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# Layered restrictions and Chebyshev polynomials

## 1. Introduction and Main Result

Let $`\pi 𝔖_n`$ and $`\tau 𝔖_k`$ be two permutations. An occurrence of $`\tau `$ in $`\pi `$ is a subsequence $`1i_1<i_2<\mathrm{}<i_kn`$ such that $`(\pi _{i_1},\mathrm{},\pi _{i_k})`$ is order-isomorphic to $`\tau `$; in such a context $`\tau `$ is usually called a pattern. We say that $`\pi `$ avoids $`\tau `$, or is $`\tau `$-avoiding, if there is no occurrence of $`\tau `$ in $`\pi `$. The set of all $`\tau `$-avoiding permutations in $`𝔖_n`$ is denoted $`𝔖_n(\tau )`$. For an arbitrary finite collection of patterns $`T`$, we say that $`\pi `$ avoids $`T`$ if $`\pi `$ avoids any $`\tau T`$; the corresponding subset of $`𝔖_n`$ is denoted $`𝔖_n(T)`$.

In several recent papers \[CW,  MV,  Kr\], the authors express generating functions for the number of permutations avoiding certain collections $`T`$ in terms of Chebyshev polynomials. More specifically, the main result of \[CW\] can be formulated as follows.

###### Theorem 1.1 ({\rm\cite{CW, Theorem~3.1})}

Let $`T_1=\{(1,2,3),(k1,k2,\mathrm{},1,k)\}`$, $`T_2=\{(2,1,3),(1,2,\mathrm{},k)\}`$, and $`T_3=\{(2,1,3),(k,1,2,\mathrm{},k1)\}`$, then the sequences $`|𝔖_n(T_i)|`$, $`i=1,2,3`$, have the same generating function

$$R_k(x)=\frac{U_{k1}\left(\frac{1}{2\sqrt{x}}\right)}{\sqrt{x}U_k\left(\frac{1}{2\sqrt{x}}\right)},$$

where $`U_r(\mathrm{cos}\theta )=\mathrm{sin}(r+1)\theta /\mathrm{sin}\theta `$ is the Chebyshev polynomial of the second kind.

Paper \[MV\] gives a different proof of Theorem 1.1 for the case of $`T_2`$, and provides explicit expressions for the generating functions of permutations avoiding $`(2,1,3)`$ and containing $`(1,2,\mathrm{},k)`$ a fixed number of times, or avoiding $`(1,2,\mathrm{},k)`$ and containing $`(2,1,3)`$, via the same Chebyshev polynomials. Still another proof of Theorem 1.1 (for all the three cases) based on the use of Dyck paths is given in \[Kr\], together with the corresponding generalizations (to permutations avoiding the shorter pattern and containing the longer one a fixed number of times).

In this paper, we give a completely different generalization of Theorem 1.1 for the case of $`T_1`$. Following \[Bo\], we say that $`\tau 𝔖_k`$ is $`p`$-layered if it consists of the disjoint union of $`p`$ substrings (the layers) so that the entries decrease within each layer, and increase between the layers. For any $`k_1,\mathrm{},k_p1`$ we denote by $`w(k_1,\mathrm{},k_p)`$ the unique layered pattern of length $`k=k_1+\mathrm{}+k_p`$ whose $`i`$th layer is of length $`k_i`$. For example, the only $`1`$-layered pattern of length $`k`$ is $`w(k)=(k,k1,\mathrm{},1)`$, and the only $`k`$-layered pattern of length $`k`$ is $`w(1,\mathrm{},1)=(1,2,\mathrm{},k)`$. Thus, the longer pattern in the collection $`T_1`$ above is just the $`2`$-layered pattern $`w(k1,1)`$.

The main result of this paper is as follows.

###### Theorem 1.2

Let $`T=\{(1,2,3),\tau \}`$, where $`\tau 𝔖_k`$, $`kp`$, is an arbitrary $`p`$-layered pattern, and let $`F_T(x)=_{n0}|𝔖_n(T)|x^n`$. Then:

(i) if $`p=1`$ then $`F_T(x)`$ is a polynomial of degree $`2k2`$;

(ii) if $`p=2`$ then $`F_T(x)=R_k(x)`$;

(iii) if $`p3`$ then $`F_T(x)=(1\sqrt{14x})/2x`$.

In fact, only statement (ii) is new, while (i) and (iii) are added for the sake of completeness. Indeed, if $`p=1`$ then $`\tau =w(k)`$, and by \[ES\], there exists a permutation in $`𝔖_n`$ avoiding both $`(1,2,\mathrm{},l)`$ and $`(m,m1,\mathrm{},1)`$ for $`n=(m1)(l1)`$, and there are no such permutations for any $`n>(m1)(l1)`$. On the other hand, if $`p3`$ then $`\tau `$ evidently contains $`(1,2,3)`$, hence $`|𝔖_n(T)|=|𝔖_n(1,2,3)|=c_n`$, the $`n`$th Catalan number (see e.g. \[Kn,  SS\]), and the generating function of Catalan numbers is known to be $`(1\sqrt{14x})/2x`$.

Our proof of Theorem 1.2 is based on finding a recursion for the numbers in question by purely analytical means. In spite of the paradigm formulated in \[Kr\], that any enumeration problem leading to Chebyshev polynomials is related to Dyck paths, it would be tempting to find a proof that exploits such a relation.

The final version of this paper was written during the second author’s (A.V.) stay at Max–Planck–Institut für Mathematik in Bonn, Germany. A.V. wants to express his gratitude to MPIM for the support.

## 2. Proofs

Denote by $`T^{d,k}`$ the collection $`\{(1,2,3),w(kd,d)\}`$, and by $`f_n^{d,k}`$ the number of permutations in $`𝔖_n(T^{d,k})`$, $`1dk1`$. The following observation is obtained straightforwardly from the definitions and usual symmetry operations (reversal and complement).

###### Lemma 2.1

$`f_n^{d,k}=f_n^{kd,k}`$ for all $`d`$, $`1dk1`$.

In what follows we assume that $`k3`$ and $`d`$ are fixed, and omit the indices $`d`$, $`k`$ whenever appropriate; for example, instead of $`f_n^{d,k}`$ we write just $`f_n`$. Moreover, it follows from Lemma 2.1 that we may assume that

$$kdd.$$
$`1`$
For any $`n1`$ and any $`m`$ such that $`1mn`$, we denote by $`g_n(i_1,\mathrm{},i_m)=g_n^{d,k}(i_1,\mathrm{},i_m)`$ the number of permutations $`\pi 𝔖_n(T^{d,k})`$ such that $`\pi _j=i_j`$ for $`j=1,\mathrm{},m`$; the corresponding subset of $`𝔖_n(T^{d,k})`$ is denoted by $`G_n(i_1,\mathrm{},i_m)`$.

The following properties of the numbers $`g_n(i_1,\mathrm{},i_m)`$ can be deduced easily from the definitions.

###### Lemma 2.2

(i) Let $`n2`$ and $`1in`$, then

$$g_n(\mathrm{},i,\mathrm{},i,\mathrm{})=0.$$

(ii) Let $`n3`$, $`1mn2`$, and $`n2i_1>i_2>\mathrm{}>i_m1`$, then

$$g_n(i_1,\mathrm{},i_m,j)=0\text{for }i_m+1jn1.$$

(iii) Let $`n3`$, $`1m\mathrm{min}\{n,kd\}1`$, and $`n1i_1>i_2>\mathrm{}>i_m1`$, then

$$g_n(i_1,\mathrm{},i_m,n)=g_{n1}(i_1,\mathrm{},i_m).$$

(iv) Let $`n3`$, $`2mn`$, $`i_1nd+1`$, and $`ni_1>i_2>\mathrm{}>i_m1`$, then

$$g_n(i_1,\mathrm{},i_m)=g_{n1}(i_2,\mathrm{},i_m).$$

(v) Let $`nk`$, $`kdmnd`$, and $`ndi_1>i_2>\mathrm{}>i_m1`$, then

$$g_n(i_1,\mathrm{},i_m)=0.$$

###### Demonstration Proof

Property (i) is evident. To prove (ii) is enough to observe that if $`\pi G_n(i_1,\mathrm{},i_m,j)`$ then the entries $`i_m`$, $`j`$, and $`n`$ give an occurrence of $`(1,2,3)`$ in $`\pi `$, a contradiction.

To prove (iii), denote by $`\pi ^{}`$ the permutation obtained from $`\pi `$ by deleting its largest entry. Then $`\pi G_n(i_1,\mathrm{},i_m,n)`$ if and only if $`\pi ^{}G_{n1}(i_1,\mathrm{},i_m)`$, since entry $`n`$ placed as in (iii) cannot be used in an occurrence of $`(1,2,3)`$ or $`w(kd,d)`$ in $`\pi `$.

The proof of (iv) goes along the same lines. We denote by $`\pi ^{}`$ the permutation obtained from $`\pi `$ by deleting entry $`i_1`$ and subtracting $`1`$ from all the entries greater than $`i_1`$; then $`\pi G_n(i_1,\mathrm{},i_m)`$ if and only if $`\pi ^{}G_{n1}(i_2,\mathrm{},i_m)`$. Indeed, the only if part is trivial, so assume that $`\pi ^{}G_{n1}(i_2,\mathrm{},i_m)`$, and there exists an occurrence of $`(1,2,3)`$ or $`w(kd,d)`$ in $`\pi `$. Evidently, such an occurrence makes use of $`i_1`$. If $`(i_1,j_1,j_2)`$ is an occurrence of $`(1,2,3)`$, then $`j_1`$ and $`j_2`$ lie to the right of $`i_m`$, and since $`i_1>i_m`$, the triple $`(i_m,j_1,j_2)`$ is an occurrence of $`(1,2,3)`$ in $`\pi ^{}`$, a contradiction. Otherwise, $`i_1`$ enters an occurrence of $`w(kd,d)`$, and hence $`\pi `$ contains at least $`d`$ entries strictly greater than $`i_1`$, a contradiction.

Finally, to prove (v), consider all the entries of $`\pi `$ greater than $`i_1`$. There are at least $`d`$ such entries, and all of them lie to the right of $`i_m`$. If a pair $`(j_1,j_2)`$ of these entries is an occurrence of $`(1,2)`$, then $`(i_m,j_1,j_2)`$ is an occurrence of $`(1,2,3)`$, a contradiction. Hence, all these entries provide an occurrence of $`(p,p1,\mathrm{},1)`$ for some $`pd`$; therefore, any $`d`$ out of these entries, together with any $`kd`$ entries out of $`i_1,\mathrm{},i_m`$, give an occurrence of $`w(kd,d)`$. ∎

Now we introduce several objects that play an important role in the proof of the main result. For $`nd+1`$ and $`1m\mathrm{min}\{n,k\}d`$ we define

$$\begin{array}{c}(n,m)=\{(i_1,\mathrm{},i_m)mji_{j+1}i_j1,j=0,\mathrm{},m1\},i_0=nd+1,\\ 𝒥(n,m)=\{(i_1,\mathrm{},i_m)mji_{j+1}i_j1,j=0,\mathrm{},m1\},i_0=nd+2,\\ 𝒦(n,m)=\{(i_1,\mathrm{},i_m)(i_1,\mathrm{},i_{m1})(n,m1),1i_mi_{m1}1\},\end{array}$$

and put

$$A(n,m)=\underset{(i_1,\mathrm{},i_m)(n,m)}{}g_n(i_1,\mathrm{},i_m).$$

###### Theorem 2.3

Let $`nd+2`$ and $`2m\mathrm{min}\{n,kd\}1`$, then

$$A(n,m)=A(n1,m1)+A(n,m+1).$$

###### Demonstration Proof

By the definition,

$$A(n,m)=\underset{(i_1,\mathrm{},i_m)(n,m)}{}\underset{j=1}{\overset{n}{}}g_n(i_1,\mathrm{},i_m,j).$$

Let us decompose the internal sum into three subsums over the intervals $`1ji_m1`$, $`i_mjn1`$, $`j=n`$, and denote them $`S_1`$, $`S_2`$, and $`S_3`$, respectively. Evidently,

$`S_1`$ $`={\displaystyle \underset{(i_1,\mathrm{},i_m)(n,m)}{}}{\displaystyle \underset{j=1}{\overset{i_m1}{}}}g_n(i_1,\mathrm{},i_m,j)`$
$`={\displaystyle \underset{(i_1,\mathrm{},i_m,j)𝒦(n,m+1)}{}}g_n(i_1,\mathrm{},i_m,j).`$
It is easy to see that if $`(i_1,\mathrm{},i_m,j)𝒦(n,m+1)`$ and $`(i_1,\mathrm{},i_m,j)(n,m+1)`$ then there exists $`p`$, $`1pm`$, such that $`i_p=j`$, and therefore by Lemma 2.2(i),

$$S_1=\underset{(i_1,\mathrm{},i_m,j)(n,m+1)}{}g_n(i_1,\mathrm{},i_m,j)=A(n,m+1).$$

Next,

$$S_2=\underset{(i_1,\mathrm{},i_m)(n,m)}{}\underset{j=i_m}{\overset{n1}{}}g_n(i_1,\mathrm{},i_m,j)=0$$

by Lemma 2.2(i) and (ii). Finally, by Lemma 2.2(iii),

$`S_3`$ $`={\displaystyle \underset{(i_1,\mathrm{},i_m)(n,m)}{}}g_n(i_1,\mathrm{},i_m,n)`$
$`={\displaystyle \underset{(i_1,\mathrm{},i_m)𝒥(n1,m)}{}}g_{n1}(i_1,\mathrm{},i_m).`$
Denote the latter expression by $`B(n1,m)`$, so

$$A(n,m)=A(n,m+1)+B(n1,m),$$
$`2`$
for $`nd+1`$, $`1m\mathrm{min}\{n,kd\}1`$.

