
Universes

2
8

i 2
2
i
j
ds = dt +
(2.57)
dx ,
Jij x dx
+
i,j =1
i=1
F129- = F349- = F569- = 2,
F789- = 2s,
F1234 = F5678 = 4,
(2.58)
with y = x 9 as usual. In our short hand notation of Section 2.3 we can write the solutions
as
(1, 1, 1, s, 0),
(4, 0, 0, 2, 0, 0, 2, 4, 2, 2s).
(2.59)
Using the methods in Section 2.3 it is now easy to compute that the number of
supersymmetries is zero if s = 1 and 20 if s = 1. For the detail of Killing spinors see
(B.9) in the Appendix B. This is obviously also true for the type-IIA Gdel Universes
(2.55), (2.56). We also computed the 20 supersymmetries of the s = 1 type IIA solution
in an alternative way in Appendix B. We denote the s = 1 M-theory Gdel Universe as
G9 R 2 .
If we want to write down the s = 1 solution with c4 = 1 we note that using the parity
changing transformation of Section 2.3 we get the equivalent solution
(1, 1, 1, 1, 0),
(4, 0, 0, 2, 0, 0, 2, 4, 2, 2),
(2.60)
with 20 supersymmetries.
We now go on to study a one-parameter type IIB pp-wave solution with 28 supersymmetries and its dual type IIA and M-theory Gdel Universe. As we shall see, this illustrates
that the T- and S-dualities in Section 2.1 and 2.2 are not equivalent for n = 4. It also has
other interesting features.
The type IIB pp-wave solution with 28 supersymmetries [20] (see also [22]) has metric
8
8

i 2 + 2
i 2
ds = 2 dx dx
x
dx
d x ,
+
2
i=1
i=1
(2.61)
16
and RR fluxes

F(3) = 2 sin dx + d x 1 d x 2 + d x 3 d x 4 + d x 5 d x 6 d x 7 d x 8 ,

F(5) = 4 cos dx + d x 1 d x 2 d x 3 d x 4 + d x 5 d x 6 d x 7 d x 8 ,
(2.62)
is the parameter of the solution. When = 0 we regain the maximally supersymmetric

pp-wave of type IIB [4]. When = /2 we get a type IIB pp-wave with 28 supersymmetries found in [20,22].
We now take the T-duality in Section 2.1. From the = 0 case above we know that to
get a supersymmetric solution we should take a1 = a2 = a3 = a4 = 1. The T-duality then
gives the type IIA Gdel Universe background
2

8
8

i 2
2
i
j
ds = dt +
(2.63)
dx + dy 2 ,
Jij x dx
+
i,j =1
i=1
with J12 = J34 = J56 = 1 and J78 = 1. The NSNS and RR fluxes are
F12 = F34 = F56 = F78 = 2 sin ,
F012y = F034y = F056y = F078y = 2 sin ,
H12y = H34y = H56y = H78y = 2,
F1234 = F5678 = 4 cos .
(2.64)
This type IIA Gdel Universe solution has generically 12 supersymmetries (see Appendix
B for a proof of this). In the two special cases = 0 and = /2 it has instead 20
supersymmetries (see Appendix B for the = /2 case). Therefore, we see that we have
two different n = 4 Gdel Universes of type IIA with 20 supersymmetries which are not
related by dualities.
We now uplift the solution (2.63), (2.64) to M-theory. We get the M-theory background
with metric
2
2

8
8

2
i
j
i
j
ds = dt +
Jij x dx
+ du sin
Jij x dx
i,j =1
9
dx i
i,j =1
2
(2.65)
i=1
and four-form fluxes

F0129 = F0349 = F0569 = F0789 = 2 sin ,
Fu129 = Fu349 = Fu569 = Fu789 = 2,
= x9
F1234 = F5678 = 4 cos ,

(2.66)
where we denote y
and u is the eleventh direction. This solution has many common
features with the n = 2 Gdel Universe/pp-wave mixture (2.50), (2.51). For = 0 it
reduces to the M-theory Gdel Universe (2.57), (2.58). For = /2 it becomes an Mtheory pp-wave with 22 supersymmetries which was found in [23]. Thus, the solution
interpolates between a Gdel Universe and a pp-wave, just as (2.50), (2.51) does. The
structure of the metrics and fluxes are clearly also of the same form.
17
The solution (2.65), (2.66) has in general 12 supersymmetries while it clearly has 20
supersymmetries when = 0 and 22 supersymmetries when = /2 (see Appendix B
for a proof of this).
Finally we note that if we set = /2 we can illustrate that we do not have any
equivalence between the T- and S-dualities of Sections 2.1 and 2.2, in the sense of the
duality chain depicted in Fig. 1, for n = 4. For = /2, Eqs. (2.61), (2.62) describes a
type-IIB pp-wave with 28 supersymmetries. The T-duality of Section 2.1 gives the typeIIA Gdel Universe (2.63), (2.64) with 20 supersymmetries. Uplifting this to M-theory by
the S-duality of Section 2.2 gives an M-theory pp-wave with 22 supersymmetries. Thus,
clearly the two pp-wave solutions related to the type-IIA Gdel Universe cannot be related
via any trivial dualities since they do not have the same amount of supersymmetry.
2.5. Solutions with n = 1 and n = 3
To find an n = 1 Gdel Universe, we start with the type-IIB pp-wave solution
2
8
2

i 2 + 2
i 2
i 2
x
dx
d x +
dx ,
+
ds = 2 dx dx
2
i=1
i=1
F (3) = 2 dx + d x 1 d x 2 ,
(2.67)
i=3
(2.68)
which is the Penrose limit of a D5-brane. This pp-wave has 16 supersymmetries and is
S-dual to the NappiWitten model [17,24], which is the Penrose limit of an NS5-brane
[25].
We then do the T-duality of Section 2.1 with a1 = 1. This gives the type-IIA Gdel
Universe
8
2
i 2

dx + dy 2 ,
ds 2 = dt + x 1 dx 2 x 2 dx 1 +
(2.69)
i=1
H12y = 2,
F12 = 2,
F012y = 2.
(2.70)
Clearly this becomes a pp-wave when uplifted to M-theory, it in fact becomes a pp-wave
which is directly related to the pp-wave of (2.67), (2.68). If we instead T-dualize the above
type IIA solution along x 3 and x 4 then we can trivially uplift this to M-theory and we get
the M-theory Gdel Universe

2 i 2
ds 2 = dt + x 1 dx 2 x 2 dx 1 +
dx ,
-
i=1
F1234 = F5678 = F129- = 2,
(2.71)
where we put y = x 9 and x - is the eleventh direction. The G3 R8 Gdel Universe (2.71)
has 8 supersymmetries. We can write the solution as
(1, 0, 0, 0, 0),
(2, 0, 0, 2, 0, 0, 0, 2, 0, 0),
in the notation of Section 2.3.
(2.72)
18

Using the general formulas in [23] we can construct the following M-theory pp-wave
background with 20 supersymmetries

6
i 2 + 2
1 2 2 2
2
+
2
+
x
+ x
ds = 2 dx dx 4 x
dx
i=3
6
d x i
2
i=1
9
2
dx i ,
(2.73)
i=7

F(4) = dx + 4 d x 1 d x 2 dx 7 + 2 d x 3 d x 4 dx 7 + 2 d x 5 d x 6 dx 7 .
(2.74)
If we perform an S-duality along x 9 and the T-duality in Section 2.1 with a1 = 2 and
a2 = a3 = 1 we get the type-IIB Gdel Universe

2
6
8

i 2
2
i
j
dx + dy 2 ,
ds = dt +
(2.75)
Jij x dx
+
i,j =1
H12y = 4,
i=1
H34y = H56y = 2,
F0127y = F34568 = 4,
F127 = 4,
F347 = F567 = 2,
F0347y = F0567y = F12568 = F12348 = 2,
with J12 = 2 and J34 = J56 = 1. We now do a T-duality along

solution to M-theory. This gives the M-theory background
2

6

i 2
2
i
j
dx ,
ds = dt +
Jij x dx
+
i,j =1
x8
(2.76)
and then we uplift the
(2.77)
i=1
F3456 = F1278 = F129- = 4,

F1256 = F1234 = F3478 = F5678 = F349- = F569- = 2,
(2.78)
with y =
and
the eleventh direction. This G7
Gdel universe in M-theory
preserves 14 supersymmetries. We can write the solution as
x9
R4
x-
(2, 1, 1, 0, 0),
(2, 2, 4, 4, 4, 2, 2, 2, 2, 0).
(2.79)
2.6. Solutions with n = 5

We consider here M-theory Gdel Universes with n = 5. These backgrounds cannot
be related to pp-waves in the same way as for the n 4 Gdel Universes. To find these
backgrounds we have therefore instead used the methods of Section 2.3. The basic method
used was to search through the possible ci s with ci , aij Z. However, using these results
as input we have been able to find an n = 5 solution with 18 supersymmetries and moreover
a quite general family of solutions with at least 16 supersymmetries.
19
Consider the following Gdel Universe background

(2, 1, 1, 1, 1),
(6, 2, 2, 2, 0, 0, 0, 4, 4, 4),
(2.80)
This is an n = 5 Gdel Universe with 18 supersymmetries. We denote it G11 . We believe

that this is the only possible n = 5 Gdel Universe with 18 supersymmetries, up to
symmetries of the ansatz, and that it is not possible to find an n = 5 Gdel Universe with
more supersymmetry. The metric and four-form flux are
2

i 2
2
i
j
dx ,
Jij x dx
+
ds = dt +
(2.81)
i,j =1
F1234 = 6,
i=1
F1256 = F1278 = F129- = 2,
F5678 = F569- = F78- = 4,
(2.82)
with J12 = 2 and J34 = J56 = J78 = J9- = 1. In Appendix B we give the explicit
expressions for the Killing spinors of this background.
The G11 solution (2.80) is actually part of a family of solutions
(k + 1, k, k, k, 1),
(4k 2, 2, 2, 2k, 0, 0, 2k 2, 4k, 2k + 2, 2k + 2).
(2.83)
This solution preserves at least 16 supersymmetries for any k R. We see that it reduces to
(2.80) for k = 1. Using the symmetries of the ansatz of Section 2.3 we can in fact transform
(2.83) into the following general solution
(p, p, p, p q, sq),
(4sp, 0, 2sq, 2p 2q, 0, 2sq, 2p 2q, 4sp 2sq, 2p + 2q, 2p),
(2.84)
with p, q R and s = 1. The general solution (2.84) preserves at least 16 supersymmetries. In fact, all the n = 5 solutions with at least 16 supersymmetries that we have found
can fit into (2.84). It is therefore natural to conjecture that any M-theory n = 5 Gdel Universe with at least 16 supersymmetries is a special case of (2.84). We do not have a proof
of this at present.
We can also consider the special values of p and q which give more than 16
supersymmetries for (2.84). For p = q = 0 we have n = 0 and 32 supersymmetries, for
p = q or p = 0 we have n = 2 and 20 supersymmetries, for q = 0 we have n = 4 and 20
supersymmetries and finally for q = 2p or p = q we have n = 5 and 18 supersymmetries.
However, not all solutions of the ansatz (2.19), (2.20) which have at least 16
supersymmetries are special cases of (2.84). A counter-example is the n = 4 Gdel
Universe
(2, 2, 1, 1, 0),
(0, 6, 2, 4, 2, 6, 4, 0, 2, 2),
(2.85)
which preserves 16 supersymmetries.

We have also found several n = 5 Gdel Universe solutions with less than 16
supersymmetries. We have studied all solutions of the ansatz (2.19), (2.20) with ci , aij
Z and 1 ci 5. Of these we have found one solution with 18 supersymmetries,
being (2.80), several solutions with 16 supersymmetries all of which are special cases
20
of (2.84), several solutions with 12 and 14 supersymmetries and one solution without
supersymmetry. Altogether we found 43 solutions. We show here a list of five of these
solutions.
14 susy
(3, 3, 2, 1, 1) (0, 10, 4, 4, 2, 8, 8, 2, 2, 4),
12 susy
(4, 1, 1, 1, 1) (6, 6, 6, 6, 4, 4, 4, 4, 4, 4),
12 susy
(5, 2, 1, 1, 1) (6, 8, 8, 8, 6, 6, 6, 4, 4, 4),
14 susy
(5, 5, 4, 2, 2) (0, 18, 6, 6, 2, 14, 14, 4, 4, 8),
no susy
(5, 5, 4, 2, 2) (16, 6, 10, 2, 6, 2, 10, 12, 12, 8).
3. String theory on Gdel Universes

In this section we compute the string spectrum for two Gdel Universe background
of type-IIA string theory. Our method is to consider the corresponding type-IIB pp-wave
background, compactified on a circle of radius R, and quantize the string theory in the
light-cone gauge. Then we take the limit R 0 and obtain the spectrum in the type-IIA
Gdel Universe. We consider mainly the n = 4 Gdel Universe (2.55), (2.56) T-dual to
the maximally supersymmetric pp-wave (2.53), (2.54), but also the n = 2 Gdel Universe
(2.40), (2.41) T-dual to the pp-wave (2.38), (2.39) is briefly considered.
3.1. String spectrum on compactified pp-wave
In this section we compute the string spectrum in the compactified maximally
supersymmetric type-IIB pp-wave background (2.53), (2.54) in the coordinate system of
(2.3). Since we are only interested in the supersymmetric case we choose s = 1.
We consider first the bosonic fields in the world-sheet theory alone. The light-cone
gauge is defined by (see, e.g., [17,26])
X+ (, ) = 2 p+ + 2wR
(0 ),
(3.1)
where w is the winding number along the compactified circle. The momentum is quantized
as follows
p+ = E +
m
,
R
p =
m
E
2
2R
(m Z),
(3.2)
with p+ = p and p = p+ . The world-sheet action in the light-cone gauge is given

by

1
S=
(3.3)
d d + Xi Xi p+ Jij Xi Xj + wRJij Xi Xj ,

where we defined = ( )/2. It is also useful to employ the complex fields

Z 1 = X1 + iX2 ,
Z 2 = X3 + iX4 ,
Z 3 = X5 + iX6 ,
Z 4 = X7 iX8 .
(3.4)
The EOMs is given by

2
2 Z a = 4i p+ Z a 4iwR Z a
(a = 1, 2, 3, 4).
21
(3.5)
If we perform the field redefinition

+
a
+
Z a = Z0a e2ip +2i wR = Z0a eiX ,
(3.6)
then we can write the EOMs as

2

2 Z0a + 4f 2 Z0a = 0,
(3.7)
where we defined

f = ( p+ )2 (wR)2 .
(3.8)
The boundary condition for Z0a is given by

Z0a (, + ) = e2iwR Z0a (, ).
(3.9)
The fields Z0a (, ) thus obey the same EOMs as in the usual maximally supersymmetric
IIB pp-wave. However, it is important to notice that they obey the twisted boundary
condition (3.9). The mode expansion is given by ( = wR)

a

a
n
n+
a
2in+ 2i(n+)
2in +2i(n)
Z0 = i
(3.10)
e
+
e
,
+
n
n
nZ

a

a

n 2i 2i(n) n+ 2i+ +2i(n+)
n
n
Z 0a = i
(3.11)
e
+
e
,
2
n
n+
nZ
where we defined

(n + )2 + f 2
+
n =

(n + )2 + f 2

(n )2 + f 2
n =

(n )2 + f 2
for n ,
for n < ,
for n > ,
for n .
(3.12)
(3.13)
We consider now the light-cone gauge quantization of the string theory. The quantization of the oscillators is again the same as in the maximally supersymmetric IIB pp-wave
with respect to Z0a fields,

a
a
b
= 2n+ n+m,0 a,b ,
n , bm+ = 2n n+m,0 a,b .
n+ , m
(3.14)
We now compute the spectrum of the string theory by imposing the Virasoro constraints
T++ = T = 0. Before we computing the spectrum, let us note that
S
1
=
p =
+
4
X

d 2X + Jij Xi X j .
(3.15)
22
From this we can find X = 2 p wR + . The condition T++ + T = 0 leads

to

m
wR 2
2
E
R

2
=
(3.16)
Nn+ (n + )2 + f 2 + Nn (n )2 + f 2 + 2p+ J,
nZ
with the angular momentum operator

J=
Nn+ Nn ,
(3.17)
nZ
and the number operators

4
a
an+
a=1 21+ n
n
+
Nn = 4
1
a
a
n
a=1 2 n+
n
4
a
a=1 21 an+ n
n
Nn = 4
1
a
a
n
n+
a=1 2+
n
for n ,
for n < ,
(3.18)
for n > ,
for n .
(3.19)
In the above we ignored the zero-point energy since it is cancelled by the fermionic one in
the supersymmetric case s = 1.
The other constraint T++ T = 0 leads to the level matching

n Nn+ + Nn + mw = 0.
(3.20)
n=
Finally, we would like to note that the spectrum (3.16) can also equivalently be found from
the light-cone Hamiltonian
1
H=

8( )2 p+

d Z a Z a + Z a Z a 2iwR Z a Z a Z a Z a ,
8( )2 p+
0

d Z 0a Z a0 + Z0a Z 0a + 2i p+ Z0a Z a0 Z 0a Z 0a

+ 4 ( p+ )2 (Rw)2 .
Note that H = p with p given by (3.15) after imposing the Virasoro constraints.
We now turn to the contribution
to the spectrum from world-sheet fermions. We start
1
d d LF with [27]
with the general action SF =

ab
LF = i I J , ab 3I J a X I Db J ,
(3.21)
where 1 and 2 are GreenSchwarz fermions, each of which is a MajoranaWeyl spinor
in ten dimensions (sixteen components), and where 3 = 3 . The covariant derivative is
23
given by8

1
1
F
Da = a + a X
(i2 ) ,
4
4 5!
(3.22)
where the non-trivial components of the spin connection are given by +ij = Jij .
After we impose the light-cone gauge + 1,2 = 0 for fermions, we find the following
Lagrangian for the fermions9

LF = 4i( p+ wR) 1 + + i( p+ + wR)J 1

+ 4i( p+ + wR) 2 + i( p+ wR)J 2

8i ( p+ )2 (wR)2 1 + 1234 2 ,
(3.23)
where J denotes the spin J = 4i Jij ij of the field 1,2 . After normalizing the fermions

(both have
eight components as spinors in 8 dimensions) such that 1 = 2 p+ wR S 1
and 2 = 2 p+ + wR S 2 , we obtain

LF = i S 1 + i( p+ + wR)J S 1 + S 2 i( p+ wR)J S 2

2 ( p+ )2 (wR)2 S 1 1234 S 2 ,
(3.24)
where we define the Gamma-matrices in eight dimensions by i (i = 1, 2, . . . , 8). Defining
the fermionic fields S 1 and S 2 as follows

S 1 (, ) = exp 2iJ ( p+ + wR ) S 1 (, ),

S 2 (, ) = exp 2iJ ( p+ wR ) S 2 (, ),
(3.25)
then the action is equivalent to that of the maximally supersymmetric IIB pp-wave. Notice
that, as for the bosonic fields, we have a twisted boundary condition
S 1,2 (, + ) = e2iJ wR S 1,2 (, ).
(3.26)
To diagonalize the matrix J we consider the eigenvalues of (i12, i34 , i56, i78 ) since
the spin J is given by J = 2i (12 + 34 + 56 78). Then the eight possible cases can be
divided into four with J = 1, i.e., (+, +, +, +), (, +, +, ), (+, , +, ), (+, +, , ),
and four with J = 1, i.e., (, +, , +), (, , +, +), (+, , , +), (, , , ). Here
we used the constraint 1234 S 1,2 = 5678S 1,2 . In this way we have found that the fermionic
fields S 1 and S 2 have the same twisted boundary condition (3.26) as the bosonic ones.
This is due to supersymmetry and leads to vanishing zero-point energy. Since complex
conjugation of a spinor change the sign of its eigenvalue under J , we can conveniently use
the complex fermion fields S I i with the charge J = 1 and S I i (I = 1, 2, i = 1, 2, 3, 4)
with J = 1 below.
8 Notice that the gamma matrix is of the curved spacetime not of the local Minkowski frame. However,
in the discussion below we can neglect this difference as one can see explicitly.
9 To derive this we use the properties of matrices { , } = 2g , ( 0 )T = 0 , ( i )T = i . It turns
out that only the component a X+ contributes in (3.21) and (3.22).
24
We can now compute the fermionic part of the light-cone Hamiltonian

i
H=
32( )2 p+

d S 1 S 1 + S 1 S 1 + S 2 S 2 + S 2 S 2 ,
i
32( )2 p+

d S1 S1 + S 1 S 1 + S2 S2 + S 2 S 2

+ 2i p+ J S1 S 1 + S 2 S2 .
(3.27)
We expand the (complex) fermionic field as follows (i = 1, 2, 3, 4)

f
+
1i
i
S (, ) =

e2in +2i(n+) Sn+
+
2
2
f + (n f )
nZ

i(n (n )) 2in 2i(n) i
+
e
ESn ,
f 2 + (n f )2

i

S 2i (, ) =
e2in 2i(n) Sn
2
2
f
+
(
f
)
n
nZ

i(n+ (n + )) 2in+ +2i(n+) i
ESn+ ,

e
f 2 + (n+ f )2
(3.28)
where E = 1234 and = wR as above. The quantization of oscillators is given by

j
i
Sn+
, Sm = 2n+m,0 ij ,

i
j
Sn , S m+ = 2n+m,0 ij .
(3.29)
Finally, we can write the Hamiltonian (3.27) as follows

H=

1 +
2 + f 2 + F (n )2 + f 2 +
F
Fn+ Fn ,
(n
+
)
n
n

+
p
nZ
nZ
(3.30)
with the fermionic number operators given by
Fn+

4
1
=
Fn =
2
1
2
i
i
i=1 Sn S n+
4
i
i
i=1 Sn+ Sn

4
1
2
1
2
i
i
i=1 S n+ Sn
i
i
i=1 Sn Sn+
4
for n ,
for n < ,
for n > ,
for n .
(3.31)
(3.32)
From (3.16) and (3.30) we see that the total spectrum of the string theory on the
compactified maximally supersymmetric pp-wave background (2.53), (2.54) is

wR 2

Nn+ + Fn+ Nn Fn
= 2p+
m
E
R
2
25
nZ

2 +
+
2
2
+
Nn + Fn
(n + ) + f + Nn + Fn
(n )2 + f 2 ,
nZ
(3.33)
with level matching condition

(3.34)
n Nn+ + Nn + Fn+ + Fn + mw = 0.
nZ
We see that the supersymmetry is manifest in these expressions.

3.2. String spectrum on Gdel Universe
We consider now the T-dual background in type IIA string theory and take the limit
R 0. Then we find that the string spectrum on the type IIA Gdel Universe with 20
supersymmetries (2.55), (2.56) is given by

2 +
E 2 py2 =
Nn + Fn+ (n + py )2 + 2 2 E 2 py2
nZ

+ Nn + Fn (n py )2 + 2 2 E 2 py2

Nn+ + Fn+ Nn Fn ,
+ 2E
(3.35)
nZ
along with the level matching condition

n Nn+ + Nn + Fn+ + Fn = 0.
(3.36)
nZ
As a check of (3.35) we compare now the spectrum of the bosonic zero-modes to

the spectrum computed from supergravity. If we restrict to the zero-modes, then (3.35)
becomes
E 2 py2 = 2E(N + J + ,0 ),
(3.37)
where we set N0+ + N0 + F0+ + F0 = N + ,0 and ,0 ( 0) represents the fermionic zeropoint energy (see, e.g., [27] for the detailed analysis of the zero-point energy in the ppwave).
Let us for example consider the dilaton field (,0 = 4) in the Gdel background and
compare the above result with that obtained from the low energy supergravity analysis. The
EOM is given by the massless KleinGordon equation
=
2

2
2
2
2 2
= 0,
a
a 2
y 2 t 2
t
ta
a=1
(3.38)
26
where we denote the Laplacian by

1
1 2
a =
.
a
+ 2
a a
a
a a2
We assume the form
= eiEt +iJa a +ipy y f (),
(3.39)
and then we obtain the harmonic system

4

a + (E)2 a2 f () = E 2 py2 2EJ f (),
(3.40)
a=1
where J =
4
a=1 Ja . By using standard results of harmonic oscillators we find the spectrum
E 2 py2 = 2E(N + J + 4),
(3.41)
where N = n1 + n2 + + n8 is the familiar quantum number of eight harmonic oscillators.

This result exactly matches with the string theory result (3.37).
Clearly, the equation for the spectrum (3.35) is of a rather intricate nature since it has
energy both on the left- and right-hand side. In order to gain a better understanding of
(3.35) we consider the special case where py = 0. We then get

n 2 +
E2
=
N
+
E
N
,
E2 +
+
N
N
(3.42)
n
n
n
n
2

nZ
nZ
where we define
Nn+ = Nn+ + Fn+ ,
Nn = Nn + Fn .
(3.43)
If we consider the case where the string only has low-lying string modes |n| E the
spectrum can be written
E 3 = 4E 2
Nn+ +
nZ

1 2 +
N
n
+
N
n
n
( )2
(3.44)
nZ
If we can further neglect the first term, for example by considering Nn+ = 0, we see that
we get a very unconventional string spectrum.
If we instead consider the case where the string only has high excitations |n| E
the spectrum can be written as
E2 =

2 +
+
2E
N
|n|
N
+
N
N
n
n
n
n

nZ
nZ
1

N + + Nn ,
+ 2 E 2
|n| n
nZ
(3.45)
27
where the last term is small compared to the first term. If we throw away the last term we
can write

"
#2

+

2 +

+
!
E=
Nn Nn +
Nn Nn
+
|n| Nn + Nn .
nZ
nZ
nZ
(3.46)
We see that we regain the flat-space string spectrum if we can neglect the angular
momentum part.
Finally, going back to the spectrum (3.35) with py , we note that if we take the
2 limit we get the spectrum

1
1 2
py + 4
E = py +
(3.47)
Nn+ .
2
4
nZ
The limit 2 means the geometry become strongly curved as we can understand
from (2.15). As we can see from (3.47) this means the masses of the string states become
negligible. This is why the spectrum (3.47) effectively becomes that of the supergravity
modes (3.37). This limit is obviously interesting since the radii of the closed time-like
curves would be able to become arbitrarily small in this limit if the supergravity description
was valid. We also note that the spectrum (3.47) suggest that one can make a string bit
model similar to the one of [2831] on the maximally supersymmetric pp-wave.
3.3. n = 2 Gdel Universe in type-IIA
As the next case we examine the string theory in the Gdel background which is T-dual
to the supersymmetric pp-wave defined by (2.38) and (2.39). This background is given by
(2.40) and (2.41) and preserves 20 supersymmetries as we have seen above.
The computation of spectrum in the compactified pp-wave can be performed as in the
previous case. For example, the fermionic part is given by

LF = i S 1 + i( p+ + wR)J S 1 + S 2 i( p+ wR)J S 2

( p+ )2 (wR)2 S 1 1256 + 3456 S 2 ,
(3.48)

where the matrix J is given by J = 4i 4i,j =1 Jij ij . It is useful to take the following linear
combinations for each of the two eight components spinors Sa1 and Sa2 (a = 1, 2, . . . , 8)
S1 : (+, +, +, +),
S1 : (, , , ),
S2 : (+, +, , ),
S2 : (, , +, +),
S3 : (+, , +, ),
S3 : (, +, , +),
S4 : (, +, +, ),
S4 : (+, , , +),
(3.49)
where we specified the eigenvalue 1 of (i12, i34 , i56, i78 ). Then it is easy to see that
12

+ 34 S3,4 = 12 + 34 S3,4 = 0,
(3.50)
and thus these four spinors out of eight are massless, while the other four are massive.
The value of J is given by zero for S3,4 , S3,4 and +1 (1) for S1,2 (S1,2 ). This charge
28
distribution (or equally the twisted boundary condition) is the same as in the bosonic fields
in the world-sheet theory and this is again due to the supersymmetry in the compactified
solution.
The string spectrum is given by the previous formula (3.16) with respect to the Z 1,2 , S1,2
(J = 1) and Z 1,2 , S1,2 (J = 1), while we should set = 0 with respect to Z 3,4 , S3,4
and Z 3,4 , S3,4 (J = 0) excitations. The zero-energy does vanish due to the remaining
supersymmetry. The small radius limit leads to the Gdel Universe model and the spectrum
is given by

2 +
E 2 py2 =
Nn + Fn+ (n + py )2 + 2 2 E 2 py2
nZ

+ Nn + Fn (n py )2 + 2 2 E 2 py2
4

2
Nn+ + Fn+ Nn Fn +
pi2 +
|n|(Nn + Fn ),
n=
i=1
nZ
(3.51)
along with the level matching condition

(3.52)
n Nn+ + Nn + Nn + Fn+ + Fn + Fn = 0.
+ 2E
nZ
where Nn , Fn and Nn , Fn counts the number of oscillators with spin J = 1 and J = 0,

respectively, and pi are the momenta in the four extra transverse directions. Obviously,
other supersymmetric Gdel Universe backgrounds of string theory can be treated similarly
using these methods.
4. D-branes on Gdel Universes

In this section we consider the D-brane spectrum on Gdel Universes which are Tdual to highly supersymmetric pp-waves. We obtain the D-brane spectrum by taking the
T-duality transformation of that in the pp-wave. Below we investigate this issue from the
viewpoint of both the boundary condition in the world-sheet theory and the classical brane
solutions in supergravity. We consider the cases of the Gdel Universes (2.55), (2.56) and
(2.40), (2.46).
4.1. Boundary conditions in string theory
We discuss here the D-branes in the type IIA n = 4 Gdel Universe with 20
supersymmetries, defined by (2.55) and (2.56) with s = 1, by applying T-duality to the
known D-brane spectrum in the maximally supersymmetric type IIB pp-wave. We consider
here the D-branes on the pp-wave that have Neumann boundary conditions in the x + and
x directions. Then the half-BPS D-brane in the pp-wave background is given by the
Dp-branes (p = 3, 5, 7) which have the boundary condition (+, , 2, 0), (+, , 3, 1) and
29
(+, , 4, 2) respectively10 [33] (see also [32,34]). The spectrum also includes the 1/4 BPS
D1-brane (+, , 0, 0) [32]. Below we study the T-dual counterparts of these branes.
To investigate the D-brane spectrum we consider in the following the boundary
conditions for D-branes (see also [35] for similar analysis in the exactly solvable model of
magnetic universe [26]). For simplicity we discuss only the bosonic part of the boundary
conditions. Under the T-duality in the y = 12 x + x direction the world-sheet fields are
transformed as follows:11

D y = N y + 12 D 1 + 22 D 2 + 32 D 3 42 D 4 ,

N y = D y + 12 N 1 + 22 N 2 + 32 N 3 42 N 4 ,
(4.2)
where we defined N = + = and D = = i . Here and in the rest of this

section we call the T-duality direction y in the pp-wave background and y in the T-dual
Gdel Universe background.
In order to take the T-duality we assume the D-brane is placed away from the origin
at fixed x i = 0 (i = 1, 2, . . . , 8). Thus, while the D-brane is at a fixed position in the x i
coordinates (and therefore in the k and k coordinates), the position of the D-brane is
rotating as x 2k1 = k cos(k ak x + ) and x 2k = k sin(k ak x + ) (k = 1, 2, 3, 4) in
the original coordinates of the pp-wave (2.53). These shifted D-brane configurations can be
obtained by a symmetry transformation described in [36] and they have the same amount
of supersymmetry as before.
4.1.1. D0-branes from D1-branes
Before the T-duality a D1-brane on the pp-wave has the following boundary conditions
D i = 0,
D i = 0 (i = 1, 2, 3, 4),
(4.3)
N x + = 0,

N x + 12 N 1 + 22 N 2 + 32 N 3 42 N 4 = 0,
(4.4)
(4.5)
where (4.5) comes from the consideration of symmetries acting on boundary conditions
[36]. After rewriting the above boundary conditions using (4.2), we get

N t + 12 N 1 + 22 N 2 + 32 N 3 42 N 4 = 0,
(4.6)
D y = 0,
(4.7)
10 Here the symbol (+, , a, b) means Neumann boundary conditions for x + , x , x i1 , . . . , x ia , x j1 , . . . , x jb
(1 i1 , . . . , ia 4, 5 j1 , . . . , ja 8) following the convention [32].

11 For a general formula see, e.g., [26]. It is given by

y = By x gyy y + Gy x ,

+ gyy y
.
+ Gy x
y = By x
(4.1)
30
with (4.3). Finally let us compare this result with the general boundary conditions12
$
G N X + (B + F )D X $H = 0 (mixed Neumann),
(4.8)
or D f (X )|H = 0 (Dirichlet).
(4.9)
In conclusion, the boundary conditions (4.6) and (4.7) shows that the D-brane obtained by
T-duality is a D0-brane in the Gdel background. Indeed its world-volume x i = y = const
is equivalent to the time-like geodesic line.
4.1.2. D2 and D4-branes from D3-branes
Let us consider a D3-brane whose world-volume is along (x + , x , x 1 , x 2 ) in the ppwave background. The computations are almost the same as above. We obtain (4.7) again
by T-duality (the other conditions are the same as before T-duality). Thus we get a D2-brane
extended in the x 1 , x 2 which means we have a small Gdel Universe in the world-volume
directions.
A more interesting case is the D3-brane whose world-volume is given by (x + , x ,
x 1 , x 3 ). In this case we start with the following boundary conditions in the pp-wave
D 3,4 = 0,
N 1,2 = 0,

+
D 1 x = D 2 x + = 0,
(4.10)
D 3,4 = 0,
N x = 0,

N x + 32 N 3 42 N 4 = 0.
(4.11)
(4.12)
(4.13)
After we take T-duality, the result is given by (4.6) and

D (1 2 ) = 0,

12 N 1 + 22 N 2 + D y = 0,

1
N y + D t + 12 D 1 + 22 D 2 D 1 = 0.
(4.14)
(4.15)
(4.16)
Comparing with (4.8) and (4.9), we find that the resulting system represents a D4-brane
whose world-volume coordinate is given by t, y,
1 , 2 and = (1 +2 )/2 with the gauge
flux
Ft y = 1,
1
Fy
= .
(4.17)
4.1.3. D6-branes from D5-branes

We can assume that the world-volume of D5-brane is in the direction of (x + , x , x 1 , x 2 ,
3
x , x 5 ). Then we find almost the same boundary conditions as for the D4-brane
from the D3-brane, and the result is given by a D6-brane extending in the direction
t, y,
1 , 1 , 2 , 3 and = (2 + 3 )/2 with the flux (4.17).
12 Here the index in the mixed Neumann condition should be taken along the world-volume direction.
31
4.1.4. D6 and D8-branes from D7-branes

If we consider the D7-brane extending in the direction (x + , x , x 1 , x 2 , x 3 , x 4 , x 5 , x 6 ),
then we get D6-brane (with no gauge flux) in the Gdel model as in the same way as in the
D1-brane in pp-wave.
For the D7-brane whose world-volume is given by (x + , x , x 1 , x 2 , x 3 , x 4 , x 5 , x 7 ), we
obtain a D8-brane in the direction t, y,
1 , 2 , 3 , 4 , 1 , 2 and = (3 + 4 )/2 with the
gauge flux (4.17) in the same way as when we got a D4-brane from a D3-brane.
4.1.5. Summary of D-branes in the Gdel model
In this way we get D0, D2, D4, D6 and D8-branes in the Gdel background. In particular
we have obtained the D-branes with both electric and magnetic fluxes for D4, D6 and D8branes. Apart from the D0-branes, the above list of D-branes have world-volumes which
include closed time-like curves so that we have small Gdel Universes along their worldvolumes. It would be interesting to study the gauge theories on these world-volumes.
4.2. Classical brane solutions in supergravity
We now consider D-branes on Gdel Universes from the viewpoint of the supergravity
solutions. The example we discuss here is that of a D4-brane in the n = 2 Gdel model
given by (2.40), (2.46) with 20 supersymmetries. We find the supergravity solution for a
smeared D4-brane by performing T-duality transformations of a D5-brane solution in the
pp-wave (2.38), (2.45). The D5-brane solution was found in [37] (see also [38] and [39]
for related systems). Afterwards we consider the localized D4-brane.
The D5-brane solution on the pp-wave is

4
8
4

j 2
2
2
2
+ h1/2
x i dx + +
d x i
dx ,
ds 2 = h1/2 2 dx + dx 2
i=1
Ngs
h=1+
,
r2
Fij k = ,ij kl l h
j =5
i=1
e2 = g 1 ,
F+12 = F+34 = 2,
(5 i, j, k, l 8),
(4.18)

8
i 2
where N is the number of D5-branes and also we defined r =
i=5 (x ) . If we simply
take the T-duality as before we obtain the smeared D4-brane solution in the Gdel model.
To localize this solution we have to replace the function h with

9

Ngs ( )3/2
! (x i )2 ,
,
r
f =1+
(4.19)
r3
i=5
as follows:
ds = f
2

1/2
dt +
4
2
i
Jij x dx
i=1
=f
1/2
F12 = F34 = 2,
F0129 = F0349 = 2,

9
4

i 2
i 2
+ f 1/2
dx
dx ,
+
i=1
i=5
H129 = H349 = 2,
Fij kl = ,ij klm m f
(5 i, j, k, l, m 9),
(4.20)
32
where y = x 9 and J12 = J34 = 1. We have checked all components of the EOMs and found
that this is indeed a supergravity solution.13
We can also consider the M-theory lift of this solution. As discussed before we know
that the lift of the Gdel Universe itself leads to the pp-wave in M-theory which preserves
24 supersymmetries (2.47) and (2.48). After changing the coordinates according to (2.2)
we obtain the (localized) M5-brane solution in the pp-wave (the smeared solution can be
found in [38])

4
4

i 2 + 2
i 2
2
1/3
+
2
ds = f
x
dx
d x
+
2 dx dx
i=1
+ f 2/3
i=1
9

i 2
dx ,
i=5
F+129 = F+349 = 2,
Fij kl = ,ij klm m f
(5 i, j, k, l 9).
(4.21)
It would be interesting to construct other Dp-brane solutions in this Gdel Universe

or in other backgrounds (see [40] for classical D-brane solutions in the maximally
supersymmetric pp-wave).
5. Discussion and conclusions

In this paper we have found several new supersymmetric Gdel Universe backgrounds
of string and M-theory. We discovered that not only T-duality, but also the type-IIA/Mtheory S-duality can give supersymmetric Gdel Universes from pp-waves. We explained
that the S-duality could be considered equivalent to the T-duality when n 3 by
considering M-theory on a three-torus. We found that there exist three inequivalent Gdel
Universes with 20 supersymmetries, one of which demonstrated the fact that the S-duality
transformation is not always equivalent to the T-duality.
We have found an intriguing M-theory n = 5 Gdel Universe with 18 supersymmetries.
This background does not seem to be related to pp-waves by dualities. It would be
interesting to consider if one can compactify the background to a type-IIA string theory
solution, perhaps this can reveal connections to other supersymmetric backgrounds. In
connection with the n = 5 background with 18 supersymmetries we found that it is a
member of a family of M-theory Gdel Universes with at least 16 supersymmetries of
which the n = 2 and the n = 4 M-theory Gdel Universe with 20 supersymmetries also are
members.
We found two new supersymmetric backgrounds which are mixtures of Gdel Universes
and pp-waves. Perhaps one can use these backgrounds to construct a holographic dual to
13 To be exact, we cannot express the solution by using the field strengths F (4) , H (3) , F (2) in a gaugeinvariant way. This is because the action include the term |F (4) |2 with F (4) = F (4) + A(1) H (3) and the gauge
transformations of the potentials are given by A(1) = d, A(3) = H (3) . Thus we should specify the value

of gauge field A(1) and in this paper we have set A(1) = 4i=1 Jij x i dx j .
33
the string theory since we can consider a small deformation away from the pp-wave and
try to deform the gauge theory dual of the pp-wave [6] so that it is dual to the deformed
background.
We have also considered the string theory on two of the type-IIA Gdel Universes
with 20 supersymmetries. We have shown that the string theory on these backgrounds
are solvable and found the string spectrum. This was done using the fact that one can
light-cone quantize the T-dual pp-wave when compactified in the T-duality direction.
We note that part of the spectrum looks very much like that found in [41,42] where a
space-like compactification of the maximally symmetric type-IIB pp-wave was considered.
Perhaps one can find a similar Penrose limit of AdS5 S 5 as in [42] giving directly the
maximally supersymmetric type-IIB pp-wave (2.53), (2.54) in the coordinate system of
(2.3). This would enable one to find a dual gauge theory description of the Gdel Universe
background.
We have also considered the spectrum of D-branes on the two backgrounds in which
we quantized the string theory. Using again the T-dual pp-wave backgrounds we found the
spectrum of D-branes on one of the backgrounds, and found a supergravity solution for a
D4-brane on the other Gdel Universe background.
In this paper we have not directly addressed the perhaps most important physical
question for string theory on a background of the Gdel Universe type, namely, whether
string theory is consistent on these backgrounds or not. Can string theory work when we
have closed time-like curves?
We have seen several indications in this paper which suggest that the supersymmetric
Gdel Universes are consistent string theory backgrounds. The high amount of supersymmetry for some of these backgrounds alone suggests that the backgrounds should be wellbehaved. In particular, they should not have closed string tachyons and should therefore
be stable as string theory backgrounds. Moreover, the fact that string theory on some of
the Gdel Universe backgrounds is highly solvable, i.e., that we can 1st-quantize the string
theory and obtain the string spectrum without problems, also suggests that the string theory
is well defined. Finally, the fascinating fact that there are type IIA Gdel Universes which
are S-dual to M-theory pp-waves means physically that string theory on those type-IIA
Gdel backgrounds is well-behaved at strong coupling.
Acknowledgements
We would like to thank N. Itzhaki, S. Minwalla, N. Obers, H. Reall, N. Toumbas and

A. Tseytlin for useful discussions and correspondence. T.H. thanks the Niels Bohr Institute
for hospitality during part of this work. This work was supported by the DOE grant DEFG02-91ER40654.
34
Appendix A. T- and S-duality conventions

A.1. T-duality conventions
Consider a metric g which has a coordinate y for which gyy = 1. Consider, moreover,
the NSNS 2-form potential B . T-duality in the y-direction is given by
g = g gy gy + By By ,
gy = By ,
gyy = 1,
B y = gy .
B = B By gy + gy By ,
(A.1)
(A.2)
Here , = y and g and B are T-dual fields. Note that a constant dilaton is mapped
to a constant dilaton, i.e., = . If y is on a circle of radius R before the T-duality then
it is on a circle of radius /R after the T-duality. For RR field strengths the T-duality
transformations from IIA to IIB are
F y = F ,
F = F y ,
Fy = F ,
F = Fy ,
(A.3)
while for IIB to IIA they are

F = Fy , (A.4)
with , , , , = y. Note that we have the convention that F 1 4 = g, 1 10

F5 10 with , 019 = 1.
F y = F ,
F = F y ,
Fy = F ,
A.2. M/IIA S-duality conventions

Consider an M-theory background with the coordinate u being an explicit space-like
isometry with guu = 1. We consider the S-duality between type IIA string theory and
M-theory with u being the eleventh direction. The relation between the eleven- and tendimensional metrics is
2

2
2
= dsIIA
+ du + A dx ,
dsM
(A.5)
where A is the one-form RR gauge potential in type-IIA string theory. The dilaton is
constant since we assumed guu = 1. The relations between the four-form field strength in
M-theory and the RR four-form and NSNS three-form field strength in type IIA are
(M)
F
u = H ,
(M)
(IIA)
F = F .
(A.6)
Appendix B. Computations of supersymmetry

We compute the supersymmetry of various solutions found in Section 2.
B.1. Supersymmetry of compactified pp-waves
We consider here the supersymmetry of pp-waves of type IIB which have a compact
direction. We follow the discussion of [4,16,20,41]. In general, the supersymmetry
35
variation of the dilatino and the gravitino can be written14

= + W ,
= D + ,
(B.1)
where is the torsion in type IIB. W and involves both NSNS and RR field
strengths. We use the conventions of [20] for the supersymmetry variations (B.1) in type
IIB. We then compactify the solutions along the Killing vector with unit norm

1
Jij Mij ,
= + + 2
(B.2)
2
i<j
where
Mij = x i j
x j i .
Q = 0,
This leads to the extra condition on Killing spinors

1
Jij ij ,
Q + +
2
(B.3)
i<j
where we have put = 1 for simplicity. To further simplify the analysis we define
J1 = i2 12 ,
J2 = i2 34 ,
J3 = i2 56 ,
J4 = i2 78 .
(B.4)
We see that the eigenvalues of Ji are 1. Note that J1 J2 J3 J4 has eigenvalue 1 for
kinematical supersymmetries, i.e., when + = 0, and eigenvalue 1 for dynamical
supersymmetries, i.e., when = 0. Note also that any eigenvalue of (J1 , J2 , J3 , J4 )
has degeneracy two.
We consider now the maximally supersymmetric pp-wave of type IIB (2.53), (2.54) [4]
with 32 supersymmetries. We have

1
1
+ = 1234 + 5678 + (i2 ) = i2 (J1 J2 + J3 J4 )(1 + J1 J2 J3 J4 ),
4
"4
#
1
1
Q = i2 (J1 J2 + J3 J4 )(1 + J1 J2 J3 J4 ) (J1 + J2 + J3 J4 ) .
(B.5)
4
2
When the direction (B.2) is compact, we see that we have 8 kinematical and 12 dynamical
supersymmetries, giving altogether 20 supersymmetries.
For the mixed pp-wave solution with NSNS and RR three-form flux (2.38), (2.49) [6]
we compute

1
W = 1 sin + 3 cos (J1 + J2 ),
2

1
+ = 21 sin (1 + J1 J2 J3 J4 )3 cos (J1 + J2 ),
4

1
Q = 21 sin (1 + J1 J2 J3 J4 )3 cos 2i2 (J1 + J2 ).
(B.6)
4
14 In this section we use the notation and conventions of [20] so the definition of here is different from the
rest of the paper. For example,

3
1
2
2
3 1
=3
=
,
2
1
3 1
and so forth. Here 1 ,2 are two Majorana spinors with same chirality both with 16 components. We also use
that + = 0 + 9 , = 12 ( 0 9 ) and 12345678 = 09 .
36
We see that the dilatino variation + W = 0 gives 24 supersymmetries in the uncompactified case, i.e., 16 kinematical and 8 dynamical. When the direction (B.2) is compact we see
that we need J1 + J2 = 0 for a generic value of , thus giving 16 supersymmetries, i.e., 8
kinematical and 8 dynamical. If = 0 then we get instead 12 kinematical and 8 dynamical
supersymmetries, giving altogether 20 supersymmetries.
For the mixed pp-wave solution with RR three and five-form flux (2.61), (2.62) [20] we
have
1
W = sin 3 (J1 + J2 + J3 J4 ),
2

1
+ = i2 (J1 J2 + J3 J4 ) cos (J1 + J2 + J3 J4 )1 sin (1 + J1 J2 J3 J4 ),
4"

1
Q = i2
(J1 J2 + J3 J4 ) cos (J1 + J2 + J3 J4 )1 sin (1 + J1 J2 J3 J4 )
4
#
1
(J1 + J2 + J3 J4 ) .
(B.7)
2
We see that the dilatino variation + W = 0 gives 28 supersymmetries in the uncompactified case, i.e., 16 kinematical and 12 dynamical. When the direction (B.2) is compact
we see that we have 0 kinematical and 12 dynamical supersymmetries, giving altogether
12 supersymmetries. It is also easy to see that the special case = 0, /2 there are 20
supersymmetries (12 dynamical ones +8 kinematical ones).
B.2. Supersymmetry of M-theory backgrounds
Here we show the analysis of spinors of several Gdel backgrounds in M-theory
explicitly.
(1) M-theory Gdel background (2.57) and (2.58) (20 susy)
After we solve the Killing spinor equations (2.36), we obtain the following ten constant
spinors
(1) = ++ ,
(4)
(2) = ++ ,
(5)
(3) = ++ ,
(B.8)
where we specify by using the 1 values of

(note that there is the
degeneracy of factor two) as well as the other ten spinors which depend on the coordinates
x 1 , . . . , x 8 linearly

(6) = 1 + 2Jij 0i x j +++ ,

(7) = 1 2 04 x 3 + 2 03 x 4 2 06 x 5 + 2 05 x 6 +++ ,

(8) = 1 2 02 x 1 + 2 01 x 2 2 06 x 5 + 2 05 x 6 +++ ,

(9) = 1 2 04 x 3 + 2 03 x 4 + 2 08 x 7 2 07 x 8 + ,

(10) = 1 2 02 x 1 + 2 01 x 2 + 2 08 x 7 + 2 07 x 8 + .
(B.9)
( 012 , 034 , 056 , 078)
Thus we can conclude that there are 20 supersymmetries in this background.
37
(2) M-theory Gdel background (2.81), (2.82) and (2.83) (18 or 16 susy)
In this case again we have only to solve (2.36). We find the constant 10 Killing spinors
(1) = +++ ,
(2) = +++ ,
(4) = + ,
(5) = + ,
(3) = ++ ,
and the non-constant 6 Killing spinors

(6) = 1 + 2Jij 0i x j ++ ,

(7) = 1 2k 04 x 3 + 2k 03 x 4 2k 06 x 5 + 2k 05 x 6 ++ ,

(8) = 1 2k 04 x 3 + 2k 03 x 4 2k 08 x 7 + 2k 07 x 8 ++ ,
(B.10)
(B.11)
where the values of (J12 , J34 , J56 , J78 , J9- ) is given by (k + 1, k, k, k, 1) as defined in
(2.83). Thus we can conclude that there are 16 supersymmetries in this model.
If we assume k = 1, we get the extra Killing spinor

(9) = 1 2 04 x 3 + 2 03 x 4 + 2 0- x 9 2 09 x - + .
(B.12)
Therefore, in this special case k = 1 we get 18 supersymmetries.
(3) M-theory Gdel background (2.65), (2.66) (12 susy)
Since we have already shown that the small radius limit (type IIA model) has 12
supersymmetries (see (B.7)) we have only to check that the background in M-theory does
not allow more than 12 supersymmetries. To see this let us consider the time component
= 0 of Killing spinor equation (2.29). This is given by

12
34
56
78
0 + + +
2

1
1
= cos 01234 + 05678 0129- + 0349- + 0569- 0789-
2
6

1
+ sin 129 + 349 + 569 789 .
(B.13)
3
For generic ( = 0, /2), we have the conditions ( 1234 + 5678 ) = ( 012 + 034 +
056 078 ) = 0. Thus we find 12 supersymmetries in this background.
(4) M-theory Gdel background (2.50), (2.51) (16 susy)
The Killing spinor can be examined as in the previous case (B.13). The result is given
by the constraint ( 12 + 34 ) = 0, and thus we have 16 supersymmetries generically.
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Brane to bulk supersymmetry breaking

and radion force at micron distances
I. Antoniadis a,1 , K. Benakli a,b,2 , A. Laugier a,c , T. Maillard a,d
a CERN, Theory Division, CH-1211 Genve 23, Switzerland
b Institut de Physique, Universit de Neuchtel, CH-2000 Neuchtel, Switzerland
c Centre de Physique Thorique, Ecole Polytechnique, 91128 Palaiseau, France
d Institut fr Theoretische Physik, ETH Hnggerberg, CH-8093 Zrich, Switzerland
Received 13 December 2002; accepted 24 March 2003
Abstract
We study mediation of supersymmetry breaking in the bulk, in models with primordial
supersymmetry breaking on D-branes at the string scale, in the TeV region. We compute the gravitino
and scalar masses up to one-loop level, as well as the radion coupling to matter. We find that the latter
mediates a model independent force at submillimeter distances that can be tested in micro-gravity
experiments for any dimensionality of the bulk. In the case of two large dimensions, our type I string
framework provides an example which allows to stabilize the radion potential and determine the
desired hierarchy between the string and Planck scales.
2003 Published by Elsevier Science B.V.
PACS: 12.60.-i; 11.25.Mj; 12.60.Jv
1. Introduction
An interesting class of type I string models with large internal dimensions [1,2] is when
the closed string bulk is supersymmetric, while supersymmetry is broken on the world
volume of a particular brane configuration [3,4]. This framework guarantees the absence
of quadratic divergences in the cosmological constant which is of order Ms4 with Ms the
string scale, without larger contributions proportional to Ms2 MP2 with MP the Planck mass.
E-mail address: karim.benakli@cern.ch (K. Benakli).
1 On leave of absence from CPHT, Ecole Polytechnique, UMR du CNRS 7644.
2 Permanent address: LPTHE, Universits de Paris VI et VII, UMR du CNRS 7589.
0550-3213/03/$ see front matter 2003 Published by Elsevier Science B.V.

doi:10.1016/S0550-3213(03)00255-4
I. Antoniadis et al. / Nuclear Physics B 662 (2003) 4062
41
On the other hand, it offers two distinct possibilities for realizing the Standard Model.
(i) It can be localized on a non supersymmetric brane configuration, in which case the
string scale must be in the TeV region to protect the gauge hierarchy [2]. (ii) It can be
located on some supersymmetric branes at a different position, in which case the string
scale should be at intermediate energies [5], since mediation of supersymmetry breaking
in the observable world will be suppressed by the size of the bulk.
In both cases above, one important question is to understand the mediation of
supersymmetry breaking in the bulk. In this work, we address this question and we compute
the gravitino and bulk scalar masses, up to one loop level. Our framework is a class of
type I string models, where supersymmetry breaking is due to combinations of D-branes
and orientifolds which preserve different amount of supersymmetry. The particle spectrum
on these D-branes is then non-supersymmetric, but supersymmetry is realized non-linearly
on their worldvolume which contains a (tree-level) massless goldstino [4,6]. These models
have in general a localized tree-level potential, arising at the disk worldsheet, and thus
non-vanishing tadpoles of NSNS (NeveuSchwarz) scalar fields. In order to avoid this
problem, we can introduce a tiny source of supersymmetry breaking in the bulk, using
ScherkSchwarz boundary conditions along the lines of Ref. [4], that vanishes in the
decompactification limit. However, as it will be clear later, our results for scalar masses do
not depend on this modification, since the one-loop mediation of supersymmetry breaking
comes entirely from the branes.
We find that for more than two large bulk dimensions, the scalar masses are always
lighter, of the order of Ms2 /MP , as expected by the effective field theory, while the
gravitino (and other closed string fermions) is in general much heavier, of the order of
the compactification scale 1/R. This is because fermions acquire tree-level masses from
the ScherkSchwarz boundary conditions, while proper loop corrections from the brane
are extremely suppressed. The two scales coincide in the case where the bulk is twodimensional (2d), since Ms2 /MP 1/R n/2 for n bulk dimensions. Also, in the special
case of n = 1, both masses become proportional to 1/R.
An immediate consequence of our results is that in models with the string scale in
the TeV region, the radion, the universal scalar modulus whose vacuum expectation value
(VEV) determines the size of the bulk, mediates a new force at submillimeter distances.
We thus compute its coupling to matter and find that it is comparable to gravity and
depends only on the number of extra dimensions. Therefore, this force can be tested in
tabletop experiments that test gravity at very short distances [7], independently of the
dimensionality of the bulk. This is in contrast to the modification of the Newtons law
which is testable only when there are two large dimensions.
Another important question is vacuum stability. Although the general issue goes beyond
the scope of this paper, we address the problem of stabilizing the radion [8], assuming
that the dilaton VEV is fixed and thus the string coupling. For this purpose, we study
in particular the case of n = 2 bulk dimensions, where there are logarithmic corrections
depending on the size of the bulk [9].3 We then compute the effective potential and show
3 For a recent analysis in the (n = 1)-dimensional case, see Ref. [10].
42
that the compactification scale can be fixed at values which are hierarchically different than
the string scale, providing the desired hierarchy between Ms and MP .
Our paper is organized as follows. In Section 2, we derive from the effective field theory
the radion mass and its coupling to matter, using the general form of the scalar potential
that we compute in the following sections. In Section 3, we describe our framework and we
construct a class of models that generalize those of Ref. [4] and we use for our subsequent
one-loop calculations. In Section 4, we compute the one-loop effective potential in the
case of two bulk dimensions and we fix the radion VEV. In Section 5, we compute the
string one-loop corrections to the bulk scalar masses and to the gravitino mass. Finally, in
Section 6, we present our summary and discuss concluding remarks.
2. Radion mass and couplings

The kinetic terms of the radion can be obtained upon dimensional reduction of the
higher-dimensional bulk EinsteinHilbert action
M 2+n (2)1n
(4+n)
Sbulk
(2.1)
= s
d 4+n x G R(4+n) ,
2
gs
where we consider a bulk with n large extra dimensions, while the remaining 6 n are
compactified at the string scale. G is the corresponding metric and R(4+n) is the Ricci
scalar. Here, we assumed that the dilaton VEV is fixed and thus the string coupling gs
is constant. Parametrizing the metric G = diag(g, R 2 1), with g the four-dimensional (4d)
metric and R a common compactification radius, one finds in the string frame

2Ms2+n
R 2
(4)
4
n
(4)
Skin =
(2.2)
d x g R R n(n 1)
.
gs2
R
Letting now R0 the VEV of R and defining the radion field by
(2+n)/2
R = R0 e ,
MP =
25/2 Ms
gs
n/2
R0 ,
the action (2.2) becomes

1 (4) n(n 1)
(4)
4
n
2
Skin = d x e
() .
R
2
2 2
MP2
1
,
=
2 2 16
(2.3)
(2.4)
The loop corrections induce a potential localized on the brane, where supersymmetry is
broken:

1
(4)
4
4
4
Spot = d x (R) = Ms d x
(2.5)
V0 + V1 (R) + O(gs ) ,
gs
where V0 is a constant contribution originating from the disk worldsheet and V1 (R) is the
one-loop correction that we compute in Section 4. In models without NSNS tadpoles, that
we present in the next section, the tree-level potential V0 vanishes, while V1 (R) behaves in
the large radius limit as
43
constant for n > 2,

(2.6)
ln R
for n = 2,
R
for n = 1.
The constant behavior follows from the localization of the potential, while the logarithmic
and linear in R corrections are characteristic in the cases where the bulk is two- and onedimensional, respectively, due to the corresponding infrared growth of the propagation of
massless fields [9].
One can now go to the Einstein frame by rescaling the four-dimensional (4d) metric
g g en , which also diagonalizes the radion and graviton kinetic terms:

1 (4) n(n + 2)
(4)
2
2n
()
Stot
(2.7)
= d 4x
R
+
+
e
(R)
.
4
2 2
R :
V1 (R)
Assuming that the full potential has a minimum at R = R0 , and using Eqs. (2.5) and (2.6),
it follows that in the large volume limit the radion mass is of order Ms2 /MP for any number
of dimensions n > 1. The case of n = 1 is special. There is an apparent enhancement factor
R0 Ms , but as we will see in Section 4 the mixing among KaluzaKlein (KK) modes
becomes important and after taking it into account, one finds a value proportional to the
compactification scale 1/R. Thus, for n > 1 and for a string scale Ms 110 TeV, the
radion mass is of the order of 104 106 eV, which corresponds to a wavelength of the
order of 1 millimeter to 10 microns. Note that in the case of two-dimensional (2d) bulk,
there is an enhancement factor of the radion mass by ln R0 Ms 30 which decreases its
wavelength by roughly an order of magnitude.
The coupling of the radion to matter can be deduced easily from the rescaling of
the metric which changes the string to the Einstein frame, and the normalization of its
kinetic term in the action (2.7). Considering two masses at rest, m1 and m2 , the amplitudes
corresponding to the exchange of a graviton and of a radion of momentum p are
2 2 m1 m2
p2
and
n 2 2 m1 m2
,
n+2
p2
(2.8)
respectively. It follows that the radion couples universally as gravity, with an attractive
force of relative strength :
n
,
=
(2.9)
n+2
depending only on the dimensionality of the bulk n [11]. The values of this coupling vary
from = 1/2 to = 3/4 for n = 2 to n = 6 large extra dimensions. Moreover, in the
case of n = 2, there may be again model dependent logarithmic corrections of the order
of (gs /4) ln R0 Ms O(1). Such a force can be tested in microgravity experiments and
should be contrasted with the change of Newtons law due the presence of extra dimensions
that is observable only for n = 2 [7]. In Fig. 1, we plot our predictions together with the
present and future experimental limits.
A final remark concerns the masses generated for other massless scalars in the bulk.
Since supersymmetry is broken only locally, on the worldvolume of the branes, one can
apply the same argument used for the radion. All such scalars are expected to receive
44
Fig. 1. Present limits on non-Newtonian forces at short distances (gray regions), compared to new forces mediated
by the graviton in the case of two large extra dimensions, and by the radion.
from loop corrections localized mass corrections, so that the relevant 4d effective action
for the zero-mode reads:
1
(4)
Skin = d 4 x (R0 Ms )n ()2 + cMs2 2 ,
(2.10)
2
where the kinetic term comes from the bulk, as in Eq. (2.2), while the mass term is localized
and is fixed by the string scale, up to a numerical constant c, in analogy with the radion
potential (2.5). It follows that the physical scalar mass is suppressed by the volume of the
bulk, and is thus of the order of Ms2 /MP . The couplings of these scalars to matter from our
world brane are in general model dependent and may lead to violations of the equivalence
principle at short distances that could be measured experimentally.
3. Model building
To illustrate the discussion of Section 2 we will consider some type IIB string orientifold
examples which involve compactification on a six-dimensional space, where n dimensions
have a common large compactification radius R ls Ms1 , while the remaining 6 n
have a string scale size and do not play a major role.
The simplest cases on which the desired computations can be carried out consist of
toroidal compactifications with the adjunction of a certain number of orientifold planes
and D-branes. These come in different kinds (see Table 1) as they are distinguished by the
charges they carry, both NeveuSchwarzNeveuSchwarz (NSNS), or equivalently their
tension, and RamondRamond (RR) type. Here, we will consider for simplicity D-branes
45
Table 1
The RR and NSNS charges of orientifolds and D-branes
Orientifolds
Symbol
RR charge
NSNS charge
Number
Supersymmetries
D-branes
O
p
O
p
O+
p
O+
p
+
+
Np
p
N
Np+
+
p+
N
NL
Q, Q
Dp
Dp
+
+
np
n p
QNL
Q,
and orientifold planes of the same dimensionality p. The generalization to the case of
several types extended in different internal dimensions is straightforward.
In our conventions, D-branes (anti-D-branes) have positive (negative) RR charge and
positive tension, while there are two types of orientifolds: O -planes with negative tension
and O+ -planes with positive tension. Thus, O+ -planes (O+ -planes) have the same quantum
numbers as D-branes (D-branes), while O -planes (O -planes) have opposite ones. In
Table 1, we also display the supersymmetries preserved. D-branes and both types of
orientifolds preserve the same amount of supersymmetry Q, which amounts half of the
On
bulk supersymmetry, while their conjugates D and O, O preserve the other half Q.
(Q) in a non-linear way,
the other hand, D-branes (D-branes) realize also the other half Q
indicated with a subscript NL in Table 1.
Let us specialized for definiteness to the case of two transverse dimensions with D7branes and orientifold 7-planes, p = 7. The total RR charge of the system:
p + 8Np+ 8N
p+ + np n p
QRR = 8Np + 8N
(3.1)
is constrained to vanish, QRR = 0, due to the flux conservation inside the compact space.
On the other hand, the total NSNS charge of the system is given by
p + 8Np+ + 8N
p+ + np + n p
QNS = 8Np 8N
(3.2)
is not required to vanish in general by consistency. However, a non-vanishing QNS implies

a non-vanishing tadpole for the corresponding NSNS scalar (in our case the dilaton),
accompanied by a non-trivial (usually runaway) tree-level potential. Following the method
of Ref. [4], we will start by constructing models with no tadpoles, that correspond to
consistent non-supersymmetric string vacua in flat space at the tree-level. Since we are
interested to stabilize the compactification radius at values much larger than the string
length, we will specialize to the case of a two-dimensional bulk and compute the oneloop radion potential which behaves logarithmically in the large radius limit, according to
Eq. (2.6). However, we will be unable to find consistent solutions in this limit.
On the other hand, since the vacuum is non-supersymmetric, higher loop corrections are
expected to generate in any case a non-vanishing dilaton potential, and thus dilaton tadpole,
related to the familiar problem of the cosmological constant, for which we have nothing
new to say. We will therefore allow, in a second step, the presence of a potential, and thus
of an uncanceled dilaton tadpole, already at the tree-level. We will then show that one
can stabilize the radion and determine the desired hierarchy by combining the tree-level
46
contribution with the logarithmic one-loop corrections, in a way analogous to the no-scale
mechanism or the so-called inverse hierarchy of softly broken supersymmetry [12].
As we already stated in the introduction, we will assume that the dilaton VEV is fixed
and ignore the presence of a cosmological constant at the minimum of the potential,
focusing only on fixing the radion. Finally, the compactification will proceed in two steps:
first down to p + 1 = 10 n and then down to four. Here, we will describe in detail only
the first step, while the second is trivial for toroidal or orbifold compactifications.
3.1. Susy breaking along one extra dimension
In [4], a construction of consistent type I vacua with spontaneously broken supersymmetry was presented. The main ingredients of the construction are the following:
The ten-dimensional type IIB string is compactified on X M4 with an orientifold
projection on the worldsheet. Here M4 is the four-dimensional Minkowski space and
X is a compact manifold which contains a segment S 1 /Z2 used to break supersymmetry in the bulk. The breaking is achieved by a choice of different periodicity conditions
around S 1 for the fermions and bosons in the same supermultiplets (ScherckSchwarz
mechanism). In our construction we choose all the bosons periodic, while the fermions
are anti-periodic.
At each of the end-points of the segment S 1 /Z2 , the orientifold projection introduces
an orientifold plane. The ScherckSchwarz (SS) boundary conditions require the two
orientifolds to preserve different halves of the bulk supersymmetry, which is achieved
for instance by having the orientifolds to be of the same type and to carry opposite RR
charges.
In order to insure the absence of NSNS tadpoles, we require that the orientifolds carry
negative NSNS charges which are canceled by adding D-branes. The cancellation of
the total RR charge on the other hand implies that the D-branes appear in pairs of
braneanti-brane.
Two possible consistent models are found. In the first case (named brane supersymmetry) the branes are placed on top of orientifolds preserving the same supersymmetries. The massless modes localized at the boundaries are then degenerate between
bosons and fermions and form supermultiplets. A second case (named brane supersymmetry breaking) is obtained by putting the branes on top of orientifolds preserving
different supersymmetries. The massless modes left on the branes are not anymore degenerate between bosons and fermions but the effective field theory has a non-linearly
realized supersymmetry. These properties are easily understandable by inspection of
Table 1.
3.2. Models with two compact dimensions
In this section, we present an extension of the above construction with branes and antibranes located at different points of a two-dimensional compactification plane instead of
a line. We will consider two cases, where the non-periodic boundary conditions for bulk
47
fermions are imposed along one or both directions. We will denote the two classes of
models as (I) and (II).
The one-loop partition function contains four terms accounting for the contributions
of the torus (T ), the Klein bottle (K), the annulus (A) and the Mbius strip (M). For
simplicity, we will consider an orthogonal torus with equal radii R. Also, below we present
only the simplest models defined effectively in eight dimensions. The generalization to
lower dimensions, with less supersymmetry in the bulk, and various types of D-branes is
straightforward and can be easily done along the lines of Ref. [4].
The torus contribution is given by (see [4] for the integration measures)

8 + S8
8 ) E 1 (V8
8 )
TI = E0 (V8 V
S8 ) + O0 (I8 I8 + C8 C
S8 + S8 V
2

8 + C8 I8 )
O 1 (I8 C
Zm,n
2
m,n
in the case where the SS boundary condition is used along one direction, and by
8 + S8
8 )
TII = (E0 E0 + O0 O0 )(V8 V
S8 ) + (E0 O0 + O0 E0 )(I8 I8 + C8 C

8 )
(E1/2
E1/2
+ O1/2
O1/2
)(V8
S8 + S8 V

8 + C8 I8 )
O1/2
+ O1/2
E1/2
)(I8 C
(E1/2
(3.3)
for the case where the SS deformation is used along both directions. Our notations are
the same as in Ref. [4]. I8 , V8 , S8 and C8 are the SO(8) characters corresponding to the
conjugacy classes of the identity, vector, spinor and conjugate spinor, respectively. Their
expressions in terms of theta-functions are given by
I8 =
34 + 44
,
24
34 44
,
24
V8 =
S8 =
24 + 14
,
24
C8 =
24 14
,
24
(3.4)
where is the Dedekind eta-function. Zm,n is the one-dimensional torus partition function,
while Ea (Oa ) denotes the partition function restricted to even (odd) windings n and shifted
momenta m + a:
1 4 mR + nR 2 4 mR nR 2
q
q
,
||2

Oa =
Zm+a,2n+1 ,
Zm,n =
Ea =
Zm+a,2n ,
m,n
(3.5)
m,n
with = ls2 , q = e2i and the complex modulus of the worldsheet torus.
The Klein bottle contribution can be written as

1
2m1 + (I8 C8 )
2m1 +1
m2 ,
(V8 S8 )
KI =
Z
Z
Z
2
m
m
m
1
1
KII = (V8 S8 )
2
m
1 +m2
m1 Z
m2 + 1 (I8 C8 )
Z
2
even

m1 +m2 odd
m1 Z
m2
Z
48
in the direct (open string) channel where

n = q
Z
n2 R 2
2
(3.6)
and

25 2

Z2n1 S8
Z2n1 +1
Z2n2 ,
V8
KI = R
2
n
n
n
1
II =
K
25
2
R 2 (V8 Zee S8 Zoo )
in the transverse (closed string) channel. Here again we used the notation
Zm =
m 2
4 R
(3.7)
while Zee and Zoo are the two-dimensional partition function sums, restricted to (even,
even) and (odd, odd) momenta, respectively.
The remaining two contributions describe the content of the open string sector in these
models. The annulus vacuum amplitude, in the transverse channel, can be expressed as
25 2
A =
V8 Zee + 22 V8 Zoo 12 S8 Zee 22 S8 Zoo + 12 V8 Zeo
2 R2 1

+ 22 V8 Zoe 12 S8 Zeo 22 S8 Zoe ,
(3.8)
where j , j , j , j (j = 1, 2) are the boundary reflection coefficients. As usual, an

appropriate parametrization in terms of the ChanPaton factors is given by
1 = n00 + n + n + n0 + n 0 + n 00 + n0 + n 0 ,
2 = n00 + n + n n0 n 0 + n 00 n0 n 0 ,
1 = n00 + n n + n0 n 0 n 00 + n0 n 0 ,
2 = n00 + n n n0 + n 0 n 00 n0 + n 0 ,
1 = n00 n n + n0 + n 0 + n 00 n0 n 0 ,
2 = n00 n n n0 n 0 + n 00 + n0 + n 0 ,
1 = n00 n + n + n0 n 0 n 00 n0 + n 0 ,
2 = n00 n + n n0 + n 0 n 00 + n0 n 0 ,
(3.9)
where ny1 y2 (n y1 y2 ) represents the number of branes (anti-branes) sitting at the point (y1 y2 )
with y1,2 = 0 or R.
49
With this parametrization, the direct channel annulus amplitude takes the form:
2
n + n 200 + n20 + n 20 + n20 + n 20 + n2 + n 2
m1 Z
m2
A = (V8 S8 ) 00
Z
2
m1 ,m2

m1 +1/2 Z
m2 +1/2
+ (n00 n + n0 n0 + n 00 n + n 0 n 0 )
Z
m1 ,m2
+ (n00 n0 + n 00 n 0 + n0 n + n 0 n )
m1 +1/2 Z
m2
Z
m1 ,m2
+ (n00 n0 + n0 n + n 00 n 0 + n 0 n )
m1 Z
m2 +1/2
Z
m1 ,m2

m1 Z
m2
+ (I8 C8 ) (n 00 n00 + n 0 n0 + n 0 n0 + n n )
Z
+ (n 00 n + n 0 n0 + n0 n 0 + n00 n )
m1 ,m2
m1 +1/2 Z
m2 +1/2
Z
m1 ,m2
+ (n00 n 0 + n 00 n0 + n0 n + n 0 n )
m1 ,m2
+ (n00 n 0 + n 00 n0 + n 0 n + n0 n )
m1 Z
m2 +1/2
Z

Zm1 +1/2 Zm2 .
m1 ,m2
The Mbius strip partition function in the transverse channel is then easily found to be

I =
M
R2
8 Z2n1 Z2n2 2
S8 Z2n1 +1 Z2n2 ),
(1 V
n1 ,n2
II = (1 V
8 Zee 2
S8 Zoo ),
M
R2
which becomes in the direct channel:

1
8 (1)m1 2
m2 ,
m1 Z
1 V
S8 Z
MI =
2 m ,m
1

1
m1 Z
m2 .
8 (1)m1 +m2 2
1 V
S8 Z
MII =
2 m ,m
1
The parameter is a sign ambiguity which we discuss below. It is introduced only in the
8 because of the positivity of 1 following the parametrization (3.9). As we
coefficient of V
explain below, it reflects the freedom of introducing one of the two types of orientifolds,
O or O+ , defined in Table 1.
The integral over the modular parameter = 1 + i2 in the torus amplitude T is
performed over the fundamental domain
F:
1
1
1 ,
2
2
2 0,
| | 1.
50
The direct (open string) channel amplitudes K, A and M are integrated over t [0, ).
A and M
are integrated over
The corresponding expressions in the transverse channel K,
l [0, ), obtained by the following transformations:
i
il,
(3.10)
2t
it
2i
A:
(3.11)
il,
2
t
it + 1 i + 1 il + 1 .
M:
(3.12)
2
2
2t 2
2
The t-dependent parameters in the l.h.s. of the arrows appear as argument of the and
functions in the corresponding vacuum amplitudes K, A and M, while the l-dependent
A and M.
Finally, the hat on the
ones on the r.h.s. are the corresponding arguments in K,
stands as usual for the translation by 1/2 according to Eq. (3.12).
characters of M and M
The exact particle content of the models is fixed after imposing three consistency
conditions: (i) the absence of tachyons, (ii) the absence of RR tadpoles and (iii) the absence
of tree-level NSNS tadpoles. Actually, the last requirement can be satisfied only for
= +. However, since in the next section we will relax this condition, we will discuss
here both cases with the understanding that NSNS tadpoles do not vanish for = .
The first requirement is satisfied if there are no pairs of braneanti-brane at short distance
(shorter than the string length). This is achieved by taking ny1 y2 n y1 y2 = 0, for all y1 , y2 ,
and by considering the compactification radii transverse to the branes large enough.
The resulting models4 are:

K:
2it
Model A where all branes (anti-branes) are on top of orientifolds (anti-orientifolds). In

this case, supersymmetry is not broken locally and the massless open string
states present a fermionboson degeneracy at tree-level and form supersymmetric
multiplets. This model can be obtained by
Model AI:
n 00 = n0 = n 0 = n = 0,
n00 + n0 = n 0 + n = 16,
Model AII:
(3.13)
n 00 = n0 = n0 = n = 0,
n00 + n = n 0 + n 0 = 16.
(3.14)
Model B where all branes (anti-branes) are on top of anti-orientifolds (orientifolds). In

this case, supersymmetry is broken locally at the positions of the branes and
anti-branes, and the massless open string spectra do not have a fermionboson
degeneracy but satisfy a non-linear supersymmetry [4]. This model corresponds
to
Model BI:
n00 = n0 = n 0 = n = 0,
n0 + n = n 00 + n 0 = 16,
(3.15)
4 Here, we restrict our analysis to branes and anti-branes on top of orientifolds. Introduction of Wilson lines
would allow to have new models with branes in the bulk.
51
Fig. 2. The supersymmetric, non-supersymmetric and mixed models. The dotted lines denote directions along
which non-periodic boundary conditions are imposed on the bulk fermions. The plain (dotted) disks stand for
locations of supersymmetric (non-supersymmetric) branes.
Model BII:
n00 = n = n 0 = n 0 = 0,
n 00 + n = n0 + n0 = 16.
(3.16)
Model C with mixed configuration, where some of the branes are on top of orientifolds
and have fermionboson degenerate massless spectra, while others sit on top
of anti-orientifolds and have a non-linearly realized supersymmetry on their
worldvolume and non-supersymmetric spectrum. We can split these models
to two classes: (a) CIa and CIIa, having two non-supersymmetric and two
supersymmetric sectors; these can be either on neighboring or on opposite edges
of the square of the two compact dimensions (see Fig. 2); (b) CIb and CIIb, having
three or one supersymmetric sectors. Examples of such models are obtained as
Model CIa, IIa:
n00 = n0 = n 0 = n = 0,
n0 + n = n 00 + n 0 = 16,
Model CIb, IIb:
(3.17)
n 00 = n0 = n0 = n = 0,
n00 = n 0 + n 0 + n = 16.
(3.18)
These models can provide a natural setting for further studies of the mediation of
supersymmetry breaking in brane models.
A simple inspection of the annulus and Mbius amplitudes in the direct channel shows
that, depending the sign ambiguity = , the ChanPaton charges of the gauge fields
are anti-symmetrized
or symmetrized, respectively. As a result, in the case = +, the

gauge group is i SO(ni ) with ni the non-vanishing ChanPaton factors (here ni denote
collectively also n i ). In supersymmetric massless sectors, the bosons and fermions belong
to vector supermultiplets. In non-supersymmetric massless sectors, the bosons remain in
52
the adjoint (anti-symmetric) of SO(n) representation, while fermions

are in general in the
symmetric ones. In contrast, in the = case, the gauge group is i Sp(ni ) and in nonsupersymmetric massless sectors, the bosons are in the adjoint (symmetric) while fermions
are in anti-symmetric representations.
In the decompactification limit R , supersymmetry is restored in the closed string
sector while it is broken on the worldvolume of the non-supersymmetric branes. This is
reflected in the non-vanishing of the Mbius amplitude which accounts for the contribution
of superstrings stretched between branes and orientifolds and provides the only source for
supersymmetry breaking that remains in this limit. As we mentioned before, these models
can be used as building blocks for more general constructions in lower dimensions with
less supersymmetry, several types of branes and chiral matter representations.
4. One-loop effective potential and radius stabilization

4.1. Explicit examples
In this section, we compute the one-loop cosmological constant in the limit of large
transverse radii R ls . Since the dilaton is considered constant, we will be interested only
in the R dependence of the effective potential. The expressions here are given in the string
frame.
We first consider the contribution from the torus amplitude (closed string sector) c . In
the limit R , the winding modes decouple and we are left over with the zero winding
sector:
2

d
R
2
2
Z
|V
Z
|
+
|S
|
c
m
,0
m
,0
8
8
1
2
25 m1 ,m2
F
Zm1 + 1 ,0 Zm2 + 52 ,0 (V8 S8 + S8 V8 )

2
2 4 2
2
d
R 2

(1 + i2 R)
R8
25 m1 ,m2 212
F

1 2
5 2
2
2
e(m1 +m2 )2 e[(m1 + 2 ) +(n2 + 2 ) ]2

2
2
27
4
1 (1)n1 +5n2 e2 (n1 +n2 )
d
2
2
R8
n ,n
0
1
R c
nb ncf 8 ,
(4.1)
R
where 5 = 0, 1 for the cases I and II, respectively, while in the third line we performed a
change of variables 2 1/2 and a Poisson resummation in m1 and m2 to n1 and n2 .
Here, ncb and ncf are the number of massless bosons and fermions from the closed string
sector. Note that the power of 1/R depends actually on the number of non-compact
spacetime dimensions, so that in four-dimensional compactifications the 1/R 8 becomes
1/R 4 .
53
We turn now to the contribution o of the open (and closed unoriented) string sector,
coming from the remaining three surfaces K + A + M. Using that the absence of tachyon
needs 12 + 22 12 22 + 12 + 22 12 22 = 0 and that the cancellation of the RR total
charge implies 1 = 0, we find:
1
o |I =
2
(4 )d/2
2

1 + 210 2 22 22 2
dl 24
(il)
3 +
4
l 12
28
28
2
2 + 22 22 + 210
iR
1
3
4
8
2 l
2

2

24
26
1
iR
26
2
12 il +
1 3 8 2 3 4
,
2
28
2
2 l
2
4
1 + 210 2 22 22 210 2
dl 2
1
o |II =
(il)
3 +
4
(4 2 )d/2
l 12
28
28
(4.2)
2
2 + 22 22
iR
1
3 4
2 l
28

2
6
24
26
1
iR
2
2
2
12 il +
1 3 8 2 4
,
8
2
2
2
2 l
(4.3)
where d is the number of non-compact dimensions. In the limit R , the resulting

potential presents a logarithmic divergence. This arises from the integration region l
which corresponds to the ultraviolet (UV) limit in the open string channel. In fact, for finite
R, in the limit l , the integrand of the expressions (4.2) and (4.3) is exponentially
suppressed as a result of a cancellation between the two 32 terms, when 1 = 32 and
= + which is the condition for vanishing of the dilaton tadpole.
More precisely, using the properties of -functions, one can invert their argument
iR 2 /2 l i2 l/R 2 by replacing 3 (2 l)1/2 3 /R and 2,4 (2 l)1/2 4,2 /R; one
can then take the limit l using their asymptotic expansions, implying 3,4 (il) 1
and 2 0 with 2 /3 (il) 2. As a result, one is left over with a quadratic divergence
dl proportional to the NSNS dilaton tadpole coefficient

2
1
(1 25 )2
23
10
6
+
2
=
.
dl
(4.4)
1
1
26 (4 2 )d/2
R2
R2
This divergence can be reproduced in the effective field theory limit. For instance we
consider the contribution from one of the 23 states present in (4.4) in four dimensions,
describing the radion associated with the two compact dimensions of radius R. Note that
in Section 2 we considered fixed the string coupling and thus constant the ten-dimensional
dilaton. However, once we turn on fluctuations, it is easy to see that the fields that have
orthogonal kinetic terms are the radion and the four-dimensional dilaton. It follows that
the relevant part of the action which describes the fluctuations of the radion is

4
1 (4)
2
Ms
R
+
()
+
e
V
d 4x
(4.5)
0 ,
gs
2 2
54
where the constant V0 is given by the total tension of all branes and orientifolds. For the
models we described in Section 3.2, it is given by

(1 25 )
.
V0 = 1 25
2(2)2
(4.6)
Using the action (4.5), one can compute the vacuum diagram that gives rise to the one-loop
quadratic divergence (4.4); it is given by the massless on-shell propagator of the radion
ending on two tadpoles:

Ms8 2 V02
1 Ms4 (1 25 )2 1
(4.7)
= 5
.

2
2
gs 2p p2 =0 2 (2)4
R2
p2
To compare with the string theory side, we notice that

p2
2

=
.
dl = dl q 4
p2 p2 =0
p 2 =0
(4.8)
It follows that the field theory result (4.7) reproduces the quadratic divergence of the string
expression (4.4) (up to the multiplicative numerical factor 23 giving the massless states
degeneracy).
On the other hand, taking first the limit R , one finds additional contributions
from the 4 terms and one is left over with a logarithmic divergence dl/ l, as l .
This phenomenon is related to the fact that tadpoles do not vanish locally (even when
they vanish globally for 1 = 32 and = +), and thus, a new contribution arises in the
decompactification limit [13].
A simple inspection shows that the logarithmic divergence comes entirely from the
Mbius amplitude, proportional to 24 / 12 in Eqs. (4.2) and (4.3), as expected since it is
the only source of supersymmetry breaking in the R limit. This divergence is cut-off
by the size of the transverse dimension and leads in four dimensions (d = 4) to

iR 2
dl 4 26
2
,
2 8 1 3 2 3 4
l
2 l
2

iR 2
1
dl 4 26
2
2
UV |II
2
.
1 3
2 4
(4 2 )2
l
28
2 l
1
UV |I
(4 2 )2
(4.9)
(4.10)
As a result, in the limit R , we find a logarithmic behavior

UV (R) Ms4 ln R,
with
=

8
1

(
)
=
(n + n0 + n 00 + n 0 )
1
2

2
2
4
(4 )
=+
(4.11)
(4.12)
for model I, and

=

8
1

(
)
=
(n + n0 + n 00 + n0 )
1
2

2
2
4
(4 )
=+
(4.13)
55
for model II. Here, we gave the values only for the case = + which has no tree-level
tadpoles (for 1 = 32).
Note that the coefficient of the logarithm is in fact proportional to the difference
between the numbers of massless fermions and bosons, in the decompactification limit.
The remaining part of the potential leads to a constant , plus contributions which vanish
in the large radius limit. In order to obtain the effective potential in the Einstein frame, we
perform an appropriate rescaling as explained in Section 2, which introduces an overall
factor 1/R 4 :

R 1
1
ln(RMs ) + ,
V1 (R)
(4.14)
4
4
R
R
where we used the notation introduced in Section 2.
Unfortunately, it is easy to see that for positive, the non-trivial extremum of the
potential is either not consistent with the approximation R ls , or is a maximum. Indeed,
the extremum R0 of Veff is given by
(1)
Veff (R) =
R0 = ls e 4 ,
1
(4.15)
which is in the region R ls only for negative. However, since the potential is positive
asymptotically, this corresponds to a local maximum, while the minimum corresponds to
the run away value R = .
Therefore, to find a minimum, we need a model where the coefficient of the logarithm
is negative, implying that there is a surplus of massless bosons versus massless fermions.
In fact, as seen from Eqs. (4.12) and (4.13), this is the case of the model obtained using the
choice = , for which
|= =
1
(n00 + n + n 0 + n0 )
4
(4.16)
in model I, and
1
(4.17)
(n00 + n + n 0 + n 0 )
4
in model II. However, this model has non-vanishing tree-level dilaton tadpole associated to
a localized tree-level potential. In the weak coupling limit gs < 1, this potential dominates
over the constant one-loop contribution of Eq. (4.14).5 It can be easily deduced from the
one-loop divergence (4.4), and in the string frame it reads (see Eq. (4.6)):
|= =
Ms4
Ms4
1
V0 =
(32
+
)
=
8
.
1
gs
8 2 gs
2 gs
(4.18)
It follows that in this case Veff has a local minimum at the value
1
R0 = ls e 4
8 2
gs (n+ +n + )
(4.19)
5 Note that in the large radius limit, the one-loop quadratic UV divergence (4.4) vanishes, consistently with
the absence of tadpole conditions in non-compact space. Of course, strictly speaking, this is true only for more
than two bulk dimensions so that the decoupling decompactification limit exists. For n = 2, one is left over with
the logarithmic correction (4.11) that we take into account.
56
Fig. 3. The string scale as a function of the coupling constant for different choices for the number of
non-supersymmetric branes.
where n+ (n + ) denotes the total number of D-branes (anti-D-branes) located on top of

the anti-orientifold O+ -planes (orientifold O+ -planes), given in Eqs. (4.16) and (4.17):
2 0.5 0.1, with
n+ = n00 + n0 , n + = n + n 0 . By taking a value for gs = gYM
+
+
gYM the gauge coupling at the string scale, and varying n + n between 1 and 32, it
is very easy to obtain hierarchical large values for the ratio R0 / ls . In Fig. 3, we plot the
prediction for the string scale, as a function of the gauge coupling for three different values
of n+ + n + = 3, 4 and 5.
4.2. Generic case
Here, we generalize the above results to models which have both types of orientifold
planes O+ and O (as well as O ). Such constructions can be obtained for instance by
turning on (quantized) anti-symmetric tensor field background. The effective potential receives a tree level contribution given by the total sum of tensions of branes and orientifolds.
In the case of orientifold 7-planes (toroidally compactified in four dimensions), it reads

Ms4
Ms4
1
+ 8N + + 8N
+ + n + n ,
8N 8N
V0 =
QNS =
(4.20)
2
2
gs
8 gs
8 gs
) denote the number of O (O ) planes, while n (n)
where N (N
is the total number
of D-branes (anti-branes). On the other hand, in the large transverse radius limit, the oneloop contribution is dominated by the Mbius amplitude, and thus, is proportional to the
difference between the numbers of massless fermionic and bosonic degrees of freedom. In
the case of two large extra dimensions, it leads to
Ms4
(NF NB ) ln(RMs )
4

M4
= 4s n + n n+ n + ln(RMs ),
V1 (R)
(4.21)
57
where NB (NF ) is the number of massless bosons (fermions) on the branes, and in analogy
with n+ (n + ), n (n ) denotes the number of branes on anti-orientifolds O (anti-branes
on orientifolds O ). Here we neglected the constant term, as it is suppressed by powers of
the string coupling gs , compared to the tree-level contribution (4.20).
Note that, by inspection of Table 1, the brane configurations appearing in Eq. (4.21) are
the only ones that break supersymmetry (at the massless level), although, as explained in
Section 3, there is still a left-over non-linear supersymmetry. In all other configurations
(branes on O , or anti-branes on O ) supersymmetry is linearly realized (at least at the
massless level) and there are no logarithmic corrections in the potential.
It follows that the potential has a minimum at
1
R0 = e 4
+ 8N
+ +8N
+ 8N 8N
+n+n 2
8gs
n+ +n + n n
ls .
(4.22)
As in the previous subsection, it is easy to find examples where such a formula gives a
size for the compactification radius hierarchically larger than the string length and in the
desired range of values.
5. One-loop contributions to the masses of bulk fields

5.1. Bulk scalar masses
Let us consider a generic scalar living in the closed string bulk. Through its
interactions with other particles, it gets a one-loop correction to its mass g 2 2 , where
g is the gauge coupling constant, determined by the self energy at zero momentum
(Ms , R) = (Ms , R) + (Ms , R),
(5.1)
where contains effects exclusively due to other bulk particles, while comes from the
presence of the boundaries. Here, we restrict our discussion to the case where the generated
term quadratic in the field is just a mass term, while in general there could be also terms
localized on the boundaries of the form I I or MI with I representing one of
the transverse directions and M a mass scale.
We first consider the contributions from (Ms , R). In general, this contribution can
be extracted from the torus amplitude. For the case of the radion field in the string models
under study, assuming that the full potential has a minimum at a value R0 , one finds a mass
of the order of
ls2+n /R04+n ,
(5.2)
where n is the number of large bulk dimensions with a common radius R0 . Actually, the
same result remains valid for any bulk scalar, which follows simply from the behavior of
2+n/2
, for large R0 .
the torus amplitude as 1/R0
The contribution originates from the other one-loop string surfaces with boundaries
and crosscaps. As we have pointed out in Section 2, and illustrated by the examples of
58
Fig. 4. The one-loop self-energy localized on the boundary introduces a mixing between the KK states and
modifies the mass spectrum.
Section 3, the radion field acquires a potential given by (in the Einstein frame)

Ms4 e4 ln (R/ ls ) + for n = 2,
R : V (R)

for n = 2,
Ms4 e2n R (2n) +
(5.3)
where = 1 ln (R/R0 ) as defined in Section 2.

For the case of n = 2, the potential has an extremum at R0 with a squared mass g 2
for the radion field , given by
R0 = ls e 4 ,
g 2 = 32
Ms4
MP2
(5.4)
so that a minimum at R0 ls requires < 0, > 0 and / 1.

For n = 2, the potential in (5.3) gives instead

R0 = ls
2n
(3n 2)
1
2n
g 2 = 2n(2 n)
Ms4
MP2
(5.5)
In order to have a minimum at R0 with R0 ls we need < 0 and / 1 for n > 2

or > 0 and / 1 for n = 1. Of course, in both cases, unlike the case n = 2, a large
hierarchy cannot be obtained naturally, since there are no exponentials as in (5.4).
The contribution to the mass from Ms4 /MP2 1/R0n dominates always over
the contribution (5.2) from 1/R04+n which can therefore be neglected. Moreover,
for n > 2, the effect of mixing among KK excitations can also be neglected, as the
supersymmetry breaking induced mass is suppressed compared to the KK masses by
n/2
powers of ls /R0 for n > 2, and by a loop factor in the case of n = 2 (1/R0 < 1/R0 ).
Thus, for n 2 the radion mass is of the order of Ms2 /MP .
The case of one extra dimension needs a more careful treatment. Because the boundary
interactions do not conserve KK momenta, the vacuum polarization diagram associated
with will connect different mass levels as shown in Fig. 4. We denote by g(n) the
coupling of a KK state with momentum n/R with the boundary states6 appearing in the
one-loop self-energy, and define the tree-level 5D propagator projected on the boundary (at
the origin)
5 =
1
p2 +
n2
R2
6 In the case of states localized at brane intersections g(n) = g 2

n2 ls2 /R 2 [4,14].
n,0
(5.6)
59
where p is the momentum along the directions parallel to the boundary. We consider now
the one-loop correction to the propagator in the large radius
limit, R ls . Since in this limit
the series in 5 is convergent, we can replace g(n) = g 2 n,0 independent of n(n = 0)
as long as n < Rls . The resulting propagator, obtained by the Dyson resummation shown
in Fig. 4, is then given by (51 g 2 )1 . Thus, the one-loop corrected mass of KK
excitations can be computed through the equation 51 g 2 = 0 for p2 = M 2 .
The mass eigenstates are then given by the solution of the equation
RM
.
2 R 2 g 2
This equation can be solved numerically and leads to a tower of states with masses
cot(RM) =
(5.7)
n + n
(5.8)
, n 0, n < 1,
R
where our approximations remain valid for n < RMs . The loop of leads to a potential
for the projection of on the boundary which modifies the mass of all KK modes by a
shift n. This shift can be approximated in the limiting cases of very small or very large
one-loop self-energy compared to the tree-level mass.
First, in the absence of one-loop self-energy, i.e., 0, Eq. (5.7) gives
cot (RM) = and thus n 0. For the scalar fields considered here R 2 g 2 1,
we can approximate cot (RM) 2 (1 2n) and we obtain
Mn =
2n + 1
1
(5.9)
,
2 2R 2 g 2
and thus n 1/2 which is the maximal possible shift. This means that the projection of
the field on the boundary is vanishing in order to minimize the potential g 2 2 .
For the radion case in the models under study in this work, we have observed that the
main one-loop contribution comes from the Klein, Mbius strip and annulus. This is due to
open (or closed unoriented) strings and thus gives rise to a boundary potential. Moreover,
we have found above that for one dimension 1/R, and thus R 2 g 2 1, in the
large radius limit. This corresponds then to a shift n 1/2 and all bulk masses of each
KK excitations remain of order 1/R.
Finally, we would like to comment on the case of a small ( which is not realized for
the scalar fields discussed here) leading to a small shift n 1, i.e., R 2 g 2 1. In this
case we can approximate cot(RM) 1/(n) which leads to
n
(n + n)n R 2 g 2 .
(5.10)
The zero mode mass is then

n2
(5.11)
g 2 ,
R2
which is the familiar result obtained directly in the effective four-dimensional theory at
scales below 1/R, while the masses of the other KK modes are shifted by
M02 =
R 2 g 2
,
n
which decreases with n.
n
(5.12)
60
5.2. The gravitino mass

In this subsection, we compute the one-loop correction to the gravitino mass and show
that it is of the order of a loop factor times its tree-level mass 1/2R. The one-loop induced
gravitino mass can be read from the two-point correlation function of the corresponding
vertex operators. The gravitino vertex in type I string models, present at each boundary can
be constructed from the type IIB RNS and NSR states by taking the left-right symmetric
linear combination.
The one-loop contribution to the gravitino mass can be splitted into two parts,
corresponding to the contributions of the CP -even and CP -odd spin structures. For the
computation, we will need the expression of the vertex operators in the (1 /2 , 0) ghost
picture

2

+ k (z)
d z : e 2 (z)u S (z) X
V(1 /2 ,0) (k, 5) = 5

+ e 2 (z) X + k (z)u
(5.13)
S (z) eikX (z, z ):
and in the (1 /2 , 1) ghost picture

2

d z : e 2 (z)e (z)u S (z) (z) + c.c. eikX (z, z ):,

V(1 /2 ,1) (k, 5) = 5
(5.14)
are the (non-compact) bosonic coordinates and

( ) their left (right)
where
2d fermionic superpartners. The tilde stands for right-movers and is the superreparametrization ghost. S are the ten-dimensional spin fields, u the associated tendimensional spinors and 5 the gravitino polarization vector. We will also need the
z).
worldsheet supercurrent given by TF (z) = X(z) + X(
For the case of even spin structure, we need to compute

:e TF (v): .
Aeven = V(1 /2 ,0) k, 5 1 (z, z )V(1 /2 ,0) k, 5 2 (w, w)
(5.15)
X
All terms in the vertex operators involving powers of the external momentum k are
proportional, in the rest frame, to powers of 1/R. The only contraction that does not involve
explicit powers of k is proportional to

I
(w)X
(z)X
(v)eikX (z, z )eikX (w, w)

,
X
plus permutations of left and right movers. Here, the index I refers either to (non-compact)
spacetime or internal indices, collectively. These terms contain three factors of X or X,

and thus, one of them will be contracted with an exponential or replaced by an internal
zero mode, leading to a power of 1/R.
In the case of odd spin structure, we have to compute instead:

. (5.16)
Aodd = V(1 /2 ,1) k, 5 1 (z, z )V(1 /2 ,0) k, 5 2 (w, w)e
TF (v) :e TF (v):
A reasoning similar to the above of even spin structure shows that the only contractions
that do not involve explicit powers of the external momentum contain three factors of X
which lead again to contributions proportional to 1/R.
or X,
61
As a result, the one-loop induced mass term is of order gs /R. Note that as for the
case of scalar fields, bulk fermions masses might receive one-loop contributions of two
kinds: (i) from bulk interactions (ii) from boundary interactions. In the absence of tree
level masses, the fermions do not receive one-loop contribution from bulk interactions.
This contribution is then proportional to the splitting induced by the non-periodic boundary
conditions and vanishes in the decompactification limit.
6. Summary
In conclusion, in this work we studied the brane to bulk mediation supersymmetry in
type I string models with brane supersymmetry breaking. Bulk scalar masses are generated
at one-loop level and are of order Ms2 /MP , while bulk fermions acquire tree-level masses
due to the ScherckSchwarz boundary conditions and are in general heavier, of the order of
the compactification scale 1/R. Thus, when the string scale is in the TeV region, the radion
acquire a tiny mass and mediates a new attractive universal force at micron distances. We
computed its coupling to matter and found that such a force could be detectable in tabletop
experiments that test gravity at short distances.
We also studied the particular case of two large bulk dimensions and derived a general
formula for the effective potential. We showed that its minimization can stabilize the
radion and fix the size of the bulk at values that are hierarchically large than the string
length, determining the desired hierarchy between the Planck and string scales. It will be
interesting to apply this mechanism in model building of semi-realistic string vacua.
Acknowledgements
We would like to thank Ann Nelson and Riccardo Rattazzi for valuable comments on an
earlier version of the paper. This work was supported in part by the European Commission
under RTN contract HPRN-CT-2000-00148, and in part by the INTAS contract No. 99-1590. K.B. acknowledges the financial support provided through the European Communitys
Human Potential Programme under contract HPRN-CT-2000-00131 Quantum Spacetime.
A.L. thanks the Theory Division of CERN for its hospitality and partial financial support.
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Yukawa textures and anomaly mediated

supersymmetry breaking
I. Jack, D.R.T. Jones
Department of Mathematical Sciences, University of Liverpool, Liverpool L69 3BX, UK
Received 3 February 2003; received in revised form 26 March 2003; accepted 9 April 2003
Abstract
We present a detailed analysis of how a mixed-anomaly-free U1 symmetry can be used to both
resolve the slepton mass problem associated with Anomaly Mediated Supersymmetry Breaking and
generate the fermion mass hierarchy via the FroggattNielsen mechanism. Flavour changing neutral
currents problems are evaded by a specific form of the Yukawa textures.
PACS: 12.15.Ff; 12.60.Jv
1. Introduction
An explanation for the existence of the three generations of quarks and leptons with
their widely dispersed masses remains one of the most significant problems in fundamental
physics. One plausible way they may emerge from a more fundamental theory is via
Yukawa textures associated with a U1 symmetry, either global or gauged at some higher
scale [1]. This idea has been much studied both with anomaly-free and anomalous U1 s.
In this paper we investigate Yukawa textures in the context of a specific framework for the
origin of soft supersymmetry breaking within the MSSM, known as Anomaly Mediated
Supersymmetry Breaking (AMSB) [24]. Direct application of the AMSB solution to the
MSSM leads, unfortunately, to negative (mass)2 sleptons. A number of possible solutions
to this problem have been discussed; here we concentrate on proposals [5,6] which require
the existence of an additional U1 symmetry; in the first case (Case (FI)) a normal U1
(commuting with supersymmetry), and in the second case (Case (R)) a U1 associated with
an R-symmetry [7]. Both cases permit additional contributions to the scalar masses which
E-mail address: drtj@liverpool.ac.uk (D.R.T. Jones).
doi:10.1016/S0550-3213(03)00310-9
64
I. Jack, D.R.T. Jones / Nuclear Physics B 662 (2003) 6388
preserve the exact RG invariance of the AMSB solution, providing the U1 has no linear
mixed anomalies with any gauge group of the theory. In the MSSM context this amounts to
the requirement that the U1 (SU 3 )2 , U1 (SU 2 )2 and U1 (U1 )2 anomalies cancel. The U1 need
not in fact be gauged, though of course the vanishing of these anomalies suggests that it
may be. We will therefore also impose cancellation of U1 (U1 )2 anomalies, so that a MSSM
singlet sector would suffice to render U1 anomaly free. It is very natural to use the same
U1 symmetry to both solve the slepton mass problem and generate the Yukawa textures.
With regard to Case (FI), the MSSM in fact admits two generation-independent, mixedanomaly-free U1 groups, the existing U1Y and another (which could be chosen to be
U1BL [8] or a linear combination of it and U1Y [5]). The existence of these two independent
U1 s indeed enables us to resolve the slepton problem and predict a distinctive sparticle
spectrum with characteristic mass sum rules, as described in Ref. [5]. This scenario has the
advantage of incorporating natural suppression of flavour-changing effects in both hadronic
and leptonic sectors. It provides no insight into the flavour problem, however, and does not
accommodate neutrino masses in an elegant way.
The MSSM does not admit a generation-independent R symmetry (although one can be
arranged using additional matter fields, see Ref. [9]), and so there is no analogous treatment
to Case (FI). In Ref. [6] we argued that in conjunction with the FroggattNielsen (FN)
mechanism [1], use of a generation-dependent R-symmetry could combine the desirable
features of the AMSB scenario with an explanation for the flavour hierarchy. The form
of Yukawa textures adopted in Ref. [6] was motivated by the limits imposed by flavour
changing neutral currents (FCNC); it required, however, some fine tuning to reproduce the
flavour hierarchy and the CKM matrix. In Ref. [10], motivated by the now overwhelming
evidence for massive neutrinos,1 we considered a generation-dependent U1 in the Case (FI)
context, and found a different texture which both naturally reproduces the flavour hierarchy
and leads to an acceptable CKM matrix. Our purpose here is to describe this scenario in
more detail, explore alternatives, and extend the discussion to encompass Case (R). We
show how the existence of a mass sum rule involving the Higgs bosons constrains our U1
charge assignments, and exhibit sparticle mass spectra for the various possible scenarios.
In Section 2 we review AMSB, in Section 3 we describe briefly the MSSM generalised to
incorporate massive neutrinos via the see-saw mechanism (which we term the MSSM ); in
Sections 47 we analyse the constraints imposed by anomaly cancellation and in Section 8
we pursue the experimental consequences of our preferred choice of textures.
2. Anomaly mediation
Consider a supersymmetric theory with superpotential
1
1
W () = ij i j + Y ij k i j k ,
2
6
(2.1)
1 Direct extension of Case (FI) to include massive neutrinos is possible using Dirac mass terms, but this is
very unattractive as it provides no explanation for the extreme lightness of the neutrinos. The seesaw mechanism
provides just such an explanation, and most elegantly; but involves Majorana masses for right-handed neutrinos,
which evidently break U1BL . For some alternative ideas about massive neutrinos in this context see Ref. [8].
and soft supersymmetry-breaking terms as follows:

i
1 ij
1 ij k
1
b i j + h i j k + M + c.c. + m2 j i j .
Vsoft =
2
6
2
65
(2.2)
The anomaly mediation approach to the MSSM begins with the following relations:
M = M0
g
,
g
(2.3a)
ij k
hij k = M0 Y ,
m2
i
(2.3b)
d i
1
j
,
= |M0 |2
2
d
(2.3c)
which are RG invariant to all orders of perturbation theory. (In Appendix A we provide a
summary of the most general set of such relations, for a theory including gauge singlets.)
Eq. (2.3c) leads to tachyonic sleptons; most studies have dealt with the so-called
mAMSB, produced by replacing it (at the unification scale) with
m2 = m2AMSB + m20 ,
(2.4)
that is
d i j
1
+ m20 i j ,
(m2 )i j = |M0 |2
2
d
(2.5)
where m20 is constant. This procedure, however, destroys the RG invariance (and hence the
UV insensitivity) of the relation. Much more elegant, in our opinion, are the following two
possibilities:
2.1. Case (FI): The FayetIliopoulos solution
Here we replace Eq. (2.3c) with:
d i j
1
+
a (Ya )i j ,
(m2 )i j = |M0 |2
2
d
a
(2.6)
where a , (Ya )i j are constants, satisfying the following relations:

(Ya )i l Y lj k + (Ya )j l Y ilk + (Ya )k l Y ij l = 0,

tr Ya C(R) = 0.
(2.7a)
(2.7b)
Here C(R) is the quadratic gauge Casimir for the chiral multiplet. These constraints
follow from demanding that m2 be RG invariant, but clearly correspond to requiring that
each Y correspond to an abelian symmetry of the superpotential (Eq. (2.7a)), such that
all anomalies linear in Y and quadratic in gauged symmetries vanish (Eq. (2.7b)). It is
interesting that the latter requirement derives from the X-function in the -function for
m2 ; this function, whose existence was first remarked in Ref. [11] was related recently to
anomalies in Ref. [12]. The a -terms in Eq. (2.6) correspond precisely to the contributions
to the scalar masses from FayetIliopoulos (FI) D-terms, after elimination of the auxiliary
66
D-fields using their equations of motion. Note that the mixed anomaly cancellation
requirement rules out anomaly cancellation via the GreenSchwarz mechanism [13]. The
simplest realisation of the FI scenario is to have two s, , , the first corresponding to
the standard model U1 and the second to a U1 the possible form of which we will discuss
in detail later.
2.2. Case (R): The R-symmetry solution
Here we have
m2
i
j

d i j
1
+ m20 i j + qi i j
= |M0 |2
2
d
(2.8)
where m20 and qi are constants, as long as a set qi exists that satisfy the following
constraints:
(qi + qj + qk )Y ij k = 0,

2 Tr qC(R)
+ Q = 0,
(2.9a)
(2.9b)
where Q is the one-loop g coefficient. It is easy to show [7] that Eq. (2.9) corresponds
precisely to requiring that the theory have a non-anomalous R-symmetry (which we denote
R, to avoid confusion with our notation R for group representations), where if we set
3
qi = 1 ri ,
2
(2.10)
then Eq. (2.9a) corresponds to (ri + rj + rk )Y ij k = 2Y ij k , which is the conventional Rcharge normalisation. In the rest of the paper we will work with the fermionic R charges,
qi = ri 1. The relation Eq. (2.8) generalises easily to the case of several R symmetries
but the simplest possibility, which suffices to deal with the slepton mass problem, is to have
one only, which we will call U1R .
3. The superpotential and neutrino masses

The MSSM is defined by the superpotential
W = H2 QYu uc + H1 QYd d c + H1 LYe ec + H2 LY c
1
+ H1 H2 + ( c )T M c c ,
(3.1)
2
where Yu , Yd , Ye are 3 3 Yukawa matrices, and Y is 3 n , where n is the number of
RH neutrinos. We will neglect CP-violation and assume that all parameters in Eq. (3.1) are
real. The light neutrino mass matrix m is generated by the seesaw mechanism,
T
m = mD M1
c (mD ) ,
where mD = v2 Y is the Dirac -mass matrix.
(3.2)
67
The quark and charged lepton matrices are diagonalised as follows:

diag
Yu
= UuT Yu Vu
(3.3)
(similarly for Yd , Ye ), so that the CKM matrix is given by

CKM = UuT Ud .
(3.4)
The neutrino mixing matrix UMNS relating the mass eigenstate basis to the basis in which
the leptonic charged currents are flavour-diagonal, i.e.,

e
1
(3.5)
= UMNS 2
3
is given by
UMNS = UeT U ,
(3.6)
where
diag
= UT m U .
(3.7)
Existing oscillation data suggests non-zero neutrino masses with large mixing. SuperKamiokande results are consistent with oscillations with m2 103 eV2 and
maximal mixing; while the large-angle MSW solution to the solar oscillation data is
consistent with e mixing with m2 105 eV2 and large (not quite maximal)
mixing. Finally, the CHOOZ reactor experiment and the Palo Verde experiment suggest
that Ue3 is small.
Thus we seek a UMNS such that

s12 c31
s31
c12 c31
UMNS = s12 c23 c12 s23 s31 c12 c23 s12 s23 s31 s23 c31
(3.8)
s12 s23 c12 c23 s31 c12 s23 s12 c23 s31 c23 c31
with sin2 212 0.75 and sin2 223 1 and sin2 231 0.
Examples from the literature of favoured structures are:

cos
sin
0
UMNS = sin /2 cos /2 1/ 2
sin / 2 cos / 2 1/ 2
or [14]
2
3 cos
cos
UMNS = sin
6
2
+ sin
cos
6
2
1
3
1
3
1
3
2
3 sin
cos
sin
2
6
sin
cos
2
6
(3.9)
(3.10)
We will discuss later to what extent our framework predicts (or at least accommodates)
results of this general nature.
68
4. The Yukawa textures

In this section we will discuss the form of Yu,d,e , postponing Y till later. We seek to
reproduce the well-known hierarchies [15]
m : m : me = mb : ms : md = 1 : 2 : 4 ,
and mt : mc : mu = 1 : 4 : 8
(4.1)
(where 0.22), an acceptable CKM matrix (without too much fine tuning), and neutrino
masses and mixings consistent with current observations.
The fundamental assumption we shall make is that most of the Yukawa interactions
are generated via the FroggattNielsen (FN) mechanism [1]: specifically, from higher
dimension terms involving MSSM singlet fields u,d,e with U1 or U1R charges Qu ,
u aij
Qd , and Qe , via terms such as H2 Qi ucj ( M
) , where M represents the scale of
new physics; we will assume that M M c . We choose to normalise charges so that

Qu = 1. For our principal development we will assume that each Yukawa matrix Yu,d,e
gains its texture from a particular -charge and that the vevs of the various -charges
are approximately the same. Assignments such that this scenario is (in a sense we will
define) natural will be discussed presently.2 It follows at once from gauge invariance that
the textures take the following form:
pd
pu

xu yu
xd yd
d
a
q
z
a
q
z
u
u
u
d
d
d
Yu
,
Yd
,
bu cu
1
bd cd
1
pe

xe ye
e
a
q
z
e
e
e
Ye
(4.2)
be ce
1
where (in both Case (FI) and Case (R))
au = pu + qu xu ,
cu = x u y u ,
bu = pu yu ,
zu = qu + yu xu ,
(4.3)
3
with similar relations for ad,e , etc. Given that m mb and mb /mt
we might expect
d e and tan d 3 . Hence, for tan 10, for example, we would then expect
d = 1 or d = 2. It might also be, however, that the hierarchy mb /mt has a different
origin.
Gauge invariance of the Yukawas also provides relationships among the various charges.
We will first give these relationships for the U1 charges in Case (FI). Denoting the U1
charges of the supermultiplets Qi , Li , uci , dic , eic , H1 , H2 as qi , Li , ui , di , ei , h1 , h2 , we
have:
q1 = pu u1 h2 ,
q2 = au u1 h2 ,
q3 = bu u1 h2 ,
2 If the U is in fact gauged then this implicitly assumes that there exists a D-flat direction corresponding to
1
the M scale with all the vevs of the s involved in texture generation approximately the same.
69
L1 = (pe + e )Qe e1 h1 ,
L2 = (ae + e )Qe e1 h1 ,
L3 = (be + e )Qe e1 h1 ,
u2 = u1 + q u a u ,
(4.4)
u3 = u1 b u ,
d1 = (d + pd )Qd pu + u1 h1 + h2 ,
d2 = (d + qd )Qd au + u1 h1 + h2 ,
d3 = d Qd bu + u1 h1 + h2 ,
e2 = (qe ae )Qe + e1 ,
e3 = Qe be + e1 ,
(4.5)
and also the following relations:

ad = (au pu + Qd pd )/Qd ,
bd = (bu + Qd pd pu )/Qd ,
cd = (bu + Qd qd au )/Qd ,
xd = (pu + Qd qd au )/Qd ,
yd = (pu bu )/Qd ,
zd = (au bu )/Qd .
(4.6)
Case (R) differs because the superpotential has non-zero R-charge which as usual we take
to be 2. Then, in terms of the U1R fermionic charges, we have (instead of Eq. (4.4)):
q1 = pu u1 h2 1,
q2 = au u1 h2 1,
q3 = bu u1 h2 1,
L1 = (pe + e )Qe e1 h1 1,
L2 = (ae + e )Qe e1 h1 1,
L3 = (be + e )Qe e1 h1 1,
(4.7)
while Eqs. (4.5), (4.6) are unaffected.

Cancellation of mixed anomalies for (SU 3 )2 U1 , (SU 2 )2 U1 and (U1 )2 U1 leads to the
conditions (in Case (FI))
A3 =
3

(2qi + ui + di ) = 0,
(4.8a)
i=1
A2 = +
3

(Li + 3qi ) = 0,
(4.8b)
i=1
A1 = 3 +
3

i=1
(3Li + qi + 8ui + 2di + 6ei ) = 0,
(4.8c)
70
where we have set h1 = h2 , or in Case (R):

A3 = 6 +
3

(2qi + ui + di ) = 0,
(4.9a)
i=1
A2 = 4 + +
3

(Li + 3qi ) = 0,
(4.9b)
i=1
A1 = 3 +
3

(3Li + qi + 8ui + 2di + 6ei ) = 0,
(4.9c)
i=1
where the additional contributions in Eq. (4.9a) and (4.9b) are due to gauginos.
Cancellation of U1 (U1 )2 or U1 (U1R )2 anomalies leads to the further condition (valid in
both cases)
AQ = h21 + h22 +
3

2

ei L2i + qi2 2u2i + di2 .
(4.10)
MSSM singlet fields (such as ic and the -fields) do not contribute to Eqs. (4.8)(4.10).
They do contribute to U1 -gravitational and (U1 )3 anomalies, which are proportional to the
following expressions (which we include for completeness but the vanishing of which we
do not impose). In the FI case:
3

3
3

ei + 2L3i + 6qi3 + 3u3i + 3di3 +
sj ,
AC = 2 h31 + h32 +
(4.11)
i=1
AG = 2 +
3

(ei + 2Li + 6qi + 3ui + 3di ) +
sj ,
(4.12)
i=1
and in the R case:

3

3
3

ei + 2L3i + 6qi3 + 3u3i + 3di3 +
sj ,
AC = 2 h31 + h32 + 16 +
(4.13)
i=1
AG = 2 8 +
3

(ei + 2Li + 6qi + 3ui + 3di ) +
sj ,
(4.14)
i=1
where we have assumed a singlet sector with charges si which would include ic and the
-fields. Note the gravitino contributions to AC,G in the R case [16].
5. The Wolfenstein textures

Here we explore whether we can obtain the Wolfenstein texture for the CKM matrix,

1 3
2
CKMW 1
(5.1)
3 2 1
71
in the light of the constraints imposed in the previous section. There is a considerable
literature on this subject, both with anomaly-free and anomalous U1 symmetries; for a
recent example see Ref. [17].
A matrix of the form, e.g., Yu in Eq. (4.2) has one eigenvalue O(1) and two of orders
O(min{pu ,qu ,xu ,au } ), O(max{pu ,qu ,xu ,au } ), respectively. Moreover, the Wolfenstein texture
for the CKM matrix is obtained if the right-hand columns of Yu and Yd are both of the
form ( 3 2 1 )T , and if xu,d 3. If we require mass hierarchies of the form Eq. (4.1),
then the only possible textures satisfying these conditions (together with Eqs. (4.3)) are of
the form

4
8
3 3
5 3
d
7
4
2
3
2
2
Yd
Yu ,
(5.2)
.
5 2 1
1 1
All the relevant conditions from Eq. (4.6) are then satisfied by taking Qd = 1.
We can then solve the linear anomaly constraints (4.8) for , e1 and Qe , yielding (in
case (FI)):
= d + 6,
2d
Qe =
,
3e + pe + qe
16 2h2 e1 Qe (pe + ae + be + 3e )
2d
+
+
,
u1 =
9
3
3
3
9
while in case (R) we find from Eq. (4.9) that
(5.3a)
(5.3b)
(5.3c)
= d + 6,
(5.4a)
2(3 + d )
,
Qe =
(5.4b)
3e + pe + qe
2h2 e1 Qe (pe + ae + be + 3e )
40 2d
+
.
u1 =
(5.4c)
9
9
3
3
9
In both cases we necessarily have a texture-generated -term, related to M by
M ()d +6 , assuming that the responsible for it has the same U1 charge as u,d .
Imposing Eq. (5.3) or Eq. (5.4) renders Eq. (4.10) linear in h2 , so we solve Eq. (4.10)
for h2 , obtaining in Case (FI):

h2 = 116 2Qe pe d 2Qe ae d + 32d + 12e1 4Qe pe
12Qe e 4Qe ae 4Qe be + Q2e pe2 + 3Q2e e2 + 2Q2e pe e
2Qe pe e1 6Qe e e1 + 2Q2e ae e + 2Q2e be e + 2Q2e qe ae
2Qe qe e1 Q2e qe2 + 4d2 6Qe e d 2Qe be d + 6e1 d
1
,
4(6 + d )
(5.5)
and in Case (R):

h2 = 6Qe ae d 6Qe be d 18Qe e d + 6Q2e pe e
+ 118d 6Qe pe d 6Qe pe e1 20Qe ae 60Qe e
72
20Qe pe 20Qe be + 3Q2e pe2 + 9Q2e e2 + 60e1 18Qe e e1

+ 6Q2e ae e + 6Q2e be e + 6Q2e qe ae 6Qe qe e1 3Q2e qe2

1
+ 12d2 + 18e1 d + 304
.
12(4 + d )
(5.6)
We can thus achieve cancellation of mixed anomalies while still retaining considerable
freedom in the leptonic sector. Among the possible textures for Ye we have
4
4

3 3
4 2
YeI e 3 2 2 ,
YeII e 2 2 1 ,
1 1
2 2 1
4

2

YeIII e 4 2 .
(5.7)
3 1
All these textures correspond to the hierarchy m : m : me = 1 : 2 : 4 . From Eq. (5.3b)
we see that for this class of textures
Qe =
2d
3(e + 2)
in the FI case,
(5.8)
Qe =
2(3 + d )
3(e + 2)
in the R case,
(5.9)
or
so that, for example, in the FI case with d = e = 2 we have Qe = 1/3. Notice that in the
R case we can have Qe = 1, if d = 3e /2.
6. DD textures
In this section we consider an alternative texture solution, as described in Ref. [10] (see
also Ref. [18]). This takes the form:
8
4

4 1
2 1
Yu 8 4 1 ,
(6.1)
Yd , Ye d,e 4 2 1 .
8
4
1
4 2 1
We will term these textures Doublet democracy because (assuming as before a specific
-field is responsible for each texture) it corresponds to generation-independent charges
for quark and lepton doublets. Unlike the Wolfenstein case, the above textures do not lead
naturally to a Wolfenstein texture for CKM; in fact, the entries in Uu,d , and hence CKM,
are generically of O(1). However, if we suppose that in fact

au 8 du 4 1 + O(2 )
ad 4 dd 2 1 + O(2 )
Yu bu 8 eu 4 1 + O(2 )
and Yd bd 4 ed 2 1 + O(2 )
8
4
2
cu fu 1 + O( )
cd 4 fd 2 1 + O(2 )
(6.2)
73
(in other words, that the unsuppressed Yukawa couplings are approximately the same in
both cases) then we obtain for the CKM matrix the texture

1 1 2
CKMDD 1 1 2
(6.3)
2 2 1
which is not of the form of the standard Wolfenstein parametrisation, Eq. (5.1). It does,
however, reproduce the most significant feature, which is the smallness of the couplings to
the third generation. We obtain CKMDD although the entries in Uu,d are generically still
of O(1), via a cancellation between Uu and Ud . This observation will be important when
we come to consider neutrino masses in this scenario.
Unlike the Wolfenstein case, these textures do not dictate the value of Qd . The anomaly
constraints become (in Case (FI)):
A3 = 12 + 3d Qd + 6Qd 3 = 0,
(6.4a)
A2 = 2 6h2 + 72 9u1 + 12Qe + 3Qe e 3e1 = 0,
(6.4b)
A1 = 120 + 6d Qd + 12Qd + 27u1 + 18h2 + 9Qe e + 9e1 12 = 0,
(6.4c)
AQ = 48u1 144h2 96Qd 48d Qd 28Q2e 24Q2e e + 12Qe e1

3Q2e e2 + 18u1h2 + 6Qe e e1 + 6d Qd u1 + 12d Qd h2 + 48 + 12h22
+ 3d2 Q2d + 12d Q2d + 20Q2d + 12Qd u1 + 24Qd h2 + 224 + 24Qe
24Qe h2 6e1 + 6e1 h2 2 4h2 12Qd 6u1
+ 6Qe e 6Qe e h2 6d Qd = 0,
(6.4d)
and in Case (R):

A3 = 12 + 3d Qd + 6Qd 3 = 0,
(6.5a)
A2 = 64 2 6h2 9u1 + 12Qe + 3Qe e 3e1 = 0,
(6.5b)
A1 = 132 + 6d Qd + 12Qd 12 + 18h2 + 27u1 + 9Qe e + 9e1 = 0,
(6.5c)
AQ = 176 + 6Qe e e1 + 42 132h2 42u1 96Qd 48d Qd + 6Qe e

28Q2e 24Q2e e + 12Qe e1 + 24Qe 24Qe h2 3Q2e e2 6e1
+ 6e1 h2 2 4h2 + 24Qe 6e1 + 6Qe e 6Qe e h2 + 12Qd u1
+ 24Qd h2 12Qd 6u1 + 6d Qd u1 + 12d Qd h2 6d Qd
+ 20Q2d + 12h22 + 18u1 h2 + 3Q2d d2 + 12Q2d d = 0.
(6.5d)
Solving Eqs. (6.4ac), we obtain

4
,
d + 2
2( 6)
Qe =
,
3(2 + e )
4Qe Qe e e1
2 2h2
u1 =
+8+
+
9
3
3
3
3
Qd =
(6.6a)
(6.6b)
74
4 12h2 6h2 e + 96 + 60e 6e1 3e1 e

.
9(2 + e )
(6.6c)
It would clearly be desirable to have Qd = Qe = 1, since then we could have a single

-charge only. However, imposing this would lead to d = 32 (e + 2) which would not
accord with the hierarchy of masses between leptons and quarks. If we instead make the
simplifying assumption d = e = 0, we find Qd = 2 + 12 , Qe = 2 + 13 . We also
find

26
128
+ 4h2 2e1
AQ =
(6.7)
.
9
3
We are clearly led to = 0 since this gives AQ = 0 and also Qd = Qe , so that e may be
identified with d . Moreover, the fact that the u and d charges have opposite signs makes
this assignment natural, in the sense that we do not have to forbid higher-dimensional
terms involving powers of d,e from contributing to Yu . It is this case we will concentrate
on later. (After an exhaustive search we have been unable to find any other simple natural
-charge assignments; it is worth mentioning that simply requiring Qd = Qe and d = e
leads inevitably to the solution we have described.)
Correspondingly from Eqs. (6.5ac) we obtain instead (for Case (R))
4
,
d + 2
2( 3)
Qe =
,
3(2 + e )
64 2 2h2 4Qe Qe e e1
+
+
u1 =
9
9
3
3
3
3
104 + 58e + 4 12h2 6h2 e 6e1 3e1 e
.
=
9(2 + e )
Qd =
(6.8a)
(6.8b)
(6.8c)
Interestingly, in this case we can achieve Qd = Qe = Qu = 1, as follows. From Eqs. (6.8a,

b) we have at once that d = 32 e , which suggests setting d = e = 0 to avoid inverting
the hierarchy between lepton and quark masses; we then have = 6. Now for d = e = 0
we obtain

26
44
+ 4h2 2e1 34 8h2 + 4e1 +
AQ =
(6.9)
9
3
so that for = 6 the constraint AQ = 0 becomes 2h2 e1 = 32/3. (Once again it
turns out that this is the only solution even if we dont impose d = e = 0 from the
outset.) Imposing the above constraint on e1 , we then have leptonic charges Li , e1 , e2 , e3 =
23
32
38
44
3 h2 , 2h2 3 , 2h2 3 , 2h2 3 . Then the loop unsuppressed term from Eq. (2.8)
will be positive for each of the set Li , ej if m20 < 0 and 8 > h2 > 43
6 , which means the term
will in each case help us eliminate the tachyonic slepton. We will analyse this case later;
unfortunately, it runs into difficulties because it leads to a comparatively light charged
Higgs mass. The alternative scenario which we described as natural in the FI case was
to arrange that Qd = Qe < 0. It is easy to demonstrate from Eqs. (6.8a, b) that this is
incompatible with d e , and moreover the alternative natural solutions Qd = Qu = 1,
75
Qe < 0, or Qe = Qu = 1, Qd < 0 are also impossible; since Qd = 1 gives at once 6

and hence Qe 0, and Qe = 1 gives 6 and hence Qd 0.
An alternative which we will consider later is = d = e = 0, leading to Qd = 2,
Qe = 1. This is clearly less satisfactory since we now must suppose that the physics
responsible for the higher dimension terms does not permit d to couple to the leptons.
7. Choice of textures
In the previous two sections we have exhibited two distinct choices of Yukawa texture
and showed how they both could arise from U1 (or U1R ) charge assignments compatible
with mixed-anomaly cancellation.
The Wolfenstein texture has the advantage of explaining in a completely natural way
the origin of the CKM matrix; however the DD texture has an overriding advantage
which is specific to our AMSB scenario. This advantage derives from the fact that for the
corresponding textures Yu,d,e shown in Eq. (6.1), the right-handed diagonalisation matrices
Vu,d,e are close to the unit matrix. Specifically,

1 4 8
1 2 4
4
4
2
2
Vu
(7.1)
Vd , Ve
1 ,
1 .
8 4 1
4 2 1
The significance of this becomes apparent when we consider the effect of rotating to
the quark/lepton mass diagonal basis the fundamental relations Eq. (2.6) or Eq. (2.8). The
AMSB contributions to the scalar masses are diagonalised to a good approximation when
we transform to the fermion mass-diagonal basis, as are the contributions proportional to
i j in Eq. (2.8). Clearly the danger lies in the terms linear in the U1 (or U1R ) charges.
However if we choose the DD textures, then on the one hand there is no problem with the
LH squarks and sleptons, because of the universal doublet U1 charges; and on the other
hand, the induced off-diagonal contributions to the RH squark and slepton mass matrices
are small because of Eq. (7.1) above.
For the rest of this paper we will concentrate on the DD textures.
8. Experimental consequences
The gaugino spectrum is to leading order independent of the mechanisms used here to
resolve the slepton mass problem; and is characterised by an approximately degenerate
,0 ). The neutral wino is, in a substantial region of parameter
triplet of light winos (W
W
0 0 has been described in a
space, the LSP; the resulting characteristic decay W
number of papers.
However the LSP can also be a scalar neutrino, l , in which case the dominant decay
,0 will be W
l l and W
0 l l respectively (if the masses are ordered
modes of W
,0
l, W
also available if W

l
0 ll
,0 > l > l .
l > W
> l ) with the possibilities W
The fact that M3 and M2 have opposite signs disfavours at first sight a supersymmetric
explanation of the well-known discrepancy between theory and experiment for the
76
anomalous magnetic moment of the muon, a . This is because if sign (M2 ) is chosen
so as to create a positive aSUSY then sign (M3 ) leads to constructive interference between
various supersymmetric contributions to B(b s ), and consequent restrictions on the
allowed parameter space.3 It is worth noting, however, that gloomy conclusions here have
generally been reached in the context of the mAMSB model, Eq. (2.5), and the issue is
therefore perhaps worth revisiting, because the nature of our solution to the tachyonic
slepton problem means that the squark/slepton mass difference is typically much higher in
our case, so we might hope (by choosing positive M2 , and arranging for heavy squarks)
to find a negligible (even if constructive) B(b s ) contribution from squark loops.
We must be careful, however, of the charged Higgs contribution to B(b s ), which
can be quite large, is independent of squark masses, and adds to the SM contribution.
Ignoring other supersymmetric contributions, we estimate that a limit mH > 400 GeV is
required. This limit provides a useful constraint on our final choice of charge assignments,
via mass sum rules, which we will discuss below.
8.1. The FI case
In Section 6 we showed how with = d = e = 0 anomaly cancellation led to the
economical and natural result Qd = Qe = 2 so that two -fields u , d suffice to generate
the quark and lepton masses. Moreover, as mentioned earlier, there is no need to invoke any
further discrete symmetry to forbid d from contributing to Yu since u , d have opposite
charges. If one assumed that only these two fields received vevs at the M -scale,and if
U1 were gauged, then there would be a D-flat direction corresponding to u = 2d
leading to two distinct -parameters, with u = 2 d . However, we retain an agnostic

attitude to the gauging of the U1 and we choose correspondingly to stick with the basic
assumption that there is a universal 0.22 for all the Yukawa matrices.
In Ref. [10] we presented a preliminary analysis of this scenario. The main distinguishing feature of the sparticle spectrum is the large splitting among right-handed fields caused
by the generation-dependent charge assignments. This is in complete contrast to the constrained MSSM (CMSSM), where, for example, dR , sR are almost degenerate as are dL , sL .
Here while dL , sL remain degenerate, dR and sR may differ in mass by a factor of two or
more.
In order to pin down an appropriate set of U1 charge assignments (and also to explore
what features of the outcome are independent of these assignments) it is useful to begin by
introducing some sum rules. It is easy to show that in Case (FI) we have, after imposing
the anomaly constraints Eqs. (6.6),

Tr m2L + 3m2Q = Tr m2L + 3m2Q AMSB ,
(8.1a)
2

2

2
2
2
2
Tr muc + md c + 2mQ = Tr muc + md c + 2mQ AMSB ,
(8.1b)
2

Tr muc + m2ec 2m2Q = Tr m2uc + m2ec 2m2Q AMSB ,
(8.1c)
where the masses on the RHS correspond to pure AMSB contributions, i.e., they are
calculable from Eq. (2.3c), which (apart from the overall scale M0 ), depends only on the
3 In this context deflected anomaly mediation [19] is worthy of consideration [20].
77
unbroken theory. We hence obtain sum rules for the particle masses, for example, from
Eq. (8.1b) we have that:

(8.2)
m2q = 2m2t + j1 (tan )m2g
q
where the sum includes all twelve squarks, and we have neglected quark masses apart
from mt . The function j1 (tan ) is a slowly varying function of tan , given to a good
approximation by j1 = 9.84 0.013 tan for 5 < tan < 40. For tan < 5 and tan > 40,
j increases, for example j1 (2) = 9.91 and j1 (60) = 10.02. This sum rule is very robust,
being independent of and any feature of the charge assignments. Note how it clearly
distinguishes the FI case from the mAMSB variant defined by Eq. (2.5), which would lead
to an additional term 12m20 on the RHS of Eq. (8.2), which would also hold only at high
energies because of the loss of RG invariance.
Adding Eqs. (8.1a,c) we obtain

m2q +
m2l = 2m2t + j2 (tan )m2g ,
(8.3)
t,c,
u
,,
e
so for the class of charge assignments such that = 0 (corresponding to an allowed term H1 H2 ) we have another sum rule. The function j2 (tan ) 4.6 is again insensitive
to tan .
There is a further sum rule involving the CP odd Higgs. Using the tree minimisation
conditions we obtain

m2A = m22 m21 sec 2 MZ2
(8.4)
whence
m2A

2 2
2

= sec 2
ml + j3 (tan )mg + (8 /3)
3
(8.5)
,,
e
where j3 increases from j3 (5) 0.45 to j3 (40) 0.01.

