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# 1 Introduction

## 1 Introduction

The fundamental position of differential equations (DEs) in scientific progress has, over the last three centuries, led to a vigorous search for methods to solve them. The overwhelming majority of these methods are based on classification of the DE into types for which a method of solution is known, which has resulted in a gamut of methods that deal with specific classes of DEs. This scene changed somewhat at the end of the 19th century when Sophus Lie developed a general method to solve (or at least reduce the order of) ordinary differential equations (ODEs) given their symmetry transformations . Lie’s method is very powerful and highly general, but first requires that we find the symmetries of the differential equation, which may not be easy to do. Search methods have been developed  to extract the symmetries of a given ODE, however these methods are heuristic and cannot guarantee that, if symmetries exist, they will be found.

On the other hand in 1983 Prelle and Singer (PS) presented a deductive method for solving 1ODEs that presents a solution in terms of ELFs (SELF) if such a solution exists . The attractiveness of the PS method lies not only in the fact that it is based on a totally different theoretical point of view but also because, if the given 1ODE has a SELF, the method guarantees that this solution will be found (though, in principle it can admittedly take an infinite amount of time to do so).

Despite all the good points about the PS-method it presents a shortcoming: it can not guarantee to solve 1ODEs which solutions are not SELF. In order to improve that situation, we have developed  an extended PS-method.

So, apart from implementing the PS-method (for the first time, in Maple, with the complete approach and the additional bonus of the afore mentioned research tools), we present and implement a theoretical extension to the scope of the method.

The paper is organized as follows: In section 2, we present a short introduction to the PS-approach. In the following section, we introduce the main ideas of our extension to the procedure. Next, in section 4, we present the package. In sections 5 and 6 we, respectively, present some examples and the performance analysis of the package. Finally, we end with the conclusion.

## 2 The Prelle-Singer Method

Despite its usefulness in solving 1ODEs, the Prelle-Singer procedure is not very well known outside mathematical circles, and so we present a brief overview of the main ideas of the procedure.

### 2.1 Rational 1ODEs

Consider the class of 1ODEs which can be written as

$$y^{}=\frac{dy}{dx}=\frac{M(x,y)}{N(x,y)}$$
(1)
where $`M(x,y)`$ and $`N(x,y)`$ are polynomials with coefficients in the complex field $`C`$.

In , Prelle and Singer proved that, if an elementary first integral of (1) exists, it is possible to find an integrating factor $`R`$ with $`R^nC`$ for some (possible non-integer) $`n`$, such that

$$\frac{(RN)}{x}+\frac{(RM)}{y}=0.$$
(2)
The ODE can then be solved by quadrature. From (2) we see that

$$N\frac{R}{x}+R\frac{N}{x}+M\frac{R}{y}+R\frac{M}{y}=0.$$
(3)
Thus

$$\frac{D[R]}{R}=\left(\frac{N}{x}+\frac{M}{y}\right),$$
(4)
where

$$DN\frac{}{x}+M\frac{}{y}.$$
(5)
Now let

$$R=\underset{i}{}f_i^{n_i}$$
(6)
where $`f_i`$ are irreducible polynomials and $`n_i`$ are non-zero rationals. From (5), we have

$`{\displaystyle \frac{D[R]}{R}}`$ $`=`$ $`{\displaystyle \frac{D[_if_i^{n_i}]}{_if_k^{n_k}}}={\displaystyle \frac{_if_i^{n_i1}n_iD[f_i]_{ji}f_j^{n_j}}{_kf_k^{n_k}}}`$ (7)
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \frac{f_i^{n_i1}n_iD[f_i]}{f_i^{n_i}}}={\displaystyle \underset{i}{}}{\displaystyle \frac{n_iD[f_i]}{f_i}}.`$
From (4), plus the fact that $`M`$ and $`N`$ are polynomials, we conclude that $`D[R]/R`$ is a polynomial. Therefore, from (7), we see that $`f_i|D[f_i]`$ (i.e., $`f_i`$ is a divisor of $`D[f_i]`$).

We now have a criterion for choosing the possible $`f_i`$ (build all the possible divisors of $`D[f_i]`$) and, by using (4) and (7), we have

$$\underset{i}{}\frac{n_iD[f_i]}{f_i}=\left(\frac{N}{x}+\frac{M}{y}\right).$$
(8)
If we manage to solve (8) and thereby find $`n_i`$, we know the integrating factor for the 1ODE and the problem is reduced to a quadrature. Risch’s algorithm  can then be applied to this quadrature to determine whether a solution exists in terms of elementary functions.

### 2.2 Algebraic and Transcendental 1ODEs

Note that the procedure explained above assumed (in eq.1) that $`M(x,y)`$ and $`N(x,y)`$ are polynomials in $`x`$ and $`y`$ over $`𝐂[x,y]`$.

In order to allow the PS-method to solve differential equations with transcendental or algebraic terms, Shtokhamer  regarded the different transcendental and algebraic terms appearing in $`M(x,y)`$ and $`N(x,y)`$ as new variables ($`u_1,u_2,\mathrm{},u_n`$) to be used, in addition to the original variables $`x`$ and $`y`$, in the construction of the polynomials $`f_i`$ described above.

Bearing that in mind, it is easy to notice that eq. 4 will become:

$$\frac{D[R]}{R}=\left(\frac{}{x}+\underset{i=1}{\overset{n}{}}\frac{u_i}{x}\frac{}{u_i}\right)N(x,y,u_{1\mathrm{}n})\left(\frac{}{y}+\underset{i=1}{\overset{n}{}}\frac{u_i}{y}\frac{}{u_i}\right)M(x,y,u_{1\mathrm{}n})$$
(9)
A quick inspection of the equation above reveals that its right-hand-side will not generally be polynomial, as it would be necessary to apply the PS-method.

The non-polynomial terms might have two origins:

* $`\frac{u_i}{x}`$ and $`\frac{u_i}{y}`$ may produce functions that are not in $`\{u_1,\mathrm{},u_n\}`$.
* Further than that, $`\frac{u_i}{x}`$ and $`\frac{u_i}{y}`$ could be rational instead of polynomial.

We can address the first question by noticing that the $`u_i`$, where $`i=1,\mathrm{}n`$, present on the 1ODE are, by hypothesis, elementary. Therefore, we can construct a complete set $`\{u_1,..,u_n,..u_{n+m}\}`$ (which we will call the basis of functions), by including the new functions (generated by differentiation as explained above) until we exhaust the process, i.e., no new functions appear.

The second problem can be fixed by multiplying the whole eq.(9) by all the denominators generated by $`\frac{u_i}{x}`$ and $`\frac{u_i}{y}`$.

To illustrate these mystical arguments let us use a simple example. Suppose we have the following 1ODE:

$$y^{}=\frac{ln(x)+sin(x)}{y(x)}.$$
(10)
So, we have

$$u_1=ln(x),u_2=sin(x).$$
(11)
Let us first check if the derivatives introduce new functions:

$$\frac{u_1}{x}=\frac{1}{x},\frac{u_2}{x}=cos(x),\frac{u_1}{y}=0,\frac{u_2}{y}=0.$$
(12)
From eq.(12), one can see that a new function, $`cos(x)`$, was introduced. So, we have

$$u_1=ln(x),u_2=sin(x),u_3=cos(x).$$
(13)
Now, we would have to, once again, verify if the derivation will introduce new functions. In this case, it is easy to see that no more functions will appear, since

$$\frac{cos(x)}{x}=sin(x),(\frac{u_3}{x}=u_2),$$
(14)
thus completing the set.

Therefore, we have solved the first problem mentioned above. From eq.(12) we can see that the derivative of $`ln(x)`$ generates a denominator $`(x)`$. Then, to ensure that the right-hand-side of eq.(9) is polynomial, we would have to multiply the whole equation by $`x`$ (i.e., by the denominator of $`\frac{u_1}{x}`$).

So, we can summarize the approach described in this section by three steps:

* complete the set of functions appearing on the 1ODE.
* define a new differential operator $`𝒟`$ as $`𝒟(denominators)D`$
* substitute $`\frac{N}{x}+\frac{M}{y}`$ by $`\left(\frac{N}{x}+\frac{M}{y}\right)(denominators).`$ obtaining

$$\underset{i}{}\frac{n_i𝒟[f_i]}{f_i}=\left(\frac{N}{x}+\frac{M}{y}\right)(denominators).$$
(15)
* Then the procedure follows as in the case of the rational 1ODEs.

In this section we presented an overview of the PS procedure. Remember that we can only guarantee to solve 1ODEs which solutions are SELF. In the next section, we will present a theoretical extension of the PS approach that will permit us to tackle all 1ODEs with LIS.

## 3 Extended PS procedure

In this section, we are going to briefly introduce the ideas behind a theoretical extension that will enhance the scope of applicability of the PS-procedure. We are going to use an example to make clear what we are talking about.

Consider the following example, taken from the book by Kamke333 A classical reference on the field, generally used as a testing ground. (eq. k21):

$$\frac{dy}{dx}=y^2y\mathrm{sin}(x)+\mathrm{cos}(x),$$
(16)
which solution is

$$y=\mathrm{sin}(x)\frac{e^{\mathrm{cos}(x)}}{C+e^{\mathrm{cos}(x)}𝑑x}.$$
(17)
Note that the solution is not a SELF. So the PS-procedure can not guarantee to get it. To understand why, let us then consider the integrating factor for this 1ODE:

$$R=\frac{e^{\mathrm{cos}(x)}}{\left(y\mathrm{sin}(x)\right)^2}$$
(18)
What can we learn from that? Examining $`R`$ we can see that it is written as a product of ELFs. Indeed, we can claim the $`R`$ is of the form:

$$R=\underset{i}{}h_i^{n_i}$$
(19)
where, in this case, $`h_1=y\mathrm{sin}(x)`$ and $`h_2=e^{\mathrm{cos}(x)}`$. Let us now compare this with eq.(6). What is the fundamental difference between them? The point is that, in eq.(19), not all $`h_i`$ are polynomials over the algebraic extension of eq.(16). In this example, the guilty party is $`h_2`$, thus explaining why the PS-procedure would not work.

