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# A Supersymmetric Model with the Gauge Symmetry 𝑆𝑈(3)₁×𝑆𝑈(2)₁×𝑈(1)₁×𝑆𝑈(3)₂×𝑆𝑈(2)₂×𝑈(1)₂

## Abstract

A supersymmetric model with two copies of the Standard Model gauge groups is constructed in the gauge mediated supersymmetry breaking scenario. The supersymmetry breaking messengers are in a simple form. The Standard Model is obtained after first step gauge symmetry breaking. In the case of one copy of the gauge interactions being strong, a scenario of electroweak symmetry breaking is discussed, and the gauginos are generally predicted to be heavier than the sfermions.

preprint:  MZ-TH/02-15

Keywords: gauge interaction, supersymmetry.

The naturalness of the Standard Model (SM) implies new physics at the TeV energy scale . The most attractive new physics would be dynamical electro-weak symmetry breaking (EWSB), as for example the technicolor scenario  if it did not have serious flavor changing neutral current (FCNC) problems. Furthermore, the heavy top quark needs the assistance of the top-color mechanism  in this scenario. Both technicolor and top-color ideas introduce new gauge interactions which are strong at the TeV scale. New hierarchy problems may arise because realistic models in this framework introduce scalar fields.

Another beautiful new physics scenario is supersymmetry (SUSY)  which is broken dynamically . It makes the grand unification theories (GUTs)  viable. There are indirect experimental evidences for GUTs from LEP and neutrino physics. The SUSY extension of the SM still suffers from certain problems . It has been realized that SUSY breaking should occur in a hidden sector . It was thus very simple to take gravity as the interaction which mediates SUSY breaking. However, in general the supergravity  case has FCNC problems. This problem can be avoided, if the energy scale of messenger physics is much lower than the Planck scale. Then it is simple to use gauge interactions to mediate SUSY breaking , with considerably low scales of SUSY breaking and messenger masses. However, this gauge mediated SUSY breaking (GMSB) suffers seriously from the so-called $`\mu `$-problem .

Nature might be more complicated than we thought. In this paper, we consider a SUSY model which has two copies of the SM gauge groups. In addition to the above-mentioned difficulties in the new physics approaches, we especially note that the fermion mass pattern and CP violation have no full understanding. Ref. proposed that SUSY might be used for an understanding of the flavor puzzle: the muon mass originates from the sneutrino vacuum expectation values (VEVs), whereas the tau mass originates from the Higgs VEV. To be consistent, later it was proposed  that the top quark obtains its mass mostly from some dynamical mechanism, namely the top-color mechanism. Furthermore this SUSY top-color model with GMSB is well-motivated since it has no FCNC problem. But it has some drawbacks. It is irrelevant to GUTs. And the SUSY breaking messengers are in a very complicated form.

It will be interesting to consider models with $`SU(3)\times SU(2)\times U(1)\times G`$ gauge interactions, where $`G`$ stands for an unspecified group. The SUSY breaking messengers are taken to be foundamental representations of $`SU(3)\times SU(2)\times U(1)`$ and $`G`$. To be specific and without losing generality, in this paper we add one more SU(2) gauge interaction into the top-color like interactions. The gauge interactions are separately unifiable. The form of SUSY breaking messengers is relatively simple. We do not consider the fermion mass problem. One group of gauge interactions is not necessarily strong. There are other motivations for such theories .

We study a SUSY theory with the gauge group $`G_1\times G_2`$ in the framework of GMSB, where $`G_i=SU(3)_i\times SU(2)_i\times U(1)_i`$ ($`i=1,2`$). The three coupling constants of $`G_1`$ can be large, and those of $`G_2`$ are small at the TeV scale. The three generations of matter carry nontrivial quantum numbers of $`G_2`$ only. These numbers are assigned in the same way as they are under the SM gauge group.

Let us first discuss SUSY breaking. One gauge singlet chiral superfield $`X`$ is introduced for this purpose with the following superpotential,

$$𝒲_0=\mu _{\mathrm{SUSY}}^2X,$$
(1)
where $`\mu _{\mathrm{SUSY}}`$ is the SUSY breaking scale. The SUSY breaking is communicated to the observable sector through the gauge interactions by the messengers with $`SU(3)_1\times SU(2)_1\times U(1)_1\times SU(3)_2\times SU(2)_2\times U(1)_2`$ quantum numbers

$$\begin{array}{ccc}T_1,T_1^{}\hfill & =\hfill & (3,2,\frac{1}{3},1,1,0),\overline{T_1},\overline{T_1}^{}=(\overline{3},2,\frac{1}{3},1,1,0);\hfill \\ T_2,T_2^{}\hfill & =\hfill & (1,1,0,3,2,\frac{1}{3}),\overline{T_2},\overline{T_2}^{}=(1,1,0,\overline{3},2,\frac{1}{3})\hfill \end{array}$$
(2)
which have direct interactions with $`X`$. The relevant superpotential is

$$\begin{array}{ccc}𝒲_1\hfill & =\hfill & m_1(\overline{T_1}^{}T_1+T_1^{}\overline{T_1})+m_2T_1\overline{T_1}+m_3(\overline{T_2}^{}T_2+T_2^{}\overline{T_2})+m_4T_2\overline{T_2}\hfill \\ & & +X(c_1T_1\overline{T_1}+c_2T_2\overline{T_2}),\hfill \end{array}$$
(3)
where $`c_1`$ and $`c_2`$ are coupling constants of order one, $`m_j`$ ($`j=14`$) are mass parameters of the same order. It is required that $`m_2/m_4c_1/c_2`$ so that the terms proportional to $`m_2`$ and $`m_4`$ cannot be eliminated by a shift in $`X`$. The model conserves the number of the messengers. In addition, the superpotential has a discrete symmetry of exchanging $`T_i^{(^{})}`$ and $`\overline{T_i}^{(^{})}`$. The introduction of SUSY breaking is a generalization of that given in Ref. .

The messenger fields are massive at tree level. Because the auxiliary component of the $`X`$ field has non-vanishing VEV $`\mu _{\mathrm{SUSY}}^2`$, SUSY breaking occurs in the fields $`T_i^{(^{})}`$’s and $`\overline{T_i}^{(^{})}`$’s at tree level.

It is via quantum effects that the messengers mediate SUSY breaking to the $`G_1`$ and $`G_2`$ sector. In the case of weak gauge interactions, the perturbation method based on the gauge coupling constant expansion is used to calculate soft SUSY breaking masses. Gauginos acquire masses mainly at one-loop order ,

$$M_{\lambda _r^{()}}\frac{\alpha _r^{()}}{4\pi }c_1\frac{\mu _{\mathrm{SUSY}}^2}{m_1},$$
(4)
where $`\alpha _r^{()}=g_r^{()2}/4\pi `$ with $`g_r^{()}`$ being the gauge coupling constants of $`G_1`$ ($`G_2`$). And $`r=1,2,3`$ corresponding to the groups $`U(1)`$, $`SU(2)`$, and $`SU(3)`$, respectively. The scalar particles of the matter fields in $`G_1`$ and $`G_2`$ obtain soft masses at two-loop order (except for the messengers).

In case $`G_1`$ is strong, the corresponding soft masses cannot be calculated perturbatively. They should be the order of

$$M_{\lambda _r}c_1\frac{\mu _{\mathrm{SUSY}}^2}{m_1}.$$
(5)
There might be a suppression factor which ranges $`11/10`$, because nevertheless there is no tree-level interaction between these matter and $`X`$.

