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# 1 Introduction.

## 1 Introduction.

Karen Avetovitch belongs to the first generation of the Landau school. A characteristic feature of Landau and his disciples was dislike of “philosophy”. The latter was understood in broad sense as any kind of discussion without explicit formulas or numbers. A scientific paper should involve a derivation of some new formula or new number — this was the main lesson which Landau taught to K.A. and which K.A. taught to his students including myself. In my own scientific activity, I mostly tried to follow this commandment, but human beings are weak and sinful, and cannot really be Good all the time. Sometimes, when the task to derive things scientifically is too hard (as it is the case for quantum gravity), it is very difficult to resist the temptation to think and, which is worse, to talk about these matters. When discussing the foundations of quantum gravity, one has to do a philosophical talk or no talk at all. Today I’ve chosen the first option and can only hope that K.A. will not condemn me too much.

Actually, we do not understand what quantum gravity is. To understand why we do not understand this, let me briefly remind the things that we understand well.

* We understand well Newton’s laws and, generically, the dynamics of any classical system where equations of motion have Cauchy form: you set up the initial conditions at a given time moment and find out how the system will look like at later times. The number of dynamic variables can be finite (this is called classical mechanics) or continuously infinite (this is called classical field theory). Such dynamic systems often enjoy extra symmetries. The symmetries might be global (with Nöther currents, etc) or dynamical (involving the Hamiltonian). The important representative of the latter is Lorentz symmetry. There are also gauge symmetries, which are not symmetries but rather additional constraints imposed in phase space, which are respected during the time evolution of the system prescribed by its Hamiltonian.
* We know how to construct quantum counterparts for all theories mentioned above. You introduce Hilbert space and write the Schrödinger equation for wave functions (in case when the number of degrees of freedom is finite) or wave functionals (in case when the number of degrees of freedom is continuous). To tackle with the continuous number of dynamic variables in field theories, one should first make it finite (introduce ultraviolet and infrared regularization) and then explore the limit when the corresponding cutoffs are lifted. In some cases (like for QED or for $`\lambda \varphi ^4`$ theory or for any field theory with space-time dimension 5 or greater), this leads to a trouble: the continuum limit does not exist. But in many physically important cases ($`D=4`$ non–Abelian gauge theories), the continuous limit is well defined.

And this is all that we know for sure. The reader might be surprised why did I not mention classical gravity. A common believe is that though quantum gravity is, indeed, not constructed and not understood yet, the classical theory, Einstein’s gravity, is something which we know well and are sure about. Mostly, this is true, but not quite. The discussion of this nontrivial point is what I would like to begin with.

## 2 Einstein’s gravity.

The action of the theory is

$`S=m_P^2{\displaystyle R\sqrt{g}d^4x}+{\displaystyle _{\mathrm{matter}}\sqrt{g}d^4x}.`$ (1)
The equations of motion are

$`R_{\mu \nu }{\displaystyle \frac{1}{2}}g_{\mu \nu }R={\displaystyle \frac{1}{m_P^2}}T_{\mu \nu },`$ (2)
where $`R`$ is scalar curvature, $`R_{\mu \nu }`$ — Ricci’s tensor, $`m_P`$ — Planck mass, and $`T_{\mu \nu }`$ \- energy-momentum tensor of the matter fields.

The main problem of this theory is the problem of time (see e.g. Ref. for an extensive discussion). In “normal” systems, time is an independent variable, not a dynamical one. In gravity, time is just one of the coordinates on a $`D=4`$ manifold and is intertwined with spatial coordinates, which are related to the dynamic variables. The dependence on time cannot be disentangled from other dependencies. At the classical level, this means that the problem of soving the Einstein’s equations (2) cannot be always reduced to a Cauchy problem.

We hasten to comment that, in all cases representing physical interest, it can. This can be done if the 4–dimensional manifold can be represented as a set of three–dimensional slices of the same topology (the interval between any two points on such a slice is space-like). In other words, the topology of space–time should be $`\mathrm{\Sigma }\times R`$. In the physically interesting case, $`\mathrm{\Sigma }`$ is topologically equivalent to $`R^3`$ and is asymptotically flat. Choosing some coordinate along the timelike factor $`R`$, we may call it time and rewrite Einstein’s equations such that they would express evolution with respect to this time. This procedure is called canonical Arnowitt-Deser-Misner formalism .