Let us introduce our extended PS-procedure that will allow to deal with all those cases. Some of what is about to come will involve the Lie theory for 1ODEs. The reader that is not familiar with this should not despair. We are going to explain (in English) what every step means.

Every 1ODE of the form

$$y^{}=\frac{dy}{dx}=\frac{M(x,y)}{N(x,y)}$$
(20)
where $`M(x,y)`$ and $`N(x,y)`$ are polynomials of ELFs, presents an infinite number of symmetries. We can guarantee that at least one is of the form:

$$\left[\xi =0,\eta =\eta (x,y)\right]$$
(21)
In this language, the integrating factor is:

$$R=\frac{1}{M\xi N\eta }R=\frac{1}{N\eta (x,y)}$$
(22)
So, if the integrating factor $`R`$, for the 1ODE (20), is of the form given by eq.(19), then $`\eta (x,y)`$ must also be of the form

$$\eta (x,y)=\underset{k}{}h_k^{m_k},$$
(23)
since, by assumption, N is polynomial on the algebraic extension of the 1ODE (20). So, for the 1ODE (16), using eqs.(18) and (22), we have:

$$\eta (x,y)=e^{\mathrm{cos}(x)}\left(y\mathrm{sin}(x)\right)^2$$
(24)
Applying the Lie theory one can obtain the most general form for an 1ODE, with a given symmetry. For the symmetry presented on eq.(21), this is:

$$\frac{dy}{dx}=\eta (x,y)\frac{\eta _x(x,y)}{\eta (x,y)^2}𝑑y+\eta (x,y)F(x)$$
(25)
Examining eq.(16), we see that it does not contain $`e^{\mathrm{cos}(x)}`$. On the other hand, by looking at eqs.(24) and (25), it apparently should contain it! How can $`e^{\mathrm{cos}(x)}`$ disappear from eq.(25)?!

First of all, from the last term of eq.(25), we can see that any multiplicative factor, present on $`\eta (x,y)`$, can be eliminated via the arbitrariness of $`F(x)`$. To be sure that this multiplicative factor does not “survive” in the other term (the one with the integral) it can not be a general function of $`x`$ and $`y`$. Actually, one can see (from the general structure of the term) that this factor has to be an exponential .

Summarizing the ideas presented on this section, we see that the PS-procedure (for both the rational and algebraic-transcendental cases) is based on the fact that some quantities are divisors of others (see (8) and (15)). With the example we have presented, we hope to have left it plain to the reader that one might have factors appearing on $`R`$ that are not present on the 1ODE and, indeed, that those factors have to be exponentials where the arguments are functions of $`x`$ and $`y`$. The question that presents itself is: what are those functions? By inspecting eqs. (8) and (15) we can see that they have to be taken from the basis of functions of the corresponding 1ODE (defined, as explained on section 2.2, by the functions present on $`N`$ and $`M`$ of the 1ODE).

We would like to point out that the example dealt with on this section (and the reasoning following it) is just a part of the whole body of ideas and arguments we present on  to conclude that there is a possible extension to the PS-procedure. Nevertheless, it is a complete part in the sense that it should be enough to “convince” the reader of the importance of this extension. In other words, we hope to have showed that, without this, a whole class of 1ODEs would elude the PS-procedure. We will, later on this paper, show some more examples only solved by this PS-extended-procedure and comment on our computational implementation of these ideas.

## 4 The PSolver package

### Summary

A brief review of the commands of the package is as follows:444This subsection and the next one may contain some information already presented in the previous sections; this is necessary to produce a self-contained description of the package.

* PSolve solves 1ODEs, using the Prelle-Singer approach. It deals not only with rational 1ODEs but also with the ones containing ELFs (algebraic and transcendental functions).
* PSolvexp extends the applicability of the PS-procedure to all 1ODEs with LIS.
* Intfact returns an integrating factor for the 1ODE.
* Dop constructs the $`𝒟`$ operator associated to the 1ODE.
* Basis constructs a list of equations of transformation which name a set of algebraic and transcendental functions (e.g., $`[u_1=f_1(x,y),\mathrm{}]`$). Those functions are, see sections 2.2 and 4.3, what we call the basis of functions for the corresponding 1ODE.
* dBasis presents the list with the partial derivatives of the basis of functions (e.g., $`[u_1/x=u_2,\mathrm{}]`$).
* Eigenpol calculates all the polynomials $`f_i`$ that are divisors of $`𝒟f_i`$, i.e., that satisfy the equation $`𝒟f_i=g_if_i`$.
* EigenPval calculates the polynomials $`g_i`$ that are the “eigenvalues” for the equation $`𝒟f_i=g_if_i`$.

### Description

A complete description of the PSolver package’s commands is found in the on-line help. Here we present the most relevant part of that description.

### 4.1 Command name: PSolve

Feature: This command applies the PS-procedure to solve 1ODEs.

Calling sequence555In what follows, the input can be recognized by the Maple prompt ¿-.:

```
> PSolve(1ode,n,optional_parameters);

```

Parameters:

| `1ode` | \- a first order ordinary differential equation. |
| --- | --- |
| `n` | \- an integer which sets the highest degree the command will consider for finding the |
|  | polynomials $`f_i`$. |

Optional Parameters:

| `NumberF=integer` | \- Tells the program the number of $`f_i`$ it is going to |
| --- | --- |
|  | use to look for the integrating factor. |
| `NumberF=All` | \- Tells the program to use all $`f_i`$ in searching |
|  | for the integrating factor. |
| `AllSolutions` | \- The absence of this argument truncates the searching for all |
|  | possible $`f_i`$ in a way that, for the majority of cases, still allows |
|  | the command to find the integrating factor but with considerable |
|  | gain in time. |
| `Extended` | \- Indicates to the program that it should use the set of routines |
|  | that look for the exponentials in order to calculate the integrating |
|  | factor. |
| `Guess` | \- It activates an algorithm for fast determination of $`f_i`$ |
|  | candidates. |

Synopsis:

The PSolve command is a part of the PSolver package, which, to brutally summarize things, is designed to solve 1ODEs with LIS. The command implements the PS-procedure and an extension of our own (see section 3) which can be divided into five steps:

* First, from the 1ODE, one can determine the basis of functions.
* In second place, from the basis (mentioned above) one constructs the $`𝒟`$ operator, see section2.2.
* Following that, we can calculate the “eigen-polynomials” and “eigenvalues” (which are themselves polynomials) for the operator $`𝒟`$.
* From these results, we find (or not, if it does not exists) the integrating factor for the 1ODE.
* Finally, one can then use the integrating factor to find the desired solution for the 1ODE.

The arguments

The first argument of PSolve is the 1ODE. The second argument is an integer that tells the command the highest degree it is going to use in the search for the integrating factor. We would like to remind the reader that the PS-procedure is a semi-decision one, in other words, if the integrating factor has not be found for this degree, it does not exists at this level. But, it could as well exist for higher degree, we have to keep looking.

The optional arguments

The optional arguments can be given alone or in conjunction and in any order. In order to improve its practicability (speed combined with efficiency) PSolve, by default, uses seven $`f_i`$ to construct the integrating factor. Why is that so? Well, this process of calculate the integrating factor can be broadly divided into two steps: first one has to find all possible $`f_i`$, then use them to look for the integrating factor. This process of looking for the IF is “computationally expensive” and, furthermore, we have noticed that it is seldom the case where all the $`f_i`$ are needed to do the job. We have also noticed that, generally, using the “simpler” $`f_i`$ was enough. What do we mean by “simpler”? We call a simple $`f_i`$ the one which leads to a faster calculation. Luckily for us, there is a direct relation between this desired property and the form of the $`f_i`$. Actually, we have observed that the “smaller” the $`f_i`$ the faster is the computation time. So we introduced a algorithm for ordering the possible $`f_i`$ by “size”666This definition of “size” and the creation of the routines to measure it are a part of our package.. The default number seven was defined heuristically. Of course there will be the odd case where seven won’t be enough, so we let the door open for the user to increase this number via the optional argument NumberF=integer.

How about the other step? Can we improve the efficiency of our package in the finding of all $`f_i`$? In fact, for the 1ODEs which involve radicals, the problem of computational-time-expenditure can be even greater. For instance, in a particular example, the program took several minutes to find some forty $`f_i`$. It turned out that we developed a different algorithm that, although loosing some possible solutions, still produces enough of them (for a great number of cases) thus allowing the program to find the IF. For the remaining (few) cases, the user may then apply the optional argument AllSolutions which will tell the program to use the first (slower) algorithm.

The importance of the option Extended lies in the fact it implements a body of new ideas making it possible for the user to extend the PS-procedure to a greater range of 1ODEs, to cover all the ones with LIS (not only with SELFs). See section 3.

Finally, the Guess option implements an algorithm for fast pattern recognition determining possible $`f_i`$ candidates of high degree, thus shortening the computational time required by the PS-procedure. This algorithm will help in some (difficult) cases but it complicates the general one and so it is optional.

### 4.2 Command name: Intfact

Feature: Calculates a integrating factor ($`R`$) for the 1ODE.

Calling sequence:

```
> Intfact(1ode,n,optional_parameter);

```

Parameters:

The parameters 1ode and n have the same meaning as explained above777In what follows, these parameters will always have this meaning..

Optional Parameter:

| `NumberF=integer` | \- Tells the program the number of $`f_i`$ it is going to |
| --- | --- |
|  | use to look for the integrating factor. |
| `NumberF=All` | \- Tells the program to use all $`f_i`$ in searching |
|  | for the integrating factor. |
| `AllSolutions` | \- The absence of this argument truncates the searching for all |
|  | possible $`f_i`$ in a way that, for the majority of cases, still allows |
|  | the command to find the integrating factor but with considerable |
|  | gain in time. |
| `Extended` | \- Indicates to the program that it should use the set of routines |
|  | that look for the exponentials in order to calculate the integrating |
|  | factor. |
| `Guess` | \- It activates an algorithm for fast determination of $`f_i`$ |
|  | candidates. |

Synopsis:

Actually this command embodies the heart of the package and that is so for, basically, two reasons: The brilliance of the PS-procedure lies exactly on the calculation of the integrating factor. After that step, the finding of the solution is no novelty. The second reason is that our extension to the PS-procedure can be also found mostly on this command (via the optional parameter mentioned above). Again, after we find the integrating factor, it is straightforward to look for the solution to the 1ODE.

