format: text

text:
# Fredholm theory of the linearized ∂̄-operator and additivity of its index

## 1 Introduction

In \[L1\], we established the compactification of the moduli space of the pseudo-holomorphic maps connecting the two ends of the symplectization of a compact contact manifold. Several new phenomena concerning the behavior of the boundary of the compactification were described there.

The first of them is that each time when a family of connecting pseudo-holomorphic maps bubbles off a bubble, there is a new component of the target lying on the ”left’ the original one such that the image of the bubble lies on this new component of the target. Moreover, each time when a new top bubble appears, there is also a new principal component lying on the new component of the target. Therefore, even in the simplest case when such a family of connecting maps develops only one bubble, the domain of the limit map necessarily has three components. This is quite different from what happens in Gromov-Floer theory. Note that in the bubbling process above, both the domain and the target of the connecting map split (degenerate) into different components. Furthermore, the rates of the two types of degeneration are independent of each other. Closely related to this is that the $`𝐑`$-symmetry of the target splits into a two-dimensional or multi-dimensional symmetries during the bubbling or splitting process.

The second of new phenomena we found is that in order to get a correct definition of a stable map and use it to get the desired compactification, it is necessary to count the $`𝐑^1`$-symmetry of a component of the target as many times as the number of the connected components of the stable map in the component of the target.

These new phenomena, once carefully analyzed, lead to a rather different picture on the behavior of the boundary of the compactification of the moduli space of the connecting pseudo-holomorphic maps from what we used to believed. It opens a door to various new constructions in contact geometry, some of which were outlined in \[L1\].

In fact, the results of \[L1\] lead to the following alternatives depending on whether or not the additivity of the index formula on the linearized $`\overline{}`$-operator is applicable in the contact case. To motivate the work of this paper, we now explain this alternative.

Recall that since in the symplectization the symplectic form is exact, each top bubble in the bubbling necessarily has non-removable singularity at infinity, and along the end at infinity, the bubble is convergent to some closed orbit of the Reeb field (contact field) of the contact manifold. Similar to the usual Floer homology, a family of connecting pseudo-holomorphic maps between two closed orbits at the two ends may split into a family of broken connecting maps. Same as \[L1\], we are going to assume throughout this paper that the contact structure and the contact $`1`$-form are generic in the sense that along the normal direction of each closed orbit of the contact field, the linearized Poincare returning map does not have any eigen vector of eigen value $`1`$. This implies that the set of unparameterized closed orbits is discrete. As it is well known that the parameterized closed orbits of the contact field can be thought as the critical points for the action functional $`a_\lambda :𝐑`$ given by the formula

$$a_\lambda (z)=(z^{}\lambda )(t)𝑑t$$

for any $`z(),`$ where $`()`$ is the free loop space of parameterized loops in the contact manifold $`M`$ with the contact form $`\lambda `$. Our assumption implies that the set of critical points is a discrete union of one-dimensional critical manifolds, each of them is a circle of length $`c=x^{}\lambda 𝑑t,`$ where $`x(t)`$ is a closed orbit in some critical manifold. This brings us to a situation of a particular Bott-type Morse theory with the infinite dimensional action functional $`a_\lambda .`$ The index homology in contact geometry introduced in \[L3\] is a certain kind of Morse-Floer homology for the action functional.

To define the index homology, we first define its chain complex as follows. Let $`\{x\}`$ be the equivalent class of the parameterized closed orbit $`x`$, where any two of parameterized closed orbits are said to be equivalent if they differ by a linear parameterization. The chain complex is defined to be

$$IC=IC(\lambda )=_{x𝒫}𝐐\{x\},$$

where $`𝒫`$ is the set of parameterized closed orbits of the contact field.

We define the boundary operator $`D`$ of the chain complex as follows. Given $`\{x_+\}IC`$, $`D(\{x_+\})=\mathrm{\Sigma }_{x_{}𝒫}<\{x_{}\},\{x_+\}>\{x_{}\}`$, where $`<\{x_{}\},\{x_+\}>=\mathrm{\#}\{_{x_{}𝒫}(x_{},x_+,J)\}.`$ Here $`(x_{},x_+,J)`$ is the moduli space of all equivalent classes of $`\stackrel{~}{J}`$-holomorphic maps in the symplectization $`\stackrel{~}{M}=M\times 𝐑`$ connecting the two closed orbits $`x_{}^{}\{x_{}\}`$ and $`x_+^{}\{x_+\}`$ in the two ends $`M_{}`$ and $`M_+`$ of $`\stackrel{~}{M}`$. In other words, we define the boundary operator by counting discrete connecting maps. Of course, to get a precise definition one needs to use the corresponding virtual moduli cycles to replace the moduli space used here ( for the construction of the virtual moduli cycles in the contact case, see \[L2\]).

To prove the fact that $`D^2=0`$, it is crucial to show that the the virtual co-dimension of the moduli space $`_{x𝒫,\{x\}\{x_{}\},\{x\}\{x_+\}}(x_{},x,x_+,J)`$ of broken connecting maps of two elements is one. In fact, a parameterized version of this plays an important role to prove that the index homology so defined is independent of the choices involved and hence is an invariant of the contact structure. In term of the parameterized moduli space this is equivalent to show that

$$dim\stackrel{~}{}(x_{},x_+,J)=dim\stackrel{~}{}(x_{},x,x_+,J)1.$$

Since the virtual dimensions of the above two parameterized moduli spaces can be calculated by the index formula for the corresponding linearized $`\overline{}`$-operators, the desired relation above is equivalent to say that the index for the first moduli space is equal to the index for the second moduli space minus 1.

On the other hand, in the usual Bott-type Floer homology in symplectic case, to prove that the boundary map defined there really gives rise to a homology theory, one needs to consider a similar relation for index formula there. However, in that case, unlike here, the indices of the above two moduli spaces are the same.

As we mentioned in \[L1\], the index formula above together with the ”hidden” symmetries in the target discovered in \[L1\], implies that bubbling is a codimension two phenomenon and splitting of connecting maps into broken ones of two elements is of codimension one. This will promote various interesting constructions in contact geometry. On the hand, if the index formula is the same as the usual one in the Bott-type Floer homology in symplectic case, we will have a rather different picture. In that case, the splitting of connecting maps will become a co-dimension two phenomenon. This will lead to a quite different alternative for applications. For example, instead of having the index homology outlined in \[L1\] and various related constructions there, one will have a Floer homology theory and related multiplicative structure in the symplectization by using perturbed connecting maps for some suitable chosen Hamiltonian function on the symplectization. One of the purposes of this paper is to show that the first alternative of the consequences of \[L1\] can be realized.

The second motivation of this paper is to discuss a special phenomenon concerning the dual features of the transversality of the trivial connecting map. Given a closed orbit $`x`$, let $`x_{}=x_+=x`$, and consider the moduli space $`\stackrel{~}{}(x_{},x_+,J)`$. In this case, there is only one unparameterized connecting map, which is the trivial map coming from $`x`$. It is well-known that $`\stackrel{~}{}(x_{},x_+,J)`$ can be realized as the zero set of the $`\overline{}`$-section for some Banach bundle over a suitable chosen Banach manifold $`𝐁`$ containing $`\stackrel{~}{}(x_{},x_+,J)`$.

In order to prove the invariance of the index homology outlined above, it is crucial to prove that the $`\overline{}`$-section at the trivial map is transversal for the Banach manifold $`𝐁`$ naturally appeared in the situation here. In the Floer homology in symplectic geometry, the corresponding statement looks almost trivial. However, it is a corner stone of the proof of the invariance of Floer homology with respect to the ”continuation” of parameters involved in the construction. The reason for this is that it is the only ”existence” type statement in the proof.

We have mentioned before that in the simplest case of bubbling off only one bubble, the domain of the limit map will split into three components and target into two. It may happen that the ”new” principal component of the limit map is a trivial component map. In order to prove that the virtual codimension of the corresponding moduli space, in which the limit map lies, is two, it is crucial to show that the $`\overline{}`$-section at the trivial map of the principal component is not transversal for a suitable choice of Banach manifold $`𝐁`$.

Therefore, unlike the Floer homology in symplectic geometry, the transversality of the trivial connecting map has double meanings here. The second main purpose of this paper is to discuss this special phenomenon.

This paper is organized as follows.

In Section. 2, we will derive the the formula for the index of the linearized $`\overline{}`$-operator and prove the transversality and the non-transversality of the trivial connecting map.

In Section. 3, we will prove the additivity of the index of the $`\overline{}`$-operator under the deformation (gluing) of pseudo-holomorphic maps.

Acknowledgment: The author is very grateful to Professor G. Tian for valuable and inspiring discussions, for his help on various aspects of the project and for his encouragement.

## 2 Index of linearized $`\overline{}`$-operator

As this paper is the continuation of \[L1\], we will assume that the readers are already familiar with \[L1\]. We now briefly recall some of the notations used in \[L1\].

Let $`(M^{2n+1},\xi )`$ be a compact contact manifold, where $`\xi `$ is a generic $`2n`$-dimensional subbundle of $`TM`$. A contact form $`\lambda =\lambda _\xi `$ associated to $`\xi `$ is a 1-form such that $`\lambda (d\lambda )^n0`$ and $`\xi =ker\lambda .`$ The 2-form $`d\lambda `$ is non-degenerate when restricted to $`\xi `$ and has a 1-dimensional kernel at each tangent space of $`M`$. It has a canonic section $`X_\lambda `$ defined by requiring that $`\lambda (X_\lambda )=1`$. The vector field $`X_\lambda `$ is called contact field or Reeb field. There is a decomposition $`TM=\xi \mathrm{𝐑𝐗}_\lambda .`$

The symplectization of $`(M^{2n+1},\xi ,\lambda )`$ is defined as follows.

Let $`\stackrel{~}{M}`$ be $`M\times 𝐑`$ equipped with the exact symplectic form $`\omega =d(e^r\lambda ),`$ where $`r`$ is the coordinate for the $`𝐑`$-factor. Since $`d\lambda `$ is symplectic along $`\xi `$, there exists a $`d\lambda `$-compatible almost complex structure $`J`$ defined on $`\xi `$. In fact, the set of all such $`J`$’s is contractible. We extend $`J`$ to an $`r`$-invariant almost complex structure $`\stackrel{~}{J}`$ by requiring:

$$\stackrel{~}{J}(\frac{}{r})=X_\lambda ,\stackrel{~}{J}(X_\lambda )=\frac{}{r},\text{ and }\stackrel{~}{J}=J$$

along $`\xi .`$

$``$ Equation for $`\stackrel{~}{J}`$-holomorphic curves in $`\stackrel{~}{M}`$

Let $`\stackrel{~}{u}=(u,a):\mathrm{\Sigma }=S^1\times 𝐑\stackrel{~}{M}`$ be a $`\stackrel{~}{J}`$-holomorphic map where $`u:\mathrm{\Sigma }M`$ and $`a:\mathrm{\Sigma }𝐑`$. Then we have

$$\stackrel{~}{J}(\stackrel{~}{u})d\stackrel{~}{u}=d\stackrel{~}{u}i,$$
$`()`$
where $`i`$ is the standard complex structure on $`\mathrm{\Sigma },`$ i.e. $`i(\frac{}{s})=\frac{}{t}`$ and $`i(\frac{}{t})=\frac{}{s}.`$ Here $`(s,t)`$ is the cylindrical coordinate of $`𝐑\times S^1`$.

Equation ($``$) is equivalent to the following equations:

$$\{\begin{array}{cc}\pi (u)du+J(u)\pi (u)dui=0& \hfill (1)\\ (u^{}\lambda )i=da& \hfill (2)\end{array}$$

Equation (1) is equivalent to :

$$\pi (u)(\frac{u}{s})+J(u)\pi (u)(\frac{u}{t})=0.(1^{})$$

$``$ Banach Space Set-up:

Local coordinate near $`x`$: As in \[L1\], we assume throughout this paper that the constant 1-form $`\lambda `$ is generic in the sense that 1 is not an eigen-value of the Pincare returning maps along the normal direction of all closed orbits of $`\lambda `$. This implies that the set of unparameterized closed orbits is discrete.