Consider now $`B(n,m+1)`$. One has

$`B(n,m+1)`$ $`={\displaystyle \underset{(i_1,\mathrm{},i_m,j)(n,m+1)}{}}g_n(i_1,\mathrm{},i_m,j)`$
$`+{\displaystyle \underset{(i_21,\mathrm{},i_m1,j1)𝒥(n,m)}{}}g_n(nd+1,i_2,\mathrm{},i_m,j),`$
and by Lemma 2.2(iv), the second term in the right hand side equals $`B(n1,m)`$. Therefore,

$$B(n,m+1)=A(n,m+1)+B(n1,m)$$

for $`nd+1`$, $`1m\mathrm{min}\{n,kd\}1`$.

Comparing this with (2) one gets $`B(n,m+1)=A(n,m)`$ for $`nd+1`$, $`1m\mathrm{min}\{n,kd\}1`$, and hence

$$A(n,m)=A(n1,m1)+A(n,m+1)$$

for $`nd+2`$, $`2m\mathrm{min}\{n,kd\}1`$. ∎

Our next aim is to express $`A(n,m)`$ in terms of $`f_j`$’s. We start from the following result.

###### Lemma~2.4

Let $`nd+2`$ and $`1jd`$, then

$$g_n(n+1j)=\underset{i=0}{\overset{j1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{j1i}{i}\right)f_{n1i}.$$
$`3`$
###### Demonstration Proof

Let $`n3`$; it is clear that $`g_n(n)=f_{n1}`$, hence (3) holds for $`j=1`$ and $`n3`$. Moreover, if $`d1`$ then $`g_n(n1)=f_{n1}`$ as well, and hence (3) holds also for $`j=2`$ and $`n3`$. This gives the basis for the induction.

Next, observe that

$$g_n(n+2j)g_n(n+1j)=g_{n1}(n+2j)$$

for $`n3`$, $`3j\mathrm{min}\{d,n\}`$. Indeed,

$$g_n(r)=\underset{i=1}{\overset{n}{}}g_n(r,i).$$

The sum in the right hand side is subdivided into four sums: for $`1ir1`$, for $`i=r`$, for $`r+1in1`$, and for $`i=n`$, respectively. Using Lemma 2.2(iv), (i), (ii), and (iii) respectively, we get

$$g_n(r)=\underset{i=1}{\overset{r}{}}g_{n1}(i)$$

for $`n3`$ and $`n+1drn1`$. Observe that condition $`mkd1`$ from Lemma 2.2(iii) is satisfied by virtue of (1) and $`k3`$. It remains to substitute $`r=nj+1`$ and $`r=nj+2`$, and to find the difference between the right hand sides; the restrictions on $`r`$ are transformed into $`3jd`$.

Finally, it is easy to check that

$$\begin{array}{c}\underset{i=0}{\overset{j2}{}}(1)^i\left(\genfrac{}{}{0pt}{}{j2i}{i}\right)f_{n1i}\underset{i=0}{\overset{j3}{}}(1)^i\left(\genfrac{}{}{0pt}{}{j3i}{i}\right)f_{n2i}\hfill \\ \hfill =\underset{i=0}{\overset{j1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{j1i}{i}\right)f_{n1i},\end{array}$$

for any $`n2`$ and $`j3`$, and hence (3) is satisfied for $`n3`$ and $`1j\mathrm{min}\{d,n1\}`$. It follows now from (1) that (3) is satisfied for $`nd+2`$ and $`1jd`$. ∎

We are now ready to find an expression for $`A(n,m)`$ similar to expression (3) for $`g_n(n+1j)`$.

###### Theorem 2.5

Let $`nk`$ and $`1mkd`$, then

$$A(n,m)=\underset{i=0}{\overset{m+d}{}}(1)^i\left(\genfrac{}{}{0pt}{}{m+di}{i}\right)f_{ni}.$$
$`4`$
###### Demonstration Proof

Similarly to the proof of Lemma 2.4, we first check (4) for $`m=1`$ and $`m=2`$. Clearly,

$$A(n,1)=\underset{j=1}{\overset{nd}{}}g_n(j)=f_n\underset{j=1}{\overset{d}{}}g_n(n+1j).$$

Using (3) we get

$`A(n,1)`$ $`=f_n{\displaystyle \underset{j=1}{\overset{d}{}}}{\displaystyle \underset{i=0}{\overset{j1}{}}}(1)^i\left({\displaystyle \genfrac{}{}{0pt}{}{j1i}{i}}\right)f_{n1i}`$
$`=f_n{\displaystyle \underset{i=0}{\overset{d1}{}}}(1)^if_{n1i}{\displaystyle \underset{j=i+1}{\overset{d}{}}}\left({\displaystyle \genfrac{}{}{0pt}{}{j1i}{i}}\right)`$
$`={\displaystyle \underset{i=0}{\overset{d+1}{}}}(1)^i\left({\displaystyle \genfrac{}{}{0pt}{}{d+1i}{i}}\right)f_{ni}`$
for $`nd+2`$, so (4) holds for $`m=1`$ and $`nd+2`$.

Next, by (2), we have

$$A(n,2)=A(n,1)B(n1,1)=A(n,1)A(n1,1)g_{n1}(nd)$$

for $`nd+2`$ (condition $`m=1kd1`$ follows from (1) and $`k3`$ as in the proof of Lemma 2.4). Using (3) for $`j=d`$ and (4) for $`m=1`$ we get

$$\begin{array}{c}A(n,2)=\underset{i=0}{\overset{d+1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{d+1i}{i}\right)f_{ni}\hfill \\ \hfill \underset{i=0}{\overset{d+1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{d+1i}{i}\right)f_{n1i}\underset{i=0}{\overset{d1}{}}(1)^i\left(\genfrac{}{}{0pt}{}{d1i}{i}\right)f_{n2i}\\ \hfill =\underset{i=0}{\overset{d+2}{}}(1)^i\left(\genfrac{}{}{0pt}{}{d+2i}{i}\right)f_{ni}\end{array}$$

for $`nd+2`$, so (4) holds for $`m=2`$ and $`nd+2`$.

Finally, by Theorem 2.3,

$$A(n,m)=A(n,m1)A(n1,m2)$$

for $`nd+2`$ and $`3mkd`$, so by induction we get

$`A(n,m)`$ $`={\displaystyle \underset{i=0}{\overset{m1+d}{}}}(1)^i\left({\displaystyle \genfrac{}{}{0pt}{}{m1+di}{i}}\right)f_{ni}{\displaystyle \underset{i=0}{\overset{m2+d}{}}}(1)^i\left({\displaystyle \genfrac{}{}{0pt}{}{m2+di}{i}}\right)f_{n1i}`$
$`={\displaystyle \underset{i=0}{\overset{m+d}{}}}(1)^i\left({\displaystyle \genfrac{}{}{0pt}{}{m+di}{i}}\right)f_{ni}`$
for $`nd+2`$ and $`1m\mathrm{min}\{n+1,k\}d`$, and hence for $`nk`$ and $`1mkd`$. ∎

Now we are ready to prove Theorem 1.2 for $`k3`$. First of all, it follows from Lemma 2.2(v) that $`A(n,kd)=0`$ for all $`nk`$. Hence, by Theorem 2.5,

$$\underset{i=0}{\overset{k}{}}(1)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)f_{ni}=0$$

for $`nk`$, or, equivalently,

$$\underset{i=0}{\overset{k}{}}\underset{nk}{}(1)^ix^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)f_{ni}x^{ni}=0.$$

Evidently, for $`nk1`$ the layered restriction is void, so by \[Kn,  SS\], $`f_n=c_n`$ for $`0nk1`$, where $`c_n`$ is the $`n`$th Catalan number. Therefore

$$\underset{i=0}{\overset{k}{}}(x)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)\left(F_T(x)\underset{j=0}{\overset{ki1}{}}x^jc_j\right)=0.$$
$`5`$
Recall that the Chebyshev polynomials of the second kind satisfy relation

$$x^{k/2}U_k\left(\frac{1}{2\sqrt{x}}\right)=\underset{i=0}{\overset{k}{}}(x)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)$$

(see \[Ri,  pp.~75, 76\]), while the Catalan numbers satisfy relation

$$\underset{i=0}{\overset{l}{}}(1)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)c_{li}=(1)^l\left(\genfrac{}{}{0pt}{}{k1l}{l}\right)$$

for $`lk1`$ (see \[Ri,  pp.~152--154\]), and hence

$$\underset{i=0}{\overset{k}{}}(x)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)\underset{j=0}{\overset{ki1}{}}x^jc_j=\underset{l=0}{\overset{k1}{}}x^l\underset{i=0}{\overset{l}{}}(1)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)c_{li}=\underset{l=0}{\overset{k1}{}}(x)^l\left(\genfrac{}{}{0pt}{}{k1l}{l}\right).$$

Therefore, (5) yields

$$F_T(x)=\frac{_{i=0}^{k1}(x)^i\left(\genfrac{}{}{0pt}{}{k1i}{i}\right)}{_{i=0}^k(x)^i\left(\genfrac{}{}{0pt}{}{ki}{i}\right)}=\frac{U_{k1}\left(\frac{1}{2\sqrt{x}}\right)}{\sqrt{x}U_k\left(\frac{1}{2\sqrt{x}}\right)}=R_k(x)$$

for $`k3`$.

The remaining case $`k=2`$ is trivial, since $`R_2(x)=(1x)^1`$, which is equivalent to the fact that there is exactly one permutation of length $`n`$ avoiding $`w(1,1)=(1,2)`$.


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# Recent Progress in Understanding Nucleosynthesis via Rapid Neutron Capture

## Introduction

The grand scheme for production of various elements was set down more than forty years ago bbfh ; al . Within this grand scheme, approximately half of the heavy elements with mass numbers $`A>100`$ in the solar system were produced via rapid neutron capture, the $`r`$-process. A crude picture for the $`r`$-process is as follows. One starts with some seed nuclei and lots of neutrons. The seed nuclei then rapidly capture these neutrons to make very neutron-rich unstable progenitor nuclei. After neutron capture stops, the progenitor nuclei successively $`\beta `$-decay towards stability and become the $`r`$-process nuclei observed in nature. For a given species of seed nuclei with mass number $`A_s`$, the group of nuclei produced by the $`r`$-process are determined by the number of neutrons per seed nucleus, or the neutron-to-seed ratio $`n/s`$, at the beginning of the $`r`$-process. The average mass number of the produced $`r`$-process nuclei is $`A=A_s+n/s`$.

There are two prominent peaks at $`A=130`$ and 195, respectively, in the solar $`r`$-process abundance pattern. In order to produce the peak at $`A=130`$, we need $`n/s40`$ if we start from seed nuclei with $`A_s90`$. By comparison, if we start with the same seed nuclei but a higher $`n/s90`$, the $`r`$-process dominantly produces nuclei with $`A>130`$, including the peak at $`A=195`$. In general, an astrophysical event would eject, for example, a certain amount of $`r`$-process material with $`n/s40`$ plus some other amount with $`n/s90`$. The ratio of these two amounts then determines the overall $`r`$-process abundance pattern produced by this event. A natural question is whether every $`r`$-process event produces the same abundance pattern or there should be distinct kinds of events producing very different $`r`$-process abundance patterns. In other words, we would like to know whether the solar $`r`$-process abundance pattern is produced by every $`r`$-process event or just reflects a mixture of different patterns produced by distinct kinds of events. In either case, we also would like to know which astrophysical objects are associated with the $`r`$-process.

Here I discuss the progress that we have made recently in answering the above questions. The answers to these questions have important implications for properties of neutrinos, nuclei far from stability, and nuclear matter. I discuss the implications for properties of nuclear matter in particular.

## Meteoritic data and diverse supernova sources for the $`r`$-process

The meteoritic data on the inventory of radioactive nuclei in the interstellar medium (ISM) at the time of solar system formation play an essential role in our understanding of the $`r`$-process. Because a radioactive species decays after it is produced, a finite abundance ratio of a radioactive species to a stable one in the ISM has to be maintained by a series of production events. Consequently, from the measured abundance ratio of a radioactive species to a stable one, we can infer how frequently the radioactive species was replenished in the ISM. We have data on two radioactive nuclei: 129I (e.g., i129 ) and 182Hf (e.g., hf182 ), which are below and above $`A=130`$, respectively. If the data indicate that these two species were injected into the ISM at very different frequencies, then the $`r`$-process nuclei below and above $`A=130`$ must be produced by distinct kinds of events. It was found that over the Galactic history of $`10^{10}`$ yr before solar system formation, 182Hf injection occurred at a high frequency $`f_{}(10^7\mathrm{yr})^1`$, while 129I injection occurred at a low frequency $`f_{}(10^8\mathrm{yr})^1`$ wbg ; qw . Therefore, these are distinct kinds of events.

The frequencies of 129I and 182Hf injection into the ISM inferred from meteoritic data can be naturally explained by associating supernovae with the $`r`$-process. A supernova remnant expands to a final radius of $`100`$ pc over a period ($`10^6`$ yr) much shorter than the lifetime ($`10^7`$ yr) of 129I or 182Hf. Therefore, if we consider a spherical region of $`100`$ pc in radius surrounding an average point in the Galaxy, any supernova within this region can inject fresh radioactive 129I or 182Hf to this point after it is produced by the supernova. For a supernova frequency of $`(30\mathrm{yr})^1`$ over the Galactic volume of $`10^3\mathrm{kpc}^3`$, the corresponding frequency in this spherical region is $`(10^7\mathrm{yr})^1`$. Therefore, the meteoritic data on 129I and 182Hf can be explained if we associate the most common supernovae with the $`r`$-process events producing 182Hf and a rarer kind with those producing 129I wbg ; qw ; qvw1 .