### 4.3 Command name: Basis

Feature: Determines the basis of functions for the 1ODE.

Calling sequence:

```
> Basis(1ode);

```

Synopsis:

With the somewhat more specialized user in mind, we implement a set of commands to help the research with 1ODEs. The first one is this command that generates, from the ELFs present on the 1ODE, a set of functions that is complete under differentiation.

### 4.4 Command name: DBasis

Feature: Returns a list with the partial derivatives of the functions in the Basis.

Calling sequence:

```
> DBasis(1ode);

```

Synopsis:

This is another one of the commands to help in the research on the structure of 1ODEs. It generates a table with all the first partial derivatives of the Basis, written in terms of this Basis and of the independent and dependent variables. This will be used to construct the $`𝒟`$ operator.

### 4.5 Command name: Dop

Feature: Returns the $`𝒟`$ operator (for the 1ODE) that is a essential ingredient in applying the PS-procedure.

Calling sequence:

```
> Dop(1ode);

```

Synopsis:

This command returns the $`𝒟`$ operator associated with the 1ODE. The operator is written in the basis of functions for the 1ODE (see section 5).

### 4.6 Command name: Eigenpol

Feature: Returns the “eigen-polynomials” for the $`𝒟`$ operator.

Calling sequence:

```
> Eigenpol(1ode,n);

```

Synopsis:

This command finds all the polynomials $`f_i`$ (of maximum degree n) satisfying the equation $`𝒟f_i=g_if_i`$ and those will be the candidates to build the integrating factor for the 1ODE.

### 4.7 Command name: EigenPval

Feature: Returns the “eigenvalues” for the $`𝒟`$ operator.

Calling sequence:

```
> EigenPval(1ode,n);

```

Synopsis:

This command finds the polynomials $`g_i`$ that play the role of eigenvalues for the equation $`𝒟f_i=g_if_i`$.

## 5 Examples

In this section, we are going to exemplify some aspects of the routines in the package and show that, besides being valid only on the basis of being an implementation of the regular PS-procedure (and that this fact already greatly enhances the solving of 1ODEs capabilities within the Maple environment), our program proved to be a successful attempt of implementing news ideas, extending even further the applicability of the PS-procedure.

In order to avoid boring the reader to death and to allow him/her to focus on the relevant aspects, we are going to concentrate (try to) in a few 1ODEs that will serve as examples for as many features as possible.

### 5.1 Usage of the package commands

Let us use a simple 1ODE to show the commands in action. Consider the following 1ODE:

$$\frac{dy}{dx}=\frac{y\left(\mathrm{cos}(x)+ye^x+1\right)}{\mathrm{cos}(x)}$$
(26)
Usually, people only want to find the solution for the 1ODE. So, that would simply require the input lines:

```
> eq := diff(y(x),x) = y(x)*(cos(x)+y(x)*exp(-x)+1)/cos(x):
> PSolve(eq,1);

```

$$\mathrm{ln}(y(x)+e^x)\mathrm{ln}(\mathrm{tan}(1/2x)1)+\mathrm{ln}(\mathrm{tan}(1/2x)+1)\mathrm{ln}(y(x))\mathrm{\_}\mathit{C1}=0$$
(27)
Sometimes the user is interested on having a look at just the integrating factor, so he/she could type:

```
> R := Intfact(eq,1);

```

$$\begin{array}{c}\text{For the 1ODE in the form}\\ \\ \frac{d}{dx}y(x)=\frac{y(x)\left(\mathrm{cos}(x)e^x+y(x)+e^x\right)}{\mathrm{cos}(x)e^x}\\ \\ \text{the integrating factor will be}\\ \\ R=\frac{1}{y\mathrm{cos}(x)\left(y+e^x\right)}\end{array}$$

Please notice that the program informs the user the format in which it is considering the 1ODE to be in, that is important since it may be the case where the input 1ODE gets transformed by the simplification routines and is regarded in a different shape (of course it is still the same 1ODE) and that will affect the integrating factor.

The package can also provide information about the basis of functions (that can be useful in analyzing the structure of the 1ODE).

```
> basis := Basis(eq);

```

$$basis=[u_1=\mathrm{cos}(x),u_2=\mathrm{sin}(x),u_3=e^x]$$

For the user that is interested in the limits of applicability of the PS- procedure or that is otherwise involved in more pure research in the algebraic properties of 1ODEs, that can prove to be a very valuable piece of information. The same applies to the commands that follow.

For instance, the following command to be exemplified ($`dBasis`$) provides essential information in order to apply the PS-procedure (please refer to the above definition of $`basis`$ and, for further detail and meaning, see section2.2):

```
> d_basis := dBasis(eq);

```

$$d\mathrm{\_}basis=[\frac{}{x}u_1(x,y)=u_2,\frac{}{x}u_2(x,y)=u_1,\frac{}{x}u_3(x,y)=u_3,$$

$$\frac{}{y}u_1(x,y)=0,\frac{}{y}u_2(x,y)=0,\frac{}{y}u_3(x,y)=0]$$

The above result is used by the following command which defines the $`𝒟`$ operator.

```
> D_operator:= Dop(eq);

```

$$D\mathrm{\_}operator=wu_1u_3\frac{}{x}w+y\left(u_1u_3+y+u_3\right)\frac{}{y}wu_2u_1u_3\frac{}{u_1}w+$$

$$u_{1}^{}{}_{}{}^{2}u_3\frac{}{u_2}w+u_{3}^{}{}_{}{}^{2}u_1\frac{}{u_3}w$$

The user who decides to use this command has to bear in mind that it returns a procedure. Ops, what does that mean? It defines a mapping to be used later on by the user. To clarify what we mean, the best to do is to see it in action in a simple case. Let us apply the recently defined $`D\mathrm{\_}operator`$ to (for example) $`u_1`$. One would get:

```
> example := D_operator(u[1]);

```

$$example=u_2u_1u_3$$

Of course, one has to apply $`D\mathrm{\_}operator`$ to quantities written on the basis, i.e., as a function (for our example) of $`x,y,u_1,u_2`$ and $`u_3`$.

The next two commands are very specialized (for the user really into 1ODE research). Please see sections 2 and 4 for recalling the meaning of them. For our particular example, we have:

```
> eigen_p := Eigenpol(eq,1);

```

$$eigen\mathrm{\_}p=[y,e^x,\mathrm{cos}(x),y+e^x,\mathrm{cos}(x)I\mathrm{sin}(x)]$$

```
> eigen_p_val := EigenPval(eq,1);

```

$$eigen\mathrm{\_}p\mathrm{\_}val=[\mathrm{cos}(x)e^x+y+e^x,\mathrm{cos}(x)e^x,e^x\mathrm{sin}(x),y+\mathrm{cos}(x)e^x,I\mathrm{cos}(x)e^x]$$

Let us have a closer look at this results. The two lists above are consistent in the sense that their order is related, i.e., the “eigen-value” associated with $`y`$ is $`\mathrm{cos}(x)e^x+y+e^x`$, the “eigen-value” associated with $`e^x`$ is $`\mathrm{cos}(x)e^x`$ and so on. In the language of the basis of functions, that would translate to, for example:

$$𝒟[y]=y(u_1u_3+y+u_3)$$

As previously mentioned, we have used a single 1ODE to exemplify the usage of the package commands, we hope to have clarify that usage and helped the reader to understand further the PS-procedure. Now we are going to further exemplify the package but with a different approach. We will show that our package complements the solving capabilities of the existing solvers in Maple. We will divide that into two main groups: the first talks about the fact that our implementation solves 1ODEs, with SELfs, that are missed by the powerful solvers on the MAPLE algebraic package. The second one, deals with our theoretical extension to the PS-procedure (and our implementation of that) and tackles 1ODEs with LIS.

### 5.2 1ODEs with SELFs

The solver (in MAPLE) is the $`dsolve`$ command and it is consider by many the most powerful solver of ordinary differential equations commercially available. It fails to solve the following two examples:

$$eq_1=\frac{dy}{dx}=\frac{e^x}{y^2}+9\frac{\left(e^x\right)^2}{y^2}6ye^x+y^4$$
(28)
$$eq_2=\frac{dy}{dx}=\frac{(y^2\mathrm{ln}(x)^5+4y\mathrm{ln}(x)^3+4\mathrm{ln}(x)+y^2)y^2}{(y\mathrm{ln}(x)^2+2)^2x}$$
(29)
Our program finds the following integrating factors for the above 1ODEs:

$$R_1=\left(3e^x+y^3\right)^2$$

$$R_2=\frac{1}{xy^4}$$

which, in turn, lead to the following solutions:

$$sol_1=1+9xe^x3xy^3+9C_\mathit{1}e^x3\mathrm{\_}\mathit{C1}y^3=0$$

$$sol_2=y^3\mathrm{ln}(x)^66y^2\mathrm{ln}(x)^412y\mathrm{ln}(x)^26\mathrm{ln}(x)y^38+6C_\mathit{2}y^3=0$$

It is worth reminding the reader that the dsolve command brings within it many algorithms implementing the Lie Method for solving ordinary differential equations . But, for an infinity of cases (of which the two equations above are an example), the symmetries can not be found by the this heuristic approach. On the other hand, the PS-procedure, being of a semi-decision nature, guarantees that, if the solutions exists it will be caught (it is only a matter of computational power).

### 5.3 1ODEs with LIS

In this subsection, we are going to exemplify the usage of the theoretical extension to the PS-procedure we have explained on section 3, which allows the procedure to be extended to deal with 1ODEs with LIS.