Given a parameterized closed orbit $`x:S^1=𝐑/𝐙M`$ of $`\lambda `$-period $`c=_{S^1}(x^{}\lambda )>0`$, we have $`\frac{dx}{dt}=cX_\lambda (x).`$ Here $`X_\lambda `$ is the contact field of $`\lambda `$ and $`t[0,1)=𝐑/𝐙.`$

Let $`\tau `$ be the smallest positive number such that $`x(\tau +t)=x(t)`$, for any $`t[0,1).`$ Let $`T=\tau c.`$ For any $`z=x(t),t[0,\tau )`$, on the image of the closed orbit $`x`$, we define the $`\theta `$-coordinate of $`z`$ to be $`\theta =ct,\theta [0,T).`$ Clearly, along the image of $`x`$, $`\frac{}{\theta }=X_\lambda .`$

Let

$$V_ϵ=\{(\theta ,y)|\theta 𝐑/T𝐙=[0,T),y𝐑^{2n},|y|<ϵ\}.$$

Define the $`(\theta ,y)`$-coordinate near $`x`$ by using the exponential map:

$$Exp:(\theta ,y)exp_{x(\frac{\theta }{c})}(\mathrm{\Sigma }y_ie_i).$$

Here $`y=(y_1,\mathrm{},y_{2n})𝐑^{2n}`$ and $`\{e_1,\mathrm{},e_{2n}\}`$ is a symplectic framing for the symplectic bundle $`\xi |_x.`$

Let $`U_ϵ(x)`$ be the image of $`V_ϵ`$ under the exponential map $`Exp.`$

Now given $`x_\pm 𝒫(\lambda )`$ and $`\stackrel{~}{u}\stackrel{~}{}(x_{},x_+;J)`$, we write $`\stackrel{~}{u}`$ as $`\stackrel{~}{u}=(a,u)=(a,\theta ,y)`$ when $`|s|`$ is large enough. Here $`𝒫(\lambda )`$ is the set of closed orbits of $`\lambda `$ and $`\stackrel{~}{}(x_{},x_+;J)`$ is the moduli space of connecting $`\stackrel{~}{J}`$-holomorphic maps connecting $`x_{}^{}\{x_{}\}`$ and $`x_+^{}\{x_+\}`$.

Recall that in \[L1\], Section 4, we proved that there exist $`N,\delta ,C,d_{\pm ,1}`$ and $`d_{\pm ,2}`$ such that when $`|s|>N`$, we have

$`|y(s,t)|`$ $`<`$ $`Ce^{\delta (|s|N)}`$
$`|a(s,t)(c_\pm s+d_{\pm ,1})|`$ $`<`$ $`Ce^{\delta (|s|N)}`$
$`|\theta (s,t)(c_\pm t+d_{\pm ,2})|`$ $`<`$ $`Ce^{\delta (|s|N)}.`$
Here $`c_\pm =x_\pm ^{}\lambda .`$

Given such a $`\stackrel{~}{u}\stackrel{~}{}(x_{},x_+;J)`$, we want to find a Banach manifold $`=_{1,\chi }^p(\stackrel{~}{u})`$ of certain $`L_1^p`$-maps as a neighborhood of $`\stackrel{~}{u}`$ and a Banach bundle $``$ such that $`\overline{}`$ gives rise to a section of the bundle and $`\stackrel{~}{}(x_{},x_+;J)`$ appears as a zero locus of the $`\overline{}`$-section.

Given $`ϵ>0`$, let

$$D_ϵ(d)=\{(d_{\pm ,1}^{},d_{\pm ,2}^{})|(d_{\pm ,1}^{},d_{\pm ,2}^{})𝐑^4,|d_{\pm ,i}^{}d_{\pm ,i}|<ϵ\}.$$

For any $`d^{}=(d_{\pm ,1}^{},d_{\pm ,2}^{})D_ϵ(d),N^{}>N`$, we define $`\stackrel{~}{u}_{d^{},N^{}}:𝐑^1\times S^1\stackrel{~}{}`$ connecting $`x_{}^{}=c_{}t+d_{,2}^{}\{x_{}\}`$ and $`x_+^{}=c_+t+d_{+,2}^{}\{x_+\}`$ as follows. Write $`\stackrel{~}{u}_{d^{},N^{}}=(a,\theta ,y)`$, when $`|s|>N.`$

(i) When $`|s|>N^{}+1`$, define $`\stackrel{~}{u}_{d^{},N^{}}(s,t)=(c_\pm s+d_{\pm ,1}^{},c_\pm t+d_{\pm ,2}^{},0).`$

(ii) When $`|s|<N^{}`$, define $`\stackrel{~}{u}_{d^{},N^{}}=\stackrel{~}{u}.`$

(iii) When $`N^{}<|s|<N^{}+1`$, first write the trivial map as $`exp_{\stackrel{~}{u}}\xi `$, and then define $`\stackrel{~}{u}_{d^{},N^{}}(s,t)=exp_{\stackrel{~}{u}}\beta (s)\xi (s,t),`$ where $`\beta (s)`$ is a cut-off function such that $`|s|<N^{}`$, $`\beta (s)0`$ and $`|s|>N^{}+1,\beta (s)1.`$

Let $`\chi `$ be the collection of the parameters, $`N^{},ϵ>0,\delta >0`$, we define the Banach neighborhood $`=_{1,\chi }^p(\stackrel{~}{u})`$ of $`\stackrel{~}{u}`$ as follows.

$$=_{d^{}_ϵ(d)}\{\stackrel{~}{v}=\stackrel{~}{v}_d^{}=exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi |\xi L_{1,loc}^p(\stackrel{~}{u}_{d^{},N^{}}^{}T\stackrel{~}{M}),\xi _{1,p,\delta }<\mathrm{}\}.$$

Here the weight Sobolev norm is defined to be $`\xi _{1,p,\delta }=e^{\delta |s|}\xi _{1,p}.`$ Hence $``$ is a Banach bundle over $`D_ϵ(d)`$. Note that here we assume that the exponential map $`exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi `$ above is the normal exponential when $`|s|`$ is large enough. Hence, if we write

$$\xi =\xi _a\frac{}{a}+\xi _\theta \frac{}{\theta }+\mathrm{\Sigma }\xi _i\frac{}{y_i}$$

in terms of the coordinate vector fields, then the exponential map here is just the identity map along $`\frac{}{y}`$\- direction and is the identity map shifted by a constant along $`\frac{}{\theta }`$-direction under the obvious interpretation. This assumption will simplify some of our calculations. When $`ϵ`$ is small enough, let $`\pi _d^{}`$ be the parallel transport from $`\stackrel{~}{u}_{d^{},N^{}}^{}T\stackrel{~}{M}`$ to $`\stackrel{~}{u}^{}T\stackrel{~}{M}`$ along the shortest geodesic connecting any two points $`\stackrel{~}{u}_{d^{},N^{}}(s,t)`$ to $`\stackrel{~}{u}(s,t)`$. We can identify $``$ with $`L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})\times D_\delta (d)`$ by sending $`(\xi ,d^{})L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}TM)\times D_\delta (d)`$ to $`\stackrel{~}{V}=exp_{\stackrel{~}{u}_{d^{},N^{}}}(\pi _d^{}(\xi )).`$

Note that we may assume that the coordinate vector field $`(\frac{}{t},\frac{}{y})`$ is already parallel along the two trivial maps at two ends $`x_\pm .`$ To simplify our presentation, we will assume further that the almost complex structure $`J`$ on $`\xi `$ is given by the standard complex structure $`J_0`$ in terms of the framing $`\{e_1,\mathrm{},e_{2n}\}`$ on $`U_ϵ(x).`$ Here $`e_i\xi `$ such that $`\pi _y(e_i)=\frac{}{y_i}`$, $`i=1,\mathrm{},2n,`$ where

$$\pi _y:TM|_{U_ϵ(x)}=𝐑\{\frac{}{\theta }\}𝐑\{\frac{}{y_1},\mathrm{},\frac{}{y_{2n}}\}𝐑\{\frac{}{y_1},\mathrm{},\frac{}{y_n}\}$$

be the bundle projection. Therefore, we have $`J(e_i)=e_{i+n}`$ and $`J(e_{i+n})=e_i,1in.`$

We define the Banach bundle $``$ as follows. For any $`\stackrel{~}{v}=\stackrel{~}{v}_d^{}=exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi `$, we define $`_{\stackrel{~}{v}}=L_{0,\delta }^p(\stackrel{~}{v}^{}T\stackrel{~}{M})`$. Then it is clear that $`\overline{}:`$ is a smooth section of the bundle.

We now define the local trivialization of the bundle $`.`$ Let $`p:\stackrel{~}{u}_{d^{},N^{}}^{}T\stackrel{~}{M}\stackrel{~}{v}_{d^{},N^{}}^{}T\stackrel{~}{M}`$ be the parallel transport of the bundle induced from the parallel transport along geodesics from $`\stackrel{~}{u}_{d^{},N^{}}(s,t)`$ to $`\stackrel{~}{v}_{d^{},N^{}}(s,t).`$ Here $`\stackrel{~}{v}_{d^{},N^{}}^{}=exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi `$ as above. We define the trivialization of $``$ by sending $`(\xi ,d^{},\eta )L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})\times D_ϵ(d^{})\times L_{0,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})`$ to $`p(\pi _d^{}(\eta ))_{\stackrel{~}{v}_{d^{},N^{}}}.`$ Note that $`\pi _d^{}:\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M}\stackrel{~}{u}_{d^{},N^{}}T\stackrel{~}{M}`$ and $`\stackrel{~}{v}_{d^{},N^{}}=exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi .`$

$``$ The $`\overline{}`$-section in local coordinate and local trivialization:

In terms of the local coordinate and local trivialization above, $`\overline{}`$-section becomes a function:

$$F:L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})\times D_ϵ(d)L_{0,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M}).$$

More precisely, for any

$$(\xi ,d^{})L_{0,\delta }^p(\stackrel{~}{u}^{}TM)\times D_ϵ(d),F(\xi )=(p\pi _d^{})^1(\overline{}(exp_{\stackrel{~}{u}_{d^{},N^{}}}\pi _d^{}(\xi ))).$$

For the purpose of this section, it is important to know the formula of $`F`$ in terms of the local framing defined on $`U_ϵ(x_\pm )`$. We will assume that the local framing $`\{e_1,\mathrm{},e_{en}\}`$ for $`\xi |_{U_ϵ(\pm x)}`$ is parallel and use it to define the local trivialization of $``$ above. Note that $`e_i|_{\pm x}=\frac{}{y_i}|_{\pm x}.`$ Then $`\{\frac{}{a},X_\lambda ,e_1,\mathrm{},e_{2n}\}`$ forms a local parallel framing on $`U_ϵ(\pm x)`$. In $`U_ϵ(\pm x)`$, for any given $`\eta L_{o,\delta }^p\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M},`$ we write $`\eta =\eta |_{U_ϵ(\pm x)}=\eta _a\frac{}{a}+\eta _0X_\lambda +\mathrm{\Sigma }_{i=1}^{2n}\eta _ie_i.)`$

Given $`(\xi ,d^{})L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})\times D_ϵ(d)`$, write $`\xi =\xi _a\frac{}{a}+\xi _0\frac{}{\theta }+\mathrm{\Sigma }_{i=1}^{2n}\xi _i\frac{}{y_i}`$, where $`\frac{}{\theta }`$ and $`\frac{}{y_i}`$ are the coordinate vector field restricted to $`x_\pm .`$

Write $`exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi )=(a,\theta ,y)`$, then by our assumption above, $`exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi )=(\xi _a+(c_\pm s+d_{\pm ,1}^{}),\xi _0+(c_\pm t+d_{\pm ,2}^{}),(\xi _1,\mathrm{},\xi _{2n})).`$

To find $`F(\xi )`$, we only need to write $`\overline{}exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi )`$ in terms of the parallel framing $`\{\frac{}{a},X_\lambda ,e_i\}`$. Now

$$\frac{}{s}(exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi ))=(c_\pm +(\xi _a)_s)\frac{}{a}+(\xi _0)_s\frac{}{\theta }+\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_s\frac{}{y_i}.$$