Because 129I is produced together with nuclei at $`A130`$ and 182Hf with those at $`A>130`$, we conclude that the overall solar $`r`$-process abundance pattern is composed of two basic templates characteristic of two distinct kinds of $`r`$-process events. These are referred to as the “$``$” and “$``$” events hereafter, where “$``$” stands for the “high” frequency events responsible for “heavy” $`r`$-process nuclei with $`A>130`$ including 182Hf and “$``$” for the “low” frequency events responsible for “light” $`r`$-process nuclei with $`A130`$ including 129I. An average ISM is enriched in $`r`$-process elements at a frequency $`f_{}(10^7\mathrm{yr})^1`$ by the $``$ events and at a frequency $`f_{}(10^8\mathrm{yr})^1`$ by the $``$ events.

## Abundances of $`r`$-process elements in metal-poor stars

The influence of the $``$ and $``$ events is best preserved in metal-poor stars formed very early in the Galaxy when only a small number of supernovae had contributed to the $`r`$-process and “metal” abundances in these stars. The typical heavy $`r`$-process elements observed in these stars are Ba and Eu, and the typical light $`r`$-process elements observed are Pd, Ag, and Cd. The observational data are usually given in the spectroscopic notation, e.g., $`\mathrm{log}ϵ(\mathrm{Eu})\mathrm{log}(\mathrm{Eu}/\mathrm{H})+12`$ for Eu, where Eu/H is the number abundance ratio of Eu to hydrogen observed in a star. A typical metal is Fe, and the “metallicity” is defined as \[Fe/H\] $`\mathrm{log}(\mathrm{Fe}/\mathrm{H})\mathrm{log}(\mathrm{Fe}/\mathrm{H})_{}`$, where $`(\mathrm{Fe}/\mathrm{H})_{}`$ is the Fe/H ratio in the sun. As the overall abundance of hydrogen has not changed significantly over the history of the universe, hydrogen is a good reference element for considering chemical enrichment of the ISM.

Over the period of $`10^{10}`$ yr before solar system formation, an average ISM was enriched in the heavy $`r`$-process elements by $`10^3`$ $``$ events and in the light ones by $`10^2`$ $``$ events. The $`r`$-process composition of the ISM at the time of solar system formation is reflected by the corresponding solar abundances. Consequently, the $`r`$-process abundances resulting from a single $``$ or $``$ event (quantities with the subscript “$``$” or “$``$”) can be predicted directly from the solar system data (quantities with the subscript “$`,r`$”) qw ; wq . For example, we have $`(\mathrm{Eu}/\mathrm{H})_{,r}10^3(\mathrm{Eu}/\mathrm{H})_{}`$, and hence $`\mathrm{log}ϵ_{}(\mathrm{Eu})\mathrm{log}ϵ_{,r}(\mathrm{Eu})32.5`$. Likewise, we have $`(\mathrm{Ag}/\mathrm{H})_{,r}10^2(\mathrm{Ag}/\mathrm{H})_{}`$, and hence $`\mathrm{log}ϵ_{}(\mathrm{Ag})\mathrm{log}ϵ_{,r}(\mathrm{Ag})20.8`$.

Figure 1 shows the Eu data for many metal-poor stars gratton ; mcwill ; sneden1 ; sneden2 . The very low metallicities of these stars indicate that they were formed very early in the Galaxy. The band labeled “1 $``$” corresponds to the Eu abundance resulting from a single $``$ event predicted by the meteoritic data on 129I and 182Hf as well as the solar $`r`$-process abundances of stable nuclei qw ; wq . If we pick the centroid of this band, the observed Eu abundances can be explained by contributions from $`1`$–30 $``$ events, quite consistent with the corresponding low metallicities.

Figure 2 shows the remarkable data on a number of $`r`$-process elements for one of the stars shown in Figure 1, CS 22892–052 sneden3 . The dashed curve labeled “TS” is the solar $`r`$-process abundance pattern translated to match the data on the heavy $`r`$-process elements. Clearly, this curve cannot match the data on the light $`r`$-process elements. Therefore, the conclusion from the meteoritic data that there should be two distinct kinds of $`r`$-process events is independently confirmed by stellar observations at low metallicities. The Eu abundance in CS 22892–052 can be explained by $`30`$ $``$ events. However, with a frequency ratio of $`10:1`$ between $``$ and $``$ events, it is very likely that one $``$ event also occurred during a period over which $`30`$ $``$ events took place. Indeed, a mixture of 26 $``$ events and 1 $``$ event (solid curve in Fig. 2) can explain all the data rather well qw .

## Neutron star/black hole formation and supernova $`r`$-process nucleosynthesis

So far, the questions raised in the introduction have been answered. It is found that there are distinct kinds of $`r`$-process events and that they are associated with supernovae. This leads to a new question: what is causing the difference between these supernova $`r`$-process events? The answer to the new question may be obtained by further studying $`r`$-process enrichment of the Galaxy by supernovae. The present Galactic inventory of either the light $`r`$-process nuclei ($`100A130`$) or the heavy ones ($`A>130`$) is $`4\times 10^3M_{}`$. Assuming a frequency of $`(30\mathrm{yr})^1`$ over the whole Galaxy in its history of $`10^{10}`$ yr for the supernovae associated with $``$ events and a $`10`$ times less frequency for those associated with $``$ events, we find that in order to account for the present Galactic $`r`$-process inventory, each supernova has to eject only $`10^5M_{}`$ ($``$ event) to $`10^4M_{}`$ ($``$ event) of $`r`$-process material. By comparison, the total amount of ejecta from a supernova is $`10M_{}`$ and the mass of the neutron star produced in a supernova is $`1M_{}`$. Despite the striking difference from these comparison mass scales, $`(10^5`$$`10^4)M_{}`$ of material can be naturally ejected by the neutrinos emitted in a supernova.

A supernova occurs when the core of a massive star at the exhaustion of its nuclear fuel collapses into a compact neutron star. The neutron star has a final radius of $`10`$ km, and a gravitational binding energy of $`10^{53}`$ erg is to be released. Due to the high temperatures and densities encountered during the collapse, the most efficient way to release this energy is to emit all three flavors of neutrinos and antineutrinos mainly through electron-positron pair annihilation. In fact, because of the intense scatterings on neutrons and protons common to all neutrino species, even neutrinos have to diffuse out of the neutron star on a timescale of $`10`$ s (as confirmed by the detection of neutrinos from SN 1987A). So the average neutrino luminosity is $`10^{51}`$ erg s-1 per species.

A few seconds after the core collapse and the subsequent supernova explosion, we have a hot neutron star near the center of the supernova. The neutron star is still cooling by emitting neutrinos. The shock wave which makes the supernova explosion is far away from the neutron star. On its way out to make the explosion, the shock wave has cleared away almost all the material above the neutron star, leaving behind only a thin atmosphere. Close to the neutron star, the temperature is several MeV and the atmosphere is essentially dissociated into neutrons and protons. As the neutrinos emitted by the neutron star free-stream through this atmosphere, some of the $`\nu _e`$ and $`\overline{\nu }_e`$ are captured by the neutrons and protons and their energy is deposited in the atmosphere. In other words, the atmosphere is heated by the neutrinos. As a result, it expands away from the neutron star and eventually develops into a mass outflow — a neutrino-driven “wind” duncan .

Because neutrino heating is driving the mass ejection, the fraction of neutrino luminosity absorbed by the wind material determines the rate at which it is being lifted out of the neutron star gravitational potential. As neutrinos interact weakly, the heating rate is small. On the other hand, the neutron star is a compact object and has a deep gravitational potential. Consequently, we expect that the mass ejection rate is small. Indeed, the typical mass ejection rate in the wind was found to be $`10^5M_{}\mathrm{s}^1`$ qwoo . So provided that $`r`$-process nuclei are produced in the neutrino-driven wind, the wind has to last $`1`$ s in an $``$ event and $`10`$ s in an $``$ event in order to account for the present Galactic $`r`$-process inventory. Note that neutrino emission from a stable neutron star, and hence the corresponding neutrino-driven wind, last $`10`$ s. In order for a wind to last only $`1`$ s, neutrino emission has to be terminated $`1`$ s after the supernova explosion by transformation of the neutron star into a black hole qvw1 . Therefore, the difference between the $``$ and $``$ events may depend on whether a black hole ($``$ event) or neutron star ($``$ event) is formed in an individual supernova.

## Conclusions

In summary, meteoritic data on 129I and 182Hf require two distinct kinds of $`r`$-process events: the high frequency $``$ events responsible for heavy $`r`$-process nuclei ($`A>130`$) and the low frequency $``$ events responsible for light ones ($`100A130`$). The meteoritic data also suggest that supernovae are associated with $``$ and $``$ events. These conclusions are either confirmed by or at the very least consistent with observations of $`r`$-process abundances in metal-poor stars.

If future studies can show that $`r`$-process nuclei are produced in the neutrino-driven wind in a supernova (see e.g., qwoo ; meyer1 ; janka1 ; janka2 ; woo ; hoff ; hax1 ; hax2 ; meyer2 ; fuller ; qian  for the current unsatisfactory status), then the amount of material required to account for the present Galactic $`r`$-process inventory can be adequately provided by the wind. The factor of $`10`$ difference in the amount of $`r`$-process ejecta between the $``$ and $``$ events calls for a similar difference in the duration of neutrino emission, and hence that of the neutrino-driven wind, between the corresponding supernovae. In turn, the difference in neutrino emission may require transformation of the initial neutron star into a black hole $`1`$ s after the supernova explosion in an $``$ event and long term stability of the neutron star in an $``$ event. Consequently, the diversity of supernova sources for the $`r`$-process may have profound implications for properties of nuclear matter inside the initial neutron star produced in a supernova.

Two possible observational tests for the association of neutron star/black hole formation with supernova $`r`$-process nucleosynthesis have been proposed qian ; qvw2 ; qvw3 . One test relies on the occurrence of supernovae in binaries consisting of a massive star and a low mass star. Some binaries would survive the supernova explosion of the massive star and become new systems with a neutron star or black hole orbiting around the low mass star. Furthermore, the surface of the low mass star would be contaminated by the $`r`$-process ejecta from the supernova. Therefore, we can test black hole and neutron star formation in $``$ and $``$ events, respectively, by looking for $`r`$-process abundance anomalies on the surface of the binary companion to a neutron star or black hole qian . This approach is quite promising as large overabundances of O, Mg, Si, and S ejected in supernovae have been observed in the binary companion to a black hole israel .

## Acknowledgments

This work was supported in part by the Department of Energy under grant DE-FG02-87ER40328.


text:
# Reversed anisotropies and thermal contraction of FCC (110) surfaces

## Abstract

The observed anisotropies of surface vibrations for unreconstructed FCC metal (110) surfaces are often reversed from the “common sense” expectation. The source of these reversals is investigated by performing ab initio density functional theory calculations to obtain the surface force constant tensors for Ag(110), Cu(110) and Al(110). The most striking result is a large enhancement in the coupling between the first and third layers of the relaxed surface, which strongly reduces the amplitude of out-of-plane vibrations of atoms in the first layer. This also provides a simple explanation for the thermal contraction of interlayer distances. Both the anisotropies and the thermal contraction arise primarily as a result of the bond topology, with all three (110) surfaces showing similar behavior.

The low-index surfaces of face-centered cubic (FCC) metals are arguably the most studied of surfaces. Though they are often intended to serve as prototypes for understanding the behavior of more complex surface systems, it has become evident in the last two decades that even these “simple” surfaces display a wide range of complicated and often counter-intuitive phenomena. In this paper, I consider the case of unreconstructed FCC (110) surfaces. I try to show that some of the observed features of their thermal behavior that have generally been accepted as violating “common sense” can actually be explained by simple arguments, backed up with results from ab initio density functional theory calculations. These results also have important implications for the study of other surface phenomena, and can, for example, provide insight into the mechanisms behind temperature-dependent surface phase transitions such as roughening and premelting.

More bonds are broken to create a (110) surface from a bulk FCC crystal, than for a (100) or (111) surface, and one therefore expects the departures from bulk-like behavior to be largest for a (110) surface. Structurally, this is manifested in FCC metals in one of two ways: either the surface reconstructs into a “missing row” structure , or the surface unit cell remains unchanged but there is a very pronounced oscillatory relaxation of interlayer spacings near the surface . In either case, the very existence of the surface lowers symmetry, and one expects to find anisotropic modifications in the thermal properties of atoms at or near the surface.

The surprise is that for these unreconstructed FCC(110) surfaces, some of these anisotropies are reversed, i.e., they violate the “common sense” expectation. For example, experiments show that in general: (i) atoms in the topmost surface layer have a bigger mean-squared displacement (MSD) in the surface plane than normal to it, whereas one might have expected the latter to be larger, since along this direction, there are no higher layers to repel the atoms in the first layer ; (ii) the MSDs normal to the surface are larger for second layer atoms than for first layer atoms, though one would expect that the MSDs should decay monotonically into the bulk; (iii) a third curious fact about unreconstructed FCC (110) surfaces is that in some cases there is a thermal contraction of interlayer distances upon heating. The rule of thumb seems to be that if the first interlayer spacing $`d_{12}`$ expands upon heating, then the next interlayer spacing $`d_{23}`$ contracts ; however, if $`d_{12}`$ exhibits a thermal contraction, then $`d_{23}`$ expands with increasing temperature.

Some of these patterns of behavior have also been observed in molecular dynamics (MD) simulations  but their origin remains a puzzle. In order to gain physical insight, and to be able to predict trends across differently oriented surfaces and different elements, one would like to not only reproduce this behavior in a theoretical calculation, but also to know where these anomalous properties arise from. Are they primarily a consequence of the bond topology, or are they due to peculiarities in the electronic structure? Such questions can reliably be answered by breaking up the process of obtaining a fully relaxed surface from the cleavage of a bulk crystal into steps, and performing a sequence of ab initio calculations at each component step.