Here are two such examples:

$$eq_3=\frac{dy}{dx}=\frac{y+1+e^yx^4}{x^2y}$$
(30)
$$eq_4=\frac{dy}{dx}=\frac{\mathrm{cos}(x)xy\mathrm{cos}(x)x\mathrm{cos}(x)+y+1+xe^y}{1+xy}$$
(31)
Our program finds the following integrating factors for the above 1ODEs:

$$R_3=\frac{1}{x^2e^ye^{x^1}}$$

$$R_4=\frac{1}{e^ye^{\mathrm{sin}(x)}}$$

which, in turn, lead to the following solutions:

$$sol_3=e^{y+x^1}C_\mathit{3}+1+y+e^{y+x^1}e^{x+x^1}𝑑x$$

$$sol_4=\left(xy1x\right)e^{y\mathrm{sin}(x)}xe^{\mathrm{sin}(x)}𝑑xC_\mathit{4}=0$$

As previously mentioned, these equations would elude the regular PS-procedure. Furthermore, these examples (again they exemplify an infinitude of such cases) also escape solution via the dsolve command. So, the implementation of the extended PS-procedure , besides enlarging even more the scope of soluble 1ODEs, now allows for the fact that all 1ODEs with LIS (which include the ones with SELFs) can be treated in the context of a semi-decision procedure.

## 6 Performance

In this section, in order to show the efficiency of the ideas hitherto exposed, we are going to use the equations on the book by Kamke . Which equations should we choose from the book? There are 367 1ODEs of first degree on the book. In principle, this would be our testing arena. However, among those equations there are, for example, some quadrature, some exact 1ODEs, etc. So, we see no point in using those in our test, therefore we will exclude them (see table 1). There is another important restriction one should consider before embarking on the test, some 1ODEs are “out-of-scope”, i.e., they can not be solved by the PS-procedure. More specifically, we mean 1ODEs with arbitrary functions, with solutions in terms of special functions and some 1ODEs with LIS (see table 1). The latter case will be only excluded from our test for the usual PS-procedure. Surely, we will include those in our test for the Extended-PS (See section 6.2).

### 6.1 Testing the usual PS-procedure

From table 1 we see that our arena for testing the usual PS-procedure consists of 215 1ODEs. Below, see table 2, we present the results of the application of our package to those 1ODEs.

To complete our test we have to mention the 1ODEs not present on table 2. Those are solved using the optional arguments described on section4. The 1ODEs 62, 112, 113, 114, 115, 116, 333, 357 are caught using the optional parameter AllSolutions (115, 333 need, besides that, option NumberF=All). The 1ODEs 151, 182, 185, 211, 257, 327 are caught by the single use of NumberF=All. The 1ODEs 38, 42, 44, 77, 78, 106 are solved using the special algorithm that allows for fast solution of “hard” cases (described on section 4). This algorithm is enabled by the use of the optional parameter, Guess.

Finally, the 1ODEs 52, 81, 142, 173, 184, 186-189, 266, 292 exceed the allowed time in our testing (500 seconds).

### 6.2 Testing the Extended PS-procedure

From table 1, we come to the conclusion that 15 1ODEs should be considered for our testing procedure. These are 1ODEs that would escape solution via the usual PS-procedure. The 1ODEs are numbered 5, 18, 20, 21, 22, 27, 28, 46, 83, 129, 133, 164, 235, 343, 351. From those, all but two are solved by our implementation. The 1ODEs 22, 46 exceed the allowed testing time of 500 seconds.

To conclude our section on the performance of the package, let us just comment that, apart from the examples we gave on section 5, which are representatives of an infinitude of cases that are missed by the powerful solver in Maple (dsolve), the 1ODEs numbered 42, 151, 152, 185, 257, 350, 351 are also solved by our package and missed by dsolve. Besides that, the implementation of the theoretical extension allows us to substantially decrease (in some cases) the time needed to solve the 1ODE. For instance, from the list of 1ODEs that exceed the 500 seconds time limit we have set, the 1ODE 142 is solved by the extended procedure in only 3.4 seconds.

## 7 Conclusions

In this paper, we presented an implementation of the PS-procedure. As mentioned before, this method has the advantage of being of a semi-decision nature, i.e., it guarantees that, if the solutions exists it will be caught (it is only a question of time). Furthermore, we have made available to the user all the intermediary steps of the PS-procedure: the integrating factor, the $`𝒟`$ operator, the basis of functions for the 1ODE etc (see section 4).

We have also implemented a theoretical extension we have developed. This enlarges the scope of PS-procedure to allow it to tackle all 1ODEs with LIS (that contain the set of the 1ODEs with SELfs previously tackled by the usual PS-procedure). As an additional bonus to all this, we have enhanced the 1ODE solving capabilities in Maple, since this implementation of our extension enables the package to solve 1ODEs previously missed by the powerful solver in Maple (dsolve).

As further development for this work, we are currently working on extensions to the package to tackle 1ODEs containing arbitrary functions and on the implementation of the Collins approach (and references therein).


text:
# The GDH Sum Rule and Related Integrals

## I introduction

Since the end of the 1970’s, the spin structure of the nucleon has been studied by scattering polarized lepton beams off polarized targets. The aim of such experiments has been to measure the spin structure functions $`g_1(x,Q^2)`$ and $`g_2(x,Q^2)`$, depending on the fractional momentum of the constituents, $`x=Q^2/2m\nu `$, and the square of four-momentum transfer, $`q^2=Q^2`$, where $`\nu `$ is the (virtual) photon lab energy and $`m`$ the nucleon mass. Already the first experiments at CERN  and SLAC  sparked considerable interest in the community, because the first moment of $`g_1`$ , $`\mathrm{\Gamma }_1(Q^2)=\underset{0}{\overset{1}{}}g_1(x,Q^2)𝑑x`$, turned out to be substantially below the quark model prediction . This ”spin crisis” led to the conclusion that less than half of the nucleon spin is carried by the quarks. However, the difference of the proton and neutron moments, $`\mathrm{\Gamma }_1^p\mathrm{\Gamma }_1^n`$ , was found to be well described by Bjorken’s sum rule , which is a strict QCD prediction.

In spite of new and more sophisticated experiments , the question about the carriers of the spin is still open. Various new experimental proposals are presently underway at HERMES, COMPASS and Jlab , and in the context of the ELFE project . The idea behind these experiments is to measure the so-called skewed parton distributions, which are expected to reveal information on details of the parton structure, such as sea quark, gluon and orbital momentum contributions to the spin. The experimental tool to determine these new structure functions will be semi-inclusive reactions such as deeply virtual Compton scattering and the production of various mesons as filters of particular quantum numbers .

Recent improvements in polarized beam and target techniques have made it possible to determine the spin structure functions over an increased range of kinematical values. In particular the E143 Collaboration at SLAC  and the HERMES Collaboration at DESY  have obtained data at momentum transfers down to $`Q^21`$ (GeV/c)2. The range of momentum transfer below these values will be covered by various experiments at the Jefferson Lab, which are being performed in the full range $`0.02(GeV/c)^2Q^22`$ (GeV/c)2 . The first direct experimental data for real photons $`(Q^2=0)`$ were recently taken at MAMI  in the energy range 200 MeV$`<\nu <800`$ MeV, and data at the higher energies are expected from ELSA within short.

In conclusion we expect that the spin structure functions will soon be known over the full kinematical range. This will make it possible to study the transition from the non-perturbative region at low $`Q^2`$ to the perturbative region at large $`Q^2`$. In particular the first moment $`\mathrm{\Gamma }_1`$ is constrained, in the limit of $`Q^20`$ (real photons), by the famous Gerasimov-Drell-Hearn sum rule (GDH, Ref. ), $`\mathrm{\Gamma }_1Q^2\kappa _N^2/8m^2`$ , where $`\kappa _N`$ is the anomalous magnetic moment of the nucleon. The reader should note that here and in the following we have included the inelastic contributions to $`\mathrm{\Gamma }_1`$ only. As has been pointed out by Ji and Melnitchouk , the elastic contribution is in fact the dominant one at small $`Q^2`$ and has to be taken into account in comparing with twist expansions about the deep inelastic limit.

The GDH sum rule predicts $`\mathrm{\Gamma }_1<0`$ for small $`Q^2`$, while all experiments for $`Q^2>1`$ (GeV/c)2 yield clearly positive values for the proton. Therefore, the spin structure has to change rapidly at low $`Q^2`$, with some zero-crossing at $`Q^2<1`$ (GeV/c)2. The expected strong variation of $`\mathrm{\Gamma }_1`$ with momentum transfer marks the transition from the physics of resonance-driven coherent processes to incoherent scattering off the constituents. The evolution of the sum rule was first described by Anselmino et al.  in terms of a parametrization based on vector meson dominance. Burkert, Ioffe and others  refined this model considerably by treating the contributions of the resonances explicitly. Soffer and Teryaev  suggested that the rapid fluctuation of $`\mathrm{\Gamma }_1`$ should be analyzed in conjunction with $`\mathrm{\Gamma }_2`$ , the first moment of the second spin structure function. The latter is constrained by the less familiar Burkhardt-Cottingham sum rule (BC, Ref. ) at all values of $`Q^2`$. Therefore the sum of the two moments, $`\mathrm{\Gamma }_3=\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$, is known for both $`Q^2=0`$ and $`Q^2\mathrm{}`$. Though this sum is related to the practically unknown longitudinal-transverse interference cross section $`\sigma _{LT}^{}`$ and therefore not yet determined directly, Ref.  assumed that it can be extrapolated smoothly between the two limiting values of $`Q^2`$. The rapid fluctuation of $`\mathrm{\Gamma }_1`$ then follows by subtraction of the BC value from $`\mathrm{\Gamma }_3`$.

The small momentum evolution of a generalized GDH integral was investigated by Bernard et al.  in the framework of heavy baryon ChPT. At $`O(p^3)`$ these authors predicted a positive slope of this integral at $`Q^2=0`$, while the phenomenological analysis of Burkert et al.  indicated a negative slope. These generalized GDH integrals contain information on both spin structure functions, which are combined such that the practically unknown longitudinal-transverse interference term cancels. As will be explained later in detail, the definition of these integrals in the literature is not unique.