Denote $`\xi _0\frac{}{\theta }+\mathrm{\Sigma }_{i=1}^{2n}\xi _i\frac{}{y_i}`$ by $`\eta `$, then $`\eta _s=\lambda (\eta _s)X_\lambda +\pi (\eta _s),`$ where $`\pi `$ is the projection of $`TM=𝐑X_\lambda \gamma \gamma `$, given by $`\pi (\eta )=\eta \lambda (\eta )X_{\lambda _0},`$ where $`\gamma `$ is the contact structure. It is proved in \[L1\] that if we write

$`\pi (\eta _s)`$ $`=`$ $`\eta _s\lambda (\eta _s)X_\lambda `$
$`=`$ $`\mathrm{\Sigma }_{i=1}^{2n}((\eta _s)_i\lambda (\eta _s)X_i){\displaystyle \frac{}{y_i}}+((\eta _s)_0\lambda (\eta _s)X_0){\displaystyle \frac{}{\theta }},`$
then

$$\pi (\eta _s)=\mathrm{\Sigma }_{i=1}^{2n}((\eta _s)_i\lambda (\eta _s)X_i)e_i=\mathrm{\Sigma }_i((\xi _i)_s\lambda (\eta _s)X_i)e_i.$$

Hence

$`{\displaystyle \frac{}{s}}(exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi ))`$ $`=`$ $`(c_\pm +(\xi _a)_s){\displaystyle \frac{}{a}}+((\xi _0)_s\lambda ({\displaystyle \frac{}{\theta }})+\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_s\lambda ({\displaystyle \frac{}{y_i}}))X_\lambda `$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}((\xi _i)_s\lambda (\eta _s)X_i)e_i.`$
Similarly,

$`{\displaystyle \frac{}{t}}(exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi ))`$ $`=`$ $`(\xi _a)_t{\displaystyle \frac{}{a}}+(c_\pm +(\xi _0)_t){\displaystyle \frac{}{\theta }}`$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_t{\displaystyle \frac{}{y_i}}`$
and

$`{\displaystyle \frac{}{t}}(exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi ))`$ $`=`$ $`(\xi _a)_t{\displaystyle \frac{}{a}}+((c_\pm +(\xi _0)_t)\lambda ({\displaystyle \frac{}{\theta }})+\mathrm{\Sigma }_{i=1}^{2n}((\xi _i)_t\lambda ({\displaystyle \frac{}{y_i}}))X_\lambda `$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}((\xi _i)_t(c_\pm \lambda ({\displaystyle \frac{}{\theta }})+\lambda (\eta _t))X_i)e_i.`$
Recall that $`\stackrel{~}{J}(e_i)=e_{i+n},\stackrel{~}{J}(e_{i+n})=e_i,`$ $`\stackrel{~}{J}(\frac{}{a})=X_\lambda `$ and $`\stackrel{~}{J}(X_\lambda )=\frac{}{a}.`$

Hence,

$`\overline{}(exp_{\stackrel{~}{u}_{d^{},N^{}}}(\xi ))`$ $`=`$ $`({\displaystyle \frac{}{s}}+\stackrel{~}{J}{\displaystyle \frac{}{t}})(exp_{\stackrel{~}{u}_{d^{},N^{}}}((\xi ))`$
$`=`$ $`((\xi _a)_s(\xi _0)_t\lambda ({\displaystyle \frac{}{\theta }}+((\xi _0)_s\lambda ({\displaystyle \frac{}{\theta }})+(\xi _a)_t)X_\lambda `$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}((\xi _i)_s\lambda (\eta _s)X_i)e_i`$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}J_0\{(\xi _i)_t(c_\pm \lambda ({\displaystyle \frac{}{\theta }})+\lambda (\eta _t))X_i\}e_i`$
$``$ $`(\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_t\lambda ({\displaystyle \frac{}{y_i}})){\displaystyle \frac{}{a}}+(\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_s\lambda ({\displaystyle \frac{}{y_0}}))X_\lambda .`$
Therefore, in terms of $`(\frac{}{a},\frac{}{\theta },\frac{}{y_i})`$ along $`\stackrel{~}{u}`$,

$`F(\xi ,d^{})`$ $`=`$ $`((\xi _a)_s(\xi _0)_t\lambda ({\displaystyle \frac{}{\theta }})){\displaystyle \frac{}{a}}+((\xi _0)_s\lambda ({\displaystyle \frac{}{\theta }})+(\xi _a)_t){\displaystyle \frac{}{\theta }}`$
$``$ $`(\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_t\lambda ({\displaystyle \frac{}{y_i}})){\displaystyle \frac{}{a}}+(\mathrm{\Sigma }_{i=1}^{2n}(\xi _i)_s\lambda ({\displaystyle \frac{}{y_i}})){\displaystyle \frac{}{\theta }}`$
$`+`$ $`(\mathrm{\Sigma }_{i=1}^{2n}((\xi _i)_s\lambda (\eta _s)X_i){\displaystyle \frac{}{y_i}}`$
$`+`$ $`\mathrm{\Sigma }_{i=1}^{2n}J_0\{(\xi _i)_t(\lambda (\eta _t)+c_\pm \lambda ({\displaystyle \frac{}{\theta }}))X_i\}{\displaystyle \frac{}{y_i}}.`$
Note that here $`\lambda (\frac{}{\theta })`$, $`\lambda (\frac{}{y_i})`$, $`\lambda (\eta _s)`$ and $`\lambda (\eta _t)`$ are evaluated along $`exp_{\stackrel{~}{u}_{d^{},N^{}}}\xi .`$

$``$ Linearization of the $`\overline{}`$-operator:

Now

$`DF(0)(\xi ,d^{})`$ $`=`$ $`\underset{r0}{lim}{\displaystyle \frac{F(r\xi ,d+rd^{})F(0,d)}{r}}`$
$`=`$ $`\underset{r0}{lim}{\displaystyle \frac{F(r\xi ,d+rd^{})}{r}}`$
when $`|s|>N.`$

Since for $`|s|>N`$, when $`r0`$, $`exp_{\stackrel{~}{u}_{d+rd^{},N^{}}}r\xi \stackrel{~}{u}_{d,N^{}}`$ of the trivial map near $`x_\pm `$, it is easy to see that the $`(\frac{}{a},\frac{}{\theta })`$-component of

$$DF(0)(\xi ,d^{})=((\xi _a)_s(\xi _0)_t)\frac{}{a}+((\xi _0)_s+(\xi _a)_t)\frac{}{\theta }.$$

To find the $`y`$-component of $`DF(0)(\xi ,d^{})`$, we use the matrix notation. Let

$$\underset{¯}{\xi }=\left(\begin{array}{c}\xi _1\hfill \\ \mathrm{}\hfill \\ \xi _{2n}\hfill \end{array}\right)\text{and}Y=\left(\begin{array}{c}X_1\hfill \\ \mathrm{}\hfill \\ X_{2n}\hfill \end{array}\right).$$

We proved in \[L1\] that in local $`(\theta ,y)`$-coordinate,

$$Y(\theta ,y)=_0^1𝑑Y(\theta ,\tau y)𝑑\tau \left(\begin{array}{c}y_1\hfill \\ \mathrm{}\hfill \\ y_{2n}\hfill \end{array}\right),$$

where $`dY(\theta ,y)`$ is a $`2n\times 2n`$ matrix whose $`(i,j)`$-entry is $`\frac{X_i}{y_j}.`$

Denote $`_0^1𝑑Y(\theta ,\tau y)𝑑\tau `$ by $`DY(\theta ,y)`$.

In our case, for $`exp_{\stackrel{~}{u}_{d+rd^{},N^{}}}(r\xi )`$, $`\theta =(c_\pm t+d+rd^{})+\xi _0,`$ and $`y_i=r\xi _i,i=1,\mathrm{},2n,`$ the $`y`$-component of

$$DF(0)(\xi ,d^{})=\underset{¯}{\xi }_s+J_0\underset{¯}{\xi }_tc_\pm J_0dY(c_\pm t+d_{\pm ,2},0)\underset{¯}{\xi }.$$

In \[L1\], we have assumed that $`c_\pm =1`$ by rescaling. It was proved there that $`S=c_\pm J_0dY(t,0)`$ is a symmetric matrix and all the eigen values of the self-adjoint elliptic operators $`A:L_1^2(S^1,𝐑^{2n})L_0^2(S^1;𝐑^{2n})`$ defined by $`A(z)=J_0\frac{dz}{dt}+Sz`$ are non-zero when $`\lambda `$ is generic.

Hence the $`y`$-component of $`DF(0)(\xi ,d^{})=\underset{¯}{\xi }_s+A\underset{¯}{\xi }.`$

Write $`\stackrel{~}{\xi }=(\xi _a,\xi _0)`$ and identify it with $`\xi _a+\xi _0i.`$ Then the $`(\frac{}{a},\frac{}{\theta })`$-component of $`DF(0)(\xi ,d^{})`$ is given by $`\overline{}\underset{¯}{\xi }=(\frac{}{s}+i\frac{}{t})(\xi _a+\xi _0i)`$ if we identify $`\{\frac{}{a},\frac{}{\theta }\}`$ with $`\{1,i\}.`$

Hence when $`|s|>N`$,

$$DF(0)(\xi ,d^{})=\stackrel{~}{L}_1(\stackrel{~}{\xi })+\stackrel{~}{L}_2(\underset{¯}{\xi }),$$

when $`\xi =(\stackrel{~}{\xi },\underset{¯}{\xi })`$, $`\stackrel{~}{L}_1=\overline{}=(\frac{}{s}+i\frac{}{t})`$ and $`\stackrel{~}{L}_2=\frac{}{s}+A.`$

For an arbitrary $`s`$, the formula for $`DF(0)(\xi ,0)`$ is well-known. We have $`DF(0)(\xi ,0)=\xi _s+\stackrel{~}{J}(\stackrel{~}{u})\xi _t+B(\stackrel{~}{u})\xi ,`$ where $`\stackrel{~}{J}=\left[\begin{array}{cc}i\hfill & \hfill 0\\ 0\hfill & \hfill J\end{array}\right]`$ with respect to the decomposition $`T\stackrel{~}{M}=𝐑\{\frac{}{a}\}𝐑X_\lambda \gamma `$, and $`B(\stackrel{~}{u})`$ is some matrix operator.

$$DF(0)(0,d^{})=\underset{r0}{lim}\frac{1}{r}\{p^1(\overline{}\stackrel{~}{u}_{d+rd^{},N^{}})p^1(\overline{}\stackrel{~}{u}_{d,N^{}})\}.$$

Note that when $`|s|>N`$, $`\overline{}(\stackrel{~}{u}_{d+rd^{},N^{}})=0=\overline{}\stackrel{~}{u}_{d,N^{}}`$, $`DF(0)(0,d^{})0.`$ In general, $`DF(0)(0,d^{})=C(\stackrel{~}{u}_{d,N^{}})d^{}`$ for some matrix operator $`C.`$ Therefore, $`DF(0)`$ is an elliptic operator over $`𝐑^1\times S^1`$, a particular non-compact manifold with cylindrical ends.

In this situation, it is proved in \[LM\] that the elliptic operator $`DF(0):L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})\times 𝐑^4L_{0,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}T\stackrel{~}{M})`$ is Fredholm if and only if $`\delta `$ is not an eigenvalue of the operator $`i\frac{}{t}A:L_1^2(S^1,𝐑^{2n+2})L_0^2(S^1,𝐑^{2n+2}).`$

Write $`B=\left(\begin{array}{cc}B_{a,X_\lambda }\hfill & \hfill B_1\\ B_2\hfill & \hfill B_\xi \end{array}\right).`$ It is easy to see that we can deform $`DF(0)`$ to get rig of the $`B_1,B_2`$ and $`B_{a,X_\lambda }`$ terms and $`Cd^{}`$ in the middle part but maintain the same asymptotic behavior of $`DF(0)`$. Then each operator in the deformation is still Fredholm and therefore has the same index.