This sum rule is particularly useful in the B(b s ) context, because mA is linked
2 , and as we described above, we want to
to mH via the tree relation m2H = m2A + MW
ensure mH > 400 GeV. We must also ensure that the tachyonic mass problem is solved.
For = d = e = 0 so that from Eq. (6.6c) we have 3u1 = 16 2h2 e1 , we have U1
charge assignments as shown in Table 1, where we have written the charges in terms of
u1 instead of e1 using Eq. (6.6c). It is then easy to show that with the charge assignments
Table 1
The U1 -charges
Qi
u2
u3
d1
d2
d3
8 u 1 h2
u1 4
u1 8
2h2 + u1 16
2h2 + u1 12
u1 + 2h2 8
Li
e1
e2
e3
3u1 + 3h2 24
16 2h2 3u1
20 2h2 3u1
24 2h2 3u1
78
shown in Table 1, there exists some range of , leading to positive FI contributions for
both m2ec and m2L if and only if
3u1 + 4h2 < 24,
if < 0,
(8.6)
3u1 + 4h2 > 32,
if > 0.
(8.7)
or
Now in Ref. [10] we chose h2 = 12 and u1 = 7/2, which evidently satisfies Eq. (8.7).
Throughout the corresponding allowed region in the , plane, however, this gives rise
to an unacceptably light H mass from the point of view described above. The reason is
easy to see from Eq. (8.5); for tan > 1 we have sec 2 < 0, and so the last term in this
equation reduces m2A (and hence mH ) if > 0. If, however, we choose, for example,
h2 = 1 and u1 = 1/2 (corresponding to e1 = 25/2), then we have instead < 0 and duly
obtain a spectrum with a significantly heavier H .
For these charge assignments, tan = 5, > 0 and M0 = 40 TeV, we show in Fig. 1
the triangular region in the 1,2 plane which corresponds to an acceptable vacuum. The
LSP can be the neutral wino, or the ; for alternative charge assignments (such as those
employed in Ref. [10]) the LSP can be a charged lepton, but we find that the constraint of
a heavier H that we favour here excludes this possibility.
Fig. 1. Allowed values of 1,2 for tan = 5, m0 = 40 TeV and > 0.
79
Table 2
The sparticle masses (in GeV) for the FI U1 case
tan (sign )
1 , (TeV)2
2 , (TeV)2
M0 , TeV
mod(), TeV
t1,2
cL,R
u L,R
b1,2
sL,R
dL,R
1,2
L,R
eL,R
5(+)
0.3
0.01
40
0.677
863, 606
931, 852
931, 828
825, 1024
934, 1047
934, 1066
150, 268
152, 335
152, 390
5(+)
0.325
0.01
40
0.667
864, 594
933, 842
933, 818
827, 1028
936, 1051
936, 1069
101, 311
104, 370
104, 421
,e
h
H
A
H
1
2
1
2
3
4
g
129
130
117
539
538
544
104
681
103
367
680
689
1008
64
66
117
514
512
519
104
671
103
367
670
680
1008
As tan is increased the allowed region shrinks, becoming very small for tan > 20.
In Table 2 we give representative spectra for a point from each of the two allowed regions
in Fig. 1.
If we consider the muon anomalous magnetic moment for the case, for example, of the
second column of Table 2, then we obtain [21]
aSUSY 25 1010.
(8.8)
This result (the dominant contribution to which comes from the charged wino/Higgsino
diagram) is in the right region to explain the difference between the recent Brookhaven
E821 result [22] and the SM prediction4
a = 33.9(11.2) 1010.
(8.9)
Thus (by choosing > 0) we are indeed able to generate a significant positive contribution
to a while simultaneously suppressing the contribution to B(b s ) thanks to the large
squark and Higgs masses.
8.2. The R case
Here also we will be guided by the Higgs mass sum rule. The sum rule analogous to
Eq. (8.2) is

m2q = 2m2t + j1 (tan )m2g + k1R (tan )m20 ,
(8.10)
q
where k1R (5) 2.7 and is likewise slowly varying over a wide range of tan . Thus there
is explicit dependence on the mass scale m0 ; this term is small compared to the mg term,
however.
4 We use the e+ e result from Ref. [23]; see also Ref. [24].
80
Similarly, we have a sum rule like Eq. (8.3):

t,c,
u
m2q

,,
e
m2l
= 2m2t
+ j2 (tan )m2g

3
R
k2 (tan ) m20
+
2
(8.11)
where k2R (5) 6.2. Finally the analogue of the Higgs mass sum rule, Eq. (8.5), is

2 2
2
2
2
ml + j3 (tan )mg + Cm0
mA = sec 2
(8.12)
3
,,
e
where
C = H2 H1
Cq = 2 +
2
Tr(L + ec ) + Cq ,
3
3

3
(Li + ei ) (h2 h1 ).
2
(8.13)
(8.14)
i=1
Here there is a degree of cancellation between the first two terms on the RHS of Eq. (8.12)
and hence the sign and magnitude of Cq becomes important. For the case = 6, Qu =
Qd = Qe = 1 described at the end of Section 6, we find (independent of h2 ) that Cq = 4,
so that since we needed m20 < 0 to resolve the tachyonic slepton problem we can anticipate
Fig. 2. Range of allowed values of M0 and m0 for the U1R case.
81
Table 3
The sparticle masses (in GeV) for the U1R case
tan (sign )
M0 , (TeV)
m20 , (TeV2 )
mod(), TeV
t1,2
cL,R
u L,R
b1,2
sL,R
dL,R
1,2
L,R
eL,R
5(+)
40
0.07
0.753
872, 674
932, 667
932, 159
826, 1004
935, 1198
935, 1362
108, 218
114, 507
114, 683
10(+)
50
0.104
0.929
1059, 827
1152, 836
1152, 274
1011, 1228
1155, 1473
1155, 1672
101, 261
128, 615
128, 831

,e
h
H
A
H
1
2
1
2
3
4
g
79
81
117
664
663
668
105
757
104
368
764
756
1008
89
97
124
781
781
785
134
931
133
463
932
937
1246
light mA , mH . We indeed find that for M0 = 40 TeV, mH 160250 GeV, and that this
continues to hold even if we raise M0 to 80 TeV, giving squark masses in the region of
2 TeV and || 1.2 TeV, which is at if not beyond the limit of acceptable fine tuning for
the Higgs minimisation. Thus this scenario, while ideal in terms of the -charges, is, we
believe, ruled out.
An alternative for which we will again provide detailed results is = d = e = 0,
leading to Qd = 2, Qe = 1. Unfortunately, as we already described, here we have
to forbid d from coupling to the leptons in order to prevent it from giving unwanted
contributions to the textures for Ye . We now find that Cq = 7. However, this time
solving AQ = 0 gives e1 = 2h2 11/3, whereupon the leptonic charges are Li , e1 , e2 , e3 =
5
1
43 h2 , 2h2 11
3 , 2h2 3 , 2h2 + 3 . Then the loop unsuppressed term from Eq. (2.8) will
be positive for each of the set Li , ej if m20 > 0 and 1 < h2 < 1/3. So in this case we
can have m20 > 0 with Cq < 0 and hence a positive C-contribution to m2A in Eq. (8.12)
leading to a larger mH . For these charge assignments, h2 = 2/3 and > 0 we show in
Fig. 2 the range of values of M0 and m0 that lead to an acceptable vacuum and sparticle
spectrum, for both tan = 5 and tan = 10. In both cases the LSP is always the , which
is disfavoured as a dark matter candidate.
In Table 3 we give representative spectra for two points from the allowed region in
Fig. 2, corresponding to tan = 5 and tan = 10, respectively.
Here a significant constraint on the allowed parameter space is provided by the u R mass,
which tends to be lighter than the other squarks. Otherwise the spectrum is similar to that
obtained for the region in the FI case.
9. R-parity violation
It is well-known that imposing gauge invariance alone does not forbid the addition of
the following renormalisable R-parity violating terms to the superpotential of the MSSM:
WR = ij k Li Lj ekc + ij k Li Qj dkc + ij k uci djc dkc + mR
i Li H2 .
(9.1)
82
If all these terms are allowed then rapid proton decay results but if is forbidden then
the limits on the remaining terms (which violate L but not B) are less strict. Indeed, the
cubic terms have been employed to provide an alternative explanation for the tachyonic
slepton problem [25]. Alternatively, if only the quadratic term is permitted then this results
in interesting phenomenology [26]; for example the mixing between neutral gauginos and
neutrinos induces neutrino masses.
When we generalise the MSSM to the MSSM (Eq. (3.1)), i.e., if we consider the
effective field theory at scales P such that M < P < M 5 then we have the further possible
renormalisable R-parity violating terms
WR = ai ic + bi H1 H2 ic + cij k ic jc kc .
(9.2)
Let us now ask the following question: can our U1 or U1R be used to naturally forbid
the appearance of some or all of the operators in Eqs. (9.1), (9.2) at the tree level or both
at the tree level and via FN texture terms?
The answer to both these questions is in fact yes, there exist charge assignments which
do precisely this. This is an attractive feature of this class of theories; the fact that a
symmetry introduced to resolve the slepton mass problem can lead naturally to R-parity
conservation is very economical. As an example of how this may be achieved consider the
charge assignments that we studied in Section 8 in the FI case (from Eq. (6.6)): = 0,
h2 = 1, e1 = 25/2, with d = e = 0. This corresponds to Qu = 1, Qd = Qe = 2, so
that manifestly only operators with integer charges can be generated with the possible
-charges. However, we find that the set of R-parity violating operators of Eq. (9.1) have
charges 27/2, 35/2, 37/2, 43/2, 51/2, 59/2. Because these are all half-integral
they cannot be generated by the existing -charges and so R-parity conservation is exact.
With regard to Eq. (9.2), the outcome depends on the c U1 charge assignments; we will
return to this issue in the next section.
In the = d = e = 0 (so that Qd = 2, Qe = 1), R-case analysed in Section 8.2,
all the lepton number violating operators have fractional charges and are hence forbidden
in the same manner, as are tree contributions to ij k . However, if we allow FN couplings
to the -fields, we can in this case generate some of these terms with powers of ranging
from unity (for 113 , 223 ) up to 7 for 312 , if we allow any of u,d,e in each case. In fact,
it is 112 and 113 which are subject to the most strict experimental bounds (on double
nucleon decay and nn oscillations) [28]. These operators can be generated by d3 and
d (or e6 and e2 ) respectively, and so we need to impose that these operators cannot be
produced via the d,e spurions.
5 In fact, the most natural assumption is M = M , in which case we would also not have to be concerned with
lepton flavour violation effects generated from Y Y contributions to the running of the slepton masses between
M and M ; for a review and references see, for example, [27].
83
10. Neutrino masses

There is now substantial evidence for the existence of neutrino masses, and also for a
form of UMNS quite different from the CKM matrix. Such a difference is not surprising
in the context of the seesaw model, since although Ue is analogous to Uu,d , U is
quite different, involving as it does the singlet mass matrix M c . This issue has been
discussed at length in the literature; see for example the papers of King (Ref. [29] and
references therein). Specific to the DD scenario, however, there is a reason why we might
expect a distinction between CKM and UMNS . The small angles of CKM are produced
by cancellation between Uu and Ud in Eq. (3.4); the DD texture form produces texture
suppression of the off-diagonal elements in Vu,d,e but not in Uu,d,e . Therefore, in fact
(since Ue has a similar form to Ud ), we would anticipate (even if U 1) a non-CKM
form for UMNS .
It is easy to provide an explicit realisation. Suppose that m is to a good approximation
diagonal, so that U 1. This is possible in the context of the explicit texture-generated
construction of Ref. [10], where we had

a n d m
mD = b n e m ,
c n f m

0 M1
M c =
.
M1
0

(10.1)
(10.2)
If a , d and b f + c e are small, then m (which has one zero eigenvalue, because we
have introduced only two right-handed neutrinos) is approximately diagonal. Now given a
unitary matrix

Ue =
u11
u21
u31
u12
u22
u32
u13
u23
u33
(10.3)
then trivially the matrix

Ye =
B4 u11
B4 u21
B4 u31
A2 u12
A2 u22
A2 u32
u13
u23
u33

(10.4)
has the appropriate texture form (see Eq. (6.1)) and is diagonalised by a left-handed
transformation only:

UeT Ye
B4
0
0
0
A2
0

0
0 .
1
(10.5)
Thus if the neutrino mass matrix m is to a good approximation diagonal and Ye is of

the form above then we obtain UMNS = UeT , a natural hierarchy for the charged lepton
masses, and natural suppression of leptonic FCNCs. Clearly a suitable form for Ue would
84
be, for example (see Eq. (3.9))
1
2
Ue = 12
1
2
1
2
1
2
1
2
1
2
1
2
(10.6)
The coefficients uij depend on unknown physics, but this at least shows that a plausible
UMNS is possible within our framework. Finally we remark that if we choose (in Eq. (10.1))
n = 2 and m = 1, then with the set of FI charge assignments that we favoured in previous
sections we find charges = 37/3 and c = 37/6 which means that all the terms in
Eq. (9.2) are, like those in Eq. (9.1), forbidden at both tree and texture-generated level.
11. Conclusions
We have given a detailed analysis of the constraints that follow from imposing mixedanomaly cancellation on the U1 charge assignments associated with Yukawa textures
(both a U1 commuting with supersymmetry and a U1R ). The resulting texture patterns
are of interest in their own right; however, our specific interest is in application to the
AMSB framework. Introducing the mixed-anomaly-free U1 allows the AMSB slepton
mass problem to be solved while maintaining RG invariance and UV insensitivity. In order
to generate Yukawa textures the U1 charge assignments must be generation dependent,
which leads to potential FCNC problems. We have shown that a specific form for the
textures solves this problem in a natural way without fine-tuning. The resulting spectrum
patterns are clearly distinguished both from the CMSSM and the mAMSB by, for example,
large squark and slepton mass splittings. Of the two U1 scenarios we present, we favour
the ordinary U1 case over the U1R one. In the latter case although we were able to achieve
the most economical -charge structure (u = d = e = 1), we find that in that case the
charged Higgs mass is inevitably rather light; we present an alternative assignment (u = 1,
d = 2, e = 1) which avoids this problem, but is unnatural in that higher dimension
operators involving d contributing to the lepton Yukawa matrix must be forbidden by
fiat; also in this case the LSP is always a sneutrino, which is disfavoured as a dark
matter candidate. Our FI case avoids all these criticisms. In addition, all R-parity violating
operators are naturally forbidden.
Neutrino masses and mixings consistent with current observations can be accommodated within our framework. The matrix Ue that rotates the left-handed charged leptons
to the mass diagonal basis has generically large angles which can explain the difference
between the CKM matrix and UMNS , although specific features of preferred patterns, such
as near-vanishing of the (e3) element of UMNS , are not predicted.
We believe that both the flavour-blind framework of Ref. [5] and the texture based
frameworks of this paper are more attractive possibilities than mAMSB (and even arguably
the CMSSM) and consequently worthy of attention.
85
Acknowledgement
D.R.T.J. was supported by a PPARC Senior Fellowship and a Visiting Fellowship at
All Souls College Oxford, and is grateful to the Warden and Fellows of All Souls, and
the members of the Oxford Theoretical Physics Department, for hospitality. We also thank
Graham Ross and Stuart Raby for helpful conversations.
Appendix A. The AMSB solution

Here we summarise the exact results for the soft supersymmetry-breaking -functions
for a general N = 1 supersymmetric gauge theory with a simple gauge group including the
possibility of gauge singlets. We then give a set of results for the various soft parameters
which form an exact RG trajectory, expressing them in terms of a single mass scale M0
and the coupling constants of the unbroken theory. In Ref. [30], we distinguished results
according to whether the auxiliary F -fields were eliminated or not; here we give only
results in the F -eliminated case, which means that in the interests of notational simplicity
. . .) in Ref. [30].
we here represent as unbarred quantities which appeared barred (m
2 , h,
We begin with a superpotential of the form:
1
1
W () = ij i j + Y ij k i j k ,
2
6
and soft supersymmetry-breaking scalar terms as follows:

i
1 ij
1 ij k
i
Vsoft = c i + b i j + h i j k + c.c. + m2 j i j ,
2
6
(A.1)
(A.2)
Note that Vsoft contains a linear term, so we are allowing for gauge singlets in general. As
remarked in Ref. [30], in the presence of soft breakings we can without loss of generality
omit the linear term from the superpotential W . This statement follows (in the single field
case) simply from the identity

y 2 2
b 2
y 2 2

+ h.c. + a a,
= +
+ c +
V = a + +
(A.3)
2
2
2
where c = a and b = a y, which shows how a linear term can be removed from the
superpotential. In the absence of explicit supersymmetry breaking this particular toy model
has, of course supersymmetric ground states, corresponding to V = 0 (i.e., it is not of the
ORaifeartaigh [31] type.
The complete exact results for the soft -functions are given by:
M = 2O[g /g],
ij k
h = hl(j k i) l 2Y l(j k 1i) l ,

ij
j)
b = bl(i j ) l 2l(i 1
ci = cj i j
+ Y ij l l ,
i
+ Z i + il l m2 k Z k ,
(m2 )i j = i j ,
(A.4)
86
where
(A.5a)
hlmn lmn blm lm ,
2
g
Y

lmn + lmn + c.c. + X , (A.5b)

= 2OO + 2MM g 2 2 + Y
g
Y lmn
lm
g
O = Mg 2
(1 )i j = O i j ,
ij k = (m2 )(i l Y j k)l
Y
and ,
Zi
(A.5c)
and ij = (m2 )(i l j )l ,
(A.6)
are defined as follows:
Zi = Yimn K mn pq pq ,
(A.7a)
i = 2O(Zi ),
(A.7b)
where Yimn = (Y imn ) , with K mn pq defined by the condition

Yimn K mn pq Y pqj aj = j i aj .
(A.8)
Finally, the X function above is given (in the NSVZ scheme)

XNSVZ = 2
S
g3
16 2 1 2g 2 C(G)(16 2 )1
(A.9)
where

S = r 1 tr m2 C(R) MM C(G).
(A.10)
For a discussion of X in the DRED scheme, see Ref. [32].

From Eqs. (A.7a), (A.8) we see that Z is obtained from the subset of contributions to
the anomalous dimension j i where the external lines are attached to Yukawa (as opposed
to gauge) couplings, by replacing the outer Y jpq by a supersymmetric mass insertion
pq . Manifestly Z is only nonzero if there are gauge-singlet chiral superfields.
The following set of relations are RG invariant to all orders of perturbation theory:
M = M0
g
,
g
(A.11a)
ij k
hij k = M0 Y ,
(A.11b)
d i
1
j
,
(m2 )i j = |M0 |2
2
d
bij = M0 ij M0 Y ij k Zk ,

d i
1
ci = |M0 |2
Z + ( Z)i M0 il Zl .
2
d
(A.11c)
(A.11d)
(A.11e)
In this paper, in common with most of the AMSB literature, we focus on Eqs. (A.11a)
(A.11c), by choosing theories such that Zi = 0, and assuming an alternative source for bij ,
so that it can be treated as a free parameter and determined in the usual way by the
87
minimisation conditions at the weak scale. Because the relevant -functions do not involve
b ij and ci , Eqs. (A.11a)(A.11c) form a RG-invariant subset.
For a U1 theory we can also consider the possibility of a FI term, D. In the unbroken
theory is unrenormalised, as long as Tr Y = 0, where Y is the hypercharge matrix [33].
In the presence of soft breaking, the renormalisation of has been studied up to three
loops [3436]; however there exists no exact relation expressing its -function in terms of
g and of the type Eq. (A.4).
For a U1 theory, the AMSB solution for m2 in the D-eliminated case may be generalised
to either
m2
i
j
d i j
1
+ g RG (Y)i j ,
= |M0 |2
2
d
(A.12)
where RG is the RG solution for , or

m2
i
j
d i j
1
+ (Y)i j ,
= |M0 |2
2
d
(A.13)
where is a constant. It is the latter possibility that forms Case (FI) of this paper.
If the theory admits a R symmetry then there is an alternative which is also exactly RG
invariant,
m2
i
j

d i j
1
+ m20 i j + q i i j ,
= |M0 |2
2
d
(A.14)
where
3
q i = 1 r i ,
2
and r i are the R-charges. This is Case R in this paper.
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Linearly-realised worldsheet supersymmetry in

pp-wave backgrounds
M. Cvetic a,1 , H. L b,2 , C.N. Pope c,2 , K.S. Stelle d,3
a Department of Physics and Astronomy, Rutgers University, Piscataway, NJ 08855, USA
b George P. and Cynthia W. Mitchell Institute for Fundamental Physics, Texas A&M University,
College Station, TX 77843-4242, USA

c Laboratoire de Physique Thorique de lcole Normale Suprieure, 24 Rue Lhomond,
75231 Paris Cedex 05, France

d The Blackett Laboratory, Imperial College, Prince Consort Road, London SW7 2AZ, UK
Received 10 February 2003; accepted 26 March 2003
Abstract
We study the linearly-realised worldsheet supersymmetries in the massive type II light-cone
actions for pp-wave backgrounds. The pp-waves have 16 + Nsup Killing spinors, comprising
16 standard Killing spinors that occur in any wave background, plus Nsup supernumerary
Killing spinors (0 Nsup 16) that occur only for special backgrounds. We show that only
the supernumerary Killing spinors give rise to linearly-realised worldsheet supersymmetries after
light-cone gauge fixing, while the 16 standard Killing spinors describe only non-linearly realised
inhomogeneous symmetries. We also study the type II actions in the physical gauge, and we show that
although in this case the actions are not free, there are now linearly-realised supersymmetries coming
both from the standard and the supernumerary Killing spinors. In the physical gauge, there are no
mass terms for any worldsheet degrees of freedom, so the masses appearing in the light-cone gauge
may be viewed as gauge artefacts. We obtain type IIA and IIB supergravity solutions describing
solitonic strings in pp-wave backgrounds, and show how these are related to the physical-gauge
fundamental string actions. We study the supersymmetries of these solutions, and find examples with
various numbers of Killing spinors, including total numbers that are odd.
E-mail address: k.stelle@ic.ac.uk (K.S. Stelle).

1 On sabbatical leave from the University of Pennsylvania. Research supported in part by DOE grant DOE-
FG02-95ER40893, NATO linkage grant No. 97061 and Class of 1965 Endowed Term Chair.
2 Research supported in part by DOE grant DE-FG03-95ER40917.
3 Research supported in part by the EC under RTN contract HPRN-CT-2000-00131.
doi:10.1016/S0550-3213(03)00263-3
90
M. Cvetic et al. / Nuclear Physics B 662 (2003) 89119
1. Introduction
The pp-wave configuration [13] that arises as a Penrose limit [4] of the AdS5
S 5 solution in string theory gives rise to an exactly-solvable free massive worldsheet
supersymmetric string action in the light-cone gauge [5,6], which can provide insights into
aspects of the AdS/CFT correspondence [6]. More general pp-wave solutions of a similar
kind also exist [811], which may or may not be obtainable from any Penrose limit. They
again give rise to exactly-solvable free massive string actions. (For an early discussion of
the rle of pp waves in string theory, see [7].) The Penrose limit of AdS5 S 5 is maximally
supersymmetric, with 32 Killing spinors. Typically, the other pp-wave solutions have less
supersymmetry, although every pp-wave admits at least 16 Killing spinors, regardless of
the specific details of its construction. In fact the Killing spinors divide into two categories,
which in the terminology of [8,9] are the 16 standard Killing spinors that every ppwave has, and the possible further supernumerary Killing spinors, whose number Nsup
(0 Nsup 16) depends upon the details of the solution (in this connection, see also [12]).
An important question arises concerning the supersymmetry of the light-cone string
action. Prior to gauge fixing, the GreenSchwarz action has a local kappa symmetry
and a rigid spacetime supersymmetry, with a number of parameters equal to the
number of Killing spinors in the target spacetime. After imposing the light-cone gauge
conditions, the kappa symmetry and spacetime supersymmetry transmute into rigid
worldsheet supersymmetries of the string action. Of particular interest are the worldsheet
supersymmetries that are linearly realised, since they establish a pairing between the
bosonic and fermionic degrees of freedom, and they can imply relations between the
masses of the bosons and the fermions.
It was observed in [8,9] that in general, for a pp-wave that has only the 16 standard
Killing spinors, the mass terms for the bosons and the fermions are unequal, and thus
evidently there could be no linearly-realised worldsheet supersymmetries.4 By contrast,
it was observed that if there are supernumerary Killing spinors that in addition are
independent of the X+ coordinate (and hence are independent of the worldsheet time
coordinate in light-cone gauge, and so commute with the Hamiltonian) then the boson
and fermion masses are related. This led to the conjecture in [8,9] that it is only
the supernumerary Killing spinors that can give rise to linearly-realised worldsheet
supersymmetries in the string action in the light-cone gauge.
One of the main purposes of the present paper is to prove this conjecture, by
showing that when one constructs the light-cone gauge string action in a pp-wave
background, linearly-realised worldsheet supersymmetries are indeed associated purely
with the supernumerary Killing spinors that arise in special pp-wave backgrounds. By
contrast, we show that the 16 standard Killing spinors do not give rise to any linearlyrealised worldsheet supersymmetries. We prove these results by showing that the projection
conditions for linearly-realised worldsheet supersymmetries that arise from fixing the
kappa symmetry of the GreenSchwarz string action in the light-cone gauge eliminate
all the standard Killing spinors in the pp-wave, but allow all the supernumerary Killing
4 Or at least none that commute with the Hamiltonian.
91
spinors to remain. This shows that it is precisely the supernumerary Killing spinors that
are associated with linearly-realised worldsheet supersymmetries in the light-cone gauge.
A different approach to the question of linearly-realised worldsheet supersymmetry is
to construct a classical supergravity solution describing a solitonic string on a pp-wave
background. The dynamics of the string on this background arise from considering the
Goldstone modes associated with the breaking of symmetries of the pp-wave background
when the string is present. We construct such intersecting pp-wave/string solutions. A puzzle is that these always preserve some non-vanishing fraction of the supersymmetry, even
in cases where the pp-wave by itself would have no supernumerary supersymmetries. One
expects to find, therefore, that the Goldstone boson and fermion modes are still related by a
linearly-realised supersymmetry, associated with the residual unbroken supersymmetry of
the pp-wave/string solution, even in cases without supernumerary supersymmetries. This
would then imply that the associated string action, which describes the dynamics of the
Goldstone modes, should have linearly realised worldsheet supersymmetry regardless of
whether or not there exist supernumerary Killing spinors in the pure pp-wave background.
The resolution of this apparent discrepancy with the previous light-cone discussion is
that the solution with a string on a pp-wave leads to Goldstone modes describing the string
dynamics in the physical gauge and not the light-cone gauge. (In the physical gauge, two of
the ten target spacetime coordinates are set equal to the two string worldsheet coordinates
(, ), rather than setting X+ = as one does in light-cone gauge.) We are therefore led
to re-examine the string action in the physical gauge, to see what conclusions one then
reaches about linearly-realised worldsheet supersymmetries in a pp-wave background.
We study this issue by starting from the GreenSchwarz string action, and fixing
the kappa symmetry in physical gauge, in order to derive the residual linearly-realised
worldsheet supersymmetry. We find that, unlike the analogous calculation in lightcone gauge, where the projection conditions remove all 16 of the standard Killing
spinors of a generic pp-wave background, in physical gauge the projection can instead
preserve a certain fraction of the standard Killing spinors. It also eliminates some of
the supernumerary Killing spinors, while preserving others. Thus in the physical gauge,
there is linearly-realised worldsheet supersymmetry for any pp-wave background, with
enhanced worldsheet supersymmetry if there are also supernumerary Killing spinors.
In Section 2 we consider the type IIA GreenSchwarz action, up to terms of quadratic
order in fermions, and we exhibit the kappa symmetry and spacetime supersymmetry
transformations. We then derive the rigid worldsheet supersymmetries that survive after
imposing the light-cone gauge conditions. In Section 3, we give an analogous discussion
for the type IIB GreenSchwarz action. In Section 4, we show how the projection
conditions for linearly-realised worldsheet supersymmetries in the type IIA and IIB lightcone actions are compatible with those satisfied by the supernumerary Killing spinors,
but they are orthogonal to the projection conditions satisfied by the 16 standard Killing
spinors. In Section 5 we turn to an analysis of the physical gauge, deriving the residual
worldsheet supersymmetries after gauge-fixing. The projection conditions on the residual
supersymmetries turn out to be compatible with standard as well as supernumerary Killing
spinors in the physical gauge. In Section 6, we construct new supergravity solutions
describing strings in pp-wave backgrounds, and show how these provide realisations for
string actions in pp-wave backgrounds in the physical gauge. Various unusual fractions of
92
supersymmetry can be achieved in the string/pp-wave solutions, including odd numbers of

Killing spinors.
2. Type IIA GreenSchwarz action

2.1. Kappa symmetry and supersymmetry in type IIA
The explicit component form of the GreenSchwarz action for the type IIA string
on an arbitrary bosonic background, up to and including terms quartic in the fermionic
coordinates, was derived in [13]. This result was obtained by double dimensional reduction
of an explicit component form of the supermembrane action in D = 11 that was obtained
in [14]. The reduction to the type IIA string that was performed in [13] was a component
analogue of the superfield reduction performed in [15]. The type IIA action found in [13]
is
1
1
h hij i X j X g + ij i X j X A
L2 =
2
2
i
ij
i Dj i X + i X j X ij 11 F
8

i
1
ij
i X j X e 11 F + F , (1)
16
12
where
ij
h hij ij 11 ,
1
Di i + i X mn mn .
4
(2)
The field strengths are given by

F(4) = dA(3) A(1) dA(2),
F(3) = dA(2) ,
F(2) = dA(1).
(3)
We can show that this action is invariant, up to the quadratic order in to which we are
working, under local kappa-symmetry transformations given by
= (1 + ),
X = i .
(4)
To the order we are working, the matrix is given by

1
= ij i X j X 11 .
2 h
(5)
We can also show that the action is invariant, up to the relevant under in , under rigid
supersymmetry transformations, given by
= ,
X = i ,
(6)
where is a Killing spinor of the type IIA supergravity background. Specifically, we find
that under (6), the Lagrangian (1) varies to give, up to total derivatives,
L = 2ii X j X ij D ,
(7)
where D is the supercovariant derivative, given by

1
1
1
F ,
D = + 11 F e 11 F
8
16
12
93
(8)
where + 14 mn mn . In the string-frame metric that we are using here, the

supersymmetry transformation law for the gravitini is given by = D , and so the
GreenSchwarz action is invariant under (6) if is a Killing spinor.
We may also define the derivative

1
1
1

11 F e 11 F
F .
Di = Di + i X
8
16
12
(9)

When acting on a spinor function of X such as , this reduces to Di = i X D . In
i , we can write the GreenSchwarz Lagrangian (1) as
terms of D
1
1
h hij i X j X g + ij i X j X A
2
2
j .
ij D
ii X
L2 =
(10)
2.2. Type IIA worldsheet supersymmetry in the light-cone gauge

We begin with a review of how one imposes the light-cone gauge condition in the
background of a pp-wave. The covariant GreenSchwarz action can be written as
L=
1
1
h hij im jn mn ij i Z M j Z N ANM ,
2
2
(11)
m , Z M = (X , ), and the relevant supervielbeins are given, up to

where im = i Z M EM
quadratic order in fermion coordinates , by
i
i
i
Em = em + pq m pq 11 m pq Fpq + e 11 m pq Fpq
4
8
16
i m p1 p4
e
+
Fp1 p4 ,
192

Em = i m .
(12)
The worldsheet metric is given by
hij = im jn mn .
(13)
There is a local worldsheet (kappa) symmetry and a rigid spacetime supersymmetry,5

with parameters and , respectively,
= (1 + ) + ,
(1 + ) + i ,
X = i
(14)
5 Note that rigid here means that is a Killing spinor in the ten-dimensional type IIA target spacetime,
hence determined by a finite number of constant parameters.
94
where
1
= ij im jn mn 11.
2 h
(15)
(Note that we can write X = i + 2i .) One can straightforwardly establish

from the definitions that 2 = 1 and tr = 0, so (1 + ) projects out half the components
of .
In the light-cone gauge one imposes
X+ = ,
(16)
+ = 0,
h hij = ij .
From (12) and the other definitions above, it therefore follows that in cases where the
bosonic vielbein satisfies
+
e+
= 1,
+
e
= 0,
eI+ = 0,
(17)
(where we decompose the local Lorentz indices as m = (+, , I )), we shall have
0+ = 1,
1+ = 0.
(18)
Note that (17) is satisfied not only for a flat Minkowski background spacetime, but also for
the pp-wave solution. Since the worldsheet metric is given by (13), we also deduce that in
light-cone gauge we shall have
h00 = 20 + 0I 0I ,
h11 = h00 = h,
h11 = 1I 1I ,
h01 = 1 + 0I 1I ,
h01 = 0.
(19)
Thus, in particular, we have

1 I I
0 0 + 1I 1I ,
1 = 0I 1I .
2
It is useful at this stage to introduce the two matrices
0 =
P 0I I ,
Q 1I I ,
(20)
(21)
in terms of which we have

1
1
0 = P 2 + Q2 ,
(22)
1 = (P Q + QP ).
2
2
The matrix defined in (15) can then be written in the light-cone gauge as

1
1
1
+ (P Q + QP ) + P QP Q3 + + Q QP 11 , (23)
=
2
h 2
and we can write 1/ h as Q2 .

To derive the residual worldsheet supersymmetry that emerges from light-cone gauge
fixing of the kappa and rigid symmetries, we first note that we must preserve the lightcone condition + = 0 (i.e., = 0), implying that
( ) = ( + ) + = 0.
(24)
95
From (23) this gives

Q ( + ) + ( + + P )11 = 0.
(25)
This can be viewed as an equation determining 16 of the 32 components of , in terms of .

Thus the transformation is a compensating transformation that ensures the preservation
of the light-cone condition = 0 under rigid supersymmetry transformations. The
residual symmetries will be given by (+ ) = + ( + ) + + . Using (23) and (25),
we find after simple algebra that
1
(+ ) = (P + Q11 )+ + + .
(26)
2
Note that no longer appears; although one can solve for only 16 of the 32 components of
using (25), it is only these components that enter in the expression for (+ ).
The residual transformations (26) comprise a standard type of homogeneous worldsheet
supersymmetry, together with a shift symmetry. It is clearest to see this by choosing a
32 = 16 2 basis where

0
0 0
2
+ =
,
=
,
0 0
2 0

0
0
I
9
,
11 =
,
I =
(27)
0 I
0 9

where 9 = 8I =1 I , = (9 0 )/ 2. One has

1
= 1 ,
(28)
= 1 ,
=
,
2
2
2
and thus the gauge condition = 0 implies 1 = 0 while (26) gives
1
2 = (p + q9 )1 + 2 .
2
Here

P=
p
0

0
,
p

Q=
(29)
q
0
0
q

.
(30)
Since p = 0I I and q = 1I I , we see that 1 describes a homogeneous (sometimes

somewhat misleadingly called linearly-realised) supersymmetry, while 2 describes an
inhomogeneous shift symmetry.
The corresponding supersymmetry transformation of the bosonic coordinates in (14)
then gives

XI = i I (1 + ) + 2i I ,

i
I ,
= I + (1 + ) + 2i
2
I .
= 2i
(31)
96
One also easily checks that X+ = 0, and so the light-cone gauge condition X+ = is
preserved. Thus in all we have
1
XI = 2i2 I 1 .
2 = (p + q9 )1 + 2 ,
(32)
2
We see, in particular, that the linearly-realised worldsheet supersymmetries corresponding to 1 are associated with Killing spinors that satisfy the projection condition
+ = 0.
(33)
Note that the 16 ordinary Killing spinors in the pp-wave background satisfy = 0.
Thus we see that the condition for having linearly-realised supersymmetry on the
worldsheet precisely conflicts with the condition satisfied by the ordinary 16 Killing
spinors in the pp-wave. This means that none of the ordinary 16 Killing spinors gives
rise to linearly-realised supersymmetry on the string worldsheet in lightcone gauge. By
contrast, the supernumerary Killing spinors in a pp-wave solution, which are themselves
subject to the opposite projection condition + = 0, are precisely compatible with the
projection condition (33) for linearly-realised worldsheet supersymmetries.
3. Type IIB GreenSchwarz action

3.1. Kappa symmetry and supersymmetry in type IIB
The explicit component form of the GreenSchwarz action for the type IIB string on an
arbitrary bosonic background was derived in [13], up to and including terms quadratic in
the fermionic coordinates. The action was derived by explicitly implementing a T-duality
transformation of the type IIA GreenSchwarz action in [13].
The type IIB GreenSchwarz action obtained in [13] was manipulated further in [9],
where it was cast into a somewhat more convenient form. The notations and conventions
of [13] and [9] have both been improved and updated in their latest hep-th versions. The
reader is referred to these papers for background material and additional information on
notation and conventions. The type IIB action as obtained in [9] takes the form
1
1
h hij i X j X g + ij i X j X B
2
2
i
ij
+ ii X 10 Dj i X j X ij 11 G
8
1
i
ij
+ e i X j X + 12 1 2 3 F1 2 3
8
6

1 1 5
+
F1 5 ,
240
L=
(34)
where G(3) = dB(2) is the NSNS 3-form, and are the dilaton and axion, and F(3) and
F(5) are the RR 3-form and self-dual 5-form, and we have defined
ij h hij ij 12 .
(35)
97
Hence, the conjugate is defined by = 0 10 , and the worldsheet Dirac matrices are
defined by 10 = i2 , 11 = 1 , giving 12 = 3 , where the a are the usual Pauli matrices.
After some algebraic manipulations, we can show that the action following from (34) is
invariant under local kappa transformations defined by
= (1 + ),
X = i 10 ,
(36)
where the matrix is defined by

1
= ij i X j X 12 .
2 h
(37)
(Note that to the quadratic order in fermions to which we are working, it suffices to replace
m
by i X em in the expression for ,
the usual pulled-back supervielbeins im i Z M EM
leading to (37).)
We can also show that the action following from (34) is invariant under rigid spacetime
supersymmetry transformations
= ,
X = i 10 ,
(38)
where is a Killing spinor in the bosonic background spacetime. Specifically, we can show
that under (38), the Lagrangian (34) varies to give, up to total derivatives,
L = 2ii X j X ij 10 D ,
(39)
where
1
D = + G 12
8

1
1
1
1 2 3
1 5
10
e 10 11
F1 2 3 +
F1 5 . (40)
8
6
240
Here + 14 mn mn . Note that D is precisely the supercovariant derivative
that appears in the spacetime supersymmetry transformation of the gravitini in type IIB
supergravity, and so the GreenSchwarz action following from (34) is invariant under a
rigid supersymmetry (38) where is a Killing spinor, satisfying D = 0.
It is worth remarking that if we define

1
1
1

Di = Di + i X
G 12 e 10 11 1 2 3 1 2 3
8
8
6

1
1 5
10
+
F1 5 ,
(41)
240
which when acting on a spinor function of the X coordinates such as reduces to
i = i X D, we can write the Lagrangian (34) as
D
1
1
h hij i X j X g + ij i X j X B
2
2
j .
+ ii X ij 10 D
L=
(42)
98
Thus the type IIB string action obtained in [13] and [9] does indeed satisfy this property,
despite the doubts on this account that were raised in [16].
Note that if we define the doublet of MajoranaWeyl 32-component spinors

= 1 ,
(43)
2
where the upper and lower components correspond to the positive and negative eigenstates
of the worldsheet chirality matrix 12 , and then define the complex Weyl spinor 1 +i2 ,
then we have the equivalences
12 () ,
10 () i,
11 () i .
(44)
In terms of this complex Weyl notation, the gravitino transformation rule = D with
D given by (40), therefore, becomes
1
= + G
8

1 1 2 3
1 1 5
i
F1 2 3 +
F1 5 ,
+ e +
8
6
240
(45)
where is now a complex Weyl spinor-vector, defined analogously to .
3.2. Type IIB worldsheet supersymmetry in the light-cone gauge
The treatment of kappa symmetry and supersymmetry for the type IIB GreenSchwarz
action in light-cone gauge closely parallels the type IIA discussion in Section 2.2, so we
shall just summarise the key results. The essential change is that the matrix appearing in
the kappa transformation rule (36) is now given by
1
= ij im jm mn 12
2 h
(46)
rather than (37). Following the same steps as in Section 2.2, we impose the light-cone
condition = 0, and so the compensating kappa transformation that maintains this
gauge, analogous to (25), is
Q ( + ) + ( + + P )12 = 0.
(47)
We then find that the residual transformations of + , analogous to the type IIA result
(26), are given by
1
(+ ) = (P + Q12 )+ + + .
(48)
2
As in the type IIA case, we can see that the residual linearly-realised supersymmetries
are parametrised by Killing spinors that are subject to the projection condition
+ = 0,
(49)
99
whilst the remaining Killing spinors subject to the opposite projection condition = 0
correspond to inhomogeneous shift transformations. Thus we see that here for type IIB
we have the same result as in type IIA, namely, that the 16 ordinary Killing spinors in
any pp-wave solution, which are subject to the projection = 0, are associated with
inhomogeneous shift symmetries on the string worldsheet. By contrast, any supernumerary
Killing spinors, which are subject to the projection condition + = 0, are associated with
linearly-realised worldsheet supersymmetries.
4. Worldsheet supersymmetry in pp-wave backgrounds

4.1. Killing spinors in pp-wave backgrounds
Before considering pp-waves of the type that arise in Penrose limits and their
generalisations, it is helpful to begin by recalling the situation for purely gravitational
wave solutions in supergravities, where only the metric itself takes a non-trivial form. The
solutions of this type that we shall consider are given by
ds 2 = 2 dx + dx + K dx + + dzi2 ,
2
(50)
where K is a function of the zi . (K could also be allowed to depend on x + , but we shall

not consider this here.) The condition for the Ricci tensor to vanish is that
K = 0,
(51)
where is the Laplacian on the flat transverse space whose coordinates are the zi .
If this Ricci-flat solution is taken in the context of a supergravity theory, the
supersymmetry transformation rules will imply that the background is supersymmetric for
spinor parameters that satisfy = 0, where d + 14 AB AB is the Lorentz-covariant
exterior derivative. It is easily seen that in the background (50), this derivative is given by
i2
1
= d + Ki dx + i ,
4
(52)
where Ki i K. A Killing spinor satisfies + + 14 Ki i = 0, = 0 and i = 0,

from which it is straightforward to show that must be constant, and satisfy the projection
condition
= 0.
(53)
The conclusion from the above discussion is that whenever we have a purely
gravitational wave solution in supergravity, there will be Killing spinors whose total
number is precisely one half of the number that would arise in a flat background, on
account of the projection condition (53). This counting of Killing spinors is independent
of the specific details of the harmonic function K.
In the pp-wave solutions that have been considered recently, arising as Penrose limits
of AdS Sphere solutions in supergravity, there are additional non-trivial contributions to
the bosonic background, aside from the gravitational wave metric (50) itself. In fact in all
100
cases, the extra fields involved in the recently-considered pp-wave solutions take the form
of constant background values for antisymmetric tensor field strengths in the supergravity
theory. For a p-index field strength Fp , this background has the structure
Fp = dx + p1 ,
(54)
where p1 is a constant (p 1)-form in the transverse space. The previous homogeneous

equation (51) for K now becomes
K = k|p1 |2 ,
(55)
where k is a constant.
In the transformation rules for the gravitini and spin-1/2 fields in the supergravity
theory, these field strengths give contributions of the form
= + c1 F1 p1 1 p1 + c2 F 1 p 1 p + ,
= c3 F1 p 1 p + .
(56)
It is clear that the contribution of a field strength (54) in the supersymmetry

transformation rules for , i and will all involve a projection acting on ,
and thus these terms will all vanish if again satisfies the projection condition (53).
There can be a non-vanishing contribution only in + , which means that the previous
equation + = 0 in the purely gravitational case now becomes an equation determining
the x + dependence of . The upshot is that all the Killing spinors in the previous purely
gravitational wave background will survive, possibly now with x + dependence, in the more
general solutions with constant field strengths. In other words, in the new pp-wave solutions
there will always exist Killing spinors satisfying the projection condition (53), whose
number is again precisely one half of the number of Killing spinors for a flat background.
In papers [8,9], the Killing spinors that exist for arbitrary choices of K solving the bosonic
equation (55) were referred to as Standard Killing Spinors.
In the recently-considered pp-wave solutions, there can exist further Killing spinors
over and above the standard ones. These can arise only if the constant form p1 and the
solution to (55) for K are chosen to have a very special form. In particular, K must be taken
to be a specific purely quadratic function of the transverse coordinates zi . By contrast to
the standard Killing spinors described above, these additional Killing spinors, if they occur,
are subject to the opposite projection condition, namely,
+ = 0.
(57)
These Killing spinors were referred to as Supernumerary Killing Spinors in [8,9].

To summarise, if we consider pp-waves in a supergravity theory that has N supercharges, there will always exist 12 N standard Killing spinors, which satisfy the projection condition (53). There may in addition exist a number Nsup of supernumerary Killing
spinors, with 0 Nsup 12 N , which satisfy the opposite (and orthogonal) projection condition (57). The number that occur depends on the details of the constant form p1 , and
the choice of the quadratic function K.
101
4.2. Linearly-realised worldsheet supersymmetries

We saw in Sections 2.2 and 3.2 that when one imposes the light-cone gauge conditions
X+ = ,
(58)
h hij = ij ,
= 0
on the covariant GreenSchwarz type IIA or IIB actions, the local kappa symmetry and
rigid spacetime supersymmetry transmute into a rigid worldsheet supersymmetry of the
light-cone string action. To be more precise, we saw that there is an N = 1 linearly-realised
worldsheet supersymmetry corresponding to every Killing spinor in the ten-dimensional
target spacetime that satisfies the projection condition
+ = 0.
(59)
In view of the discussion of Killing spinors in pp-wave backgrounds given in [8,9],

which was summarised in Section 4.1 above, we see therefore that the 16 standard Killing
spinors in any type IIA or IIB pp-wave background will never give rise to linearly-realised
worldsheet supersymmetries, since they satisfy instead the orthogonal projection condition
(53). By contrast, every supernumerary Killing spinor, since it satisfies the projection
condition (57), will give rise to a linearly-realised worldsheet supersymmetry.
This result was in fact foreseen in [8,9]. The argument used there was based on the
observation that in the light-cone string action the masses of the bosonic fields XI and the
fermionic fields are in general unrelated, in a pp-wave background. It is manifest that
if the boson and fermion masses are unequal then there cannot be any linearly-realised
worldsheet supersymmetry. Only in the case of special pp-wave backgrounds where there
exist supernumerary Killing spinors does one find that there is a precise matching of boson
and fermion masses. This provided circumstantial evidence in [8,9] for the connection
between supernumerary Killing spinors and linearly-realised worldsheet supersymmetries,
which we have now made precise in this paper.
5. GreenSchwarz actions for pp-waves in physical gauge

5.1. Type IIA worldsheet supersymmetries in the physical gauge
Let us contrast the light-cone analysis given above with what happens if we instead
choose a physical gauge for the type IIA GreenSchwarz action. This gauge can be taken
to be
X0 = ,
X9 = ,
(1 + ) = 0,
(60)
where the matrix is defined by

1 8 ,
(61)
i.e., it is the product of the eight transverse-space Dirac matrices. This fermionic gauge
condition is motivated by considering the form of the matrix in the field-independent
static limit in the bosonic part of the physical gauge, where all the coordinates X except
102
for those set equal to the worldsheet coordinates vanish. From (15) we see that then
becomes just 09 11 , which is precisely . Thus the leading-order form of the kappa
symmetry transformation is = (1 + ), and so we can expect to be able to use this
symmetry to set6 (1 + ) = 0. In fact we shall show in Section 6.4 that this physicalgauge fixing condition is precisely what arises naturally in a string/pp-wave intersecting
supergravity solution.
We now find it helpful to decompose the Dirac 32 32 matrices as7
0 1 0 0
0 1 0 0
1 0 0 0
1 0 0 0
9 =
0 =
,
,
0 0 0 1
0 0 0 1
0 0 1 0
0 0 1 0
0
0
0
I
0
0 I
0
I =
(62)
,
0
0
0
I
0 I 0
0
where I = (I , 8 ) = (I , i) and I = (I , 8 ) = (I , i) are the Van der Waerden
symbols of eight dimensions, with I being the 8 8 Dirac matrices in seven dimensions.
With these conventions, we have
1 0 0
0
1 0
0 0
0
0 1 0
0 1 0 0
11 =
=
(63)
,
.
0 0 1 0
0 0 1 0
0 0 0 1
0 0
0 1
The matrix that appears in the kappa transformations can be written as
1
= M mn mn 11 = 1 + A + B,
2
where
1
A 1 + M 09 09 11 + M I J I J 11 ,
2
B M 0I 0I 11 + M I 9 I 9 11 .
(64)
(65)
This splitting of the terms in is chosen so that

[A, ] = 0,
The quantities
M mn
{B, } = 0.
(66)
are given by

1 0 9
M 09 =
0 1 10 09 ,
h

1 I 9
0 1 1I 09 ,
MI9 =
h

1 0 I
0 1 10 0I ,
M 0I =
h

1 I J
0 1 1I 0J .
MIJ =
h
(67)
6 One might instead use the kappa transformation to set (1 + ) = 0 as a gauge condition, but this would be
less convenient since it is field dependent.
7 Each entry is an 8 8 matrix here.
103
We now proceed with the physical gauge fixing. Requiring that (1 + ) = 0 be

preserved under combined supersymmetry and kappa transformations implies
A(1 + ) + B(1 ) + (1 + ) = 0,
(68)
and then the transformation of (1 ) is given by

(1 ) = A(1 ) + B(1 + ) + (1 ).
(69)
The commutation properties of A and B given in (66) imply that we can write them in
16 16 block-matrix form, for which in (63) becomes

0
116
,
=
(70)
0 116
as

a 0
0 b
A=
,
B=
.
(71)
0 a
b 0
Defining
=

1
,
2

=

1
,
2

=
1
2

,
(72)
where the upper and lower 16 components are the projections under 12 (1 ) with
given in (70), we therefore find that (68) and (69) become
0 = a1 + b2 + 1 ,
0 + 2 .
2 + b
2 = a
(73)
Note that the physical-gauge choice means that 00 and 19 are of order 1, whilst all
the other im are of first order in physical fields, plus higher terms. This means that up
to linear order in coordinates, expanding around the static background X0 = , X9 = ,
XI = 0, = 0, we have
M09 = 1,
M 0I = 1 XI ,
M I 9 = 0 XI ,
M I J = 0.
(74)
In particular, we note that the matrix A has the form
2 0 0 0
0 2 0 0
A=
(75)
+ linear terms,
0 0 0 0
0 0 0 0
which means that its upper 16 16 block denoted by a in (71) is invertible. Thus we can
solve the first equation in (73) for 1 , and substitute into the second. This gives

1 1 + 2 + a ba
1 b 2 .
2 = ba
(76)
Next, we note from the fact that 2 = 1 that we shall have (A + B)(A + B 2) = 0,
which from (71) gives
a(a 2) + bb = 0,
2) + a b = 0,
b(a
ab + b(a 2) = 0,
+ a(
bb
a 2) = 0.
(77)
104
1 from the left, and subtracting the fourth, whilst

Multiplying the second equation by ba
noting that a is of first order in fields and that therefore (a 2) is invertible, we deduce that
1 b. This shows that 2 drops out completely from (76), and hence that we have
a = ba
1 1 + 2 .
2 = ba
(78)
Finally, we can see from the previous definitions that up to linear order in fields (for
which, since b is of linear order we can take a 1 in (78) to be 1/2),
1
2 = b
1 + 2 ,
2
where

0
I XI
b =
.
I + XI
0
(79)
(80)
Here, we have defined the worldsheet derivatives = 1 0 . We see, therefore, that 1

parametrises linearly-realised supersymmetries, while 2 describes an inhomogeneous shift
symmetry. In summary, therefore, we have shown that in the physical gauge the parameter
of the linearly-realised worldsheet supersymmetry is subject to the projection condition
(1 ) = 0.
(81)
The projection condition (81) for linearly-realised supersymmetries in the physical

gauge is very different from the analogous projection condition (33) that we obtained
in the light-cone gauge. In particular, we find that whereas the 16 standard Killing
spinors in any pp-wave background are all incompatible with the light-cone projection
(33), in the physical gauge some of the standard Killing spinors are compatible with the
projection (81). In fact, as we shall see in detail in Section 6, there are both standard and
supernumerary Killing spinors in pp-waves that are compatible with the projection (81) in
the physical gauge. This means that in the physical gauge, there can be linearly-realised
worldsheet supersymmetries even in a pp-wave background that has only the 16 standard
Killing spinors.
5.2. Type IIB worldsheet supersymmetries in the physical gauge
The imposition of a physical gauge condition in the type IIB string proceeds very
analogously to the discussion for type IIA in Section 5.1. Again, one can determine a
suitable choice of fermionic gauge condition by starting with a static string configuration
where X0 = , X9 = and all other bosonic coordinates vanish. The full expression
1
= ij im jn mn 12 ,
2 h
then reduces to
# 09 12 ,
(82)
(83)
and so we are led to impose

X0 = ,
X9 ,
(1 + # ) = 0
(84)
105
as the physical gauge condition. We shall show later that this fermionic projection agrees
precisely with the one that is encountered from the string component in a type IIB
string/pp-wave intersection.
As in the type IIA discussion in Section 5.1, it is convenient to make a choice of Dirac
matrix basis that is adapted to the gauge condition. Specifically, we choose a basis where
# is diagonal, implying that its non-vanishing components will then be 1, and with the
positive components appearing in the upper left-hand part of the matrix. We can start from
the basis (62), and first perform a similarity transformation in which 11 becomes
1
0
11 =
0
0
0
0
.
0
1
0 0
1 0
0 1
0 0
(85)
This can be achieved by exchanging the roles of the second and fourth rows and columns,
leading to
0
0
0 =
0
1
0
0
I =
I
0
0
0
1
0
0
1
0
0
0
0
0
I
I
0
0
0
1
0
,
0
0
0
I
.
0
0
0
0
9 =
0
1
0
0
1
0
0
1
0
0
1
0
,
0
0
(86)
Note that the Dirac matrix combinations mn that appear in all have components only
in the upper left and lower right 16 16 blocks.
The spinors in type IIB are chiral, and so only the upper 16 components in the new
basis will be non-vanishing. We can thus focus attention on these components, and now
consider the resulting 32 32 matrices in the tensor product with the worldsheet Dirac
matrices 1a . In particular, with 12 = 3 we shall have
1 0
0 0
0
0 1 0 0
I
0I 12
# = 09 12
,
0 0 1 0
0
0 0
0 1
0
0
0
I 0
0
0
I 0
I 9 12
,
0
0
0 I
0
0 I
0

I J
0
0
0
I J
0
0
0
I J 12
.
0
0
0
I J
0
0
0
I J
I
0
0
0
0
0
0
I
0
0
,
I
0
(87)
106
Finally, we apply a similarity transformation whose effect is to exchange the roles of

the second and fourth rows and columns in these matrices, leading to
1 0 0
0
0
0
0 I
0
0 I
0
0 1 0
0
0I 12
# = 09 12
,
,
0 0 1 0
0
0
I 0
0 0 0 1
I 0
0
0
0
0
0 I
0
I 0
0
I 9 12
,
0
I 0
0
0
0
0
I

I J
0
0
0
I J
0
0
0
I J 12
(88)
.
0
0
0
I J
0
0
0
I J
In this basis, when we construct 1 + A + B with
1
A 1 + M 09 0912 + M I J I J 12 ,
2
B M 0I 0I 12 + M I 9 I 9 12 ,
(89)
the fact that [A, # ] = 0 and {B, # } = 0 implies that in 16 16 block form we shall have

a 0
0 b
A=
(90)
,
B=
.
0 a
b 0
This is closely parallel to the situation for the type IIA string, although here the 16 16
are different from those appearing in (71).
matrices (a, a,
b, b)
From this point on, the imposition of the physical gauge conditions proceeds exactly in
parallel with the type IIA discussion in Section 5.1. Thus we impose (1 + # ) = 0, solve
for the compensating kappa transformation that preserves this gauge, and thereby arrive at
the residual transformations
1 1 + 2 ,
2 = ba
(91)
where we have written

1

=
,
= 1 .
2
2
(92)
To first order in fields around the static string configuration, we shall therefore have
1
2 = b
1 + 2 ,
2
with
b =
0
I + XI
I XI
0
(93)

.
(94)
107
The linearly-realised supersymmetries are parametrised by 1 , i.e., by Killing spinors

that are subject to the projection condition
(1 # ) = 0.
(95)
As in the case of type IIA strings, so here for type IIB strings we see that the projection
condition (95) for linearly-realised worldsheet supersymmetries in the physical gauge is
very different from the analogous projection (49) in the light-cone gauge. Again, this
implies that both standard as well as supernumerary Killing spinors in a pp-wave solution
can give rise to linearly-realised worldsheet supersymmetries in the physical gauge. This
is discussed in more detail in Section 6.
5.3. Absence of mass-terms in the physical gauge
The forms of the complete GreenSchwarz actions, after imposing the physical gauge
conditions, are quite complicated and we shall not present them in detail here. Instead, we
shall focus just on the sectors where mass terms for the bosons and fermions might arise,
in order to demonstrate that they are in fact absent.
First, we consider the bosonic sector, and consider the term
1
(96)
h hij i X j X g ,
2
which is in fact common to both the type IIA and the type IIB GreenSchwarz actions.
Looking at this sector will be sufficient to demonstrate the absence of mass terms for the
transverse bosonic coordinates XI in a pp-wave background.
In this bosonic sector, we have hij = i X j X g , and the metric in the pp-wave
background
is given in (50). The Lagrangian (96), which can be written simply as L0 =
h, is therefore given by

2
L0 = 1 + 2+ XI XI K XI + XI + + XI XI
2
2 1/2

XI + XJ
,
L0 =
= 1 + XI XI + interaction terms.
(97)
In particular, we see that, unlike in the light-cone gauge, there are no mass terms for the
XI transverse coordinates.
For the fermions, we note that in both the type IIA and type IIB GreenSchwarz actions,
the source of the fermion masses in the light-cone analysis is the relevant RR coupling term,
which has the form
LRR = ce i X j X ij 1 p F1 p ,
(98)
where ij represents either ij in the type IIA case, given in (1) (possibly with an
additional 11 factor), or ij in the type IIB case, given in (34) (possibly with an extra
factor of 12 ). In all cases, the relevant RR field in the pp-wave solution has the form
F = dx + .
108
In the physical gauge, purely quadratic fermion terms will arise when i X and j X
have their constant background contributions coming from + X+ = 1 and X = 1, and
so we see that the matrix between the and fields in (98) will involve
+ ( W )
or ( W )+ ,
(99)
1 i1 ip
where W = p!
i1 ip . However, both these terms vanish, because = 0, and

so we see that in the physical gauge, there are no fermion mass terms.
We showed in Sections 5.1 and 5.2 that there will always be linearly-realised worldsheet
supersymmetries for pp-wave backgrounds in the physical gauge, even when there are only
the 16 standard Killing spinors and no supernumerary Killing spinors. It is satisfactory,
therefore, that we have found that there are no mass terms for either the bosons or
the fermions in the physical gauge, since this is compatible with the linearly-realised
supersymmetry.
6. Strings in pp-wave backgrounds: supergravity solutions

In this section, we look for solutions in type IIA and IIB supergravity corresponding
to fundamental strings in the background of pp-waves. These solutions can be viewed
as classical supergravity realisations of a string action with a pp-wave target spacetime
background. As discussed in Section 5, the supergravity solutions describing strings in
pp-wave backgrounds will correspond to string actions that are expressed in the physical
gauge.
The ten-dimensional metrics describing solutions for strings in pp-wave backgrounds
have the same general structure as one finds for intersecting p-brane solutions. Thus the
metric is given by

2
= H 3/4 2 dx + dx + K dx + 2 + H 1/4 dzi2 ,
ds10
(100)
where H and K are taken to depend only on the eight transverse coordinates zi . In a
standard string/wave intersection, which could be either in the type IIA or IIB theory,
H and K would both be harmonic functions and the string source would be provided by
the NSNS 3-form field strength. The 3-form and dilaton would be given by
1
= log H.
(101)
2
For our purposes, we now need to introduce additional form-field fluxes, just as in the pure
pp-wave solutions. It is not a priori obvious that we can still find intersecting solutions,
but in fact, as we shall show below, we are able to find examples both in type IIA and IIB
supergravity.
Before moving to the specific discussions for the type IIA and IIB supergravities, it is
useful to collect some general results that are common to the two cases.
We introduce the following vielbein 1-forms for the ten-dimensional metric (100):

1
+
3/8
+
3/8
+
e =H
dx ,
e =H
dx + K dx ,
ei = H 1/8 dzi , (102)
2
F(3) = dH 1 dx + dx ,
109
where the local Lorentz metric in the tangent frame is taken to be

+ = + = 1,
ij = ij .
(103)
We find that the torsion-free spin connection is then given by

3
3
1
+ i = H 9/8 Hi e+ ,
i = H 9/8Hi e + H 1/8Ki e+ ,
8
8
2

1
i j = H 9/8 Hi ej Hj ei ,
8
(104)
where Hi i H and Ki i K. It follows from (104) that the Lorentz-covariant exterior

derivative is = d + 14 AB AB , from which one can read off the vielbein components A
via = eA A , is given by
3 9/8
3
H
Hi +i e+ H 9/8 Hi i e
16
16
1
1
+ H 1/8Ki i e+ H 9/8Hi ij ej .
4
16
=d
(105)
From (104), we find that the frame components of the Ricci tensor are given by
3
3
R+ = + H 5/4 H H 9/4 Hi Hi ,
8
8
1 1/4
R++ = H
K,
R = 0,
2
1
1
3
Rij = H 5/4H ij + H 9/4Hk Hk ij H 9/4 Hi Hj ,
8
8
8
(106)
where i i is the Laplacian in the flat eight-dimensional transverse space.

6.1. The type IIB supergravity solution
We seek here a solution describing the intersection of a string and a pp-wave in the
type IIB theory. There is a standard well-known such solution for source-free strings and
waves, and so we can take this as our starting point, and look for a generalisation in which
the 5-form is taken to have a constant background value, as in the pp-wave. Thus we
consider a configuration where the metric is given by (100), and the field strengths are
F(5) = dx + (4) ,
G(3) = dH 1 dx + dx ,
1
= log H, (107)
2
where G(3) is the NSNS 3-form, and (4) is a constant self-dual tensor in the transverse
space R8 , whose coordinates are the zi . The novel feature, for an intersection, is the
inclusion of the 5-form term.
The type IIB equations of motion for the fields that we are taking to be non-zero are

d e G(3) = 0,
F(5) = F(5) ,
dF(5) = 0,
110

1
1
1
RAB = A B + e GACD GB CD GCDE GCDE gAB
2
4
12
1
+ FACDEF FB CDEF ,
96
1
= e GABC GABC .
(108)
12
After some straightforward algebra, we find that these are satisfied provided that the
functions H and K satisfy
1 2
|(4) |2 .
(109)
48
If we set the constant = 0, we just get back the standard solution for the intersection
of a string and a wave. The new feature here is that we still obtain a solution if we take
to be non-zero. Thus, in particular, we have a solution with

Q
K = c0
(110)
2i zi2 ,
H =1+ 6,
r
i

1 2
where i 2i = 96
|(4)|2 , and r 2 = zi2 . (We could, of course, choose more complicated
solutions for H and for K.)
H = 0,
K =
6.2. Supersymmetry of the type IIB string on a pp-wave

The supersymmetry transformation rules for the type IIB gravitini M and dilatini , in
the background involving the dilaton, NSNS 3-form and the 5-form are
i
FMN1 N4 N1 N4
192

1
1
N PQ
,
e 2 GNP Q M NP Q 9M
96
1
1
= M M e 2 GMNP MNP .
12
It is helpful to define
M = M +
1
1
FN1 N5 N1 N5 ,
V GMNP MNP ,
5!
3!
in terms of which the gravitino transformation rule becomes
U
1
i
1
{M , U } e 2 (M V + 2V M ) = 0.
16
16
In our background, where F(5) is given in (107), we have
M = M +
1
ij kF ij kF .
4!
From the dilatino transformation rule in (111) we obtain

1
= H 9/8 Hi i + + = 0,
2
U = W,
(111)
(112)
(113)
(114)
(115)
111
implying that the string imposes the projection condition

+ + = 0.
(116)
Using this, we then find that the transverse components i = 0 of the gravitino
transformation rules imply
= H 3/160 ,
i 0
i
[i , W ]0 = 0.
16
(117)
From + = 0 we get

+ = 0,
1
i
H 1/2+ + Ki i + W = 0,
4
8
and finally from = 0 we obtain

= 0.
+ = 0,
(118)
(119)
These conditions can be summarised as follows. We have the usual = H 3/160 factor
and the projection conditions

+ = 0
+ = 0,
(120)
for a string in type IIB theory. The remaining equations
i
[i , W ]0 = 0,
16
0 = 0
i 0
1
i
H 1/2+ 0 + Ki i 0 + W 0 = 0,
4
8
(121)
H 1/2
are like those for a pp-wave, except for the factor

that multiplies + . This means that
we can only have Killing spinors that are independent of x + .
Analysis of the content of Eq. (121) is analogous to the discussion for pure pp-waves
given in [8]. The first equation implies that 0 can be written as

i
0 = 1 + [i , W ] ,
(122)
16
where is independent of zi . In the present context, with a superimposed string, is
therefore a constant spinor. It then follows from (121) that must satisfy

2
W = 0,
zi W 2 + 32Ki i = 0.
(123)
6.3. The type IIA supergravity solution
We shall look for an intersecting solution analogous to the solution (107) that we found
in the type IIB theory. We again take the metric to be (100), and for the field strengths we
take
F(4) = dx + (3) ,
1
= log H,
2
F(3) = dH 1 dx + dx ,
(124)
112
where we have the novel feature of the F(4) term given in terms of the constant 3-form 3
on the flat R8 transverse space. Using the results for the Ricci tensor presented in (106),
we find after straightforward algebra that the type IIA equations of motion are satisfied if
H and K satisfy
1
K = 2 |3 |2 ,
(125)
6
where = i i is the Laplacian in the flat transverse space. As in the type IIB example,
we can take

Q
K = c0
(126)
2i zi2 ,
H =1+ 6,
r
H = 0,
where
=
and r 2 = zi2 .
Note that we can lift this intersecting solution back to D = 11 supergravity, by using
the standard KaluzaKlein reduction
2
i i
1 2
2
12 |(3) | ,
2
2
d s11
= e 6 ds10
+ e 3 (dz9 + A1 )2 ,
A (3) = A(3) + (dy + A(1) ) A(2).
Since we have A(1) = 0 here, we find that the lifting just gives

2
2
2
+ H 1/3 dzi2 ,
= H 2/3 2 dx + dx + Kdx + + dz10
d s11
(4) = dx + (3) + dy dH 1 dx + dx .
F
(127)
(128)
(Note that zi has 1 i 8, denoting the transverse coordinates in the 8-dimensional

transverse space, while z10 denotes the extra coordinate of eleven dimensions.) This
describes a membrane living in a pp-wave background in eleven dimensions.
6.4. Supersymmetry of the type IIA string on a pp-wave
This can be studied most simply by lifting the solution to eleven-dimensional
supergravity. In D = 11, we choose the natural vielbein basis for the metric in (128), giving
e10 = H 1/3 dz10 ,
ei = H 1/24ei = H 1/6 dzi ,
+
e = H
1/24 +
e =H
1/3
1 i 8,
+
dx ,

1
e = H 1/24e = H 1/3 dx + + Kdx .
2
(129)
Using standard KaluzaKlein formulae, we can express the spin connection AB in D = 11

d + 1 AB AB is given by
in terms of D = 10 quantities, and hence we find that
4

= d 1 H 7/6Hi 2+i e+ + 2i e + ij e j + 1 H 1/6 Ki i e +
12
4
+ H 7/6 i 10 e 10,
(130)
113
where we are denoting by 10 the eleven-dimensional Dirac matrix associated with the
extra coordinate z10 of the M-theory circle. (We underline the 10 to avoid the danger of
9 on a Dirac matrix for the
confusion between 10 and 1 0 .) We reserve the subscript
spatial direction associated with the x (x 9 x 0 )/ 2 coordinates.

A + T
A , where
The gravitino transformation rule is given by A =
1
ABCD BCD .
BCDE + 1 F
A BCDE F
TA =
(131)
288
36
(4) can be read off from (128) and
The D = 11 frame components of the field strength F
(129), giving
+ij k = H 1/6 ij k ,
F
i10+ = H 7/6Hi .
F
(132)
(Again, we underline the 10 subscript here to avoid potential confusion with subscripts
1 followed by 0.)
Substituting into the D = 11 supersymmetry transformation rule, we find that A = 0
implies
i
1
H 1/2 W 10, + Hi i (10 + ) = 0,
12
6
i
i + (i W + 3W i )
24
1 1
+ H
2Hi 10 + + Hj ij (1 10 + ) = 0,
12
1
+ H 3/2Hi i (1 + 10 ) = 0,
6

1
1
i
+ K + H 1/2 Ki i W (1 + + )
2
4
3
1 3/2
Hi i + (1 10) = 0,
+ H
(133)
6
where we have defined
i
W ij k ij k .
(134)
6
The four lines come from 10 = 0, i = 0, = 0, + = 0, respectively. Note that
indices on are all coordinate indices, while those on the Dirac matrices are all tangentframe indices.
It is easy to see from the equations above that we must have
10 +
(1 + 10 ) = 0,
10 = 0,
+ (1 10 ) = 0,
= 0,
and that if we define
= H 1/6,
+ = 0,
(135)
then (zi ) must satisfy
i
(i W + 3W i ) = 0,
24
i
Ki i W (1 + + ) = 0.
3
i +
(136)
114
The first line in (135) represents the usual projections that one encounters for a string
solution, implying a half-breaking of supersymmetry. The conditions in (136) are the
same as those encountered in [9] for pure pp-waves, except that here we have the added
requirement of x + independence. As described in [9], the first equation in (136) implies
that

i
= 1 (i W + 3W i ) ,
(137)
24
where is independent of the zi . Since here we also have + = 0, it follows, using
arguments analogous to those in [9], that must satisfy
2

W = 0,
zi W 2 + 8Ki i = 0.
(138)
Following [13], we shall define the chirality operator 11 10 , where it will be
recalled that 10 denotes the eleven-dimensional Dirac matrix in the direction of the
M-theory circle. Multiplying the expressions on the first line in (135) by 9 , they can
be written as
(1 + 09 )(1 09 ) = 0,
(1 09 )(1 + 09 ) = 0,
(139)
where 1 8 as in (61). Adding and subtracting these equations, we find that the
conditions on the first line in (135) imply and are implied by
(1 ) = 0.
(140)
Thus we see that the string component of the string/pp-wave intersection in the type IIA
theory imposes precisely the gamma-matrix projection condition that we used in the
physical-gauge fixing in Section 5.1.
6.5. Strings on pp-waves with odd numbers of Killing spinors
Here, we study the number of Killing spinors that can occur in the type IIA and IIB
strings in pp-wave backgrounds. As we stated earlier, the type IIA and IIB cases are related
by T-duality. Thus it suffices to study the type IIA example. We take the constant 3-form
to be [8,9]
(3) = m1 dz123 + m2 dz145 + m3 dz167 + m4 dz246
+ m5 dz257 + m6 dz347 + m7 dz356.
(141)
As we saw in (6.4), for both the standard and supernumerary Killing spinors we must have
W = 0, which implies that
m1 + m2 + m3 m4 + m5 + m6 + m7 = 0.
(142)
The standard Killing spinors satisfy the three conditions

= 0,
W = 0,
(1 10 ) = 0.
(143)
Since , 10 and W commute, it follows that the total number of Killing spinors is a
quarter of the number of spinors annihilated by W .
115
In the case of pure pp-waves with no string present, the number of standard Killing
spinors is 16, and is always independent of the structure of W . The detailed structure
of W determines their x + dependence, with only those that are annihilated by W being
independent of x + . In the present case, where there is a string on the pp-wave background,
we saw in Section 6.4 that the Killing spinors must be x + -independent, and so it follows
that even the number of standard Killing spinors will now depend on the structure of W .
It is straightforward to see that a generic set of mi satisfying the condition (142) will give
rise to one standard Killing spinor, with a maximum of four standard Killing spinors being
achievable for suitable special choices of the mi .
The conditions for supernumerary Killing spinors are slightly more restrictive; they are
given by
+ = 0,
W = 0,

2
zi W 2 + 8Ki i = 0.
(1 + 10 ) = 0,
(144)
For a generic set of mi satisfying (142), there is one supernumerary Killing spinor, with a
maximum of four for special values of mi .
Let us look at some examples in detail. If there is only one non-vanishing mi , W has no
zero eigenvalues, and so there are neither standard nor supernumerary Killing spinors.
For two non-vanishing mi , say m1 and m2 , we can obtain Killing spinors if we choose
m1 + m2 = 0. There are then four standard Killing spinors and four supernumerary Killing
spinors.
For three non-vanishing mi , say m1 , m2 and m3 , there exist Killing spinors if m1 +
m2 + m3 = 0. For generic such choices, there are two standard Killing spinors and two
supernumerary Killing spinors.
In general, when there are four or more non-vanishing mi , there will be one standard
Killing spinor and one supernumerary Killing spinor provided that the mi satisfy (142).
However, more Killing spinors can arise in special cases. For example, if we have
m1 = 1, m2 = 1, m3 = 1 and m4 = 1, we have three standard Killing spinors and
one supernumerary Killing spinor. For a more complicated example, m1 = 1, m2 = 1,
m3 = 1, m4 = 1, m5 = 1, m6 = 1, we have four standard Killing spinors and one
supernumerary Killing spinor, giving a total of five Killing spinors. If m1 = 2, m2 = 2,
m3 = 1, m4 = 1, m5 = 1, m6 = 1, we have two standard Killing spinors and one
supernumerary Killing spinor, giving a total of three. These latter two examples are of
interest since the total number of Killing spinors is odd.
6.6. Further solutions for strings in pp-waves
6.6.1. A type IIB generalisation
For this example, we again take the metric and dilaton to be

2
ds10
= H 3/4 2 dx + dx + K dx +2 + H 1/4 dzi2 ,
1
= log H,
2
(145)
116
but now the solution is supported by the NSNS and RR 3-form field strengths G(3) and
F(3) :
G(3) = dH 1 dx + dx ,
F(3) = dx + (2) ,
(146)
where (2) is a constant 2-form in the eight-dimensional transverse space. It can be verified
that this solves the type IIB equations of motion provided that H and K satisfy
1
K = 2 |(2)|2
2
in the transverse space.
H = 0,
(147)
6.6.2. A type IIA generalisation

We can generalise the type IIA string/pp-wave given in (124) by adding in a constant
RR 2-form field strength term, so that we now have

2
= H 3/4 2 dx + dx + K dx +2 + H 1/4 dzi2 ,
ds10
1
= log H,
2
F(4) = dx + (3) ,
F(3) = dH 1 dx + dx ,
F2 = dx + (1) .
(148)
Substituting into the type IIA equations of motion, we find that they are satisfied provided
that H and K satisfy
1
K = 2 |(3)|2 2 |(1) |2 .
(149)
6
Some similar solutions, corresponding to cases of D-branes in pp-wave backgrounds
that originate from AdS3 S 3 R 4 , can be found in [17,18].
H = 0,
7. Conclusions
In this paper, we have studied the relation between the occurrence of Killing spinors in
a pp-wave background, and the worldsheet supersymmetry of the associated string action
after gauge fixing. In the light-cone gauge, the string action gives a free theory with masses
for the bosonic and fermionic fields [6].
The Killing spinors in the pp-wave background comprise 16 standard Killing
spinors, which are present in arbitrary pp-wave backgrounds, plus an additional Nsup
supernumerary Killing spinors, with 0 Nsup 16, which arise only in special cases.
We showed that in the light-cone gauge, none of the 16 standard Killing spinors give
rise to any linearly-realised worldsheet supersymmetries. This is because the projection
condition for the linearly-realised worldsheet supersymmetries arising from the local kappa
symmetry and target-spacetime supersymmetry after light-cone gauge fixing is orthogonal
to the projection condition satisfied by the standard Killing spinors. By contrast, the
supernumerary Killing spinors satisfy the opposite projection condition, and so these are
precisely the ones that are associated with linearly-realised worldsheet supersymmetries in
the light-cone gauge.
117
Depending upon the specific details of a pp-wave solution that admits supernumerary
Killing spinors, these Killing spinors may either depend upon the coordinate x + , or else
be independent of x + . Since x + is set equal to in the light-cone gauge, the question
of x + dependence determines whether or not the associated linearly-realised worldsheet
supersymmetries commute with the Hamiltonian. If they do commute (i.e., when the
Killing spinors do not depend upon x + ), then the linear supersymmetry ensures that
the bosonic and fermionic coordinates will have paired sets of equal mass terms. If the
supernumerary Killing spinors instead depend upon x + , then even though there are still
linearly-realised worldsheet supersymmetries, they no longer imply any equality of the
boson and fermion masses.
Since the light-cone gauge provides the standard passage between the GreenSchwarz
and the NeveuSchwarzRamond formalisms, the considerations of this paper could lead
to a better understanding of the NSR formalism in the presence of RamondRamond
backgrounds, such as the constant RR forms that we have discussed. The passage to
the NSR formalism endows a specific worldsheet (1, 1) supersymmetry with a special
importance, being the rigid gauge-fixed remnant of the NSR (1, 1) local worldsheet
supersymmetry. This passage makes use of Killing spinors on the spacetime background
for the light-cone gauge fixed theory in order to change the fermionic worldsheet
variables from spinor to vector representation of the transverse-space structure group (cf.,
e.g., [19]).8
Additional NSR worldsheet supersymmetries beyond the original (1, 1) arise depending
on the geometry of the background. For example, if the transverse geometry is Khler,
one obtains (2, 2) supersymmetry; if it is hyper-Khler, one obtains (4, 4) supersymmetry,
etc. These additional NSR supersymmetries are distinguished from the initial (1, 1)
supersymmetry in that they all involve complex structures on the target manifold of the
resulting NSR worldsheet sigma model. Thus, the linearly realised and x + independent
lightcone gauge supersymmetries that we have discussed in this paper can be expected to
translate to rigid NSR supersymmetries for superstrings propagating on the class of ppwave backgrounds that we have discussed.
In this paper, we have found that a quite different situation arises if one chooses
the physical gauge instead of the light-cone gauge. We showed that in this case the
projection conditions for the residual worldsheet supersymmetries that arise from the
original kappa symmetry and target-spacetime supersymmetry now imply that the linearlyrealised worldsheet supersymmetries come both from standard and from supernumerary
Killing spinors. We also showed that, consistently with this, there are in fact no mass
terms at all in the string worldsheet action in the physical gauge, either for the bosonic
or the fermionic coordinates. This emphasises the fact that the mass terms in the string
worldsheet actions in the light-cone gauge can be viewed as artefacts of the specific gaugefixing procedure.
We also obtained new supergravity solutions that describe strings in pp-wave backgrounds. These can be viewed as the classical solitonic realisations of string actions whose
8 An alternative approach is to employ the bosonisation procedure for the worldsheet fermions. Bosonisation
provides a direct map between the worldsheet fields in the NSR formalism, where they transform as spacetime
vectors, and the worldsheet fields in the GS formalism, where they transform as spacetime spinors, cf., e.g., [20].
118
target spacetimes are pp-waves. The supergravity solutions naturally describe these string
actions in the physical gauge, since the x coordinates of the pp-wave are the same as the
worldsheet coordinates of the string component of the classical solution. We find that indeed the supersymmetries of these classical supergravity solutions coincide with the supersymmetries that one finds for the string actions in the corresponding pp-wave background,
upon imposition of the physical gauge conditions. In particular, we find that there can be
odd numbers of Killing spinors in these solutions.
Acknowledgements
K.S.S. thank Chris Hull for discussions. M.C., C.N.P. and K.S.S. thank the Isaac Newton
Institute and CERN, C.N.P. and K.S.S. thank the Ecole Normale, Paris, M.C. thanks the
New Center for Theoretical Physics at Rutgers University and K.S.S. thanks the Institut
des Hautes Etudes Scientifiques, for hospitality and support at various times during the
course of this work.
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IIB superstring theory, JHEP 0201 (2002) 047, hep-th/0110242.
[3] M. Blau, J. Figueroa-OFarrill, C. Hull, G. Papadopoulos, Penrose limits and maximal supersymmetry, hepth/0201081.
[4] R. Penrose, Any spacetime has a plane wave as a limit, in: Differential Geometry and Relativity, Reidel,
Dordrecht, 1976.
[5] R.R. Metsaev, Type IIB GreenSchwarz superstring in plane wave RamondRamond background, Nucl.
Phys. B 625 (2002) 70, hep-th/0112044.
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hep-th/0202021.
[7] E. Kiritsis, K. Kounnas, D. Luest, Superstring gravitational wave backgrounds with spacetime supersymmetry, Phys. Lett. B 331 (1994) 321, hep-th/9404114.
[8] M. Cvetic, H. L, C.N. Pope, Penrose limits, pp-waves and deformed M2-branes, hep-th/0203082.
[9] M. Cvetic, H. L, C.N. Pope, M-theory pp-waves, Penrose limits and supernumerary supersymmetries, Nucl.
Phys. B 644 (2002) 65, hep-th/0203229.
[10] J. Gauntlett, C.M. Hull, pp-waves in 11-dimensions with extra supersymmetry, JHEP 0206 (2002) 013,
hep-th/0203255.
[11] H. L, J.F. Vazquez-Poritz, Penrose limits of non-standard brane intersections, Class. Quantum Grav. 19
(2002) 4059, hep-th/0204001.
[12] S. Hyun, H. Shin, N = (4, 4) type IIA string theory on pp-wave background, hep-th/0208074.
[13] M. Cvetic, H. L, C.N. Pope, K.S. Stelle, T-duality in the GreenSchwarz formalism, and the massless/massive IIA duality map, Nucl. Phys. B 573 (2000) 149, hep-th/9907202.
[14] B. de Wit, K. Peeters, J. Plefka, Superspace geometry for supermembrane backgrounds, Nucl. Phys. B 532
(1998) 99, hep-th/9803209.
[15] M.J. Duff, P.S. Howe, T. Inami, K.S. Stelle, Superstrings in D = 10 from supermembranes in D = 11, Phys.
Lett. B 191 (1987) 70.
[16] R. Corrado, N. Halmagyi, K.D. Kennaway, N.P. Warner, Penrose limits of RG fixed points and pp-waves
with background fluxes, hep-th/0205314.
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[17] A. Kumar, R.R. Nayak, D-brane solutions in pp-wave background, Phys. Lett. B 541 (2002) 183, hepth/0204025.
[18] A. Biswas, A. Kumar, K.L. Panigrahi, p p branes in pp-wave background, hep-th/0208042.
[19] C.M. Hull, Compactifications of the heterotic superstring, Phys. Lett. B 178 (1986) 357;
M.D. Freeman, C.N. Pope, C.M. Hull, K.S. Stelle, Spacetime versus world sheet supersymmetry in the
heterotic string, Phys. Lett. B 185 (1987) 351.
[20] M.E. Peskin, Introduction to String and Superstring Theory. 2, SLAC-PUB-4251, Lectures presented at the
1986 Theoretical Advanced Study Institute in Particle Physics, Santa Cruz, CA, June 23July 19, 1986.

Flux tubes on Higgs branches in SUSY gauge

theories
K. Evlampiev a , A. Yung b,c
a Petersburg State University, St. Petersburg 199034, Russia
b Petersburg Nuclear Physics Institute, Gatchina, St. Petersburg 188300, Russia
c Institute of Theoretical and Experimental Physics, Moscow 117250, Russia
Abstract
We study flux tubes on Higgs branches with curved geometry in supersymmetric gauge theories.
As a first example we consider N = 1 QED with one flavor of charges and with Higgs branch curved
by adding a FayetIliopoulos (FI) term. We show that in a generic vacuum on the Higgs branch
flux tubes exist but become thick. Their internal structure in the plane orthogonal to the string is
determined by BPS core formed by heavy fields and long range tail associated with light fields
living on the Higgs branch. The string tension is given by the tension of BPS core plus contribution
coming from the tail. Next we consider N = 2 QCD with gauge group SU(2) and Nf = 2 flavors
of fundamental matter (quarks) with the same mass. We perturb this theory by the mass term for the
adjoint field which to the leading order in perturbation parameter do not break N = 2 supersymmetry
and reduces to FI term. The Higgs branch has EguchiHanson geometry. We work out string solution
in the generic vacuum on the Higgs branch and calculate its string tension. We also discuss if these
strings can turn into semilocal strings, the possibility related to the confinement/deconfinement phase
transition.
PACS: 12.60.Jv; 12.38.Lg
1. Introduction
The mechanism of confinement as a dual Meissner effect arising upon condensation
of monopoles was suggested a long ago [1]. Once monopoles condense the electric flux
is confined in the (dual) AbrikosovNielsenOlesen (ANO) flux tube [2,3] connecting
E-mail address: yung@thd.pnpi.spb.ru (A. Yung).
doi:10.1016/S0550-3213(03)00302-X
K. Evlampiev, A. Yung / Nuclear Physics B 662 (2003) 120146
121
heavy trial charge and anticharge. The flux tube has constant energy per unit length (string
tension). This ensures that the confining potential between heavy charge and anticharge
increases linearly with their separation. However, because the dynamics of monopoles
is hard to control in strong coupling gauge theories no quantitative description of this
phenomenon was constructed in QCD.
The revival of interest to this problem occurs after the work of Seiberg and Witten [4,5].
They showed that in supersymmetric gauge theories the holomorphy and electromagnetic
duality are powerful tools to study non-Abelian dynamics at strong coupling. Using the
exact solution of N = 2 supersymmetric gauge theory they were able to demonstrate that
the condensation of monopoles do really occurs near the monopole vacuum once N = 2
theory is slightly perturbed by the mass term of the adjoint matter [4].
Since then a lot of papers study confinement and formation of flux tubes in
supersymmetric gauge theories [616]. One important particular feature of supersymmetric
theories is the presence of modular spacesmanifolds on which scalar fields can develop
arbitrary VEVs. If the gauge group is broken down completely by scalar VEVs such
vacuum manifolds are called Higgs branches. In this paper we study the formation of flux
tubes in supersymmetric gauge theories with Higgs branches.
In fact, this problem was addressed earlier in Ref. [10] for the case of Higgs branches
with flat geometry. In particularly, the formation of flux tubes on the Higgs branch
of N = 2 QCD with gauge group SU(2) and Nf = 2 flavors of fundamental matter
hypermultiplets (quarks) with the same mass was studied. The Higgs branch in this case
represent an extreme type I superconductor with vanishing Higgs mass. It was shown in
[10] that the flux tubes still exist in this set up although becomes logarithmically thick
due to the presence of light scalar field. Because of this the confining potential behaves as
V (L)
L
,
log L
(1.1)
with the separation L between two heavy well-separated (magnetic) charges. This potential
is still confining but is no longer linear in L. Note, that in this case we have condensation of
scalar components of quarks (electric charges) so these are monopoles which are confined.
As the potential between heavy trial charges is an order parameter to distinguish between
different phases of the theory, we see that we have a new confining phase with a non-linear
potential which is specific for Higgs branches in supersymmetric gauge theories.
In this paper we continue to study flux tubes on Higgs branches concentrating on the
case of Higgs branches with curved geometry. The curvature on a Higgs branch is induced
by adding of the FayetIliopoulos (FI) term to the theory.
Our first example is N = 1 QED with one flavor of quarks and the FI D-term
added. This theory has a two-dimensional Higgs branch of a hyperbolic form. In order
to regularize this theory in the infrared one would like to lift the Higgs branch making
scalars which fluctuate along the vacuum manifold slightly massive. It turns out that this
can be done without destroying of N = 1 supersymmetry. We start with N = 2 QED with
one quark flavor which has no Higgs branch. Then we add a mass term for the neutral
matter field breaking N = 2 supersymmetry down to N = 1. Then in the limit of mass
parameter of this field we recover N = 1 QED with its Higgs branch. At large
122
but finite we have Higgs branch lifted but the potential along the would be Higgs branch
becoming more and more flat as we increase .
In this set up we study the formation of flux tubes in a generic vacuum on the would be
Higgs branch. We show that flux tubes exist and have the following structure in the plane
orthogonal to the string axis. They are formed by BPS core which size is determined by
the FI-parameter and long range tail formed by light scalar fields. The string tension is
given by the tension of BPS core plus contribution coming from the tail. If the VEV of
scalar fields squared is of the same order as the FI-parameter the contribution of the tail
becomes a small correction to the tension coming from the BPS core. That is why we can
call this string almost BPS. Note however, that this string is not a BPS state and belongs
to a long supermultiplet.
This string gives rise to the confinement of monopoles with the potential which depends
on the monopole separation L as

const
.
V (L) L 1 +
(1.2)
log L
Here the first term comes from the BPS core while the second one is determined by the
tail.
Next we consider N = 2 QCD with gauge group SU(2) and two flavors of quarks with
the same mass. This theory has four-dimensional Higgs branch [5]. We perturb this theory
by the mass term for the adjoint field which to the leading order in perturbation parameter do not break N = 2 supersymmetry and reduces to FI term [7,11]. The non-zero
FI-parameter induces curvature on the Higgs branch. It becomes a hyper-Khler manifold
with EguchiHanson [17] geometry.
We work out the ANO string solution in a generic point on the Higgs branch and calculate the string tension. Similar to the N = 1 case it is given by the contribution of BPS
core plus correction coming from the tail of light fields living on the Higgs branch.
We also discuss if this ANO string can turn into semilocal string (see [18] for a review
on semilocal strings) by increasing the size of its BPS core. If this happen this would
ruin confinement making the potential between monopoles to fall-off as a power of L at
large L. We show that if VEV of the quark fields is much larger then the FI-parameter
the semilocal string is not developed. ANO string appears to be stable so monopoles are
confined by the potential (1.2).
However, for vacua at the base S2 cycle of the EguchiHanson manifold for which
quark VEV is equal to the FI-parameter ANO strings turn into semilocal strings [15,
16]. For these vacua we have deconfinement phase. We put forward a conjecture that
confinement/deconfinement phase transition occurs exactly at the base cycle. Finally we
consider effects which break N = 2 supersymmetry down to N = 1 and show that in this
case the deconfinement phase disappears.
The paper is organized as follows. In Section 2 we review flux tubes on Higgs branches
with flat geometry [10]. In Section 3 we introduce N = 1 QED with FI term and in
Section 4 study flux tubes on the Higgs branch in this theory. In Section 5 we consider
N = 2 QCD with gauge group SU(2) and two flavors of quarks with the same mass and
study flux tubes on the Higgs branch in this theory. In Section 6 we discuss the issue of
semilocal strings. Section 7 contains our brief conclusions.
123
2. Extreme type I strings

In this section we review classical solution for ANO vortices in theories with flat Higgs
potential which arises in supersymmetric settings [10]. In particular, in Ref. [10] flux tubes
on the Higgs branch of N = 2 QCD with two flavors of fundamental matter (quarks) were
studied. Consider the Abelian-Higgs model

2

1 2
4
2
2 2
,
F + | q| + |q| v
SAH = d x
(2.3)
4g 2
for the single complex field q with quartic coupling = 0. Here = ine A , where
ne is the electric charge of the field q. Following [10] we consider first this model with
small , Then we take the limit 0.
The field q develops VEV, q = v, breaking down the U (1) gauge group. Photon acquires
the mass
m2 = 2n2e g 2 v 2 ,
(2.4)
while the Higgs mass is equal to

m2q = 4v 2 .
(2.5)
The model (2.3) is the standard Abelian-Higgs model which admits ANO strings [2,3].
For an arbitrary the Higgs mass differs from that of the photon. The ratio of the photon
mass to the Higgs mass is an important parameter, in the theory of superconductivity
it characterizes the type of superconductor. Namely, for mq < m we have the type I
superconductor in which two well separated ANO strings attract each other. Instead for
mq > m we have the type II one in which two well separated strings repel each other.
This is related to the fact that scalar field produces an attraction for two vortices, while the
electromagnetic field produces a repulsion.
Now we consider the extreme type I limit in which
mq m .
(2.6)
g2
We also assume the week coupling regime in the model (2.3)

1.
The general idea to find the string solution is to separate behavior of different fields at
different scales present in the problem due to the condition (2.6). This method goes back to
the paper by Abrikosov [2] in which the tension of type II string under condition mq
m
has been calculated. The similar idea was used in [10] to calculate the tension of the type I
string under condition mq m .
To the leading order in log m /mq the vortex solution has the following structure in
the plane orthogonal to the string axis [10]. The electromagnetic field is confined in a core
with the radius
m
1
log
.
Rg
(2.7)
m
mq
The scalar field is close to zero inside the core. Instead, outside the core, the electromagnetic field is vanishingly small while the scalar field behavies as

K0 (mq r)
ei ,
q =v 1
(2.8)
log 1/mq Rg
124
where r and are polar coordinates in the plane orthogonal to he string axis. Here K0 is
the Bessel function with exponential fall-off at infinity and logarithmic behavior at small
arguments, K0 (x) log 1/x at x 0. The reason for this behavior is that in the absence
of the electromagnetic field outside the core the scalar field satisfies a free equation of motion and (2.8) is a solution to this equation. From (2.8) we see that the scalar field slowly
(logarithmically) approaches its boundary value v.
The result for the string tension is [10]
T=
2v 2
.
log m /mq
(2.9)
The main contribution to the tension in (2.9) comes from the logarithmic tail of the
scalar q. It is given by the kinetic term for the scalar field in (2.3). This term contains
a logarithmic integral over r. Other terms in the action are suppressed by powers of
log m /mq as compared with the one in (2.9).
The results in (2.7), (2.9) mean that if we naively take the limit mq 0 the string
becomes infinitely thick and its tension goes to zero [10]. This means that there are no
strings in the limit mq = 0. The absence of ANO strings in theories with flat Higgs potential
was first noticed in [19].
One might think that the absence of ANO strings means that there is no confinement
of monopoles in theories with Higgs branches. As we will see now this is not the case
[10]. So far we have considered infinitely long ANO strings. However, the setup for the
confinement problem is slightly different. We have to consider monopoleantimonopole
pair at large but finite separation L. Our aim is to take the limit mq 0. To do so let us
consider ANO string of the finite length L within the region
1
1
L
.
m
mq
(2.10)
Then it turns out that 1/L plays the role of the I R-cutoff in Eqs. (2.7) and (2.9) instead
of mq [10]. The reason for this is that for r L the problem is two-dimensional and the
solution of the two-dimensional free equation of motion for a scalar field is given by (2.8).
If we naively put mq = 0 in this solution the Bessel function reduces to the logarithmic
function which cannot reach a finite boundary value at infinity. Thus as we mentioned
above the infinitely long flux tubes do not exist. This was noticed in [19]. However, for
r
L the problem becomes three-dimensional. The solution for the three-dimensional free
scalar equation of motion behaves as q v 1/|x|, where xn , n = 1, 2, 3, is a coordinate
in the three-dimensional space. We see that with this behavior the scalar field reaches its
boundary value at infinity. Clearly 1/L plays a role of IR cutoff for the logarithmic behavior
of the scalar field.
Now we can safely put mq = 0. The result for the electromagnetic core of the vortex
becomes
Rg
1
log m L,
m
(2.11)
125
while its string tension is given by [10]

T=
2v 2
.
log m L
(2.12)
We see that the ANO string becomes thick but still its transverse size Rg is much less
than its length L, Rg L. As a result the potential between heavy well separated monopole and antimonopole is still confining but is no longer linear in L. It behaves as [10]
V (L) = 2v 2
L
.
log m L
(2.13)
As we already explained in the Introduction the potential V (L) is an order parameter which
distinguishes different phases of a theory (see, for example, review [20]). We conclude that
we have a new confining phase on the Higgs branches. It is clear that this phase can arise
only in supersymmetric theories because we do not have Higgs branches without supersymmetry.
3. N = 1 QED with FayetIliopoulos term
3.1. The model
The field content of N = 1 QED is as follows. The vector multiplet contains U (1) gauge
field A and Weyl fermion , = 1, 2. The chiral matter multiplet contains two complex
scalar fields q and q as well as two complex Weyl fermions and . The bosonic part
of the action reads

1 2
4

SQED = d x
(3.1)
F + q
q + q
q + V (q, q)
,
4g 2
= + i A , so we assume that matter fields have electric
where = 2i A ,
2
charge ne = 1/2. The potential of this theory comes from the D-term and given by
2
g2 2
|q| |q|
(3.2)
2 3 ,
8
where parameter 3 arises if we include FI D-term in our theory. We denote here the FI
D-term parameter 3 . This notation will become clear later in N = 2 setup where D and
F FI parameters form a triplet with respect to global SU(2)R .
The vacuum manifold of the theory (3.1) is a Higgs branch determined by the condition
V (q, q)
=
|q|2 |q|
2 = 3 .
(3.3)
The dimension of this Higgs branch is two. To see this note, that we have two complex
scalars (four real variables) subject to one constraint (3.3). Also we have to subtract one
gauge phase, thus we have 4 1 1 = 2.
Now let us consider the mass spectrum of the QED (3.1). As it is clear from (3.3) at any
non-zero 3 scalar fields develop VEVs breaking U (1) gauge symmetry. The photon mass
126
is given by
1
m2 = g 2 v 2 ,
2
where we introduce the VEV of scalar field
v 2 = |q|2 + |q|
2.
(3.4)
(3.5)
To find matter masses we diagonalize the 4 4 mass matrix for scalar fields in (3.2).
It has three zero eigenvalues one of which is eaten by the Higgs mechanism while two
others correspond to chiral massless multiplet living on the Higgs branch. The remaining
fourth eigenvalue is equal to the photon mass (3.4),
mH = m .
(3.6)
This eigenvalue corresponds to the scalar superpartner of the photon in the massive N = 1
vector multiplet.
Our aim is to study string solutions in a generic vacuum on the Higgs branch (3.3). It
is clear that this solution is formed by both massive electromagnetic and scalar fields as
well as by massless scalars living on the Higgs branch. Similar to the approach of Ref. [10]
(reviewed above in Section 2) we would like to regularize the problem at hand in the
infrared giving these massless scalars a small mass mL and then taking the limit mL 0.
We will do it in the next subsection.
3.2. Softly broken N = 2 QED
It turns out that we can lift the Higgs branch of N = 1 QED considered in the
previous subsection giving the massless fields small masses without breaking N = 1
supersymmetry. To do so following Ref. [11] let us consider N = 2 QED. This theory
besides fields which enter N = 1 QED contains also neutral chiral field A which interacts
with charged matter via superpotential
1
1
A,
WN=2 = QAQ
(3.7)
2
2 2
are charge superfields and we also introduce the FI F -term proportional
where Q and Q
to the complex FI parameter
= 1 + i2 .
(3.8)
Two FI F -term parameters 1,2 together with one D-term parameter 3 form a triplet with
respect to global SU(2)R symmetry of N = 2 QED.
Let us break N = 2 supersymmetry down to N = 1 adding a mass term for the chiral
field A via additional superpotential
W = A2 .
(3.9)
2
Now if we take the limit we can integrate out heavy A-field and end up with N = 1
QED considered in the previous subsection. Namely, adding (3.9) to (3.7) and integrating
out A we get the superpotential

1
2
.
W =
QQ
4
2
127
(3.10)
This superpotential leads to the following scalar potential in N = 1 QED (3.1) [11]

2

1 2
g2 2
2
2
2
|q| |q|
|q| + |q|
3 +
q q .
V (q, q)
=
(3.11)
8
2
42
The first term here comes from the D-components of the gauge multiplet, while the second
one comes from the superpotential above. We expand = 1 + i2 , where 1 and 2 are
real and use SU(2)R rotation to put 2 = 0.
We see that in the limit this potential reduces to the one in (3.2). However,
for any finite the potential (3.11) has no Higgs branch and the vacuum state is uniquely
defined. Namely, the potential (3.11) has a minimum at
q = 3 cosh 0 ,
q
= 3 sinh 0 ,
(3.12)
where we introduce parameter 0 defined via
sinh 20 =
1
.
3
(3.13)
positive.
Note, that if 2 = 0 we can use gauge freedom to make both q and q
Calculating the 4 4 scalar mass matrix near this vacuum we obtain one zero eigenvalue
(corresponding to the state eaten by the Higgs mechanism) and another one equal to
the mass of the photon, see (3.4), (3.6). As we explained above the corresponding scalar
together with the photon form a bosonic part of N = 1 vector massive multiplet. The mass
of this multiplet remains unchanged by our IR regularization. The only modification is that
the VEV of the scalar field is now fixed by the parameters of the theory. Namely, it is
defined by (3.5) which can be now expressed in terms of FI parameters as
v 4 = 12 + 32 .
(3.14)
The other two eigenvalues of the scalar mass matrix are given by
v2
.
(3.15)
2
This is the mass of one N = 1 chiral multiplet (containing two real scalars). In the limit of
large that we consider here
mL =
mL m .
(3.16)
This means that we have one heavy scalar in our problem (with the mass equal to the mass
of the photon, mH = m ) and two light scalars. In particularly, in the limit of mL
goes to zero and we recover the Higgs branch of N = 1 QED.
Note that the form of the second term in the potential (3.11) is not important for our
purposes. It serves as a IR regularization which lifts the Higgs branch and gives would be
massless moduli fields a small mass (3.15).
128
4. String solution
In this section we consider solutions for flux tubes which arise in a generic point on the
Higgs branch of N = 1 QED. First we start with a base point on the Higgs branch, which
corresponds to q
= 0. Next we consider the generic point on the vacuum manifold.
4.1. BPS strings
Consider the particular vacuum with q
= 0 in N = 1 QED (3.1). It is well known that
there is a BPS ANO string solution for this particular choice of vacuum [21].
We can easily recover this solution in the softly broken QED with the scalar potential
(3.11) taking the limit 1 = 0, while keeping v = 3 non-zero. It is clear that light fields do
not play any role and we can look for the string solution using the following ansatz
q = 0.
(4.1)
With this substitution the bosonic part of softly broken N = 2 QED reduces to the
standard Abelian-Higgs model (2.3) for one complex scalar field q interacting with the
electromagnetic field, at the particular value of the quartic coupling = g 2 /8. This value
of ensures that the mass of the scalar field in (2.3) is equal to the mass of the photon,
see (3.6). As we already explained in the previous section this is a consequence of N = 1
supersymmetry.
Thus our model is on the boundary separating superconductors of the I and II type.
In this case vortices do not interact. It is well known that vanishing of the interaction at
mH = m can be explained by the BPS nature of the ANO strings. The ANO string satisfy
the first order equations and saturate the Bogomolny bound [22]. This bound follows from
the following representation for the string tension T ,

T = 23 n +
d 2x

1
g
Fik + |q|2 3 ik
2g
4

1
+ |i q + iik k q|2 .
2
(4.2)
Here indices i, k = 1, 2 denote coordinates transverse to the axis of the vortex. The minimal
value of the tension is reached when both positive terms in the integrand of Eq. (4.2) vanish.
The string tension becomes
TBPS = 23 n,
(4.3)
where the winding number n counts the magnetic flux 2n (we assume positive n). The
linear dependence of string tensions on n implies the absence of their interactions.
For simplicity we consider the case n = 1. Putting the integrand in Eq. (4.2) to zero
gives two first order differential equations,
d
(r) f (r)(r) = 0,
dr

1 d
g2 2
f (r) +
(r) 3 = 0,
r dr
4
r
(4.4)
129
where the profile functions (r) and f (r) are introduced in a standard way,
q(x) = (r)ei ,

xj
Ai (x) = 21ij 2 1 f (r) .
(4.5)
r

Here r = xi2 is the distance and is the polar angle in the (1, 2)-plane. The profile
functions are real and satisfy the boundary conditions
(0) = 0,
f (0) = 1,
() = 3 ,
f () = 0,
(4.6)
which ensures that the scalar field reaches its VEV 3 at the infinity and the vortex carries
one unit of the magnetic flux. Eq. (4.4) with boundary conditions (4.6) lead to the unique
solution for the profile functions (although an analytic form of this solution is not found).
In QED with the N = 2 supersymmetry broken down to N = 1 the emergence of the
first order equations (4.4) signals that some (half) of the remaining four SUSY charges
of N = 1 algebra act trivially on the ANO solution (cf. [11,21,23,24]). In this case the
Bogomolny (topological) bound for the string tension coincides with the central charge
of SUSY algebra. Note that at = 0 we have BPS strings in N = 2 QED [7,11]. As we
increase but keep 1 = 0 they become BPS strings of N = 1 QED. As the number of
states in string multiplets cannot jump we conclude that we get two BPS string multiplets
at large from one BPS string in N = 2 theory at = 0.
4.2. String in a generic vacuum
Now let us turn to the generic case when both 1 and 3 are non-zero. It is clear that in
this case the ANO string is no longer BPS saturated. To see this, note that now we cannot
take the light scalar fields with mass mL to be zero on the vortex solution. This means that
the vortex has a long range tail in (1, 2) plane formed by the light scalars. This ensures
attraction of different vortices and type I superconductivity.
The string tension for non-BPS string is bounded from below by the central charge of
the N = 1 algebra
T 23 ,
(4.7)
which is determined by the FI D-term parameter 3 [21].

Now let us work out the approximate solution for the ANO vortex and calculate its
tension. The difference of the problem at hand with the one studied in [10] and reviewed
in Section 2 is that in [10] was considered the case which corresponds to 3 = 0 in the low
energy QED. In this case heavy scalar does not develop VEV and can be put to zero on the
vortex solution. The only scalar which is present in the problem is the light one.
In the present case, when both 1 and 3 are non-zero both heavy and light scalars
are non-zero. To solve the problem we adopt the following model for the structure of the
vortex in (1, 2) plane. The electromagnetic field together with the heavy scalar form a core
of relatively small radius. Let us call it Rc . Outside this core heavy fields are almost zero,
130
while light components produce a tail of size 1/mL . To be more specific we consider
separately three different regions: r Rc , Rc r 1/mL and r 1/mL .
In the first region (inside the core)
r Rc
(4.8)
only heavy scalar and electromagnetic fields are non-zero, while the light scalars are almost
zero. This suggests that we can look for the vortex solution with
q = 0.
(4.9)
With this ansatz our model reduces to the standard Abelian-Higgs model (2.3) at the special
value of quartic coupling = g 2 /8, see Section 4.1. This means that the solution for the
vortex inside the core is given by the BPS solution we reviewed in the previous subsection.
In particular, the field q and Ai are given by (4.5) with the profile functions and f
subject to the first order equations (4.4) and boundary conditions (4.6). Now the boundary
condition (4.6) at infinity should be understood as a condition at the boundary of the core,
namely, at r Rc . Say, for scalar fields this means
q(r Rc ) = 3 ,
(4.10)
while q is zero. This means that outside the core scalar fields go to the base point on the
vacuum manifold.
As soon as the size of this BPS string is given by 1/ g 2 3 we conclude that

Rc =
1
g 2 3
(4.11)
The string tension of the vortex with n = 1 is given by

T = 23 + Ttail.
(4.12)
Here the first term is BPS contribution (4.3) coming from the region (4.8) inside the
core, while Ttail stands for the contribution of the light scalar tail coming from the region
outside the core. Let us work out this contribution.
Consider the region of intermediate r outside the core,
Rc r 1/mL .
(4.13)
In this region we can neglect the second term in the potential (3.11). The motion of scalar
fields is restricted by the constraint
|q|2 |q|
2 = 3
(4.14)
enforced by the first term in the potential (3.11), see also (3.2). The constraint (4.14)
ensures that the only light scalar modes (actually massless, once we neglect mL ) are exited
in the region (4.13). To put it another way, the constraint (4.14) reduces the motion of scalar
fields to the motion along the Higgs branch given by (4.14). From (4.14) we see that this
Higgs branch has non-flat metric (see also Eq. (4.18) below). This makes a difference with
the case studied in [10] where Higgs branch was flat.
131
Now let us work out the sigma model on the Higgs branch. The constraint (4.14) can be
solved by the substitution
q = 3 ei+i(x) cosh (r),
q = 3 eii(x) sinh (r).

(4.15)
Two complex fields q and q have two different phases. We use the gauge freedom to
fix their average to be equal to the polar angle in order to ensure the correct flux of the
solution. The phase difference contains arbitrary function (x). The boundary condition
for functions and is fixed by VEVs of scalar fields (3.12).
(r Rc ) = 0,
(r 1/mL ) = 0 ,
(r 1/mL ) = 0.
(4.16)
Now let us take the low energy limit formally sending m . In this limit we can
integrate out the gauge fied

+ q
i q i q q
q
i q i qq
i
Ai = i
(4.17)
= 2 i +
,
cosh 2
qq
+ q q
where we use the substitution (4.15). Then our model reduces to the 2d sigma model

Ttail = 3 d 2 x cosh 2 (i )2 + (i )2 tanh2 2
(4.18)
with non-flat metric of the target space.
Now the problem is to find the classical solution for two-dimensional sigma model
(4.18) with boundary conditions (4.16). To do this in more general setting we consider a
sigma model with arbitrary metric

Ttail = 3 d 2 x gMN i N i N ,
(4.19)
where N , M numerates light scalar fields. Now we assume that these fields depend only on
the radial coordinate r. This leads us to the one-dimensional sigma model which determine
the tension of the string tail
23
Ttail =
log 1/mLRc
1
dt gMN t N t N ,
(4.20)
where we introduce normalized logarithmic time

t=
log r/Rc
.
log 1/mLRc
(4.21)
The equations of motion for this sigma model define a geodesic line
N
t2 N + MK
t M t K = 0,
(4.22)
132
N
where MK
denotes the connection on the target manifold. The energy conservation shows
that the action on this line is determined by the square of the length of this line
Ttail =
23
l2.
log 1/mLRc
(4.23)
Here the length of the geodesic line reads

1
l=

dt
gMN t N t N .
(4.24)
For our model (4.18) at hand the geodesic line is particularly simple. Clearly,
=0
(4.25)
at the geodesic line and its length on the Higgs branch becomes
0
l=
cosh 2,
(4.26)
where the upper limit is defined by (3.13). This length determine our final result for the
tension of the string
T = 23 +
23
l2.
log (g 3 /mL )
(4.27)
It is easy to check that the third region r 1/mL (where scalar fields approach
their VEVs
exponentially) gives corrections to this result suppressed by powers of log g 3 /mL , see
also [10].
Let us note that this string solution feels not only the VEV of the scalar field v 2 but
the whole
structure of the Higgs branch. In particular, the size of the core Rc is determined
by g 3 (see (4.11)) rather then by the mass of the photon (3.4) (determined by gv).
Of course, if we send 1 to zero going to the base point on the Higgs branch q
=0
the second term in (4.27) vanishes and we will get the BPS string. Note however, that the
long non-BPS string multiplet contains two bosonic and two fermionic states, while the
short BPS multiplet contains one bosonic and one fermionic state. As the number of states
cannot jump the long multiplet reduces to two short BPS multiplets at 1 = 0. This is in
accordance with our conclusion in the end of the previous subsection where we considered
breaking of N = 2 supersymmetry by turning on . There we saw that one N = 2 BPS
multiplet reduces to two N = 1 BPS multiplets as we switch on at zero 1 .
If 3 and v 2 are of the same order the second term in (4.27) becomes small as compared
with the first one due to the logarithmic suppression. This is the reason why we can call
this string almost BPS. Note however, that this string is not a BPS one. It does not belong
to a short BPS multiplet and all four supercharges act on this solution non-trivially.
To make contact with the case discussed in Section 2 let us consider the limit 3 v 2 .
In this limit the geometry of the Higgs branch becomes flat and l 2 v 2 /3 . Then our result
(4.27) reduces to Eq. (2.9). Note that as we send 3 to zero the size of the core
of the string
Rc grows and eventually freezes as it reaches the value Rg , see (2.7). At g 3 1/Rg the
133
core is determined by the electromagnetic field [10] and the heavy scalar plays no role any
longer.
Let us now remove our IR regularization sending . Then we recover the Higgs
branch of N = 1 QED and light scalars become strictly massless. Repeating the arguments
in Section 2 we see that infinitely long strings do not exist any longer in the generic point
on the Higgs branch. However, strings of finite length still exist. Their string tension is now
given by
T = 23 +
23
l2.
log (g 3 L)
(4.28)
They give rise to the confinement of monopoles with the potential of type (1.2).
To conclude this section let us make a comment on literature. In Refs. [15,16] vortices
in N = 1 QED were considered and it was concluded that in generic point on the Higgs
branch the string is unstable. The only vacuum which support string solutions is the base
point of the Higgs branch q
= 0. The so-called vacuum selection rule was put forward in [15,16] to ensure this property. We would like to stress that our results here and
in Ref. [10] do not contradict above mentioned papers. As we already explained infinitely
long strings do not exist in a generic point on the modular space, indeed. However this does
not mean that we loose confinement. As we explained in Section 2 to study confinement
we have to consider strings of finite length. Strings of finite length do exist in a generic
point on the Higgs branch and produce confining potential (1.2).
5. N = 2 QCD
In this section we study another example of flux tubes on Higgs branches. We consider
N = 2 QCD with gauge group SU(2) and two flavors of fundamental matter (quarks).
If masses of these quarks are equal then there is a Higgs branch in this theory. First we
review the effective low energy theory on the Higgs branch [5] and then construct the
string solution.
5.1. Higgs branch
The N = 2 vector multiplet of the theory at hand on the component level consists of
a
a
the gauge field Aa , two Weyl fermions a
1 and 2 ( = 1, 2) and the complex scalar ,
where a = 1, 2, 3 is the color index. Fermions form a doublet a
f with respect to global
SU(2)R group, f = 1, 2.
The scalar potential of this theory has a flat direction. The adjoint scalar field develop an
arbitrary VEV along this direction breaking SU(2) gauge group down to U (1). We choose
a = a3 a. The complex parameter a parameterize the Coulomb branch. The low energy effective theory generically contains only the photon A = A3 and its superpartners:
two Weyl fermions 3
f and the complex scalar a. This is massless short vector N = 2 multiplet. It contains 4 boson + 4 fermion states. W -boson and its superpartners are massive
with masses of order of a.
134
Quark hypermultiplets have the following structure. They consist of complex scalars
, where k = 1, 2 is the color index and A = 1, . . . , N is
q kA , qAk and fermions kA , Ak
F
kA
kA
the flavor one. Scalars q , q form a doublet q kf A , f = 1, 2, with respect to SU(2)R

group. All these states are in the BPS short representations of N = 2 algebra on the
Coulomb branch with 4 Nc Nf = 16 real boson states (+16 fermion states).
Coulomb branch has three singular points where monopoles, dyons or charges become
massless. Two of them correspond to monopole and dyon singularities of the pure gauge
theory. Their positions on the Coulomb branch are given by [5]
1
um,d = 2m2 22 ,
2
(5.1)
where u = 12 a and 2 is the scale of the theory with Nf = 2. In the large m limit um,d
are approximately given by their values in the pure gauge theory um,d 2m2 = 22 ,
where is the scale of Nf = 0 theory.
The charge singularity corresponds to the point where half of quark states becomes
massless. We denote them q f A and A , A dropping the color index. They form Nf = 2
short hypermultiplets with 4 Nf = 8 real boson states. The rest of quark states acquire
large mass 2m and we ignore them in the low energy description. The charge singularity
appears at the point
a = 2m
(5.2)
on the Coulomb branch. In terms of variable u (5.2) reads
1
uc = m2 + 22 .
2
(5.3)
Strictly speaking, we have 2 + Nf = 4 singularities on the Coulomb branch. However, two

of them coincides for the case of two flavors of matter with the same mass.
The effective theory on the Coulomb branch near the charge singularity (5.2) is given
by N = 2 QED with light matter fields q f A , and their superpartners as well as the photon
multiplet.
We deform the underlying non-Abelian theory adding a superpotential
W =
a2
,
2
(5.4)
which is a mass term for the adjoint chiral field a . Generally speaking this perturbation
breaks N = 2 supersymmetry down to N = 1. The Coulomb branch shrinks to three above
mentioned singular points which we call N = 1 vacua. In particularly, here we will be
interested in quark vacuum (5.3) which is far away from the origin in week coupling
provided the mass of quarks is large m
2 .
In the low energy effective theory near quark vacuum the superpotential (5.4) can be
expanded as
1
W = A + ,
2 2
(5.5)
135
where A is the neutral chiral superfield with the lowest component a, while
= 2 2a = 4m.
(5.6)
Dots in (5.5) denote higher orders in A = A + 2 m.

It turns out that if in the limit of small we truncate the series in (5.5) restricting
ourselves only to the leading in A term then the perturbation (5.5) does not break N = 2
supersymmetry in the low energy QED [7,11]. The reason for this is that the leading term
in (5.5) is linear in A. It is FI F -term which does not break N = 2 supersymmetry.
The bosonic part of the effective N = 2 QED near quark vacuum looks like

2
1 2
1
g2
QED
4
2
fA

= d x
F + | a| + qAf q +
S
Tr(q
m q) m
8
4g 2 g 2
2
2
1
+ q f A a + 2 m A ,
(5.7)
2
where trace is calculated over flavor and SU(2)R indices while m , m = 1, 2, 3, is a SU(2)R
triplet of FI parameters. In particular, for the choice (5.5) 3 = 0 while 1 and 2 are real
and imaginary parts of the complex parameter , see (3.8). The scalar potential in the
theory (5.7) comes from the elimination of D- and F -terms. In more transparent notations
it reads

2
2 g 2

1 2 1 2
g 2 A 2
q
|qA |2 + qA q A + q A + |qA |2 a + 2 mA .
V=
8
2
2
2
(5.8)
The QED coupling constant g 2 is small near the quark vacuum in (5.7) if m
2 .
The charge singularity (5.2) is the root of the Higgs branch [5]. To find it we look for
zeros of the potential in (5.7). We have
p
qAp (m )f q f A = m ,
m = 1, 2, 3.
(5.9)
(Here m is an adjoint SU(2)R index, not to be confused with color indices.) This equation
determines the Higgs branch (manifold with q = 0) which touches the Coulomb branch
at the point (5.2). It has non-trivial solutions for Nf 2 [5]. This is the reason why we
choose Nf = 2 for our discussion.
Once quark fields develop non-zero VEVs on the Higgs branch the U (1) gauge group
in (5.7) is broken and the photon acquires the mass
1
m2 = g 2 v 2 ,
2
where we introduce the quark VEV
f A 2 A 2 2
q = q + qA = v 2 .
(5.10)
(5.11)
As soon as the potential is zero on the fields which satisfy constraint (5.9) the moduli fields
which develop VEVs on the Higgs branch are massless.
The number of these massless moduli (dimension of the Higgs branch) is four. To see
this, note that we have eight real scalars subject to three conditions (5.9). Also one phase
136
is gauged. Overall we have 8 3 1 = 4, which gives us the dimension of the Higgs

branch. Four massless scalars correspond to the lowest components of one short hypermultiplet. The other quark fields (4 real boson states + fermions) acquire the mass of the
photon (5.10). Together with states from the photon multiplet they form one long (nonBPS) N = 2 multiplet (cf. [11]). It has 8 boson + 8 fermion states.
If we consider energies much less then the photon mass we can integrate out heavy
scalars and electromagnetic field. Then we are left with the effective sigma model for light
fields living on the Higgs branch. The four-dimensional Higgs branch is a hyper-Khler
manifold. At non-zero m it has EguchiHanson geometry [17]. Like in Section 3 we use
SU(2)R rotations to put 2 = 0 so is real, = 1 . The convenient parametrization of the
metric is as follows [25]

2 1

1
S = d 4 x 1
( w)2 + w2 ( )2 + sin2 ( )2
2
w

2

1
2
2
(5.12)
( + cos ) .
+w 1
w2
Here the Higgs branch is parametrized by one modulus field w (which takes values from
1 to )

2 2 2
w2 = q f A = q A + qA
(5.13)
and three phases (with values in the interval (0, )) and , with values in the interval
(0, 2).
We use three rotations of broken SU(2) subgroup of global SU(Nf = 2) SU(2)R
group to put VEVs of the scalar fields on the Higgs branch in the form
w = v,
= 0,
= 0.
(5.14)
One important distinction of the Higgs branch at hand with the one in N = 1 QED is
that the base of the Higgs branch in the present case is a compact manifold rather then a
point. The base of the Higgs branch is defined as a submanifold with the minimal |q|2 . For
the case of Higgs branch (3.3) in N = 1 QED the base is defined by the condition q = 0
which reduces the Higgs branch to a single point = 0. For the case of the Higgs branch
(5.9) this condition becomes
A
q A = q ,
(5.15)
which can be obtained from the condition q = 0 by SU(2)R rotation transforming 3 into
1 , see [11]. The condition (5.15) reduces the number of real scalars from eight to four.
They are subject to constraint (5.9) which boils down to a single condition 2|q A|2 = 1 .
Subtracting U (1) phase we get 4 1 1 = 2 which is the dimension of the base of
the Higgs branch. Clearly this manifold is a two-dimensional sphere S2 . In terms of the
coordinates in (5.12) it is parametrized by angles and , while
w = 1 ,
(5.16)
on the base manifold.
137
5.2. Flux tubes

Now let us consider ANO strings in a generic point on the Higgs branch in N = 2 QED
(5.7). The field a is frozen at its VEV
a= m
(5.17)
and does not play any role in the string solution. As we discussed in the previous subsection
we have massive scalars with the mass equal to the mass of the photon (5.10) and four
massless scalars. Therefore, to find the string solution we use the same method as in
Section 4.
Namely, our string consist of a BPS core formed by heavy fields and a tail formed by
light fields. To find the BPS core we impose condition
1
A
q A = q = A ,
2
(5.18)
which reduces the QED (5.7) to the Abelian-Higgs model with two complex flavors A
with the potential
V=
2
g 2 A 2
1 .
8
(5.19)
Clearly this model possess standard BPS strings1 with the tension
TBPS = 21
which satisfy boundary conditions
(r Rc ) = 0 ,
w(r Rc ) = 1 ,
(5.20)
(r Rc ) = 0 ,
(5.21)
outside the core. Here the size of the core Rc is given by

1
Rc = .
g 1
(5.22)
Outside the core heavy fields are almost zero and the string is determined by the classical
solution of the one-dimensional sigma model (4.20) (with 3 replaced by 1 ) with target
space geometry (5.12). Namely, the tension of the tail is given by
Ttail =
2
l2,
log L/Rc
(5.23)
where L is the length of the string and l is the length of the geodesic line on the Higgs
branch (5.12) between points (5.21) and (5.14).
The initial point of this geodesic line (5.21) is not fixed yet. In principle, it could be any
point on the base submanifold. To fix it we require the string to have the minimal tension.
This boils down to the condition of having geodesic line of the minimal length between
point (5.14) and the point in question on the base submanifold.
1 See, however, next section for the discussion on semilocal strings.
138
This requirement ensures that this point has
w(r Rc ) =
1 ,
(r Rc ) = 0.
(5.24)
Moreover, clearly the phases , and are zero on the whole geodesic trajectory.
We checked this explicitly solving the HamiltonJacobi equation for this geodesic line
following the method of Ref. [26]. This means that the length of the geodesic line is given
by
v
l=
dw
.
1 (1 /w2 )2
(5.25)
With this length the final answer for the tension of the string becomes
T = 21 +
2
l2.
log(g 1 L)
(5.26)
If we take the VEVs of scalar fields on the base submanifold (v = 1 ) the second
term in (5.26) vanishes and we get tension of BPS string. Note, that like in Section 4 we
get two short BPS multiplets in this limit from one long non-BPS string multiplet which
exist in a generic point on the Higgs branch. In the opposite limit 1 0 the Eguchi
Hanson manifold becomes flat and l v. Besides that the BPS core contribution in (5.26)
vanishes and we get (2.12) obtained in [10] for the case of Higgs branch without FI term.2
To conclude this section we can reexpress the boundary conditions on the base manifold
(5.24) which serves as a conditions at infinity for the BPS core of the string in terms of
the original quark fields A of the model with potential (5.19). Using the standard relation
of unit vector on S2 in O(3) sigma model with quark variables
1 3 A B
A B ,
1
1 A
sin cos = A 1 B B ,
1
1 A
sin sin = A 2 B B
1
cos =
(5.27)
we obtain that point (5.24) on the base submanifold corresponds to the following values of
quark fields
A=1 =
1 ,
A=2 = 0.
(5.28)
This means that with our choice of scalar VEVs (5.14) the BPS core is formed only by the
first flavor, while the second one remains unexcited.
2 Note that the size of electromagnetic core in the limit 0 is frozen on the value R , see (2.11).
g
1
139
6. Semilocal strings
So far our study of flux tubes in N = 2 QED was not complete. The point is that
BPS strings in theories with extended global symmetry possess an additional zero mode
associated with their transverse size r0 . The string parametrized by the size r0 is called
semilocal string (see [18] for a review). Semilocal string interpolates between ANO
string and 2d sigma model instanton lifted in four dimensions (lump). At non-zero r0
the semilocal string has power fall-off of the profile functions at infinity, instead of the
exponential fall-off for ANO string at r0 = 0.
As we explain below this leads to a dramatic physical effectwe loose confinement if
a semilocal string is developed instead of ANO string. In the next subsection we briefly
review semilocal strings and then consider the possibility of their formation in a generic
point on the Higgs branch in N = 2 QCD with non-zero FI term.
6.1. BPS semilocal strings
Let us recall basic features of semilocal strings [18]. The simplest model where they
appear is the Abelian-Higgs model with two complex flavors

2

1 2
A 2 + g A 2 1 2 .
SAH = d 4 x
(6.1)
F
+
8
4g 2
Note, that we already considered this model in Section 5.2 discussing the BPS core of the
string on the Higgs branch. It arises from N = 2 QED (5.7) when we restrict ourselves to
the ansatz (5.18).
The topological reason for existence of ANO vortices is that for gauge group U (1)
1 [U (1)] = Z. On the other hand we can go to the low energy limit in (6.1) restricting
ourselves to the vacuum manifold | A |2 = 1 . The vacuum manifold has dimension
4 1 1 = 2, where we subtract one real condition mentioned above as well as one gauge
phase. It represent two-dimensional sphere S2 . Thus, the low energy limit of theory (6.1)
is O(3) sigma model. Now recall that 2 [S2 ] = 1 [U (1)] = Z and this is a topological
reason for existence of instantons in two-dimensional O(3) sigma model. Lifted in four
dimensions they become a string-like objects (lumps).
So now the question is what is the relation between ANO flux tubes of QED (6.1) and
lumps of O(3) sigma model. Clearly the model (6.1) has ANO strings. Say, if we put the
second flavor to zero this model reduces to the one flavor model considered in Section 4.1.
Then ANO string is given by Eqs. (4.5), (4.4) for the first flavor while the second one
is zero. However, it turns out (see [27]) that this solution has zero mode associated with
exiting of the second flavor. This zero mode is parametrized by the parameter r0 which
plays the role of the size of the string in (1, 2)-plane.
To find this solution let us modify the standard parametrization (4.5) for the ANO string
including the second flavor
1 (x) = 1 (r)ei ,
2 (x) = 2 (r),

xj
Ai (x) = 21ij 2 1 f (r) .
r
(6.2)
140
Note, that the second flavor does not wind at infinity. Therefore, it has boundary condition
2 () = 0 while at r = 0 it can be non-zero.
The first order equations for the profile functions here look like
d
1 (r) f (r)1 (r) = 0,
dr

d
r 2 (r) f (r) 1 2 (r) = 0,
dr

g2 2
1 d
f (r) +
1 (r) + 22 (r) 1 = 0.
(6.3)
r dr
4
The solution to these equations [27,28] at non-zero r0 is very different from that of ANO
string. It has long range power fall-off at infinity for all
profile functions. In particularly, in
the limit of large transverse size of the string r0
1/g 1 it has the form
r
r0
1 (r) = 1
,
2 (r) = 1
,
r 2 + r02
r 2 + r02
r
f=
r02
r 2 + r02
(6.4)
This solution has the same tension as ANO string

T = 21 .
(6.5)
We see that scalar fields on the solution (6.4) belong to the vacuum manifold | A |2 = 1 .
This means that we can relate this solution to the O(3) sigma model lump. To do this we
first use the relation between fields A and the unit vector on S2 (5.27) and then represent
this vector in terms of complex field (x) via standard relations
1 ||2
Re
,
sin cos = 2
,
2
1 + ||
1 + ||2
Im
sin sin = 2
.
1 + ||2
cos =
With this substitution the low energy limit of (6.1) becomes an O(3) sigma model

| |2
Seff = d 4 x
.
(1 + ||2 )2
(6.6)
(6.7)
The standard lump (instanton) solution of this model with center at zero and size r0
looks like
r0
,
lump =
(6.8)
x1 + ix2
where parameter r0 can be made real by the shift in the polar angle .
If we now reexpress this solution in terms of quark fields using relations (6.6), (5.27)
we arrive at the solution (6.4). Thus we identified the semilocal string in the limit of large
r0 (6.4) with the lump solution of O(3) sigma model (up to a factorization over Z2 ). The
141
reason for this identification is that O(3) sigma model is a low energy effective theory for
two-flavor Abelian-Higgs model (6.1).
Now let us come back to our N =
2 QED (5.7) and consider first the vacuum which
belongs to the base submanifold v = 1 of the Higgs branch. This was done in [15,16]. In
this case the ANO string considered in Section 5.2 becomes BPS. As we already mentioned
for these VEVs we can look for string solution using the ansatz (5.18) which reduces the
bosonic part of our theory to the two flavor model (6.1). This model has semilocal strings so
our BPS ANO string is just
a particular case of a semilocal string at r0 = 0 [15,16]. Say, in
the opposite limit r0
1/g 1 the semilocal string is given by the profile functions (6.4).
The most physically important consequence of emergence of semilocal strings is that
we loose the monopole confinement. As we already explained to study confinement we
have to consider a string of a finite length L stretched between heavy monopole and antimonopole. Clearly the problem now becomes three-dimensional. The string size r0 does
not correspond to a zero mode any longer. Instead, it is fixed by the separation L at large
value r0 L. Thus the monopole flux is not trapped into a narrow flux tube. Instead, it
is spread over a large three-dimensional volume of size of order of L. Clearly this produces a potential between monopole and antimonopole with power-like fall-off at large
separations, V (L) L ( > 0). Such potential does not confine.
We see that formation of semilocal strings at a base point on the Higgs branch lead
to a dramatic physical effectdeconfinement. Therefore it is quite important to study the
possibility of formation of semilocal strings at a generic point on the Higgs branch. We do
it in the next subsection.
6.2. Semilocal strings at a generic vacuum on the Higgs branch
Now we assume that semilocal string can be formed at a generic vacuum on the Higgs
branch of N = 2 QCD and study the dependence of its tension on its size r0 . As we mentioned in the previous subsection there is no such dependence for BPS string in the vacuum
which belongs to a base submanifold, r0 is associated with the zero mode. We will see below that this is not the case for a semilocal string at a generic vacuum on the Higgs branch.
To study the possibility of formation of semilocal
strings it is sufficient to consider a
semilocal string in the limit of large size r0
1/g 1 because in this limit the semilocal
string shows its crucial distinctions from the ANO one. As we discussed in the previous
subsection in this limit the semilocal string is formed by light fields only. It does not have
core formed by heavy fields and looks like sigma model lump.
Therefore to study semilocal string in the limit r0
1/g 1 we can go to the low
energy limit in N = 2 QED (5.7) which is given by sigma model (5.12) with Eguchi
Hanson geometry. Assuming that all fields in this sigma model depend only on coordinates
in (1, 2)-plane we rewrite the tension of our semilocal string as follows

2 1

1
Tsemilocal = d 2 x 1
( w)2 + w2 ( )2 + sin2 ( )2
2
w

2

1
2
2
(6.9)
+w 1
( + cos ) .
w2
142
Now our aim is to find a classical solution of this model which represents a kind of
hybrid of the tail solution of Section 5.2 with lump (instanton) solution of Section 6.1.
The boundary conditions of this solution at infinity are given by the VEVs (5.14)
w() = v,
() = 0,
() = 0,
(6.10)
while the boundary conditions

at zero are given by those of the lump (6.4), namely,
1 (0) = 0 and 2 (0) = 1 . Rewriting this in terms of fields entering the model (6.9)
using (5.27) we get
(0) = ,
(0) = 0.
w(0) = 1 ,
(6.11)
We see that our solution winds around base cycle of the EguchiHanson manifold (S2 )
and then goes away in a non-compact direction (along w). Awaiting for the full solution
of the problem here in this section we consider the case when the VEV of scalar fields is
much larger then the FI parameter,
v
1 .
(6.12)
In this limit the field w goesfar away from the base (at w = 1 ) along the noncompact manifold. When w
1 the geometry in (6.9) becomes flat and the problem
reduces to solving of free equations of motion. For the radial coordinate w the solution of
the equation 2 w = 0 reads (cf. (2.8))
w(r) = v
log r/r0
,
log L/r0
(6.13)
while
(x) = 0,
(x) = 0,
(x) = 0
(6.14)
like for the tail solution of Section 5.2. Here we use the lump size r0 as a UV cutoff
for the logarithmic behavior of w. This solution is valid at large r, R r L, where
parameter R will be determined shortly.
Instead for small r, r R the solution is given by a certain deformation of the instanton
solution of Section 6.1 which we denote as

w(x), (x), (x), (x) = winst(x), inst(x), inst(x), inst(x) ,
(6.15)
where winst(x) 1 . Clearly the solution changers its behavior from (6.15) to (6.13),
(6.14) whenthe coordinate w given by the logarithmic expression (6.13) becomes much
larger then 1 . This gives

L
1
log
R = r0 exp
(6.16)
.
v
r0
The tension of our semilocal string is now given by the sum of tensions of deformed
instanton (6.8) and the logarithmic tail (6.13), (6.14),
Tsemilocal = Tinst (r0 ) +
2v 2
,
log L/r0
(6.17)
where the calculation of the tail contribution is similar to that in Section 2 (see [10]).
143
Of course we do not know the function Tinst(r0 ) without knowing the solution (6.8).
What we know is that at r0 = 0 the semilocal string reduces to ANO string and deformed
instanton (6.8) goes into BPS core of the string discussed in Section 5.2. Thus,
Tinst(r0 = 0) = 21 ,
(6.18)
see (5.20). Moreover, the central charge of N = 2 algebra gives us a lower bound for this
tension (see, for example, [11] for details)3
Tinst(r0 ) 21 .
(6.19)
We see that at least the second term in (6.17) depend on r0 , so r0 is not associated with
conformal zero mode any longer. The reason for this breaking of conformal invariance
at the classical level is the non-compactness of the Higgs branch. To see this note, that in
the last subsection we were dealing with lump solution which maps two-dimensional space
onto compact base submanifold S2 of the EguchiHanson Higgs branch. The tension of this
lump solution is a constant (6.5) determined by the volume of S2 . The collective coordinate
r0 in this case is associated with the conformal zero mode.
As we move to a generic vacuum on the Higgs branch our semilocal string solution
becomes a map onto a non-compact manifold. In order to get a finite string tension we use
a cutoff in the target space introduced by the VEV of the scalar fields v. This cutoff in
the target space requires an IR cutoff L in the two-dimensional (1, 2)-plane. We already
discussed how this works in Section 2. The logarithmic solution to the free equations of
motion (6.13) cannot go to its VEV at infinity. In order to insure that the scalar fields reach
their VEVs at infinity we have to introduce a IR cutoff, say small masses for light fields
(like in Sections 2, 4) or the finite length of the string L. Clearly this breaks the conformal
invariance and produces the dependence of the string tension (6.17) on r0 .
Now minimizing the string tension (6.17) with respect to r0 using (6.18) and (6.19) we
find that
r0 = 0.
(6.20)
In the limit r0 0 the semilocal string reduces to ANO string considered in Section 5.2.
In particular, the string tension is given by (5.26) in the limit l v. Note, that quantum
fluctuations of r0 are negligibly small, suppressed by the world sheet volume of the string.
This means that semilocal strings
are not formed in the generic vacuum on the Higgs
branch at least in the limit v
1 . This conclusion is in accordance with the general
expectation [18] that semilocal strings are not stable in type I superconductor and reduce
to ANO strings.
6.3. Deconfinement phase transition
The conclusion made in the previous subsection that semilocal
strings are not developed
at a generic vacuum on the Higgs branch (at least if v

1 ) and we are dealing with
3 To prove this formally we can construct configuration given by (6.8) at r R and extrapolated by constant
fields at r
R. Then we use the SUSY bound for this configuration.
144
ANO strings has rather important physical consequences. This means that we have a
confinement phase for monopoles in these vacua with confining potential determined by
the ANO
string tension (5.26), see (1.2). Instead, for the vacua on the base submanifold
v = 1 semilocal strings are formed and we have deconfinement phase.
Therefore, it is clear that we can expect confinement/deconfinement phase transition at
semilocal
certain intermediate critical value vc . To find this critical value we have to study
string solution for vacua which are not far away from the base submanifold, v 1 . This
is left for a future work. Here we put forward a plausible conjecture that in fact
vc = 1 ,
(6.21)
which means that we have confinement phase for all vacua on the Higgs branch except
the base submanifold. The reason for this conjecture
is that nothing special happens at any
intermediate value vc . Instead, the value vc = 1 is physically distinct because at this
value of scalar VEV strings become BPS-saturated (one long non-BPS string multiplet
becomes two short BPS multiplets, see Section 5.2).
This perfectly matches results of [10] where unbroken N = 2 QCD with two degenerative flavors at 1 = 0 was considered. At zero 1 the geometry of Higgs branch becomes
flat, given by R 4 /Z2 and the S2 cycle shrinks to a singular point at the origin. It was shown
in [10] that monopoles are in the confinement phase on the Higgs branch at any non-zero v.
As v goes to zero the transverse size of ANO string becomes infinite while its tension goes
to zero, see (2.11), (2.12), so monopole confinement becomes unobservable. Introducing
the non-zero FI parameter 1 we resolve the singularity at the origin and see that at the
base cycle S2 we have deconfinement phase while on the rest of the Higgs branch we have
monopole confinement.
To conclude this section we would like to stress that the above discussion of confinement/deconfinement phase transition refers only to N = 2 QED (5.7) considered on its own
right. In contrast, if we start from non-Abelian softly broken N = 2 SU(2) QCD the story
is rather different. The point is that (as we mentioned in Section 5.1) the N = 2 QED (5.7)
is the low energy description of the underlying non-Abelian theory only in the special limit
0,
m ,
1 = const,
(6.22)
which ensures that N = 2 supersymmetry is preserved. In this case the superconductivity

on the base submanifold is on the border between type I and II and we have BPS strings
which eventually become semilocal strings in the presence of SU(2) global flavor symmetry.
Generically if we take into account corrections in /m the N = 2 supersymmetry is
broken down to N = 1. As it is shown in [11] superconductivity becomes of type I. For
the type I superconductor semilocal strings become unstable [18]. In particular, we expect
that the string tension even for the string in the vacuum on the base submanifold becomes
a function of r0

Tlump 21 1 + const r02 (m)2 + ,
(6.23)
where m is the splitting of masses in the former N = 2 multiplet. This splitting is given
by [11]
m .
(6.24)
145
We conclude that in this case the semilocal string is not developed. Minimization of (6.23)
with respect to r0 gives
r0 = 0.
(6.25)
Note again that quantum fluctuation in r0 are suppressed by the volume of the string world
sheet.
This means that we do not have deconfinement phase even on the base submanifold of
the Higgs branch in QCD with N = 2 supersymmetry softly broken down to N = 1. All
vacua on the Higgs branch of this theory give rise to the confinement phase for monopoles.
7. Conclusions
In this paper we studied flux tubes on Higgs branches in supersymmetric gauge theories.
Our main conclusion is that although Higgs branches ensure presence of massless scalars
flux tubes still exist and give rise to a confining potential. However, due to the presence of
massless scalars the string tension is no longer a constant. It becomes a slow (logarithmic)
function of the length of the string L. Still it produces a confining potential of type (1.2).
First we studied N = 1 QED with FI D-term. This theory has a two-dimensional Higgs
branch. The solution for the string in a generic point on this Higgs branch is given by
BPS core formed by heavy fields and a tail formed by light fields living on the Higgs
branch. Finding the solution for the tail reduces to finding a classical solutions of the
sigma model on the Higgs branch. The tension of the string is given by the sum of tensions
of BPS core and the tail, see (4.28).
Next we studied N = 2 QCD with gauge group SU(2) and two flavors of quarks with
the same mass. This theory has a four-dimensional Higgs branch. We deformed this theory
with the mass term for the adjoint field. To the leading order in the deformation parameter
N = 2 supersymmetry is not broken in the effective QED describing the low energy
limit of this theory. Higgs branch has an EguchiHanson geometry.
We showed that far away from the base cycle S2 of the Higgs branch stable ANO strings
are formed. Their tension is again given by the sum of tensions of BPS core and the tail,
see (5.26). These strings produce confinement of monopoles with the confining potential
of type (1.2). However, in the vacua on the base cycle S2 of the Higgs branch the story is
rather different. Semilocal BPS strings are developed in vacua on the base submanifold
leading to a deconfinement regime. We conjecture that the confinement/deconfinement
phase transition occurs exactly at the base cycle of the EguchiHanson space.
If we introduce breaking of N = 2 supersymmetry down to N = 1 in this theory it
turns out that the deconfinement phase disappears and we have monopole confinement on
the whole Higgs branch.
Acknowledgements
We are grateful to Alexander Gorsky, Mikhail Shifman, David Tong and Arkady
Vainshtein for helpful discussions. This work is supported in part by INTAS grant No. 00-
146
00334. The work of A.Y. is also supported by the Russian Foundation for Basic Research
grant No. 02-02-17115 and by Theoretical Physics Institute at the University of Minnesota.
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Consistent boundary conditions for open strings

Ulf Lindstrm 1 , Martin Rocek, Peter van Nieuwenhuizen
C.N. Yang Institute for Theoretical Physics, SUNY, Stony Brook, NY 11794-3840, USA
Received 17 January 2003; received in revised form 6 March 2003; accepted 26 March 2003
Abstract
We study boundary conditions for the bosonic, spinning (NSR) and GreenSchwarz open string,
as well as for (1 + 1)-dimensional supergravity. We consider boundary conditions that arise from
(1) extremizing the action, (2) BRST, rigid or local supersymmetry, or (Siegel)-symmetry of the
action, (3) closure of the set of boundary conditions under the symmetry transformations, and (4) the
boundary limits of bulk EulerLagrange equations that are conjugate to other boundary conditions.
We find corrections to Neumann boundary conditions in the presence of a bulk tachyon field. We
discuss a boundary superspace formalism. We also find that path integral quantization of the open
string requires an infinite tower of boundary conditions that can be interpreted as a smoothness
condition on the doubled interval; we interpret this to mean that for a path-integral formulation of
open strings with only Neuman boundary conditions, the description in terms of orientifolds is not
just natural, but is actually fundamental.
1. Introduction and summary

We study boundary conditions in open string theory, or more generally, in field
theories on (1 + 1)-dimensional spacetimes with boundaries. Four kinds of boundary
conditions arise: (1) Conditions needed to extremize the action. (2) Conditions needed
to ensure invariance of the action under some symmetry transformations. (3) Conditions
needed to ensure that the boundary conditions themselves are closed under the action
of the symmetry. (4) Conditions that are conjugate to other boundary conditions in
the following sense: when we vary the action to find the equations of motion, we have
E-mail addresses: ul@physto.se (U. Lindstrm), rocek@insti.physics.sunysb.edu (M. Rocek),
vannieu@insti.physics.sunysb.edu (P. van Nieuwenhuizen).
1 Permanent address: Department of Theoretical Physics, Uppsala University, P.O. Box 803, S-75108,
Uppsala, Sweden.
doi:10.1016/S0550-3213(03)00262-1
148
U. Lindstrm et al. / Nuclear Physics B 662 (2003) 147169
variations of the form i i L, where i represents some generic set of fields; if we

consider the limit of this as we approach the boundary, then the boundary conditions may
restrict some combination of i ; thus, some corresponding conjugate combination of the
field equations i L is not implied by the variational principle on the boundary, and must
be imposed by hand.
Conditions (1) and (2) have been used since the early literature on BRST quantization
of the open string [1], but conditions of type (3) frequently have been overlooked in the
literature, and were only recently discussed in [25] (see, however, [6]). They are a logical
necessity: a theory with fields is invariant under a symmetry if nothing changes
This, in particular, implies that one
when it is written in terms of the transformed fields .
which implies
cannot distinguish whether the boundary conditions are imposed on or ,
2
condition (3). Conditions (4) are conceptually entirely new.
In general, imposing all four kinds of conditions leads to more boundary conditions
than the usual two for a second-order field equation and one for a first-order field equation.
These extra boundary conditions are not over-restrictive because they arise as the
restriction of some of the field equations to the boundary. This guarantees that the field
equations continue to have solutions even when there seem to be too many boundary
conditions to specify the boundary-value problem. Actually, we find that only those field
equations that do not involve time derivatives of the boundary fields arise. Thus the Cauchy
problem of the boundary fields is also unchanged.
We consider several examples, including the BRST symmetry of the bosonic and
spinning strings, the rigid and local worldsheet supersymmetry of the spinning string, and
the (Siegel)-symmetry of the superstring. In particular, we find that Neumann boundary
conditions receive nontrivial boundary corrections from a superpotential (i.e., a bulk
tachyon). Such a term has appeared previously in the literature in the context of N = 2
boundary integrable models [7]. Strikingly, the boundary condition we find is compatible
with the BPS equation. We also give a superspace derivation of the boundary term. Some
earlier work on open strings propagating in the presence of a tachyon background can be
found in [811]; none, however, consider the effects that we describe here.
The requirement that the boundary conditions of the open bosonic or spinning string
close under BRST transformations leads to a surprising result. When we impose BRST
invariance on the boundary conditions, we are led to an infinite tower of boundary
conditions: for instance, in addition to c+ c = 0 and (c+ + c ) = 0, we find
2 (c+ c ) = 0, 3 (c+ + c ) = 0, etc., and similarly for the antighosts. This tower of
conditions can be interpreted as requiring smoothness of a field, e.g., c( ) defined on the
double interval by c( ) = c+ ( ) for > 0 and c( ) = c ( ) for < 0. The analogous
conditions on the coordinate X (t, ) imply that it is a symmetric function on the doubled
interval. This has a modern interpretation: one may regard open strings as the twisted
sector in the presence of a charge-neutral stack of a space-filling orientifold plane and
16D-branes [1214]. Thus our results imply that for a path-integral formulation of open
2 In the examples we consider here, they are often, but not always (see, e.g., the case of Dirichlet boundary
conditions in Section 2), redundant with the conditions that arise from (1)(3).
149
strings with only Neuman boundary conditions, the description in terms of orientifolds is
not just natural but is actually fundamental.
In some recent articles on cosmology, tachyons of the bosonic string have been proposed
as a mechanism that produces the observed positive acceleration of the universe [15]. In
these models, no boundary terms of the kind discussed in this article were considered. It
might be interesting to see if such terms lead to any qualitative changes.
Boundary conditions that preserve (Siegel)-symmetry have been discussed in the
context of superembeddings in [16], and conditions that preserve the BRST symmetry of
the Berkovits string has been discussed in [17]. In both these cases the boundary conditions
lead to BornInfeld dynamics for the boundary spin one field.
Recently, a covariant quantum superstring with a simpler BRST symmetry than
would follow from the quantization of the classical (Siegel)-gauge symmetry has been
constructed, and the boundary conditions that follow from the EulerLagrange equations,
the BRST symmetry, and the rigid spacetime supersymmetry were derived [18]; it would
be interesting to apply the full program presented in this paper to that case.
2. Supersymmetry and superpotentials

We now study (1 + 1)-dimensional supersymmetric Minkowski-space field theories
with a superpotential; such theories describe the propagation of NSR strings in a
bulk tachyon background. These theories have also been studied in the context of
supersymmetric solitons [1922].
Consider the supersymmetric action

1
I=
(2.1)
(L + L ),
where

L = 2+ X X + i + + + +
1
+ F 2 + F W (X) + iW (X) + .
(2.2)
2
Here W is an arbitrary superpotential, and we determine the boundary Lagrangian L
K in terms of W . We may also write the boundary contribution to the action as

1
1
L =
K.
(2.3)
In our conventions, + , t + + , so + = 12 (t + ) and = 12 (t ).