Recently, Ji et al.  have extended the calculations to $`O(p^4)`$. They find strong modifications due to the next-order term, which even change the sign of the slope at the origin to negative values much below the phenomenological analysis. In a similar way the related forward spin polarizability $`\gamma _0`$ is changed substantially by going from $`O(p^3)`$ to $`O(p^4)`$ , which may cast some doubt on the convergence of the perturbation series . Unfortunately there appears an additional problem concerning the decomposition of the Compton amplitude in the nucleon pole terms (contained in the real Born amplitude) and contributions of intermediate excited states (the complex residual amplitude). The origin of the problem is due to the Foldy-Wouthuysen type expansion in HBChPT, which changes the pole structure at any given expansion in the nucleon mass $`m`$.

It will be the aim of this contribution to present our predictions for the helicity-dependent cross sections, and to compare our results with the existing data and other theoretical predictions. For this purpose we shall review the formalism in sect. 2, with special emphasis on sum rules and generalized GDH integrals. Our predictions will be compared to the data and previous calculations in sect. 3, and we shall close by a brief summary of our results in sect. 4.

## II Formalism

We consider the scattering of polarized electrons off polarized target nucleons. The $`lab`$ energies of the electrons in the initial and final states are denoted with $`E`$ and $`E^{}`$, respectively. The incoming electrons carry the (longitudinal) polarization $`h=\pm 1`$, and the two relevant polarization components of the target are $`P_z`$ (parallel to the $`lab`$ momentum $`\stackrel{}{k}`$ of the virtual photon) and $`P_x`$ (perpendicular to $`\stackrel{}{k}`$ in the scattering plane of the electron and in the half-plane of the outgoing electron). The differential cross section for exclusive electroproduction can then be expressed in terms of four “virtual photoabsorption cross sections” $`\sigma _i(\nu ,Q^2)`$ by

$$\frac{d\sigma }{d\mathrm{\Omega }dE^{}}=\mathrm{\Gamma }\sigma (\nu ,Q^2),$$
(1)
$$\sigma =\sigma _T+ϵ\sigma _L+hP_x\sqrt{2ϵ(1ϵ)}\sigma _{LT}^{}+hP_z\sqrt{1ϵ^2}\sigma _{TT}^{},$$
(2)
with

$$\mathrm{\Gamma }=\frac{\alpha }{2\pi ^2}\frac{E^{}}{E}\frac{K}{Q^2}\frac{1}{1ϵ}$$
(3)
the flux of the virtual photon field and $`ϵ`$ its transverse polarization, $`\nu =EE^{}`$ the virtual photon energy in the $`lab`$ frame and $`Q^2>0`$ describing the square of the virtual photon four-momentum. In accordance with our previous notation  we shall define the flux with the “photon equivalent energy” $`K=K_H=(W^2m^2)/2m=\nu (1x)`$, where $`W`$ is the total $`cm`$ energy, $`m`$ the mass of the target nucleon, and $`x=Q^2/2m\nu `$ the Bjorken scaling variable. We note that our choice of the flux factor is originally due to Hand . Another often used definition was given by Gilman  who used $`K=K_G=\nu \sqrt{1+\gamma ^2}`$, the $`lab`$ momentum of the virtual photon, with $`\gamma =Q/\nu `$.

The quantities $`\sigma _T`$ and $`\sigma _{TT}^{}`$ can be expressed in terms of the total cross sections $`\sigma _{3/2}`$ and $`\sigma _{1/2}`$, corresponding to excitation of intermediate states with spin projections $`3/2`$ and $`1/2`$, respectively,

$$\sigma _T=\frac{1}{2}(\sigma _{3/2}+\sigma _{1/2}),\sigma _{TT}^{}=\frac{1}{2}(\sigma _{3/2}\sigma _{1/2}).$$
(4)
The virtual photoabsorption cross sections in Eq. (2) are related to the quark structure functions $`F_1`$, $`F_2`$, $`g_1`$, and $`g_2`$ depending on $`\nu `$ and $`Q^2`$,

$`\sigma _T`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\alpha }{mK}}F_1,`$ (5)
$`\sigma _L`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\alpha }{K}}\left[{\displaystyle \frac{F_2}{\nu }}(1+\gamma ^2){\displaystyle \frac{F_1}{m}}\right],`$ (6)
$`\sigma _{LT}^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\alpha }{mK}}\gamma (g_1+g_2),`$ (7)
$`\sigma _{TT}^{}`$ $`=`$ $`{\displaystyle \frac{4\pi ^2\alpha }{mK}}\left(g_1\gamma ^2g_2\right).`$ (8)
In comparing with the standard nomenclature of deep inelastic scattering DIS  we note that $`\sigma _{LT}^{}=\sigma _{LT}(DIS)`$ and $`\sigma _{TT}^{}=\sigma _{TT}(DIS)`$. It is obvious that the virtual absorption cross sections $`\sigma _i`$ depend on the choice of the flux factor $`K`$. In the following we shall use the definition of Hand, $`K=K_H`$. If we compare with the work of authors using the convention of Gilman, $`K=K_G`$, our photoabsorption cross sections of Eqs. (5) have to be multiplied by the ratio $`K_H/K_G=(1x)/\sqrt{1+\gamma ^2}`$, i.e. $`\sigma _i^G=(1x)(1+\gamma ^2)^{1/2}\sigma _i^H`$.

We generalize the Gerasimov-Drell-Hearn (GDH) sum rule  by introducing the $`Q^2`$-dependent integral

$$I_1(Q^2)=\frac{2m^2}{Q^2}_0^{x_0}g_1(x,Q^2)𝑑x\{\begin{array}{ccc}\frac{1}{4}\kappa _N^2\hfill & \mathrm{for}\hfill & Q^20\hfill \\ \frac{2m^2}{Q^2}\mathrm{\Gamma }_1+𝒪(Q^4)\hfill & \mathrm{for}\hfill & Q^2\mathrm{}\hfill \end{array},$$
(9)
where $`x_0=Q^2/(2mm_\pi +m_\pi ^2+Q^2)`$ is the threshold for one-pion production. In the scaling regime the structure functions should depend on $`x`$ only, and $`\mathrm{\Gamma }_1=g_1(x)𝑑x=const`$.

For the second spin structure function the Burkhardt-Cottingham (BC) sum rule asserts that the integral over $`g_2`$ vanishes if integrated over both elastic and inelastic contributions . As a consequence one finds

$$I_2(Q^2)=\frac{2m^2}{Q^2}_0^{x_0}g_2(x,Q^2)𝑑x=\frac{1}{4}\frac{G_M(Q^2)G_E(Q^2)}{1+Q^2/4m^2}G_M(Q^2),$$
(10)
i.e. the inelastic contribution for $`0<x<x_0`$ equals the negative value of the elastic contribution given by the $`rhs`$ of Eq. (10), which is parametrized by the magnetic and electric Sachs form factors $`G_M`$ and $`G_E`$, respectively. In the limit of $`Q^20`$, these form factors are normalized to the magnetic moment $`\mu _N=\kappa _N+e_N`$ and the charge $`e_N`$ of the nucleon, $`G_M(0)=\mu _N`$ and $`G_E(0)=e_N`$. The BC sum rule has the limiting cases

$$I_2(Q^2)\{\begin{array}{ccc}\frac{1}{4}\mu _N\kappa _N\hfill & \mathrm{for}\hfill & Q^20\hfill \\ 𝒪(Q^{10})\hfill & \mathrm{for}\hfill & Q^2\mathrm{}\hfill \end{array}.$$
(11)
By use of Eqs. (5) the integrals $`I_1`$ and $`I_2`$ can be cast into the form

$$I_1(Q^2)=\frac{m^2}{8\pi ^2\alpha }_{\nu _0}^{\mathrm{}}\frac{1x}{1+\gamma ^2}\left(\sigma _{1/2}\sigma _{3/2}2\gamma \sigma _{LT}^{}\right)\frac{d\nu }{\nu },$$
(12)
$$I_2(Q^2)=\frac{m^2}{8\pi ^2\alpha }_{\nu _0}^{\mathrm{}}\frac{1x}{1+\gamma ^2}\left(\sigma _{3/2}\sigma _{1/2}\frac{2}{\gamma }\sigma _{LT}^{}\right)\frac{d\nu }{\nu },$$
(13)
where $`\nu _0=m_\pi +(m_\pi ^2+Q^2)/2m`$ is the threshold $`lab`$ energy of one-pion production.

Since $`\gamma \sigma _{LT}^{}=𝒪(Q^2)`$, the longitudinal-transverse term does not contribute to the integral $`I_1`$ in the real photon limit. However, the ratio $`\sigma _{LT}^{}/\gamma `$ remains constant in that limit and hence contributes to $`I_2`$. As a result we find

$$I_2(0)=\frac{1}{4}\kappa _N^2+\frac{1}{4}e_N\kappa _N,$$
(14)
with the two terms on the $`rhs`$ corresponding to the contributions of $`\sigma _{3/2}\sigma _{1/2}`$ and $`\sigma _{LT}^{}`$, respectively.

It follows from Eqs. (12) and (13) that the sum of the integrals $`I_1`$ and $`I_2`$ is solely determined by the longitudinal-transverse interference term,

$`I_3(Q^2)`$ $`=`$ $`I_1(Q^2)+I_2(Q^2)={\displaystyle \frac{2m^2}{Q^2}}{\displaystyle _0^{x_0}}(g_1+g_2)𝑑x`$ (15)
$`=`$ $`{\displaystyle \frac{m^2}{4\pi ^2\alpha }}{\displaystyle _{\nu _0}^{\mathrm{}}}(1x)\left({\displaystyle \frac{\nu }{Q}}\sigma _{LT}^{}\right){\displaystyle \frac{d\nu }{\nu }},`$ (16)
with $`I_3(0)=\frac{1}{4}e_N\kappa _N`$. In Eq. (15) and in the following equations we have suppressed the arguments of the spin structure functions and virtual photoabsorption cross sections, $`(x,Q^2)`$ and $`(\nu ,Q^2)`$ respectively. Of course, the integrals of Eq. (15) will only converge if $`\sigma _{LT}^{}`$ drops faster than $`1/\nu `$ for large values of $`\nu `$. The origin of this problem is, of course, already contained in Eq. (13), and there are severe doubts whether the $`I_2`$ integral is actually converging.