The $`G_1\times G_2`$ gauge symmetries break down spontaneously to the SM, $`SU(3)_1\times SU(3)_2SU(3)_c`$, $`SU(2)_1\times SU(2)_2SU(2)_L`$ and $`U(1)_1\times U(1)_2U(1)_Y`$ through a pair of Higgs superfields which are nontrivial under both $`G_1`$ and $`G_2`$. Their $`SU(3)_1\times SU(3)_2\times SU(2)_1\times SU(2)_2\times U(1)_1\times U(1)_2`$ quantum numbers are assigned as follows,

$$\mathrm{\Phi }_1(3,\overline{3},2,2,\frac{1}{3},\frac{1}{3}),\mathrm{\Phi }_2(\overline{3},3,2,2,\frac{1}{3},\frac{1}{3}).$$
(6)
Their scalar components develop VEVs. One gauge singlet superfield $`Y`$ is introduced for the gauge symmetry breaking. The superpotential of them is written as follows,

$$𝒲_2=c^{}Y[\mathrm{Tr}(\mathrm{\Phi }_1\mathrm{\Phi }_2)\mu ^2],$$
(7)
where the trace is taken with regard to both $`SU(3)_1\times SU(3)_2`$ and $`SU(2)_1\times SU(2)_2`$. $`\mu ^{}`$ is the energy scale relevant to the gauge symmetry breaking, and $`c^{}`$ is the coupling constant. The way of introducing $`Y`$ and $`X`$ more naturally was discussed in Ref.  where this kind of field was taken to be composite. Note that the $`\mathrm{\Phi }_i`$’s have no direct interaction with the field $`X`$. They get soft masses

$$m_{\mathrm{\Phi }_1}^2=m_{\mathrm{\Phi }_2}^2=m_\mathrm{\Phi }^2,$$
(8)
where

$$m_\mathrm{\Phi }^2\frac{1}{(4\pi )^2}\underset{r}{}(\alpha _r^2+\alpha _r^2)\left(c_1\frac{\mu _{\mathrm{SUSY}}^2}{m_1}\right)^2$$
(9)
in the weak interaction case. In the strong interaction case $`m_\mathrm{\Phi }`$ is that given in Eq. (5) . The VEVs of the $`\mathrm{\Phi }_i`$ are written as

$$\mathrm{\Phi }_{1_s}=v_1I_3I_2,\mathrm{and}\mathrm{\Phi }_{2_s}=v_2I_3I_2,$$
(10)
where $`I_3`$ and $`I_2`$ are the unit matrices in the space of $`SU(3)_1\times SU(3)_2`$ and $`SU(2)_1\times SU(2)_2`$, respectively. $`v_1`$ and $`v_2`$ are determined by the minimum of the following scalar potential:

$$V=|c^{}(3v_1v_2\mu ^2)|^2+\frac{g_1^2+g_1^2}{2}(v_1^2v_2^2)^2+m_\mathrm{\Phi }^2(v_1^2+v_2^2).$$
(11)
It is easy to see that for $`c^{}\mu ^2m_\mathrm{\Phi }^2`$,

$$v_1=v_2=\frac{1}{\sqrt{3}}\left(\mu ^2\frac{m_\mathrm{\Phi }^2}{c^{}}\right)^{1/2}.$$
(12)
The coupling constants of the SM $`SU(3)_c\times SU(2)_L\times U(1)_Y`$ are

$$\frac{1}{g_s^2}=\frac{1}{g_3^2}+\frac{1}{g_3^2},\frac{1}{g^2}=\frac{1}{g_2^2}+\frac{1}{g_2^2},\frac{1}{g^2}=\frac{1}{g_1^2}+\frac{1}{g_1^2}.$$
(13)
It is also easy to show that, orthogonal to the massless fields, the massive gauge bosons are

$$\stackrel{~}{A_r}=\frac{g_rA_r+g_r^{}A_r^{}}{\sqrt{g_r^2+g_r^2}},\mathrm{with}\mathrm{masses}m_r=\sqrt{g_r^2+g_r^2}\sqrt{v_1^2+v_2^2}.$$
(14)
Note in the above expression, $`r`$ is not summed.

The full gaugino masses are determined by both the soft masses and the spontaneous gauge symmetry breaking. The gauge interactions of the Higgs fields $`\mathrm{\Phi }_{1,2}`$ are given by

$$\begin{array}{ccc}& =& \mathrm{Tr}\left(\mathrm{\Phi }_1^{}e^{2g_rV_r}\mathrm{\Phi }_1e^{2g_r^{}V_r^{}}+\mathrm{\Phi }_2^{}e^{2g_rV_r}\mathrm{\Phi }_2e^{2g_r^{}V_r^{}}\right)|_{\theta \theta \overline{\theta }\overline{\theta }}\hfill \\ & & \sqrt{2}ig_r\mathrm{Tr}\left(\mathrm{\Phi }_{1_s}^{}\lambda _r\psi _1+\psi _1^{}\lambda _r^{}\mathrm{\Phi }_{1_s}\mathrm{\Phi }_{2_s}^{}\lambda _r\psi _2\psi _2^{}\lambda _r^{}\mathrm{\Phi }_{2_s}\right)\hfill \\ & & +\sqrt{2}ig_r^{}\mathrm{Tr}\left(\psi _1\lambda _r^{}\mathrm{\Phi }_{1_s}^{}+\mathrm{\Phi }_{1_s}\lambda _r^{}\psi _1^{}\psi _2\lambda _r^{}\mathrm{\Phi }_{2_s}^{}\mathrm{\Phi }_{2_s}\lambda _r^{}\psi _2^{}\right),\hfill \end{array}$$
(15)
where the $`V_r^{()}`$’s are the gauge vector superfields of $`G_1(G_2)`$, $`\psi _{1,2}`$ stand for the fermionic components of $`\mathrm{\Phi }_{1,2}`$. In more detail, we decompose $`\mathrm{\Phi }_{1,2}`$ as follows,

$$\mathrm{\Phi }_{1,2}=\mathrm{\Phi }_{1,2}^0I_3I_2+\mathrm{\Phi }_{1,2}^aI_3\sigma ^a+\mathrm{\Phi }_{1,2}^\alpha t^\alpha I_2+\mathrm{\Phi }_{1,2}^{\alpha a}t^\alpha \sigma ^a,$$
(16)
where $`\sigma ^a`$ ($`a=13`$) and $`t^\alpha `$ ($`\alpha =18`$) are Pauli and Gell-Mann matrices, respectively. It is the scalar components of $`\mathrm{\Phi }_{1,2}^0`$ which get VEVs as written down in Eq. (10). It is then easy to see that the $`\psi _{1,2}^a`$ combine $`\lambda _2^{()}`$, and the $`\psi _{1,2}^\alpha `$ combine $`\lambda _3^{()}`$ to form the massive gaugino states for the $`SU(2)`$’s and $`SU(3)`$’s; and $`\psi _{1,2}^0`$ combine $`\lambda _1^{()}`$ for $`U(1)`$’s, after gauge symmetry breaking. Due to Eq. (7), the higgsino $`(v_2\psi _1+v_1\psi _2)/\sqrt{v_1^2+v_2^2}`$ and the fermionic component of $`Y`$ form a massive Dirac higgsino state with mass $`c^{}\sqrt{v_1^2+v_2^2}`$. Considering the soft masses, we see that the mass matrices of the gauginos and the higgsino $`(v_1\psi _1v_2\psi _2)/\sqrt{v_1^2+v_2^2}`$ can be written as

$$M_r=\left(\begin{array}{ccc}M_{\lambda _r}& 0& g_r\sqrt{v_1^2+v_2^2}\\ 0& M_{\lambda _r^{}}& g_r^{}\sqrt{v_1^2+v_2^2}\\ g_r\sqrt{v_1^2+v_2^2}& g_r^{}\sqrt{v_1^2+v_2^2}& 0\end{array}\right).$$
(17)
Any mass eigenstate is a mixture of the gauginos and the higgsinos. All the gauginos are massive. As expected, if the soft masses $`M_{\lambda _r}`$ and $`M_{\lambda _r^{}}`$ are both zero, the SM gauginos are massless. Soft masses are required to make the SM gauginos massive. It is interesting to note , however, if only one of the soft gaugino mass, say $`M_{\lambda _r}`$ vanishes, the SM gaugino masses are still massive. Note that we have the freedom to add a mass term for $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ in Eq. (7), which gives nonzero contribution to the (3-3) entry in the matrix (17). Our previous considerations will be unaffected if this mass is not too large to break the gauge symmetry.

Although the model we have described can be self-consistent, it is not complete from the GUT point of view. GUT partners of the messengers and the Higgs’ should be introduced. Note that although the messengers and the Higgs’ are in foundamental or bi-foundamental representations of $`G_1G_2`$, they are not necessarily in foundamental representations of unified groups. If $`G_i`$ unifies into $`SU(5)`$, they are in $`\mathrm{𝟏𝟎}`$-representation of $`SU(5)`$. On the other hand, if $`G_i`$ unifies into $`SO(10)`$, they are part of the foundamental representation. For the messengers, the following partner fields are introduced,

$$\begin{array}{ccc}T_{1e},T_{1e}^{}\hfill & =\hfill & (1,1,2,1,1,0),\overline{T}_{1e},\overline{T}_{1e}^{}=(1,1,2,1,1,0);\hfill \\ T_{1u},T_{1u}^{}\hfill & =\hfill & (\overline{3},1,\frac{4}{3},1,1,0),\overline{T}_{1u},\overline{T}_{1u}^{}=(3,1,\frac{4}{3},1,1,0);\hfill \\ T_{2e},T_{2e}^{}\hfill & =\hfill & (1,1,0,1,1,2),\overline{T}_{2e},\overline{T}_{2e}^{}=(1,1,0,1,1,2);\hfill \\ T_{2u},T_{2u}^{}\hfill & =\hfill & (1,1,0,\overline{3},1,\frac{4}{3}),\overline{T}_{2u},\overline{T}_{2u}^{}=(1,1,0,3,1,\frac{4}{3}).\hfill \end{array}$$
(18)
They will be generally denoted as $`T_{GUT}`$ and $`\overline{T}_{GUT}`$. Similarly for the Higgs’, we introduce their GUT partners $`\mathrm{\Phi }_{1}^{}{}_{GUT}{}^{}`$ and $`\mathrm{\Phi }_{2}^{}{}_{GUT}{}^{}`$. For all these fields, we trivially write down mass terms in the superpotential,