Varying with respect to the various fields in the action gives the bulk field equations as
well as boundary contributions

X X +
(2.4)
K
X
150
for the X variation, and

i + +
(2.5)
,
2
for the variations. We assume that there are no boundary contributions at t = . In
principle, there could be -dependent terms in the boundary Lagrangian K, but it turns out
that in the absence of a background NSNS two-form, no such terms arise.
The supersymmetry transformations that leave the action (2.1) invariant are3

X = i + + ,
+ = ( X + F )+ 2 X + F + ,
= ( X + F ) 2 + + X + F ,

F = 2i + + + +
(2.6)
provided we choose the correct boundary Lagrangian and boundary conditions. Under
these transformations, the boundary contributions are:

K
i +
i
+ X 2
+ + F + 2W
2
X
2

i +
+ + t X.
(2.7)
2
We want to find a boundary Lagrangian K and boundary conditions on the fields
X, , F such that all boundary contributions to both the EulerLagrange equations (2.4),
(2.5) and the supersymmetry variations (2.7) vanish. Locality requires that all boundary
contributions cancel separately at every boundary; thus it suffices to examine one particular
boundary ( = 0).
As usual, the boundary contribution to the EulerLagrange equation (2.5) can vanish
only if
+ (0) = (0),
= 1.
For (generalized) Neumann

+
(2.8)
boundary conditions,4
the last term in (2.7) vanishes when
= .
(2.9)
The remaining boundary contributions from (2.4) and (2.7) vanish provided

K
X(0) =
X(0) ,
X

K
X(0) = 0.
F (0) + 2W X(0) +
(2.10)
X
Supersymmetry invariance of the boundary condition (2.8) with respect to the boundary
transformation (2.9) yields
( X)(0) = F (0).
(2.11)

3 In our conventions,
= T (i 0 ) and 0 = 0 1 , 1 = 0 1 .
1 0
10
4 More precisely, boundary conditions that do not constrain X(0).
t
151
The conditions (2.10), (2.11) determine the boundary Lagrangian K in terms of the
superpotential W

K = W X(0)
(2.12)
and imply that F (0) satisfies the restriction of the F field equation to the boundary:

F (0) = W X(0) .
(2.13)
Then the boundary condition for X can be written as

( X)(0) = W X(0) .
(2.14)
Eq. (2.13) is an example of a more general phenomenon: some boundary conditions arise
as the restriction of field equations to the boundary. Likewise, supersymmetry invariance
of the boundary condition (2.13) implies that obeys the restriction to the boundary of
the difference of the + and ( times) the field equations:

+
+ (0) + W X(0) + + (0) = 0,
(2.15)
where we use (t [ + ])(0) = 0 as a consequence of (2.8). Note that only those field
equations that do not determine the time dependence of the boundary fields arise.5 Indeed,
this combination of the field equations is conjugate to the boundary condition (2.8) in the
sense described in the introduction: in the EulerLagrange variation of the action, as we
approach the boundary, the boundary condition (2.8) implies that ( + )(0) = 0;
since ( + )(0) multiplies the left-hand side of (2.15), when we impose (2.8), we
must also impose (2.15) to obtain the complete set of field equations on the boundary.
For the bosonic fields F and X, the variation of the boundary conditions (2.13), (2.14)
multiply the boundary conditions themselves, and hence these boundary conditions are
self-conjugate:

bose L = X + W X + W + [t X]t X + F + W F + W

+ i W + .
(2.16)
(The last term vanishes on the boundary because of (2.8).)
We emphasize that imposing these constraints on the boundary does not put us on-shell
in the bulk, does not spoil the boundary-value problem for the bulk-field equations, and
does not lead to any peculiarities in defining the path integral.
Finally, we should vary (2.15) under supersymmetry, but this gives only time derivatives
of (2.14), and hence no new boundary conditions. Thus we have found the complete orbit
of boundary conditions.
All of these results can be extended to the case with an arbitrary background metric
(with the obvious generalization of our notation to more fields Xi , etc.) along the lines
discussed in [2,3] in the absence of the superpotential, and in [5].
5 The boundary condition (2.11) is invariant under boundary supersymmetry. The boundary condition (2.14)
gives no new conditions because it is a linear combination of (2.11) and (2.13). Finally we need not check anything
for Eq. (2.12), as it simply defines K, and is not a boundary condition.
152
The boundary contribution that we have found implies that when the open string
propagates through a bulk tachyon field, it feels an extra contribution K = W (X) on
the boundary. We remark that the boundary condition (2.14) can be interpreted as a BPS
condition restricted to the boundary [1921]; it has also appeared in heat-kernel studies of
solitons [22].
We next consider Dirichlet boundary conditions; in this case X(0) = constant,
and hence the X boundary contributions to the EulerLagrange equation (2.4) vanish
automatically because X(0) = 0, as does the last term of the boundary contributions to the
supersymmetry variations (2.7). Using (2.8), the remaining terms in (2.7) vanish if + =
for any K. This case has been discussed extensively in [3,22,23] and by many other
authors. These boundary conditions are invariant under supersymmetry transformations,
and consequently, further boundary conditions have not been found in the past. However,
we find new boundary conditions that are conjugate field equations as described above.
In contrast with the case of Neumann boundary conditions, these boundary conditions are
not implied by any other conditions; nevertheless, they are necessary to ensure consistency
of the EulerLagrange variational procedure.
Since the boundary condition (2.8) on is the same as in the Neumann case, the
conjugate field equation remains (2.15). However, as the supersymmetry parameter now
obeys + = , the supersymmetry variation of (2.15) is quite different, and leads to the
condition

2 2 X + F W + F + W (0) = 0.
(2.17)
The first two terms are precisely the field equation conjugate to the boundary condition
X(0) = constant, and lead to the new boundary condition [2 X + F W ](0) = 0; we
emphasize that no other considerations lead one to discover this boundary condition. The
remaining terms are the -derivative of the F -field equation, and hence we must impose
[ (F + W )](0) = 0 as a new boundary condition. Further supersymmetry variations of
these conditions appears to lead to a tower of conditions involving an increasing number
of derivatives; as our focus in this section is the Neumann case, we have not worked out
the details, but a similar phenomenon is explored with great care in the next section.
We may also find the boundary term K from a careful analysis of the superspace action.
We write the action and Lagrangian (2.1), (2.2) in N = (1, 1) superspace as

1
1
1
(D+ D D D+ ) D+ D + iW () ,
I=
(2.18)
2
2
where is a superfield with physical components | = X and D | = and

2 =
auxiliary component F = iD+ D . The spinor derivatives obey {D+ , D } = 0, D+
2
2i+ and D = 2i , and we have rewritten the Berezin integral in terms of spinor
derivatives. On the boundary, we may introduce a boundary superspace with a single
spinor coordinate and a single spinor derivative D = + i t obeying D 2 = it ;
the boundary condition on the supersymmetry parameters (2.9) and the usual relation
= imply that D+ (0) = (D + i )(0) and D (0) = (D i )(0),
and hence (D+ D )(0) = 2D(0). This is most easily formulated by going to a
boundary representation by introducing a coordinate i + which is annihilated
by D+ D (this is analogous to the chiral representation):

t, , bound t, i + ,

= bound t, , i + bound t, , .
153
(2.19)
Substituting this expression for in (2.18), and defining the components in terms of
bound , the fermionic integrals give us precisely the component action (2.1), (2.2) with
the boundary term K = W (X(0)). Further, in the presence of a target space Neveu
Schwarz antisymmetric tensor field, we find the correct fermionic boundary terms [2,4].
Boundary terms that arise naturally from superspace measures
are familiar in the

context D = 4 super-YangMills theory, where the chiral integral d 2 W 2 gives rise to
a topological term F F ; a formal discussion of boundary terms and Berezin integration
was first given in [24].
3. BRST invariance of the open bosonic string

We now turn to the BRST invariance6 of the open bosonic string. The action is

1
(Lclass + Lgh ),
I=
(3.1)
where Lclass = 2+ X X and the ghost Lagrangian is

Lgh = 2 b++ c+ + b + c ,
(3.2)
and we do not need an additional boundary term. The X boundary contribution to the
EulerLagrange equations is simply 1 X X. The ghost contribution is

1 +
c b++ c b .
(3.3)
The canonical BRST transformations follow from the diffeomorphism invariance of the
classical worldsheet action after eliminating the BRST auxiliary field (here = +, )
c = c c ,
X = c X,

b++ = (+ X)2 + 2b++ + c+ + ( b++ )c ,
(3.4)
where is
a constant anticommuting parameter. The variation of the action (3.1) under

(3.4) is 1 [c (Lclass + Lgh )]. When
X(0) = 0,
c+ (0) = c (0),
b++ (0) = b (0),
(3.5)
all boundary contributions cancel. However, the BRST transformation of the boundary
condition X = 0 leads to a further condition:

+
c + c (0) = 0.
(3.6)
6 Some aspects of quantization on spaces with boundaries have been considered in [25,26].
154
This is the restriction of part of the ghost field equation to the boundary; it is precisely
analogous to what we found for the worldsheet spinors in the previous section. Again,
only the field equations that do not determine the time dependence of the boundary fields
arise. The BRST variations of c+ (0) c (0) and b++ (0) b (0) vanish. The BRST
variation of (3.6) vanishes as a consequence of (3.5), (3.6) and thus does not give rise to
any new conditions.
In the literature, one often finds modified BRST transformations.7 that differ from (3.4)
by bulk equation of motion terms ( c+ = b++ = 0):

+ = c+ + c+ ,
++ = (+ X)2 + 2b++ + c+ + (+ b++ )c+ .
c
(3.7)
b
Using these transformation laws for the off-shell fields, the boundary contributions to the
variation of the action are 1 (b c+ + c b++ c c+ ) (using the conditions (3.5)).
These vanish only if ( [c+ + c ])(0) = 0; as discussed above, this is a restriction of part
of the ghost field equation to the boundary. However, the BRST covariance of the boundary
condition b++ (0) = b (0) imposes a new condition:
(b++ + b )(0) = 0.
Varying this condition in turn leads to the conditions

2 (b++ b )(0) = 0,
2 c+ c (0) = 0.
Further variations lead to an infinite tower of conditions

2n (b++ b )(0) = 0,
2n c+ c (0) = 0,

2n+1 (b++ + b )(0) = 0,
2n+1 c+ + c (0) = 0.
(3.8)
(3.9)
(3.10)
) defined on the
These conditions can be understood as follows: consider a function b(
double interval by b( ) = b++ ( ) for > 0 and b( ) = b ( ) for

)
< 0, and similarly for c(
). Then (3.10) implies that all the left derivatives of b(
at = 0 are equal to all the right derivatives. In other words, b( ) is smooth at = 0.

We can check that the total content of all boundary conditions for the open bosonic
string with the improved (holomorphic) BRST transformations is that in the path integral
the ghost and antighost fields form closed smooth paths on the double interval. For the
canonical BRST transformations, we did not need this formulation. However, in the next
section, we discover the same phenomenon for the spinning string for both sets of BRST
transformations.
These problems can be avoided altogether by not eliminating the BRST auxiliary field
d . If we keep d , we must also keep the metric h , as d is the Lagrange multiplier
for the gauge-fixing conditions: d (h h0 ). We also keep the Weyl ghost c as an

7 These are the BRST transformations for holomorphic operators c(z), b(z), which are Heisenberg fields, and
hence by definition satisfy the field equations. However, as these transformations differ from the canonical ones
(3.4) only by equation of motion terms that are a separate symmetry of the action, we may use them as alternative
transformations of the off-shell fields c(, t), b(, t).
155
independent field (see, e.g., [1]), and find the action

S=

1
1

h h X X + d h h0
2
2

1
+ b c h 2h c c h ,
2
(3.11)
as well as the transformations (3.4) for X and c , as well as

h = c h h c h c c h ,
b = d ,
d = 0,
c = c c.
(3.12)
Nilpotency on b and d is obvious; on X and c , it follows as before; on c, it is easy

to prove; on h , it is a longer but still straightforward calculation. Under the background
diffeomorphism invarianceof the action, b and d transform as densities (which is
why there is no factor of h in the ghost and gauge-fixing terms). As usual, the sum
of the gauge-fixing and ghost terms is a BRST variation, and hence the nilpotency of the
BRST transformations guarantees that there are no boundary terms in the BRST variation
of these terms. The classical action is locally Weyl invariant but transforms into a total
derivative
under Einstein transformations (diffeomorphisms), which leads to a boundary
term (c Lclass ) under BRST transformations.

From the field equations for X , the metric h , and the ghost c , we find boundary
terms proportional to

X h h X (0),

h b c (0),

b h c (0).
(3.13)
We can cancel these by choosing the boundary conditions8

h X (0) = 0,
c (0) = 0,
h t (0) = 0,
b t (0) = 0.
(3.14)
Note that BRST invariance of the action requires that (c Lclass )(0) = 0, which is clearly
satisfied when c (0) = 0.
The first two conditions in (3.14) are BRST invariant; the last condition in (3.14) is
the covariantization of b++ (0) = b (0) in (3.5), and varying it leads to the new boundary
condition d t (0) = 0, which in turn is invariant. Finally, varying h t (0) = 0 lead to the new
condition ct (0) = 0, which is also invariant. Thus we obtain a finite orbit of boundary
conditions. Note that the condition h t (0) = 0 is conjugate to the condition d t (0) = 0
and ct (0) = 0 is conjugate to b t (0) = 0 in the sense previously described.
8 Strictly speaking, the last term in (3.13) vanishes when h b = 0; the last two conditions in (3.14) are
t
sufficient to imply this but not clearly necessary. However, the calculation of the orbit of boundary conditions
becomes intractable if we only impose h bt = 0, and there seems to be no inconsistency in choosing the
stronger conditions.
156
4. Supergravity in two dimensions

The next model whose boundary conditions we study is N = (1, 1) supergravity in 1 + 1
dimensions. The gauge action is purely topological, and could contribute boundary terms;
we do not consider such terms here.
We focus on the coupling of the supergravity gauge fields ea and to the matter
fields X, , and F . There are four bosonic gauge symmetriestwo general coordinate
(Einstein) transformations, one local scale (Weyl) transformation, and one local Lorentz
transformationand four fermionic gauge transformationstwo supersymmetries and
two conformal supersymmetries. These transformations suffice to remove the gauge fields
(locally), and hence the number of off-shell bosonic and fermionic degrees of freedom
matches; thus, the algebra should close without auxiliary supergravity fields,9 which it
does as a result of identities that hold only in 1 + 1 dimensions [27].
The locally supersymmetric action for the open string is given by

1
1
1
e1 L = h X X
+ F 2 + X
2
2
2

1
.
+ ()
(4.1)
4
The action L is invariant (up to boundary terms discussed in detail below) under the
following local supersymmetry transformations:
X = ,
F = D,
= DX + F ,
ea = 2 a ,
= D ,
(4.2)
where D X X is the supercovariant derivative of X and D D

(DX) F is the supercovariant derivative of . The covariant derivative D
(and D ) is given by D + 14 ab a b where ab is the spin connection with
torsion:

ab ab (e) + 2 a b b a + a b .
(4.3)
The action is invariant under local Lorentz, Weyl, and conformal supersymmetry
transformations ( = CS ). It is generally (worldsheet) coordinate invariant up to
a boundary term ( L), which vanishes provided that = 0 at = 0, . Local
supersymmetry transformations give the following boundary terms:

e
1

.
F
L = X +
(4.4)
2
In addition to the boundary terms that arise from local supersymmetry transformations,
we have terms that arise from the EulerLagrange variations of the action. These vanish
provided

(0) = 0.
h X X (0) = 0,
(4.5)
9 For (classically) nonconformal couplings, such as would arise if we coupled the model of Section 2 (with a
superpotential) to supergravity, a scalar supergravity auxiliary field S is needed.
157
The boundary contribution from the field equation can be rewritten as

+ +

+

= e+
+ e
= 2i e+
+ e
,
(4.6)
which vanishes when10

1/2 +
1/2
e+
(0) = e
(0),
(4.7)
= 1.
This is the Lorentz-invariant and Weyl-covariant curved worldsheet generalization of

+ (0) = (0) (2.8).
We now consider the boundary contribution (4.4) from the supersymmetry variation of
the action. Since we have found that + on the boundary, the last term vanishes.
The first boundary term is proportional to

1

h X + ea eb ab X
2

i

= + + h X i + + + e+
e e
e+ X.
2
If we require that satisfies the curved worldsheet generalization of (2.9)
1/2 +
1/2
e+
(0) = e
(0),
then the second term in (4.8) vanishes. The first term vanishes if

h X (0) (0) = 0,
(4.8)
(4.9)
(4.10)
since terms quadratic in vanish because of (4.7). This is clearly the worldsheet
supergravity generalization of the usual Neumann boundary condition, and follows from
the EulerLagrange variation with respect to X in (4.5). We are left with the middle term
in (4.4); the boundary conditions on and do not cancel this term, and we are led to
conclude that
F (0) = 0,
(4.11)
which is clearly consistent with the F field equation.

We now study the orbits under supersymmetry of the boundary conditions that we have
found so far. The supersymmetry variation of (4.7) has contributions from and from
ea ; the boundary condition (4.11) implies that (0) = a [ea ( X ( ))](0), and
hence there are contributions proportional to X
1/2

1/2 +

e+
(4.12)
2 e
2 e+ X (0)
X (0) e
as well as contributions proportional to , which we discuss below. Substituting the
boundary condition (4.9) for , the terms proportional to X become

e+ 2 + e
(4.13)
2 + e+
X (0) + e
X (0) = + h X (0).
10 Recall that e = 1 (e + e ), e = 1 (e e ), the Minkowski metric is + = 2.
+
2 1
2 1
0
0
158
The variations proportional to come from

1/2

1/2
(0)
2 e (0) e
2 + e+
e+
1/2
+

= e+
2i e
+
(0)
1/2 + +

e
2i e+ +
(0),
as well as e
1/2

1/2

e+
a ea e+ + (0) e
a ea e (0)

1/2
+
e+ (0)
(2i) + + e+
+ e
= e+

1/2

(2i) + + e+
+ e
e
e (0).
(4.14)
(4.15)
Combining all these contributions, and substituting the boundary condition (4.7) on
and (4.9) on , we obtain (4.10)! Note that all the boundary conditions (4.7), (4.9),
(4.10) are Lorentz and conformal supersymmetry invariant, as well as Weyl and boundary
diffeomorphism covariant.
If one now continues varying the conditions that we have found so far under local
supersymmetry, as in the previous section, one finds evidence for an infinite tower of
conditions that can be interpreted as arising from an orientifold.
We note that though the matter boundary conditions get corrected by terms proportional
to the supergravity gauge fields, there are no boundary conditions on the supergravity gauge
fields themselves. In retrospect, this is not surprising: locally, the supergravity gauge fields
can be entirely gauged away.
5. BRST invariance of the spinning string

The ghost structure of the spinning string can be derived in a straightforward way by
BRST quantizing all the local symmetries discussed in the previous section: the 4 bosonic
symmetriesEinstein (general coordinate) transformations, local Weyl transformations,
and local Lorentz transformations, and the 4 fermionic symmetrieslocal supersymmetry
and local superconformal transformations. The resulting quantum action depends on 4 + 4
bosonic and fermionic ghosts and 4 + 4 bosonic and fermionic antighosts, but one can
choose the flat supergravity gauge and integrate out pairs of nonpropagating ghosts and
antighosts to obtain the usual flat space Lagrangian:

1
1 2
2
LNSR =
+ X X + b++ c+ + b + c +
F
2
2i

i +
+
+ + +
++ + + + .
(5.1)
As in Section 2, are the 2 real components of a worldsheet spinor and F is

the real (matter) auxiliary field. Further, are the imaginary commuting worldsheet
spinor supersymmetry ghosts and ++ , are the corresponding real antighosts. As in
159
Section 3, the coordinate ghosts c+ , c are real and the coordinate antighosts b++ , b
are imaginary.11 The action is clearly real.
For the matter fields, the BRST transformations are ( = )

X = c X + = c+ + X + c X i + + + ,

1
= c + c 2( X) F .
(5.2)
2
The terms with c show that X is a scalar and has conformal spin 12 . The transformations
proportional to are precisely local supersymmetry transformations.
Requiring nilpotency of the BRST laws on X yields the BRST laws for the ghosts:
c+ = c c+ 2i + + ,
c = c c 2i ,

1
+ = c + + c+ + ,
2

1
= c c .
2
(5.3)
These results show that has conformal spin 12 [28].

The BRST rules of c and are only nilpotent on-shell; in gauge theories, this
typically arises for the antighosts after eliminating the BRST auxiliary fields. Here
we have eliminated many nonpropagating ghosts, so it is not surprising that we find
nonclosure on the ghosts and matter fermions as well. Just as for the bosonic string, we
can find the improved BRST transformations of conformal field theory by dropping all
nonholomorphic terms and setting F = 0; these differ from the canonical rules by equation
of motion terms, and are nilpotent off-shell on the ghosts, but, since even the improved
BRST transformations are not holomorphic on X, they are not nilpotent on the matter
fermions: 2 + 2 + + (c X i ).
After eliminating the BRST auxiliary fields, the Einstein antighosts b transform into
the total stress tensor, and the supersymmetry antighosts transform into the total
supercurrent:

i
b++ = + X + X + + + + + 2b++ + c+ + ( b++ )c
2

3
1
i ++ + + + (+ ++ ) + ,
2
2

1
3
++ = 2 + + X + 2b++ +
(5.4)
( ++ )c + ++ + c+ .
2
2
On-shell, only holomorphic terms remain, again leading to improved transformations.
11 These reality properties differ from those found in some of the literature, and follow from the reality of the
Einstein and supersymmetry parameters with the correspondence = c and = , where is the constant
anticommuting imaginary BRST parameter. The antighosts transform into real auxiliary fields, b = d and
= .
160
We are now ready to apply our analysis of the boundary conditions to the BRST
symmetry of the open spinning string. We consider the variation of the action under BRST
transformations with a local BRST parameter (, t), and thus compute the BRST Noether
current as well. The variation of the action leads to the following boundary terms:

S = i+ c ( + ) + 2i+ + X + 2+ X+ Xc+

2b++ c c+ 2i++ c +

+ + i+ ( + )c+ + i++ + c+ 2b++ c+ c+

2i++ c+ +

+ + ic+ + ( + ) 2b++ c+ c+ + i++ + c+

2i++ c+ +

i
1
+ 2c+ + X+ X + + + + + b++ + c+ + (+ b++ )c+
2
2

i
i++ + + + (+ ++ ) + + ++ + +
4

1
+ 4i + + + X + b++ + ++ + c+
4

i
1
+
+
+ +
+ + ++ c
++ + c + 2(+ ++ )c
8
2
+ (+ ).
(5.5)
The result shows the following pattern:
(1) The terms with yield the BRST current j . We added two terms to complete
the ghost stress tensor and two terms to complete the ghost supercurrent; the sum of these
extra terms is cancelled by the final total derivative. We thus obtain

1 gh
1 gh
i
+
ma
+ ma
j = 2c T++ + T++ + 4i j++ + j++ + + ++ c+ + ,
(5.6)
2
2
2
where the total derivative is needed to make j a good superconformal tensor. Note that
j is holomorphic (it depends only on fields and derivatives with + indices), even though
the BRST laws are not holomorphic.
(2) The terms with + appear in exactly the same combination as the total + derivative; they combine to give terms with no derivatives on 12
+ [ ] + + [ ]

= i+ + ( + )c+ + ++ + c+

+ 2ib++ c+ c+ 2++ c+ + .
(5.7)
12 Although all terms with cancel in (5.7), the expected j + contribution arises by considering the
+
+
terms with (+ ) in (5.5).
161
All these terms are proportional to field equations, and are discussed below.
(3) The total -derivative terms contain both equation of motion terms and terms
which do not vanish on-shell. We discuss them separately. Since the boundary is at = 0
(locality requires us to consider the two ends of the string independently), we keep only
contributions; we get 12 from + and 12 from . We also include the terms from the
(+ ) contributions. The terms that do not vanish on-shell are

2+ X+ Xc+ 2i+ + X + 2 X Xc + 2i X . (5.8)
Using the boundary conditions c+ (0) = c (0), X(0) = 0, we see that we must impose
+ (0) + (0) = (0) (0). This is satisfied by
+ (0) = (0),
+ (0) = (0),
= 1;
(5.9)
these boundary conditions are compatible with the conditions that we found for rigid
supersymmetry in Section 2.
The boundary terms that are proportional to field equations all cancel when we impose
c+ (0) = c (0) except for

+ i++ + c+ + (+ ).
(5.10)
This term vanishes provided ++ + (0) = (0) and (c+ + c )(0) = 0. We impose
these boundary conditions; we recover them below when we consider the closure of the
boundary conditions with respect to BRST variations.
The extra boundary conditions that arise from the ghost EulerLagrange variation of the
action are
b++ (0) = b (0),
++ (0) = (0).
(5.11)
We now study the further conditions needed to ensure that the boundary conditions
that arose from imposing BRST invariance of the action and consistency of the Euler
Lagrange variations are themselves invariant under BRST transformations. There are seven
conditions that we have imposed so far:

+
X(0) = 0,
(b++ b )(0) = 0,
c c (0) = 0,
+
+

c + c (0) = 0,
+ (0) = 0,
(+ + )(0) = 0,
(++ + )(0) = 0.
(5.12)
Except for (c+ + c )(0) = 0, these relations are plausible and could have been guessed
at the outset. They are preserved provided the following new boundary conditions hold:

+ (0) = 0,
F (0) = 0,
(+ )(0) = 0,
(++ )(0) = 0,
(5.13)
where F is the matter auxiliary field. At this level, we do not find the boundary condition
(b++ + b )(0) = 0 because it is multiplied by (c+ c )(0), which vanishes. The
condition F (0) = 0 was obtained in Section 2 by requiring invariance of the classical
action under supersymmetry in the absence of a superpotential; now it is obtained from
162
BRST invariance, but, of course, the two are closely related. (Usually, one eliminates F ,
but we have kept it for completeness.)
Further variation of (5.13) lead to two new conditions:

(b++ + b )(0) = 0,
2 c+ c (0) = 0,
note the expected appearance of the condition (b++ + b )(0) = 0.
The pattern is clear: the canonical BRST transformation rules of the spinning
string require the same infinite tower of boundary conditions as the improved BRST
transformations for the bosonic string! As one goes up the tower, the conditions on the
bosonic and fermionic sectors alternate; at each level, the number of s increases and a
relative sign changes. For example, the variation of (b++ + b )(0) = 0 gives the new
conditions13

2 (+ + )(0) = 0,
2 + + (0) = 0,
2 (++ + )(0) = 0.
(5.14)
Variation of
+ )(0) = 0 yields
= 0 and
= 0, and obvious
further conditions; no condition 2 X(0) = 0 or F (0) = 0 arises.
The complete set of boundary conditions is:

2n+1 X(0) = 0,
2n F (0) = 0,
n c+ ()n c (0) = 0,

n + + ()n (0) = 0,
n b++ ()n b (0) = 0,

n ++ + ()n (0) = 0.
n + + ()n (0) = 0,
(5.15)
2 (+
2 F (0)
3 X(0)
These conditions hold for n = 0, 1, 2, . . . and for all worldsheet time t.

We now interpret our results geometrically. We define fields on the double interval
by:

X(, t),
0,
F (, t),
0,

X(, t) =
F (, t) =
X(, t), 0,
F (, t), 0,

b (, t),
0,
0,
c+ (, t),
b(, t) = ++
c(,
t) =
b (, t), 0,
c (, t), 0,

+ (, t),
0,
(,
t) =
(, t), 0,
+
(, t),
0,
(, t) =
(, t), 0,

0,
t) = ++ (, t),
(,
(5.16)
(, t), 0.
The conditions (5.15) can all be interpreted as smoothness conditions on the fields
defined on the double interval, that is, left-derivatives are equal to right-derivatives at
is a smooth symmetric function, F
is a smooth
the boundary. Specifically, they imply X
13 The variation of 2 (c+ c )(0) 2 2 c (0) = 0 does not give a new condition because c = c c +
ct t c and c (0) = ct (0) = 2 c (0) = 0.
163
c,
, are all smooth at the boundaries without any
antisymmetric function, and b,
,
particular symmetry properties in the bulk. Thus in a path integral approach, BRSTinvariance leads us to consider smooth fields on the double interval. (Of course, this is
the usual dense set of paths that physicists always consider; strictly speaking, most paths
are not even differentiable, but since the BRST transformations as well as the Lagrangian
involve derivatives, that would require an entirely different approach.)
We can again consider the improved BRST transformation rules found by dropping
nonholomorphic terms in (5.2)(5.4). These holomorphic BRST transformations have the
same infinite set of boundary conditions with the same geometrical interpretation as the
canonical BRST transformations.
With hindsight, it is merely an accident (or a miracle?) that the canonical BRST
transformation rules for the bosonic string did not lead to an infinite set of boundary
conditions; indeed, the higher-order boundary conditions on the bosonic sector of the
spinning string follow from imposing BRST-invariance of the boundary conditions for the
fields in the fermionic sector.
A certain exhaustion prevents us from investigating the effect of BRST auxiliary fields
in the spinning (NSR) string.
6. Symmetries of the superstring

As a last example, we consider the GreenSchwarz superstring and study the
compatibility of the boundary conditions with (Siegel)-symmetry. We remind the reader
that the GreenSchwarz superstring is an alternative formulation of string theory in terms
of worldsheet fields which are spacetime superspace coordinates X (t, ) and i (t, )
(i = 1, 2); this has the advantage that it makes spacetime supersymmetry manifest, though
it is difficult to quantize covariantly. There are two pure closed superstring theories: the IIA
theory, in which the Weyl spinor coordinates i (t, ) have opposite chirality, and the IIB
theory, in which they have the same chirality. There is in addition the type I theory, which
has both a closed and an open string sector, and has two spacetime Weyl spinors i (t, )
with the same chirality. In all of these theories, there appear to be too many fermionic
fields; as was discovered by Siegel for the superparticle [29] and the superstring in D = 3
[30], and extended to D = 10 by Green and Schwarz [31], half of these can be gauged away
by a local fermionic gauge symmetry called -symmetry. Here we focus on -invariance
of the open sector of the type I string. The -transformations of X (t, ) and i (t, ) are
X =
2

i i ,
i = i ,
(6.1)
i=1
where the parameters anticommuting i are (anti)self-dual:
2 = P+ 2 ,
1 = P 1 ,

1

P =
= P ,
h
2
h
1 = 1 P+ ,
2 = 2 P ,
(6.2)
164
and
= X
2

i i .
(6.3)
i=1
In
projector, h is the determinant of the worldsheet metric h ; the combination
the
h h , which is all we need, transforms as14

h h = 8 h 1 P 1 + 2 P+ 2 .
(6.4)
Though it is not obvious, because of the (anti)self-duality of i and the relation P =
h h P , the right-hand side of (6.4) is symmetric and traceless. The (anti)selfduality relations (6.2) can be rewritten as
t2 = h 2 ,
1 = h 1t ,
2 = h 2t .
t1 = h 1 ,
(6.5)
The worldsheet action of the GreenSchwarz superstring is15

1 1
S=
h h
2

+ 1 1 2 2 1 1 2 2 .
(6.6)
This action is invariant under local Weyl rescalings h = h , X = i = 0, rigid

spacetime supersymmetry transformations i = i , X = 2i=1 i i , h = 0, as
well as -transformations and worldsheet
diffeomorphisms. The diffeomorphisms can be
used to go to conformal gauge h h = , which leads to nonlocal compensating

transformations in the -transformations that we discuss below.
From the EulerLagrange equations, one finds the following boundary conditions:

1
h (0) (0) = 0.
2 (0),
(6.7)
(In the light-cone gauge, = X for the transverse coordinates, and hence we recover
the usual Neumann boundary conditions.) Supersymmetry transformations of the action
lead to a boundary term that vanishes when 1 = 2 , consistent with the boundary condition
1 (0) = 2 (0).
We now consider the orbit of successive symmetry variations of the boundary conditions
(6.7). Under diffeomorphisms, we find

1 2 (0) = 1 2 (0),

(0) = (0).
(6.8)
Though, in principle, one could consider other conditions, the only consistent boundary
condion that makes these vanish when we impose (6.7) is (cf. the comment above (4.4))
(0) = 0.
(6.9)
14 Though we work in conformal gauge h h = below, for now we keep the metric h arbitrary.
15 If one writes the second term with X instead of , the sign of the last term changes.
165
A direct construction of the orbit of successive -symmetry variations of the boundary

conditions (6.7) in arbitrary diffeomorphism gauge rapidly becomes very complicated. We
therefore restrict ourselves to conformal gauge. The -transformations of the metric (6.4)
do not preserve the conformal gauge condition, and hence must be augmented by compensating diffeomorphisms that restore the gauge. If the compensating diffeomorphisms
can be chosen to obey (6.9), then they will preserve the boundary conditions (6.7), and
will not be needed in the -transformations of the boundary conditions. This observation
leads to great simplifications in subsequent calculations. Before explicitly constructing the
compensating transformations, we study the -transformations of the boundary conditions
(6.7) simply assuming (6.9) and ignoring the compensating transformations.
Under a -transformation,

1 2 = 1 2 / 1 2 .
(6.10)
Using the boundary condition (0) = 0, this implies
1

t t2 (0) = 0,
(6.11)
the (anti)self-duality of i (cf. (6.5)) then implies

1
+ 2 (0) = 0.
(6.12)
To study the variation of the boundary condition
(0) = 0,
we use
= 2 i / i .
(6.13)
In conformal gauge, we find

(0) = 2 1 + 2 / t 1t (0).
(6.14)
This implies the boundary condition

1 + 2 (0) = 0.
(6.15)
We now show that (6.15) follows from a combination of the field equations restricted to
the boundary.
The field equations are

S = 1
S+
X
1

S = 2
S+
2
h P / 1 ,
h P+ / 2 ,
(6.16)
where

S = + 1 1 2 2 .
X
We consider ( 1 S 2 S)(0). The terms proportional to
2 )(0) = 0. The rest is proportional to

h / 1 2 / 1 + 2 (0).
(6.17)
X S
cancel because ( 1
(6.18)
166
The first term vanishes because (0) = 0 and ( 1 2 )(0) = 0. The remaining term is
(/
t ( 1 + 2 ))(0), which is proportional to the boundary condition (6.15), and thus
(6.15) is proportional to the combination of field equations ( 1 S 2 S)(0).
The -invariance of the boundary condition (0) = 0 has forced us to add a new
condition (compatible with the equations of motion): ( ( 1 + 2 ))(0) = 0. We now vary
this condition and see if these conditions close. The variation gives

/ 1 + 2 (0) = / t 1t + 2t (0) + / t 1t + 2t (0),
(6.19)
where we have used (k 1 + 2 )(0) = 0 to simplify the first term and (0) = 0 to simplify
the second term. The first term vanishes as a consequence of previous boundary conditions:

( / t )(0) = (t/ )(0) + 2 t i i (0)

= (t/ )(0) + 2 t 1 1 + 2 (0),
(6.20)
which vanishes as a consequence of (0) = 0 and ( ( 1 + 2 ))(0) = 0 (we used

( 1 2 )(0) = 0 to simplify the last term in second line of (6.20)). Finally, the last term in
(6.19) vanishes when we impose a new condition on the -parameter:

1
t + t2 (0) = 0.
(6.21)
With this condition, the boundary conditions are preserved by both diffeomorphisms and
-transformations in conformal gauge provided that the compensating diffeomorphism
satisfies (0) = 0.
We now study the compensating diffeomorphism. The boundary conditions that are
imposed on the diffeomorphism parameters by the conformal gauge choice follow from

h h (0) = h h h h ( ) + h h (0).
(6.22)
These vanish in conformal gauge when (0) = 0 is satisfied as well as
t

t (0) = 0,
t (0) = 0.
(6.23)
In the remainder of this paper, we find the compensating transformation and demonstrate that it can be chosen to obey (0) = 0. These calculations are most readily performed in the coordinate basis + 12 (t + ), 12 (t ). In this basis, we have
+ = 2,
P++ = P+ = 2,
(6.24)
which implies that the duality conditions (6.2), (6.5) on become simply
1+ = 2 = 0.
(6.25)
The conditions that the compensating diffeomorphism comp satisfies follow from (6.4) and
(6.22):
8 1 + 1 + + comp
= 0,
+
8 2+ 2 + comp
= 0.
(6.26)
167
These integrate to
(t, ) = 8
comp
+
(t, ) = 8
comp
t +
t

ds 1 + 1 12 (s + t ), 12 (s t + ) + 0 (t ),

ds 2+ 2 12 (s + t + ), 12 (s + t + ) + 0+ (t + ),
(6.27)
where 0 are residual diffeomorphisms that preserve conformal gauge (conformal transformations).
We now consider the condition (6.9), which in this coordinate basis becomes16
+ (t, 0) = (t, 0),
+ (t, ) = (t, ),
(6.28)
since the compensating diffeomorphism is nonlocal, here we have to consider both the
boundaries at = 0 and at = explicitly. At = 0,
t
8

ds 1 + 1 12 (s + t), 12 (s t) + 0 (t)
t
= 8

ds 2+ 2 12 (s + t), 12 (s + t) + 0+ (t).
(6.29)
We satisfy this condition by choosing 0+ (t) 0 (t). We are left with the boundary
condition at =
t +

8
ds 1 + 1 12 (s + t ), 12 (s t + ) + 0 (t )
t

= 8
ds 2+ 2 12 (s + t + ), 12 (s + t + ) + 0+ (t + ).
(6.30)
Using (6.29) at a time t + , this may be rewritten as

t +

ds 2+ 2 12 (s + t + ), 12 (s + t + ) + 0+ (t ) 0+ (t + ) = 0.
8
t
(6.31)
0+ (t)
that satisfies this

The integral is just some function of t, and we can always find a
finite difference equation. (One way to see this is to Taylor expand the difference; the
matrix relating the Taylor coefficients of the difference to the Taylor coefficients of 0+ (t)
is invertible.) This completes our demonstration that the compensating diffeomorphism
satisfies the boundary condition comp

(0) = 0.
16 Until now, we have used the notation that for any field or parameter (t, ), (0) is the value at the
boundary (either = 0 or = ); we now abandon this convention, and indicate the arguments explicitly.
168
Acknowledgements
The work of U.L. is supported in part by VR grant 5102-20005711 and by EU contract
HPRN-C7-2000-0122. The work of M.R. and P.vN. is supported in part by NSF Grant
No. PHY-0098527.
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Scaling violations in YangMills theories

and strings in AdS5
Minos Axenides a , Emmanuel Floratos a,b , Alex Kehagias a,c
a Institute of Nuclear Physics, N.C.S.R. Demokritos, GR-15310 Athens, Greece
b Nuclear and Particle Physics Sector, University of Athens, GR-15771 Athens, Greece
c Department of Physics, NTUA, Zografou, GR-15773 Athens, Greece
Received 22 November 2002; received in revised form 2 April 2003; accepted 15 April 2003
Abstract
String solitons in AdS5 contain information of N = 4 SUSY YangMills theories on the boundary.
Recent proposals for rotating string solitons reproduce the spectrum for anomalous dimensions of
Wilson operators for the boundary theory. There are possible extensions of this duality for lower
supersymmetric and even for non-supersymmetric YangMills theories. We explicitly demonstrate
that the supersymmetric anomalous dimensions of Wilson operators in N = 0, 1 YangMills theories
behave, for large spin J , at the two-loop level in perturbation theory, like log J . We compile the
analytic one- and two-loop results for the N = 0 case which is known in the literature, as well as for
the N = 1 case which seems to be missing.
PACS: 11.25.-w; 11.15.-q
1. Introduction
Recent developments in understanding the duality between gravity and gauge interactions points to a new synthesis of ideas about the role of string theory for the infrared
behavior of both supersymmetric and non-supersymmetric YangMills theories. These developments came from three different directions.
Firstly the AdS/CFT correspondence was extended to new exact string backgrounds, the
so-called pp-waves, which are unique and universal limits (Penrose limit) of every space
E-mail addresses: axenides@inp.demokritos.gr (M. Axenides), floratos@inp.demokritos.gr (E. Floratos),
kehagias@mail.cern.ch (A. Kehagias).
doi:10.1016/S0550-3213(03)00338-9
M. Axenides et al. / Nuclear Physics B 662 (2003) 170184
171
time which admits null geodesics [1,2]. In these backgrounds it is frequently possible to
solve exactly the quantum spectrum of strings while the correspondence with the conformal
field theories on the boundary remains intact. One hopes to get non-trivial information
about interesting boundary theories by using more detailed information from the string
side [38]. Penrose limits of backgrounds with various number of supersymmetries
constructed as orbifolds and orientifolds have been discussed in [911].
A second development came from the realization that the free string Hamiltonian
in AdS5 background describes a string with spacetime dependent tension, whereby it
develops hard components with field theory point-like behavior. The hard component of
the AdS5 strings appears in the energy scaling behavior of the production cross-sections
of the process 2 n strings. This process has been calculated in [12] and found to
be similar to the hard scattering processes of QCD. In the language of the old parton
model the string in flat spacetime is very soft. If viewed as a hadron its average radius
diverges logarithmically with the number of partons (wea partons). Interestingly in a AdS5
background its average radius is finite and calculable around a fixed distance from the
boundary of AdS5 [13]. More recently the dual picture for deep inelastic processes has
also been studied [14].
The third development concerns the duality between spacetime geometry and gauge
interactions. In [15], an explicit classical string soliton solution has been found in AdS5
which represents a collapsed closed string in the form of a rod rotating with constant
angular velocity in the equator of S 3 of AdS5 . By considering the deviations from
flat spacetime for the energy-angular momentum relations for large spin, logarithmic
corrections were found similar to the large spin behavior of the anomalous dimensions
of Wilson operators for the N = 4 supersymmetric YangMills theories on the boundary.
It is interesting to note that similar behavior was found for rotating long strings in the AdS5
black hole background [16] while rotating strings exhibiting confinement as well as finitesize effects have been studied in [17]. It should be stressed here that for the GKP solution
which describes the rotating string in AdS5 , the internal space does not enter anywhere.
Thus, the superstring background can be the standard maximally supersymmetric AdS5
S 5 , as well as any of the available N = 2 supergravity backgrounds of the form AdS5 X5
described in [18]. It can even be a non-supersymmetric background with an AdS5 factor.
This seems to indicate that the large spin behavior of the anomalous dimensions of Wilson
operators in YangMills theories is the same (up to possible coefficient differences) for
both supersymmetric and non-supersymmetric theories.
In this work we confirm that both N = 0 and N = 1 gauge theories exhibit identical
large spin behavior. In particular, we reconsider in detail the existing calculations for
anomalous dimensions of Wilson operators in N = 0 YangMills theories up to two loops.
Moreover for the case of N = 1 we calculate explicitly the two loop anomalous dimensions
from the known results of the non-supersymmetric case [19]. We identify the numerical
coefficients in front of the confirmed logarithmic behaviour for large spin. In Section 2
we recall the GKP rotating strings [15] in AdS5 in the limit of large spin (long strings).
In Section 3 we review the formalism of operator product expansion for deep inelastic
scattering and we set up our notation. In Section 4 we exhibit the known analytic results of
the two loop anomalous dimensions for the N = 0 pure YangMills theories. In Section 5
172
we present the analytic results N = 1 results and we give the asymptotic behavior of both
supersymmetric and non-supersymmetric cases in the limit of large spin.
2. AdS5 rotating strings in the large spin limit

One of the emerging scenarios, due to Polyakov, provides a further extension to the
AdS/CFT correspondence between the AdS5 supergravity and the boundary theory of
N = 4 supersymmetric YangMills which possibly may reach out all the way to the nonsupersymmetric regime. According to it the AdS5 spacetime which appears as a solution
of the quantum non-critical string theory in four dimensions provides a dual description
of pointlike field theories. In such a description the fifth dimension plays the role of
a non-critical Liouville field [15,20]. The non-critical string represents the dynamics of
gauge field strength lines and it has to live in AdS5 . The AdS5 radius R satisfies the
2 N)/4 is the t Hooft coupling. Weak coupling string
relation R 4 = 2 where = (gYM
interactions correspond to strong gauge interactions on the boundary. As a result, in order
to explore the weak gauge coupling regime or equivalently the high-energy behavior of
the boundary gauge theory, one has to study non-perturbative classical string theory (large
N behavior) along with its quantum corrections. The GKP rotating string soliton in AdS5
offers an intriguing playground for developing and understanding these ideas. In particular,
it may provide a useful tool in exploring the transition region between weak and strong
gauge couplings or small and big spacetime curvatures.
In our present paper we make explicit quantitative comparison between string soliton
behavior for large t Hooft coupling and the analytic results for two loop anomalous
dimensions of N = 0, 1 YangMills theories in the same limit. We begin with the
description of the Polyakov string soliton. We follow the parametrization of the global
AdS5 metric

ds 2 = R 2 dt 2 cosh2 + d 2 + sinh2 d32 .
(2.1)
The string soliton rotates at the equator of S 3 and the azimuthal angle depends linearly on
time
= t.
(2.2)
By choosing the timelike gauge t = and by assuming that the radial coordinate is only
a function of we obtain the NambuGotto Lagrangian
R2
L = 4
2
0

d
cosh2 2 sinh2 .
(2.3)
The maximum radial distance is 0 which is determined by the speed of light

coth2 0 = 2 .
The reparametrization constraints give the equation

2 = e2 cosh2 2 sinh2 ,
(2.4)
(2.5)
173
d
where = d
and e is adjusted so that has a period 2 . The spacetime energy E and
spin J of the rotating string are then given by
R2
E=
e
2
2
2
d cosh ,
R2
S=
e
2
2
d sinh2 .
(2.6)
These expressions determine E/ and J / as functionsof .

We are interested here in the classical limit J which corresponds to
approaching one from above = 1 + with 0 <
1. In this limit the end of the string
approaches the boundary of the AdS5 0 12 log(1/). By expanding the energy and spin
in terms of we obtain
J
E J log + .
(2.7)
On the gauge theory side, E J , i.e., the dimension minus the spin of some composite
operator is the twist of the operator. In the case of the leading trajectory (solid rotating
string), the leading contributions come from twist-two operators. The deviation from the
flat spacetime is reminiscent of the behavior of the anomalous dimensions of the twisttwo Wilson operators of deep inelastic scattering for large spin. In a sense, the anti-de Sitter
background forces the string to develop hard partonic component reminiscent of QCD [12,
13]. In [15] a concrete conjecture about the large J behavior of E J is made to the effect
that the leading term for arbitrary will be
E J = f () log J.
(2.8)
In [3], the 1-loop corrections were computed

3
1
log 2,
f () =
(2.9)
4
and no higher powers of log J corrections were found. These calculations hold for large
but with J . One hopes that it will be possible to analytically continue these results for
small values of in order to make contact with the perturbative results for the YangMills
theories on the boundary. This is the subject of the recent work by Tseytlin et al. in [3].
3. Operator product expansion in deep-inelastic scattering

In the experiments of deep-inelastic scattering of leptons on nucleons and in the one
electroweak gaugeboson exchange approximation, one measures the differential crosssections of the emerging lepton with specific final four-momentum for unpolarized
scattering [21,22]
with
d
= l W ,
d 4 pl
(3.1)

l = 4 pi pf + pi pf g pi pf ,
(3.2)
174
and
W

1
=
d 4 x eiqx p, s| J (x), J (0) |p, s.
8
(3.3)
spins
Q
In the Bjorken limit Q2 = q 2 and xB = 2pq
fixed where q = (pf pi ) is
the momentum transfer and p is the nucleus momentum the Fourier transform above is
dominated by light-cone distances. The commutator can be calculated as the imaginary
part of the time-ordered product of the electroweak currents J
1
Im T (p, q)
2

1
1
p q
F3 xB , q 2 , (3.4)
= e
FL xB , Q2 + d
F2 xB , Q2 + i+
2xB
2xB
pq
W =
where
T = i

d 4 x eiqx p|T J (x)J (0) |p,
(3.5)
and FL , F2 , F3 are the structure functions which are measured by the experiments (F3 is
relevant for neutrinos). The right-hand side is dominated by the light-cone x 2 0 and can
be expanded in terms of composite operators multiplied by coefficient functions
T
2

2

1 N
Q
N
N Q
=
, s + d C2,i
, s
e CL,i
2xB
2
2
N,i

2
p
p q N Q2
C
,
, s AN
+ i+
i
p q 3,i 2
2
(3.6)
where
e = g
q q
,
q2
d = g p p
4xB2
2xB
(p q + p q ) 2 ,
2
q
q
(3.7)
g2
N
N
YM
s = 16
2 and Ai are the matrix elements of the dominant operators Oi (i = NS, quark,
gluons) between the nucleon state. The dominant terms in the light-cone expansion come
from lowest twist (dimension minus spin) operators which can be constructed from the
YangMills theory with fermions. They are the flavour non-singlet (valence quarks) and
the singlet ones (sea-quarks and gluons)
n
ONS,
=

i n1 1 2
q
D D n 1 5 q + permutations traces ,
2n!
(3.8)
where is a flavour index and the chiral projector appears in the scattering of neutrinos
and anti-neutrinos while in the scattering of electrons or positrons is missing. The singlet
175
operators are

i n1 1 2
q D D n q + permutations traces ,
n!
n2

i
Ogn =
(3.9)
Tr F 1 D 2 D n1 F n + permutations traces .
2n!
These operators are the twist 2 = (n + 2) n ones which are dominating in the light-cone
expansion. From Eq. (3.6) taking moments over the Bjorken variable xB we project out the
spin N term
Oqn =
1
dx x
Nk

Fi x, Q2 =

N
Ci,j
i=NS,q,g
2
Q2
p
, s AN
,
j
2
(3.10)
where k = 2 for F2 , FL and k = 1 for F3 . The importance of the moment equations (3.10)
comes from the renormalization properties of the Wilson operators

N p2
N
N
1
p|Oi |p = p p traces Ai
(3.11)
.
2
The non-singlet one is multiplicative renormalized
N
N
N
ONS,bare
= ZNS
ONS,ren
,
(3.12)
while the singlet ones between physical states mix through a two-by-two matrix
renormalization constant
N
N
= ZijN Oj,ren
,
Oi,bare
i, j = q, g.
(3.13)
Because of these properties, the moment equations give information about the Q2
evolution of structure functions. Indeed, since the left-hand side is renormalization group
invariant, the dependance on the renormalization scale of the right-hand side should
cancel between the coefficient functions and the operator matrix elements. This gives the
renormalization group equations for the coefficient functions

2

N
N
NS
(s ) CNS,i
,
2 2 + (s )
s = 0,
s
2

2

2
N
N Q
+ (s )
, s = 0, j, k = q, g.
j k j k (s ) Ci,k
2
s
2
k
(3.14)
The expansion of the - and -function in s can be calculated from the renormalization
constants by looking at the coefficient of the simple poles in the dimensional regularization
parameter +, d = 4 +
(1)
(1),N
1
N
Z ,
NS
= s
Z
(s ),
= s
2 s s
s NS
(1),N
Z
(s ),
ijN = s
s ij
(3.15)
176
where typically
Z(s ) = 1 +
Z (1) (s ) Z (2) (s )
+ .
+
+
+2
(3.16)
4. The two-loop anomalous dimensions of Wilson operators: generalities and old

results
The anomalous dimensions of Wilson operators OiN at one and two loop level for any
representation of fermions are known for the following cases. For N = 0 the anomalous
dimension for QCD were calculated firstly at one loop in [21,22] and at two loop levels
in [23]. It has been recalculated in [24] and a discrepancy was found for the two loop gg
in the coefficient of the Casimir CA2 . In [19] through the supersymmetric identities that
will be discussed below the discrepancy was resolved in favor of [24]. This coefficient has
been recalculated in [25] and the result was found to be in agreement with that of [24].
The complete two loop QCD results were recalculated in [26,27]. In [28], the two-loop
anomalous dimensions were written in a very compact form and for phenomenological
reasons the large spin behavior was studied and the asymptotic (log J ) behavior was
singled out.
The N = 1 case was studied in one-loop by [29] where the supersymmetric identity for
the singlet anomalous dimensions was found
(0)
(0)
(0)
(0)
(J ) + gq
(J ) = qg
(J ) + gg
(J ),
qq
(4.1)
for every J . This infinite number of relations, is due to the fact that the combination of
the Wilson operators OqJ + OgJ is multiplicatively renormalized [19,29,34]. For higher
supersymmetries N = 2, N = 4 there are similar relations involving the scalar operator
anomalous dimensions [30,31]. At the two-loop order one can check that the anomalous
dimension singlet matrix elements obtained above satisfy the same relations [19]. These
infinite number of relations provide an important check of the calculation and at the same
time they confirm that the dimensional reduction scheme (DR) is the appropriate one for
supersymmetric gauge theories [32].
The N = 1 case with quark multiplets (SUSY-QCD) was studied for phenomenological
reasons at the two-loop level in the approximation of light gluinos and heavy squarks
[33]. The contribution of heavy squarks was omitted from the two loop anomalous
dimensions and the Q2 evolution of the structure functions. As a result the N = 2 (quark
hypermultiplet in the adjoint) two-loop anomalous dimensions could not be obtained, as
the N = 1 is incomplete. On the other hand the complete N = 2 anomalous dimensions
were obtained at one-loop level and additional supersymmetric relations for the singlet
case were found in [30].
The N = 4 anomalous dimensions at one-loop are also known and it is claimed that
the two-loop result can be obtained from the analytic properties of the DGLAP and BFKL
evolution kernel [31].
For completeness of the presentation and in order to prepare the ground for the N = 1
case we present below the old known two-loop N = 0 results in the compact form
following [26,28]. We expand the anomalous dimensions typically as:

2
s
s
+ (1) (J )
(J ) = (0) (J )
+ ,
4
4
177
(4.2)

16S1 (J )(2J + 1)
1
+ 16 2S1 (J )
S2 (J ) S2 (J )
2
2
J (J + 1)
J (J + 1)

8(1
+ 4J + 5J 2 + 3J 3 )
) 8S3 (J ) 3
+ 24S2 (J ) + 64S(J
J 3 (J + 1)3

1
536
2S2 (J ) S2 (J )
S1 (J ) 8 2S1 (J )
+ CA CF
9
J (J + 1)
88
17
)
S2 (J ) 28S(J
3
3

4 (33 + 52J + 236J 2 + 151J 3)
9
J 2 (J + 1)3

32
4 16 (11J 2 + 5J 3)
160
S1 (J ) + S2 (J ) + +
+ CF TR
, (4.3)
9
3
3
9
J 2 (J + 1)2

(1)
NS
(J ) = CF2
(1)
(1)
(J ) = NS
(J ) 16CF TR
qq

(5J 5 + 32J 4 + 49J 3 + 38J 2 + 28J + 8)
,
(J 1)J 3 (J + 1)3 (J + 2)2
(4.4)
(4 + 8J + 15J 2 + 26J 3 + 11J 4 ) 4S1 (J )
J 3 (J + 1)3 (J + 2)
J2

2
2
(2 + J + J )(5 + 2S1 (J ) 2S2 (J ))
+
J (J + 1)(J + 2)

8CA TR 2 16 + 64J + 104J 2 + 128J 3 + 85J 4 + 36J 5

+ 25J 6 + 15J 7 + 6J 8 + J 9

1
8(3 + 2J )S1 (J )
(J 1)J 3 (J + 1)3 (J + 2)3
+
(J + 1)2 (J + 2)2

(2 + J + J 2 )(2S12 (J ) + 2S2 (J ) 2S2 (J ))
,
+
(4.5)
J (J + 1)(J + 2)
(1)
qg
(J ) = 8CF TR
1
32
(2 + J + J 2 )(8/3 + S1 (J ))
CF TR
+
3
(J 1)J (J + 1)
(J + 1)2
2
(4 12J J + 28J 3 + 43J 4 + 30J 5 + 12J 6)
4S1 (J )
4CF2
3
3
(J 1)J (J + 1)
(J + 1)2

2
2
(2 + J + J )(10S1 (J ) 2S1 (J ) 2S2 (J ))
+
(J 1)J (J + 1)
(1)
gq
(J ) =
178
8CA CF
(144 + 432J 152J 2 1304J 3 1031J 4 + 695J 5)

9(J 1)2 J 3 (J + 1)3 (J + 2)3
(+1678J 6 + 1400J 7 + 621J 8 + 109J 9)

9(J 1)2 J 3 (J + 1)3 (J + 2)2
(12 22J + 41J 2 + 17J 4 )S1 (J )
3(J 1)2 J 2 (J + 1)

(2 + J + J 2 )(S12 (J ) + S2 (J ) S2 (J ))
+
,
(J 1)J (J + 1)
+
(4.6)

16(4 4J 5J 2 10J 3 + J 4 + 4J 5 + 2J 6 )
8+
(J 1)J 3 (J + 1)3 (J + 2)

32 16(12 + 56J + 94J 2 + 76J 3 + 38J 4 ) 160S1(J )

+
+ CA TR
3
9(J 1)J 2(J + 1)2 (J + 2)
9
2
3
4
4(576 + 1488J + 560J 1632J 2344J + 1567J 5)
+ CA2
9(J 1)2 J 3 (J + 1)3 (J + 2)3
(1)
(J ) = CF TR
gg
(6098J 3 + 6040J 4 + 2742J 5 + 457J 6) 64
3
9(J 1)2 (J + 1)3 (J + 2)3
536
64(2 2J + 7J 2 + 8J 3 + 5J 4 + 2J 5)S1 (J )
S1 (J ) +
+
9
(J 1)2 J 2 (J + 1)2 (J + 2)2
2

32(1 + J + J )S2 (J )
)
+
16S1 (J )S2 (J ) + 32S(J
(J 1)J (J + 1)(J + 2)
(4.7)

4S3 (J ) ,
(0)
qq
(J ) = 2CF

2
4S1 (J ) 3
,
J (J + 1)
(4.8)
8TR (J 2 + J + 1)
,
J (J + 1)(J + 2)
4CF (2 + J + J 2 )
(0)
gq
,
(J ) =
(J 1)J (J + 1)

4
4
8
11
(0)
gg
+ 4S1 (J ) ,
(J ) = TR + 2CA
3
3
J (J 1) (J + 1)(J + 2)
(0)
(J ) =
qg
J

1
Sn (J ) =
,
kn
Sn (J ) = 2n1
k=1
)=
S(J
k=1
J

(1)k S1 (k)
k
J

1 + (1)k
k2
kn
(4.9)
(4.10)
(4.11)
(4.12)
179
Here CF ,CA are the Casimirs for the fermions and gauge bosons whereas TR is one half
the number of fermions. To facilitate the reader, we present the large J behaviour of some
harmonic functions. In particular, from the above definitions it follows that
Sn (J ) Sn (J ) 0
for J .
(4.13)
Moreover, we have

2
+ O J 1 ,
6
J

5
) (3) + (1) log J + O J 2 .
S(J
2
8
2
J

S1 (J ) log(J ) + C + O J 1 ,

S3 (J ) = (3) + O J 2 ,
S2 (J )
(4.14)
(4.15)
5. N = 1 SUSY YangMills anomalous dimensions of Wilson operators

In the following we review the results of [19] and proceed to obtain the explicit
form of the anomalous dimensions for the N = 1 supersymmetric case at the two loop
level from the already known results in QCD. To this end we put the fermions in the
adjoint representation and consider only the ones of the Majorana type. This can be
obtained directly from the non-SUSY results for the special case of CF = CA = 2TR = N .
However, beyond one-loop, the dimensional renormalization scheme MS, in which the
QCD results mentioned above are obtained, breaks supersymmetry as well as does the
covariant gauge fixing. The latter is solved by calculating anomalous dimensions of gauge
invariant observables like the Wilson operators. In order to preserve supersymmetry, we
have to use the dimensional reduction scheme (DR) in which the momentum integrations
are done in 4 + dimensions and the spin-index algebra is performed in 4 dimensions.
Instead of repeating the long two-loop calculations, there is a way to pass from MS to DR
if we calculate the one-loop finite part of Wilson operators in both schemes and the relation
between the N = 1 YM gauge couplings between the two schemes at two loops
1
s DR = s MS + s 2MS + .
(5.1)
3
For the singlet anomalous dimensions, the relevant transformation rule between the two
schemes at two-loops is [19]
(0) (0)
(0) (0) 1 (0)
(1)
(0)
(1)
(0)
,
DR + b0 ODR + DR , ODR = + b0 O + , O
MS
MS
MS
MS
3 MS
where the two-by-two matrix of the finite parts of Wilson operators is defined as

Oqq Oqg
O=
,
Ogq Ogg
O = s O (0) + s2 O (1) + .
(5.2)
(5.3)
(5.4)
By employing Eq. (5.2) and the two-loop results we find the N = 1 supersymmetric
singlet anomalous dimensions. In the following we will omit the overall factor CA2 as well
as the 13 (0) contribution. The (1) s which are portrayed below are calculated in the DR
MS
180
scheme
(1s)
qq
(J ) = 14 +
8(2 + J + J 2 )
4(18 + 39J + 142J 2 + 290J 3 + 151J 4)
9J 3 (1 + J t)3

8(8 + 28J + 38J 2 + 49J 3 + 32J 4 + 5J 5 )
2
+
J (1 + J )
(1 + J )J 3 (1 + J )3 (2 + J )2
+
J (1 + J )2 (2 + J )
8(3 + 11J 2 + 18S1 (J ) + J (5 + 36S1 (J ))
9J 2 (1 + J )2

1
152S1 (J )
) 4S (J ),
2S1 (N) S2 (J ) +
+ 32S(J
+8
3
J (1 + J )
3

10 2
6
4
4(2 + J + J 2 )
(1s)
+
+ 2S2 (J )
(J ) =
qg
J (1 + J )(2 + J )
3
J
1+J
2+J

4(4 + 8J + 15J 2 + 26J 3 + 11J 4)

J 3 (1 + J )3 (2 + J )
16S1 (J ) 32(3 + 2J )S1 (J )
J2
(1 + J )2 (2 + J )2

8 16 + 64J + 104J 2 + 128J 3 + 85J 4 + 36J 5 + 25J 6

+ 15J 7 + 6J 8 + J 9

1
(1 + J )J 3 (1 + J )3 (2 + J )3 ,
(1s)
(J ) =
gq
8(2 + J + J 2 )(16 + 51S1 (J ) 9S2 (J )) 16(1 + 3S1 (J ))

+
9J (1 + J 2 )
3(1 + J )2
4(4 12J J 2 + 28J 3 + 43J 4 + 30J 5 + 12J 6)
(1 + J )J 3 (1 + J )3

8 144 + 432J 152J 2 1304J 3 1031J 4 + 695J 5 + 1678J 6

+ 1400J 7 + 621J 8 + 109J 9

1
9J 3(1 + J )3 (2 + J + J 2 t)2
8(12 22J + 41J 2 + 17J 4 )S1 (J )
,
+
3(1 + J )2 J 2 (1 + J )

(1s)
gg
(J ) = 4 576 1488J 560J 2 + 1632J 3 + 2344J 4 1567J 5 6098J 6

6040J 7 2742J 8 457J 9

1
9(1 + J )2 J 3 (1 + J )3 (2 + J )3
+
16(1 + J + J 2 ) 8(4 4J 5J 2 10J 3 + J 4 + 4J 5 + 2J 6 )

+
J (1 + J )2 (2 + J )
(1 + J )J 3 (1 + J )3 (2 + J )
32(1 + J + J 2 )S2 (J )
8(12 + 56J + 94J 2 + 76J 3 + 38J 4)
+
(1 + J )J (1 + J )(2 + J )
9(1 + J )J 2 (1 + J )2 (2 + J )
64(2 2J + 7J 2 + 8J 3 + 5J 4 + 2J 5 )S1 (J )
(1 + J )2 J 2 (1 + J )2 (2 + J )2
14 +
456S1 (J )
) 4S3 (J ).
16S1 (J )S2 (J ) + 32S(J
9
181
(5.5)
It is easy to check that the (1) (J )s satisfy as well the Dokshitzer relation of Eq. (4.1).
In this section we discuss the large spin behavior of the anomalous dimensions of
Wilson operators for supersymmetric and non-supersymmetric YangMills theories. This
question is relevant for the gauge theory-string duality as we have discussed above. It is
also of phenomenological interest as the scaling violations become more prominent in the
kinematic regime of xB 1 [21,28]. The Feynman rules for the Wilson operators dictate
that the diagrams with gluon lines coming out from the operator vertex will contribute
terms which behave like k (log J )2k1 [21] and sub-dominant terms at k-loop order.
In the non-supersymmetric case the asymptotic over all log J behavior comes about
after successive miraculous cancellations of all the (log J )2 and (log J )3 terms at two loops
inside the gauge invariant classes of diagrams.
This cancellation is a consequence of Ward indentities for the gluonquarkquark vertex
with an insertion of the quark operator OqN . As an illustration the leading behaviour of the
quarkquark diagramms of Fig. 1 is (we do not include explicitly the log J terms of these
diagrams)
diag. (A)
diag. (B)
diag. (C)
diag. (D)
diag. (E)
4(log J )2 CF2 ,
2
(log J )3 CF CA ,
3

1
4(log J )2 CF2 CF CA ,
2

2
(log J )3 + 2(log J )2 CF CA ,
3

4
(log J )3 4(log J )2 CF CA .
3
(5.6)
Fig. 1. Two-loop quarkquark diagramms with quadratic or cubic in log J leading behavior at large spin J .
182
At this point it is important to observe that supersymmetry (CF = CA ) does not improve
the log J behavior of the above diagrams. From the previous section on the other hand there
1s (especially those which behave
appears some cancellations in the subleading terms of qg
2
like (log J ) /J for large J ).
We exhibit below the large J behaviour and large N of both the nonsupersymmetric and
suppersymmetric anomalous dimensions at one and two loops. We absorb the N factors of
the Casimirs in the t Hooft coupling. In this limit we typically expand the anomalous
dimensions as follows:
2
(0)
(J ) +
(1)(J ) + .
J () =
(5.7)
4
4
In particular the non-supersymmetric asymptotic behaviour (CA = N , CF = N2N1 ,
and TR = n2F ) for large N gives (CA = 2CF = N, TR = 0), is for one and two loops,
respectively:
2
(0)
qq
(J ) 4 log J + 4 3,
(0)
(0)
gg
(J ) 2qq
(J ),

1
4
(1)
129 + 52 2 + 16 3 2 67 ,
(J ) 67 3 2 log J
qq
9
36
(1)
gg
(J ) 2qq(J ),
(5.8)
where is the EulerMasceroni constant.

In the N = 1 supersymmetric case (CA = CF = 2TR = N ) the asymptotic behaviour in
the DR scheme is given by:
(0)
(J ) 8 log J + 8 6,
qq
(0)
(0)
(J ) qq
(J ),
gg

2
8
(1)
(J ) 19 2 log J 21 + 36(3) + 4 2 19 ,
qq
3
3
(1)
(1)
gg (J ) qq (J ).
(5.9)
As far as the off-diagonal elements is concerned the one- and two-loop singlet
anomalous dimensions tend to zero in both the supersymmetric and non-supersymmetric
case. At this point we remark that there is important piece of literature for the resummation
methods of the leading behaviour at one and two loops of the structure functions near
xB 1 [31]. We would like to draw attention to the study of this limit through the cusp
singularities of the Wilson loop [35].
Conclusions
We would like to summarize our work by the following observations. The (log J )
behaviour of both the singlet and non-singlet anomalous dimensions for QCD was known
for a long time [22,28]. It constitutes a widespread belief that it also holds true to all
183
orders in perturbation theory. This amounts to a (1 x)1 behaviour of the GLAP splitting
function as x 1. In the present work we proved that this holds true as well for the
N = 1 supersymmetric YangMills theory. This is not obvious because by passing in the
supersymmetric case from the MS to the DR scheme one must include the one-loop finite
part of the Wilson operators. These matrix elements contain (log J )2 terms for large J but
their coefficients are the same in the two-schemes. From relation Eq. (5.2) it follows that it
is only the difference between the matrix elements for the two schemes participates and so
(log J )2 terms cancel. On the string theory side in AdS5 an identical claim holds but for
s
N . We suspect the presence of a geometrical
the strong coupling t Hooft limit 4
reason as a consequence of which long strings which touch the horizon violate by simple
logarithmic power the energyspin relation.
We hope that soon three loop results will become available for QCD and the transition
from the N = 0 to N = 1, 2, 4 cases will be possible. The expected existence of dualities
for the N = 4 case between the strong and weak t Hooft coupling will hopefully as well
become available for anomalous dimensions [31]. Thus the explicit demonstration, to all
orders, of the validity of the GKP conjecture on both sides of the geometric duality appears
to be both interesting and challenging a problem.
Acknowledgements
We would like to thank I. Antoniadis and C. Kounnas for discussions. This work is
partially supported by European RTN networks HPRN-CT-2000-00122 and HPRN-CT2000-00131.
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Generating Lie and gauge free differential

(super)algebras by expanding MaurerCartan forms
and ChernSimons supergravity
J.A. de Azcrraga a , J.M. Izquierdo b , M. Picn a , O. Varela a
a Departamento de Fsica Terica, Facultad de Fsica, Universidad de Valencia and IFIC,
Centro Mixto Universidad de Valencia-CSIC, E-46100 Burjassot (Valencia), Spain

b Departamento de Fsica Terica, Universidad de Valladolid, E-47011 Valladolid, Spain
Received 2 January 2003; accepted 15 April 2003
Abstract
We study how to generate new Lie algebras G(N0 , . . . , Np , . . . , Nn ) from a given one G. The
(order by order) method consists in expanding its MaurerCartan one-forms in powers of a real
parameter which rescales the coordinates of the Lie (super)group G, g ip p g ip , in a way
subordinated to the splitting of G as a sum V0 Vp Vn of vector subspaces. We also
show that, under certain conditions, one of the obtained algebras may correspond to a generalized
InnWigner contraction in the sense of Weimar-Woods, but not in general. The method is used
to derive the M-theory superalgebra, including its Lorentz part, from osp(1|32). It is also extended
to include gauge free differential (super)algebras and ChernSimons theories, and then applied to
D = 3 CS supergravity.
PACS: 02.20.Qs; 04.50.+e; 11.30.-j
1. Introduction and motivation: four methods to derive new Lie algebras from given
ones
The relation of given Lie algebras (and groups) among themselves, and specially the
derivation of new algebras from them, is a problem of great interest in mathematics and
physics, where it goes back to the old problem of mixing of symmetries and to the advent
E-mail addresses: j.a.de.azcarraga@ific.uv.es (J.A. de Azcrraga), izquierd@fta.uva.es (J.M. Izquierdo),
moises.picon@ific.uv.es (M. Picn), oscar.varela@ific.uv.es (O. Varela).
doi:10.1016/S0550-3213(03)00342-0
186
J.A. de Azcrraga et al. / Nuclear Physics B 662 (2003) 185219
of supersymmetry itself, the only non-trivial way of enlarging spacetime symmetries (see,
respectively, [1] and [2] and the papers reprinted therein). Setting aside the trivial problem
of finding whether a Lie algebra is a subalgebra of another one there are, essentially, three
different ways of relating and/or obtaining new algebras from given ones.
The first one is the contraction procedure [35]. In its Inn and Wigner (IW) simple
form [4], the contraction Gc of a Lie algebra G is performed with respect to a subalgebra
L0 by rescaling the basis generators of the coset G/L0 by means of a parameter, and then
by taking a singular limit for this parameter. The generators in G/L0 become Abelian in
the contracted algebra Gc , and the subalgebra L0 Gc acts on them. As a result, Gc has a
semidirect structure, and the Abelian generators determine an ideal of Gc ; obviously, Gc has
the same dimension as G. The contraction process has well known physical applications
as, e.g., in understanding the non-relativistic limit from a group theoretical point of view,
or to explain the appearance of dimensionful generators when the original algebra G
is semisimple (and hence with dimensionless generators). This is achieved by using a
dimensionful contraction parameter, as in the derivation of the Poincar group from the de
Sitter groups (there, the parameter is the radius R of the universe, and the limit is R ).
There have been many discussions and variations of the IW contraction procedure (see
[611] to name a few), but all of them have in common that G and Gc have, necessarily,
the same dimension as vector spaces. The contraction process has also been considered for
quantum algebras (see, e.g., [12]).
The second procedure is the deformation of algebras, and Lie algebras in particular, [13
16] (see also [1719]), which allows us to obtain algebras close, but not isomorphic, to a
given one. This leads to the important notion of rigidity [13,14,16] (or physical stability):
an algebra is called rigid when any attempt to deform it leads to an equivalent (isomorphic)
one. From a physical point of view, the deformation process is essentially the inverse to
the contraction one (see [17] and the second reference in [11]), and the dimensions of the
original and deformed Lie algebras are again the same. For instance, the Poincar algebra
is not rigid, but the de Sitter algebras, being semisimple, have trivial second cohomology
group by the Whitehead lemma and, as a result, they are rigid. One may also consider
the Poincar algebra as a deformation of the Galilei algebra, so that this deformation may
be read as a group theoretical prediction of relativity. Thus, the mathematical deformation
may be physically considered as a tool for developing a physical theory from another preexisting one. Quantization itself may also be looked at as a deformation (see [2022]), the
classical limit being the contraction limit h 0.
of an algebra G by
A third procedure to obtain new Lie algebras is the extension G
contains
another one A (for details and references see, e.g., [23]). The extended algebra G
G, but G is not necessarily a subalgebra of G.
The data of the
A as an ideal and G/A
extension problem is G, A and an action of G on A. When A is Abelian the problem always
= A G (in which case G is a subalgebra of G),
but
has a solution, the semidirect sum G

in the general case there may be an obstruction to the extension. Since, for an extension G,
G always, dim G
= dim G + dim A. Thus, once more, the dimension of the resulting
G/A
algebra is equal to the total number of generators in the algebras involved in obtaining the

new one (here, the extension G).
The extension and deformation procedures are both directly governed by various aspects
of the cohomology of Lie algebras. For instance, the existence of non-trivial central
187
extensions of G by an Abelian algebra A depends solely on the non-triviality of the

second cohomology group H02 (G, A). In this case there exist non-trivial two-cocycles
(the constant that accompanies them may also play a dimensionally fundamental role).
But cohomology also plays a subtle role in the case of the contraction process since, in
general, the contraction generates cohomology. This explains, e.g., how the 11-dimensional
Galilei group (which is a non-trivial central extension of the ordinary Galilei group by
U (1)) may be obtained from the direct product of the Poincar group by U (1). This is
possible because central extension two-coboundaries, which correspond to trivial, direct
products, may become non-trivial two-cocycles in the contraction limit [5,24]; other
examples of this mechanism will be mentioned in Section 8. In the case of deformations,
a sufficient condition for the rigidity of G is the vanishing of the second cohomology group,
H 2 (G, G) = 0 (hence, all semisimple algebras are rigid). The elements of H 2 (G, G) = 0
describe infinitesimal (first order) deformations, which are integrable into a one-parameter
family of deformations if H 3 (G, G) = 0 [13,15].
These procedures can be extended to super or Z2 -graded Lie algebras, with even
(bosonic) and odd (fermionic) generators, by taking into account the specific properties
of the Grassmann variables. The cohomology of superalgebras was briefly discussed first
in [25] (see also [2628]), and is especially important in the context of supersymmetric
theories (recent papers on superalgebra extensions are [28,30,31]). Deformations of
superalgebras have also been considered (see, e.g., [28,29]); for instance, it may be
seen that osp(1|4) is the only deformation of the D = 4, N = 1 super-Poincar algebra
[29]. One of the reasons for the interest of superalgebra cohomology is its relevance
in the construction of actions for supersymmetric extended objects. In particular, the
generalization to superalgebras of the ChevalleyEilenberg approach [32] to Lie algebra
cohomology is especially important in the construction of the WessZumino terms that
appear in superbrane actions [33]. These terms may be shown to be related to extensions
of supersymmetry in various spacetime dimensions. Indeed, it may well be that a
better description of supersymmetric extended objects requires that ordinary superspace
be enlarged with additional coordinates (beyond the standard (x, ) ones) following a
fields/extended superspace variables democracy principle (see [34] and references therein).
In fact, many of the spacetime supersymmetry algebras (as the M-algebra [3539]),
and their associated enlarged superspaces, may be considered as algebra/group extensions
(see [34] and references therein), containing central (and non-central) generators. On the
deformation side, one may also apply the algebraic rigidity criterion to superspace [40],
since it is given by a group extension [41] and some extensions may also be viewed as
examples of deformations.
Nevertheless, we may ask ourselves whether the three above procedures are all that may
be useful in finding and discussing the underlying symmetry structure of supersymmetric
theories and their interrelations, particularly when these include non-flat geometries as
AdS ones. Motivated by these considerations, we want to explore in this paper another
way to obtain new algebras of increasingly higher dimensions from a given one G. The
idea, originally considered by Hatsuda and Sakaguchi in [42] in a less general context,
consists in looking at the algebra G as described by the MaurerCartan (MC) forms on the
manifold of its associated group G and, after rescaling some of the group parameters by
a factor , in expanding the MC forms as series in . We shall study the method here in
188
general, and discuss how it can be applied when the rescaling is subordinated to a splitting
of G into a sum of vector subspaces. The resulting fourth procedure, the expansion method
to be described below, is different from the three above albeit, when the algebra dimension
does not change in the process, it may lead to a simple IW or IW-generalized contraction
(i.e., one that rescales the algebra generators using different powers of ) in the sense of
Weimar-Woods [11], but not always. Furthermore, the algebras to which it leads have in
general higher dimension than the original one, in which case they cannot be related to it
by any contraction or deformation process. We shall term them expanded algebras.
The use of the MC forms to discuss new algebras and superalgebras is specially
convenient. It allows us to treat Lie (super)algebras as a particular case of free differential
algebras [27,43,44] and, from a physical point of view, to have ready the invariant forms
that are used to construct actions. In particular, the MC forms on superspace, either
enlarged or not, are essential in the formulation of the actions for supersymmetric objects as
already mentioned. In fact, there have been indications that the method below may be used
[42,45] in the construction, starting from the superalgebra of the AdS superstring [46], of a
Lie superalgebra that is realized in the context of the IIB superstring. The discussion may
also be relevant when considering the structure of all possible enlarged new superspaces,
and, in particular, to see whether the method of [34], which corresponds to the third
procedure above (extension of superalgebras), exhausts the number of possible, physically
relevant, superspaces. As one might expect, we shall conclude that the extension method
leads to a greater variety of (super)algebras and that the expansion procedure may be useful
to find and relate existing theories.
In this paper we shall restrict ourselves to giving the general structure of the expansion
method (Sections 25) plus some immediate applications concerning the M-theory
superalgebra (Section 6), gauge free differential (super)algebras (Section 7) and Chern
Simons supergravity in D = 3 (Section 8), leaving further developments for a forthcoming
paper.
2. Rescaling of the group parameters and the expansion method

Let G be a Lie group, of local coordinates g i , i = 1, . . . , r = dim G. Let G be its Lie
algebra1 of basis {Xi }, which may be realized by left-invariant (LI) generators Xi (g) on
the group manifold. Let G be the coalgebra, and let {i (g)}, i = 1, . . . , r = dim G, be
the basis determined by the (dual, LI) MaurerCartan (MC) one-forms on G. Then, when
[Xi , Xj ] = cijk Xk , the MC equations read
1
dk (g) = cijk i (g) j (g), i, j, k = 1, . . . , r.
(2.1)
2
We wish to show in this section how we may obtain new algebras by means of a
redefinition g l g l of some of the group parameters and by looking at the power series
1 Calligraphic G, L, W will denote both the Lie algebras and their underlying vector spaces; V , W etc., will
be used for vector spaces that are not necessarily Lie algebras.
189
expansion in of the resulting one-forms i (g, ). Let be the LI canonical form on G,

(g) = g 1 dg = eg Xi deg
i
iX
i Xi .
(2.2)
Since
1

1
1
[dA, A], A +
[dA, A], A , A +
eA deA = dA + [dA, A] +
2
3!
4!

1 n
= dA +
. . . [dA, A], . . . , A , A ,
(n + 1)!
(2.3)
n=1
one obtains, for A g k Xk , dA = (dg j )Xj , the expansion of (g) and of the MC forms
i (g) as polynomials in the group coordinates g i :

1
1
(g) = ji + cji k g k + cjhk11 chi 1 k2 g k1 g k2
2!
3!

1 h1 h2 i
(2.4)
+ cj k1 ch1 k2 ch2 k3 g k1 g k2 g k3 + dg j Xi ,
4!

1
i
(g) = ji + cji k g k
2!

1
hn1
h1 h2
i
k1 k2
kn1 kn
dg j .
c c
+
. . . chn2 kn1 chn1 kn g g . . . g
g
(n + 1)! j k1 h1 k2
n=2
(2.5)
Looking at (2.5), it is evident that the redefinition
g l g l
(2.6)
gl
one-forms i (g, )
of some coordinates will produce an expansion of the MC

of one-forms i, (g) on G multiplied by the corresponding powers of .
as a sum
2.1. The Lie algebras G(N) generated from G = V0 V1

Consider, as a first example, the splitting of G into the sum of two (arbitrary) vector
subspaces,
G = V0 V1 ,
(2.7)
V0 , V1 being generated by the MC forms i0 (g), i1 (g) of G with indexes corresponding,

respectively, to the unmodified and modified parameters,
g i0 g i0 ,
g i1 g i1 ,
i0 (i1 ) = 1, . . . , dim V0 (dim V1 ).
(2.8)
In general, the series of i0 (g, ) V0 , i1 (g, ) V1 , will involve all powers of ,

ip (g, ) =
ip , (g)
=0
ip ,0
(g) + ip ,1 (g) + 2 ip ,2 (g) + ,
p = 0, 1,
(2.9)
190
ip (g, 1) = ip (g). We will see in the following sections what restrictions on G make zero
certain coefficient one-forms ip , .
With the above notation, the MC equations (2.1) for G can be rewritten as
1
dks = cikps jq ip jq
2
or, explicitly,
(p, q, s = 0, 1)
(2.10)
1 k
1 k
k
dk0 = ci00j0 i0 j0 ci00j1 i0 j1 ci10j1 i1 j1 ,
(2.11)
2
2
1
1
dk1 = cik01j0 i0 j0 cik01j1 i0 j1 cik11j1 i1 j1 .
(2.12)
2
2
Inserting now the expansions (2.9) into the MC equations (2.10) and using (A.1) in
Appendix A, the MC equations are expanded in powers of :

1 ks ip ,
ks ,
jq ,
(2.13)
.
d
=
cip jq
2
=0
=0
=0
The equality of the two -polynomials in (2.13) requires the equality of the coefficients of
equal power . This implies that the coefficient one-forms ip , in the expansions (2.9)
satisfy the identities:

1
dks , = cikps jq
ip , jq ,
2
(p, q, s = 0, 1).
(2.14)
=0
We can rewrite (2.14) in the form

1
,
ip , jq , ,
dks , = Cikps ,j
q ,
2

0,
if + = ,
ks ,
Cip ,jq , = ks
cip jq , if + = .
(2.15)
We now ask ourselves whether we can use the expansion coefficients k0 ,0 , k1 ,1 up

to given orders N0 0, N1 0, 1 = 0, 1, . . . , N0 , 1 = 0, 1, . . . , N1 , so that Eq. (2.15)
(or (2.14)) determines the MC equations of a new Lie algebra. The answer is given by the
following
Theorem 1. Let G be a Lie algebra, and G = V0 V1 (no subalgebra condition is assumed
neither for V0 nor V1 ). Let {i }, {i0 }, {i1 } (i = 1, . . . , dim G, i0 = 1, . . . , dim V0 ,
i1 = 1, . . . , dim V1 ) be, respectively, the bases of the G , V0 and V1 dual vector spaces.
Then, the vector space generated by
i ,0 i ,1

0 , 0 , . . . , i0 ,N ; i1 ,0 , i1 ,1 , . . . , i1 ,N ,
(2.16)
together with the MC equations (2.15) for the structure constants

0,
if + = ,
ks ,
Cip ,jq , = ks
cip jq , if + = (, , = 0, . . . , N; p, q, s = 0, 1),
(2.17)
191
determines a Lie algebra G(N) for each expansion order N 0 of dimension dim G(N) =
(N + 1) dim G.
Proof. Consider the one-forms
i ,

0 0 ; i1 ,1 = i0 ,0 , i0 ,1 , . . . , i0 ,N0 ; i1 ,0 , i1 ,1 , . . . , i1 ,N1 ,
(2.18)
where we have not assumed a priori the same range for the expansions of the one-forms of
V0 and V1 . To see whether the vector space V (N0 , N1 ) of basis (2.18) determines a Lie
algebra G(N0 , N1 ), it is sufficient to check that (a) the exterior algebra generated by (2.18)
is closed2 under the exterior derivative d and that (b) the Jacobi identities (JI) for G are
satisfied.
To have closure under d we need that the r.h.s. of Eqs. (2.15) does not contain one-forms
that are not already present in (2.18). Consider the forms is ,s , s = 0, 1 that contribute to
dks ,s up to order s = Ns . Looking at Eq. (2.14) it follows trivially that
N0 = N1
(= N),
(2.19)
and we can simply set s = . To check the JI for G(N), it is sufficient to see that
,
d dks , 0 in (2.15) is consistent with the definition of Cikps ,j
. Eq. (2.15) gives
q ,
i ,
,
0 = Cikps ,j
Cp
jq , lt , mu ,
q , lt ,mu ,
(, , , , = 0, . . . , N),
(2.20)
which implies
i ,
,
Cp
= 0.
Cikps ,[j
q , lt ,mu , ]
(2.21)
Now, on account of definition (2.17), the terms in the l.h.s. above are either zero (when
i
,
satisfy
= + + ) or give zero due to the JI for G, cikps [jq cltpmu ] = 0. Thus, the Cikps ,j
q ,
the JI (2.21) and define the Lie algebra G(N, N) G(N).
Explicitly, the resulting algebras for the first orders are:
1
N = 0, G(0): dks ,0 = cikps jq ip ,0 jq ,0
2
i.e., G(0) reproduces the original algebra G.
(p, q, s = 0, 1),
1
N = 1, G(1): dks ,0 = cikps jq ip ,0 jq ,0 ,
2
dks ,1 = cikps jq ip ,0 jq ,1 (p, q, s = 0, 1);
1
N = 2, G(2): dks ,0 = cikps jq ip ,0 jq ,0 ,
2
(2.22)
(2.23)
(2.24)
(2.25)
2 An algebra of forms closed under d defines in general a free differential algebra (FDA) [27,36,43,44] (FDAs
were called Cartan integrable systems in [36]). When the generating forms are one-forms, the FDA corresponds
to a Lie algebra.
192
dks ,1 = cikps jq ip ,0 jq ,1 ,
(2.26)
1
dks ,2 = cikps jq ip ,0 jq ,2 cikps jq ip ,1 jq ,1
2
(p, q, s = 0, 1).
(2.27)
Remark. Since ip ,0 (g) = ip (g), one might wonder, e.g., how the MC equations for
G(0) = G can be satisfied by ip ,0 (g). The dim G MC forms ip (g) are LI forms on the
group manifold G of G. The (N + 1) dim G ip , (g) ( = 0, 1, . . . , N ) determined by the
expansions (2.9) are also one-forms on G, but they are no longer LI under G-translations.
They cannot be, since there are only dim G = r linearly independent MC forms on G.
Nevertheless, Eqs. (2.15) determine the MC relations that will be satisfied by the MC forms
on the manifold of the higher dimensional group G(N) associated with G(N). These MC
forms on G(N) will depend on the (N + 1) dim G(N) coordinates of G(N) associated with
the generators (forms) Xip , (ip , ) that determine G(N) (G (N)).
2.2. Structure of the Lie algebras G(N)
Let Vp, be, at each order = 0, 1, . . . , N , the vector space spanned by the generators
Xip , , p = 0, 1; clearly, Vp, Vp . Let
W = V0, V1, ,
G(N) =
W .
(2.28)
=0
We first notice that G(N 1) is a vector subspace of G(N), but not a subalgebra for N 2.
Indeed, for N 2 there always exist , N 1 such that + = N . Denoting by
(N) k ,
(N1) k ,
Cip ,jqs , and Cip ,jq ,s the structure constants of G(N) and G(N 1) respectively, one
(N1)k ,+
sees that, for + = N , Cip ,jq ,s
= 0 in G(N 1) (since + > N 1) while, in
(N)k ,+
Cip ,jsq ,
= 0 in G(N). In other words, G(N 1) is not a subalgebra of G(N)

general,
because the structure constants for the elements of the various subspaces Vp, depend on N
and they are different, in general, for G(N 1) and G(N). Likewise, G(M) for 1 M < N
is not a subalgebra of G(N).
We show in this section that the Lie algebras G(N) have a Lie algebra extension
structure for N 1.
Proposition 1. The Lie algebra G(0) is a subalgebra of G(N), for all N 0. For N 1,
WN (Eq. (2.28) with = N) is an Abelian ideal WN G(N) and G(N)/WN = G(N 1),
i.e., G(N) is an extension of G(N 1) by WN which is not semidirect for N 2.
ks ,
= 0, = 1, . . . , N ,
Proof. G(0) G(N) is a subalgebra by construction, since Ci(N)
p ,0jq ,0
by Eq. (2.15).
For the second part, notice that, since + N > N for = 0, [W , WN ] = 0; in
particular, WN is an Abelian subalgebra. Furthermore [W0 , WN ] WN , so that WN is
an ideal of G(N). Now, the vector space G(N)/WN is isomorphic to G(N 1). G(N 1)
193
is a Lie algebra the MC equations of which are (2.15), and G(N)/WN G(N 1). Since
G(N 1) is not a subalgebra of G(N) for N 2, the extension is not semidirect.
2.3. The limiting cases V0 = 0, V1 = V and V0 = V , V1 = 0
When V1 = V , all the group parameters are modified by (2.8). In this case G(0) is the
trivial G(0) = 0 subalgebra of G(N). The first order N = 1, i1 ,1 = dg i1 , corresponds to
an Abelian algebra with the same dimension as G (in fact, G(1) is the IW contraction of G
with respect to the trivial V0 = 0 subalgebra). For N 2 we will have extensions with the
structure in Proposition 1.
For the other limiting case, V1 = 0, there is obviously no expansion and we have
G(0) = G.
3. The case in which V0 is a subalgebra L0 G
Let G = V0 V1 as before, where now V0 is a subalgebra L0 of G. Then,
cik01j0 = 0
(ip = 1, . . . , dim Vp , p = 0, 1),
(3.1)
and the basis one-forms i0 are associated with the (sub)group parameters g i0 unmodified
under the rescaling (2.8). The MC equations for G become
1 k
1 k
k
dk0 = ci00j0 i0 j0 ci00j1 i0 j1 ci10j1 i1 j1 ,
2
2
1
dk1 = cik01j1 i0 j1 cik11j1 i1 j1 .
2
(3.2)
(3.3)
Using (3.1) in Eq. (2.5), one finds that the expansions of i0 (g, ) (i1 (g, )) start with
the power 0 (1 ):
i0 (g, ) =
i1 (g, ) =

=0
i0 , (g) = i0 ,0 (g) + i0 ,1 (g) + 2 i0 ,2 (g) + ,
(3.4)
i1 , (g) = i1 ,1 (g) + 2 i1 ,2 (g) + 3 i1 ,3 (g) + .
(3.5)
=1
Inserting them into the MC equations (3.2) and (3.3) and using Eq. (A.1) when the
double sums begin with (0, 0), (0, 1) and (1, 1), we get
dk0 ,
=0

k
1 k
k
= ci00j0 i0 ,0 j0 ,0 + ci00j0 i0 ,0 j0 ,1 ci00j1 i0 ,0 j1 ,1
2
194
=2

1 k i0 ,
k
ci00j0
j0 , ci00j1
i0 , j1 ,
2
=0
=0

1
1 k i1 ,
ci10j1
j1 , ,
2
(3.6)
=1
dk1 ,
=1
k
= ci01j1 i0 ,0 j1 ,1

1
1

1 k1 i1 ,
k1
i0 ,
j1 ,
j1 ,
+
ci0 j1
ci1 j1
.
2
=2
=0
(3.7)
=1
Again, the equality of the coefficients of equal power in (3.6), (3.7) leads to the
equalities:
1 k
= 0: dk0 ,0 = ci00j0 i0 ,0 j0 ,0 ;
2
k
k
k0 ,1
= 1: d
= ci00j0 i0 ,0 j0 ,1 ci00j1 i0 ,0 j1 ,1 ,
d
k1 ,1
= cik01j1 i0 ,0
2: d
k0 ,

1 k i0 ,
k
= ci00j0
j0 , ci00j1
i0 , j1 ,
2
k
= ci01j1
;
1
=0
=0
1
(3.9)
(3.10)
1 k
ci10j1
2
k1 ,
j1 ,1
(3.8)
i1 , j1 , ,
(3.11)
=1
1
1 k i1 ,
ci11j1
j1 , .
2
1
i0 ,
j1 ,
=0
(3.12)
=1
To allow for a different range in the orders of each ip , , we now denote the
coefficient one-forms in (3.4) ((3.5)) i0 ,0 (i1 ,1 ), 0 = 0, 1, . . . , N0 (1 = 1, 2, . . . , N1 ).
With this notation, the above relations take the generic form
1
,s
ip ,p jq ,q ,
dks ,s = Cikps ,
p jq ,q
2
where

0,
if p + q = s ,
ks ,s
Cip ,p jq ,q =
ks
cip jq , if p + q = s ,
p, q, s = 0, 1,
(3.13)
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
0 , 0 , 0 = 0, 1, . . . , N0 ,
1 , 1 , 1 = 1, 2, . . . , N1 .
(3.14)
195
As in the preceding case, we now ask ourselves whether the expansion coefficients
k0 ,0 , k1 ,1 up to a given order N0 , N1 determine the MC equations (3.13) of a new
Lie algebra G(N0 , N1 ). It is obvious from (3.8) that the zero order of the expansion in
corresponds to N0 = 0 = N1 (omitting all i1 ,1 and thus allowing N1 to be zero), and that
G(0, 0) = L0 . It is seen directly that the terms up to first order give two possibilities: G(0, 1)
(Eqs. (3.8), (3.10) for k0 ,0 , k1 ,1 ) and G(1, 1) (Eqs. (3.8)(3.10) for k0 ,0 , k1 ,1 , k0 ,1 ).
Thus, we see that now (and due to (3.1)) one does not need to retain all ip ,p up to a
given order to obtain a Lie algebra. To look at the general N0 0, N1 1 case, consider
the vector space V (N0 , N1 ), generated by
i ,

0 0 ; i1 ,1 = i0 ,0 , i0 ,1 , i0 ,2 , . . . , i0 ,N0 ; i1 ,1 , i1 ,2 , . . . , i1 ,N1 .
(3.15)
To see that it determines a Lie algebra G(N0 , N1 ) of dimension
dim G(N0 , N1 ) = (N0 + 1) dim V0 + N1 dim V1 ,
(3.16)
we first notice that the JI in G(N0 , N1 ) will follow from the JI in G. To find the conditions
that N0 and N1 must satisfy to have closure under d, we look at the orders p of the forms
ip ,p that appear in the expression (3.13) of dks ,s up to a given order s s. Looking
at Eqs. (3.8) to (3.12) we find Table 1 below.
Since there must be enough one-forms in (3.15) for the MC equations (3.13) to be
satisfied, the N0 + 1 and N1 one-forms i0 ,0 (0 = 0, 1, . . . , N0 ) and i1 ,1 (1 =
1, 2, . . . , N1 ) in (3.15) should include, at least, those appearing in their differentials. Thus,
Table 1 implies the reverse inequalities in Table 2.
Hence, in this case there are two ways of cutting the expansions (3.4), (3.5), namely, for
N1 = N0 ,
or
(3.17)
N1 = N0 + 1.
(3.18)
Besides (2.19) there is now an additional type of solutions, Eq. (3.18). For the N0 = 0,
N1 = 1 values, Eq. (3.16) yields dim G(0, 1) = dim G. Then, 0 = 0 and 1 = 1 only, the
label p may be dropped and the structure constants (3.14) for G(0, 1) read

0,
if p + q = s, p, q, s = 0, 1,
ks
Cip jq =
(3.19)
ks
cip jq , if p + q = s, ip,q,s = 1, 2, . . . , dim Vp,q,s ,
Table 1
Orders p of the forms ip ,p that contribute to dks ,s
(s s)
i0 ,0
i1 ,1
dk0 ,0
0 0
0 1 1
1 0
1 1
dk1 ,1
Table 2
Conditions on the number N0 (N1 ) of one-forms i0 ,0 (i1 ,1 )
(s s)
i0 ,0
i1 ,1
dk0 ,0
dk1 ,1
N0 N0
N0 N1 1
N1 N0
N1 N1
196
which shows that V1 is an Abelian ideal of G(0, 1). Hence, G(0, 1) is just the (simple) IW
contraction of G with respect to the subalgebra L0 , as it may be seen by taking the 0
limit in (3.6), (3.7), which reduce to Eqs. (3.8) and (3.10). We can thus state the following
Theorem 2. Let G = V0 V1 , where V0 is a subalgebra L0 . Let the coordinates g ip
of G be rescaled by g i0 g i0 , g i1 g i1 (Eq. (2.8)). Then, the coefficient one-forms
{i0 ,0 ; i1 ,1 } of the expansions (3.4), (3.5) of the MaurerCartan forms of G determine
Lie algebras G(N0 , N1 ) when N1 = N0 or N1 = N0 + 1 of dimension dim G(N0 , N1 ) =
(N0 + 1) dim V0 + N1 dim V1 and with structure constants (3.14),

0,
if p + q = s ,
ks ,s
Cip ,p jq ,q =
ks
p, q, s = 0, 1,
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
0 , 0 , 0 = 0, 1, . . . , N0 ,
1 , 1 , 1 = 1, 2, . . . , N1 .
In particular, G(0, 0) = L0 and G(0, 1) (Eq. (3.18) for N0 = 0) is the simple IW contraction
of G with respect to the subalgebra L0 .
3.1. The case in which V1 is a symmetric coset
Let us now particularize to the case in which G/L0 = V1 is a symmetric coset, i.e.,
[V0 , V0 ] V0 ,
[V0 , V1 ] V1 ,
[V1 , V1 ] V0
(3.20)
([Vp , Vq ] Vp+q , (p + q) mod 2). This applies, for instance, to all superalgebras where
V0 is the bosonic subspace and V1 the fermionic one. Then, if cikps jq (p, q, s = 0, 1;
ip = 1, . . . , dim Vp ) are the structure constants of G, cikps jq = 0 if s = (p + q) mod 2, the
MC equations reduce to
1 k
1 k
dk0 = ci00j0 i0 j0 ci10j1 i1 j1 ,
2
2
dk1 = cik01j1 i0 j1 ,
(3.21)
(3.22)
and one can state the following

Proposition 2. Let G and G be as in Theorem 2, and let further V1 be a symmetric space,
Eq. (3.20). Then, the rescaling (2.8) leads to an even (odd) power series in for the MC
forms i0 (g, ) (i1 (g, )):
i0 (g, ) = i0 ,0 (g) + 2 i0 ,2 (g) + 4 i0 ,4 (g) + ,
i1 (g, ) = i1 ,1 (g) + 3 i1 ,3 (g) + 5 i1 ,5 (g) + ,

i , (g); = (mod 2).
namely, i (g, ) =
=0
(3.23)
Proof. Under (2.8) dg i0 dg i0 , dg i1 dg i1 , which contributes with 0 () to i0 (g, )

i
(i1 (g, )) in (2.5); cjpq ks vanish trivially unless p = (q + s) mod 2. Then, under (2.8), the
197
g ks dg jq terms in (2.5) with one g ks rescale as

p = 0: cji00 k0 g k0 dg j0 cji00 k0 g k0 dg j0 ,
cji01 k1 g k1 dg j1 2 cji01 k1 g k1 dg j1 ;
p = 1: cji10 k1 g k1 dg j0 cji10 k1 g k1 dg j0 ,
(3.24)
so that the powers 0 and 2 () contribute to i0 (g, ) (i1 (g, )). For the terms in (2.5)
involving the products of n g ks s,
ht
ht
ht
cjq1ks cht2 ks chtn1 ks

1
n2
n1
chpt
k
n1 sn
g ks1 g ks2 . . . g ksn1 g ksn dg jq ,
(3.25)
the fact that V1 = G/L0 is a symmetric space requires that p = q + s1 + s2 + +

sn (mod 2). Thus, after the rescaling (2.8), only even (odd) powers of , from 0 () up
to the closest (lower or equal to) n + 1 even (odd) power n+1 , contribute to i0 (g, )
(i1 (g, )).
3.1.1. Structure of G(N0 , N1 ) in the symmetric coset case
Inserting the power series (3.23) into the MC equations (3.21) and (3.22), we arrive at
the equalities:
1 k i0 ,2
1 k i1 ,21
j0 ,2( ) ci10j1
j1 ,2( )+1,
dk0 ,2 = ci00j0
2
2
=0
=1
(3.26)

dk1 ,2 +1 = cik01j1
(3.27)
i0 ,2 j1 ,2( )+1 ,
=0
where the expansion orders are either = 2 or = 2 + 1. From them it follows that
the vector spaces generated by

i ,0 i ,2 i ,4
0 , 0 , 0 , . . . , i0 ,N0 ; i1 ,1 , i1 ,3 , . . . , i1 ,N1 ,
(3.28)
where N0 0 (and even) and N1 1 (and odd), will determine a Lie algebra when
N1 = N0 1,
or
N1 = N0 + 1.
(3.29)
(3.30)
Notice that we have a new type of solutions (3.29) with respect to the preceding case
(Eqs. (3.17), (3.18)), and that the previous solution N0 = N1 is not allowed now since N0
(N1 ) is necessarily even (odd). Then, for the symmetric case, the algebras G(N0 , N1 ) may
also be denoted G(N), where N = max{N0 , N1 }, and are obtained at each order by adding
alternatively copies of V0 and V1 . Its structure constants are given by

0,
if + = ,
k ,
Ci ,j , = k
c , if + = , = (mod 2), = (mod 2), = (mod 2).
i j
(3.31)
Let us write explicitly the MC equations for the first algebras obtained. If we allow for
N1 = 0, we get the trivial case
G(0, 0) = G(0):
1
dk0 ,0 = cik00j0 i0 ,0 j0 ,0 ,
2
(3.32)
198
i.e., G(0, 0) is the subalgebra L0 of the original algebra G.

1
G(0, 1) = G(1): dk0 ,0 = cik00j0 i0 ,0 j0 ,0 ,
2
dk1 ,1 = cik01j1 i0 ,0 j1 ,1 ,
(3.33)
(3.34)
so that G(0, 1) is again (Theorem 2) the IW contraction of G with respect to L0 .

1 k
G(2, 1) = G(2): dk0 ,0 = ci00j0 i0 ,0 j0 ,0 ,
2
(3.35)
dk1 ,1 = cik01j1 i0 ,0 j1 ,1 ,
(3.36)
1 k
k
dk0 ,2 = ci00j0 i0 ,0 j0 ,2 ci10j1 i1 ,1 j1 ,1 .
2
(3.37)
The structure of the Lie algebras G(N) is given by the following

Proposition 3. The Lie algebra G(0) = L0 is a subalgebra of G(N) for all N 0. W in
(2.28) reduces here to

V0, , if even,
W =
(3.38)
V1, , if odd.
For N 1, WN is an Abelian ideal WN of G(N) and G(N)/WN = G(N 1), i.e., G(N)
is an extension of G(N 1) by WN .
Further, for N even and L0 Abelian, the extension G(N) of G(N 1) by WN is central.
Proof. The proof of the first part proceeds as in Proposition 1. For the second part, notice
that, for N 1, the only thing that prevents the Abelian ideal WN from being central is
its failure to commute with W0 L0 , since [W , WN ] = 0 for = 1, 2, . . . , N . But for N
,N
even, Cik00,0j
= cik00j0 , which vanish for L0 Abelian. Thus WN becomes a central ideal,
0 ,N
and G(N) a central extension of G(N 1) by WN .
4. Different powers rescaling subordinated to a general splitting of G
Let us extend now the above results to the case where the group parameters are
multiplied by arbitrary integer powers of . Let G be split into a sum of n + 1 vector
subspaces,
G = V0 V1 Vn =
Vp ,
(4.1)
and let the rescaling

g i0 g i0 ,
g i1 g i1 , . . . , g in n g in
ip

g p g ip , p = 0, . . . , n
(4.2)
199
of the group coordinates g ip be subordinated to the splitting (4.1) in an obvious way. We

found in the previous section (p = 0, 1) that, when the rescaling (2.8) was performed,
having V0 as a subalgebra L0 proved to be convenient (though not necessary) since it led
to more types of solutions ((3.17), (3.18), cf. (2.19)). Furthermore, the first order algebra
G(0, 1) for that case was found to be the simple IW contraction of G with respect to L0 .
By the same reason, we will consider here conditions on G that will lead to a richer
new algebras structure, including the generalized IW contraction of G in the sense [11]
of Weimar-Woods (WW).3 In terms of the structure constants of G we will then require
cikps jq = 0
if s > p + q,
(4.3)

i.e., that the Lie bracket of elements in Vp , Vq is in s Vs for s p + q. This condition

leads, through (2.5), to a power series expansion of the one-forms ip in Vp that, for each
p = 0, 1, . . . , n, starts precisely with the power p ,
i0 (g, ) =
i1 (g, ) =

=0
i0 , (g) = i0 ,0 (g) + i0 ,1 (g) + 2 i0 ,2 (g) + ,
(4.4)
i1 , (g) = i1 ,1 (g) + 2 i1 ,2 (g) + 3 i1 ,3 (g) + ,
(4.5)
in , (g) = n in ,n (g) + n+1 in ,n+1 (g) + .
(4.6)
=1
..
.
in (g, ) =

=n
We may extend all the sums so that they begin at = 0 by setting ip , 0 when < p.
Then, inserting the expansions of ip , in the MC equations and using (A.1) we get (2.14)
for p, q, s = 0, 1, . . . , n. If we now introduce the notation ip ,p with different ranges for
the expansion orders, p = p, p + 1, . . . , Np for each p, we see that the MC equations
take the form
1
,s
dks ,s = Cikps ,
(4.7)
ip ,p jq ,q ,
p jq ,q
2
where

0,
if p + q = s ,
ks ,s
Cip ,p jq ,q =
ks
p, q, s = 0, 1, . . . , n,
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
p , p , p = p, p + 1, . . . , Np ,
(4.8)
3 This is, in fact, the most general contraction: any contraction is equivalent to a generalized IW contraction

with integer exponents [11]. The generalized IW contraction is defined as follows. Let G =
Vp , p =
n
p
0, 1, . . . , n. Let the basis generators X of G of each subspace Vp be redefined by X X, where the np
may be chosen to be integers. Then, it is evident that the generalized IW contraction (the limit 0) exists iff

G is such that [Vp , Vq ] s Vs , where s runs over all the values for which ns np + nq . For (4.1), (4.2) and
np p, this is equivalent to (4.3) above.
200
Table 3
Types and orders of the forms ip ,p needed to express dks ,s
(s s)
i0 ,0
i1 ,1
i2 ,2
in ,n
dk0 ,0
0 0
0 1 1
0 2 2
.
..
0 n n
1 0
1 1
1 2 1
.
..
1 n n + 1
2 0
2 1
2 2
.
..
2 n n + 2
n 0
n 1
n 2
.
..
n n
dk1 ,1
dk2 ,2
.
..
dkn ,n
and the cikps jq satisfy (4.3). To find now the ip ,p s that enter in dks ,s , s = 0, 1, . . . , n, we
need an explicit expression for it. This is found in Appendix A, Eqs. (A.7)(A.10). From
them we read that dks ,s , s = 0, 1, . . . , n, is expressed in terms of products of the forms
ip ,p in Table 3.
Now let V (N0 , . . . , Nn ) be the vector space generated by

i ,
0 0 ; i1 ,1 ; . . . ; in ,n

= i0 ,0 , i0 ,1 , N.0.+1
. , i0 ,N0 ; i1 ,1 , .N.1. , i1 ,N1 ; . . . ; in ,n , Nn.n+1
. . , in ,Nn . (4.9)
These one-forms determine a Lie algebra G(N0 , N1 , . . . , Nn ), of dimension
dim G(N0 , . . . , Nn ) =
n
(Np p + 1) dim Vp ,
(4.10)
p=0
under the conditions of the following

Theorem 3. Let G = V0 V1 Vn be a splitting of G into n+1 subspaces. Let G fulfill
the Weimar-Woods contraction condition (4.3) subordinated to this splitting, cikps jq = 0 if
s > p + q. The one-form coefficients ip ,p of (4.9) resulting from the expansion of the
MaurerCartan forms ip in which g ip p g ip , p = 0, . . . , n (Eq. (4.2)), determine Lie
algebras G(N0 , N1 , . . . , Nn ) of dimension (4.10) and structure constants

0,
if p + q = s ,
ks ,s
Cip ,p jq ,q =
ks
p, q, s = 0, 1, . . . , n,
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
p , p , p = p, p + 1, . . . , Np ,
(Eq. (4.8)) if Nq = Nq+1 or Nq = Nq+1 1 (q = 0, 1, . . . , n 1) in (N0 , N1 , . . . , Nn ).
In particular, the Np = p solution determines the algebra G(0, 1, . . . , n), which is the
generalized InnWigner
contraction of G.
Proof. To enforce the closure under d of the exterior algebra generated by the one-forms in
(4.9) and to find the conditions that the various Np must meet, we require, as in Section 3,
that all the forms ip ,p present in dks ,s are already in (4.9). Looking at Eqs. (A.7)
(A.10) and at Table 3 above, we find the restrictions shown in Table 4.
201
Table 4
Closure conditions on the number Np of one-forms ip ,p
(s s)
i0 ,0
i1 ,1
i2 ,2
in ,n
dk0 ,0
N0 N0
N0 N1 1
N0 N2 2
.
..
N0 Nn n
N1 N0
N1 N1
N1 N2 1
.
..
N1 Nn n + 1
N2 N0
N2 N1
N2 N2
.
..
N2 Nn n + 2
Nn N0
Nn N1
Nn N2
.
..
Nn Nn
dk1 ,1
dk2 ,2
.
..
dkn ,n
It then follows that there are 2n types of solutions4 characterized by (N0 , N1 , . . . , Nn ),

Np p, p = 0, 1, . . . , n, where
Nq+1 = Nq
or Nq+1 = Nq + 1 (q = 0, 1, . . . , n 1).
(4.11)
The JI for G(N0 , . . . , Nn ),

i ,
,s
Cikps ,
Cp p
p [jq ,q lt ,t mu ,u ]
i ,
i ,
i ,
,s
,s
,s
= 0 = Cikps ,
Cp p
+ Cikps ,
Cp p
+ Cikps ,
Cp p
,
p jq ,q lt ,t mu ,u
p mu ,u jq ,q lt ,t
p lt ,t mu ,u jq ,q
(4.12)
are again satisfied through the JI for G. This is a consequence of the fact that, for G, the
exterior derivative of the -expansion of the MC equations is the -expansion of their
exterior derivative, but it may also be seen directly.5
A particular solution to (4.11) is obtained by setting Np = p, p = 0, 1, . . . , n, which
defines G(0, 1, . . . , n), with dim G(0, 1, . . . , n) = dim G = r (from (4.10)). Since in this
case p takes only one value (p = Np = p) for each p = 0, 1, . . . , n, we may drop this
label. Then, the structure constants (4.8) for G(0, 1, . . . , n) read

0,
if p + q = s, p = 0, 1, . . . , n,
ks
Cip jq =
(4.13)
ks
cip jq , if p + q = s, ip,q,s = 1, 2, . . . , dim Vp,q,s ,
4 This number may be found, e.g., for n = 3, by writing symbolically the solution types in (4.11) as [0, 0, 0, 0]
for N0 = N1 = N2 = N3 ; [0, 0, 0, 1] for N0 = N1 = N2 , N3 = N2 + 1; [0, 0, 1, 0] for N0 = N1 , N2 = N1 + 1 =
N3 ; [0, 0, 1, 1] for N0 = N1 , N2 = N1 + 1, N3 = N2 + 1; [0, 1, 0, 0] for N0 , N1 = N0 + 1 = N2 = N3 ; [0, 1, 0, 1]
for N0 , N1 = N0 + 1 = N2 , N3 = N2 + 1; [0, 1, 1, 0] for N0 , N1 = N0 + 1, N2 = N1 + 1 = N3 and [0, 1, 1, 1]
for N0 , N1 = N0 + 1, N2 = N1 + 1, N3 = N2 + 1. This notation numbers the solutions in base 2; since [0, 1, 1, 1]
corresponds to 23 1 we see, adding [0, 0, 0, 0], that there are 23 ways of cutting the expansions that determine
Lie algebras G(N0 , N1 , N2 , N3 ), and 2n in the general G(N0 , N1 , . . . , Nn ) case.
5 We only need to check that (4.12) reduces to the JI for G when the order in the upper index is the sum of
those in the lower ones since the Cs are zero otherwise. First we see that, when s = q + t + u , all three
terms in the r.h.s. of (4.12) give non-zero contributions. This is so because the range of p is only limited by
p s , which holds when p = t + u , p = q + t and p = u + q . Secondly, and since p p, we
also need that the terms in the ip sum that are suppressed in (4.12) when p > p be also absent in the JI for
G so that (4.12) does reduce to the JI for G. Consider, e.g., the first term in the r.h.s. of (4.12). If p > p , then
p > t + u and hence p > t + u. Thus, by the WW condition (4.3), this term will not contribute to the JI for
G and no sum over the subspace Vp index ip will be lost as a result. The argument also applies to the other two
terms for their corresponding p s.
202
which shows that G(0, 1, . . . , n) is the generalized IW contraction of G, in the sense of

[11], subordinated to the splitting (4.1). Of course, when n = 1 (p = 0, 1), V = V0 V1 ,
L0 is a subalgebra and Eqs. (4.11) and (4.13) reduce to (3.17) or (3.18) and to (3.19).
Since the structure of G(N0 , N1 , . . . , Nn ) is fully predetermined by G, we shall call
G(N0 , N1 , . . . , Nn ) an expansion of G. For instance, for the case G = V0 V1 V2 there
are four types of expanded algebras G(N0 , N1 , N2 )6
N0 = N1 = N2 ,
(4.14)
N0 = N1 = N2 1,
(4.15)
N0 = N1 1 = N2 1,
(4.16)
N0 = N1 1 = N2 2.
(4.17)
Since in the above theorem p p for all p = 0, . . . , n was assumed, all types
of one-forms ip ,p with indexes ip in all subspaces Vp were present in the basis of
G(N0 , N1 , . . . , Nn ). However, one may consider keeping terms in the expansion up to a
certain order l, l < n, in which case due to (4.4)(4.6), the forms ip ,p with p > l will
not appear. Those with p l will determine the vector space V (N0 , N1 , . . . , Nl ) where
Nl is the highest order l and hence l takes only the value Nl = l = l . This vector space,
of dimension
dim V (N0 , . . . , Nl ) =
l
(Np p + 1) dim Vp ,
(4.18)
p=0
determines a Lie algebra G(N0 , N1 , . . . , Nl ) under the conditions of the following theorem

Theorem 4. Let G = n0 Vp , etc. as in Theorem 3. Then, up to a certain order Nl = l < n,
the one-forms

i ,
0 0 ; i1 ,1 ; . . . ; il ,l

= i0 ,0 , i0 ,1 , N.0.+1
(4.19)
. , i0 ,N0 ; i1 ,1 , .N.1., i1 ,N1 ; . . . ; il ,Nl ,
where Nl = l = l , determine a Lie algebra G(N0 , N1 , . . . , Nl ) of dimension (4.18) and
structure constants given by

0,
if p + q = s ,
ks ,s
Cip ,p jq ,q =
ks
p, q, s = 0, 1, . . . , l,
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
p , p , p = p, p + 1, . . . , Np ;
Np l,
(4.20)
if Nq = Nq+1 or Nq = Nq+1 1 (q = 0, 1, . . . , l 1).

6 With the notation of footnote 4, these correspond, respectively, to [0, 0, 0], [0, 0, 1], [0, 1, 0] and [0, 1, 1].
203
Proof. The restriction p Nl = l < n on the order p of the one-forms ip ,p implies,

due to (4.6), that Vl is monodimensional and that il ,l is the last form entering (4.19).
Then, looking at the closure conditions in Table 4 of Theorem 3, we can restrict
ourselves to the box delimited by ip ,p , dks ,s with p, s l. This box will give spaces
V (N0 , N1 , . . . , Nl ), where Nq = Nq+1 or Nq = Nq+1 1 (q = 0, 1, . . . , l 1), and these
spaces will determine Lie algebras if the JI for (4.20)
i ,
,s
Cikps ,
Cp p
= 0,
p [jq ,q lt ,t mu ,u ]
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
(4.21)
i.e., if cikps [jq cltpmu ] = 0, s, q, t, u l, is satisfied when s = q + t + u above. Note that

this is not the JI for G since ip now runs over the basis of l0 Vp
G only since p l,
and we are thus removing the values corresponding to the basis of nl+1 Vp . However, if
ip
p > l it is also, e.g., p > p = t + u t + u in which case clt mu = 0 by (4.3).

Since the structure constants (4.20) are obtained from those of G by restricting the
ip indexes to be in the subspaces Vp , p l, G(N0 , N1 , . . . , Nl ) is not a subalgebra of
G(N0 , N1 , . . . , Nn ).
5. The expansion method for superalgebras

The above general procedure of generating Lie algebras from a given one does not lie
on the antisymmetry of the structure constants of the original Lie algebra. Hence, with the
appropriate changes to account for the grading, the method is applicable when G is a Lie
superalgebra, a case which we consider in this section.
Let G be a supergroup and G its superalgebra. It is natural to consider a splitting of G
into the sum of three subspaces G = V0 V1 V2 , V1 being the fermionic part of G and
V0 V2 the bosonic part, so that the notation reflects the Z2 -grading of G. The even space
is always a subalgebra of G but it may be convenient to consider it further split into the
sum V0 V2 to allow for the case in which a subspace (V0 ) of the bosonic space is itself a
subalgebra L0 .
Notice that, since V0 is a Lie algebra L0 , the Z2 -graduation of G implies that the
splitting G = V0 V1 V2 satisfies the WW contraction conditions (4.3). Indeed, let
cikps jq (ip,q,s = 1, . . . , dim Vp,q,s , p, q, s = 0, 1, 2) be the structure constants of G. The Z2 graduation of G obviously implies
cik01j0 = cik02j1 = 0,
k
(5.1)
k
ci00j1 = cik11j1 = cik01j2 = ci20j1 = cik22j1 = cik21j2 = 0.
(5.2)
The first set of restrictions (5.1), together with the assumed subalgebra condition for V0
(which, in addition, requires cik02j0 = 0), are indeed the WW conditions (4.3) for G; note
k
that these conditions alone allow for ci10j1 = 0, and cik12j1 = 0 (and for cik11j1 = 0, although
here cik11j1 = 0 due to the Z2 -grading).
204
To apply now the above general procedure one must rescale the group parameters. The
rescaling (4.2) for V = V0 V1 V2 takes the form
g i0 g i0 ,
g i1 g i1 ,
g i2 2 g i2 .
(5.3)
Note that, if it proves convenient on dimensional grounds (a dimensionful parameter may

be used to introduce dimensions in an originally dimensionless algebra), the redefinitions
(5.3) may be changed. They are equivalent, e.g., to
g i0 g i0 ,
g i1 1/2 g i1 ,
g i2 g i2 ,
(5.4)
with = 2 obviously suggested by the Z2 -graded commutators; other redefinitions are

equally possible.
The present Z2 -graded case fits into the preceding general discussion for n = 2, but with
additional restrictions besides the WW ones that follow from to the Z2 -grading.
Theorem 5. Let G = V0 V1 V2 be a Lie superalgebra, V1 its odd part, and V0 V2
the even one. Let further V0 be a subalgebra L0 . As a result, G satisfies the WW conditions
(4.3) and, further, V1 is a symmetric coset. Then, the coefficients of the expansion of the
MaurerCartan forms of G rescaled by (5.3) determine Lie superalgebras G(N0 , N1 , N2 ),
Np p, p = 0, 1, 2, of dimension
dim G(N0 , N1 , N2 )

N1 + 1
N2
N0 + 2
=
dim V0 +
dim V1 +
dim V2 ,
2
2
2
(5.5)
and structure constants

s ,
0,
if p + q =
ks ,s
Cip ,p jq ,q =
ks
p, q, s = 0, 1, 2,
ip,q,s = 1, 2, . . . , dim Vp,q,s ,
p , p , p = p, p + 2, . . . , Np 2, Np ,
(5.6)
where7 [ ] denotes integer part and the N0 , N2 (even) and N1 (odd) integers satisfy one of
the three conditions below
N0 = N1 + 1 = N2 ,
(5.7)
N0 = N1 1 = N2 ,
(5.8)
N0 = N1 1 = N2 2.
(5.9)
In particular, the superalgebra G(0, 1, 2) (Eq. (5.9) for N0 = 0) is the generalized Inn
Wigner contraction of G.
Proof. Since V1 is a symmetric coset the rescaling (5.3) leads to an even (odd) power series
in for the one-forms i0 (g, ) and i2 (g, ) (i1 (g, )), as in Section 3.1 (Eq. (3.23)).
7 For the rescaling (5.4) the orders would be = p , p+2 , . . . , Np .
p
2
2
2
205
Thus, the conditions N0 , N2 even, N1 odd, have to be added to those that follow from the
closure inequalities in Table 4 of Theorem 3. This gives the conditions
N0 + 1 N1 N0 1,
(5.10)
N1 + 1 N2 N1 1,
(5.11)
N0 + 2 N2 N0 ,
(5.12)
from which Eqs. (5.7)(5.9) follow.
6. Application: the M-theory superalgebra

Let us apply these ideas to the case of the M-theory superalgebra (see [3539]).
String/M-theory implies that the D = 11 supersymmetry algebra of nature may be one
that includes the super-Poincar algebra plus some additional central bosonic generators.
This (528 + 32 + 55)-dimensional algebra may be described by its MC equations

1
1
,

4
4
1
d =
,
4
d = (, = 0, . . . , 10; , = 1, . . . , 32),
d =
(6.1)
where = is a set of bosonic MC forms that may be expanded as8 =

1
32
( 12 + 5!1 1 5 1 5 ) , is a spinorial fermionic9 MC form
and are the MC forms of the Lorentz generators. The spinor indexes , are raised
and lowered with the D = 11 32 32 skewsymmetric matrix C ; the algebra (6.1) has
dimension 560 + 55. The M-theory superalgebra is sometimes regarded (see, e.g., [35]) as
an IW contraction of the superalgebra osp(1|32), of dimension 560, given by the 528 + 32
MC equations
d = ,
d =
(, = 1, . . . , 32),
(6.2)
1
( 12 +
with = bosonic and fermionic or, using = 32
1
1
5)
and taking matrices such that 1 11 = 3 1 11 ,
5! 1 5
d =
1
1
+
3 1 10 1 5 6 10 ( ) ,
16
32(5!)2
8 Then, we have = ( ) ,

= ( ) and 1 5 = (1 5 ) ; this breaks the
GL(32, R) invariance of down to SO(1, 10). For an analysis that uses the maximal automorphism group
GL(32, R) of the M-algebra without the Lorentz part, see [47].
9 The complex conjugation of a product is defined here as the product of the complex conjugates, without
reversing the order.
206
1
1
1

1 4 4 1
16
16
16(4!)
( ) ,
d =
1
5
3 1 5 1 5 1 5 + [1 4 5 ]
16(5!)
16
1
+
3 1 6 1 5 1 2 3 1 2 2 1 4 5 6 (1 5 ) ,
4(4!)2

1
1
1
1 5
+ 1 5
d =
(6.3)
.
32
2
5!
d1 5 =
But this is so provided one excludes from (6.1) the 55 Lorentz generators ; otherwise,
there are not enough generators in osp(1|32) to give the M-algebra (6.1) by contraction.
We show now, however, that the expansion method allows us to obtain the M-theory
superalgebra from G = osp(1|32). Let us divide the osp(1|32) vector space into three
subspaces V0 , V1 and V2 as in Section 5. Let then V0 be the space generated by the 55
MC forms = ( ) of the Lorentz subalgebra of osp(1|32), V1 the fermionic
subspace generated by , and V2 the space generated by the remaining 11 + 462 bosonic
generators = ( ) , 1 5 = ( 1 5 ) . Since, on the other hand, V1 is
a symmetric coset (Section 3.1), it follows that the expansions of the forms in V0 contain
even powers of starting from 0 , that those of the forms in V1 include only odd powers
in starting from 1 , and that those of V2 contain even orders starting with 2 , i.e.,
V0 : =
2n ,2n ,
(6.4)
2n+1 ,2n+1 ,
(6.5)
n=0
V1 : =
V2 : =

n=0
1 5 =
2n ,2n ,
n=1
2n 1 5 ,2n .
(6.6)
n=1
Setting now = 1/2 , one may rewrite the series (6.4)(6.6) as

1
( ) ,0 +
n ,n ,
64
(6.7)
n=1
n+ 2 ,n+ 2 ,
(6.8)
n=0
where ,n for n 1 collects the contributions from both (6.4), (6.6). We see now that,
by Theorem 5, we may keep powers up to n = 1 in (6.7) and n = 0 in (6.8), since
this corresponds to taking N0 = N2 = 2, N1 = 1 and, by Eq. (5.5), dim G(2, 1, 2) =
110 + 32 + 473 = 560 + 55. So renaming ,1/2 = , ,0 = 16 , ,1 = and
using Eqs. (4.7) and (4.8) we obtain the M-algebra (6.1).
207
One may also consider higher orders in . A result, omitting the Lorentz part, was given
in [42]. There, the expansion (6.7), (6.8) was considered up to the power 7/2 (without
the term n = 0 for which gives the Lorentz subalgebra), in an attempt to derive the
M-algebra of Sezgin [39]. This superalgebra (not to be confused with the much smaller
M-theory superalgebra of Eq. (6.1)) was constructed generalizing earlier results in [33,48]
in order to re-interpret the FDAs associated to the WessZumino forms of supersymmetric
extended objects and supergravity as Lie algebras (see also [34,36]). The superalgebra
obtained in [42] is not that in [39], but a subalgebra of it. Sezgins superalgebras, and
their associated enlarged superspace groups, are obtained by the third procedure in the
Introduction: they are superalgebra and supergroup extensions [34].
It may be shown that, in contrast with Sezgins M-algebra, the superalgebra in [42] is
not enough to write the three- and six-forms of the D = 11 membrane and five-brane in
flat superspace in terms of invariant one-forms. In fact, the extended algebras considered in
[34,48] cannot be obtained by the expansion method but for some exceptions (for example,
it may be seen that the Green algebra [49] in three spacetime dimensions may be obtained
from osp(1|2)). Nevertheless, we have seen here that the Lorentz part of the M-theory
superalgebra, which is missing in the IW contraction of osp(1|32), may be generated when
suitable orders of the series expansions of its MC forms are retained: the M-algebra (6.1)
is osp(1|32)(2, 1, 2).
To conclude, we mention that another M-type algebra having the 528-dimensional
Sp(32) as its automorphism group, namely,
d = ,
d = ,
d = ,
(6.9)
may also be obtained using the natural splitting of osp(1|32) in its even and odd parts. In
the notation of Section 3.1 (expansion in ) the superalgebra (6.9) is osp(1|32)(2,1), where
now ,0 = corresponds to the sp(32) subalgebra, ,2 = and ,1 = .
7. Extension to gauge free differential (super)algebras and ChernSimons theories

We have shown that, by rescaling some group variables and identifying equal powers of
in the MC equations of an algebra G, one obtains the MC equations (4.7) for the algebra
G(N0 , N1 , . . . , Nn ). Using these MC equations we may now construct the corresponding
gauge free differential (super)algebras (for FDA see [27,36,43,44]).
Let us examine the general case of Section 4. To obtain a gauge FDA we replace the
MC forms ks ,s by the gauge field (or soft, see [27]) one-forms Aks ,s and introduce
their corresponding curvatures F ks ,s by (cf. (4.7))
1
,s
Aip ,p Ajq ,q := DAks ,s ,
F ks ,s = dAks ,s + Cikps ,
p jq ,q
2
(7.1)
208
,s
where the Cikps ,
are defined as in (4.8). The curvatures F ks ,s satisfy the consistency
p jq ,q
conditions expressed by the Bianchi identities
,s
dF ks ,s = Cikps ,
F ip ,p Ajq ,q
p jq ,q
(DF = 0).
(7.2)
The Cartan structure equations (7.1) and the Bianchi identities (7.2) define the gauge FDA
associated with G(N0 , N1 , . . . , Nn ).
One may look at Eqs. (7.1), (7.2) as coming from expansions of the type (4.4)(4.6) of
the original gauge FDA for G,
1
F ks = dAks + cikps jq Aip Ajq ,
(7.3)
dF ks = cikps jq F ip Ajq ,
2
or directly as defining the gauge FDA associated with the G(N0 , N1 , . . . , Nn ) Lie algebra.
Moreover, the infinitesimal gauge transformations of the Aks ,s , F ks ,s , with parameters
ks ,s corresponding to the expanded group G(N0 , N1 , . . . , Nn ), are given by
,s
Aks ,s = d ks ,s Cikps ,
ip ,p Ajq ,q ,
p jq ,q
,s
F ks ,s = Cikps ,
F ip ,p jq ,q ,
p jq ,q
(7.4)
recalling that the original gauge fields Aks of G transform as

Aks = d ks cikps jq ip Ajq .
(7.5)
We note that the above FDA algebras are contractible [27,43,44] since they are generated
by pairs of forms (A, B) such that B = dA and dB = 0, where A corresponds to Aks ,s
,s
and B = dA = F A2 (i.e., F ks s 12 Cikps ,
Aip ,p Ajq ,q ). Thus, the de Rham
p jq ,q
cohomology of the gauge FDA is trivial and every closed form in the FDA may be written
as d of a form constructed from its generators.
Let us now see how the above new gauge FDAs may be used to obtain Chern
Simons (CS) gauge theories. Given a Lie algebra G, a ChernSimons (CS) field theory
is, generically, one for which the Lagrangian form is the potential of a 2l-form H =
F I1 , . . . , F Il constructed from the curvature two-forms F I in the following way. Let
kI1 Il be a (graded)symmetric invariant tensor on G, where the index I runs over the values
of the G basis index. Then, the CS Lagrangian is a (2l 1)-form B such that

H = dB = F I1 , . . . , F Il = kI1 Il F I1 F Il ;
(7.6)
as a result, the CS structure is intrinsically odd dimensional. Since the r.h.s. is gauge
invariant, the CS form B is gauge quasi-invariant, i.e., its gauge transformation is given
by the differential of a (2l 2)-form.10 When G is a classical algebra (or one of its Z2 graded counterparts), one may write F = F I TI , TI being a matrix realization of the basis
of G. Then, when different from zero, the (graded) symmetrized trace sTr(TI1 TIl ) gives
a G-invariant symmetric tensor, so that
dB = sTr(F F ).
(7.7)
10 For ChernWeil invariants and for explicit expressions of CS forms and their gauge transformation properties
see, e.g., [23].
209
I
I
Consider the case of a CS theory for the algebra G(N0 , N1 , . . . , Nn ). Let
A and F
be the gauge and curvature forms of the gauge FDA associated with G = n0 Vp , so that
now I = i1 , . . . , in as in Theorem 3. If kI1 Il is a (graded)symmetric invariant tensor of
rank l on G, the CS action associated with G is given by the integral over a (2l 1)dimensional manifold M2l1 of a potential form of kI1 Il F I1 F Il . Inserting in
(7.6) the expansion of the gauge forms (ks ,s Aks ,s ) one finds11

I [A, ] =
B(A, ) =
N BN (A) =
N IN [A].
(7.8)
M2l1
M2l1
N=0
N=0
For each order N , one obtains a CS action that is invariant under the transformations (7.4),
because it is the integral of a form the differential of which is the coefficient of N in the
expansion of the invariant form H = sTr(F F ), and these coefficients are separately
invariant. Once an order N is fixed, a gauge FDA algebra is selected naturally: it is the
one containing all the gauge fields and curvatures that appear in dBN (A) in agreement
with Theorem 3 in Section 4, since this guarantees the consistency of (7.1), (7.2). In the
case that we are considering, the fields F ks ,s appear in the coefficient dBN (A) so that
Ns N for all s. The action IN [A] in (7.8) could have been obtained directly by using the
corresponding symmetric G(N0 , . . . , Nn )-invariant form.
Let us assume that G is simple. Then, with dimensionless structure constants for G, it
is not possible to assign consistently physical dimensions to its generators. The fields AI
are also dimensionless and the corresponding CS integral cannot have dimensions of an
action. One may, however, rescale the fields AI as in a generalized WW contraction (in
our scheme corresponding to G(0, 1, . . . , n)), Aip p Aip ,p , and declare that has some
definite physical dimensions. The resulting action is constructed in terms of dimensionful
fields, at the price of introducing an explicit dependence of the structure constants on
a dimensionful parameter, which disappears by conveniently taking the limit 0. This
process gives a CS theory on the contracted algebra when the gauge fields have suitable
physical dimensions. But the expansion method is more general, and we may obtain true
actions with the right physical dimensions, by using (7.8), due to the fact that the action
IN [A] has dimensions []N . Moreover, in contrast with a contraction, the expansion
method gives a CS theory for a Lie (super)algebra that, in general, is of higher dimension
than that of G. We now illustrate both procedures, the contraction and the expansion one,
using the case of three-dimensional supergravity as an example.
8. Application to ChernSimons gauge theory of supergravity

It is well known that (super)gravities in three spacetime dimensions are CS gauge
theories [5254] and hence topological and exactly solvable [54], which allows for the
construction of an exact quantum theory. For instance, Poincar supergravity in three
11 We shall ignore here the coupling constant and its possible quantization (see [50]). For the case, e.g., of
odd-dimensional CS gravities, see [51]; the quantization may result from a mechanism similar to that associated
with WessZuminoWittenNovikov terms.
210
spacetime dimensions is a CS theory for the eight-dimensional D = 3 super-Poincar Lie

algebra defined by the MC equations

1
d = ab ab ,
4
a
d a = a b b
(a, b = 0, 1, 2; , = 1, 2),
d ab = a c cb ,
(8.1)
where a , and ab = ba are, respectively, the translations, supertranslations and

Lorentz MC forms. The gauge FDA corresponding to (8.1), of gauge one-forms ab ,
and ea (corresponding, respectively, to the MC forms ab , , a ) and curvatures Rab ,
T and T a , is
DRab = 0;
Rab = dab + ac c b := Dab ,

1
1
DT = Rab ab ;
T = d + ab ab := D ,
4
4
a
a
T a = dea + a b eb +
:= Dea +
;
a
.
DT a = R a b eb + 2T
(8.2)
The action is then given by

abc

3 Rab ec + 4 T ,
I=
(8.3)
M3
where we take abc = 3 abc . The integrand is a potential form of the closed gauge-invariant
4-form 3 abc Rab Tc + 4T T . Eq. (8.3) is the action for Poincar supergravity in
2 + 1 dimensions [55] written using the first order gauge formulation (see, e.g., [27]),
the field equations of which are T a = 0 (equations for ; metricity condition), R ab = 0
(equations for e; flat space Einstein equations) and T = D = 0 (equations for or
three-dimensional counterpart of the RaritaSchwinger equations).
The superalgebra (8.1) can be viewed as a contraction of the Lie superalgebra
osp(1|2) osp(0|2) = osp(1|2) sp(2), also known as the type (1, 0) anti-de Sitter
superalgebra in D = 2 + 1 [53]. Since the algebra is the direct sum of two simple ones,
no physical dimensions can be assigned to the forms. However, one may rescale some of
them using a dimensionful scale, which then appears explicitly in the structure constants,
and these rescaled generators have dimensions. From the corresponding CS integral I ()
one may construct the action I ()/, with dimensions of length (those of an action in
three dimensions in geometrized units), which is the action for supergravity with a negative
cosmological constant. The limit 0 for I ()/ turns out to be well defined, and gives
(8.3). Explicitly, osp(1|2) sp(2) may be given by the MC equations

a
b ab
d ab = a c cb
,

1
1 a
a
d = ab ab +
,

4
2
a
b
a = a b
(a, b, c = 0, 1, 2;
d
, = 1, 2),
(8.4)
211
a are bosonic and is fermionic. Starting from this

where, again, ab = ba and
algebra one may obtain the gauge FDA by using Eq. (7.3) for the gauge forms (ab , ,
ea ) and curvatures (Rab , T , Ta ). These fields cannot be assigned physical dimensions
a = a , = 1/2 ,
unless some of them are rescaled. The obvious choice is to set
a = T a , T = 1/2 T where the parameter has
and hence ea = ea , = 1/2 , T
dimensions [] = L1 so that the algebra then reads

d ab = a c cb 2 a b ab ,

1

d = ab ab + a a ,
4
2
a
d a = a b b
,
(8.5)
and the contraction limit 0 reproduces (8.1). The associated gauge FDA ( ab ab ,
a ea , ) is
Rab = dab + ac c b + 2 ea eb + (ab ) ,
DRab = 2 Ta eb 2 ea Tb + 2T (ab ) ;

1
T = d + ab ab
4

ea a := D ea a ,
2
2

1

DT = Rab ab Ta a + ea a T ;
4
2
2
a
a
a
b
a
a
a
T = de + b e + := De + ,
a
.
DT a = R a b eb + 2T
(8.6)
One may construct a three-dimensional CS theory starting from the gauge invariant fourform 3 abc Rab Tc + 4T T = 3 abc Rab Tc + 4T T . Since the gauge algebra
is contractible, the CS integral is then easily found to be

2
3 abc Rab ec + 4 T 2 3 abc ea eb ec
I () =
3
M3

+ 2 (a ) ea ,
(8.7)
which gives the (1, 0) AdS supergravity Lagrangian in differential form, a supersymmetrization of D = 3 gravity with negative cosmological constant. Taking the 0 limit
in I ()/, the CS supergravity action (8.3) is recovered.
It is worth clarifying at this stage the nature of the above contraction. It is performed
by writing osp(1|2) sp(2) in a (pseudoextended) form that disguises its actual direct
(trivial) sum structure, which may be recovered by making the change of basis

1
a ,
= a 3 abc bc + 2
4

1
a ,
= a 3 abc bc 2
4
2 ,
(8.8)
212
which exhibits explicitly the direct sum osp(1|2) sp(2) structure,

d = ,
d =
d = ;
(, = 1, 2).
(8.9)
The contraction of (8.5) does not respect the above direct sum structure and, by not
doing so, generates non-trivial cohomology; this is why the D = 3 super-Poincar algebra
may be obtained. This example is not unique. For instance, some gauge formulations of
D = 1 +1 gravity are based on a four-dimensional central extension of the (1 +1)-Poincar
algebra with a magnetic modification of the momenta commutators. This algebra is
obtained by means of a so-called unconventional contraction [56,57] of (the de Sitter
or anti-de Sitter algebra) so(2, 1). This corresponds, actually, to making a standard IW
contraction of a trivial extension of so(2, 1) by a one-dimensional algebra in such a way
that the contracted algebra becomes a non-trivial extension of the Poincar one. Again, this
procedure corresponds to transforming [5,24] a two-coboundary (that on so(2, 1), giving
its trivial extension) into a non-trivial two-cocyle (on the (1 + 1)-Poincar algebra) by the
contraction limit (see, e.g., [23] for the cohomology that governs extension theory). Thus,
these are all examples of the first method mentioned in the Introduction, the contraction
one, which preserves the dimension of the algebra.
We now turn to the expansion method. Instead of using the eight-dimensional
osp(1|2) sp(2) algebra to obtain the D = 3 super-Poincar by an IW contraction, we
now take the five-dimensional osp(1|2) MC one as the starting point. This superalgebra
is also the de Sitter algebra in two dimensions. Its MC equations are given by the first
two equations in (8.9) (cf. (6.2)). We immediately see that the D = 3 super-Poincar
algebra is osp(1|2)(2, 1), of dimension = 2 dim V0 + dim V1 = 8 (Eq. (5.5)), making the
identifications ,0 = 14 ( ab ) ab , ,1 = and ,2 = 12 a ( a ) (the orders
a
ab
refer here to powers of , not ; note also that in D = 3 either
or their duals
provide a basis for the symmetric tensors). The osp(1|2) gauge FDA is generated by the
gauge forms f , of curvatures , , and is given by
= df + f f + ,
d = f f + ,
= d + f ,
d = f
(, = 1, 2),
(8.10)
where f , are even and symmetric in , , and , are fermionic. The indexes
are raised and lowered by the 2 2 antisymmetric matrix 3 , = 3 and so on.
The corresponding gauge transformations, for parameters = , corresponding
to f and , respectively, are
f = d f + f + ,
= d + f .
(8.11)
Let us now use the expansion method to obtain the CS supergravity action in D = 2 + 1
from a CS integral for osp(1|2). The CS integral based on (8.10) is constructed from the
213
gauge invariant closed four-form

H = 2 .
(8.12)
We look for an integral form with dimensions of an action, i.e., of length in geometrized
units. If is the expansion parameter, and [] = L1 , we need the order one in of H .
The present situation is that of Section 5 with V2 = 0 and where V0 and V1 are generated
by and , respectively. Since V1 is a symmetric coset, Eq. (3.23) for = 1/2 applies
and we have to consider the following expansions
f
,n n
n=0
,n+1/2 n+1/2 ,
(8.13)
n=0
and similarly for the curvatures. We may obtain different FDA gauge superalgebras by
retaining different orders according to Theorem 5 for V2 = 0 (or to (3.29), (3.30)). On
the other hand, the fact that to construct the action we need the term proportional to in
the expansion of H requires n = 1, n = 0 for the upper limits of the sums in (8.13) (these
correspond to the N0 = 2, N1 = 1 that characterize osp(1|2)(2, 1)), in agreement with (5.7)
and (3.29). So the relevant algebra will correspond to the forms f ,0 , f ,1 , ,1/2 ,
1 ab
1
(8.14)
ab ,
f ,1 = a ea ,
,1/2 = .
4
2
Then the resulting gauge FDA is precisely (8.2), and the term proportional to in the
expansion of H in (8.12) is the closed form 12 abc Rab Tc 2T T , the potential form
of which leads to the action (8.3). This translates the fact that the D = 3 super-Poincar
algebra is osp(1|2)(2, 1).
The same procedure may be applied to obtain a CS theory based on osp(1|32) (see [58
62]), using either the splitting of Theorem 5 or one with V2 = 0, in which case V0 and
V1 are simply the bosonic and fermionic parts of the superalgebra (as used at the end of
Section 6). The resulting algebras have a semidirect structure, where the Lorentz (sp(32))
algebra is the simple factor in the algebra resulting from the first (second) splitting. Results
on the corresponding D = 11 CS theory will be published separately.
f ,0 =
9. Conclusions and outlook

In this paper we have described the expansion method, a procedure of obtaining new
(super)algebras G(N0 , . . . , Nn ) from a given one G that we denote expansions of G
(Theorem 3). It is based on the power expansion of the MC equations that results from
rescaling certain group variables. These expansions are, in principle, infinite, but some
truncations are consistent and define the MaurerCartan equations of new (super)algebras,
the structure constants of which are obtained from those of the original algebra G. We have
considered the different possible G(N0 , . . . , Nn ) algebras subordinated to various splittings
of G and discussed their structure. We have seen that in some cases (when the splitting
of G satisfies the Weimar-Woods conditions) the resulting algebras include the simple or
generalized InnWigner contractions of G, but that this is not always the case. They may
214
be, however, IW contractions of certain higher-dimensional algebras related to the original

one, as we have seen in Section 8. In general, the new expanded algebras have higher
dimension than the original one.
Since G is the only ingredient of the expansion method, it is clear that the extension procedure (which involves two algebras) is richer when one is looking for new (super)algebras,
as discussed at the end of Section 6. As it is the case for contractions, the expansion method
is more constrained. Nevertheless, we have used it to obtain the M-theory superalgebra, including its Lorentz part, from osp(1|32). After formally extending the method to the case
of gauge free differential algebras, we have applied it to the case of CS supergravity in 2+1
dimensions where, using that D = 3 super-Poincar is osp(1|2)(2, 1), we have recovered
the ChernSimons supergravity action from a CS form for osp(1|2). The application of the
expansion method to the D = 11 case will be presented elsewhere.
Acknowledgements
This work has been partially supported by the Spanish Ministry of Science and
Technology through grants BFM2002-03681, BFM2002-02000 and EU FEDER funds,
and by the Junta de Castilla y Len through grant VA085-02. Two of the authors also
wish to thank the Spanish Ministry of Education and Culture (M.P.) and the Generalitat
Valenciana (O.V.) for their research grants. A helpful discussion with I. Bandos is also
gratefully acknowledged.
Appendix A. Expansion of dks ,s when G fulfils the WW conditions
Inserting (4.4)(4.6) into (2.10) where now p, q, s = 0, 1, . . . , n, and using

q

ip ,
jq ,
ip , jq , ,
=p
=q
=p+q
(A.1)
=p
we obtain the expansion of the MC equations for G,

q

1 ks ip ,
ks ,
jq ,
,
d
=
cip jq
2
=s
=s
(A.2)
=p
since the WW conditions (4.3) give zero in the r.h.s. unless = p + q s, in agreement
with the l.h.s. Eq. (A.2) can be made explicit for p, q, s = 0, 1, . . . , n as follows:
dks ,
=s

1 ks i0 ,
= ci0 j0
j0 , + 2cik0sj1
i0 , j1 , +
2
=0
=0
=1
=0
+ 2cik0sjn
n
=n
+ cik1sj1
i0 , jn ,
=0
1
=2
+ 2cik1sjn
i1 , j1 , +
=1
=1+n
n
=2n2
s
+ 2cikn1
jn
=2n
n
n
n+1
in1 , jn1 ,
=n1
=2n1
i1 , jn , +
=1
s
+ cikn1
jn1
+ ciknsjn
215
in1 , jn ,
=n1
in ,
jn ,
(A.3)
=n
Rearranging powers we get
dks ,
=s

1

1 ks i0 ,0
ks
ks
j0 ,0
i0 ,
j0 ,1
i0 ,0
j1 ,1
+ ci0 j0
+ 2ci0 j1
= ci0 j0
2
=0

2
1

2 ks
+ ci0 j0
i0 , j0 ,2 + 2cik0sj1
i0 , j1 ,2
=0
=0
+ 2cik0sj2 i0 ,0
j2 ,2
+ cik1sj1 i1 ,1

j1 ,1
Eq. (A.4) now gives
dks ,
=s
1
= cik0sj0 i0 ,0 j0 ,0
2
[/2]
n1

k p

1
cips jp
ip , jp ,
2
=1
p=0
=p
p
[(1)/2]

p=0
q=p+1
cikps jq
q

=p
ip ,
jq ,

+ .
(A.4)
216
2n1
[/2]
p
1 ks ip ,
cip jp
jp ,
2
=n

=2n
=p
p=0
[(1)/2]
min{p
,n}
p=0
cikps jq
q
ip ,
jq ,
=p
q=p+1
p
n
1 ks ip ,
cip jp
jp ,
2
=p
p=0
n1
n
q
cikps jq
ip ,
jq ,
(A.5)
=p
p=0 q=p+1
that is
1
dks , = cik0sj0 i0 ,0 j0 ,0
2
=s
min{[/2] ,n}
p

1
cikps jp
ip , jp ,
2
=1
=p
p=0
min{[(1)/2]
,n1} min{p
,n}
p=0
cikps jq
q

ip , jq , ,
(A.6)
=p
q=p+1
from which we obtain, upon explicit imposition of the contraction condition (4.3) on the
structure constants cs:
1 k
= s = 0:
dk0 ,0 = ci00j0 i0 ,0 j0 ,0 ;
(A.7)
2
(s1)/2
k
= s 1, s odd: dks ,s =
(A.8)
cips jsp ip ,p jsp ,sp ;
p=0
1 s
is/2 ,s/2
js/2 ,s/2
= s 1, s even: dks ,s = ciks/2
js/2
2
(s2)/2
k
cips jsp ip ,p jsp ,sp ;
(A.9)
p=0
> s 0:
ks ,
1
=
2
min{[/2]
,n}
cikps jp
p=[(s+1)/2]
p
ip , jp ,
=p
min{[(1)/2]
,n1}
min{p
,n}
p=0
q=max{sp,p+1}
q

=p
ip , jq , .
cikps jq
(A.10)
217
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Chiral limit of strongly coupled lattice

gauge theories
David H. Adams a,b , Shailesh Chandrasekharan a
a Department of Physics, Box 90305, Duke University, Durham, NC 27708, USA
b Instituut-Lorentz for Theoretical Physics, Universiteit Leiden, Nield Bohrweg 2, 2300 RA Leiden, The
Netherlands
Abstract
We construct a new and efficient cluster algorithm for updating strongly coupled U (N) lattice
gauge theories with staggered fermions in the chiral limit. The algorithm uses the constrained
monomerdimer representation of the theory and should also be of interest to researchers working
on other models with similar constraints. Using the new algorithm we address questions related to
the chiral limit of strongly coupled U (N) gauge theories beyond the mean field approximation.
We show that the infinite volume chiral condensate
and four dimensions.
is non-zero in three2
(0)
L
for large L where
However, on a square lattice of size L we find x (x)
= 0.420(3)/N + 0.078(4)/N 2 . These results differ from an earlier conclusion obtained using a
different algorithm. Here we argue that the earlier calculations were misleading due to uncontrolled
autocorrelation times encountered by the previous algorithm.
PACS: 11.15.Ha; 11.15.Me; 02.70.Lq
1. Introduction
One of the challenges in the study of strong interactions is to compute physical
quantities with in the framework of QCD with controlled errors. Although lattice QCD
can in principle accomplish this task, most known algorithms encounter problems related
to critical slowing down as the quark masses become small [1]. It is impossible to compute
quantities reliably for realistic up and down quark masses with current algorithms.
E-mail address: sch@phy.duke.edu (S. Chandrasekharan).
doi:10.1016/S0550-3213(03)00350-X
D.H. Adams, S. Chandrasekharan / Nuclear Physics B 662 (2003) 220246
221
At present, one usually computes quantities at an unphysically large quark mass and
uses chiral extrapolations to obtain the final answer [2]. For sufficiently light quarks
this is a reliable technique. However, for the quark masses that are currently used, such
extrapolations are questionable. Furthermore, most calculations with light quarks are
obtained in the quenched approximation where the internal dynamics of fermions are
ignored. There also exist some interesting quantities which cannot be computed when the
quarks are heavy. For example, in the real world the rho meson can decay into two pions.
Unfortunately, for most values of the quark masses that are currently used, this decay is
forbidden. If lattice simulations were possible with sufficiently light quarks, the resonant
nature of the rho meson can be studied with lattice techniques [3].
There are two main problems in constructing efficient algorithms for lattice QCD. The
first problem is that quarks are fermions and they introduce sign problems due to the
Pauli principle. This problem is usually very difficult to solve. The second problem is that
the gauge interactions between the quarks generate non-local interactions. It is usually
difficult to design efficient updates for such interactions and most known algorithms
encounter problems related to critical slowing down. Fortunately, with a good lattice
fermion formulation and at zero baryon chemical potential the quarks can be integrated out
and their effects can be encoded in terms of a determinant which is a positive function of the
gauge fields. However, one is still left with the problem of updating the gauge fields using
the non-local determinant as the Boltzmann weight. Conventional algorithms are known
to break down as the quark masses become small. In order to find an efficient algorithm it
is often useful to understand and isolate the physical modes of the theory. Unfortunately,
for gauge theories, especially with the non-local fermion determinant this problem looks
formidable.
Interestingly, there is a limit of lattice QCD with staggered fermions where most of the
above mentioned complications can be eliminated. This is the so-called strong coupling
limit [4]. Although this limit has the worst lattice artifacts and could describe the wrong
phase, the resulting theory is still an interesting toy model for QCD. It contains the
physics of confinement and chiral symmetry breaking. In the chiral limit one finds massless
Goldstone bosons in addition to other massive mesonic and baryonic excitations. The
strong coupling theory can be solved analytically only in the large N [5] and large d [6]
limits. One needs a numerical approach to study it without these approximations.
The luxury of the strong coupling limit is that it is possible to integrate out the gauge
fields analytically and write the problem entirely in terms of gauge invariant objects. It was
pointed out in [7] that with U (N) gauge fields the strong coupling model with staggered
fermions is equivalent to a system of monomers and dimers with positive Boltzmann
weights. Later a monomerdimerpolymer representation was discovered for SU(3) gauge
fields [8]. Is it possible to use these simplified representations that arise at strong couplings
to construct an efficient algorithm in the chiral limit? In [7,8] simple local algorithms were
proposed. However, as far as we know, all these algorithms break down in the chiral limit.
In fact there is evidence that the proposed algorithms may also have other problems away
from the chiral limit [9]. Recently, a cluster based algorithm was proposed to update the
monomerdimer system which works very well in the chiral limit on small lattices [10,
11]. However, even this algorithm becomes inefficient for large lattice sizes due to long
autocorrelation times.
222
In this paper we propose a new and efficient algorithm to study the chiral limit of
strongly coupled U (N) gauge theories with staggered fermions in any dimension. It should
be possible to extend it to SU(N) gauge theories with minor modifications. We then use this
algorithm to study questions related to chiral symmetry in two, three and four dimensions.
Our study shows that this algorithm has the potential to address many unresolved questions
about the chiral limit of gauge theories at least in the strong coupling limit. Our paper is
organized as follows. In Section 2 we review the monomerdimer representation of strong
coupling U (N) gauge theories with staggered fermions and discuss the consequences of
chiral symmetry in this language. We then show how a finite size scaling formula for
the chiral susceptibility can be used to compute the chiral condensate from finite volume
lattice calculations in the chiral limit. In Section 3 we construct a new type of cluster
algorithm, which we call the directed path cluster algorithm, to update the monomer
dimer model. We show that it obeys detailed balance and is ergodic. Section 4 contains
explicit expressions that can be used to compute observables like the condensate and the
susceptibility with the new algorithm. In Section 5 we test the algorithm by comparing
exact results on small lattices with the results obtained using the algorithm. We also present
an exact large L result on the 2 L lattice and compare with the result from the algorithm.
In Section 6 we discuss the performance of the new algorithm and compare it with an
earlier algorithm proposed in [10,11]. We argue why the results obtained earlier were
incorrect at large volumes. In this context we also briefly study the autocorrelations of
the new algorithm. In Section 7, using our new algorithm we study the issue of chiral
symmetry breaking in two, three and four dimensions for different values of N . Section 8
contains our conclusions.
2. Monomerdimer representation
Let us review the monomerdimer representation of the strongly coupled U (N) lattice
gauge theory with staggered fermions. The Euclidean space action of the model we
consider is given by

+ )U
(x) (x)U
(x
(x)(x)
S=
(x)(x + )
x,
(x)(x),
(1)
where x (x1 , x2 , . . . , xd ) labels the sites on a d-dimensional periodic, hyper-cubic

lattice and = 1, 2, . . . , d labels the various directions. For concreteness we assume
x 0, 1, 2, . . . , L 1 such that L is the length of the hyper-cubical box in the
direction. We will use V = L1 L2 Ld to denote the volume of the lattice. The site next
to x in the positive direction is labeled x + .
The link variables connecting the sites x
and x + ,
represented by U (x), are N N unitary matrices. (x) is an N -component
column vector and (x)

is an N -component row vector. Both these vectors are made
with Grassmann variables and represent the staggered fermion fields at the site x. We
will assume that the gauge links satisfy periodic boundary conditions while the fermion
fields satisfy either periodic or anti-periodic boundary conditions. The factors (x) are
223
the well-known staggered fermion phase factors. However, we will choose them to be
1 (x) = t and (x) = exp[i(x1 + + x1 )], = 2, 3, . . . , d, where t is a real-valued
parameter incorporating the effects of temperature. By working on asymmetric lattices
with L1 L , = 2, 3, . . . , d and allowing t to vary continuously, we can study finite
temperature phase transitions [12]. When t = 1, the (t) turn into the usual phase factors.
The parameter m controls the fermion mass. Our definition of the action, (Eq. (1)), differs
from the conventional definition since we have dropped a factor of half in front of the
kinetic (hopping) term. This only changes the normalization of the fermion fields and the
definition of the fermion mass m up to a factor of 2, but helps in avoiding extra powers of
two in many expressions we write below.
The partition function of the model is given by

dU (x)
d(x) d (x)
exp(S),
Z=
(2)
(x,)
where [dU ] is the Haar measure on the U (N) group, [d(x) d (x)]
represent Grassmann
integration. The model with t = 1 was considered earlier in [7], where it was shown that
the integrals in Eq. (2) can be performed analytically and the partition function can be
rewritten as a sum over positive definite Boltzmann weights associated to monomerdimer
configurations. Let us see this explicitly by setting t = 1. First note that the integral over
the gauge fields can be done one link at a time in the background of the Grassmann fields.
In [7] it was shown that

+ )
dU (x) exp (x)U
(x
U (x) (x)
(x)(x + )
=
N

(N b)!
b=0
and
N!b!
b
+ )(x
(x)(x)
(x
+ )
,

(Nn) N! n
m .
d(x) d (x)
exp m(x)(x)
(x)(x)
=
n!
(3)
(4)
Using these relations we can rewrite the partition function as

Z=
(N b (x))! N!
mnx ,
b
(x)!N!
n
!
x
x,
x
(5)
[n,b]
where nx = 0, 1, . . . , N is the number of monomers located at the site x and b (x) =

0, 1, 2, . . . , N is the number of dimers located on the bond connecting the sites x and
x + .
The configurations [n, b] denote the sets of monomer values n = {nx } on all sites
and bond values b = {b (x)} on all links which satisfy the constraint

b (x) + b (x) = N
nx +
(6)
on each site x. We use the definition b (x) b (x ).