As we have seen above, $`I_1(Q^2)`$ approaches the GDH integral in the limit $`Q^20`$. However, at finite $`Q^2`$ the longitudinal-transverse term contributes significantly. In order to eliminate this term, 3 choices have been made in the literature , which in the following will be labeled $`N=A,B`$, and $`C`$,

$`I_A(Q^2)`$ $`=`$ $`{\displaystyle \frac{m^2}{8\pi ^2\alpha }}{\displaystyle _{\nu _0}^{\mathrm{}}}(1x)(\sigma _{1/2}\sigma _{3/2}){\displaystyle \frac{d\nu }{\nu }}`$ (17)
$`=`$ $`{\displaystyle \frac{2m^2}{Q^2}}{\displaystyle _0^{x_0}}(g_1\gamma ^2g_2)𝑑x,`$ (18)
$`I_B(Q^2)`$ $`=`$ $`{\displaystyle \frac{m^2}{8\pi ^2\alpha }}{\displaystyle _{\nu _0}^{\mathrm{}}}{\displaystyle \frac{1x}{\sqrt{1+\gamma ^2}}}(\sigma _{1/2}\sigma _{3/2}){\displaystyle \frac{d\nu }{\nu }}`$ (19)
$`=`$ $`{\displaystyle \frac{2m^2}{Q^2}}{\displaystyle _0^{x_0}}{\displaystyle \frac{1}{\sqrt{1+\gamma ^2}}}(g_1\gamma ^2g_2)𝑑x,`$ (20)
$`I_C(Q^2)`$ $`=`$ $`{\displaystyle \frac{m^2}{8\pi ^2\alpha }}{\displaystyle _{\nu _0}^{\mathrm{}}}(\sigma _{1/2}\sigma _{3/2}){\displaystyle \frac{d\nu }{\nu }}`$ (21)
$`=`$ $`{\displaystyle \frac{2m^2}{Q^2}}{\displaystyle _0^{x_0}}{\displaystyle \frac{1}{1x}}(g_1\gamma ^2g_2)𝑑x.`$ (22)
It is obvious that definition A is the natural choice in terms of the quark structure functions. On the other hand, the definitions B and C look “natural” in terms of the transverse-transverse cross section $`\sigma _{TT}^{}`$ if one chooses the definition of the virtual photon flux according to Gilman or Hand, respectively. As we shall show in the following section, the numerical differences between these 3 definitions are quite substantial, in particular with regard to (I) the slopes at $`Q^2=0`$ and (II) the positions of the zero crossing.

Concerning the slopes of the generalized GDH integrals at $`Q^2=0`$, we find the following model-independent relations

$`I_B^{}I_A^{}`$ $`=`$ $`{\displaystyle \frac{m^2}{4\alpha }}{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle \frac{d\nu }{\nu ^3}(\sigma _{1/2}\sigma _{3/2})},`$ (23)
$`I_C^{}I_A^{}`$ $`=`$ $`{\displaystyle \frac{m}{4\alpha }}{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle \frac{d\nu }{\nu ^2}(\sigma _{1/2}\sigma _{3/2})},`$ (24)
$`I_1^{}I_A^{}`$ $`=`$ $`{\displaystyle \frac{m^2}{2\alpha }}{\displaystyle \frac{1}{4\pi ^2}}{\displaystyle \frac{d\nu }{\nu ^3}(\sigma _{1/2}\sigma _{3/2})}{\displaystyle \frac{m^2}{2\alpha }}{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle \frac{d\nu }{\nu ^3}\underset{Q^20}{lim}\left(\frac{\nu }{Q}\sigma _{LT}^{}\right)},`$ (25)
where $`I^{}=dI/dQ^2`$ and all cross sections should be evaluated at $`Q^2=0`$. In particular we observe the appearance of the forward spin polarizability,

$$\gamma _0=\frac{1}{4\pi ^2}\frac{d\nu }{\nu ^3}(\sigma _{1/2}\sigma _{3/2}),$$
(26)
and the longitudinal-transverse polarizability

$$\delta _0=\frac{1}{2\pi ^2}\frac{d\nu }{\nu ^3}\underset{Q^20}{lim}\left(\frac{\nu }{Q}\sigma _{LT}^{}\right),$$
(27)
which can be evaluated pretty safely on the basis of dispersion relations.

Finally we give the multipole decomposition of the cross sections for the dominant one-pion contribution,

$`\sigma _{TT}^{}(1\pi )`$ $`=`$ $`4\pi {\displaystyle \frac{k_\pi ^{cm}}{K^{cm}}}{\displaystyle \underset{l}{}}{\displaystyle \frac{1}{2}}(l+1)[(l+2)(|E_{l+}|^2+|M_{l+1,}|^2)`$ (29)
$`+l(|M_{l+}|^2+|E_{l+1,}|^2)2l(l+2)(E_{l+}^{}M_{l+}E_{l+1,}^{}M_{l+1,})]`$
$`=`$ $`4\pi {\displaystyle \frac{k_\pi ^{cm}}{K^{cm}}}\{|E_{0+}|^2+|M_{1+}|^26E_{1+}^{}M_{1+}3|E_{1+}|^2+|E_2|^2\pm \mathrm{}\}`$ (30)
$`\sigma _{LT}^{}(1\pi )`$ $`=`$ $`4\pi {\displaystyle \frac{k_\pi ^{cm}}{K^{cm}}}\left({\displaystyle \frac{Q}{\omega _\gamma ^{cm}}}\right){\displaystyle \underset{l}{}}{\displaystyle \frac{1}{2}}(l+1)^2`$ (32)
$`[L_{l+}^{}((l+2)E_{l+}+lM_{l+})+L_{l+1,}^{}(lE_{l+1,}+(l+2)M_{l+1,})]`$
$`=`$ $`4\pi {\displaystyle \frac{k_\pi ^{cm}}{K^{cm}}}\left({\displaystyle \frac{Q}{\omega _\gamma ^{cm}}}\right)\{L_{0+}^{}E_{0+}2L_{1+}^{}(M_{1+}+3E_{1+})`$ (34)
$`+L_1^{}M_1+2L_2^{}E_2\pm \mathrm{}\}.`$
We note that here and in the following, expressions as $`E_{l+}^{}M_{l+}`$ should be read as Re$`(E_{l+}^{}M_{l+})`$. The kinematical variables in Eqs. (29) and (32) are $`K^{cm}=\frac{W^2m^2}{2W},\omega _\gamma ^{cm}=\frac{m\nu Q^2}{W}`$ and $`k_\pi ^{cm}=\frac{1}{2W}\sqrt{(W^2m_\pi ^2)^22m^2(W^2+m_\pi ^2)+m^4}`$, where $`W=\sqrt{m^2+2m\nu Q^2}`$ is the total $`c.m.`$ energy. Since $`L_{0+}`$ has a zero at $`\omega _\gamma ^{cm}=0`$, it is often convenient to use the Coulomb or “scalar” multipoles defined by

$$S_{l\pm }=\frac{k_\gamma ^{cm}}{\omega _\gamma ^{cm}}L_{l\pm },$$
(35)
with $`k_\gamma ^{cm}=\frac{m}{W}\sqrt{\nu ^2+Q^2}`$ .

In particular Eq. (25) can be cast into the form

$$I_1^{}I_A^{}=\frac{m^2}{2\alpha }(\gamma _0\delta _0),$$
(36)
with the forward spin polarizability

$$\gamma _0=\frac{2}{\pi }\frac{d\nu }{\nu ^3}\frac{k_\pi ^{cm}}{\nu }\sqrt{1+\frac{2\nu }{m}}\{E_{0+}^2M_{1+}^2+6E_{1+}^{}M_{1+}+3E_{1+}^2\pm \mathrm{}\}$$
(37)
and the longitudinal-transverse polarizability

$$\delta _0=\frac{2}{\pi }\frac{d\nu }{\nu ^3}\frac{k_\pi ^{cm}}{\nu }\left(1+\frac{2\nu }{m}\right)\{L_{0+}^{}E_{0+}+2L_{1+}^{}(M_{1+}+3E_{1+})\pm \mathrm{}\}.$$
(38)
Due to the weight factor $`\nu ^3`$ in the integral for $`\gamma _0`$, Eq. (37), the contribution of s-wave pion production $`(E_{0+})`$ is enhanced such that it nearly cancels the contribution of magnetic $`\mathrm{\Delta }`$ excitation $`(M_{1+})`$. Though the electric quadrupole excitation is small, $`E_{1+}/M_{1+}2.5\%`$ for real photons, its interference term with the magnetic dipole excitation becomes quite important for the forward spin polarizability because of the mentioned cancellation. However, such a cancellation does not occur in the case of $`\delta _0`$, Eq. (38). The Fermi-Watson theorem asserts that $`L_{l\pm },E_{l\pm }`$ and $`M_{l\pm }`$ have the same phases in the region of interest below two-pion threshold, and gauge invariance requires that $`E_{l\pm }=L_{l\pm }`$ in the Siegert limit or “pseudo threshold” situated in the unphysical region. The latter relation changes in the physical region, and as a rule of thumb we find $`L_{0+}\frac{1}{2}E_{0+}`$ and $`L_{1+}2E_{1+}`$ in the (physical) threshold region. Since the p-wave contribution in Eq. (38) is much suppressed, there is no substantial cancellation between s and p waves, and as a result the longitudinal-transverse term gives the dominant contribution to the difference of slopes between $`I_1`$ and $`I_A`$, e.g. in Eq. (36).