$$𝒲_3=m_{T_{GUT}}(T_{GUT}\overline{T}_{GUT})+m_{\mathrm{\Phi }_{GUT}}\mathrm{Tr}(\mathrm{\Phi }_{1}^{}{}_{GUT}{}^{}\mathrm{\Phi }_{2}^{}{}_{GUT}{}^{}).$$
(19)
Both $`T_{GUT}`$’s and $`\mathrm{\Phi }_{GUT}`$’s are just GUT partner fields of the messengers and the Higgs’. $`m_{T_{GUT}}`$ is about $`m_j`$ in Eq. (3), and $`m_{\mathrm{\Phi }_{GUT}}m_\mathrm{\Phi }`$. These partner fields are not messengers and Higgs’s themselves, because they do not play any role in SUSY breaking mediation and gauge symmetry breaking.

Numerically we consider two cases of the gauge coupling constants. Unifications in $`G_1`$ and in $`G_2`$ are implied, although we do not study such unifications in any detail in this paper. To be natural, the $`G_1\times G_2`$ gauge symmetry breaking scale $`v`$ is required to be at $`(110)`$ TeV. The first case is that $`g_r`$ and $`g_r^{}`$ are at the same order. From Eq. (13), we see that they should be close to the values of the SM gauge coupling constants at the energy scale $`v`$, namely $`g_rg_r^{}0.1`$. The second case is that the $`g_r`$’s are much larger than the $`g_r^{}`$’s. Only the $`g_r^{}`$’s are close to the SM couplings, $`g_rg_r^{}0.1`$. In any case, $`\mu _{\mathrm{SUSY}}`$ and $`m_i`$’s are taken to be about $`(1001000)`$ TeV. Hence messengers $`T_i`$’s have masses around $`(1001000)`$ TeV. The soft masses of the three generation matters are about $`100`$ GeV. In the first case, the soft masses of the $`\mathrm{\Phi }_{1,2}`$ are about $`(1001000)`$ GeV. By taking $`\mu ^{}(110)`$ TeV, we obtain $`v(110)`$ TeV. The soft masses of the $`\mathrm{\Phi }_{1,2}`$ do not play a significant role. The gauge symmetry breaking basically determines the mass pattern. The gauginos corresponding to the broken groups, which eat the higgsinos, are of masses $`g_r^{()}v(1001000)`$ GeV. The mass matrix (17) results in SM gaugino masses of about $`M_{\lambda _r^{()}}100`$ GeV.

The second case is more interesting. Because $`G_1`$ is strong, the $`\mathrm{\Phi }_{1,2}`$ are as heavy as $`100`$ TeV. Taking $`\mu ^{}100`$ TeV in Eq. (12), it is seen that through tuning, we can have $`v10`$ TeV. The gauginos of $`G_1`$ are about $`(10100)`$ TeV. The $`G_2`$ gauginos which largely mix with the higgsinos are $`g_r^{}v1`$ TeV. In this case the gauginos are generally heavier than those of the first case.

Now let us discuss EWSB. A pair of Higgs superfields $`H_u`$ and $`H_d`$ which are nontrivial only under $`G_2`$ are introduced. They are just the SM-like two Higgs doublets in $`G_2`$. The soft masses of them, similar to that of the three generation matter, are generated at the two-loop level, $``$ 100 GeV. After gauge symmetry breaking $`G_1\times G_2`$ SM, also like the three generation matter, those Higgs doublets have the expected quantum numbers in the SM. The $`\mu `$-term and $`B_\mu `$-term are essential for EWSB. As usual, we do not assume direct interactions of the electroweak Higgs and $`X`$. They can be introduced straightforwardly in the ways discussed in models with SM gauge groups . With the correct $`\mu `$\- and $`B_\mu `$-terms, the large top quark Yukawa coupling radiatively induces EWSB.

In the second case of gauge couplings discussed above, we find that $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ play very useful roles in EWSB. We introduce the following nonrenormalizable interaction in the superpotential

$$𝒲_3=c^{\prime \prime }\frac{1}{\mu ^{}}\mathrm{Tr}(\mathrm{\Phi }_1\mathrm{\Phi }_2)\mathrm{Tr}(H_uH_d),$$
(20)
where the coupling $`c^{\prime \prime }O(1)`$. It results in that $`\mu {\displaystyle \frac{v^2}{\mu ^{}}}1`$ TeV. Note that this superpotential does not produce a $`B_\mu `$-term at tree level. The $`B_\mu `$-term should be in the form of

$$c^{\prime \prime \prime }X\mathrm{Tr}(H_uH_d)$$
(21)
with a very small effective coupling constant $`c^{\prime \prime \prime }10^4`$. Then $`B_\mu c^{\prime \prime \prime }\mu _{\mathrm{SUSY}}`$. $`c^{\prime \prime \prime }`$ may be understood as originating from $`𝒲_3`$ at the two loop-level, as shown in Fig. 1. From the figure we obtain

$$\frac{B_\mu }{\mu }\left(\frac{\alpha _r}{4\pi }\right)^2\frac{1}{\mu ^{}}\left(c_1\frac{\mu _{\mathrm{SUSY}}^2}{m_1}\right)^21\mathrm{TeV},$$
(22)
after taking $`\alpha _r`$ to be $`O(1)`$.

In summary, we have proposed a SUSY $`SU(3)_1\times SU(2)_1\times U(1)_1\times SU(3)_2\times SU(2)_2\times U(1)_2`$ model with GMSB. The messenger fields $`T_{1,2}^{(^{})}`$ and $`\overline{T_{1,2}}^{(^{})}`$, the Higgs fields $`\mathrm{\Phi }_1`$ and $`\mathrm{\Phi }_2`$ are in simple forms. The superpotential is given as

$$𝒲=𝒲_0+𝒲_1+𝒲_2+𝒲_3.$$
(23)
The SM is obtained after gauge symmetry breaking. In the case that $`SU(3)_1\times SU(2)_1\times U(1)_1`$ is strong, an EWSB scenario has been discussed. This model predicts additional gauge bosons, gauginos and Higgs particles with masses ranging from $`100`$ GeV to $`100`$ TeV depending on the choices of gauge coupling constants. In the interesting case of $`G_1`$ being strong, the SM gaugino masses are predicted to be about $`1`$ TeV which are generally heavier than the sfermions and higgsinos in the SM. Future exeriments will check this type of models.

Several final remarks are in order. (i) The model can be extended to have unifications in $`G_1`$ and in $`G_2`$ separately. The unification of strong $`G_1`$ avoids the Landau pole problem. It should occur at the energy scale not far above the messenger scale $`100`$ TeV. However, the introduction of Higgs fields $`\mathrm{\Phi }_{1,2}`$ adds many flavors into the model. It makes both $`G_1`$ and $`G_2`$ being non-perturbative at $`100`$ TeV. This non-perturbative unification is beyond the scope of this work. The values of the SM coupling constants are almost fully determined by those of $`G_2`$. Therefore the unification of $`G_2`$ will explain the observed unification of the gauge coupling constants in the minimal SUSY SM.

(ii) Nontrivial fermion mass origin can be considered in case $`G_1`$ is strong. We may move the third family matter fields into $`G_1`$. A non-SUSY version of $`G_1\times G_2`$ should be studied in this case. Note that if we switch off the strong $`SU(2)`$ in $`G_1`$, our model looks like a SUSY top-color model , but with a simpler messenger structure.

(iii) The relation of the SUSY breaking scale and the $`G_1\times G_2`$ gauge symmetry breaking scale should be studied further, especially considering that in the strong $`G_1`$ case, $`\mu _{\mathrm{SUSY}}\mu ^{}`$. We have noted that certain cancellation can be made by tuning $`\mu ^{}`$ in Eq. (12). But this is not a fine tuning. It is natural in the sense of ’t Hooft. With such a tuning, a small number, namely a lower energy scale can be generated.

(iv) As having been noted after Eq. (17), if $`M_\lambda =0`$, SM gauginos are still massive. Therefore generally speaking, $`T_1^{(^{})}`$ and $`\overline{T_1}^{(^{})}`$ fields, as well as their GUT partners are not necessary to make the models phenomenologically viable.