In other words, the total number
of monomers and dimers associated to a site must always be N . The only effect of a
224
Fig. 1. An example of N = 3 monomerdimer configuration on a 4 4 lattice.
general t is that every dimer along the = 1 link is weighted by an extra factor of t 2 .
For illustration, an N = 3 monomerdimer configuration is shown in Fig. 1.
When m = 0 the action given in Eq. (1) is invariant under U (1) chiral transformations,
i
(x)
(x)e
, for x even,
i
i
(x)e
, for x odd.
(x) e (x), (x)
(x) ei (x),
(7)
A site x is defined to be even (odd) if x1 + x2 + + xd is even (odd). To study

the properties of the vacuum under chiral transformations one usually defines the chiral
condensate,

1
1
1

(8)
(x)(x)
eS .
(x)
=
dU d d
V x
Z
V x
In a finite volume the vacuum is chirally symmetric in the chiral limit. A consequence of
this symmetry is that
lim = 0.
m0
In the monomerdimer model

1
=
nx ,
mV x
(9)
(10)
where nx is the average number of monomers on the site x. In the chiral limit at finite
volumes this average goes to zero as m2 , which again means the chiral condensate vanishes.
Mean field calculations on the other hand suggest that the strong coupling vacuum breaks
225
the chiral symmetry spontaneously [5,6]. This means
lim lim
= 0.
m0 V
(11)
We will call this non-vanishing quantity the infinite volume chiral condensate. It would be
interesting to calculate this condensate using the new algorithm. However, using Eq. (11)
to extract it is difficult since one needs to add a small fermion mass term to the action and
then perform a careful scaling analysis of the chiral condensate with respect to both the
volume and the mass. Since our algorithm can work efficiently at m = 0 in a finite volume
we will instead calculate the chiral susceptibility, defined by

1
(x)(y)
V x,y

1
1
=
(x)(x)
(y)(y)
eS .
dU d d
Z
V x,y
(12)
It is easy to show that
2
V
(13)

.
+
2
m
Usually, the chiral susceptibility is defined as the first derivative of the chiral condensate
with respect to the mass. However, our definition includes the disconnected term
proportional to the square of the infinite volume chiral condensate. With this definition,
in a cubical box V Ld , we can argue that
const Ld
in a phase with broken chiral symmetry,
= const L2 at a chirally symmetric critical point,
(14)
const
in the chirally symmetric massive phase,
=
in the large volume limit. In the phase with broken chiral symmetry the coefficient of Ld
is the square of the infinite volume chiral condensate divided by two. Thus, the condensate
can be extracted by studying the large volume behavior of and fitting the data to the
above form. With conventional algorithms is very difficult to compute since it is a noisy
observable. Our new approach on the other hand allows us to measure it very accurately
even in large volumes. Although we have written Eq. (14) for a general d, the Mermin
WagnerColeman theorem [13,14] forbids a phase with broken chiral symmetry in two
dimensions. In that case only the critical or the massive phases are possible.
3. Directed path algorithm

The constraints imposed by Eq. (6) make it difficult to design algorithms for the
monomerdimer systems near the chiral limit. When m = 0, configurations with monomers
have vanishing weight in the partition function and local algorithms find it difficult to
update the remaining constrained dimer configurations efficiently. Cluster algorithms on
the other hand can deal with constraints very efficiently. An analogue of this problem
226
in a well-known setting is the following. Consider, for example, a quantum spin-half

system where the number of up spins and down spins are individually conserved.
A typical configuration of such a system is represented by a world-line of spins. While
local algorithms find it extremely difficult to update such configurations, the loop cluster
algorithm is very efficient [15]. In [10,11] we discovered that the monomerdimer model
can also be rewritten in terms of loop variables and found them to be convenient tools to
update the system when m = 0. Unfortunately, the Metropolis algorithm that was designed
to update the loops turns out to be inefficient. Certain large clusters can only be updated
with small probabilities and the algorithm develops long autocorrelation times as the lattice
size grows. This problem is similar to the problem encountered in an anti-ferromagnetic
quantum spin-half model in the presence of a uniform magnetic field. The loop cluster
algorithm which works efficiently in updating the model in the absence of magnetic fields,
becomes exponentially inefficient in their presence. Again, some large clusters get frozen
and cannot be updated.
Recently, a new algorithm called the directed loop algorithm was proposed for the
antiferromagnetic model in a magnetic field [16]. This algorithm is extremely efficient
even for large magnetic fields. Here we extend this algorithm to study strong coupling
gauge theories. In this section we construct a directed path cluster algorithm to update
the monomerdimer configurations. Our construction is such that the algorithm does not
change the number of monomers in a given configuration. Hence, it is only ergodic in
the chiral limit where the number of monomers is strictly zero and does not change.
When m = 0 it is necessary to supplement it with an update that changes the number
of monomers. For this we can use any local algorithm. We will briefly review one such
algorithm at the end of this section for completeness.
The basic idea behind our algorithm is to create a monomer at a site. However, in order
to do this while satisfying the constraints it is necessary to remove a dimer from one of
the links connected to the site and create another monomer on the other end of the bond.
This neighboring monomer is then moved along a directed path, while satisfying detailed
balance at each step until it encounters a partner such that both monomers can be removed
by creating a dimer. Thus, at the end of a directed path update, the number of monomers
remains fixed. It is interesting to note that at every stage, between the start and the end
of the path, we sample configurations that are relevant in the computation of two point
correlation function of monomers. Hence, these intermediate configurations can be used
to measure certain observables. We will discuss this feature of the algorithm in the next
section.
In order to explain the algorithm better and show that it obeys detailed balance it is
useful to develop some notation. We begin by dividing the sites of the lattice into active
and passive sites. If the first site we pick during the update is even then all even sites are
defined to be active and all odd sites become passive. On the other hand if the first site
happens to be odd, then all odd sites become active and even sites become passive. Each
active (passive) site is associated with an active (passive) block which includes the site
with the information n about number of monomers on it and the 2d bonds connected to the
site with the information b1 , b1 , . . . , bd , bd of their dimer content. Due to the constraint
227
Eq. (6) we must have

n + b1 + b1 + + bd + bd = N.
(15)
We will represent the block symbolically by (n, b1 , b1 , . . . , bd , bd ). Its Boltzmann

weight is defined to be
Wactive =
d
N! (N b )!(N b )!
n!
b !b !(N!)2
(16)
=1
if it is an active block and

N! 2 b1 +b1
Wpassive =
(17)
t
n!
if it is a passive block. We have dropped factors of the mass because our objective is not
to change the total number of monomers in the configuration. It is easy to verify that the
product of the weights of all the active and passive blocks in a configuration is equal to the
Boltzmann weight of the configuration up to some power of the mass.
A directed path update begins by entering a site at random. By definition that site
belongs to an active block and the path enters the block through the site. Given an incoming
path the algorithm works on finding an outgoing path with a probability that satisfies
detailed balance. The outgoing path can either be one of the 2d bonds or the starting site
itself. As we will see shortly, the correct probability to choose the outgoing path to be the
starting site is
n
Pss = ,
(18)
N
and the probability to choose the bond in the = 1, 1, 2, 2, . . ., d, d direction is
b
.
(19)
N
If the outgoing path is chosen to be the starting site then the directed path update already
ends. The configuration is returned without being updated. Otherwise the path goes out
through the chosen bond. As it leaves the active block it updates it by adding a monomer on
the incoming site and then removing the monomer again if the path terminates immediately,
or reducing the bond number on the outgoing link if the path continues. Let us invent
a notation to describe this process. We use the symbol next to a bond or a site to
indicate incoming path into the block and use to indicate the outgoing path. For example,
(n, b1 , b1 , . . . , bd , bd ) means that the path came into the block through the site and
left the block through the = 1 bond. When the path leaves the (active) block, the
updated block is given by (n + 1, b1 , b1 1, . . . , bd , bd ). Fig. 2 shows a typical directed
path through a three-dimensional block.
When the path leaves an active block through a bond it enters the neighboring passive
block through the same bond. It is then forced to leave through one of the remaining 2d 1
bonds with probabilities given below. Since now the value of t 2 is important, we distinguish
two cases: t 2 1 and t 2 1. If the incoming path is through the = 1 ( = 1) bond,
the outgoing path can either be the = 1 ( = 1) bond or any one of = 1 bonds.
Ps =
228
Fig. 2. A typical directed path passing through a 3d block. The path enters the block through the = 3 bond and
leaves through the = 1 bond. The block and the path are represented by (n, b1 , b1 , b2 , b2 , b3 , b3 ).
The probability to pick = 1 ( = 1) is given by
t2
, t 2 1,
2d 2 + t 2
P1,1 = P1,1 =
2t 2 1
t 2 1,
2d 3 + 2t 2 ,
(20)
while the probability to choose any one of the = 1 is given by
, t 2 1,
2
2d
2
+
t
P1, = P1, =
(21)
1
, t 1.
2d 3 + 2t 2
However, if the path comes into the block through one of the = 1 bonds, then the
outgoing path is chosen to be the = 1 or = 1 bond with probability
t2
, t 2 1,
2
2d
2
+
t
P,1 = P,1 =
(22)
t2
2 1,
,
t
2d 3 + 2t 2
and is chosen to be one of the = 1, bonds with probability
2d 2 t 2
, t 2 1,
2 )(2d 3)
(2d
2
+
t
P, =
(23)
,
t 1.
2d 3 + 2t 2
As the path leaves a passive block, the block itself is updated by lowering the dimer number
on the incoming bond and raising the dimer number on the outgoing bond. We note that in
Eqs. (20)(23) the probability definitions for t 1 and t 1 can be extended to the range
229
t 2 < 2d 2 and t 2 > 1/2, respectively. This is a reflection of the fact that the requirement
of detailed balance does not determine all the probabilities uniquely.
When the path leaves the passive block it enters the adjacent active block through an
incoming bond. In this case it can now leave through one of the remaining 2d 1 bonds
or the site. Given the incoming path to be through the bond , the probability to choose the
bond as the outgoing path is
P =
b
,
N b
and the probability to choose the site as the outgoing path is

n
Ps =
.
N b
(24)
(25)
If the path leaves through a bond then it continues into another passive block and goes
forward as already discussed above. However, if it exits through the site then the path
ends. In either case the active block is again updated by increasing the dimer content of the
incoming bond by one and decreasing the dimer content of the outgoing bond or decreasing
the monomer content of the outgoing site by one.
Thus, we see that the algorithm always enters and exits through the sites of active blocks.
It increases the monomer number on the incoming site by one and decreases the monomer
number at the exiting site by one, and thus preserving the total number of monomers. Of
course, the site at which the directed path enters may or may not be the site in which it
leaves, although for m = 0 these two sites are forced to be the same since the weight of
a configuration which contains monomers vanishes. Thus, in the chiral limit, the directed
path is always a closed loop. An important difference between active and passive blocks is
that the paths always enter and leave a passive block through a bond. Hence, the monomer
content of sites belonging to passive blocks never change during a single directed path
update. The paths always enter a passive block on a bond which has at least one dimer on
it.
It remains to be shown that Eqs. (18)(25) satisfy detailed balance with respect to the
Boltzmann weights given in Eqs. (16) and (17). First consider the active block represented
by (n, b1 , b1 , . . . , b , . . . , b , . . . , bd , bd ) with the incoming path specified to be
the bond . The probability to choose the bond as the outgoing bond is given by
Eq. (24). After the update the active block is changed to (n, b1 , b1 , . . . , b 1, . . . , b +
1, . . . , bd , bd ). In order to prove detailed balance one is interested in the reverse process.
For this, one should start with the configuration (n, b1 , b1 , . . . , b 1, . . . , b +
1, . . . , bd , bd ), where now the incoming path is the bond , and figure out the probability
of choosing as the outgoing path. This turns out to be

=
P
b + 1
.
N b + 1
(26)
We see that these probabilities and the weights given in Eq. (16) satisfy detailed balance:
b
(N b )! (N b )!
b + 1
(N b + 1)! (N b 1)!
=
.
(N b )
b !
b !
(N b + 1) (b 1)!
(b + 1)!
(27)
230
In the above detailed balance equation we have only considered factors of the Boltzmann
weight that change during the update.
In the case of the passive block it is again easy to show detailed balance. For
example, consider the case when the incoming path is through the = 1 bond and
the outgoing bond is through the = 1 bond. We can represent this path by
(n, b1 , b1 , . . . , b , . . . , bd , bd ). After the update the new weight of the block is equal
to the old weight divided by t 2 . The reverse process, starting from the updated block looks
like (n, b1 1, b1 , . . . , b + 1, . . . , bd , bd ). The detailed balance requires
P1, t 2 = P,1 ,
(28)
which is indeed true when we use Eqs. (21) and (22). Using a similar method one can show
that other choices of incoming and outgoing paths on both active and passive blocks obey
detailed balance locally at each update. There is one exception which we discuss below.
Consider the case when the incoming path is a site and the outgoing path is a bond and
its reverse process. We represent this case by (n, b1 , b1 , . . . , b , . . . , b , . . . , bd , bd ),
for which the probability is given by Eq. (19). The reverse process on the other hand can
be represented by (n + 1, b1 , b1 , . . . , (b 1), . . . , b , . . . , bd , bd ), which has the
probability

=
P
n+1
.
N b + 1
(29)
We now see that the detailed balance is not quite satisfied locally, since
b (N b )! N!
(N b + 1)! N!
n+1
=
.
N
b !
n!
(N b + 1) (b 1)! (n + 1)!
(30)
There is a extra factor 1/N that remains uncancelled while we go from the site to the
bond. However, since the complete directed path update starts and ends on an active
site, this extra factor must appear in each direction after a complete path update. This then
guarantees that the complete forward and reverse directed paths indeed satisfy detailed
balance.
Before we end this section let us briefly comment on the ergodicity of the algorithm.
When m = 0 the directed path update is ergodic by itself. In order to see this, let us
assume that N = 1. In this case, any configuration can be transformed into any other
configuration by a series of disconnected directed loop updates. The loops themselves can
be identified by superimposing one configuration over the other. All dimers that differ in
the two configurations connect the sites into disconnected loops. Clearly, there is a nonzero probability for performing this specific series of directed loop updates and hence to
go from any configuration to any other. For N > 1, one can easily extend this argument
and prove ergodicity.
Since the directed path algorithm does not change the number of monomers, we need
to supplement it with another algorithm that can change the number of monomers in a
configuration when m is non-zero, in order to make the algorithm ergodic. Many options
are available. One can choose a local algorithm based on either a Metropolis or a Heat
Bath update. In the case of a Metropolis update, for example, a simple algorithm would
be to pick a bond at random and propose to either break the dimer into two monomers
231
or create a dimer from two monomers. This proposal is then accepted with a Metropolis
accept reject step. We find that this combined algorithm is reasonably efficient. We are
currently exploring a more natural extension of the directed path algorithm to the massive
case which avoids the additional local Metropolis step. This will be published elsewhere.
4. Observables
Let us for the moment assume that the directed path algorithm discussed above
can efficiently sample configurations that contribute to the partition function. If these
configurations also contribute to an observable, then we may be able to compute the
average of the observable efficiently. However, for this to be true, the observable must
get all the contribution only from the ensemble of configurations sampled by the algorithm
and the value of the observable must not fluctuate much in this ensemble. Observables
which satisfy these properties will be referred to as diagonal observables. For example,
observables like dimerdimer correlations and spatial winding numbers associated to
the global U (1) chiral symmetry are diagonal observables. When m is not very small,
monomer correlations can also be treated as diagonal observables. On the other hand when
m = 0, observables involving monomers do not fall in this category; such observables
get contributions from configurations with monomers, while the algorithm only produces
zero-monomer configurations. In other words, the configurations that are important to the
partition function are not useful to measure observables. Such observables are difficult to
compute and will be referred to as non-diagonal observables. The chiral condensate and
the chiral susceptibility are two interesting examples of such observables. We will argue
below that the directed path algorithm offers an efficient method to compute them.
From the discussion in the previous section we know that a directed path update starts
on an active site, goes through an alternate series of both passive and active sites and ends
on an active site. It is important to recognize that between the start and the end of each
update we sample a configuration with exactly two additional monomers every time we
visit a passive site; one monomer is located at the starting active site and the other at the
visited passive site. These intermediate configurations can be used to compute monomer
correlations. To write down explicit relations we introduce an integer function I (x, y) for
each directed path update where x, y are lattice sites. This function is defined as follows.
Before we start the directed path update we set I (x, y) = 0 for all values of x, y; we then
add one to I (x, y) if the directed path update starts on the active site y and every time it
visits the passive site x. Now consider a monomerdimer configuration with ni monomers
located at yi , i = 1, 2, . . . , k. For this configuration we can define a one point function and
a two point function as follows:

mN
I (x, z),
2
2d 2 + 2t z

k

N
S2 (x, y) =
I (x, y) +
ni y,yi
I (x, z) .
2d 2 + 2t 2
z
S1 (x) =
i=1
(31)
(32)
232
It is possible to show that

1
(x) = S1 (x) ,
(33)
V

1
(x) (y) = S2 (x, y) .
(34)
V
In Appendix A we give a brief derivation of these results. Using Eqs. (33) and (34) one
finds

S1 (x) ,
=
(35)
x

= (n + 1)
S2 (x, y) ,
(36)
x,y
where we have used n = n1 + n2 + + nk to denote the total number of monomers in

the configuration. In Eqs. (33)(36)) the average on the right-hand side is taken over the
ensemble of configurations generated in the directed path algorithm.
As the derivation in the appendix shows, some additional work is necessary to derive
expressions for the non-diagonal observables in the directed path algorithm. However, it
is usually possible to find expressions for most observables. In fact, similar expressions
have been obtained in the context of other cluster algorithms [17,18]. In the next section
we will demonstrate the correctness of the relations (35) and (36) by comparing the results
obtained using them with exact calculations to a high accuracy.
It is clear that one can also compute many other interesting quantities. All observables
involving two monomers can be obtained using Eq. (34). Higher point monomer
correlations functions can also be computed but need additional work. They will be
discussed elsewhere.
5. Testing the algorithm

We have tested the directed path algorithm and the expressions of the chiral condensate
(35) and the susceptibility (36) in various dimensions for small lattices where exact
calculations are possible. In this section we briefly review our tests. For a finite lattice
with V sites, the partition function (Eq. (5)) is an even polynomial in the mass
Z(m) = c0 + c2 m2 + c4 m4 + + cNV mNV .
(37)
The coefficients c2n are functions of t 2 , although we suppress this dependence in the
notation. The absence of terms with odd powers of m in Eq. (37) is a consequence of the
remnant U (1) chiral symmetry. Every configuration [n, b] can only have an even number
of monomers. NV is the maximum number of monomers allowed.
The condensate and the susceptibility can be obtained from the partition function using
the relations
=
1 1 dZ(m)
,
V Z(m) dm
1 1 d 2 Z(m)
.
V Z(m) dm2
(38)
233
Table 1
Chiral condensate: algorithm vs. exact results
N
Lattice size
t2
1
1
2
1
1
22
222
222
224
422
0.3
0.47
0.1
0.2
0.4
1.3
0.43
3.6
6.4
4.7
Exact
Algorithm
0.12133 . . .
0.716859 . . .
0.067350 . . .
0.0206279 . . .
0.1263817 . . .
0.12135(4)
0.71658(23)
0.06736(2)
0.02063(3)
0.12643(5)
Table 2
Chiral susceptibility: algorithm vs. exact results
N
Lattice size
t2
1
3
30
1
3
1
2
1
2
1
1
88
44
22
222
222
224
224
422
422
2222
2222
0.0
0.0
0.0
0.13
0.0
0.0
0.0
0.0
0.0
0.0
0.0
1.0
1.0
1.0
1.2
1.4
3.2
1.4
0.37
3.2
5.3
1.2
Exact
5.27221 . . .
14.1595 . . .
338.534 . . .
0.57028 . . .
4.38869 . . .
0.25766 . . .
3.17378 . . .
0.69463 . . .
2.24205 . . .
0.15401 . . .
0.80231 . . .
Algorithm
5.2722(2)
14.159(8)
338.2(8)
0.5702(2)
4.3884(13)
0.2576(1)
3.1741(9)
0.6945(3)
2.2418(5)
0.15397(6)
0.8022(2)
Thus, once the coefficients c0 , c2 , . . . , cNV are known these quantities can be determined.
In the appendix we give expressions for these coefficients in some simple cases. When
m = 0 the condensate vanishes as it should and = 2c2 /V c0 . Hence, in some cases where
calculating all the coefficients is difficult, we give only the coefficients c0 and c2 .
In Tables 1 and 2 we compare the condensate and susceptibility obtained using (35) and
(36) with exact results.
In order to check if the algorithm performs well for large lattices, we have derived an
exact expression for on a 2 L lattice when m = 0, N = 1, t = 1. After a lengthy
calculation we found
=
2 2

( 2 + 1)L+1 + ( 2 1)L+1 1
.
( 2 + 1)L + ( 2 1)L + 2
(39)
For L this becomes
lim =
2+1
= 0.8535534 . . . .
2 2
Our algorithm yields = 0.8535(3) when L = 1024.
(40)
234
6. Performance of the algorithm

An important feature of a good algorithm is a short autocorrelation time which we
denote as . Due to critical slowing down the autocorrelation time increases with increasing
correlation lengths. One expects z where is the correlation length and z is the
dynamical critical exponent of the algorithm. For most local algorithms 1 z 2. Many
efficient cluster algorithms on the other hand are known to have 0 < z 1. In this section
we estimate z for the N = 1 algorithm in two dimensions for m = 0 and t 2 = 1.
Although the auto-correlation time depends only on the algorithm, a more useful
quantity in practice is the integrated auto-correlation time int defined for a given
observable using the relation
max
1
G(t),
2
int =
(41)
t =0
where
[Oi+t O][Oi O]
,
(42)
[Oi O][Oi O]
with Oi being the value of the observable generated by the algorithm in the ith sweep
and O refers to its average. Ideally when the correlation function G(t) is known exactly
then tmax can be set to infinity. However, in practice due to a finite data sample, G(t)
is determined with growing relative errors as t increases. Hence, tmax must be chosen
carefully [19]. It is also important to normalize int such that the definition of a sweep does
not enter into it. Here, every directed loop update after a site is picked at random is defined
as a sweep. This means that on an average it takes as many as f = L2 /Npassive sweeps
(Npassive is the number of passive sites encountered in the directed path update) before we
update every degree of freedom once. Hence, we divide the answer obtained from Eq. (42)
by f and define that as the integrated auto-correlation time.
Here we estimate int for the chiral susceptibility. As we will see in the next section,
is infinite for the parameters we use (N = 1, d = 2, m = 0), since there are massless
excitations. Hence, we study the behavior of int as a function of the lattice size L.
Fig. 3 plots the function G(t) for L = 16, 24, 32, 48 and 64. This graph suggests a simple
choice for tmax for various Ls. We choose tmax = 12, 16, 20, 30, 30 for the five values
of increasing L. This defines int uniquely. We plot the results in Fig. 4. The function
0.107L0.53 (solid line) roughly captures the behavior of int as a function of L suggesting
that the dynamical critical exponent z of our algorithm is around 0.5.
Let us now compare the directed-path algorithm discussed here with the Metropolis
algorithm developed in a previous work [10,11]. This is of interest since the results from
the previous algorithm were quite unexpected and may be wrong. In the earlier work the
two-dimensional partition function was rewritten in terms of loop variables and the dimers
along the loop were updated using a Metropolis acceptreject step. It was shown that the
algorithm reproduced exact results with good precision on small lattices. Based on the
evidence from the directed path algorithm, we now argue that the auto-correlation time
of the previous algorithm grows uncontrollably for large lattices. In Fig. 5 we compare
4000 consecutive measurements of the chiral susceptibility in the simulation time history
G(t) =
235
Fig. 3. The auto-correlation function G(t) is shown as a function of t for L = 16, 24, 32, 48 and 64.
Fig. 4. Integrated auto-correlation time as a function of L.
at m = 0 on a 32 32 lattice, between the old and the new algorithms. In both cases,
measurements are performed after a comparable amount of computer time. The fluctuations
in the old algorithm are clearly much larger. The average of 300 000 measurements with
the old algorithm gives a value of 41.8(6) as compared to 43.669(5) obtained from just
4000 measurements with the new algorithm. This clearly demonstrates the efficiency of
the new algorithm in addition to showing that the earlier algorithm underestimates the
final answer. Note that there is one measurement of the order of 105 visible in the old
algorithm time history. If we remove this measurement from our analysis we obtain an
answer of 41.0(2) even with 4000 measurements. This is consistent with the value obtained
by averaging over the entire time history. Without more statistics it would be impossible to
say whether these spikes are isolated events or contribute an important fraction to the final
236
Fig. 5. Comparison of simulation time histories of the chiral susceptibility for 4000 consecutive measurements
between the old (top graph) and the new (bottom graph) algorithms for L = 32.
answer. However, our new and more efficient algorithm shows us that the contributions
from these isolated spikes are indeed important and can contribute up to five percent to the
final answer on a 32 32 lattice. Comparing the results obtained from the new and the
old algorithms for different lattice sizes, we now believe that these large spikes contribute
even a larger percentage to the final answer on larger lattices. Most likely the old algorithm
is not able to tunnel between important sectors of the configuration space and develops
large auto-correlation times at large volumes. Due to insufficient statistics we think that
the contributions from the spikes were not sampled properly in the previous work and
hence the final answers were systematically lower. This led to wrong conclusions.
The spiky time history shown in the upper graph of Fig. 5 should be familiar to
researchers who use conventional algorithms to study lattice QCD. However, they do not
have the lower graph of Fig. 5 to confirm the validity of the error bars. Our analysis
above shows that the conventional error estimate based on Gaussian distributions can
be misleading for spiky data. We think our example can be useful in testing alternative
methods of analysis based on non-Gaussian methods.
237
Fig. 6. Finite size scaling of the chiral susceptibility in three and four dimensions. The solid lines represent fits of
the data as described in the text.
Table 3
N
1
1
3
3
4
4
a
0.05493(5)
0.05124(7)
0.4823(2)
2 /d.o.f.
1.75(9)
3.6(2)
12(5)
10(1)
0.5
0.5
0.2
7. Results in the chiral limit

In this section we present some results obtained using the algorithm in the chiral
limit. We focus on the issue of chiral symmetry breaking in various dimensions. As
discussed earlier, the finite size scaling of the chiral susceptibility is an ideal observable
for investigating this issue. All the results given below are obtained with t = 1.
Based on the work of [20] we know that at strong couplings chiral symmetry is broken
in three and four dimensions. In Fig. 6 we plot the chiral susceptibility ( ) as a function
of the lattice size L in d = 3, 4 when N = 1 and in d = 4 when N = 3. For d = 4 the data
fits very well to the functional form aLd + b, where a and b are constants. This functional
form is motivated from chiral perturbation theory. In the case of d = 3 chiral perturbation
theory suggests a form aLd + bL4d + c. Again the data fits well to this form over the
entire range. The values of all the fit parameters and the 2 /d.o.f. obtained from the fits
are given in Table 3. The solid lines in Fig. 6 represent these fits. The divergence of the
susceptibility with L is consistent with spontaneous breaking of chiral symmetry.
Using
Eq. (14) we see that the infinite volume chiral condensate is given by
= 2a. We
find

0.3315(3) for N = 1, d = 3,
= 0.3202(3) for N = 1, d = 4,
(43)
0.9822(5) for N = 3, d = 4.
238
Fig. 7. Finite size scaling of the chiral susceptibility in two dimensions for different values of N . The solid lines
are fits as discussed in the text.
Table 4
N
1
2
3
5
8
10
20
a
0.239(1)
0.586(1)
1.139(3)
2.78(1)
6.71(2)
10.22(5)
39.1(2)
2 /d.o.f.
0.498(2)
0.230(1)
0.149(1)
0.086(1)
0.054(1)
0.043(2)
0.021(2)
1.2
1.6
2.7
0.11
0.28
0.33
0.64
We would like to remind the reader that the errors in the fitting parameters do not include
all the systematic errors that arise due to variations in the analysis procedures.
In two dimensions the MerminWagnerColeman theorem forbids the formation of a
condensate [13,14]. However, it is well known that a theory with U (1) symmetry can still
contain massless excitations. Of course, there is always a possibility for the theory to be
in the chirally symmetric massive phase. To which phase does our model at t = 1 belong?
The behavior of as a function of L in both the possible phases was already discussed in
Eq. (14). In Fig. 7 we plot as a function of L for N = 1, 2, 3, 5, 8, 10, 20. We find that all
of the shown data fit reasonably well to the function = aL2 . The solid lines show these
fits. The values of a, and 2 /d.o.f. are given in Table 4. This result strongly suggests that
two-dimensional staggered fermions at strong couplings are in the critical massless phase.
The partition function of two-dimensional dimer models (N = 1, no monomers) on a
planar lattice can be solved exactly [2224]. In [25] a determinant formula for the two
monomer correlation function ((x)

(y))
was derived in the infinite lattice setting.
A combination of analytic and numerical analysis in [25] provided strong evidence that this
correlation function decays as 1/|x y|1/2 when |x y| is large. This implies (in N = 1
239
Fig. 8. as a function of N . The solid line corresponds to the function 0.42/N + 0.078/N 2 .
case) that the chiral susceptibility diverges as L3/2 in large volumes, i.e., = 0.5. Our
N = 1 algorithm result = 0.498(2) is in excellent agreement with this semi-exact result.
At the other extreme, a large N analysis leads to the conclusion that chiral symmetry is
spontaneously broken even in two dimensions. Then the condensate must be non-zero.
How does the condensate acquire a non-zero value? A resolution to this paradox was
proposed by Witten in [21]. He predicted that c/N for large N , so that when N is
strictly infinite = 0 and L2 as expected in a phase with broken chiral symmetry in
two dimensions (see Eq. (14)). Our data is consistent with this expectation. We find that
all of our data fits well to the form = 0.420(3)/N + 0.078(4)/N 2 with 2 /d.o.f. 0.33.
Our data along with the fit is shown in Fig. 8. The 1/N 2 term in the fitting function is
necessary to fit the data for N = 1, 2, 3.
8. Conclusions
In this article we have introduced a new type of cluster algorithm to update strongly
coupled U (N) lattice gauge theories with staggered fermions in the chiral limit. We studied
the performance of the algorithm in two dimensions for a specific set of parameters and
discovered that it has a dynamical critical exponent of roughly one half. We found the
algorithm to be extremely efficient even in three and four dimensions. This progress allows
us, for the first time, to study questions related to the chiral limit of a gauge theory beyond
the mean field approximation.
As a first step we studied the question of chiral symmetry breaking. We used finite
size scaling of the chiral susceptibility as a tool to address this question. We found
clear evidence that the U (1) chiral symmetry is spontaneously broken in three and four
dimensions. On the other hand, in two dimensions we found that the theory contains
massless excitations although the chiral condensate was zero. This is consistent with the
MerminWagnerColeman theorem. The critical exponent = 0.498(2) obtained with the
240
algorithm for N = 1 in two dimensions is in excellent agreement with the semi-exact result
of 0.5 inferred from [25]. Further, scales as 1/N for large N as predicted in [21].
We believe our algorithm can be useful in addressing some interesting physics
questions. For example, the universality of the finite temperature QCD chiral phase
transition with staggered fermions remains controversial [26,27]. It would be useful to
give a definitive answer at least at strong couplings. Previous calculations could only be
performed far from the chiral limit and on small lattices [12]. Using our algorithm we can
now settle this question completely. Another question of interest is to determine the critical
density of baryons where chiral symmetry restoration takes place. At strong couplings and
in the static approximation (heavy baryon limit) this question can be answered with our
algorithm. Since baryons are known to be heavy at strong couplings this approximation
may even be justifiable. Our algorithm can also be used to extract quantities like the decay
width of the rho meson at strong couplings. This would be instructive since we would learn
more about the difficulties involved in such calculations that are not merely algorithmic.
The present work also raises many interesting algorithmic questions. Can one extend
our algorithm to other situations? For example, can one study more than one flavor of
staggered fermions? This is interesting since one can then explore more complex chiral
symmetry breaking patterns. Can Wilson fermions and domain wall fermions be studied at
strong couplings using similar techniques? Interesting and controversial phase structures
have been predicted for the latter [28,29]. What about a systematic way to go towards
the weak coupling limit? Perhaps allowing a fermionic plaquette term in the Boltzmann
weight already has some desirable effects. What about more general applications? For
example, it is possible to rewrite the determinant of a matrix as a sum over monomer
dimer configurations. Does this mean we can calculate the determinant of certain types of
matrices more easily than before?
Finally, our algorithm should also be of interest to physicists studying monomerdimer
systems. Such systems are interesting in their own right and have a long history [30]. Many
statistical mechanics problems including the Ising model can be reformulated in terms
of monomerdimer models on various kinds of lattices. Novel Monte Carlo algorithms
continue to be developed to study them [31]. We believe that our approach can provide a
useful alternative.
Acknowledgements
We would like to thank Pierre van Baal, Wolfgang Bietenholz, Peter Hasenfratz, Ferenc
Niedermayer, Costas Strouthos and Uwe-Jens Wiese for helpful comments. S.C. would
also like thank U.-J. Wiese for hospitality during S.C.s visit to Bern University where a
major part of this work was done. This work was supported in part by funds provided by the
US Department of Energy grant DE-FG02-96ER40945. D.A. is supported at Leiden by a
Marie Curie fellowship from the European Commission (contract HPMF-CT-2002-01716).
The computations were performed on C HAMP (a 64-node Computer-cluster for Hadronic
and Many-body Physics), funded by the Department of Energy and the Intel Corporation
and located in the physics department at Duke University.
241
Appendix A. Derivation of expressions for observables

Here we present a brief derivation of the relations (33) and (34). We begin by noting
that the chiral condensate is given by

(x)
=

1
W [n, b]x mn
Z(m)
(A.1)
[n,b]x
where the sum is over monomerdimer configurations [n, b]x which satisfy the usual
constraint relation (6) on all sites except the site x where the relation is modified to

b (x) + b (x) = N 1.
nx +
(A.2)
The partition function on the other hand is given by

Z(m) =
W [n, b]x mn
(A.3)
[n,b]
where the sum is over monomerdimer configurations [n, b] which satisfy the usual
constraint on all sites. The weights W ([n, b]x ) and W ([n, b]) appearing in (A.1) and (A.3)
are obtained by multiplying the block weights (16) and (17) associated to all active and
passive blocks. Since the mass is not taken into account in these weights we have an extra
factor mn where n refers to the total number of monomers in the configuration.
Let us now construct an update to go from a given configuration [n , b ]x to a
configuration [n, b]. This update is performed as follows:
1. We declare the site x to be passive.
2. We start at the site x and choose the first bond to be one of the 2d bonds. The
probability to choose the = 1 bond is given by t 2 /(2d 2 + 2t 2 ) and the
probability to choose one of the = 1 bond by 1/(2d 2 + 2t 2 ).
3. Once we pick the bond we increase the dimer content of that link by one and go to the
adjoint active block.
4. We then use the probabilities discussed in Section 3 to construct a directed path update
which ends on some active site y.
Let the path generated using the above rules be referred to as xy . At the end of the
above update it is easy to prove that the new configuration belongs to the type [n, b].
Let P ([n , b ]x ; xy ) refer to the probability to produce the path xy starting from the
configuration [n , b ]x using this update.
1 . This path is one of
Now consider the unique reverse path of xy referred to as xy
the partial directed paths that we produce using the directed path algorithm described in
Section 3. In particular, this path is a path that starts from the active site y and visits the
1 ) be the probability of generating this reverse path
passive block at x. Let P ([n, b]; xy
using the algorithm. Since the forward and reverse paths are produced by probabilities that
satisfy detailed balance at each stage except for possible factors at the ends, it is easy to
242
argue that

P [n , b ]x ; xy W [n , b ]x mn

V Nm
1
P [n, b]; xy
W [n, b] mn .
(2d 2 + 2t 2 )
(A.4)
The factor V arises because the site y is picked with probability 1/V but not the site x.
The factor N is due to the uncancelled factor from (30). The factor 1/(2d 2 + 2t 2 )
compensates the same factor from the left-hand side. The mass factor arises because of
the mismatch in the number of monomers between the two configurations; in particular,
n = n + 1.
Now by construction we know

P [n , b ]x ; xy = 1,
(A.5)
{xy }
where the sum is over all possible paths xy . These paths always start at the same x but
end at various sites y. Thus we derive the relation

W [n , b ]x mn =
{xy }

V Nm
1
P [n, b]; xy
W [n, b] mn ,
2
(2d 2 + 2t )
(A.6)
where the configurations [n, b] on the right-hand side are determined from the configuration [n , b ]x and the path xy . It is then possible to argue that

W [n , b ]x mn
[n ,b ]x

1
[n,b] {xy
}

V Nm
1
P
[n, b]; yx
W [n, b] mn .
(2d 2 + 2t 2 )
(A.7)
1 starting from the configuration [n, b]

Since the directed path update produces paths xy
1
with probability P ([n, b]; xy ), we see that

mN
1
(x) =
I
(x,
y)
V
2d 2 + 2t 2 y
(A.8)
where I (x, y) was defined in Section 4 and the average on the right-hand side is taken
over the ensemble of configurations generated in the directed path algorithm. This proves
relation (33).
In order to show (34) we start with the relation (A.6) and assume that the mass factors
are site dependent. By differentiating the relation (A.6) with respect to the mass factor at
the site y we can generate weights of configurations that contribute to the two monomer
correlations. This then yields (34). We leave the steps of this derivation to the reader.
243
Appendix B. Exact results on small lattices

In this appendix we give explicit expressions for the coefficients c2n defined in Eq. (38),
as a function of x = t 2 for a selection of small lattice sizes and small values of N where
exact calculations are possible.
1. N = 1 on a 2 2 lattice

c0 = 4 1 + x 2 ,
c2 = 4(1 + x),
c4 = 1.
2. N = 1 on a 2 2 2 lattice

c0 = 16 4 + 4x 2 + x 4 ,

c2 = 8 16 + 16x + 8x 2 + 4x 3 ,

c4 = 4 20 + 16x + 6x 2 ,
c6 = 2(8 + 4x),
c8 = 1.

c0 = 16 1 + 4x 2 + 7x 4 + 4x 6 + x 8 ,

c2 = 64 2 + 4x + 10x 2 + 13x 3 + 13x 4 + 10x 5 + 4x 6 + 2x 7 ,

c4 = 32 13 + 40x + 81x 2 + 96x 3 + 81x 4 + 40x 5 + 13x 6 ,

c6 = 64 11 + 37x + 63x 2 + 37x 4 + 11x 5 ,

c8 = 8 83 + 256x + 354x 2 + 256x 3 + 83x 4 ,

c10 = 32 11 + 28x + 28x 2 + 11x 3 ,

c12 = 8 13 + 24x + 13x 2 ,
c14 = 16(1 + x),
c16 = 1.
c0 = 1156 + 3136x 2 + 2116x 4 + 576x 6 + 81x 8,

c2 = 16 476 + 784x + 1064x 2 + 870x 3 + 502x 4 + 264x 5 + 72x 6 + 27x 7 ,

c4 = 4 4428 + 8512x + 9532x 2 + 6624x 3 + 3302x 4 + 1056x 5 + 243x 6 ,

c6 = 16 1132 + 2116x + 1976x 2 + 1116x 3 + 386x 4 + 75x 5 ,

c8 = 2 4714 + 7744x + 5768x 2 + 2304x 3 + 443x 4 ,

c10 = 16 166 + 220x + 116x 2 + 25x 3 ,
244

c12 = 12 34 + 32x + 9x 2 ,
c14 = 16(2 + x),
c16 = 1.

c0 = 16 256 + 256x 2 + 112x 4 + 16x 6 + x 8 ,

c2 = 128 128 + 128x + 160x 2 + 104x 3 + 52x 4 + 20x 5 + 4x 6 + x 7 ,

c4 = 32 832 + 1280x + 1296x 2 + 768x 3 + 324x 4 + 80x 5 + 13x 6 ,

c6 = 64 352 + 592x + 504x 2 + 252x 3 + 74x 4 + 11x 5 ,

c8 = 8 1328 + 2048x + 1416x 2 + 512x 3 + 83x 4 ,

c10 = 32 88 + 112x + 56x 2 + 11x 3 ,

c12 = 8 52 + 48x + 13x 2 ,
c14 = 16(2 + x),
c16 = 1.

c0 = 16 81 + 232x 2 + 216x 4 + 96x 6 + 16x 8 ,

c2 = 128 63 + 98x + 142x 2 + 130x 3 + 84x 4 + 56x 5 + 16x 6 + 8x 7 ,

c4 = 32 563 + 1064x + 1242x 2 + 944x 3 + 532x 4 + 192x 5 + 56x 6 ,

c6 = 64 284 + 529x + 512x 2 + 312x 3 + 120x 4 + 28x 5 ,

c8 = 8 1179 + 1936x + 1492x 2 + 640x 3 + 140x 4 ,

c10 = 32 83 + 110x + 60x 2 + 14x 3 ,

c12 = 8 51 + 48x + 14x 2 ,
c14 = 16(2 + x),
c16 = 1.

c0 = 65536 81 + 576x 2 + 2416x 4 + 5648x 6 + 7520x 8 + 5648x 10 + 2416x 12

+ 576x 14 + 81x 16 ,

c2 = 2097152 54 + 144x + 564x 2 + 1145x 3 + 2490x 4 + 3806x 5 + 5470x 6
+ 6303x 7 + 6303x 8 + 5470x 9 + 3806x 10 + 2490x 11 + 1145x 12

+ 564x 13 + 144x 14 + 54x 15 .
245

1
c0 =
4624 + 25600x 2 + 35396x 4 + 20224x 6 + 5800x 8 + 900x 10 + 81x 12 ,
81
2
10880 + 25600x + 54080x 2 + 63556x 3 + 62912x 4 + 47560x 5
c2 =
27

+ 28220x 6 + 15120x 7 + 5620x 8 + 2220x 9 + 450x 10 + 135x 11 .
c0 = 1336336 + 3625216x 2 + 5242816x 4 + 3817024x 6 + 1491668x 8
+ 318272x 10 + 37072x 12 + 2304x 14 + 81x 16,

c2 = 64 275128 + 453152x + 1053864x 2 + 1260996x 3 + 1522636x 4
+ 1299408x 5 + 1009344x 6 + 630309x 7 + 334475x 8 + 154496x 9

+ 56066x 10 + 19137x 11 + 4508x 12 + 1128x 13 + 144x 14 + 27x 15 .
10. N = 2 on a 2 2 4 lattice
c0 = 198916 + 1682272x 2 + 4177396x 4 + 4825728x 6 + 3184704x 8
+ 1343232x 10 + 381996x 12 + 69984x 14 + 6561x 16,

c2 = 32 140936 + 399424x + 11511968x 2 + 1787069x 3 + 2560377x 4
+ 2707684x 5 + 2511784x 6 + 2002594x 7 + 1320438x 8 + 840288x 9
+ 403668x 10 + 212841x 11 + 70956x 12 + 31590x 13 + 5832x 14

+ 2187x 15 .
11. N = 1 on a 2 2 2 2 lattice

c0 = 256 81 + 124x 2 + 54x 4 + 12x 6 + x 8 ,

c2 = 128 792 + 968x + 936x 2 + 600x 3 + 240x 4 + 144x 5 + 24x 6 + 8x 7 .
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Three loop anomalous dimension of non-singlet

quark currents in the RI scheme
J.A. Gracey
Theoretical Physics Division, Department of Mathematical Sciences, University of Liverpool,
P.O. Box 147, Liverpool, L69 3BX, United Kingdom
Abstract
We renormalize QCD at three loops in the modified regularization invariant, RI , scheme in
arbitrary covariant gauge and deduce that the four loop -function is equivalent to the MS result.
The anomalous dimensions of the scalar, vector and tensor currents are then determined in the RI
scheme at three loops by considering the insertion of the operator in a quark two-point function. The
expression for the scalar current agrees with the quark mass anomalous dimension and we deduce an
expression for the four loop RI mass anomalous dimension in arbitrary covariant gauge and for any
Lie group.
PACS: 11.10.Gh; 11.15.-q; 11.25.Db
1. Introduction
The most widely used renormalization prescription in perturbative quantum field
theory is the minimal subtraction scheme where only the infinities with respect to the
regularization are subtracted from the divergent part of the Greens function to determine
the renormalization group functions, [1]. In practice, though, it is more appropriate to
use the modified minimal subtraction scheme, MS, since the convergence properties of
perturbative series in this scheme are improved by additionally absorbing a finite part,
ln(4e ), into the renormalization constants, [2], where is the EulerMascheroni
constant. The advantage of using the MS scheme, which is a mass independent scheme,
rests in some elegant properties. For example, the MS -function and anomalous
E-mail address: jag@amtp.liv.ac.uk (J.A. Gracey).
doi:10.1016/S0550-3213(03)00335-3
248
J.A. Gracey / Nuclear Physics B 662 (2003) 247278
dimension of the quark mass in QCD, are both independent of the covariant gauge
fixing parameter, [1,3]. Moreover, performing computations using MS and dimensional
regularization, where the spacetime dimension becomes d = 4 2 and is the
regularizing parameter, one can carry out multiloop calculations to very high order. Indeed,
in QCD various four-loop renormalization group functions are available, [46], which
represent the current state of computation. Whilst the MS scheme enjoys these elegant
features and has become the standard reference scheme, it has the limitation that it is not
a physical renormalization scheme. Examples of schemes which are founded in a more
physical origin include, for example, the MOM and MOM schemes, [7,8]. Though one
disadvantage of using physical schemes is that fewer results currently exist to the same
multiloop precision as in MS. However, it is well known that physical quantities in one
scheme can be simply related to the same quantity in other schemes by a conversion
function, [7]. Whilst one ordinarily uses dimensionally regularized perturbation theory to
compute physical quantities one can also determine such information by using a lattice
regularization. The advantage of this approach is that one in principle includes all nonperturbative contributions in a calculation which need to be converted from the lattice
scheme to MS. For a recent review and applications in determining matrix elements in deep
inelastic scattering see, for example, [9], where lattice results were matched to MS results.
The scheme used is similar to a modified version of the regularization invariant, RI, scheme
known as the RI scheme, [10]. Therefore, in order to improve lattice estimates one requires
the conversion of various renormalization group functions from MS to RI . Recently, this
problem has been addressed in the context of quark masses where the conversion functions
were produced for all covariant gauges for the quark mass anomalous dimension at four
loops, [11,12]. Indeed the field anomalous dimensions were also deduced to the same
order for the SU(Nc ) colour group, [12]. Though in practice for the lattice application
one only considers one particular gauge which is the Landau gauge. This work of [12]
extended the three loop calculation of [11]. One practical feature of these computations
was that one only needed to consider ordinary perturbation theory in the massless limit
which effectively meant that the conversion functions could be deduced using standard
multiloop perturbative tools for massless field theories.
Whilst these papers dealt with the problem of quark masses deduced from the lattice
there are other problems where the conversion functions are required. For instance, there
is interest in deducing low moments of the structure functions measured in deep inelastic
scattering from the lattice, [9,13]. To improve estimates the conversion factors from the MS
scheme to the RI scheme are required. Therefore, the purpose of this article is twofold.
First, given that the RI scheme is important for relating Landau gauge lattice results to
the MS scheme we will renormalize QCD at three loops in the RI scheme though in a
general covariant gauge. Whilst we are ultimately interested in quark currents it is not
inconceivable that the anomalous dimensions of operators with gluonic fields will at some
time be measured on the lattice and therefore the anomalous dimensions of the gluon (and
ghost) fields will need to be determined at the same level as the quarks. Equipped with the
fully renormalized QCD Lagrangian in the RI scheme we will then extend the approach
of [12] to deduce RI information but for the anomalous dimension of a particular quark
composite operator which corresponds to the tensor current in QCD. It is of interest since it
represents the lowest moment of the transversity operator in deep-inelastic scattering, [14].
249
Given the recent resurgence of experimental and theoretical interest in transversity (see, for
example, [1519]), the longer term aim is to provide a more accurate numerical estimate
for the associated matrix element prior to experimental data being accumulated at RHIC.
One motivation in this approach is to develop the calculational formalism to determine the
conversion function for an operator which is a simple extension of [12]. In [12] the quark
mass conversion functions were determined by considering the corrections to the massive
quark two-point function which is an avenue not immediately available for a composite
operator. Nevertheless, we will bridge this gap by reconstructing the result of [12] at three
loops by first considering the problem of the mass renormalization as the renormalization
as inserted in a two-point Greens function prior
of the associated composite operator, ,
to replacing it by the operator of main interest which is the tensor current. Moreover, given
this way of computing we need only use the massless version of QCD.
The paper is organised as follows. In Section 2 we discuss the three loop renormalization
of QCD in the RI scheme and provide the renormalization group functions. These results
are used in Section 3 to extract the anomalous dimension of the quark mass operator in
QCD in RI which agrees with the earlier Landau gauge result of [12]. Having provided
the formalism for treating an operator, we extend that calculation to the tensor current case
in Section 4. Finally, our conclusions are given in Section 5.
2. RI scheme at three loops
We begin by explicitly renormalizing QCD in the RI scheme at three loops using
dimensional regularization. The bare QCD Lagrangian, with the gauge fixed covariantly, is
1
1 a 2
L = Ga Ga
/ iI ,
A ca D ca + i iID
4
2
(2.1)
where Aa is the gluon field, Ga = Aa Aa gf abc Ab Ac , ca and ca are,

respectively, the ghost and antighost fields and is the covariant gauge fixing parameter.
The indices range over 1 a NA , 1 I NF and 1 i Nf where NF and NA
are the respective dimensions of the fundamental and adjoint representations of the colour
group whose generators are T a and structure functions are f abc whilst Nf is the number
of quark flavours. The covariant derivatives are defined by
D = + igAa T a ,
D ca = ca gf abc Ab cc .
D Aa = Aa gf abc Ab Ac ,
(2.2)
In renormalizing the full Lagrangian in the RI scheme, which we will define more
precisely later, we must ensure that the scheme is consistent. We can achieve this,
for example, by demonstrating that the renormalization constants for the gluon, ghost
and quark fields correctly produce the same gauge independent coupling constant
renormalization at three loops from different Greens functions, thereby ensuring that
the SlavnovTaylor identities are respected. If we regard all the quantities in the QCD
Lagrangian, (2.1), as bare and denote them with the subscript o, we introduce the
250
corresponding renormalized quantities by the usual definitions

Aao = ZA Aa ,
coa = Zc ca ,
o = Z ,
go = Zg g,
o = Z1 ZA ,
(2.3)
where is the mass scale introduced to ensure the coupling constant is dimensionless in
d dimensions and d = 4 2 with the regularizing parameter.
To determine the RI scheme values of the renormalization constants we first consider
the gluon, quark and ghost two-point functions. In [1012] the RI scheme definition of the
quark wave function renormalization is given by the Minkowski space condition

/,
lim ZRI (p) 2 2 = p
(2.4)
0
p =
where (p) is the bare (massless) quark two-point function and p is the external quark
/ and
momentum. As we are considering massless quarks (p) will be proportional to p
involve poles in at each order in the strong coupling constant. To contrast with the MS
scheme, the RI scheme definition of the quark wave function is such that one absorbs
the complete finite part of the Greens function with respect to into the renormalization
constant. In other words only the O(1) piece is removed and the O() part is ignored. In
the MS scheme only the poles in are removed as well as the finite parts involving powers
of ln(4e ). For completeness we note that in the RI scheme one absorbs the full finite
part in the same way as in the RI scheme, (2.4), but for a different part of the Greens
function which is

1
tr ZRI (p)
= 1.
lim
(2.5)
0 4d
p
2
2
p =
Due to the presence of the derivative this scheme is much more difficult to implement
on the lattice compared with (2.4) which is why we are concentrating on RI . For the
remaining wave function renormalization constants we define their RI values in a similar

way to (2.4). For the ghost fields ZcRI is determined by

c (p)

= 1.
lim ZcRI
(2.6)
0
p2 p2 =2
The definition of the gluon field requires more care due to it having transverse and
longitudinal components. Rendering the former finite determines ZA whilst the finiteness
of the latter component fixes the gauge parameter renormalization constant. In the spirit
RI and Z RI
of the quark and ghost RI scheme renormalization constants we now define ZA
through the following conditions. Writing the gluon polarization tensor, (p), as

T (p)
p p
p p

+ L (p) 2 2 ,
(p) =
(2.7)
2
2
p
p
(p )
we define the associated RI scheme renormalization constants as
RI

T (p) 2 2 = 1,
lim ZA
0
p =

RI
lim Z L (p) 2 2 = 1.
0
p =
(2.8)
(2.9)
251
Having established the scheme definition of the field renormalization constants we

have computed them explicitly for arbitrary for (2.1). We have used the M INCER
package, [20], written in the symbolic manipulation language F ORM, [21,22], where
the Feynman diagrams are generated with Q GRAF, [23]. The basic nature of the
renormalization conditions are straightforward to implement in F ORM using the approach
of [24]. Briefly, one computes the appropriate Greens functions in terms of bare
parameters and couplings and then introduces the counterterms by rescaling these variables
into the renormalized ones using the definition of renormalization constants, (2.3). Also,
for Greens functions which ordinarily involve a bare parameter in the tree part, one divides
the Greens function by the bare parameter first before rescaling, [24]. Therefore, we quote
the results of our calculations. We find

1
97 2
13
4
20
RI
ZA = 1 +
CA TF Nf
+
+ +
CA TF Nf a
6
2
3

36 2
4
9

2 17 13
1
2
+
CA2 + CA TF Nf
+1
4
24
8
3
2

3 2 331 4115
80
+
+
CA2 + 2CF TF Nf TF2 Nf2

4
12
144
432
27

589 14 2
1
+
+
CA TF Nf
54
9
3

55
+
16 (3)
TF Nf CF
3

400 2 2
8659 20 10 2
TF Nf
+
+
+ 8(3) TF Nf CA
+
81
324
9
9

83105 701 365 2 11 3 4
+
+
+
+
3(3) + 2(3) CA2 a 2
+
2592
288
144
16
8

403 47 2 3
22 5 2
4
3
2
2 2 1
+
+
+
+
+
CA
CA TF Nf + CA TF Nf 3
144
48
6
8
9
6
3
9

3 4 3 139 2 5287 2935
+
+
+
CA3
16
6
96
864
216

1643 953 7 2 3
110 80
+
+
+
+
CA2 TF Nf
CA TF2 Nf2
108
108
12
3
27
27

1
8
31
2 2
+ CA CF TF Nf 2
CF TF Nf +
9
9

252
88391 19595 1021 2 235 3 61 4 5 5
972
576
1728
96
96
32

33 2 85 107
+
(3) CA3
16
12
16

16
85831 217 485 2 3 3 4 22
+
+ (3)
(3) CA2 TF Nf
648
8
216
4
6
3
3

2441 52 2 80
+
(3) + 16(3) CA CF TF Nf
54
3
2
3

1477 40 40 2 32
+
+ (3) CA TF2 Nf2
+
27
9
27
3

824 64
2 2
1600 3 3 1
2 2
(3) CF TF Nf + CF TF Nf
T N
+
27
3
3
243 F f

128819
+
252 + 16 + 8 2 (3) 12(4) + 80(5)
324

55 55 2
286 296
CA CF TF Nf +
+
(3) 160(5) CF2 TF Nf
3
6
9
3

2080363 6115 10993 2 55 3 5 4
+
+
+
+
3888
216
432
12
6

469 430 23 2
160
+
+
+
(5) CA2 TF Nf
(3) 9(4)
6
9
6
3

14002 416
8000 3 3
(3) CF TF2 Nf2

T N
+
81
3
729 F f

64
12043 152 100 2
+
+
+ 64(3) +
(3) CA TF2 Nf2
+
81
27
27
9

44961125 14939 125759 2 497 3 233 4 45 5 5 6
+
+
+
+
+
+
+
93312
432
3456
48
64
64
64

1937 15431 257 2 91 3 13 4
+
(3)
24
288
96
96
96

7025 115 385 2 5 3 35 4
+
+
(5)
192
8
96
24
192

9
3 3 2
(2.10)
+
+
(4) CA3 a 3 + O(a 4),
32
8
32
+

253
ZRI = 1 + O(a 4),

(2.11)

1
3
+ 1 CA a
ZcRI = 1 +
4 4

1
1
3 2 35
2
CA + CA TF Nf 2
+
32
32
2

1
5
3 2 257 167
5
2
+
+
CA +
CA TF Nf
16
8
288
96
12
9

15 3 3 2
1943 7 3 2
95
2
+
+
(3) CA CA TF Nf a 2
192
64
8
16
8
16
24

2765 35 9 2 5 3
149
1
4
+
+
+
C 3 CA2 TF Nf
+ CA TF2 Nf2 3
1152 384 128 128 A
72
24
9

3 4 11 3 269 2 5 19367
+
+
+
+
CA3 + CA CF TF Nf
64
96
384
96
3456

5 2
1621
10
2
2 2 1
CA TF Nf CA TF Nf 2
+
432
48
12
27

241171 117809 1015 2 919 3 11 4 5
+
20736
10368
2304
1152
64
32

3
45 2 89 39
3
(3) CA3
+
64
64
64
64

9551 21899 5 2 5 3
+ 3(3) 2(3) CA2 TF Nf
2592
2592
9
18

15 55
4 (3) + 4(3) CA CF TF Nf
4
12

35 100
2 2 1
+
CA TF Nf
81
81

1082353 313 253 2 989 3 3 4
+
+
+
+
7776
768
48
768
16

13483 589 509 2 29 3 3 4
+
+
+
(3)
576
64
192
64
32

3 3 2
65 65 35 2 5 3
9
+
+
(4)
+
+
(5) CA3
+
64 16
64
32
32
32
32
254

899
5161 8
+ (3) CA TF2 Nf2
+ 22 (3) + 6 (4)
CA CF TF Nf +
24
486
9

29
5 2
165637 13 5 2
+
+
+ 3
(3)
1944
8
3
9
6

9
2
+ (4) CA TF Nf a 3 + O(a 4 ),
(2.12)
2

CF

+ CF a
ZRI = 1

2

3
2 2 1
+ CF CA
+
+ CF 2
4
4
2

4 5 3 2 133 25
+
+
+
+
CF CA
4
8
8
36
8

1
20
3
2
CF TF Nf
+ CF2
1+
9
4

41 331 13 2 4
+
3 (3) + 3 (3)
CF CA
4
36
8
4

7 20
5
2
a2
CF TF Nf +
+
+ CF2
+
2
9
8

2

3
3
31 3 2 3
3 1
2
2
CA CF TF Nf
+
+
+
+
CA CF
C CF CF 3
3
4
4
24
8
12 A
6

20 2
8
3 3
2
CF TF2 Nf2
+
CF3 +
CF2 TF Nf
+
9
4
2
3
9

47 8 10 2
+
+
CA CF TF Nf
9
3
9

25 53 2 3 3 4 11
+
+
+
+
CA CF2
8
18
8
4
6

1
275 81 89 2 9 3 4
2
+
+
+
+
CA CF 2
+
36
16
36
16
8

287 4919 25 2 10 3
+
+
+
+ 8(3) CA CF TF Nf
+
27
162
9
9

20 400
1 11
+
CF TF2 Nf2
+
+ 3 CF3
27
81
2
8
255

83 40 2
+
+ 16(3) CF2 TF Nf
1
6
9

5 3 4 217 3 289 2 48595 9155
+
+
+
+
+
8
4
72
72
1296
432

23 11 17 2
+
(3) CA2 CF
8
4
8

143 107 116 2 9 3 4
2
2 1
+
+
+
+
+
4 + 3 + 3 (3) CA CF
12
8
9
4
2

20
11887 42185 65 2 10 3 52
+
+
+
(3)
(3) CF CA TF Nf
+
81
648
9
9
3
3

79 77 40 2
+
16(3) 16(3) CF2 TF Nf

+
6
6
9

1570 400
CF TF2 Nf2
+
81
81

69 3 3 2
3139 553 35 2 13 3
(3) +
(4)
+
+
+
+
24
12
8
12
16
8
16

165 5 5 2
159257 615193
+
+
(5)
4
2
4
648
5184

13849 2 1091 3 5 4 5
CF CA2
576
144
4
8

997 33 152 2 27 3 4
+
+
+
+
44 11 + 6 2 + 3 (3)
+
24
2
9
8
2

6 (4) + 20(1 ) (5) CF2 CA

73 17
2 3
3
a 3 + O(a 4 ),
+
(3) CF3
+
12
8
3

(2.13)
where Tr(T a T b ) = TF ab , T a T a = CF I , f acd f bcd = CA ab , (n) is the Riemann zeta

function, a = g 2 /(16 2 ) and g is the coupling constant appearing in the covariant
derivative. At this point it is worth commenting on the status of the variables a and .
As we have computed the renormalization constants for the RI scheme they correspond
to the RI scheme coupling constant and covariant gauge parameter. When it is necessary
we will include a label on the variables to distinguish which scheme they are defined in.
As with other schemes they can be related to the corresponding MS variables which we
will discuss later. Throughout this article when we quote any renormalization constant the
256
scheme will be denoted on the renormalization constant itself and it will be understood that
the variables will be in that scheme as well. For completeness we note,
a
ZMS = 1 CF

2

3
2 2 1
+
+ CF 2
+ CF CA
4
4
2

2

25
3 2 1 2
++
CF TF Nf CF
a
CF CA
8
8
4

2
3
3
CA CF TF Nf
+
CA CF2
+
3
4
4

31 3 2 3
3 3 1
2
C CF CF 3
+
+
24
8
12 A
6

8
3 3
2
47
2 2
2
CF TF Nf
C +
CF TF Nf
+ CA CF TF Nf
+
9
4 F
3
9

3

2
3
11
73
3
25
275
1
+ 2 +
+
+
+
+
CA CF2 +
CA2 CF 2
8
8
6
36
24
4
8

20
1
287 17
+
+ CF TF2 Nf2 CF3 CF2 TF Nf +
CA CF TF Nf
27
2
27
12

3

13 2 263 9155
23 2
5
+
+
+
(3) CA2 CF
48
32
96
432
8
4
8

143
2 1
4 (3) CA CF
+
(2.14)
a 3 + O(a 4 ),
12

where the variables a and correspond to those of the MS scheme. There are
several checks on these results. First, we have verified that the correct three-loop MS
renormalization constants, [2529], emerge with the programmes we have written prior
to extracting the results for the RI scheme. Second, the gauge parameter, , does not get
renormalized as in the MS scheme so that gauge invariance is not destroyed. Next, our

three-loop result for ZRI agrees with the four loop result of [12] in the Landau gauge.
They do not agree for non-zero . The reason for this is that in the RI scheme used in [12]
the values taken for ZA and Z were different from those given above. More specifically,
the MS expressions were used which only differ in the case = 0. However, using the
scheme adopted in [12] we have reproduced the expressions given there for all which
again confirms the correctness of our programming. However, as we believe the full RI
scheme we have introduced here is more natural we will always present subsequent results
with reference to the above renormalization constants. Indeed, it is not inconceivable that
at some point one would require the renormalization of an operator with gluon content in
257
RI . Nevertheless, all results should be consistent

RI and therefore one would require our ZA
with [12] in the Landau gauge, = 0.
Whilst the results for the field renormalizations are deduced from the two-point
functions we have yet to establish their consistency. This can be verified by renormalizing
several three-point functions to obtain the same coupling constant renormalizations. We
have examined both the quarkgluon and ghostgluon vertices. However, with the wave
function renormalization containing a finite part at one loop the method of renormalizing
the vertices in the RI scheme cannot be the same as for the two-point functions. In other
words one cannot absorb a finite part from the three-point functions into the definition of
the coupling constant renormalization. For instance, at one loop the quarkgluon vertex
would give an Nf dependent finite part to that coupling constant renormalization constant.
However, this Nf dependence cannot be matched in the gluonghost vertex which is Nf
independent at one loop. Although it is possible to follow this route and accommodate the
problem of the finite parts in the three-point vertices it will lead to an MOM or MOM
renormalization scheme which we are not considering here, [7,8]. Therefore, to define a
three loop renormalization constant for Zg in the RI scheme which is consistent with the
SlavnovTaylor identities we define the Zg renormalization for each vertex in an MS way.
In other words, we define Zg by only absorbing the infinities without removing any finite
parts, aside from powers of ln(4e ). With this we can consistently deduce the same
coupling constant renormalization from both three-point functions. More concretely, we
have

a finite
RI 1/2 RI a
lim ZRI ZA
(2.15)
Zg GA
(p)
,
2 2 = GA
0
p =

RI 1/2 RI
lim ZcRI ZA
(2.16)
Zg GAcc
= Gfinite
(p) 2
Acc
,
2
0
p =
are treated as finite with respect to and are not unity and we have omitted
where Gfinite
i
the overall structure function from the ghost gluon Greens function. Though the tree part
of each Gfinite
is unity since we have first divided Gi (p) by the bare coupling constant
i

before rescaling as in the method of [24]. To evaluate ZgRI explicitly we have again used
M INCER, [20]. However, to do this correctly the external momentum of one leg must
be nullified as M INCER can only be applied to two-point functions. To avoid potential
spurious infrared infinities arising in this case we have chosen to nullify an external quark
or ghost leg respectively, leaving p as the overall external momentum. Consequently, we
find from both three-point functions that

2
11
a

ZgRI = 1 +
TF Nf CA
3
6

1
121 2 2 2 2 11
C + T N CA TF Nf 2
+
24 A 3 F f
3

5
17 2 1 2
a
+ CF TF Nf + CA TF Nf CA
3
6

258

+

605 2
55
20 3 3 6655 3 1
2 2
C TF Nf CA TF Nf + TF Nf
C
36 A
9
27
432 A 3

22
121
979 2
CF TF2 Nf2
CA CF TF Nf
C TF Nf
+
9
18
54 A

110
2057 3 1
2 2
CA TF Nf +
C
+
27
108 A 2

205
22
1415 2
CA CF TF Nf CF TF2 Nf2 +
C TF Nf
+
54
27
162 A

79
1 2
2857 3 1 3
2 2
CA TF Nf CF TF Nf
C
a + O(a 4),
81
3
324 A
(2.17)
which is the same as in the MS scheme, [28,29], though it could only have differed in the
three loop term which is scheme dependent. Thus to this order the RI and MS -functions
coincide. In our conventions we have, for all ,

11
4
34 2
20

2
3
CA TF Nf aRI
C
C
4C
T
N
T
N
RI (aRI ) =

F F f
A F f aRI
3
3
3 A
3

+ 2830CA2 TF Nf 2857CA3 + 1230CACF TF Nf 316CA TF2 Nf2
108CF2 TF Nf 264CF TF2 Nf2
4
aRI
54
5
+ O aRI
,
(2.18)
where we have explicitly indicated the scheme of the coupling constant as a subscript.
Given that the three loop term of the -function can be different we have constructed the
relation between the coupling constants of the RI and MS schemes explicitly. To do this
we parallel the approach of [30] where the same procedure was followed to establish the
relation between various MOM coupling constants and the MS coupling. Since we have
renormalized two different three-point functions we have to check that both give equivalent
results and are consistent with the SlavnovTaylor identities. We define

RI finite 2
finite
GMS
GAcc

Acc
aRI () = aMS ()
(2.19)
,

2
MS
finite
MS
finite
(p)
(p)
2
2
aRI () = aMS ()
p =
(1) MS finite (1) RI finite 2

GA
GA

,
MS finite 2
MS finite
T
(p)
(p)
p 2 =2
(2.20)
where the Greens functions on the right-hand side are the finite expressions. Moreover,
since we are concerned with the finite part of the Greens function after renormalization
(1)
GA
corresponds to a particular Lorentz projection of the full Greens function
GA
, [30]. In particular, for the momentum routing we are considering, we have
259
defined, [30],

p
/ p
a
(1)
(2)
a
(p)
=
T
(p)
+
G
(p)
G
,
GA
A
A
p2
(2.21)
where

1
a
tr pp
/ GA
(p) ,
2
4p

1
p
/ p a
a
a (2)
T GA
tr GA
G (p) .
(p) =
(p) d tr
4(d 1)
p2 A
T a G(1)
(p) =
A
(2.22)
For the ghost gluon vertex we do not need to take into account several projections since
there is only one Lorentz structure for that vertex with one external momentum nullified.
In addition to computing aRI as a function of aMS for both vertices we will also need the
relation of the covariant gauge parameter in one scheme with that in the other since, for
RI finite depends on a and . This is achieved by, [30],
instance, GA
RI
RI
cc
RI =
RI
ZA
MS
ZA
MS .
(2.23)
By solving (2.19), (2.20) and (2.23) iteratively we have determined the relationships
between the coupling constants and covariant gauge parameters in both schemes at three
loops. From both the vertices we find
5
aRI = aMS + O aMS
(2.24)
for all gauges and for the covariant gauge parameter

a

2
RI = 1 + 9MS
18MS 97 CA + 80TF Nf MS
36

4
3
2
+ 18MS
18MS
+ 190MS
576(3)MS + 463MS

+ 864 (3) 7143 CA2

2
+ 320MS
320MS + 2304(3) + 4248 CA TF Nf
a2

+ 4608 (3) + 5280 CF TF Nf MS
288

6
5
4
4
4
+ 486MS
+ 1944MS
+ 4212(3)MS
5670(5)MS
18792MS
3
3
3
2
+ 48276 (3)MS
6480(5)MS
75951MS
52164(3)MS
2
2
2
+ 2916 (4)MS
+ 124740(5)MS
+ 92505MS
1303668(3)MS
260
+ 11664 (4)MS + 447120(5)MS + 354807MS + 2007504(3)

+ 8748 (4) + 1138050(5) 10221367 CA3

4
3
2
2
+ 12960MS
8640MS
129600(3)MS
147288MS
+ 698112 (3)MS 312336MS + 1505088(3) 279936(4)

1658880 (5) + 9236488 CA2 TF Nf

2
2
+ 248832 (3)MS
285120MS
+ 248832(3)MS 285120MS

5156352 (3) + 373248(4) 2488320(5) + 9293664 CA CF TF Nf

2
+ 38400MS
221184(3)MS + 55296MS

884736 (3) 1343872 CA TF2 Nf2

+ 3068928 (3) + 4976640(5) 988416 CF2 TF Nf

a3

4
MS
2 2
MS + O aMS
.
+ 2101248 (3) 2842368 CF TF Nf
31104
(2.25)
The former expression is consistent with the three loop RI -function being equivalent
to the MS one for arbitrary covariant gauge. Moreover, since the three loop term of the
transformation is also absent this implies that the four loop RI -function is also equivalent
to the four loop MS -function in all gauges. The non-trivial relation between the gauge
parameters will be crucial in carrying out checks on the renormalization group functions.
We have calculated the renormalization group functions for the various wave function
renormalizations directly from the renormalization constants themselves. In particular, we
used
RI
RI
ln ZA
ln ZA

+ RI (a)
,
ARI (a) = (a)
a

ln ZRI
ln ZRI 1

ARI (a) 1
,
RI (a) = (a)
a

RI (a) = (a)
ln ZRI
261

+ RI (a)
ln ZRI
,
a

ln ZcRI
ln ZcRI

cRI (a) = (a)
+ RI (a)
,
a
(2.26)
though ZRI = 1 at three loops implies that

ARI (a) = RI (a)
(2.27)
to the same order which corresponds to the gluon propagator being transverse. Hence, from
the renormalization constants we have computed we find, in four dimensions, that
a

ARI (a) = 8TF Nf (13 3)CA
6

3
2
27 90 426 + 3727 CA2 + 72 2 + 240 3616 CA TF Nf
864CF TF Nf + 640TF2 Nf2
a2
216

+ 51200TF3 Nf3 15552CF2 TF Nf + 331776(3) 487296 CF TF2 Nf2

486 5 + 3078 4 + 10260 3 1458(3) 2 25965 2 + 86184(3)

173406 175446 (3) + 2127823 CA3

648 4 + 216 3 + 47808 2 + 10368(3) + 126480

254016 (3) 2501184 CA2 TF Nf

7776 2 62208 (3) + 71280 + 725760(3) 1131408 CA CF TF Nf
a3

+ O(a 4 ),
+ 11520 2 + 19200 165888(3) 751680 CA TF2 Nf2
7776
RI

(2.28)
C a2

F
9 3 + 45 2 + 223 + 225 CA 54CF (80 + 72)TF Nf
36
(a) = CF a +

+ 162 5 + 1377 4 + 7578 3 + 1134(3) 2 + 22608 2

23004 (3) + 113080 39690(3) + 179811 CA2

648 3 + 1944 2 15552(3) + 52272 CA CF

1440 3 + 7200 2 + 5184(3) + 63616 10368(3) + 110016 CA TF Nf

+ 20736 (3) 23760 + 6048 CF TF Nf
+ (6400 + 14976)TF2 Nf2 + 1944CF2
C a3
F
+ O(a 4 ),
1296
(2.29)
262
C a2

CA a 3

A
+ 9 + 18 2 + 88 813 CA (80 312)TF Nf
cRI (a) = [ 3]
4
144

+ 162 5 + 891 4 + 972 (3) 3 + 1503 3 + 4050(3) 2 2070 2

15876 (3) + 46363 + 34182(3) 471909 CA2

1440 3 + 2880 2 + 7776(3) + 39208 33696(3) 322680 CA TF Nf

+ 20736 (3) 23760 62208(3) + 79056 CF TF Nf
C a3
A
+ O(a 4),
(2.30)
5184
where we use the same convention for the renormalization group functions as for the
renormalization constants in that the variables a and are in the scheme indicated on

the renormalization group function itself. The expression for RI (a) agrees with the
three loop expression for the colour group SU(Nc ) in the Landau gauge given in [12].
Moreover, a final check on our calculation resides in the fact that in constructing these
RI scheme renormalization group functions the correct double and triple poles in in
the renormalization constants have been determined in the computation. If they were not
correct then finite renormalization group functions would not have emerged.
In [12] the quark anomalous dimension was computed explicitly by first determining
the appropriate function which converts the MS result to the RI expression following a
standard procedure which is discussed in, for example, [31]. As a final check on our wave
function renormalization group functions in the RI scheme we have also computed them
from the conversion functions which are defined as
+ (6400 48000)TF2 Nf2
CA (a, ) =
RI
ZA
MS
ZA
Cc (a, ) =
ZcRI
ZcMS
C (a, ) =
ZRI
ZMS
(2.31)
It is important to appreciate how these functions are explicitly constructed. They are
functions of the two parameters a and in the same scheme. However, the RI scheme
renormalization constants depend on aRI and RI which therefore must be converted to
their MS counterparts. In the following expressions for the conversion functions, and those
we give later, we have chosen to express them in terms of the MS variables and omitted
the corresponding subscript. We found
a

CA (a, ) = 1 + 9 2 + 18 + 97 CA 80TF Nf
36

3
2
+ 810 + 2430 + 5184 (3) + 2817 7776(3) + 83105 CA2

2880 + 20736 (3) + 69272 CA TF Nf
a2

+ 41472 (3) 47520 CF TF Nf + 12800TF2 Nf2
2592

4
4
4
+ 17010 (5) 12636 (3) + 64638 51516(3) 3 + 19440(5) 3
263
+ 322947 3 + 203148 (3) 2 8748(4) 2 374220(5) 2 + 1094553 2

+ 4636764 (3) 34992(4) 1341360(5) + 1457685

7531056 (3) 26244 (4) 3414150(5) + 44961125 CA3

+ 15552 (3) 2 303912 2 3670272(3) 890064 7293888(3)

+ 839808 (4) + 4976640(5) 49928712 CA2 TF Nf

+ 746496 (3) 855360 + 23514624(3) 1119744(4)

+ 7464960 (5) 37099872 CA CF TF Nf

+ 663552 (3) + 64512 + 5971968(3) + 13873536 CA TF2 Nf2

+ 9206784 (3) 14929920(5) + 2965248 CF2 TF Nf
a3

+ O(a 4),
+ 16130304 12939264(3) CF TF2 Nf2 1024000TF3 Nf3
93312
(2.32)
Cc (a, ) = 1 + CA a
C a2

A
+ 72 2 36 (3) 2 + 72 (3) 21 180(3) + 1943 CA 760TF Nf
192

+ 29241 3 11178 (3) 3 4860(5) 3 56862(3) 2 + 1458(4) 2
+ 34020 (5) + 102789 2 + 254826(3) + 5832(4) 63180(5)

3510 728082 (3) + 4374(4) 63180(5) + 4329412 CA2

+ 42984 67392 (3) 100224(3) 139968(4) 2650192 CA TF Nf

+ 684288 (3) + 186624(4) 1165104 CF TF Nf
C a3

A
+ O(a 4),
+ 27648 (3) + 330304 TF2 Nf2
(2.33)
31104
C (a, ) = 1 CF a

C a2

F
+ 8 2 + 5 CF 9 2 24(3) + 52 24(3) + 82 CA + 28TF Nf
8

+ 1728 (3) 3 11880 3 + 25272(3) 2 972(4) 2 6480(5) 2
63747 2 + 181440 (3) 1944(4) 12960(5) 358191

+ 678024 (3) + 22356 (4) 213840(5) 1274056 CA2
264

+ 12312 2 5184 (3) 3 31104(3) 2 + 59616 2 + 57024(3)
103680 (5) + 85536 228096(3) 31104(4)

+ 103680 (5) + 215352 CA CF

+ 3456 (3) 3 5184 3 11016 + 31536 CF2

+ 124056 41472 (3) 89856(3) + 760768 CA TF Nf
C a3

F
+ O(a 4).
+ 68256 82944 (3) 28512 CF TF Nf 100480TF2 Nf2
5184
(2.34)
With these the RI scheme renormalization group functions can be determined from

iRI aRI = iMS aMS + aMS
ln Ci aMS , MS
aMS

+ MS MS aMS
(2.35)
ln Ci aMS , MS ,
MS
where i = A, c or and we have included the scheme dependence of the variables
explicitly though to the order we are working to the -function is the same in both schemes.
For each of the three cases we have computed the right-hand side of (2.35) in terms of the
MS variables and then converted to their RI counterparts before verifying that the same
previous expressions correctly emerge in terms of the RI scheme variables. This completes
the full three-loop renormalization of the QCD Lagrangian in the RI scheme.
3. Quark mass anomalous dimension in the RI scheme
We now turn to the problem of deducing similar renormalization constants for the
where A = 1, or with
composite quark currents of the form OA = A,
1
= 2 [ , ], where the latter corresponds to the tensor current. As the lattice data
is available for the insertion of the operator at zero momentum to deduce the conversion
functions we will insert each of OA at zero momentum into a quark two-point function
and examine the divergence structure of

GOA (p) = (p) A

(3.1)
.
(0)(p)
= (p)OA (0)(p)
In order to demonstrate the validity of this approach we must first reconstruct the
anomalous dimension for the mass, [12], which corresponds to the operator A = 1.
of the operator in the usual way
Therefore, defining the renormalization constant Z
by
O1 o = Z
O1
the
(3.2)
RI
scheme value is given by the condition

RI RI
lim Z
Z (p)O (0)(p) 2
0
p =2
= 1,
(3.3)
265
where the wave function renormalization constants arise from the external fields. In the MS
scheme this results in a gauge-independent renormalization constant to all orders, [1,3].
However, in RI this is not the case since

3
RI
Z
+ 4 + CF a
=1

1
9 2 11
+
C + CF CA 2TF Nf CF 2
2 F
2

5
97
45
1
+
TF Nf CF CF CA +
+ 3 CF2
3
12
4

1285 223 5 2 3
83 20
+
+
TF Nf CF + 18(3)
CF CA
6
9
24
36
4
4

19
2
+
a2
12 (3) + 4 + CF2
8

16
88
TF Nf CF CA + 6TF Nf CF2 TF2 Nf2 CF
+
9
9

121
33
9
1
CF CA2 CF2 CA CF3 3

9
2
2

40 2 2
484
5
1679
TF Nf CF
TF CF CA + 2
CF CA2
+
TF Nf CF2 +
27
27
3
54

49 11
63 9
1
2
+
CF CA
+
CF3
12
2
4
2
2

25
197
556
+ 16 (3) TF Nf CF CA
+ 16(3) +
+
TF Nf CF2
81
6
3
140 2 2
11413
TF Nf CF
CF CA2
81
324

80 15 2 3 3
4889
54 (3) +
+
+
CF2 CA
+
24
3
4
4

205 45
1
2
3 CF3
+ 36 (3)
8
4

95387
616
(3) 4 (3)
24(4)
9
243
+
266

3976 50 2 10 3
TF Nf CF CA
81
9
9

128
1109 115 40 2
(3) + 8 (3) + 24(4)
+
+
+
TF Nf CF2
3
9
18
9

7514 400 32
+
+ (3) TF2 Nf2 CF
+
243
81
9

3360023 28351 157 2 421 3 17 4 5
+
+
+
+
+
+
3888
324
9
72
16
8

65
7 2
31193
(3)
(3) +
(3) + 60(5) CF CA2
72
4
8

18781 6089
962
2
+ 43 + 3 (3) 20(5)
+
3
72
72

170 2
4
4 3
CF2 CA
9
2

3227 31
+
+ 4 2 + 3
+
12
8

2
58 6 + 6 (3) 120(5) CF3
a 3 + O(a 4),
(3.4)
RI deduced at four loops

which agrees with the quark mass renormalization constant Zm
in [12] in the Landau gauge in our conventions. Thus we have demonstrated the equivalence
of our operator method with the massive propagator approach of [12]. Further, we
have checked that the correct three loop MS quark mass anomalous dimension, [32,33],
RI we can deduce the corresponding
emerges from our programmes. Therefore, from Zm
renormalization group function. With
RI
(a) = (a)
RI
ln Z

RI (a)
RI
ln Z
(3.5)
we find
C a2

F
RI
2
C
(a)
=
3C
a
185
+
9
+
3
+
9C
52T
N
F
A
F
F
f
6

3
2
+ 108 + 324 1944 19008(3) CA CF

117428 + 5634 + 1905 2 + 405 3 + 54 4 28512(3) CA2

+ 480 2 + 2088 + 62960 CA TF Nf 13932CF2
267
C a3

F
+ O(a 4),
+ 16632 3456(3) CF TF Nf 6848TF2 Nf2
216
(3.6)
which agrees with [12] in the Landau gauge, aside from an overall factor stemming from
our conventions which are the same as [34]. We have also derived the same expression by
constructing the conversion function COA (a, ) with A = 1 where
COA (a, ) =
RI
ZO
A
MS
ZO
A
(3.7)
Thus, using

RI
MS
ln COA aMS , MS
aRI = O
aMS aMS
O
A
A
aMS

MS MS aMS
ln COA aMS , MS
MS
(3.8)
with the explicit expression

C
(a, ) = 1 ( + 4)CF a

+ 24 2 + 96 288 (3) + 57 CF + 332TF Nf

CF a 2
18 2 + 84 432 (3) + 1285 CA
24

+ 15552 3 + 89424 2 23328 2(3) + 573804

334368 (3) 2493504 (3) + 155520(5) + 2028348 CA CF

13122 3 8748 2 (3) + 71685 2 103032(3)

+ 357777 3368844 (3) + 466560(5) + 6720046 CA2

+ 113400 31104 (3) 532224(3) + 186624(4) + 3052384 CA TF Nf

+ 62208 (3) 123120 331776(3) 186624(4) + 958176 CF TF Nf

7776 3 46656 2 (3) + 31104 2 + 46656(3) + 30132

451008 (3) 933120 (5) + 2091096 CF2
C a3

F
+ O(a 4),
27648 (3) + 240448 TF2 Nf2
(3.9)
7776
we find exact agreement. Moreover, this conversion function agrees with that given in [12]
when restricted to the Landau gauge. However, in checking the three loop expression in the
RI scheme only the contribution up to and including the two-loop term is required. The
three-loop part is only relevant for the four loop anomalous dimension. Therefore, since the
268
four loop MS quark mass anomalous dimension is available, [5,6], for an arbitrary colour
group we can deduce that the four loop correction to (3.6) is
C a2

F
RI
2
(a) = 3CF a 185 + 9 + 3 CA + 9CF 52TF Nf

6

+ 108 3 + 324 2 1944 19008(3) CA CF

117428 + 5634 + 1905 2 + 405 3 + 54 4 28512(3) CA2

+ 480 2 + 2088 + 62960 CA TF Nf 13932CF2
C a3

F
+ 16632 3456 (3) CF TF Nf 6848TF2 Nf2
216

+ 1215 6 13608 5 90801 4 8262(3) 3 368064 3 + 104004(3) 2
1397826 2 + 940734 (3) 4554684 + 39004740(3)

1710720 (5) 92569118 CA3 CF

+ 2916 5 + 28188 4 23328(3) 3 + 136404 3 252720(3) 2 + 377136 2

1717200 (3) + 429300 22203072(3) 1710720(5) + 10355148 CA2 CF2

+ 12960 4 + 103032 3 + 34992(3) 2
+ 677952 2 316224 (3) + 3021840 14239152(3)

1244160 (5) + 73217928 CA2 CF TF Nf

+ 3888 4 + 46656 (3) 3 11664 3 + 241056(3) 2 5832 2
1236384 (3) 103032 1601856(3)

+ 10264320 (5) 33960384 CA CF3

+ 25920 3 62208 (3) 2 + 18144 2 + 694656(3) + 230688

+ 1347840 (3) 1244160 (5) + 20983248 CA CF2 TF Nf
269

+ 57600 2 + 82944 (3) 449280 + 580608(3) 16599552 CA CF TF2 Nf2

+ 62208 2 + 373248 (3) + 31104 3856896(3) + 9745920 CF3 TF Nf

+ 165888 (3) + 41472 + 2571264(3) 6653952 CF2 TF2 Nf2

+ 2612736 (3) + 1225692 CF4 + 1025536CF TF3 Nf3

d abcd dFabcd
+ 248832 1866240 (3) A
NF

dFabcd dFabcd a 4
+ O(a 5),
+ 3732480 (3) 497664 Nf
NF
7776
(3.10)
where dAabcd dFabcd /NF and dFabcd dFabcd /NF are the quartic Casimirs associated with lightby-light topologies, [4,6], and the coupling constant and gauge parameter are in the RI
scheme. The four loop expression is in agreement with the Landau gauge expression of [12]
for an SU(Nc ) colour group.
As an additional check on the renormalization of a composite operator in the RI scheme
we have also considered the case of A = . One reason for examining this operator arises
from the fact that as it is now a Lorentz vector the Greens function, G
(p), is not
merely proportional to . Instead by Lorentz symmetry

(0)(p)
G (p) = (p)

(1)
(2)
=
(p) +
(p)
/
pp
,
p2
(3.11)
(i)
where the amplitudes

(p) depend on the coupling constant. They are determined
by the relations

pp
/
1
(1)
G (p)
tr G
(p) =
(p) tr
4(d 1)
p2

pp
/
1
(2)
(p) =
(3.12)
G (p) .
tr G
(p) d tr
4(d 1)
p2
The renormalization constant for the operator is determined from
O o = Z
O ,
(3.13)
and renormalizing the Greens function we find

MS
4
Z
= 1 + O(a ).
(3.14)
The non-renormalization of this current rests in the fact that it corresponds to a physical
operator and therefore on general grounds its anomalous dimension vanishes. (See, for
example, [31].) Furthermore, as the vector current has been inserted at zero momentum
270
the component of its Greens function must obey the SlavnovTaylor identity and be
equivalent to the finite part of the quark two-point function after renormalization in the
same scheme. In computing the quark wave function anomalous dimension in the previous
section we have also determined the finite part in the MS scheme and it is reassuring to
note that both it and

(1) MS finite
(p) 2 2

p =
= 1 + CF a

7
5 2 2
41 13 9 2
+
+
3(1 + )(3) CF CA TF Nf CF CF a
+
4
2
8
2
8

1570 2 2
79 3
TF Nf + 16(3)
TF Nf CF
+
81
6
2

11887 1723
52
TF Nf CA
(3) + 8(3)
+
3
81
72

159257 39799 787 2 55 3
+
+
+
+
648
576
64
24

2

3139
39 2 3
3 69
3
+ 35 +
+
+
(3) +
(4)
24
8
3
16
8
16

165 5 5 2
(5) CA2
+
+
+
4
2
4

+ 20( 1) (5) + 6(4) + 44 17 + 3 (3)

3 2 3
997
+ 4 +
CF CA
24
2
8

73 7 2 3
+
(3) CF2 CF a 3 + O(a 4 )
12
8
3
(3.15)
are in exact agreement which provides an additional check on our programming. Further,
it is the finite part of the first term which determines the relation of the MS scheme to the
RI scheme. Such a feature of extra contributions will persist in the tensor current case but
the vector operator is peculiar in the sequence of dimension three operators in that only
its anomalous dimension and finite part are entwined with the SlavnovTaylor identity.
Repeating the same exercise for the RI scheme by introducing the definition

RI
(1)
lim ZRI Z
(3.16)

(p) = 1
p 2 2
we find
RI
4
Z
= 1 + O(a ).
(3.17)
271
This is consistent with the observation that if an anomalous dimension of a physical

operator vanishes in one scheme it vanishes in any other scheme. Moreover, (3.16) is also
consistent with the SlavnovTaylor identity in the RI scheme since not only is it finite
prior to renormalization but it is also unity which agrees with the finite part of the quark
two-point function consistent with the nature of this renormalization scheme. Finally, to
assist with lattice matching we record that the finite parts of the second component of the
vector current Greens function are

MS finite
(2)
(p) 2 2

p =
= 2CF a

2

3 2
25
+ 7 + CA 4TF Nf + 2 3 CF a 2
CF
2
2

28
208 2 2
17
11 TF Nf CF +
T N + 3 CF2
CF
3
9 F f
4

1528 175
TF Nf CA
+ 16 (3) + 8(3)
9
6

295 2 27 3
19979 4393
+
+
+
+
72
48
16
8

9
245 59
+ + 2 (3) CA2
4
2
4

242
+ 33
+ 24 6 6 2 (3)
3

11 3
2
+ 17 + CF CA a 3 + O(a 4 ),
4

RI finite
(2)
(p) 2 2

(3.18)
p =
= 2CF a

5 2 1 3
40
25 223
+
+ + CA 4 + TF Nf 3CF a 2
CF
2
18
2
2
9

28 110
208 800
+ 32(3) TF Nf CF +
+
TF2 Nf2
CF
3
3
9
81

100 2 20 3
1528 7952
TF Nf CA
+ 16 (3) 8(3)
9
81
9
9

314 2 421 3 17 4 1 5
19979 14135
+
+
+
+ +
+
72
81
9
36
8
4
272

7 2
245 71
+ (3) CA2 + 3CF2
4
2
4

242
2
3
3 CF CA a 3 + O(a 4),
+ 24 (3)
3

(3.19)
which both agree in the Landau gauge and the variables in each expression correspond to
those of the scheme indicated in the left-hand side.
4. Tensor current in the RI scheme
We now turn to the computation of the anomalous dimension for the flavour non-singlet
tensor current at zero momentum insertion in the Landau gauge. This calculation is similar
to the one for the vector current though the decomposition of the Greens function G (p)
will have different Lorentz structures. In particular, we have

G
(p) = (p) (0)(p)
1

(1)
(2)
=
+
/ p p
/ p 2
(p)
(p) p
p
(4.1)
since is antisymmetric in its Lorentz indices. The components are deduced from
1
4(d 1)(d 2)

1
tr G
p p p
/ p )G
(p) + 2 tr (/
(p) ,
p
1
(2)
(p) =
4(d 1)(d 2)

d
tr G
tr (/
p p p
/ p )G
(p) +
(p) .
2p2
(1)
(p) =
(4.2)
As the anomalous dimension of the current had been computed for arbitrary covariant
gauge parameter in the MS scheme, [3436], we note that the definition of the RI scheme
renormalization constant is
RI

(1)
lim ZRI Z
(4.3)
= 1.

(p) 2
2
0
p =
Therefore, we find that the gauge-dependent renormalization constant is

CF
RI
+ CF a
Z
= 1 +

1 2 11
1
2
+
CF CF CA + CF TF Nf 2
2
6
3


257
13
19
1
CF CA CF TF Nf
CF2
+
36
9
4

5987 223 5 2 3
+
+
+
14(3) CF CA
+
216
36
4
4

313 20
535
2
a2
+
CF TF Nf +
+ 20(3) CF2
54
9
24

+
2 2
88
16
CF TF Nf CF CA TF Nf + CF TF2 Nf2
3
27
27
+

121
11
1
1
CF CA2 CA CF2 + CF3 3
27
6
6

980
104
2 13
3439 2
CF CA TF Nf
CF TF2 Nf2 +
C CF
CF2 TF Nf
81
81
3
3
162 A

1
75 11
19
2
CA CF +
CF3 2
+
4
6
2
4

13 11
1004
16
16
CF2 TF Nf
CF CA TF Nf
(3)
(3) +
+
3
6
3
3
81
+

4
13639 40
(3) CA2 CF
CF TF2 Nf2 +
9
324
3

851 40 5 2 3
70
(3)
+
+
+
CA CF2
3
24
3
4
4

1
19 2 145 4
2
(3) CF3
+
4
72
3

+
186527 3976 50 2 10 3
+
+
+
729
81
9
9
+ 4 (3)

40
40 2 1267 10849
+
+ 96(3)
(3) 8(4) CF2 TF Nf
9
54
81
3

13754 400 32
+
+ (3) CF TF2 Nf2
729
81
27

2200
(3) + 8(4) CA CF TF Nf
27
273
274

+

10
72491 203 7 2
44
+
30 (5)
(3) + (4) +
216
12
8
3
3

6883865 28621 157 2 421 3 17 4 5
CA2 CF
11664
324
9
72
16
8
495847 4673 89 2
4
2 3
648
216
2
2

5
2
+ (3) 40(4) 20(5) CA CF2
530
3

17303
64
742
2
(3) 18 + 2 (3) + (4) + 40(5)
+
9
3
108

523
2 2 3 CF3
a 3 + O(a 4),
+
24
+
(4.4)
where we have used the same symbolic manipulation programme to compute this as
for the scalar and vector cases aside from changing the Feynman rule for the operator
insertion. Moreover, given that the programme correctly reproduces the gauge independent
MS renormalization constant for all , [3436], we are confident that (4.4) is correct.
Therefore, from
RI
(a) = (a)
RI
ln Z

a
we find that, in four dimensions,

RI (a)
RI
ln Z

(4.5)

CF a 2
RI
2
(a)
=
C
a
+
257
+
27
+
9
171C
52T
N
C
F
A
F
F
f
18

2
3
4
+ 213548 + 16902 + 5715 + 1215 + 162 92448(3) CA2

228744 972 2 324 3 167616(3) CA CF

99536 + 6264 + 1440 2 13824(3) CA TF Nf

+ 45576 24192 (3) CF TF Nf
C a3

F
+ O(a 4),
+ 39420 41472 (3) CF2 + 9152TF2 Nf2
648
(4.6)
which is one of the main results of this article. For completeness, we note that,1 [3436],
MS
(a) = CF a + [257CA 171CF 52TF Nf ]
CF a 2
18
1 In [34] the Casimir of the final coefficient should have been T 2 N 2 and not T 2 C 2 .
F f
F F
275

+ 13639CA2 4320 (3)CA2 + 12096(3)CACF 20469CACF
1728 (3)CATF Nf 4016CATF Nf 6912(3)CF2 + 6570CF2
+ 1728 (3)CF TF Nf + 1176CF TF Nf 144TF2 Nf2
CF a 3
108
+ O(a 4),
(4.7)
where the four-loop expression of (4.7) is available for QED in the quenched approximation, [36]. Specifying the Landau gauge for the colour group SU(3) we find
SU(3) 4
2

RI
(a)
= a [26Nf 543]a 2

=0
3
27

2
+
572Nf2 + 1152(3) 29730 Nf
243

58824(3) + 269259 a 3 + O(a 4),
(4.8)
where we have set Tf = 1/2, CF = 4/3 and CA = 3. Finally, we note

(1) MS finite
(p)
2 2

p =

3
3773
3 2 11(3) + 3(3) CF CA
=1
216
8

62
65
+ 20(3) CF2 a 2
TF Nf CF + 2
27
3

8
23831 4
112 (3) (3) + 8(4) TF Nf CF2
162
3
3

79544 1732
673
+
(3) 4(3) 8(4) TF Nf CA CF
+
72
729
27

376
32
(3)
+
T 2 N 2 CF
27
729 F f

197 2 29 3
4017239 12817

+
11664
576
64
48

15
5530 253
1
2 3 (3)
27
12
4
3

497 3
3 2
5 2
45 35
+ + (4)
+ + (5) CA2 CF
48
8
16
4
6
4

79
+
486 + 2 2 3 (3) + 34(4)
3
276

58616 1
3 3 2
2
+ + 6 + CF CA
+ (40 20) (5)
81
6
2
4490
64
+ 2 2 (4) 40(5)
27
3

742
2 3
2
+ 2 + 2 (3) CF3 a 3 + O(a 4 ),

9
3
(4.9)
which implies
(1) MS finite
SU(3),=0

(p) 2 2
p =

124
1693 76
(3)
Nf a 2
=1
54
9
81

2111
445
1946885 14872
(3) +
(4)
(5)
2916
243
324
27

776
80
63764
376
32
+
(3) (4)
(3)
Nf +
Nf2 a 3 + O(a 4).
27
9
729
81
2187
(4.10)

(2) MS finite
(2) RI finite

For
(p) 2 2 and
(p) 2 2 it transpires that there are no

p =
p =
contributions to the finite part to and including three loops. This is consistent with the
one loop evaluation of the same quantity in [37] when the chiral limit is taken. For
completeness we have again checked our RI scheme anomalous dimension by constructing
the conversion function C
(a, ) explicitly. From
C
(a, ) = 1 + CF a

+ 216 2 + 4320 (3) 4815 CF 1252TF Nf

CF a 2
+ 162 2 + 756 3024 (3) + 5987 CA
216

3
2
2
+ 23328 + 104976 + 23328 (3) + 504684 38880(3)

+ 12363840 (3) + 933120(4) + 466560(5) 17850492 CA CF

+ 39366 3 26244 2 (3) + 215055 2 324648(3) 77760(5)

+ 1092771 7829028 (3) 342144(4) + 699840(5) + 13767730 CA2

+ 93312 (3) 340200 + 1900800(3) 186624(4) 5968864 CA TF Nf

62208 (3) + 119664 + 2239488(3) 186624(4) 3124512 CF TF Nf

+ 23328 3 46656 2 (3) + 46656 2 + 419904(3) 508356
277

1923264 (3) 497664 (4) 933120(5) + 3737448 CF2
C a3

F
+ 27648 (3) + 440128 TF2 Nf2
+ O(a 4 )
23328
we again have exact agreement.
(4.11)
5. Discussion
To conclude, we have first renormalized QCD to three loops in arbitrary covariant
gauge in the RI scheme. The full renormalization was necessary since, for example,
the anomalous dimension of the gauge parameter is required when converting the
renormalization constants to renormalization group functions for non-zero . Although in
practice one only requires information in the Landau gauge, computing for = 0 provides
important internal checks on the calculation such as for comparing with established MS
results. Further, we have extended the machinery of [12] to compute the anomalous
at three loops in the chiral limit in the Landau
dimensions of the tensor operator
gauge in a scheme which is natural in lattice regularization. Given this approach it would
be interesting to examine other operators whose anomalous dimensions are required in the
RI scheme such as the low moments of the twist-2 Wilson operators which occur in the
operator product expansion in deep inelastic scattering and those relating to transversity, in
order to provide the foundation to improve lattice estimates of matrix elements.
Acknowledgements
The author thanks Dr. P.E.L. Rakow and Dr. C. McNeile for valuable discussions.
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Diffeomorphisms and spin foam models

Laurent Freidel a,b , David Louapre b,1
a Perimeter Institute for Theoretical Physics, 35 King street North, Waterloo, ON, N2J-2G9, Canada
b Laboratoire de Physique, cole Normale Suprieure de Lyon 46 alle dItalie, 69364 Lyon Cedex 07, France
Abstract
We study the action of diffeomorphisms on spin foam models. We prove that in 3 dimensions, there
is a residual action of the diffeomorphisms that explains the naive divergences of state sum models.
We present the gauge fixing of this symmetry and show that it explains the original renormalization
of PonzanoRegge model. We discuss the implication this action of diffeomorphisms has on higher
dimensional spin foam models and especially the finite ones.
PACS: 04.06.-m; 04.06.Gw
1. Introduction
Spin foam models are an attempt to describe the geometry of spacetime at the quantum
level. They give a construction of transition amplitudes between initial and final spatial
geometries labeled by spin network states. A spin foam is a 2-dimensional cell complex
F with polygonal faces labeled by representations jf and edges labeled by intertwining
operators ie . Given a spin foam we associate an amplitude Af , Ae and Av to the faces,
edges and vertices of the spin foam respectively. They depend only locally on the spins
jf and intertwiners e , e.g., the vertex amplitude is computed using the spins labeling the
faces incident to that vertex and intertwiners on incident edges. The amplitude of a spin
foam is then computed as the product of these local weights:

ZF (jf , ie ) =
(1)
Af (j )
Ae (j, )
Av (j, ).
f F2
eF1
vF0
E-mail addresses: lfreidel@perimeterinstitute.ca (L. Freidel), dlouapre@ens-lyon.fr (D. Louapre).

1 UMR 5672 du CNRS.
doi:10.1016/S0550-3213(03)00306-7
280
L. Freidel, D. Louapre / Nuclear Physics B 662 (2003) 279298
The corresponding partition function associated to the two-dimensional cell complex F is

given by summation over all admissible spins and intertwiners

Z(jf , e ).
Z(F ) =
(2)
{jf },{e }
Spin foams can be understood to be dual to triangulations. The vertex of a spin foam is
dual to a codimension 0 simplex. We can therefore think about the amplitude Av as the
bulk term, interpreted as corresponding to the discrete version of the amplitude eiS . The
edges and faces amplitudes are dual to codimension 1 and 2 simplices and we will refer
to them as the discrete measure of integration. There is so far a general consensus on the
form of the vertex amplitudes, in 3d they are given by the 6j symbol [1] and by the 10j
symbol in 4d [2].
However, there are some open debates on the possible measures one should use in the
state sum. A measure for 4d Euclidean gravity was first proposed in [3] by DePietri et al.
using group field theory technics. This measure is such that the summation (2) diverges if
we do not have a positive cosmological constant. Another proposal was made later in [4] by
Perez and Rovelli and it was shown that this measure leads to convergent amplitudes [5].
Numerical studies of these models and some others were made by Baez et al. in [6], we
refer the reader to this paper for a more detail account of this issue. It is a key issue since the
infinite vs. finite models have very different properties. Let us remark that the divergence
of the partition function is not a good reason to discard the corresponding models since we
are interested in correlation functions or transition amplitudes which are ratio of divergent
amplitudes and could be well defined. In this paper we will address this issue first in the
context of three-dimensional gravity.
In retrospect, the very first spin foam model was the PonzanoRegge model of
3-dimensional Riemannian quantum gravity [1]. In this model, the vertex amplitude is
given by the 6j symbol, one of its key property is the fact that its semi-classical asymptotics
is governed by the exponential of the Regge action. The measure was uniquely determined
in order to obtain a partition function invariant under refinement of the triangulation. This
choice of measure is such that the partition function is divergent and it is only after a
regularization and the division by an ad hoc divergent factor sometimes called the anomaly
that the state sum is formally independent of the choice of triangulation. In the original
paper of PonzanoRegge the division by this infinite factor was required in order to have
a well defined continuum limit of the partition function. In all subsequent papers on this
model the same reason for the overall factor was always advocated.
Our aim in this paper is to explain this divergence as the infinite gauge volume of a
remaining gauge symmetry. This symmetry is the translational part of the local Poincar
symmetry and is classically equivalent to the diffeomorphism symmetry. It is clear that
the choice of a triangulation (or a spin foam) breaks the full covariance of the theory,
however, this does not mean that there is no residual action of the diffeomorphism group
on a fixed spin foam. We show in three dimensions that indeed there is a residual action of
the diffeomorphism group which acts at the vertices of the fixed triangulation. This result
is in fact known to specialist of Regge calculus [7]. We also prove that the infinite anomaly
factor is necessary in order to divide out the volume of this residual symmetry group.
281
The plan of the paper is as follows. In Section 2, we recall the classical gauge
symmetries of 3d gravity and show how they are related to each other. In Section 3,
we present the construction of the PonzanoRegge model, using a discretization of the
partition function. We insist on the way the gauge symmetries are implemented at this
level. In particular, we describe how to implement the translational symmetry. In Section 4,
we relate the divergence of the PonzanoRegge model with the volume of the translational
symmetry and carry a gauge fixing procedure. In Section 5, we conclude with a discussion
on the general implications of these results for higher dimensional models. We argue that
we can generally expect a residual action of diffeomorphisms on spin foams, leading to a
physical interpretation of the divergences. We discuss the consequences of this observation
for the finite spin foam models.
2. Classical gauge symmetries in 3D gravity

In this part we recall the different gauge symmetries of the classical action of 3d gravity,
and how they are related together. We consider the first order formalism for 3d gravity.
The field variables are the triad frame field ei (i = 1, 2, 3) and the spin connection i .
j
The metric is reconstructed as usual from the triad g = ei ij e where = (+, +, +)

for Euclidean gravity and = (, +, +) for Lorentzian gravity. In the following, we will
denote by ei , i the one forms ei dx , i dx . We also introduce the SU(2) Lie algebra
generator Ji , taken to be i/2 times the Pauli matrices, satisfying [Ji , Jj ] = ij k kl Jl ,
where ij k is the antisymmetric tensor. The trace is such that tr(Ji Jj ) = 12 ij . One can
thus define the Lie algebra valued one-forms e = ei Ji and = i Ji . The action is

1
S[e, ] =
(3)
ij k ei F j k () = tr e F () ,
2
M
where is the antisymmetric product of forms and F () = d + is the curvature

of . The equations of motion of this theory are
d e = 0,
(4)
F () = 0,
(5)
where d = d + denotes the covariant derivative.

Classically, this theory has three kind of symmetries. First, it is invariant under local
Lorentz gauge symmetry:
L
= d X,
X
L
X
e = [e, X],
(6)
parametrized by a Lie algebra element X. It is also invariant under diffeomorphism, for a

vector field , the action is
D e = d( e) + (de),
D = d( ) + (d),
(7)
where denotes the interior product. These are the usual gauge symmetries of gravity.
However, this theory admits another symmetry that we call translational symmetry, given
282
by
T = 0,
T e = d ,
(8)
for in the Lie algebra. As seen by inserting this transformation in the action (3), this
symmetry is due to the Bianchi identity d F = 0. These three types of symmetries are not
all independent, one can see that
D e = (iL ) e + (iT e) e + i (d e),

D = (iL ) + (iT e) + i F () .
(9)
(10)
If one uses the equations of motion (4) and (5), one clearly sees that on-shell we have
D = (iL ) + (iT e) .
(11)
This shows that on-shell, the diffeomorphism symmetry is recovered as a combination

of Lorentz and translational symmetry, for field dependent parameters of transformation
X = , = e. Note that the combination L + T is in fact a local Poincar gauge
symmetry. Lets denote by Pi the generators of the translations, they commute between
themselves and satisfy [Ji , Pj ] = ij k kl Pl . We can introduce a Poincar connection
A = i Ji + ei Pi . The symmetry L + T is just the local Poincar gauge symmetry for
this connection.
3. Gauge symmetries in discrete quantum gravity

In this section we recall briefly the discretization procedure leading to the Ponzano
Regge model for 3d Euclidean quantum gravity. We emphasize the implementation of
gauge symmetries and explain how the translational symmetry arises at the level of this
model. We are interested in the computation of the partition function of 3-dimensional
gravity, i.e., formally

Z = DeDeiS(e,) .
(12)
In order to do this computation we will first choose a triangulation $, discretize the
action with respect to this triangulation and then compute the discretized path integral.
The continuum limit is then obtained by refining the triangulation. This methodology and
the resulting computation are not new, they have been considered and refined several time
in the literature [810], our approach will be very close to the treatment in [10]. The new
point of our approach is to insist on the fact that when we compute the partition function
(12), and more generally transition amplitudes, one integrates over all e and A modulo
gauge transformations. In the continuum one usually uses the FadeevPopov procedure.
In the discrete approach what one should do is identify the residual gauge symmetries
that are left after choosing the triangulation, and divide out the volume of this residual
discrete gauge symmetry. In the following we do the proper analysis and find that there is
a residual Lorentz gauge symmetry acting at the vertices of the dual triangulation and a
residual translational symmetry associated with the vertices of the triangulation.
283
3.1. Discretized model

The action (3) can be discretized in order to formulate a discretized version of 3d
quantum gravity. One considers a triangulation $ of the manifold where all the edges are
oriented. The triad e is a 1-form and as such it is naturally integrated on one-dimensional
structures. We integrate it along the edges e $ of the triangulation, and replace it by the
collection of Lie-algebra elements Xe obtained in this way. To discretize the connection
field, one considers the dual 2-complex $ . One can naturally consider the holonomy
of the connection (which is a 1-form) along the edges e of the dual two complex. This
assigns a group element ge to each dual edge e . The discretized curvature is obtained as
the holonomy of the connection around a whole dual face f , i.e., as the ordered product
of corresponding group elements living on the dual edges
gf =
ge .
(13)
e f
To be more precise, in order to define this holonomy we chose a vertex of the dual
triangulation v and chose a path Pv ,f in the dual triangulation which starts at v , goes to
a point on f , goes around the face and come back by the same initial path. The path should
be oriented in a way compatible with the orientation of the edge e dual to f . Different
choices of initial points v or different choices of pathes Pv ,f are equivalent, since the
corresponding group elements we obtain are related by transformations gf g0 gf g01 ,
which are gauge transformations, as will be proved in the following. If we take the
logarithm of this group element (13), we get a Lie algebra element2 Zf such that
gf = eZf . We denote this Lie algebra element by Ze for simplicity, this is valid since
there is a one-to-one correspondence between edges of $ and dual faces. So within this
discretization the dynamical variables are (Xe , ge ), and the action is simply expressed as
S[Xe , ge ] =
tr(Xe Ze ).
(14)
The partition function is

Z($) =

gE
dXe

GE
dge ei
e tr(Xe Ze )
(15)
where g denotes the Lie algebra, E and E denote the number of edges in $ and $ . It is
clear that this partition function does not depend on the choice of the orientation, since both
Xe and Ze change sign if we change the orientation of e. Before calculating this discretized
partition function, we are going to show how the gauge symmetries of the classical action
are reflected in this discretization.
2 We restrict the Lie algebra element Z to be in the region around 0 in which exp is an isomorphism between
this region and the group.
284
3.2. Discrete gauge symmetries

Since ge is the holonomy of the connection along the dual edge e , the gauge group
acts by left and right multiplication at the vertices of the dual lattice
1
ge ks(e
) ge kt (e ) ,
(16)
where s(e ) (respectively, t (e )) denotes the source (respectively, the target) of the edge
e . Since gf is a product of edges group elements (see Eq. (13)) starting and ending at the
same vertex v , the gauge group acts by conjugation on this variables. The discrete action
(14) is invariant under the transformation
Ze gv1
Ze gv ,
(17)
Xe gv1
Xe gv .
(18)
This is the implementation of the classical local Lorentz transformation (6) at the level of
the discrete model.
The continuum translational transformation is
e = d + [, ],
(19)
where is a zero-form valued in the Lie algebra.