The trouble strikes back in the following way. Suppose we pose some initial conditions at the spacelike slice $`\mathrm{\Sigma }`$ corresponding to the moment $`t=0`$ and are interested what happens at later times. For generic initial conditions, singularities will develop (black holes will be formed). The formation of black holes as such does not lead to inconsistencies. The matter is that the singularity in the center of the hole is normaly surrounded by an event horizon (as is the case for the Schwarzschild solution) and is thereby unreachable: if we place the observer far away from the holes, where the metric is nearly flat, he will not get signals from the regions close to singularities and, as far as this observer is concerned, the future evolution of the system is uniquely determined by the Cauchy data in the past.

The conjecture of R. Penrose was that singularities are always surrounded by horizons and a “naked” singularity is never possible (the so-called Cosmic censorship principle) . It was found, however, that this conjecture is not true in its strong form: there are solutions to Einstein’s equations involving naked singularities (see Ref. for recent review). A separate question is whether these solutions are physically realized. The answer to this is probably negative: all such solutions seem to be unstable so that a small fluctuation of initial conditions destroy them. But in principle, naked singularities are not forbidden in general relativity.

The presence of a naked singularity means that a distant observer receives information from regions of arbitrary large curvature where classical theory does not apply. Still, he does not receive in this case information from the singularity proper, and Cauchy interpretation is not spoiled yet on this stage. But there are cases when it is. First of all, the symmetry of the equations with respect to time reversal tells one that, on top of black hole solutions, there are white hole solutions, for which the world lines, matter, and information flow out of the singularity through the horizon to infinity. Again, these solutions are not stable and are not physically realized (at least, at the macroscale), but, at the foundational level, they present a trouble.

Even more this refers to the wormhole solutions with closed time loops . They have roughly the same status as the naked singularity solutions and white hole solutions. The topology of the corresponding 4–manifolds is more complicated than $`\mathrm{\Sigma }\times R`$ (so that the ADM canonical formalism does not apply here) and involves a “handle” with two “mouths”. The distance between the mouths in the usual space may be large while the geodesic distance measured through the wormhole may be small. As a result, the particles travelling through the wormhole will effectively move faster than light from the viewpoint of an outer space observer, and this means violation of causality, which is a trouble. In particular, no Cauchy interpretation for the equations of motion is possible in this case .

In other words, general relativity describes well observable physical events at macroscale, but it has inherent problems at the foundational level. The same difficulty appears in any gravity theory including general covariance principle. The basic reason for this is the absence of independent flat time.

## 3 Quantization

If the problems are there at the classical level, they are not going to disappear when we try to quantize the theory. Actually, they become much more severe. If in the classical case non–causality showed up only for rather special solutions, it is an inherent and unavoidable feauture of quantum gravity.

I mean here in the first place Hawking’s paradox  associated with black hole formation. As was discussed above, in the classical theory, there are “benign” solutions, which describe the formation of black holes prudently surrounded by a horizon. These solutions present no conceptual problems. But in quantum theory, black holes are not completely black, they radiate by Hawking mechanism. This radiation is purely stochastic and does not carry any information on what particular kind of matter fell in the black hole. This information is lost completely. Therefore, our system, having presented a pure quantum state at $`t=0`$, is necessarily transformed into mixed state after the black hole was formed and radiated a little bit. This means loss of unitarity333 In quantum theory, unitarity and causality are related notions, and breaking of unitarity leads usually to breaking of causality (see more detailed discussion at the end of Sect. 5). Causality in quantum gravity is broken also more directly via production of virtual wormholes.. In a quantum system with well–defined Hilbert space endowed by a norm invariant under time evolution, such a transformation of pure states into mixed states does not happen, and nobody knows how to formulate a quantum theory where the norm in Hilbert space is not conserved.