(v) The discussion on EWSB was not satisfactory, because it relies on complicated or non-renormalizable interactions. In the case of $`G_1`$ being strong, new matter or the third family matter can be introduced in the $`G_1`$ sector. Because of GMSB, the superpartners in this sector are very heavy $`100`$ TeV. They decouple at $`(110)`$ TeV energy scale. At this low energy scale the fermions, on the other hand, can form condensates due to the strong gauge interactions. Thus, there exists a possibility that EWSB occurs dynamically in this framework.

###### Acknowledgements.

We would like to thank Yuan-ben Dai, H. S. Do, S. Groote, Yi Liao and H. Spiesberger for helpful discussions. C.L. acknowledges support from the Alexander von Humboldt Foundation and partial support from the National Natural Science Foundation of China.


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# On the relationship between directed percolation and the synchronization transition in spatially extended systems

## I Introduction

Synchronization in dynamical systems has recently become the subject of an intensive research activity for various reasons that range from the application to transmission of information, to the spontaenous onset of coherent behaviour and also because because it is one of the mechanisms controlling the degree of order present in a chaotic evolution. Most of the attention has been, so far, focused on the behaviour of low–dimensional systems. As a result of these investigations, several kinds of synchronizations have been identified (the most important being phase and complete synchronization) and the corresponding transition scenarios characterized PRK02 .

More recently, the interest has shifted towards high-dimensional chaos and, specifically, on the behaviour of extended systems, a context in which an overall picture is still lacking. In this paper, we devote our interest to complete synchronization in lattice systems. This kind of synchronization has been introduced and studied into two different setups. In the former one, identical copies of a given system (with different initial internal states) converge to the same trajectory, when forced with the same random signal. This, so-called stochastic, synchronization can occur only if the dynamics resulting from the stochastic forcing becomes linearly stable, i.e. the maximum Lyapunov exponent is negative FH92 ; MB94 ; P94 ; HF95 ; LZ98 . In the latter setup, two identical systems are coupled together: if the coupling strength is strong enough, both eventually follow the same, chaotic, trajectory. This is the so called chaotic synchronization. For it to be observed, it is sufficient that the transverse Lyapunov exponent is negative P92 . Therefore, in low–dimensional systems, synchronization transition can always be reduced to a linear stability problem.

On the other hand, recent numerical investigations BLT01 ; AP02  indicate that the synchronization scenario in spatially extended dynamical systems exhibits more complex and interesting features. In fact, the addition of the spatial structure may turn the linear stability problem of low–dimensional systems into a nonequilibrium phase-transition problem.

In analogy to low–dimensional systems, various coupling schemes have been already considered. For instance, “stochastic synchronization” has been studied in Coupled Map Lattices (CML’s), by adding the same spatio–temporal noise $`\xi (x,t)`$ to different trajectories, $`u_1(x,t)`$ and $`u_2(x,t)`$, of the same system BLT01 , according to the following scheme

$$u_i(x,t+1)=f[u_i(x,t)+_\epsilon ^2u_i(x,t)]+\sigma \xi (x,t),i=1,2$$
(1)
where

$$_\epsilon ^2u(x,t)\frac{\epsilon }{2}u(x+1,t)+\frac{\epsilon }{2}u(x1,t)\epsilon u(x,t),$$
(2)
is the short–hand notation for the discretized Laplacian operator ($`\epsilon `$ plays the role of a diffusion constant) and $`f[x]`$ is a map of the unit interval able to generate chaotic behaviour. Moreover, $`\sigma `$ is the amplitude of the forcing term, $`x`$ is an integer index labeling the lattice sites, $`t`$ is a discrete time variable and the noise term is assumed to be bounded and $`\delta `$–correlated in space and time, i.e. $`\xi (x,t)\xi (y,s)\delta _{x,y}\delta _{t,s}`$. Synchronization is possible when the difference $`w(x,t)=|u_1(x,t)u_2(x,t)|`$ between simultaneous configurations of the two systems converges everywhere to zero. The stability coefficient of the solution $`w(x,t)=0`$ is usually called the Transverse Lyapunov Exponent (TLE). In the context of stochastic synchronization, the evolution of a small $`w(x,t)`$ reduces to the tangent dynamics of the single CML, so that the TLE coincides with the maximum Lyapunov exponent of the noise-affected dynamics. Accordingly, synchronization can arise only when the stochastic forcing induces a negative maximum Lyapunov exponent. This is possible if the probability distribution of the state variable mostly concentrates in the region of the interval where the map acts as a contraction.

Alternatively, one can study the behavior of two directly coupled systems AP02

$`u_1(x,t+1)`$ $`=`$ $`(1\sigma )f[u_1(x,t)+_\epsilon ^2u_1(x,t)]+\sigma f[u_2(x,t)+_\epsilon ^2u_2(x,t)],`$
$`u_2(x,t+1)`$ $`=`$ $`(1\sigma )f[u_2(x,t)+_\epsilon ^2u_2(x,t)]+\sigma f[u_1(x,t)+_\epsilon ^2u_1(x,t)].`$ (3)
At variance with the previous case, the coupling strength $`\sigma `$ modifies the evolution law of $`w(x,t)`$, by adding a stabilizing term, while it leaves unaffected the dynamics of the fully synchronized regime. Accordingly, the TLE may become negative, while the maximum Lyapunov exponent, unchanged, remains positive.

While the negativity of the TLE is always a necessary condition to observe synchronization in spatially extended systems, for smooth enough dynamical systems, it proves to be sufficient too. In fact, the study of stochastic and chaotic synchronization, carried on in Refs. BLT01  and AP02 , respectively, have shown that synchronization occurs as soon as the TLE becomes negative and, correspondingly, the propagation velocity of finite-amplitude perturbation vanishes. In particular, Ahlers and Pikovsky AP02  argue that the dynamics of the coarse-grained absolute value $`\stackrel{~}{w}`$ of the difference field is described by the following stochastic partial differential equation,

$$_t\stackrel{~}{w}(x,t)=D^2\stackrel{~}{w}(x,t)+c_1\stackrel{~}{w}(x,t)c_3\stackrel{~}{w}^3(x,t)+\stackrel{~}{w}(x,t)\eta (x,t),$$
(4)
where $`D>0`$, $`c_3>0`$ and the Gaussian noise term $`\eta `$ is $`\delta `$–correlated in space and time, i.e. $`\eta (x,t)\eta (y,s)\delta (xy)\delta (ts)`$. This equation is formally equivalent to the mean–field equation of the class of Multiplicative Noise (MN) nonequilibrium critical phenomena GMT96 . By a Hopf–Cole transformation, $`h(x,t)=\mathrm{ln}\stackrel{~}{w}(x,t)`$, the above equation can be transformed into foot1

$$_th(x,t)=D^2h(x,t)D(h(x,t))^2(c_1\frac{1}{2})+c_3e^{2h(x,t)}+\eta (x,t)$$
(5)
describing the critical behaviour associated with the depinning transition of a Kardar–Parisi–Zhang (KPZ) interface from a hard substrate. Numerical analysis confirms that the critical exponents evaluated for the two different coupling schemes are both compatible with those predicted for the MN model.

On the other hand, it has been observed that in the presence of strong and localized nonlinearities, the non-synchronized regime may coexist with a negative TLE BLT01 ; AP02 . In this case, the transition does occur when the propagation velocity of finite–amplitude perturbations vanishes, while its critical properties turn out to belong to the class of Directed Percolation. Such an equivalence has been found by noticing that the fraction of non-synchronized sites (defined as those points where $`|w(x)|`$ is larger than some small fixed threshold) is the appropriate order parameter corresponding to the fraction of active sites in DP.

In this case, one cannot follow the same derivation as above, because even close to the critical point, the evolution equation for $`w(x,t)`$ cannot be linearized, since it is precisely the nonlinear effects which guarantee a propagation of finite–amplitude perturbations in the presence of a negative TLE. It is worth recalling that in the formulation of Reggeon Field Theory, the DP transition is described by the effective equationMD99 ; G95 ; H00

$$_t\rho (x,t)=D^2\rho (x,t)+c_1\rho (x,t)c_2\rho ^2(x,t)+\sqrt{\rho (x,t)}\eta (x,t),$$
(6)
where $`\rho (x,t)`$ is the density of active sites and $`c_2>0`$. Behind the similarity between this and Eq. (4), one should notice the crucial difference in the noise amplitude: the square-root versus linear dependence on $`\rho `$ is indeed responsible for turning the MN critical behaviour into a DP-like one. In this paper, we plan to explain why the presence of a discontinuity (or a strong nonlinearity) may lead to the effective equation (6). To this aim, in Section 2 we introduce a simple Random Multiplier (RM) model as an effective equation for the time evolution of the difference variable $`w(x,t)`$ for discontinuous and strongly nonlinear CML’s. This model was originally introduced in GLP02  to account for the mechanism of propagation of information in stable chaotic systems. We analyze its phase diagram, and we also discuss how the synchronization transition may be modified when a true discontinuity in the dynamics is changed into a strongly nonlinear continuous mapping. The relation between the RM model and the DP mean–field equation (6) is analyzed in Section 3.