We have seen that e is naturally integrated

on the edges of the triangulation, Xe = e e. The 0-form is naturally discretized at the
vertices of the triangulation in terms of a collection of Lie algebra elements v . We,
therefore, expect the discrete transformation to be

Xe = t (e) et (e) , t (e) s(e) + es(e), s(e) .
(20)
Recall that we choose an orientation of the edges, so it is clear that the discretization of d
leads to t (e) s(e) . We define ev to be an integrated version of on e starting from v

v
e
(21)
+
e
in the limit where all edges lengths are small. This explains why we have a plus sign for
s(e)
t (e)
[e , s(e) ] and a minus sign for [e , t (e) ]. One can isolate the action at a vertex

Xe = v ev , v .
(22)
The expression (22) corresponds to the integrated version of the classical translational
symmetry (8). The problem in this expression is that the connection has originally been
discretized by integrating on the dual edges e , and there is therefore no natural discrete
expression for the integration ev of on the original edge e. To see how to deal with
this problem, we examine the Bianchi identity which is at the origin of this symmetry, and
show how this identity holds at the discretized level.
Classically, the Bianchi identity is
dF + [, F ] = 0.
(23)
This is an identity about 3-forms. Integrated on a 3d volume V , this leads to

0 = F + [, F ].
V
285
(24)
One can consider a vertex of the original triangulation and the surface of dual 2-faces
surrounding it. If the triangulation is regular, this surface S has the topology of a 2-sphere
and one can consider the integrated Bianchi identity (24) on the interior B of this 2-sphere.
Decomposing B as the disjoint union of cones obtained by linking each dual face to the
central vertex, one can rewrite it

(25)
ev , Ze ,
F + [, F ] =
Ze +
S
ev
ev
where ev is an integrated version of on the edge e surrounded by the corresponding

cone. Note that we also choose to define ev as the integration of along e starting
from v, which means along an edge outgoing from the interior of B, which is necessary to
integrate in this way the Bianchi identity. From this argument we expect that the element
ev appearing in the translational symmetry (22) can be given by the understanding of
the discrete Bianchi identity. Our analysis is closed to the one already given in [9] by
Kawamoto et al. In our computation their statements are made precise by a careful analysis
of the origin of the discrete Bianchi identity.
To do so, we begin by observing that if one considers the dual faces surrounding the
vertex, it exists an order on the faces f1 fn and a collection of group elements gfi
representing their curvature such that3

gfi = 1.
(26)
i=1,...,n
One can now take the logarithm of this expression

Ze
= 0.
ln
e
(27)
ev

In the case of an Abelian group, this expression is just Ze = 0, which corresponds to the
discretized version of the Abelian Bianchi identity dF = 0. However, in the general case
of a non-Abelian group, taking the logarithm leads to a more complicated result which has
to be expressed using the BakerCampbellHausdorff formula. In Appendix A, we show
(see Eq. (A.15)) that the logarithm (27) can be rewritten as

(28)
Ze + ev , Ze = 0,
ev
3 Remember that we had some freedom to chose a vertex in the dual triangulation and a path connecting this
vertex to the dual face. We need to use this freedom in order for the identity (26) to be true. We do not spell out
the details of the construction as it is standard, and more or less obvious from a drawing.
286
where ev is a Lie algebra element explicitly given in terms of the Ze on the edges meeting
at the vertex v

Ze +
cee e [Ze , Ze ] + ,
ev =
(29)
e v,e =e
e ,e v
the dots stand for higher commutator terms constructed in terms of Ze and cee e are explicit
coefficients given in (A.16). See (A.12) for the complete formal expression of ev including
all higher commutators. The expression (28) is the Bianchi identity at the discretized level,
and its construction provides an expression for the elements ev .
It is now clear that due to the discretized Bianchi identity, the discretized action is
invariant under the symmetry

Xe = v ev , v , if v e,
Xe = 0,
if v
/ e,
(30)
for v a Lie algebra element associated to the vertex v. The variation of the discretized
action under this transform is

v
v
= 0.
S =
(31)
tr v Ze e , v Ze = tr v
Ze + e , Ze
ev
ev
In the first equality we use cyclicity of the trace and the last equality is due to the discretized
Bianchi identity (28). The action is invariant under the transform (30) which is the discrete
action of the translational symmetry. We have only considered the action at one vertex
but this can be extended for all the vertices of the triangulation, the transformation is
parametrized by a Lie algebra element v for each vertex.
4. Gauge symmetries and divergences

In this part we complete the construction of the PonzanoRegge model, taking into
account the infinite volume of the translational gauge symmetry.
4.1. Division by the gauge volume
We have seen that the local Lorentz gauge symmetry is parameterized by group elements
acting at the vertices of the dual $ , while the translational symmetry is parameterized by
Lie algebra elements acting at the vertices of $. If we denote by V (respectively, V )
the number of vertices of the triangulation (respectively, the dual complex), one has to
divide the naive (non-gauge fixed) discretized partition function by the total gauge volume
Vol(G)V Vol(g)V . Vol(G) denotes the volume of the Lorentz group, it is finite for
Euclidean gravity4 G = SU(2). Vol(g) denotes the infinite volume of the Lie algebra.
4 It is infinite in the case of Lorentzian gravity G = SL(2, R) but we can take care of it by appropriate
regularization, see [11]. In this paper we restrict ourselves to Euclidean gravity for simplicity, but considering
the Lorentzian case will not really change our discussion.
Dividing by the gauge volume, the partition function (15) is rewritten

1
dg
dXe ei e tr(Xe Ze ) .
Z($) =
e
V
V
Vol(G) Vol(g)
e
G
287
(32)
gE
One can find a choice of measures on the Lie algebra and the group
1 2
r dr sin d d,
4
1
sin 2 d sin d d .
dg =
2 2
Such that V (G) = 1, and

dX ei tr(XZ) = eZ ,
dX =
(33)
(34)
(35)
where is the delta function on the group for the measure (34).5 It is expanded on the
characters of the representations of G using Plancherel decomposition

dj j (g),
(g) =
(36)
j
designs the character of the spin j representation. The integrals over group
where
elements in the partition function (32) are performed using the relations on the integrations
of product of matrices of representations. The resulting contributions are given by Wigner
3j -symbols on the dual edges, which recombine into 6j symbols associated to tetrahedra.
One thus get the PonzanoRegge model

1
dje
{6j }.
Z($) =
(37)
[Vol(g)]V
e
t
{je }
This expression was interpreted originally by Ponzano and Regge as a partition function for
discrete 3d gravity. In terms of simplicial geometry, an edge carrying a spin j is interpreted
as an edge of length j + 1/2, from the fact that the asymptotic of the 6j -symbol leads to
the Regge action for the tetrahedra with lengths j + 1/2, and the original observation
due to Wigner that the asymptotic of the square of the 6j -symbol is interpreted as the
classical probability to have a tetrahedron with lengths j + 1/2. The equation (37) is purely
formal since both the spin state sum and the volume of the Lie algebra are infinite. We
therefore need to introduce a cut-off in order to regularize this expression. Our prescription
is to restrict the Lie algebra elements to be |Xe | < k. This has for consequence to restrict
the summation in the state sum over a finite number of spins. This can be seen from the
Kirillov correspondence between representations and coadjoint orbits in the Lie algebra.
The character of the spin j representation is expressed by the Kirillov formula

i tr(ZX) d X
j

Oj e
j Z
,
e =
(38)

ei tr(ZX)d0 X
O0
5 Strictly speaking, Eq. (35) is true only when Z is around 0.
288
the measure such that the volume of Oj

where Oj is the sphere of radius 2j + 1 and dj X
is equal to 2j + 1. This shows that restricting the Lie algebra elements by |X| < k restricts
the representations to 2j + 1 < k, i.e., j k2
2 . With this cut, the volume of the Lie algebra
3
becomes finite and equal to V (k) = k /3 with our choice of measure (33). This can be also
obtained from the cut-off on the representations in the Plancherel formula (36), since for
large k

k3
V (k) =
(39)
dX ei tr(X0)
dj2 .
3
dj <k
|X|<k
The renormalized partition function is thus obtain by sending the cut-off to infinity
1
Z($) = lim
dj
{6j }.
k
V (k) e e t
v
(40)
{dje <k}
The partition function for another triangulation $ obtained by refinement of $ is formally

such that Z($ ) = Z($). In the original paper of PonzanoRegge, the renormalization
by V (k)V was motivated by the requirement to have invariance under refinement. Our
argumentation shows that this is not just an ad-hoc renormalization, but it arises from the
division of the volume of the translational symmetry acting at the vertices.
4.2. Gauge fixing procedure
In this part, we carry a precise FadeevPopov gauge fixing procedure for the
translational symmetry. To do so, we choose a maximal tree T in the 1-skeleton of the
triangulation $. A maximal tree is a graph touching every vertex of the triangulation,
without forming a closed loop. The main property of a maximal tree is that it exists an
unique path in T between any two vertices. A natural way to gauge fix the symmetry is
to impose that all Xe on T are zero. Since a maximal tree with V vertices contains V 1
edges, this gauge fixing procedure will fix all the symmetry except a global translation. We
isolate one of the vertices in the tree (called the root). This induces an order in the tree and
an orientation on the edges, each edge being oriented along the direction of the path from
the root to each vertex. Each edge has thus a source s(e) and a target t (e). Moreover, each
vertex v can be unambiguously associated to the edge e such that v = t (e). The (inverse of
the) FadeevPopov determinant for this procedure is

dt (e)
t (e) et (e) , t (e) s(e) + es(e) , s(e) . (41)
$1 =
gE
eT
To compute the FP determinant, we have to compute the Jacobian of the transformation, or

t (e) where
equivalently the wedge product of all the d

t (e)

t (e) = t (e) e , t (e) s(e) + es(e), s(e) .
(42)
t (e) , thus we
One can see that the variable t (e) for an external edge e appears only in
have

t (e) = d t (e) et (e) , t (e) + ,
d
(43)
289
where the dots are for terms that will give zero when taking the wedge product with others
since this product does not contain dt (e) . This reasoning applies for all external
d ,
edges, and can be continued for other edges. In particular, we have

2

d t (e) et (e) , t (e) = 1 + et (e) dt (e) ,
(44)
where |et (e)|2 denotes the square of the norm of et (e) as Lie algebra element. Therefore,
one gets for the FP determinant

2
$=
(45)
1 + et (e) .
eT
t (e)
From now we denote e = e . The partition function on the triangulation $ for a gauge
fixing along the tree T becomes

Z($, T ) =
(46)
1 + |e |2 ei tr( e$/T Xe Ze ) ,
dXe
dge
e$/T
e $
eT
where the Ze and e depend on the group elements. The integration on the remaining Xe
variables can be performed, leading to

Ze
2
Z($, T ) =
(47)
1 + |e |
e .
dge
e $
eT
e$/T
Now one can prove that if the Ze are zero on $/T , as imposed by the delta functions, then
the e are zero on the maximal tree T and the FP determinant reduces to 1. Consider an
edge e in T , one of its vertices v and the corresponding e . e is defined (see (A.12))
in terms of the Z variables of all edges meeting at v. Suppose first that this vertex is an
external vertex of T , which means that e is the only edge of T meeting it. All other edges
e meeting it are in $/T and the functions impose Ze = 0 for them. In that case, the only
non-zero variable in the explicit expression (A.12) of e is Ze , it is thus clear that all the
commutators vanish. So, for this external vertices, e is zero. Moreover, if we consider the
Bianchi identity (28) at this vertex, separating, in the sum, e from the other edges meeting,
it says

Ze + [e , Ze ] +
(48)
Ze + [e , Ze ] = 0.
e =e
As Ze = 0 and e = 0, this identity gives Ze = 0. Thus for all external vertices and
corresponding edges of T , e = 0 and Ze = 0. If one removes all these edges from the tree,
one is left with new external vertices, for which the same reasoning apply. The procedure
can be extended to the whole tree and all the e and Ze are zero on the tree. The FP
determinant is thus one and the partition function is rewritten

Z($, T ) =
(49)
e Ze .
dge
e $
e$/T
290
At the level of the discretized partition function, the gauge fixing of the Xe variables to
zero for e T is translated into a projection on the spins je = 0 for the edges of the tree T

Z($, T ) =
(50)
je ,0
dje
{6j }.
{je }
eT
In the triangulation, this has the following consequences: if we set je = 0 for an edge e
belonging to n triangular faces, each of these faces is suppressed, and the two other edges
of each face are identified. We call this move the collapse of the edge e. One can see that
this is a topological move, so if we perform the collapse of $ along any tree T and we
denote the resulting triangulation $T , this triangulation is equivalent to the original one.
The relevance of this definition lies in the fact that
Z($, T ) = Z($T ).
(51)
Note that $T is well-defined6 since the tree structure prevents us to try to collapse an edge
previously collapsed due to the identification arising in the process. Note also that it still
remains a global translational symmetry acting at the vertex which was the root of the tree,
and which has to be gauge fixed. Finally, the result is formally independent of the choice
of a maximal tree: Z($T ) = Z($T ). This is clear since on one hand different choices of
trees amounts to different choices of gauge and it is usually expected that after gauge fixing
the theory is BRST invariant, expressing the fact that all the gauge fixings are equivalent.
On the other hand, we have seen that the collapsed triangulations along different trees are
topologically equivalent, leading to the same conclusion.
4.3. Positive cosmological constant case
We consider now the case of gravity with positive cosmological constant.
The Euclidean
space with positive cosmological constant is a 3-sphere of radius 1/ . This is a space
of finite volume 1/3/2 (computed for the normalized Haar measure for S 3 ). In such a
space, the maximum
geodesic length is obtained for the half-perimeter of a great circle,
namely, Lmax = / . Since a maximum length exists in such space, we expect that to
be translated at the level of the quantum model as a cut-off in the allowed spins. Also in
the discrete models, the translational symmetry acts at the vertices by translation in the
spacetime. In a positive cosmological constant space, the volume accessible by translation
is finite and equal to the volume of the space. As the space is of finite volume, it acts as
a cut-off for the translational symmetry, since it forbids arbitrary large translations of the
vertices. We therefore expect a finite gauge volume corresponding to the volume of the
space 1/3/2 .
These two expectations concerning the cut-off on the lengths and the finite gauge
volume are precisely what happens in the TuraevViro model [12]. The TuraevViro
model is obtained as a deformation of the PonzanoRegge model using the quantum group
SU q (2) instead of SU(2). It depends on an additional parameter k such that q = e2i/ k .
6 As a generalized triangulation.
291
This parameter can be linked in several ways with the cosmological constant . First it
is well known that the spins of the representations of SU(2)q are strictly smaller than
(k 1)/2. This is clear since the quantum dimension of the spin j representation
[dj ]k =
sin((2j + 1)/k)
sin(/k)
(52)
is zero when j = (k 1)/2. We have seen that the length for an edge carrying a spin j is
given by j + 1/2, so from the point of view of the TuraevViro model, the maximum length
identify it with the maximum geodesic length in the 3-sphere of radius
is Lmax = k/2. If we
1/ we get k = 2/ L. This interpretation of the level k can also be done using the link
between TuraevViro for q = e2i/ k and ChernSimons theory at level k [13]. The same
interpretation is also manifest in the asymptotic of the quantum 6j -symbol [14] which
leads to the exponential of the Regge action with cosmological constant = 4 2 /k 2 .
It is well known that the triangulation independence of the TuraevViro model requires
the multiplication of the state sum by the factor Vol(SU(2)q )V , where
(k2)/2

[dj ]2k =
Vol SU(2)q =
j =1
k
2
2 sin (/k)
(53)
For a small cosmological constant (large k), it behaves as

k3
4
Vol SU q (2)
(54)
2 2 3/2
which scales as the volume of the 3-sphere for cosmological constant . This is not a
surprise if we interpret Vol(SU(2)q ) as the volume of the translational group acting at the
vertex.
One can notice that despite the fact that the quantum dimension [2j + 1]k for large k
is asymptotic to the dimension of the classical representation 2j + 1, the large k behavior
of the gauge volume is different in the TuraevViro model and in the PonzanoRegge
regularization
(k2)/2
(k2)/2
j =1
j =1
[dj ]2k
dj2 .
(55)
This fact seems puzzling but can be understood geometrically. We have seen that the l.h.s.
is interpreted as the volume of a 3-sphere while the r.h.s. is the volume of a 3-ball.
5. Discussion
In this paper we have proven that a carefully discretized spin foam model for
3-dimensional gravity possess not only the usual Lorentz gauge symmetry, but also a local
translational symmetry, acting at the vertices of the triangulation, and parameterized by
Lie algebra elements. At the classical level, this symmetry is related to the diffeomorphism
symmetry, so we can interpret this result as the existence of a residual action of the
diffeomorphism group on 3-dimensional triangulated spacetime.
292
We have shown that the volume of this symmetry is infinite and scales with the number
of vertices of the 3-dimensional triangulation. If we correctly quantize the theory via path
integral we have to divide out this infinite gauge volume. The prescription we obtain for
the regularized partition function after the division by the volume of the gauge group is
the same as the one proposed a long time ago by Ponzano and Regge. However, in their
paper and in all subsequent paper on the subject, the infinite volume factor was required
in order to implement the continuum limit. Our result prove that the requirement of gauge
invariance is enough to explain this factor and the fact that the partition function possess
the correct continuum limit is a consequence of this requirement without any further
renormalisation. We also show that gauge fixing this symmetry amounts to compute the
partition function on a collapsed triangulation.
So what does this example teach us on higher dimensional spin foam models? We
can think of spin foam models as discretized models of gravity where the vertices of
the spin foam are dual to higher dimensional simplices, the edges of the spin foam are
dual to codimension 1 simplices and the faces of the spin foam are dual to codimension 2
simplices. The representation labels j are carried by the codimension 2 simplices. They
are therefore interpreted as a length (l lp j ) in 3 dimensions and an area (A lp2 j )
in 4 dimensions. The first lesson from 3 dimensions, is that we can expect a non-trivial
residual action of the diffeomorphisms on the spin foam. The corresponding remaining
diffeomorphisms will not change the connectivity of the spin foam but will act on its
representation labels. This is not a new idea, it was advocated a long time ago in the
context of Regge calculus by Rocek and Williams [7]. In the context of Regge triangulation,
the labels are carried by the edges of the triangulation and they proved that around the
flat solution there is an action of the diffeomorphism at the vertices of the triangulation.
This can be easily understood as follows. Suppose we have a Regge triangulation of flat
spacetime. To obtain such a triangulation, one can first triangulate R4 and then put as
Regge labels on the edges the lengths of the edges measured with the flat metric. Now by
action of a diffeomorphism on R4 we can translate one vertex of the triangulation without
moving the others. This will gives us an other Regge triangulation which differs from the
first one by a relabeling of the edges surrounding the vertex. This triangulation described
the same piecewise linear geometry. This indicates that Regge triangulation still carry a
residual action of the diffeomorphism group. It was proven by Rocek and Williams that
such transformations leave the Regge action invariant.
In the 4d case, the situation in spin foam models is different from Regge calculus.
First, the labels are carried by the faces of the triangulation, instead of the edges. Second,
if we interpret spin foams as evolving spin networks as was first done in the literature
[15], there is no obvious relation with piecewise linear geometry. However one can still
make a link between the discretized partition function and spin foam models [10], and
try to interpret translational symmetry as in 3d, in terms of variation of the spin labels.
At the classical level, one can consider the bivector field B I J = eI eJ , where eI is
the frame field. This is a 2-form and its natural discretization on a triangulation is on
faces, and is given by BfI J = E1I E2J , where E1 and E2 are the discretization of the
frame field e along two edges of the face f . Now at the discretized level, the spin jf
carried by the face f can be interpreted as the norm of the simple bivector Bf . In
3d we interpreted the remaining diffeomorphism symmetry as changing the lengths of
293
the edges, keeping the geometry fixed. We want to argue that a similar interpretation
survives in 4d. It has been shown by Horowitz [16] that in the first order formalism of
gravity, we can trade off diffeomorphism for translational symmetry in any dimension.
Around flat space, this translational symmetry acts only on the continuous frame field as
eI = d I where I is a 0-form field. The resulting transformation on the bivector field
B I J = eI eJ is B I J = dw I J where I J = [I eJ ] is a frame dependent parameter of
transformation. This is a 1-form, naturally discretized on the edges of the triangulation. One
therefore expect the translational symmetry to act on the discretized B field at edges of the
triangulation. This leads to an action of this transformation on the 3-cells of the spin foam.
This is consistent with the fact that the Bianchi identity responsible for this symmetry is a
3-form discretized along the 3-cells of the spin foam. In the light of what happens in 3d,
one expects a divergence for each 3-cell of the spin foam if the diffeomorphism symmetry
is not broken and if the geometry we are integrating contains flat space. That is exactly
the type of divergences which is occurring in some of the spin foam models first proposed
in [3] and analyzed in [4]. This open the possibility to give a physical interpretation of
these divergences as coming from a residual action of the diffeomorphisms. Of course in 4
dimensions this is only a plausibility argument so far and it deserves more study.
This argumentation therefore raise the question of the meaning of finite spin foam
models. There are two different types of spin foam model which have a convergent sum
over spins. The first type of model is obtained when we consider Euclidean gravity with
a positive cosmological constant, in that case the sum over spin is restricted to be finite
(the spins cannot be bigger than the cosmological constant in Planck units). There is
still an action of the diffeomorphism group in 3 dimensions, but since the 3-sphere has
a finite volume the volume of this group is finite. This is consistent with the interpretation
that a positive cosmological constant suppress spacetimes with large volumes. This is
extensively used in the context of dynamical triangulation, for instance, where a positive
cosmological constant is needed to make the summation convergent. In 4 dimension the
inclusion of a positive cosmological constant in the Euclidean theory will also lead to
convergent spin foam models. We can argue in the same way that this does not mean
that the diffeomorphism group do not act on the spin foams but only that the volume of the
symmetry group is finite in that case. In this case we therefore have a physical interpretation
of the finiteness of the model. It is important to note that adding a cosmological constant
help us only if its positive and if the spacetime is Euclidean. If we consider Lorentzian
gravity with any cosmological constant or Euclidean gravity with a negative cosmological
constant we cannot expect any convergence of the models since the volume of the
corresponding homogeneous spaces are all infinite in these cases and so will be the volume
of the residual translational group.
The second kind of convergent models were first considered in [4] and correspond
to a different choices of edge amplitudes. This is interpreted as a different choice of
measure in spin foams, as we discussed in the introduction. Since we expect an action
of diffeomorphisms on spin foam we have to understand why this action does not translate
in the amplitude by an infinite factor. In these models there is no parameter we can vary
which can be interpreted as a cosmological constant so we cannot really argue that the
convergence possess a clear physical interpretation. An interpretation of the finiteness of
the amplitude is that diffeomorphism symmetry is broken in these model. This means that
294
we expect these models to assign different amplitudes to gauge equivalent solutions. This
can be explicitly checked in three dimensions where a modification of the measure of spin
foam models similar to the one done in 4 dimension can be achieved [17]. One possible
interpretation for that could be that these models are in fact gauged fixed models and should
not carry a representation of the diffeomorphism group. This is however unlikely, since a
FadeevPopov gauge fixing procedure generally involves a highly non-local determinant.
The amplitude of finite spin foam models are expressed as a product of local weights (cf.
Eq. (1)) which cannot be interpreted as a FadeevPopov determinant. In [6] numerical
simulation showed that the amplitude of the finite model are dominated by the spins 0 and
1/2 and for all practical purpose the summation over spins can be restricted these ones.
In the spin foam model, the amplitude associated with a spin foam where a given face is
carrying the spin 0 is equal to the amplitude of the
spin foam where this faces as been
collapsed. So we can interpret the amplitude A(S) = j =0,1/2 A(j ) of a given spin foam
S as a sum over all spin foams included in S

A(S) =
(56)
N0 N1 N2 ,
S S
where N0 , N1 , N2 denotes the number of 0, 1, 2 cells of the spin foams and = Av (j =

1/2), = Ae (j = 1/2), = Af (j = 1/2) in the notation of (1). As such, the finite spin
foam models are similar to dynamical triangulations models with a fixed edge lengths
j = 1/2. In dynamical triangulations, = 1 and the parameters , can be freely tuned,
they depend on the Newton coupling constant, the cosmological constant and the scale of
the lattice spacing [18]. It is known that dynamical triangulations models do not carry a
representation of the diffeomorphisms. However, in the limit where S becomes infinite we
can tune the parameters of the theory to recover a continuum limit in some region of phase
space and restore in this limit the action of diffeomorphisms.
So the finite spin foam models have features very similar to dynamical triangulations
models, namely, they break the action of diffeomorphism. It does not go along the line of
the spin foam philosophy which is to keep most of the symmetry of the continuum theory in
the intermediate triangulation dependant levels. So far this requirement has been focused
on local Lorentz symmetry but we have argued in this paper that there is the possibility
to even fulfill this requirement for the local Poincar symmetry or diffeomorphism. One
reason for this requirement is the hope that it would help to get a final theory with the
correct symmetries when we get rid of the triangulation dependance. This can be of course
disputed and one can argue that the symmetry is restored in the coarse grain limit even if
it is not implemented at the microscopic level. There is no very good reason yet to prefer
one mechanism over the other. However, we still think that finite models have undesirable
features. First, they behave much alike dynamical triangulation models which is not bad
by itself but then it seems hard to expect spin foam to do better than what has been done
in this context. The second point is that in dynamical triangulations models the parameters
are freely tuned and this is important to restore diffeomorphism symmetry in the coarse
grain limit. This is not a feature of spin foam models so far.
In order to conclude, we have shown in this paper that there is a residual action of
translational symmetry on an individual spin foam and that this explains the infinity or
anomaly of the PonzanoRegge model. We have argued that such a residual action of
295
translational symmetry should be expected for higher dimensional models. This would
give a physical meaning to the divergences observed in the 4D model proposed in [3]. On
the contrary we have disputed the relevance of the finite spin foam models proposed in [4].
Our argumentation is by no mean conclusive since it contains hypothesis and unresolved
issues but we hope that it will launch a fruitful and successful debate on this issues.
Acknowledgements
We thank A. Ashtekar for relevant questions on the gauge fixing procedure. We thank
H. Pfeiffer and A. Perez for discussions. D.L. is supported by a MENRT grant and Eurodoc
program from Rgion Rhne-Alpes. L.F. is supported by CNRS and an ACI-Blanche grant.
Appendix A. BakerCampbellHausdorff formula

In this section we recall how to formally obtain the BakerCampbellHausdorff
formula. In particular, we obtain the expression (28) used in the text. We are interested
in the computation of the expression

X = ln eZ1 eZ2 eZN ,
(A.1)
for Z1 , . . . , ZN Lie algebra elements. One can expand the exponentials

Z p1 Z p2 Z pN
N
1
2
.
X = ln
p1 !
p2 !
pN !
p
p
p
1
(A.2)
Isolating the term p1 = p2 = = pN = 0 one can rewrite it

p
p
p

ZNN
Z1 1 Z2 2
.
X = ln 1 +
p1 ! p2 !
pN !
p pN
(A.3)
p1 ++pN 1
Expanding now the logarithm one gets
k
p
p
p
+

ZNN
Z1 1 Z2 2
(1)k1
X=
.
k
p1 ! p2 !
pN !
p1 pN
k=1
(A.4)
p1 ++pN 1
Expanding the term to the power k, one gets a sum over all the ways to take the ordered
product of k terms in the sum, namely,
X=
+

(1)k1
k=1
Z p1 Z p2
1
2
1
Ik
p1
p11 ! p21 !
ZNN
1!
pN

p2
p2
p2
Z1 1 Z2 2
p12 ! p22 !
ZNN
2!
pN
pk
pk
pk
Z1 1 Z2 2
p1k ! p2k !
ZNN
k
pN
!

, (A.5)
296
where the sum is over the set I k

j
j
I k = pi N, i = 1 N, j = 1 k
pi 1j .
(A.6)
One thus obtains an expression of X as a polynome in the Zi . Each monome is obtained

j
as a product of k subterms, the condition i pi 1j states that each of these subterms
is non-empty. X is a Lie algebra element, while each monome in the sum at the l.h.s. is
generically an element of the universal enveloping algebra U (g). The Lie algebra element
of U (g) are characterized by the fact one can give U (g) a coproduct such that the Lie
algebra elements are the primitive elements of this coproduct. One can apply at both sides
of the equation a projector : U (g) g which projects on the Lie algebra elements of
U (g). It exists different projectors of this type, we will use the most common namely the
Dynkin projector. It is defined in the following way, consider a monome which is written
as x1 x2 xM for xi g the projector is defined
(x1 xM ) =

1
[x1 , x2 ], x3 xM1 , xM .
M
(A.7)
In particular, we have for M 2

(x1 xM ) =

M 1
(x1 xM1 ), xM .
M
(A.8)
This is this projector which allows to express the BakerCampbellHausdorff formula in

terms of commutators of the originals ZI . Consider one of the monome, i.e., fix k and a
j
set of indices pi . We consider the action of this projector

p 1 p 1
pk pk
p 1 p 2 p 2
p2
pk
Z1 1 Z2 2 ZNN Z1 1 Z2 2 ZNN Z1 1 Z2 2 ZNN .
(A.9)

j
The size of the monome is denoted M = i,j pi . First, if the monome is of size M = 1,
this means that there is only one subterm (recall the subterms are asked to be non-empty),
hence k = 1, and the projector acts as the identity. Now we consider the general case
M 2. To use the expression (A.8), we need to understand
what is the last term of the
monome. We know that the kth subterm is non-empty since i pik 1. We pick up the last
k and denote it pk . This means that the monome
non-zero element in the sequence p1k pN
i0
ends with the element Zi0 and that the action of on it is expressed as a commutator

1
pik 1 pik 1
M 1 p11
pN
p1k
0
0
Z1 ZN Z1 Zi0 1 Zi0
, Zi0 .
M
(A.10)
The total projection of all the monomes of size M 2 of (A.5) can be rewritten as a sum
of commutators of a Lie algebra element with a single Zi0

i0
[i0 , Zi0 ],
(A.11)
297
where i0 is defined by

j
+

(1)k1 1
i,j pi
i0 =

j
j
k
p !
p +1
k
Ii
k=1
i,j
i,j
pik
p1 p1
p1 p2 p2
p2
pk pk
Z1 1 Z2 2 ZNN Z1 1 Z2 2 ZNN Z1 1 Z2 2 Zi0 0 ,
where the set of indices Iik0 is

j
j
pi 1, i = 1 N, j = 1 k 1,
pi N|
(A.12)
(A.13)
pik N|
pik 0,
i = 1 i0 .
(A.14)
This set Iik0 means that we have taken the set I k but cut the indices in the last subterm k

at order i0 and drop the condition pi 1. Putting together the results for M = 1 and
M 2 we get

Zi0 + [i0 , Zi0 ].
X = ln eZ1 eZN =
(A.15)
i0
One can estimate the first terms in the complicated expression of the k
k =
1
Zi
2
k<i
1
1
1
[Zi , Zj ]
[Zi , Zj ] +
[Zi , Zk ] + .
6
6
12
i<j <k
k<i<j
(A.16)
References
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902.
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Phys. 36 (1995) 62996339, hep-th/9503108.

Two-loop electroweak angular-dependent logarithms

at high energies
A. Denner a , M. Melles a , S. Pozzorini b
a Paul Scherrer Institut, CH-5232 Villigen PSI, Switzerland
b Institut fr Theoretische Teilchenphysik, Universitt Karlsruhe, D-76128 Karlsruhe, Germany
Received 31 January 2003; received in revised form 19 March 2003; accepted 8 April 2003
Abstract
We present results on the two-loop leading and angular-dependent next-to-leading logarithmic
virtual corrections to arbitrary non-mass-suppressed processes at energies above the electroweak
scale. In the t HooftFeynman gauge the relevant Feynman diagrams involving soft and collinear
gauge bosons , Z, W coupling to external legs are evaluated in the eikonal approximation in the
region where all kinematical invariants are much larger than the electroweak scale. The logarithmic
mass singularities are extracted from massive multi-scale loop integrals using the Sudakov method
and alternatively the sector-decomposition method in the Feynman-parameter representation. The
derivations are performed within the spontaneously broken phase of the electroweak theory, and the
two-loop results are in agreement with the exponentiation prescriptions that have been proposed in
the literature based on a symmetric SU(2) U(1) theory matched with QED at the electroweak scale.
PACS: 11.15.Bt; 11.15.Ex; 12.15.-y; 12.15.Lk
1. Introduction
The main task of future colliders such as the LHC [1] or an e+ e linear collider (LC)
[25] will be the investigation of the origin of electroweak symmetry breaking and the
exploration of the limits of the electroweak Standard Model. In order to disentangle effects
of physics beyond the Standard Model, the inclusion of QCD and electroweak radiative
corrections into the theoretical predictions is crucial.
E-mail addresses: ansgar.denner@psi.ch (A. Denner), michael.melles@psi.ch (M. Melles),
pozzorin@particle.uni-karlsruhe.de (S. Pozzorini).
doi:10.1016/S0550-3213(03)00307-9
300
A. Denner et al. / Nuclear Physics B 662 (2003) 299333
In the energy range of future colliders, i.e., at energies above the electroweak scale,
s M MW MZ , the electroweak corrections are enhanced by large logarithmic
contributions [6] of the type

s
L
N
, 1 N 2L.
log
(1.1)
M2
These electroweak logarithmic corrections (EWLC) can be classified in a gauge-invariant
way according to the powers N of the logarithms of s/M 2 . The leading logarithms
(LL), also known as Sudakov logarithms [7], correspond to N = 2L, the next-to-leading
logarithms (NLL) to N = 2L 1, etc.
The above logarithmic terms constitute the singular part of the corrections in the
massless limit, M 2 /s 0. They result either as remnants of ultraviolet singularities after
parameter renormalization, or as mass singularities from soft/collinear emission of virtual
or real particles off initial or final-state particles. These latter do not cancel in observables,
in contrast to the well-known soft and collinear singularities observed in QCD. This is, on
the one hand, due to the fact that the masses of the weak gauge bosons provide a physical
cut-off, and that there is no need to include real Z-boson and W-boson bremsstrahlung.
On the other hand, the BlochNordsieck theorem is violated also in inclusive quantities
in non-Abelian gauge theories if the asymptotic states carry non-Abelian charges or in
spontaneously broken Abelian gauge theories if mass eigenstates result from mixing of
gauge eigenstates [8]. This leads to the appearance of LL also in inclusive quantities in such
theories and thus in the electroweak Standard Model. As a consequence, the electroweak
corrections can become of the order of the QCD corrections in the TeV energy range.
These enhanced EWLC have found quite some interest recently; for reviews we refer
to Refs. [9,10]. At the one-loop level the EWLC have been obtained, on the one hand, via
explicit diagrammatic calculations for many 2 2 scattering processes in the Standard
Model and the minimal supersymmetric Standard Model [1115]. On the other hand, the
universality of the electroweak LL and NLL has been proven, and general results have been
given for arbitrary electroweak processes that are not mass-suppressed at high energies [16,
17] and applied, for instance, to gauge-boson pair production at the LHC [18].
The typical size of the one-loop electroweak corrections from LL and NLL for a 2 2
cross section is

s
s
3
2
26%,
+ 2 log
16%,
2 log
(1.2)
sw
M2
sw
M2
2 = M 2 /M 2 . The size of the

respectively, at s = 1 TeV, with M = MW , and 1 sw2 = cw
W
Z
corrections increases with the number of particles in the final state, and it is important to
note that at the TeV scale, the LL and NLL have similar size and opposite sign resulting in
large cancellations [14,19].
Resummations of the EWLC have been proposed based on techniques and results
known from QCD and QED. Fadin et al. [20] have resummed the LL by means of
the infrared evolution equation (IREE), which describes the all-order leading-logarithmic
dependence of a matrix element with respect to the transverse-momentum cut-off ,
within a symmetric gauge theory. This equation was applied to the electroweak theory
by assuming that the -integration can be split into two regimes both corresponding to
301
symmetric gauge theories. In the regime s M, SU(2) U(1) symmetry was used,
whereas for M the U(1)em symmetry was assumed. Khn et al. have applied
results from QCD to resum the logarithmic corrections to massless 4-fermion processes,
e+ e ff, up to the NLL [19] and even to the next-to-next-to-leading logarithms (NNLL)
[21]. This was done for a symmetric SU(2) U(1) theory and additional electromagnetic
effects were included following the IREE approach. It was found that at 1 TeV there is
no clear hierarchy between LL, NLL, and NNLL. One of us has proposed a resummation
of the NLL for arbitrary processes [22,23], which relies on the prescription of matching a
symmetric SU(2) U(1) theory with QED at the electroweak scale.
All these resummations amount to exponentiations of the EWLC. The approximate size
of the two-loop LL and NLL
resulting from the exponentiation of the one-loop corrections
(1.2) for 2 2 processes at s = 1 TeV is

2
s
3 2
s
4
3
+ 2 4 log
(1.3)
3.5%,
2 4 log
4.2%,
2 sw
M2
sw
M2
respectively, and it is clear that in view of the precision objectives of a LC below the percent
level these two-loop EWLC must be under control.
All the above resummation prescriptions result from matching a symmetric SU(2)
U(1) theory and QED at the electroweak scale, and are based on the assumption that other
effects related to spontaneous symmetry breaking may be neglected at high energies. This
assumption needs to be checked by explicit diagrammatic two-loop calculations based on
the electroweak Lagrangian, where all relevant effects related to spontaneous symmetry
breaking are taken into account. In particular, the following non-trivial aspects need to be
treated with care. (i) There is a multi-scale hierarchy of masses, M mf =t , with
heavy masses mt MH M at the electroweak scale, light-fermion masses mf =t , and
also an infinitesimal photon mass , which is used as infrared regulator. As a consequence
of this hierarchy, also logarithms of the large ratios M/mf =t and mf =t / have to be taken
into account, and the general form of logarithmic terms of order N in (1.1) becomes
logN1 (s/M 2 ) logN2 (M 2 /m2f =t ) logN3 (m2f =t /2 ), with N = N1 + N2 + N3 . (ii) In the
gauge-boson sector, the gauge-group eigenstates B, W 3 mix resulting in mass eigenstates
, Z with a large mass gap M. (iii) Longitudinal gauge bosons appear as physical
asymptotic states.
The resummation of the LL has been checked for the massless fermionic singlet form
factor in Refs. [24,25] and for arbitrary processes in the Coulomb gauge in Ref. [26]. The
resummation of the next-to-leading logarithms has so far not been confirmed by explicit
two-loop calculations. In the present paper, we consider a specific gauge-invariant subset
of the next-to-leading EWLC to exclusive processes: the angular-dependent NLL of type

s
|r|
,
log
L log2L1
(1.4)
s
M2
that result from the dependence of the LL on various kinematical invariants r different from
s. These contributions involve logarithms of the ratios r/s which depend on the angles
between external momenta. These angular-dependent NLL are numerically important as
has been stressed in Refs. [14,19,21]. Prescriptions for their resummation have been given
in Refs. [19,21] for massless 4-fermion processes and extended to arbitrary processes in
302
Ref. [23]. As we have mentioned above, these prescriptions are based on symmetric gauge
theories. The purpose of this paper is to check them with an explicit two-loop calculation
within the spontaneously broken electroweak theory.
At one-loop order, in the t HooftFeynman gauge, the angular-dependent NLL
result only from diagrams where a gauge boson is exchanged between two external
lines. Similarly, the angular-dependent NLL at two-loop order can be traced back to
a relatively small set of Feynman diagrams. This allows us to present a diagrammatic
calculation of the two-loop angular-dependent NLL for arbitrary processes that are not
mass-suppressed at high energies. The calculation is based on the eikonal approximation
and we restrict ourselves to the kinematical region where all invariants are much larger than
the electroweak scale. The relevant massive two-loop integrals are evaluated analytically
using two independent methods, one goes back to Sudakov [7], the other uses sector
decomposition of Feynman-parameter integrals [2729].
The paper is organized as follows. In Section 2 we define our conventions and the
approximations used in the high-energy limit and we discuss the Feynman diagrams that
give rise to the leading mass singularities and the eikonal approximation. Section 3 is
devoted to the description of the calculation of the two-loop integrals. The results for the
contributing diagrams and their sum are presented in Section 4. Appendices AC provide
information on our conventions and the explicit results of the individual loop integrals as
well as relations between them.
2. High-energy logarithmic approximation

2.1. Preliminaries
We consider generic electroweak processes involving n arbitrary polarized particles,
which may be light or heavy chiral fermions, transverse or longitudinal gauge bosons, or
Higgs bosons. As a convention, we consider n 0 processes,
i1 (p1 ) in (pn ) 0,
(2.1)
where all particles ik and their momenta pk are assumed to be incoming. Corresponding
2 n 2 processes are easily obtained by crossing symmetry. Our calculations are
performed in the physical basis, where the external particles ik as well as the virtual
particles in the loops correspond to mass eigenstates, and mixing effects are properly
taken into account. The matrix elements for the processes (2.1) and the external-leg gauge
couplings are denoted with the shorthands
Mi1 ...in Mi1 ...in (p1 , . . . , pn ),
Iia i IV i ,
k k
ik
(2.2)
where Iia i corresponds to the coupling of the gauge bosons V a = , Z, W to an incoming

particle i and an outgoing particle i . More details concerning gauge couplings can be
found in Appendix A.
All external-leg momenta are assumed to be on shell, pk2 = m2k , and we restrict
ourselves to the high-energy region where s = (p1 + p2 )2 2p1 p2 as well as all other
303
kinematical invariants are much larger than the electroweak scale. In particular, we assume
the following hierarchy of energy and mass scales1

(pk + pl )2 |2pk pl | M 2 M 2 M 2 m2 M 2 2 .
(2.3)
Z
W
f =t
The mass scale M is used to denote a generic weak-boson mass in the logarithms, and we
neglect logarithms of the ratio MW /MZ , which originate from the difference between the
Z- and the W-boson mass. With mf =t we denote the masses of the light fermions. The
infinitesimal photon mass is used to regularize infrared divergences.
All masses of real and virtual particles are assumed to be at or below the electroweak
scale. Nevertheless, our results also apply to processes involving particles with masses
that are heavier but of the same order as M, i.e., light Higgs bosons or top quarks with
MH mt M. However, the logarithms involving the ratios MH /M and mt /M are
neglected.
Our next-to-leading logarithmic angular-dependent (NLLa ) approximation is defined
as follows. We
consider corrections that are logarithmically divergent in the limit where
the ratios M/ s, mf =t /M, and /mf =t vanish. From these mass-singular logarithms we
retain only the leading and the next-to-leading angular-dependent ones, i.e., at L loops
(with L = 1, 2) we consider only contributions of the order

N

M2
s
L
2LN
O log
log
, 0 N 2L,
M2
m2light,i
i=1

N

|2pk pl |
M2
s
L
2LN1
O log
log
, 0 N 2L 1,
log
s
M2
m2light,i
i=1
(2.4)
where mlight,i are either light-fermion or photon masses. Note that NLL contributions that
are not multiplied by angular-dependent logarithms are not considered in this paper.
As stated above, the logarithms of ratios of heavy masses are neglected, i.e., we consider
log MZ log MW log MH log mt .
In our approximation all terms that are suppressed by factors M/ s, mf =t /M or

/mf =t are neglected. In practice, all mass terms in the numerators
of loop integrals are
omitted in the calculations. In order to avoid factors of order s/M from longitudinal
polarization vectors that would enhance mass-suppressed contributions, the Goldstone
boson equivalence theorem (GBET) [30] has to be used for matrix elements involving
longitudinal gauge bosons. For our purposes we can use the GBET in its naive lowestorder form since the quantum corrections to the GBET involve only two-point functions,
which give no contribution in the considered NLLa order (2.4) in the t HooftFeynman
gauge. In practice each longitudinal gauge boson VLa = W
L , ZL has to be substituted by a
corresponding would-be Goldstone boson a = , using
a
Mi1 ...VL ...in = i(1QV a ) Mi1 ...a ...in ,
(2.5)
1 The first inequality implies, in particular, that all angles are larger than M/s in reference frames where all
particle energies are not much larger than
s.
304
where QV a = 1, 0 is the corresponding charge. Thus, the general results for EWLC
presented in the following have to be applied to the matrix elements involving wouldbe-Goldstone bosons.
We restrict ourselves to matrix elements that are not mass-suppressed in the high-energy
limit. This permits us to make use of the identity2

n

M

Mi1 ...ik ...in Iia i = O Mi1 ...in 0,
(2.6)
k k
s
k=1
which can be derived from global SU(2) U(1) symmetry and is very useful in order
to simplify sums over external-leg insertions of the gauge-group generators. The masssuppressed contributions on the right-hand side of (2.6), which originate from the breaking
of SU(2) U(1) symmetry, are neglected in our approximation. Note that in general such
terms can contribute to
non-mass-suppressed logarithmic corrections if they are enhanced
by factors of order s/M from phase space integrals. However, this is excluded by
requiring that all kinematical invariants are much larger than the electroweak scale (see
(2.3)).
2.2. Feynman diagrams in eikonal approximation
Mass singularities originate from diagrams with virtual particles coupling to on-shell
external legs. In this paper we consider only NLLa contributions that result from the
leading mass singularities, i.e., at two loops from contributions involving four masssingular logarithms. We perform the calculation in the t HooftFeynman gauge, where the
gauge-boson propagators have the same pole structure as scalar propagators and the leading
mass singularities originate only from diagrams with soft-collinear virtual gauge bosons
coupling to different external particles. The exchange of soft-collinear scalar particles or
fermions is mass-suppressed. The relevant two-loop diagrams have the structure
ab
D2L,j
k=
ab
D2C,j
k=
abc
D2Y,j
k=
ab
D3L,j
kl =
abc
D3Y,j
kl =
ab
D4L,j
klm =
(2.7)
where the soft-collinear gauge bosons V a , V b , V c = , Z, W are exchanged between

two, three, or four of the n on-shell external legs j, k, l, m = 1, . . . , n. The external lines,
2 Here the sums over the components i of the multiplets corresponding to the various external particles i are
k
k
implicitly understood.
305
which are generically represented by full lines, can be fermions, transverse gauge bosons,
would-be Goldstone bosons, or Higgs bosons. The external legs that do not couple to the
soft gauge bosons are represented by the lines and the dots on the left-hand side of the grey
blobs.
In order to extract the leading mass singularities, the Feynman diagrams (2.7) are
evaluated in eikonal approximation, i.e., by approximating the integrand in the limit where
the momenta of the soft gauge bosons are small. In this limit, the above Feynman diagrams
can be treated independently of the process and the spin of the external particles, i.e.,
universally for chiral fermions, transverse gauge bosons, or scalar particles. This is done
as follows:
In the hard part of the diagrams corresponding to the grey blobs in (2.7) the
momenta of the soft gauge bosons are neglected, and only the remaining soft part
of the diagrams has to be integrated over the loop momenta. The blobs typically
involve contributions from various tree diagrams, but they do not need to be evaluated
explicitly. In our derivations we only make use of the charge-conservation identity
(2.6) to relate the complete tree-level amplitudes from different blobs.
The vertices involving three soft gauge bosons are associated with the usual Yang
Mills couplings

= ieIaa31a2 g1 2 (l1 l2 )3 + g2 3 (l2 l3 )1 + g3 1 (l3 l1 )2 ,
(2.8)
where the particles and momenta are incoming, Iaa31 a2 are the structure constants
defined by (A.3), and a i indicates the complex conjugate of ai . In the t Hooft
Feynman gauge, the propagators read ig /(l 2 Ma2 + i) for a gauge boson V a .
The emission of gauge bosons with momenta l1 , l2 , . . . along an incoming external line
with momentum k1 = pext in the soft limit li 0,
,
(2.9)
gives rise to a product of terms containing a factor i/(kj2 m2j + i) for each propagator
with momentum kj = kj 1 lj 1 and mass mj and an eikonal factor [17]
= 2kj ieIia i ,
eik
(2.10)
306
for each vertex, where Iia i are the generators defined in Appendix A. Note that the
form of these eikonal factors only depends on the gauge-group representation of the
eik
inflowing particles, but not on their spin. With = we denote equations that are valid
within the eikonal approximation.
The eikonal factors defined above are proportional to the momenta of the emitting
particles, and if these particles are virtual they depend on the loop momentum l1
via k2 = pext l1 . If the integration is restricted to the region of soft gauge-boson
momenta, l1 0, as in the Sudakov method, this loop-momentum dependence can be
neglected, and one can use k2 = pext in the eikonal factors. However, if one integrates
over the full loop-momentum space, as in the Feynman-parameter representation, also
the region k2 = pext l1 0 where the emitting line becomes soft may be important.
This happens for the diagrams D2C and D3L , where such regions give rise to spurious
leading logarithms if one uses eikonal factors with k2 = pext , whereas the loopmomentum-dependent eikonal factors defined in (2.10) suppress them.3 The reason
why these contributions have to be suppressed is the following: if the emitting line
in (2.9) is a fermion or a scalar particle the mass singularity for k2 = 0 gets masssuppressed in the complete Feynman diagram by the numerator. If the emitting line
is a transverse gauge boson this remains true for the region k2 l2 0, whereas
= p , which gives leading contributions only
the region with k2 0 and l2 pext
ext
to the diagram D2C , has to be suppressed in order to avoid double counting of
topologically equivalent configurations when the sum over all soft-collinear gauge
bosons is performed.
The denominators of the propagators denoted by full lines in (2.7) are kept
exact, i.e., the square of the momenta of the soft gauge bosons is not neglected
there.
The explicit expressions for the diagrams (2.7) in eikonal approximation are given in
Appendix B.2.
All terms involving four mass-singular logarithms originate from the diagrams (2.7) and
there only from the terms that are kept in the eikonal approximation. Other contributions
give rise to at most three mass-singular logarithms. In this paper we assume that all angulardependent NLL result only from contributions with four mass-singular logarithms via the
appearance of different scales in the logarithms. This is equivalent to the assumption that
generic NLL are not multiplied by logarithms of ratios of kinematical variables that do not
result from mass singularities. Although we have not proven this assumption so far, we
do not see a source for additional angular-dependent NLL. We have checked for several
examples that no such terms arise from neglected contributions to the diagrams (2.7), i.e.,
terms with gauge-boson momenta in the numerators. A complete proof of the assumption,
however, requires a calculation of the complete set of NLL.
3 For all other topologies the loop-momentum dependence of the eikonal factors is irrelevant in NLL
a
approximation.
307
2.3. Mass-gap effects

Each topology in (2.7) has to be evaluated for all different mass assignments
corresponding to the various electroweak gauge bosons V a , V b , V c = , Z, W . In
practice, for each diagram involving two or three soft-collinear gauge bosons we have
the following four cases
(Ma , Mb ) = (, ), (, M), (M, ), (M, M),
(2.11)
(Ma , Mb , Mc ) = (M, M, M), (, M, M), (M, , M), (M, M, ),
(2.12)
whereas the external lines are assumed to have arbitrary masses m2k at or below the
electroweak scale.
Our main aim is to investigate the effects related to symmetry breaking, and in particular
the effects of the large mass gap M in the gauge sector. This gives rise to logarithms
of the photon mass and light-fermion masses that violate SU(2) U(1) symmetry, such
that the full electroweak result is only symmetric with respect to the unbroken U(1)em
group. Nevertheless, according to the physical picture proposed in the IREE approach [20]
and generalized by other authors [19,2123], the EWLC are expected to exhibit a higher
degree of symmetry. In this picture, the complete electroweak result factorizes into a part
which exhibits SU(2) U(1) symmetry and corresponds to the full electroweak result for
the case = M, and a remaining part that originates from the mass gap M and exhibits
U(1)em symmetry.
In order to check this picture at the level of angular-dependent NLL, we organize our
calculation as follows. All intermediate results f () depending on the photon mass are
split into two parts as
f () f (M) + )f (),
(2.13)
where the part f (M) corresponds to the case = M and has to be calculated for4
= M mf =t .
(2.14)
In this case, all mass singularities are regulated by M and the light fermion masses
below the electroweak scale mf =t M can be neglected. The remaining part, )f () =
f () f (M), originates from the mass gap M. In the language of the IREE, this
subtracted part can be understood as the part of the photonic contribution that originates
from below the electroweak scale.
2.4. Validity of our results for extensions of the electroweak theory
Our derivations depend only on a few general features of the electroweak Standard
Model, such as the underlying global gauge symmetry, the spectrum of gauge bosons,
and the fact that all particle masses are of the order of the electroweak scale or lighter.
4 Note that this part f (M) cannot be obtained by simply substituting = M in the result f () since the
inequalities (2.3) and (2.14) exclude each other.
308
All leading and next-to-leading angular-dependent logarithms originate only from (softcollinear) gauge bosons and depend only on gauge couplings. Therefore our results apply
also to those extensions of the electroweak Standard Model, where these features are
preserved, i.e., where no additional gauge bosons and no logarithms involving mass scales
much higher than the electroweak scale appear.
Such models include softly broken supersymmetric extensions such as the minimal
supersymmetric Standard Model in the case where the masses of the superpartner particles
are of the order of the electroweak scale M. Owing to mixing, the gauge couplings Iia i may
involve mixing matrices. More details about higher-order supersymmetric EWLC can be
found in Ref. [31].
3. Loop integrals in logarithmic approximation

The loop integrals were evaluated in logarithmic approximation using two independent
methods: the Sudakov technique and the sector-decomposition method described in
Sections 3.1 and 3.2, respectively. These two methods were applied in a complementary
way in order to calculate all integrals in Appendix B and to perform various cross checks.
3.1. The Sudakov technique for angular-dependent logarithms
The Sudakov technique has long been known and used for the calculation of the leading
logarithmic asymptotics of field theories [7,32]. In this paper, we apply this approach to
the calculation of the leading and next-to-leading angular-dependent logarithms at the twoloop level. To our knowledge, the Sudakov technique has so far only been applied to
ladder or crossed ladder diagrams involving a single large invariant. Here we generalize
this method to the case of different large invariants.
ab
We illustrate the method for the 3-leg ladder diagram D3L,j
kl shown in (B.21). In
the eikonal approximation the corresponding integral is given by (B.22). It involves four
different mass singularities and thus gives rise to four large logarithms. These singularities
appear if the gauge-boson momenta l1 and l2 become soft and collinear to the momenta
of the external particles to which the gauge bosons couple. Mass terms have to be only
retained as far as they regularize the mass singularities.
In order to extract these singularities it is convenient to use the following Sudakov
parametrizations for the loop momenta,

l1 = y1 pj

m2k
pk
pj + l1, ,
2pj pk
2pj pk

m2j
m2l
pl + x2 pl
pj + l2, ,
l2 = y2 pj
2pj pl
2pj pl
m2j

+ x1 pk
(3.1)
where l1, pj = l1, pk = l2, pj = l2, pl = 0. The mass terms turn out to be only relevant
for photon exchange since we assume mj,k,l M. The two-dimensional transverse
momenta li, are space-like. They can be parametrized by their moduli |li, | and
309
azimuthal angles i . Then up to irrelevant mass terms, the integration measures read
d4 l1 = 12 |pj pk | dl21, d1 dx1 dy1 and d4 l2 = 12 |pj pl | dl22, d2 dx2 dy2 .
Since the leading logarithms originate from the regime of soft and collinear gaugeboson momenta, we can drop all l-dependent terms in the numerator and replace the gaugeboson propagators as
i
i
=
2
Ma + i
2pj pk x1 y1 Ma2 l21, + i

2pj pk x1 y1 Ma2 l21, ,

i
i
=
2
2
l2 Mb + i
2pj pl x2 y2 Mb2 l22, + i

2pj pl x2 y2 Mb2 l22, ,
l12
(3.2)
up to irrelevant terms of order m4j,k,l . Performing the integrals over l2i, with the help of
the functions, we find after neglecting irrelevant mass terms
S3L (Ma , Mb ; pj , pk , pl )

4
= 2 (pj pk )(pj pl )|pj pk ||pj pl | dx1 dy1 dx2 dy2 d1 d2

2pj pk x1 y1 Ma2 2pj pl x2 y2 Mb2
1
1

2pj pk y1 m2k x1 + Ma2
2pj pk x1 + m2j y1 + Ma2

2pj pk x1 + 2pj pl x2 + m2j (y1 + y2 ) + Ma2 + Mb2 + 2pk pl x1 x2
1
+ 2pj pl x2 y1 + 2pj pk x1 y2 + 2l1, pl x2 + 2l2, pk x1 + 2l1, l2,
1

2pj pl y2 m2l x2 + Mb2 ,
(3.3)
where l21, = 2x1 y1 pj pk Ma2 and l22, = 2x2 y2 pj pl Mb2 and the dependence on i
enters via li, . Terms involving four logarithms result from those parts of the integration
region where all Sudakov variables are small, |x1 |, |y1 |, |x2|, |y2 | 1, and the integrand
behaves as 1/(x1y1 x2 y2 ), i.e., where each of the four denominators is dominated by a
different term linear in one of the Sudakov variables. These parts of the integration region
are selected by conditions of the form |2pj pk x1 | |m2j y1 |, |2pj pl x2 | |2pj pk x1 |,
etc. To leading-logarithmic accuracy, these conditions are implemented via step functions
(|2pj pk x1 | |m2j y1 |), (|2pj pl x2 | |2pj pk x1 |), etc., which, in particular, ensure that
none of the Sudakov variables can become zero. Upper integration limits are set to one,
i.e., |x1 |, |y1|, |x2 |, |y2 | < 1. Then irrelevant terms are neglected in the denominators and
in the step functions. Since, in particular, all terms depending on li, and thus on i are
negligible, the integration over these angles can be performed trivially. After transforming
regions with negative Sudakov variables to those with positive Sudakov variables one
finally obtains (B.23).
In this approach it is crucial that the perpendicular components of the loop momenta li,
can be dropped. This is the case for all ladder diagrams, if the Sudakov parametrizations
are constructed from the external on-shell momenta of the lines to which the gauge bosons
couple as in (3.1).
310
The YangMills diagram S2Y with two external lines contains three virtual gauge bosons
that can become soft and collinear. If any two of them go on-shell, this results in four large
logarithms. Thus, one has to sum over the three contributions with different pairs of onshell gauge bosons to obtain the full leading-logarithmic result. Since there are only two
relevant external momenta, the Sudakov parametrization is unique for each of the three
cases. A slight complication arises from the fact that the numerator is linear in the loop
momenta. Nevertheless, one can show that all terms involving transverse loop momenta
can be neglected in the leading-logarithmic approximation and the leading-logarithmic
contributions can be extracted in a way similar to the ladder diagrams.
For the non-Abelian graph S3Y with three external lines no parametrization exists that
would allow to neglect all li, terms. For this diagram we therefore did not apply the
Sudakov method but have checked the result from the sector-decomposition approach by a
numerical integration of the Feynman-parameter integral.
3.2. Sector-decomposition method
The loop integrals were also evaluated in the Feynman-parameter representation. In
this case, in order to extract the logarithmic mass singularities we used the sector
decomposition [2729], which permits to factorize overlapping ultraviolet or mass
singularities in Feynman-parameter integrals. A detailed description of this method is
postponed to a forthcoming publication [33]. Here we only sketch the main steps of the
sector-decomposition method applied to a generic two-loop massive integral with n + 1
propagators

dd l1
(2)d
N({lj }, {pl })
dd l2
,
n+1 2
d
2
(2)
i=1 (k m + i)
i
(3.4)
where the momenta ki are linear combinations of the external momenta pl and the loop
momenta lj , and the numerator N is an arbitrary polynomial in these momenta.
Step 1. The integral is written in Feynman-parameter representation and split into n + 1
primary sectors as described in Ref. [29]. After eliminating the usual function (1

n+1
i=1 xi ), each primary sector gives rise to a Feynman-parameter integral over the unit
cube in n dimensions of the form

f (
x)
dn x
,
[D(
x )]e
[0,1]n
D(
x ) = sPs (
x ) + rPr (
x ) + + m2 Pm (
x ) + 2 P (
x ),
(3.5)
where the resulting denominator D(

x ) is split into polynomials according to the hierarchy
of scales in the diagram, which is assumed to be s r m2 2 in (3.5). Note
that in order to extract the angular-dependent logarithms log (s/r) with r = t, u, . . . , we
compute the integrals in the Euclidean region in various limits of the type s t = u,
s = t u, etc., where we separate the energy scales in various ways.
311
Step 2. The polynomials in (3.5) have various zeros if subsets of Feynman parameters
vanish, e.g.,
P (
x ) = 0,
at x1 = = xq = 0,
(3.6)
which give rise to mass singularities. In the presence of such a singularity, the polynomial
can be written as
P (
x) =
q

xi Pi (
x ).
(3.7)
i=1
In order to separate the singularity associated to (3.6) from other overlapping singularities,
we decompose the corresponding integration domain [0, 1]q into q subsectors j with
xj > xi=j , and in each subsector j we perform variable transformations xi xj xi for
all i = j , which remap j [0, 1]q and bring the polynomial (3.7) into the form

x) +
P (
x ) = Pj (
q

xi Pi (
x)
xj ,
(3.8)
i=1
i=j
where the variable xj is factorized.

Step 3. Recursive application of Step 2 permits to factorize all zeros at all scales, until the
denominator assumes the form5
n

n

b
aj
x ) = s Ps (
x)
xj + r Pr (
x)
xk k + + m2 Pm (
x)
D(
j =1
n

k=1
xlcl + 2 P (
x ),
(3.9)
l=1
where ak , bk , ck are positive integers. In (3.9) all Feynman parameters that give rise to
mass singularities are factorized and the polynomials P are non-vanishing. This allows for
a simple power counting of the logarithmically divergent integrations.
Step 4. All logarithms of ratios of scales can now be extracted in NLLa approximation by

(
analytical integration, where the polynomials P can be treated as constants P
x ) P(0).
At present, explicit results are available [33] for the special class of integrals where the
various subsets of parameters {xj | aj > 0}, {xk | bk > 0}, etc. that are associated to
different mass scales are disjoint. As an example, for the case of a hierarchy of four

5 In general the denominator assumes the form D(
x ) n x di , and the overall factorized Feynman
x ) = D(
i=1 i
parameters xi with di > 0 can be canceled by corresponding terms in the numerator.
312
different scales s r M 2 2 , we have integrals of the type6

1
1
d x
1
d y
d z
n
0
n+mp
n

e1
k=1 zk

l
n
m
2
s i=1 xi + r
j =1 yj + M
k=1 zk
se
l
i=1 xi
j =1 yj
+ 2
e

M2
r
q
Npq s
log
log
,
2
M2
r
p=0 q=0
(3.10)
where N = l + m + n and e 1. Such integrals permitted us to calculate all diagrams
listed in Appendix B.2 except for the ladder diagrams with simultaneous photon-mass and
external-mass singularities, since these diagrams lead to integrals where the various subsets
of parameters {xj | aj > 0}, {xk | bk > 0}, etc. are not disjoint. Such integrals have not been
solved so far, since it was more convenient to perform the calculation using the Sudakov
method.
NLLa
1
1 1
logp
p! q! (N p q)!
4. Results
In this section we present results for one- and two-loop Feynman diagrams evaluated
in the high-energy limit (2.3) using the eikonal approximation (eik) and to next-to-leading
logarithmic angular-dependent (NLLa ) accuracy (2.4). All results are split according to
(2.13) into contributions corresponding to = M and remaining ) contributions, which
originate from the gap M in the gauge sector.
In Section 4.1 we first recall the one-loop results [16], we then present in Section 4.2 our
results for various subsets of two-loop diagrams and for the complete two-loop corrections,
and in Section 4.3 we discuss the exponentiation of these logarithmic corrections. Explicit
results for the individual one- and two-loop integrals can be found in Appendix B.
4.1. One-loop results
Within the t HooftFeynman gauge, the one-loop LL and angular-dependent NLL [16]
originate from diagrams where a gauge boson V a = , Z, W is exchanged between two
different on-shell external legs j = k,
1 ...in
Mi1(j
k) =
(4.1)
In the eikonal approximation, these yield

i1 ...ij ...ik ...in a
1 ...in eik
Mi1(j
Ii i Iia i S(Ma ; pj , pk ),
k) = 4 M0
j j k k
a
(4.2)
6 Here we consider all terms with the total power of logarithms equal to N = l + m + n, but in NLL
a
approximation we only need the contributions with N p q 1.
313
where the integral S(Ma ; pj , pk ) defined in (B.2) can be decomposed into

NLL
S(Ma ; pj , pk ) = a E(Ma ; mj ) + E(Ma ; mk ) + R(Ma ; pj , pk ),
(4.3)
with
E(; mj ) =
2 1
2
1
log2
log2 2 ,
2
s
2
mj
M2
1
log2
,
2
s
s
M2
R(Ma ; pj , pk ) = 2 log a log
.
s
|2pj pk |
E(M; mj ) = E(M) =
(4.4)
The functions E depend only on the energy scale s, on the internal masses Ma , and on
the masses mj,k of the external lines, and do not give rise to correlations between the two
external legs j, k in the sum (4.5), whereas the function R contains logarithms of pj pk /s
depending on the angle between the momenta pj and pk , but is independent of the external
masses.
The complete one-loop correction is obtained by taking the sum over all pairs of external
legs, and the part originating from the functions E can be simplified by using the chargeconservation identity (2.6). This yields
Mi11 ...in =
n
1
1 ...in
Mi1(j
k)
2
j,k=1
k=j
=
4
1
n

j =1
n

i1 ...ij ...in ew
Ci i E(M) + ij ij Q2ij
j j
M0
i1 ...i ...i ...in

M0 j k

a= ,Z,W
j,k=1
k=j
)E(; mj )
Iia i Iia i R(M; pj , pk )

j j
k k

+ ij ij Qij ik ik Qik )R(; pj , pk )
(4.5)
where C ew represents the electroweak Casimir operator defined in (A.5), Qij is the
eigenvalue of the charge operator Ii i = Qij ij ij , and

j j
)E(; mj ) = E(; mj ) E(M; mj )

2 2
2
mj
mj
1
2
= log
log
log
,
2
s
2
M
M2
)R(; pj , pk ) = R(; pj , pk ) R(M; pj , pk )

2
s
.
= 2 log
log
|2pj pk |
M2
(4.6)
314
In order to discuss the two-loop results in the next section, it is useful to rewrite the
one-loop result (4.5) in matrix form. To this end we introduce the following notation
M Mi1 ...in ,
MI (k)I
a
MI a (k) Mi1 ...ik ...in Iia ik ,

k

(k) Mi1 ...ik ...in Iia i Iib i ,
k k k k
etc.,
(4.7)
where the generators I a (k) are matrices acting on the indices corresponding to the external
leg k of the matrix element, with commutation relations

a

a
I (k), I b (l) = kl
(4.8)
I c (k)Icb
.
c= ,Z,W
Using this notation also for other matrices as C ew (k) or Q(k), the result (4.5) can be
rewritten as
M1 = M0 EW = M0 (sew + sem ),
(4.9)
where the complete electroweak (EW) result is split into a symmetric electroweak (sew)
part
sew = EW|=M

n
M2
1 ew
=
C (j ) log2
4
2
s
j =1
n

j,k=1 a= ,Z,W
k=j

M2
s
log
I (j )I (k) log
,
|2pj pk |
s
(4.10)
which corresponds to the case = M and is manifestly SU(2) U(1) symmetric, and a
remaining subtracted electromagnetic (sem) part
sem = )EW = EW EW |=M

n
m2j
m2j
1 2
2
log 2 log
=
Q (j ) 2 log
4
2
s
M
M2
j =1

n

2
s
log 2 ,
+
Q(j )Q(k) log
|2pj pk |
M
(4.11)
j,k=1
k=j
which originates from the gap M, i.e., from the ) terms in (4.5), and is U (1)em
symmetric.
4.2. Two-loop results
In the following we present results for the two-loop diagrams (2.7) combined into three
subsets where the soft-collinear gauge bosons couple to two, three, or four of the n on-shell
external lines, respectively.
315
The two-loop results are decomposed into reducible contributions, which involve products of the one-loop integrals (4.3), plus remaining irreducible parts. This decomposition
is based on the explicit two-loop results in the NLLa approximation (2.4) given in Appendix B.2 and the relations given in Appendix C.
4.2.1. Terms from two external lines
We begin by considering the contributions

i1 ...in
ab
ab
abc
abc
D
D
,
M2(j k) =
2L,j k + D2C,j k +
2Y,j k + D2Y,kj
(4.12)
a,b
corresponding to the diagrams

+
a,b

+
+
(4.13)
i.e., diagrams with n on-shell external legs and soft-collinear gauge bosons V a , V b , V c =
, Z, W exchanged between only two of these external lines. These yield
2
i1 ...i ...i ...in
i1 ...in
M2(j k) =
M0 j k
4

I b I a i i I b I a i i S2L (Ma , Mb ; pj , pk )
j j
a,b
k k

+ I b I a i i I a I b i i S2C (Ma , Mb ; pj , pk )
j
j
k k

a
+
I c I a i i Iib i Ibc
S2Y (Ma , Mb , Mc ; pj , pk ) + (j k)
NLLa
4

j j
2
k k
i1 ...ij ...ik ...in
M0
2
1
b a
b a
I I i i I I i i S(M; pj , pk )
j
k
j
k
2
a,b

I a I i i I a I i i S(M; pj , pk ))S(; pj , pk )
+
j j
k k
2
1

I I i i I I i i )S(; pj , pk )
j
k
j
k
2

n

1 a c c
Ii i Ii i Ii i I a )S2C (M, ; pj , pk ) + (j k) ,
+
h h
j j k k
2 a,c
h=1
h=j,k
where we have made use of the identities (2.6), (2.13), (A.3), (C.1)(C.3).
(4.14)
316
4.2.2. Terms from three external lines

Here we consider the contributions
1 ...in
Mi2(j
kl)

a,b
ab
D3L,j
kl
abc
D3Y,j
kl

,
(4.15)
(j,k,l)
where we sum over all six permutations (j, k, l) of external lines j, k, l. These
contributions correspond to the diagrams
+ (j k) + (j l)
a,b
(4.16)
with exchange of soft-collinear gauge bosons V a , V b , V c = , Z, W between three

external on-shell lines, which yield
i ...i
eik
n
1
M2(j
kl) =

2 i1 ...ij ...ik ...il ...in
M0
4

b a
I I i i Iia i Iib i S3L (Ma , Mb ; pj , pk , pl )
(j,k,l) a,b

a,b,c
NLLa
j j
k k
l l
a b
Iia ij Ibc
Ii ik Iic il S3Y (Ma , Mb , Mc ; pj , pk , pl )
j
k
l

2 i1 ...ij ...ik ...il ...in
M0
4
1
I b I a i i Iia i Iib i S(M; pj , pk )S(M; pj , pl )
j j k k l l
2
(j,k,l)
IaI
a,b
I a I S(M; pj , pk ))S(; pj , pl )
ij ij ik ik il il
I I i i Ii i Ii i )S(; pj , pk ))S(; pj , pl )
j j k k l l
2

1 c c a
I I I I )S3L (M, ; pj , pk , pl ) ,
2 a,c ij ij a ik ik il il
+
where we used (2.13), (A.3), (C.4)(C.7).
(4.17)
317
4.2.3. Terms from four external lines

Finally, we have the contributions
1 ...in
Mi2(j
klm) =
ab
D4L,j
klm =
a,b
(4.18)
a,b
originating from gauge bosons coupling to four external legs, which reduce according to
(B.32) to simple products of one-loop integrals
2
...i
i1 ...i ...i ...i ...im
n
eik
1 ...in
Mi2(j
=
M0 j k l
klm)
4

Iia ij Iia ik Iib il Iib im S(Ma ; pj , pk )S(Mb ; pl , pm ).

(4.19)
a,b
4.2.4. Complete two-loop correction

We now combine the contributions from the above subsets of diagrams into the complete
virtual two-loop correction to an arbitrary process involving n on-shell external legs as
follows
Mi21 ...in
n
n
n
1 i1 ...in 1 i1 ...in
1
1 ...in
=
M2(j k) +
M2(j kl) +
Mi2(j
klm) ,
2
6
8
j,k
j,k,l
(4.20)
j,k,l,m
where we have to sum over all combinations of external legs with appropriate symmetry
factors. The primes indicate that the sums include only terms with different external legs,
i.e.,
n

n

:=
j,k=1
k=j
j,k
n

:=
j,k,l
n

j,k,l=1
k=j ;l=j,k
n

:=
j,k,l,m
n

(4.21)
j,k,l,m=1
k=j ;l=j,k;m=l,j,k
We first consider the irreducible contributions to (4.20), i.e., the contributions from )S2C in
(4.14) and )S3L in (4.17), which could not be expressed as products of one-loop integrals.
These contributions cancel,
2
n

i1 ...i ...i ...i ...in c c
1
i1 ...in
M2,irr. =
M0 j k l
I a Ii i Ii i Iia i
j
j
k k l l
4 2
a,c
j,k,l

NLL
)S2C (M, ; pj , pk ) )S3L (M, ; pj , pl , pk ) = a 0,
(4.22)
because of (C.8). The complete two-loop correction is thus given by the reducible
contributions to (4.14), (4.17), and (4.19), i.e., contributions from products of one-loop
integrals S. These yield
i ...in
M21
NLLa
2
n
...i
i1 ...i ...i ...i ...im
1
n
M0 j k l
Iia i Iia i Iib i Iib im
j
k
l
m
j
k
l
8
j,k,l,m
a,b
318
S(Ma ; pj , pk )S(Mb ; pl , pm )

n

i1 ...ij ...ik ...il ...in 1
b a
+
I I i i Iia i Iib i S(M; pj , pk )S(M; pj , pl )
M0
j j k k l l
2
j,k,l
a,b

+
I a I i i Iia i Ii i S(M; pj , pk ))S(; pj , pl )
j j
k k
l l
+ I I i i Ii i Ii i )S(; pj , pk ))S(; pj , pl )
j j k k l l
2
+
n

i1 ...ij ...ik ...in
M0
j,k

2
b a
b a
1
I I i i I I i i S(M; pj , pk )
j j
k k
4
a,b
1
a
a
I I i i I I i i S(M; pj , pk ))S(; pj , pk )
j j
k k
2 a

2
1

+ I I i i I I i i )S(; pj , pk )
j j
k k
4
n
1 2 i1 ...ij ...ik ...in
M0
2 4
j,k

a a

I I i i E(M) + I I i i )E(; mj )
NLLa
j j
j j

b b

I I i i E(M) + I I i i )E(; mk )
k k
k k
n

2
1 2 i1 ...ij ...in
a a b b
I I I I i i E(M)
M0
j j
2 4
j =1
a,b

I a I a I I i i E(M))E(; mj )
+2
+
j j
+ I I I I
ij ij

2
)E(; mj )
n
1 2 i1 ...ij ...ik ...il ...in
M0
2 4
j,k,l

b b
I I i i E(M) + I I i i )E(; ml )
l l

a
l l
Iia i Iia i R(M; pj , pk ) + Ii i Ii i )R(; pj , pk )

j j
k k
j j
k k
4

2
n
j,k
I bI bI
IaI I
i1 ...ij ...ik ...in
M0
+ I I I
j j
k k
I E(M))R(; pj , pk )
ij ij ik ik

a b b
I I I i i Iia i E(M)R(M; pj , pk )
a,b
319
ij ij
I a )E(; mj )R(M; pj , pk )
ij ij ik ik
Ii i )E(; mj ))R(; pj , pk ) ,
k k
(4.23)
where we have used (2.6), (4.3), (A.3), (A.4), and the fact that R(Ma ; pj , pk ) is symmetric
with respect to interchanging j k. Note that the photonic coupling matrices I I are to
the right of I a in the term containing )E(; mj )R(M; pj , pk ).
Using Ii i = Qij ij ij and rewriting (4.23) in the compact operator form introduced
j j
in (4.7), results in
2

NLL 1
2
M2 = a M0 sew
(4.24)
,
+ 2sew sem + sem
2
where sew and sem are the operators defined in (4.10) and (4.11) and correspond
to the symmetric electroweak and the subtracted electromagnetic parts of the oneloop corrections. It is important to note that these two operators have a non-vanishing
commutator

N

|2pk pl |
M2
3N s
log
log 2
, N = 1, 2,
[sew , sem ] = O log
(4.25)
s
M2
mlight,i
i=1
where mlight is either a light-fermion or a photon mass. This means that the ordering of
the terms sew sem in (4.24), which is determined by the contribution involving I a I I
in (4.23), is relevant at the level of angular-dependent NLL. As we point out in the next
section, the determination of this ordering constitutes an important aspect of our result and
permits to discriminate between different exponentiation prescriptions for the electroweak
corrections.
4.3. Exponentiation
If we combine the two-loop correction (4.24) with the one-loop correction (4.9) and the
Born amplitude, to two-loop NLLa accuracy we find the exponentiated form
NLL
M2 = M0 + M1 + M2 = a M0 exp(sew ) exp(sem ).
(4.26)
In particular, the form of the two-loop correction operator

+ 2sew sem +
implies that the symmetric electroweak part sew and the subtracted electromagnetic part
sem exponentiate separately, and that the latter exponential is external. This means that the
charge operators in exp(sem ) can be identified with the charge eigenvalues of the external
particles in the process.
At the level of the LL, this result confirms the exponentiation of the EWLC obtained
with the IREE [20] and already checked for arbitrary processes by a two-loop calculation
2
(sew
2 )/2
sem
320
in the Coulomb gauge [26]. We found also agreement with the results of Refs. [24,25] for
the special case of the fermionic form factor corresponding to the decay g f f of an
SU(2) U(1) singlet g into massless fermions. We have explicitly verified all results of
Refs. [24,25] by evaluating the subset of diagrams D2L , D2C , and D2Y in (2.7) for the
special case of massless external particles. At the level of angular-dependent NLL, our
result is in agreement with the exponentiation prescriptions adopted in Refs. [19,21] for
massless fermionic processes, and extended in Ref. [23] to arbitrary processes.
This agreement indicates that, at least up to the level of angular-dependent NLL,
a symmetric SU(2) U(1) gauge theory matched with QED at the electroweak scale
provides a correct physical picture for the resummation of EWLC in the high-energy
limit. This picture has been formulated within the theoretical framework of the IREE
[20], which describes the all-order leading-logarithmic dependence of matrix elements on
the transverse-momentum cut-off . This infrared scale is the crucial ingredient in
order to avoid the difficulties related to the breaking of the SU(2) U(1) symmetry that
originate from the large mass gap M in the gauge-boson sector. In fact, the scale
permits to separatetwo regimes of the electroweak theory both with exact gauge
symmetry. The regime s > > M, which is insensitive to the gauge-boson masses
and has SU(2) U(1) symmetry, and the regime M > > , where the weak gauge
bosons are frozen out and only U(1)em symmetry is left.
To our knowledge, the IREE has been formulated only at the level of LL, and the
application of the physical picture described above to the level of NLL relies on a
weaker theoretical basis. At this level, the following two arguments can be used for the
exponentiation of the next-to-leading logarithmic corrections. On the one hand, if = M
then the SU(2) U(1) symmetry is restored in the gauge sector and one expects the
exponentiation
= M M2 = M0 exp [sew ] ,
(4.27)
as in a symmetric SU(2) U(1) theory. This permits to predict the two-loop term
2
in (4.26) and implies that sem = 0 at = M. On the other hand,
proportional to sew
the logarithms of the photon mass and light-fermion masses originate only from photons
coupling to external legs and are expected to exponentiate as in QED. However, the QED
results can be generalized to the electroweak corrections only if the contributions from
virtual photons can be separated from those of the weak gauge bosons in a gauge-invariant
way. This is the case only if s = M 2 , where the logarithms of s/M 2 originating from virtual
weak bosons vanish. Here one expects
s = M 2 M2 = M0 exp[sem ],
(4.28)
where sem corresponds to the QED corrections. This, together with (4.27), permits
2
to determine sem and the two-loop term proportional to sem
in (4.26). However, we
note that the above two conditions, (4.27) and (4.28), are not sufficient to determine
the two-loop interference terms sew sem between symmetric electroweak and subtracted
electromagnetic contributions, which vanish in both cases = M and s = M 2 . These
two-loop interference terms are an important result of our electroweak calculation for
s M 2 2 . In particular, they are crucial in order to predict the ordering of the two
321
exponentials in (4.26), which starts to be non-trivial at the level of angular-dependent NLL

as indicated by the commutator (4.25).
5. Conclusions
We have studied the two-loop asymptotic behavior of virtual electroweak corrections
to arbitrary processes involving light or heavy chiral fermions, transverse or longitudinal
gauge bosons, or Higgs bosons. Restricting ourselves to matrix elements that are not
mass-suppressed at high energies, we have calculated the two-loop leading and angulardependent next-to-leading logarithmic contributions in a process-independent way in the
region where all kinematic invariants are much larger than the electroweak scale. We
assume that the angular-dependent next-to-leading logarithmic contributions result only
from contributions with four mass-singular logarithms via the appearance of different
scales in the logarithms. The relevant Feynman diagrams involving exchanges of soft and
collinear virtual gauge bosons , Z, and W between on-shell external legs have been
evaluated in the eikonal approximation in the t HooftFeynman gauge.
Analytical expressions for the relevant two-loop integrals, which involve up two six
different scales, have been calculated via two independent methods. On the one hand,
we have evaluated the integrals in the Feynman-parameter representation using sector
decomposition to isolate the mass singularities in the integrand and performing the
integration in logarithmic approximation. This method was applied to all diagrams except
for those ladder diagrams with simultaneous photon-mass and external-mass singularities.
On the other hand, we have employed the well-known Sudakov method, which is very
efficient for calculating diagrams with only one large energy scale but turns out to be more
complicated for diagrams with more large energy scales. In particular, in the Sudakov
approximation we did not succeed in calculating the diagram where three soft gauge bosons
interacting via a YangMills vertex couple to three different external legs. In all diagrams
where both methods could be applied we found agreement at the angular-dependent nextto-leading logarithmic level.
In order to isolate the effects originating from the large mass-gap between the photon
mass and the weak-boson masses MW MZ M, which breaks the symmetry in
the gauge-boson sector, the loop contributions depending on the photon mass have been
split into a part corresponding to = M and a remaining subtracted part. Combining the
results from all diagrams we found that the sum of the two-loop leading and angulardependent next-to-leading logarithmic corrections can be written as the second-order term
of a product of two exponential functions. The first exponential contains the part of the
corrections corresponding to = M, i.e., the SU(2) U(1) symmetric part. The second,
outer exponential contains the contributions that originate from the mass gap M and
corresponds to the QED corrections subtracted in such a way that they vanish at = M.
This result agrees with resummation prescriptions that have been proposed in the
literature. These prescriptions are based on the assumption that, in the high-energy limit,
the electroweak theory can be described by a symmetric SU(2)U(1) theory matched with
QED at the electroweak scale, and that no additional effects from spontaneous symmetry
breaking appear. Our result, which has been derived within the spontaneously broken phase
322
of the electroweak theory and in the physical basis, demonstrates that this assumption is
correct at the next-to-leading angular-dependent logarithmic level.
Our derivations depend only on a few general features of the electroweak Standard
Model, i.e., on the underlying gauge symmetry and the fact that all particle masses are
of the order of the electroweak scale or lighter. Therefore our result is also valid for those
extensions of the electroweak Standard Model that contain only novel particles with masses
of the order of the weak scale and no additional gauge bosons. Such models include,
for instance, the electroweak Standard Model with two Higgs doublets or softly broken
supersymmetric extensions such as the minimal supersymmetric Standard Model in the
case where the masses of the Higgs bosons and the superpartner particles are of the order
of the electroweak scale.
Acknowledgements
This work was supported in part by the Swiss Bundesamt fr Bildung und Wissenschaft
and by the European Union under contract HPRN-CT-2000-00149. We thank Stefan
Dittmaier for carefully reading the manuscript.
Appendix A. Gauge-group generators
All our derivations are performed in terms of the physical (mass-eigenstate) gauge
bosons , Z, W . The corresponding gauge couplings result from combinations of the
generators T a and Y of the electroweak SU(2) U(1) gauge group, and read
I = Q,
IZ =
T 3 sw2 Q
,
sw cw
IW =
1
1 T 1 iT 2
T =
,
sw
sw
2
(A.1)
where Q = T 3 + Y/2 represents the electric charge, and we use the shorthands cw = cos w
2 = 1 s 2 = M 2 /M 2 in
and sw = sin w for the weak mixing angle, which is fixed by cw
w
W
Z
the on-shell renormalization scheme.
For the matrix components of the generators (A.1) we use the notation Iia i , where a =
, Z, W denotes the gauge fields, whereas the indices i and i correspond to two physical
(mass-eigenstate) components i and i of a multiplet. The explicit matrix representations
corresponding to the scalar doublet, right- or left-handed fermions and gauge bosons, as
well as more details concerning our conventions, can be found in Appendix B of Ref. [17].
The matrix component Iia i determines the gauge coupling for the vertex with the
particles V a and i incoming and the particle i outgoing. The fields and the matrix
components are in general complex and satisfy the relations [17]
a
Iija = Ijai ,
Ij i = Ijai ,
(A.2)
. . . correspond to the charge conjugated of a, i, . . . .
where the particles a,
i,
In our derivations we make extensive use of the commutation relations

a b
a
I c Icb
I ,I =
c= ,Z,W
(A.3)
and of the well-known commutation relations

I a I a , I b = 0 with b = , Z, W ,
323
(A.4)
a= ,Z,W
for the electroweak Casimir operator

1 Y 2
1
C ew :=
I a I a = 2
+ 2 T (T + 1),
c
2
s
w
w
(A.5)
a= ,Z,W
where T is the total isospin, and T (T + 1) is the Casimir operator of the SU(2) group.
The electroweak Casimir operator is a diagonal matrix apart from the neutral gauge-boson
ew = 2c /s
sector, where mixing gives rise to the non-diagonal components CewZ = CZ
w w
(see Appendix B of Ref. [17]).
Appendix B. 1- and 2-loop integrals in logarithmic approximation

In this section we present detailed results for the one- and two-loop integrals involving
soft-collinear gauge bosons. For each diagram we first specify the corresponding Feynman
integral in eikonal approximation (eik.). Then we also give the corresponding integral in
the Sudakov approximation (Sud.). Finally, we present explicit results in next-to-leading
logarithmic angular-dependent (NLLa ) approximation (2.4), which have been obtained in
the high-energy limit (2.3) and for all cases specified in (2.11) and (2.12). These results
were derived using the Sudakov approximation and the sector-decomposition method
described in Sections 3.1 and 3.2, respectively.
The external momenta are assumed to be on-shell, pk2 = m2k , with masses at or below
the electroweak scale, i.e., M mk . Masses that do not regularize mass singularities are
neglected. Consequently, the masses of the external particles and of the internal particles
that are not soft-collinear gauge bosons are only relevant for photon exchange diagrams,
where the masses before and after photon emission are equal. Therefore, we can set the
internal and external masses of the particle lines equal in the following.
B.1. One-loop integrals
For the one-loop diagram
eik
i1 ...i ...i ...in
S(Ma ; pj , pk )M0 j k Iia ij Iia ik

j
k
4
(B.1)
we have the integral

S(Ma ; pj , pk ) := i(4)2
4pj pk
d4 l1
.
(2)4 [l12 Ma2 ][(pj l1 )2 m2j ][(pk + l1 ) m2k ]
(B.2)
324
Here and in the following we suppress the infinitesimal imaginary parts i of the causal
propagators for brevity. In the Sudakov approximation
S(Ma ; pj , pk )
1
Sud
= 2
dx1
x1
1
0

x1

m2j
Ma2
dy1
x1
x1 y1
y1
y1
|2pj pk |
|2pj pk |

m2k
y1 .
|2pj pk |
(B.3)
The results in NLLa approximation corresponding to the cases Ma = M, , are given in

(4.3) and (4.4).
B.2. Two-loop integrals
B.2.1. 2-leg ladder diagram S2L
We begin with the planar ladder diagram
ab
D2L,j
k :=
eik
2

i1 ...ij ...ik ...in
b a
I I i i I b I a i i
j j
k k
S2L (Ma , Mb ; pj , pk )M0
(B.4)
with
S2L (Ma , Mb ; pj , pk )

1
d4 l1
d4 l2
:= (4)4
4
(2)
(2)4 [l12 Ma2 ][(pj l1 )2 m2j ]
16(pj pk )2
[(pk + l1 )2 m2k ][l22 Mb2 ][(pj l1 l2 )2 m2j ][(pk + l1 + l2 )2 m2k ]
(B.5)
In the Sudakov approximation
S2L (Ma , Mb ; pj , pk )
Sud
= 4
0
dx1
x1
dy1
y1
1
0
dx2
x2
1
0

Mb2
dy2
Ma2
x1 y1
x2 y2
y2
|2pj pk |
|2pj pk |

(x2 x1 ) (y2 y1 ) x1

x2
m2j
|2pj pk |

y2 y2
m2j
|2pj pk |

y1 y1

m2k
x2 .
|2pj pk |
m2k
x1
|2pj pk |
(B.6)
325
In NLLa approximation, we find the following expressions for the cases (2.11):
S2L (, ; pj , pk )
m2j m2k
2
1
1
2
log2
log2
log
2
|2pj pk |
(2pj pk )2 6
|2pj pk |

2
2
2
2
mj mk
m2j
mj mk
m2k
3
2
2
+ log
+ 3 log
2 log
log
(2pj pk )2
(2pj pk )2
|2pj pk |
|2pj pk |

2
2
mj
mj
m2k
m2k
5
+ log4
log2
+
log4
+ log2
12
|2pj pk |
|2pj pk |
|2pj pk |
|2pj pk |

2
2
mj
mj
m2k
m2k
5
log
log2
+ log2
,
+ log
(B.7)
6
|2pj pk |
|2pj pk |
|2pj pk |
|2pj pk |
S2L (, M; pj , pk )
NLLa
m2j m2k
2
1
M2
M2
log3
log
= log4
6
|2pj pk | 3
|2pj pk |
(2pj pk )2

m2j
m2k
1
M2
+ log2
log2
log2
2
|2pj pk |
|2pj pk |
|2pj pk |

2
2
2
mj mk
log
2 log
,
|2pj pk |
(2pj pk )2
NLLa
NLL
NLL
S2L (M, ; pj , pk ) = a S2L (M, M; pj , pk ) = a
(B.8)
M2
1
log4
.
6
|2pj pk |
(B.9)
B.2.2. 2-leg crossed ladder diagram S2C

For the 2-leg crossed (non-planar) ladder diagram
ab
D2C,j
k :=
eik
2
i1 ...ij ...ik ...in

b a
S2C (Ma , Mb ; pj , pk )M0
I I
ij ij
a b
I I i i
k k
(B.10)
we have
S2C (Ma , Mb ; pj , pk )

1
d4 l1
d4 l2
:= (4)4
4
(2)
(2)4 [l12 Ma2 ][(pj l1 )2 m2j ]
16[pj (pk l2 )][pk (pj l1 )]

[l22
Mb2 ][(pk
l2
)2
m2k ][(pj l1 + l2 )2 m2j ][(pk + l1 l2 )2 m2k ]
(B.11)
326
As discussed in Section 2.2, in order to avoid spurious leading logarithms originating from
the region l1 pj and l2 pk when the integral is evaluated in the Feynman-parameter
representation, loop-momentum-dependent eikonal factors (2.10) have to be used for the
inner vertices of this topology.
In the Sudakov approximation, where the loop-momentum dependence of the eikonal
factors can be neglected, we have
S2C (Ma , Mb ; pj , pk )
1
Sud
= 4
dx1
x1
dy1
y1

y1
1
0
m2j
|2pj pk |
dx2
x2
1
0

Mb2
dy2
Ma2
x2 y2
x1 y1
y2
|2pj pk |
|2pj pk |

x1 x2

m2k
y2 (y2 y1 ) (x1 x2 ).
|2pj pk |
(B.12)
In NLLa approximation, we derive the following expressions for the cases (2.11):
S2C (, ; pj , pk )
m2j m2k
2
1
log
log3
3
|2pj pk |
(2pj pk )2

m2j
m2j
m2j
m2k
3
7
log4
log2
+ log4
log2
24
|2pj pk |
|2pj pk |
4
|2pj pk |
|2pj pk |

2
2
mj
mj
m2k
m2k
5
log
(B.13)
log2
,
log
+ log2
6
|2pj pk |
|2pj pk |
|2pj pk |
|2pj pk |
NLLa
NLL
S2C (, M; pj , pk ) = S2C (M, ; pk , pj ) = a

NLL
S2C (M, M; pj , pk ) = a
m2j
M2
2
log3
log
,
3
|2pj pk |
|2pj pk |
M2
1
log4
.
3
|2pj pk |
(B.14)
(B.15)
B.2.3. 2-leg YangMills diagram S2Y

For the 2-leg YangMills diagram
abc
D2Y,j
k :=
eik
we have
2
i1 ...ij ...ik ...in

c a
S2Y (Ma , Mb , Mc ; pj , pk )M0
I I
Ib Ia
ij ij ik ik bc
(B.16)
327
S2Y (Ma , Mb , Mc ; pj , pk )

d4 l1
d4 l2
1
:= (4)4
4
4
2
2
(2)
(2) [l1 Ma ][(pj l1 )2 m2j ]
8pj pk [(l2 + 2l1 )pj ]

[l22
Mb2 ][(l1
+ l2
)2
Mc2 ][(pj + l2 )2 m2j ][(pk l2 )2 m2k ]
(B.17)
For the cases (2.12) we find the Sudakov approximation

S2Y (Ma , Mb , Mc ; pj , pk )
Sud
= 2
dx1
x1
dy1
y1

y2
1
0
m2j
dx2
x2
1
0

m2j
dy2
x1
(x1 y2 x2 y1 ) y1
y2
|2pj pk |

x2 x2
m2k
y2
|2pj pk |
|2pj pk |

Mb2
Mc2
x2 y2
x1 y1
|2pj pk |
|2pj pk |

2
Ma
(y1 y2 ) + x1 y1
|2pj pk |

Mc2
Ma2
(x2 x1 ) (y2 y1 ) x1 y1
x2 y2
|2pj pk |
|2pj pk |

2
2
2

Mb2
Mb
Mc
Ma
,
x1 y2
x2 y2
|2p p |
|2p p | |2p p | |2p p |
j k
j k
j k
j k
(B.18)
and in NLLa approximation we obtain
NLL
S2Y (, M, M; pj , pk ) = a S2Y (M, , M; pk , pj )

m2j
M2
1
NLLa
log
,
= log3
3
|2pj pk |
|2pj pk |
1
M2
NLL
NLL
.
S2Y (M, M, ; pj , pk ) = a S2Y (M, M, M; pj , pk ) = a log4
6
|2pj pk |
(B.19)
(B.20)

For the 3-leg ladder diagram
ab
D3L,j
kl :=
eik
2
i1 ...ij ...ik ...il ...in a

b a
Ii i I I i i Iib i
k k
j j l l
S3L (Ma , Mb ; pj , pk , pl )M0
(B.21)
328
we have

1
d4 l1
d4 l2
4
:= (4)
4
4
2
2
(2)
(2) [l1 Ma ][(pj + l1 )2 m2j ]
16(pj pk )[(pj + l1 )pl ]

[(pk l1
)2
m2k ][l22
Mb2 ][(pj + l1 + l2 )2 m2j ][(pl l2 )2 m2l ]
(B.22)
As discussed in Section 2.2, in order to avoid spurious leading logarithms originating from
the region l1 pj and l2 0 when the integral is evaluated in the Feynman-parameter
representation, a loop-momentum-dependent eikonal factor (2.10) has to be used for the
emission of the gauge boson V b along the line j in this topology.
In the Sudakov approximation, where the loop-momentum dependence of the eikonal
factor can be neglected, we have
1
Sud
= 4
0
dx1
x1
dy1
y1
1
0
dx2
x2
dy2
y2

Mb2
|2pj pk |
|2pj pl |

m2j
m2j
|pj pk |
x2
x1 x1
y1 x2
y2
|pj pl |
|2pj pk |
|2pj pl |

m2k
m2l
x1 y2
x2 .
y1
|2pj pk |
|2pj pl |

x1 y1
Ma2

x2 y2
(B.23)
Neglecting angular-dependent NNLL of order log2 (s/M 2 ) log2 (2pm pn /s), we obtain
the following results for the cases (2.11) in NLLa approximation:
S3L (, ; pj , pk , pl )
m2j m2k
m2j m2l
2
1
log
log
log2
2
2
2
|2pj pk |
(2pj pk )
(2pj pl )

2
2
mj mk
m2j
m2l
2
1
2
+ log2
log
log
log
2
2
(2pj pk )
|2pj pk |
|2pj pl |
|2pj pl |

2
2
mj ml
m2k
|pj pk |
4 log
+ log
log
2
(2pj pl )2
|pj pl |
ml

m2j
m2j
m2l
m2k
1
+ log2
+ log2
+ log2
log2
8
|2pj pl |
|2pj pl |
|2pj pk |
|2pj pk |
NLLa
m2j
m2 19
|pj pk |
2
log k2
log
+ log
|2pj pk | 3
12
|pj pl |
ml
3
m2j
329
m2k
m2l
3
3
log2
log2
|2pj pk | 8
|2pj pk | 8
|2pj pk |

m2l
|pj pk |
9
log
log
4
|pj pl |
|2pj pk |

m2j
m2k
m2l
1
1
+ log
log3
log3
|2pj pk | 6
|2pj pk | 6
|2pj pk |

m2k
m2l
|pj pk | 1
2
2
log
+ log
log
|pj pl | 4
|2pj pk |
|2pj pk |
+ log2
m2l
m2l
m2k
1
1
log4
+ log3
log
24
|2pj pk | 6
|2pj pk |
|2pj pk |
m2k
m2l
1
log2
log2
8
|2pj pk |
|2pj pk |

m2l
m2k
m2k
|pj pk | 1
5
log3
log2
log
+ log
|pj pl | 3
|2pj pk | 4
|2pj pk |
|2pj pk |

m2l
1
log3
3
|2pj pk |

2
2
1
|pj pk |
1
2
2
4 ml
3 ml
log 2 + log
log 2 ,
+ mk (pj pl ) ml (pj pk )
24
|pj pl |
mk 3
mk
(B.24)

m2l
2
1
M2
M2
NLL
log
+ log
log3
, (B.25)
S3L (M, ; pj , pk , pl ) = a
3
|2pj pl | 6
|2pj pl |
|2pj pl |
S3L (, M; pj , pk , pl )
2
m2j m2k
1
2
M2
2 M
4
log
log
log
|2pj pk |
(2pj pk )2
|2pj pl | 6
|2pj pk |

2
mj
m2k
1
M2
log2
+ log2
log2
2
|2pj pl |
|2pj pk |
|2pj pk |
NLLa
= log
m2k
2
M2
log3
log
,
3
|2pj pk |
|2pj pk |
NLL
S3L (M, M; pj , pk , pl ) = a
M2
1
log4
.
2
|2pj pl |
(B.26)
(B.27)
330
B.2.5. 3-leg YangMills diagram S3Y

For the 3-leg YangMills diagram
abc
D3Y,j
kl :=
eik
2
i1 ...ij ...ik ...il ...in a

a
Ii i Iib i Iic i Ibc
j j k k l l
S3Y (Ma , Mb , Mc ; pj , pk , pl )M0
(B.28)
we have
S3Y (Ma , Mb , Mc ; pj , pk , pl )

1
d4 l1
d4 l2
:= (4)4
4
4
2
2
(2)
(2) [l1 Ma ][(pj l1 )2 m2j ]
8pk pl [(l1 + 2l2 )pj ] 8pj pk [(l2 l1 )pl ] 8pj pl [(2l1 + l2 )pk ]
[l22 Mb2 ][(l1 + l2 )2 Mc2 ][(pk l2 )2 m2k ][(pl + l1 + l2 )2 m2l ]
.
(B.29)
(s/M 2 ) log2 (2pm pn /s),
Neglecting angular-dependent NNLL of order log

following results for the cases (2.12) in NLLa approximation:
we obtain the
S3Y (, M, M; pj , pk , pl )
= S3Y (M, , M; pl , pj , pk ) = S3Y (M, M, ; pk , pl , pj )

2
m2j
|pj pk |
1
M2
NLLa
2 M
log
3 log
= log
log
,
3
|pj pl |
|2pk pl |
|2pk pl |
|2pk pl |
NLL
S3Y (M, M, M; pj , pk , pl ) = a 0.
(B.30)

Finally, for the 4-leg ladder diagram
ab
D4L,j
klm :=
eik
2
S4L (Ma , Mb ; pj , pk , pl , pm )
...i
i1 ...ij ...ik ...il ...im
n a
Ii i Iia i Iib i Iib im

j j k k l l m
M0
(B.31)
we have
S4L (Ma , Mb ; pj , pk , pl , pm ) = S(Ma ; pj , pk )S(Mb ; pl , pm ).
(B.32)
331
Appendix C. Relations between loop integrals in logarithmic approximation

In the following we list the relations between the one- and two-loop integrals that have
been used in Section 4.2 in order to simplify the sum over all eikonal contributions. These
relations have been obtained from the results of Appendices B.1 and B.2, and are valid in
NLLa approximation7 (2.4).
Combinations of 2-leg ladder integrals can be expressed as products of one-loop
integrals using

S2L (Ma , Mb ; pj , pk ) + S2C (Ma , Mb ; pj , pk ) + (a b)
NLLa
= S(Ma ; pj , pk )S(Mb ; pj , pk ),
(C.1)
which is valid for all cases (2.11). The 2-leg YangMills diagram can be related to the 2-leg
crossed ladder diagram using
1
NLL
S2Y (Ma , Mb , Mc ; pj , pk ) = a S2C (Ma , Mb ; pj , pk ),
2
which is valid in all cases (2.12). Furthermore, we have
(C.2)
NLL
S2L (M, ; pj , pk ) = a S2L (M, M; pj , pk ),

S2C (M, ; pj , pk ) = S2C (, M; pk , pj ).
(C.3)
The relation
S3L (Ma , Mb ; pj , pk , pl ) + S3L (Mb , Ma ; pj , pl , pk )
NLLa
= S(Ma ; pj , pk )S(Mb ; pj , pl )
(C.4)
permits to simplify combinations of 3-leg ladder integrals for all cases (2.11). Furthermore

NLL
sgn (j, k, l) S3L (M, M; pl , pk , pj ) = a 0,
(C.5)
(j,k,l)
where the sum runs over all permutations (j, k, l) of j, k, l, and sgn((j, k, l)) is the sign
of the permutation. For the 3-leg YangMills diagram we have
NLL
S3Y (M, M, M; pj , pk , pl ) = a 0,
(C.6)
as is evident from the totally antisymmetric property in the external momenta pj , pk and
pl . In presence of a photon, this feature is absent owing to the mass gap M, and we
find instead
S3Y (M, , M; pj , pk , pl )

NLLa 1
)S3L (M, ; pj , pl , pk ) )S3L (M, ; pl , pj , pk ) ,
=
2
(C.7)
7 The relations are actually valid for the -function representations given in Appendix B as well, which contain
also NNLL.
332
where )S3L is the subtracted part of the 3-leg ladder diagram as defined in (2.13). This is
related to the subtracted part of the 2-leg crossed ladder diagram by
NLL
)S3L (M, ; pj , pl , pk ) = a )S2C (M, ; pj , pk ).
(C.8)
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Order-s2 corrections to one-particle inclusive

processes in DIS
A. Daleo a , C.A. Garca Canal b , R. Sassot c
a Laboratorio de Fsica Terica, Departamento de Fsica, Facultad de Ciencias Exactas,
Universidad Nacional de La Plata, C.C. 67, 1900 La Plata, Argentina

b Laboratorio de Fsica Terica, Departamento de Fsica, Universidad Nacional de La Plata,
C.C. 67, 1900 La Plata, Argentina

c Departamento de Fsica, Universidad de Buenos Aires, Ciudad Universitaria,
Pab.1 (1428) Buenos Aires, Argentina

Abstract
We analyze the order-s2 QCD corrections to semi-inclusive deep inelastic scattering and present
results for processes initiated by a gluon. We focus in the most singular pieces of these corrections
in order to obtain the hitherto unknown NLO evolution kernels relevant for the non-homogeneous
QCD scale dependence of these cross sections, and to check explicitly factorization at this order. In
so doing we discuss the prescription of overlapping singularities in more than one variable.
PACS: 12.38.Bx; 13.85.Ni
Keywords: Semi-inclusive DIS; Perturbative QCD; Fracture functions
1. Introduction
In recent years there has been an increasing wealth of interest in semi-inclusive deep
inelastic scattering, driven both by crucial breakthroughs in the QCD description of these
processes [14] and also by an incipient availability of data encompassing polarized,
unpolarized, leading baryon, and diffractive deep inelastic phenomena [5].
Partially supported by CONICET, Fundacin Antorchas and ANPCyT, Argentina.

E-mail address: daleo@fisica.unlp.edu.ar (A. Daleo).
doi:10.1016/S0550-3213(03)00334-1
A. Daleo et al. / Nuclear Physics B 662 (2003) 334358
335
From the perturbative QCD standpoint, semi-inclusive deep inelastic scattering (SIDIS)
brings before theorists two novel and interesting features. On the one hand, fracture
functions which, in addition to structure and fragmentation functions, are required
for the correct description of hadrons produced in the forward direction and for the
factorization of collinear singularities. On the other, non-homogeneous AltarelliParisi
evolution equations, which highlights the interplay of the three intervening parton densities
in the scale dependence of these processes [1].
Although the main features related to SIDIS, and specifically to fracture functions, have
been studied at the leading order (LO) in QCD (order-s in the cross section) [2,4], up
to now no computations had been done up to next to leading order (NLO) accuracy, as
it is standard in the inclusive case. In particular, there were neither explicit checks of
factorization at order-s2 nor indications of how relevant the non-homogeneous evolution
might be at NLO.
In LO, non-standard evolution effects although non-negligible, are restricted to a
relatively small kinematic region, associated to the fragmentation configurations allowed
at that order [6]. This suggests to neglect these effects in many phenomenological analyses
of polarized SIDIS [7,8], leading baryon production [9] and diffractive DIS [6], provided
some cuts on data are introduced. In NLO the above mentioned kinematical restrictions are
no longer present, which in principle may lead to important corrections. In any case, their
phenomenological relevance needs to be assessed.
From a theoretical point of view, the computation of the SIDIS NLO corrections, and
specifically the explicit check of factorization of collinear singularities involve also some
subtleties which need close attention. At variance with the totally inclusive case [10], where
after a convenient integration over final states the remaining singularities may be written
as distributions in only one variable times a regular function, in the one particle inclusive
case at order s2 , it is necessary to keep additional variables unintegrated. Consequently
one must deal with entangled singularities in more than one variable, corresponding, for
example, to three particles becoming collinear simultaneously. As usual for semi-inclusive
processes, in order to check factorization on has to keep track of the kinematical origin or
configuration which gives rise to the singularity, which represents a non-trivial additional
complication and requires a detailed analysis of the singularity structure characteristic of
the process.
In this paper we address the above mentioned issues restricting ourselves to processes
where the initial state parton is a gluon. This allows to analyze and answer the main issues
involved skipping for the moment, and for the sake of clarity, the formidable singularity
structure associated with virtual corrections to quark initiated processes, which will be
addressed in a forthcoming publication. In doing this, we develop suitable prescription
rules for dealing with the SIDIS singularity structure.
As result of our approach we obtain the hitherto unknown NLO non-homogeneous
kernels for fracture functions and discuss their distinctive features such as their nonfactorizable dependence upon two variables. We also verify explicitly the factorization of
collinear singularities up to order s2 , and give the expression for the renormalized fracture
function in terms of the bare one. In order to asses the relevance of NLO corrections we
compare the effects of the new evolution kernels with the already known LO corrections.
336
The outline of the paper is the following: in the next section we introduce the relevant
kinematics and conventions used and we extend the O(s ) results for the SIDIS cross
sections as required for the later factorization of collinear singularities at O(s2 ). In the
third section we discuss the computation of amplitudes and phase space integration of
the O(s2 ) processes. There, we introduce a suitable parameterization for the phase space
of the three final state particles, and extend some of the results given in Refs. [1113]
for the angular integration of the corresponding amplitudes. In the fourth section we
analyze the SIDIS singularity structure at order s2 and give details about the prescription
recipes required for dealing with it. In the fifth we address the issue of factorization and
technicalities associated with the convolution of distributions in many variables, present
the novel NLO kernels and discuss the evolution of fracture functions. In the last section
we present our conclusions.
2. Kinematics and O(s ) results
We begin considering the one-particle inclusive process in which a lepton of momentum
l scatters off a nucleon of momentum P ,

l(l) + P (P ) l l + h(Ph ) + X,
(1)
and where in addition to the emerging lepton of momentum l , a hadron h of momentum
Ph is tagged in the final state. X stands for all the unobserved particles. For simplicity we
consider only the exchange of one photon of momentum q = l l. In order to characterize
the hadronic final state, in addition to the usual DIS variables

2
Q2 = q 2 = l l ,
xB =
Q2
,
2P q
y=
P q
,
P l
SH = (P + l)2 ,
(2)
we introduce energy and angular variables

Eh
1 cos h
,
wh =
,
(3)
E0 (1 xB )
2
where Eh and E0 are the energies of the produced hadron and of the incoming proton in
the P + q = 0 frame, respectively. h is the angle between the momenta of the hadron and
the virtual photon in the same frame.
The corresponding cross section, differential in the final state lepton and hadron
variables, can be written as [2]
d
dxB dy dvh dwh
1
1
1

du dvj
d ij
xB
vh
Dh/j
=
dw fi/P
(wh wj )
u
vj
u
vj dxB dy dvj dwj
vh =
i,j =q,q,g
xB

i
vh
1
xB
1(1xB )vh

xB
du
d i
Mi,h/P
, (1 xB )vh (1 xB )
(1 wh ), (4)
u
u
dxB dy
(a)
337
(b)
Fig. 1. (a) Current and (b) target fragmentation processes.
where the sum is over all parton species.

In the first term of the r.h.s. of Eq. (4), d ij represents the partonic cross section for
the process l + i l + j + X, whereas fi/P and Dh/j are the usual partonic densities
and fragmentation functions. The variable u is related to the fraction of momentum of the
incoming parton by = xB /u, while vj and wj are the partonic analogs of vh and wh .
This term, represented in Fig. 1(a), describes a current fragmentation process in which a
final state parton j fragments into the final state hadron h, which is produced in the same
direction than j .
In the second term of the r.h.s. of Eq. (4), d i stands for the inclusive partonic cross
section initiated by parton i and is convoluted with the fracture functions Mi,h/P . This
term, shown in Fig. 1(b), corresponds to a target fragmentation process, where the initial
state nucleon fragments into the final state hadron and a parton, i, which participates in the
hard scattering. In the last case, the hadron is produced in the direction of the incoming
nucleon.
The above mentioned partonic cross sections can be calculated order by order
in perturbation theory and are related to the partonphoton squared matrix elements
(n)
(n)
H
(i, j ) and H
(i) for the i + j + X and i + X processes, respectively:

4x 2
d ij
2
1
(n) (i, j )J (n) dvj dwj ,

= em YM g + YL 2B P P 2
H
dxB dy xB SH
Q
e n

4x 2
2
d i
1
(n) (i),
= em YM g + YL 2B P P 2
(5)
H
dxB dy xB SH
Q
e n
where n runs over the number of particles in the final state. Matrix elements are averaged
over initial state polarizations, summed over final state polarizations and integrated over
the phase space of the unobserved particles. J (n) is the Jacobian coming from the phase
space integration and depends upon the number of final state particles n. em stands for
the fine structure constant and e is the electron charge. Finally, YM and YL are the standard
338
Fig. 2. Born contribution to the cross sections.
Fig. 3. Real and virtual contributions to the s cross sections.
kinematic factors for the contributions of each photon polarization and are given by,
YM =
1 + (1 y)2
,
2y 2
YL =
1 + 4(1 y) + (1 y)2
.
2y 2
(6)
The total inclusive cross sections are well known up to order s2 [10], and more recently
there have been impressive efforts to go beyond the NLO [14]. The corresponding complete
expressions for the singular and finite pieces up to order s2 can be found in Ref. [10].
For the one-particle inclusive cross section, the zeroth-order in s comes from the
diagram in Fig. 2 giving, in d = 4 + + dimensions, the qq cross section:
(0)
d qq,M
dxB dy dv dw
= cq (1 u)(1 v)(w),
(7)
with
cq =
2
4(2 + +)eq2 YM .
2xB SH
(8)
The antiquark cross section d q q is identical to d qq whereas all the remaining cross
sections vanish. The index M refers to the metric terms in Eq. (5), longitudinal
contributions are absent at tree level. Notice that at this order the quark is always produced
in the backward (w = 0) direction implying that forward hadrons (w = 1) would come
solely from target fragmentation processes, that is, those taken into account by fracture
functions.
The first order corrections to the one-particle inclusive cross section are also known.
Expressions for the singular and finite terms in dimensional regularization [15] can be
found in [2] for the unpolarized case and in [4] for the polarized one. In order to accomplish
the factorization of collinear singularities at O(s2 ), one also needs the O(s ) cross
sections up to order +, for this reason we accordingly extend here the results of [2]. The
corresponding diagrams are shown in Fig. 3. As it is explained in Ref. [2], the integration
region for the cross section, Eq. (4), need to be splitted into two regions, B1 and B2
339
respectively, in order to account for kinematical constraints in the phase space:

B1 = u [xB , xu ], v [a, 1], w [0, wr ] ,

B2 = u [xu , 1], v [vh , 1], w [0, wr ] ,
(9)
with xu = xB /(xB + (1 xB )vh ). The metric terms of the unpolarized cross sections can
be expressed in the following form:

2 (0)
(1)
(1)
(1)

= cq C+ Pqq (u)(1 v)(w) + C1qq,M + +D1qq,M ,
d qq(q q),M
(10)
B1
+

(1)
= cq C+ 2 P (0) (u)(a v)(1 w) + C (1) + +D (1)
d qg(qg),M
1qg,M
1qg,M , (11)
B1
+ qgq

(1)
= cq C+ 2 P (0) (u)(v a)(1 w) + 2 P (0) (u)(1 v)(w)
d gq(g
q),M
B1
+ qqg
+ qg

(1)
(1)
(12)
+ C1gq,M + +D1gq,M ,

(1)
= cq C+ 2 P (0) (u)(1 v) + P (0) (v)(1 u) (w)
d qq(q q),M
qq
qq
B2
+

(1)
(1)
+ C2qq,M + +D2qq,M ,
(13)

(1)
= cq C+ 2 P (0) (v)(1 u)(w) + C (1) + +D (1)
d qg(qg),M
(14)
2qg,M
2qg,M ,
B2
+ gq

(1)
= cq C+ 2 P (0) (u)(1 v)(w) + C (1) + +D (1)
d gq(g
(15)
q),M
2gq,M
2gq,M ,
B2
+ qg
where C+ is defined by
2 +/2
Q
s
f
C+ =
,
2
42
f =
(1 + +/2)
(1 + +)
(16)
and
a=
(0)
(1 u)xB
,
u(1 xB )
wr =
(1 v)(1 u)xB
.
v(u xB )
(17)
(0)
The Pij are the usual LO AltarelliParisi kernels [16], whereas the Pj ki are the
unsubstracted ones. Expressions for them and for the coefficient functions C (1) can be
found in Appendix B of Ref. [2]. Notice that in order to match our notation the results of
Ref. [2] should be multiplied by a factor (wr w). The coefficients D (1) are explicitly
given in Appendix A below. Similar expressions for the longitudinal cross sections, which
are finite at this order, can be obtained from the results in Ref. [2].
Notice that at this order, the fragmenting parton can be produced in any direction,
including the forward one, but all singular contributions come either from the backward
or from the forward direction. The former terms are factorized into partonic densities
and fragmentation functions, whereas the forward singularities can only be factorized in
the redefinition of fracture functions. This factorization gives rise, as we have already
340
mentioned, to non-homogeneous terms in the evolution equations of fracture functions [1].

Notice also that singular terms in the forward direction are always accompanied by a
(v a) factor. This is a characteristic feature of the LO results that in general, will not be
present at the s2 order.
3. O(s2 ) amplitudes and phase space integration
In this section we outline the computation of the order s2 amplitudes for the one-particle
inclusive cross sections. At this order the relevant amplitudes have either two or three final
state partons, related to virtual and real contributions, respectively. We have computed the
corresponding hadronic tensors H in d = 4 + + dimensions, in the Feynman gauge, and
taking all the quarks to be massless.
Algebraic manipulations were performed with the aid of the program M ATHEMATICA [17] and the package T RACER [18] to perform the traces over the Dirac indices. In
order to obtain the one-particle inclusive cross sections, one has to integrate the resulting
matrix elements over the internal loop momenta and over the phase space of the unobserved particles in the final state, which is one of the hardest and most delicate parts of the
calculation.
As we mentioned, in the present paper we restrict ourselves to gluon initiated processes,
the corresponding O(s2 ) real contributions (gg and gq processes) are shown in Fig. 4. For
the first of these processes, the phase space integration is over the momenta of the quark
antiquark pair, whereas for the second it is over the gluonantiquark momenta. To perform
this integrals, we choose to work in the center of mass frame of the two unobserved partons
and get for the phase space:

2 +
1 xB 1++/2 u xB +/2
1
Q
(4)4
dP S 3 = Q2
(1 + +) 4
xB
xB
v 1+3+/2 (wr w)(wr w)+/2 w+/2
(1 w)+/2 dv dw sin1++ 1 sin+ 2 d1 d2 .
Fig. 4. Real contributions to the s2 cross sections.
(18)
341
The angles 1 and 2 are the polar and azimuthal angles of one of the unobserved partons
defined in the mentioned frame. The orientation of the axes in this frame was chosen in
order to simplify the functions to be integrated. v and w are the energy and the angle of
the fragmenting parton, respectively. In this case, as we anticipated, there is no correlation
between them, but the function splits the integration region R in the u, v and w volume:
R = B0 B1 B2 where B0 is given by

B0 = u [xB , xu ], v [vh , a], w [0, 1]
(19)
and B1 and B2 are the LO regions given in Eq. (9).

As it is common practice, in order to perform the angular integration, matrix elements
have to be decomposed, via partial fractioning, in such a way that all the angular integrals
end in the standard form [12]

I (k, l) =

d1
d2
0
sin1++ 1 sin+ 2
.
(a + b cos 1 )k (A + B cos 1 + C sin 1 cos 2 )l
(20)
This kind of integrals can be classified into four categories according to whether their
parameters satisfy either a 2 = b2 or A2 = B 2 + C 2 , both relations simultaneously, or
neither of them. In the present case, after the partial fractioning we obtained 31 independent
integrals. 23 of these integrals were calculated to all orders in + extending the results of
Refs. [1113]. The remaining 8, which we were not able to calculate to all orders, need to
be carefully handled before expanding them in a power series in +.
The difficulty with the above mentioned integrals is that + is not only regulating the
integration, but also the singularities in the remaining variables: u, v and w. Although
the integrals may be regular functions of these variables, their coefficients may be not.
An illustrative example of this situation is given by the integral I (1, 1)|A2 =B 2 +C 2 , as in
Eq. (20) with k = 1, l = 1, and satisfying A2 = B 2 + C 2 , for which the order by order
computation in + gives (Eq. C30 in Ref. [12])
I (1, 1)|A2 =B 2 +C 2 =
2
(aA bB)2
+ log
+
O(+)
.
aA bB +
(a 2 b2 )A2
(21)
Let us first consider the case when a + b (1 w). As long as the coefficient of this
integral is regular at w = 1, the above expression is integrable as function of w. However,
if the coefficient has an extra factor of (1 w)1 the resulting expression is ill defined due
to the logarithm in Eq. (21) which behaves as log(1 w). In order to skip this problem,
one can recast Eq. (20) using the general methods described in Appendix A of Ref. [11]
obtaining:
I (1, 1)|A2 =B 2 +C 2
1
=
dx
0
(1 x)1++/2
A(a b) + b(A B)x
342
+/2
A
A(a b) + b(A B)x

b(A B) 2Ab
+
+/2
(a + b) 2 F1 , +, 1 + +;
(22)
2 .
2
A(a b) + b(A B)x
The integral in last equation can be splitted into two pieces, one containing the
hypergeometric function, which can be integrated order by order in a power expansion
in + after factoring out (a + b)+/2, and the other which can be integrated to all orders in +:

aA bB
4
+ 2 log
I (1, 1)|A2 =B 2 +C 2 =
aA bB +
(a b)A

2
+/2
(23)
+ (a + b)
+ log[a b] + O(+) .
+
Notice that factoring out (a + b)+/2 before the expansion in powers of + avoids the
appearance of powers of log(a + b) in the series, which would be singular in the w 1
limit. In this way we obtain well defined integrals in w, as long as + > 0, even if the
coefficient has a pole in w = 1, which is rather frequent. In some cases, the angular
integrals have singularities in u, v or w by themselves, but they can be managed in the
same way as in the example above.
The procedure just illustrated was performed for all the 8 integrals and for the different
combinations of singularities in u, v and w; expressions for them are available upon
request. It is also important to stress that, as the singular distributions that show up in
the matrix elements after the angular integration give rise to additional poles in +, it is
necessary to calculate contributions up to order + 3 in the angular integrals. Fortunately,
these poles are always accompanied by one or more functions and those higher order
terms only need to be calculated in the corresponding limits, what simplifies considerably
the integrals.
Virtual contributions for the gq subprocess are obtained from the interference of the one
loop graphs in Fig. 5 with the box graphs in Fig. 3. Integration over the loop momentum
was done using the standard PassarinoVeltman [19] reduction algorithm and computing
the resulting 2, 3 and 4-point scalar integrals. The integration over the phase space of the
unobserved antiquark can be trivially performed using the energymomentum conservation
function. After this integration, the remaining phase space can be written as
2 +/2

Q
u(1 xB ) 1 xB +/2
1
(2)
dP S =
8 (1 + +/2) 4
u xB
xB
v + w+/2 (1 w)+/2 (wr w) dv dw,
(24)
Fig. 5. One loop contributions to the s2 gq cross section. Diagrams obtained from the first four by reversing the
quark line must be also taken into account.
343
where v and w are the energy and angular variables of the hadronizing quark, respectively.
As can be seen from the function in Eq. (24), these two variables are correlated, which is
a distinctive feature of the two particle phase space. It implies an additional constraint over
the integration region: as w = wr 1 then v a should be satisfied and, as it happens
for the order s corrections, the integration region V has to be splitted into V = B1 B2
where B1 and B2 have been already defined in Eq. (9).
4. Singularity structure
Once the angular integrations are performed, the hadronic tensor shows a rich variety
of singularities in the (u, v, w) space, regulated by the parameter +. As it is standard in
this kind of calculations, the above mentioned singularities should be prescribed in order
to get a series expansion in powers of + suitable for making explicit their cancellation.
These cancellations are performed by coupling constant renormalization for the UV
singularities, by cancellations between virtual and real contributions for the soft ones, and
by renormalization of parton densities, fragmentation and fracture functions in the collinear
case.
A standard example for the above mentioned prescriptions is the appearance of factors
like (1 u)1++ in the totally inclusive cross section where, after the phase space
integration, u is the only remaining variable. In this case one can use the standard
substitution:

1
1
1++
(1 u)
(25)
(1 u) +
+ O(+),
+
1 u +u[0,1]
where (1/(1 u))+u[0,1] is the usual plus distribution:
1
0
1
du
1u

+u[0,1]
1
f (u) =
du
0
f (u) f (1)
.
1u
(26)
However, in the one-particle inclusive case, the structure of the singularities is much more
complex, mixing the three variables and consequently this simple prescription is no longer
adequate. In Fig. 6 we show the curves along which the singularities in the regions B0 and
B1 appear in the vw plane after the angular integration is performed. We will focus on
this two regions because they contain all the singularities in the forward direction which
need to be factorized in the redefinition of fracture functions. The case of region B2 is
quite similar to that of B1 without the complications of the poles in w = wr = 1 but with
additional singularities along the plane u = 1, and it will be discussed at the end of this
section.
A simple inspection of Fig. 6 allows one to distinguish different possibilities for the
singularity structure of the terms in the hadronic tensor. In principle the integration leads to
terms that can have none, one, or two poles along the thick curves in the figure, respectively.
The case of a single pole can easily be handled with minor modifications to the
prescription formula in Eq. (25). For terms with more than a single pole, the singular
344
Fig. 6. Position of the singularities in the vw plane for xB u xu . The bold lines represent the curves where
the hadronic tensor becomes singular.
curves can either intersect themselves (for example, poles in w = 1 and w = wr ) or not
(for instance, w = 0 and w = 1).
Terms with poles along two non-intersecting curves can be shown to be always
transformed by partial fractioning into two terms with single poles, which reduce to the
previous case. On the other hand, the case of two intersecting singular curves cannot be
reduced to a simpler one and needs to be treated in a more subtle way.
Overlapping singularities as those mentioned in the previous paragraph can be further
classified according to whether: (a) both curves lie in the integration region, like w = 0
and w = wr in region B1; (b) one of them comes from the outside of the integration region
but intersects it at some point, as it is the case of w = 1 and w = wr in B0; and (c) both
curves converge into a single point of the integration region but coming from the outside,
like w = (1 v)/v and w = xB (1 v)/v.
The first and third occurrences can be cast into the second, by partial fractioning, leaving
us with only one case. The technique we employed to treat it is better illustrated by means
of an example. Let us consider the two-dimensional integral
1
I (+) =
1
dx
dy f (x, y)(1 y)1++ (1 xy)1++ ,
(27)
where f (x, y) is a regular function in all the integration region. The integrand has poles
along the curves y = 1 and y = 1/x which intersect at x = 1, y = 1. These singularities
are regulated if + > 0 (notice that the integral remains finite even if the term + in the
exponent of (1 xy) is absent). If one wrongly uses the recipe in Eq. (25) to prescribe
345
the singularity in y = 1 and then again to deal with the pole in x = 1 coming from the
term, one ends with ill-defined terms (more precisely terms with plus distributions which
are not integrable) and the leading singularity, in this case a double pole + 2 , is accounted
twice. The correct way to deal with this integral is to re-write it as
1
I (+) =
1
dx
dy f (x, 1)(1 y)1++ (1 xy)1++
1
+
1
dx

dy f (x, y) f (x, 1) (1 y)1++ (1 xy)1++ .
(28)
The second term is integrable in the limit + 0 whereas in the first one the integration
over y can be performed and gives
1
I (+) =
dx (1 x)1+2+ f (x, 1)
2 F1 [+, 2+, 1 + +; x]
1
+
1
dx
dy
0
f (x, y) f (x, 1)
+ O(+).
(1 y)(1 xy)
(29)
Now, the integral in the first term can be prescribed using (25). Doing that substitution, we
end with the following identity:

1
2
(1 y)1++ (1 x y)1++ =
(1 x)(1 y)
+
6
2+ 2

log(1 x)
1
1
+
(1 y)
+2
+ 1 x x[0,1]
1x
x[0,1]

1
+
(30)
+ O(+).
(1 y)(1 xy) y[0,1]
The plus distribution 1/((1 y)(1 xy))y[0,1] stands for the second term in the r.h.s. of
Eq. (29). The factor 1/2 in the double pole is a consequence of the fact that the singular
curve y = 1/x only intersects the integration region in a single point.
Prescriptions for all the singular (but regular at u = 1) terms appearing in the matrix
elements can be found, besides some subtleties related to the integration intervals in B1 and
B2, with the technique shown in the example. Expressions for the prescriptions relevant in
the w = 1 region can be found in Appendix B.
The only remaining item is the prescription of singularities in u = 1 in B2. These poles
always appear as factors 1/(1 u) and only give rise to singular integrals (when + 0) in
terms proportional to (w) or (wr w) that come from the prescription of the singularities
in the vw plane. This is so because of the upper limit wr in the w integration which goes
to zero when u 1. For the terms, the prescription of the singularities in u = 1 can be
done exactly as in Eq. (25).
346
5. Factorization of singularities
As we mentioned in the previous section, once the angular integration and the
prescription of the singularities in the u, v and w variables are accomplished, the partonic
cross sections exhibit a complex structure of poles in +. Explicit expressions for this
structure in region B0 can be found in Appendix C. Adding virtual and real contributions
all IR divergences cancel out, leaving us with the UV and collinear poles. UV poles are
canceled by means of coupling constant renormalization:

s (MR2 )
s (MR2 ) 0 MR2 +/2
s
=
1+
f
,
(31)
2
2
2
+ 42
where MR is the renormalization scale and 0 is the lowest order coefficient function in
the QCD function:
11
4
CA nf TF
(32)
3
3
with CA = N for SU(N) and TF = 1/2 as usual; nf stands for the number of active quark
flavours.
Collinear singularities have to be factorized in the redefinition of parton densities,
fragmentation and fracture functions. The redefinition of parton densities is exactly the
same as in totally inclusive DIS whereas fragmentation functions are renormalized as they
are in one-particle inclusive electronpositron annihilation. Expressions for renormalized
parton densities and fragmentation functions, up to order s2 and in the MS factorization
scheme, can be found in Refs. [10,20], respectively.
Notice that the renormalization of parton densities and fragmentation functions implies
convolutions between the evolution kernels and the SIDIS cross sections. At variance with
the totally inclusive case, the convolutions between the O(s ) cross section and the LO
kernels include plus distributions in more than one variable which need to be handled with
care. In order to make explicit the cancellations between the O(s2 ) cross sections and
these counterterms, the results of the above mentioned convolutions need to be expressed
in terms of the very same variables used for the cross sections. One way to accomplish this
is to retain to all orders in + the O(s ) cross sections, that is without replacing the singular
factors like (1 u)1++ in terms of distributions as described in the previous section, and
rewrite the plus distributions in the LO kernels using

1
1

lim
(1 x)1++ (1 x) + O + .
(33)

1 x +x[0,1]
+ 0
+
0 =
In this way the appearance of plus distributions is avoided and the convolutions can be
explicitly performed. The resulting expressions can be prescribed, keeping up to constant
terms in + and + , in exactly the same way as the O(s2 ) cross sections. Notice that at this
point the poles in + must cancel and the limit + 0 can be safely taken, reflecting the
fact that the LO kernels were already regular. The above mentioned procedure allows to
extend the results of Ref. [21] to SIDIS.
Once the renormalization of parton densities and fragmentation functions is accomplished, the remaining singularities occur in the region B0 and are proportional to (1 w),
347
that is the forward direction, so they have to be factorized into renormalized fracture functions. Otherwise, factorization would be broken. The bare fracture functions can be written
in terms of renormalized quantities as:
1
Mi,h/P (, ) =
+
1
+
1u
du
u
u

dv
r
2
r
2
kij (u, v, Mf )fj/P
, M Dh/ k
, Mf
v
u f
v

du
r
ij (u, Mf )Mj,h/P
, , Mf2 ,
u
u
(34)
where the factorization scale has been chosen to be the same for the three distributions.
The functions ij and kij are fixed in order to cancel all the remaining singularities
in the cross section.
The homogeneous kernels ij are the same that appear in the inclusive case for parton
densities and can be obtained from the corresponding transition functions in Ref. [10],
whereas the non-homogeneous kij are presented, for the case j = g, in this paper for
the first time. Explicitly:
ggg (u, v) =

Mf2 +/2 2 (0)
s
f
(u, v),
P
2
42
+ ggg
(35)
(u, v)
gqg (u, v) = g qg

2
Mf2 +
s
=
f2
2
42

2 (0)
(0)
(0)
(0) (u, v) Pgq
2 P
(v)
gqq (u, v) Pqg (u) + Pqqg
+

1
(0)
(0)
(1)
ggg
(u, v) Pqg
(u) Pgqg
(u, v) ,
(36)
+P
+
(u, v) = q qg
(u, v)
qqg
2

Mf2 +/2 2 (0)
Mf2 +
s
s
2

= f
(u,
v)
+
f
P
2
42
+ qqg
2
42

2
(0)
(0)
(0)
(0)
2 Pqqg
(u, v) Pgg
(u) + Pqqg
(u, v) Pqq
(v)
+

1
(0)
(0)
(0)
+ Pqqg
(u, v) Pqq
(u) + 0 Pqqg
(u, v)
2

1 (1)
(u, v) ,
Pqqg
(37)
+
348
where s is the bare coupling constant, the convolutions are defined as

1

u
d u
f u,
v g
,
u
u
1u

v
d v
f u, v g
,
v
v
1+v
f (u, v) g(u) =
u
u
f (u, v) g(v) =
v
1uv
f (u, v) g(u) =
u

d u u
u
u
f u,
v g
,
u u
u
u
(38)
and

1u
(0)
(0)
Pkij (u, v) = Pkij (u) v
.
u
(39)
Finally the O(s2 ) kernels are given by

(1)
(u, v)
Pgqg
8u3
(3 8u)u 4(1 u)u
8u2 (1 + u)
+
= CA TF
2
v
(1 uv)4
(1 uv)3

(0)
2Pqg (u)
v
2u(1 + 4u 3u2 ) 2(1 3u)u
+ log
+
(1 uv)2
1 uv
1 u v(1 uv)

(0)
2uPqg (u)
+ log(1 + v) u(1 + 2u) u2 v +
1 uv

(0)
6Pqg (u)
1 u uv
2(1 3u)u
3u2 v
+ log
v
v
2u(1 + 4u) 2u(1 + 2u + 4u2 ) 4u2 (1 + u)

4u3
1 uv
(1 uv)2
(1 uv)3
(1 uv)4

(0)
4Pqg (u)(2 uv)
+ log(u) 4(1 + u)u + 2u2 v +
v(1 uv)

(0)
2Pqg (u)
8u3
+ log(1 uv) u(3 + 2u) +
+ u2 v +
v
(1 uv)4

8u2 (1 + u) 4u(1 + 2u + 4u2 ) 4u(1 + 3u)
(1 uv)3
(1 uv)2
1 uv
+
349
u3 v
u2 (1 4v)
3
2 + 5u
+ CF TF 4u +
1u
1+v
(1 u)2 (1 + v)2

3
u v
1
1 2u u2 (2 + v)
+ log(v)
+
+
(1 u)2 (1 + v)2
1+v
1u
(0)

4Pqg (u)
2
2(1 2u)
2
+
2u
+ log(1 + v)
(2
+
v)
v
(1 + v)2
1+v

3
4
4u
2u v
3
4u
(0)
+ log(1 u)
+
+ 4Pqg (u)
2
1 u (1 u)
1u v

2u3 v
1
2u2 v
+ log(1 u uv) 2u
2
2
(1 u)
(1 u)
(1 + v)2

2u
u2 v
1 2u 2u2 (2 + v)
2
(0)
+
+ 6Pqg
+
,
(u)
1+v
1u
v 1 u (1 u)2
(40)
and
(1)
Pqqg
(u, v)
= CA TF u(1 4u)
8(1 + u)
2(1 + 4u 3u2 )
8
+
u(1 + v)4 u(1 + v)3

u(1 + v)2
(1 2uv + u2 (1 + v 2 ))
2(1 3u)
+ log(1 uv)
1+v
1+v

(0)
Pqg (u)
1 u uv
+ log(1 u)
+ log
1+v
1u

3u
2
(0)
Pqg
(u) + log(u) 2(1 u)u + 2u2 v
1 + v 1 u uv

(0)
(u)
2uPqg
8
+ log(1 + v) u(4 + u) u2 v +
1 u uv
u(1 + v)4

(0)
8(1 + u)
4(1 + 2u + 4u2 ) 4(1 + 3u) 2uPqg (u)
+
u(1 + v)3
u(1 + v)2
1+v
1 u uv

4
4(1 + u)
1 u uv
+ log
u(1 + 3u) 3u2 v +
v
u(1 + v)4 u(1 + v)3

(0)
2(1 + 2u + 4u2 ) 2(1 + 4u) 3uPqg (u)
+
+
u(1 + v)2
1+v
1 u uv

1
(0)
4 u(1 u) + log(af )Pqg (u)
af v v[0,af ]

log(af v)
(0)
+ 4Pqg
(u)
+ u 4(1 u)u log(1 u)
af v
v[0,af ]
+
350

(0)

log(1 u)2 + 2 log(1 u) log(u) + 2 Li2 (u) Pqg
(u) (af v)
+ CF TF
u3 v
4u2 v
3u2
2u + 5u2
+
+ log(1 u uv)
+
1 u (1 u)2 (1 uv)2
1 uv

u3 v
u2
(1 2u)u u(1 uv)

+
+
(1 u)2 (1 uv)2
1 uv
1u

2
u
(1 2u)u
+ 2 log(1 uv) u(1 + u) u2 v

(1 uv)2
1 uv

(0)
(0)
(u)
uPqg (u)
uPqg
+
+ 4 log(u) u(1 u) u2 v +
1 u uv
1 u uv
2
3
2
2u v
2u (1 v)
u
(1 2u)u
+
+ log(v)
1u
(1 u)2 (1 uv)2
1 uv

(0)
6u3 v 2 Pqg (u)
+
(1 u uv)
(1 u)2

3u
4u2 v
4u
+
+ 2 log(1 u)
P (0) (u)
1 u 1 u uv (1 u)2 qg

u
u4 v
u3
+
4
+ (1 u)u log(af )
4
(1 u)2 (1 u)

2
log(1 u)
(0)
+ Li2 (u) Pqg (u) (af v) ,
+ (2) +
(41)
4
where af = (1 u)/u. Although qgg is formally a NLO kernel, it occurs for the first
time at order s3 thus it does not show up in the present calculation. Notice that the NLO
kernels depend on both u and v variables and that this dependence cannot be factorized.
Once obtained the explicit expressions for the relations between renormalized and
bare fracture functions, we can easily derive the evolution equations for the renormalized
fracture functions, which can be written as
r
Mi,h/P
(, , M 2 )
log M 2
s (M 2 )
=
2
1

du (0)
s (M 2 ) (1)
r
2
Pij (u) Mj,h/P
, , M
Pij (u) +
u
2
u
(M 2 )
2
+
1u
du
u
u

dv (0)
s (M 2 ) (1)
Pkij (u, v)
Pkij (u, v) +
v
2

r
fj/P

2
r
2
, M Dh/ k
,M ,
u
v
(42)
351
Fig. 7. Non-homogeneous contributions to the derivative of Mq for different values of and . Inset plots show
the integral over Q2 of this contributions taking MqN.H. (Q20 ) = 0 with Q0 = 1 GeV as a reference.
(1)
where the NLO kernels Pij (u) are 1/8 of those given in Ref. [22] due to the different
conventions implemented. At variance with the LO case where the kernels are proportional
to (v (1 u)/u), the NLO kernels have support in all the integration region in the nonhomogeneous term of Eq. (42). Due to this fact, at NLO, the non-homogeneous terms in
the evolution equations do not take the familiar form given in Eq. (12) of Ref. [1]. In terms
of moments, Eq. (42) can be written as:
r
[m, n]
Mi,h/P
log M 2
r
= Mi,h/P
[m, n]Pij [m]
r
r

+ fj/P
[m + n 1]Dh/
k [n]Pkij [m 1, n],
(43)
where the moments are defined as

1
F [m, n] =
1
d m n
F (, ),
1
F [m] =
d m
F ( ),
(44)
and
Pkij [m, n] =
1
0
1

d m n
Pkij ,
.
(45)
Fig. 7 compares (for different values of and ) the relative size of the LO and NLO
contributions to the non-homogeneous term in the evolution equation (42) computed with
352
standard sets of parton distributions [23] and fragmentation functions [24] for the case
i = q and h = + . The inset plots show the integral over Q2 of this contributions. Notice
that only those terms proportional to fg/P were taken into account in the O(s2 ) pieces.
In reference [9] it was found that the LO non-homogeneous contribution falls rapidly as
grows. This behavior is related to the shrinkage of the integration region and with the fall
of fragmentation functions, Dh/ i (z), in the limit z 1. This is also the case of the NLO
contributions. At moderate and large values of ( 0.1) the O(s2 ) contributions are
typically one order of magnitude smaller than the O(s ) ones so NLO and LO results differ
only by a few percents. This can be traced back to the extra power of s and the small size
of the integration region since the interval of the v integral in Eq. (42) shrinks to the point
(1 u)/u when 1 . However, when diminishes the integration region expands
and NLO contributions grow considerably faster than the LO ones which are kinematically
restricted to the curve v = (1 u)/u. The remarkable growth of the O(s2 ) terms makes
these contributions even larger than the constrained O(s ) pieces at lower values of and
thus a priori non-negligible in the evolution equations.
Of course, in order to assess the actual relevance of the NLO non-homogeneous effects
in the full evolution of fracture functions, one needs a realistic (based on actual data)
estimate for the size and shape for these functions at a given scale, and compute the
evolution taking into account all the appropriate kernels, but our present results suggest
that non-homogeneous NLO effects could be relevant.
6. Summary and conclusions

In this paper we have computed the O(s2 ) gluon initiated QCD corrections to one
particle inclusive deep inelastic processes. At variance with the inclusive case, in one
particle inclusive processes the kinematical characterization of the final state particle
requires to preserve the full dependence of the amplitude in the relevant variables. This
impedes the cancellation of some singularities to be later factorized into fracture functions
and leads to a non-trivial singularity structure. In order to deal with this we have highlighted
the importance of collecting to all orders the potentially singular factors in the 3-particle
final state angular integrals and implemented a general approach for the prescription of
overlapping singularities.
By the explicit replacement of the bare parton densities, fragmentation and fracture
functions with the corresponding renormalized quantities in both the O(s ) and O(s2 )
cross sections, we have explicitly verified the factorization of collinear singularities
obtaining for the first time the relevant kernels at this order. In doing so, we give a recipe
for dealing with convolutions of distributions in more than one variable which occur in the
computation of the s2 contribution coming from the convolution of O(s ) cross sections
and renormalized functions. We also derived the evolution equations for fracture functions
valid at NLO.
Regarding the phenomenological consequences of these corrections, we have found that
the O(s2 ) contributions to the evolution equations are mild in most of the kinematical
range, however, they are as important or even larger than the s ones for small values
of xB , where these last contributions are suppressed by the available phase space. This
353
behaviour, at variance with the LO case, allows the non-homogeneous effects to be sizeable
even at larger hadron momentum fractions, thus being relevant for the scale dependence
for diffractive and leading baryon processes.
Acknowledgements
We are indebted to D. de Florian for valuable comments and discussions. We also
acknowledge S. Catani and W. L. van Neerven for their generous help. C.A.G.C. thanks
J. Bernabeu and the Departamento de Fsica Terica, Universidad de Valencia for the warm
hospitality extended to him.
Appendix A
In this appendix we present the results obtained for the coefficients D (1) in the O(s )
cross sections. They are

2

2
log( 1u
1u
CF
(1)
u )
D1qq,M
(1 u) log
+
pgqq (u)
+
=
2
u
6
2

log(1 v)
(1 v)(w) + (wr w) pgqq (u)
1v
+v[a,1]

1u
1
+ 1 u + log
pgqq (u)
(1 a)u
1 v +v[a,1]

(1 v 2(1 a)u)
2(v a)
(1 u)(1 v)
+
log
(1 a)2 (1 u)
(1 a)2 (1 u)
(1 a)u

1
va
va
1 +
pgqq (u) ,
log
+ log
(A.1)
1a
1v
1a

2

2
log( 1u
1u
CF
(1)
u )
(1 u) log
+
pgqq (u)
+
D1qg,M
=
2
u
6
2

log(v a)
(v a)(1 w) + (wr w) pgqq (u)
va
+v[a,1]

1u
1
pgqq (u)
+ 1 u + log
(1 a)u
v a +v[a,1]

2(1 v)
(v a 2(1 a)u)
(1 u)(1 v)
+
log
(1 a)u
(1 a)2 (1 u)
(1 a)2 (1 u)

va
1v
1
+ log
(A.2)
log
1 +
pgqq (u) ,
1a
va
1a

2

1u
TF
2
(1)
+ 2(1 u)u log
D1gq,M =
1
2
6
u
6
354
(1)
D2qq,M

2

log( 1u
(u)
u ) pqqg
(v a)(1 w) + (1 v)(w)
+
2

2(1 + a 2v) log(1 a)
+
(1 a)2

1u
1v
va
2
log
+ log
+ log
1
1a
(1 a)u
1a
1a

1
1v
va
1
+
log
log
(u)
+
pqqg
va
1a
1v
1a

1u
+ 2(1 u)u + log
(u)
pqqg
(1 a)u

1
1
+
1 v +v[a,1]
v a +v[a,1]

log(1 v)
+ pqqg
(u)
1v
+v[a,1]

log(a + v)
+
(A.3)
(wr w) ,
va
+v[a,1]

va
1+u
2u(1 xB ) + xB
log
= CF
u xB
2(1 v)
1a

2

u xB
1 2u (1 xB ) u(1 + v)(1 xB )xB
1+v
log
+
+
2(1 u)
1 xB
2 (u xB )2
(u xB )2

(1 + v)xB
(1 u)(1 v)
va
1 + log
+ log
u xB
(1 a)v
1a

2
va
1 + v log(1 u)
1+v
log
+
2(1 u)(1 v)
(1 a)v
2
1u
+u[0,1]

1 + u log(1 v)
1 u (1 + u) log(1 u)
+
2
1v
2
2
+v[0,1]

2
u xB
log(1 u)
1
(1 + u )
log
+
2(1 u)
1 xB
1u
1 v +v[0,1]
+u[0,1]

2
1 v (1 + v) log(1 v) (1 + v ) log(v)
+
+
2
2
2(1 v)

1
log(1 v)
(wr w)
+
1v
1 u +u[0,1]
+v[0,1]

log(1 v) log(v)
log(v)2
2
+
+ (1 + v) +
12
1v
2(1 v)

1
(1 v) log((1 v)v) (1 + v) log((1 v)v)2 2
+
+
2
4
6 1 v +v[0,1]
355

2
1 log(1 v)2
(1 u) + (1 + u)
2
1v
12
+v[0,1]

u xB
u xB 2
log(1 u)
1
log
log
+
1u
1 xB
2(1 u)
1 xB

1u
1u 2
(1 u)
(1 + u)
log
log
+
+
2
(1 a)u
4
(1 a)u

2
2
1
1 log(1 u)
+
+
(1 v)
6 1 u +u[0,1] 2
1u
+u[0,1]

2
2(3) (w) ,
+ (1 u)(1 v) 8 +
(A.4)
4

2

log((1 v)v)2
CF
+
=
v log (1 v)v +
pgq (v)
2
6
2

log(1 u)
(1 u)(w) + (wr w) pgq (v)
1u
u[0,1]

1
(1 u)u2
+ v log (1 v)v pgq (v)
+
1 u u[0,1] (v a)(u xB )2
+
(1)
D2qg,M
uv 2 (1 xB )xB
2u2 v(1 xB )
vxB
+
+
(v a)(u xB )2 u(v a)(1 xB ) (v a)(u xB )2

u(2 + uv 2 )
v 2 xB
4u +
+
(v a)(u xB )
1 u + uv
(1 u)u2 (1 v) (1 2u)u
1 + u2
+
(v a)(1 u + uv)(1 xB )
u xB
(u xB )2

2
2u (1 v)
1 + uv
pgq (v)
+
+
u xB
1 u + uv

(1 u)(1 v)
va
log
+ log
(1 a)u
1a

va
u xB
1
log
log
pgq (v) ,
+
(A.5)
1u
(1 a)v
1 xB

1u
= TF (1 u)u log
1
(1 a)u

2

1u 2
1
+ log
+
(u) (1 v)(w)
pqqg
4 3
(1 a)u

1 log(1 v)
+ (wr w)
pqqg
(u)
2
1v
v[0,1]

1
1
1u
+ (1 u)u + pqqg
(u) log
2
(1 a)u
1 v v[0,1]
(1)
D2gq,M
356

1
1
1
(1 u)(1 v)
+
pqqg
(u)
log
2(v a)
2(v a)
1a
(1 a)u

1
va
va
1 +
log
pqqg
(u)
,
+ log
(A.6)
1a
2(1 v)
1a
where
pgqq (x) = 2
1
1 x,
1x
pqqg
(x) = 1 2x + 2x 2 ,
pgq (x) =
2
2 + x.
x
(A.7)
(A.8)
(A.9)
Appendix B
The redefinition of fracture functions can only factorize singularities in the forward
region. In the hadronic tensor these singularities show up after the angular integration
as (1 w)1++ factors which have to be prescribed as explained in Section 3. As we
mentioned there, special care has to be taken with overlapping singularities. In this case,
inspection of Fig. 6 shows that the only problematic configurations are terms singular along
w = 1 and w = wr in regions B0 and B1. Using the procedure described in Section 3 we
obtained suitable prescriptions in both regions:
(1 w)1++1 (wr w)1++2
(1 + +1 ) (1 +1 +2 )
1
B0
(1 w)(a v)(a z)+1 ++2
+1 (+1 + +2 )
(1 +2 )

1+1 +2

1
a(1 a)
+ (1 w) (a v)1++1 ++2 +v[z,a]
+1

1+1 +2 +
1
1
v(1 a)
wr 2 F1 +1 , +1 + +2 , 1 + +1 ;
wr

1++1
1++2
(wr w)
,
+ (1 w)
+w[0,1]
(B.1)
(1 w)1++1 (wr w)1++2

(1 + +2 ) (1 +1 +2 )
1
B1
(1 w)(v a)(1 a)+1 ++2
+2 (+1 + +2 )
(1 +1 )

1+1 +2

1
a(1 a)
+ (wr w) (v a)1++1 ++2 +v[a,1]
+2

1+1 +2 +
v(1 a)
wr 2 2 F1 [+2 , +1 + +2 , 1 + +2 ; wr ]

1++1
+ (1 w)
(wr w)1++2 +w[0,wr ] ,
(B.2)
where +1 and +2 are multiples of the regulator +. Notice that these expressions are valid to
all orders in +. Terms singular only along w = 1 can be prescribed using the standard rule
357
in Eq. (25). Terms singular in w = 1 and w = 0 can be managed by partial fractioning:

1
1
1 1
=
+
1w w 1w w
(B.3)
and be prescribed also as in Eq. (25).
Appendix C
The singular pieces of the order s2 partonic cross sections gg and gq in region B0 can
be written as

(0)
(2)
2 1
(0)
d gg,M B0 =
cq C+ 2 8Pqg
(u)Pgq
(v)(w)
+
q
(0)
(0)
(0)
(0) (u, v)
+ 4 Pqg
(u) Pgqq
(u, v) + Pgq
(v) P
qqg

1 (1)
(0)
(0)
(u) Pggg
(u, v) (1 w) + 2Pgqg
(u, v)(1 w)
+ Pqg
+
(1)
(1)
(0)
(0)
+ 2Pqg
(u) C1qg,M (u, v, w) + 2Pgq
(v) C1gq,M (u, v, w)

0
1 xB (0)
(1)
,
+2
(C.1)
Pggg (u, v) Cg,M (u)(1 w) + O +
xB

1
(2)
(0)
(0)
(0)
(0)
(u, v) Pqq
(u) + Pqqg
(u, v) Pqq
(v)
d gq,M B0 = cq C+2 2 2 Pqqg
+

1
(0)
(0)
(0) (u, v) Pgg
(u) 0 Pqqg
(u, v) (1 w)
+P
qqg
2

1 (1)
(0)
(0)
+ 4Pqg
(u)Pqq
(v)(w) + Pqqg
(u, v)(1 w)
+
(1)
(1)
(0)
(u) C1gq,M (u, v, w)
0 C1gq,M (u, v, w) + 2Pgg
(1)
(0)
(v) C1gq,M
(u, v, w)
+ 2Pqq
+2

0
1 xB (0)
(1)
(u,
v)
C
(u)(1
w)
+
O
+
,
Pqqg
q,M
xB
(C.2)
(0)
(1)
where the Pkij (u, v) are defined in Eq. (39) and the functions Ci,M (u) are the coefficient
functions of totally inclusive DIS at O(s ), they can be found in Refs. [2,10]. Convolutions
between kernels are as in Eq. (38) with the replacement v (1 xB )v/xB whereas the
convolutions between kernels and coefficient functions are given by
xB
xB +(1xB )z
Pij (u) C(u, v, w) =

xB
xB +(1xB )v

d u
u
Pij
C u,
v, w ,
u
u
358
1
Pij (v) C(u, v, w) =
a(u)
Pkij (u, v) C(u) =

v
d v
Pij
C u, v,
w ,
v
v
1
xB uv(1xB )
xB
(C.3)

u
vu(1 xB )
u d u
C
, v, w .
Pkij u,
u u
xB u
u
(C.4)
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[24] S. Kretzer, Phys. Rev. D 62 (2000) 054001.