## III Results and Discussion

The spin structure of the nucleon is described by the cross sections $`\sigma _{3/2}\sigma _{1/2}`$ and $`\sigma _{LT}^{}`$, which are plotted in Figs. 1 and 2 as functions of the total energy $`W`$ for $`Q^2=0,0.5`$ and $`1.0(GeV/c)^2`$. In the upper part of Fig. 1, at $`Q^2=0`$, the negative contribution near threshold is essentially due to s-wave production of charged pions. Due to the weighting with $`\nu ^1`$ and $`\nu ^3`$, for the GDH integral and the spin polarizability respectively, s-wave pions become increasingly important in comparison with p-wave production near the $`\mathrm{\Delta }(1232)`$, which carries the opposite sign. At the photon point, $`Q^2=0`$, the second and third resonance regions are clearly visible, their contributions have the same sign as for the $`\mathrm{\Delta }`$.

With increasing momentum transfer $`Q^2`$, the cross sections generally decrease as is to be expected. However, there are two interesting peculiarities, which are of some consequence for the $`Q^2`$ dependence of the generalized GDH integrals.

1. The negative bump due to s-wave pion production near threshold decreases rapidly with increasing values of $`Q^2`$ due to the form factor. In the case of the $`\mathrm{\Delta }`$, this effect is mostly compensated by the increase of the p-wave multipole appearing with the 3-momentum of the virtual photon. As a result the $`\mathrm{\Delta }`$ effects become rapidly more dominant at very small $`Q^2`$.
2. The contributions in the second and third resonance region, which added to the $`\mathrm{\Delta }`$ contribution at $`Q^2=0`$, change sign at $`Q^20.5(GeV/c)^2`$.

The general decrease due to form factors and the change of sign in the first vs. second and third resonance regions lead to a rapid decrease of the integrals in absolute values.

The second structure function $`\sigma _{LT}^{^{}}`$ is shown in Fig. 2. This longitudinal-transverse cross section vanishes, of course, for real photons. However, it contributes to the Burkhardt-Cottingham sum rule even in the limit $`Q^2\mathrm{\hspace{0.17em}0}`$ due to Eq. (13), where it appears multiplied by a factor $`\nu /Q`$ in the integral. In Fig. 2 we therefore show both $`2\gamma \sigma _{LT}^{^{}}`$ and $`2\sigma _{LT}^{^{}}/\gamma `$, which contribute to the $`I_1`$ and $`I_2`$ integrals, respectively. Obviously the convergence of $`2\sigma _{LT}^{^{}}/\gamma `$ is bad, even after the weighting with $`\nu ^1`$ in Eq. (13). The different sign of s-wave and $`\mathrm{\Delta }`$ contributions is also seen in Fig. 2. Since $`L_{1+}/M_{1+}`$ is of the order of $`5\%`$ for real photons, the $`\mathrm{\Delta }`$ resonance appears in that case as a small bump on a large negative background. Again the s-wave threshold contribution decreases rapidly with increasing $`Q^2`$, such that the $`\mathrm{\Delta }`$ resonance becomes the dominant feature for $`Q^2=1`$ (GeV/c)2 and $`W<1.3`$ GeV. Due to the increasingly negative contribution for larger energies, however, the integral over the longitudinal-transverse cross sections of Fig. 2 will always take the negative sign, such that the contribution of $`\sigma _{LT}^{}`$ to $`I_1`$ and $`I_2`$ (see Eqs. (12) and (13)) will be positive at every value of $`Q^2`$.

The dependence of various generalized GDH integrals on momentum transfer is shown in Figs. 3-5. We include the one-pion channel according to MAID  and the two-pion and eta channels as in our previous work . It is obvious that the integrals $`I_A,I_B`$, and $`I_C`$ with purely transverse cross sections in the integrand (see Fig. 4) behave fundamentally different from $`I_1`$ (see Fig. 3), which also gets contributions from the longitudinal-transverse interference. While the latter has a large positive slope at the origin and crosses the zero line around $`Q^2=0.4(GeV/c)^2`$, the former 3 integrals have negative slopes at the origin, which leads to zero-crossings at much larger $`Q^2`$. The minima of the generalized GDH integrals occur at very small momentum transfers, indeed, as may be seen in more detail in Fig. 5. Such negative slopes at the origin were first obtained by Burkert, Ioffe and others  in the framework of phenomenological models. In a similar spirit Scholten and Korchin  have recently evaluated $`I_A(Q^2)`$ in the framework of an effective Lagrangian model. Their results are in qualitative agreement with those of Fig. 5, in particular they also predict a minimum at $`Q^2=0.5(GeV/c)^2`$. However, it is worthwhile pointing out that the different definitions lead to quite different results amongst each other. It is therefore absolutely prerogative to give clear definitions before comparing the published experimental or theoretical values. Concerning such definitions we find it most convenient to express the integrals in terms of the spin structure functions $`g_1`$ and $`g_2`$, because these are uniquely defined in the literature.

As mentioned in section 1, there have been many phenomenological estimates for the GDH sum rule of the nucleon. Until recently the estimates for the GDH integral of the proton were in the range from -260 $`\mu `$b to -290 $`\mu `$b, while the sum rule predicted -204 $`\mu `$. Our present analysis is shown in Table I. In the region 200 MeV$`<\nu <`$800 MeV we can now rely on the experimental data taken in 1998 at MAMI . We are quite confident about our estimate for the integrand between threshold and 200 MeV, because here the cross sections are largely determined by s-wave pion production via the amplitude $`E_{0+}`$ fixed through low energy theorems. Also our estimate for one-pion production in the energy range 800 MeV$`<\nu <`$ 1.6 GeV should be quite reliable, because our model MAID describes the helicity structure of the main resonances very well. Since $`\eta `$ production has now been measured over a large energy range, and because of its $`S_{11}`$ dominance, the helicity structure of that contribution is fixed. The situation is less clear with regard to $`K^+`$ production, but the overall contribution of this reaction should be small. The only major uncertainty is with regard to two-pion production at the higher energies, which has been estimated with the prescription of Ref. .

As can be seen from Table I, the contributions of one-pion production from below $`200`$MeV and above $`800`$MeV cancel almost. The still missing DIS contribution has been estimated by Bianchi et al.  from an extrapolation of DIS to real photons. If we add those $`(26\pm 7)\mu `$b to our analysis in the resonance region, the total result for the proton is $`(202\pm 10)\mu `$b. While the agreement between analysis and sum rule is remarkably good for the proton, this does not yet end the story. In fact our present prediction for the neutron is off the sum rule value by about $`60\mu `$b, i.e. $`25\%`$!

The slope of the integral $`I_C`$ was first obtained by Bernard et al.  in chiral perturbation theory (ChPT) to $`O(p^3)`$, with the result

$$I_C^{}=\frac{1}{6}m^2\left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2.$$
(39)
Recently, Ji et al.  have calculated the slope of the integral $`I_A`$ up to terms of $`O(p^4)`$, with the result

$$I_A^{}=\frac{1}{6}m^2\left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\left\{1\frac{\pi }{4}\frac{m_\pi }{m}(13+2\tau _3+2\kappa _V)\right\}.$$
(40)
By comparing Eqs. (39) and (40) we conclude that $`I_A^{}`$ and $`I_C^{}`$ take the same value at $`O(p^3)`$. The reason for this becomes obvious from the model-independent relations Eqs. (23) - (25). While the $`rhs`$ of Eqs. (23) and (25) is $`O(m^2/m_\pi ^2)`$, as follows explicitly from the ChPT result for the forward spin polarizability $`\gamma _0`$, the $`rhs`$ of Eq. (24) is $`O(m/m_\pi )`$, i.e. one order higher in the chiral counting scheme. Clearly the $`(m/m_\pi )^2`$ or $`(m/m_\pi )`$ behavior of the $`rhs`$ is due to the fact that the integrals diverge like $`m_\pi ^2`$ or $`m_\pi ^1`$, respectively, if the lower limit of the integrals, $`\nu _0m_\pi `$, goes to zero.

The slope of $`I_1`$, on the other hand, vanishes to $`O(p^3)`$. To next order the result is

$$I_1^{}=\frac{1}{6}m^2\left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\frac{\pi }{8}\frac{m_\pi }{m}(1+3\kappa _V+2\tau _3+6\kappa _S\tau _3).$$
(41)
The forward spin polarizability was first calculated to $`O(p^3)`$ by Bernard et al. . Again large corrections were found in the next order, $`O(p^4)`$, by Ji et al.  and Kumar et al. . However, Gellas et al.  claim that these authors used a definition of $`\gamma _0`$ that differed from the usual definition through forward dispersion relations as in Eq. (37), i.e. that the spin polarizabilities of Refs.  contain higher order contributions from the nucleon pole term. The origin of the problem is due to the fact that HBChPT relies on nonrelativistic expansions of the intermediate state propagators, which makes it difficult to separate the pole terms from the internal structure contributions that are related to the polarizabilities. The two results for $`\gamma _0`$ at $`O(p^4)`$ read

$$\gamma _0(\mathrm{GHM})=\frac{2}{3}\alpha \left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\left\{1\frac{\pi }{8}\frac{m_\pi }{m}(13+4\tau _3+\kappa _V\kappa _S\tau _3)\right\},$$
(42)
$$\gamma _0(\mathrm{JKO},\mathrm{KMB})=\frac{2}{3}\alpha \left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\left\{1\frac{\pi }{8}\frac{m_\pi }{m}(15+6\tau _3+3\kappa _V+\kappa _S\tau _3)\right\}.$$
(43)
The value of $`\delta _0`$ can then be obtained by the model-independent relation Eq. (36). If we assume that the results for $`I_A^{}`$ and $`I_1^{}`$ of Ref.  are valid, Eqs. (40)-(43) lead to the expressions

$$\delta _0(\mathrm{GHM})=\frac{1}{3}\alpha \left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\left\{1+\frac{\pi }{8}\frac{m_\pi }{m}(12\tau _3+5\kappa _V+8\kappa _S\tau _3)\right\},$$
(44)
$$\delta _0(\mathrm{JKO},\mathrm{KMB})=\frac{1}{3}\alpha \left(\frac{g_A}{4\pi m_\pi f_\pi }\right)^2\left\{1\frac{\pi }{8}\frac{m_\pi }{m}(3+6\tau _3\kappa _V4\kappa _S\tau _3)\right\}.$$
(45)
The values for the polarizabilities of the proton are compared to our results in table II. Here and in the following all numerical expressions are obtained with $`\kappa _V=3.71`$ and $`\kappa _S=0.12`$ the isovector and isoscalar combinations of the anomalous magnetic moments, $`g_A=1.26`$ the axial coupling constant, $`f_\pi =`$92.4 MeV the pion decay constant, $`m=`$ 938 MeV the proton mass, and $`m_\pi =`$138 MeV an average pion mass.