There is a further basic question that will be addressed here. All microscopic models that are known to exhibit a DP critical behaviour are defined by referring to discrete and finite state variables, such as the probabilistic cellular automaton model proposed by Domany and Kinzel DK84 . In such cases, the so–called “absorbing state” can be unambiguously identified. For instance, in the cellular automaton of Ref. DK84 , a sequence of “$`0`$”s can only change from its boundaries (this is the reason they are defined as contact processes). In the context of synchronization, the dynamical variable is continuous and the condition $`w(x,t)=0`$ is never exactly fulfilled at any finite time, even in a system of finite size. As a consequence, in numerical experiments BLT01 ; AP02  one has to fix a small, but somehow arbitrary, threshold value, below which the trajectories are assumed to be synchronized. The same numerical simulations show that, independently of the dynamical rule, when the space average of $`w(x,t)`$ decreases below a threshold value $`𝒪(10^5)`$ it does not grow again. However, one cannot a priori exclude that a large fluctuation of some local multiplier drives the system out of this weakly absorbing state. On the contrary, it looks plausible to assume that in an infinite system such a large fluctuation occurs with probability one. In Section 4 we tackle the problem of the existence of an effective absorbing state even in the presence of a continuous state variable. The study of the first passage time required for the space average of the difference variable $`w(x,t)`$ to go through a series of decreasing thresholds clarifies that, contrary to intuition, it is possible to assign an effective finite “measure” to the synchronized, i.e. absorbing, state. Finally, conclusions are drawn in Section 5.

## II The Random Multiplier Model: definition and phase diagram

In this section, we introduce the RM model with the aim of closely reproducing the synchronization transition occurring in coupled piecewise linear maps of the type,

$`f(x)=\{\begin{array}{cc}x/\alpha _1\hfill & \hfill 0x<\alpha _1\\ 1(x\alpha _1)/\alpha _2\hfill & \hfill \alpha _1x<\alpha _1+\alpha _2\\ (x\alpha _1\alpha _2)/\alpha _1\hfill & \hfill \alpha _1+\alpha _2x1\end{array},`$ (10)
where $`0<\alpha _1<1`$ and $`0<\alpha _2<1\alpha _1`$. For any $`\alpha _2>0`$, the map is continuous with a highly expanding middle branch (when $`\alpha _21`$). In the limit $`\alpha _2=0`$, $`f(x)`$ reduces to the discontinuous Bernoulli map with expansion factor $`1/\alpha _1`$.

In the bidirectional synchronization setup (3), the corresponding TLE is AP02

$$\lambda _{}=\lambda _M+\mathrm{ln}(12\sigma ).$$
(11)
where $`\lambda _M`$ is the maximum Lyapunov exponent of the single, uncoupled, chain. Therefore, linear stability analysis indicates that a small deviation $`w(x,t)=|u_1(x,t)u_2(x,t)|`$ is contracted when $`\sigma >(11/\lambda _M)/2`$. However, this is not the whole story even in the absence of multiplier fluctuations, because whenever $`u_1(x,t)`$ and $`u_2(x,t)`$ fall on different sides of the map-discontinuity, $`w(x,t)`$ becomes at once of order 1, being amplified by a factor close to $`1/w(x,t)`$. The probability of such events depends on the probability density of the variables $`u_i`$: in the case of a sufficiently smooth distribution across the discontinuity, the probability is, to a leading order, proportional to $`w`$ itself foot2 . The same qualitative behaviour does occur also for $`\alpha _2>0`$, except that now, when $`w<\alpha _2`$, the amplification factor cannot be larger than $`(12\sigma )\alpha _2`$. Moreover, the probability of such amplifications does no longer depend on $`w`$.

In the following, instead of determining the local dynamics of $`w`$ from the actual evolution of $`u_1(x,t)`$ and $`u_2(x,t)`$, we prefer to write a self-contained equation, where the occasional amplifications follow from a purely stochastic dynamics that simulates the CML. More precisely, we introduce the model

$$v(x,t)=(1+_\epsilon ^2)w(x,t),$$
(12)
with

$`\begin{array}{ccc}w(x,t+1)=\{\begin{array}{cc}1,\hfill & \text{w.p.}p=av(x,t)\hfill \\ av(x,t),\hfill & \text{w.p.}1p\hfill \end{array},\text{if }v(x,t)>\mathrm{\Delta }\text{,}\hfill & & \\ & & \\ w(x,t+1)=\{\begin{array}{cc}v(x,t)/\mathrm{\Delta },\hfill & \text{w.p.}p=a\mathrm{\Delta }\hfill \\ av(x,t),\hfill & \text{w.p.}1p\hfill \end{array},\text{if }v(x,t)\mathrm{\Delta }\text{,}\hfill & & \end{array}`$ (20)
where $`a`$ and $`\mathrm{\Delta }`$ replace $`(12\sigma )/\alpha _1`$ and $`\alpha _2/(12\sigma )`$, while w.p. is a shorthand notation for “with probability”. Only positive multipliers are assumed in order to guarantee a positive defined $`w(x,t)`$ (simulations do confirm that the sign does not play a relevant role). Finally, periodic boundary conditions are assumed on a lattice of size $`L`$.

The advantage of playing with this model is that it explicitly avoids the possibly subtle correlation that may be generated during the deterministic evolution of the CML and thereby spoiling the asymptotic behaviour of the observables we are interested in. Besides the probabilistic, rather than deterministic, choice of the amplification factor, the only other difference between the stochastic model (20) and the original set of two coupled CMLs is the distribution of the amplification factors that is dichotomic in the former case. We see no reason why this difference should affect the transition scenario.

Moreover, in order to maximize propagation effects (that are responsible for the propagation of finite-size perturbations) we shall restrict to the case $`\epsilon =2/3`$ (the so called “democratic” coupling). Some rough numerical analyses do not, indeed, reveal qualitative changes when $`\epsilon `$ is varied around $`2/3`$.

The most general way of testing the stability of the synchronized phase is by monitoring the evolution of a droplet of the unsynchronized phase. By denoting with $`N(t)`$ the droplet size, i.e. the number of unsynchronized sites, at time $`t`$, the propagation velocity can be defined as

$$v_F\underset{t\mathrm{}}{lim}\frac{N(t)N(0)}{2t}.$$
(21)
A negative TLE (the maximum Lyapunov exponent of model (20)) implies that any infinitesimal perturbation does decay. In spite of this linear stability, in Ref. GLP02  it has been shown that $`v_F`$ can be positive, implying that the unsynchronized phase sustains itself and invades the synchronized one. By performing detailed simulations for different values of the parameters $`a`$ and $`\mathrm{\Delta }`$, we have been able to construct the phase diagram plotted in Fig. 1. The solid line, along which $`v_F=0`$, separates the synchronized from the unsynchronized phase (shaded region). The dashed line, along which the TLE is equal to 0, splits the unsynchronized phase into a linearly stable ($`I`$) and unstable ($`II`$) region. In the former one (ending approximately at $`\mathrm{\Delta }=\mathrm{\Delta }_c0.15`$), the nonlinear amplification mechanism prevails over the linear contraction induced by the negative TLE. Above $`\mathrm{\Delta }_c`$, the TLE changes sign exactly where $`v_F`$ vanishes too.

Numerical analysis of stochastic synchronization in CML BLT01  suggests that when the TLE vanishes together with $`v_F`$, the critical properties of the synchronization transition are those of the MN class, while the transition is DP-like whenever $`v_F`$ only vanishes (the TLE remaining negative).

Before entering a quantitative discussion about the nature of the transition in the present model, it is worth noticing a difference between the regimes $`I`$ and $`II`$. Linear instability in $`II`$ ensures that any finite perturbation of a synchronized state remains finite forever independently of the chain length. On the other hand, in $`I`$, a finite perturbation eventually dies in a finite chain. The reason why the synchronized regime can nevertheless be considered unstable is that the average life time of the perturbation diverges exponentially with the chain length. This is a typical property of systems in DP universality class and it can be traced back to the peculiar nature of the “square root” noise amplitude in Eq. (6) M98 .