There have been few ab initio calculations of the lattice dynamics and thermal behavior of the (110) surfaces of FCC metals. Most of the previous calculations have been empirical (involving ad hoc modifications of near-surface interactions so as to reproduce experimental phonon spectra), or semi-empirical . The problem is, of course, that this procedure is not guaranteed to give a unique result , and one may be fooled into making modifications that are actually very far from the correct ones. The only FCC(110) surface that has been investigated in detail, using first-principles methods, is the Al(110) surface. The pioneering calculations of Ho and Bohnen and other researchers  of the lattice dynamics of Al(110) have recently been followed by an ab initio MD study , which reproduces the experimentally observed anisotropies and the thermal contraction of $`d_{12}`$. But can the behavior of a simple metal like Al also serve as an adequate paradigm for transition or noble metals? Computational constraints make it currently unfeasible to perform such ab initio MD simulations on the noble metals or on transition metals.

However, ab initio investigations of vibrational properties using the “frozen phonon” approach are possible, and have in fact been performed by previous authors on other low-index surfaces of these materials . In this paper, I present the results of a series of such frozen phonon calculations on the bulk FCC structures as well as the unreconstructed (110) surfaces of Ag, Cu and Al.

For each case, I have determined the exact interlayer and/or intralayer force constants from first principles, by distorting the equilibrium structure and computing the Hellman-Feynman forces  thereby induced on the atoms. These forces, as well as the relaxed structures, were obtained by performing density functional theory calculations using the package “fhi96md” , with fully separable norm-conserving pseudopotentials  and the Ceperley-Alder form of the local density approximation . The calculations were carried out using plane wave basis sets with energy cut-offs of 60 Ry, 70 Ry and 20 Ry for Ag, Cu and Al respectively. It has been verified in earlier studies that the pseudopotentials and basis sets used here work well for both bulk and surface properties of these metals . The surface calculations for Ag and Cu were carried out using a repeating slab geometry comprised of seven layers of atoms, separated by a vacuum thickness equivalent to five layers; while a 15-layer slab was used for the calculations on Al(110). Bulk calculations were carried out using both the conventional cubic unit cell and a unit cell containing 12 to 16 layers of atoms stacked along the  direction.

The interlayer force constants $`\varphi _{\alpha \beta }(ij)`$ were obtained by moving the atoms in a layer $`i`$ along the direction $`\alpha `$, and computing the force along $`\beta `$ then experienced by atoms in other layers $`j`$. For the case of bulk layers stacked along , I find that for all three materials, the only significant elements of the interlayer force constant tensors are the diagonal terms $`\varphi _{xx}(i,\pm 1)`$, $`\varphi _{yy}(i,i\pm 1)`$ and $`\varphi _{zz}(i,i\pm 1)`$ coupling nearest-neighbor layers, and $`\varphi _{zz}(i,i\pm 2)`$ which couples next-nearest-neighbor layers (with the Cartesian directions defined as $`\widehat{x}=[1\overline{1}0],\widehat{y}=[001]`$ and $`\widehat{z}=[110]`$). All other elements of the interlayer force constant tensors are either zero by symmetry, or are smaller by at least an order of magnitude. Similarly, for the relaxed surfaces, the only significant terms involving the first (topmost) layer of atoms are $`\varphi _{xx}(\mathrm{1\; 2})`$, $`\varphi _{yy}(\mathrm{1\; 2})`$, $`\varphi _{zz}(\mathrm{1\; 2})`$ and $`\varphi _{zz}(\mathrm{1\; 3})`$.

Some of these results are presented in Figure 1. For all three materials, I find that the elements of the interlayer force constant tensors stiffen considerably upon going from the bulk to the relaxed surface. The most notable feature is a dramatic increase in $`\varphi _{zz}(\mathrm{1\; 3})`$, whose magnitude is almost doubled relative to the bulk value $`\varphi _{zz}(i,i\pm 2)`$. In fact, $`\varphi _{zz}(\mathrm{1\; 3})`$ is found to be significantly larger than $`\varphi _{zz}(\mathrm{1\; 2})`$. This means that if the atoms in layer 1 are displaced along the $`z`$ direction (normal to the surface) the resulting force along $`z`$ experienced by atoms in layer 3 is considerably greater than the force on atoms in layer 2, which is a surprising and counter-intuitive result. Though the result $`\varphi _{zz}(\mathrm{1\; 3})>\varphi _{zz}(\mathrm{1\; 2})`$ was also obtained by some previous authors who fit force constant models to empirical data for Al(110) and Ni(110), its importance seems to have been overlooked. I will argue that this large enhancement in $`\varphi _{zz}(\mathrm{1\; 3})`$ is largely responsible for the anomalous thermal behavior of these surfaces.

It should be emphasized that the results I have obtained for interlayer force constant tensors are exact, and do not involve any assumptions about the form or range of interatomic potentials. However, I now map these results onto a model potential, in order to better understand the implications of the changes in the surface force constant tensors.

For each case, I have first assembled an extremely large database of results from ab initio frozen-phonon calculations. In addition to the terms listed above, the database includes results for other interlayer force constants, as well as intralayer terms. This database is then used to parametrize a simple form of interatomic potential: for each pair of nearest-neighbor (NN) atoms the interatomic potential $`U(r)`$ is specified by a tangential parameter $`\alpha =r_0^1[dU(r)/dr]_{r=r_0}`$ and a radial parameter $`\beta =[d^2U(r)/dr^2]_{r=r_0}`$, where $`r_0`$ is the equilibrium value of the interatomic distance $`r`$.

For the interaction between two NN atoms in the bulk, I obtain $`\{\alpha _{bb}`$,$`\beta _{bb}\}`$ = $`\{.0007,.0181\},\{.0006,.0236\}`$ and $`\{.0007,.0152\}`$ for Ag, Cu and Al respectively, with all force constants being expressed in atomic units $`(Ha/bohr^2)`$. The oscillatory relaxation and charge redistribution at the relaxed surfaces result in a modification of these values. Accordingly, four kinds of NN bonds $`i`$-$`j`$ between atoms in near-surface layers $`i`$ and $`j`$ (1-1, 1-2, 1-3 and 2-3), are described by new parameters $`\alpha _{ij}`$ and $`\beta _{ij}`$, while all other terms are left unchanged from the bulk values.

Though this form of potential is admittedly simple, it is able to reproduce the gross details of the bulk phonon spectrum, and suffices to bring out the essential physics behind the altered surface behavior. Moreover, though the parameter set is heavily overdetermined (with the eight modified surface parameters being fit to a database of 34 different numbers determined from ab initio calculations for 13 different kinds of surface distortions, supplemented by three stability criteria), the quality of the fit is reasonable for Al, and extremely good for Ag and Cu.

Next, the model potential is used to set up the dynamical matrix for a slab composed of many layers $`N`$ stacked along , which is then diagonalized to obtain phonon frequencies $`\omega _{𝐤\lambda }`$ and eigenvectors $`e_{i\alpha }^{𝐤\lambda }`$. The $`\alpha `$th component of the MSDs at temperature $`T`$ for atoms in layer $`i`$, $`u_{i\alpha }^2(T)`$, is then given by :

$$u_{i\alpha }^2(T)=\frac{1}{N}\underset{𝐤\lambda }{}\frac{\mathrm{}}{M\omega _{𝐤\lambda }}(e_{i\alpha }^{𝐤\lambda })^2(n_{𝐤\lambda }+\frac{1}{2});$$
(1)
where the summation runs over all wave-vectors k in the surface Brillouin zone and all phonon branches $`\lambda `$; $`\mathrm{}`$ is Planck’s constant, $`M`$ is the atomic mass and $`n_{𝐤\lambda }`$ is the Bose-Einstein distribution factor.

In order to disentangle geometric effects from electronic ones, for each material I consider various cases. First, to determine the consequences of the reduced co-ordination at the surface alone, all NN interactions are replaced by the bulk parameters $`\alpha _{bb}`$ and $`\beta _{bb}`$. Upon using Equation (1), I find that all components of the MSDs of atoms in the first two layers are larger than the corresponding bulk values, but the anisotropies differ from those seen in experiments and MD simulations: the largest enhancement is in $`u_{1y}^2`$ and $`u_{1z}^2`$, which are both approximately 2.2 times as large as in the bulk, and $`u_{1z}^2>u_{2z}^2`$. Hitherto, there has been a tendency to attribute any anomalies in the behavior of FCC(110) surfaces to the “very open” surface structure. However, these results show that the open structure alone is not sufficient to explain the observed phenomena.

The situation is considerably altered for the three relaxed surfaces. The changes in the surface force constant tensors result in a considerable increase (15 to 50 %) in the value of the radial term $`\beta _{12}`$, and an even larger increase (45 to 85%) in $`\beta _{13}`$, relative to $`\beta _{bb}`$. The huge enhancement in $`\beta _{13}`$ corresponds to the very large value obtained for $`\varphi _{zz}(\mathrm{1\; 3})`$, and implies that the bonds between NN atoms in layers 1 and 3 are extremely stiff. However, I find that the radial term coupling two NN surface atoms, $`\beta _{11}`$, is softened by $``$20%. These results differ considerably from the 40% softening suggested for $`\beta _{11}`$ for Ag(110) by Franchini et al. , and the softening of $`\beta _{12}`$ by 6% for Cu(110) suggested by Black et al., who fit the parameters of their models to experimentally measured phonon spectra.

What is responsible for the increased stiffness of the 1-3 NN bonds? To answer this, I looked also at the intermediate case of bulk-truncated surfaces (with electronic relaxation permitted, but all interlayer distances set equal to the bulk value). I find that though the value of $`\beta _{13}`$ relative to $`\beta _{bb}`$ is slightly modified for the bulk-truncated surfaces, the huge enhancement comes upon going from the bulk-truncated surface to the fully relaxed one.

The enhancement in $`\beta _{13}`$ is sufficiently large to push $`u_{1z}^2`$ down significantly, now making $`u_{1z}^2<u_{2z}^2`$ and $`u_{1z}^2<u_{1y}^2`$. Thus, it is not that “the vacuum acts as a hard wall”, as has been suggested as an explanation for the reversed anisotropies on Al(110), but the sub-surface atoms that constitute the hard wall that damps the vibrations along $`z`$ of atoms in the surface layer.

Another consequence of the increased value of $`\beta _{13}`$ is that the surface will try to always maintain a fixed value for the interlayer separation $`d_{13}`$, if necessary at the expense of changes in $`d_{12}`$ and $`d_{23}`$. This tendency has been confirmed by additional calculations in which, upon varying $`d_{12}`$, $`d_{23}`$ was found to change in such a way that $`d_{13}`$ was approximately constant. One can now understand why, upon heating an unreconstructed FCC(110) surface, while $`d_{12}`$ and $`d_{23}`$ may expand/contract, they usually do so in such a way that $`d_{13}`$ remains roughly constant, i.e., if one contracts the other expands. Of course a full treatment of the thermal expansion/contraction will require that one take into account the anharmonicity of the interatomic interactions; however, since the coefficient of thermal expansion is inversely proportional to the square of the harmonic force constant, the stiffening of $`\beta _{13}`$ can be expected to have a big impact on the thermal variation of $`d_{13}`$.

The fact that all three materials display the same trends, and the large impact of allowing for the relaxation of interlayer spacings, suggest that the enhanced stiffening of $`\beta _{13}`$ over all other $`\beta _{ij}`$s may be more a consequence of the bonding geometry than of special features of the electronic structure. There are two relevant features in the geometry of FCC(110) surfaces: (i) there is a very large reduction in the co-ordination of surface atoms, as a result of which the bulk-truncated surface relaxes by decreasing $`d_{12}`$ significantly, (ii) a topological peculiarity of FCC(110) surfaces \[but not the (111) or (100) surfaces\] is that a surface atom is connected by NN bonds to atoms in the first, second and third layers of atoms parallel to the surface. This explains why $`\varphi _{zz}(\mathrm{1\; 2})`$ and $`\varphi _{zz}(\mathrm{1\; 3})`$ may have comparable value, but not why the latter should be much larger.

However, the large enhancement in $`\beta _{13}`$ and the smaller increase in $`\beta _{12}`$ can be rationalized, a posteriori, by simple trigonometry. One has to realize that for the FCC(110) geometry, upon contraction of $`d_{12}`$ (and thus also of $`d_{13}`$), the shortening of the interatomic bond lengths $`r_{12}`$ and $`r_{13}`$ does not scale uniformly with the contraction of the corresponding interlayer separations $`d_{12}`$ and $`d_{13}`$. For example, a $`10\%`$ contraction in $`d_{12}`$, relative to the bulk interlayer spacing $`d_B`$, translates to a $`5\%`$ contraction in the NN bond length between atoms in layers 1 and 3, but a contraction of only $`2.4\%`$ for the NN bond between atoms in layers 1 and 2. Since the stiffness of bonds scales as a high power of their equilibrium length , this results in a much larger increase in the radial force constant for 1-3 than 1-2 bonds.

The increase in $`d_{23}`$ that results from the oscillatory relaxation of these surfaces weakens this effect. However, these simple geometric considerations suggest that if $`d_{23}`$ is still small enough relative to $`d_B`$ so that $`d_{23}^2+2d_{12}d_{23}3d_B^2<0`$, one can still expect to find that $`\beta _{13}\beta _{12}`$. Similarly, if the contraction of $`d_{34}`$ is sufficiently small, then the radial force constant $`\beta _{24}`$ should be softened, thus increasing $`u_{2z}^2`$ further.

Table I shows the results obtained for selected MSDs using the modified surface force constants and Equation 1. These results compare well with those deduced from measurements using low-energy electron diffraction (LEED), medium energy ion scattering (MEIS) and helium atom scattering (HAS), as well as MD simulations using either ab initio (AI-MD) or Embedded Atom Method (EAM) potentials (there is, however, a considerable scatter in the values of MSDs available in the literature). It is important to note that my results do not include anharmonic effects, which may be large for FCC (110) surfaces, especially Cu(110). Thus any discrepancy between my results and the experimental or MD ones may indicate that anharmonic effects are significant.