The upper part of table II shows a partial wave decomposition of the polarizabilities. As has been pointed out before, the contributions of s and p waves nearly cancel in the case of $`\gamma _0`$, while $`\delta _0`$ is largely dominated by s waves. In the central part of table II, we give the contributions of various energy bins. Due to the weighting factor $`\nu ^3`$, the threshold region below 200 MeV contributes substantially, while the region above 800 MeV is of little importance. In the case of $`\gamma _0`$, the integrand in the resonance region (200 MeV$`<\nu <`$800 MeV) has now been measured at MAMI . The experimental value is (-1.71$`\pm `$0.09) $`10^4`$ fm4, slightly smaller than the prediction of MAID, -1.66$`10^4`$ fm4. We conclude that the presently best value of the forward spin polarizability is $`\gamma _0=(0.70\pm 0.10)\mathrm{\hspace{0.17em}10}^4`$fm4. Comparing now with the results of ChPT at $`O(p^3)`$, we find the interesting relation $`\gamma _0=2\delta _0`$, which can be explained as follows. The leading order term originates from the lower limit of the integrals in Eqs. (25) and (26) if $`\nu _0m_\pi 0`$. In that limit the threshold amplitudes  for charged pion production are $`E_{0^+}^{\mathrm{thr}}(\pi ^+)=2L_{0^+}^{\mathrm{thr}}(\pi ^+)`$. By comparing Eqs. (37) and (38) in the same limit, $`\nu `$ and $`m_\pi m`$, all higher partial waves vanish and we are left with integrands $`\nu ^2`$ times $`E_{0^+}^2`$ and $`L_{0^+}^{}E_{0^+}`$, respectively, which immediately leads to the mentioned relation. Given the existing ambiguity in the definition of $`\gamma _0`$ in HBChPT , it is probably not very useful to compare the phenomenological results with the predictions of ChPT. A brief look at the last 4 lines of table II shows, however, that neither prediction can presently describe both $`\gamma _0`$ and $`\delta _0`$. It would therefore be interesting to examine whether the higher order terms in $`I_1^{}`$ etc. could possibly also be affected by the ambiguities to separate elastic and inelastic contributions.

In table III we compare our predictions for the slopes of the integrals of Eqs. (12)-(21) with the predictions of ChPT, the Burkhardt-Cottingham sum rule, and the models of Anselmino et al., and Soffer and Teryaev. We should point out that we have evaluated all predictions with the same set of coupling constants and masses as specified before. Furthermore, we have used the more recent value $`\mathrm{\Gamma }_1^p=0.146`$ for the asymptotic value  of the integral over the spin structure function $`g_1`$, and the proton radii $`r^2_M^p=0.728`$ fm2 and $`r^2_E^p=0.717`$ fm2 as given in Ref. .

It is obvious that the different approaches lead to rather different results. In particular, the generalized GDH integrals differ by factors and, with regard to ChPT at $`O(p^3)`$, even by sign. In the case of $`I_B`$ we can estimate the asymptotic contribution, which is missing in our analysis, from the HERMES data . If we add the slope of this contribution to our value, we obtain a further decrease by about $`20\%`$, i.e. a final result of $`I_B^{}4`$ (GeV/c)-2, which is still different from ChPT by a factor of 3. As has been pointed out before, the $`O(p^3)`$ calculation predicts $`I_A^{}=I_C^{}`$ and $`I_1^{}=0`$. If we use our model-independent Eqs. (23) and (36) and the relation $`\gamma _0=2\delta _0`$ at $`O(p^3)`$, we find $`I_B^{}=0`$. In a similar way we have evaluated $`I_B^{}=6.6`$ GeV-2 at $`O(p^4)`$ from the results of Ji et al. . Had we taken the value of $`\gamma _0`$ from Ref. , the result would be $`I_B^{}=12.6`$ GeV-2. As a consequence the ambiguity in the $`O(p^4)`$ spin polarizabilities influences the predictions for the generalized GDH integrals and a solution of the problem is urgently called for. We recall that this problem arises from the difficulty to describe the proper pole structure for real and virtual Compton scattering in higher order HBChPT, and repeat our suspicion that similar ambiguities could also arise in the case of the GDH integrals.

We further note that our analysis does not support the conjecture of Soffer and Teryaev  that $`I_3=I_1+I_2`$ varies slowly with $`Q^2`$. These authors propose to parametrize $`I_3`$ for the proton by a smooth function interpolating between the given values for $`Q^2=0`$ and $`Q^2\mathrm{}`$,

$$I_3(Q^2)=\{\begin{array}{cc}\hfill \kappa _p/42m^2Q^2\mathrm{\Gamma }_1^p/Q_0^4,& Q^2<Q_0^2\hfill \\ \hfill 2m^2\mathrm{\Gamma }_1^p/Q^2,& Q^2>Q_0^2.\hfill \end{array}$$
(46)
The continuity of the function and its derivative is implemented by choosing $`Q_0^2=16m^2\mathrm{\Gamma }_1^p/\kappa _p1`$ (GeV/c)2. The resulting derivative at the origin is very small,

$$I_3^{}=\frac{\kappa _p^2}{128m^2\mathrm{\Gamma }_1^p}0.2\mathrm{GeV}^2,$$
(47)
and the derivative of $`I_1`$ follows from assuming the validity of the BC sum rule. In comparing our result with Eq. (47), we find that the slopes differ by about a factor of 20.

The model of Anselmino et al. , on the other hand, is relatively close to our prediction. Motivated by the vector dominance model, these authors proposed to describe $`I_1`$ by the expression

$$I_1(Q^2)=\frac{1}{(Q^2+m_V^2)^2}\left(2m\mathrm{\Gamma }_1^pQ^2\frac{\kappa _p^2}{4}m_V^4\right),$$
(48)
with $`m_Vm_\rho `$, the mass of the $`\rho `$ meson. The resulting derivative at the origin is

$$I_1^{}=\frac{\kappa _p^2}{2m_V^2}+\frac{2m^2\mathrm{\Gamma }_1^p}{m_V^4}3.4\mathrm{GeV}^2$$
(49)
while our phenomenological model predicts 4.4 GeV-2.

## IV SUMMARY

The results of our phenomenological model MAID have been presented for various spin observables. We have updated our prediction for the GDH sum rule for the proton and find a good agreement with the sum rule value. The change from earlier results originate from a collaborative effect of a correct treatment of the threshold region, a reduced estimate for the two-pion contributions based on the recent results of the GDH Collaboration at MAMI, and an asymptotic contribution. We look forward to the continuation of the MAMI experiments to the higher energy at ELSA, which will probe the weakest point of our prediction, the two-pion contribution in the resonance region. In the case of the neutron the disagreement remains, and we are urgently waiting for a direct measurement of the helicity-dependent neutron cross sections in the resonance region.

The same model can be used to calculate the spin polarizability and an associated longitudinal-transverse polarizability. Due to the weighting factor $`\nu ^3`$, these predictions are on rather firm ground. Unfortunately, a comparison with the results from ChPT is difficult, because their interpretation is still under discussion.

We have also presented a systematic analysis of various generalized GDH-type integrals $`I_{\mathrm{GDH}}(Q^2)`$ and of the BC sum rule $`I_2(Q^2)`$. In the case of the proton, the latter can be reasonably well described by our model, but our prediction for the neutron fails again. Though all generalized GDH integrals are fixed for both real photons, $`Q^2=0`$, and in the asymptotic region, $`Q^2\mathrm{}`$, their dependence on momentum transfer differs considerably for $`Q^21`$ (GeV/c)2. A clear signature of these differences are the slopes $`I_{\mathrm{GDH}}^{}=dI_{\mathrm{GDH}}/dQ^2`$ at the origin. In particular we compare our predictions to those of other phenomenological models and heavy baryon chiral perturbation theory. The different slopes from different definitions of $`I_{\mathrm{GDH}}`$ are related by model-independent relations involving the spin polarizability and related quantities, which can be safely evaluated from the helicity-dependent cross sections in the resonance region. Since both the spin polarizability and the derivatives of the GDH integrals are derived from doubly virtual Compton scattering in chiral perturbation theory, the ongoing discussion on how to separate pole and non-pole contributions in that theory also poses a serious problem for the generalized GDH integrals. As long as this problem exists, the given comparison between different predictions should not be taken too seriously. However the large spread of the obtained values certainly poses the challenge to solve the theoretical problem and to measure the generalized GDH integrals a soon as possible. Since we expect a negative slope of the purely transverse GDH integrals with a minimum as low as $`Q^2m_\pi ^2`$, it is quite fortunate that some of the JLab experiments take data down to very low momentum transfer.

We conclude that the presently running and newly proposed experiments with beam and target/recoil polarization will give invaluable information on the spin structure of the nucleon. It is to be hoped that this quantitative increase of our knowledge will also sharpen our theoretical tools to test the applicability and the predictions of QCD in the confinement region.

ACKNOWLEDGEMENT

The authors gratefully acknowledge the support of the Deutsche Forschungsgemeinschaft (SFB 443) and of the Heisenberg-Landau program. We would like to thank the members of the GDH Collaboration for many fruitful discussions, in particular H.-J. Arends, R. Lannoy, and A. Thomas.