A preliminary numerical analysis of the critical properties of the RM model for $`\mathrm{\Delta }=0`$ and $`\mathrm{\Delta }=0.01`$ has been already published in GLP02 . Here we both perform more accurate simulations and extend the previous study to larger values ($`\mathrm{\Delta }=0.1`$, 0.2) in order to find a signature of the change of critical behavior. In all cases, $`a`$ is chosen to be the control parameter, while the averaged (over different noise realizations) density $`\rho (t)`$ of unsynchronized sites will be the order parameter. The definition of $`\rho `$ requires to fix a small threshold $`W`$ to discriminate between synchronized ($`w(x,t)<W`$) and unsynchronized ($`w(x,t)>W`$) sites. In principle, $`\rho (t)`$ depends on $`W`$, both because the perturbation reaches different thresholds at different times and resurgencies can occur. Numerical analysis, however, indicates that, in practice, if $`W`$ is chosen on the order or smaller than $`10^5`$ no appreciable differences are observed. We shall come back to this problem in Sec. 4, to provide a more sound justification for the adopted procedure.

In order to test the relationship between synchronization transition and the DP critical phenomenon, we have investigated the scaling behaviour in the vicinity of the transition. In DP it is known that, at criticality, the dependence of the density $`\rho (t)`$ on $`t`$ and $`L`$ is described by the scaling relation H00

$$\rho (t)=L^{\delta z}g\left(\frac{t}{L^z}\right),$$
(22)
where $`z`$ is the so-called dynamical exponent accounting for the dependence of the average time $`\tau `$ needed for $`\rho `$ to vanish with the system size $`L`$ ND88 ,

$$\tau L^za=a_c.$$
(23)
Since for small $`\theta =t/L^z`$, the scaling function behaves as $`g(\theta )\theta ^\delta `$, the exponent $`\delta `$ turns out to describe the power-law decay of $`\rho (t)`$

$$\rho (t)t^\delta a=a_c.$$
(24)
Finally, the exponent $`\beta `$ characterizes the scaling behaviour of the saturated density of active sites $`\rho _0(t)`$ as a function of the distance from the critical value,

$$\rho _0(aa_c)^\beta a>a_c.$$
(25)
In analogy with usual nonequilibrium phase transitions, $`z`$, $`\delta `$, and $`\beta `$ are expected to characterize all critical properties of the synchronization transition as well. In fact, simple dimensional arguments show that the exponents ruling the power law divergence exhibited by space- and time-correlation functions (while approaching the critical point) are linked to the previous ones by the standard relations

$$\nu _{}=\frac{\beta }{\delta },\nu _{}=\frac{\nu _{}}{z}.$$
(26)
Some of the scaling behaviors have been plotted in Fig. 2 to show the quality of the results, while a complete summary of the exponents are reported in Table 1, together with the best known estimates for the DP J96  and the MN TGM97  class.

The dynamical exponent has been estimated by averaging the behaviour of relatively small systems (from $`L=2^5`$ to $`L=2^{10}`$) over a large number of noise realizations (of order $`10^3`$). In order to minimize finite-size effects, the exponents $`\delta `$ and $`\beta `$ have been estimated from the time evolution of a single system of size $`L=2^{20}`$, relying on the large size to reduce statistical fluctuations. In the MN context we have not been able to estimate $`z`$ through the measure of the average synchronization time, but we verified, through finite size-scaling (22), that the value of the dynamical exponent is compatible with the theoretical prediction.

Interestingly, similar results are obtained by adopting a different order parameter, i.e. the space averaged difference variable $`w(t)=w(x,t)_x`$. Also in this case, both $`w(t)`$ (where $``$ denotes ensemble average) and the absorption time $`\tau _1`$, defined as the average time required for $`w(t)`$ to become smaller than some threshold $`W`$, are found to follow the same critical scaling laws. The application of coarse-graining suggests that the space average is the “natural” order parameter in the context of both equilibrium and nonequilibrium critical transitions.

## III From the RM model to the DP field equation

In this section we investigate the connection between the RM model and the DP field equation (6). Let us first consider the simple case $`\mathrm{\Delta }=0`$ that corresponds to a discontinuous but otherwise uniformly contracting local map. Eq. (20) can be recasted as

$$w(x,t+1)=2av(x,t)a^2v^2(x,t)+g(v)\xi ^{}(x,t),$$
(27)
where $`\xi ^{}(x,t)`$ is a zero-average $`\delta `$-correlated noise with unit variance. In fact,

$$\xi ^{}(x,t)=\frac{1}{g(v)}[\xi _v(x,t)\xi _v],$$
(28)
where

$$\xi _v(x,t)=\{\begin{array}{cc}1v(x,t),\hfill & \text{w.p.}p=av(x,t)\hfill \\ (a1)v(x,t),\hfill & \text{w.p.}1p,\hfill \end{array},$$
(29)
and

$`\xi _v`$ $`=`$ $`(2a1)va^2v^2`$ (30)
$`g^2(v)`$ $`=`$ $`\xi _v^2\xi _v^2=a3a^2v^2+3a^3v^35a^4v^4.`$ (31)
If we now introduce the coarse grained variable $`\rho (x,t)=\overline{w(x,t)}`$ (where the bar denotes an average over a suitable space-time cell), we have that $`\overline{v(x,t)}=\rho (x,t)+\frac{\epsilon }{2}^2\rho (x,t)`$ so that Eq. (27) yields,

$$\begin{array}{cc}_t\rho (x,t)=\hfill & a\epsilon ^2\rho (x,t)+(2a1)\rho (x,t)a^2\rho ^2(x,t)+a^2\epsilon \rho (x,t)^2\rho (x,t)+\hfill \\ & \frac{(a\epsilon )^2}{4}\left[^2\rho (x,t)\right]^2+g\left(\rho (x,t)+\frac{\epsilon }{2}^2\rho (x,t)\right)\eta (x,t).\hfill \end{array}$$
(32)
where, according to the central limit theorem KTH85 , the coarse grained noise term $`\eta (x,t)`$ is Gaussian and $`\delta `$-correlated in time and space. According to standard renormalization-group arguments, H00 ; MD99 ; G95  the terms of order $`(^2\rho )^2`$ and $`\rho ^2\rho `$ can be shown to be irrelevant, as well as the terms of order higher than or equal to $`\rho `$ and $`\sqrt{^2\rho }`$ appearing in the noise amplitude $`g(\rho +\frac{\epsilon }{2}^2\rho )`$.

From the definition (31) of $`g`$ and after discarding the irrelevant terms, the above equation reduces to

$$_t\rho (x,t)=a\epsilon ^2\rho (x,t)+(2a1)\rho (x,t)a^2\rho ^2(x,t)+\sqrt{a\rho (x,t)}\eta (x,t).$$
(33)
which is nothing but Eq. (6), thus proving that the synchronization transition in discontinuous CML’s can be traced back to a DP nonequilibrium phase transition.

Let us now turn our attention to the more general case $`\mathrm{\Delta }>0`$, which corresponds to a continuous local mapping. According to Eq. (20), we have now to deal with two different kinds of noise, depending whether $`v(x,t)>\mathrm{\Delta }`$ or $`v(x,t)\mathrm{\Delta }`$. By repeating the same formal derivation as in the previous case, we find that Eq. (33) still holds when $`\rho >\mathrm{\Delta }`$, while for $`\rho (x,t)<\mathrm{\Delta }`$ it must be replaced by the equation

$$_t\rho (x,t)=\frac{a\epsilon }{2}\left(2a\mathrm{\Delta }\right)^2\rho (x,t)+(2a1a^2\mathrm{\Delta })\rho (x,t)+h(w)\eta (x,t),$$
(34)
where

$$h(w)=\rho (x,t)\sqrt{\frac{a}{\mathrm{\Delta }}3a^2+(2+5\mathrm{\Delta })a^3(3+2\mathrm{\Delta })\mathrm{\Delta }a^4+(1\mathrm{\Delta }^2)\mathrm{\Delta }a^5}.$$
(35)
Accordingly, in Eq. (34), the noise amplitude is proportional to the field itself, so that one should be led to the naive conclusion that the DP critical behaviour is destroyed as soon as $`\mathrm{\Delta }`$ is finite, or, equivalently, that any CML system characterized by a continuous local mapping cannot exhibit a DP-like synchronization transition. However, the simulations described in the previous section suggest that DP-like transition can still been found for small but finite values of $`\mathrm{\Delta }`$. In the next sections we shall present theoretical arguments supporting such numerical findings.

## IV First passage times

In this section we clarify the problem of how and when it is possible to observe a DP-like scenario in models like the RM one, with no clearly identifiable absorbing state. As already noted in GLP02 , in any finite system (of length $`L`$) there always exists a finite probability for a generic configuration to be contracted forever, i.e. absorbed. A lower bound to such a probability is (in the discontinuous case),

$$P=\left[\underset{n=1}{\overset{\mathrm{}}{}}(1w_Ma^n)\right]^L,$$
(36)
where

$$w_M=\underset{x}{\mathrm{max}}w(x,0).$$
(37)
However, since the null state, $`w(x,t)=0`$, is reached in an infinite time, this configuration cannot be attained with perfect accuracy in numerical simulations and one is, in fact, obliged to fix a small but finite threshold.