The calculations presented in this paper can be extended by including anharmonic interactions within a quasiharmonic approximation, as has been done for other surfaces . However, I hope to have shown that the physics of the harmonic sector is itself interesting, and can go a long way towards predicting and understanding the thermal behavior of FCC(110) surfaces. Given the simplicity of the geometric arguments, it should also be easy to extend these results to the unreconstructed (110) surfaces of other FCC metals.


text:
# Functional Relation of interquark potential with interquark distance

## Abstract

The functional relation between interquark potential and interquark distance is explicitly derived by considering the Nambu–Goto action in the $`AdS_5\times S^5`$ background. It is also shown that a similar relation holds in a general background. The implications of this relation for confinement are briefly discussed.

$`AdS/CFT`$ correspondence enables us to understand quantum phenomena in the large $`N`$ limit of $`𝒩=4`$ super Yang–Mills theory with the classical string description in the $`AdS_5\times S^5`$ background. In particular, the finite temperature effect on the gauge theory side of the correspondence has been discussed in detail, and on the AdS side the Wilson loop has been calculated at both zero temperature and finite temperature from worldsheet areas . The main differences between the finite temperature case and the zero temperature case are, in our opinion, (1) the presence of a maximal separation distance which makes the dependence of the interquark distance on the minimum point of the string a multi–valued function, and (2) the appearance of a cusp (or bifurcation point) in the graph of interquark potential–vs–interquark distance. As in Ref. “quark” and “antiquark” here mean the ends on the $`AdS_5`$ boundary of a string describing an infinitely massive W–boson stretching between the horizon and the $`AdS_5`$ boundary. The near–extremal N D3–branes are located at the Schwarzschild horizon $`U=U_T(r=\alpha ^{}U_T)`$.

The two differences referred to strongly suggest that there is a hidden functional relation between these quantities as we know from the study of equations of state in thermal physics.

In the following we derive this relation explicitly in the $`AdS_5`$ background. Also, it will be shown that a similar relation§§§For an arbitrary background this is a relation between the string energy and the separation of string ends at the boundary. holds for an arbitrary background.

We start with the classical Nambu–Goto action for the string worldsheet

$$S_{NG}=\frac{1}{2\pi \alpha ^{}}𝑑\tau 𝑑\sigma \sqrt{detG_{MN}_\alpha X^M_\beta X^N}$$
(1)
in the near extremal Euclidean Schwarzschild-$`AdS_5`$ background

$$ds_E^2=\alpha ^{}\left[\frac{U^2}{R^2}\left(f(U)dt^2+dx_idx_i\right)+\frac{R^2f(U)^1}{U^2}dU^2+R^2d\mathrm{\Omega }_5^2\right].$$
(2)
Here $`x_i,i=1,2,3,`$ are the D3–brane coordinates and $`R`$ is the radius of both $`AdS_5`$ and $`S^5`$ and $`U=r/\alpha ^{}`$. The function $`f(U)`$ is defined by $`f(U)=1U_{T}^{}{}_{}{}^{4}/U^4`$ and the temperature is given by $`T=U_T/(\pi R^2)`$ (see e.g.). After identifying $`\tau =t`$ and $`\sigma =x`$, it is easy to show that for the static case the action $`S_{NG}`$ becomes (setting $`\alpha ^{}=1`$)

$$S_{NG}=\frac{\stackrel{~}{\tau }}{2\pi }𝑑x\sqrt{U^2+\frac{U^4U_T^4}{R^4}}$$
(3)
where the prime denotes differentiation with respect to $`x`$, and $`\stackrel{~}{\tau }`$ is the entire Euclidean time interval. $`U_T`$ is the position of the horizon. Since the Hamiltonian is a constant of motion we have

$$\frac{U^4U_T^4}{\sqrt{U^2+\frac{U^4U_T^4}{R^4}}}=constR^2\sqrt{U_0^4U_T^4}$$
(4)
where the constant solution $`U_0`$ is the minimum point of the string configuration (by symmetry at $`x=0`$). One can explicitly derive the static solution of $`S_{NG}`$ by integrating eq.(4) in terms of elliptic functions, i.e.,

$`x`$ $`=`$ $`{\displaystyle \frac{R^2\sqrt{U_0^2U_T^2}}{2\sqrt{2}U_0U_T}}[F(\mathrm{sin}^1{\displaystyle \frac{\sqrt{(U^2U_0^2)(U^2U_T^2)}}{U^2U_0U_T}},{\displaystyle \frac{U_0+U_T}{\sqrt{2(U_0^2+U_T^2)}}})`$ (6)
$`F(\mathrm{sin}^1{\displaystyle \frac{\sqrt{(U^2U_0^2)(U^2U_T^2)}}{U^2+U_0U_T}},{\displaystyle \frac{U_0U_T}{\sqrt{2(U_0^2+U_T^2)}}})]`$
where $`F(\varphi ,k)`$ is the incomplete elliptic integral of the first kind with modulus $`k`$ of the associated Jacobian elliptic functions. Since the interquark distance $`L`$ is defined by the distance between different ends of the string on the $`AdS_5`$ boundary ($`U\mathrm{}`$), it is easy to compute $`L`$ from (6); one finds (with quark and antiquark at $`x=L/2`$ and $`L/2`$ respectively)

$$L=\frac{R^2}{\sqrt{2}U_T}\frac{\sqrt{a^21}}{a}\left[K(f_1(a))K(f_2(a))\right]$$
(7)
where $`a=U_0/U_T`$, $`K(k)`$ is the complete elliptic integral of the first kind , and $`f_1(a)`$ and $`f_2(a)`$ are given by

$`f_1(a)`$ $`=`$ $`{\displaystyle \frac{a+1}{\sqrt{2(a^2+1)}}},`$ (8)
$`f_2(a)`$ $`=`$ $`{\displaystyle \frac{a1}{\sqrt{2(a^2+1)}}}.`$ (9)
It is important to note that $`f_1(a)`$ and $`f_2(a)`$ are respectively the modulus and complementary modulus of the elliptic functions in the sense that $`f_1(a)^2+f_2(a)^2=1`$. Since $`U_T`$ is the position of the horizon we consider only $`U_0>U_T`$, i.e. $`a1`$.

The energy of solution (6) is interpreted as the interquark potential in the context of $`AdS/CFT`$ correspondence, and is readily derived using the constant of motion (4), i.e.,

$$E_{q\overline{q}}=\underset{\stackrel{~}{\mathrm{\Lambda }}\mathrm{}}{lim}\frac{1}{2\pi }_{U_0}^{\stackrel{~}{\mathrm{\Lambda }}}𝑑x\sqrt{U_{}^{}{}_{}{}^{2}+\frac{U^4U_T^4}{R^4}}=\frac{U_T}{\pi }\underset{\mathrm{\Lambda }\mathrm{}}{lim}_a^\mathrm{\Lambda }𝑑y\sqrt{\frac{y^41}{y^4a^4}}$$
(10)
where $`\mathrm{\Lambda }`$ is a cutoff parameter. To regularize $`E_{q\overline{q}}`$, we have to subtract the quark masses. The finite form of the interquark potential is then

$$E_{q\overline{q}}^{(Reg)}=\frac{U_T}{\pi }\underset{\mathrm{\Lambda }\mathrm{}}{lim}\left[_a^\mathrm{\Lambda }𝑑y\sqrt{\frac{y^41}{y^4a^4}}(\mathrm{\Lambda }1)\right].$$
(11)
This expression can also be evaluated in terms of standard elliptic functions. We obtain

$$E_{q\overline{q}}^{(Reg)}=\frac{U_T}{\pi }\left[1+\sqrt{\frac{a^2+1}{2}}\left[\frac{a1}{2a}K(f_1(a))+\frac{a+1}{2a}K(f_2(a))E(f_1(a))E(f_2(a))\right]\right],$$
(12)
where $`E`$ is the complete elliptic integral of the second kind .

The $`L`$–dependence of $`E_{q\overline{q}}^{(Reg)}`$ for various temperatures is plotted in Fig. 1. As mentioned above, the appearance of cusps at finite temperatures strongly suggests that there exists a functional relation between $`E_{q\overline{q}}^{(Reg)}`$ and $`L`$ as we know from our experience with the thermodynamical treatment of a van der Waals gas or recent investigation of systems allowing the tunneling of large spins . To find this relation it is more convenient to introduce the modulus $`\kappa =f_2(a)=(a1)/\sqrt{2(a^2+1)}`$ explicitly. Since $`a1`$This is a consequence of Ref. that D–branes are located at the horizon. Although we have a somewhat different opinion, we follow this condition here. Our own opinion will be discussed elsewhere., $`\kappa `$ is defined in the region $`0\kappa 1/\sqrt{2}`$. Inverting the relation we have

$$a=\frac{1+2\kappa \kappa ^{}}{12\kappa ^2}$$
(13)
where $`\kappa ^{}\sqrt{1\kappa ^2}`$. Then $`L`$ and $`E_{q\overline{q}}^{(Reg)}`$ expressed in terms of $`\kappa `$ and $`\kappa ^{}`$ become:

$`L`$ $`=`$ $`{\displaystyle \frac{R^2}{\sqrt{2}U_T}}{\displaystyle \frac{2\sqrt{\kappa \kappa ^{}+2\kappa ^2\kappa ^2}}{1+2\kappa \kappa ^{}}}\left[K(\kappa ^{})K(\kappa )\right],`$ (14)
$`E_{q\overline{q}}^{(Reg)}`$ $`=`$ $`{\displaystyle \frac{U_T}{\pi }}\left[1+{\displaystyle \frac{\sqrt{1+2\kappa \kappa ^{}}}{12\kappa ^2}}\left[{\displaystyle \frac{\kappa (\kappa +\kappa ^{})}{1+2\kappa \kappa ^{}}}K(\kappa ^{})+{\displaystyle \frac{1+\kappa (\kappa ^{}\kappa )}{1+2\kappa \kappa ^{}}}K(\kappa )E(\kappa ^{})E(\kappa )\right]\right].`$ (15)
Since the thermodynamical relations are usually realized on the level of first derivatives, we compute $`dL/d\kappa `$ and $`dE_{q\overline{q}}^{(Reg)}/d\kappa `$ whose explicit forms are

$`{\displaystyle \frac{dL}{d\kappa }}`$ $`=`$ $`{\displaystyle \frac{R^2}{\sqrt{2}U_T}}{\displaystyle \frac{1}{\kappa ^{}(1+2\kappa \kappa ^{})\sqrt{\kappa \kappa ^{}+2\kappa ^2\kappa ^2}}}`$ (17)
$`\times \left[(1+4\kappa ^3\kappa ^{})K(\kappa ^{})+(1+4\kappa \kappa ^3)K(\kappa )2(1+2\kappa \kappa ^{})\left(E(\kappa )+E(\kappa ^{})\right)\right],`$
$`{\displaystyle \frac{dE_{q\overline{q}}^{(Reg)}}{d\kappa }}`$ $`=`$ $`{\displaystyle \frac{U_T}{\pi }}{\displaystyle \frac{1}{\kappa ^{}(\kappa ^2\kappa ^2)^2\sqrt{1+2\kappa \kappa ^{}}}}`$ (19)
$`\times \left[(1+4\kappa ^3\kappa ^{})K(\kappa ^{})+(1+4\kappa \kappa ^3)K(\kappa )2(1+2\kappa \kappa ^{})\left(E(\kappa )+E(\kappa ^{})\right)\right].`$
We observe that the coefficients of the complete elliptic integrals in the brackets of $`dL/d\kappa `$ and $`dE_{q\overline{q}}^{(Reg)}/d\kappa `$ are identical. This means that $`dE_{q\overline{q}}^{(Reg)}/dL`$ is independent of these complete elliptic integrals, i.e.,

$$\frac{dE_{q\overline{q}}^{(Reg)}}{dL}=\frac{\sqrt{U_0^4U_T^4}}{2\pi R^2}.$$
(20)
The right–hand side of Eq.(20) is the regularized energy of the constant solution $`U=U_0`$, i.e. $`E^{(Reg)}(U_0)`$. Thus we obtain finally the functional relation

$$\frac{dE_{q\overline{q}}^{(Reg)}}{dL}=E^{(Reg)}(U_0).$$
(21)
This relation is seen to be very similar to the relation between dynamical quantities of a classical Euclidean point particle in quantum mechanical tunneling: $`dS_E/dP=`$ where $`S_E`$, $`P`$, and $``$ are Euclidean action, period and energy of the classical particle (cf. e.g. ).

It is interesting to compare Eq. (21) with the case of a van der Waals gas. Our plot of $`E_{q\overline{q}}^{(Reg)}`$–vs–$`L`$ is completely analogous to the plot of enthalpy–vs–pressure of the gas whose equation of state plotted as pressure–vs–volume corresponds to the plot of $`L`$–vs–$`U_0`$. Hence, the plot of $`E_{q\overline{q}}^{(Reg)}`$-vs-$`L`$ is completely determined from the plot of $`L`$-vs-$`U_0`$ up to the constant. If the plot of $`L`$–vs–$`U_0`$ has $`n`$ extremum points, the plot of $`E_{q\overline{q}}^{(Reg)}`$–vs–$`L`$ has $`n`$ bifurcation points.