Lepton flavour violation in the constrained MSSM

with natural neutrino mass hierarchy
T. Blaek 1 , S.F. King
Department of Physics and Astronomy, University of Southampton, Southampton SO17 1BJ, UK
Received 20 December 2002; received in revised form 1 April 2003; accepted 7 April 2003
Abstract
We present predictions for e and in the CMSSM in which there is a natural
hierarchy of neutrino masses resulting from the sequential dominance of three right-handed
neutrinos. We perform a global analysis of this model in the (m0 , M1/2 ) plane, assuming radiative
electroweak symmetry breaking, and including all observed laboratory data. We confirm that a large
(small) rate results from the dominant right-handed neutrino being the heaviest (lightest)
one. We show that the e rate may determine the order of the subdominant neutrino Yukawa
couplings in the flavour basis, but may also be sensitive to effects beyond the leading log and
leading mass insertion approximations. We also show that the e rate is independent of 13 ,
but measurement of this angle may determine a ratio of subdominant Yukawa couplings.
PACS: 12.10.-g; 12.60.Jv; 13.35.Bv; 13.35.Dx; 14.60.Pq
1. Introduction
Atmospheric and solar neutrino experiments have provided convincing evidence for
neutrino masses and mixings. The current minimal best fit interpretation of the data
involves three light neutrinos with [1]

m2 = (1.73.3) 103 eV2 ,
32
m221
= (410) 10
eV ,
sin2 223 = 0.931.0,

sin 212 = 0.710.89,
2
(1)
(2)
E-mail address: king@soton.ac.uk (S.F. King).

1 On leave of absence from the Department of Theoretical Physics, Comenius University, Bratislava, Slovakia.
doi:10.1016/S0550-3213(03)00297-9
360
T. Blaek, S.F. King / Nuclear Physics B 662 (2003) 359378
where m2ij = m2i m2j are the neutrino mass squared differences and the approximate 1
ranges are shown. These masses and mixings represent the first solid evidence of new
physics beyond the Standard Model.
The most elegant explanation of small neutrino masses continues to be the see-saw
mechanism [2,3]. According to the see-saw mechanism, lepton number is broken at high
energies due to right-handed neutrino Majorana masses, resulting in small left-handed
neutrino Majorana masses suppressed by the heavy mass scale. A natural implementation
of the see-saw mechanism which can account for a neutrino mass hierarchy and a large
atmospheric mixing angle is single right-handed neutrino dominance [4]. See also [5,6].
It is also possible to account for a large solar neutrino angle in this framework [7]. For
example a large solar angle may result from sequential right-handed neutrino dominance
due to the leading subdominance of a second right-handed neutrino [7], leading to a full
neutrino mass hierarchy m1 m2 m3 .
In charged lepton interactions of the Standard Model the lepton flavour violation (LFV)
is suppressed by the heavy see-saw mass scale, or equivalently the small left-handed
Majorana masses, and is practically unobservable. However in low energy supersymmetric
(SUSY) theories the situation dramatically changes for the better. In SUSY the LFV is
imprinted on the slepton mass matrices, resulting in slepton masses which are off-diagonal
in flavour space. The off-diagonal slepton masses can then induce LFV in loops suppressed
only by the SUSY breaking scale, multiplied by ratios of the off-diagonal slepton mass to
the diagonal slepton mass [912].
The experimental prospects for improving the limits or actually measuring LFV
processes are very promising. The 90% C.L. limits of BR( ) < 1.1 106 [13]
and BR( e ) < 1.2 1011 [14] are particularly stringent in constraining SUSY
models. In fact, these limits will be lowered in the next 23 years as the present B
factories, inevitably producing tau leptons along with the b quarks, will collect 1520 times
more data and as the new e experiment at PSI probes the branching ratio down to
1014 [15,16]. The forthcoming experimental results are clearly a powerful incentive for
theoretical studies of and e , and this provides an important underlying
motivation for the present paper. It should be noted however that LFV violation can
originate from other effects unrelated to the see-saw mechanism, for example colour triplet
scalars in GUT models, or off-diagonal slepton masses generated from flavour violating
effects in the SUSY breaking sector. In any observation of LFV, such effects would need to
be disentangled from the effects due to the see-saw mechanism in the CMSSM considered
here.
There is a huge literature on LFV in the framework of the CMSSM, where the constraint
of universal scalar mass m0 and trilinear mass A0 implies that the slepton mass nonuniversality originates entirely from RG effects due to right-handed neutrinos between
the GUT scale and the lightest right-handed neutrino mass scale [17]. There is a much
smaller literature concerned with LFV in models based on single right-handed neutrino
dominance [18,19]. In our previous paper [18] we made the important observation that a
large rate results from models in which the dominant right-handed neutrino is
the heaviest one, and the neutrino Yukawa matrix has a lop-sided form with an order unity
361
Yukawa coupling in the 23 position of the matrix

0 0 0
Y 0 0 1 .
0 0 1
In subsequent papers [19] a bottomup analysis of various types of right-handed neutrino
dominance was discussed and and e were both considered in terms
of coefficients Cij which parametrise the off-diagonal slepton masses to leading log
approximation in the mass insertion approach to LFV. Bounds on the coefficients Cij
were presented as a function of the sneutrino and second gaugino masses m and M2 ,
and Cij were related to Yukawa couplings and right-handed neutrino masses for each of
the different types of right-handed neutrino dominance [19].
In the present paper we provide a dedicated analysis of a particular class of righthanded neutrino dominance models, namely sequential dominance (SD). The reason why
we choose to focus on SD is that it provides a particularly elegant application of the see-saw
mechanism to the LMA MSW solution, and these are the only models where a full neutrino
mass hierarchy m1 m2 m3 arises naturally. Another attractive feature of SD models
is that it may become possible to relate the rate for e directly to the subleading
Yukawa couplings. We shall discuss the conditions under which this may be possible later.
There are several examples of models in the literature which rely on SD [5,2022]. In the
realistic models the dominant right-handed neutrino is either the heaviest or the lightest.
We refer these cases as heavy sequential dominance (HSD) or light sequential dominance
(LSD), respectively, and discuss these cases separately.
In this paper, then, we perform a global analysis of HSD and LSD models in the framework of the CMSSM, presenting our predictions in the (m0 , M1/2 ) plane, assuming radiative electroweak symmetry breaking, and including all observed laboratory data. We give
predictions for branching fractions for and e in terms of a convenient parametrisation which we introduce for the neutrino Yukawa couplings. Our results confirm that
the rate distinguishes HSD from LSD. We further show that the e rate may
allow a determination of the subdominant neutrino Yukawa couplings in the flavour basis,
in terms of an expansion parameter . We show that measurement of 13 may determine
a ratio of subdominant Yukawa couplings. We discuss quantitative effects which were not
present in the leading log and leading mass insertion approximations of [19], for example
cases where e is controlled by the 13 slepton mass.
The remainder of the paper is set out as follows. In Section 2 we discuss sequential
dominance and introduce our parametrisation. We also make some leading log analytic
estimates of off-diagonal slepton masses in terms of this parametrisation, and discuss the
implications for LFV processes. In Section 3 we give our full numerical results.
2. Sequential dominance
2.1. Brief review
In this subsection we give a brief review of SD, including the analytic estimates
of neutrino masses and mixing angles in terms of Yukawa couplings and right-handed
362
neutrino masses, which we assume here to be real. More details can be found in [8]. Note
that all the results in this subsection are independent of the mass ordering of right-handed
neutrino masses, and so apply to both HSD and LSD.
In the flavour basis where the charged lepton mass matrix is diagonal, the diagonal
right-handed neutrino mass matrix is written as

X 0 0
MRR = 0 X 0
(3)
0 0 Y
and the neutrino Yukawa matrix without loss of generality as

a a d
= b b e .
YLR
c c f
(4)
In order to account for a neutrino mass hierarchy and large neutrino mixing angles in a
natural way (without fine-tuning) the following SD condition was proposed [7]
|xy|
|x y |
|e2 |, |f 2 |, |ef |
,
Y
X
X
where x, y {a, b, c} and x , y {a , b , c }. It is further assumed [4] that
d e f.
(5)
(6)
Then it was shown that the neutrino masses are given to leading order in m2 /m3 by [8]

xy 2
v ,
m1 O
X 2
a 2 + (c23 b s23 c)2 2
v2 ,
X
e2 + f 2 2
v2 ,
m3
(7)
Y
where v2 is a Higgs vacuum expectation value (vev) associated with the (second) Higgs
doublet that couples to the neutrinos. Note that with SD each neutrino mass is generated
by a separate right-handed neutrino, and the origin of the neutrino mass hierarchy is thus
linked to the sequential condition in Eq. (5). The neutrino mixing angles are given to
leading order in m2 /m3 by [8]
e
tan 23 ,
f
a
,
tan 12
(c23 b s23 c)
a(s23 b + c23 c) Y
13
(8)
.
(e2 + f 2 ) X
m2
Thus, assuming SD, the atmospheric angle is given by a ratio of dominant right-handed
neutrino couplings associated with Y , the solar angle is given by a ratio of subdominant
right-handed neutrino couplings associated with X, and 13 is of order m2 /m3 . The
363
subdominant right-handed neutrino X with couplings a , b , c is completely irrelevant

for neutrino physics unless m1 can be measured. In writing the equation for 13 we have
assumed for simplicity that
d
a(s23 b + c23 c)Y

.
e2 + f 2 X
(9)
At leading order in a mass insertion approximation [9,11] the branching fractions of

LFV processes are given by
BR(li lj )
2 2
3
m ij tan2 ,
f
(M
,
,
m
)
2

Lij
G2F
(10)
where l1 = e, l2 = , l3 = , and where the off-diagonal slepton doublet mass squared is

given in the leading log approximation (LLA) by
(3m20 + A20 )
Cij ,
ij
8 2
where the leading log coefficients are given by
2(LLA)
m
L
(11)
MU
MU
MU
+ de ln
,
+ ab ln
X
X
Y
MU
MU
MU
+ ef ln
,
C32 = b c ln + bc ln
X
X
Y
MU
MU
MU
+ df ln
.
C31 = a c ln + ac ln
(12)
X
X
Y
The factors ij in Eq. (10) represent the ratio of the leptonic partial width to the total width,
C21 = a b ln
(li lj i j )
(13)
.
(li all)
Clearly 21 = 1 but 32 is non-zero and must be included for correct comparison with the
experimental limit on the branching ratio for . This factor is frequently forgotten
in the theoretical literature.
We shall focus on C21 and C32 which correspond to e and . For HSD
the couplings a , b , c are expected to be smaller than the couplings a, b, c, and we
will therefore drop them in both our analytic and numerical analysis. For LSD the primed
terms are also not relevant for LFV since as discussed later we will set X = MU which
means that this right-handed neutrino is immediately decoupled at the GUT scale, and so
ln MXU = 0. In the case of LSD this is rather a strong assumption and if X < MU these
Yukawa couplings will again become relevant. Dropping the primed contributions for both
HSD and LSD the relevant coefficients are then given by
ij =
MU
MU
+ de ln
,
X
Y
MU
MU
+ ef ln
.
C32 = bc ln
(14)
X
Y
Note that the primed couplings are irrelevant to either the neutrino masses and mixing
angles or the LFV processes. This applies to both the HSD and the LSD cases.
C21 = ab ln
364
2.2. A convenient parametrisation

The above analytic results for the neutrino masses and mixing angles suggest the
following parametrisation of the Yukawa couplings and right-handed neutrino masses in
terms of order unity coefficients aij and A, together with an expansion parameter raised
to integer powers
a a12 n f,
b a22n f,
c a32 n f,
d a13 m f,
e a23 f,
X A2n1 Y,
(15)
where

|m221|
|m232|
0.15.
(16)
Currently the data prefers 0.15, with large uncertainty. It is the smallness of this value
that is the motivation for sequential dominance.
In terms of the parametrisation in Eq. (15), the neutrino mixing angles in Eq. (8) become
tan 23 a23 ,
a12
,
a22 (c23 s23 r)
a12 a22(s23 + c23 r)
13
,
2 )
A
(1 + a23
tan 12
(17)
where for convenience we have also defined the following ratio of subdominant Yukawa
couplings which clearly plays a crucial role in determining 13 ,
r=
c a32
=
.
b a22
(18)
The motivation for the above parametrisation is that it reproduces the large atmospheric
and solar mixing angles tan 23 1, tan 12 1, with the dimensionless parameters aij
being of order unity.2
2 Note that with all a and A of order unity this is not the most general parametrisation that satisfies the
ij
conditions in Eqs. (5), (6) that define this class of models. Also note that as before we have assumed for simplicity
that d is small in the equation for 13 , and the condition for this is now m 2.
365
Similarly the neutrino masses in Eq. (7) become, in terms of the parametrisation in
Eq. (15)
m1 0,
f 2
2
2
,
+ a22
(c23 s23 r)2
m2 a12
AY
2

2 f
m3 1 + a23
(19)
.
Y
The ratio of second and third neutrino masses is then m2 /m3 which motivates
the definition of the expansion parameter in Eq. (16). A further motivation for this
parametrisation is that it clearly shows that the neutrino masses and mixing angles in
Eqs. (19), (17) are completely independent of n. Although the neutrino masses and mixings
cannot determine the choice of integer n, which controls the magnitude of the Yukawa
couplings, the LFV processes are able to do so as we now discuss.
Using our parametrisations in Eq. (15) the coefficients relevant for e and
from Eq. (14) are then determined by the products of Yukawa couplings
ab = a12 a222n f 2 ,
de = a13 a23m f 2 ,
2
r2n f 2 ,
bc = a22
ef = a23f 2 .
(20)
Then from Eqs. (14), (20) we have

MU
MU
+ a13 a23 m f 2 ln
,
X
Y
MU
MU
2
r2n f 2 ln
+ a23 f 2 ln
.
C32 = a22
(21)
X
Y
The coefficients Cij which determine the strength of LFV processes are clearly governed
by the value of the Yukawa coupling f together with the integers n, m which control the
magnitudes of the Yukawa couplings. The values of the right-handed neutrino masses
does not directly influence the coefficients Cij very much, with only a mild logarithmic
dependence. However the values of the right-handed neutrino masses will have an
important indirect effect on LFV processes via the values of the Yukawa couplings. For
example for a fixed m3 , C32 f 2 Y , so the rate increases as the dominant
right-handed neutrino mass Y becomes heavier [18]. We shall now discuss the two cases
HSD and LSD separately, corresponding to the dominant right-handed neutrino of mass Y
being the heaviest or the lightest, respectively.
C21 = a12 a22 2n f 2 ln
2.3. Heavy sequential dominance (HSD)

HSD is defined by the condition that the dominant right-handed neutrino of mass Y is
the heaviest, with
Y
X
X .
(22)
366
Typically in unified models the heaviest right-handed neutrino is in the 33 position and
the 33 element of the neutrino Yukawa matrix is equal to the top quark Yukawa coupling
f = ht (at the high energy scale). The HSD case then leads to the lop-sided form of
neutrino Yukawa matrix with an order unity Yukawa coupling in the 23 position, and
subsequently a large expected
rate for [18]. For HSD with f = ht , the atmospheric

neutrino mass m3
neutrino has mass
Y
|m232| then implies that the heaviest (dominant) right-handed
2m2t
3 1014 GeV,
m3
(23)
where we have used the GUT scale value of the top quark mass mt which for large tan
is about 0.7 times its low energy value. For HSD the condition that X Y implies, from
Eq. (15), that
n 1.
(24)
Recall that we also assumed m 2. The neutrino matrices in Eqs. (3), (4), in terms of the
parametrisation in Eq. (15), are summarised below for the case of HSD,
0
0
2n1
= 0 A
0 Y,
0
0
1

a12n a13 m
HSD
YLR = a22n
a23
ht ,
ra22 n
1
HSD
MRR
(25)
(26)
where the blanks indicate entries which are irrelevant for both neutrino masses and mixing
angles and LFV. The neutrino masses and mixing angles are given by Eqs. (17), (19),
independently of n.
In this case it is clear from Eq. (21) that , which corresponds to C32 , is large
and independent of n, being given approximately by
C32 = a22 h2t ln
MU
.
Y
(27)
On the other hand e , which corresponds to C21 , is smaller and more model
dependent since it depends on the integers n, m,
C21 = a12 a22 2n h2t ln
MU
MU
+ a13a23 m h2t ln
.
X
Y
(28)
From our numerical results we shall find that the experimental limit on e will require
n 2. Since ab 2n while de m , if 2n < m then ab will dominate over de, while
if 2n > m then de will dominate over ab. In the second case e is controlled by
the 13 neutrino Yukawa coupling d. We emphasise the fact that although e is model
dependent in this framework we understand precisely its origin.
367
2.4. Light sequential dominance (LSD)

LSD is defined by the condition that the dominant right-handed neutrino of mass Y is
the lightest, with
X
X
Y.
(29)
The LSD case then leads a more symmetrical form of neutrino Yukawa matrix with
no large off-diagonal Yukawa couplings, and hence a small expected rate for .
Such a form of neutrino Yukawa matrix is consistent with an exactly symmetrical or
anti-symmetrical or mixed symmetry form, or some more general matrix with small offdiagonal couplings. LSD is more complicated to discuss since we need to re-order the
matrices in Eqs. (3), (4), to put the heaviest right-handed neutrino of mass X in the third
column. Then we shall make a similar assumption for LSD that the 33 element of the
neutrino mass matrix to be equal to the top quark Yukawa coupling c = ht . For LSD to set
the scale of the right-handed neutrino masses, we need to relate the dominant right-handed
neutrino Yukawa coupling f to c = ht . In particular, we extend our parametrisation to
include
f = a31 p c ,
(30)
c
where p > 0, and a31 is

an order unity coefficient. For LSD with = ht , the atmospheric
neutrino mass m3 |m232| then implies that the lightest (dominant) right-handed
neutrino has mass

2 2p
3 1014 GeV
Y a31
(31)
with p > 0. The subdominant right-handed neutrino mass is heavier than Y and its mass is
parametrised by

2 2p+2n1
X = A2n1 Y Aa31
(32)
3 1014 GeV
with
n 0 < p.
(33)
X
In LSD the heaviest right-handed neutrino mass is

which must be heavy enough to
satisfy the sequential condition, corresponding to the second inequality in Eq. (5)
c 2
|xy|
.
X
X
From Eqs. (15), (32), (34) we find

X
1 3 1014 GeV
(34)
(35)
X
cannot be (much) below the GUT scale

independently of p, n. Eq. (35) implies that
MU . As indicated earlier we shall assume X = MU which implies that there can be no
LFV effects arising from this right-handed neutrino. In order to ensure that X X by
comparing Eqs. (32) and (35) we also have the condition
p + n > 0.
(36)
368
The neutrino matrices in Eqs. (3), (4), in terms of the parametrisation in Eqs. (15), (30)
are summarised below for the case of LSD, after re-ordering them to put the heaviest righthanded neutrino in the third column, and the lightest (dominant) right-handed neutrino in
the first column,
2 2p
a31
0
0
LSD
2 2p+2n1
= 0
MRR
(37)
0 3 1014 GeV,
Aa31
0
0

a13 a31 p+m a12 a31 p+n
LSD
a22 a31 p+n ht ,
a23a31 p
YLR =
(38)
p
a31
ra22a31 p+n 1
where the blanks indicate entries which are irrelevant if X = MU . However, as we
mentioned previously, if X < MU such Yukawa couplings will again become important.
Note that n is a non-positive integer, and in realistic models it is nearly always negative so
that the Yukawa couplings in the first column are smaller than the Yukawas in the second
column. The advantage of this parametrisation is that it provides a unified parametrisation
of HSD and LSD, with n being positive for HSD, and negative or zero for LSD. In this
unified parametrisation the neutrino masses and mixing angles are still given by the same
formulas as in Eqs. (17), (19), independently of n, p, a31 .
In this case it is clear from Eq. (21) that , which corresponds to C32 , is now
much smaller and model dependent since it depends on the integers p, n,
MU
MU
2 2p 2
+ a22 a31
.
ht ln
(39)
X
Y
If n < 0 then, in the notation of Eq. (20), bc dominates over ef . Turning to e , which
corresponds to C21 , since n 0 while m 2 we have approximately
2 2 2p+2n 2
a31
ht ln
C32 = ra22
MU
(40)
X
so that, in the notation of Eq. (20), ab always dominates over de. By comparing Eq. (39)
to (40), we see that in all cases
2 2p+2n 2
ht ln
C21 = a12 a22 a31
MU
(41)
X
which leads to the LSD prediction that the branching fractions for and e
should be comparable, and are controlled by the value of p + n. We already saw in Eq. (36)
that X X requires p + n > 0. We shall see in the next section that the experimental
limit on e will require p + n 2. This implies that the rate for LSD
is suppressed relative to that for HSD by of order 8 or more, which effectively makes
unobservable in this case. In the case that X < MU and the 23 Yukawa coupling
were set equal to the 32 Yukawa coupling we would find
C32 C21 2p+2n h2t ln
MU
(42)
X
which would imply that the rate for LSD is suppressed relative to that for HSD by
of order 4 or more, which is still at least three orders of magnitude below current limits.
C32 p+n h2t ln
369
3. Numerical results
Our numerical results are based on the topdown global analysis of the CMSSM with
universal soft scalar mass m0 , soft gaugino mass M1/2 , soft trilinear mass A0 and the sign
of the Higgs superpotential mass parameter which we take to be positive as implied by
the recent muon anomalous magnetic moment measurement. In a standard notation [23] the
complete list of the input parameters varied at the unification scale MU 2 1016 GeV
(which itself is allowed to vary) contains the soft masses m0 , M1/2 , A0 , the unified gauge
coupling U , the deviation of the QCD gauge coupling 3 from U , 43 (3 U )/U ,
the deviation of the b, Yukawa couplings hb, from the (varying) top Yukawa coupling
ht , 4b, = (hb, ht )/ ht , and the five parameters of the neutrino sector Y , a12 , a22 , a23
and A defined earlier. The five neutrino parameters are only allowed to vary within 20
30% (see Eq. (15)) but typically good fits are obtained for values in the smaller range
10% which means that Y and the as stay close to 3 1014 GeV and 1, respectively.
r = a32 /a22 is held fixed in the analysis.3 isan input parameter at the low scale which
exp
we take as the MZ scale. The function 2 = (xiCMSSM xi )2 /i2 is evaluated based
on the following observables xi : , G , 3 (MZ ), Mt , mb (mb ), M , MZ , MW , ,
BR(b s ), aNEW and the neutrino mass differences and mixing angles of Eqs. (1)
and (2). The low-scale value of the bilinear parameter B is directly related to ratio of
Higgs vacuum expectation values tan and the latter is kept fixed in the analysis. Each
computed charged fermion mass includes the complete 1-loop SUSY threshold correction
and correct radiative electroweak symmetry breaking at one loop is required at all points
by adopting tight MZ and MW . A direct search limit is applied to the mass of each
unobserved particle including mh0 > 114 GeV. We shall present our results as contours
in the (m0 , M1/2 ) plane, for fixed tan , with A0 and || varying over the plane. More
details of the global analysis can be found in [23] and [24].4
The main constraint of the present study comes from the muon g 2. Based on [25,26]
we require the contribution from new physics to fit
(exp)
aNEW = a
aSM = (34 11) 1010.
(43)
The main focus of the analysis is neutrino masses and mixing angles which we fit to
the central atmospheric and LMA MSW values. 13 is predicted in terms of a ratio of
Yukawa couplings as discussed above and computed from the exact form of the MNS
matrix obtained at low energy. We emphasise that the neutrino parameter fit is within the
framework of SD, and in this framework it becomes possible to make direct connections
between LFV processes and specific Yukawa couplings, subject to the conditions discussed
in Sections 2.3 and 2.4. This would not be possible for example if the hierarchy resulted
from the tuning of parameters. It is also worth noting that we perform a careful RG analysis,
3 We study cases with r taking on different values as explained below.
4 We note that in the presented top-down analysis the first and second generation quark and charged lepton
masses and CKM elements are always fit very well in a separate minimisation with small first and second
generation Yukawa couplings as input at MU . The presence of the 3 3 Yukawa matrices Y u , Y d and diagonal Y e
renders the whole analysis more complete and consistent while, at the same time, the additional flavour structure
of Y u and Y d has no effect on the rest of the analysis.
370
Fig. 1. Results for the global analysis of HSD. We use the baseline parameters tan = 50, n = 2, r = 1,
a13 = 0. Panel (a) shows the 2 of the fit which is minimised for m0 M1/2 500 GeV. Panel (b) shows the
SUSY contribution to the anomalous magnetic moment of the muon.
adjusting the RG evolution below each right-handed neutrino mass threshold, and also
perform an exact one-loop calculation of lepton flavour violating processes. Thus we have
very accurate predictions for the and e experiments which is increasingly
important due to the experimental progress. We shall compare our results to the leading log
and mass insertion approximations described in the previous sections, and in some cases
find large discrepancies.
In Fig. 1 we show the results of a global analysis of the HSD model for tan = 50,
n = 2, r = 1, a13 = 0, and the parameters refer to the matrices in Eqs. (25), (26). This
choice of parameters we call the baseline parameter set. Fig. 1(a) shows the global 2
fit across the (m0 , M1/2 ) plane, with the best fit in the region m0 M1/2 500 GeV. The
fit deteriorates for large M1/2 and m0 because of the muon anomalous magnetic moment
which is shown in the panel (b) and for small M1/2 and small m0 because of b s . In
the first case the sparticles are too heavy to generate the observed discrepancy (43) while in
the latter case they are too light making the chargino contribution to the b s effective
amplitude too large.
In Fig. 2 we show the predictions of the HSD model with the baseline parameters for the
branching ratios of and e . As expected from Eqs. (27) and (28) the upper
panels show a large rate for (a) and (b) e close to the current limits. The
prediction for the large rate in panel (a) is quite a robust prediction of HSD [18].
As discussed later the predictions are expected to scale as tan2 . The e rate in
panel (b) is sensitive to the choice of n, which we have taken to be n = 2. This rate
can easily be enhanced by taking smaller n or suppressed by taking larger n, as is clear
from Eq. (28). In the lower panels of Fig. 2 we investigate the accuracy of the leading log
approximation (LLA) used to calculate the off-diagonal slepton masses in Eq. (11), with
the HSD coefficients in Eqs. (27), (28), as compared to the exact numerical calculation
371
Fig. 2. The upper panels show the predictions for the branching fraction for (a) and (b) e for HSD
using the same baseline parameters as in Fig. 1. The lower panels (c), (d) show the fractional error ij , defined
in the text, that would be made in calculating the off-diagonal slepton masses if the leading log approximation
had been used instead of the exact calculation.
used to generate our numerical results. We define the fractional error as follows:
ij
m2
m2(LLA)

L
L
ij
ij
m2
L
(44)
ij
Fig. 2(c) shows contours of 32 while panel (d) shows 21 , in each case giving a measure
of the error that would have been incurred had the LLA been used in calculating the rates
for and e . The rates shown in the upper panels were, of course, calculated
exactly without using the LLA approximation. The LLA can induce errors of up to 50%
for the lighter SUSY masses. Note that the errors double for the branching ratio.
The parameter dependence of BR( e ) in the HSD model is examined in Fig. 3,
where in each case we allow one or two parameters to change from the baseline parameter
set used in Figs. 1 and 2, in order to illustrate a particular effect. In Fig. 3(a), we
372
Fig. 3. Predictions for BR( e ) in HSD for alternative choices of parameters in this class of models. In
panel (a), we choose tan = 50, n = 4, r = 1, a13 = 0. In panel (b) we choose tan = 50, n = 2, r = 0,
a13 = 0, a22 = 0. In panel (c) we choose tan = 50, n = 4, r = 1, m = 3. In panel (d) we choose tan = 10,
n = 2, r = 1, a13 = 0.
suppress the subdominant Yukawa couplings by taking n = 4, leaving all the other baseline
parameters unchanged. As expected from Eq. (28), this has the effect of suppressing
BR( e ) by a relative factor of 8 2.5 107 compared to the previous result, which
approximately corresponds to what is observed by comparing Fig. 3(a) to Fig. 2(b). This
result demonstrates how sensitive BR( e ) is to the values of the subdominant Yukawa
couplings of order n , with the prospect that a measurement of this rate is equivalent to a
measurement of these Yukawa couplings parametrised by n. This is an exciting prospect
offered by the SD class of models, however this result is subject to the discussion below
Eq. (28), which we shall return after the following paragraph.
We now discuss the numerical importance of effects beyond the leading mass insertion
approximation. In Fig. 3(b) we set a22 = 0 with the other parameters as in the baseline set,
in particular a13 = 0. Having a22 = a13 = 0 should completely kill e according to
373
Eq. (28), however clearly it does not, since the rate in Fig. 3(b) is in fact larger than the
rate in Fig. 3(a) by three orders of magnitude! Clearly the mass insertion approximation,
on which our analytic expectations of the previous section, and all the results in [19] for
example, are based, is no longer reliable in the limit of a22 = a13 = 0. We note that having
a22 = a13 = 0 is completely reasonable from the SD point of view of neutrino masses and
mixing angles, and would correspond to some specific type of texture of the Fritzsch
type [27] for example. Although in this case C21 = 0, the values of C32 and C31 are nonzero, leading to off-diagonal 32 and 31 slepton masses, where according to Eq. (12) the 31
slepton mass must be arising from the ac product of Yukawa couplings which would be
suppressed by increasing n. A 21 flavour violation may be generated by a double mass
insertion involving both 32 and 31, and this results in the observed rate for e in
panel (b) of Fig. 3, although we calculate the rate exactly without relying on any mass
insertion methods at all as in [12,18], for example. We call this the 13 slepton effect.
We now consider the effects of the 13 Yukawa coupling which contribute to BR(
e ) according to the second term of Eq. (28). Such effects are illustrated in Fig. 3(c) where
we keep n = 4 as in panel (a), but now take a13 to be of order one, with the 13 Yukawa
coupling controlled by the value of m, which we take to be m = 3. Switching on the 13
Yukawa coupling in Fig. 3(c) results in a dramatic increase in BR( e ) compared to
Fig. 3(a). We call this the 13 Yukawa effect.
Fig. 3(d) shows BR( e ) in the HSD model where tan = 10 and the remaining
parameters take the baseline values. Comparing to the baseline contours in Fig. 1(b), it
is clear that the contours do not simply scale as tan2 . The reason is that || is fixed by
electroweak symmetry breaking, and also depends on tan , and this leads to the difference
in the two sets of contours. If || were held fixed then we would find the expected tan2
scaling of the rates. The figures illustrate the importance of the implicit || dependence for
differing values of tan , and warn against naively assuming a tan2 scaling of the results
in the (m0 , M1/2 ) plane.
In Fig. 4 we show the prediction of sin2 213 as a function of the ratio of subdominant
Yukawa couplings r = a32 /a22 for the HSD class of models, taking all the other parameters
equal to their baseline values, in particular a13 = 0. The qualitative variation of this angle
with r follows from Eq. (17) which shows that although the natural value of the angle 13
is set by the parameter , as r 1, 13 0, while maintaining tan 12 1. Numerically
we perform a global fit for three specific values of r and for each value we find a band of
values of sin2 213 corresponding to the variation in the values of the order one coefficients.
For r = 1 the value of sin2 213 is not exactly equal to zero, due to subleading effects
beyond the level of approximation of Eq. (17), but it does get very small. In general it
is fair to say that over most of the range of r the value of sin2 213 is below the current
CHOOZ limit of about 0.14 but for r > 0 it should be within the combined ICARUS and
OPERA expected 2009 limit of 0.03. However it is clear that for r < 0 a measurement of
sin2 213 would only be possible at JHF or a Neutrino Factory. Note that Fig. 4 assumes
a13 = 0, and the result is more complicated if this is not the case. We emphasise that for
a13 = 0 the rate for e is generally independent of the prediction for 13 , which
is clear analytically by comparing Eq. (17) to Eq. (28). The point is simply that C21 is
374
Fig. 4. The prediction of sin2 213 as a function of the ratio of subdominant Yukawa couplings r = a32 /a22 for
the HSD class of models. The remaining parameters are as in Fig. 1.
independent of a32 and hence r.5 We emphasise that 13 can be rather large while e
can be arbitrarily suppressed simply by increasing the value of n.
In Fig. 5 we show predictions of the LSD model for the branching ratios of
and e . The parameters used are tan = 50, p + n = 2, n = 1, r = 1, a13 = 0,
where the parameters refer to Eqs. (37), (38). As before, the remaining parameters A, aij
are allowed to vary over the range 0.71.3 (and again typically good fits are obtained for
values in the smaller range 0.91.1). The LSD prediction for BR( e ) in Fig. 5(b) is
comparable to that for the HSD model in Fig. 2(b). This is expected since the coefficient
C21 for the LSD model in Eq. (40) with p + n = 2 is of similar magnitude to the coefficient
C21 for the HSD model in Eq. (28) with n = 2. The new feature in the LSD model is that
the magnitude of BR( ) in Fig. 5(a) is now much smaller, and in fact is similar
to the magnitude of BR( e ) in Fig. 5(b), as predicted by Eq. (41). However, if we
had allowed X < MU then a larger, but still suppressed, prediction for following
from Eq. (42) would have been found. In any case the practical conclusion is the same: in
the foreseeable future is experimentally unobservable for the LSD case. However
e may be observable and is determined by the choice of p + n, which we have
taken to be p + n = 2. Fig. 5(c), (d) show the accuracy of the LLA for the LSD class of
models. As before the accuracy improves for larger SUSY masses but the error doubles in
the evaluation of the branching ratio.
5 In the finite 13 Yukawa case is given by a more complicated formula [8]. However, the experimental
13
limit on BR( e ) is a strong constraint in this case.
375
Fig. 5. The upper panels show the predictions for the branching fraction for (a) and (b) e for
the LSD class of models. The parameters used are tan = 50, p + n = 2, n = 1, r = 1, a13 = 0. The lower
panels (c), (d) show the fractional error ij , defined in the text, that would be made in calculating the off-diagonal
slepton masses if the leading log approximation had been used instead of the exact calculation.
Note that in the case of the LSD class of models the branching ratio for e can
easily be enhanced by taking smaller p + n or suppressed by taking larger p + n, as is
clear from Eq. (40). Thus, a measurement of this branching ratio gives a measurement of
the subleading Yukawa couplings of the second column, as in the HSD case. However,
unlike the HSD case, the LSD case is not sensitive to the 13 slepton effect and the 13
Yukawa effect in Fig. 3(b), (c). The effects beyond the leading mass insertion, due to a
double slepton mass insertion, and effects coming from the Yukawa coupling parametrised
by a31 , are both negligible for the LSD case. The reason that these effects were important
for the HSD case was due to the large, order unity, Yukawa coupling in the 23 position.
In the LSD case there are no large Yukawa couplings apart from that in the 33 position,
and hence such effects are not so important in this case. This means that in the LSD case,
the measurement of BR( e ) is more reliably related to a measurement of the Yukawa
couplings parametrised by p + n.
376
4. Summary
This paper has focused on models which satisfy the sequential dominance condition.
We have considered separately two broad classes of models, HSD and LSD, in which the
dominant right-handed neutrino is the heaviest or lightest one. Although specific examples
of models exist in the literature which satisfy either the HSD [21] or LSD [22] conditions,
we emphasise that the sequential dominance condition is simply equivalent to assuming
that a neutrino mass hierarchy is generated via the see-saw mechanism without finetuning in the leptonic sector, in the presence of large atmospheric and solar mixing angles.
Therefore our results in fact apply to a very large class of models, although some of our
specific results apply only in certain specific regions of parameter space.
We have presented approximate analytic results for neutrino masses and mixing angles,
and for off-diagonal slepton masses in the leading log approximation in each case, using a
new parametrisation of the matrices at the high energy scale. The parametrisation is very
useful in relating the neutrino and LFV observables and in interpreting the data in terms of
model parameters.
The numerical results, extracted from the best fits of the global topdown analysis,
demonstrate the validity (limited, at times) of the leading log and leading mass insertion
approximations used in the literature. We find that the magnitude of BR( ) provides
the main discriminator between the different classes of sequential dominance, with a large
rate not far below current limits predicted by HSD, and a much smaller rate predicted
by LSD. The observation of BR( e ), on the other hand, may determine the order
of the subdominant neutrino Yukawa couplings in the flavour basis in both the HSD and
LSD cases. However, due to the large 23 Yukawa coupling, the results for HSD may be
quite different from the leading log and leading mass insertion approximation predictions,
making the interpretation of BR( e ) in terms of underlying Yukawa couplings
more difficult, but still possible in principle. We have also shown that BR( e ) is
independent of 13 , but measurement of this angle may determine a ratio of subdominant
Yukawa couplings.
Ultimately one wants to use the observed neutrino data and constraints (or, if we are
lucky, positive results) from the measurements of the BR( ) and BR( e ) and
other LFV processes to construct models and discriminate among them. To this end our
study will serve as a framework for such topdown probes, and should help to establish:
(i) if a sequential dominance mechanism is at work in the neutrino sector; (ii) if so then
what type of dominance (HSD or LSD) is relevant; (iii) and then (subject to the exceptions
discussed in Section 3) the magnitude of the subleading neutrino Yukawa couplings in the
flavour basis.
We emphasise how, within the framework of sequential dominance, BR( ) and
BR( e ) have a direct interpretation in terms of the underlying Yukawa couplings. It
is worthwhile reiterating, however, that if there are additional sources of flavour violation,
as generically expected in string theory [28], then these effects will need to be disentangled
from the effects due to the RG running of the see-saw mechanism in the CMSSM discussed
here. Also for simplicity we have neglected the effects of phases in a first global analysis
of the CMSSM with a natural neutrino mass hierarchy, although our results demonstrate
377
that the sign of Yukawa couplings can play an important part in determining the mixing
angles.
Acknowledgements
S.F.K. would like to thank A.Ibarra for useful comments. T.B. and S.F.K. thank PPARC
and CERN for support for this work.
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Arbitrary spin representations in de Sitter from

dS/CFT with applications to dS supergravity
S. Deser a , A. Waldron b
a Physics Department, Brandeis University, Waltham, MA 02454, USA
b Department of Mathematics, University of California, Davis, CA 95616, USA
Abstract
We present a simple group representation analysis of massive, and particularly partially
massless, fields of arbitrary spin in de Sitter spaces of any dimension. The method uses bulk to
boundary propagators to relate these fields to Euclidean conformal ones at one dimension lower.
These results are then used to revisit an old question: can a consistent de Sitter supergravity be
constructed, at least within its intrinsic horizon?
PACS: 02.20.Qs; 04.62.+v; 04.65.+e
1. Introduction
In addition to (perhaps) being our macroscopic habitat [1], the conformally flat, constant
curvature, de Sitter (dS) space has long been a seminal laboratory for field theory in
curved backgrounds, being the simplest possible generalization of the Minkowski vacuum.
Indeed, dS effects on a spin-1/2 fields propagation were first studied seven decades
ago [2]. Ever since, systems of all spins and masses have been analyzed in both dS and
anti-de-Sitter (AdS), with obvious connections to string expansions. A particularly striking
effect, that of partial masslessness or partial gauge invariance, arising first at spin 2 [4,5],
was recently discussed by us in some detail [610] (see also [11,12]). The purpose of the
present work is twofold. First, we formalize the kinematics underlying these properties in
a group theoretic context, using a dS/CFT correspondence between dSn+1 and Euclidean
E-mail addresses: deser@brandeis.edu (S. Deser), wally@math.ucdavis.edu (A. Waldron).
doi:10.1016/S0550-3213(03)00348-1
380
S. Deser, A. Waldron / Nuclear Physics B 662 (2003) 379392
space Rn .1 This will exhibit the details of partial masslessness for all spin, in all dimensions
d = n + 1, as well as the ensuing propagation properties at these thresholds.2 Secondly, we
will use the above systematics to reassess the case for (and against) extending models of
cosmological supergravity from their natural AdS arena to dS. Before proceeding to details,
we immediately disclaim any global ambitions for dS: we will be working primarily on one
patch of the full dS, and there only within its intrinsic event horizon, this being the lamppost
under which the physics is (relatively) clear.
In Section 2, we review the description of dS as a coset and the corresponding algebra
as that of the Euclidean conformal group in one lower dimension. Section 3 illustrates our
method in the simplest case of scalar fields. We will relate fields in dSn+1 with conformal
ones on Rn by using an intertwiner, essentially establishing a dS/CFT correspondence in
terms of a proper time propagator. In Section 4, we generalize to bosons of arbitrary spin.
We next apply the above results to partially massless higher spin bosons, where discrete
ratios of (mass)2 to cosmological constant imply light cone propagation and (partial) gauge
invariances. In Section 6 we treat fermions in the a priori hostile dS context. Finally, in
Section 7, we revisit the old question of the extent, if any, to which a dS supergravity can
be viable, presenting the pros and cons in terms of our framework.
2. De Sitter space
The dSn+1 spacetime is the coset SO(n + 1, 1)/SO(n, 1) and is geometrically described
by the one sheeted hyperboloid3
n
i 2 n+1 2
2
Z + Z
Z M ZM = Z 0 +
= 1,
(1)
i=1
embedded in R(n+1,1) . The cosmological constant is positive in dS space and usually

enters Eq. (1) as n/ on the right-hand side. We will work in units = n throughout,
however.
The dS group SO(n + 1, 1) acts naturally on R(n+1,1) with generators
MMN = i(ZM N ZN M )
(2)
1 A detailed analysis of partially massless representations has previously been given by solving the Laplace
equation on spheres for higher spin harmonics and then analytically continuing these solutions to dS space [3].
Although this analysis has the advantage of applying to the entire dS space, it is rather complicated and the simple
interpretation of partially massless fields in terms of missing lower helicity states is obscured.
2 Note that the partial masslessness phenomenon occurs in AdS as well. In that case, however, only strictly
massless representations are unitary. The representation theory of these fields is much easier to understand, since
the algebra can be graded with respect to the generator of the SO(2) factor of the maximal compact subgroup of
the AdS isometry group. Partially massless representations are obtained by searching for null descendants. We
thank M. Vassiliev for pointing this out to us.
3 Our index conventions are M, N = 0, . . . , n + 1, raised and lowered by the Minkowski metric of the
((n + 1) + 1)-dimensional embedding space MN = diag(, +, , +)MN ; i, j = 1, . . . , n (also denoted by
vectors), covariant with respect to the SO(n) subgroup generated by Mij , raised and lowered by the Kronecker
delta.
381
obeying the Lie algebra

[MMN , MRS ] = iNR MMS iNS MMR + iMS MNR iMR MNS .
(3)
We will employ a coordinate system in which spatial sections are flat and therefore rewrite
this algebra in terms of
Pi Mi0 + Mn+1,i ,
D Mn+1,0 ,
Ki Mi0 Mn+1,i ,
(4)
and Mij so that

[Pi , Pj ] = 0,
[D, Pi ] = iPi ,
[Ki , Kj ] = 0,
[D, Mij ] = 0,
[Mij , Pk ] = i(Pi j k Pj ik ),
[D, Ki ] = iKi ,
[Mij , Kk ] = i(Ki j k Kj ik ),
[Pi , Kj ] = 2iij D + 2iMij .
(5)
The generators Mij satisfy the so(n) angular momentum Lie algebra, so identifying the
remaining generators Pi as momenta, D as dilations and Ki as conformal boosts, we see
that the algebra (5) generates the Euclidean conformal group in n dimensions. To make the
relation between the coset SO(n + 1, 1)/SO(n, 1) and hyperboloid (1) explicit, we begin
by introducing the matrix representation of the generators (4)
0
ei
0
0
0
1
0
0 ,
D=i 0
Pi = i eiT
0
eiT ,
1
0
0
0
ei
0
ei
0
0
T
0
eiT
Ki = i
(6)
ei
.
0
ei
0
(All entries of the n-dimensional vector ei vanish save for the ith slot which is unity.)
Now choose a standard vector XM = (0, . . . , 0, 1). Since this is the defining representation
of SO(n + 1, 1), the vector Z M = (gX)M satisfies the hyperboloid condition (1) for any
g SO(n + 1, 1) and in fact the entire dS space can be obtained this way. The stabilizer of
XM is the subgroup SO(n, 1) SO(n + 1, 1), therefore, dSn+1
= SO(n + 1, 1)/SO(n, 1).
Parameterizing coset elements as
g = exp(i P x) exp(iDt)
1 2
1 + 12 x 2
x

cosh t
2x
T
T
= x
I
x
0
1 2
1 2
sinh t
2 x

x
1 2 x
0
I
0
we find the embedding coordinates to be

1 t 2 t
1 t 2
M
M
Z = (gX) = sinh t + e x , e x , cosh t e x .
2
2
sinh t
0 ,
cosh t
(7)
(8)
382
The dS metric then follows:

ds 2 = dZ M MN dZ M = dt 2 + e2t d x 2 dx g dx .
While the parameterization of the coset (7) only spans one half,
hyperboloid, the physical region within the intrinsic horizon
0 > 1 + e2t x 2 = ,
(9)
Z n+1
>
Z0 ,
= (1, x i ),
of the
(10)
is covered by this coordinate patch.
3. Representing fields in de Sitter: scalars

We now use the simplest, scalar, fields in dSn+1 to illustrate the correspondence with
conformal fields on Rn based on an intertwiner for on-shell dS field representations.4
A scalar field in a gravitational background is described by the action

1
n1
n+1
2
R m ,
S=
(11)
x g D D
d
2
4n
and yields a conformally improved scalar at m2 = 0. For the constant curvature dS
background with metric (9), the scalar curvature R = n(n + 1). The action is then
invariant under the isometries of dSn+1 (for any value of the mass m) whose action on
the coordinates x = (t, x i ) may be deduced by examining the transformation of the
embedding coordinates Z M in (8) generated by the matrices (6). This yields symmetry
transformations of (x) generated by
iPi = i ,
d

iD = + x ,
dt
iMij = xi j xj i ,

d

iKi = 2xi + x + e2t + x 2 i .
dt
(12)
(13)
(14)
(15)
We can also read off the 12 (n + 1)(n + 2) Killing vectors of dSn+1 from the Lie derivatives
above. In particular iD = , where = (1, x i ) is the timelike Killing vector within
the horizon. Observe that the horizon condition (10) is invariant under the action of D.
The representation (12)(15) acting on off-shell fields (x) is not reducible, as
evidenced by the quadratic Casimir
1
C2 MMN M NM
2
1
1
= D 2 + (Pi Ki + Ki Pi ) Mij M ij
2
2
2
d
d
= 2 n + e2t 2 .
dt
dt
4 See also [13] for a discussion of the AdS/CFT correspondence in terms of free field intertwiners.
(16)
383
Incidentally, the quartic Casimir5 vanishes for the scalar representation,

C4 MMN M NO MOP M P M + 2C22 (n 2)(n 3)C2 = 0.
(17)
The operator C2 in (16) is precisely the LaplaceBeltrami operator D D on dSn+1 , so we

obtain an irreducible representation by solving the field equation

1 2
2
D D (n 1) m = 0.
(18)
4
To this end, we expand in spatial Fourier modes

t) + c.c., k |k|,

(x) = d n x ei kx a(k,
and must now solve

d2
d
1
t) = 0.
2 n e2t k 2 (n2 1) m2 a(k,
dt
4
dt
(19)
(20)
This is Bessels equation in the conformal time 6 variable u = exp(t) for the function
un/2 a(k, t). Hence, we may express a(k, t) in terms of a Hankel function
fk (t; )a(k),

t) = k e 2 nt H (ket )a(k)
a(k,
1
(21)
with index

1
m2 .
(22)
4
Since the Hankel function is just a plane wave (multiplied by a slowly varying timedependent amplitude) for index = 1/2, conformally improved scalars (m2 = 0) propagate
on the light cone.
so we now study the
On-shell scalar fields are labeled by the arbitrary function a(k),
irreducible representation of the dS group acting on these functions induced by the original
representation in terms of isometries of dSn+1 . In mathematical terms, we want to study
the intertwiner

+ c.c.
(x) = d n x fk (t; ) ei kx a(k)
(23)
=
between the isometry representation on functions (x) and the irreducible representation

on functions a(k).
The first step is the intertwining spatial Fourier transform which replaces x i i/ki
and /x i iki (maintaining the ordering). Denoting the resulting generators obtained
from (12) to (15) this way by tildes, we have the useful identities

n
i fk (t; ) = 0.

iK
i Dfk (t; ) =
(24)
fk (t; ),
2
5 For dS , the quartic Casimir is just the square of a (five-dimensional) PauliLubanski vector W =
M
4
*MNRST M NR M ST .
6 The metric ds 2 = u2 (du2 + d x2 ) is then manifestly conformally Minkowskian.
384
(dropping the irksome tildes)

Therefore, we get a very simple action on functions a(k)
iPi = iki ,
(25)
n
iD = k
+ ,
2
k
iMij = ki j kj i ,
k
n
iKi = 2i k
iki
+
.
i
k
k 2
k k
(26)
(27)
(28)
Performing an inverse spatial Fourier transform, ki i/y i and /ki iy i

intertwines to the usual representation of the Euclidean conformal group acting on scalars
in n dimensions
iPi = i ,
(29)
y
iD = y
(30)
+ ,
y
iMij = yi j yj i ,
(31)
y
y

+ + y 2 i .
iKi = 2yi y
(32)
y
y
This is precisely the action of the conformal group acting on scalars (quasi-primaries) of
conformal weight

n
1
m2 .
= +
(33)
2
4
The intertwiner is given by

y ) + c.c.
(x ) = d n k ei kx fk (t; ) d n y ei ky (
(34)
The field (
y ) is a quasi-primary of weight . The k integral can be performed by
employing the integral representation of the Hankel function
k
1
i
H (uk) = e 2 i

k2
1
d
iu
+
exp
.
+1
2
(35)
We find
(x ) =
d n y (
x y, t)(
y ).
(36)
Here

(
x y, t) = N
d
n
2 +1

i
u2 + (
exp
x y)2
2u
(37)
385
is the Schwinger proper time parametrization of the bulk to boundary propagator from
conformal time u = 0 to u = exp(t) (up to some overall normalization N ). Therefore,
the intertwiner (34) exactly realizes the dS/CFT correspondence of [14].
We end this section by noting that the quadratic Casimir for the conformal representation (32) is
1
C2 = ( n) = (n2 1) + m2 ,
(38)
4
which agrees with the one imposed by the field equation (20). The quartic Casimir invariant
vanishes also in the conformal representation, as it should for scalars.
4. Representing arbitrary spin bosons

A massive bosonic spin s field in dS space can be described by a completely symmetric7
tensor 1 ...s subject to the field equation and constraints

D D 2n + 4 + (n 5)s + s 2 m2 1 ...s = 0 = D.2 ...s =

.
3 ...s
(39)
For generic values of the mass m, 1 ...s describes the
(n, s)
(n + 2s 2)(n + s 3)!
s!(n 2)!
(40)
degrees of freedom of a spin s symmetric field in n + 1 dimensions. The mass parameter8

is defined so that the theory is strictly massless for m2 = 0 with a gauge invariance9
1 ...s = (1 2 ...s )
(subject to
3 ...s
(41)
= 0). The degree of freedom count is then
(n, s) (n, s 1) =
(n + 2s 3)(n + s 4)!
.
s!(n 3)!
(42)
Actions may be written down for these free theories, both massive and massless; see [8,11]
for details. The dS isometries act on off-shell fields 1 ...s as
iPi 1 ...s = i 1 ...s ,
(43)
7 We concentrate on completely symmetric higher spin representations. See [15,16] for a discussion of higher
spins for other tensor symmetries. It is also worth noting that to obtain the simple field equation and constraints
in (39) from an action for spins s 5/2, it is necessary to introduce auxiliary fields. They play, however, no role
in the representation theoretic analysis given here.
8 For scalars, there is no gauge invariance, but one often chooses m2 such that vanishing mass yields a
conformally improved scalar in general backgrounds as we did in Section 3. It is a peculiarity of four dimensions
that the choice of mass parameter required for gauge invariance of spins s 1 also yields the conformally
improved scalar when continued to s = 0.
9 For example, the massive spin-1 field equation G = (D 2 n m2 ) D D. obeys a Bianchi identity
D.G = 0 at m2 = 0, as is easily verified using [D , D ] = 2g[ ] in dS.
386
d
j
iD1 ...s = + x 1 ...s + s(1 2 ...s )j ,
dt
iMij 1 ...s = (xi j xj i )1 ...s si(1 ... s )j + sj (1 ... s )i ,

2t

d
2

+ x i 1 ...s
iKi 1 ...s = 2xi + x + e
dt
0
+ 2si(1 2 ...s )0 + 2se2t (
2si(1 2 ...s )j xj
1 2 ...s )i

+ sxj i(1 ... s )j j (1 ... s )i .
(44)
(45)
(46)
It is tedious but not difficult to solve the field equations in the frame (9) and then
construct the higher spin bulk to boundary propagator

s
1 ...s = d n y (
(47)
x y, t)i11...i
...s Vi1 ...is .
The higher spin boundary fields Vi1 ...is are totally symmetric and traceless in n dimensions
and transform under the conformal algebra as
iPi V(s) = i V(s),
(48)
iDi V(s) = (y i i + s )V(s),
(49)
iMij V(s) = (yi j yj i ) Sij V(s) ,

iKi V(s) = 2iyi D + i y2 Pi V(s) + yj Sij V(s) .
(50)
(51)
Here V(s) is shorthand for Vi1 ...is and the intrinsic spin operator Sij acts as
Sij Vi1 ...is =
s
Vi1 ...i1 ii+1 ...is j i (i j ).
(52)
=1
The weight s is computed by examining the quadratic Casimir of this representation

C2 = s (s n) s(s + n 2).
(53)
For higher spins, the quadratic Casimir and Laplacian are no longer equal; instead, a simple
computation reveals (see [17,18]) that

D D 1 ...s = C2 + s(s + n 1) 1 ...s .
(54)
Comparing (53), (54) and (39) relates the mass parameter m2 and weight s ,
m2 = s (s n) + (s 2)(s 2 + n).
Our next task is to find the values of
m2
(55)
making fields massless or partially massless.
5. Partially massless bosons

We have assembled all the relevant machinery to provide a very simple description
of partially massless bosons in dSn+1 in terms of representations of the n-dimensional
conformal group.10
10 These representations have been studied in a conformal field theory context in [1922].
387
We recall that the physical polarizations of a strictly massless field satisfy

.V(s1) i Vii2 ...is = 0
(56)
thanks to the gauge invariance (41) which projects out all but the maximal helicity s
excitations.11 A field obeying (56) has the correct degree of freedom count, as given in (42),
for a strictly massless field.
For partially massless fields, gauge invariances of the form
1 ...s = D(1 Dt t+1 ...s ) +
(57)
imply that the requirement (56) is relaxed and replaced by

i1 it Vi1 ...is = 0
(t s).
(58)
We call such a field partially massless of depth t. This amounts to projecting out all
helicities save (s, . . . , t + 1) and gives (n, s) (n, s t) degrees of freedom.
The subalgebra of translations, dilations and rotations leaves the condition (58)
invariant. However, conformal boosts do not, unless one tunes the conformal weights s
appropriately. To obtain these tunings we study
i1 it Ki Vi1 ...is = 0,
(59)
for depth t partially massless polarizations V(s) subject to (58). It is a simple combinatorics
problem to compute the (unique) value of s as a function of the depth t such that the
condition (59) holds. We state the result below. The main idea is conveyed by the simplest
non-trivial example, spin 2.
For a spin-2 field Vij Vj i = 0 = Vii , the conformal boost acts as

iKi Vj k = i 2yi D + y2 Pi Vj k + 4y(j Vk)i i(j yl Vk)l .
(60)
The field Vij is strictly massless whenever
i Vij = 0,
(61)
so we test whether this condition is respected by conformal boosts by computing

k Ki Vj k = 2i(s n)Vij .
(62)
Here we have relied on the divergence constraint (61). Hence we find the strictly massless
tuning
s = n.
(63)
Using this relation as well as s = 2 in (55) gives

= 0, the correct tuning for a strictly
massless spin-2 boson.
To study partially massless spin 2, we replace the single divergence condition (61) by
the double divergence one
m2
i j Vij = 0.
(64)
11 Helicity in dimensions n > 3 can be defined in terms of P 2 (* i1 ...in P M

2
i1 i2 i3 ) . Strictly speaking, in the
discussion above, we should refer to the absolute value of the helicity.
388
Now we must compute

j k Ki Vj k = 4i(s n + 1) j Vij ,
(65)
where we used (64) but not (61). Therefore, we obtain the partially massless spin-2 tuning
s = n 1.
(66)
It is also clear that the partially massless representation is irreducible. One might have
thought it to be a direct sum of spin-2 and spin-1 strictly massless representations.
However, since the tunings (63) and (66) differ, the strictly massless spin-2 field
components satisfying (61) mix with the remaining ones when s = n.
We calculate the tunings for arbitrary spin in the same way by imposing (58) and
computing
i1 it Ki Vi1 ...is = 2it (s n s + t + 1) i2 it Vii2 ...is .
(67)
The tunings are, therefore,

s = n + s t 1.
(68)
Inserting the tuning condition (68) in the dS massconformal weight relation (55) yields
the mass conditions for depth t partial masslessness
m2 = (t 1)(2s 3 + n t).
(69)
Firstly note that for depth t = 1, i.e., strictly massless fields, the mass parameter m2 = 0.
Also when n = 3, the result agrees with the one conjectured in [6] on the basis of requiring
light cone propagation for partially massless fields.
6. Fermion representations
There is no fundamental difficulty in adapting the above bosonic manipulations to
fermions, only tedium. Rather than performing the computation we note that a massive
spin s + 1/2 fermionic field satisfies
(D
/ + m)1 ...s = 0 = D.2 ...s = .2 ...s .
(70)
Here 1 ...s is a completely symmetric tensor-spinor. With the above choice of the
parameter m, strict masslessness occurs at12
2
n
2
m = s+ 2 .
(71)
2
12 Again, this criterion applies to masslessness imposed by a gauge invariance and is valid for spins s 3/2. In
four dimensions, coincidentally, it yields m2 = 0 for s = 1/2, the same value required for a conformally improved
spinor.
389
Accounting for this offset, we find partially massless tunings for fermions at
2
n
2
m = st + 1 ,
(72)
2
in precise agreement with the result of [6] for dS4 . Recalling that the cosmological constant
is reinstated by multiplying the right-hand side of (72) by /n, we note (as observed
in [9]), that fermionic tunings are satisfied for real values of m only for < 0, i.e., in
AdS space. The parameter m (not its square) appears in the action, for these theories. For
the choice of square root m = +i(s t + n/2 1), the action for partially (and strictly)
massless dS fermionic fields no longer obeys a reality condition, but is invariant under
a formal gauge invariance. This property is the root cause of the difficulty defining dS
supergravities, the topic of the next section.
7. De Sitter supergravity revisited

Our considerations thus far have led us to the following picture (illustrated in Fig. 1)
of particles in (A)dS backgrounds. Partially massless fields, of either statistics, are always
unitary in dS, while in AdS only strictly massless ones are. From Fig. 1, this behavior
is understood by turning on a cosmological constant of either sign and following its
effect on the signs of lower helicity state norms. A sequence of unitary partially massless
fields is only encountered when starting from Minkowski space ( = 0) and first turning
on a positive cosmological constant. The bad news, however, is that partially massless
de Sitter fermions require tunings with negative m2 as already noted in cosmological
supergravity [2325]. This led to the rejection of (see especially [26]) dS supergravity
as a consistent local QFT, a rejection bolstered later by the difficulties in defining string
theory on dS backgrounds (see, for example, [27]).
Let us first present the reasons for rejection in terms of the present analysis, followed
by such mitigating circumstances as we can muster for keeping the possibility in play. For
concreteness, we deal primarily here with N = 1 supergravity in four dimensions.
Fig. 1. Cosmological phase diagrams for partially massless Bose and Fermi fields depicting strictly massless
and maximal depth partially massless tunings. All other lines with partially massless gauge invariances appear
between these.
390
Although (formally) locally supersymmetric actions exist, the mass parameter appear
ing in the term m g must be pure imaginary for lightcone propagation.
Therefore, the action of dS supergravity does not obey a reality condition.
The associated local supersymmetry transformations = (D + 12 m ), being
complex, cannot preserve Majorana conditions on fields. For N = 2 supersymmetry, a
symplectic reality condition is possible, but the locally supersymmetric action is either
still complex or the Maxwell fields kinetic term has tachyonic sign [26].
Another way to see that there can be no real supercharges is that the N = 1 dS
superalgebra ought be the d = 5, N = 1 super-Lorentz algebra, but there are no
Majorana spinors in d = 5 Minkowski space.
Because dS4 has topology S 3 R, gauge charges (being surface integrals) vanish since
there are no spatial boundaries [27]. This argument is of a different nature from the
previous ones as it involves the global considerations which we have chosen to ignore.
Finally, even for the N = 2 case, where a dS superalgebra exists, there are no positive
mass, unitary representations [26]. Unlike the praiseworthy AdS algebra, our maximal
compact subalgebra has no SO(2) factor whose generator could define a positive mass
Hamiltonian. Again this is a global issue.
Let us now present the arguments in favor of dS supergravity:
While the tuned dS supergravity mass
m2 = /3
(73)
is indeed negative, there are precedents for consistent theories with negative m2 , for
example, scalars in AdS for which a range of such values can be tolerated [28,29]
essentially because the lowest eigenvalue of the Laplacian has a positive offset there.
Fig. 1 shows that fermions mirror this behavior in dS.
Despite an imaginary mass-like term in the action, at least the free field representations
are unitary. For unitarity of spin-3/2 representations, the relevant quantity is m2 3,
not m2 alone. In addition, the linearized equations of motion for physical spin 2,
helicity 2 and its proposed spin 3/2, helicity 3/2 superpartner degrees of freedom
are identical

d2
d
3
+ u2 2 +
*2 = 0,
Spin 2:
u2 2 u
(74)
du
4
du

2
d
3
2 d
2 2
u
*3/2 = 0.
Spin 3/2:
u
(75)
+u +
du
4
du2
Here we have employed the frame ds 2 = u2 (du2 + d x 2 ); a detailed derivation may
be found in [6].
In dS space positivity of energy is possible only for localized excitations within
the horizon (10). Only this region of dS possesses a timelike Killing vector. dS
gravity is therefore stable against local excitations within the physical region [30].13
13 The same conclusion applies also to partially massless dS fields, see [7].
391
Observations of supernovae suggest that we inhabit an asymptotically dS universe [1].

Although dS quantum gravity is problematic, nobody would reject cosmological
Einstein gravity as an effective description of local physics within the physical region.
This looser criterion is all we should require of a sensible dS supergravity.
As stated, any local supersymmetry is purely formal in the absence of d = 4 + 1
Majorana spinors (even the fermionic field equation above is not consistent with
a reality condition on ). In any case, a bona fide N = 1 dS superalgebra with
Majorana super charge, would imply a global positive energy theorem from {Q, Q}
H , which is already ruled out at the level of dS gravity. Instead, we could envisage
relaxing the Majorana condition and allowing only a formal local supersymmetry.
A direct Hamiltonian constraint analysis still shows that only helicities 3/2
propagate. Also there are other examples where the Majorana condition must be
dropped, but nonetheless a formal supersymmetry yields the desired Ward identities:
continuation to Euclidean space is a familiar case [3136].
The summary in favor of dS supergravity is then that the free field limit is unitary with
time evolution governed by the Hermitean generator D = iM40 subject to a positive energy
conditionwithin the physical region inside the Killing horizon. A formal supersymmetry,
similar to that remaining when Euclideanizing supersymmetric Minkowski models,
suffices to show that amplitudes obey supersymmetric Ward identities.
8. Conclusions
Our work has consisted of two parts, one unambiguously correct, the other more
speculative, or better, open-ended. The first, demonstrable, one was devoted to a simple
formulation of generic spin massive models in arbitrary dimensional dS, one that was
particularly relevant to hierarchies of partial massive higher spins. Use of a dS/CFT
correspondence between the fields and their (boundary) Euclidean limits in one lower
dimension was an important ingredient in the process, and our conclusions established and
generalized to arbitrary dimensions our original conjectures in this respect. In particular,
we have provided an explicit realization of the suggestion of [12], that an AdS/CFT
correspondence for partially massless fields should be considered in dS, rather than AdS
where these fields are not unitary. Of course the most pressing question now is whether this
new perspective yields any insight on the much harder problem of interactions for partially
massless fields.
Our second aim was to review the arguments, pro and con, concerning existence, albeit
in a restrictive sense, of N = 1 dS supergravity. The arguments against are well known,
revolving about the need for an imaginary spin-3/2 mass parameter and correspondingly
imaginary term in its action, all in addition to the generic problems inherited from the
intrinsic horizon of dS. But imaginarity in turn implies that the local SUSY is purely
formal and the supercharges are not Hermitean. The arguments in favor accept, but try to
turn, these manifest difficulties into harmless ones. Whatever their force, they do have on
their side the fact that we may well be living inside the horizon of some asymptotically dS
world, one in which supersymmetric physics should have a place.
392
Acknowledgements
It is a pleasure to thank B. Pioline, R. Stanton and M. Vasiliev for discussions.
A.W. thanks Brandeis University and the Max Planck Institut fr Mathematik Bonn for
hospitality. This work was supported in part by NSF grants PHY99-73935 and PHY0140365.
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Hard scattering in the M-theory dual

for the QCD string
Richard C. Brower a , Chung-I Tan b
a Physics Department, Boston University, Boston, MA 02215, USA
b Physics Department, Brown University, Providence, RI 02912, USA
Received 2 December 2002; received in revised form 8 April 2003; accepted 9 April 2003
Abstract
Conventional superstring amplitudes in flat space exhibits exponential fall off at wide angle in
contrast to the power law behavior found in QCD. It has recently been argued by Polchinski and
Strassler [hep-th/0109174] that this conflict can be resolved via String/Gauge duality. They carried
out their analysis in terms of strings in a deformed AdS5 background. On the other hand, an equally
valid approach to the String/Gauge duality for 4d QCD is based on M-theory in a specific black
hole deformation of AdS7 S 4 . We show that a very natural extension to this phenomenologically
interesting M-theory background also gives the correct hard scattering power laws. In the Regge limit
we extend the analysis to show the co-existence of both the hard BFKL-like pomeron and the soft
pomeron Regge pole.
PACS: 11.25.Mj; 11.10.Jj
1. Introduction
It is generally acknowledged that t Hoofts 1/Nc expansion [2] for QCD perturbation
theory should map order by order onto the topological expansion for some kind of QCD
string. Assuming confinement, the spectrum for the leading term at infinite N must
consist of an infinite sequence of stable glueballs (e.g., closed string excitations) and the
general form of unitarity corrections at higher genus as well as non-perturbative effects,
such as instantons, skirmeons, have been studied extensively. However, until recently with
HET-1311: This work was supported in part by the Department of Energy under Contracts Nos. DE-FG0291ER40676 and DE-FG02-91ER40688.
E-mail address: tan@het.brown.edu (C-I Tan).
doi:10.1016/S0550-3213(03)00312-2
394
R.C. Brower, C-I Tan / Nuclear Physics B 662 (2003) 393405
Maldacenas explicit examples of String/Gauge duality [3], any direct relationship between
a QCD string and the fundamental superstring was missing.
Most problematic for such a relationship is the stark contrast between the exponentially
soft properties of superstrings scattering at high energies (in flat space) and the requirement
from the leading large N diagrams of QCD of hard partonic behavior at short distance.
Thus the super string appears to be in conflict with a large number of QCD phenomena
related to asymptotic freedom, scaling in deep inelastic scattering, power law fall-off of
form factors and wide angle scattering to name a few. However in a most interesting
paper, Polchinski and Strassler [1] may have begun to resolve this fundamental difficulty.
They have suggested a mechanism for hard wide angle string scattering in the context of
String/Gauge duality and this has been extended by Polchinski and Susskind [4] to show
how form factors for strings may also exhibit power law behavior at large Q2 .
They argue that as strings move in the extra (radial) direction, they exhibit both soft (IR)
and hard (UV) aspects by appearing to the YangMills observers as alternately fat and
thin, respectively. In particular, Polchinski and Strassler consider glueball scattering in
the dual description of IIB strings scattering in an AdS5 X5 background with a suitable
IR cut-off (or deformation) in the warped radial coordinate. They then relate the power
counting rules of Brodsky et al. [5] for wide angle scattering and form factors directly to
the conformal scaling of the glueball wave functions in the UV. However, there is another
approach to 4d QCD, based of M-theory (or IIA strings in an AdS7 S 4 black hole [6]),
which to date yields the most concrete results for QCD glueballs masses [7]. Since the
conformal scaling in AdS7 is different from the AdS5 analysis, there is a question on how
this scenario can also agree with the parton counting rules for QCD4 .
Here we show that if proper account is taken of the mapping that relates the membrane
in 11d M-theory to the 10d IIA string theory, new scaling factors for the effective string
parameters result which correct conformal scaling powers to again reproduce the parton
result. While this result is certainly expected on the basis of String/Gauge duality, it is
useful to check it and to understand how it comes about. Section 2 explains how the parton
scaling for glueball operators in AdS5 (IIB string) and in AdS7 (M-theory) are reconciled.
In Section 3 the full form for the wide angle scattering amplitude in M-theory is derived
and the cross sections are compared with the weak coupling parton [5] and the strong
coupling AdS5 [1] results. In Section 4 we consider Regge behavior in the near-forward
limit in order to clarify the relation between hard BFKL pomeron [8] and the soft pomeron
responsible for the Reggeized glueball exchange process at large N . We end in Section 5
with a brief comment on issues related to the high energy Froissart bound.
2. Wide angle glueball scattering in the M-theory

In QCD wide angle scattering exhibits a power law fall-off in energy up to small
logarithmic corrections due to asymptotic freedom. For example, the 22 glueball
amplitude scales as

4n
Aqcd (s, t) qcd
(1)
p
395
at large p = s and fixed t/s. The power is determined by n = i ni , where ni is the

number of partons for the external bound state or more precisely lowest twist i = di si
for the interpolating fields. Here we focus on this power behavior for each external line to
explain how M-theory (or AdS7 /gauge duality) manages in the end to give the same power
as that found earlier by Polchinski and Strassler [1] for AdS5 String/Gauge duality for
QCD4 , postponing to the next section the full derivation of the scattering cross section.
The essential observations in Ref. [1] are as follows. Glueball scattering amplitudes in
the gravity description are given by the product of wave functions, i (r, X) exp[ixi pi ] for
each external leg and a local string scattering amplitude A(pi , r, X) in the bulk gravity
theory. They take the bulk metric to be AdS5 X5 ,
ds 2 =
r2
R2 2
dx
dx
+
dr + R 2 dsX
,
R2
r2
(2)
2 denoting an additional 5 compact dimensions. R is the AdS radius. By

with dsX
introducing an IR cut-off (r > rmin ) the string states (aka glueballs) are discrete and
massive. In a plane wave state (exp[ixp]) at fixed external momentum p, the proper
distance (s
(r/R)x) is red shifted in the IR (small r). Alternatively one may view
the local scattering to take place with an anti-red-shifted effective momentum,
ps (r) =
R
p.
r
(3)

At high string momentum (ls ps > 1) relative to the string scale, ls = s , wide angle
scattering is indeed exponentially suppressed because of the Hagedorn-like spectrum of
soft modes at high energy. Consequently the wide angle scattering of the external glueballs
is negligible except in a small region in the IR,

r > rscat = s Rp,
(4)
that shrinks as a function of momentum. The dominant contribution to the wide angle
scattering therefore scales due to UV boundary condition on the wave function. This
scaling rule is set by the conformal weight of the corresponding gauge operator dual to
the string state.
(i)
i (rscat ) (rscat /rmin )4

s Rp/rmin
(i)
4

qcd
p
(i)
4
(5)
(i)
For AdS5 , the conformal dimension 4 is equivalent to the twist n(i) required by
correspondence to the power law fall-off for hard parton scattering. Thus it is a
consequence of String/Gauge duality that the color singlet string description encodes the
gauge theory parton constituent rule. The final step in Eq. (5), converting to the hadronic
string scale, comes from the relation

qcd
(R/rmin )2 s .
(6)
The 2nd power in R/rmin reflects the stabilization of minimal area at the IR cut-off for a
world sheet spanning the Wilson loop.
396
How does this work in M-theory? One begins in M-theory with an 11d black hole
deformation of AdS7 S 4 ,
ds 2 =
1 2
r2
R2
dx
dx
+
/r 6
dr + R 2 dsY2 ,
1 rmin
2
2
R
r
(7)
which is essentially the same form as AdS5 X5 except for an explicit IR cut-off and
an extra 6, instead of 5, compact coordinates. Again we treat wide angle scattering as
a local event in the bulk with the same red-shift factor rescaling to the local scattering
momenta, ps (r) = (R/r)p, as before. However, this alone would lead to the wrong parton
scaling for hard scattering cross sections, because the AdS7 asymptotic form for glueball
(i)
wave functions, i (r)

Ci (r/rmin )6 , are not the same as conformal power for AdS5
(e.g., a scalar glueball has 6 = 6 instead of 4 = 4). To avoid this consequence, one
must realize that from an M-theory perspective, strings are a consequence of membranes
wrapping the 11th dimension and that in AdS7 this 11th dimension is warped just like
11 (r) = (r/R)R11 . To account
another spatial coordinate (x ) with the proper size radius: R
for this effect one must introduce local values for the effective string length and coupling
constant:

R 3
r3 3 3
lp /R11 and gs2 (r) = 3 R11
/ lp .
ls2 (r) =
(8)
r
R
(Our convention is to scale thelocal variable relative to the value at the AdS radius, so that
gs (R) = gs and ls (R) = ls = s at r = R.) This additional deformation is precisely what
is required.1
The new definition of the scattering region at wide angles,

1/2
r > rscat = ls (rscat )Rp = s R 2/3 rscat p,
(9)
leads to
(i)
i (r) (rscat /rmin )6

s p

3 /R 3
rmin
2 (i)
3

qcd
2 (i)
3
(10)
for each external line. For example, for the 0++ scalar glueball corresponding to
interpolating YM operator Tr[F 2 ], the factor of 2/3 exactly compensates for the shift in
the conformal dimension from 4 = 4 for AdS5 to 6 = 6 for AdS7 as it should to give the
parton results, ni = 2(i)
6 /3. This time, in converting to the hadronic scale in Eq. (10), we

must realize the relationship of qcd
to the string scale is

(R/rmin )3 s ,
qcd
(11)
which differs from the AdS5 string relation (6). The 3rd power is a consequence of the fact
that in M-theory the area law for the Wilson loop really comes from a minimal volume
for a wrapped membrane world volume stabilized at r
rmin rather than a minimal world
1 An alternative approach is to go directly to 10d IIA string theory in the string frame. Here one sees a rescaling
by r 3/2 for the local momenta, which is equivalent to the rescaling of ls (r)ps (r) in our 11d approach. We have
found this correspondence less intuitive.
397
surface area for a string. In summary the requisite adjustment is essentially a multiplicative
factor of 2/3 reflecting the difference between scattering strings with 2d world sheets by
membranes with 3d world volumes.
3. Scattering amplitude
We now look at the full scattering amplitude in more detail for the M-theory
construction. Here we need the precise form AdS7 S 4 black hole metric,
ds 2 =
R2
1 2
r2
2
6
+ 2 1 rmin
dx
dx
+
dx
/r 6
dr
11
R2
r

r2
1
6
+ 2 1 rmin
/r 6 d 2 + R 2 d 2 42 ,
4
R
(12)
where 12 R d4 are coordinates for S 4 with 1/2 the AdS radius (R), dx11 on an S 1
circle with radius R11 and d on a thermal S 1 circle ( + ). After these
compactification, the boundary (2, 0) CFT for AdS7 reduces to 5d YangMills theory at
finite temperature, 1 . Assuming antiperiodic boundary condition in , all conformal
and SUSY symmetries are broken with 1 setting the scale for glueball masses in
(strong coupling) 4d QCD. (The requirement that the horizon is a coordinate singularity
fixes = (2/3)(R 2 /rmin ).)
The 2-to-m glueball scattering amplitude T (pi ) in a gravity-dual description, is
expressed in terms of the bulk scattering amplitudes A(pi , ri , Yi ) for the plane wave
glueball states j (r, Y ) exp[ixj pj ] associated with each external line:

T (pi ) =
(13)
dj j (rj , Yj )A(p1 , r1 , Y1 , . . . , pm+2 , rm+2 , Ym+2 ).
j
The transverse volume element in the bulk is

d =
R11

dr
dx11 d d g,
rmin
with g = r 5 /(16R). At wide angle we approximate the scattering by a local form

factor A(pi ) which is exponentially suppressed for momentum large with respect to the
local string scale. Thus we can approximate the scattering amplitude by
R11
T (pi ) =
R

dr r 5 A(pi )
rmin
m+2

i (r),
(14)
i=1
in the region where there is appreciable wide angle scattering,

3
ls (r)p s (r) O(1) or r 3 rscat
R 3 s p2 .
(15)
Obviously one would like to be able to justify this approximation with more detailed
calculations.
398
The membrane scattering amplitude at large r is a constant which by dimensional

analysis can only be a power of lp ,
(D2)m
2
A = Z0 lp
1
.
lp2
(16)
9/2
Each of the m additional external legs carries a factor lp = R11 gs s 2 , consistent with
the scattering of 10d strings. In flat space we know that the reduction from 11d M-theory
to 10d strings requires an additional factor Z0 = lp2 / ls2 . In AdS7 the local conformal factor
is

20 (r)
,
lp2 / ls2 (r) exp
3
which takes you to the string frame. For glueball scattering this factor is characterized by
its value at rGB rmin , where the glueball wave functions have their largest support,
2

N N 2/3 .
Z0 = lp2 / ls2 (rmin ) = gYM
(17)
The standard normalization condition in 11d fixes the parametric dependence of the
normalization constant in the asymptotic behavior of the glueball wave functions, i (r)
(i)
4 = R (R 3 )3 .
C(rscat /rmin )6 , to be C 2 = R11 Rrmin
11
Thus assembling all factors, the contribution from the large r region is

(m+2)/2

T (p) = Z0 R11 /Rlp11 lp9 C 2

dr r
rmin
r
6
,
(18)
rscat

(i)
where 6 m+2
i=1 6 , and the r-integration region has also been restricted to rscat < r.
After performing the integral the result is
m2
qcd
( 2 6 4)

3
p
,
T (pi ) =
(19)
qcd
Nm
. As we mentioned above for scalar
expressed entirely in terms of the hadronic scale qcd
2
glueballs 3 6 = 4, the number of constituent partons in the lowest dimension interpolating
fields (e.g., Tr[F 2 ]), in general this is the twist i . We have checked explicitly that
this works for all the tensor and vector glueball states identified in strong coupling in
Brower et al. [7].
One must make use of the general formula for conformal dimensions,
(p)
d = d/2 + (d/2)2 + m2 p, for tensor fields in AdSd+1 to check that the rescaling
of the exponent by 2/3 from AdS5 to AdS7 is a general feature.
Note that the first two factors correctly reproduce the leading N behavior, N m , and the
proper dimensional dependence, m+2 . Note we never needed the explicit expression for
. In the strong coupling limit the actual value is
the qcd
1
27 2
(20)
g N2 ,
32 2 YM
2
where we have use the definition of the YangMills coupling gYM
= gs ls and the
3
3
expression for the R = Nlp at large N .

qcd
399
3.1. Comparison with AdS5 and QCD parton cross sections

It is interesting to compare the resulting M-theory fixed-angle differential cross sections
with that from AdS5 as well as that from lowest order perturbative QCD. Consider a 2-to-m
process, p1 + p2 p3 + + pm+2 , in the high energy fixed-angle limit. In the CM
frame,
order
s and all
with s (p1 + p2 )2 , all components of particle momenta are of the
ratios pi pj /s are fixed. For each particle in the final state, let xi = Ei / s and denote the
direction of its three-momentum by i . Due to overall energymomentum conservation,
we only need to consider independent variables {xi , i }, i = 3, . . . , m + 1. The resulting
differential cross section can be written as 2m d /dxi di
s m3 |T |2 .
For QCD hard scattering in lowest order perturbation theory, this cross section is given
by

2
2
2
N)m gYM Nqcd ni 1
pi pj (gYM
1
2m
f
(21)
,
s
s
s
N 2m
i
where f can, in principle, be calculated. This serves as the Born term which will be
modified when asymptotic freedom is taken into account. The corresponding AdS5 cross
section for AdS5 at strong coupling is

( g 2 N )m g 2 N 2 ni 1
pi pj
1
YM
YM
qcd
2m
f
(22)
s
s
s
N 2m
i
while for M-theory our result can be expressed as

ni 1
pi pj
1
1
1
2m
f
.
s
s
s
N 2m
qcd
(23)
The latter two strong coupling results have the same power law term if we make use of the
appropriate expression for the QCD string tension at strong coupling,
1

qcd
2
1/2 2
gYM
N
qcd , for AdS5 IIB strings,
1
2
gYM
N2qcd ,

qcd
for AdS7 M-theory.
2 N for AdS5 and AdS7 need not agree with each

Of course the explicit dependence on gYM
other or with weak coupling QCD due to non-universal artifacts at strong coupling. Each
of them can be converted into the perturbative result by the following substitution rules,
2
1/2
2
N gYM
N
, for AdS5 ,
gYM
2
m
gYM N 1,
for AdS7 ,
. It was noted in
after is expressed in terms of the appropriate expression for qcd
Ref. [1] that the substitution rule for AdS5 works in several instances comparing strong
and weak coupling results. We find it interesting that the AdS7 cross section is naturally
400
expressed entirely in term of the fundamental string tension for QCD. With dimensional
transmutation this is also true of QCD itself at large N . Perhaps this is also more general.
These results can also be interpreted probabilistically. The cross section is given by the
product of a probability Pm+2 of finding all partons within each hadron in a transverse area
of order A 1/s and an elementary Rutherford cross section 0 ,
2m = Pm+2 0 .

s)(ni 1) . The
In all three cases, the probability Pm+2 is given geometrically as i (1/qcd
Rutherford cross section, in additional to a factor of N 2m , is again geometrical, 0
p p
(C/s)f ( i s j )N 2m . Only the non-universal prefactor distinguishes the three cases: for
2 N)m , (g 2 N)m/2 and 1, respectively.
QCD, AdS5 and AdS7 the prefactors are C = (gYM
YM
4. Near-forward scattering and Regge behavior
High energy hadron phenomenology has revealed that, in the near-forward limit, the
elastic scattering amplitude contains both hard and soft components [9]. Based on
1 , contribution to high
a perturbative QCD analysis, valid in the limit s |t| qcd
energy hadronic total cross section from hard collisions can be evaluated, leading to
a hard pomeron exchange, the celebrated BFKL pomeron [8]. On the other hand,
phenomenological analysis, supported by large-N QCD string picture, demonstrates that
scattering at large impact parameter is dominated by the exchange of a soft pomeron
Regge pole. The key distinguishing feature is their Regge slopes. The slope for the hard
pomeron is small; it is in fact a fixed branch point in the complex angular momentum plane
if the running in QCD coupling is not taken into account. In contrast, the soft pomeron is
a factorizable Regge pole, having a normal hadronic slope with its first Regge recurrence
at the 2++ tensor glueball. (Experimentally, one has P 0.2 0.3 GeV2 for the soft
pomeron.) We shall demonstrate next that both these components emerge naturally in our
gravity-dual description for the leading large-N contribution to QCD.
To be specific, consider the 2-to-2 scattering, p1 + p2 p3 + p4 , with Mandelstam
variables s (p1 + p2 )2 and t (p3 p1 )2 in the Regge limit s at t fixed. The
assumption of a single local scattering, Eq. (14), leads to T (s, t) = rmin dr K(r)A(s, t, r),
where A is a local four-point amplitude, and K(r) r 5 1 (r)2 (r)3 (r)4 (r), up to a
constant. Converting to local string parameters, amplitude A(s, t, r) depends only on
s s (r) and s t(r), which in the Regge limit becomes

T (s, t) =
dr K(r)(t )(s s )2+s t,
(24)
rmin
with t-channel trajectory,

s (t ) = 2 + s t.
(25)
and t(r) = (R/r)3 t.

The local Mandelstam invariants are defined by s(r) =
The 3rd power can be understood from our earlier discussion by noting that s s (r) =
(R/r)3 s
401
ls2 (r)(p 1 (r) + p 2 (r))2 . For AdS5 only the momentum is rescaled, leading to 2 power
of (R/r). Note that the Regge slope is s and its intercept, s (0) = 2, would normally
correspond at t = 0 to a spin-2 graviton exchange. However, due to the confinement
mechanism giving rise to glueball masses, this intercept is shifted lower so that the
trajectory intercept in less than 2. (More on this point shortly.)
Since t is in the interval [(R/rmin )3 t, 0], one finds that T (s, t) in the Regge limit is
given by a linear superposition of power-behavior in s averaged over the radial coordinate,
i.e., a cut in the J -plane. In the near-forward limit where |t| is small the cut is localized
near j = 2 with the high energy behavior approximated by
T (s, t) f (t)s s (t ) ,
(26)
where s (t )
s (0) = 2. The precise result for the leading high energy behavior can be
found by a saddle-point analysis or equivalently by studying the Mellin transform to the
J -plane,

T (j, t) =
rmin
rmin
dr K(r)
r
(j +1)
(t(r))
.
j 2 + s (R/r)3 )t
(27)
For t = 0, there is a pair of branch points due to end-point pinching. From the upper
limit, one finds a branch point located at j = 2. The large r (UV) behavior for the product
of wave functions leads to T (j, t) f (t)(j 2) , where = /3 2 > 0. From the
lower limit (IR), since wave functions are 0(1), one finds a logarithmic branch point at
j = 2 + s (R/rmin )3 t.
For t < 0, the leading asymptotic behavior at infinite s comes from the UV region
near the AdS boundary, T (s, t) f (t)s s (0) /(log s) +1 , as in the case of the fixed-angle
scattering. So it should also be identified with hard gluon effects and therefore represents
the physics of the BFKL hard pomeron. Moreover, due to the local approximation in the
bulk AdS string scattering, this does not lead to a factorizable t-channel exchange, another
feature of the BFKL pomeron. To properly isolate the hard processes one should introduce
a cutoff, rh , where rh rmin . The Born term of the BFKL hard pomeron in a gravitydual description therefore corresponds to the branch cut in the interval close to j = 2,
[2 +s (R/rh )3 t, 2]. Exactly at t = 0, these two branch points coincide and the hard process
is give by pole, T (j, 0)
1/(j 2). For small t
0, the branch cut acts effectively as a
single pole, with a small effective slope:

(0) (R/rh )3 s = (rmin /rh )3 qcd
qcd
.
BFKL
(28)
Exchanging a BFKL-pomeron naturally leads to a diffraction peak for the elastic

differential cross section. Going to the coordinate space, one finds, for a hard process,
the transverse size is given by
2

(rmin /rh )3 qcd
X
(29)
log s + constant.
If the cutoff, rh , which characterizes a hard process, increases with s, e.g., rh3 log s or
faster, transverse spread would stop. In the language of a recent study by Polchinski and
Susskind, [4] this corresponds to thin string fluctuation.
402
Having identified the hard pomeron, the question remains: where is the soft pomeron?
At moderate values of s we may imagine that the dominate scattering occurs in the IR
region where the glueball wave-function are large. Thus in Eq. (24), a large contribution
comes for the integrand with rGB
rmin ,

T (s, t) A(s, t, rGB ) (qcd
s)
t
2+qcd
/ log s,
(30)
s.
s s (rmin , s) = qcd
where we have made use of the fact that

The effective Regge slope is
typical of a soft pomeron. Of course this is a rough characterization. Actually the integral
does not yield a pure pole (i.e., power behavior), but more important it does not even
factorize in the t-channel because of our local scattering approximation. In reality we know
that at large N , there is a infinite spectrum of stable glueballs that propagate on shell and
on average gives the cut in the s-plane, (s)P (t ) . In the old language of dual models, this
is dual to the t-channel Regge pole. Again by continuing to integer J these are on shell
modes. All of this contradicts a local scattering picture for point like object in bulk AdS.
One needs much more powerful methods to find the on-shell string spectrum to really
understand these issues completely. Nonetheless consistent with the known spectrum of
glueballs at strong coupling we can anticipate that the IR-region must give a factorizable
Regge pole contribution,

s)P (t ) ,
T (s, t) A(s, t, rmin ) (qcd
(31)
where

P (t) = P (0) + qcd
t.
(32)

of this Regge trajectory is qcd
and the first physical particle lying
2
a tensor glueball, i.e., P (mT ) = 2. For elastic scattering, this Regge
Note that the slope

on this trajectory is
trajectory should be identified with the soft pomeron. That is a pomeron at t = 0 which is
. From
a pole with slope renormalized from the string scale to a hadronic scale: s qcd
the diffraction peak for the elastic differential cross section, one finds that the transverse
size increases as
2

qcd
log s + constant.
X
(33)
It is interesting to note that this divergence in hadron size, in the infinite s limit,
corresponds precisely to the divergent transverse size in a string picture recently
considered by Polchinski and Susskind. For the form factor this divergence must be
removed by fluctuations into the thin string (UV) regime to avoid the traditional disaster of
an infinite rms radius for hadronic form factors in the string description.
A rigorous treatment of the Regge behavior in the leading large-N approximation
should give a modified four-point function (or Veneziano amplitude) with both soft and
hard pomerons combined. The J -plane of the improved Veneziano amplitude must have
contributions from scattering through configurations involving both thin and fat strings [4].
This is consistent with a partonic picture for which it has been suggested in the past
that these contributions can serve as Born terms of an iterative sum, leading to a
single pomeron which captures the physics of both hard scattering at short-distance
as well as infrared physics of confinement at large distance [9]. On the other hand,
403
phenomenologically it appears that for current accelerator energies it is sufficient to treat

these contributions additively. Nevertheless, it is a major challenge to be able to really
understand these effects entirely within the color singlet formulations of perturbative string
field theory.
5. Discussion
Let us conclude with some comments on the nature of pomeron as well as some
speculative remarks on the constraint of unitarity beyond the topological string expansion.
Since the 1/N expansion is a perturbative solution to unitarity, at any finite order it needs
not obey the non-linear unitarity bounds. It has been noted that the naive power law fall
off for the wide angle 2-to-m cross sections [5] of the parton model saturates, but does not
violate, the unitarity bound. However, in the Regge limit, our calculation gives both hard
and soft pomeron contributions with a common intercept greater than one,
total Cs ,
for P (0) = 1 + in contradiction to the Froissart bound, total C(log s)2 asymptotically. Indeed this picture is supported experimentally by power law with an intercept,
P (0) = 1 + , where
0.08, while at presently available energies (e.g., pp scattering
up to TeV range) the cross sections are still an order of magnitude smaller than the absolute
unitarity bound.
From the large N perspective this power appears to be controlled by low energy
dynamics, i.e., by the requirement that the trajectory interpolates the lightest tensor
glueball, P (m2T ) = 2. We have previously pointed out [7], if one assumes a linear
trajectory and the strong coupling approximation to the tensor glueball mass, one obtains

4
,
= P (0) 1
1 0.66 2
gYM N

2 N ) in a deformed AdS5 background [1,10]. In both cases,
in contrast to = 1O(1/ gYM
pomeron can be interpreted as confined graviton, with P (0) < 2. If one also accepts fits
to the empirical value of , this relation is consistent with the lattice estimate of the bare
coupling constant at the weak to strong crossover. Thus a crude matching between weak
and strong coupling seems to make sense [7].
More importantly, with > 0, pomeron-like power behavior leads to violation of elastic
unitarity for partial wave amplitudes. Traditionally one imagines restoring unitarity at
high energies via an s-channel iterations such as the eikonal mechanism which requires
summing higher genus contributions to all orders. In such a scheme, a disk-like picture
emerges, with an effective hadronic radius

log s,
Reff qcd
obeying the Froissart bound.
404
More recently, Giddings [11] has also addressed the issue of unitarity violations at much
higher energies where non-perturbative string interactions must be taken into account, e.g.,
the effect of black hole production. Curiously the production cross section for a single black
hole leads to a cross section increasing with s as a power, = 1/(D 3). With D > 4, this
is consistent with our bound, P (0) 2. Giddings goes on to unitarize this perturbative
black hole result to saturate the Froissart bound. It is then interesting to raise the question
of whether the pomeron intercept is constrained by a matching condition to the black hole
production and what is the Gauge correspondence for this unitarization mechanism.
Much more can be said concerning scattering in the near-forward limit [9,12] but we
shall defer that to a future publication. In summary, in spite of these insights on high energy
processes for a QCD string, a deeper microscopic understanding of these issues in terms of
String/Gauge duality is lacking. In particular, as emphasized in a recent paper [10], scaling
in the deep inelastic limit requires a much more explicit connection to individual partons.
Here these simple QCD-like models lead to structure functions but the scaling laws for the
cross sections fail by powers relative to QCD. The recent analysis of the Penrose limit of
AdS5 S 5 type IIB string theory dual to N = 4 SUSY YangMills by Berenstein et al. [13]
and high J configurations by Gubser et al. [14] are promising developments that one may
hope will lead to a rigorous derivation the String/Gauge duality for the partonic properties
in this context.
Acknowledgement
We thank A. Jevicki, D. Lowe, and M. Schvellinger for discussions and comments.
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Earlier references include: C. Cski, H. Ooguri, Y. Oz, J. Terning, Glueball mass spectrum from supergravity,
JHEP 9901 (1999) 017, hep-th/9806021;
R. De Mello Koch, A. Jevicki, M. Mihailescu, J. Nunes, Evaluation of glueball masses from supergravity,
Phys. Rev. D 58 (1998) 105009, hep-th/9806125;
See also: N.R. Constable, R.C. Myers, JHEP 9910 (1999) 037, hep-th/9908175;
A. Hashimoto, Y. Oz, Nucl. Phys. B 548 (1999) 167, hep-th/9809106.
[8] L.N. Lipatov, Sov. J. Nucl. Phys. 23 (1976) 642;
L.N. Lipatov, Small-x physics in perturbative QCD, hep-ph/9610276, and references therein.
[9] E. Levin, C-I Tan, in: Proc. of XXII ISMD, 1992, hep-ph/9302308;
And see also, J.R. Forshaw, D.A. Ross, Chromodynamics and the Pomeron, Cambridge Univ. Press,
Cambridge, 1997.
405
[10] J. Polchinski, M. Strassler, Deep inelastic scattering and gauge/string duality, hep-th/0209211.
[11] S.B. Giddings, High energy QCD scattering, the shape of gravity on an IR brane, and the Froissart bound,
hep-th/0203004.
[12] See also R.A. Janik, R. Peschanski, Nucl. Phys. B 565 (2000) 193, hep-th/9907177;
A. Gorsky, I.I. Kogan, G.P. Korchemsky, hep-th/0204183;
M. Rho, S.J. Sin, I. Zahed, Phys. Lett. B 466 (1999) 199, hep-th/9907177;
H. Boshi-Filho, N.R. Braga, hep-th/0207071.
[13] D. Berenstein, J. Maldacena, H. Nastase, hep-th/0202021.
[14] S.S. Gubser, I.R. Klebanov, A.M. Polyakov, hep-th/0204051.

Erratum
Erratum to: Processes with a t-channel singularity

in the physical region: finite beam sizes make cross
sections finite
[Nucl. Phys. B 483 (1997) 67]
K. Melnikov a , V.G. Serbo b
a Institut fr Physik, Universitt Mainz, D-55099 Mainz, Germany
b Novosibirsk State University, 630090 Novosibirsk, Russia
Received 7 April 2003
The + W production cross-section given in Eq. (46) is not correct. The correct
expression is larger by a factor of two:

(W )
xs M 2 .
M
This affects the normalization of the non-standard cross-section, increasing it by the
same factor of two. As a consequence, Eq. (47), Fig. 3 and the estimate of the number of
neutrinos after Eq. (47) is modified accordingly.
We are grateful to C. Dams and R. Kleiss for correspondence that helped to uncover this
error.
= 24 2
PII of original article: S0550-3213(96)00558-5.

E-mail address: kirill@phys.hawaii.edu (K. Melnikov).
doi:10.1016/S0550-3213(03)00336-5
Nuclear Physics B 662 [PM] (2003) 413446

Type A N -fold supersymmetry and generalized

BenderDunne polynomials
Toshiaki Tanaka 1
Department of Physics, Graduate School of Science, Osaka University, Toyonaka, Osaka 560-0043, Japan
Received 24 December 2002; accepted 15 April 2003
Abstract
We derive the necessary and sufficient condition for type A N -fold supersymmetry by direct
calculation of the intertwining relation and show the complete equivalence between this analytic
construction and the sl(2) construction based on quasi-solvability. An intimate relation between
the pair of algebraic Hamiltonians is found. The classification problem on type A N -fold
supersymmetric models is investigated by considering the invariance of both the Hamiltonians
and N -fold supercharge under the GL(2, K) transformation. We generalize the BenderDunne
polynomials to all the type A N -fold supersymmetric models without requiring the normalizability
of the solvable sector. Although there is a case where weak orthogonality of them is not guaranteed,
this fact does not cause any difficulty on the generalization. It is shown that the anti-commutator
of the type A N -fold supercharges is expressed as the critical polynomial of them in the
original Hamiltonian, from which we establish the complete type A N -fold superalgebra. A novel
interpretation of the critical polynomials in view of polynomial invariants is given.
PACS: 02.10.De; 03.65.Fd; 11.30.Na; 11.30.Pb
Keywords: Quantum mechanics; Quasi-solvability; N -fold supersymmetry; Intertwining relation;
BenderDunne polynomials; Polynomial invariants
1. Introduction
The concept of symmetry has played a central role in modern theoretical physics.
A discovery of a new symmetry enlarges our ability and possibility to describe new
E-mail address: totanaka@yukawa.kyoto-u.ac.jp (T. Tanaka).
1 Present address: Yukawa Institute for Theoretical Physics, Kyoto University, Kyoto 606-8502, Japan.
doi:10.1016/S0550-3213(03)00341-9
414
T. Tanaka / Nuclear Physics B 662 [PM] (2003) 413446
phenomena both in the physical nature and in mathematical models. Conversely, it may
be almost certain that there is an underlying symmetry if a system under consideration
exhibits a significant property that is not shared in the generic cases. Actually, N -fold
supersymmetry was discovered from the observation of the disappearance of the leading
divergence of the perturbation series for the specific energy levels of a quantum mechanical
model at the particular values of a parameter involved in the model [1]. This symmetry is
a generalization of the ordinary supersymmetry in one-dimensional quantum mechanics
[2,3] and is characterized by N th order derivative supercharges. Similar generalizations
were found and investigated in various different contexts [418]. A generalization to N th
order derivative supercharges for all N is, however, difficult and most of the investigations
by the other authors were limited to the cases of the second-order generalization and to
the cases constructed by the factorization method. Recently, we found another N -fold
supersymmetric model [19] and further found general forms of an N -fold supersymmetric
family which we have called type A [20]. On the other hand, several quasi-solvable
models [21,22] were found to have N -fold supersymmetry in Refs. [2326] in addition
to those reported in Refs. [1,19]. Then, it was proved in generic way [27] that N -fold
supersymmetry is essentially equivalent to quasi-solvability. Furthermore, it was also
proved [28] that the type A N -fold supersymmetric models are essentially equivalent
to the quasi-solvable models constructed by sl(2) generators [29]. Dynamical properties
of the N -fold supersymmetric models were discussed in Ref. [27] and investigated for
a couple of models in Ref. [31]. The non-perturbative analyses carried out in Ref. [31]
together with those in Ref. [1] revealed several significant properties that the type A
N -fold supersymmetric models share. Especially, we clarified the important role of
the normalizability of the solvable sector, which is crucial for the dynamical N -fold
supersymmetry breaking but has rarely discussed by the other authors. Furthermore, it
was argued that N -fold supersymmetry is not only sufficient but may also be necessary
for the existence of convergent perturbation series. Up to now, most of the quasisolvable one-dimensional quantum mechanical systems belong to the sl(2) quasi-solvable
models. Several new findings have been reported in connection with them. One of the
examples is the new orthogonal polynomials firstly found by Bender and Dunne [32].
The idea was soon generalized to all the sl(2) quasi-exactly solvable models [33,34].
Furthermore, several realistic physical systems have been found, which can be reduced
to one-dimensional quasi-solvable models [24,3544].
In this article, we will report the general aspects of type A N -fold supersymmetry,
most of which remain unsolved yet. In Ref. [28], it was discussed that, in view of the
sl(2) construction of type A N -fold supersymmetry, the condition for type A N -fold
supersymmetry derived in Ref. [20] provides only a sufficient but not necessary conditions.
On the other hand, only one of the pair of the type A Hamiltonians was investigated
in Ref. [28] and relations between the pair in view of the sl(2) structure have not been
known. In other words, the equivalence between the analytic construction in Ref. [20] and
the algebraic one in Ref. [28] has not been established. Another problem to be solved
is the classification problem. In Ref. [30], we attempted to classify the type A N -fold
supersymmetric models by considering the invariance under the linear transformations
but found to be incomplete. Later we found that the complete classification of the sl(2)
quasi-solvable models was already achieved in Refs. [45,46] by the consideration of more
415
extensive GL(2, R) transformations. Therefore, we have recognized that the complete

classification of the type A models should be done by investigating the invariance of both
the Hamiltonians and N -fold supercharge under the GL(2, R) transformations. Lastly, the
structure of the anti-commutator of the type A N -fold supercharges, which we have called
mother Hamiltonian, has not been investigated yet at all and thus we have not established
the complete type A N -fold superalgebra. We will give the complete answers to the above
problems in this article.
The article is organized as follows. In the next section, we give a brief review on the
definition and the general properties of N -fold supersymmetry needed in this article. In
Section 3, we define type A N -fold supersymmetry and give two different approaches,
namely, analytic and algebraic approaches to construct the type A N -fold supersymmetric
models. The classification problem is discussed in Section 4. By considering the invariance
property of both the Hamiltonians and N -fold supercharge, we obtain the complete answer
to the problem. In Section 5, we investigate 2-fold supersymmetry with an emphasis on the
uniqueness of supercharges and the polynomiality of the 2-fold superalgebras. A novel
feature of weak quasi-solvability defined in Section 2 is discussed. In Section 6, we
first show the polynomiality of the type A N -fold superalgebras. Then, by a suitable
generalization of the original idea of the BenderDunne polynomials to all the type A
N -fold supersymmetric models, we show that the anti-commutators of the type A N -fold
supercharges are expressed as the critical polynomials of the generalized BenderDunne
polynomials. We claim that both the normalizability of the solvable sector and the
weak orthogonality of the polynomials do not play essential roles on the generalization.
A novel interpretation of the critical polynomials is given in view of polynomial invariants.
Interesting future problems are discussed in the final section. In Appendix A, we
summarize the results of the invariant theory of polynomial systems needed in this article.
2. N -fold supersymmetry
2.1. Definition
We start with defining N -fold supersymmetry in one-dimensional quantum mechanics.
Let us introduce a bosonic coordinate q and fermionic coordinates and satisfying,

{, } = , = 0,
(2.1)
, = 1.
Hamiltonian HN is given by,
+
HN = HN
+ HN
,
(2.2)
are ordinary scalar Hamiltonians:

where HN
HN
= p 2 + VN
(q),
2
(2.3)
with p = id/dq. N -fold supercharges QN and QN are introduced by,
,
QN = PN
QN = PN ,
(2.4)
416
where PN is given by a polynomial of N th degree in p:

PN = pN + wN 1 (q)pN 1 + + w1 (q)p + w0 (q),
(2.5)
that is, PN is an N th-order linear differential operator. Then, the system (2.2) is defined
to be N -fold supersymmetric if the following algebra holds:

{QN , QN } = QN , QN = 0,

[QN , HN ] = QN , HN = 0.
(2.6)
(2.7)
The former relation is trivial due to Eq. (2.1) while the latter is equivalent to the following
intertwining relations:
+
PN HN
HN
PN = 0,
+

PN
HN
HN
PN = 0.
(2.8)
Therefore, the relation (2.8) gives the condition for the system HN to be N -fold
supersymmetric. From the definition, it is evident that N -fold supersymmetry reduces to
the ordinary supersymmetry [2,3] when N = 1.
2.2. Quasi-solvability
The N -fold supersymmetric models defined above have several significant properties
similar to those of the ordinary supersymmetric models [27]. One of the most notable ones
is quasi-solvability [21,22]. A linear differential operator H of a single variable q is said
to be quasi-solvable if it preserves a finite-dimensional functional space VN whose basis
admits an explicit analytic form:
H VN VN ,

dim VN = n(N ) < , VN = span 1 (q), . . . , n(N ) (q) .
(2.9)
An immediate consequence of the above definition of quasi-solvability is that, since we

can calculate finite-dimensional matrix elements Sk,l defined by,
H k =
n(
N)

Sk,l l

k = 1, . . . , n(N ) ,
(2.10)
l=1
we can diagonalize the operator H and obtain the spectra of it in the space VN , at least,
algebraically. Furthermore, if the space VN is a subspace of a Hilbert space L2 (S) (S R)
on which the operator H is naturally defined, the solvable spectra and the corresponding
vectors of VN give the exact eigenvalues and eigenfunctions of H , respectively. In this
case, the operator H is said to be quasi-exactly solvable. The role of the normalizability
of the solvable sector is investigated in view of dynamical properties in Refs. [1,31].
To construct a quasi-solvable model, it is convenient to introduce an N th-order linear
differential operator P and define the vector space VN as,
VN = ker P .
(2.11)
417
Now, it is easy to see that an operator H is quasi-solvable with the solvable sector (2.11) if
the following quasi-solvability condition holds [20]:
P H VN = 0.
(2.12)
This formulation enables us to clarify the relation between quasi-solvability and N -fold
supersymmetry. Indeed, it can be easily shown that all the quasi-solvable models satisfying
+
Eq. (2.12) are N -fold supersymmetric if we set PN = P , HN
= H , and HN
=

H + iwN 1 , where wN 1 is defined in Eq. (2.5). The converse is also true. From
the intertwining relations (2.8), we find that all the N -fold supersymmetric systems
+
are quasi-solvable: the quasi-solvability condition (2.12) holds for H = HN
(HN
) and
P = PN (PN ), respectively. Therefore, if we define,

= ker PN = span n : n = 1, . . . , N ,
VN
(2.13a)

+
VN
(2.13b)
= ker PN = span n+ : n = 1, . . . , N ,

we have HN
VN VN
and the following Schrdinger equations on the subspaces VN
:

k =
HN
N

S
k,l l = Ek k
(k = 1, . . . , N ).
(2.14)
l=1
The spectra E are determined from the characteristic equations for the matrices S :

det M
(2.15)
= 0,
M
N E
N () = 2 I S .
We should note that, for a given operator P , we cannot always obtain analytic solutions
of Eq. (2.11). Therefore, quasi-solvability formulated from Eqs. (2.11) and (2.12) is less
restrictive than the one defined by Eq. (2.9). In the situation where this difference is
crucial, we may be better to call the less restrictive case weakly quasi-solvable. With
this terminology, we say more correctly that N -fold supersymmetry is equivalent to weak
quasi-solvability. In Section 5, we will discuss weak quasi-solvability again.
2.3. Mother Hamiltonian
In the ordinary supersymmetry, the anti-commutator of the supercharges corresponds
to the Hamiltonian. However, it is not the case in N -fold supersymmetry. This is because
{QN , QN } is now a 2N th-order differential operator. The half of the anti-commutator is
called mother Hamiltonian and is denoted by HN :

1
QN , QN .
(2.16)
2
An immediate consequence of the above definition is that the mother Hamiltonian always
commutes with the N -fold supercharges, that is, it is N -fold supersymmetric:

[QN , HN ] = QN , HN = 0.
(2.17)
HN =
418
Furthermore, if the original Hamiltonian HN is N -fold supersymmetric, the mother

Hamiltonian also commutes with HN due to the relation (2.7):
[HN , HN ] = 0.
(2.18)
From the above relations, it is expected that the mother Hamiltonian HN has an intimate
relation with the original Hamiltonian HN . Indeed, it was shown [27] that, if the N -fold
+
= HN
, HN is expressed
supercharges QN and QN are uniquely determined and HN
as the characteristic polynomial of N th degree for S appeared in Eq. (2.15) with the
argument replaced by HN :
HN =
1
1
det M+
(HN ) = det M
N
N (HN ).
2
2
(2.19)
3. Type A N -fold supersymmetric models

In contrast to the ordinary supersymmetric quantum mechanics, the construction of
an N -fold supersymmetric model is a non-trivial problem. In the case of ordinary
supersymmetry, the mother Hamiltonian (2.16) defined by the anti-commutator of the
supercharges is a desirable Schrdinger operator of the form (2.2) and thus can be
identified as a supersymmetric Hamiltonian due to the relation (2.17). In the case of 2-fold
supersymmetry, the condition (2.8) can be completely solved and thus the most general
form of the 2-fold supersymmetric Hamiltonian and the 2-fold supercharge have been
known [5,6,27]. However, we can hardly solve the condition (2.8) for N 3 in general.
Nevertheless, we have found a special case where the condition (2.8) can be solved for
arbitrary N . We have called this case type A [20]. The type A N -fold supercharge is defined
as the following special form of N th-order linear differential operator:
PN =
(N
1)/2
p iW (q) + ikE(q)
k=(N 1)/2

N 3
N 1
E(q) p iW (q) + i
E(q)
= p iW (q) + i
2
2

N 1
N 3
E(q) p iW (q) i
E(q) .
p iW (q) i
2
2
(3.1)

(q),
In the above definition, we note that E(q) and W (q) correspond to E(q)
and W
respectively, in the previous articles [20,27,28,30]. We will use tildes for another particular
purpose (see Eqs. (3.3) and below) and thus we do not follow the old notation anymore.
A system (2.2) is said to be type A N -fold supersymmetric if the condition (2.8) is fulfilled
with this type A N -fold supercharge. There are two ways to construct a type A model,
namely, analytic and algebraic constructions. The former is to solve the intertwining
relation (2.8) directly while the latter is to solve the quasi-solvability condition (2.12). In
the following sections, we will first show the analytic construction and next the algebraic
one.
419
3.1. Analytic construction

The condition for type A N -fold supersymmetry was firstly investigated with the
aid of induction in Ref. [20]. Later, it was reexamined in the context of the algebraic
construction [28]. Then, it has turned out that the set of the conditions derived in Ref. [20]
only gives a sufficient one. The origin of the defect was explained in Ref. [28]. In the
following, we will give an improved direct proof of the necessary and sufficient condition
for type A N -fold supersymmetry.
The necessary and sufficient condition for the system (2.2) to be N -fold supersymmetry
with respect to the type A N -fold supercharge (3.1) is the following:
1
1
VN
(q) = W (q)2 + vN
(q),
2
2

N 2 1
vN
(q) =
E(q)2 2E (q) N W (q) 2R,
12

d
d
d
E(q)
+ E(q) W (q) = 0 for N 2,
dq
dq dq

d
d
d
d
2E(q)
E(q)
+ E(q) E(q) = 0
dq
dq
dq dq
(3.2a)
(3.2b)
for N 3,
(3.2c)
where R is an arbitrary constant.

Proof. The proposition will be proved by induction. At first, we make gauge transforma
tions on PN and HN
to facilitate the calculations, as follows:
PN = i N (GN U )PN (GN U )1 =
N
1

( kE),
(3.3a)
k=0
= (GN U )H (GN U )1 ,
H
N
N
where GN and U are defined by,

N 1
GN = exp
dq E(q) ,
2
(3.3b)

U = exp
dq W (q) .
(3.4)
In the above and hereafter, we attach tildes to operators, vectors and vector spaces to
indicate that they are quantities gauge-transformed with the gauge factor GN U . We set,

H

N H
+ P
IN = 2 P
(3.5)
N
N N .
We assume that IN = 0 for a natural number N if the set of the conditions (3.2) holds for
this N . Then, we will prove that IN +1 = 0 if and only if the set of the conditions (3.2)
holds for N replaced by N + 1. From the following relation:
+ E + 1 E 2N 1 E 2 EW,
2(GN +1 U )HN
(GN +1 U )1 = 2H
N
2
4
(3.6)
420
we obtain,

1
= (GN +1 U ) 2H v + v
2H
N +1
N
N
N +1 (GN +1 U )
+ E + 1 E 2N 1 E 2 EW v + v
= 2H
N
N
N +1
2
4
+ E + u
= 2H
N
N +1 uN ,
(3.7)
where u
N are defined by,

u
N = vN + W +
N 1 (N 1)2 2
E
E (N 1)EW.
2
4
(3.8)
In the above, we note that vN

are given by Eq. (3.2a) from the inductive assumption while
vN +1 are unknown functions to be determined. From Eq. (3.7), we obtain,

+

+ E + u u 2H
+ E + u+ u+ PN +1
IN +1 = PN +1 2H
N
N +1
N
N
N +1
N

+
+
+

= u
N +1 uN uN +1 + uN PN +1 2 HN , N E PN

N +1 + PN +1 , u u .
+ PN +1 E E P
(3.9)
N +1
N
The last four terms in the r.h.s. of Eq. (3.9) are calculated as follows:

+

, N E = (N + 1)E 2W ( N E)
2H
N

2

u+
N + 2N W E N E N E ,
PN +1 E = E PN +2 +
N
+1
N

(3.10a)
( kE)E(1)Pn
n=1 k=n
N +1 +
= E PN +2 + (N + 1)E(1) P
N

n=1
N

( kE)E(0,1)Pn ,
k=n+1
(3.10b)
E PN +1 = E PN +2 + (N + 1)E 2 PN +1 ,

PN +1 , u
N +1 uN =
N

N

(3.10c)

( kE) u
N +1 uN (0) Pn ,
(3.10d)
n=0 k=n+1
In the above and hereafter, we employ the following abbreviations:

f(k) = ( kE)f,
f(k,...) = ( kE)f(...) .
(3.11)
The following formula is useful for the calculations:

N

k=n+l
( kE)f = f
N
l

k=n
( kE) +
N
1

N

n =n k=n +l+1
( kE)f(l)
1
n
( k E).
k =n
(3.12)
421
Substituting Eq. (3.10) for Eq. (3.9), we have,

+
+
IN +1 = 2W + u
N +1 uN uN +1 + uN PN +1

2

+ u+
N + 2N W E N E N E PN
+
N
N

( kE) u
N +1 uN (0) + nE(0,1) Pn .
(3.13)
n=0 k=n+1
From Eq. (3.13), we see that IN +1 is at most (N + 1)th-order differential operator.

Therefore, IN +1 = 0 if and only if all the coefficients of k (k = 0, 1, . . . , N + 1) vanish.
Only the first term in the r.h.s. of Eq. (3.13) contains the N +1 term. Therefore, one of the
conditions for IN +1 = 0 reads,
+
+
2W + u
N +1 uN uN +1 + uN = 0.
Combining Eq. (3.14) with Eqs. (3.2a) and (3.8), we have,
+

vN
+1 vN +1 = 2(N + 1)W .
(3.14)
(3.15)
Applying the formula (3.12) and the condition (3.14) to Eq. (3.13), we obtain,

N (N + 1)
E(0,1) + (N + 1) u
u
IN +1 =
N
+1
N
(0)
2

N
+ u+ + 2N W E N E 2 N E P
N
N N
1
N

n=0 n =n k=n +2

( kE) u
N +1 uN (1,0) + nE(1,0,1) Pn .
(3.16)
Only the first term in the r.h.s. of Eq. (3.16) contains the N term. Therefore, we obtain
another condition for IN +1 = 0:

N (N + 1)
E(0,1) + (N + 1) u
u
N
+1
N
(0)
2

+
2

+ uN + 2N W E N E N E = 0.
(3.17)
Combining the assumption (3.2a) with Eqs. (3.15) and (3.17), we finally have,
vN
+1 =

(N + 1)2 1 2
E 2E (N + 1)W + const.
12
(3.18)
The resulting vN
+1 is nothing but the assumed form (3.2a) with N replaced by N + 1.
Therefore, the first condition (3.2a) has been proved inductively. Under the above
conditions satisfied, we have from Eqs. (3.8) and (3.18),
1 2N 1 2
E EW
u
N +1 uN = vN +1 vN + 2 E
4
N 1
E(1) W(1) .
=
3
(3.19)
422
Substituting the above for Eq. (3.16), we obtain,

IN +1 =
N N
1
N

3n N + 1
( kE) W(1,0,1)
E(1,0,1) Pn . (3.20)
3
n=0 n =n k=n +2
The above expression for IN +1 is further arranged with the aid of the formula (3.12) as
follows:
N N
1

3n N + 1
N 1
E(1,0,1) P
W(1,0,1)
IN +1 =
3

n=0 n =n
N N
1 N
2
N

( kE) W(2,1,0,1)
n=0 n =n n =n k=n +3
3n N + 1
n
E(2,1,0,1) P
3
N (N + 1)
W(1,0,1)PN 1
2

N 2
N

1
(n + 1)(n + 2)
( kE) W(2,1,0,1)
2
n=0
k=n+3
nN +1
E(2,1,0,1) Pn .
3
(3.21)
When N = 1, I2 = W(1,0,1) and thus we obtain,

d
d
d
E
+ E W = 0,
I2 = 0 W(1,0,1) =
dq
dq dq
(3.22)
i.e., the condition (3.2b) in addition to Eq. (3.2a). When N 2, the condition (3.2b) has
been already assumed and thus,
N 2
N

1
n .
IN +1 =
(n + 1)(n + 2)
( kE)E(2,1,0,1)P
6
n=0
(3.23)
k=n+3
When N = 2, I3 = E(2,1,0,1)/3 and thus we obtain,

d
d
d
d
I3 = 0 E(2,1,0,1) =
2E
E
+ E E = 0,
dq
dq
dq dq
(3.24)
i.e., the condition (3.2c) in addition to Eqs. (3.2a) and (3.2b). When N 3, the
condition (3.2c) has been already assumed too and thus,
IN +1 = 0.
Therefore, no additional condition is required any more.
(3.25)
423
From the set of the conditions (3.2), we find a procedure to construct a type A N -fold
supersymmetric model as follows:
(1) Find out a particular solution E(q) of the nonlinear differential equation (3.2c).
(2) Substitute the above E(q) for the general solution of the linear differential equation (3.2b) given by,

dqE(q)
dqE(q)
dqE(q)
W (q) = C1 e
dq e
dq e

+ C2 e dqE(q) dq e dqE(q) + C3 e dqE(q)
(Ci = arbitrary constants),
(3.26)
to obtain W (q).
(3) Substitute the above E(q) and W (q) for Eq. (3.2a) to obtain the pair of potentials
VN
(q).
3.2. sl(2) construction
As previously noted, N -fold supersymmetry is essentially equivalent to quasi-solvability.
Recently, some special quasi-solvable models which can be constructed from the sl(2) generators [29] were found to be type A N -fold supersymmetric [1,19,20,2326]. Then, it was
shown in Ref. [28] that the type A N -fold supersymmetric model is essentially equivalent
to the sl(2) quasi-solvable model. In this section, we will review the equivalence and then
in the framework of the sl(2)

clarify the relation between the pair of the Hamiltonian HN
quasi-solvable models, which has not been discussed yet in the previous articles. Let us
first construct HN
so that it is quasi-solvable with respect to the type A operator (3.1). The
quasi-solvability condition (2.12) in this case is,

VN = 0,
PN HN
(3.27)
where VN is given by Eq. (2.13a). On the gauge-transformed space, the condition (3.27)
is equivalent to,

PN H
N VN = 0,
(3.28)
are given by Eqs. (3.3) and

VN
is defined by,
where PN and H
N
= ker PN = span{GN U : ker PN }.

V
N
(3.29)
Introducing a function h(q) defined as a solution of the following differential equation:

h (q) E(q)h (q) = 0,
(3.30)
N is expressed in terms of h as,

we find that P
dN
PN = (h )N N .
dh
(3.31)
424
Thus, we easily have,

= span 1, h(q), . . . , h(q)N 1 .
V
N
(3.32)
reads,
From Eqs. (3.28) and (3.32), the quasi-solvability condition for H
N
d N k1
(3.33)
H h
=0
for k = 1, . . . , N .
dhN N
Any constant is a trivial solution of (3.33). For N = 1, any first-order differential operator
of the following form,
d
(3.34)
,
dh
is a solution, while for N 2 there are three independent first-order differential operators
as solutions of (3.33):
f1 (h)
d
= J ,
dh
d
N 1
= J0 +
,
dh
2
h2
d
(N 1)h = J + .
dh
The J +,0, defined above satisfy the sl(2) algebra:

+
0
J , J = 2J 0 ,
J , J = J .
(3.35)
(3.36)
In the same way, we find that for N = 1, 2, any second-order differential operator of the
following form,
d2
,
(3.37)
dh2
is a solution, while for N 3 there are five independent second-order differential operators
as solutions of (3.33):
f2 (h)
2
d2
N 1
d2
J ,
= J ,
h 2 = J 0J +
2
dh
dh
2
2
d2
(N 1)(N 3)
,
h2 2 = J 0 + (N 2)J 0 +
dh
4
d2
3N 5 +
J ,
h3 2 (N 1)(N 2)h = J + J 0 +
2
dh
2
d2
d
+ (N 1)(N 2)h2 = J + .
h4 2 2(N 2)h3
dh
dh
Therefore, the general solution of (3.33) for N 3 can be expressed as,

()
() i j
=
H
a
J
J
+
bi J i C () ,
ij
N
i,j=+,0,
ij
()
()
where aij , bi
(3.38)
i=+,0,
, and C () are constants. This gauged Hamiltonian is nothing but the sl(2)
()
quasi-solvable model [29]. We can set a+
= 0 without any loss of generality due to the
425
relation:
2

1
1 +
J J + J J + J 0 = N 2 1 .
2
4
For convenience, we introduce new parameters as follows:
()
()
a4 = a++ ,
a3 = a+0 ,
()
b2 = b+
()
a+0
()
a2 = a00 ,
()
(3.39)
()
()
a1 = a0 ,
()
a0 = a ,
()
a0
b0 = b
,
b1 = b0 ,
.
2
2
Then, the gauged Hamiltonian (3.38) is expressed in terms of h as,

2
= P (h) d Q(h) N 2 P (h) d
H
N
2
dh
dh2

N 1
(N 1)(N 2)
Q (h) +
P (h) ,
R
2
12
(3.40a)
(3.40b)
(3.41)
where P (h) and Q(h) are given by,

P (h) = a4 h4 + a3 h3 + a2 h2 + a1 h + a0 ,
(3.42)
Q(h) = b2 h + b1 h + b0 ,
(3.43)
+ (N 1)a2/12 is a constant. If the Hamiltonian (3.41) is gaugewhile R =
transformed back to the original Hamiltonian HN

with the gauge factor GN U , it is in
general not of the canonical form of the Schrdinger operator like Eq. (2.3). We can
becomes of the canonical form if and only if the

find that the original Hamiltonian HN
following conditions hold:
C ()
1 2
h (q) ,
2
Q(h) = W (q)h (q).
P (h) =
(3.44a)
(3.44b)
Under the above conditions satisfied, we have,
(GN U ) =
HN
= (GN U )1 H
N
1 d2
+ VN
(q),
2 dq 2
(3.45)
where the potential VN

is given by,

1 2
3 2

2
VN =
N 1 P P (P ) + 3N (P Q 2P Q ) 3Q R.
12P
4
(3.46)
Substituting Eqs. (3.30) and (3.44) for Eq. (3.46), we can check that the above
is identical with the one in Eq. (3.2a).

expression (3.46) for VN
When N = 2, any second-order operator (3.37) can be added to the gauged Hamiltonian (3.38) and thus all the aij in Eq. (3.38) can be arbitrary functions of h. As a consequence, P (h) in Eq. (3.41) can be an arbitrary function of h.
When N = 1, any first-order operator (3.34) in addition to any second-order one (3.37)
can be added to the gauged Hamiltonian (3.38) and thus all the bi in addition to all the aij
426
in Eq. (3.38) can be arbitrary functions of h. As a consequence, both P (h) and Q(h) in
Eq. (3.41) can be arbitrary functions of h.
Combining the above considerations for N = 1, 2 with the results (3.42) and (3.43) for
N 3, we obtain the following conditions for P (h) and Q(h):
d3
Q(h) = 0 for N 2,
(3.47)
dh3
d5
(3.48)
P (h) = 0 for N 3.
dh5
If we rewrite the above conditions in terms of q with the aid of Eqs. (3.30) and (3.44),
we find that the condition (3.47) is equivalent to Eq. (3.2b) while the condition (3.48) is
equivalent to Eq. (3.2c). Therefore, the complete correspondence between type A N -fold
supersymmetric models and the sl(2) quasi-solvable models has been established except
+
, which will be discussed in the next.
for the other Hamiltonian HN
+
The partner Hamiltonian HN
should be constructed such that it is quasi-solvable with
respect to PN . It is easy to see that the operator PN

can be converted into the form identical
with PN by a gauge transformation with another gauge factor GN U 1 :

1
dN
= (h )N
,
PN = i N GN U 1 PN
(3.49)
GN U 1
dhN
where h is the same function of q as defined previously by Eq. (3.30). In the above
and hereafter, we attach bars to operators, vectors and vector spaces to indicate that they
are quantities gauge-transformed with the gauge factor GN U 1 . Therefore, the quasi+ is completely the same as that for
solvability condition for the gauged Hamiltonian H
N
+

HN , Eq. (3.33). This means that HN is another quasi-solvable model constructed from the
sl(2) generators (3.35) and thus has the same form as Eqs. (3.38) and (3.41):

(+)
(+)
+ =
aij J i J j +
bi J i C (+)
H
(3.50a)
N
i,j =+,0,
ij
i=+,0,

d2
N 2 +
d
+
P (h)
= P (h) 2 Q (h)
2
dh
dh

N 1 +
(N 1)(N 2) +
+
Q (h) +
P (h) ,
R
2
12
+
(3.50b)
where aij , bi , C (+) , and R + are constants, and P + (h) and Q+ (h) is a polynomial of
and
fourth- and second-degree, respectively. Up to now, there is no relation between H
N
+
+
1
. If we demand that H
be gauge-transformed, with the gauge factor GN U , back
H
N
N
to an operator of the Schrdinger form, we have,
(+)
(+)
1 2
h (q) ,
Q+ (h) = W (q)h (q).
2
Combining the above with Eq. (3.44), we yield the following relations:
P + (h) =
P + (h) = P (h),
Q+ (h) = Q(h).
(3.51)
(3.52)
427
+
Then, the partner Hamiltonian HN
becomes,
2
1 +

+
GN U 1 = 1 d + V + (q),
= GN U 1 H
HN
N
N
2 dq 2
with,
+
VN
=
(3.53)

1 2
3
N 1 P P (P )2 3N (P Q 2P Q ) 3Q2 R + .
12P
4
(3.54)
To establish the relation between R and R + , we should recall the formula [27]:
+

HN
HN
= iwN
1 , where wN 1 is defined in Eq. (2.5). For the type A N -fold
supercharge (3.1), we have wN 1 = iN W . From Eqs. (3.44b), (3.46), and (3.54) we
finally obtain,
R + = R.
(3.55)
+
in Eq. (3.2a).
We can easily see that the potential (3.54) with Eq. (3.55) is identical with VN
Thus, the models constructed in this section are completely identical with the ones by the
analytic construction in the preceding section.
Before closing the section, we will refer to an interesting relation between the algebraic
+ . From Eqs. (3.52) and (3.55), the relation between the
and H
Hamiltonians H
N
N
and the ones in H

+ reads,
parameters in H
N
N
aij(+) = aij()
(+)
b+
()
+ b+
(i, j = +, 0, ),
()
+ a+0
= 0,
(+)
b0
C (+) = C () ,
()
+ b0
= 0,
(3.56a)
(+)
b
()
+ b
()
+ a0
= 0. (3.56b)
+ in terms of a () and b() :

Substituting the above for Eq. (3.50a), we can rewrite H
ij
i
N

+ =
aij() J j J i
bi() J i C () .
H
(3.57)
N
i,j=+,0,
ij
i=+,0,
+ is obtained from H
by
Comparing this expression with Eq. (3.38), we see that H
N
N
interchanging the order of the quadratic terms and by interchanging the sign of the
coefficients of the linear terms.
4. Classification of type A models

It was shown that the sl(2) quasi-solvable models can be classified using the shape
invariance of the Hamiltonian under the action of GL(2, K) (K = R or C) of linear
fractional transformations [45,46]. The equivalence established in the previous section
ensures that the type A N -fold supersymmetric Hamiltonians can be fit into the same
classification scheme. Then, a natural question arises whether the type A N -fold
supercharges can be also classified in the same scheme or not. This question was left as an
open problem in the previous paper [30] and will be completely answered in this section.
428
4.1. GL(2, K) shape invariance

The linear fractional transformation of h is introduced by,
h
h +
h =
h+
(, , , K; = = 0).
(4.1)
Then, it turns out that the gauged Hamiltonian (3.41) is shape invariant under the following
transformation induced by Eq. (4.1):
(h)
H
N
(h) = ( h + )N 1 H
h + )(N 1),
(h)(

H
N
N
(4.2)
where P (h) and Q(h) in Eq. (3.41) are transformed according to,
P (h)
Q(h)
P(h) = 2 ( h + )4 P (h),
= 1 ( h + )2 Q(h).
Q(h)
(4.3a)
(4.3b)
4.2. Invariance of the Hamiltonian
In the next, we will examine the transformation of the original Hamiltonian HN

. Since
the function h(q) is determined by Eq. (3.44a), we have,

dh
1
dh
= dh
|q| =

|q| =
2
( h + )
2P (h)
2P(h)
2P (h)

d h
=
(4.4)
.
2P (h)
Therefore, h(q) before the transformation is identical with h(q)

as a function of q. In other
words, the relation between h before the transformation (denoted by hold ) and h after the
transformation (denoted by hnew ) is, as a function of q, consistent with Eq. (4.1):
hnew (q) +
hold (q) = h(q)

.
=
hnew (q) +
(4.5)
On the other hand, the potentials VN

can be rewritten as [45],
VN
=

1 2
2 N 1 H [P ] 3N (P , Q)(1) 6Q2 R,
24P
(4.6)
where H [P ] is the Hessian of P and (P , Q)(1) are the first transvectant of P and Q, given
by (see also Appendix A),
3
H (P ) = P P (P )2 ,
(4.7)
(P , Q)(1) = 2P Q 4P Q .
4
All the objects O(h) in both the numerator and denominator of Eq. (4.6), namely, H [P ],
(P , Q)(1) , Q2 , and P transform according to,
O(hold )
new ) = 2 ( hnew + )4 O(h),
O(h
(4.8)
429
that is, they belong to the multiplier representation 4, 2 of GL(2, K) defined in Eq. (A.1).
As a consequence, the functional form of VN

are preserved under the transformation:
(hold )
VN
(hnew ) = V (h).
V
N
N
(4.9)
Finally, since the functional form of hold (q) and h(q)

is identical with each other, Eq. (4.5),
the potential VN is invariant as functions of q:

hold (q)
VN

hnew (q) = V h(q)

= VN
hold (q) .
V
N
N
(4.10)
Therefore, the type A N -fold supersymmetric Hamiltonians HN

are invariant under the
GL(2, K) transformation.
4.3. Invariance of the supercharge

In the next, we will examine the transformation of the type A N -fold supercharge PN .
The gauged N -fold supercharge (3.31) is transformed according to,
dN
PN = (hold )N
dhN
old

N
= ( h + )N 1 (h )N d ( h + )(N 1) .
P
new
new
N
d h N
(4.11)
On the other hand, the gauge factors GN U 1 are transformed as,

N 1
EW
GN U 1 (hold ) = exp
dq
2

(N 1)P (hold ) 2Q(hold)
= exp
dhold
4P (hold )

new )
(N 1)P (hnew ) 2Q(h
1 (h
G
U
)
=
exp
dh
.
new
new
N
4P(hnew )
(4.12)
From Eqs. (4.1) and (4.3), the r.h.s. of Eq. (4.12) is calculated as,

2Q(h)
(N 1)
(N 1)P (h)
1 (h
U
)
=
exp
d
h
+
dh
G
new
new
N
hnew +
4P (h)
= ( hnew + )N 1 GN U 1 (h).
(4.13)
The N -fold supercharge PN is expressed as,

1

PN = (i)N GN U (hold ) PN GN U (hold )

1 d N

= (ihold )N GN U (hold )
GN U (hold ) .
N
dhold
(4.14)
430
Combining Eqs. (4.11)(4.13), we obtain,

1

PN G
PN PN = (i)N G
N U (hnew )
N U (hnew )
N

1 d
.
= (i h )N GN U (h)
(4.15)
GN U (h)
N
dh
Comparing Eq. (4.14) with (4.15), we see that PN is obtained from PN with hold (q)
replaced by h(q).
From the fact that h(q)
is identical with hold (q) as a function of q,
Eq. (4.5), we finally conclude,
N ,
PN = P
(4.16)
that is, the N -fold supercharge is also invariant under the GL(2, K) transformation. We
note that the manifest invariance of the N -fold supercharge is lost if we express it in terms
of E(q) and W (q) as Eq. (3.1). This is because E(q) is not an invariant function under the
GL(2, K) transformation, as we will see below. From Eq. (4.5), we have,
hold (q) h (q) hnew (q)
2 hnew (q)
=
.
=
hold (q)
hnew (q) hnew (q) +
h (q)
(4.17)
The function h(q) is defined so that Eq. (3.30) is fulfilled and thus the relation between
E(q) before and after the transformation reads,
2 hnew (q)
.
hnew (q) +

E(q) = E(q)
(4.18)
On the other hand, W (q) is an invariant function:

(q) = Q(hnew (q)) = Q(h(q)) = W (q).