The best way we have found to characterize the dependence of the perturbation evolution on its size is through an indicator closely related to the finite-size Lyapunov exponent (FSLE) introduced in Ref. ABCPV96 . With reference to a perturbation initially set equal to 1 ($`w(x,0)=1,x=1\mathrm{}L`$), we introduce the first passage time $`\tau _q(W)`$, defined as the (ensemble) average time required by the $`q`$-th norm of the state vector $`𝐰(t)`$,

$$𝐰(t)_q=\left[\frac{1}{L}\underset{i=1}{\overset{L}{}}w_i^q(t)\right]^{\frac{1}{q}}$$
(38)
to become smaller than some threshold $`W`$ for the first time. At variance with Ref. ABCPV96 ; CT01 , we do not care if the evolution of the perturbation is non monotonous: as we shall see, in this context, the analysis does not only remain meaningful, but even more, it allows identifying the reason for the existence of a DP-like scenario even in the context of the continuous model.

At variance with the standard Lyapunov exponent, the FSLE does depend on the choice of the norm (in particular, on the $`q`$-value in Eq. (38)). This circumstance is often considered as a difficulty, hindering a proper definition of FSLE: we prefer to see it as an indication of a richer class of phenomena associated with the evolution of finite-amplitude perturbations. Anyway, it has been noticed in Sec. II that the “natural” order parameter of DP transition is the spatial average of the state vector. Accordingly, we have decided, in the present context, to fix $`q=1`$ (that corresponds to performing an arithmetic average) and to drop, for the sake of simplicity, the dependence on $`q`$.

The FSLE $`\mathrm{\Lambda }(W)`$ can be introduced by first fixing a sequence of decreasing thresholds $`W_n`$, $`n=0,1,2,\mathrm{}`$,

$$\frac{W_n}{W_{n1}}=r,r<1,$$
(39)
and by then defining

$$\mathrm{\Lambda }(W_n)=\frac{\mathrm{ln}r}{\tau (W_{n+1})\tau (W_n)},$$
(40)
where the dependence on the “discretization” $`\mathrm{ln}r`$ is left implicit. In the limit $`r1`$, the definition becomes

$$\mathrm{\Lambda }(W)=\left[\frac{d\tau (W)}{d(\mathrm{ln}W)}\right]^1.$$
(41)
In the further limit $`W0`$, $`\mathrm{\Lambda }(W)`$ reduces to the usual Lyapunov exponent $`\lambda `$, independently of the adopted $`q`$-value. When $`\mathrm{\Delta }=0`$, $`\lambda =\mathrm{ln}a`$.

### IV.1 Uncoupled limit

In the uncoupled limit, $`\epsilon =0`$, each site converges independently to the synchronized state (as long as $`a<1`$). In spite of the low-dimensionality of the problem, even in this case, an analytic expression for the FSLE can be obtained only at the expense of introducing further approximations. We shall see that the resulting expression can be nevertheless profitably used even in the coupled regime.

By setting $`r=a`$ and restricting ourselves to the case $`\mathrm{\Delta }=0`$, it easy to show (see appendix A) that

$$\tau (W_n)=\frac{\tau (W_{n1})+1}{1W_n},$$
(42)
where $`\tau (W_0)=0`$, $`W_n=a^n`$. By inserting Eq. (42) in Eq. (40) one obtains

$$\mathrm{\Lambda }(W_n)=\frac{1aW_n}{1+aW_n\tau (W_n)}\mathrm{ln}a.$$
(43)
Eq. (42) implies that, for $`n\mathrm{}`$,

$$\tau (W_n)n+n_0=\frac{\mathrm{ln}W_n}{\mathrm{ln}a}+n_0.$$
(44)
By inserting Eq. (44) into Eq. (43) and recalling that $`\lambda =\mathrm{ln}a`$ (for $`\mathrm{\Delta }=0`$), we obtain

$$\mathrm{\Lambda }(W_n)=\frac{1aW_n}{1+an_0W_n+(a/\lambda )W_n\mathrm{ln}W_n}\lambda .$$
(45)
As we are interested in describing the region where $`W_n1`$, and owing to relative smallness of $`a`$ ($`an_0`$), this equation can be further simplified to

$$\mathrm{\Lambda }(W)=\frac{\lambda }{1+b_0Wb_1W\mathrm{ln}W},$$
(46)
where we have also dropped the unnecessary dependence on the index $`n`$. In the $`W0`$ limit, the leading correction to the standard Lyapunov exponent is provided by the term proportional to $`b_1`$. From the structure of Eq. (46), it is natural to interpret the inverse of $`b_1`$ as the critical threshold $`W_c`$, below which the dynamics of the uncoupled system is dominated by the maximum Lyapunov exponent $`\lambda `$.

From Eq. (46) and by integrating Eq. (41), it is possible to derive also an analytic expression for the first passage time $`\tau (W)`$,

$$\tau (W)=\mathrm{\Lambda }(W)^1d(\mathrm{ln}W)\frac{1}{\lambda }\left[\mathrm{ln}W+(b_0+b_1)Wb_1W\mathrm{ln}W\right]+b_2,$$
(47)
where $`b_2`$ is the integration constant. In principle, one could imagine of determining $`b_2`$ by imposing $`\tau (1)b_2b_1/\lambda `$ equal to 0, since the evolution starts precisely from $`W=1`$. However, we cannot expect our perturbative formula to describe correctly the initial part of the contraction process. Therefore, $`b_2`$ must be determined independently.

### IV.2 General case and scaling arguments

In the coupled case, we have not been able to derive an analytical expression for the FSLE. Nevertheless, a comparison with the numerical results has revealed that Eqs. (46,47) describe in a reasonable way the dependence of $`\mathrm{\Lambda }`$ and $`\tau `$ on $`W`$ even in the continuous model. However, while $`\lambda `$ still denotes the standard Lyapunov exponent of the process and can thus be computed independently, now $`b_0`$, $`b_1`$, and $`b_2`$ have to be determined by fitting the numerical data. We have preferred to keep also the term proportional to $`b_0`$ (relevant only for relatively large $`W`$-values), since its presence guarantees a much better reproduction of the numerical data. In Fig. 3a, we see that Eq. (47) provides a good parametrization of the numerically determined $`\tau `$-values over a wide range of thresholds, both in the discontinuous and the continuous model (see the solid curves). In panel b) we notice that, although the theoretical expression (46) does not provide an equally good description of the FSLE, it is nevertheless able to pinpoint the crossover towards the small-amplitude behaviour of the perturbation. We will see that the possibility of identifing the largest scale (defined by $`1/b_1`$) over which the linearized dynamics (described by the standard Lyapunov exponent) sets in represents a crucial point of our analysis.

It is now natural to ask to what extent Eq. (47) is able to account for the scaling behaviour in the vicinity of the transition. By replacing $`\rho `$ with $`W`$ in Eq. (22) and $`t`$ with the first passage time $`\tau `$, one expects that, at criticality,

$$W=L^{\delta z}g(t/L^z).$$
(48)
Inversion of this equation leads to

$$\tau (W)=L^zg^1(WL^{\delta z}).$$
(49)
Before mutually comparing the two expressions (47,49), it should be first stressed that they have been introduced to address different questions. On the one hand, Eq. (47) is an approximate expression introduced to account for the crossover towards the $`W`$-range where the dynamics is controlled by linear mechanisms and no scaling behavioiur should be expected. On the other hand, Eq. (49) is a rigorous but implicit statement about the scaling region only.

Compatibility between Eqs. (47) and (49) requires a proper dependence of $`b_0`$, $`b_1`$ and $`b_2`$ on the systems size $`L`$, namely

$`b_0`$ $`=`$ $`\lambda \left[\stackrel{~}{b}_0\stackrel{~}{b}_1(1+\delta z\mathrm{ln}L)\right]L^{z(1+\delta )}`$ (50)
$`b_1`$ $`=`$ $`\lambda \stackrel{~}{b}_1L^{z(1+\delta )}`$ (51)
$`b_2`$ $`=`$ $`\stackrel{~}{b}_2L^z,`$ (52)
where $`\stackrel{~}{b}_0`$, $`\stackrel{~}{b}_1`$, and $`\stackrel{~}{b}_2`$ are suitable positive constants. By inserting Eq. (52) into Eq. (47), one finds that

$$\tau (W)=\frac{\mathrm{ln}W}{\lambda }L^z\left[\stackrel{~}{b}_0WL^{z\delta }\stackrel{~}{b}_1WL^{z\delta }\mathrm{ln}(WL^{\delta z})+\stackrel{~}{b}_2\right],$$
(53)
from which we see that the first term in the r.h.s. is the only one which does not follow the required scaling law (49). In fact, $`(\mathrm{ln}W)/\lambda `$, accounts for the linearly stable behaviour in a regime where a finite-state model (such as, e.g., the famous Domany-Kinzel model DK84 ) would be otherwise characterized by a perfect absorption (when a configuration of all 0’s is attained).