In order to understand our result in greater generality we consider the Nambu–Goto action (1) in an arbitrary space–time background. Then the static action will generally reduce to

$$S_{NG}=\frac{\stackrel{~}{\tau }}{2\pi }𝑑x\sqrt{G_1(U)U^2+G_2(U)}$$
(22)
where $`G_1(U)`$ and $`G_2(U)`$ are metric–dependent functions. The constant of motion in this case is

$$\frac{G_2(U)}{\sqrt{G_1(U)U^2+G_2(U)}}=const\sqrt{G_2(U_0)}.$$
(23)
Hence, we choose $`U=U_0`$ as an extremum point in the string configuration. We assume $`G_1(U_0)0`$ and $`G_2(U_0)0`$. Although this assumption excludes particular space-time geometries, we do not think that this assumption restricts our general argument crucially. From the constant of motion it is easy to show that the solution of the static Nambu–Goto action (22) obeys the integral equation,i.e.,

$$x=_{U_0}^U𝑑U\sqrt{\frac{G_1(U)G_2(U_0)}{G_2(U)[G_2(U)G_2(U_0)]}}$$
(24)
¿From this integral equation it is straightforward to show that the distance $`L`$ between the string ends at $`U\mathrm{}`$ and the string energy $``$ become

$`L`$ $`=`$ $`2\sqrt{G_2(U_0)}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\sqrt{{\displaystyle \frac{G_1(U)}{G_2(U)[G_2(U)G_2(U_0)]}}},`$ (25)
$``$ $`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _{U_0}^{\mathrm{}}}𝑑U\sqrt{{\displaystyle \frac{G_1(U)G_2(U)}{G_2(U)G_2(U_0)}}}.`$ (26)
Using the Leibnitz chain rule one can prove directly

$`{\displaystyle \frac{d}{dU_0}}`$ $``$ $`{\displaystyle \frac{\sqrt{G_1(U_0)G_2(U_0)}}{\pi }}\underset{UU_0}{lim}{\displaystyle \frac{1}{\sqrt{G_2(U)G_2(U_0)}}},`$ (27)
$`{\displaystyle \frac{dL}{dU_0}}`$ $``$ $`2\sqrt{G_1(U_0)}\underset{UU_0}{lim}{\displaystyle \frac{1}{\sqrt{G_2(U)G_2(U_0)}}}`$ (28)
which recovers our relation

$$\frac{d}{dL}=\frac{1}{2\pi }\sqrt{G_2(U_0)}^{(Reg)}(U_0).$$
(29)
In our opinion, this kind of relation is not restricted to Nambu–Goto actions. We expect that a similar relation can be established for a Born–Infeld action, which is under study.

Finally we comment briefly on confinement, using our relation (21). Since confinement and deconfinement depend on the $`L`$–dependence of $`E_{q\overline{q}}^{(Reg)}`$, say $`E_{q\overline{q}}^{(Reg)}L^\alpha `$ where $`\alpha 1`$ and $`\alpha 1`$ represent confinement and deconfinement phases respectively, it is important to see the behavior of $`dE_{q\overline{q}}^{(Reg)}/dL`$ with respect to $`L`$; this is shown in Fig. 2. Each line in Fig. 2 has confining and deconfining parts. Fig. 2 also indicates that as the temperature increases, the confining force becomes strong (large $`\alpha `$) while available $`L`$ is reduced, which is physically predictable. At low temperature $`\alpha `$ approaches $`1`$ and hence the area law of the Wilson loop is recovered in the supergravity picture  (i.e. the $`T=0`$ curve starts at the origin with confining part along the abscissa, that is, with constant slope implying $`dE_{q\overline{q}}^{(Reg)}/dL`$ independent of $`L`$, and as the temperature increases the confining part has a larger slope, i.e. larger $`\alpha `$). It should be noted that the potential energy of the confining part is always larger than that of the deconfining part. This implies that our understanding of confinement is still incomplete. A full understanding of quark confinement seems to require a deeper understanding of the relation between gauge theories and statistical physics like that of black holes.

Acknowledgement: D.K. P. acknowledges support by the Deutsche Forschungsgemeinschaft (DFG).


text:
# 1 Introduction

## 1 Introduction

One of the long standing problems in the lattice gauge theory is the formulation of lattice fermions. Recently a very promising formulation named overlap fermion was proposed by Narayanan and Neuberger  and it has been studied intensively by both analytic and numerical methods. In the previous paper  (which we shall refer to paper I hereafter), we slightly extended the overlap fermion by introducing a “hopping” parameter $`t`$ and studied the lattice QCD by using both the $`t`$-expansion and the strong-coupling expansion. There we calculated the effective potential of the chiral condensation and showed that Lüscher’s extended chiral symmetry  is spontaneously broken at certain parameter region of the overlap fermion. In this paper we shall derive an effective action of low-energy excitations and show that there exist quasi-Nambu-Goldstone bosons which are identified as the pions. As we show, the pion field is a nonlocal composite field of quark and anti-quark even at the strong-coupling limit.

This paper is organized as follows. In Sect.2, we shall give a brief review of the overlap fermion and its hopping expansion. We introduce nonlocal composite operators of quarks which transform “covariantly” under Lüscher’s chiral transformation. In Sect.3, we derive the effective action of mesons by integrating out the gauge fields and the quarks. Lüscher’s symmetry is spontaneously broken at strong gauge coupling as we showed in paper I. From the effective action, we show that there appear quasi-massless mesons which are identified as the pions. In Sect.4, we discuss symmtries of the overlap fermion and their relation to the species doubling. We argue that there are no massless modes other than the pions. Physical meaning of the hopping expansion is also discussed. Section 5 is devoted for discussion and conclusion.

## 2 Hopping expansion

Action of the overlap fermion on the $`d`$-dimensional lattice is given as follows,

$$S_F=a^d\underset{n,m}{}\overline{\psi }(m)D(m,n)\psi (n),$$
(2.1)
where the covariant derivative $`D(m,n)`$ is defined as

$`D`$ $`=`$ $`{\displaystyle \frac{1}{a}}\left(1+X{\displaystyle \frac{1}{\sqrt{X^{}X}}}\right),`$
$`X_{mn}`$ $`=`$ $`\gamma _\mu C_\mu (t;m,n)+B(t;m,n),`$
$`C_\mu (t;m,n)`$ $`=`$ $`{\displaystyle \frac{t}{2a}}\left[\delta _{m+\mu ,n}U_\mu (m)\delta _{m,n+\mu }U_\mu ^{}(n)\right],`$
$`B(t;m,n)`$ $`=`$ $`{\displaystyle \frac{M_0}{a}}+{\displaystyle \frac{r}{2a}}{\displaystyle \underset{\mu }{}}\left[2\delta _{n,m}t\delta _{m+\mu ,n}U_\mu (m)t\delta _{m,n+\mu }U_\mu ^{}(n)\right],`$ (2.2)
where $`r`$ and $`M_0`$ are dimensionless nonvanishing free parameters of the overlap lattice fermion formalism and $`U_\mu (m)`$ is gauge field on links. Other notations are standard. We have introduced a new parameter $`t`$.111As we explained in paper I, the $`t`$-dependence of the operator $`D(m,n)`$ is absorbed by a redefinition of $`M_0`$. However introducing the parameter $`t`$ makes the calculations below quite transparent. The original overlap fermion corresponds to $`t=1`$. For notational simplicity, we define

$$A\frac{1}{a}(drM_0),B\frac{rt}{2a},C\frac{t}{2a},$$
(2.3)
and

$`\mathrm{\Gamma }_\mu ^{}(m,n)`$ $``$ $`\delta _{m+\mu ,n}U_\mu (m)\delta _{m,n+\mu }U_\mu ^{}(n),`$
$`\mathrm{\Gamma }_\mu ^+(m,n)`$ $``$ $`\delta _{m+\mu ,n}U_\mu (m)+\delta _{m,n+\mu }U_\mu ^{}(n).`$ (2.4)
In terms of the above quantities,

$$X_{mn}=A\delta _{mn}+C\gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,n)B\mathrm{\Gamma }_\mu ^+(m,n),$$
(2.5)
$$(X^{})_{mn}=A\delta _{mn}C\gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,n)B\mathrm{\Gamma }_\mu ^+(m,n).$$
(2.6)
From Eq.(2.3), $`B,C=O(t)`$ and we consider $`A=O(1)`$ in the later discussion. Then it is rather straightforward to expand $`D(m,n)`$ in powers of $`t`$,

$`aD(m,n)`$ $`=`$ $`2\theta (A)\delta _{mn}+{\displaystyle \frac{C}{|A|}}{\displaystyle \gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,n)}`$ (2.7)
$`+{\displaystyle \frac{BC}{2A|A|}}{\displaystyle \gamma _\mu \left(\mathrm{\Gamma }_\mu ^{}(m,l)\mathrm{\Gamma }_\nu ^+(l,n)+\mathrm{\Gamma }_\nu ^+(m,l)\mathrm{\Gamma }_\mu ^{}(l,n)\right)}`$
$`+{\displaystyle \frac{C^2}{2A|A|}}{\displaystyle \gamma _\mu \gamma _\nu \mathrm{\Gamma }_\mu ^{}(m,l)\mathrm{\Gamma }_\nu ^{}(l,n)}+O(t^3).`$
Higher-order terms of $`t`$ are nonlocal and the $`t`$-expansion corresponds to a kind of the hopping expansion. In the free field case or at the weak gauge coupling, the parameter region in which fermion propagator has no species doublers is easily identified in the $`(M_0,r)`$ plane. However in the strong-coupling theory like QCD, the parameter region of physical relevance should be determined by other requirements, because the pole in the quark propagator is not a physical observable. Therefore it is important to study the lattice QCD with the overlap fermions in rather wide region of the parameter space.

For the negative $`A`$ case, which we are interested in later discussion, the leading-order term of $`aD(m,n)`$ in Eq.(2.7) is nothing but the naive fermion Dirac operator. As well-known, the naive lattice fermion has larger symmetries than the continuum Dirac fermion. As a result, there appear massless modes other than the pions if the chiral symmetry is spontaneously broken. To avoid this, the terms up to at least $`O(t^2)`$ in Eq.(2.7) must be taken for practical calculations. This point and its relation to the species doubling will be discussed rather in detail after obtaining the low-energy effective action of hadrons.222It has been conjectured that the (weak-coupling) doubling problems might be irrelevant to strong-coupling confining models if the extra symmetries of naive fermions are (explicitly) broken. See for example Ref..

It is verified that the Ginsparg-Wilson (GW) relation

$$D\gamma _5+\gamma _5D=aD\gamma _5D,$$
(2.8)
is satisfied by the $`t`$-expanded $`D(m,n)`$ in Eq.(2.7) at each order of $`t`$. Action of the fermion $`S_F`$ in Eq.(2.1) is invariant under the following extended chiral transformation discovered by Lüscher ,

$$\delta \psi (m)=ϵ\gamma _5\left(\delta _{nm}aD(m,n)\right)\psi (n),\delta \overline{\psi }(m)=ϵ\overline{\psi }(m)\gamma _5,$$
(2.9)
where $`ϵ`$ is an infinitesimal transformation parameter.

Total action of the lattice QCD is given by

$`S_{tot}`$ $`=`$ $`S_G+S_{F,M},`$
$`S_G`$ $`=`$ $`{\displaystyle \frac{1}{g^2}}{\displaystyle \underset{pl}{}}\text{Tr}(UUU^{}U^{}),`$
$`S_{F,M}`$ $`=`$ $`S_FM_B{\displaystyle \overline{\psi }(m)\psi (m)},`$ (2.10)
where we have added the bare mass term of quarks. We shall consider the strong-coupling limit in this paper though a systematic strong-coupling expansion is possible. We consider the $`U(N)`$ gauge group for large $`N`$. It is easily verified that the following composite operators are covariant under the transformation (2.9),

$$\overline{q}(n)\overline{\psi }(n),q(n)\left(1\frac{a}{2}D(n,m)\right)\psi (n),$$
(2.11)
that is

$$\delta q(m)=ϵ\gamma _5q(m),\delta \overline{q}(m)=ϵ\overline{q}(m)\gamma _5.$$
(2.12)
Hereafter we often set the lattice spacing $`a=1`$. We consider the case of negative $`A`$ which is expected to have desired properties of QCD .

## 3 Effective action of hadrons

Partition function of the $`U(N)`$ QCD is given by the following functional integral,

$$Z[J]=D\overline{\psi }D\psi DU\mathrm{exp}\left\{S_{tot}+J(n)\widehat{Q}(n)\right\},$$
(3.1)
where $`[DU]`$ is the Haar measure and

$`J(n)\widehat{Q}(n)=J_\beta ^\alpha (n)\widehat{Q}_\alpha ^\beta (n),`$
$`\widehat{Q}_\alpha ^\beta (n)={\displaystyle \frac{1}{N}}{\displaystyle \underset{a}{}}q_{a,\alpha }(n)\overline{q}^{a,\beta }(n),`$ (3.2)
with color index $`a`$ and spinor-flavor indices $`\alpha `$ and $`\beta `$. It should be remarked that the source $`J`$ is coupled to the nonlocal operator $`\widehat{Q}`$ instead of $`_a\psi _{a,\alpha }(n)\overline{\psi }^{a,\beta }(n)`$. In Ref. we studied the gauged Gross-Neveu model with the overlap fermions and showed that $`\widehat{Q}_\alpha ^\beta (n)`$ is the proper composite fields for the extended chiral symmetry, i.e., the order parameter is given by $`\widehat{Q}_\alpha ^\beta (n)\delta _{\alpha \beta }`$ and the Nambu-Goldstone bosons correspond to tr$`{}_{S}{}^{}(\widehat{Q}(n)\gamma _5)`$ where trS is the trace over spinor indices. In the rest of this section, we shall derive the effective action $`S_{eff}(𝒬)`$ defined as

$$Z[J]=D𝒬e^{S_{eff}(𝒬)+J𝒬}$$
(3.3)
where integral over color-singlet elementary “meson” field $`𝒬_\beta ^\alpha `$ is defined as in Ref..