Let $`L`$ be the resulting operator. Then, $`L=L_1L_2.`$ Hence,

$$L_1:L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}(𝐑\{\frac{}{a}\}𝐑X_\lambda ))𝐑^4=L_{1,\delta }^p(𝐑^1\times S^1,𝐑^2)𝐑^4L_{0,\delta }^p(𝐑^1\times S^1,𝐑^2)$$

given by $`L_1(\stackrel{~}{\xi },d)=\overline{}\stackrel{~}{\xi }.`$ and

$$L_2:L_{1,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}(\xi ))L_{0,\delta }^p(\stackrel{~}{u}_{d,N^{}}^{}(\xi ))$$

given by $`L_2(\underset{¯}{\xi })=(\underset{¯}{\xi })_s+J(\stackrel{~}{u}_{d,N^{}})(\underset{¯}{\xi })_t+B_\xi \underset{¯}{\xi }.`$

Since $`0`$ is not an eigenvalue of $`A`$, $`\underset{¯}{L}_2:L_1^p(\stackrel{~}{u}_{d,N^{}}^{}(\xi ))L_0^p(\stackrel{~}{u}_{d,N^{}}^{}(\xi ))`$ is also Fredholm with the same index as $`L_2`$. We will still use $`L_2`$ to denote $`\underset{¯}{L}_2`$. Note that as far as the computation of index is concerned, we can replace $`p`$-norm, by $`2`$-norm.

We will denote the restriction of $`L_1`$ to $`L_{1,\delta }^p(𝐑^1\times S^1;𝐑^2)`$ by $`L_{1,\delta }.`$ For the application of \[L2\], we need to consider the multi-ends case also.

Given $`l+m`$ closed orbits $`x_{,1},\mathrm{},x_{,l}`$, $`x_{+,1},\mathrm{},x_{+,m}`$, with each $`x_{\pm ,j}:S^1M`$ satisfying the equation $`\frac{dx_{\pm ,j}}{dt}=c_{\pm ,j}X_\lambda (x_{\pm ,j})`$, we denote the collection $`\{x_{,1},\mathrm{},x_{,l})\}`$ by $`x_{}`$ and $`\{x_{+,1},\mathrm{},x_{+,m}\}`$ by $`x_+.`$

Let $`(S^2,z_{1,1},\mathrm{},z_{,l},z_{+,1},\mathrm{},z_{+,m})_{0,l+m}.`$ We identify a small punctured disc $`D_ϵ(z_{,i})\{z_{,i}\}`$ of $`S^2`$ with $`𝐑^{}\times S^1`$, $`i=1,\mathrm{},l`$ and $`D_ϵ(z_{+,j})\{z_{+,j}\}`$ with $`𝐑^+\times S^1`$, $`j=1,\mathrm{},m`$, so that $`(S^2;z_{},z_+)`$ can be thought as a punctured $`S^2`$ with $`l`$-negative cylindrical ends and $`m`$ positive ends. Here $`z_{}`$ stands for $`\{z_{,1},\mathrm{},z_{,j}\}`$ and $`z_+`$ for $`\{z_{+,1},\mathrm{},z_{+,m}\}`$. As before, we define

$`\stackrel{~}{}(x_{},x_+;J)=`$
$`\{\stackrel{~}{u}:S^2\{z_{},z_+\}\stackrel{~}{M},\overline{}_{\stackrel{~}{J}}\stackrel{~}{u}=0,\text{ and }\underset{yz_\pm }{lim}\stackrel{~}{u}(y)=x_\pm ^{}\{x_\pm \}\},`$
where $`\{x_\pm \}`$ is the equivalent class of $`x_\pm .`$ Note that here we allow $`(S^2;z_{},z_+)`$ to vary in $`_{0,l+m}.`$ As before, we have the exponential decay estimate for $`\stackrel{~}{u}`$ along each of its cylindrical ends. Given $`N^{}>N`$, $`ϵ>0`$, and $`D_ϵ(d)`$, we can define $`\stackrel{~}{u}_{d^{},N^{}}`$, and the Banach neighborhood $`=_{1,\chi }^p(\stackrel{~}{u})`$ of $`\stackrel{~}{u}`$ in exactly the same way as before, where $`\chi =(N^{},ϵ,\delta ).`$ Note that $`d^{}`$ and $`d𝐑^{2(l+n)}.`$ We define the Banach bundle $``$ slightly different from the definition before. For any $`\stackrel{~}{v}`$, $`_{\stackrel{~}{v}}=L_{0,\delta }^p(\stackrel{~}{v}^{}(_{(i,\stackrel{~}{J})}^{0,1}T\stackrel{~}{M}))`$. Then $`\overline{}`$-operator can be thought as a global section of the bundle $``$. Here $`\overline{}`$-section is defined by

$$\overline{}(\stackrel{~}{v})=d\stackrel{~}{v}+\stackrel{~}{J}(\stackrel{~}{v})d\stackrel{~}{v}i.$$

Arguing the same way as before, we can find a coordinate chart for $``$ by identifying it with an open set of $`L_{1,\delta }^p(u_{d,N^{}}^{}TM)\times D_ϵ(d)`$ and a trivialization of $``$ by identifying it with

$$L_{1,\delta }^p(u_{d,N\mathrm{"}}^{}T\stackrel{~}{M})\times D_ϵ(d)\times L_{0,\delta }^p(u_{d,N^{}}^{}(_{(i,\stackrel{~}{J})}^{0,1}T(\stackrel{~}{M}))$$

and

$$DF(0):L_{1,\delta }^p(u_{d,N^{}}^{}T\stackrel{~}{M})\times D_ϵ(d)L_{0,\delta }^p(u_{d,N^{}}^{}(_{(i,\stackrel{~}{J})}^{0,1}T(\stackrel{~}{M})).$$

Finally, we can deform the Fredholm operator $`DF(0)`$ into $`L=L_1L_2`$ of same index where

$$L_1:L_{1,\delta }^p(S^2\{z_{},z_+\},𝐑^2)𝐑^{2(l+m)}L_{1,\delta }^p(^{0,1}(S^2\{z_{},z_+\})$$

given by $`L_1(\stackrel{~}{\xi },d^{})=\overline{}\stackrel{~}{\xi }`$, and

$$L_2:L_{1,\delta }^p(u_{d,N^{}}^{}(\xi ))L_{0,\delta }^p(u_{d,N^{}}^{}(_{(i,\stackrel{~}{J})}^{0,1}\xi ))$$

given by $`L_2(\underset{¯}{\xi })=\overline{}_J\underset{¯}{\xi }+\stackrel{~}{B}\underset{¯}{\xi }.`$ Here $`\overline{}\stackrel{~}{\xi }=(\frac{\stackrel{~}{\xi }}{\overline{z}})d\overline{z}`$ in terms of the local complex coordinate $`z`$ of $`S^2\{z_{},z_+\}`$, $`\overline{}_J\underset{¯}{\xi }=\xi +J(u_{d,N^{}})\xi i`$ and $`\stackrel{~}{B}`$ is a bundle map $`\stackrel{~}{u}_{d,,N^{}}^{}(\xi )\stackrel{~}{u}_{d,N^{}}^{}(_{(i,\stackrel{~}{J})}^{0,1}\xi )`$. Now near $`x_\pm `$, by using the local coordinate $`z`$ of the domain near the ends, we can identify $`\stackrel{~}{u}_{d,N^{}}^{}(_{(i,\stackrel{~}{J})}^{0,1}\xi )=u_{d,N^{}}^{}(\xi )𝐂\{d\overline{z}\}`$ with $`u_{d,N^{}}^{}(\xi )`$. Under this identification, in the local coordinate of $`U_ϵ(x_\pm )`$,

$$L_2(\underset{¯}{\xi })=(\underset{¯}{\xi })_s+J(\stackrel{~}{u}_{d,N^{}})(\underset{¯}{\xi })_t+B_{\underset{¯}{\xi }}\underset{¯}{\xi }$$

as before.

Now the virtual dimension of $`\stackrel{~}{}(x_{},x_+;J,z_{},z_+)`$ is equal to the index of $`L`$, which is the same as $`Ind(L_1)+Ind(L_2).`$ Here $`\stackrel{~}{}(x_{},x_+;J,z_{},z_+)`$ is the subspace of $`\stackrel{~}{}(x_{},x_+;J)`$ whose elements have the fixed domain $`S^2\{z_{},z_+\}.`$ Our goal is to study the behavior of $`Ind(L)`$ under deformation (gluing) of the domain of $`\stackrel{~}{u}`$. To this end, we will calculate $`Ind(L_1)`$ first.

Recall

$$L_1=\overline{}:L_{1,\delta }^p(S^2\{z_{},z_+\},𝐂)𝐑^{2(l+m)}L_{0,\delta }^p((S^2\{z_{},z_+\}))$$

and $`L_{1,\delta }=L_1`$ restricted to $`L_{1,\delta }^p(S^2\{z_{},z_+\},𝐂)`$. Note that $`0<\delta <2\pi `$ of the firsts eigenvalue of the operator $`i\frac{}{t}`$ along each ends. Here the weighted Sobelev space $`L_{1,\delta }^p(S^2\{z_{},z_+\},𝐂)`$ and $`L_{0,\delta }^p(^{0,1}(S^2\{z_{},z_+\}))`$ are measured with respect to the cylindrical metric along each end of $`S^2\{z_{},z_+\}.`$

###### Lemma 2.1

If $`\mathrm{\#}\{z_{},z_+\}=l+m`$, then $`Ind(L_{1,\delta })=22(l+m).`$ Therefore, $`Ind(L_1)=2.`$

Proof: Start with the case $`l=m=1.`$ Then $`S^2\{z_{},z_+\}=𝐑^1\times S^1`$ with cylindrical coordinate $`z=(s,t)`$. In terms of the global complex coordinate $`z`$, $`d\overline{z}`$ is a global section of $`^{0,1}(𝐑^1\times S^1)`$. Hence $`^{0,1}(𝐑^1\times S^1)(𝐑^1\times S^1)\times 𝐂`$ of the trivial bundle and under this identification $`L_{1,\delta }:L_{1,\delta }^p(𝐑^1\times S^1,𝐂)L_{0,\delta }^p(^{0,1}(𝐑^1\times S^1))`$ becomes $`\overline{}:L_{1,\delta }^p(𝐑^1\times S^1;𝐂)L_{0,\delta }^p(𝐑^1\times S^1;𝐂)`$ given by $`\xi \frac{\xi }{s}+i\frac{\xi }{t}.`$

We have defined $`L_{1,\delta }^p(𝐑^1\times S^1,𝐂)`$ by requiring that $`\xi (s,t)e^{\delta |s|}_{1,p}<\mathrm{}`$ along both of its ends. We define $`L_{1,(\delta ,\delta )}^p(𝐑^1\times S^1,𝐂)`$ by requiring $`\xi (s,t)e^{\delta s}_{1,p}<\mathrm{}`$ for any of its element $`\xi `$. This is the same as requiring $`\xi (s,t)e^{\delta |s|}_{1,p}<\mathrm{}`$ along the positive end $`z_+`$ and $`\xi (s,t)e^{\delta |s|}_{1,p}<\mathrm{}`$ along the negative end. In general, we can consider multi-ends with arbitrary choices of the sign before $`\delta `$ and define $`L_{1,(\pm \delta _z_{},\pm \delta _{z_+})}^p(S^2\{z_{},z_+\},𝐂)`$ and $`L_{0,(\pm \delta _z_{},\pm \delta _{z_+})}^p(^{0,1}(S^2\{z_{},z_+\})).`$ Let $`L_{1,(\pm \delta _z_{},\pm \delta _{z_+})}`$ be the corresponding operator.