In order to test the correctness of the whole picture, we have studied the dependence of $`b_1`$ and $`b_2`$ on $`L`$. In Fig. 4, their behaviour is plotted at criticality for the discontinuous and the continuous model: both quantities show a good agreement with the power law divergence predicted by Eq. (52) ($`z1.58`$ and $`z(1+\delta )1.82`$). As for the last parameter $`b_0`$, given its involved dependence on $`L`$ and the approximate character of Eq. (53), we can only claim that its dependence is qualitatively consistent with the theoretical prediction.

One of the most important results of our study is the objective identification of a threshold $`W_c=1/|b_1|`$, below which linear stability analysis holds and its scaling dependence on $`L`$ ($`W_cL^z`$). In a model like the cellular automaton considered by Domany and Kinzel DK84 , absorption in a finite system occurs when all sites collapse onto the absorbing state: this means that the minimal meaningful density that can be considered is $`\rho _m=1/L`$. In the present context, $`W_c`$ plays the role of $`\rho _m`$: below $`W_c`$, the critical behaviour is dominated by the linearly stable dynamics. The difference between the two systems lies in the scaling dependence of the maximal resolution on $`L`$. Since $`W_c`$ decreases faster than $`1/L`$ this means that, e.g., the scaling range for $`W_c`$ is wider in the present model than in finite-state systems.

Finally, we comment about the reason why the range of validity of the linear stability analysis can eventually vanish even in models like the continuous RM, where every perturbation locally smaller than $`\mathrm{\Delta }`$ should behave linearly. The reason is that $`\tau (W)`$ is defined as the average first-passage time: even if the perturbation is homogeneously small, if $`L`$ is sufficiently large, some occasional amplification may occur and drive, on the average, the system out of the linear region. It is only below $`W_c`$ that such sporadic resurgencies are sufficiently rare not to modify significantly the stable linear behaviour.

## V Conclusions and open problems

In this paper we have expounded a partially rigorous argument to show why the synchronization transition in spatially extended systems may belong to the DP universality class. Although our theoretical considerations restrict to the discontinuous RM model, scaling analysis of the first-passage time $`\tau (W)`$ suggests that the transition belongs to the DP class also in a finite parameter region of the continuous model. Since direct numerical simulations in the more physical class of CMLs have been basically restricted to discontinuous maps, we find it wise to test the validity of our conclusions also in the context of continuous, though highly-nonlinear maps. Accordingly, we have considered two lattices of maps coupled as in Eq. (3); the local map is chosen similar to those defined by Eq. (10), namely

$`f(x)=\{\begin{array}{cc}x/\alpha _1\hfill & \hfill 0x<\alpha _1\\ 1(x\alpha _1)(1\alpha _3)/\alpha _2\hfill & \hfill \alpha _1x<\alpha _1+\alpha _2\\ \alpha _3+\alpha _4(x\alpha _1\alpha _2)\hfill & \hfill \alpha _1+\alpha _2x1\end{array}.`$ (57)
with $`\alpha _1=1/2.7`$, $`\alpha _3=0.07`$, $`\alpha _4=0.1`$. The reason for this choice is that in Ref. PT94  it has been shown that in such a model (for the same parameter values and $`\alpha _2<0.013`$ foot3 ) nonlinear effects prevail over linear ones. In fact, it was observed that the propagation velocity $`v_F`$ of finite-amplitude perturbations (see Eq. (21)) is larger than the propagation velocity $`v_L`$ of infinitesimal perturbation (for a definition of $`v_L`$, see PT92 ; LPT96 ). For instance, for $`\alpha _2=410^4`$ and $`\epsilon =2/3`$, $`v_L=0.4184`$, while $`v_F=0.5805`$. In this regime, upon varying the coupling strength $`\sigma `$, synchronization arises through a continuous phase transition accompanied by a negative transverse Lyapunov exponent and a vanishing $`v_F`$ at the critical point $`\sigma _c=0.17756\mathrm{}`$. As it can be appreciated in Fig. 5, where we have plotted the space averaged difference variable $`w(t)`$ versus time for different values of the control parameter, the critical decay rate is $`\delta =0.158\pm 0.01`$, fully compatible with the expectation for a DP transition. We are thus reinforced in the conjecture that the DP scenario is robust and not just restricted to the highly nongeneric case of discontinuous maps.

The crucial difficulty to determine the universality class for the synchronization transition is that the order parameter (the difference field) can be arbitrarily small. This casts doubts about the very definition of the zero-difference field as a truly absorbing state. In fact, in a previous paper GLP02 , it was speculated that the DP scaling behaviour might be restricted to a finite range. The analysis carried on in this paper clarifies that the synchronization transition genuinely belongs to DP universality class: this has been understood from an objective identification of the threshold $`W_c`$ below which the dynamics is really controlled by linear mechanisms and thus corresponds to an effective contraction. The parametrization of $`\tau (W)`$ introduced to describe the single-map case has greatly helped to unveil the overall scenario since it has clarified that the basic effect of the diffusive coupling is to renormalize the parameters defining $`\tau (W)`$ (see Eq. (47)). Here, the parameter values (in particular $`W_c`$) have been inferred by fitting the numerical data; in the future, it will be desirable to find an analytic, though approximate, way of performing the renormalization.

Once we have concluded that synchronization arises through a DP-like transition in a finite parameter region, it is natural to ask how this scenario crosses over to the standard transition characterized by a vanishing of the Lyapunov exponent and by the KPZ critical exponents. With reference to Fig. 1, this question amounts to investigating the region around the multicritical point $`\mathrm{\Delta }_c`$. A purely numerical analysis of this region is not feasible in this model, as it would require considering too large systems to be effectively handled. We are currently studying this problem in a different context, where preliminary studies indicate the possibility to draw quantitative conclusions.

Finally, since it is known that finite-size Lyapunov exponents do depend on the norm, it might be worth considering $`q`$ values different from 1, in order to check to what extent the universality of the transition is preserved when different averaging procedures are adopted to assess the amplitude of the global perturbation. In particular, since $`q=\mathrm{}`$ (corresponding to the maximum norm) takes care only of the extreme fluctuations of a perturbation field, it is not totally obvious that the behaviour of the corresponding first passage time follows exactly the above described scenario.

###### Acknowledgements.

We thank A. Pikovsky, V. Alhers, P. Grassberger and D. Mukamel for fruitful discussions and suggestions. CINECA in Bologna and INFM are acknowledged for providing us access to the parallel Cray T3 computer through the grant “Iniziativa calcolo parallelo”.

## Appendix A First passage times in the discontinuous uncoupled RM model

In this appendix we report the analytical calculation of the first passage time when $`\epsilon =0`$ and $`\mathrm{\Delta }=0`$, to prove Eq. (42). Being $`W_n=a^n`$ and $`w(0)=1`$, we have also $`\tau (W_0)=0`$. In order to compute the first passage time through a threshold $`W_n`$, we need to know the average time needed to pass from $`W_{n1}`$ to $`W_n`$. With a probability $`1aW_{n1}`$, this can occur in one time step, if the amplification mechanism is not activated and the synchronization error is contracted by a factor $`a`$. On the other hand, with probability $`aW_{n1}`$, the amplification resets the state variable to the value 1. In this case, one has to wait for the synchronization error to shrink back to the $`n`$-th threshold, which, by definition, occurs in an average time $`\tau _{n1}`$. At this point, the error can either shrink to $`W_n`$ or be reset again to 1, to start again the process. Altogether,

$`\tau (W_n)=`$ $`\tau (W_{n1})+1(1aW_{n1})+(2+\tau (W_{n1})(1aW_{n1})aW_{n1}+`$ (58)
$`(3+2\tau (W_{n1})(1aW_{n1})(aW_{n1})^2+\mathrm{}`$
$`=\tau (W_{n1})+(1aW_{n1}){\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}\left[(1+i+i\tau (W_{n1}))(aW_{n1})^i\right]`$
$`=\tau (W_{n1})+(1a^n)[{\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}(a^n)^i+(\tau (W_{n1}+1){\displaystyle \underset{i=0}{\overset{\mathrm{}}{}}}i(a^n)^i].`$
Summing up the series, one obtains

$$\tau (W_n)=\frac{\tau (W_{n1})+1}{1a^n}.$$
(59)