In order to evaluate the partition function (3.1), we make a change of variables as

$$(\overline{\psi },\psi )(\overline{q},q).$$

Then the measure of the functional integral is transformed as

$$[d\overline{\psi }d\psi ][d\overline{q}dq]e^{N\mathrm{Tr}\mathrm{ln}(1\frac{a}{2}D)},$$
(3.4)
where Tr in (3.4) is the trace over the spinor-flavor as well as the real-space indices. The contribution from the Jacobian $`\text{Tr}\mathrm{ln}(1\frac{a}{2}D)`$ is easily evaluated by the $`t`$-expansion. In terms of $`\overline{q}`$ and $`q`$,

$`S_F^{}(q)`$ $`=`$ $`S_F(\psi )`$ (3.5)
$`=`$ $`\overline{q}(m)[{\displaystyle \frac{C}{|A|}}{\displaystyle }\gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,n)+{\displaystyle \frac{BC}{2A|A|}}{\displaystyle }\gamma _\mu (\mathrm{\Gamma }_\mu ^{}(m,l)\mathrm{\Gamma }_\nu ^+(l,n)+\mathrm{\Gamma }_\nu ^+(m,l)\mathrm{\Gamma }_\mu ^{}(l,n))`$
$`+O(t^3)]q(n).`$
The term of $`O((C/A)^2)`$ in (2.7) has disappeared. As explained in paper I, this term is exactly determined from the term of $`O(C/A)`$ in (2.7) through the GW relation. We expect that a similar phenomenon occurs for higher-order terms of the $`t`$-expansion which are determined by lower-order terms through the GW relation. That is, the terms of higher-order of $`t`$ which are determined through the GW relation drop when the action is rewritten in terms of $`q`$ and $`\overline{q}`$. The mass term is also given by

$`M_B\overline{\psi }(m)\psi (m)`$ $`=`$ $`M_B\overline{q}(m)[\delta _{mn}{\displaystyle \frac{C}{2A}}{\displaystyle }\gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,n)`$ (3.6)
$`{\displaystyle \frac{BC}{4A^2}}{\displaystyle \gamma _\mu \left(\mathrm{\Gamma }_\mu ^{}(m,l)\mathrm{\Gamma }_\nu ^+(l,n)+\mathrm{\Gamma }_\nu ^+(m,l)\mathrm{\Gamma }_\mu ^{}(l,n)\right)}`$
$`+O(t^3)]q(n).`$
Total action of $`q`$ is then given by

$$S_{F,M}^{}(q)=S_{F,M}(\psi ).$$
(3.7)
Integral over the gauge field can be performed by the one-link integral,

$$e^{W(\overline{D},D)}=𝑑U_\mu \mathrm{exp}\left[\text{Tr}(\overline{D}_\mu U_\mu +U_\mu ^{}D_\mu )\right],$$
(3.8)
where $`D_\mu `$ and $`\overline{D}_\mu `$ are bilinears of Grassmann numbers. Explicit form of the one-link integral $`W(\overline{D},D)`$ for the present system is obtained as in paper I. Gauge fields in $`\mathrm{\Gamma }_\mu ^\pm (m,n)`$ are replaced with composite operators of $`q`$ and $`\overline{q}`$ after the integral over $`U_\mu (n)`$. (For details see paper I.) After some calculation,

$$DUe^{S_{F,M}^{}(q)+N\mathrm{Tr}\mathrm{ln}(1\frac{1}{2}D)+{\scriptscriptstyle J\widehat{Q}}}=e^{NM_B\text{tr}(\widehat{Q})S_2(\widehat{Q})+{\scriptscriptstyle J\widehat{Q}}},$$
(3.9)
where tr in (3.9) is the trace over spinor-flavor indices and $`S_2(\widehat{Q})`$ is some complicated function of $`\widehat{Q}`$ which is obtained in powers of $`t`$. Let us define the following operators;

$`ϵ`$ $`=`$ $`ϵ_\mu ^{\delta \sigma }(m)=\left({\displaystyle \frac{C}{A}}\right)^2\left(1{\displaystyle \frac{M_B}{2}}\right)^2\left(\widehat{Q}(m)\gamma _\mu \widehat{Q}(m+\mu )\gamma _\mu \right)^{\delta \sigma },`$
$`ϵ^{}`$ $`=`$ $`ϵ_\mu ^{{}_{}{}^{}\delta \sigma }(m)=\left({\displaystyle \frac{C}{A}}\right)^2\left(1{\displaystyle \frac{M_B}{2}}\right)^2\left(\widehat{Q}(m+\mu )\gamma _\mu \widehat{Q}(m)\gamma _\mu \right)^{\delta \sigma }.`$ (3.10)
Then in terms of $`ϵ`$’s, $`S_2(\widehat{Q})`$ is given as333As we shall see, $`𝒬O(t^1)`$.

$`{\displaystyle \frac{1}{N}}S_2(\widehat{Q})`$ $`=`$ $`{\displaystyle \underset{m,\mu }{}}\text{tr}\left[g(ϵ_\mu (m))\right]`$ (3.11)
$`+{\displaystyle \frac{BC^3}{2A^4}}\left(1{\displaystyle \frac{M_B}{2}}\right)^3`$
$`\times {\displaystyle \underset{m,\mu ,\nu }{}}\{\text{tr}\left[𝒬(m+\mu )\gamma _\mu g^{}(ϵ_\mu (m))𝒬(m)\gamma _\mu 𝒬(m+\mu +\nu )\gamma _\nu g^{}(ϵ_\nu (m+\mu ))\right]`$
$`\text{tr}\left[𝒬(m+\mu +\nu )\gamma _\mu g^{}(ϵ_\mu (m+\nu ))𝒬(m+\nu )\gamma _\mu 𝒬(m+\mu )\gamma _\nu g^{}(ϵ_\nu ^{}(m+\mu ))\right]`$
$`+\text{tr}\left[𝒬(m)\gamma _\mu g^{}(ϵ_\mu ^{}(m))𝒬(m+\mu )\gamma _\mu 𝒬(m+\nu )\gamma _\nu g^{}(ϵ_\nu (m))\right]`$
$`\text{tr}\left[𝒬(m+\nu )\gamma _\mu g^{}(ϵ_\mu ^{}(m+\nu ))𝒬(m+\mu +\nu )\gamma _\mu 𝒬(m)\gamma _\nu g^{}(ϵ_\nu ^{}(m))\right]`$
$`+\text{tr}\left[𝒬(m+\nu )\gamma _\nu g^{}(ϵ_\nu (m))𝒬(m)\gamma _\mu 𝒬(m+\mu +\nu )\gamma _\mu g^{}(ϵ_\mu (m+\nu ))\right]`$
$`+\text{tr}\left[𝒬(m+\mu +\nu )\gamma _\nu g^{}(ϵ_\nu (m+\mu ))𝒬(m+\mu )\gamma _\mu 𝒬(m+\nu )\gamma _\mu g^{}(ϵ_\mu ^{}(m+\nu ))\right]`$
$`\text{tr}\left[𝒬(m)\gamma _\nu g^{}(ϵ_\nu ^{}(m))𝒬(m+\nu )\gamma _\mu 𝒬(m+\mu )\gamma _\mu g^{}(ϵ_\mu (m))\right]`$
$`\text{tr}\left[𝒬(m+\mu )\gamma _\nu g^{}(ϵ_\nu ^{}(m+\mu ))𝒬(m+\mu +\nu )\gamma _\mu 𝒬(m)\gamma _\mu g^{}(ϵ_\mu ^{}(m))\right]\}`$
$`+{\displaystyle \frac{N_{sf}C^4}{4A^4}}\left(1{\displaystyle \frac{M_B}{2}}\right)^2{\displaystyle \underset{m,\mu }{}}\text{tr}\left[𝒬(m+\mu )\gamma _\mu g^{}(ϵ_\mu (m))𝒬(m)\gamma _\mu g^{}(ϵ_\mu ^{}(m))\right]`$
$`+O(t^3),`$
where $`N_{sf}`$ is the dimension of the spinor-flavor index and

$$g(x)=1(14x)^{\frac{1}{2}}+\mathrm{ln}\left[\frac{1}{2}(1+(14x)^{\frac{1}{2}})\right].$$
(3.12)
Elementary meson fields $`𝒬`$ and their functional integral are introduced as in the previous case ,

$`{\displaystyle 𝑑\overline{q}𝑑q\mathrm{exp}\left(\frac{1}{N}J_\alpha ^\beta q_a^\alpha \overline{q}_\beta ^a\right)}`$ $`=`$ $`\left(\text{det}J\right)^N`$ (3.13)
$`=`$ $`{\displaystyle 𝑑𝒬\left(\text{det}𝒬\right)^Ne^{J𝒬}},`$
where the integral over $`𝒬`$ is defined by the contour integral, i.e., $`𝒬`$ is polar-decomposed as $`𝒬=RV`$ with positive-definite Hermitian matrix $`R`$ and unitary matrix $`V`$, and $`𝑑𝒬𝑑V`$ with the Haar measure of U($`N_{sf}`$). From (3.13), there appear additional terms like $`(N\text{Tr}\mathrm{log}𝒬)`$ in the effective action. Therefore the effective action is given by

$$S_{eff}(𝒬)=N\underset{n}{}\left[\text{tr}\mathrm{ln}𝒬(n)+M_B\text{tr}𝒬(n)\right]+S_2(𝒬).$$
(3.14)
Effective potential of the chiral condensate is obtained from $`S_{eff}`$ in Eq.(3.14) by setting

$$Q^{\alpha \beta }(n)=v\delta _{\alpha \beta }.$$

In paper I we obtained

$$v=\frac{|A|}{2C}\sqrt{\frac{2d1}{d^2}}+O(t^0)+O(M_B).$$
(3.15)
From the above result, we can expect that there appear quasi-Nambu-Goldstone bosons, i.e., pions. Actually we found that there are massless modes in the channel $`\text{tr}_S\left(\widehat{Q}\gamma _5\right)=\text{tr}_S\left(q\overline{q}\gamma _5\right)`$ where $`\text{tr}_S`$ is the trace over spinor index. It is straightforward to obtain the effective action of the pions by inserting the following expression of $`𝒬`$ into $`S_{eff}`$ in Eq.(3.14),

$$𝒬(m)=ve^{i\gamma _5\varphi _5(m)}.$$
(3.16)
For example from (3.10) and (3.16), one can easily obtain

$$ϵ_\mu e^{i\gamma _5_\mu \varphi _5}.$$
(3.17)
After some calculation, we have

$$S_{eff}|_{𝒬(m)=ve^{i\gamma _5\varphi _5(m)}}=2^{\frac{d}{2}}N\left[C_\pi \underset{m,\mu }{}\text{tr}_F\left(_\mu \varphi _5(m)\right)^2\frac{M_Bv}{2}\underset{m}{}\text{tr}_F\left(\varphi _5(m)\right)^2\right],$$
(3.18)
where $`C_\pi `$ is some positive constant and $`\text{tr}_F`$ is the trace over flavor index . Therefore the fields $`\varphi _5`$ are quasi-Nambu-Goldstone pions as expected.

One may think that there appear additional massless excitations in other modes of $`𝒬(m)`$ as in the naive lattice fermion case. In the following section we shall argue that this is not the case. There relationship between the species doubling and the symmetries of the lattice fermion becomes clear.

## 4 Symmetries and species doubling

In paper I we showed that Lüscher’s chiral symmetry is spontaneously broken at strong coupling. In the previous section, we derived the effective action and showed that pions appear in the desired form. As well-known, the naive fermion has much larger symmetry than the continuum fermion, and as a result there appear massless vector boson, etc. besides pions. In this section, we shall examine symmetries of the $`t`$-expanded overlap fermions and argue that such extra “Nambu-Goldstone bosons” do not appear because of the higher-order terms of $`t`$. In that discussion, we show that these extra (quasi-)massless bosons are nothing but pion like bound state of quark and its doublers. Finally we shall discuss physical meaning of the hopping expansion especially in the confining phase.

The naive lattice fermion action has “spectrum doubling symmetry”, that is, the action is invariant under the following transformation,

$`\psi (n)`$ $``$ $`e^{in\pi _H}M_H\psi (n),`$
$`\overline{\psi }(n)`$ $``$ $`\overline{\psi }(n)M_H^{}e^{in\pi _H},`$ (4.1)
where $`n\pi _H={\displaystyle \underset{\mu =1}{\overset{d}{}}}n_\mu \pi _{H,\mu },`$
$`H`$ $`=`$ $`\{\mu _1,\mathrm{},\mu _h\},(\mu _1<\mu _2<\mathrm{}<\mu _h,\mathrm{\hspace{0.33em}1}hd),`$
explicitly $`\{\mu \}=\{1\},\mathrm{},\{d\},\{\mu _1,\mu _2\}=\{1,2\},\{2,3\},\{1,3\},\mathrm{},`$
$`\{\mu _1,\mu _2,\mathrm{},\mu _d\}=\{1,2,\mathrm{},d\},`$
$`M_H`$ $`=`$ $`M_{\mu _1}M_{\mu _2}\mathrm{}M_{\mu _h},`$
$`M_\mu `$ $`=`$ $`i\gamma _5\gamma _\mu ,`$
$`\pi _{H,\mu }`$ $`=`$ $`\{\begin{array}{cc}\pi \hfill & \text{if}\mu H\hfill \\ 0\hfill & \text{otherwise}.\hfill \end{array}`$ (4.4)
For example, under the transformation $`H=\{\mu \}`$, right(left)-handed fermion at momentum $`p=0`$ transforms to left(right)-handed fermion at $`p=(0,\mathrm{},p_\mu =\pi ,0,\mathrm{})`$. Furthermore we can diagonalize the spinor indices of fermions by rewriting the naive-fermion action $`S_{naive}`$ in terms of the following variables $`\chi _n`$ and $`\overline{\chi }_n`$,

$`\psi (n)`$ $`=`$ $`A_n\chi _n,`$
$`\overline{\psi }(n)`$ $`=`$ $`\overline{\chi }_nA_n^{},`$
$`A_n`$ $`=`$ $`\gamma _1^{n_1}\gamma _2^{n_2}\mathrm{}\gamma _d^{n_d},`$
$`A_n^{}\gamma _\mu A_{n\pm \widehat{\mu }}`$ $`=`$ $`(1)^{n_1+\mathrm{}n_{\mu 1}}1,`$ (4.5)
$$S_{naive}=\overline{\chi }_m\eta _\mu (n)\left[\delta _{m+\mu ,n}U_\mu (m)\delta _{m,n+\mu }U_\mu ^{}(n)\right]\chi _n,$$
(4.6)
where $`\eta _\mu (n)=\frac{1}{2}()^{n_1+\mathrm{}+n_{\mu 1}}`$ and we have set the lattice spacing $`a=1`$.