To be more precise, there were attempts to formulate non–Schrödinger quantum theories. In the framework of the ADM approach, one can naturally derive the so–called Wheeler – de Witt equation . It says

$`\widehat{H}\mathrm{\Psi }=0`$ (3)
(no term $`i\dot{\mathrm{\Psi }}`$ on the right side). One obtains zero on the right side, because the ADM Hamiltonian, the generator of time translations, represents here one of the gauge constraints: in gravity, the symmetry with respect to coordinate translations is local, not global one. There are comparatively “cosher” quantum systems described by the wave equation of the Wheeler – de Witt type. One of them is a quantum relativistic particle. The Klein-Gordon equation $`(\widehat{p}^2m^2)\mathrm{\Psi }=0`$ has exactly the form (3), and this is not accidental. The classical action

$`S={\displaystyle \frac{m}{2}}{\displaystyle \left(\frac{dx_\mu }{d\tau }\right)^2𝑑\tau }`$ (4)
is invariant with respect to reparametrizations $`\tau f(\tau )`$ and reminds gravity in this respect. The Klein Gordon operator plays exactly the role of the ADM Hamiltonian. However, this theory can also be formulated in a standard Schrödinger form if choosing $`x_0`$ as time. The Schrödinger Hamiltonian is then $`\widehat{H}_{\mathrm{Schrod}}=p_0=\sqrt{\widehat{𝐩}^2+m^2}`$. For the systems with the wave function, which is changed not too rapidly (so that the square root $`\sqrt{_i^2+m^2}\mathrm{\Psi }`$ is well defined), the equations $`\widehat{H}_{\mathrm{ADM}}\mathrm{\Psi }=0`$ and $`\widehat{H}_{\mathrm{Schrod}}\mathrm{\Psi }=i\dot{\mathrm{\Psi }}`$ are equivalent.

For gravity, one can in principle also use this trick, but

* Even for the simple system (4), there is still no complete equivalence of the Schrödinger equation and the Wheeler – de Witt one; the restriction for the wave functions not to change too rapidly should be imposed. Moreover, at least in the case when external electromagnetic field is present, the Klein-Gordon equation (as well as the Dirac one) is known to be not internally self–consistent because it does not take into account the creation of particle–antiparticle pairs, which always occurs in strong fields.
* In gravity (in contrast to the relativistic particle), we do not have a unique natural recipe how to choose time. As a result, the system (3) meets very serious, probably insurmountable difficulties in interpretation .

## 4 String Story.

Besides the difficulties discussed above, a standard quantum gravity also has another problem: it is a theory with dimensional constant $`m_P`$ and, as such, is non-renormalizable. This refers to the quantum version of the standard Einstein’s gravity and also to its supersymmetric versions (though some divergences cancel out in supergravity, even $`𝒩=8`$ supersymmetry is not powerfull enough to get rid of the infinite number of counterterms). To cure this problem, string theory was invented. The latter cures it by the simple reason: a finite size of a string serves as an ultraviolet regulator and the ultraviolet divergences are effectively cut off.

There are two points which I want to emphasize here.

1. Even though perturbative string theory is, indeed, benign in ultraviolet, it is in some sense not constructed until now ! We understand it well at the tree level: we can very well calculate tree string amplitudes described by the picture in Fig. 1a (2-sphere with sources) and also at the 1–loop level (torus with sources). But already the calculation of the two–loop graph in Fig. 1c is a tremendously difficult task. It involves integration over moduli space for 2-manifolds of genus 2, and the latter has a very complicated structure. This moduli space (called Teichmüller space) involves certain singular points corresponding to the cases when the width of one of the handles in Fig. 1c shrinks to zero. The integral for string amplitudes becomes divergent at these singular points, and though these divergences are not ultraviolet, but rather infrared in nature, they are also nasty. Very recently, the solution of the problem for two–loop amplitudes was announced  (see also Ref.), but we still do not know how to treat divergences and calculate string amplitudes in the general case.
2. Even if consistent string perturbation theory for an arbitrary number of loops will ever be constructed, it will solve the problem of renormalizability, but will hardly solve real conceptual problems of quantum gravity discussed above: the absence of causality and unitarity.

Let us discuss this point in some more details. String theory has one nice feature compared to simple-minded quantum gravity: if strings are embedded into flat multidimensional target space (usually called bulk), there is a natural definition of time. However, strings are nonlocal objects, and, in the full theory treated nonperturbatively, this should bring about noncausalities at Planck scale (though perturbative string amplitudes are probably causal). Noncausalities in the bulk are bound to lead to noncausalities in effective 4–dimensional theory.