###### Sublemma 2.1

$`Ind(L_{1,(\delta ,\delta )})=0.`$

Proof: Define the isomorphism:

$$e_0:L_0^p(𝐑^1\times S^1,𝐂)L_{0,(\delta ,\delta )}^p(𝐑^1\times S^1,𝐂)$$

and

$$e_1:L_1^p(𝐑^1\times S^1,𝐂)L_{1,(\delta ,\delta )}^p(𝐑^1\times S^1,𝐂)$$

by sending $`\xi e^{\delta s}\xi .`$

Consider

$$D=e_0^1L_{1,(\delta ,\delta )}e_1=e_0^1\overline{}e_1:L_1^p((𝐑^1\times S^1,𝐂)L_0^p(𝐑^1\times S^1,𝐂).$$

For any $`\xi L_1^p(𝐑^1\times S^1,𝐂)`$,

$$D(\xi )=e^{\delta s}\overline{}(e^{\delta s}\xi )=\overline{}\xi \delta \xi =\frac{}{s}\xi +(i\frac{}{t}\delta )\xi .$$

Clearly $`Ind(L_{1,(\delta ,\delta )})=Ind(D).`$

Now consider the self-adjoint operator

$$i\frac{}{t}+\delta :L_1^2(S^1;𝐂)L_0^2(S^1;𝐂).$$

Since $`0<\delta <2\pi `$, $`0`$ is not an eigenvalue of $`i\frac{}{t}\delta .`$ Write $`D=\frac{}{s}+L_t`$, where $`L_t=i\frac{}{t}\delta .`$ Define the resolvent $`R_\lambda =(L_t\lambda i)^1:L_1^2(S^1;𝐂)L_1^2(S^1;𝐂)`$ for any $`\lambda 𝐑`$, which is bounded independent of $`\lambda .`$ It is proved in \[F\] and \[LM\] that in the situation, if we define $`\widehat{\xi }(\lambda )=e^{i\lambda s}\xi (s)𝑑s`$ and $`\eta (s)=\frac{1}{2\pi }e^{i\lambda s}R_\lambda \widehat{\xi }(\lambda )𝑑\lambda .`$ Then $`D\eta =\xi .`$ That is $`D`$ is invertible. Hence $`Ind(D)=0`$ with respect to $`L^2`$-norm. Same is true for $`L^p`$-norm (see \[LM\]).

It is proved in \[LM\] that $`Ind(L_{1,(\delta ,\delta )})Ind(L_{1,(\delta ,\delta )})=i(\delta _z_{},\delta _z_{})`$, where $`i(\delta _z_{},\delta _z_{})`$ is the dimension of the eigen spaces of $`i\frac{}{t}:L_1^2(S^1,𝐂)L_1^2(S^2,𝐂)`$ of the asymptotic operator associated to the end $`z_{}`$ with eigenvalue in $`(\delta ,\delta )`$. It is the same as the dimension of the space of solutions $`\xi `$ of $`D`$ of the form $`\xi (s,t)=exp(\lambda s)p(s,t)`$ with $`\delta <\lambda <\delta `$ and $`p(s,t)`$ is a polynomial in $`s`$ with coefficient in $`C^{\mathrm{}}(S^1;𝐂)`$ (See \[LM\]). This implies that $`Ind(L_{1,(\delta ,\delta )})=2`$ as $`i(\delta _z_{},\delta _z_{})=2.`$

Now we consider the general multi-ends case. Consider first the case

$$L_{1,(\delta ,\delta )}:L_{1,(\delta _z_{},\delta _{z_+})}^2(S^2\{z_{},z_+\},𝐂)L_{0,(\delta _z_{},\delta _{z_+})}^2(^{0,1}(S^2\{z_{},z_+\})).$$

Let $`(s,t)`$ be the cylindrical coordinate near an end $`p\{z_{},z_+\}`$ and $`w𝐂`$ the complex coordinate of $`S^2`$ near $`p`$ with $`w=0`$ at $`p`$. Then $`w=e^{2\pi (s+it)}`$. Given $`\xi L_{1,(\delta _z_{},\delta _{z_+})}^2(S^2\{z_{},z_+\},𝐂),`$ we have

$$_{𝐑^+\times S^1}|e^{\delta s}\xi |^2𝑑s𝑑t<0.$$

Write $`w=x+iy`$, $`z=s+it`$. Then

$$2dxdy=idwd\overline{w}=4\pi ^2ie^{4\pi s}dzd\overline{z}=4\pi ^2e^{4\pi s}2dsdt.$$

Then

$`{\displaystyle _{𝐑^+\times S^1}|e^{\delta s}\xi |^2𝑑s}dt`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{D_1\{0\}}}|e^{(2\pi \delta )s}\xi |^2𝑑xdy`$
$`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{D_1\{0\}}}|{\displaystyle \frac{\xi }{|w|^{\frac{2\pi \delta }{2\pi }}}}|^2𝑑xdy`$
This implies that $`_{D_1\{0\}}|\xi |^2𝑑xdy<\mathrm{}.`$

Assume that $`\xi ker(L_{1,(\delta ,\delta )})`$, then $`\xi `$ is holomorphic on $`S^2\{z_{},z_+\}`$. The elliptic regularity implies that $`\xi `$ extends over $`\{z_{},z_+\}`$ and is well-defined on $`S^2.`$ From this, one can easily conclude that $`dim(ker(L_{1,(\delta ,\delta )}))=2.`$

Let $`L_{1,(\delta ,\delta )}^{}`$ be the dual of $`L_{1,(\delta ,\delta )}.`$ Then

$$L_{1,(\delta ,\delta )}^{}:L_{1,(\delta ,\delta )}^2(^{0,1}(S^2\{z_{},z_+\}))L_{0,(\delta ,\delta )}^2(S^2\{z_{},z_+\},𝐂).$$

$`Dim(ker(L_{1,(\delta ,\delta )}^{}))=dim(cokerL_{1,(\delta ,\delta )})`$. As before, for any $`p\{z_{},z_+\}`$, let $`z=s+it`$ and $`w=e^{2\pi z}`$ be the two types of coordinates. Given $`\eta L_{1,(\delta ,\delta )}^2(^{0,1}(S^2\{z_{},z_+\}))`$ near $`p`$, in terms of the local section $`d\overline{z}`$, $`\eta =\varphi d\overline{z}=\psi d\overline{w}`$ with $`\varphi L_1^2(𝐑^+\times S^1;𝐂)`$ and $`\psi L_1^2(D_1\{0\},𝐂).`$ Then $`\varphi =\psi e^{2\pi \overline{z}}.`$

Hence

$`\eta |_{𝐑^+\times S^1}_{2,\delta }^2`$ $`=`$ $`{\displaystyle _{𝐑^+\times S^1}}|e^{\delta s}\eta |^2𝑑sdt`$
$`=`$ $`{\displaystyle _{𝐑^+\times S^1}}|e^{\delta s}\varphi |^2𝑑sdt`$
$`=`$ $`{\displaystyle _{𝐑^+\times S^1}}|e^{(2\pi \delta )s}\psi |^2𝑑sdt`$
$`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{D_1\{0\}}}e^{4\pi s}e^{2(2\pi \delta ))s}|\psi |^2𝑑xdy`$
$`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle _{D_1\{0\}}}|{\displaystyle \frac{\psi }{|w|^{\frac{\delta }{2\pi }}}}|^2𝑑xdy<\mathrm{}.`$
Again this implies that $`\eta |_{D_1\{0\}}_2<\mathrm{}.`$

We want to show that if $`L^{}\eta =0`$, then $`\eta `$ extends over to $`p`$ and there is no restriction on the value of $`\eta `$ at $`p`$.

To see the second statement, assume that $`\eta =\psi d\overline{w}`$, with $`\psi C^{\mathrm{}}(D_1,𝐂).`$ Then we have shown that in terms of cylindrical coordinate $`z,\eta =\varphi d\overline{z}`$ with $`\varphi =\psi e^{2\pi (sit)}.`$ Clearly, for $`0<\delta <2\pi `$,

$`\eta |_{𝐑^1\times S^1}_{2,\delta }^2`$ $`=`$ $`{\displaystyle _{𝐑^1\times S^1}}|e^{(\delta 2\pi )s}\psi |^2𝑑sdt`$
$``$ $`C{\displaystyle _{𝐑^1\times S^1}}e^{2(\delta 2\pi )\delta }𝑑sdt<\mathrm{}.`$
To see the first statement, we write down the explicit expression for $`L^{}.`$ As in \[LM\], we use the cylindrical Hermitian metric on $`(S^2\{z_{},z_+\},i)`$ to introduce a Hermitian inner product on the bundle $`^{p,q}(S^2\{z_{},z_+\})`$, which gives a hermitian product $`<,>`$ on $`\mathrm{\Omega }_0^{p,q}(S^2\{z_{},z_+\})`$ of smooth sections of $`^{p,q}(S^2\{z_{},z_+\})`$ with compact support. Now $`L=L_{1,(\delta ,\delta )}`$ is just the $`\overline{}`$-operator:

$$C_0^{\mathrm{}}(S^2\{z_{},z_+\},𝐂)=\mathrm{\Omega }_0^{0,0}(S^2\{z_{},z_+\})\mathrm{\Omega }_0^{0,1}(S^2\{z_{},z_+\}).$$

Similarly to the compact case (see \[GH\] for example), with respect to pairing $`<>`$,

$$L^{}=\overline{}^{}=_z\overline{}_z:\mathrm{\Omega }_0^{0,1}(S^2\{z_{},z_+\})C_0^{\mathrm{}}(S^2\{z_{},z_+\},𝐂),$$

where $`_z`$ is the Hodge-star operator. Here we use the subscript $`z`$ to indicate that the $``$-operator is taken with respect to the cylindrical metric. Since the cylindrical metric is conformal to the standard metric on $`S^2`$ and $``$ is conformal invariant on $`^{0,1}`$, we have $`_z=_w`$ of the $``$-operator with respect to the standard metric of $`S^2`$ on $`^{0,1}`$. On the other hand, on the bundle $`^{1,1}`$ of top forms, we have $`_z=e^{4\pi s}.`$ Hence $`L^{}=\overline{}_z^{}=e^{4\pi s}\overline{}_w^{},`$ where $`\overline{}_w^{}`$ is the dual of $`\overline{}`$ with respect to the standard metric of $`S^2`$, i.e. the usual dual of $`\overline{}`$ in Hodge theory. Therefore, if $`\eta ker(L_{1,(\delta ,\delta )}^{})=ker(\overline{}_z^{})`$, then $`\eta L_{1,(\delta ,\delta )}^2(^{0,1}(S^2\{z_{},z_+\}))`$ and $`\overline{}_w^{}(\eta )=0`$. Since $`\overline{}_w^{}`$ is elliptic and $`\eta |_{D_1\{0\}}_2<\mathrm{}`$, $`\eta `$ extends over all singular points $`z_{},z_+`$. As we mentioned before that there is no restriction on the values of $`\eta `$ at $`z_{}`$ and $`z_+`$, we conclude that $`ker(L_{1,(\delta ,\delta )}^{})`$ can be identified with $`ker(\overline{}_w^{})`$, where $`\overline{}_w^{}:L_1^2(^{0,1}(S^2))L_0^2(^{0,0}(S^2)).`$ Here the $`L^2`$-norm is measured with respect to the standard metric of $`S^2.`$ By Hodge theory, $`ker(\overline{}_w^{})=H_\overline{}^{0,1}(S^2)H^0(𝐂P^1,𝒪(2))=0.`$ This proves that $`Ind(L_{1,(\delta ,\delta )})=2.`$ Hence $`Ind(L_{1,\delta })=22(l+m)`$, and $`Ind(L_1)=2.`$

Finally, we deal with the special case where $`l=0,m=1.`$ Again, consider $`L_{1,\delta }`$ first. Clearly, if $`\eta ker(L_{1,\delta })`$, then $`\eta `$ is holomorphic defined over $`𝐂`$ and the ratio of growth of $`\eta `$ in the cylindrical coordinate $`z=s+it`$ as $`s\mathrm{},`$ is less than $`e^{+\delta s}.`$ This implies that $`\eta \text{ constant }.`$ Hence $`dim(ker(L_{1,\delta }))=2.`$ The above argument for general case on the kernel of the dual operator is also applicable here. We have

$`coker(L_{1,\delta })`$ $``$ $`ker(L_{1,\delta }^{})`$
$``$ $`ker(\overline{}_w^{})H^0(𝐂P^1,𝒪(2))0.`$
Hence $`Ind(L_{1,\delta })=Ind(L_{1,\delta })2=0`$ and $`Ind(L_1)=2.`$

QED

$``$ Transversality and non-transversality of the trivial connecting map:

Now we consider the special case that $`u\stackrel{~}{}(x_{},x_+;J)`$ with $`\{x_{}\}=\{x_+\}.`$ In this case, since $`_{S^1}(x_{}^{})^{}\lambda =_{S^1}(x_+^{})^{}\lambda =c`$ for any $`x_\pm ^{}\{x_\pm \}`$, the $`E_\lambda `$-energy

$$E_\lambda (\stackrel{~}{u})=_{𝐑^1\times S^1}\stackrel{~}{u}^{}𝑑\lambda =0,$$

and we have $`\stackrel{~}{u}(s,t)=(cs+d_1,ct+d_2,0)`$ in the $`(a,\theta ,y)`$ coordinate (for the proof, see, for example, \[L1\]). Therefore, the two asymptotic limits $`lim_{s\pm \mathrm{}}u(s,t)=ct+d_2=x_\pm ^{}\{x_\pm \},`$ which are the same parameterized closed orbits, and $`\stackrel{~}{u}`$ itself is the trivial map.