As spinor indices of $`\chi _n`$ and $`\overline{\chi }_n`$ are diagonal in (4.6), the naive fermion action has global $`U(N_{sf})U(N_{sf})`$ symmetry which is manifest in the $`\chi `$-representation . By the chiral condensation $`\overline{\chi }_n\chi _n0`$, the $`U(N_{sf})U(N_{sf})`$ symmetry is spontaneously broken down to $`U(N_{sf})`$. On the other hand, one can easily see how the fields $`\chi _n`$ and $`\overline{\chi }_n`$ transform under (4.1). For example, for $`H=\{\mu \}`$,

$`\chi _n`$ $``$ $`i\gamma _5\gamma _\mu \chi _n,`$
$`\overline{\chi }_n`$ $``$ $`\overline{\chi }_ni\gamma _5\gamma _\mu ,`$ (4.7)
and similar expression for other doubling transformation $`H`$. Then it is obvious that the doubling symmetry (4.1) is a part of the $`U(N_{sf})`$ symmetry. This indicates that the extra Nambu-Goldstone bosons are nothing but pion like bound state of the original quark and its doublers (for more details, see discussion below). By practical calculation, we can verify that higher-order terms of $`t`$ in Eq.(2.7) explicitly breaks the $`U(N_{sf})U(N_{sf})`$ symmetry down to the flavour symmetry $`U(N_f)`$ as desired. This is due to the Wilson term $`B(t;m,n)`$ in Eq.(2.2).

Next let us study the doubling spectrum of pions, e.g., “pions” which are composed of quark $`q(p0)`$ and, e.g., anti-quark $`\overline{q}(p_\mu \pi ,p_{\nu \mu }0)`$444As quarks are confined, concept of “quark with vanishing momentum” etc does not have any strict meaning. However, we hope that what we are meaning in the present context is quite clear for readers.. From the doubling transformation (4.1), we should consider the following composite fields,

$$\widehat{Q}^{}(n)\frac{1}{N}q(n)\overline{q}(n)M_H^{}e^{in\pi _H}.$$
(4.8)
For example for $`H=\{\mu \}`$,

$$\widehat{Q}^{}=\widehat{Q}i\gamma _\mu \gamma _5()^{n_\mu }.$$

From the above consideration, the bound state of quark $`q(p0)`$ and anti-quark $`\overline{q}(p_\mu \pi ,p_{\nu \mu }0)`$ is described by the “vector” field $`\varphi _\mu `$ introduced as follows,

$$Q=ve^{i\gamma _\mu \varphi _\mu (1)^{n_\mu }},$$
(4.9)
where the flavour index is arbitrary.

It is rather straightforward to obtain the effective action of $`\varphi _\mu `$ by substituting Eq.(4.9) into the effective action $`S_{eff}(𝒬)`$ and using the formulae like

$`ϵ_\mu (m)`$ $`=`$ $`({\displaystyle \frac{C}{A}})^2(1{\displaystyle \frac{M_B}{2}})^2v^2e^{i(1)^{m_\nu }\gamma _\nu _\mu \varphi _\nu (m)},`$ (4.10)
$`ϵ_\mu (m)^{}`$ $`=`$ $`({\displaystyle \frac{C}{A}})^2(1{\displaystyle \frac{M_B}{2}})^2v^2e^{i(1)^{m_\nu }\gamma _\nu _\mu \varphi _\nu (m)}.`$ (4.11)
It is verified that at the leading order of $`t`$, i.e., the naive fermion, $`\varphi _\mu `$ has a mass like (mass)$`{}_{}{}^{2}M_B`$ just as the pions $`\varphi _5`$. At $`O(t^2)`$, no mass terms appear (accidentally). We therefore examine the terms of $`O(t^3)`$ of the hopping expansion like

$$\frac{B^2C}{A^3}\gamma _\mu \mathrm{\Gamma }_\mu ^{}(m,l)\mathrm{\Gamma }_\nu ^+(l,v)\mathrm{\Gamma }_\alpha ^+(v,n)+\mathrm{}.$$
(4.12)
The terms in Eq.(4.12) generate the following terms in the effective action $`S_{eff}(𝒬)`$,

$`{\displaystyle \underset{m,\mu ,\nu ,\alpha }{}}\text{tr}[𝒬(m)\gamma _\mu 𝒬(m+\mu +\nu +\alpha )\gamma _\alpha g^{}(ϵ_\alpha (m+\mu +\nu ))𝒬(m+\mu +\nu )`$
$`\times \gamma _\nu g^{}(ϵ_\nu (m+\mu ))𝒬(m+\mu )\gamma _\mu g^{}(ϵ_\mu (m))]+\mathrm{}.`$ (4.13)
By substituting the expression (4.9) into Eq.(4.13), one can verify that the mass term of $`\varphi _\mu `$, i.e., the term like $`\varphi _\mu ^2`$, actually appears at $`O(t^3)`$.

Similar consideration is straightforward for other bound state of quark and its doublers. These excitations are described by the following modes,

$$Q=ve^{i\gamma _\mu \gamma _\nu \gamma _5\varphi _{\mu \nu }()^{n_\mu +n_\nu }},$$
(4.14)
etc. We expect that they all acquire a finite mass at higher order of $`t`$ as the symmetry of the action indicates. If the above expectation is correct, the result implies that the doublers at weak coupling do not produce any ill effect in the spectrum of light mesons at strong coupling except the $`U(1)`$ problem, though the result is obtained by using the $`t`$-expansion in the above study. Recently, Golterman and Shamir gave careful study on QCD with the overlap fermions with small hopping parameter and they obtained the result which supports the above argument . Relationship between the $`U(1)`$ problem and the $`t`$-expansion and/or the strong-coupling expansion will be briefly discussed in Sect.5.

So far we have considered bound state of pairs like quark $`q(p0)`$ and anti-quark $`\overline{q}(p_\mu \pi )`$ and found that they are massive. In the rest of this section, we shall reexamine the pions $`\varphi _5`$ more precisely. Pions $`\varphi _5`$ consist of the bound state of quark $`q(p0)`$ and anti-quark $`\overline{q}(p0)`$. However besides that component, there are contributions from other pairs of quark and anti-quark like $`q(p_\mu \pi )`$ and $`\overline{q}(p_\mu \pi )`$, i.e., bound state of doublers with the same momentum, i.e.,

$$\varphi _5\overline{q}(p0)\gamma _5q(p0)+\lambda \overline{q}(p_\mu \pi )\gamma _5q(p_\mu \pi )+\mathrm{}.$$
(4.15)
It is interesting to estimate the weight of these bound pairs $`\lambda `$.

To this end, let us first consider the weak-coupling region or small lattice spacing and $`U_\mu (m)1`$. From $`S_F^{}(q)`$ in (3.5), the free propagator of $`q`$ is obtained from the following expression of the $`t`$-expanded action,

$$S_F^{}(q)\overline{q}(p)\left[\frac{C}{|A|}\gamma _\mu i\mathrm{sin}p_\mu +\frac{BC}{A|A|}\gamma _\mu i\mathrm{sin}p_\mu \mathrm{cos}p_\nu \right]q(p)+\mathrm{},$$
(4.16)
where we have ignored coefficients which are irrelevant for the discussion. From Eq.(4.16), for quark with momentum $`p0`$,

$$S_F^{}(q)\overline{q}(p)\left(\frac{C}{|A|}+\frac{BCd}{A|A|}\right)\left(i\gamma _\mu p_\mu \right)q(p),$$
(4.17)
whereas for doubler at $`p_\nu \pi `$ the second term in (4.16) changes sign because of the factor $`\mathrm{cos}p_\nu `$, and therefore

$$S_F^{}(q)\overline{q}(p)\left(\frac{C}{|A|}+\frac{BC(d2)}{A|A|}\right)\left(i\gamma _\mu p_\mu \right)q(p),$$
(4.18)
with the suitable redefinition of the momentum $`p_\nu \pi p_\nu `$. This means that at the leading order of the hopping expansion the doublers have the same weight or residue with the original fermion at $`p0`$. However at $`O(t^2)`$, residue of doublers is reduced though the fermion propagator has a pole at the doubler momentum555Here we assume negative $`A`$ as in the previous discussions.. That is, in the hopping expansion (for the free field case), the doublers appear as a genuine particle but their probability is decreased by the higher-order terms of $`t`$. On the other hand, exact form of the free fermion propagator is obtained readily. Physical parameter region of the overlap fermions is identified by requiring that the propagator has a pole only at $`p=0`$ and no poles at $`p=\pi `$. In this sense, the $`t`$-expansion is not a good approximation in the perturbative deconfinement phase. However in the parameter region in which the $`t`$-expansion converges, we can see that doublers are suppressed in the overlap formalism.

The above discussion can be easily extended for smooth gauge field configurations or small gauge coupling $`g`$. In this case, there appears an additional term proportional to the gauge potential $`igA_\mu =\mathrm{ln}U_\mu `$ which is common to fermion with small momentum and its doublers. That is, both in Eqs.(4.17) and (4.18),

$$\overline{q}(p)\left(\gamma _\mu p_\mu \right)q(p)\overline{q}(k)\gamma _\mu \left(\delta (kp)p_\mu gA_\mu (kp)\right)q(p).$$
(4.19)
Then weights of doublers are suppressed by the term of $`O(t^2)`$ for smooth $`A_\mu `$ as in the free case.

In the confining phase on the other hand, poles in the quark propagator are not physical observables. We expect that the $`t`$-expansion gives at least qualitatively correct picture for that phase. The above consideration for the weak-coupling case suggests that the weight $`\lambda `$ in Eq.(4.15) is a decreasing function of the hopping parameter $`t`$ for the probability of doublers decreases as $`t`$ increases. As $`t`$ increases further, convergence of the expansion breaks down. We think that this nonconvergence of the $`t`$-expansion is closely related with the $`U(1)`$ problem. This point will be discussed in the following section. At the strong-coupling limit, the convergence of the $`t`$-expansion is improved and also the discrimination between “quark with small momentum” and its doublers becomes obscure because of the large fluctuation of the gauge field $`U_\mu (n)`$. In order to clarify the phase structure of the QCD with overlap fermions, numerical studies are required. We hope that the studies by the $`t`$-expansion will be useful for further studies on that problem.

## 5 Discussion

In paper I, we developed the hopping expansion for the overlap fermions and showed that Lüscher’s chiral symmetry is spontaneously broken at strong gauge coupling. In this paper, we derived the effective action of mesons and showed that pions appear in the desired form. It was also argued that other extra “Nambu-Goldstone” bosons do not appear because of the explicit breaking of the $`U(N_{sf})U(N_{sf})`$ symmetry $`U(N_f)`$ which exists in the naive lattice fermion.

Important problem is whether the $`t`$-expansion covers physically relevant parameter region of the lattice QCD. It is not straightfoward to answer this question because poles in the quark propagator is not physical observable in the confinement phase. However effect of the chiral anomaly must be appear in the physical parameter region. In QCD, the $`U(1)`$ problem is a suitable object to identify the correct parameter region. We expect that a mass term of the flavour singlet meson will appear from the Jacobian in (3.4). This is a solution to the $`U(1)`$ problem. However if this Jacobian $`\mathrm{Tr}\mathrm{ln}(1\frac{1}{2}D)`$ and the action itself are both expandable in powers of $`t`$, in other words, local in the real space in a broad sense, the total action $`S_{F,M}^{}(q)N\mathrm{Tr}\mathrm{ln}(1\frac{1}{2}D)`$ with $`M_B=0`$ is obviously invariant under the transformation (2.12). Therefore flavour singlet Nambu-Goldstone boson also appears as a result of the spontaneous breaking of (2.12). Recently careful study on the overlap-Dirac fermions with a small hopping parameter is given . There the same result with above is obtained.

We expect that convergence of the $`t`$-expansion breaks down first in the Jacobian because it contains (infinitely) higher-power terms of the operator $`D`$. Then a would-be Nambu-Goldstone boson becomes massive because of the nonlocality666Under the chiral transformation (2.12), the operator $`D`$ is invariant. However after integration over the gauge field, the Jacobian is expressed in terms of $`q`$. Then it is possible that symmetry-breaking terms appear there. In other words, the transformation from $`\psi `$ to $`q`$ becomes singular above a certain critical value of $`t_C`$.. Problem is whether this nonconvergence of the Jacobian factor means a phase transition from small to intermediate (physical) value of $`t`$. If this is a phase transition, results of the present study may be useless for investigation on the physical properties of the intermediate-$`t`$ phase. Of course it depends on nature of the phase transition. This problem is under study and we hope that result will be reported in a future publication .

Finally let us notice recent studies on the domain wall fermions at strong coupling. Very recently lattice $`U(1)`$ gauge model with the domain-wall fermions was studied in the strong-coupling limit by the Hamiltonian formalism . There an effective Hamiltonian for low-lying color-singlet degrees of freedom is obtained by treating the terms proportional to the gauge fields $`U_\mu (m)`$ as perturbations. This idea is very close to ours in paper I and the present paper though we employ the Lagrangian formalism. It is very interesting and also useful to investigate the relation between the results obtained in Ref. and ours in detail. This may give an important insights to numerical studies on QCD with the domain-wall and /or overlap fermions.

Acknowledgements

KN, one of the authors, would like to thank Prof.T.Yoneya for useful discussions. We also thank the referee of this paper for pointing out the references in Ref..