The question whether string theory is unitary has different answers depending on whether we consider it in the bulk (then hopefully it is) or from the viewpoint of a 4–dimensional observer. In the latter case, it is definitely not because the effective 4–dimensional theory is still Einstein’s (super)gravity and Hawking’s paradox is still there.

My personal opinion (I will give more arguments in its favor later) is that string theory (at least the conventional string theory in the framework of mid-eighties paradigma) has little chances to prove to be the fundamental theory of quantum gravity and/or of Everything. Actually, nowadays most string theorists also think that one should look beyond string theory to find a really fundamental one ( M–theory ?).

My own suggestion, however, is that instead of looking beyond strings, one can try to look in a different direction.

## 5 Conformal gravity

Going to strings instead of the fields is a rather bold and radical step. The main conceptual problem is impossibility to define Hilbert space and path integral in reasonably rigorous terms.

Of course, mathematicians maintain that the path integral is not defined even in field theory, but for a physicist, there is no problem there. The Euclidean path integral is defined constructively and has been calculated numerically by thousands of people since last 20 years. We believe that the Minkowski path integral can also be calculated and the problem here is purely technical. But for strings we have no idea how to do it. Whereas in field theory, we have an infinite number of dynamic variables marked by spatial points $`𝐱`$, in string field theory dynamic variables are functionals on loop space, i.e. the argument for the string field variable is a particular embedding of the string in space $`\{𝐱(\sigma )\}`$. In quantum theory, the basic object would be a complex–valued “hyper–functional” defined on the set of all such functionals. Many people tried to obtain some practical results in this direction, but to no avail. Two loops is the limit of our understanding now.

Bearing this in mind, it is reasonable to explore less revolutionary approaches. String theory makes gravity renormalizable, but is it not possible to make it renormalizable in a conservative field theory framework ?

Yes, it is — is the answer. Quantum version of Einstein gravity is nonrenormalizable due to the presence of a dimensional constant. It is easy to write a generally covariant Lagrangian where the coupling is dimensionless and the theory is renormalizable. The Einstein-Hilbert action (1) is linear in $`R`$. Renormalizable gravity is quadratic in $`R`$. There is a family of such theories with the actions

$`S=\alpha {\displaystyle R_{\mu \nu }R^{\mu \nu }\sqrt{g}d^4x}+\beta {\displaystyle R^2\sqrt{g}d^4x}.`$ (5)
The structure $`R_{\mu \nu \rho \sigma }R^{\mu \nu \rho \sigma }`$ is reduced (at least, in the perturbation theory) to the two structures in Eq. (5) due to the Gauss–Bonnet identity

$`R^24R_{\mu \nu }R^{\mu \nu }+R_{\mu \nu \rho \sigma }R^{\mu \nu \rho \sigma }=\mathrm{total}\mathrm{derivative}.`$ (6)
It is known since long time that the theories of the class (5) are renormalizable. Moreover, they are asymptotically free ! . We will concentrate on one particular theory in the family (5) with the action

$`S={\displaystyle \frac{1}{h}}{\displaystyle C_{\mu \nu \rho \sigma }C^{\mu \nu \rho \sigma }\sqrt{g}d^4x},`$ (7)
where

$`C_{\mu \nu \rho \sigma }=R_{\mu \nu \rho \sigma }+{\displaystyle \frac{1}{2}}\left[g_{\mu \sigma }R_{\nu \rho }+g_{\nu \rho }R_{\mu \sigma }g_{\mu \rho }R_{\nu \sigma }g_{\nu \sigma }R_{\mu \rho }\right]`$
$`+{\displaystyle \frac{R}{6}}\left[g_{\mu \rho }g_{\nu \sigma }g_{\mu \sigma }g_{\nu \rho }\right]`$ (8)
is the Weyl tensor. A distinguishing feature of the theory (7) is its invariance under local scale transformations,

$`g_{\mu \nu }(x)\lambda (x)g_{\mu \nu }(x).`$ (9)
Bearing in mind the relation (6), the action (7) is perturbatively equivalent to (5) with $`\beta =\alpha /3=2/(3h)`$.