We want to calculate the index of $`L`$, which is the linearization $`DF`$ at $`\stackrel{~}{u}`$. To this end, we only need to know $`Ind(L_2)`$ in this case.

Recall that $`L_2:L_{1,\delta }^p(\stackrel{~}{u}^{}\xi )L_{0,\delta }^p(\stackrel{~}{u}^{}\xi )`$ given by sending $`\eta `$ to $`\frac{}{s}\eta +J_0\frac{}{t}\eta +B\eta .`$ Note that the local coordinate $`(a,\theta ,y)`$ is defined over the whole image of $`\stackrel{~}{u}`$. In terms of the coordinate framing, $`\stackrel{~}{u}^{}\xi =<\frac{}{y_1},\mathrm{},\frac{}{y_{2n}}>|_{\stackrel{~}{u}}.`$

Since $`\frac{}{y_i}|_{\stackrel{~}{u}}=e_i|_{\stackrel{~}{u}}`$, in terms of $`\{\frac{}{y_i}\},`$ $`\eta =\mathrm{\Sigma }_{i=1}^{2n}\eta _i\frac{}{y_i}`$, and the $`d\lambda `$-compatible almost complex structure is given by the standard complex structure on $`𝐑^{2n}.`$ $`B=B(s,t)`$ is a self-adjoint matrix operator. Hence in terms of the framing $`\{\frac{}{y_1},\mathrm{},\frac{}{y_{2n}}\}`$,

$$L_2:L_{1,\delta }^p(𝐑^1\times S^1,𝐑^{2n})L_{0,\delta }^p(𝐑^1\times S^1,𝐑^{2n}).$$

Recall that $`0`$ is not an eigenvalue of $`J_0\frac{}{t}+B:L_1^2(S^1;𝐑^{2n})L_0^2(S^1;𝐑^{2n}).`$ It follows from \[LM\] that here we can use the usual Sobelev norm rather than the $`\delta `$-weighted one. We can also use $`L^2`$-norm rather than $`L^p`$-norm for the purpose of calculating the index.

###### Lemma 2.2

$`Ind(L_2)=0`$. In fact,

$$L_2:L_1^2(𝐑^1\times S^1,𝐑^{2n})L_0^2(𝐑^1\times S^1,𝐑^{2n})$$

given by $`\eta \frac{}{s}\eta +J_0\frac{}{t}\eta +B\eta `$ is an isomorphism.

Proof:

Write $`L_2=\frac{}{s}+L_t`$, where $`L_t=J_0\frac{}{t}+B`$ is self-adjoint. As before, we define the resolvent

$$R_\lambda =(L_ti\lambda )^1:L^2(S^1;𝐑^{2n})𝐂L_1^2(S^1;𝐑^{2n})𝐂,$$

which is bounded independent of $`\lambda 𝐑.`$ Define $`\widehat{\eta }(\lambda )=e^{i\lambda s}\eta (s)𝑑s.`$ Then $`\gamma (s)=\frac{1}{2\pi }e^{i\lambda s}R_\lambda \widehat{\eta }(\lambda )𝑑\lambda `$ has the property that $`L_2\gamma =\eta .`$ It follows that $`L_2`$ is invertible (See \[LM\] and \[F\] for more details).

QED

Therefore, $`Ind(L)=Ind(L_1)+Ind(L2)=2.`$

Recall that we embedded a neighborhood of $`\stackrel{~}{u}`$ in $`\stackrel{~}{}(x_{},x_+;J)`$ into $`=_{1,\chi }^p(\stackrel{~}{u})`$ and defined $``$ with the $`\overline{}`$-section. To define $``$, we introduced $`\stackrel{~}{u}_{d^{},N^{}}`$ before. It is easy to see that in the case $`\{x_{}\}=\{x_+\},`$ those $`\stackrel{~}{u}_{d^{},N^{}}`$’s are very close to the trivial connecting map $`\stackrel{~}{u}_d`$ if $`|dd^{}|`$ is very small. Note also that the linearized $`\overline{}`$-section at $`\stackrel{~}{u}_d`$, $`DF(0)`$ is just $`L=L_1+L_2`$ in this case. We have shown that $`ker(L_2)=0`$, $`coker(L_2)=2`$ and $`Ind(L)=2.`$ Intuitively it is more or less clear that $`ker(L)=2.`$ To get a precise prove, we directly calculate the $`coker(L_1)`$. By the definition of $`DF(0)`$, a short computation shows that $`DF(0)(0,d^{})=\beta _+^{}d_+^{}+\beta _{}^{}d_{}^{},`$ for any $`d^{}=(d_+,d_{})R^4`$ and $`d_\pm 𝐑^2=𝐂`$, where $`\beta _\pm `$ is the cut-off function we introduced before. This proves that $`coker(L_1)=0`$, and we have the following propose tion on the transversality of the trivial connecting maps.

###### Lemma 2.3

When $`\{x_{}\}=\{x_+\}`$, $`\overline{}:`$ is a transversal section and its zero locus $`\stackrel{~}{}(x_{},x_+;J)`$ is a smooth manifold of $`2`$-dimensional. Moreover $`\overline{}:\underset{¯}{}`$ is also a transversal section over the unparameterized moduli space $`(x_{},x_+;J).`$ Here $`\underset{¯}{}`$ is the space of unparameterized map corresponding to $`,`$ and we obtain $`\underset{¯}{}`$ from $``$ by quotienting out the $`𝐑^1\times S^1`$ action of the domains of its elements.

We non come to the non-transversality of the trivial connecting map. Note that to define $`(\stackrel{~}{u})`$, we fixed a $`N^{}`$ and for any $`d^{}D_ϵ(d)𝐑^4`$, we then define the base connecting map $`\stackrel{~}{u}_{d^{},N^{}}`$. However in the case that $`\{x_{}\}=\{x_+\}`$, for any $`\stackrel{~}{u}\stackrel{~}{}(x_{},x_+;J)`$, the two asymptotic ends $`x_{}^{}`$ and $`x_+^{}`$ of $`\stackrel{~}{u}`$ are the same as parameterized closed orbits. This suggests that to define $`\stackrel{~}{u}_{d^{},N^{}}`$ we only need to consider those $`d^{}D_ϵ(d)`$ such that $`\theta `$-component $`d_{+,2}^{}=d_{,2}^{}.`$ Therefore, we get a subspace $`^0`$ such that locally,

$$^0L_{1,\delta }^p(\stackrel{~}{u}_d^{}T(\stackrel{~}{M}))\times D_ϵ^0(d),$$

where $`D_ϵ^0(d)D_ϵ(d)`$ with $`d_{+,2}^{}=d_{,2}^{}`$ and a Banach bundle $`^0`$. Here the fiber $`_{\stackrel{~}{v}},`$ $`\stackrel{~}{v}^0`$ defined as before, and $`\overline{}:^0`$ is a section such that $`\stackrel{~}{}(x_{},x_+;J)^0`$ is the zero locus of $`\overline{}`$. However the linearized $`\overline{}`$-operator at $`\stackrel{~}{u},`$ $`DF(0)=L=L_1L_2,`$ has index 1 rather than 2. In fact in this case $`L_2`$ is still an isomorphism and hence $`Ind(L_2)=0,`$ but $`Ind(L_1)=1.`$ Since any element $`u`$ in $`\stackrel{~}{}(x_{},x_+;J)`$ still has the $`2`$-dimensional symmetries, this implies that $`\overline{}:^0`$ is not transversal along $`\stackrel{~}{}(x_{},x_+;J).`$

## 3 Additivity of Fredholm Index

We now come to the question on the additivity of the index under gluing map. Combining with the compactness theorem in \[L1\] with this formula will give the desired virtual codimension of the boundary components of the moduli space of connecting pseudo-holomorphic maps in the symplectification. In \[L2\], we will prove that the codimension can be realized in the corresponding virtual moduli cycles. Since we have already written down the precise formula for the index of $`L_1`$ , we only need to find how $`L_2`$ changes under gluing.

Let $`\stackrel{~}{}(x_{},x,x_+;J)`$ be the subspace of $`\stackrel{~}{}(x_{},x;J)\times \stackrel{~}{}(x,x_+;J)`$, which consists of all pairs $`(\stackrel{~}{u},\stackrel{~}{w})`$ such that

$$\stackrel{~}{u}:S^2\{z_{},z_+^{}\}\stackrel{~}{},\stackrel{~}{w}:S^2\{z_{}^{},z_+\}\stackrel{~}{}\text{ and }$$

$$\underset{sz_+^{}}{lim}\stackrel{~}{u}(s,t)=\underset{sz_{}^{}}{lim}\stackrel{~}{w}(s,t)=x^{}(t),x^{}\{x\}.$$

Given $`(\stackrel{~}{u},\stackrel{~}{v})\stackrel{~}{}(x_{},x,x_+;J)`$ and a gluing parameter $`\tau 𝐑^+`$, we will glue $`\stackrel{~}{u}_N^{}`$ and $`\stackrel{~}{w}_N^{}`$ together to get a $`\stackrel{~}{v}_{N^{},\tau }=\stackrel{~}{u}_N^{}\mathrm{\#}_\tau \stackrel{~}{w}_N^{}`$. Here we use $`\stackrel{~}{u}_N^{}`$ to denote $`\stackrel{~}{u}_{d,N^{}}`$ defined before with $`d𝐑^{2(l+m)}`$ describing the asymptotic limits of $`\stackrel{~}{u}`$. Similarly for $`\stackrel{~}{w}_N^{}.`$ Note that since there is no closed loop in the bubble tree, we have assumed in above case that $`z_+^{}`$ and $`z_{}^{}`$ has only one element.

Since both $`\stackrel{~}{u}_N^{}`$ and $`\stackrel{~}{w}_N^{}`$ are trivial maps when $`|s|`$ is large enough and they have the same asymptotic limits along the end $`z_+^{}=z_{}^{}`$ as parameterized closed orbit, therefore, given $`\tau 𝐑^+`$, there is an obvious way to define $`\stackrel{~}{v}_{N^{},\tau }=\stackrel{~}{u}_N^{}\mathrm{\#}_\tau \stackrel{~}{w}_N^{}.`$ Namely, we cut off the part of the cylinder $`S^2\{z_{},z_+^{}\}`$ near $`z_+^{}`$ with $`s>\tau `$ and the corresponding part of the cylinder of $`S^2\{z_{}^{},z_+\}`$ hear $`z_{}^{}`$ with $`s<\tau `$ and glue the remaining parts together along their boundaries with respect to the same $`\theta `$-coordinate (the $`S^1`$\- parametrization along $`z_{}^{}`$ and $`z_+^{}`$, see \[L1\].) To glue the targets of $`\stackrel{~}{u}`$ and $`\stackrel{~}{w}`$, we note that when $`|s|>N`$ near $`z_{}^{}`$ and $`z_+^{}`$, the $`a`$-parts of $`\stackrel{~}{u}`$ and $`\stackrel{~}{w}`$ are linear maps only depending on $`s`$. Let $`\stackrel{~}{M}_u`$ and $`\stackrel{~}{M}_w`$ be the targets of $`\stackrel{~}{u}`$ and $`\stackrel{~}{w}`$. We get $`\stackrel{~}{M}=\stackrel{~}{M}_v=\stackrel{~}{M}_u\mathrm{\#}_\tau \stackrel{~}{M}_w`$ by cutting off the parts of $`\stackrel{~}{M}_u`$ with $`a>a(\tau )`$ and the part of $`\stackrel{~}{M}_w`$ with $`a<a(\tau )`$ and glue the remaining parts together.