W
hnew (q)
h (q)
(4.19)
Therefore, the N -fold supercharge of the form (3.1) is expressed as,

PN = (i)N
(N
1)/2
k=(N 1)/2
= (i)N
(N
1)/2
k=(N 1)/2
d
+ W (q) kE(q)
dq

d
(q) k E(q)
+ k 2 hnew (q) .
+W
dq
hnew (q) +
(4.20)
4.4. An example
As an example, we will demonstrate the equivalence between the case P (h) = 2h and
P (h) = 2h3 . In the previous paper [30], we classified them as different cases, namely,
case (1) for the former and case (3a) for the latter. However, it is easy to see that the latter
is obtained from the former by the following GL(2, K) transformation:
hold
h =
1
hnew
(4.21)
431
In this case, the transformation of P and Q defined by Eqs. (4.3) reads,

P (hold ) = 2hold , Q(hold ) = b2 h2old + b1 hold + b0
new ) = b0 h2new b1 hnew b2 .
P(hnew ) = 2h3new , Q(h
(4.22)
From Eq. (4.4), the functions hold (q) and hnew (q) are calculated as,
hold (q) = q 2 ,
hnew (q) =
1
,
q2
(4.23)
which is consistent with Eq. (4.21). The transvectants appeared in Eq. (4.6) become,

H (P ) = 3, (P , Q)(1) = 4 3b2h2old + b1 hold b0

(1) = 4 b0 h4new b1 h3new 3b2 h2new .
H (P) = 3h4new , (P, Q)
(4.24)
as
and V
Substituting Eqs. (4.22) and (4.24) for Eq. (4.6), we have the potentials VN
N
functions of h:
1
b2
(hold ) = hold (b2 hold + b1 )2 + (b0 3N )hold

VN
8
4
2
2
b 2N b0 + N 1 b1
+ 0
+ (b0 N ) R,
(4.25a)
8hold
4

2
b2
1
b2 (b0 3N )

+ b1 +
VN (hnew ) =
8hnew hnew
4hnew
b02 2N b0 + N 2 1
b1
hnew + (b0 N ) R.
(4.25b)
8
4
Finally, we confirm the invariance of the potentials as functions of q by substituting
Eq. (4.23) for the above (4.25):

hnew (q)
VN
hold (q) = V
N
2 b2
1
= q 2 b2 q 2 + b1 + (b0 3N )q 2
8
4
2
2
b 2N b0 + N 1 b1
+ 0
+ (b0 N ) R.
(4.26)
4
8q 2
+
The functions E(q) and W (q) are calculated as,

hold (q) 1
= hnew (q) = 3 ,
= ,
E(q)

hold (q) q
hnew (q)
q

(q) = 1 b2 q 3 + b1 q + b0 .
W (q) = W
2
q
E(q) =
(4.27)
(4.28)
Thus, the type A N -fold supercharge of the form (3.1) reads,

N = (i)N
PN = P
(N
1)/2
k=(N 1)/2
b2 3 b1
b0
k
d
q q
+
.
dq
2
2
2q q
(4.29)
432
Table 1
The representatives of P (h) under the GL(2, R) and GL(2, C) transformations
Case
GL(2, R)
GL(2, C)
1/2
1/2
II
2h
2h
III
III
2h2
2h2
(h2 + 1)2 /2
IV
IV
2(h2 1)
2(h2 + 1)
2(h2 1)
V
V
2h3 g2 h/2 g3 /2
(h2 + 1)[(1 k 2 )h2 + 1]/2
2h3 g2 h/2 g3 /2
4.5. Classification of models

For a given P (h), the function h(q) is determined by Eq. (4.4) and a particular
type A N -fold supersymmetric model is obtained by substituting this h(q) for Eq. (4.6).
(q) and the N -fold supercharge are invariant under the GL(2, K)
Since the potentials VN
transformation, the type A models can be classified according to the inequivalent elliptic
integral (4.4) under the transformation. The elliptic integral (4.4) can be classified
according to the distribution of the zeros of P (h), e.g., multiplicity of the zeros. This
idea was first introduced in Ref. [45] to classify the sl(2) quasi-solvable models. Under the
transformation (4.3a) of GL(2, R) or GL(2, C), every quartic polynomial P (h) with real or
complex coefficients is equivalent to one of the eight or five forms, respectively, as shown
in Table 1. In Table 1, , g2 , g3 K according to the transformation group GL(2, K), and
= 0, 0 < k < 1, g23 27g32 = 0. In Refs. [47,48], more general quasi-solvable M-body
systems constructed by sl(M + 1) generators are classified according to the above scheme
and the explicit form of the potential for each the cases is shown. The type A models in
) in Refs. [47,48].
this article correspond to the models for M = 1 (with bi bi for HN
So, we do not repeat the exhibition of the potentials in this article.
5. 2-fold and second-derivative polynomial supersymmetry

All that we have not investigated yet on type A N -fold supersymmetry is the anticommutator of QN and QN , namely, the mother Hamiltonian. For this purpose, it is
quite instructive to analyze 2-fold supersymmetry. Let us first consider general 2-fold
supersymmetry, in which 2-fold supercharge is given by,
P2 = p2 + w1 (q)p + w0 (q).
Hamiltonians H2
(5.1)
= p2 /2 + V2 (q)
satisfies the intertwining relation

In this case, a pair of
+
P2 H2 H2 P2 = 0 if and only if,

w (q)2
1
1 w1 (q)
2C1
i
1
V2 (q) = w1 (q)2 +
+
w1 (q) C2 , (5.2a)
2
2
8
4 w1 (q) 2w1 (q)
w1 (q)
2

w1 (q)2
1
1 w1 (q)
2C1
i
2
w0 (q) = w1 (q) +
+
w1 (q),
4
2 w1 (q) 2w1 (q)2 w1 (q)2
2
433
(5.2b)
where Ci are arbitrary constants. From the form of V2 (q), it is indicated that w1 (q) =
w1 (q), that is, w1 (q) is pure imaginary in order that V2 (q) be real. The above result
was first reported in Refs. [5,6] and later reexamined in Ref. [27]. In Refs. [5,6], the anticommutator of the 2-fold supercharges was given by the following form:

2H2 = Q2 , Q2 = 4(H2 + C2 )2 + C1 ,
(5.3)
that is, it is a polynomial of degree 2 in H2 . Later, it was proved in Ref. [20] that, for
all N , the anti-commutator of QN and QN becomes a polynomial of degree N in the
original Hamiltonian HN if QN and QN satisfying Eq. (2.7) are uniquely determined for
the given HN . Furthermore, it was also proved in Ref. [20] that, for the above 2-fold
supersymmetric systems, 2-fold supercharges are unique unless there is a constant C3
which satisfies,

w1 (q) 2i w1 (q)w1 (q) 2i V2 (q) = 2C3 w1 (q),
(5.4)
or equivalently,

2
w1 (q) i w1 (q) 2i V2 (q) = 2C3 w1 (q),
(5.5)
where the integral constant is omitted since it can be absorbed in V2 (q). If Eq. (5.5) is
the case, the 2-fold supersymmetric Hamiltonians H2 satisfy another intertwining relation
P2 H2 H2+ P2 = 0 and its conjugation with the following 1-fold supercharges:
P2 = p + w1 (q) iC3 ,
P2 = p w1 (q) + iC3 .
(5.6)
This result is almost evident from the fact that the condition (5.5) together with Eq. (5.2a)
implies,
2 i
C2
1
iw1 (q) + C3 w1 (q) 3 ,
(5.7)
2
2
2
that is, the 2-fold supersymmetric Hamiltonian H2 in this case is simultaneously ordinary
supersymmetric (except for the irrelevant constant term),

Q2 , Q2 = 2H2 + C32 ,
[Q2 , H2 ] = Q2 , H2 = 0,
(5.8)
V2 (q) =
with respect to the supercharges defined by,

Q2 = P2 ,
Q2 = P2 .
Therefore, if we define new 2-fold supercharges by,

Q2 () = Q2 + Q2 = P2 + P2 ,
Q2 () = Q2
+ Q2
= (P2 + P2 ) ,
(5.9)
(5.10a)
(5.10b)
the 2-fold supersymmetric Hamiltonian H2 with w1 (q) satisfying Eq. (5.5) commutes with
Q2 () and Q2 () for arbitrary :

Q2 (), H2 = Q2 (), H2 = 0.
(5.11)
434
On the other hand, the anti-commutator of these new 2-fold supercharges becomes,

Q2 (), Q2 () = 4(H2 + C2 )2 + ||2 2H2 + C32 + C1

+ Q2 , Q2 + Q2 , Q2 .
(5.12)
It is now evident that the above anti-commutator cannot be, in general, a polynomial in H2
since it contains the term as ( + )p3 . Therefore, 2-fold supersymmetry does not always
correspond to second-derivative polynomial supersymmetry.
Next, let us return to the case of type A 2-fold supersymmetry. From the definition of
the type A N -fold supercharge (3.1), type A 2-fold supersymmetry is a special case of
2-fold supersymmetry where w1 (q) and w0 (q) in Eq. (5.1) are given by,

E (q) E(q)2

2
. (5.13)
w1 (q) = 2iW (q),
w0 (q) = W (q) + W (q) +
2
4
Substituting the above for the condition (5.2), we see that Eq. (5.2a) is equivalent to
Eq. (3.2a) while Eq. (5.2b) to Eq. (3.2b). Furthermore, if we substitute Eq. (5.13) for
Eq. (5.5), we find that the uniqueness of the type A 2-fold supercharge is guaranteed unless
there is a constant C3 which satisfies,
12W (q)2 E(q)2 + 2E (q) = 16C3 W (q).
In terms of P (h) and Q(h), the above condition is rewritten as,
2

3Q(h)2 + H [P ] = 32C32 P (h)Q(h)2 .
(5.14)
(5.15)
When P (h) is (at most) a polynomial of fourth degree (remember that P (h) can be
an arbitrary function in the 2-fold supersymmetric case), both side of Eq. (5.15) are (at
most) polynomials of eighth degree belonging to the multiple representation 8, 4 defined
in Eq. (A.1). Therefore, Eq. (5.15) is a polynomial identity and the set of its solution
constitutes a hyperplane in the parameter space R5+3 or C5+3 spanned by {ai , bi }. On
this hyperplane , 2-fold supercharges are not determined uniquely and the type A 2-fold
supercharges can be deformed as Eq. (5.10) without destroying 2-fold supersymmetry.
However, it should be noted that the polynomiality of the anti-commutator of the
undeformed type A 2-fold supercharges is preserved on . The uniqueness of N -fold
supercharges is only a sufficient but not a necessary condition for the polynomiality.
Conversely, we can choose N -fold supercharges such that the anti-commutator of them
becomes a polynomial in the Hamiltonian.
We note that the general 2-fold supersymmetry is weakly quasi-solvable since we cannot
generally obtain two independent analytic elements of ker P2 where P2 is given by Eq. (5.1)
with (5.2b). Nevertheless, we can know the two spectra in the solvable sector. The mother
Hamiltonian (5.3) is always a polynomial in the original Hamiltonian. Since it corresponds
to the characteristic polynomial which determines the spectra in the solvable sector, they
are given by the solutions of 4(E + C2 )2 + C1 = 0. This example shows a novel feature
of weak quasi-solvability. Even if, for a given operator P , there is no analytic element
of VN defined by Eq. (2.11), we can know the spectra in the solvable sector if the anticommutator of N -fold supercharges constructed from P can be arranged as a polynomial
in the Hamiltonian H satisfying the weak quasi-solvability condition (2.12).
435
6. Mother Hamiltonians and generalized BenderDunne polynomials

6.1. Polynomiality of type A mother Hamiltonians
Let us come back to further investigation into type A N -fold supersymmetry. Suppose
the pair of type A N -fold supersymmetric Hamiltonians HN

= p2 /2 + VN
(q) with
the potentials (3.2a) also satisfies the intertwining relation with respect to an M-fold
supercharge (N > M) given by,
PM = pM iN W (q)pM1 +
M
2

wn (q)pn .
(6.1)
n=0
From a direct calculation, we have,

+
2i M PM HN
HN
PM

M1

= N W 2N 2 W W + 2MVN
2wM
2

M
2

M (Mk)
kM

2(i)
+
N W wk + 2
VN
k
k=0
M
2

M1
(M1k)
(nk)
nM n
+ 2N
+2
(i)
W VN
wn VN
k
k
n=k+1

+ 2(i)k1Mwk1
+ (i)kM wk k .
(6.2)
Therefore, wk (q) (k = 0, . . . , M 2) must satisfy,

N

W N 2 W W + MVN
,
2

M
2

wk
n (nk)

N W wk
VN
wk1
=
(i)n+1k
wn + i
2
k
n=k+1

M1
M (Mk)
(M1k)
+
N W VN
i k1M
VN
k
k
(k = 1, . . . , M 2),

wM
2 =
(6.3a)
(6.3b)
in addition to,
w0 2N W w0 + 2
M
2

(n)
(i)n nVN
n=1
(M)
wn

(M1)
= 0.
+ 2(i)M MVN
+ (M 1)N W VN
(6.4)
The set of the first-order differential equations (6.3) can be integrated out in the order from
wN 2 (q) to w0 (q) since all the terms appeared in the r.h.s. of Eq. (6.3) becomes known
436
functions depending only on E(q) and W (q) in the order. Thus, we obtain,

wk (q) = fk E(q), W (q) + Ck (k = 0, . . . , M 2),
(6.5)
where Ck are integral constants. We can put Ck = 0 without any loss of generality; if
CM = 0 for an M , we can always split the M-fold supercharge as,
PM (CM ) = PM + CM PM ,
(6.6)
M -fold
which means the system is also

supersymmetric. Therefore, wk (q) and hence
PM are uniquely determined. On the other hand, if the type A N -fold supersymmetric
potentials (3.2a) can be rewritten as the type A M-fold supersymmetric ones with W (q)
replaced by N W (q)/M, that is, if the following relations,

VN
(6.7)
E(q), W (q) = VM
E(q), N W (q)/M ,
are satisfied, it is evident that the type A N -fold supersymmetric system is also type A
M-fold supersymmetric with respect to the following type A M-fold supercharge:
PM =
(M
1)/2

N
p i W (q) + ikE(q) .
M
(6.8)
k=(M1)/2
As we have just shown, however, PM is unique and thus the M-fold supercharge
determined by the solutions of Eq. (6.3) must be the type A M-fold supercharge Eq. (6.8).
Furthermore, the constraint (6.4) must be equivalent to the relation (6.7). Summarizing the
result, we have shown that type A N -fold supercharge is unique unless the system satisfies
Eq. (6.7) for an M (0 < M < N ). The relation (6.7) is equivalent to,

12W (q)2 M2 E(q)2 2E (q) =

4
3Q(h)2 + M2 H [P ] = 0,

2
(h )
(6.9)
and its solutions again constitute a hyperplane in the parameter space spanned by
{ai , bi }. Outside the hyperplane, the N -fold supercharge is unique and the mother
Hamiltonian is expressed as a polynomial PN in the original Hamiltonian HN :

1
QN , QN = PN (HN ) for {ai , bi } R5+3 \ or C5+3 \ .
(6.10)
2
On the other hand, as has been shown in Eq. (2.19), this polynomial PN corresponds to the
characteristic polynomial which determines the spectra in the solvable sector [27]. Since
the characteristic polynomial itself is constructed from a finite algebraic operation, it has
no discontinuity in the parameter space. Therefore, Eq. (6.10) must be held on and thus
the type A mother Hamiltonian must be a polynomial in the original Hamiltonian HN in
the whole parameter space.
HN =
6.2. Generalized BenderDunne polynomials

In 1996, Bender and Dunne introduced a set of polynomials which determines the
spectra in the solvable sector of the quasi-exactly solvable model of case II, namely, the
sextic anharmonic oscillator [32]. Soon after, Finkel et al. generalized the idea to all the
437
sl(2) quasi-exactly solvable models [34]. In the following, we will make a generalization
without imposing the normalizability of the solvable sector. Let the bases { } of the
solvable subspaces VN
be,

1
n = hn1 GN U 1
(n = 1, . . . , N ),
(6.11)
and the gauged Hamiltonians be,

1
d2
d
P2 (h).
GN U 1 HN
GN U 1
= P (h) 2 P3 (h)
dh
dh
(6.12)
Then we have,

HN
n = (n 1)(n 2)P (h)n2
(n 1)P3 (h)n1
P2 (h)n .
(6.13)
From Eqs. (3.41) and (3.50b) with (3.52) and (3.55), the Pi (h) are expressed as,
N 2
P (h) Q(h),
2
(N 1)(N 2)
N 1
P (h)
Q (h) + R.
P2 (h) =
12
2
P3 (h) =
(6.14a)
(6.14b)
Substituting Eqs. (3.42), (3.43), and (6.14) for Eq. (6.13), we obtain the matrix elements
S
n,m defined in Eq. (2.14):

n
a3 b2 n+1
2

1
(n 1)(n N ) + (N 1)(N 2) a2
6

N +1
b1 + R n
n
2

N +2
(n 1) n
(n 1)(n 2)a0 n2
.
a1 b0 n1
2
(6.15)
HN
n = (n N )(n N + 1)a4 n+2
(n N )
As we have discussed in Section 4, there are five independent type A N -fold supersymmetric models under the GL(2, C) transformation. By a suitable GL(2, C) transformation,
we can always transform P (h) so that a0 = 0 in all the five cases, see Table 2. In Table 2, ei (i = 1, 2, 3) denote the three different single roots of the algebraic equation
2x 3 g2 x/2 g3 /2 = 0 and hi (i = 2, 3) are given by hi = ei e1 . So, we set a0 = 0
hereafter. We note that case I corresponds to the case where P (h) has a quadruple root
and thus P (h) = const (quadruple root at infinity) or P (h) (h h0 )4 (quadruple root
at finite h0 ). Therefore, in contrast to in all the other cases, case IIV, we cannot simultaneously set a4 = 0 and a0 = 0 by any GL(2, C) transformation in case I. We also drop
another irrelevant constant by putting R = 0.
438
Table 2
The GL(2, C) transformations h which convert the standard forms of P (h) in
(h) satisfying a0 = 0
Table 1 into other forms P
Case
P(h)
I
II
III
IV
V
1/ h
h
h
(h + 2)/ h
(e1 h + h2 h3 )/ h
h4 /2
2h
2h2
2h2 (h + 1)
2h(h h2 )(h h3 )
In the next, we introduce a set of functions Pn[N ] (E) by putting a solution of the
Schrdinger equation as follows:
[N ]
Pn (E)
,
if a1 = 0,
(b0 )n n! n+1
n=0
=
(6.16)

Pn[N ] (E)
, if a1 = 0.

b0 n+1
N 2
n
n=0 (a1 ) n! n 2 a1

From the requirement that the above satisfies HN
= E , we obtain a four-term
[N ]
recursion relation for Pn (E):

[N ]
[N ]
Pn+1
(E) = E + An[N ] Pn[N ] (E) n(n N )Bn[N ] Pn1
(E)
[N ]
(E),
+ n(n 1)(n N )(n N 1)Cn[N ] Pn2
where An[N ] , Bn[N ] , and Cn[N ] are given by,

1
N 1
b1 ,
An[N ] = n(n N + 1) + (N 1)(N 2) a2 n
6
2

N
N
[N ]
Bn = n
n
a1 b0
a3 b2 ,
2
2

N
N +2
[N ]
a1 b0
a1 b0 .
n
Cn = a4 n
2
2
(6.17)
(6.18a)
(6.18b)
(6.18c)
We can set P0[N ] (E) = 1 without any loss of generality. Then, each Pn[N ] (E) generated by
Eq. (6.17) becomes a monic polynomial of nth degree. We call it a generalized Bender
Dunne polynomial (GBDP). In the case of a4 = 0, Eq. (6.17) reduces to a three-term
recursion relation with (in general) n(n N )Bn[N ] = 0 for n = N and thus the set of
Pn[N ] (E) forms a weakly orthogonal polynomial system [49]. Therefore, case I is special in
the sense that the set of polynomials Pn[N ] does not form a weakly orthogonal polynomial
system. One of the most notable properties of the GBDP is the factorization property; due
to the structure of Eq. (6.17), all the polynomials Pn[N ] (E) for n N are factorized as,
[N ]
[N ]
[N ]
PN
+n (E) = Qn (E)PN (E)
(n 0),
(6.19)
439
where Qn[N ] (E) is a polynomial of degree n satisfying another four-term recursion relation:

[N ]
] [N ]
[N ]
[N ]
Qn (E) n(n + N )BN
(E) = E + A[NN+n
Qn+1
+n Qn1 (E)
[N ]
[N ]
+ n(n 1)(n + N )(n + N 1)CN
+n Qn2 (E).
(6.20)
In the case of a4 = 0, Eq. (6.20) reduces to a three-term recursion relation with (in
[N ]
[N ]
general) n(n + N )BN
+n = 0 for all n > 0 and thus the set of Qn (E) forms an
orthogonal polynomial system [49]. Therefore, case I is again special in the sense that
the set of polynomials Qn[N ] does not form an orthogonal polynomial system. Due to the
[N ]
factorization property (6.19), PN
(E) reserves special status among the GBDPs. We call
[N ]
(E) N th critical GBDP after the terminology in Ref. [32].
PN
When E takes one of the spectral values En (n = 1, . . . , N ) in the solvable sector,
must be an element of VN
. From the factorization property (6.19), the condition VN
is fulfilled if and only if,
[N ]
(En ) = 0
PN
(n = 1, . . . , N ).
(6.21)
This means that all the zeros of the N th critical GBDP must correspond to the spectra
in the solvable sector of the quasi-solvable Hamiltonians HN

. On the other hand, they
are also given by solutions of the characteristic equation (2.15). Therefore, each of the
critical GBDP is proportional to the corresponding characteristic polynomial. Comparing
the coefficients of the highest-degree term with each other, we have,
N [N ]
det M
N (E) = 2 PN (E).
(6.22)
As we have proved before, the type A mother Hamiltonian is expressed solely by the
characteristic polynomial of the original Hamiltonian as Eq. (2.19). Combining Eq. (2.19)
with (6.22), we finally obtain an intriguing relation:
1
N 1 [N ]
det M
PN (HN ).
(6.23)
N (HN ) = 2
2
Furthermore, remembering that the mother Hamiltonian is defined by the anti-commutator
of the N -fold supercharges (2.16), we get the complete type A N -fold superalgebra:

[QN , HN ] = QN , HN = 0,
(6.24a)

{QN , QN } = QN , QN = 0,
(6.24b)

N [N ]
QN , QN = 2 PN (HN ).
(6.24c)
HN =
6.3. Examples
In order to confirm the previous argument, we will show the explicit results for N =
1, 2, 3. By solving the recursion relation (6.17), we obtain Pn[N ] (E) (n N ) as follows:
(1) N = 1:
P1[1] (E) = E,
(6.25)
440
(2) N = 2:
P1[2] (E) = E
b1
,
2
P2[2] (E) = E 2 + b0 b2
(6.26a)
b12
,
4
(6.26b)
(3) N = 3:
a2
(6.27a)
b1 ,
3
1
P2[3] (E) = E 2 (a2 3b1 )E
3

1 2
4a2 9a1 a3 18a1b2 12a2 b1 18a3b0 36b0 b2 ,
18
P1[3] (E) = E +

1
+ 3a1a3 a22 + 12b0b2 3b12 E
3
1 3
2a2 9a1 a2 a3 + 27a12a4 108a4b02 + 54a3b0 b1

27

18a2b12 36a2b0 b2 + 54a1b1 b2 .
P3[3] (E) = E 3
(6.27b)
(6.27c)
On the other hand, the direct calculation of the mother Hamiltonians reads as follows:
(1) N = 1:
2H1 = 2H1 ,
(6.28)
(2) N = 2:
2H2 = 4(H2 )2 + D2 [Q],
(6.29)
(3) N = 3:
2H3 = 8(H3 )3

8
16
i2 [P ] 3D2 [Q] H3 +
j3 [P ] + 9I1,2 [P , Q] .
3
27
(6.30)
In the above, D2 , i2 , j3 , and I1,2 are the absolute invariants expressed in terms of E(q)
and W (q), see Eqs. (A.14)(A.17). Comparing the critical GBDPs, Eqs. (6.25), (6.26b),
and (6.27c), obtained by solving the recursion relation (6.17) with the mother Hamiltonians
(6.28)(6.30), and noting that we have put a0 = 0, we confirm the relation (6.23) for
N = 1, 2, 3. We also note that since the mother Hamiltonians are invariant under the
GL(2, K) transformation, all the coefficients of the critical GBDPs should be expressed
solely in terms of the absolute invariants listed in Eq. (A.6), as the above examples indicate.
From the facts that all the GBDPs are homogeneous polynomials in E, ai , and bi due to
the structure of the recursion relation (6.17), and that all the critical GBDPs are symmetric
441
under the transformation bi bi , the general form of the critical GBDPs should be,
[N ]
(E)
PN
=E
N
2

k=0
2n1 +2n2 +3n3 +3n4 +4n5 +12n6 , N k
n1 ,...,n6
[N ]
n1
n2
n3
n4
n5
2n6
Ck;
n1 ,...,n6 (D2 ) (i2 ) (j3 ) (I1,2 ) (I2,2 ) (I3,3 )
[N ]
where Ck;
n1 ,...,n6 are constants. For example, the first five are,

,
(6.31)
P1[1] (E) = E,
(6.32a)
1
P2[2] (E) = E 2 + D2 ,
(6.32b)
4
1
2
P3[3] (E) = E 3 (i2 3D2 )E + (j3 + 9I1,2 ),
(6.32c)
3
27
1
9
P4[4] (E) = E 4 (4i2 5D2 )E 2 + 4I1,2 E + (i2 )2 + 2I2,2 + i2 D2 + (D2 )2 ,
2
16
P5[5] (E) = E 5 (7i2 5D2 )E 3 2(j3 7I1,2 )E 2

+ 4 3(i2 )2 + 4I2,2 E + 8(i2 D2 )(j3 + I1,2 ).
(6.32d)
(6.32e)
Since the zeros of the critical GBDPs correspond to the spectra of HN

in the solvable
sector, these spectra can be regarded as functions of the six absolute invariants.
Furthermore, as an interpretation of Eq. (6.31), the critical GBDPs, and equivalently the
type A mother Hamiltonians, can be regarded as generating functions of the absolute
invariants composed of P (h) and Q(h).
7. Concluding remarks
In this article, we have fully investigated general aspects of type A N -fold supersymmetry. The two different approaches in Section 3 reveal both the analytic and algebraic
structures of the systems. The intimate relation between the algebraic forms of the pair
Hamiltonians, Eqs. (3.38) and (3.57), provides an interesting problem. Suppose we have a
which is represented by a quadratic polynomial of a set of firstquasi-solvable system H
order differential operators constituting a finite-dimensional representation of a Lie alge from H
by interchanging the order of the quadratic
bra. If we construct another system H
and H
(with
terms and interchanging the sign of the coefficients of the linear terms, do H
suitable gauge transformations) always form an N -fold supersymmetric pair? This problem may be extended to quasi-solvable many-body systems [47,48].
The invariance of the Hamiltonians as well as the type A N -fold supercharge under
the GL(2, K) transformation enable us to obtain the complete classification of the type A
442
models. This invariance also plays an essential role in generalizing the BenderDunne
polynomials to for all the type A models. With regard to the issue, we should stress that, up
to now, we have found no reason that a set of the polynomials should be weakly orthogonal,
although all the existing papers concerning about the issue [3234,5053], as far as we
know, have required weak orthogonality by imposing, for instance, the normalizability,
or restricted the considerations in which weak orthogonality is fulfilled. One of the most
essential properties that sets of polynomials associated with quasi-solvable systems should
share is the factorization property (6.19). The most general form of a recursion relation for
a set of polynomials Pn[N ] which guarantee the factorization property may be the following:

[N ]
[N ] [N ]
Pn (E)
(E) = E + A0,n
Pn+1

K
k1

[N ] [N ]
k
+
(7.1)
(n l)(n N l)Ak,n Pnk (E) .
()
k=1
l=0
[N ]
} should
Then, an interesting question is, what conditions a set of the coefficients {Ak,n
satisfy for the existence of a quasi-solvable system whose spectra in its solvable sector are
[N ]
given by the zeros of the critical polynomial PN
(E) obtained by the above recursion
relation. This question may provide an alternative way to find out a new quasi-solvable and
also a new N -fold supersymmetric model.
Acknowledgements
The author would like to thank H. Aoyama, F. Finkel, D. Gmez-Ullate, A. GonzlezLpez, N. Nakayama, C. Quesne, M.A. Rodrguez, R. Sasaki, M. Sato, and K. Takasaki for
useful discussions. The author would also like to thank all the members of Departamento
de Fsica Terica II, Universidad Complutense, for their kind hospitality during his stay.
This work was supported in part by a JSPS research fellowship.
Appendix A. Invariants of a system of polynomials

Since the type A N -fold supersymmetric models have the underlying GL(2, K)
invariance discussed in Section 4, all the relevant quantities should be expressed in terms
of the covariants and invariants under the transformation. In this appendix, we summarize
the covariants and invariants of a system of polynomials needed in this article. For more
details, see Ref. [45] and references cited therein.
The multiplier representation m, i of GL(2, K) on the space of polynomials of degree
at most m is defined by,
F (h)
(h) = i ( h + )m F (h),
(A.1)
where h and are defined by Eq. (4.1). For example, we see from Eqs. (4.3) that P (h)
belongs to the representation 4, 2 while Q(h) belongs to the representation 2, 1 .
443
In order to construct a complete system of covariants and invariants, the process of

transvection is essential. Let F (h) be a polynomial of degree at most m belonging to
the representation m, i and G(h) be a polynomial of degree at most n belonging to the
representation n, j . The rth transvectant of F and G is defined by,
(F, G)
(r)
r

k r (m r + k)!(n k)! (rk) (k)
F
=
(1)
G .
(m r)!(n r)!
k
(A.2)
k=0
Then, (F, G)(r) is a polynomial of degree at most m + n 2r belonging to the

representation m+n2r, i+j +r .
For a single quadratic polynomial Q, there are two independent covariants, namely, Q
itself and its discriminant D2 given by,
1
D2 [Q] = (Q, Q)(2) .
(A.3)
2
For a single quartic polynomial P , there are five independent covariants, namely, P itself,
the Hessian H and the Jacobian J given by,
1
3
(P , P )(2) = P P (P )2 ,
24
4

1
1 2 (3)
J [P ] = (P , H )(1) =
4P P 6P P P + 3(P )3 ,
24
24
and the two invariants given by,
H [P ] =
i2 [P ] =
1
(P , P )(4) ,
96
j3 [P ] =
(A.4a)
(A.4b)
1
(P , H )(4) .
96
(A.5)
The discriminant of P is expressed in terms of the above invariants as D6 [P ] = i2 [P ]3

j3 [P ]2 .
According to the invariant theory of polynomials, the complete list of independent
covariants for the system consisting of a quartic and a quadratic polynomial is the
following:
(1) absolute invariants 0, 0 :
D2 [Q],
i2 [P ],
j3 [P ],
I1,2 [P , Q],
I2,2 [P , Q],
I3,3 [P , Q],
(A.6)
(2) quadratic covariants 2, 1 :

Q,
(P , Q)(2) ,
(H, Q)(2) ,
(P , Q2 )(3) ,
(H, Q2 )(3),
(J, Q2 )(4) , (A.7)
(3) quartic covariants 4, 2 :

P,
H [P ],
(P , Q)(1) ,
(H, Q)(1) ,
(J, Q)(2) ,
(A.8)
(4) sextic covariant 6, 3 :

J [P ].
(A.9)
444
In the above, the absolute invariants I1,2 , I2,2 , and I3,3 are given by,
(4)
(4)
1
1
P , Q2 ,
H, Q2 ,
I2,2 [P , Q] =
I1,2 [P , Q] =
96
96

1
3 (6)
J, Q
.
I3,3 [P , Q] =
(A.10)
64800
We can express the above quantities in terms of h(q), E(q), and W (q) with the aid of the
following relations derived from Eqs. (3.30) and (3.44):
1
P = h = Eh ,
P = E + E 2 ,
P = (h )2 ,
2
1
P (3) = (E + 2EE ),
h

1
(4)
P = 2 E (3) + EE + 2(E )2 2E 2 E ,
(h )
Q = (W + EW ),
Q = W h ,
1
Q = (W + EW + E W ).
h
For example, the Hessian H and the Jacobian J are expressed as,
(A.11a)
(A.11b)
(A.12a)
(A.12b)

(h )2
(h )3
(A.13)
(E EE ).
J [P ] =
2E E 2 ,
4
24
Among the covariants (A.6)(A.9), the absolute invariants play an essential role in
Section 6. In the following, we show the explicit forms of them in terms of the coefficients
of the polynomials P (h) and Q(h), as well as in terms of E(q) and W (q) (for the first four
invariants because the expressions for the last two are lengthy):
H [P ] =
D2 [Q] = 2QQ (Q )2

= 2W W (W )2 + 2E E 2 W 2
= 4b0 b2 b12 ,

1
2P P (4) 2P P (3) + (P )2
4

1
= E (3) EE + 3(E )2 4E 2 E + E 4
4
= 12a0a4 3a1 a3 + a22 ,
(A.14)
i2 [P ] =
(A.15)

2

1
12P P P (4) 6P P (3) 9(P )2 P (4) + 6P P P (3) 2(P )3
8
1
= 6E E (3) 3(E )2 3E 2 E (3) + 10(E )3 + 3E 3 E 24E 2 (E )2
8

+ 12E 4 E 2E 6
2j3 [P ] =
= 72a0a2 a4 27a0a32 27a12a4 + 9a1 a2 a3 2a23,
(A.16)
445

4I1,2 [P , Q] = P (4) Q2 2P (3) QQ + 2P QQ + (Q )2 6P Q Q + 6P (Q )2

= E (3) EE + 7(E )2 8E 2 E + 2E 4 W 2

2(E EE )W W + 2E E 2 4W W + (W )2 + 3(W )2

= 4 6a4b02 3a3 b0 b1 + 2a2 b0 b2 + a2 b12 3a1b1 b2 + 6a0 b22 , (A.17)

1 (4) 2
H Q 2H (3)QQ + 2H QQ + (Q )2 6H Q Q
2

+ 6H (Q )2

= 3 8a2a4 3a32 b02 6(6a1 a4 a2 a3 )b0 b1

+ 24a0a4 + 3a1a3 2a22 2b0 b2 + b12 6(6a0a3 a1 a2 )b1 b2

+ 3 8a0a2 3a12 b22 ,
(A.18)
2I2,2 [P , Q] =
I3,3 [P , Q] =

1 (6) 3
J Q 3J (5)Q2 Q + 3J (4)Q QQ + 2(Q )2
90

6J (3)Q 3QQ + (Q )2 + 18J Q QQ + 2(Q )2

90J Q (Q )2 + 90J (Q )3

= 8a1 a42 4a2 a3 a4 + a33 b03

16a0a42 + 2a1a3 a4 4a22a4 + a2 a32 b02 b1

+ 8a0a3 a4 4a1a2 a4 + a1 a32 b02 b2 + b0 b12

6 a0 a32 a12 a4 b0 b1 b2 a0 a32 a12 a4 b13

8a0a1 a4 4a0a2 a3 + a12 a3 b0 b22 + b12 b2

+ 16a02a4 + 2a0a1 a3 4a0 a22 + a12 a2 b1 b22

8a02a3 4a0 a1 a2 + a13 b23 .
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Supersymmetric quantum mechanics

with a point singularity
Takashi Uchino, Izumi Tsutsui
Institute of Particle and Nuclear Studies, High Energy Accelerator Research Organization (KEK),
Tsukuba 305-0801, Japan
Received 14 October 2002; received in revised form 6 March 2003; accepted 16 April 2003
Abstract
We study the possibility of supersymmetry (SUSY) in quantum mechanics in one dimension under
the presence of a point singularity. The system considered is the free particle on a line R or on the
interval [l, l] where the point singularity lies at x = 0. In one dimension, the singularity is known
to admit a U (2) family of different connection conditions which include as a special case the familiar
one that arises under the Dirac delta (x)-potential. Similarly, each of the walls at x = l admits a
U (1) family of boundary conditions including the Dirichlet and the Neumann boundary conditions.
Under these general connection/boundary conditions, the system is shown to possess an N = 1 or
N = 2 SUSY for various choices of the singularity and the walls, and the SUSY is found to be good
or broken depending on the choices made. We use the supercharge which allows for a constant shift
in the energy, and argue that if the system is supersymmetric then the supercharge is self-adjoint on
states that respect the connection/boundary conditions specified by the singularity.
1. Introduction
It has been known for some time that, in one dimension, quantum mechanics admits
various different singular point interactions parametrized by the group U (2) [1,2]. These
include the familiar singularity of the Dirac (x)-potential of arbitrary strength which gives
rise to discontinuity in the derivative of the wave function, but the generic connection
condition in the U (2) family develops discontinuity in both the wave function and its
derivative. In mathematical terms, this is equivalent to the fact that the free Hamiltonian
operator, defined on the line R with the singular point removed, admits a U (2) family of
E-mail addresses: uchino@post.kek.jp (T. Uchino), izumi.tsutsui@kek.jp (I. Tsutsui).
doi:10.1016/S0550-3213(03)00352-3
448
T. Uchino, I. Tsutsui / Nuclear Physics B 662 [PM] (2003) 447460
self-adjoint extensions. If one considers an interval [l, l] with a point singularity, then in
addition to the U (2) family of the singularity, the system is characterized further by the
property of the endpoints x = l each of which has a U (1) family of possible boundary
conditions (see, e.g., [1,3]). These varieties in the connection/boundary conditions have
been shown to accommodate interesting physical phenomena, such as duality, anholonomy
(Berry phase) and scale anomaly, which are normally found in more complicated systems
or in quantum field theory [4].
The varieties are also expected to furnish a room to realize novel quantum systems with
supersymmetry (SUSY). In fact, in our previous work [4,5], we found that there occurs a
double degeneracy in the energy level for some specific choices of the conditions, and an
attempt was made to reformulate the system into a SUSY quantum mechanics. There, we
encountered the problem of how to ensure the self-adjointness of the supercharge under
the given connection/boundary conditions. Another problem that needs to be addressed is
how to preserve these conditions under the transformations generated by the supercharge.
These properties are crucial for the very benefit of SUSY and should be maintained, since
otherwise the generic degeneracy in the level and/or the positive semi-definiteness of the
energy will not be guaranteed.
In this paper, we provide a full analysis on the possibility of SUSY quantum mechanics
for these systems, i.e., a free particle on the line R or on the interval [l, l] with a point
singularity at x = 0. We find that, for a large variety of the connection/boundary conditions,
these systems indeed possess an N = 1 or N = 2 SUSY (the latter case being the Witten
model [6]). The supercharge we use is a slightly extended version of the conventional one
and allows for a constant shift in the energy. With this supercharge, the two properties
mentioned above are shown to be maintained fully, if one takes the energy shift into
account. The examples presented include cases where the SUSY is good ( i.e., unbroken)
or broken [7], showing that these systems, though being simple, embody the essential
features of SUSY quantum mechanics observed in other models so far.
2. Supersymmetry on a line with point singularity

Let us first explore the possibility of SUSY on a line R in the presence of a point
h 2 d 2
singularity at x = 0. The system is defined by the free Hamiltonian H = 2m
(up
dx 2
to a constant) on the line R with the point x = 0 removed, and the singularity can be
characterized by a set of connection conditions at x = 0 for the wave function (x)
belonging to the Hilbert space H = L2 (R\{0}). The system may equally be formulated by
cutting the space in half (see Fig. 1) and identifying H with L2 (R+ ) C2 , where instead
Fig. 1. The system on a line R with a point singularity at x = 0 may be identified with the system of two half
lines R+ with the probability flow between the two ends x = 0 allowed.
of (x) one considers the vector-valued wave function,

+ (x)
(x) =
, x R+ ,
(x)
449
(2.1)
defined from (x) by + (x) = (x) for x > 0 and (x) = (x) for x < 0. This way
we introduce a C2 -graded structure into the system allowing for accommodating SUSY
with the Hamiltonian of the form
H =
h 2 d 2
I + k I,
2m dx 2
(2.2)
where I is the identity matrix acting on the C2 vector and k is a real constant to be
determined later. The constant term simply shifts the energy and hence is allowed to be
present in H for the description of our systems.
Before proceeding further, let us recall that the set of connection conditions which
ensures the self-adjointness of the Hamiltonian H in (2.2) is provided by [4,8,9]
(U I ) (+0) + iL0 (U + I ) (+0) = 0.
(2.3)
Here U , called the characteristic matrix, is an arbitrary U (2) matrix characterizing

uniquely the self-adjoint domain of H , which we denote by DU (H ), and we used (x) =
d
1
dx (x). The conditions (2.3) may also be written as
U (+) (+0) = () (+0),
with () = iL0 .
(2.4)
A system is said to be supersymmetric if it has self-adjoint operators Qi , i = 1, 2, . . . ,

called supercharges, such that (see, e.g., [7])
{Qi , Qj } = H ij .
(2.5)
d
i
For the free Hamiltonian,
the standard form of the supercharges is Qi = i dx
where = h/(2
m ) and i are the Pauli matrices. Formally, these supercharges satisfy
the relation with the Hamiltonian H in (2.2). However, this is not quite sufficient to
prove that the system has a SUSY, since operators are defined not just by the differential
operations but also by the domains on which they operate. In fact, the supercharges Qi
may not preserve the self-adjoint domain DU (H ) of the Hamiltonian for a given U . This
can be seen, for example, by considering the domain DU (H ) for U = 3 , for which
(+0) = (+0) = 0. The state (x) = (0, xe x )T
the connection conditions read +
belongs to DU (H ) but the transformed state Q1 (x) = (i(x 1)ex , 0)T do not fulfill
the connection conditions and hence Q1 (x)
/ DU (H ). This problem is generic for any
domain DU (H ), because the supercharges Qi involve a derivative and, accordingly, they
generate a state given basically by the derivative of the original state. Obviously, there is
no reason to expect the generated state to remain in the same domain as the original. Under
these circumstances, all we can hope for is perhaps to demand that the supercharges map
any eigenstate of the Hamiltonian H to some (but not necessarily the same) eigenstate of
1 We note that used in [4] has an extra minus sign in the second component, but this sign factor is
unnecessary here due to the mapping of the negative coordinate to the positive one.
450
H specified by the same U . This is reasonable because the benefit of SUSY in quantum
mechanics is that it may lead to the degeneracy of energy levels by generating an eigenstate
from a known eigenstate with the same energy by the operation of Qi . If this is the property
we want for SUSY in the system, then we do not need to require Qi to preserve the domain
DU (H ), as long as the above demand for eigenstates is fulfilled.
To seek for supercharges fulfilling this demand, let us consider
Q = i
d
a + 1 b ,
dx
(2.6)
where 1 is the identity operator in L2 (R+ ) and

a =
3
ai i ,
i=1
b =
3
bi i ,
|
a | = 1, a b = 0, ai , bi R.
(2.7)
i=1
2 in (2.2).
Observe that the algebra (2.5) is satisfied for any a and b if we choose k = |b|
We also note that the domain of the Hamiltonian DU (H ) is independent on the value k,
because the constant term does not affect our argument of the probability conservation.
Now, given a domain DU (H ) of the Hamiltonian H specified by the conditions (2.3) with
some U , our demand for Q to be a supercharge is that
Q (x) DU (H ),
(2.8)
for any (x) which is an eigenstate, H (x) = E (x), of the Hamiltonian H . If there
are two (or more) such independent operators, then one may choose an appropriate basis
Qi so that the orthogonal SUSY algebra (2.5) is realized.
To examine if a given U admits such supercharges, we first note that any U U (2) can
be decomposed as U = V 1 DV with some matrix V SU(2) and a diagonal matrix,
i

e +
0
D=
(2.9)
, [0, 2).
0
ei
Observe that, in view of the conditions (2.3) which specify the self-adjoint domains
corresponding to U , if (x) DU (H ) then W (x) DW U W 1 (H ) for any W U (2).
This implies that, if there exists a pair (U, Q) satisfying the above demand, so does the
pair (W U W 1 , W QW 1 ) where W QW 1 is again written in the form (2.6). Choosing
in particular W = V , we find that the pair (D, V QV 1 ) also satisfies the demand. For
this reason, with no loss of generality, we restrict ourselves below to the case where U
is diagonal. In other words, once a solution (D, Q) is found for some D and Q, then
(U, V 1 QV ) gives the desired solution.
To find the solutions (D, Q), we observe that the charge Q in (2.6) induces the
transformation on an eigenstate (with energy E) and its derivative as
(x) ia (x) + b (x),
(x) ia (x) + b (x) = i1 Ea (x) + b (x).
(2.10)
451
Our demand that the transformed state satisfy the same connection conditions (2.3), or
(2.4), then implies

(D I )a + 2L0 Db + (D I )a 2L0 b D

L20 1 E(D + I )a (D + I ) (+) (+0) = 0.
(2.11)
An important point to be noted is that the original conditions (2.4) provide relations among
the components between the two vectors (+) (+0) and () (+0), but not among those
within each of the vectors. This means that the equality (2.11) holds without the vector
(+) (+0). We then see that, since the energy E varies with the eigenstate considered,
for the conditions (2.11) to be identical to the original ones (2.3) which are independent
of E, the last term in the square bracket in (2.11) must vanish separately from the rest. The
conditions for SUSY therefore become
(D + I )a (D + I ) = 0,
(2.12)
(D I )a (D I ) + 2L0 [D, b ] = 0.
(2.13)
and
From (2.12) one obtains det(D + I ) = 0, and from (2.13) one finds D = I . This shows
that one of the eigenvalues of D must be 1 while the other cannot be 1. Since the two
eigenvalues in (2.9) can be interchanged by the conjugation D W DW 1 with W = i1 ,
the diagonal matrix D can always be taken to be
i

e
0
D=
(2.14)
, = .
0 1
For this D the condition (2.12) is fulfilled if
a = cos 1 + sin 2 = ei 2 3 1 ei 2 3 ,
(2.15)
where [0, 2) is an arbitrary angle parameter. If we consider in (2.6) the simple

supercharge Q with b = 0, then from (2.13) we have = 0, i.e., D = 3 and the
supercharge Q specified by the a in (2.15). For Q with b = 0, we combine (2.12) and
(2.13) to find
[3 , b ] =
2i
a ,
L( )
(2.16)
where we have defined
L( ) = L0 cot ,
(2.17)
2
which provides a physical length scale to the system [10]. The condition (2.16) can then
be solved by
b =
i 3
{sin 1 cos 2 } + c 3 =
e 2 2 ei 2 3 + c 3 ,
L( )
L( )
(2.18)
452
with c R being arbitrary. Collecting all, we find that the supercharge takes the form
Q = q(, c; ) with

i 3
d
i 2 3
i 2 3
i 2 3
2
e
e
1 e
+1
2 e
+ c 3 .
q(, c; ) = i
dx
L( )
(2.19)
For the general U = V 1 DV , the supercharge is given by
Q = V 1 q(, c; )V ,
(2.20)
as noted above.
We therefore have learned that, if the characteristic matrix U has eigenvalues 1 and
ei = 1, the system admits two independent supercharges, i.e., an N = 2 SUSY. For other
U , no SUSY is allowed under the Q in (2.6). Since the conjugation by V in (2.20) merely
rotates the vectors in the basis i , for any U that enjoys the N = 2 SUSY one may use the
concise basis set of supercharges,
Q1 = i
1
2 ,
dx
L( )
Q2 = i
2 +
1 ,
dx
L( )
(2.21)
2=
by setting = 0 or = /2 with c = 0. These supercharges satisfy (2.5) with |b|
2

[/L( )] . We remark that, if we restrict ourselves to the simple Q with b = 0, then from
(2.12) and (2.13) we find that an N = 2 SUSY arises only if the eigenvalues of U are 1.
3. Supersymmetry on an interval with a point singularity

Next we investigate the possibility of SUSY in the system of an interval with a
point singularity (i.e., a quantum well with a point interaction). Our assumption for the
supercharges remains to be of the form (2.6), but now we need to take into account the
boundary effect at both ends of the interval. Let the interval be [l, l] with the point
singularity placed at x = 0. As before, we remove the point x = 0 from the interval and
identify the Hilbert space H = L2 ([l, l]\{0}) with L2 ((0, l]) C2 . The Hamiltonian
(2.2) then possesses self-adjoint domains DU (H ), where now the characteristic matrix
U belongs to U (2) U (1) U (1) because the point singularity at x = 0 furnishes a U (2)
arbitrariness while each U (1) corresponds to the arbitrariness provided by the two ends at
x = l. We write U = U Dl where U U (2) is the characteristic matrix associated with
x = 0 and Dl U (1) U (1) is the one associated with the two ends x = l. If we regard
the two ends as a special case of point singularity where no probability flow is allowed
(see Fig. 2), then in terms of the boundary vectors (l) and (l), the matrix Dl may be
taken to be a diagonal U (1) U (1) matrix embedded in U (2). With these, the self-adjoint
domain DU (H ) can be specified by the connection conditions at x = 0,
(U I ) (+0) + iL0 (U + I ) (+0) = 0,
(3.1)
together with the boundary conditions at x = l,

(Dl I ) (l) + iL0 (Dl + I ) (l) = 0.
(3.2)
453
Fig. 2. The system on the interval [l, l] with a point singularity at x = 0 may be identified with the system of
two half intervals (0, l] with the probability flow between the two ends x = 0 allowed. The flow is not allowed at
the other two ends x = l.
Our task is again to find a pair (U = U Dl , Q) such that the supercharge Q

preserve the connection/boundary conditions (3.1) and (3.2). Recall that a supercharge that
preserves the conditions (3.1) and (3.2) specified by U and Dl , respectively, exists only
if U and Dl are of the form (2.14) for = , up to the conjugation by some V SU(2)
for U . We therefore have
i
i

e
e l
0
0
1
D=
U = V DV ,
(3.3)
,
Dl =
,
0 1
0 1
for , l = , and our question is whether there is a supercharge Q compatible to
both of the conditions (3.1) and (3.2). In terms of q(, c; ) in (2.19), the supercharge
corresponding to x = 0 is V 1 q(, c; )V whereas the one corresponding to x = l is
q(l , cl ; l ), and hence our requirement of compatibility reads
Q = V 1 q(, c; )V = q(l , cl ; l ).
(3.4)
Comparing the terms involving the derivative in (3.4), one finds

l

l

tr i V 1 ei 2 3 1 ei 2 3 V = tr i ei 2 3 1 ei 2 3 ,
(3.5)
for i = 1, 2, 3, which can be made more explicit by using the parametrization
V = e i 2 2 e i 2 3 ,
[0, ], [0, 2),
(3.6)
as
cos cos cos sin sin = cos l ,
cos cos sin + sin cos = sin l ,
cos sin = 0.
(3.7)
These are satisfied if

= 0,
l = + ,
or = ,
l = ,
(3.8)
or otherwise if
3
l = + , or =
,
l = .
= ,
(3.9)
2
2
2
2
The remaining conditions which arise from the non-derivative term in (3.4) are

tr i
V 1 ei 2 3 2 ei 2 3 V + cV 1 3 V
L( )

l
i l 3
= tr i
(3.10)
e 2 2 ei 2 3 + cl 3 .
L(l )
454
Among these conditions the one corresponding to the third component i = 3 can always
be fulfilled by adjusting the free constants cl and c. Also, only one of the remaining two
components, say i = 2, is important because, once its corresponding condition is met, the
construction of the supercharge ensures that the other component i = 1 fulfills its condition,
too. The i = 2 component of (3.10) is
cos l .
(cos cos sin cos sin ) + c sin sin =
L( )
L(l )
(3.11)
Now, for (3.8) we observe that (3.11) simplifies into L( ) = L(l ) or = l . We thus
realize that, if the point singularity at x = 0 and the endpoints at x = l are characterized
by

i
i
0
0
e
e
,
Dl =
, = ,
U=
(3.12)
0 1
0 1
or

i

1
0
e
0
U=
(3.13)
,
Dl =
, = ,
0 ei
0 1
the system has the supercharge preserving the connection/boundary conditions simultaneously. The supercharge is
Q = q(, c; ),
(3.14)
where q(, c; ) is given in (2.19). Since the angle parameter in the derivative term in
(3.14) remains arbitrary, we see that the system admits an N = 2 SUSY. For the realization
of SUSY, the parameter c is unimportant and can be set c = 0 in this case.
On the other hand, for (3.9) we observe that (3.11) reduces to = 0, , or
cos + c sin =
.
L( )
L(l )
(3.15)
This relation may be used to determine the constant c in favor of , and l . The relevant
supercharge then reads
Q = q( /2, c; ),
(3.16)
where is one of the parameters in (3.6). In contrast to (3.14), the angle parameter in (3.16)
is determined by in U , and hence the system admits only an N = 1 SUSY.
To see in more detail the content of the SUSY systems we have found, we consider, for
instance, the case (3.12) where the connection/boundary conditions are given by
(+0) = 0,
+ (+0) + L( ) +

+ (l) + L( ) + (l) = 0,
(+0) = 0,
(l) = 0.
(3.17)
For the eigenstates of the Hamiltonian H satisfying (3.17), we find the series of two
degenerate states,

L( ) kn cos kn x + sin kn x
0
,
(n) (x) = N(n)
,
+(n) (x) = N+(n)
sin kn x
0
(3.18)

(n)
455
(n)
where kn = n/ l with n = 1, 2, 3, . . . , and N+ and N are normalization constants.

The energy of these eigenstates is evaluated to be En = h 2 kn2 /(2m) + [/L( )]2 , since
2 = [/L( )]2 for c = 0. Under the SUSY transformations
the energy shift becomes |b|
generated by (2.21), these two states interchange each other, (n) Qi (n) (n) for
i = 1, 2. In addition, we have the ground state,
x/L()
grd
grd e
+ (x) = N+
(3.19)
,
0
with the vanishing energy E grd = 0, which exists for any = except when = 0 which
(+0) = (l) = 0. The ground
corresponds to the case of the Neumann condition, +
+
grd
state is unique and annihilated by the supercharge Qi + = 0, showing that the system
possesses a good SUSY.
For the case (3.13), on the other hand, the connection/boundary conditions read
+ (+0) = 0,
(l) = 0,
+ (l) + L( ) +
(+0) = 0,
(+0) L( )
(l) = 0.
We then find the series of degenerate eigenstates,

sin kn x
0
+(n) (x) = N+(n)
,
,
(n) (x) = N(n)
0
sin kn (x l)
(3.20)
(3.21)
where the discrete kn > 0 are determined as solutions of L( )kn + tan(kn l) = 0. Similarly,
for l < L( ) < 0, there arise the degenerate ground states,

0
grd
grd sinh x
grd
grd
+ (x) = N+
(3.22)
,
(x) = N
,
0
sinh (x l)
with E grd = h 2 2 /(2m) + [/L( )]2 > 0, where > 0 satisfies L( ) + tanh l = 0. At
L( ) = l, these states reduce to

0
grd
grd x
grd
grd
+ (x) = N+
(3.23)
,
(x) = N
.
0
x l
Note that the energy spectrum is positive definite and, irrespective of the energy, all states
are doubly degenerate and related by the SUSY transformations generated by Qi . Thus, in
contrast to the previous case, the SUSY is broken here.
In particular, if we choose = 0, then the conditions (3.17) become the Neumann type
(+0) = 0 = (l) and the Dirichlet type (+0) = 0 = (l), whereas the conditions
+
+
(l) and (+0) = 0 = (l). These
(3.20) become their combinations, + (+0) = 0 = +
are the models known earlier [7] whose supercharges are given without the constant term
in (2.6). Taking into account the N = 1 systems realized on the interval under (3.16), we
see that, under the supercharge (2.6) with a constant term, the general point singularity
leads to a much richer variety of SUSY systems than known before.
If we restrict ourselves to the simple Q with b = 0, then from the result in Section 2, we
know that both of U and Dl must have the eigenvalues +1 and 1, that is, U = V 1 3 V
and Dl = 3 (up to the exchange of the eigenvalues). This implies the connection/boundary
456
Fig. 3. Energy levels of the N = 1 SUSY system possessing the simple supercharge Q with b = 0. The levels are
not degenerate unless = 0 or .
conditions,
ei + (+0) cot 2 (+0) = 0,
(l) = 0,
+
(+0) + tan (+0) = 0,

ei +
2
(l) = 0,
under which we have the eigenstates,

i

e cos kn (x l)
(n) (x) = N (n)
,
sin kn (x l)
kn =
n + /2
,
l
(3.24)
(3.25)
for n Z. Each eigenstate is invariant under the SUSY transformation by Q, and as shown
in Fig. 3, the energy levels E (n) = h 2 kn2 /(2m) are not degenerate unless = 0 or .
For the interval we have yet another extension based on the half parity transformation,

+ (l x)
X : (x) (X )(x) =
(3.26)
,
(x)
which is well-defined in H and fulfills X 2 = id. For the system characterized by U =
U Dl with U and Dl given either by (3.12) or (3.13), this half parity induces a
change in the characteristic matrix U U X = U X DlX , namely, if DU (H ) then
X DU X (H ), where U X and DlX are given by interchanging the upper left components
of U and Dl with the extra sign . Clearly, we have Q(X ) DU X (H ) for
the supercharge Q = X q(, c; )X 1 . The half parity transformation X leaves the good
SUSY system (3.12) unaltered, but it turns the broken SUSY system (3.13) into one with

i

0
e
1 0
X
,
D
=
, = .
UX =
(3.27)
l
0
ei
0 1
Under these the connection/boundary conditions read
(+0) = 0,
+ (+0) L( ) +
+ (l) = 0,
(+0) = 0,
(+0) L( )
(l) = 0.
(3.28)
Evidently, this system has a spectrum identical to the case (3.13) and the N = 2 SUSY is
broken. The present case corresponds to the self-dual subfamily mentioned earlier in Ref.
[5], which pointed out that the system becomes a Witten model at = but fell short of
457
obtaining the full realization of SUSY quantum mechanics for other due to the question
of the self-adjointness of the supercharge, which we now address next.
4. Self-adjointness of the supercharge

An important question which remains to be answered is whether our supercharge Q in
(2.20) can be defined as a self-adjoint operator, and if so, whether its self-adjoint domain
is compatible with the self-adjoint domain of the Hamiltonian.
To answer the former half of the question, we first observe that the problem of the selfadjointness can be examined by the form (2.6) because, analogously to the case of the
Hamiltonian, a self-adjoint domain for (2.20), if any, can be obtained from a domain for
(2.6) by the conjugation of the matrix characterizing the domain of the supercharge. Now,
for the interval [l, l], for example, the supercharge (2.6) being self-adjoint implies
l
(x)(Q )(x) dx
+0
(Q ) (x) (x) dx = 0.
(4.1)
+0
Clearly, the constant term in Q drops out from this condition and hence does not affect
the domain determined from (4.1). Taking the freedom of conjugation (including the half
parity X , if necessary) into account, with no loss of generality we can restrict ourselves to
d
2 . Then, the condition (4.1) reduces to
the simple form Q = i dx
(l)2 (l) (+0)2 (+0) = 0.
(4.2)
This can be fulfilled if (0) = M (l) with some U (1, 1) matrix M, which satisfies
M 2 M = 2 . Other solutions are given by + (+0) + u (+0) = 0 and + (l) +
ul (l) = 0, where u, ul R {} U (1). The entire family of the solutions is given by
the sum of these, and they actually form a U (2) group. That this is the case may be argued
by invoking the theory of self-adjoint extensions [1] as follows.
Let D(Q) be a symmetric domain of Q defined by

D(Q) = AC [0, l] C2 , Q L2 (0, l] C2 , (+0) = (l) = 0 ,
(4.3)
where AC([0, l]) denotes the space of absolutely continuous functions on the interval [0, l].
The domain of the adjoint Q is then given by

D Q = AC [0, l] C2 , Q L2 (0, l] C2 .
(4.4)
d
The eigenvalue equation, Qi = (i dx
2 )i = ig i for any g > 0, has the
solutions,

i gx/
i
(1)
(2)
=
e
,
i
=
egx/ .
i
(4.5)
1
1
Thus the deficiency indices of the operator Q are (2, 2) showing that the supercharge
Q admits a U (2) family of self-adjoint extensions for the interval. These extensions are
characterized by the aforementioned boundary conditions.
458
For the line R, the above discussion applies more or less unchanged, except that the
contribution from the endpoint x = l is now absent. The deficiency indices of the operator
(1)
Q become (1, 1) since i
are non-normalizable there. The resultant U (1) family of selfadjoint domains is realized by the boundary condition, + (+0) + u (+0) = 0.
We next turn to the latter half of the question, namely, the compatibility of the two
self-adjoint domains of Q and H . This, again, can be answered affirmatively. In fact,
we show that any self-adjoint domain DU (H ) is a subset of the self-adjoint domain of
the supercharge Q associated with the Hamiltonian H . To see this, let fk , k = 1, 2, be
the eigenvectors of the characteristic matrix U specifying the Hamiltonian. We then have
Ufk = eik fk , where one of the eigenvalues, say ei2 , is 1 while the other ei1 is not 1.
We now decompose the boundary vectors (+0) and (+0) into the eigenvectors of the
characteristic matrix U of the Hamiltonian,
(+0) =
2

fk , (+0) fk ,
k=1
(+0) =
2

fk , (+0) fk ,
(4.6)
k=1
where , is the innerproduct for C2 -vectors. In terms of these, the connection conditions
(2.3) become
2

eik 1 fk , (+0) + iL0 eik + 1 fk , (+0) fk = 0.
(4.7)
From the independence of the eigenvectors fk and ei2 = 1, we find

f2 , (+0) = 0.
(4.8)
k=1
On the other hand, we recall that the existence of the supercharge requires (2.12). For n
now taken by 2 , and for general U , (2.12) becomes (U + I )2 (U + I ) = 0. Multiplying
this by f1 from the right and by f1 U from the left, we obtain
f1 2 f1 = 0.
(4.9)
From (4.8) and (4.9), we see that

(+0)2 (+0) =
2

fk , (+0) (+0), fj fj 2 fk = 0.
(4.10)
j,k=1
So far we have considered only for x = +0, but the contribution from x = l can be
evaluated analogously to show that (l)2 (l) = 0. We therefore realize that the
requirement for the self-adjointness (4.2) of Q is ensured for any states belonging to the
domain of H for which an associated supercharge Q exists, and that this is true for both
the line and the interval system.
An important consequence of this is that all eigenvalues of Q are real and, hence,
the operator Q2 is positive semi-definite. This ensures the standard lower bound of the
spectrum, H = 2Q2 0, which is attained, for instance, by the ground state (3.19) in the
good SUSY case.
459
5. Conclusion and discussions

We have seen that a rich variety of N = 1 and N = 2 SUSY systems appear on the
line and the interval with a singular point. The key element for this is that we consider the
entire family of quantum singularities, and that we extend the supercharge by introducing
a constant term allowing for an energy shift which can be absorbed into the Hamiltonian.
The resultant N = 2 SUSY systems are the Witten models and exhibit distinct features
depending on the choice of the characteristic matrix that specifies the singularity.
The self-adjoint domain of the supercharge Q is seen to contain the self-adjoint domain
of the Hamiltonian H . As a result, the supercharge Q may be expected to ensure the double
degeneracy of energy levels by its operation on the eigenstates. Indeed, this has been seen
in the first two (and the fourth) examples discussed in the interval case in Section 3, but
not in the third one where no degeneracy arises in general. The standard tool to establish
the degeneracy is the Witten parity operator W , which is self-adjoint and satisfies W 2 = 1,
[W, H ] = 0 and {W, Q} = 0. Obviously, for these conditions we need to examine if the
domains of the operators involvedin particular the domain DU (H ) of the Hamiltonian
change under the operation of W , and this is a highly non-trivial matter. However, if we
assume that W is given by a 2 2 Hermitian matrix acting on the graded Hilbert space, then
on account of the boundary conditions (2.3) we see that DU (H ) is preserved under W if
[W, U ] = [W, Dl ] = 0. The first two (and the fourth) examples have their U that fulfills this
demand with W = 3 , and consequently allow the degeneracy to occur in the eigenspaces
of 3 , i.e., the upper and the lower components of the vector states . In contrast, in the
third example, U and Dl do not in general allow a common operator commuting the both
simultaneously, implying that such W cannot exist. In fact, this seems to be the case for
a generic pair of U and Dl , unless there exists some underlying mechanism to ensure the
degeneracy.
Finally, we mention that it is straightforward to extend our analysis to more complicated
systems with point singularities, including a circle with singular points or a quantum circuit
whose vertices may be regarded as point singularities. For these systems, all we need is to
put an appropriate U (2) matrix to each of the point singularity and seek the supercharge
that preserves the domain of the Hamiltonian. The extension may also include systems with
a potential V (x) which develops a singularity at its divergent point, such as the Coulomb
potential. Singular potentials that arise in integrable models, such as the Calogero-Moser
models, may also be of interest for the possibility of accommodating SUSY under the
general singularity.
Acknowledgements
I.T. thanks T. Cheon and T. Flp for useful discussions. This work has been supported
in part by the Grant-in-Aid for Scientific Research on Priority Areas (No. 13135206) by
the Japanese Ministry of Education, Science, Sports and Culture.
460
References
[1] M. Reed, B. Simon, Methods of Modern Mathematical Physics, Vol. 2, Academic Press, New York, 1980.
[2] S. Albeverio, F. Gesztesy, R. Hegh-Krohn, H. Holden, Solvable Models in Quantum Mechanics, Springer,
New York, 1988.
[3] T. Flp, T. Cheon, I. Tsutsui, Phys. Rev. A 66 (2002) 052102.
[4] T. Cheon, T. Flp, I. Tsutsui, Ann. Phys. 294 (2001) 123.
[5] I. Tsutsui, T. Flp, T. Cheon, J. Phys. Soc. Jpn. 69 (2000) 3473.
[6] E. Witten, Nucl. Phys. B 185 (1981) 513.
[7] G. Junker, Supersymmetric Methods in Quantum and Statistical Physics, Springer, Berlin, 1996.
[8] N.I. Akhiezer, I.M. Glazman, Theory of Linear Operators in Hilbert Space, Vol. 2, Pitman, Boston, 1981.
[9] T. Flp, I. Tsutsui, Phys. Lett. A 264 (2000) 366.
[10] I. Tsutsui, T. Flp, T. Cheon, J. Math. Phys. 42 (2001) 5687.

Multi-loop Feynman integrals and conformal

quantum mechanics
A.P. Isaev
Bogoliubov Laboratory of Theoretical Physics, JINR, Dubna 141 980, Moscow region, Russia
Received 26 March 2003; accepted 2 May 2003
To the memory of Sergei Gorishnii 19581988
Abstract
New algebraic approach to analytical calculations of D-dimensional integrals for multi-loop
Feynman diagrams is proposed. We show that the known analytical methods of evaluation of
multi-loop Feynman integrals, such as integration by parts and star-triangle relation methods, can
be drastically simplified by using this algebraic approach. To demonstrate the advantages of the
algebraic method of analytical evaluation of multi-loop Feynman diagrams, we calculate ladder
diagrams for the massless 3 theory. Using our algebraic approach we show that the problem of
evaluation of special classes of Feynman diagrams reduces to the calculation of the Green functions
for specific quantum mechanical problems. In particular, the integrals for ladder massless diagrams
in the 3 scalar field theory are given by the Green function for the conformal quantum mechanics.
PACS: 03.70.+k; 11.25.Hf; 03.65.Fd; 12.38.Bx; 12.38.Cy
Keywords: Dimensional regularization; Perturbative series; Conformal quantum mechanics
1. Introduction
It is well known that the evaluation of the multiple integrals associated with the
Feynman diagrams is the main source of physical data in the perturbative quantum field
theory. Since the number of diagrams grows enormously in higher orders of perturbation
theory, the numerical calculations of the integrals for multi-loop Feynman diagrams are
E-mail address: isaevap@thsun1.jinr.ru (A.P. Isaev).

doi:10.1016/S0550-3213(03)00393-6
462
A.P. Isaev / Nuclear Physics B 662 [PM] (2003) 461475
not sufficient to obtain results with desirable precision. That is why analytical calculations
of the Feynman diagrams (integrals) start to be important.
For last few years considerable progress was achieved in analytical calculations of
multi-loop Feynman integrals (see, e.g., [16] and references therein). It is interesting
that in many cases analytical results for the Feynman integrals are expressed in terms
of the multiple zeta values and polylogarithms. Note that the multiple zeta values and
polylogarithms are very interesting and promising subjects for investigations in modern
mathematics (see, e.g., [7,8]).
The analytical evaluations of the multi-loop Feynman integrals are usually based on
such powerful methods as the integration by parts [9] and star-triangle (uniqueness) relation
(see [10,11] and references therein) methods. These methods have a long history. For
example, the star-triangle relations have firstly been considered in the framework of the
conformal field theories [12]. Then it was noticed [13] that the star-triangle relation is a
kind of the YangBaxter equation (see also [14]). In [13], this fact was used to calculate
the fishing-net Feynman diagram (of a sufficiently large order) for the four-dimensional
(D = 4) 4 theory (as well as triangle-net and honey-comb diagrams for the 6
(D = 3) and 3 (D = 6) theories, respectively).
In this paper a new algebraic approach to analytical calculations of the massless and
dimensionally regularized Feynman integrals, e.g., needed for the renormalization group
calculations, is developed. In particular, this method is based on using the integration by
parts and star-triangle (uniqueness) relation methods. The advantage of our approach is
that we change the manipulations with integrals by the manipulations with the algebraic
expressions. This drastically simplifies all calculations, as it will be demonstrated by
some examples. In particular, we calculate the integrals for ladder Feynman diagrams
arising in the 3 field theory for scalar massless particles. The integrals for these diagrams
contribute to many important physical quantities and have been extensively used in many
applications, e.g., in the calculations of the conformal four-point correlators in the N = 4
supersymmetric YangMills theory [15,16]. The remarkable fact which we have observed
is that the evaluation of the integrals for special classes of Feynman diagrams reduces
to the calculation of the Green functions for specific (integrable) quantum mechanical
problems. For example, the integrals for ladder massless diagrams in the 3 scalar field
theory are given by the expansion over the coupling constant of the Green function for the
D-dimensional conformal quantum mechanics.
The paper is organized as follows. In Section 2, we outline the basic concepts of our
operator approach. In Section 3, we explain how the integrals for Feynman diagrams can
be represented in the operator form. The analytical calculations of the integrals for multiloop ladder diagrams are presented in Section 4. In Section 4 we also discuss the relation
of multi-loop Feynman integrals to Green functions of specific quantum mechanical
problems. In conclusion we discuss possible generalizations and prospects.
2. Operator formalism
D
the coordinates xi , where i =
Consider the D-dimensional
space
R with
Euclidean
2
1, . . . , D. We denote (xp) = i xi pi , x = ( i xi xi ) and in general the parameter is
463
a complex number. Let qi = qi and pi = p i be operators of coordinate and momentum,

respectively,

qk , pj = ikj .
(1)
Introduce the coherent states |x |{xi } and |k |{ki } which diagonalize the operators
of the coordinate and momentum
qi |x = xi |x,
p i |k = ki |k,
and normalize these states as follows:

1
x|k =
exp(ikj xj ),
(2)D/2
(2)
d D k |kk| = 1 =

d D x |xx|.
(3)
We also define the inversion operator R

R = 1,
2
R = R q
2D

1
x|R = ,
x

Ki = R pi R = q 2 pi 2qi q p ,
R qi R = qi /q 2 ,
(4)
where x1 := {xi /x 2 }.
The well-known formula for the Fourier transformation of the function 1/k 2 can be
rewritten with the help of Eqs. (2) and (3) in the following form:

1
1
( )
x| 2 |y = a()
(5)
a() = D/2 2
,

p
2 ()
(x y)2
where = D/2, () is the Euler gamma-function and = 0, 1, 2, . . . . Note that
a() obeys the functional equation a()a( ) = (2)D . Formula (5) can be interpreted as
a definition of the infinite-dimensional matrix representation for p 2 (the matrix indices
are the coordinates xi and yi ). In this representation the operator q 2 is a diagonal matrix
x|q 2 |y = x 2 D (x y).
(6)
We call the function 1/(x y)2 the propagator with the index . Consider the
convolution product of two propagators with the indices and :

dDz
V ( , )
(7)
=
,
(x z)2 (z y)2
(x y)2(+D/2)

a(+)
. This is nothing but the group relation p 2 p 2 = p 2( + )
where V (, ) = a()a()
which is written in the matrix form (5).
Using the definition of the inversion operator R (4) one can deduce the main formula
D
R p 2 R = q 2(+ 2 ) p 2 q 2( 2 ) .
(8)
Then, the group relation (R p 2(+) R) = (R p 2 R)(R p 2 R) is equivalent to the identity

p 2 q 2 p 2 = q 2 p 2 q 2
( = + )
(9)
which can be represented in the form of the commutativity condition [H , H ] = 0 for

the operators H = p 2 q 2 . Thus, H (for all ) generate the commutative set of elements
464
in the algebra of functions of qi , pi . Identity (9), represented in the matrix form (5), (6), is
the famous star-triangle relation ( + = ):

V (, )
dDz
.
(10)
2
=

2
2
2
(x z) z (z y)
(x) (x y)2 (y)2
Consider the dilatation operator H := (i/2)(p q + q p)
= H which satisfies:
H p i = pi (H 1),
H q i = qi (H + 1),
and generates the sl(2) algebra together with the elements q 2 and p 2 :
2 2

q , p = 4H,
H, q 2 = 2q 2 ,
H, p 2 = 2p 2 .
(11)
(12)
It is known that the special conformal transformation generators Ki (4), the dilatation
operator H (11), the elements p i and Mij = qi pj qj pi generate the D-dimensional
conformal algebra so(D, 2).
Below the following relations will be important:
2 2(+1)
q , p
(13)
= 4( + 1)(H + )p 2 ,
2(+1) 2
2
q
(14)
, p = 4( + 1)(H )q ,
H q 2 = q 2 (H + 2),
H p 2 = p 2 (H 2).
(15)
These relations are easily deduced from the Heisenberg algebra (1). We also introduce
p i , qj ) of the
the notion of degree for the operators which are homogeneous functions (
is called the degree of
generators of the Heisenberg algebra. The additive number deg()
H ] = deg()
. In particular, we find deg(pi ) = deg(qj ) = 1 in
the operator if [,
view of (11).
Using relations (13) and (15) one can deduce the algebraic identity
4(2 )p 2 q 2 p 2

1 2 2(+1) 2 2
1
q , p
p 2 q 2 q 2 , p 2(+1) .
q p
=
+1
+1
(16)
In the matrix form (5), (6) this identity looks like

(D 22 1 3 )x|1 , 2 , 3 |y

= 1 x|1+ , 2 , 3 |y x 2 x|1+ , 2 , 3 |y

+ 3 x|1 , 2 , 3+ |y y 2 x|1 , 2 , 3+ |y) ,
(17)
where i = i 1, = 1 , = 2 , = 3 and we have introduced the concise

notation for the vertex integral

1
1
1
dDz
1
x|
x|1 , 2 , 3 |y =
=
|y.
(x z)21 z22 (z y)23
a(1 )a(3 ) p 21 q 22 p 23
(18)
Identity (17) is called the integration by parts (or triangle) rule [9] and plays a very
important role in almost all analytical calculations of multi-loop Feynman integrals.
465
The integration by parts rule (16) is a combination of two more fundamental relations.
The first one is
4( )p 2 q 2 =

1 2 2(+1) 2
1
p 2 q 2( +1), p 2
q , p
q ,
+1
+1
(19)
and the second one is obtained from (19) by the Hermitian conjugation (for real and ).
These relations can also be deduced from (13)(15).
Consider the sequence of products of the operators p 22k , q 22k+1
:= (. . . , i , . . .) = p 21 q 22 p 23 q 24 .
(20)
Then the finite difference equation (19) and its conjugated version can be written in the
form of equations Li (i ) = 0 where the finite difference operators

i 1
i+1
i1
Li = 4(i i+1 ) + i + i+1
e
, i :=
e
i = e
,
i
i
generate the algebra with the commutation relations: [Li , Li+k ] = 0 for (k 3) and
[Li1 Li , Li+1 Li+2 ] = 0,
[Li , Li+2 ] = e(i+1 +i+2 )
1
Li+1 .
i+1 i+2

This W -type algebra has the central element Z = 14 j ()j Lj which is equal to the
degree of the operator (20).
Another set of equations i = for the functions (20) follows from the star-triangle
identity (9). The action of the operators i is
i (. . . i , i+1 , i+2 , i+3 , . . .)
= (. . . i i+1 + i+2 , i+2 , i+1 , i+1 i+2 + i+3 , . . .).
(21)
The operators (21) define the group Seven Sodd which is a direct product of two symmetric
groups generated by the sets of even {2i } and odd {2i+1 } elements, respectively. One can
show directly that the whole set of the relations Li = 0 and k = is closed and
combinations of these relations do not lead to new constraints on (20).
known [17] that the dimensional regularization procedure requires the rule:
ItD is well
d x/x 2 = 0 for all = D/2. A more precise statement [18] is

1
d D x 2(D/2+i) = D () ( Re)
(22)
x
D/2
2
where D = (D/2)
is the area of the unit hypersphere in R D .
In the framework of the dimensional regularization scheme we extend the definition of
the integral in the left-hand side of (22) for arbitrary complex numbers = ||ei arg() as

1
d D x 2(D/2+) = D || ,
(23)
x
where (||) is the radial delta-function. It is clear that: f () (||) = f (0) (||) for
analytic in = 0 functions f ().
466
The important consequence of the definition (23) is that now one can introduce the
notion of the trace for the operators (20)

Tr( ) = d D x x| |x.
(24)
It follows from (23) that these traces are proportional to the delta-function:

Tr( ) = D ci ||
ci = d x x|
|x
(25)
where = 12 deg( ), x i = xi /r is a unit vector in R D , d D x = D r D1 dr d x and

ci is a coefficient function which contains the whole information about the correlator
x| |x = ci x 2(D/2+) . The simple algebraic arguments which lead to Eq. (25) are the
D
following. Note that et (H + 2 ) |x = |et x and for r = et we obtain
t (H 2 ) et (H + 2 ) |x
= et (2+D) x|
|x
x| |x = x|e

D
which is consistent with (25).

Remark 1. In the case deg( ) = 0, the operators (20) (which are cut off by the
conditions i = 0 for i < 0 and i > 2k) are expressed as a product of the commutative
operators H and their inverse:

= H1 H1
(26)
deg(H ) = 0 .
H
H1
H
1 2 1 2 +3
2k 2k1 2k
In this case the problem of calculation of the trace (24) reduces to the spectral problem for
the commutative operators H .
Remark 2. The star-triangle identity (9) can be generalized to

2(+) (2) 2 (3)

hi1 ...in q p hik+1 ...in p
p 2 h(1)
i1 ...ik p q
i1 ...in
2(+) (2) 2 (1)

q 2 h(3)
hi1 ...in p q hi1 ...ik q ,
ik+1 ...in q p
(27)
i1 ...in
where h(a)
i1 ...ik () (a = 1, 2, 3) are any tensors being kth-order homogeneous polynomials in
qi or pi (deg(hi1 ...ik (p))
= deg(hi1 ...ik (q))
= k).
Remark 3. The following relation holds:
1
a()
a()
1
|x =
|y.
(q y)2 p 2
(q x)2 p 2
(28)
Indeed, the contraction of both sides of (28) with an arbitrary state z| and relation (5) give

the identity. One deduces from (28) that the vector a()(q x)2 p 2 |x is independent
of the parameters and xi and, thus, should be canceled by the operators pi .
467
of the inversion operator (4) can be defined as

Remark 4. The dual analog R

= p 2 qi 2p i p q ,
qi R
R
p i R
= pi /p 2 ,
R
q 2 R
= p 2(+ 2 ) q 2 p 2( 2 ) ,
R
D
(29)
= R
p 2D and k|R
= 1 |.
2 = 1, R
where R
k
Remark 5. Certain algebraic identities considered above (e.g., Eqs. (13) and (14)) are
related to each other by the obvious Z2 symmetry p 2 q 2 , H H which is the wellknown automorphism of the sl(2) algebra (12).
3. The diagrams
The Feynman diagrams which will be considered in this paper are graphs with vertices
connected by lines labeled by numbers (indices). With each vertex we associate the point
in the D-dimensional space R D while the lines of the graph (with index ) are associated
with the propagator
= 1/(x y)2 .
The boldface vertices denote that the corresponding points are integrated over R D . These
diagrams are called the Feynman diagrams in the configuration space.
The figures and operator form of integral expressions for the 3-point, 2-point diagrams
and the tetrahedron vacuum diagram are
= f (i ) x|p 21 q 22 p 23 q 24 p 25 |y
Fig. 1.

= f (i ) x|p 21 q 22 p 23 q 24 p 25 |x
Fig. 2.

= f (i )
d D x x|p 21 q 22 p 23 q 24 p 25 q 26 |x
Fig. 3.
where the factor f (i ) is equal to (2)3D a(1 )a(3 )a(5 ).
468
The two-loop propagator-type diagram on Fig. 2 (which is called in [19] the master twoloop diagram) is obtained from the diagram in Fig. 1 in the case x = y. The expression for
the vacuum tetrahedron diagram in Fig. 3 is the result of the integration of the expression
for the master two-loop diagram with the additional propagator 1/x 26 . This expression is
represented in the form of the trace (24)

f (i ) Tr p 21 q 22 p 23 q 24 p 25 q 26 .
(30)
The tetrahedral symmetry [18] of this diagram becomes evident if we impose, in addition
to the cyclic symmetry of the trace (s13 = 1):

s1 : Tr p 21 q 22 p 23 q 24 p 25 q 26

= Tr p 23 q 24 p 25 q 26 p 21 q 22 ,
(31)
the identity (the reflection of the diagram in Fig. 3 with respect to the vertical line; this
reflection is equivalent to the permutation of the vertices x and 0; s22 = 1):

s2 : Tr p 21 q 22 p 23 q 24 p 25 q 26
a(2 )a(4 ) 2 21 2 25 2 26
Tr p 2 q
.
p 3 q
p 4 q
=
(32)
a(1 )a(5 )
The last identity is deduced from (28). With the help of the transformations s1 and s2 one
can permute every two vertices of the tetrahedron on Fig. 3. Thus, the elements s1 , s2
generate the permutation group S4 (e.g., one can check that the element (s1 s2 ) generates
the 4th-order symmetry (s1 s2 )4 = 1).
Following the paper [18] we add to (31) and (32) the symmetry (cf. with (21)) deduced
from the star-triangle equation (s32 = 1):

s3 : Tr p 21 q 22 p 23 q 24 p 25 q 26

= Tr p 2(1 2 +3 ) q 23 p 22 q 2(2 3 +4 ) p 25 q 26 .
(33)
The symmetries s1 , s2 , s3 (31)(33) can be realized as linear transformations of the indices
i and, as it was shown in [20], they generate the 1440-dimensional finite group S6 Z2 ,
where S6 is a group of permutations of 6 objects and Z2 is a 2-fold cyclic group. The
most general analytical result for the master two-loop diagram on Fig. 2 has been achieved
in [21] and [22]. According to this result, the trace (30) for 4 = 2 = 1 can be expressed
in terms of 3 F2 hypergeometric series.
At the end of this section we stress that to write down more complicated diagrams in
the operator form, we need to extend the Heisenberg algebra (1) to the multi-particle case
[qk(a), pj(b) ] = ikj ab , where a, b = 1, 2, . . . are the numbers of particles.
4. Applications
In this section we demonstrate how our algebraic methods work using the example
of the L-loop ladder (L-boxes) diagrams. We start with dimensionally and analytically
469
regularized massless integrals

DL (p0 , pL+1 , p; , , ) =
L

k=1
d D pk
pk2k (pk
p)2k
L

m=0
1
(pm+1 pm )2m
(34)
which correspond to the diagram (x = p0 , y = pL+1 , z = p):
Fig. 4.
The dual to this diagram is the ladder L-loop diagram for the massless 3 theory (the loops
in Fig. 5 correspond to the boldface vertices in Fig. 4):
(pmk = pm pk )
Fig. 5.
This momentum space diagram represents the same integral (34), but in another
graphical form. Using (3) and (5) we obtain for (34) the following representation:
L
L

1
1
1
1
1
DL (x, y, z; , , ) =
|y. (35)
x|

a(k )
q 2k (q z)2k p 2k
p 20
k=0
k=1
Now we simplify the problem by fixing indices of the propagators as k = , k = ,

k = , and consider the generating function

Dg (x, y, z; , , ) := a
g L DL (x, y, z; , , )
L=0

= x| p 2
g
q 2 (q z)2
|y
(36)
470
where g = g/a( ) is the renormalized coupling constant. The right-hand side of (36) is
the Green function for the two-center operator

H = p 2
g
.
q 2 (q z)2
This Green function has the following symmetries under the linear and inverse transformations of the coordinates (x, y, z):
Dg (x, y, z; , , ) = Dg (y, x, z; , , ),
(37)
Dg (x z, y z, z; , , ) = Dg (x, y, z; , , ),

1 1 1
, , ; ,
, = x 2 y 2 Dg (x, y, z; , , ).
Dgz2
x y z
(38)
(39)
Here 1/x := {xi /x 2 } and

= 2 = D ( + + 2 ).
(40)
The proof of (37) and (38) is evident. The symmetry (39) follows from the chain of
equalities

1
g

|y
x|R 2 p 2 2
q (q z)2

1
gz
2
2( +D/2) 2 2( D/2)
= x|R q
p q
R|y
q 2(+)(q 1z )2

1
2
1
gz
2
2 2 1
,
p
y
=x
(41)

y
1
2
2
x
q (q z )
where Eqs. (4) and (8) where applied.
Using identities (38) and (39) one can change the indices of the propagators in (34). In
the case = 0 (see (40)) the combination of the symmetries (38) and (39) gives
Dg (x, y, z; , , ) = x 2 y 2 G , (u, v)
where
G , (u, v) = u| p
gz
2
q
(42)
|v,
(43)
and
gz = gz
2 =
g
,
a( )z2
ui =
xi
zi
,
x 2 z2
vi =
yi
zi
.
y 2 z2
The function G , (x, y) is obviously related to the function (36) (if we put there = 0,
g = gz ), and for the case gz = const from (37), (39) we obtain the symmetry

( D )

1 1
2 G
,
G , (u, v) = G , (v, u) = u2 v 2
(44)
,2
u v
(note that here we have made the redefinition: ).
471
Thus, the problem of analytical evaluation of the integrals (34) for the ladder diagrams
with the special choice of the line indices ( + + 2 = D) is reduced to the problem of
calculation of the Green function for the Hamiltonian
gz

H = p 2 2
q
which describes (for = 1) the propagation of the scalar particle in the external field of
one source fixed in the origin. Now the most interesting cases are:
(1) = = 1, ( = 1) which corresponds to the D-dimensional conformal mechanics;
(2) = 1, = D/2 1, ( = 3 D2 ) which is related to the standard D-dimensional
problem of the dynamics of a charged particle moving in the field of the pointlike source.
For D = 4 both the cases are equivalent to each other and the Green function (43) defines
the generating function for the ladder diagrams in the 3 (D = 4) field theory.
Here we calculate the Green function (43) and, therefore, the integral (34) for general
value of D and for the choice of the indices = D/2 1, = = 1 (D-dimensional
conformal mechanics) with the help of the operator approach. Our method is based on the
identity:

g L 2
(H 1)
1 2
1
=
q
q
(45)
p 2 g/q 2
4
(H 1 + )L+1 p 2
L
L=0
1
where we denote [ ] L = L!
(L [ ])=0 . Identity (45) can be proved immediately
if one acts on both the sides by H = p 2 g/q 2 and uses relations (13)(15) and
[(h 2)(h )L1 ] L = L,0 , h = 0. Taking into account the integral representation
for the rational function of H in (45)

(1)L+1
(H 1)
=
dt t L et t et (H 1)
L+1
L!
(H 1 + )
0
the Green function G1,1 (u, v) (43) is written in the form

1 gz L
1
L (u, v)
|v
=
u| 2
L! 4
(p gz /q 2 )
(46)
L=0
where for the functions L (u, v) we obtain the integral representation

L (u, v) =

2 t t (H 1) 1 2
dt t u| q e t e
q
|v
p 2
L
L

= a(1)
dt t
0
u2
v2

e
t
L
et
(u et v)2
D
( D 1)
2
(47)
Note that the first function is: 0 = a(1)(u v)2(1 2 ) and in view of (44) all L possess
the symmetry

(1 D )
1 1
2
,
.
L (u, v) = L (v, u) = u2 v 2
L
u v
472
The integral (47) for D = 4 reproduces the results of [23] and [24]. For applications
it is worth having the general expression (47) for D = 4 27 and expand L (u, v) over
small 7:
(1 7) 7 l (l)
(z1 , z2 ).
L (u, v) =
(48)
l! L
4 27 u2(17)
l=0
Here the dimensionless parameters z1 , z2 are defined by the equations: z1 + z2 = 2(uv)/u2

and z1 z2 = v 2 /u2 . The coefficient functions L(l) in the expansion (48) can be represented
in the following form:
L
l

( ln(z1 z2 ))f (2L f )
()m Clm Zm (z1 , z2 ; 2L + l f ),
f !(L f )!
f =0
m=0
(49)
l!
m
where Cl = m!(lm)! and we denote (k > m):
m n

n
n
n
(k m) (z1 0 z2 0 ) z1 i + z2 i

.
Zm (z1 , z2 ; k) =
km
(z1 z2 )
( m
ni
0 ni )
(l)
L (z1 , z2 ) =
{ni }=1
i=1
For example, we have

(k)
Lik (z1 ) Lik (z2 ) ,
z1 z2

(k 1)
z2
Z1 (z1 , z2 ; k) =
Lik1,1 (z1 , 1) + Lik1,1 z1 ,
(z1 z2 ) ,
z1 z2
z1
and in general the functions Zm (z1 , z2 ; k) are linear combinations of multiple polylogarithms
n

w0 0 w1n1 wrnr
Likm,m1 ,...,mr (w0 , w1 , . . . , wr ) =
mr
1
nkm nm
1 nr
n >n >>n >0 0
Z0 (z1 , z2 ; k) =
with
mi = m and arguments wi belong to the set {1, z1 , z2 , zz12 , zz21 ,
coefficient function in (49) (related to the integral (47) for D = 4)
z12
, . . .}.
z22
The first
L

()f (2L f )! f
1
ln (z1 z2 ) Li2Lf (z1 ) Li2Lf (z2 ) ,
z1 z2
f !(L f )!
f =0
(50)
has firstly been evaluated in [23]. The next coefficient is
L(0) (z1 , z2 ) =
L(1) (z1 , z2 ) =
2L

n( ln(z1 z2 ))2Ln
Z0 (z1 , z2 ; n + 1) Z1 (z1 , z2 ; n + 1) .
(2L n)!(n L)!
n=L
We also present the result for the integral (47) in the case u = v (x = y) and arbitrary
D < 2(L + 1) which is needed for evaluation of the propagator-type ladder diagrams:
D
u2( 2 1) L (u, u) =
a(1)(2L 1)!! (k + D 2)

.
(D 2)
k!(k + D/2 1)2L
k=0
473
For D = 4 we immediately obtain u2 L (u, u) (2L 1).

Remark 6. Relation (14) can be rewritten in the form

1 2(1) 1
1
1
2 1
t (H 1)
2 1
q , 2 =
q , 2 .
q
=
dt e
4
p 2
p 2 4(H 1)
p
p
0
In the matrix representation (5), (6) this identity gives the analytical expression for the
vertex integral (18) for the special choice of the indices (one index is arbitrary)
D
D
1
x| 1, 1 , 1|y =
2
2
4a(1)
dt et ( 2 1)
D
(x 2 et ) (y 2 et )
(et x y)2( 2 1)
D
(51)
It reproduces the results presented in [26,27] since the indices of the lines in the left-hand
side of (51) are changed by means of the star-triangle symmetries (21).
Remark 7. The one- and two-loop ladder integrals (34) for the case D = 4 and k = k =
k = 1 (which are given by the functions 1(0) and 2(0) (50)) have been found in [25]. This
result was generalized in [23] and [24] where (50) for all L and the generating function
(46) (for the case D = 4 and k = k = k = 1) has been calculated. The analytical results
for 1,2,3-loop (boxes) integrals (34), general value of D and special indices of the lines
k , k , k can be found in [4,2730] (see also references therein).
Remark 8. In the case of the conformal indices: k + k + k + k1 = D (k) the
inversion method (41) reduces the 4-point functions (34), (35) (represented on Fig. 4) to
the 3-point functions. Moreover, the inversion method (41) gives the possibility to obtain
the duality transformation for the D-dimensional Green function

1
2 2 ( D ) 1
1
1
2

x| 2
|y
=
x
y

y
2
2
2
2
2
p + g(q )
+E
x p + g + E(q )
which relates (for the fixed parameters = 1, E = 0) the D-dimensional Green function
for the Hamiltonian H = p 2 + g(q 2 )2 to the propagator of a massive (m2 = g2 ) free
particle (the dimension parameter can be restored by the renormalization p p/
and
q q).
The inversion method (41) in the momentum representation (with the help of the
(29)) gives the duality transformation for the Green function
operator R

2 2
k k
(+D)
2

k| p 2 +
(q 2 ) 2
+E

k = 1 1 +
k
1
1
,
+ Ep
k
2
(q ) 2
g
where g and E are dimensionless parameters. For = 1, D = 3 we have deduced the

duality transformation for the Green function of the Coulomb problem.
474
5. Conclusion
In this paper the algebraic approach to analytical calculations of the integrals for
multi-loop Feynman diagrams is developed. Possible modifications and applications of
the approach are the following. First of all we plan to extend the method to the case of
massive propagators. It is rather trivial to generalize the integration by parts identities (16),
(19) to the massive case. The massive generalization of the star-triangle identities (9), (27)
is unknown (see, however, Section 3.2 in the paper [3]).
The algebraic formulation of the Gegenbauer polynomial technique [22,31] is also
possible and based on the identity

1
1
n
D
D
=
q
d z d w |zCn z w w| + (w z) q n2 ,
(52)
a( ) p 2
n=0
w2 >z2
where z w = (wz)/(w2 z2 )1/2 and Cn (t) are Gegenbauer polynomials. It is tempting to

apply (52) for the evaluation of the two-loop master diagram on Fig. 2.
Finally we stress that our methods resemble the methods used in the theory of the
quantum integrable systems. For example, the star-triangle identity (10) is a kind of the
YangBaxter equation [13,14] and can be used for the R-matrix formulation [32] of the
integrable noncompact Heisenberg spin chain proposed by Lipatov [33] for describing
the high-energy scattering of hadrons in QCD. So we hope that the algebraic approach
developed in this paper will be helpful in investigations of the Lipatovs model.
Acknowledgements
I would like to thank G. Arutyunov, D. Broadhurst, A.I. Davydychev, H. Gangl, D.I.
Kazakov, A.V. Kotikov, L.N. Lipatov, O.V. Ogievetsky, V.A. Smirnov, F.V. Tkachov,
A.A. Vladimirov and A.B. Zamolodchikov for interesting discussions and comments. I also
thank the Max-Planck-Institut fr Mathematik in Bonn, where in the beginning of 2002 the
considerable part of this work was done, for their kind hospitality and support.
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Dynkin diagram strategy for orbifolding with

Wilson lines
Kang-Sin Choi a,b , Kyuwan Hwang a , Jihn E. Kim a,b
a School of Physics and Center for Theoretical Physics, Seoul National University, Seoul 151-747, South Korea
b Physikalisches Institut, Universitt Bonn, Nussallee 12, D-53115 Bonn, Germany
Abstract
A simple method for breaking gauge groups by orbifolding is presented. We extend the method of
Kac and Peterson to include Wilson lines. The complete classification of the gauge group breaking,
e.g., from heterotic string, is now possible. From this Dynkin diagram technique, one can easily
visualize the origin and the symmetry pattern of the surviving gauge group.
PACS: 02.20.Qs; 11.25.Mj; 11.30.Ly
1. Introduction
The heterotic string introduced an interesting simply-laced semi-simple group E8 E8
in 10 dimension (10D) which can be a candidate for the fundamental theory near the Planck
scale [1]. However, one must compactify the six internal spaces so as to reconcile with the
observed 4-dimensional (4D) physics. Among a few directions for compactification, the
orbifolding has been known to be especially simple and efficient, and gives a rich spectra
for 4D particles [2,3]. In addition, this orbifold method has led to interesting 4D models
which exhibit some desirable physical phenomena such as the standard model gauge group
and the doublettriplet splitting [4].
The so-called standard-like models, leading to the gauge group SU(3) SU(2) U (1)n
with three chiral families, have been constructed vigorously along this line [46]. In case
of no Wilson line, there even exist extensive tables for all ZN orbifolds [7]. However,
E-mail addresses: ugha@phya.snu.ac.kr (K.-S. Choi), kwhwang@phya.snu.ac.kr (K. Hwang),
jekim@phyp.snu.ac.kr (J.E. Kim).
doi:10.1016/S0550-3213(03)00308-0
K.-S. Choi et al. / Nuclear Physics B 662 [PM] (2003) 476490
477
the possibilities for inclusion of Wilson lines are exponentially larger than those without
Wilson lines. Therefore, the inclusion of Wilson line(s) was limited to the study toward the
standard-like models. Along this line, an equivalence relation was even devised to ease the
study [8].
However, this initial study toward string derivation of the supersymmetric standard
model could not overcome two serious hurdles along this direction, one the sin2 W
problem and the other the problem of too many Higgs doublets. Therefore, recently the
orbifold has been tried at the field theory level [9]. Here, the doublettriplet splitting
problem [9] and the flavor problem [10] have been reconsidered, but it did not exhibit a
predictive power due to the arbitrariness of the field content introduced at the fixed points.
This led us to consider the string orbifolds again. One recent suggestion has been that a
semi-simple gauge group such as SU(3)3 is plausible for a unification group at high energy
to solve the sin2 W problem in the orbifold compactification [11]. This opens a new door
toward string orbifolds. In this respect, it is worthwhile to consider possible string vacua
through orbifold compactifications. Of course, the previous classifications can be useful,
but they are not complete in that there does not exist a complete classification with Wilson
lines. Therefore, in this paper we try to investigate how to implement the Wilson lines
without much computer time.
In this study, the simple group theoretical method, originally devised by Kac and
Peterson [12], is found to be extremely useful. This method uses the Dynkin diagram, and
can be understood pictorially. In this method, we can easily tell the origin and the symmetry
of the resulting gauge group. However, cases with more than one shift vector, which is the
case of our interest with Wilson lines, have not been studied completely. Here, generalizing
Kac and Peterson, we present a systematic search criteria for the gauge groups in cases with
more than one shift vector. And we seek the behind symmetry of group, which is in fact
apparent in the Dynkin diagram. With the criteria present in this paper, it is in principle
possible to classify the groups completely.
2. Orbifold and shift vector

2.1. Breaking the group by a shift vector
We begin with the conventional root space the dimension of which is the rank of the
group. Let us restrict the discussion to the self-dual lattices. For a group G and its root
lattice spanned by its roots P , we can make a transformation of P by the shift vector V ,
|P e2iP V |P ,
(1)
|Q |Q,
(2)
where we have casted roots as states and |Q is the set of Cartan generators. If we require
that this transformation is the symmetry of the system, it breaks the group G into its
subgroup H , which consists of the root vectors |P satisfying
P V = integer.
(3)
478
The order of the shift vector V is defined to be the minimum integer number N such
that N successive transformation becomes the identity operation up to a lattice translation,
i.e., NV belongs to the root lattice.
2.2. Orbifold
The orbifold embedding of shift vector is a natural realization of this property. An
orbifold is defined by modding out the manifold Rn by the space group S, which is seen
equivalently as modding out the torus T n by the point group P,
Rn /S = T n /P.
Under S, an element x of Rn transforms as,
x x + v.
Here, the (usually rotation) element also belongs to the point group P, or the
automorphism of the lattice vector defining the torus. The order N has the same meaning as
that of the shift vector, i.e., N = 1. Naively speaking, the orbifolding is the identification
of points on T n up to the transformation . We associate this space group transformation
with the gauge group transformation,
rotation by e2iP V ,
translation by v e
2iP a
(4)
(5)
We refer the latter as the Wilson line shift vector.

2.3. Symmetries of Lie group
A simple Lie group has many symmetries. Any set of shift vectors which are connected
by these symmetries are equivalent, leading to the same subgroup.
(1) Lattice translation: although this is not a symmetry of the gauge group, it is the
redundancy of the formulation by the shift vector. Under the translation
V V + ,
by a root vector , the condition (3) does not change, since the root vector is also an
element of the dual lattice (self-dual), any vector of which has only integer value when
taking the dot product with any root vector.
(2) Weyl reflection: the Weyl reflection ( ) is defined as a reflection about the plane whose
normal vector is the root () of the group.
V
= V ( V ).
2
We know that the set of any number of successive reflections form a group. The group
generated by the Weyl reflections is called Weyl group.
V V = V = V 2
479
(3) Outer automorphism: the Dynkin diagram, which is a diagrammatical representation

of the Cartan matrix, contains almost every information of the given group. Every
small circle (or bullet) represents a simple root and the linking lines represents the
angle between the simple roots linked. (In our case, we consider only small circles and
singly connected lines.) Some Dynkin diagram possesses some exchange symmetry,
which is the outer automorphism of the group. Some of the previous works classifying
orbifold models neglected this possibility. In fact, many breaking patterns turn out to
be the identical one.
3. Dynkin diagram technique for searching surviving groups

What will be the subgroup H which survives the condition Eq. (3)? The basic method
of finding the group structure is to identify the simple roots for the set of all roots which
survive the projection (3). By choosing the form of the shift vector carefully, one can find
the simple roots without identifying all roots surviving the projection. For the case of one
shift vector, i.e., when there is no Wilson line shift, Kac and Peterson [12] introduced a
very useful choice of such form of the shift vector.
Let us concentrate on the group E8 . E8 has eight simple roots i , i = 1, . . . , 8,
represented by the small circles in the (extended) Dynkin diagram in Fig. 1. The highest
root of E8 is given by
= 2 1 + 3 2 + 4 3 + 5 4 + 6 5 + 4 6 + 2 7 + 3 8 .
(6)
Let us define the Coxeter label {ni } as the coefficients of i in this simple root expansion:
=
r
ni i ,
i=1
where r = rank of G. If we define 0 = , its dot product with the other simple roots
vanishes except with 1 , for which it is 1. It cannot be included in the set of simple roots
of E8 , since 0 is not linearly independent on the other simple roots i nor a positive root.
However, it can be a candidate of new simple root when some simple root fails to pass the
and the extended Dynkin
criterion Eq. (3). This set is called an extended root system G
diagram is shown in Fig. 1.
8 group. The numbers in the circle are the Coxeter label ni of the
Fig. 1. Extended Dynkin diagram of E
corresponding simple roots.
480
Let us expand the shift vector in the basis of the fundamental weight, namely Dynkin
j
basis {i }, satisfying i j = i ,
V=
r
1
si i ,
N
(7)
i=1
where N is the order of the shift vector and si is given by N i V . We can limit our
consideration for the shift vector satisfying
8
ni si N,
si 0,
(8)
i=1
for it is well known that one can always transform the shift vector into this standard form
by lattice translation and Weyl reflection of E8 .
With this form of shift vector, it is easy to identify the simple roots of the surviving
roots. Let us define the set of indices J which is made of the indices i for which si does
not vanish.
J = {i | si = 0}.
(9)
First, let us consider the case where the inequality Eq. (8) holds. For any positive root P
of E8
P=
8
ci i ,
ci 0,
(10)
i=1
the projection condition Eq. (3) becomes

P V =
ci si = integer.
(11)
iJ
This value is always smaller than one since that for the highest root is less than one.
si
P V V =
(12)
ni < 1.
N
iJ
Thus, any root having non-zero ci for i J , fails to pass the condition. This means we can
safely remove the corresponding circle in the Dynkin diagram without causing any side
effect. The resulting subgroup can be read off from the resulting diagram.
Now, let us consider the case when the equality Eq. (8) holds. In this case, there are
some roots, which still survives the projection condition even though ci = 0 for some i J ,
which means we cannot just remove the corresponding circle in the Dynkin diagram. Let
us call the set of such roots as A. Any positive root P in A has ci = ni for all indices i J ,
hence it is expressed as

bi i = 0
bi i , bi 0,
P =
(13)
i J
/
i J
/
for some non-negative integer bi . Hence any negative root P, being the minus of P,
/ J } with positive
in A can be expressed by the sum of the root vectors { 0 , i for i
481
coefficients. Thus, by changing the definition of positive root for the root in A in such a
way that a previous negative root is a positive root and vise versa, one can confirm that { 0 ,
i for i
/ J } forms a proper set of simple roots. Thus the surviving subgroup is represented
by the extended Dynkin diagram with the ith circle being removed for i J , i.e., si = 0.
Observing that whether we add the extended simple root 0 to the Dynkin diagram or
not depends on the value s0 defined by
s0 N(1 V ) = N
8
ni si
(14)
i=1
vanishes or not, both cases considered in the last two paragraphs can be treated universally
by formally defining the Coxeter label n0 for the extended simple root 0 as 1 and restrict
our consideration to the case which satisfies
8
nI sI = N,
sI 0.
(15)
I =0
For a solution {sI , I = 0, . . . , 8} of Eq. (15), the unbroken subgroup by the shift vector
given by Eq. (7) can be read off from the extended Dynkin diagram with the I th circle
removed for any index I with sI = 0 including I = 0. If the rank of the diagram is smaller
than 8, there are additional U (1)s which fill up the rank to 8. The trivial case is s0 = N
where the group G remains unbroken.
It will be interesting to think about what will be the unbroken subgroup for the shift
vector
which does not satisfy the condition Eq. (8). For example, take V = 13 5 , hence

ni si = 6 > N where N = 3. It is tempting to speculate that deleting the 5th circle
(5 ) in the extended Dynkin diagram results in SU(6) SU(2) SU(3). However, the set
{ 0 , i } { 5 } cannot generate a root vector with c5 = 3 which survives the projection. In
this case, the proper simple root turns out to be
= 3 + 2 4 + 3 5 + 2 6 + 7 + 8 .
It links to 2 and 8 , whose resulting extended Dynkin diagram is again E6 SU(3),
which is depicted in Fig. 2. By the theorem above, there is an equivalent shift vector
obeying the condition (8) leading to the same subgroup. One can show that this is
an equivalent breaking to the second one in Table 1, by lattice translations and Weyl
reflections.
The complication of this example comes from the fact that there are surviving roots
which cannot be expressed in terms of
the highest root and the surviving simple roots.
Those roots are allowed since V = ni si /N is greater than 1. Hence this example
Fig. 2. An order N = 3 breaking. A shift vector which deletes the 5th spot leads to E6 SU(3). Compare this
with Fig. 1.
482
Table 1
The order N = 3 breakings of E8 . The last entry
s0 can be added automatically to satisfy Eq. (15)
[si |s0 ]
Unbroken group H
[00000000|3]
[01000000|0]
[00000001|0]
[10000000|1]
[00000010|1]
E8
E6 SU(3)
SU(9)
E7 U (1)
SO(14) U (1)
shows the importance of the condition Eq. (8) in reading off the gauge group directly from
the Dynkin diagram.
The power of the condition Eq. (15) lies not only in the easiness to identify the unbroken
subgroup but also in the fact that there are only a few possible set of sI s that can satisfy
it. Thus the procedure of finding all possible gauge symmetry breaking by the shifts can
be very simplified using the condition Eq. (15) and the extended Dynkin diagram. For
example, let us consider an order N = 3 shift. From Eq. (15) and watching nI , there are
only five possibilities. The shift vector (7) in the Dynkin basis and the corresponding five
unbroken groups are listed in Table 1.
4. Introduction of Wilson line

In addition to the shift vector associated with the point group, we introduce another
shift vector when we turn on a Wilson line [3] a, which should also satisfy the same
condition as V and is required to satisfy additional conditions on the modular invariance
stated in the next section. Extending the diagrammatic method of finding the unbroken
subgroup for the first breaking of E8 , we can find a well-defined procedure of finding
the unbroken subgroup for the further breaking by the additional Wilson line shift vector.
One can introduce as many Wilson lines as the number of the compact dimensions in the
orbifold compactification bases on torus. Most of the statements in this section assumes
that the procedure is applied recursively for each additional Wilson line ai . Some of the
statements is for the first Wilson line a1 , for the sake of definiteness and simpleness of the
argument, though. These statements can be generalized appropriately to the next Wilson
line easily.
Let us call the unbroken subgroup of the first breaking in the previous section as
H = H1 H2 , where each Hx is a simple group. The first step of the method in
the previous section was to find an efficient form of a shift vector expanded in the dual
basis, i.e., the fundamental weight of E8 . For now we are dealing with the subgroup of
E8 , one might try to expand in terms of the fundamental weights of Hx . However, it is not
useful since the fundamental weight vectors of Hx are not on the root lattice of Hx since it
does not form a self-dual lattice in general. For some cases, they reside in the root lattice
, implying they might be useful for
of Hx if they are multiplied by some positive integer N
ZN orbifolds. Still, it lacks the generalities and do not allow the formulation for the general
order N , hence we do not use them in this paper. Instead, we keep using the expansion by
483
the fundamental weights of E8 , i . They are not exactly a dual of the simple roots we found
in the previous section in the strict sense, since 0 , the negative of the highest root of E8 ,
which does not have its dual among i , can be one of the simple roots of H . However, this
expansion is quite useful since all the other simple roots of H are still identified as simple
roots of E8 . For the simple root 0 , if present, whether the corresponding circle should be
removed or not can be deduced from the coefficients of the other simple roots. The central
point of our method is to provide a neat formulation of keeping track of the fate of those
extended simple roots at the previous stage in a similar form as that of Eq. (15).
x
We start our discussion by defining the highest root x = Hx and the labels {nH
I } for
each simple group factor Hx as
H
x =
(16)
ni x i ,
iJx
where Jx is the set of indices i for which the E8 simple root i , including 0 , is identified
to be a simple root of Hx at the previous stage of breaking. By adding Hx , the root system
x . We expand the Wilson line shift vector a in terms of the
of each Hx is extended to H
fundamental weights of E8 .
a=
8
1
wi i .
N
(17)
i=1
The next important step is to reduce the possibilities of wi by requiring the analogous
condition of Eq. (8). For each simple group Hx , we can transform a shift vector a into its
own standard form by the lattice translation and the Weyl reflection by the root of Hx . Here
we cannot use the standard form itself since we do not expand a in terms of the fundamental
weight of H . Still, a slightly different form of the same theorem is very useful to constrain
the shift vector a:
Theorem 1. One can always transform any vector a in the combined root space of
H = H1 H2 by lattice translation and Weyl reflection by the root of Hx into the one
that satisfies
H

ni x N i a N, i a 0
N x a =
(18)
iJx
for each simple group Hx . This transformation does not change the set of shift vectors
{V , a1 , . . .} which leads to the symmetry breaking E8 H , upto lattice translations.
The proof of the first statement of Theorem 1 is manifest since it is just the substitution
of si by N i a in Eq. (8) and each simple group Hx is completely independent among
one another since i j = 0 if i and j belong to different subgroup. The second
statement of Theorem 1, which is an important consistency condition of our scheme, is
also obvious since any root P which survive the projection of the previous stage satisfies
P V = integer, P a1 = integer, etc.
For the sake of simplicity, we illustrate the usage of Theorem 1 in dealing with the
extended root 0 of E8 only. The generalization to the other extended roots for the
484
subgroup of E8 can be made easily. For the simple group Hx which does not contain 0 as
its simple root, Theorem 1 is simply equivalent to
H
ni x wi N, wi 0,
(19)
iJx
just like the E8 case in the first breaking by V . For the simple group Hx which contains 0 ,
it translates into

Hx
x
N x a =
(20)
nH
wi , w0 0,
i wi + n0 w0 N,
iJx {0}
w0 N 0 a =
8
ni wi .
(21)
i=1
The non-trivial condition on the quantity w0 0 is the simple consequence of the theorem.
The apparent sign inconsistency between Eq. (21) and Eqs. (19), (20) is to be resolved by
the negative value of wi with i J , where J is the set of all indices i for which i fails
to pass the projection at the previous stage. Thus wi for i J should be fixed by hand in
such a way that w0 defined by Eq. (21) satisfies Eq. (20). When J has only one element i,
the constraints on w0 is equivalent to find a solution of
8
ni wi = N mod N,
(22)
I =0
with wi = 0 since ni is already a multiple of N . This property is useful for some physically
interesting cases like further breaking of SU(3) E6 on Z3 orbifold which we will see in
detail in the next section. When J has more than one element, there may be more than one
way for wi , i J to satisfy Eq. (21). Each such solution may or may not lead to the same
gauge group, depending on whether they are related to one another by Weyl reflection
or not. It cannot be known at this stage in a general way. Thus, for the classification
purpose, they must be treated as a different one unless they are proven to be related by
Weyl reflection.
Given the restriction of Eqs. (19), (20), with the proper definition of w0 in Eq. (21), we
can define the coefficient w0Hx for the extended root Hx of the simple group factor Hx
such that
H
(23)
ni x wi + w0Hx = N, wi , w0Hx 0,
I Jx
by the same argument of the previous section. One can read off the surviving gauge group
from the extended Dynkin diagram after removing of the corresponding circle for i or
Hx if wi = 0 or w0Hx = 0.
If there are more than one Wilson line, we can do this procedure recursively with every
extended root Hx at the previous stage being taken care of by the same way as 0 is
in the above illustration. As we took more Wilson lines, surviving gauge group has more
factor groups with smaller rank, leading to many extended roots to be taken care of. It may
become quite tedious but is trivial at the same time since we deal with small groups like
SU(n) for which all Coxeter label is one.
485
4.1. Further breaking of SU(3) E6

As an illustration of the method presented in the previous subsection, we will study the
further breaking of SU(3) E6 by one Wilson line. The subgroup SU(3) E6 is obtained
when the orbifold shift vector is given by V = 2 /3 for Z3 orbifold, as can be seen from
the Table 1. The E6 has 3 , . . . , 8 as its simple roots and the highest weight is given by
E6 = E6 = 3 + 2 4 + 3 5 + 2 6 + 7 + 2 8 .
(24)
On the SU(3) side, the simple roots consists of 1 and 0 , the E8 extended root, and the
highest weight is given by
SU3 = SU 3 = 0 + 1 .
(25)
The extended Dynkin diagrams for SU(3) E6 are shown in Fig. 3.

SU
E
ni wi = 5 = 0 mod 3, 0
(1) Take a = 13 4 , or w = [00010000|w0w0 3 w0 6 ]. Since
fails to pass the projection. w0 is determined to be 1 with w2 = 2 from Eq. (21).
SU
E
SU
Having n0 3 = 1 and n4 6 = 2, the other coefficients are determined to be w0 3 = 2
E6
and w0 = 1 from Eqs. (19) and (20). The resulting group is SU(2) SU(2) SU(5)
and the final w leading to this group is w = [00010000|121]. We leave w2 to be zero
for simplicity in this paper since it gives no information
about the group structure.

(2) Consider a = 13 8 . In this case 0 survives since ni wi = 3. Thus no simple root in
SU(3) group fail to pass the projection. We can take either w0 = 0 or w0 = 3, the result
SU
SU
E
is the same, being w0 3 = 3 or w0 3 = 0, respectively. For E6 part, n8 6 = 2, thus we
E6
have w0 = 1. As a result, we have w = [00000001|031] and the resulting group is
SU(3) SU(6).
(3) A more interesting case is a = 13 5 , or w = [00001000|030]. Both 0 and E6 survive.
Therefore, a fairly large group of SU(3)4 survives. By looking at the Dynkin diagram,
one notes a symmetry by permutating three of SU(3)s. This has been used for an
SU(3)3 unification model [11].
In this way, all possible other wi s are examined and the resulting gauge groups are
6 shows
listed in Table 2. Some comments are in order. The extended Dynkin diagram of E
3
4
7
6
the symmetry, namely triality, under permutations of ( , ), ( , ) and ( E6 , 8 )
and E
6 . New labels are defined for each subgroup. Compare these
Fig. 3. Extended Dynkin diagrams for SU(3)
with Fig. 1.
486
Table 2
Possible further breakings of E6 SU(3). U (1) factors are implied to make the rank 8.
E
SU

Note that nI wI = 0 mod 3, ni 6 wi = 3, ni 3 wi = 0. The shift vectors resulting
in the same group are related by a symmetry. We do not list the cases with some wi s of 2,
because they do not provide any new symmetry breaking patterns

SU
E
wi w0 w0 3 w0 6
Group
[10000000|113]
[00100000|212]
[00000010|122]
[00010000|121]
[00000100|211]
[00000001|031]
[00001000|000]
E6
SU(2) SO(10)
SU(2) SO(10)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(3) SU(6)
SU(3)4
[10100000|022]
[10000010|202]
[10010000|201]
[10000100|021]
[10000001|111]
[10001000|110]
[00110000|030]
[00000110|030]
[00100100|120]
[00010010|210]
[00100001|210]
[00000011|120]
[00100010|031]
SU(2) SO(10)
SU(2) SO(10)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(6)
SU(3)3
SU(3) SU(6)
SU(3) SU(6)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(3) SO(8)
[10110000|110]
[10000110|110]
[10100100|200]
[10010010|020]
[10100001|020]
[10000011|200]
[10100010|111]
SU(6)
SU(6)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(2)2 SU(5)
SU(2)2 SU(5)
SO(8)
pairs. Nonetheless, the breakings of E6 by deleting the corresponding spots under this
triality are not Weyl-equivalent since they have different E8 characteristic like the Coxeter
labels {ni }. As a result, it can be easily seen that some w vectors resulting in the same
gauge group are related by the triality symmetry.
5. Heterotic string and modular invariance

So far the procedure presented for finding an unbroken subgroup of E8 by the Dynkin
diagram has been general. In string theory, however, the consistency under the quantum
corrections demands further conditions which is called the modular invariance conditions.
In this case, the unbroken group by the shift vectors is more restricted. The search for
the groups via shift vectors was the original motivation for introducing the orbifold
compactification [2] in physics. In fact, these root systems naturally arise from the
487
heterotic string [1]. Here, we employ the bosonic string description. A string state excited
by an oscillator describes a Cartan generator in Eq. (2). The momentum and winding
states around the compact dimension, which describe charged bosons under this Cartan
generator describe roots in Eq. (1). The modular invariance condition restricts the relations
among these states.
By orbifolding we identify the space (in the compact dimension coordinate zm =
x2m + ix2m+1 )
zm zm e2im .
Similarly shift vector is defined on the group space
zn zn e2ivn .
By the definition of order, N successive twist is identity operation, hence

Nvn = 0 (mod 2),
Nm =
where the modulo 2 condition results for the case of spinorial states, e.g., in the E8 E8
theory.
Here, the modular invariance condition [2] for the orbifold restricts the form of the shift
vector. Constraining the discussion on the Abelian orbifold, i.e., when the orbifold action
is commutative [6] then the only necessity from the modular invariance condition [2] is
that under + 1. In terms of the shift vectors and V , we have
(N)2 = (NV )2
where
(NV )2 =
(mod 2N),
2
si i
1
si A1
ij sj = s A s,
(26)
(27)
ij
where the dot product between two vectors in the Dynkin basis is understood. In this basis,
we can easily read off the modular invariance condition from the inverse Cartan matrix
A1 . This is especially useful in implementing the procedure into the computer code. For
a concrete form of the Cartan matrix, see [13].
5.1. Wilson lines
The presence of Wilson lines changes the modular invariance condition [2]. In addition
to Eq. (26), we have the condition for each Wilson line shift ai ,
(N)2 = (NV + Nmi ai )2
(mod 2N).
Here, by the point group action as well as the lattice translation by mi , the Wilson-lineshifted vector is made coincident to another shift vector. Since we have no preference on
the choice of reference lattice axis, we can always set mi to be 1. Therefore, one can show
that this can be simply restated as,
NV ai = integer,
Nai aj = integer (i = j ).
(28)
488
This can be written in the Dynkin basis as,

wi A1 s = 0
(mod N),
and
wi A1 wj = 0
(mod N, i = j ).
In the presence of more than one Wilson line, these conditions constrain the theory
severely and reduce drastically the number of possibilities.
In the E8 E8 heterotic string, we can independently consider two sectors independently. When we focus on the visible sector only, the modular invariance condition is
loosened, because we can put the unwanted shift vector components into the hidden sector. For the modular invariance, the full rank-16 group must be considered for the condition (26). However, physics of the hidden sector is still important. When we consider
twisted sectors, generally multiplets are hung on both sectors.
It is easily checked that these modular invariance conditions are not spoiled by the
automorphisms of the group. As seen in Table 2, therefore the same groups that come from
the equivalent breaking survive together if one survives.
6. Classification scheme
From the above construction, we can classify which group emerges when we orbifold.
The general strategy for obtaining an orbifolded unbroken group is the following.
(1) Determine the number of compact dimensions and the orbifold which determines the
order N of the shift.
(2) Find all possible shift vector v having the coefficient si which satisfies Eq. (15) for
given order N , for single gauge group E8 .
(3) The allowed shift vector V for E8 E8 can be selected from the combination of two
shift vectors for single E8 by requiring the modular invariance condition (26).
(4) The surviving gauge group for the chosen shift vector can be read off from the extended
Dynkin diagram using the method explained in this paper.
(5) Whenever we add Wilson line ai , repeat the process from step (2), using Eq. (23) this
time.
We note the merits of this procedure.
Simple and intuitive.
Complete classification: we can take into account all the symmetries from a given
group.
Easy to find the origin of a symmetry: we can see pictorially which symmetry comes
from which group. From the example we presented earlier, the origin of SU(3)3 from
E6 is easily seen.
489
Since the above procedure is easily implementable in the computer program, we will
present the classification tables of unbroken groups with shift vectors and Wilson lines,
including the matter spectrum, in a separate publication [14].
In this paper, we set out the rules for finding out all the unbroken gauge groups with all
the possible shift vectors and Wilson lines. The main point of the procedure we proposed
is that we can exhaust the Weyl reflection symmetry by requiring the shift vectors and
the Wilson lines to be the standard form for each subgroup, which is still simple enough
to read off the surviving gauge group from the extended Dynkin diagram at the same
time. Since we obtain all the allowed gauge groups with shift vectors and Wilson lines,
the search for models with different sets of chiral matters within a given gauge group is
much more simplified and tractable. It is even straightforward to identify the untwisted and
twisted matter representations for every possible orbifold models, since we have done the
classification of the Weyl-non-equivalent shift vectors and Wilson lines, if needed by the
aid of the computer program [14].
Acknowledgements
We thank the Physikalisches Institut of the Universitt Bonn for the hospitality extended
to us during our visit when this work was completed. This work is supported in part by
the KOSEF Sundo Grant (2002), the BK21 program of Ministry of Education, and Korea
Research Foundation Grant No. KRF-PBRG-2002-070-C00022.
References
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D.J. Gross, J.A. Harvey, E.J. Martinec, R. Rohm, Nucl. Phys. B 256 (1985) 253;
D.J. Gross, J.A. Harvey, E.J. Martinec, R. Rohm, Nucl. Phys. B 267 (1986) 75.
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[5] C.A. Casas, E.K. Katehou, C. Munoz, Nucl. Phys. B 317 (1989) 171;
A. Font, L.E. Ibanez, F. Quevedo, A. Sierra, Nucl. Phys. B 331 (1990) 421;
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[7] Y. Katsuki, Y. Kawamura, T. Kobayashi, N. Ohtsubo, Y. Ono, K. Tanioka, DPKU-8904 (1989).
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J. Giedt, Ann. Phys. 289 (2001) 251;
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K. Hwang, J.E. Kim, Phys. Lett. B 540 (2002) 289, hep-ph/0205093.
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[12] V.G. Kac, D.H. Peterson, in: Anomalies, Geometry, and Topology, Proceedings of the ArgonneChicago
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T.J. Hollowood, R.G. Myhill, Int. J. Mod. Phys. A 3 (1988) 899;
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Y. Katsuki, Y. Kawamura, T. Kobayashi, N. Ohtsubo, Y. Ono, K. Tanioka, Nucl. Phys. B 341 (1990) 611.
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R. Slansky, Phys. Rep. 79 (1981) 1.
[14] K.-S. Choi, K. Hwang, J.E. Kim, in preparation.

osp(1|32) and extensions of super-AdS5 S 5 algebra

Kiyoshi Kamimura a , Makoto Sakaguchi b
a Department of Physics, Toho University, Funabashi 274-8510, Japan
b Theory Division, High Energy Accelerator Research Organization (KEK), Tsukuba, Ibaraki 305-0801, Japan
Abstract
The super-AdS5 S5 and the four-dimensional N = 4 superconformal algebras play important
roles in superstring theories. It is often discussed the roles of the osp(1|32) algebra as a maximal
extension of the superalgebras in flat background. In this paper we show that the su(2, 2|4), the
super-AdS5 S 5 algebra or the superconformal algebra, is not a restriction of the osp(1|32) though
the bosonic part of the former is a subgroup of the latter. There exist only two types of u(1) extension
of the super-AdS5 S5 algebra if the bosonic AdS5 S5 covariance is imposed. Possible significance
of the results is also discussed briefly.
PACS: 11.25.Hf; 11.25.Uv; 11.25.-w; 11.30.Pb
Keywords: Superalgebra; AdS5 S5 ; Superconformal; Maximal extension
1. Introduction
All possible extensions of the super-Poincar algebra correspond to branes that can
exist on the flat background [1]. The maximal extension of the super-Poincar algebra in
10 dimensions contains 32 supercharges and 528 bosonic generators (in addition to Lorentz
generators). It is the osp(1|32) algebra and the symmetries of IIA, IIB, M and F theories
have been examined systematically [2].1
A D-brane action consists of a DiracBornInfeld (DBI) action and a WessZumino
(WZ) action. The WZ action is needed for the total action to possess -symmetry, which
E-mail addresses: kamimura@ph.sci.toho-u.ac.jp (K. Kamimura), makoto.sakaguchi@kek.jp
(M. Sakaguchi).
1 Superalgebras with a larger number of supercharges than 32 have been discussed in [3].
doi:10.1016/S0550-3213(03)00305-5
492
K. Kamimura, M. Sakaguchi / Nuclear Physics B 662 [PM] (2003) 491510
allows to project out half of the world-volume fermions and matches bosonic and fermionic
degrees of freedom on the world-volume [4]. It was shown [5] that commutation relations
among two of the Noether charges do not close but include topological brane charges,
because the WZ action is quasi-superinvariant. In other words, the super-Poincar algebra
is modified to include topological brane charges and becomes the extended super-Poincar
algebra with brane charges.2 The half of the 32 supercharges are those for Nambu
Goldstone (NG) fermions associated with supersymmetries broken by the brane. In fact,
for a given brane configuration with the brane tension being equal to the brane charge, anticommutation relation of two of supercharges turns out to be proportional to a projection
operator which projects out half of the supersymmetries on the vacuum.
These brane backgrounds are constructed as solutions of supergravity theories.
Constructing Killing vectors and spinors in a brane background, one can show that the
super-isometry algebra contains a smaller number of supercharges than 32. In order to
recover (super)symmetries broken by the brane, one examines small fluctuations around
this solution. The broken symmetries are recovered in terms of NG fields and the resulting
superalgebra contains 32 supercharges and brane charges.
For a curved background, D-brane actions are shown [6] to be -symmetric if the
background satisfies the field equations of the target space supergravity. Since the AdS5
S 5 background is a solution of type-IIB supergravity, one can construct -symmetric
D-brane action on it. Such D-brane actions have been examined in [79]. The amount
of unbroken supersymmetries are determined by the balance between the -symmetry
projection and Killing spinor equations.
One expects that the WZ action for such a brane produces brane charges in the
superalgebra su(2, 2|4), which is the super-isometry algebra of the AdS5 S 5 background,
and the maximal extension is osp(1|32), referring the classification by Nahm [10].
The anticommutator between two of supercharges are examined in [11] for a matrix
theory on the eleven-dimensional pp-wave and in [12] for a superstring action on the
AdS5 S 5 background, and are shown to include brane charges. However, the full
supersymmetry algebra has not been derived yet because of the complexity. To derive
the full supersymmetry algebra, one may try to examine small fluctuations around a
D-brane solution of a supergravity theory. But supergravity solutions for Dp-branes in
the AdS5 S 5 background have not been known well yet.
In order to achieve this, we take another route in this paper. We examine the osp(1|32)
and relations to the super-AdS5 S 5 algebra, su(2, 2|4). The bosonic AdS5 S 5 algebra,
so(4, 2) so(6), is a subalgebra of sp(32). However, su(2, 2|4) is not a subalgebra
of osp(1|32) because commutation relations, for example, {Q, Q}, differ each other.
Algebraically, the osp(1|32) is not an extension of su(2, 2|4) because sp(32) is not an
extension of so(4, 2) so(6).
In this paper we find that the su(2, 2|4) is not a restriction of the osp(1|32) in the
following sense. Expressing the osp(1|32) algebra in an AdS5 S 5 covariant basis and
restricting the bosonic generators of sp(32) to those of so(4, 2) so(6), the resulting
2 The brane charge is not a center of the extended super-Poincar algebra, because they have non-trivial
commutation relations with Lorentz generators. These brane charges are ideal of the extended super-Poincar
algebra, and the original algebra is represented as a coset, (the extended super-Poincar algebra)/ideal.
493
commutation relations have forms of super-AdS5 S5 algebra apart from some sign
differences. We find that they are neither those for the su(2, 2|4) nor a consistent
superalgebra. This is essentially because the Fierz identity for the one hand does not
imply that for the other hand. The same argument is true for the four-dimensional N = 4
superconformal algebra.
In the reverse, we examine possible generalizations of the super-AdS5 S 5 algebra.
When we consider some (brane) solutions in the super-AdS5 S5 background they break
also manifest AdS5 and/or S 5 covariance. However it is a spontaneous symmetry breaking
in the presence of a particular solution. The AdS5 S5 covariance of the theory would be
still maintained. Thus, we impose the assumption that the bosonic AdS5 S 5 algebra is a
subalgebra of the bosonic part of the superalgebra with brane charges, and find that only
two trivial types of u(1) extension of the super-AdS5 S 5 algebra are allowed.
This paper is organized as follows. In the next section, we express the osp(1|32) algebra
in an AdS5 S 5 covariant basis. In Section 3, we show that the super-AdS5 S 5 algebra is
not a restriction of the osp(1|32) algebra. In Section 4, we find that only two types of u(1)
extension of the super-AdS5 S 5 algebra are allowed, under the assumption that bosonic
AdS5 S 5 algebra is a subalgebra of the bosonic part of the superalgebra with brane
charges. The Section 5 is devoted to a summary and discussions on possible significance.
The uniqueness of the osp(1|32) algebra is presented in Appendix A. In Appendix B,
complementary to Section 3, we show that the four-dimensional N = 4 superconformal
algebra is not a restriction of osp(1|32), by clarifying the relation between generators of
the super-AdS5 S 5 algebra and those of the four-dimensional N = 4 superconformal
algebra.
2. osp(1|32)
The osp(1|32) is a maximally extended supersymmetry algebra whose generators are
32 supercharges QA (A = 1, 2, . . . , 32) and 528 bosonic ZAB . The algebra is [2]
{QA , QB } = ZAB ,
(2.1)
[QA , ZBC ] = Q(B AC ) ,
(2.2)
[ZAB , ZCD ] = A(C ZD)B + B(C ZD)A ,
(2.3)
where ZAB is 32 32 symmetric matrix and AB is an antisymmetric invertible

symplectic metric. The Jacobi identities hold identically for any antisymmetric . It is
shown in Appendix A that any maximally extended supersymmetric algebra is expressed
in the form of (2.1)(2.3) by redefinitions.
The supercharge QA s are 32 complex generators and are subject to a Majorana
condition reducing the number of independent degrees of freedom to half,
Q A = QC B CA = B t
AC
QC
for some non-singular matrix B satisfying

AB
AB = B t B
and B AB BBC
= AC .
(2.4)
(2.5)
494
The osp(1|32) algebra (2.1)(2.3) remains unchanged under the conjugation if Zs satisfy

AB
,
Z AB = B t ZB
(2.6)
in addition to (2.4) and ( 2.5).
In this paper we are interested in relations among the osp(1|32), super-AdS5 S5 and
superconformal algebras we represent the 32 component supercharge QA as a SO(4, 1)
SO(5) SO(2, 1) spinor, [13]
QA = Q
A
( = 1, 2, 3, 4,
= 1, 2, 3, 4, A = 1, 2),
(2.7)
where A is a collective index of (

A). The gamma matrices and charge conjugation for
SO(4, 1) satisfy, (a = 0, 1, 2, 3, 4),
a b
, = 2ab = 2 diag( + + + +),
0 a 0 = a ,
t
C t = C,
C C = 1,
C a C 1 = a ,

ab t ab

a t
C
= C a ,
= C ,
C
(2.8)
those for SO(5) are, (a
= 1
, 2
, 3
, 4
, 5
),
a
b

, = 2a b = 2 diag(+ + + + +),
a =a ,

t
C
C
= 1,
C
a C
1 = a ,
C
t = C
,

a
b
t
a
b

a
t

C
.
= C
a ,
= C
C
1,
2),
For SO(2, 1) they are, (j = 0,

i j
, = 2ij = 2 diag(, ++),
c c = 1,
c = ct ,
j t j
c = c .
(2.9)
0j 0 = j ,
t
c j c1 = j ,
(2.10)
The real forms of c and s we use here are

c = i2 ,
j = (i2 , 1 , 3 ),
c j = (1, 3 , 1 ).
(2.11)
Using these notations the symplectic metric is taken to be proportional to a charge

conjugation C,
= sC,
s = s,
(2.12)
where C is a total charge conjugation defined as

C cCC
,
C t = C,
C C = 1.
The Majorana condition (2.4) is imposed as

Q = QB, B = ei 0 0 C 1 .
(2.13)
(2.14)
ei is a phase ambiguity and taken to be 1 in the following. The explicit form of (2.14) in
component form is one of [13]

1

.
Q A = Q
B BA 0 C 1
(2.15)
C
The condition (2.5) is verified as

t

t
B B = 0 0 C 1 (sC) 0 0 C 1 = sC 1 = .
495
(2.16)
Using products of these gamma matrices we can construct a complete basis of
symmetric matrices {(C (I ) )AB }, (I = 1, 2, . . . , 528 = 3233

2 ),
t
C (I ) = C (I ) ,
i.e.,
(I )t = C (I ) C 1 .
(2.17)
They are
j j ,
(3, 1, 1),
ja
j a
ab
a
b
ab
i
j
i
j
(3, 1, 5),
(1, 10, 1),
abc
aa
b
ab a
b
(1, 10, 1),
a a
(3, 5, 1),
a
b
ab c
a b
c
(1, 10, 5),

,
j aa
(1, 5, 10),
(3, 5, 5),
j aba
b
(3, 10, 10),
(2.18)
where (a, b, c) indicates the decomposition under SO(2, 1) SO(4, 1) SO(5) representations. Factor i is introduced in (2.18) for the conjugation (2.15) so that they satisfy
0 0 (I ) 0 0 = (I ) .
(I) is defined as inverse of
(I ) ,3
(2.19)
e.g.,

(ab)

C
= C ab
(ab)C 1 = ba C 1 ,
(j a)

C
= iC j a
(j a)C 1 = ij a C 1 .
(2.20)
(2.21)
They satisfy orthonormal and completeness relations

BA (J)
1
J
C 1
C
AB = I ,
32 (I )
CD 1 (C D)
1 (I)
C
(I) C 1
= A B ,
AB
32
2
or equivalently

1
1 (I)
C
C(I)
CD = CCA CBD .
AB
32
2
(2.22)
(2.23)
(2.24)
1 tr( ) is diagonal. The diagonal elements are either 1 or 1 and

3 The Killing metric g
= 32
(I) (J)
IJ
L
(I) = gIJ (J ) is inverse of (I ) . fIJK
= gK
L fIJ is totally antisymmetric.
496
We expand the bosonic generators ZAB using C (I ) as

ZAB = a
528

I=1

C (I ) AB Z(I) ,
Z(I) =
BA
1
ZAB ,
(I) C 1
32a
(2.25)
where a is a constant. From (2.6) Z(I) s are antihermitic for real choice of a,
a = a.
Z = Z(I) ,
(I )
(2.26)
In terms of Z(I) the osp(1|32) algebra (2.1)(2.3) is expressed as

{QA , QB } = a C (I ) AB Z(I) ,

1
[QA , Z(I) ] = Q(I)
A,
2

[Z(I) , Z(J) ] = fIJ K Z(K)
,
(2.27)
(2.28)
(2.29)
where fIJ K is the structure constants of sp(32),

1

tr (I) (J) (K)
(2.30)
32
s = 8a is a normalization convention. In this form the osp(1|32) algebra the Jacobi
identities are guaranteed by (2.24)

C (I ) AB C(I)
(2.31)
CD = 0,

fIJ K
cyclic BCD
and the Jacobi identity of fIJ K as

fIJ L fL KM = 0,
fIJ K = fJI K ,
(2.32)

cyclic IJK

1
1
1
(I) , (J) = fIJ K (K)
.
2
2
2
(2.33)
3. Super-AdS5 S5
The bosonic part of the osp(1|32) algebra is sp(32) and contains a set of bosonic
generators forming a subalgebra, so(4, 2) so(6) sp(32). The SO(4, 2) is generated by
Zab ,
Z0,a
(a, b = 0, 1, 2, 3, 4),
(3.1)
where Z0,a
is j = 0 element of Zj a . The algebra is
[Z0,a
, Z0,b
] = Zab ,
, Zcd ] = a[c Z0,d]

,
[Z 0,a
[Zab , Zcd ] = ad Zbc bd Zac ac Zbd + bc Zad .
(3.2)
The SO(6) is generated by

a , b = 1
, 2
, 3
, 4
, 5
,
Z0,a
Za
b
,

497
(3.3)
as
[Z0,a

, Z0,b

] = Za
b
,
[Z0,a

, Zc
d
] = a
[c
Z0,d

],
[Za
b
, Zc
d
] = a
d
Zb
c
b
d
Za
c
a
c
Zb
d
+ b
c
Za
d
.
(3.4)
Note the sign difference of (3.2) and (3.4) so that their algebras are so(4, 2) and so(6),
respectively. They are identified with the AdS5 S5 generators and the algebra as
= Pa ,
Z0,a
Zab = Mab ,
[Pa , Pb ] = Mab ,
Z0,a

= Pa
,
Za
b
= Ma
b
,
(3.5)
[Pa
, Pb
] = Ma
b
,
[Pa , Mbc ] = ab Pc ac Pb ,
[Pa
, Mb
c
] = a
b
Pc
a
c
Pb
,
[Mab , Mcd ] = bc Mad + 3 terms,
[Ma
b
, Mc
d
] = b
c
Ma
d
+ 3 terms, (3.6)
where Pa and Pa
are AdS5 and
momenta, respectively. The AdS5 S5 is a subalgebra
of the sp(32) thus of osp(1|32).
The supersymmetric AdS5 S5 algebra is the su(2, 2|4) and has been extensively
discussed in the superstring context. It has the same supercharge contents as those of
osp(1|32). As the osp(1|32) is maximally generalized superalgebra the anticommutator
of two supercharges contains all bosonic charges as (2.27) while that of super-AdS5 S5
contains only bosonic AdS5 S5 charges. In this sense super-AdS5 S5 cannot be a
subalgebra of osp(1|32). In this section we examine if the super-AdS5 S5 algebra is
obtained by a restriction of the osp(1|32) algebra or not.4 In other words if the osp(1|32)
is any generalized superalgebra associated with the super-AdS5 S5 .
The QZ commutators of the osp(1|32) algebra are given in (2.28) and those for
AdS5 S5 generators are read as
S5

1
Qa (i0 )
A ,
2
1
[Q
A , Z0,a

] = (Qa
0 )
A ,
2
1
1
[Q
A , Za
b
] = (Qb
a
)
A .
[Q
A , Zab ] = (Qba )
A ,
2
2
]=
[Q
A , Z0,a
(3.7)
They show the covariance of Q under the bosonic AdS5 S5 transformations,

i
[QA , Pa ] = QB a )BA ,
2
1
[QA , Mab ] = QA ab ,
2
1
[QA , Pa
] = QB a
)BA ,
2
1
[QA , Ma
b
] = QA a
b
,
2
(3.8)
4 The restriction means (1) dropping the commutation relations for the extra generators Z
, [, Z
] =
(I )
(I )
. . ., and (2) dropping the extra generators appearing in the r.h.s. of the (anti)commutators.
498
where ) = i2 . The explicit form of the osp(1|32) QQ algebra is

{Q
A , Q
B }

1

= a cAB C ab (C
)

Zab + (C) C
a b

Za
b

+ C ab C
c

Zabc
+ i C a C
b c

Zab
c

+ a c j AB (C) (C
)

Zj + i C a (C
)

Zj a

+ (C) C
a

Zj a
+ i C a C
b

Zj ab

1

+ C ab C
c d

Zj abc
d
4

a
= aAB i C (C
)

Pa (C) C
a

Pa

a

+ )AB C ab (C
)

Mab + (C) C
a b

Ma
b
2
+ ,
(3.9)
S5 .
where . . . terms are the osp(1|32) generators that are not included in the AdS5
compared with that of the super-AdS5 S5 algebra

{Q
A , Q
B } = 2AB iC

C a Pa + C C
a

Pa

+ )AB C

C ab Mab C C
a b

Ma
b
.
It is
(3.10)
The AdS5 S5 generators in the osp(1|32) algebra (3.9) and the super-AdS5 S5 algebra
in (3.10) have different signs. If we adjust the value a = 2 so that the coefficients of P and
M in (3.9) and (3.10) coincide, those of P
and M
have opposite signs, and vise versa for
a = 2.
The sign difference is required by the closure of the algebra. The (QQQ) Jacobi identity
of (3.9) holds due to the presence of all osp(1|32) generators in the r.h.s. of the (3.9) using
with (2.31) obtained from the completeness relation (2.24)

C (I ) AB C(I)
(3.11)
C D = 0.
cyclic BCD all I
If we would drop terms in the (3.9) the Jacobi identity no more holds

C (I ) AB C(I ) C D = 0.
(3.12)
cyclic BCD I AdS5 S 5
In (3.9) the relative signs of P

and M
terms and P and M terms are different from those of
(3.10). It turns the Jacobi identity for (3.10) holds using an identity independent of (3.11):

1

0a

ab
)CD
C AB (Cab )CD + C AB (C0a
2
cyclic BCD

0a
1 a
b

(3.13)
= 0.
(C
)
+
C
(C
)
C
a b CD
0a CD
AB
AB
2
499
It is proved by using the Fierz identities, which are valid both for a and a
,
1 ab
C (Cab ) = 2(C)( (C)) ,
2 a
C (Ca ) = 2(C)[ (C)] C C .
(3.14)
In summary we have shown that the supersymmetric AdS5 S5 algebra is not a

restriction of the osp(1|32) and maximal generalization of the super-AdS5 S5 algebra,
if any, is not the osp(1|32) superalgebra. In Appendix B we obtain the same result for the
superconformal algebra in 4 dimensions as it is also isomorphic to the su(2, 2|4).
4. Extensions of the super-AdS5 S5 algebra
In the last section we have shown the super-AdS5 S5 algebra is not a restriction of
the osp(1|32). In this section we will find possible generalization of the super-AdS5 S5 .
Generalization here means that the AdS5 S5 algebra is obtained by a restriction of the
generators to those of AdS5 S5 in the generalized algebras. In the generalized algebras
we keep the covariance under AdS5 S5 . When we consider some (brane) solutions in
the super-AdS5 S5 background they break also manifest AdS5 and/or S5 covariance.
However it is a spontaneous symmetry breaking in the presence of a particular solution.
The AdS5 S5 covariance of the theory would be still maintained. Thus we impose the
assumption that the bosonic AdS5 S 5 algebra is a subalgebra of the bosonic part of the
superalgebra with brane charges.
Now we try to add bosonic generators on the super-AdS5 S5 algebra so that the
commutators satisfy the Jacobi identities. We classify possible forms of the bosonic
generators in the basis of (2.18) as
I:
Z(0,a)
, Z(ab)
I
:
Z(0,a

) , Z(a
b
)
Z(0)
,
(0)
I
Z(abc ) , Z(ab c ) , Z(0,ab
d
)

) , Z(0,abc
(1)
I(2) : Z(j ) , Z(j,a), Z(j,a ) , Z(j,ab ) , Z(j,abc d ) (j = 1, 2)

(4.1)
Z(I ), (I = (0, a), (ab)) are AdS5 generators and Z(I

) , (I = (0, a ), (a b )) are S 5
generators, (0 means j = 0). They have subalgebra structures

I + I
+ I0
+ I1
I + I
+ I0
+ I1
+ I2
I + I
+ I0
(I + I
)

AdS5 + S5
AdS5 + S5 + u(1)
gl(16)
sp(32) .
(I
+ I
+ I0
+ I1
can also be split into (I

The bosonic part of algebra is

+ I
+ I1
) + (I0
),
K
[Z(I) , Z(J) ] = sI sJ fIJ K Z(K)
gIJ Z(K)
,
(4.2)
which is sl(16) + u(1).
(4.3)
500

where fIJ K is the structure constants of sp(32) (2.30). Values of sI s are listed below and
are either 0 or 1 depending on which bosonic subalgebra is taken into account

AdS5 + S5
AdS5 + S5 + U (1)
gl(16)
sp(32)
sI = 1
sI
= 1
sI0
= 0
sI1
= 0
sI2
= 0
sI = 1
sI
= 1
sI0
= 1
sI1
= 0
sI2
= 0
sI = 1
sI
= 1
sI0
= 1
sI1
= 1
sI2
= 0
sI = 1
sI
= 1
sI0
= 1
sI1
= 1
sI2
= 1.
(4.4)
(ZZZ) Jacobi identity is verified since the structure constant gIJ K satisfies the Jacobi
relation for each subalgebra of (4.4)

gIJ L gKL M = 0.
(4.5)

cyclic IJK
QZ commutators are
[QA , Z(I) ] =
sI
(Q(I) )A ,
2
(4.6)
and (QZZ) Jacobi identity requires

QA , [Z(I)
, Z(J) ] + Z(J) , [QA , Z(I)
] + Z(I) , [Z(J) , QA ]

sI sJ
sK

K
(Q(K)
Q[(J) , (I) ] A
)A gIJ
2
4
1

= (sK 1)sI sJ fIJ K (Q(K)
)A = 0.
2
(4.7)
The subgroup structure guarantees that it vanishes for each subalgebra of (4.4). For
example, for gl(16), sK2
= 0 but fIJ K2 = 0 for I, J = I2
for which sI = sJ = 1. Then

the Jacobi identity is satisfied.
From the AdS5 S5 covariance the extension of the QQ anticommutator of the superAdS5 S5 will be

{QA , QB } = a C (I ) AB Z(I ) C (I ) AB Z(I
) + aI
C (I ) AB Z(I
)

=a
aI C (I ) AB Z(I) ,
(4.8)
I=I,I
,I
where the coefficients of AdS5 and S5

aI = 1,
aI
= 1
(4.9)
are fixed from the super-AdS5 S5 algebra (3.10). As will be clear from (4.11) aI1
(aI2
)
takes the same value for all generators of Z(I
) (Z(I
) ).
1
The (QQZ) Jacobi identity requires

QA , [QB , Z(I) ] + Z(I) , {QA , QB } QB , [Z(I) , QA ]

(J)
sI aJ (J)

K
=a
C , (I)

AB Z(J) + aJ C
AB gIJ Z(K)
2

= asI (aK + aJ sJ )fIJ K C (J ) AB Z(K)
= 0,
501
(4.10)
where we have used (2.17). The condition it vanishes is

sI (aK + aJ sJ )fIJ K = 0
(4.11)
and satisfied for two cases,

Case 1: If Z(J) (with non-zero sJ ) is mixed with Z(K)
by any of Z(I) (with non-zero sI ),

i.e., fIJ K = 0 in the subalgebra under consideration then aK is necessarily equal to aJ .
Case 2: If Z(J) (with zero sJ ) is mixed with Z(K)
by any of Z(I) (with non-zero sI ), i.e.,

fIJ K = 0 in the subalgebra under consideration then aK is necessarily equal to 0.