We then define $`\stackrel{~}{v}_{N^{},\tau }:S_\tau ^2\{z_{},z_+\}\stackrel{~}{M}_v`$ by simply applying $`\stackrel{~}{u}_N^{}`$ and $`\stackrel{~}{w}_N^{}`$ to the points in $`S_\tau ^2\{z_{},z_{}\}`$ which are in the domains of $`\stackrel{~}{u}`$ and $`\stackrel{~}{w}.`$ Here $`S_\tau ^2\{z_{},z_+\}`$ is the domain of $`\stackrel{~}{v}_{N^{},\tau }`$. It is easy to see that when $`\tau `$ is large enough, $`\stackrel{~}{v}_{N^{},\tau }`$ is well-defined. To simplify our notation, we denote $`\stackrel{~}{v}_{N^{},\tau }`$ by $`\stackrel{~}{v}_\tau .`$

Now $`\stackrel{~}{v}_\tau =\stackrel{~}{v}_{N^{},\tau }`$ plays the same rule as $`\stackrel{~}{u}_N^{}`$ and $`\stackrel{~}{w}_N^{}`$ in $`\stackrel{~}{}(x_{},x;J)`$ and $`\stackrel{~}{}(x,x_+;J).`$ It is a connecting map between $`x_{}`$ and $`x_+`$, which is almost $`\stackrel{~}{J}`$-holomorphic and is the trivial map near the two ends $`x_{}`$ and $`x_+.`$ We have three linearized $`\overline{}`$-operator $`L_{\stackrel{~}{u}_N^{}},`$ $`L_{\stackrel{~}{w}_N^{}}`$ and $`L_{\stackrel{~}{v}_\tau }.`$ Let $`D_u`$, $`D_w`$ and $`D_{v_\tau }`$ be the $`L_2`$\- part of these operators. Then

$$D_{u,w}=(D_u,D_v):L_{1,\delta }^p(\stackrel{~}{u}_N^{}^{}\xi )L_{1,\delta }^p(\stackrel{~}{w}_N^{}^{}\xi )L_{0,\delta }^p(\stackrel{~}{u}_N^{}^{}^{0,1}(\xi ))L_{0,\delta }^p(\stackrel{~}{w}_N^{}^{}^{0,1}(\xi )),$$

and

$$D_{v_\tau }:L_{1,\delta }^p(\stackrel{~}{v}_\tau ^{}\xi )L_{0,\delta }^p(\stackrel{~}{v}_\tau ^{}^{0,1}(\xi )).$$

###### Proposition 3.1

When $`\tau `$ is large enough,

$$Ind(D_{v_\tau })=Ind(D_{u,w}).$$

Proof:

As we mentioned before, for the calculation of the indices here, we can use $`L^p`$-norm rather than the weighted $`L^p`$-norm.

In the case that both domains of $`\stackrel{~}{u}`$ and $`\stackrel{~}{w}`$ are the cylinder (hence the domain of $`\stackrel{~}{v}_\tau `$ is the cylinder too), the proposition follows from the fact that in this case the index involved can be calculated by using the spectral flow. The detail of the argument of this type is given in \[F\] by Floer.

For the general case, the proposition can be proved by using a linear version of the so called ’gluing’ technique in Floer homology and quantum homology. We will outline this argument here. For details of the non-linear version of this argument, see \[F\], \[L\] and \[LT\].

We assume that $`D_{u,w}`$ is surjective. Then general case can be reduced to this case (see \[LT\]). We will show that when $`\tau `$ is large enough, $`D_{v_\tau }`$ is also surjective and $`dim(kerD_{v_\tau })=dimD_{u,w}.`$ For this purpose, we assume that $`K_u=ker(D_u)=𝐑\{f_1,\mathrm{},f_m\}`$ and $`K_w=ker(D_w)=𝐑\{g_1,\mathrm{},g_n\}`$. Then $`K_{u,w}=ker(D_{u,w})=𝐑\{f_1,\mathrm{},f_m,g_1,\mathrm{},g_n\}.`$ Let $`\beta _{\tau ,u},\beta _{\tau ,w}`$ be the cut-off functions specified by

$$\beta _{\tau ,u}(s)=\{\begin{array}{cc}1\hfill & \hfill s<\tau 1\\ 0\hfill & \hfill s>\tau \end{array}\text{ and }\beta _{\tau ,w}(s)=\{\begin{array}{cc}1\hfill & \hfill s>\tau +1\\ 0\hfill & \hfill s<\tau \end{array}.$$

Define $`f_{\tau ,i}=\beta _{\tau ,u}f_i`$ and $`g_{\tau ,j}=\beta _{\tau ,w}g_j`$. Let

$$N_\tau =𝐑\{f_{\tau ,1},\mathrm{},f_{\tau ,m},g_{\tau ,1},\mathrm{},g_{\tau ,n}\}$$

be the vector space generated by the asymptotic kernel of $`D_{v_\tau }`$. Note that each $`f_{\tau ,i}`$ and $`g_{\tau ,j}`$ is defined over $`\stackrel{~}{v}_\tau .`$ Let $`K_\tau =ker(D_{v_\tau }).`$ Let $`N_\tau ^{}`$ and $`K_\tau ^{}`$ be the $`L^2`$-complement of $`N_\tau `$ and $`K_\tau `$ in $`L_1^p(\stackrel{~}{v}_\tau ^{}\xi )`$ respectively.

###### Sublemma 3.1

There exists a constant $`C>0`$ independent of $`\tau `$ such that for any $`\eta N_\tau ^{}`$ with $`\tau `$ large enough,

$$\eta _{1,p}<D_{v_\tau }(\eta )_{0,p}.$$

Proof: Similar statement has been proved in \[F\], \[L\] and \[LT\].

Assume 3.1 is not true. Then there exists $`\eta _\tau N_\tau ^{}`$ such that

(a) $`\eta _\tau _{1,p}=1;`$ and

(b) $`D_{v_\tau }(\eta _\tau )_{0,p}0,`$

as $`\tau \mathrm{}.`$

We want to show that (a) and (b) contradicts to each other.

Let $`(\stackrel{~}{s},t)`$ be the new cylindrical coordinate for the ”neck” part of the domain $`S_\tau ^2\{z_{},z_+\}`$ of $`\stackrel{~}{v}_\tau `$, which starts at the middle of the neck. Then $`\stackrel{~}{s}(\rho _\tau ,\rho _\tau )`$, where $`\rho _\tau =\tau N^{}.`$ We want to show that in terms of this coordinate, $`\eta _\tau |_{[2,2]\times S^1}_{1,p}0`$ as $`\tau \mathrm{}.`$ To this end, let $`\stackrel{~}{\eta }_\tau `$ be $`\eta _\tau |_{(\rho _\tau ,\rho _\tau )\times S^1}`$ with respect to $`(\stackrel{~}{s},t)`$-coordinate. Since $`\stackrel{~}{\eta }_\tau _{1,p}<1`$, $`\stackrel{~}{\eta }_\tau `$ is weakly convergent to $`\stackrel{~}{\eta }_{\mathrm{}}L_1^p(𝐑\times S^1,𝐑^{2n})`$ in $`L_1^p`$-norm. Note that here we have used the fact that in the neck part $`(\rho _\tau ,\rho _\tau )\times S^1,`$ $`\stackrel{~}{\eta }_\tau L_1^p((\rho _\tau ,\rho _\tau )\times S^1,𝐑^{2n})`$. One can show that (b) implies that $`D_{\mathrm{}}\stackrel{~}{\eta }_{\mathrm{}}=0.`$ Here $`D_{\mathrm{}}=_\tau D_{v_\tau }`$. Note that if $`\tau <\tau ^{},D_{v_\tau ^{}}|_{(\rho _\tau ,\rho _\tau )\times S^1}=D_{v_\tau }.`$ However $`D_{\mathrm{}}`$ is an isomorphism. We have $`\stackrel{~}{\eta }_{\mathrm{}}=0`$. It follows from Sobelev embedding theorem that on any compact subset $`[R,R]\times S^1`$, $`\stackrel{~}{\eta }_\tau |_{[R,R]\times S^1}0`$ in $`C^0`$-norm. Since $`D_{v_\tau }\stackrel{~}{\eta }_\tau _{0,p}0`$, standard elliptic estimate implies that $`\stackrel{~}{\eta }_\tau |_{[2,2]\times S^1}_{1,p}0`$ as $`\tau \mathrm{}.`$

Let

$$\beta (\stackrel{~}{s})=\{\begin{array}{cc}1\hfill & \hfill 2<\stackrel{~}{s}<2\\ 0\hfill & \hfill \text{ otherwise }\end{array}$$

be a cut-off function. Write $`\eta _\tau =(1\beta )\eta _\tau +\beta \eta _\tau .`$ Then $`D_{v_\tau }((1\beta )\eta _\tau )=D_{u,w}((1\beta )\eta ).`$ Hence

$`(1\beta )\eta _\tau _{1,p}`$ $``$ $`CD_{u,w}(1\beta )\eta _\tau _{0,p}+|\pi (1\beta )\eta _\tau |`$
$`=`$ $`CD_{v_\tau }((1\beta )\eta _\tau )_{0,p}+|\pi (1\beta )\eta _\tau |0.`$
Here $`\pi `$ is the orthogonal projection map to the kernel of $`D_{u,w}.`$ Therefore, $`\eta _\tau _{1,p}(1\beta )\eta _\tau _{1,p}+\beta \eta _\tau _{1,p}0`$ as $`\tau \mathrm{}.`$

Therefore(a) and (b) contradict to each other.

QED

Now define

$$\stackrel{~}{D}_\tau :L_1^p(\stackrel{~}{v}_\tau ^{}\xi )L_0^p(\stackrel{~}{v}_\tau ^{}^{0,1}(\xi ))N_\tau $$

and

$$\stackrel{~}{D}_{u,w}:L_1^p(\stackrel{~}{u}_N^{}^{}\xi )L_1^p(\stackrel{~}{w}_N^{}^{}\xi )L_0^p(\stackrel{~}{u}_N^{}^{}^{0,1}(\xi ))L_0^p(\stackrel{~}{w}_N^{}^{}^{0,1}(\xi ))K_{u,w}$$

as follows.

Define $`\stackrel{~}{D}_{u,w}=D_{u,w}\pi _K`$, where $`\pi _K`$ is the orthogonal projection. Similarly, $`\stackrel{~}{D}_\tau =D_{v_\tau }\pi _\tau `$, where $`\pi _\tau `$ is the projection to $`N_\tau .`$

The previous sublemma shows that $`\stackrel{~}{D}_\tau |_{N_\tau ^{}}=D_{v_\tau }|_{N_\tau ^{}}`$ is injective. Therefore, $`\stackrel{~}{D}_\tau `$ is injective. Note that $`dimN_\tau =dimK_{u,w}`$. Therefore we only need to show that $`\stackrel{~}{D}_\tau `$ is also surjective when $`\tau `$ is large enough (note that $`\stackrel{~}{D}_{u,w}`$ is surjective, which follows from our assumption). To this end, it is more convenient to use $`L_2^2`$-norm for the domain of $`D_{u,w}`$ and $`D_\tau `$ before. Observe that since each element $`\varphi ker_{u,w}`$ or $`N_\tau `$ is in $`L_2^2`$, the function $`<\varphi ,>`$ is continuous on $`L_2^2`$. Therefore, $`\pi _K`$ and $`\pi _\tau `$ and hence $`\stackrel{~}{D}_{u,w}`$ and $`\stackrel{~}{D}_\tau `$ are well-defined by replacing $`L_2^2`$-norm of the domain with $`L_2^2`$-norm, and $`L_1^2`$\- norm od the target with $`L_3^2`$-norm. Now passing to the dual of $`\stackrel{~}{D}_\tau ^{}`$ and $`\stackrel{~}{D}_{u,w}^{}`$ and note that the domains of the operators have $`L_3^2`$-norm and the ranges have $`L_2^2`$-norm.

We now in the position to apply the previous lemma to deduce that the injectivity of $`\stackrel{~}{D}_{u,w}^{}`$ implies the injectivity of $`\stackrel{~}{D}_\tau ^{}`$ when $`\tau `$ is large enough.

QED

Now we can compare the virtual dimension of $`\stackrel{~}{}(x_{},x,x_+;J)`$ near $`(\stackrel{~}{u}_N^{},\stackrel{~}{w}_N^{})`$ with the dimension of $`\stackrel{~}{}(x_{},x_+;J)`$ near $`\stackrel{~}{v}_\tau .`$ We start with two particular but most important cases. The first case is that $`\stackrel{~}{u}_N^{}\stackrel{~}{}(x,J)`$ is an almost holomorphic plane with a positive end $`x`$ and $`\stackrel{~}{w}_N^{}\stackrel{~}{}(x_{},x,x_+;J)`$ is a connecting almost holomorphic map of three ends $`(x_{},x)`$ and $`x_+`$, where $`(x_{},x)`$ are negative ends and $`x_+`$ is the positive one such that their asymptotic limits as parameterized closed orbits agree at $`x`$. Let $`\stackrel{~}{}(x;(x_{},x),x_+;J)`$ be the moduli space of all such pairs. This corresponding to the case of only one bubble. As we mentioned before, in the simplest case of of bubbling off only one bubble, the domain splits into three components rather than just two as considered here. However, as far as the computation of the index is concerned, we still can consider above case first.

We want to compare the local dimension, $`dim_{loc_{(u,w)}}\{\stackrel{~}{}(x;(x_{},x),x_+;J)\}`$ near $`(\stackrel{~}{u}_N^{},\stackrel{~}{w}_N^{})`$ with the local dimension $`dim_{loc_{v_\tau }}\stackrel{~}{}(x_{},x_+;J)`$ near $`\stackrel{~}{v}_\tau .`$ Note that $`\stackrel{~}{}(x_{},x_+)`$ is the moduli space of connecting maps between these two ends $`x_{}`$ and $`x_+`$.

Now

$`dim_{loc_{(u,w)}}\{\stackrel{~}{}(x;(x_{},x),x_+;J)\}`$
$`=(Ind(L_{1,u})+Ind(L_{1,w})1)+Ind(D_{u,w})`$
$`=(2+21)+Ind(D_{u,w})=2+Ind(D_{v_\tau })+1`$
$`=Ind(L_{1,v_\tau })+Ind(D_{v_\tau })+1`$
$`=dim_{loc_{v_\tau }}\{\stackrel{~}{}(x_{},x_+;J)\}+1.`$
Now the dimension of the symmetries of the domain of $`(\stackrel{~}{u}_N^{},\stackrel{~}{w}_N^{})`$ is 3 while the dimension of the symmetries of the domain of $`\stackrel{~}{v}_\tau `$ is 2. Hence for unparameterized curves, the two moduli spaces have the same dimension. Finally, put the $`𝐑`$\- symmetry in target into consideration, we have:

###### Proposition 3.2

$`dim_{loc,(u,w)}((x;(x_{},x),x_+;J))=dim_{loc,v_\tau }((x_{},x_+;J))1.`$

That is bubbling off only one bubble is a codimension one phenomenon.

The second important case is that both $`\stackrel{~}{u}_N^{}`$ and $`\stackrel{~}{w}_N^{}`$ are connecting maps between two ends. As above, a direct calculation shows the following:

###### Proposition 3.3

$`dim_{loc,(u,w)}((x_{},x,x_+;J))=dim_{loc,v_\tau }((x_{},x_+;J))1.`$ That is splitting a connecting map into broken ones of two elements is also a codimension one phenomenon.

A direct calculation shows that both of above statements are true also for the multi-ends case. We have:

###### Proposition 3.4

For a family of connecting pseudo-holomorphic maps with multi-ends, both bubbling off one bubble and splitting off a connecting map of two ends are codimension one phenomenon.

Note that in the case that the above connecting maps split off a trivial connecting map, we have used the reduced Banach space neighborhood $`^0(u)`$ for the trivial map to compute the relevant index here.

###### Proposition 3.5

When a family of connecting pseudo-holomorphic map of multi-ends splits into a family of broken connecting pseudo-holomorphic maps of two elements, each being multi-ends, the splitting has codimension two.

Proof: Here ”multi-ends” means that the number of the ends here is at least three. The proof follows from a direct computation of the relevant indices.

QED

Not that in the last two statements, we allow the marked points to move.

Finally, combine these proposition together, we have the following theorem

###### Theorem 3.1

Given a family of connecting pseudo-holomorphic maps, virtually, the bubbling is a co-dimension one phenomenon while the splitting off the connecting maps into the broken ones of two elements is codimension one.


text:
# EVENT SHAPES AND POWER CORRECTIONS IN 𝒆𝒑 DIS AT HERA

## 1 Introduction

Event shapes are observables designed to study the influence of the strong interaction on hadronic final states by characterizing deviations from the pencil-like structure to be expected within the framework of the quark parton model. Measurements have shown, however, that even at energies as high as the $`Z`$ mass non-perturbative effects have to be taken into account. The search for a better theoretical understanding of these non-perturbative contributions has prompted a revival of interest in event shapes.$`^\mathrm{?}`$

## 2 The Measured Data

A suitable frame of reference to study event shapes in DIS is the Breit frame which maximizes the separation between the current jet from the struck quark and the proton remnant. In this frame, the exchanged gauge boson is purely space-like with four-momentum $`q=\{0,0,0,Q\}`$. Within the framework of the quark parton model, the incoming quark with longitudinal momentum $`p_{qz}^{\mathrm{in}}=Q/2`$ is back-scattered into the current hemisphere ($`z<0`$) with $`p_{qz}^{\mathrm{out}}=Q/2`$ while the proton fragments into the opposite direction (remnant hemisphere, $`z>0`$). The studies presented by the H1 and ZEUS collaborations $`^{\mathrm{?},\mathrm{?}}`$ investigate five event shapes which are confined to the current region: thrust with respect to the thrust axis ($`\tau _C`$, $`\tau _m`$), thrust and jet broadening with respect to the boson axis ($`\tau `$, $`\tau _z`$; $`B`$, $`B_c`$), jet mass ($`\rho `$) and the $`C`$-parameter ($`C`$). In order to keep these variables infrared-safe, the total energy in the current hemisphere has to exceed 20% (H1) or 6% (ZEUS) of the value expected from the quark parton model ($`Q/2`$). In addition, H1 has studied two kinds of differential two-jet rates, i.e. the transition value from $`(2+1)`$ to $`(1+1)`$ jets,aaaThe $`+1`$ denotes the proton remnant jet. exploiting the full phase space: the factorizable JADE ($`y_{fJ}`$) and the $`k_t`$ algorithm ($`y_{k_t}`$).

The analyzed data cover a kinematic range in $`Q`$ from $`7\mathrm{GeV}`$ ($`9\mathrm{GeV}`$) up to $`100\mathrm{GeV}`$ ($`141\mathrm{GeV}`$) for H1 (ZEUS) and are integrated over the scaling variable Bjørken $`x`$ in H1 whereas ZEUS employs a binning in $`x`$ as well. Note that while unfolding the influence of the detector on the measured data ZEUS additionally corrects as proposed $`^\mathrm{?}`$ for mass effects by assuming all hadrons to be massless (P scheme). This leads to differences for the means of the jet mass between ZEUS ($`\rho _0`$) and H1 ($`\rho `$) as shown in fig. 1. Thrust, jet broadening and the $`C`$-parameter are unaffected because they are derived from three-momenta and are in good agreement between the two collaborations.

## 3 Power Corrections to Mean Values

Hadronization effects on an event shape, generically labelled as $`F`$, are treated within the concept of power corrections which appear as additive terms to the perturbative predictions for the mean values and are proportional to $`1/Q^p`$ with exponents $`p=1`$ ($`p=2`$ for $`y_{k_t}`$):

$$F=F^{\mathrm{pert}}+F^{\mathrm{pow}}=F^{\mathrm{pert}}+a_F𝒫$$
(1)
with $`a_F`$ being a $`F`$ dependent calculable coefficient. A simple form of $`𝒫\mathrm{const}/Q^p`$ is not sufficient to describe the data $`^\mathrm{?}`$. A more sophisticated approach $`^\mathrm{?}`$ introduces for $`p=1`$

$$𝒫=1.61\frac{\mu _I}{Q}\left[\overline{\alpha }_0(\mu _I)\alpha _s(Q)1.22\left(\mathrm{ln}\frac{Q}{\mu _I}+1.45\right)\alpha _s^2(Q)\right]$$
(2)
where the renormalization scale has been identified with $`Q`$ and $`\mu _I=2\mathrm{GeV}`$ is the infrared-matching scale below which the strong interaction is parameterized by a non-perturbative parameter $`\overline{\alpha }_0`$ that corresponds to an average effective strong coupling in the infrared region.

The results of fits of $`\overline{\alpha }_0`$ and $`\alpha _s(M_Z)`$ according to eqs. 1 and 2 are summarized in fig. 2 in the form of contours of $`\chi ^2(\alpha _s,\overline{\alpha }_0)=\chi _{\mathrm{min}}^2+4`$. For $`\tau _C`$ ($`\tau _m`$) and $`C`$ there is fair agreement whereas due to the different treatment of hadron masses in the correction procedure the jet masses $`\rho `$ ($`\rho _0`$) differ. Performing the fit simultaneously for two different regions in $`x`$ as done by ZEUS is more problematic and leads to the larger discrepancies which are observed for $`\tau `$ and $`B`$. For a comparison to results from $`e^+e^{}`$ annihilation see $`^\mathrm{?}`$.

On the right hand side of fig. 2 the influence of discrepancies $`^\mathrm{?}`$ that have been observed for the two pQCD programs DISENT $`^\mathrm{?}`$ and DISASTER++ $`^\mathrm{?}`$ is demonstrated. DISASTER++ leads in general to a somewhat smaller $`\overline{\alpha }_0`$ and to slightly more consistent values of $`\alpha _s(M_Z)`$.

Similar fits have been performed by H1 $`^\mathrm{?}`$ for the differential two-jet rates $`y_{fJ}`$ and $`y_{k_t}`$ both of which exhibit much smaller hadronization corrections than the other event shapes. In the case of $`y_{fJ}`$ the suggested value of $`a_{y_{fJ}}=1`$, i.e. the same as for thrust, can be excluded from the data. For the $`k_t`$ algorithm the coefficient of the $`p=2`$ power correction is not known and due to large correlations for a three parameter fit it can only be stated that the data are consistent with quadratic power law corrections.

## 4 Power Corrections to Distributions

If distributions in the event shapes confined to the current hemisphere are studied the power corrections can (except for $`B`$) be written as

$$\frac{1}{\sigma _{\mathrm{tot}}}\frac{d\sigma (F)}{dF}=\frac{1}{\sigma _{\mathrm{tot}}}\frac{d\sigma ^{\mathrm{pert}}(Fa_F𝒫)}{dF}$$
(3)
provided $`\mu _I/QF`$. The power term $`𝒫`$ is exactly the same as that of eq. 2. Fig. 3 shows fits of the next-to-leading order calculations for the distributions in $`C`$ and $`y_{k_t}`$, with and without power correction, respectively. In general, these exercises lead to inconsistent results between the outcome of fits to the means and the distributions of the same observable, e.g. $`C`$ gives for ($`\overline{\alpha }_0`$, $`\alpha _s(M_Z)`$) $`(0.45,0.130)`$ from $`C`$ and $`(0.62,0.131)`$ from $`d\sigma /dC`$. A scheme for matching resummed and next-to-leading order distributions, which for $`ep`$ DIS has only recently become available $`^\mathrm{?}`$, may be necessary. Only in case of the differential two-jet rates, where hadronization corrections are smaller, can reasonable fits at sufficiently high $`Q`$ be obtained while neglecting power corrections completely. An example is given in fig. 3 for $`y_{k_t}`$.

Including resummed predictions, the same techniques have been successfully applied in $`e^+e^{}`$ annihilation $`^\mathrm{?}`$.

## 5 Conclusion

In summary, the power correction approach to hadronization appears to work well in $`ep`$ DIS and $`e^+e^{}`$ annihilation, although some theoretical and experimental questions remain. An approximately universal value of $`\overline{\alpha }_00.5\pm 20\%`$ can be deduced. With further progress in resummed predictions, a fruitful future lies ahead of us.

## References