In the following we will explain the values of aI s listed below

gl(16)
sp(32)
AdS5 + S5
AdS5 + S5 + u(1)
sI = 1
sI = 1
sI = 1
sI = 1
sI
= 1
sI
= 1
sI
= 1
sI
= 1
sI
= 1
sI
= 1
sI
= 1
sI
= 0
0
0
0
0
sI1
= 0
sI1
= 0
sI1
= 1
sI1
= 1
sI
= 0
sI
= 0
sI
= 0
sI
= 1
2
2
2
1
aI = 1
aI = 1
aI = 1
aI = 1
aI
= 1
aI
= 1
aI
= 1
aI
= 1
aI0
= any
aI0
= any
aI0
= any
aI0
= any
aI
= 0
aI
= 0
aI
=
aI
=
1
1
1
1
aI2
= 0
aI2
= 0
aI2
=
aI1
= .
(4.12)
In the first AdS5 S5 algebra I = I, I

and J = J, J
are case 1 (sJ = 1). Since AdS5
generators commute with the S5 ones, aI = aI
is not a contradiction. I = I, I
and
J = J0
, J1
, J2
are case 2 (sJ = 0). Since Z0 commutes with AdS5 S5 there appears
no condition on aI0
. aI1
= 0 comes, for example, from the following commutators,
.
, Zbcd
] = a[b Z0,c]d
[Z0a
(4.13)

I, (sI = 1) Zbcd
, Z
I1
, (sJ = 0) and fIJ K = 0 then aK

Since Z0a
= aI1
= 0.
0,cd
Similarly aI2
= 0 comes from the following commutators,

, Z1,b
[Z0a
] = ab Z2 .
(4.14)

I, (sI = 1) Z , Z I2
, (sJ = 0) and fIJ K = 0 then aK

Since Z0a
= aI
= 0.
1,b
2
2
502
In the second AdS5 S5 + u(1) algebra I = I, I

, I0
and J = J, J
, J0
are case 1
(sJ = 1). Since AdS5 and S5 is commuting it is not necessary to be aI = aI
. Since
AdS5 S5 and u(1) is commuting there appears no condition on aI
. I = I, I
, I0
and
0
J = J1
, J2
are case 2 (sJ = 0). aI
= aI
= 0 comes from the same reasons as above.

1
2
For the gl(16) algebra there is no consistent solution. In order to see it, it is sufficient to
observe
,
] = [bd Z0,a]c
[Zabc
, Z0,d
(4.15)
I, (s = 1), K

) I
, (s = 1)
= (0ac
for which I = (abc
) I1
, (sI = 1), J = (0d)

K
1
J
then
aI
= aI = 1.
(4.16)
On the other hand
] ,
[Zab
c
, Z0,d

] = [c
d
Z0,ab
(4.17)

) I
, (s = 1), K

) I
, (s = 1)
= (0ac
for which I = (ab
c
) I1
, (sI = 1), J = (0d

K
1
J
then
aI1
= aI
= 1.
(4.18)
(4.16) contradicts with (4.18) due to the opposite signs of aI = 1 and aI

= 1 (4.9).
The same argument can be applied to conclude that there is no consistent solution in
sp(32) case. It is consistent with the result in the previous section that the super-AdS5 S5
algebra is not a restriction of the osp(1|32). That is the generalization of AdS5 S5 is failed
when the QQ anticommutator includes generators non-commuting both with AdS5 and S5
generators. Values of aI can differ only in different compact subalgebras. In the gl(16)
and sp(32), aI and aI
are necessarily to have the same value in order to be consistent
superalgebras and cannot be accommodated with (4.9).
There remains to check the (QQQ) Jacobi identity. It requires

QA , {QB , QC } + QB , {QC , QA } + QC , {QA , QB }

1 1 D

=
(4.19)
QC
C(J) DA aJ sJ C (J ) BC = 0,
2
cyclic ABC
then

ABC ,cyclic

aJ sJ C(J) DA C (J ) BC = 0.
(4.20)
For AdS5 S5 case (sI
= 0), it is

C(I ) DA C (I ) BC C(I
) DA C (I ) BC = 0
ABC ,cyclic
and is satisfied by the AdS5 S5 Fierz identity (3.13).
(4.21)
503
For AdS5 S5 + u(1) case (sI
= 1), there appears an additional term

C(I ) DA C (I ) BC C(I
) DA C (I ) BC
ABC ,cyclic

(0)

+ a0 C(0)
DA C
BC
(4.22)
and vanishes only for a0 = 0 case.

In summary under the present assumption that the AdS5 S5 is a bosonic subalgebra of
bosonic part of the generalized algebra only two types of u(1) extension are allowed. One
is a central extension
[Q, Z0 ] = 0,

) + a0 C (0) AB Z(0)
(4.23)
and the other is

1
[Q, Z0 ] = Q0 ,
2

) ,
(4.24)
in which Z0 is not an ideal of the algebra.
5. Summary and discussions

We have shown that the su(2, 2|4), the super-AdS5 S5 algebra or the four-dimensional
N = 4 superconformal algebra, is not a restriction of the osp(1|32). The situation is the
same for the super-pp-wave algebra as it is obtained by the Penrose limit of the superAdS5 S5 algebra [14,15]. In addition, we have shown that under the assumption that
bosonic AdS5 S5 algebra is a subalgebra of the bosonic part of the superalgebra with
brane charges, only two trivial types of u(1) extension of the super-AdS5 S5 algebra are
allowed.
Our results suggest that the generalized superalgebra associated with branes in the
AdS5 S5 background, if any, cannot be any generalization of the super-AdS5 S5
algebra which contains the super-AdS5 S5 algebra as a restriction. This is completely
different from the flat case, where extended superalgebra with brane charges contains the
super-Poincar algebra as a restriction. The property that brane charge affects the algebra
associated with the background may be related to a back reaction of the brane on the
background. If this is the case, the brane probe analysis on the extended superalgebra must
be modified appropriately.
There are possible ways to obtain generalized superalgebras with brane charges
corresponding to branes in the AdS5 S5 background. First, one examines all possible
commutation relations among two of Noether charges. Secondly, one examines small
fluctuations around a brane solution in the AdS5 S5 background of supergravity. Such
a solution is not known well yet. Recently, D-brane supergravity solutions in the pp-wave
background were constructed [16]. One may construct a generalized superalgebra with
504
the brane charge recovering (super)symmetries broken by the brane. Thirdly, it is known
that an intersection solution of a stack of D3-branes and a Dp-brane in flat background is
transformed to a Dp-brane solution in the AdS5 S5 background under a near-horizon
limit. One expects that the extended super-Poincar algebra with D3- and Dp-brane
charges is transformed to a generalized superalgebra with a Dp-brane charge associated
with a Dp-brane solution in the AdS5 S5 background. In order to show this, at first, we
must derive the AdS5 S5 algebra from the super-Poincar algebra with D3-brane charges.
We leave these issues for future investigations.
Acknowledgements
We are grateful to Joaquim Gomis, Machiko Hatsuda, Antoine Van Proeyen and Joan
Simn for useful discussions and comments.
Appendix A. Uniqueness of the osp(1|32) algebra

We show that any maximally generalized supersymmetric algebra is expressed in the
form of (2.1)(2.3) by redefinitions explicitly. In a maximally generalized algebra N(N+1)
2
independent bosonic charges appear in the anticommutator of the N -supercharges QA (in
the present case N = 32). Then the bosonic charges ZAB are defined by the first equation
(2.1)
ZAB {QA , QB } = ZBA .
(A.1)
In the closed algebra [QA , ZBC ] is odd and generally written as

E
E
E
[QA , ZBC ] = QA , {QB , QC } = QE A
,BC , A,BC = A,CB .
(A.2)
The (QQQ) Jacobi identity

{QA , QB }, QC = 0,
(A.3)
cyclic ABC
requires
cyclic ABC
E
A
,BC = 0.
(A.4)
The (QQZ) Jacobi identity requires

E
[ZAB , ZCD ] = Z(AE BE ),CD = Z(CE D
),AB .
(A.5)
The last equality comes from antisymmetry under (AB CD). It follows
G
(FA BG),CD + (FC D
),AB + (F G) = 0.
(A.6)
A
By contraction with F
G F
F
(N + 1)BG,CD + B
F ,CD + (GC D
),FB = 0.
(A.7)
505
By further contraction with GB we find

GG,CD = 0
(A.8)
and then
BG,CD = (GC BD) ,
BD
1
F
.
(N + 1) D,FB
(A.9)
The cyclic condition (A.4) means antisymmetry of AB and (A.2) return to the form of
(2.2)
[QA , ZBC ] = Q(B AC ) .
(A.10)
The bosonic algebra (A.5) becomes symplectic form, sp(N),

[ZAB , ZCD ] = Z(AE BE ),CD = ZA(C BD) + ZB(C AD)
(A.11)
which coincide with (2.3). All the Jacobi identities hold identically.
In getting (A.6) we have assumed that all bosonic generators ZAB appear in the right
hand of the QQ anticommutator (A.1). For a non-maximally generalized superalgebra
ZAB s are not independent and (A.6) no more holds. The Jacobi identity is not trivially
satisfied but is examined case by case.
Appendix B. osp(1|32) and four-dimensional N = 4 superconformal algebra

In this appendix we show that the superconformal algebra su(2, 2|4) is also not a
restriction of the osp(1|32) and there is no maximally generalized superalgebra. It is
based on one-to-one correspondence between generators of the super-AdS5 S5 and
superconformal algebras.
We explicitly write down relations among generators of the osp(1|32), the superAdS5 S5 and the superconformal algebras based on the isomorphism
AdS5 SO(4, 2) 4D conformal,
S5 SO(6) SU(4)
(B.1)
and their supercharges.

AdS5 generators can be identified to the SO(4, 2) generators by
Ma. ,
Pa = Z0a
Zab Mab .
(B.2)
The so(4, 2) algebra is

[MAB , MCD ] = BC MAD + 3 terms,
(B.3)
where A, B = 01234., and AB = (; + + ++; ). The sign of the metric in . direction

comes from
[Ma. , Mb. ] = Mab = .. Mab .
(B.4)
506
The conformal generators in 4 dimensions can be composed as

P M4 + M. = Z4 + Z0
,
M Z ,
,
K M4 M. = Z4 Z0
,
D = M4. = Z04
= 0123,
= (; + + +).
(B.5)
They satisfy

= [K , K ] = 0,
P , P
P , K = 2M + 2 D,

[K , M ] = [ K ] ,
P , M = [ P ] ,

,
[K , D] = K .
P , D = P
(B.6)
S5 generators Ma
b
and Pa
become the SO(6) generators by
Pa
= Z0a

Ma
2 ,
Za
b
Ma
b
,
[MA
B
, MC
D
] = B
C
MA
D
+ 3 terms,
(B.7)
(B.8)
where A
, B
= 1
2
3
4
5
2, and A
B
= (+++++; +). SU (4) generators are constructed
from MA
B
as

1
i
(B.9)
Ma
b
a b
+ Ma
2 a
.
4
2
It is traceless and hermitic and contains 15 independent components. Using the Fierz
identities (3.14) it is inverted as
U
1
i
tr(U b
a
),
Ma
2 = tr(U a
).
2
2
The su(4) algebra follows from that of so(6) (B.8) as

U
, U
= U

U

.
Ma
b
=
(B.10)
(B.11)
In the conformal group the generators are graded by their conformal dimensions. (B.6)
shows P has the conformal dimension +1, K has 1 and M and D itself have 0. The
SU(4) generators U
also have the conformal dimension 0. The 32 supercharges Q
A
are recombined to be 16 Q with the conformal dimension 1/2 and S with 1/2. They are
Qi = (Q
1 + iQ
2 )(h ) i ,
Q i = (Q
1 iQ
2 )(h+ ) C
1 i ,
Si = (Q
1 + iQ
2 )(h+ ) i ,
S i = (Q
1 iQ
2 )(h ) C
1 i .
(B.12)
Here h are chiral projection operators in 4 dimensions ( 4 is one usually denoted as 5 )

h =
14
,
2
h = h .
(B.13)
They are related by the Hermitian conjugation defined by (2.15) as

i
Qi Q = Q i 0 C 1 ,

Q i Q i = Q i 0 C 1 ,

i
Si S = S i 0 C 1 ,

S i S i = S i 0 C 1 .
507
(B.14)
The QZ commutators of the osp(1|32) are expressed as follows. The commutators with
conformal generators are
1
[Qi , M ] = Qi ,
2

Qi , P = 0,
i
1
Q , M = Qi ,
2

i
Q , P = 0,
1
[Qi , D] = Qi ,
2
[Qi , K ] = Si ,
i 1 i
Q ,D = Q ,
2
i

Q , K = Si ,
1
[Si , M ] = Si ,
2

Si , P = Qi ,
1
i
S , M = Si ,
2
i

S , P = Qi ,
1
[Si , D] = Si ,
2
[Si , K ] = 0,
1
[Si , D] = Si ,
2

i
S , K = 0,
(B.15)
and the commutators with SU(4) generators are obtained from (B.9)

1
Qi , U j k = Qk j i Qi j k ,
4
i j
1
j i
Q , U k = Q k + Q i j k ,
4

1
Si , U j k = Sk j i Si j k ,
4
i j
1
j i
S , U k = S k + S i j k .
4
(B.16)
There are also commutators of Q with bosonic generators Z(I
) which are not in AdS5 S5 .

The osp(1|32) QQ anticommutators in terms of Q and S are
{Qi , Q j }

= 2a (Ch ) Cij
(Z+ iZ+4 ) + (Ch ) C
a ij (Z+a
iZ+4a
)

1

+ C h C
a b ij Z+a
b
,
4
(B.17)
508
{Si , S j }

= 2a (Ch+ ) Cij
(Z+ + iZ+4 ) + (Ch+ ) C
a ij (Z+a
+ iZ+4a
)

1
a
b

,
+ C h+ C
Z
ij +a b
4
{Q i , S j }

= 2a i C h+ Cij
Z+ + i(C h+ ) C
a ij Z+a

1
a
b

+ C h+ C
Z
,
ij +4a b
2
i

Q , Q j
(B.18)
(B.19)

ij
= 2a (Ch+ ) C
1 ij (Z + iZ4 ) + (Ch+ ) a C
1 (Za
+ iZ4a
)

ij
1
+ C h+ a b C
1 Za
b
,
(B.20)
4
i

S , S j

ij
= 2a (Ch ) C
1 ij (Z iZ4 ) + (Ch ) a C
1 (Za
iZ4a
)

1 a
b

1 ij
(B.21)
+ C h C
Za
b
,
4
i

Q , S j

ij
= 2a i C h C
1 ij Z + i C h a C
1 Za

1 a
b

1 ij
C h C
Z4a b ,
2
i

Q , Q j

= 2ai C h i j P

1 a
b
i
b
Za
b
)
+ i C h
j (Z04a
2

i
i a j (Z0a
+
Z
)
,
4a

(B.22)
(B.23)
509

Q i , S j

1
= 2ai (Ch+ ) i j D C h+ i j M 2(Ch+ ) U i j
2

i
i
i(Ch+ ) j Z0 + (Ch+ ) a j Z04a

i
i
C h+ a b j Z0a
4

i

i
1
i
C h+ a j Za
(Ch+ ) a b j Z4a
b
,
(B.24)
2
2

i
S , Q j

1
= 2ai (Ch ) i j D C h i j M 2(Ch ) U i j
2

i
i
i(Ch ) j Z0 (Ch ) a j Z04a

i a
b
i
C h
j Z0a
4

a
b
i
1 a
i
i
(B.25)
C h
j Za + (Ch )
j Z4a b ,
2
2
i

S , S j

1 a
b
i
= 2ai C h+ i j K i C h+
b
+ Za
b
)
j (Z04a
2

i
+ i a j (Z0a
.

Z4a
)
(B.26)
Here the bosonic generators other than the superconformal ones are Zs and Z =
Z1
iZ2
. These commutators are consistent under the conjugations (B.14). For example,
the conjugation of the (B.24) gives (B.25).
We have written the osp(1|32) algebra in terms of superconformal generators and other
bosonic generators Zs. The commutators (B.6), (B.11), (B.15), (B.16) have the same
forms as those of the superconformal algebra. For the anticommutators of the supercharges
(B.17)(B.26), if we would drop the bosonic generators Zs other than P , K , M , D
and U i j , they appear those of the superconformal algebra except that the signs in front of
the U i j terms are reversed. The reason is the same as the AdS5 S5 case. The restriction
of the extra generators Zs from the osp(1|32) is not sufficient to guarantee the Jacobi
identities. In order to do it, it is necessary to reverse the signs of the U i j terms in the anticommutators of the supercharges since SU(4) generator U i j is related to the S5 generators
by (B.9) and (3.13) is applied.
The generalization of the superconformal algebra is discussed as was done in the case
of the super-AdS5 S5 in Section 4. It is not generalized up to maximal but only two types
of u(1) extension are allowed. The U (1) generator Z0 can be combined with the SU(4)
generator U i j to form a U (4) generator.
510
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Classification of t Hooft instantons over

multi-centered gravitational instantons
Gbor Etesi
Rnyi Institute of Mathematics, Hungarian Academy of Sciences,
Reltanoda u. 13-15, H-1053 Budapest, Hungary
Abstract
This work presents a classification of all smooth t HooftJackiwNohlRebbi instantons over
GibbonsHawking spaces. That is, we find all smooth SU(2) YangMills instantons over these spaces
which arise by conformal rescalings of the metric with suitable functions.
Since the GibbonsHawking spaces are hyper-Khler gravitational instantons, the rescaling
functions must be positive harmonic. By using twistor methods we present integral formulae for
the kernel of the Laplacian associated to these spaces. These integrals are generalizations of the
classical WhittakerWatson formula. By the aid of these we prove that all t Hooft instantons have
already been found in a recent paper [Commun. Math. Phys. 235 (2003) 275].
This result also shows that actually all such smooth t HooftJackiwNohlRebbi instantons
describe singular magnetic monopoles on the flat three-space with zero magnetic charge moreover
the reducible ones generate the full L2 cohomolgy of the GibbonsHawking spaces.
PACS: 02.40.Ma; 02.30.Jr; 11.15.Tk; 04.20.Jb
Keywords: Gravitational and YangMills instantons; Harmonic functions; Twistors
1. Introduction
The simplest non-flat geometries in four dimensions are provided by non-compact
hyper-Khler spaces. These spaces also appear naturally in recent investigations in high
energy physics. For example, physicists call these spaces as gravitational instantons
E-mail address: etesi@math-inst.hu (G. Etesi).

doi:10.1016/S0550-3213(03)00377-8
512
G. Etesi / Nuclear Physics B 662 [PM] (2003) 511530
because hyper-Khler metrics are Ricci flat hence solve Einsteins equations and have selfdual curvature tensor [13].
Moreover, on the one hand, motivated by Sens S-duality conjecture [27] from 1994,
recently there have been some interest in understanding the L2 cohomology of certain
moduli spaces of magnetic monopoles carrying natural hyper-Khler metrics. Probably
the strongest evidence in Sens paper for his conjecture was an explicit construction of an
L2 harmonic 2-form on the universal double cover of the AtiyahHitchin manifold. Sens
conjecture also predicted an L2 harmonic 2-form on the Euclidean Taub-NUT space. This
was found later by Gibbons in 1996 [12]. He constructed it as the exterior derivative of
the dual of the Killing field of a canonical U (1) action. In a joint paper with T. Hausel
we imitated Gibbons construction yielding a classification of L2 harmonic forms on the
Euclidean Schwarzschild manifold [8]. Recently Hausel, Hunsicker and Mazzeo classified
the L2 harmonic forms over various spaces with prescribed infinity, including gravitational
instantons [14].
On the other hand, it is natural to ask wether or not the ADHM construction,
originally designed for finding YangMills instantons over flat R4 , is extendible for
hyper-Khler spaces. Kronheimer provided an ADE-type classification of the socalled ALE (Asymptotically Locally Euclidean) hyper-Khler spaces in 1989 [20].
Later Cherkis and Kapustin went on and constructed AD sequences of so-called ALF
(Asymptotically Locally Flat) and five D4 type ALG (this shortening is by induction)
gravitational instantons [5,6]. These are also non-compact hyper-Khler spaces with
different asymptotical behaviour. The question naturally arises what about the ADHM
construction over these new gravitational instantons.
Kronheimer and Nakajima succeeded to extend the ADHM construction to ALE
gravitational instantons yielding a classification of YangMills instantons over these
spaces in 1990 [21]. In the above scheme the GibbonsHawking gravitational instantons
appear as the Ak ALE and Ak ALF spaces and are distinguished because the metrics
are known explicitly on them. In our papers [9,10] we could construct SU(2) Yang
Mills instantons over these spaces via the conformal rescaling method of JackiwNohl
Rebbi [18]. Moreover it turned out that finding the reducible instantons among our
solutions we could describe all the L2 harmonic forms on them in a natural geometric
way yielding a kind of unification of the two above, apparently independent problems.
In this paper, as a completion of these investigations we prove that we have already
found all instantons which can be constructed by the conformal rescaling method [10]. The
proof is based on a standard twistor theoretic construction of the kernel of the Laplacian.
The paper is organized as follows. In Section 2 we recall the t HooftJackiwNohl
Rebbi construction in the form of the AtiyahHitchinSinger theorem [1]. This enables us
to conclude that the scaling functions we are seeking must be harmonic with respect to the
GibbonsHawking geometries.
In Section 3 we construct all solutions of the Laplace equation over C2 \ {0}/ZN via a
classical harmonic expansion. This is possible because the metric collapsed to this space
possesses a large U (2) isometry. From here we can see that only those harmonic functions
give rise to everywhere non-singular instantons which are positive everywhere with at most
pointlike singularities.
513
In Section 4 we perturb the above singular solutions into regular ones by constructing
integral formulae for harmonic functions in the non-singular case based on twistor theory.
These integral formulae are generalizations of the classical WhittakerWatson formula
over flat R3 [30].
In light of these investigations we can conclude that all t Hooft instantons have in fact
been found in our earlier paper [10]. Since all these functions are invariant under the natural
U (1) action on the GibbonsHawking spaces the resulting smooth YangMills instantons
describe singular magnetic monopoles on the flat R3 , as it was pointed out by Kronheimer
in his diploma thesis [19]. We also can see that the reducible solutions generate the full L2
cohomology of the spaces in question. All these theorems are collected in Section 5.
Finally, we take conclusion and outlook in Section 6 and argue that our methods work
for the above mentioned exotic gravitational instantons, too.
2. The AtiyahHitchinSinger theorem

First we recall the general theory from [1]. Let (M, g) be a four-dimensional
Riemannian spin-manifold. Remember that via Spin(4)
= SU(2) SU(2) we have a Lie
algebra isomorphism so(4)
= su(2)+ su(2) . Consider the Levi-Civit connection
which is locally represented in a fixed gauge by an so(4)-valued 1-form on TU for
U M. Because M is spin and four-dimensional, we can consistently lift this connection
to the spin connection S , locally given by S , on the spin bundle SM (which is a complex
bundle of rank four) and can project it to the su(2) components denoted by . The
projected connections locally are given by su(2) -valued 1-forms A and live on the
chiral spinor bundles S M where the decomposition SM = S + M S M corresponds
to the above splitting of Spin(4). One can raise the question what are the conditions on
the metric g for either + or to be self-dual (seeking antiself-dual solutions is only a
matter of reversing the orientation of M).
Consider the curvature 2-form R C (2 M so(4)) of the metric. There is a
standard linear isomorphism so(4)
= 2 R4 given by A with xAy = (x, y) for all
4
x, y R . Therefore, we may regard R as a 2-form-valued 2-form in C (2 M 2 M),
i.e., for vector fields X, Y over M we have R(X, Y ) C (2 M). Since the space of
four-dimensional curvature tensors, acted on by SO(4), is 20-dimensional, one gets a
20-dimensional reducible representation of SO(4) (and of Spin(4), being M spin). The
decomposition into irreducible components is (see [3, pp. 4552])
1
R=
12
s
0
0
s

+
0
BT
B
0

+
W+
0
0
0

+
0
0
0
W

,
(1)
where s is the scalar curvature, B is the traceless Ricci tensor, W are the Weyl tensors.
The splitting of the Weyl tensor is a special four-dimensional phenomenon and is related
with the above splitting of the Lie algebra so(4). There are two Hodge operations which
can operate on R. One (denoted by ) acts on the 2-form part of R while the other one
(denoted by ) acts on the values of R (which are also 2-forms). In a local coordinate
514
system, these actions are given by

1
det g ij mn R mn kl ,
2
1
=
det g Rij mn mnkl .
2
(R)ij kl =
(R)ij kl
It is not difficult to see that the projections p : so(4) su(2) are given by R F :=
1
2 (1 R), and F are self-dual with respect to g if and only if (1 R) = (1 R).
Using the previous representation for the decomposition of R suppose acts on the left
while on the right, both of them via

id
0
.
0 id
:= W +
In this case the previous self-duality condition looks like (W
+

+
W
W
+
+
W
W
(B B)
B B

=
W
W

.
BT BT W
BT BT W
1
12 s)
From here we can immediately conclude that F + is self-dual if and only if B = 0, i.e., g is
= 0, i.e., g is half-conformally flat (i.e.,
Einstein while F is self-dual if and only if W
self-dual) with vanishing scalar curvature. Hence, we have proved [1]:
Theorem 2.1 (AtiyahHitchinSinger). Let (M, g) be a four-dimensional Riemannian spin
manifold. Then
(i) F + is the curvature of a self-dual SU(2)-connection on S + M if and only if g is
Einstein, or
(ii) F is the curvature of a self-dual SU(2)-connection on S M if and only if g is half
conformally flat (i.e., self-dual) with vanishing scalar curvature.
Remember that both the (anti)self-duality equations
F = F
and the action
F 2 =
1
8 2

|F |2g =
M
1
8 2

tr(F F )
M
are conformally invariant in four dimensions; consequently if we can rescale g with a

suitable function f producing a metric g which satisfies one of the properties of the
previous theorem then we can construct instantons over the original manifold (M, g). This
idea was used by Jackiw, Nohl and Rebbi to construct instantons over the flat R4 [18].
Consequently we find it convenient to make the following
Definition 2.1. Let (M, g) be a four-dimensional Riemannian spin manifold and be
a smooth self-dual SU(2) connection of finite action on the chiral spinor bundle S M. If
515
there is a smooth function f : M R such that the projected Levi-Civit connection of

f 2 g is gauge equivalent to then this connection is called an t Hooft instanton over
(M, g).
First consider the case of F + , i.e., part (i) of the above theorem [9]. Let (M, g) be
a Riemannian manifold of dimension n > 2. Remember that : M M is a conformal
isometry of (M, g) if there is a function f : M R such that g = f 2 g. Notice that
being a diffeomorphism, f cannot be zero anywhere, i.e., we may assume that it is
positive, f > 0. Ordinary isometries are the special cases with f = 1. The vector field X
on M, induced by the conformal isometry, is called a conformal Killing field. It satisfies
the conformal Killing equation ([29, pp. 443, 444])
LX g
2 div X
g = 0,
n
where L is the Lie derivative while div is the divergence of a vector field. If = X,
denotes the dual 1-form to X with respect to the metric, then consider the following
conformal Killing data:
(, d, div X, d div X).
(2)
These satisfy the following equations (see [11]):

= (1/2) d + (1/n)(div X)g,
(d ) = (1/n)(g d div X (d div X) g) + 2R(, , , ),
(div X) = d div X,
(d div X) = (n/2)X P (div X)P (n/2)Q.
(3)
Here R is understood as the (3, 1)-curvature tensor while

P =r
s
g,
(n 1)(n 2)
Q = tr(P d + d P )
with r being the Ricci-tensor. For clarity we remark that Qij = (Pik dj k +Pjk dik ) i.e., tr is
the only non-trivial contraction. If is a smooth curve in M then fixing conformal Killing
data in a point p = (t) we can integrate (3) to get all the values of X along . Actually
if X is a conformal Killing field then by fixing the above data in one point p M we can
determine the values of X over the whole M, provided that M is connected. Consequently,
if these data vanish in one point, then X vanishes over all the M.
Furthermore a Riemannian manifold (M, g) is called irreducible if the holonomy group,
induced by the metric, acts irreducibly on each tangent space of M.
Now we can state [9]:
Proposition 2.2. Let (M, g) be a connected, irreducible, Ricci-flat Riemannian manifold
of dimension n > 2. Then (M, g)
with g = 2 g is Einstein if and only if is a non-zero
constant function on M.
516
Remark. Notice that the above proposition is not true for reducible manifolds: the already
mentioned JackiwNohlRebbi construction [18] provides us with non-trivial Einstein
metrics, conformally equivalent to the flat R4 .
Proof. If is a 1-form on (M, g) with dual vector Y = , , then the (0, 2)-tensor
can be decomposed into antisymmetric, trace and traceless symmetric parts respectively as
follows (e.g., [24, p. 200, Exercise 5]):

1
2
1
g
LY g +
= d g +
(4)
2
n
2
n
where is the exterior codifferentiation on (M, g) satisfying = div Y . Being g
an Einstein metric, it has identically zero traceless Ricci tensor, i.e., B = 0 from
decomposition (1). We rescale g with the function : M R+ as g := 2 g. Then the
traceless Ricci part of the new curvature is (see [3, p. 59])

= n 2 2 + g .
B
n
Here denotes the Laplacian with respect to g. From here we can see that if n > 2, the
condition for g to be again Einstein is
g = 0.
n
However, if X := d, is the dual vector field then we can write by (4) that

1
1
1
(d)
2(d)
2
2 = d2
g+
g =
g+
g .
LX g +
LX g +
2
n
2
n
n
2
n
2 +
We have used d2 = 0 and d = for functions. Therefore, we can conclude that 2 g is

Einstein if and only if
2
2 div X
g = LX g
g = 0,
n
n
i.e., X is a conformal Killing field on (M, g) obeying X = d, . The conformal Killing
data (2) for this X are the following:

d, d2 = 0, , d() .
(5)
LX g +
Now we may argue as follows: the last equation of (3) implies that

d() = 0
over the Ricci-flat (M, g). By virtue of the irreducibility of (M, g) this means that actually
d() = 0 (cf., e.g., [3, p. 282, Theorem 10.19]) and, hence, = const over the whole
(M, g). Consequently, the second equation of (3) shows that for all Y, Z, V we have
R(Y, Z, V , d) = 0.
Taking into account again that (M, g) is irreducible, there is a point where Rp is non-zero.
Assume that the previous equality holds for all Yp , Zp , Vp but dp = 0. This is possible
517
only if a subspace, spanned by dp in Tp M, is invariant under the action of the holonomy

group. But this contradicts the irreducibility assumption. Consequently dp = 0. Finally,
the first equation of (3) yields that (p) = 0, i.e., = 0. Therefore, we can conclude
that in that point all the conformal data (5) vanish implying X = 0. In other words is a
non-zero constant.
In light of this proposition, general Ricci-flat manifolds cannot be rescaled into Einstein
manifolds in a non-trivial way. Notice that the GibbonsHawking spaces (see below) are
irreducible Ricci-flat manifolds. If this was not the case, then, taking into account their
simply connectedness and geodesic completeness, they would split into a Riemannian
product (M1 M2 , g1 g2 ) by virtue of the de Rham theorem [26]. But it is easily
checked that this is not the case. We just remark that the same is true for the Euclidean
Schwarzschild manifold.
Consequently constructing instantons in this way is not very productive.
3. Construction of singular Laplace operators

Therefore, we turn our attention to the condition on the F part of the metric curvature
in the special case of the GibbonsHawking spaces.
First we give a brief description of the GibbonsHawking spaces denoted by MV . These
spaces can be understood topologically as follows (cf., e.g., [15]). Take an N N+ and
consider the cyclic group ZN SU(2) acting on C2 induced by the SU(2) action. The
resulting quotient C2 /ZN is singular at the origin and looks like R (S 3 /ZN ) at infinity.
If (v, w) C2 then the monomials v N , wN , vw are invariant under ZN . If we denote them
by x, y, z then they satisfy an algebraic equation
xy zN = 0.
This gives an isomorphism between C2 /ZN and the complex surface xy zN = 0 in C3 .
We can look at deformations of this singularity. As it is well known, this surface is singular
because the monomial zN contains multiple roots, i.e., its discriminant is zero. This can
be removed by adding lower order terms in z such that the resulting polynomial in z is of
non-zero discriminant (blowing up):

xy zN + a1 zN1 + + aN = 0.
(6)
These complex surfaces still have the required topology at infinity but are non-singular.
We shall take MV to be the underlying four-dimensional differentiable manifold of such a
surface.
One also can construct MV intuitively. Start with R3 S 1 acted on by U (1) along the
circles. Consider N distinct points p1 , . . . , pN along the z axis of R3 , for example, and
shrink the S 1 circles over them. The resulting space is MV = C2 \ {0}/ZN E with E the
exceptional divisor consisting of N 1 copies of CP 1 s, attached to each other according
to the AN1 Dynkin diagram. From here we can also see that there is a circle action on MV
with N fixed points p1 , . . . , pN MV , called NUTs. The quotient is R3 and we denote the
images of the fixed points also by p1 , . . . , pN R3 . Then UV := MV \ {p1 , . . . , pN } is
518
fibered over R3 \ {p1 , . . . , pN } with S 1 fibers. The degree of this circle bundle around each
point pi is one.
The metric gV on UV looks like (cf., e.g., [15] or [7, p. 363])
1

ds 2 = V dx 2 + dy 2 + dz2 + (d + )2 ,
V
(7)
where (0, 8m] parametrizes the circles and x = (x, y, z) R3 ; the smooth function
V : R3 \ {p1 , . . . , pN } R+ and the 1-form C (1 (R3 \ {p1 , . . . , pN })) are defined
up to gauge transformations as follows:
V (x, ) = V (x) = c +
N

s=1
2m
,
|x ps |
3 d = dV .
Here c is a parameter with values 0 or 1 and 3 refers to the Hodge-operation with respect
to the flat metric on R3 . We can see that the metric is independent of hence we have a
Killing field on (UV , gV |UV ). This Killing field provides the above mentioned U (1)-action.
Furthermore it is possible to show that, despite the apparent singularities in the NUTs, all
things extend analytically over the whole MV providing a real analytic space (MV , gV ).
Notice that for a fixed manifold MV we have two different metrics on it corresponding
to the two possible values of c. Take c = 0 then for N = 1 we just find the flat metric on
R4 while N = 2 gives rise to the EguchiHanson space on T CP 1 . If c = 1 and N = 1
we recover the Taub-NUT metric on R4 . All these spaces posses an U (2) isometry. For
higher N s the resulting spaces are the multi-EguchiHanson and multi-Taub-NUT spaces,
respectively. These metrics admit only an U (1) isometry coming from the circle action
mentioned above.
These two infinite sequences of metrics are hyper-Khler spaces, i.e., for their curvature
s = 0 and W = 0 holds (using another terminology they are half conformally flat with
vanishing scalar curvature). Consequently part (ii) of the AtiyahHitchinSinger theorem
can be applied for them. Our aim is to find metrics g (as much as possible), conformally
equivalent to a fixed GibbonsHawking metric gV , such that gs
are self-dual and have
vanishing scalar curvature: in this case the metric instantons in gs
provide self-dual
connections on them, as we have seen. Taking into account that the (3, 1)-Weyl tensor
= W , the condition W
+ s /12 = 0
W is invariant under conformal rescalings, i.e., W
for the gs
settles down for having vanishing scalar curvature s = 0. Consider the rescaling
g g := f 2 g where f : MV R is a function. In this case the scalar curvature transforms
as s s where s satisfies (see [3, pp. 58, 59]):
f 3 s = 6f + f s.
Taking into account that the GibbonsHawking spaces are Ricci-flat, our condition for the
scaling function amounts to the simple condition
f = 0,
(8)
i.e., it must be a harmonic function (with respect to the GibbonsHawking geometry). In

other words we have to analyse the kernel of the Laplacian for our aim.
519
To analyse harmonic functions in these geometries, first we construct Laplacians on

the collapsed spaces C2 \ {0}/ZN because these operators and their associated harmonic
functions can be constructed explicitly.
Assume therefore that all the NUTs are pulled together in (6), i.e., we return to
the singular quotient C2 /ZN . If we remove the singular origin the resulting space is
topologically a lense space: C2 \ {0}/ZN
= R+ (S 3 /ZN ). We shall denote this space
by MV0 . Regarding it as a plane bundle over S 2 and denoting by (, ) the spherical
coordinates while by (r, ) polar coordinates on the fibres we simply get
cr + 2mN
,
r
V0 (r) =
0 = 2m cos d(N)
under this blowing down process. Consequently the GibbonsHawking metric (7) reduces
to a metric g0 of the local form
ds02 =

cr + 2mN 2
dr + r 2 d 2 + sin2 d 2
r
r
(2mN)2 (d + cos d)2
+
cr + 2mN
on MV0 where
0 < r < ,
0 <
4
,
N
0 < 2,
0 < .
We remark that for N = 1 this metric extends as the flat metric for c = 0 and as
the Taub-NUT metric for c = 1 over R4 . One easily calculates det g0 = 4m2 N 2 (cr +
2mN)2 r 2 sin2 and by using the local expression

1

ij
det g g
=
,
x j
det g x i
i,j
where g ij are the components of the inverse matrix, the singular Laplacian looks like
0 =
2
(cr + 2mN)2 sin2 + 4m2 N 2 cos2 2
r
+
2 cr + 2mN r 2
4m2 N 2 (cr 2 + 2mNr) sin2

2
1
2
+ 2
+
+
cot
cr + 2mN r cr + 2mNr 2

2
2
1
+
.
2 cos
2
2
2

(cr + 2mNr) sin
This apparently new Laplacian can be rewritten in old terms as follows. The lense space
with its standard metric induced from the round S 3 has an associated Laplacian
S 3 /ZN
2
2
2
+
= 2
2
cos
2
sin 2
1

+
2
+ cot
2
520
in Euler coordinates. By the aid of this we obtain

0 =
r
2
1
+
3
+ 2
2
cr + 2mN r
cr + 2mN r cr + 2mNr S /ZN
(cr + 2mN)2 4m2 N 2 2
+
.
4m2 N 2 (cr 2 + 2mNr) 2
Now we wish to solve (8) in its full generality in this case. To this end we introduce an
orthonormal system of bounded smooth functions on S 3 /ZN by the (three-dimensional)
spherical harmonics Yjkl with j = 0, 1, . . . and k, l = 0, . . . , j (for a fixed j , there are
(j + 1)2 independent spherical harmonics on S 3 /ZN ). In Euler coordinates these take the
shape

1 (2j + 1)(j |k l|)! ikN il |kl|
kl
Yj (, , ) =
e
e Pj
(cos )
4
(j + |k l|)!
with Pjm (x), 1 x 1, being an associated Legendre polynomial defined by the
following generating function:
m
(2m 1)!!
(1 x 2 ) 2 t m
1
(1 2tx + t 2 )m+ 2
t j Pjm (x).
j =m
Consequently, using the decomposed Laplacian the general solution can be written in the
form
f0 (r, , , ) =
j

kl
kl
kl
j Aj (r)Yj (, , ),
(9)
j =0 k,l=0
kl
where kl
j are complex numbers and Aj are smooth radial functions. Notice that the
spherical harmonics obey
kl
Y = ikNYjkl
j
yielding that the solution of (8) reduces to the ordinary differential equations
S 3 /ZN Yjkl = j (j + 1)Yjkl ,
r2
d2 Ajkl
dr 2
if c = 0 and
r2
d2 Ajkl
dr 2
+ 2r
+ 2r
dAjkl
dr
j (j + 1)Ajkl = 0

r 2 + 4mNr 2 kl
j (j + 1) +
Aj = 0
k
dr
4m2
dAjkl
(10)
(11)
if c = 1, j = 0, 1, . . . , 0 k, l j . From here we can see that Ajkl , hence, f can have an

isolated singularity only in the origin of C2 /ZN .
If (9) is real and converges, by projecting the corresponding Levi-Civit connections
of the rescaled metrics onto the su(2) part we can produce self-dual connections
via the AtiyahHitchinSinger theorem. To get regular solutions however, we have to
521
impose further regularity conditions on the rescaling harmonic functions. The Uhlenbeck
theorem [28] guarantees that generally in a given gauge only pointlike singularities can be
removed from self-dual connections. Therefore we have to study the singularities of the
rescaled Levi-Civit connections. The natural orthonormal system to gV , associated to the
gauge (7) is
1
0 = (d + ),
V
1 =
V dx,
2 =
V dy,
3 =
V dz.
(12)
Since g = f 2 g we have i = f i consequently in our gauge the Levi-Civit connection

with respect to the rescaled metric obeys the following Cartan equation on UV :
ji j + d(log f ) i = ji j .
As it is proved in [10] in this gauge the original connection is self-dual, hence,
cancels out if we project
to the su(2) component consequently all singularities of
the self-dual connection must come from the d(log f ) term in our gauge. Hence,
if we can understand the singularities of the function |d(log f )|gV then we can find the
required regularity condition for the rescaling harmonic functions. Notice that if f is zero
somewhere then |d(log f )|gV diverges consequently an acceptable harmonic function must
be positive and bounded everywhere, except isolated points.
Taking into account that Yjkl = Yjk,l , a real basis for the solutions is given by

1 kl
Yj + Yjk,l ,
2

1 kl
Yj Yjk,l
2i
k,l
hence, via Ajkl = Ajk,l , if we have kl
we get real solutions in (9).
j = j
For j = 0 (hence k = l = 0) both (10) and (11) yields c1 r 1 + c2 . Moreover, Y000 =
1/4 hence separating the j = 0 term in (9) we can write a harmonic function f0 over
(MV0 , g0 ) as
f0 (r, , , ) = c1 +
c2
+ h0 (r, , , )
r
if c = 0, 1. The radial function R 2 = |v|2 + |w|2 = r 2 + (Im w)2 in C2 is invariant under

ZN hence we can talk about lense spaces of radius R centered at the origin of C2 /ZN . Now
take such a lense space. By the aid of the explicit expressions for the spherical harmonics
it is not difficult to show that for j > 0

kl
kl

1
k,l
Yj + Yj
dVg =
Yj Yjk,l dVg = 0
2i
S 3 /ZN
S 3 /ZN
holds (integration is with respect to the induced metric on the lense space in question)
hence these real functions must change sign somewhere on any lense space showing that
in fact h0 also changes sign, i.e., vanishes along three-dimensional subsets in the above
decomposition.
Furthermore the coefficients of (10) and (11) are real analytic in r hence any solution
of them must be also real analytic in r. In fact the general solution to (10) and (11)
522
with k = l = 0 is c1 r j 1 + c2 r j if j 0. It is also not difficult to see that any nontrivial solution of (11) with j > 1, k, l 0 behaves either as Ajkl (r) r j 1 if r 0 or
Ajkl (r) r j if r . This implies that in both cases h0 dominates f0 for small or large
values of r, hence, the total solution f0 is also plagued by small codimensional zero sets.
For later convenience we formulate this in the following
Lemma 3.1. Let BR be the intersection of a ball of radius R centered at origin with the
complement of a small ball of radius also centered at the origin of C2 . Let UR := BR /ZN
be its quotient. Then for a harmonic function
lim
inf f0 (p) = ,
R pU R
lim
sup f0 (p) =
R
pUR
0
holds unless h0 = 0 in its decomposition.

Consequently we must have
1
(13)
r
with 0 i for a generic acceptable harmonic function on (MV0 , g0 ), i.e., f0 admits
the full U (2) symmetry. This solution was found in [9] and [10] for the Taub-NUT metric.
We remark that the harmonic expansion on EguchiHanson space is treated in, e.g., [22].
Our aim is to find the appropriate generalization of the above classical expansion (9) in
the general case by regarding the GibbonsHawking metric as a perturbation of the singular
metric g0 . To achieve this, we have to construct the twistor spaces of the GibbonsHawking
spaces.
f0 (r) = 0 +
4. Regularization
As it is well-known, Penrose twistor theory, originally designed for flat Lorentzian
R4 can be generalized to self-dual four-manifolds. From our viewpoint this is important
because the GibbonsHawking spaces are self-dual (or half conformally flat) and by the
aid of their twistor spaces various differential equations can be solved over them.
Let us recall the general theory [3]. Let (M, g) be a Riemannian spin four-manifold and
consider the projective bundle Z := P (S M) of the complex chiral spinor bundle S M
over it. Clearly, Z admits a fiber bundle structure p : Z M with CP 1 s as fibers. By using
the Levi-Civit connection on (M, g) we can split the tangent space Tz Z at any point z Z
and the horizontal and vertical subspaces can be endowed with natural complex structures
hence Z, as a real six-manifold, carries an almost complex structure, too. A basic theorem
of Penrose or Atiyah, Hitchin, Singer states that this complex structure is integrable,
i.e., Z is a complex manifold if and only if (M, g) is half conformally flat ([3, p. 380,
Theorem 13.46]). Z is called the twistor space of (M, g). The fibers of p : Z M are
then holomorphic projective lines in Z with normal bundle H H and belong to a family
parameterized by a complex four-manifold CM. (We denote by H k (k Z) the powers
of the tautological line bundle H on CP 1 while their induced sheaves of holomorphic
523
sections are O(k), respectively.) If one endows Z with a real structure : Z Z with
2 = Id such that the fibers are kept fixed by the real structure then M CM is encoded
in Z as the family of these real lines. The basic example is (M, g) = (S 4 , ), the round
sphere, CM = Q4 the Klein quadric and Z = CP 3 .
If g is Ricci flat then S M with its induced connection is a flat bundle. Hence, if M
is moreover simply connected then Z can be contracted onto a particular fibre CP 1 via
parallel transport. Consequently in this case we have another fibration : Z CP 1 with
fibers the copies of M. Hence, if a holomorphic line bundle H k is given on CP 1 then it
can be pulled back to line bundles H k over Z. Consider the sheaf cohomology group
H 1 (Z, O(2)) of the line bundle H 2 . Take an element [] H 1 (Z, O(2)) and
consider for a representant [] the complex valued real analytic function f : M C
given by the restriction |Yp where CP 1
= Yp Z (p M) is a real line. Then we have
f = 0 (with respect to g) and there is a natural bijection

T : H 1 Z, O(2)
= ker ,
onto real analytic solutions, called the Penrose transform. In fact if the original metric g
is real analytic then this isomorphism gives rise to all solutions to the Laplace equation in
question. For a proof and the more general statement see, e.g., [16]. Taking into account
the isomorphism H 1 (Yp , O(2))
= H (1,1)(CP 1 ) and that (1, 1)-forms can be integrated
1
over Yp = CP we can see that the above transform is nothing but integration of forms
over the real lines, that is,

f (p) = |Yp .
Yp
In what follows we construct the above objects explicitly in case of the Gibbons
Hawking spaces (MV , gV ) based on Hitchins works.
First consider the multi-EguchiHanson spaces, i.e., the c = 0 cases [15]. Since we have
topologically Z
= MV CP 1 the twistor space Z can be described analogously to (6) but
instead of a single copy of MV we need a collection of them, parameterized by a projective
line. Therefore, we have to replace locally the constants ai with functions ai (u) depending
holomorphically on a complex variable u CP 1 . Hence, as a first approximation of Z we
by the equation
define Z

xy zN + a1 (u)zN1 + + aN (u) = 0.
Since there are no non-trivial holomorphic functions on CP 1 we have to assume that ai
is a holomorphic section of a bundle which implies that the independent variables are also
to be interpreted as elements of various line bundles over CP 1 . The natural real structure
:Z Z

(x, y, z, u) = (1)N (y), (x), (z), (u)
is induced by the ZN -invariant extension to H m H n H p of the natural antipodal map
This map to be well-defined and the requirement that the
on CP 1 with (u) = 1/u.

real lines have normal bundle H H implies that m = n = N and p = 2 and finally Z
is defined as a three-dimensional complex hypersurface q(x, y, z, u) = 0 in the complex
524
four-manifold H N H N H 2 where x, y H N , z H 2 and ai is an holomorphic section

of H 2i obeying the algebraic equation
q: H N H N H 2 H 2N
given by
q(x, y, z, u) = xy

z ps (u) .
(14)
s=1
Here we use the factorization

N

ai (u)zNi =
i=0
z ps (u)
s=1
is not
and ps are interpreted as holomorphic sections of H 2 in this case. Unfortunately Z
1
a manifold because generically
there are points uij CP for which pi pj = 0 hence

Ni vanishes. Consequently the fiber over this point is
the discriminant of N
a
(u)z
i
i=0
singular. More precisely, there is a singular point z := (x = 0, y = 0, z = pi (u

ij ), uij ) on
the fiber over uij .

within a family of non-singular
These singularities can be removed by deforming Z
surfaces. During the course of this deformation typically we have to take a branched cover
of CP 1 over the singular points u
ij hence the resolved Z would by first look fibered over
a higher genus Riemann surface. However in our special case we know a priori that the
twistor manifold Z exists hence the resolved model is still fibered over CP 1 . For our

purposes it is enough to work with the singular model Z.
Now we construct the real lines explicitly, following [15]. Remember that these are
CP 1 with respect to the real
invariant sections of the holomorphic bundle : Z
2
structure . If we take zp (u) = au + 2bu + c and ps (u) = as u2 + 2bs u + cs then the
are given by polynomials xp (u), yp (u) and zp (u)
holomorphic sections sp : CP 1 Z
obeying (14). Consequently we ought to solve it. However, this equation can be solved by
a simple factorization yielding
xp (u) = A
(u ps ),
s=1
yp (u) = B
(u ps ),
s=1
zp (u) = au2 + 2bu + c,

(15)
where AB = s=1 (a as ) and ps , ps are roots to the equations zp (u) ps (u) = 0. The
reality condition provided by the -invariance gives a = c,
b = b and as = a s , bs = bs
hence the roots explicitly look like

(b bs ) (b bs )2 + |a as |2
ps =
,
a as

(b bs ) + (b bs )2 + |a as |2
ps =
(16)
.
a as
The reality condition also yields

N

b bs + (b bs )2 + |a as |2 .
A = ei
525
(17)
s=1
(In these equations the square root is understood as the positive square root to avoid
ambiguity.) From here we can see again that any real section sp , i.e., a point p MV
away from the NUTs is parameterized by (Re a, b, Im a) R3 and the angular variable
arg A =: S 1 .
Now we are ready to present integral formulae for the Laplacian over the multi-Eguchi
Hanson spaces. Pick up a particular fibre Yp of Z,
not identical to any of the NUTs Yps and
denote it by CP 1 . Take an with [] H 1 (Z \ s Yps , O(2)). Since this is holomorphic
we can Taylor expand it. Denote by and the tautological sections of the two copies of
H N (as pulled back over H N ) and let be the tautological section of H 2 (as pulled
back over H 2 ). Hence, we can write

=
mni m n i
m,n,i
where for j := Nm + Nn + 2i

[mni ] H 1 CP 1 , O(2 j ) ,

m n i H 0 H j , O(j ) .
Since by definition the image of the tautological

section is the zero section of the
corresponding line bundle, we can write over Z \ s Yps that
= xp + xp ,
= yp + yp ,
= zp + zp
and now ( xp )|Yp = 0 etc., i.e., they vanish exactly on the image Yp of the
section sp = (xp , yp , zp ). Consequently, by using the isomorphism sp : H 0 (Yp , O(j ))
=
0
1
H (CP , O(j )) we can write

m
sp (|Yp ) =
sp mni sp xp Yp + xp
m,n,i

n

i

zp Yp + zp
yp Yp + yp

=
mni xpm ypn zpi .
m,n,i
Putting (15) into the above expression we find the following expansion for a harmonic
function on the multi-EguchiHanson space with possible singularities in the NUTs:
f (p) = f (Re a, b, Im a, arg A)
N

mn
mni u, u A
(a as )n (u ps )m (u ps )n
=
m,n,i
CP 1
s=1
i
au2 + 2bu a du du,
where ps , ps are given by (16) and A via (17).
(18)
526
Now we turn our attention to the case of multi-Taub-NUT spaces. The situation is similar
[5,17]. In this case the twistor space topologically is the same as in the previous case but the
complex structure on it is different. This difference is realized by twisting the previous line
bundles with a new one. Consider the line bundle L (m) over H 2 defined as follows. Let
0 , U
1 be the induced covers
U0 (u = ), U1 (u = 0) be the standard covers of CP 1 and U
0 are (u, z). Suppose H m is the line bundle over H 2 pulled
of H 2 . The coordinates on U
back from CP 1 . The line bundle L (m) over H 2 is defined by the transition function ( is
a parameter)
g(z, u) := um ezu
0 U
1 . Write z = au2 + 2bu u and consider a section of L (N) as follows:
on U
(au+b)
0 ,
e
, on U
(z, u) :=
1 b) , on U
1 .
g(z, u)e(au+b) = uN e(au
0 and U
1 .
This is well defined because it is regular at both u = 0 and u = , i.e., on U
%

By using this section the space Z is defined by

N
%
% % %

%
1
1
%
%
:= x , y , z L (N) L (N) | x y
z ps (u) ,
Z
s=1
where the real sections are of the form

xp% (u) = 1 zp (u), u xp (u),
yp% (u) = 1 zp (u), u yp (u),
zp% (u) = zp (u) = au2 + 2bu a.
Again, by the a priori knowledge of the existence of the multi-Taub-NUT metric, this
space can be deformed into a complex analytic twistor space with holomorphic fibration
% : Z % CP 1 .
The corresponding integral formula, again with possible singularities over the NUTs
looks like
f (p) = f (Re a, b, Im a, arg A)
N

=
mni u, u (A)mn
(a as )n (u ps )m (u ps )n
m,n,i
CP 1
s=1

i
au2 + 2bu a du du
(19)
together with (16) and (17). We may regard (18) and (19) as generalizations of the classical
U (2) symmetric harmonic expansion (9) to the general U (1) symmetric case. Harmonic
functions invariant under this U (1) isometry arise by taking m = n. In some sense a
complementary problem, i.e., the construction of the image of the Laplacian over Gibbons
Hawking spaces was considered by constructing Greens functions in [2] and [25].
After these preliminarities, we are ready to complete the analysis to find the acceptable
harmonic functions. Fix an N and consider the space (MV , gV ) with NUTs p1 , . . . , pN
R3 . If t [0, 1] we can smoothly shrink the NUTs into the origin of R3 by taking
527
as (t) := tas , bs (t) := tbs yielding a one-parameter family (MVt , gt ) of GibbonsHawking

spaces and associated Laplacians t which are regular for t > 0 and blow down to the
singular space (MV0 , g0 ) with 0 if t = 0. Define the corresponding smooth functions
ps (t), ps (t) and A(t) by (16) and (17) respectively and consider the family of harmonic
functions ft constructed this way via (18) and (19). These satisfy t ft = 0 and the
flow t ft is continuous in the following sense. Note that for a fixed N , the blow-up
map, restricted to the complement of the exceptional divisor E, induces a biholomorphic
mapping t : MVt \ E MV0 . Hence, write p for t1 (p) for all t > 0 and p MV0 . Then
there is a constant C(p) > 0, such that

ft (p) f0 (p) C(p)t.
Moreover for fixed c and N this flow provides a 1 : 1 correspondence between the
solutions for t > 0 and t = 0; however the latter case is explicitly known from the previous
section. There we have seen that the only acceptable solutions are of the form (13) whose
perturbation for t > 0 is (cf. [10])
ft (x) = 0 +
N

s=1
s
.
|x tps |
(20)
All other harmonic functions f0 are zero along three-dimensional subsets of MV0 close to
either infinity or the singularity. Consequently there is an > 0 such that if 0 < t < their
continuous perturbation ft has the same property because of Lemma 3.1.
Therefore we can conclude that a general acceptable harmonic function on a Gibbons
Hawking space is of the form (20). In the next section we summarize our findings. For
this we introduce notations, also used in [10]. Consider the quaternion-valued 1-form
assigned to the basis (12) and the imaginary quaternion valued function assigned to (20)
with t = 1 (we denote it by f ) as follows:
:= 0 + 1 i + 2 j + 3 k,
d(log f ) :=
log f
log f
log f
i+
j+
k.
x
y
z
5. The theorems
By collecting all the results from [9,10] and the present work we can state:
Theorem 5.1. Let (MV , gV ) be a GibbonsHawking space with UV := MV \ {p1 , . . . , pN }
where p1 , . . . , pN denote the NUTs of it. Then any smooth, finite action SU(2) t Hooft
instanton lives on the negative chiral bundle S MV and such an 0 ,...,N over this space
is given by
A
0 ,...,N = Im
d(log f )
2 V
with 0 ,...,N = d + A
0 ,...,N in the gauge (12) over UV .
528
The action of this connection is zero if s = 0 (s > 0) otherwise

2
F
= n (1/N), if 0 = 0, c = 0,
0 ,...,N
n,
otherwise,
where N refers to the number of NUTs while n is the number of non-zero s (s > 0).
All these instantons are U (1) invariant hence dividing by this action we have
Theorem 5.2. Furthermore such an instanton corresponds to a SU(2) magnetic monopole
(, A) over flat R3 where
d(log f )i
d(log f )j
d(log f )k
d(log f )
,
A = Im
dx + Im
dy + Im
dz
2
2
2
2
with singularities in the NUTs. All such magnetic monopoles have zero magnetic charge.
=
In [10] we found all reducible connections and identified their curvatures with L2
harmonic 2-forms. Via a result in [14] these generate the whole L2 cohomology of
(MV , gV ) hence:
Theorem 5.3. A t Hooft instanton 0 ,...,N over (MV , gV ) is reducible if and only if for
an s = 0, . . . , N we have s = 0 and r = 0 for r = 0, 1, . . . , s 1, s + 1, . . . , N ; in this
case it can be gauged into the form

k
d +
+ s
,
Bs =
|x ps |V
2
where 3 ds = dVs with Vs (x) = c + (2m/|x ps |). The curvature Fs of these connections
generate the full L2 cohomology of the GibbonsHawking space (MV , gV ).
6. Concluding remarks
In this paper we have classified all SU(2) YangMills instantons over the Gibbons
Hawking spaces which arise by conformal rescalings of the metric (we called these
instantons as t Hooft instantons). During the course of this we encountered the twistor
manifolds of the GibbonsHawking spaces which enables us to take an outlook.
Firstly at this point we remark that (18) and (19) are generalizations of the classical
formula of Whittaker and Watson for solutions of the three-dimensional Laplacian to the
GibbonsHawking spaces [30]. This is because dividing a GibbonsHawking space via its
U (1) isometry we recover the flat R3 . Indeed, taking m = n in (18) or (19) they cut down
to
f (p) =

CP 1
m,i
mi
N

m
u, u
zp (u) ps (u) zpi (u) du du.
s=1
529
Pulling all NUTs into the origin of R3 we can write this as

k
k u, u au2 + 2bu a du du.
f (Re a, b, Im a) =
CP 1
Writing u = rei and performing the radial integration this eventually yields
2
f (x, y, z) =
g(xi cos + yi sin + z, ) d

0
for some function g which is the classical WhittakerWatson formula (also cf. [23]).
Secondly, our method applies to more general gravitational instantons of Kronheimer [20] as well as of Cherkis and Kapustin [5,6]. Taking into account that MV \
{p1 , . . . , pN } is connected and simply connected, by a theorem of Buchdahl [4] we can
see that

1
H Z\
Yps , O(2 j )
= H 1 CP 1 , O(2 j )
s
and via Serre duality

H 1 CP 1 , O(2 j )
= H 0 CP 1 , O(j )
= C1+j .
Hence, the (mni ) terms of our series indeed can be interpreted as coefficients of a
Taylor expansion yielding a decomposition

1
Yps , O(2)
C1+j .
H Z\
=
s
Hence,
\ s Yps , O(2)) has an obvious element, namely, the pullback of one of
the generators of H 1 (CP 1 , O(2))
= C, i.e., the term corresponding to j = 0. Exactly
this element gives the solutions (20) [2,16]. This distinguished element exists because the
twistor space Z is holomorphically fibered over CP 1 . However, this is a consequence of
the fact that our gravitational instantons are not only self-dual but Ricci-flat, too. Because
the same is true for the new exotic ALE, ALF and ALG spaces, without knowing the
metric explicitly on them we can be sure that t Hooft instanton type solutions of the SU(2)
self-duality equations exist over them. Identifying the reducible solutions as above we can
construct explicitly the L2 cohomology of these spaces.
Finally we remark that we certainly cannot solve the self-dual SU(2) YangMills
equations in their full generality with the conformal rescaling method even in the simplest
GibbonsHawking space. This observations calls for the generalization of the ADHM
construction to all gravitational instantons.
H 1 (Z
Acknowledgements
The author is grateful to S. Cherkis (IAS, Princeton, USA) and T. Hausel (University
of Texas at Austin, USA) for the useful conversations and calling our attention to further
related references.
530
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Higher-dimensional analogue of the

BlauThompson model and NT = 8, D = 2
Hodge-type cohomological gauge theories
B. Geyer a,b , D. Mlsch c
a Universitt Leipzig, Naturwissenschaftlich-Theoretisches Zentrum and Institut fr Theoretische Physik,
D-04109 Leipzig, Germany

b Instituto de Fisica, Universidade de Sao Paulo, Sao Paulo, Brazil
c Wissenschaftszentrum Leipzig e.V., D-04103 Leipzig, Germany
Received 17 December 2002; received in revised form 19 March 2003; accepted 26 March 2003
Abstract
The higher-dimensional analogue of the BlauThompson model in D = 5 is constructed by a
NT = 1 topological twist of N = 2, D = 5 super-YangMills theory. Its dimensional reduction
to D = 4 and D = 3 gives rise to the B-model and the NT = 4 equivariant extension of the
BlauThompson model, respectively. A further dimensional reduction to D = 2 provides another
example of a NT = 8 Hodge-type cohomological theory with global symmetry group SU(2)SU(2).
Moreover, it is shown that this theory possesses actually a larger global symmetry group SU(4) and
that it agrees with the NT = 8 topological twisting of N = 16, D = 2 super-YangMills theory.
1. Introduction
Some very enlightening, but preliminary attempts have been made to incorporate into
the gauge-fixing procedure of general gauge theories besides the basic ingredience of the
BRST operator also a co-BRST operator which, together with the BRST Laplacian W , form the same kind of superalgebra as the de Rham cohomology operators in differential geometry [1]. This allows, according to the Hodge-type decomposition = +
+ of a general quantum state, by imposing both the BRST condition = 0 and
E-mail addresses: geyer@itp.uni-leipzig.de (B. Geyer), muelsch@informatik.uni-leipzig.de (D. Mlsch).
doi:10.1016/S0550-3213(03)00260-8
532
B. Geyer, D. Mlsch / Nuclear Physics B 662 [PM] (2003) 531553
the co-BRST condition = 0 on , to select the uniquely determined harmonic state

thereby projecting onto the subspace of physical states (for details, see Section 2 below).
It has been a long-standing problem to present a non-Abelian field theoretical model
obeying such a Hodge-type cohomological structure. Recently, the authors have shown [2]
that the dimensional reduced BlauThompson model [3]the novel NT = 2 topological
twist of the N = 4, D = 3 super-YangMills theory (SYM)gives a prototype example of
a NT = 4, D = 2 Hodge-type cohomological gauge theory. The conjecture, that topological
gauge theories could be possible candidates for Hodge-type cohomological theories was
already asserted by van Holten [4]. In fact, D = 2 topological gauge theories [5] are
of particular interest because of their relation to N = 2 superconformal theories [6] and
CalabiYau moduli spaces [7].
In the present paper we construct another example of a 2-dimensional Hodge-type cohomological theory, but now with the largest possible, NT = 8 topological (co-)shift symmetry and with global symmetry group SU(4).1 This is achieved by first introducing a
higher-dimensional analogue of the BlauThompson model in D = 5 by a NT = 1 topological twist of N = 2, D = 5 SYM with internal symmetry group Spin(5) Sp(4). The
twisting procedure consists simply in taking the diagonal subgroup of the R-symmetry
group SO(5) and the Euclidean rotation group SOE (5). The most unusual feature of this
topological model is, analogous to the BlauThompson model, that it has no bosonic scalar
fields and hence no underlying equivariant cohomology. We conjecture that this new topological theory, which localizes onto the moduli space of complexified flat connections, is
the only one which can be constructed on a generic 5-dimensional Riemannian manifold
with SO(5) holonomy. The other cohomological theories in D = 5, which localize onto the
moduli space of instantons, can be obtained by a dimensional reduction from the higherdimensional analogues of the DonaldsonWitten theory in D = 8 and D = 7 [810]. These
theories should be simply untwisted SYM theories formulated on manifolds with reduced
holonomy group H SO(5).
From this 5-dimensional analogue of the BlauThompson model one gets, by an ordinary dimensional reduction to D = 4, the B-model [3,11], i.e., one of the 3 inequivalent
topological twists of N = 4, D = 4 SYM, and by reduction to D = 3 the NT = 4 equivariant extension of the BlauThompson model [12]. A further dimensional reduction to D = 2
leads to a Hodge-type cohomological theory with global symmetry group SU(2) SU(2)
and NT = 8 scalar supercharges. These supercharges, in complete analogy to the de Rham
cohomology operators, are interrelated by a discrete Hodge-type operation and generate the topological shift and co-shift symmetries. In accordance with the group theoretical description of some classes of topologically twisted low-dimensional supersymmetric
world-volume theories [3], it is shown that this Hodge-type cohomological theory actually allows for the larger global symmetry group SU(4) [13]. Moreover, it is shown that
this theory is precisely the topological twisted N = 16, D = 2 SYM with R-symmetry
group SU(4) U (1). Such theories are naturally realized as Dirichlet 1-brane instantons
wrapping around supersymmetric 2-cycles of CalabiYau 2-folds (see, e.g., [14,15]).
1 The existence of such a topological theory was already mentioned in [10, footnote on p. 248].
533
The paper is organized as follows: In Section 2 we briefly introduce the BRST complex
of general gauge theories and the Hodge-type decomposition. In Section 3 we construct the
5-dimensional analogue of the BlauThompson model by dimensionally reducing N = 1,
D = 10 SYM and performing a NT = 1 topological twist of the resulting Euclidean N = 2,
D = 5 SYM with R-symmetry group SO(5). In Section 4 we show that the dimensional
reduction of that theory to D = 4 and D = 3 gives rise to the B-model and the NT = 4
equivariant extension of the BlauThompson model, respectively. In Section 5 we study
the invariance properties of the NT = 8 Hodge-type cohomological gauge theory with
global symmetry group SU(2) SU(2) obtained by a further dimensional reduction to
D = 2. In Section 6 we show that this theory can be cast into a form with the larger global
symmetry group SU(4). In Section 7 we describe in detail the NT = 8 topological twist of
the Euclidean N = 16, D = 2 SYM obtained from the N = 4, D = 4 SYM via dimensional
reduction to D = 2, and show that it agrees precisely with the Hodge-type cohomological
theory with global symmetry group SU(4).
2. BRST complex and Hodge-type decomposition
In this section we give a rough outlet of the BRST complex, the cohomologies of the
(co-)BRST operators and the Hodge-type decomposition as far as it will be used in this
paper.
In order to select uniquely the physical states from the ghost-extended quantum state
space some attempts [1] have been made to incorporate into the gauge-fixing procedure of
general gauge theories besides the BRST operator also a co-BRST operator which,
together with the BRST Laplacian W , obeys the following BRST-complex:

2
2 = 0,
= 0,
W = , = 0,

[, W ] = 0,
(1)
, W = 0,
where and have opposite ghost number. Obviously, cannot be identified with the
which anti-commutes with .
anti-BRST operator
Representations of this algebra for the first time have been considered by Nishijima [16]. However, since and are nilpotent Hermitian operators they cannot be
realized in a Hilbert space. Instead, the BRST complex has to be represented in a Krein
space K [17]. K is obtained from a Hilbert space H with non-degenerate positive inner product (, ) if H will be endowed also with a self-adjoint metric operator J = 1,
J 2 = 1, allowing for the introduction of another non-degenerate, but indefinite scalar product
| := (, J ). With respect to the inner product and = J J are adjoint
to each other, (, ) = (, ), however, they are self-adjoint with respect to the indefinite scalar product of K. Notice, that different inner products (, ) lead to different
co-BRST operators!
From these definitions one obtains a remarkable correspondence between the BRST
cohomology and the de Rham cohomology:
BRST operator
co-BRST operator
= J J,
differential
d,
co-differential = d,
534
duality operation
BRST Laplacian
J,

W = , ,
Hodge star
,
Laplacian
= {d, }.
Because of this correspondence one denotes a state to be BRST (co-)closed iff = 0

( = 0), BRST (co-)exact iff = ( = ) and BRST harmonic iff W = 0.
Completely analogous to the Hodge decomposition theorem in differential geometry there
exists a corresponding decomposition of any state into a harmonic, an exact and a coexact state, = + + . The physical properties of lie entirely within the
BRST harmonic part which is given by the zero modes of W ; thereby W = 0 implies
= 0 = , and vice versa. The cohomologies of the (co-)BRST operator (and )
are given by equivalence classes of states:
H() = Ker / Im ,
= + ,
H( ) = Ker / Im ,
= + .
By imposing only the BRST gauge condition, = 0, within the equivalence class of
BRST-closed states = + besides the harmonic state there occur also spurious
BRST-exact states, , which have zero physical norm. On the other hand, by imposing
also the co-BRST gauge condition, = 0, one gets for each BRST cohomology
class the uniquely determined harmonic state, = . Obviously, also the observables,
being functionals of the fields, are elements of the intersection of the corresponding
cohomologies of and .
In the following topological gauge theories are called of Hodge-type if their scalar
supercharges obey a topological superalgebra quite similar to the BRST complex (1).
More precisely, in these theories (which are first-stage reducible) the BRST and co-BRST
operators are of the form = Q + s and = Q + s, respectively, where Q and
Q are the generators of the topological shift and co-shift symmetry, and s = (C) is
G
the generator of the ghost-dependent ordinary gauge transformations (C being the gauge
ghosts). Since it is a common practice to ignore in the gauge fermion of topological
theories that part which fixes the ordinary gauge symmetry, we always omit in the BRST
complex (1) the part stemming from the operator s. With other words, we look for a
topological superalgebra which has precisely the same form as in (1), but with and
replaced by Q and Q, respectively.
3. The topological twist of N = 2, D = 5 super-YangMills theory
In this section we construct a 5-dimensional cohomological gauge theory with a
simple, NT = 1, scalar supersymmetry Q. This topological theory has the same interesting
feature as the BlauThompson model [3] to possess no bosonic scalar fields and hence
no underlying equivariant cohomology. Therefore, it may be considered as a higherdimensional analogue of that model.
In order to get this theory we first dimensional reduce N = 1, D = 10 SYM to D = 5
by breaking down the 10-dimensional Lorentz group according to SO(1, 9) SO(1, 4)
Spin(5). The internal symmetry group of this dimensionally reduced N = 2, D = 5 SYM
is Spin(5) Sp(4), the covering of the R-symmetry group SO(5). Then, we perform a
535
Wick rotation to Euclidean space and embed the Euclidean rotation group SOE (5) into the
global symmetry group such that at least one of the supercharges of the untwisted theory
becomes a scalar with respect to the new rotation group. This is achieved by taking the
diagonal subgroup of SOE (5) SO(5) thereby leading to the NT = 1 topological twist
of the Euclidean N = 2, D = 5 SYM. Let us stress that it is necessary to start from the
Minkowskian N = 1, D = 10 SYM because of the well-known fact that there are no
Majorana spinors in Euclidean space. Since the details of this intrinsically 5-dimensional
twisting procedure are rather involved we present some of the relevant steps in detail.
First, the Minkowskian action of N = 1, D = 10 SYM reads [18],

1 MN
(N=1)
10
M
= d x tr F
FMN i DM ,
S
(2)
4
M
with FMN = M AN N AM + [AM , AN ] and DM = M + [AM , ]. It is build up from

an anti-Hermitean vector field AM (M = 0, . . . , 3, 5, . . . , 10) and a MajoranaWeyl spinor
in the real 16-dimensional representation of SO(1, 9). All the fields take their values in
the Lie algebra Lie(G) of some compact gauge group G. This action is invariant under the
following supersymmetry transformations (with 16 real spinorial charges):
Q AM = M M ,
1
Q = i M N FMN ,
2
1
Q = i M N FMN ,
(3)
2
where is a constant MajoranaWeyl spinor. This symmetry is checked by using the
identity
1
1 L0 M N
, = L0 [M N] ' L0 MNL1 ...L7 11 L1 L7 ,

2
7!
11 = 0 10 ,
where MN = diag(1, +1, . . . , +1) and ' L0 ...L10 are the metric and the completely antisymmetric unit tensor in D = 10, respectively.
For the 32-dimensional Dirac matrices, {M , N } = 2MN I32 , in 10-dimensional
Minkowski spacetime we choose the following block representation:

0
(m )a b A B
, m = 0, 1, 2, 3, 5,
m =
(m )a b A B
0

0
a b ( )A B
5+ = i
, = 1, 2, 3, 4, 5,
a b ( )A B
0

b B

0
a A
0
(C5 )ab 'AB
11 =
.
,
C
=
10
(C5 )ab 'AB
0
0
a b A B
Here, (m )a b and ( )A B are the SO(1, 4) and SO(5) matrices, respectively, where both
types of spinor indices (a, b) and (A, B) are taking 4 distinct values,
(m )a b = (0 , 1 , 2 , 3 , 5 ),
5 = i0 1 2 3 ,
52 = I4 ,
536
( )A B = (1 , 2 , 3 , 4 , 5 ),
4 = i0.
( = 0, 1, 2, 3) and 5 are chosen to be equal i times the usual SO(1, 3) Dirac matrices
in the Weyl representation with the metric being = diag(+1, 1, 1, 1). Notice, that
the SO(5) matrices ( )A B are Hermitean.
The real, antisymmetric charge conjugation matrix (C5 )ab in the 5-dimensional
Minkowski spacetime has the defining properties
1 ac
(m )c d (C5 )db = (m )b a ,
(C5 )ab = 5 C4 , C4 = i2 0 ,
C5
C4 being the usual 4-dimensional charge conjugation matrix. In the 5-dimensional
Euclidean space there exists a real, anti-symmetric tensor 'AB , being the invariant tensor
of Sp(4), which transposes the ( )A B matrices,
' AC ( )C D 'DB = ( )B A ,
'AB = 3 1 ,
'AC ' BC = A B ,
and which can be chosen numerically to be equal to (C5 )ab . Moreover, this tensor can be
used as symplectic metric to raise and lower the spinor index A, e.g., ' AC ( )C B = ( )AB
and ( )A C 'CB = ( )AB . According to that convention the matrices ( )AB are antisymmetric, ( )AB = ( )BA , and traceless, ' AB ( )AB = 0.
The Weyl condition = 11 and the Majorana condition = C10 T , = 0 , restrict
a general unconstrained complex 32-spinor in the D = 10 Minkowski spacetime to the real
16-spinor . The chirality and the symplectic reality condition give rise to the structure

aA
,
= 0, aA , aA = (C5 )ab 'AB bB ,
=
0
i.e., the 16 surviving spinor components aA are constrained by a Sp(4)-covariant
Majorana condition. We further define
AM = (Am , V ),
where V are the components of the gauge field related to the internal directions
x 6 , . . . , x 10 .
As a next step, we compactify 5 of the 10 dimensions by ordinary dimensional
reduction, demanding that no field depends on x 6 , . . . , x 10 . Then, from (2) for the
dimensionally reduced action of the Minkowskian N = 2, D = 5 SYM with R-symmetry
group SO(5) one obtains

1
1
1
S (N=2) = d 5 x tr F mn Fmn + D m V Dm V + V , V [V , V ]
4
2
4
M

i aC m a b Dm bC aC C D [V , aD ] .
(4)
In order to get from (4) a cohomological theory we first perform a Wick rotation,
x4 = ix0 , into the Euclidean space. Thereby, we relax the symplectic reality conditions
and write the Majorana spinors and their conjugated ones just as in the Minkowskian
space, but consider these spinor fields, from now on, as complex. Hence, hermiticity
537
is abandoned.2 Afterwards, we twist the Euclidean rotation group SOE (5) with the Rsymmetry group SO(5), or, in other words, we identify the spinor indices a and A (as well
as m and ). In this way we obtain the twisted action of the Euclidean NT = 1, D = 5
TYM we are looking for,

1
1
(NT =1)
5
S
= d x tr F (A + iV )F (A iV ) + D (A)V D (A)V
4
2
E

iAC A B D (A)BC CA A B [V , CB ] ,
(5)
where now V transforms as a co-vector field of A .
From the transformation rules (3) one gets the twisted supersymmetry transformations
Q A = 2 AC ( )A B BC ,
Q V = 2i CA( )A B CB ,
1
Q AB = i( )AC C B F (A) + ( )A C ( )B D CD D (A)V
2

1
i( )BC A C V , V .
2
Since there occur no half-integer spin fields in the action (5) we can convert the spinor
notation into the more familiar tensor notation by decomposing the twisted spinor fields
AB as follows,

1

1
AB + AB 'AB , AB = ' AC ' BD CD ,

AB =
(6)
2
2 2
where ,
and are Grassmann-odd ghost-for-anti-ghost scalar, vector and antisymmetric (traceless) tensor fields, respectively. Here, the 10 generators ( )AB of the
Sp(4) rotations obey the relations
( )A C ( )CB = 'AB ( )AB ,

1
( )A C ( )CB = ( )AB ( )AB ' AB ,
2
( )A C ( )CB = ( )AB ( )AB + ( )AB ( )AB

+ ( )'AB ' AB ,
where ' is the completely anti-symmetric unit tensor in D = 5. Notice, that from the
first, defining relation it follows that ( )AB , owing to the anti-symmetry of ( )AB , is
symmetric, ( )AB = ( )BA .
Inserting the decomposition (6) into (5) and introducing the bosonic auxiliary field Y ,
the virtue of which is to make the topological supersymmetry Q strictly nilpotent, for
2 Lost of hermiticity in the Euclidean formulation of a field theory is not a problem. The primary reason to
impose reality conditions on spinor fields is unitarity, which is needed only in a field theory with real time. We
are indebted to the referee for pointing out the lack of reality of the cohomological action (7), below.
538
the resulting action, with an underlying non-equivariant NT = 1 topological supersymmetry Q, we get

1
1
(NT =1)
5
S
= d x tr F (A + iV )F (A iV ) i D (A iV )
4
4
E
i D (A + iV ) i D (A iV )

1 2
Y D (A)V Y ;
2
(7)
= 12 ' is the dual of . This action can be written as a sum of a topological

term (Q-cocycle) and a Q-exact term,

1
(NT =1)
5
S
(8)
= d x tr i
D (A iV ) + Q,
Q2 = 0,
4
E
with the gauge fermion

1
1
5
.
(A)V Y
= d x tr i F (A + iV ) D
4
2
E
The topological supersymmetry transformations, generated by Q, are given by

QA = ,
QV = i ,
Q = 0,
Q = iF (A iV ),
Q = Y,
QY = 0.
This NT = 1 topological model in D = 5 bears a strong resemblance to the novel NT = 2

topological twist of N = 4, D = 3 SYM constructed by Blau and Thompson [3]. The most
striking feature of this model is that the topological supersymmetry Q is not equivariantly
nilpotent but rather strictly nilpotent, i.e., prior to the introduction of the gauge ghosts C.
Moreover, this model, as promised, has no bosonic scalar fields. Furthermore, the vector
field V is combined with A to form the complexified gauge field A iV , where
A iV is Q-invariant, which is another remarkable property of that theory.
Since Q is a Sp(4)-singlet the twisted action (7) can be put onto a general 5-dimensional
Riemannian manifold with Euclidean signature and SO(5) holonomy group. In this way
one gets a topological theory in D = 5 whose key property is the Q-exactness of its
stress tensor, which implies that the correlation functions of Q-invariant observables are
independent of the metric of the manifold.
We conjecture that this higher-dimensional analogue of the BlauThompson model is
the only topological one which can be constructed in D = 5. In the next section it will be
shown that from (7), after dimensional reduction to D = 4, one obtains precisely the action
of the B-model [3,11], a certain topological twist of N = 4 SYM, which localizes onto
the moduli space of complexified flat connections. However, it was found that there are
two more topological twists of N = 4 SYM, namely the A-model [3,19,20] and the halftwisted model [20], whose actions localize onto the moduli space of instantons. Thus, one
539
should expect that in D = 5, apart from the topological model constructed above, there are
at least two more cohomological gauge theories as well. But, both these theories are neither
topological nor are they twisted versions of N = 2, D = 5 SYM. Rather they are untwisted
N = 2 SYM theories formulated on manifolds with reduced holonomy group H SO(5).
Namely, since instantons in D = 5 require the existence of a Hodge self-dual 4-form it
must be a singlet with respect to a proper subgroup of SO(5) and not of SO(5) itself.
Therefore, these theories are only invariant under a certain class of metric variations which
preserve the (reduced) holonomy. Perhaps, the simplest way to obtain both these theories
is to perform a dimensional reduction to D = 5 of the higher-dimensional analogue of the
DonaldsonWitten theory in D = 8 and D = 7 on a Joyce manifold with Spin(7) and G2
holonomy [8,9], respectively.
Moreover, it would be interesting to study the relationship between the higherdimensional analogue of the BlauThompson model and the dimensionally reduced
NT = 2 and NT = 3 cohomological gauge theories on a CalabiYau 4-fold and on a
quartionic Khler manifold with SU(4) and Sp(4) Sp(2) holonomy [8,10], respectively,
to D = 5. However, here we will not further dwell on these issues.
4. The NT = 2, D = 4 topological B-model and the NT = 4, D = 3 equivariant
extension of the BlauThompson model
We are now going to discuss the relation between the NT = 1, D = 5 topological model
constructed above and the NT = 4 equivariant extension [12] of the BlauThompson model
in D = 3. To this end we first perform a (4 + 1)-decomposition of the action (7), i.e.,
we split the coordinates into x = (x , x 5 ), = 1, 2, 3, 4. Furthermore, we assume that
no field depends on x 5 , i.e., 5 = 0. As a next step, we rename the fifth component of
A iV , and according to
A5 iV5 = G,

A5 + iV5 = G,
5 = ,
5 = ,
reserving the notation A iV , and for the corresponding fields in D = 4. Then,

after squeezing (7) to D = 4, we arrive precisely at the action of the topological B-model,
with an extended NT = 2 on-shell equivariantly nilpotent topological supersymmetry,
constructed by Marcus [11],
S (NT =2)

1
1
4

= d x tr F (A + iV )F (A iV ) + D (A + iV )GD (A iV )G
4
4
E

1
1 G, G
2 Y D (A)V
+ D (A iV )GD (A + iV )G
4
8
1 2
Y i D (A + iV ) i D (A iV )
2

1
+ iG , i D (A + iV ) i D (A iV )
4

, + iG , ,
iG
(9)
540
where = 12 ' is the dual of . This topological action, which localizes onto
the moduli space of the complexified gauge fields A iV , can be regarded also as a
deformation of the NT = 1, D = 4 super-BF theory [3]. Notice that in (9) hermiticity is
restored.
Obviously, the action (9) is invariant under the following discrete Z2 symmetry,

Y
Y
A V G G
A V G G
Z2 :

,

i.e., the topological supersymmetry

which also maps the topological supercharge Q into Q,
is actually NT = 2.
Let us now perform a further dimensional reduction of this topological B-model to
D = 3. For that purpose we introduce a SU(2)- and a SU(2)-doublet of Grassmannodd ghost-for-anti-ghost scalar and vector fields, a , a and a , a , respectively, and
a SU(2) SU(2)-quartet of Grassmann-even complex scalar fields M ab , according to

4
4
a
a
a
a
=
,
= i
,
=
,
= i
,

4
4

G
A4 iV4
= A5 + iV5 , (10)
,
G = A5 iV5 ,
G
M ab = i
A4 + iV4
G
where the space index runs now between 1 and 3. The internal group index a = 1, 2 is
raised and lowered as follows: ' ac c b = ab and a c 'cb = ab , where ' ab is the invariant
tensor of the group SU(2), '12 = ' 12 = 1. The matrices M ab and Mab can be rewritten as
follows
ab
M ab = (m )ab M m ,
Mab = m M m = M cd 'ca 'db , m = 1, 2, 3, 4,
with M m = {A4,5, V4,5 }, where (m )ab = (i1 , i2 , i3 , I2 ) and its Hermitean conjugate
are the ClebschGordon coefficients relating the vector representation of SO(4) to the
(1/2, 1/2) representation of SU(2) SU(2), ( = 1, 2, 3) being the Pauli matrices.
Moreover, in order to close the topological superalgebra off-shell, we introduce an
.
additional set of bosonic auxiliary fields, namely the complex vector fields B and B
As a result, after that dimensional reduction from the action (9) one gets the NT = 4,
D = 3 off-shell equivariant extension of the BlauThompson model with global symmetry
group SU(2) SU(2),

1
1
F (A iV ) 1 B
B
S (NT =4) = d 3 x tr i' B F (A + iV ) i' B
4
4
2
E
1
+ i' 'ab a D (A + iV )b 'ab a D (A + iV ) b
2
1
1
+ D (A + iV )Mab D (A iV )M ab Y D (A)V Y 2
4
2
1
i' 'ab a D (A iV ) b 'ab a D (A iV )b
2

1
[Mab , Mcd ] M ab , M cd + iMab a , b
16

+ iMab a , b .
541
(11)
a . They are
The NT = 4 topological supercharges will be denoted by Qa and Q
interchanged by the following discrete Z2 symmetry of the action (11),

B Y
Y
V B
A
A V B B
Z2 :

.
a a a a M ab
i a ia i a ia M ba
a transform as a doublet of SU(2) and SU(2), respectively. The
Thereby, Qa and Q
transformation laws of the topological supersymmetry Qa are
Qa A = a ,
Qa b = ' ab B ,
Qa b = 0,
Qa M bc = 2i' ac b ,
Qa B = 0,
Qa V = ia ,
Qa b = iD (A iV )M ba ,

1
Qa b = i' ab Y + 'cd M ca , M db ,
2

Qa Y = 'cd M ca , d ,

= 2D (A iV ) a 2i'cd M ca , d .
Qa B
(12)
a , one gets the correspondCombining (12) with the Z2 -symmetry, which maps Qa into Q
a
. It is straightforward to prove that indeed
ing transformation laws of Q
a a (N =4)
S T
Q ,Q
= 0.
a are both
Furthermore, by an explicit calculation it can be verified that Qa and Q
strictly nilpotent and anti-commute with each other modulo the field-dependent gauge
transformation G (M ab ), i.e., they satisfy the topological superalgebra off-shell,
a b

a b
a b
, Q = 2G M ab ,
,Q
= 0;
Q
Q
Q , Q = 0,
here, the gauge transformations are defined by G ()A = D and G ()X = [, X]
for all the other fields. This algebraic structure looks like the BRST complex (1). However,
a , are interrelated by the Z2 symmetry and not, as it should be,
both operators, Qa and Q
by any Hodge-type operation.
Finally, let us mention that precisely the same topological action (11) arises from a
dimensional reduction of the A-model [16] to D = 3 [3,12].
5. NT = 8, D = 2 Hodge-type cohomological gauge theory with global symmetry
group SU(2) SU(2)
Now, we come to the main objective of that paper, namely we show that by a further
dimensional reduction of the action (11) to D = 2 we obtain another example of a Hodgetype cohomological gauge theory whose NT = 8 first-stage reducible gauge symmetries
a
are fixed by harmonic gauges. Indeed, the NT = 4 topological shift symmetries Qa , Q
542
a = P Q
a ,
and the NT = 4 topological co-shift symmetries Qa = P Qa , Q
being interchanged by a discrete Hodge-type operation, obey the BRST complex (1) (see,
Eq. (16) below). Here, and in the following P denotes the operator of Grassmann-parity
whose both eigenvalues 1 are defined through

+ if is Grassmann-even,
P =
if is Grassmann-odd.
To begin with, we rename the third component of A iV , a and a according to
A3 iV3 = M,

A3 + iV3 = M,
3a = i a ,
3a = i a .
(13)
In order to close the topological superalgebra off-shell we introduce an additional set of

and the SU(2) SU(2)bosonic auxiliary fields, namely the complex vector fields E , E
ab
quartet of complex vector fields E , where now denotes the space index taking the
values 1 and 2.
Then, after performing in the action (11) the dimensional reduction to D = 2 we arrive
at the following NT = 8 Hodge-type cohomological gauge theory with global symmetry
group SU(2) SU(2),

1
1
(NT =8)
2

(A iV ) 1 BB
S
= d x tr i' BF (A + iV ) i' BF
4
4
2
E

1
a , b
' 'ab a D (A + iV )b + i' 'ab M
2

+ i'ab M a , b 'ab a D (A iV )b
1

+ D (A iV )MD (A + iV )M
4
1
1
+ D (A + iV )Mab D (A iV )M ab Y D (A)V Y 2
4
2

1
' 'ab a D (A iV ) b i' 'ab M a , b
2

a , b 'ab a D (A + iV ) b
i'ab M
1

+ D (A + iV )MD (A iV )M
4
1

1
M ab
+ [Mab , Mcd ] M ab , M cd + [M, Mab ] M,
16
4

1
2 + iMab a , b + iMab a , b
M, M
8

a b
1 ab
+ iMab , E E Eab E .
2
(14)
Let us recall that in the D = 2-dimensional Euclidean space there are no propagating
degrees of freedom associated with A .
543
The action (14) is manifestly invariant under the following discrete Z2 symmetry,
A
A V
V
B
B
Y

B
B
Y
a
i a
i a
M ba ,
Z2 : a a M ab i a
a
ia ia i a Eba
a a Eab
E E

E
M M
M
M
E
a , which will be defined immediately.
a as well as Qa into Q
mapping Qa into Q
In addition, the action (14) is also a invariant under the following discrete Hodge-type
symmetry, defined by the replacements
' ' A ' V

A V
B
B

B
Y
B
Y

a
ia
M ab ,
a a M ab = ia i a
a
i a i a
a a Eab
i a
' E ab
E E

M M
M
M
' E
' E
a into Qa = P Qa and
with the property () = P , mapping Qa and Q
Q
a , respectively.
a = P Q
The topological shift transformations, generated by Qa , are given as follows
Qa A = a ,
Qa V = ia ,
Qa M = 0,
Qa b = i' ab B,
Qa B = 0,
Qa M bc = 2i' ac b ,
Qa b = 0,
Qa b = ' ab E i' ab ' D (A iV )M,
Qa E = 0,
Qa b = ' E ba + iD (A iV )M ba ,
= 2i a ,
Qa M

1
+ 1 'cd M ca , M db ,
Qa b = i' ab Y + ' ab M, M
2

2
Qa b = M ba , M ,

Qa Y = M, a 'cd M ca , d ,

a D (A iV ) a i'cd M ca , d ,
= ' D (A + iV ) a + i' M,
Qa E

= 2 a , M 2'cd M ca , d ,
Qa B

Qa Ebc = ' ac ' D (A + iV )b i' ac ' M b d , d

' ac D (A iV ) b + i' ac M, b .
(15)
544
Combining these transformation rules (15) with the Z2 and/or the Hodge-type symmetry
one obtains the complete set of symmetry transformations which leave the action (14)
invariant. Indeed, by a rather lengthy calculation one verifies that
a a a a (N =8)
, Q , Q
S T
= 0.
Q ,Q
a
Furthermore, after a straightforward, but tedious calculation one also verifies that Qa , Q

a

a

and Q , Q provide an off-shell realization of the following topological superalgebra,
a b
a b
a b
Q , Q = 0,
Q , Q = 2' ab G (M),
Q , Q = 0,
a b
ba
a b
a b
= 2G M ,
= 0,
= 0,
Q ,Q
Q ,Q
Q , Q
a b
a b
ab
a b
, Q = 0,
, Q = 2G M ,
, Q = 0,
Q
Q
Q
a b

a b
a b
,
= 0,
= 2' ab G M
,Q
,Q
Q
(16)
Q
Q , Q = 0.
Obviously, this superalgebra is analogous to the de Rham cohomology in differential geom a ) and ( Qa , Q
a ), coretry: the nilpotent topological shift and co-shift operators, (Qa , Q
respond to the exterior and the co-exterior derivatives, d and = d, respectively,
where both are interrelated by the Hodge-type operations. Furthermore, the various field M ab ), correspond to the Laplacian = {d, } so
dependent gauge generators G (M, M,
that we have indeed a perfect example of a Hodge-type cohomological gauge theory in
D = 2.
6. NT = 8, D = 2 Hodge-type cohomological gauge theory with global symmetry
group SU(4)
The Z2 symmetry of the action (14) is immediately related to the factorization of the
global symmetry group into both the subgroups SU(2) and SU(2). Now, we want to show
that this action can be cast into a form where it actually has the larger global symmetry
group SU(4). This is in accordance with the group theoretical description of some classes
of topologically twisted low-dimensional supersymmetric world-volume theories given
in [3]. Such effective low-energy world-volume theories appear quite naturally in the study
of curved D-branes and D-brane instantons wrapping around supersymmetric cocycles for
special Lagrangian submanifolds of CalabiYau n-folds [3,13,14].
Indeed, the structure of the superalgebra (16) suggests that the 6 scalar fields
M ab ) could be combined to form a sextet of the group SO(6) SU(4) which
(M, M,
should be a global symmetry group of the theory. To elaborate this suggestion we introduce
a SU(4)-quartet of Grassmann-odd vector fields , two SU(4)-quartets of Grassmannodd scalar fields, and , which transform as the fundamental and its complex conjugate
representation of SU(4), respectively, and a SU(4)-sextet of Grassmann-even complex
scalar fields M = 12 ' M , which transform as the second-rank complex selfdual
representation of SU(4),

a
a
a
=
,
,
=
=
ia
ia
i' a

ab

iMba
' M iM ba
'ab M
M =
(17)
,
,
M
=

iM ab ' ab M
iMab 'ab M
545
where from now on denotes the internal group index of SU(4) taking 4 values. By virtue
of (10) and (13), it is easily seen that the matrices M and M can be written in the form
1
M = (m ) M m = ' M , m = 1, . . . , 6,
2
with M m = {A3,4,5, V3,4,5}, where (m ) are the generators of the group SO(6),
M = (m ) M m ,
(m ) = (1 C5 , 2 C5 , 3 C5 , 4 C5 , 5 C5 , C5 ),
4 = i0 , C5 = 5 C4 ;
the SO(1, 3) Dirac matrices ( = 0, 1, 2, 3) and 5 are defined as in Section 3.

, Eab )
Furthermore, analogous to M , we combine the 6 auxiliary vector fields (E , E
to a SU(4)-sextet E .
In terms of these new fields from (14) one gets a NT = 8 Hodge-type cohomological
gauge theory with the larger global symmetry group SU(4),

1
1
(NT =8)
2

(A iV ) 1 BB
= d x tr i' BF (A + iV ) i' BF
S
4
4
2
E
1
' D (A + iV ) D (A iV ) E E
4

1
+ i' M , + iM , Y D (A)V
2
1
1
Y 2 + D (A + iV )M D (A iV )M
2
8

1
+ [M , M ] M , M .
(18)
64
In this SU(4) symmetric form the Hodge-type symmetry is now defined by the
replacements
' ' A ' V

A V
M = i i
i
M .

Y E
B
B
B
B
Y
' E
(19)
From (16) one can immediately read off that both the SU(2)- and SU(2)-doublets
a ) should fit into SU(4)-quartets as follows,
a ) and ( Qa , Q
(Qa , Q
a
a
Q
Q
Q = P Q =
Q =
a ,
a ,
i Q
iQ
both charges being interrelated by the operation, such that the Hodge-type cohomological
superalgebra (16) simplifies into

Q , Q = 2G M ,
Q , Q = 0.
Q , Q = 0,
Below, in Section 7, it will be shown that the action (18) can be also obtained from the
twisted N = 16, D = 2 SYM with R-symmetry group SU(4)U (1). Since the relationship
546
between the twisted and untwisted supercharges is rather involved we shall now describe
the complete set of transformations which leave (18) invariant. The transformation rules
for the topological shift symmetries Q are
Q A = ,
Q V = i ,

Q M = 2i ,
Q = E i' D (A iV )M ,
Q = i B,
Q B = 0,

1
Q = i Y + M , M ,
2

Q Y = M , ,

= 2 M , ,
Q B

Q E = [ ' D (A + iV ) ] D (A iV ) ] i' M ] , .
(20)
From combining Q with the above displayed Hodge-type symmetry one gets the
corresponding transformation rules for the topological co-shift symmetries Q .
Furthermore, by an explicit calculation one can verify that (18) is also invariant under
the following on-shell vector supersymmetries,
A = ' ,
Q
V = i i' ,
Q

M = 2i' ,
Q
= ' E
+ iD (A iV )M ,
Q
= E + i' D (A + iV )M ,
Q

= 2 F (A) 2i D (A)V i Y i ' B
Q

1
+ M , M ,
2
= 2i' D (A + iV ) ,
B
Q

Y = 2iD (A iV ) ' M , ,
Q

B = 2i' D (A iV ) + 4iD (A) + 2 M , ,
Q
E = [ D[ (A + iV )] ] [ D (A iV ) ]
Q

+ i [ M ] , ' .
(21)
, together with Q and Q , obey the anticommutation

The vector supercharges Q
relations

.

=
2 + G (A iV ) ,
Q ,Q

.
=
Q ,Q
2 + G (A + iV ) .
547
The action (18) is also invariant under the co-vector supersymmetries

.

=
i Q ,
Q = P Q
which on-shell, i.e., by using only the equations of motion of the auxiliary fields, becomes
i times the vector supersymmetries. Hence, it holds

S (NT =8) = 0,
Q , Q ,Q
and the total number of (real) supercharges is actually N = 16. Let us remark that we were
not able to find an appropriate set of auxiliary fields in order to complete the superalgebra
of the full set of both scalar and vector supercharges off-shell.
Finally, let us mention that both the components of the complexified gauge field,
A iV , do not possess a harmonic part, although A iV and A + iV are,
respectively, Q- and Q -invariant. This is owing to the fact that, instead of the gauge
field A and the co-vector field V , in the Euclidean space one can view A iV and
A + iV as two independent fields belonging to the gauge multiplet of the theory.
7. The NT = 8 topological twist of N = 16, D = 2 super-YangMills theory
Now, as anti-cipated in the previous section, we show that the NT = 8 Hodge-type
cohomological theory with global symmetry group SU(4) arises from a topological twist
of N = 16, D = 2 SYM. A group theoretical description of this twist has been given in [3]:
first, one dimensionally reduces N = 1, D = 10 SYM to D = 2 by breaking down the
Lorentz group according to SO(1, 9) SO(1, 1) Spin(8), where Spin(8) is the covering
of the R-symmetry group SO(8) of the dimensionally reduced Minkowskian N = 16,
D = 2 SYM. Then, one considers the branching SO(8) SU(4) U (1) and performs
a Wick rotation into the Euclidean space. Afterwards one twists the Euclidean rotation
group SOE (2) UE (1) in D = 2 by the U (1) of the R-symmetry group (by simply adding
up the both U (1) charges), thereby leaving the group SU(4) intact.
Here, we shall proceed in another way. Starting from Euclidean N = 4, D = 4 SYM,
which already is manifestly SU(4)-invariant, and performing a dimensional reduction to
D = 2 we get the Euclidean N = 16, D = 2 SYM. Then, in order to reveal how this
theory should be twisted, we carry out the topological B-twist [11] of the Euclidean N = 4,
D = 4 SYM as well as a dimensional reduction to D = 2 and compare this twisted theory
with the untwisted one and with the topological theory (18). From this comparison one
immediately reads off how the Euclidean N = 16, D = 2 SYM has to be twisted in order
to get the NT = 8 Hodge-type cohomological theory (18). Since the relationship between
the twisted and the untwisted fields is rather complex we describe this twisting procedure
in some detail.
The field content of N = 4, D = 4 SYM consists of an anti-Hermitean gauge field A ,
a Majorana spinor A and its conjugate one A , which transform as the fundamental
and its complex conjugate representation of SU(4), respectively, and a set of complex
scalar fields G = 12 ' G , which transform as the second-rank complex selfdual
representation of SU(4). All the fields take their values in the Lie algebra Lie(G) of the
gauge group G.
548
In Euclidean space this theory has the invariant action [18]

1
1
(N=4)
4
S
= d x tr F F i A ( )AB D B + [G , G ] G , G
4
64
E

1

1
iA G , A i A G , A
2
2
1
+ D G D G ,
8
(22)
are the ClebschGordon

where the numerically invariant tensors ( )AB and ( )AB
coefficients relating the (1/2, 1/2) representation of SL(2, C) to the vector representation
of SO(4),
AB
CD
( )AB = (i1 , i2 , i3 , I2 ),
( )AB
'C A 'DB =
,
( )

( )AB = (i1 , i2 , i3 , I2 ),
( )AB ' AC ' B D ( )C D = AB , (23)
AB being the corresponding complex conjugate coefficients. The selfdual

( )AB
and ( )
and anti-selfdual generators of the SO(4) rotations, ( )AB and ( )A B , obey the
relations
( )AC ( )C B = ( )AB ' AB ,
AB
( )AC ( )C B = ( )AB ( )AB '

,
(24)
B = ( )A B + 'A B ,
C
( )AC
( ) B = ( )AB
( )AB
(25)
( )AC
( )

+ ' AB
.
is raised and lowered as follows: ' AC C B = AB

The spinor index A (and analogous A)
C
and A 'CB = AB , where 'AB (and analogous 'A B ) is the invariant tensor of the group
SU(2), '12 = ' 12 = '1 2 = ' 12 = 1.

The action (22) is manifestly invariant under Hermitean conjugation:
A , A , A , G A , A , A , G .
Furthermore, making use of (24) and (25), by a brief calculation one verifies that (22) is
invariant under the following on-shell supersymmetry transformations,
QA A = i( )AB B ,

QA B = AB D G ,

QA G = 2i A A ,

1
1
QA B = AB F 'AB G , G
2
2
and
A = i( ) B ,
Q
A
AB
549

B = D G ,
Q
A
AB

Q G = 2i ,
A

= 1 F + 1 ' G , G .
Q
A B
AB
A
B
2
2
Let us recall that it is not possible to complete the superalgebra off-shell with a finite
number of auxiliary fields [21].
In order to perform in (22) a dimensional reduction to D = 2 we rename the third and
fourth component of A according to

1
+ ,
A4 = i ,
(26)
2
2
reserving the notation A ( = 1, 2) for the gauge field in D = 2. Moreover, we decompose
the components of ( )A B , ( )A B and ( )A B , ( )A B in the following manner,

A3 =
( )A B i( )A B ,
( )A B i( )A B ,
(3 )A B i(3 )A B ,
(3 )A B i(3 )A B ,
(4 )A B A B ,
(4 )A B A B ,
( )A B i' (3 )A B ,

(3 )A B i' A B ,
(4 )A B i( )A B ,
(34 )A B i(3 )A B ,
( )A B i' (3 )A B ,
(3 )A B i' A B ,
(4 )A B i( )A B ,
(34 )A B i(3 )A B ,
(27)
such that both the relations (24) and (25) become the algebra of the Pauli matrices (observe
that ( , 3 )A B (1 , 2 , 3 )),
( )A C ( )CB = 'AB + i' (3 )AB ,

( )A C (3 )CB = i' AB ,
(3 )A C (3 )CB = 'AB .
Then, from the action (22), for the Euclidean action of the N = 16, D = 2 SYM we
obtain

1
1
(N=16)
2
2
1 ,
= d x tr F F + D D
S
4
2
8
E

1

1
B + A ,
A
A (3 )AB + ,
2
2

1
+ A ( )AB D B iA G , A
2

1
1
i A G , A + D G D G
2
8

1
1
G , G
+ ,
+ [G , G ] G , G .
8
64
(28)
550
Since the decompositions (27) include some factors of i, the action (28) is no longer
manifestly invariant under Hermitean conjugation. Rather, it is invariant under the
following Z2 symmetry,

A , A , G A , ,
, A , A , G .
Z2 : A , , ,
(29)
A , which are
If we denote the N = 16 spinorial supercharges in D = 2 with QA and Q
interchanged by the Z2 symmetry (29), the transformation rules for QA are
QA A = ( )AB B ,
QA = (3 )AB B A ,
QA = (3 )AB B + A ,

QA G = 2i A A ,

1

1
G 1 i'AB ,
G ,
QA B = i AB D G i(3 )AB + ,
2
2
2
QA B = i ' ( )AB D + + AB D
2
2
1

1
3
1
+ AB , i ' (3 )AB F 'AB G , G .
2
2
2
(30)
Let us now derive the relationship between the action (28) and the cohomological
theory (18). Its complexity stems from a non-trivial mixing of the scalar and vector
and the spinorial supercharges QA and Q
A , namely, the
supercharges Q , Q , Q
internal indices in both theories cannot be simply identified with each other. For that
reason, as explained above, we proceed as follows: first of all, we perform in (22) a
topological B-twist [11], i.e., we break the group SU(4) down to SU(2) SU(2) U (1)
and identify the components = (1, 2) and = (3, 4) with the spinor indices B = (1, 2)
2)
of both subgroups of the Euclidean rotation group SO(4) = SU(2)L
and B = (1,
SU(2)R , respectively. Then, we replace in (22) the fields A , A and G by the twisted
V of the B-model according to
fields , ,
, , and G, G,

14 ( )AB ( + )
1 'AB ( + )
A =
,
2
( )AB ( )

( )AB ( + )
1
,
A =
(31)
2 ' A B ( ) 1 ( )A B ( )
4
and

G =

G =

'AB G
i( )AB
V
' AB G
i( )AB V
i( )AB V
'A B G
i( )AB V

' AB G

,

.
(32)
551
By using the explicit form (23) of the ClebschGordon coefficients one establishes that
G and G in (32) are actually dual to each other, G = 12 ' G . In that way, by
making use of the relations (24) and (25), one gets precisely the action (9) of the B-model.
As a next step, we perform in (31) and (32) the decompositions (27) and compare
directly the resulting twisted action with (18)after the elimination of the auxiliary fields
E and Y through their equations of motion. From this comparison one can deduce
B, B,
that, indeed, there is a unique relationship between each component of the twisted fields
which enter into (31) and (32), and the complex scalar fields and introduced in (26),
as well as the whole set of fields , , and M which enter into (18).
Collecting these results, after a lengthy calculation one obtains the following relationships:

1 i( )AB (1 ' 3 ) + (3 )AB ( 4 + 2 ) + i'AB (4 2 )
A =
,
2 i( )AB (2 + ' 4 ) + (3 )AB ( 3 1 ) + i'AB (3 + 1 )

1 i( )AB (' 4 2 ) + (3 )AB (1 + 3 ) i' AB ( 1 3 )
A =
,
(33)
2 i( )AB (' 3 + 1 ) + (3 )AB (2 4 ) i' AB ( 2 + 4 )
between A , A and the twisted spinor fields , , , and
= A3 + iA4,
= A3 iA4 ,

'AB G
( )AB V + (3 )AB V3 i'AB V4
G =
,
( )AB V (3 )AB V3 i'AB V4
'AB G

( )AB V (3 )AB V3 + i' AB V4
' AB G
,
G =

( )AB V + (3 )AB V3 + i' AB V4
' AB G
(34)
where

1
12
1
M + M 34 ,
V3 = i M 12 M 34 ,
G = M 24 ,
2
2

1
= M 31 ,
V4 = i M 14 M 23 ,
G
A4 = M 14 + M 23 ,
(35)
2
2
G and the twisted vector and scalar fields V and M , respectively.
between , ,
Thereby, the assignment between the spinor indices (A, B) and the group indices (, )
is similar as before, e.g., in (34) the spinor indices A = 1, 2 (respectively B = 1, 2) at
the upper and lower raw (respectively at the left and right column) of the both matrices
correspond to the values = 1, 2 and = 3, 4 (respectively = 1, 2 and = 3, 4) of the
scalar fields G , respectively. Let us also notice, that the relationships (35) agree precisely
with the definition (17) of the matrix M (cf., Eqs. (10) and (13)).
As an additional check, inserting (33)(35) into (28), after a tedious calculation one
verifies that the resulting twisted action actually agrees with the topological action (18).
A , being interrelated
The relationship between the spinorial supercharges QA and Q
and
by the replacements (29), and the twisted scalar and vector supercharges Q , Q
Q , Q
, being interchanged by the operation (19), is quite similar to the ones of the
A3 =
552
spinor fields, Eq. (33), namely

) (3 )AB (Q4 i Q2 ) ' AB ( Q4 iQ2 )
1 ' Q
1 i( )AB (Q
3
,
QA =
) (3 )AB (Q3 + i Q1 ) ' AB ( Q3 + iQ1 )
2 + ' Q
2 i( )AB (Q
4

2 ) + (3 )AB (i Q1 Q3 ) + 'AB (iQ1 Q3 )
Q
i( )AB (' Q
4
A = 1
,
Q
1 ) + (3 )AB (i Q2 + Q4 ) + 'AB (iQ2 + Q4 )
+ Q
2 i( )AB (' Q
3
i.e., after the twisting the Z2 symmetry (29) changes into the Hodge-type symmetry (19).
Finally, let us mention that there is also a NT = 4 topological twist of N = 16, D = 2
SYM with global symmetry group SO(4) SU(2). This topological theory can be regarded
as the NT = 4 super-BF theory coupled to a spinorial hypermultiplet. Another way of
obtaining the action of this theory is to dimensionally reduce either the higher-dimensional
analogue of the DonaldsonWitten theory in D = 8 [8,9] to D = 2 or to dimensionally
reduce the NT = 1 half-twisted theory [17] in D = 4 to D = 2. However, that topological
twist does not lead to another Hodge-type cohomological theory, since the underlying
cohomology is equivariantly nilpotent and not strictly nilpotent as it should be.
Concluding remarks
In this paper we have given a further example of a Hodge-type cohomological gauge
theory in D = 2, but this time with maximal number of NT = 8 topological supercharges
and largest global symmetry group SU(4). This topological theory can be obtained either
by a NT = 1 topological twist of the N = 2, D = 5 SYM with R-symmetry group SO(5)
and performing afterwards a ordinary dimensional reduction to D = 2 or by a NT = 8
topological twist of the N = 16, D = 2 SYM with R-symmetry group SU(4) U (1).
This example gives rise to the conjecture that, in general, the gauge-fixing procedure based
on harmonic gauges seems to be possible only for very constrained gauge systems with
NT 4 scalar supercharges.
So far, within our model we have taken into account only the equivariant part of the
BRST complex, i.e., the part associated with the shift and co-shift symmetries Q and
Q . But, it should be emphasized that the Q - and Q -cohomology, although empty
in the space of unrestricted local functionals of the fields, becomes non-empty if gauge
invariance is imposed on these functionals [22]. Therefore, it is important to prove whether
or not for the basic cohomology, i.e., the BRST complex including also the ordinary gauge
symmetry G (C), the underlying Hodge-structure of the theory can be preserved as well.
This, of course, is a non-trivial taks and will be the subject of a subsequent paper.
In that paper, we have only found examples in D = 2, where the gauge fields have no
local dynamics and where the Hodge-type symmetry can be rather simply implemented
into the theory. In order to get some intuition about the general structure of Hodge-type
cohomological theories it would be surely very useful to find other examples in higher
dimensions.
We have conjectured that the higher-dimensional analogue of the BlauThompson
model is the only topological one which can be constructed in D = 5. In order to prove that,
it is necessary to go into a closer analysis of the structure of all the other cohomological
gauge theories in D = 5.
553
Acknowledgements
One of the authors (B.G.) kindly acknowledges the warm hospitality of the Institute of
Physics, Sao Paulo University, where this work was finished, and the financial support of
this stay by DAADFAPESP scientific exchange program. He also expresses his sincere
thanks to D. Gitman for various enlightening discussions.
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Comment on Supersymmetry and singular

potentials by Das and Pernice
[Nucl. Phys. B 561 (1999) 357]
Miloslav Znojil
250 68 Re,
Czech Republic
stav jadern fyziky AV CR,
Received 31 October 2002; received in revised form 28 November 2002; accepted 7 April 2003
Abstract
Das and Pernice [Nucl. Phys. B 561 (1999) 357 and hep-th/0207112] proposed that the Wittens
supersymmetric quantum mechanics may incorporate potentials with strong singularities whenever
one succeeds in their appropriate regularization. We conjecture that one of the most natural recipes
of this type results from a detour to a non-Hermitian (usually called PT symmetric) intermediate
Hamiltonian (with the real and discrete spectrum) obtained by an infinitesimal complex shift of the
coordinate axis.
PACS: 03.65.Fd; 03.65.Ca; 03.65.Ge; 11.30.Pb; 12.90.Jv
1. Introduction
Our present remark is inspired by the very recent discussion of Gangopadhyaya and
Mallow [1] with Das and Pernice [2]. Although this discussion is purely technical by itself,
it re-attracts attention to the singularity paradox of Jevicki and Rodrigues (JR, [3]) and to
its role in Wittens supersymmetric quantum mechanics (SUSYQM, [4]) in one dimension.
In particular, the discussion re-opens the question of acceptability of the resolution of the
above JR paradox as offered by Das and Pernice in their older and longer paper [5]. In
such a setting we feel it useful to re-tell the story and to put the whole problem under a
new perspective.
E-mail address: znojil@ujf.cas.cz (M. Znojil).

doi:10.1016/S0550-3213(03)00293-1
M. Znojil / Nuclear Physics B 662 [PM] (2003) 554562
555
Let us start from the harmonic oscillator in one dimension which plays the role of one
of the most elementary illustrations and realizations of the ideas of SUSYQM [6]. It comes
as a definite surprise that after one restricts the same solvable Hamiltonian to the mere
half-line of coordinates, the supersymmetrization immediately encounters severe technical
difficulties [7]. In their above-mentioned remark, Gangopadhyaya and Mallow [1] even
tried to claim that the supersymmetry (SUSY) of the latter (so-called half-oscillator) model
becomes spontaneously broken. In their reaction, Das and Pernice [2] resolved the puzzle
by detecting a subtle flaw in the complicated construction of Ref. [1]. They re-confirmed
their older conjecture and belief [5] that all the paradoxes of the JR type may be resolved
via a proper regularization of the singularities in the superpotential in question.
In constructive manner one may recollect that in one dimension, the standard SUSYQM
considerations start from a factorizable first Hamiltonian HF = B A, assigning to it its
second or supersymmetric partner HS = A B. In the case of the so-called unbroken
SUSY, the respective spectra are closely related, ES,0 = EF,1 , ES,1 = EF,2 , etc. This means
that the second spectrum is obtained as an upward shift of the first one,
EF,n < EF,n+1 = ES,n ,
n = 0, 1, . . . .
(1)
The first ground state EF,0 = 0 is exceptional and it does not possess any SUSY partner.
The most transparent illustration of the scheme (cf. the review [6] for more details) is
provided by the two harmonic oscillators HF(HO) = p2 + x 2 1 and HS(HO) = p2 + x 2 + 1
in the units h = 2m = 1 and with
(HO)
(HO)
(HO)
(HO)
(HO)
EF,0
= 0 < EF,1
= ES,0
= 4 < EF,2
= ES,1
= 8 < .
(2)
As we mentioned above, a non-trivial observation has been made by Jevicki and Rodrigues
[3] who emphasized that in one dimension, the mathematical consistency of the theory
seems to require the absence of singularities in the factors A and/or B. In their singularly
(sing.)
= p2 + x 2 3 = B (sing.) A(sing.) one encounters a negative
factorized example HF
ground state energy in the spectrum,
(sing.)
EF,0
= 2,
(sing.)
EF,1
= 0,
(sing.)
EF,2
= 2,
(sing.)
EF,3
= 4,
...,
(3)
(sing.)
HS
= p2 +
and the emergence of a centrifugal-like singularity in its SUSY partner,
2
2
(sing.)
(sing.)
x 1 + 2/x = A
B
. The main difficulty appears when we compare the
second, p-wave-like spectrum
(sing.)
ES,0
= 4,
(sing.)
ES,1
= 8,
(sing.)
ES,2
= 12,
...
(4)
with its predecessor (3). Obviously, the characteristic SUSY isospectrality (1) is lost.
The message is clear: One may either accept the regularity rule or postulate a suitable
regularization of A(sing.) and B (sing.). Das and Pernice [5] paid attention to the latter
possibility.
2. Centrifugal-like singularities
Apparently, a simple-minded resolution of the JevickiRodrigues paradox might be
based on a replacement of their one-dimensional example by its reduction to a half
556
axis. In this way, both their SUSY-partner Hamiltonians become regular and may be
re-interpreted simply as radial Hamiltonians describing the s- and p-wave bound states
in three dimensions, respectively. In this way, the original full-axis energies (3) become
replaced by the usual s-wave spectrum
=0
= 0,
EF,0
=0
EF,1
= 4,
=0
EF,2
= 8,
...,
(5)
and the standard SUSY pattern would be restored. Unfortunately, once we move beyond
the elementary example of [3], the problem of singularities recurs in full strength [6].
For this reason, Das and Pernice [5] have proposed that within the general SYSYQM
in one dimension, any singular SUSY factors A and B should be treated via a suitable
regularization. This philosophy is generally accepted at present [8,9].
Before we proceed further, let us return once more to the above innocent-looking s-wave
solutions (5) where = 0 in the radial Schrdinger equation

( + 1) ()
d2
2
(r) = E () (r), r (0, ).
2 +r +
(6)
dr
r2
This equation proves useful in a broader context of the mathematical regularizations. It is
known that even the harmonic oscillator itself requires a certain hidden regularization
when it is studied in more dimensions via the radial equation (6) on half line. The
explicit parabolic-cylinder [1] wave functions =0 (r) of this equation may be chosen
as asymptotically decreasing at any real value of the energy parameter E > 0. In a naive
but fairly popular setting (a sketchy review of which may be found elsewhere [10]) one
then requires the normalizability of the wave function near the origin, i.e., its threshold
behaviour () (r) r 1/2+ with a suitable > 0. To ones great surprize, this condition
guarantees the discrete character of the spectrum for the sufficiently large = + 1/2 > 1
only. Thus, for our regular V (r) = r 2 in particular, the quantization follows from the
normalizability only for = 1, 2, . . . in Eq. (6). The s-wave (or, in general, any real
= + 1/2 (0, 1)) is exceptional and its quantization requires an additional boundary
condition. This requirement is based on the deeply physical reasoning [11] and represents,
in effect, just an independent postulate of an appropriate regularization

[1/2, 1),
() (0) = 0
for
(7)
(0, 1/2),
limr0 () (r)/ r = 0
in quantum mechanics. This point is highly instructive and its importance is rarely
emphasized in the textbooks where the independence of the regularization (7) is usually
denied (for example, the Newtons [12] proof of Eq. (7) holds for = 0 only) or disguised
(for example, the Flgges [13] requirement of the boundedness of the kinetic energy is in
effect a new, independent postulate).
In such a context of a more-dimensional example the suppression (7) of the subdominant
components of () (r) near r = 0 is unique. Still, after a transition to the whole real line
of r it is not too surprizing that Eq. (7) is sometimes being replaced by an alternative
requirement. The half-oscillator regularization of Refs. [1,2,5] in one dimension offers one
of the most characteristic examples. In a more formal mathematical setting (see, e.g., the
Reeds and Simons monograph [14]), one should, of course, use a more rigorous language
and replace the word regularization by the phrase selection of a suitable essentially
self-adjoint extension of the Hamiltonian operator in question.
557
3. Regularization recipe of Das and Pernice

The necessity of a restoration of SUSY for half-oscillators has led the authors of
Ref. [5] to an artificial extension of the range of the coordinates to the whole axis,
x (, ). This was compensated by an introduction of a very high barrier to the left,
V (x) = c2 1 for x (, 0). Under this assumption they succeeded in a reconstruction
of SUSY partnership between the two harmonic-oscillator-like potentials
VF (x) = (x 2 1) (x) + c2 (x) c (x),
VS (x) = (x 2 + 1) (x) + c2 (x) + c (x).
(8)
Both of them depend on the sign of x (via Heaviside functions ) and contain Dirac deltafunctions multiplied by the large constant c 1.
The above-mentioned, asymptotically correct parabolic-cylinder wave functions
(=0) (|x|) still satisfy the corresponding Schrdinger equation for all x = 0. The price
to be paid for the presence of the delta-function in Eq. (8) lies in a violation of the too
trivial boundary condition (7). In place of the elementary condition (=0) (0) = 0 we
now have the two separate and more complicated requirements

(=0)
(=0)
(0) + F (E, c)F
(0) = 0,
F (E, c)F
(9)
(=0)
(=0)
(0) + S (E, c)S
(0) = 0.
S (E, c)S
They mix the values (0) and derivatives (0) of the wave function in the origin. The
explicit form of the coefficients and has been given in Refs. [1,2] as well as [5]. In the
special case of the half-oscillator limit c , Eq. (9) degenerates to the much simpler
rule

F (=0) (0) = 0,
(10)
S(=0) (0) = 0.
We may summarize that in our above notation and units, the c recipe is based, simply,
on a sophisticated replacement of the full-line spectrum (3) by its subset selected by the
Neumann boundary condition (10) in the origin,
(DP)
EF,0 = 0,
(DP)
EF,1 = 4,
(DP)
EF,2 = 8,
... .
(11)
As long as the second spectrum (4) remains unchanged by the Dirichletian second line in
Eq. (10), the two SUSY partner spectra obey, by construction, the unbroken SUSY and its
isospectrality rule (1) even in the limit c . The mathematics has got simplifiedall
we need are just the adapted boundary conditions (10). Of course, within the textbook
quantum mechanics their intuitive physical acceptability is less obvious due to their
manifest disagreement with the much more common suppression of dominant terms.
4. SUSY via analytic continuation

Buslaev and Grecchi [15] were probably the first who understood that a complex shift
of coordinates may leave the spectrum (or at least its part) in many radial Schrdinger
558
equations unchanged, in spite of a transition from the half-axis of r to a full real line of the
new complex coordinates. In their spirit we introduced the complexified radial oscillator

( + 1)
d2
2
(,) r(x) = E (,) r(x)
2 + (x i) +
(12)
2
dx
(x i )
with r(x) = x i and x (, ). We analyzed its spectrum under the standard pair
of the asymptotic boundary conditions

lim (,) r(X) = 0.
(13)
X
The work has been done in Ref. [16] and its results may be also perceived, in SUSY
context, as a regularization recipe in one dimension. It is worth noticing that the new recipe
is different from the more closely SUSY-related technique of preceding section.
One of the most distinguished features of the use of the complex shift > 0 in Eqs. (12)
and (13) is that it produces the discrete energies
()
EBG,N () = 4N + 2 2
(14)
which are all real and numbered by the integers N = 0, 1, . . . and by the (superscripted)
quasiparities Q = . In this way, the complexification moves us far beyond its radial swave origin and, first of all, appears to be able to reproduce also the one-dimensional
harmonic-oscillator spectrum with two parities at = 1/2 = 0 and = 0. This
spectrum may be further extended, in an entirely smooth manner, into a certain non-empty
vicinity of = 1/2 [17].
In a way, the core of our present message is that the analytic continuation of the wave
functions (,) [r(x)] acquires new meaning within the SUSYQM context [18]. In the
language of Das and Pernice [5] this continuation has been re-interpreted as a new and
universal regularization of SUSY in Ref. [9]. We may summarize the essence of this
technique as follows. Firstly, in the domain of all the positive values of our regularization
(,)
parameter > 0 we pick up the ground-state solution 0 [r(x)] of our Schrdinger
equation (12), abbreviate = + 1/2 and derive the regular superpotential,
W ( ) (x) = x
0(,) [r(x)]
0(,) [r(x)]
= x i
+ 1/2
,
x i
> 0.
(15)
Secondly, for the sake of brevity we assume that the latter parameter is not an integer
otherwise, one would have to discuss, in addition, the purely technical question of the
unavoided crossing of levels [16,19]. In the third step we deduce the explicit form of
the pair of the SUSY partner Hamiltonians derived from Eq. (15) and proportional to the
(+1/2)
of Eq. (12),
complexified spiked one-dimensional oscillator Hamiltonians HBG
( )
( )
H(F) = HBGF 2 2,
F = | |,
( )
( )
H(S) = HBGS 2 ,
S = | + 1|.
Their spectra obey the standard rules of SUSYQM in a way which depends on our
choice of the parameter . In the other words, for all the non-vanishing values of the
regularization parameter > 0 we may have the desired supersymmetric correspondence
559
between spectra. In particular, for the choice of 1 < < 0 it has the interesting nonequidistant form
(+)
(+)
()
()
< 4 = ES,0
= EF,0
< 4 = ES,0
< 4 + 4 =
0 = EF,0
with = . Alternatively, we get the standard pattern

(+)
(+)
(+)
< < 4M = EF,M
= ES,M1
< 4M + 4
0 = EF,0
()
()
= EF,0 = ES,0 < 4M + 4 =

for any non-integer < 1 with M = entier[ ] and = M (mind the slightly
different notation and also some misprints in [9]). This is our main conclusion.
In addition, one could also work with the positive choice of the parameter > 0. By
construction, the resulting SUSY pattern itself would be unusual and perceivably nonstandard in such a case giving, at 0 < < 1, the unbroken SUSY pattern with a negative
and degenerate ground state,
(+)
(+)
()
(+)
(+)
= ES,0
< 0 = EF,0
< 4 4 = ES,0
= EF,1
< 4 4 = ,
4 = EF,0
etc. [9]. The latter option looks unphysical and redundant but it may have a deeper
mathematical meaning as its certain analogues have already been revealed for several other
complex potentials recently [18,19].
5. Discussion
We may summarize that the SUSY regularization via an intermediate complexification
of Ref. [9] represents an improved implementation of the universal idea of Ref. [5]. First
of all, it avoids the incompleteness of the supersymmetrization performed in the spirit of
Section 3 which works, as a rule, just with a subset of the whole one-dimensional spectrum.
In contrast, the complexification recipe works with the complete spectrum of the problem
in question.
There are several questions which may be now addressed anew. One of the most
important ones is what happens when we perform the backward limiting transition 0?
The answer is facilitated by the analyticity of the solutions. Firstly, we know that the decomplexification of the coordinate r(x) will split the whole real line of x in two (viz.,
positive and negative) half-axes of r which become completely separated [10]. Fortunately,
there occur only well controlled discontinuities in the solutions themselves. Manifestly, this
is illustrated in Fig. 1 where
the ordering of the levels at a fixed N holds at > 0,
EF(+) ES(+) EF() ES()
and is preserved in the limit 0 for all the values of an auxiliary real R which
parametrizes both F = | | and S = | + 1|;
each of the above four energies is a piecewise linear function of which changes its
slope at a single point;
560

(+)
(+)
the domains of the definition of EF or ES are finite intervals of , out of which the
related wave function ceases to belong to the Hilbert space in the limit 0.
We see that in the limit 0, a complete isospectrality of HF and HS survives,
paradoxically, far to the left and right in the picture,

EF() (N) = ES() (N),
(, 2),
()
()
EF (N + 1) = ES (N), (1, ), N 0.
In the former case the ground-state energy is positive and all the spectrum is equidistant
and decreases with . In contrast, the spectrum becomes -independent and the SUSY
itself remains unbroken in the latter case.
In the intervals (2, 1) and (0, 1) of , the limiting transition 0 is observed to
be singular and the SUSY-type isospectrality is destroyed by the new levels which start to
exist. The SUSY interpretation of the partners is lost in the intervals of (2, 1) and
(0, 1). A manifest breakdown of SUSY is encountered in this regime.
The most interesting pattern is obtained in the central interval of (1, 0). The
completely standard SUSY behaviour is revealed there for all F = 1 S . The SUSY(+)
related isospectrality holds there, with the exceptional ground state EF (0). At a fixed
Fig. 1. Degeneracy of the spectrum and its -dependence after the SUSY regularization of Section 4.
561
main quantum number N we have

EF(+) < ES(+) = EF() < ES()
and return to Eq. (2) at = 1/2. The SUSY is unbroken even though the spectrum itself
ceases to be equidistant at = 1/2.
We may conclude that within the present regularized SUSY scheme, a return 0 to
the real axis is smooth and generates a certain natural generalization of the one-dimensional
SUSY harmonic oscillator with a = 0 spike (and with various interesting applications
[20]). Our regularization recipe remains applicable not only in the weak coupling regime
with (1/2, 1/2) but also in the strong coupling domain with min (1/2, )
where its SUSY interpretation already exhibits certain unusual features as illustrated in
Fig. 1.
Acknowledgement
Work supported by the grant Nr. A 104 8302 of GA AS CR.
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CUMULATIVE AUTHOR INDEX B661B662
Adams, D.H.
Alishahiha, M.
Antoniadis, I.
Axenides, M.
B662 (2003) 220

B661 (2003) 174
B662 (2003) 40
B662 (2003) 170
Bardakci, K.
Benakli, K.
Berezin, V.
Blaek, T.
Bonciani, R.
Brower, R.C.
Brower, R.C.
B661 (2003) 235

B662 (2003) 40
B661 (2003) 409
B662 (2003) 359
B661 (2003) 289
B661 (2003) 344
B662 (2003) 393
Chandrasekharan, S.
Choi, K.-S.
Cvetic, M.
B662 (2003) 220

B662 (2003) 476
B662 (2003) 89
Daleo, A.
Darriulat, P.
de Azcrraga, J.A.
DElia, M.
Demasure, Y.
Denner, A.
Derkachov, S..
Deser, S.
Dinh, P.N.
Dorey, P.
Dorey, P.
Dung, N.T.
B662 (2003) 334

B661 (2003) 3
B662 (2003) 185
B661 (2003) 139
B661 (2003) 153
B662 (2003) 299
B661 (2003) 533
B662 (2003) 379
B661 (2003) 3
B661 (2003) 425
B661 (2003) 464
B661 (2003) 3
Emmanuel-Costa, D.
Etesi, G.
Evlampiev, K.
B661 (2003) 62
B662 (2003) 511
B662 (2003) 120
Feng, B.
Floratos, E.
Freidel, L.
B661 (2003) 113

B662 (2003) 170
B662 (2003) 279
Ganjali, M.A.
Garca Canal, C.A.
B661 (2003) 174

B662 (2003) 334
0550-3213/2003 Published by Elsevier Science B.V.

doi:10.1016/S0550-3213(03)00470-X
Geyer, B.
Ghodsi, A.
Gracey, J.A.
B662 (2003) 531

B661 (2003) 174
B662 (2003) 247
Harmark, T.
Hieu, B.D.
Hiller, J.R.
Hwang, K.
B662 (2003) 3
B661 (2003) 3
B661 (2003) 99
B662 (2003) 476
Isaev, A.P.
Izquierdo, J.M.
B662 (2003) 461

B662 (2003) 185
Jack, I.
Janik, R.A.
Jones, D.R.T.
B662 (2003) 63
B661 (2003) 153
B662 (2003) 63
Kamimura, K.
Kehagias, A.
Khater, W.
Kim, J.E.
King, S.F.
Korchemsky, G.P.
Kotikov, A.V.
Kraus, E.
B662 (2003) 491

B662 (2003) 170
B661 (2003) 209
B662 (2003) 476
B662 (2003) 359
B661 (2003) 533
B661 (2003) 19
B661 (2003) 83
Laugier, A.
Lehners, J.-L.
Lindstrm, U.
Lipatov, L.N.
Louapre, D.
L, H.
Ludwig, A.W.W.
B662 (2003) 40
B661 (2003) 273
B662 (2003) 147
B661 (2003) 19
B662 (2003) 279
B662 (2003) 89
B661 (2003) 577
Maillard, T.
Manashov, A.N.
Masina, I.
Mastrolia, P.
Mathur, S.D.
Melles, M.
B662 (2003) 40
B661 (2003) 533
B661 (2003) 365
B661 (2003) 289
B661 (2003) 344
B662 (2003) 299
564
Melnikov, K.
Moore, J.E.
Mlsch, D.
B662 (2003) 409

B661 (2003) 514
B662 (2003) 531
Osland, P.
B661 (2003) 209
Parvizi, S.
Phuong, P.T.
Picn, M.
Pinsky, S.S.
Pocklington, A.
Pocklington, A.
Pope, C.N.
Pozzorini, S.
B661 (2003) 174

B661 (2003) 3
B662 (2003) 185
B661 (2003) 99
B661 (2003) 425
B661 (2003) 464
B662 (2003) 89
B662 (2003) 299
Remiddi, E.
Rocek, M.
Rupp, C.
B661 (2003) 289

B662 (2003) 147
B661 (2003) 83
Sakaguchi, M.
Sassot, R.
Savoy, C.A.
Seki, S.
Serbo, V.G.
Sibold, K.
Singh, H.
Stelle, K.S.
B662 (2003) 491

B662 (2003) 334
B661 (2003) 365
B661 (2003) 257
B662 (2003) 409
B661 (2003) 83
B661 (2003) 394
B661 (2003) 273
Stelle, K.S.
Sugawara, Y.
B662 (2003) 89
B661 (2003) 191
Takayanagi, T.
Tan, C-I
Tan, C-I
Tanaka, T.
Tateo, R.
Tateo, R.
Thao, N.T.
Thieu, D.Q.
Thorn, C.B.
Thuan, V.V.
Trittmann, U.
Tsutsui, I.
B662 (2003) 3
B661 (2003) 344
B662 (2003) 393
B662 (2003) 413
B661 (2003) 425
B661 (2003) 464
B661 (2003) 3
B661 (2003) 3
B661 (2003) 235
B661 (2003) 3
B661 (2003) 99
B662 (2003) 447
Uchino, T.
B662 (2003) 447
van Nieuwenhuizen, P.
Varela, O.
B662 (2003) 147

B662 (2003) 185
Waldron, A.
Wiese, K.J.
Wiesenfeldt, S.
B662 (2003) 379

B661 (2003) 577
B661 (2003) 62
Yung, A.
B662 (2003) 120
Znojil, M.
B662 (2003) 554

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Nuclear Physics B 662 (2003) 339

Supersymmetric Gdel Universes in string theory

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

2. Gdel Universes in string and M-theory

with ak = 0. Our light-cone coordinates are defined by x + = t + y and x = (t y)/2.

Jij x i dx j (dt + dy),

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

with ak = 0. For later convenience we define here our light-cone coordinates by x + = t + u

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

we get the ten-dimensional metric

where ci are constants that characterize the metric.

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

We note that curvature scalar is

C(3) F(4) F(4) ,

We now consider the following ansatz for M-theory Gdel Universes

with i, j = 1, . . . , 5, ci 0 and aij a symmetric constant matrix with aii = 0. Thus

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

We first consider the Einstein equations. Define

Then the non-zero components of K are

where , 01- = 1 (we denote the eleventh coordinate by x - ). Using that

1 if i, j, k, l, m are all different,

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

that specifies uniquely an M-theory Gdel Universe background.

with D = + 14 ab ab . The Gamma-matrices are for the curved space, while

Thus, we can classify constant spinors according to their eigenvalues of (J1 , J2 , J3 , J4 ).

is a constant spinor with eigenvalues (s1 , s2 , s3 , s4 ) of (J1 , J2 , J3 , J4 ).

for the time-component, and

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

for the spatial components. This reduces now to the equations

and the RR fields

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

We see the metric corresponds to a1 = a2 = 1 in Section 2.1. After the T-duality

F1256 = F1278 = F3456 = F3478 = 2,

with J12 = J34 = 1. Lifting to M-theory we get the G5

Gdel Universe background

F1256 = F1278 = F3456 = F3478 = F129- = F349- = 2,

= y. This M-theory Gdel Universe background has 20 supersymmetries [7].7 In

If we T-dualize the pp-wave background (2.38), (2.39) in the x 7 and x 8 directions we

F0129 = Fu129 = F0349 = Fu349 = 2.

This is an M-theory pp-wave solution with 24 supersymmetries, obtained from a Penrose

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

F1256 = F1278 = F3456 = F3478 = 2 cos ,

is the eleventh direction.

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

F129- = F349- = F569- = 2,

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

is the parameter of the solution. When = 0 we regain the maximally supersymmetric

F1234 = F5678 = 4 cos .

and four-form fluxes

F1234 = F5678 = 4 cos ,

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

F1234 = F5678 = F129- = 2,

in the notation of Section 2.3.

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

2.5.2. n = 3 Gdel Universes

F0347y = F0567y = F12568 = F12348 = 2,

with J12 = 2 and J34 = J56 = 1. We now do a T-duality along

and then we uplift the

F3456 = F1278 = F129- = 4,

2.6. Solutions with n = 5

T. Harmark, T. Takayanagi / Nuclear Physics B 662 (2003) 339

with ak = 0. Our light-cone coordinates are defined by x + = t + y and x = (t y)/2.

with ak = 0. For later convenience we define here our light-cone coordinates by x + = t + u

From this we can find X = 2 p wR + . The condition T++ + T = 0 leads

with , , , , = y. Note that we have the convention that F 1 4 = g, 1 10