An immediate objection against the idea that the theory (7) describes the real world could be that it does not have Newtonian limit. Nonrelativistic potential corresponding to the action (7) is not Coulomb-like, but grows $`r`$ (this follows from dimensional counting). The objection to this objection is that effective long–distance theory needs not to coincide with the fundamental one. In fact, it can well coincide with Einstein’s gravity !

As was mentioned, conformal gravity is an asymptotically free theory. The explicit 1–loop calculation gives

$`{\displaystyle \frac{1}{h}}|_\mu ={\displaystyle \frac{1}{h_0}}{\displaystyle \frac{199}{30}}{\displaystyle \frac{1}{16\pi ^2}}\mathrm{ln}{\displaystyle \frac{\mathrm{\Lambda }_{UV}}{\mu }},`$ (10)
where $`\mathrm{\Lambda }_{UV}`$ is the ultraviolet cutoff. Asymptotic freedom makes the physics of conformal gravity rather similar to that of QCD. At large energies, perturbation theory works, but at some scale $`\mu \mathrm{\Lambda }_{\mathrm{Conf}.\mathrm{Grav}}`$, where the effective constant becomes large, nonperturbative effects come into play. The scale $`\mathrm{\Lambda }_{CG}`$ determines the mass of hadron–like states. This is the standard dimensional transmutation. It is natural to associate the scale $`\mathrm{\Lambda }_{CG}`$ with the Planck scale.

In QCD, there are distinguished states, the pions, which remain massless in the chiral limit. Thus, the effective theory for massless QCD is the chiral theory describing pion interactions. The form of the leading–order chiral effective Lagrangian

$`_{\mathrm{chiral}}={\displaystyle \frac{F_\pi ^2}{4}}\mathrm{Tr}\{_\mu U_\mu U^{}\}`$ (11)
is dictated by symmetry considerations.

The effective Lagrangian for conformal gravity is not invariant under local scale transformations (9), but gereral covariance should still be there. This dictates

$`S^{\mathrm{eff}}=\mathrm{\Lambda }{\displaystyle \sqrt{g}d^4x}+\kappa {\displaystyle R\sqrt{g}d^4x},`$ (12)
where $`\mathrm{\Lambda }`$ is now cosmological term. A priori, $`\mathrm{\Lambda }m_P^4`$ and $`\kappa m_P^2`$. The estimate $`\mathrm{\Lambda }m_P^4`$ is about 130 orders of magnitude larger that the experimental value of cosmological constant. Thus, the theory (7) is not viable as a realistic fundamental theory of gravity. This refers actually to any nonsupersymmetric theory. But if we start with supersymmetric conformal gravity without cosmological term, the induced cosmological constant vanish. 444In real world, supersymmetry is broken and it is not clear, again, why cosmological constant is so small. Nobody can answer now this troublesome question. In other respects, the physics of conformal supergravity is similar to that of conformal gravity. In particular, conformal supergravity is asymptotically free and involves dimensional transmutation.

The second term in Eq. (12) is the induced Einstein’s gravity. The idea, by which the Einstein–Hilbert action is not present in the tree action, but is generated spontaneously due to loops of usual matter fields was put forward long time ago by Sakharov . It was mentioned in Ref. that this mechanism works also for conformal (super)gravity and the analogy with the dimensional transmutation mechanism in QCD was emphasized.

At the scale $`p_{\mathrm{char}}\mathrm{\Lambda }_{CG}m_P`$, nonperturbative effects come into play. In QCD, the nonperturbative effects are not reduced to, but are well represented by instantons, classical solutions to Euclidean field equations. In gravity, there are also such solutions, they are Ricci–flat 4–dimensional manifolds called gravitational instantons. The simplest such solution is the Eguchi–Hanson solution  with the metric

$`ds^2={\displaystyle \frac{dr^2}{1\frac{a^4}{r^4}}}+r^2\left[\sigma _x^2+\sigma _y^2+\sigma _z^2\left(1{\displaystyle \frac{a^4}{r^4}}\right)\right],`$ (13)
where

$`\sigma _x`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{sin}\psi d\theta \mathrm{sin}\theta \mathrm{cos}\psi d\varphi \right)`$
$`\sigma _y`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\mathrm{cos}\psi d\theta +\mathrm{sin}\theta \mathrm{sin}\psi d\varphi \right)`$
$`\sigma _z`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(d\psi +\mathrm{cos}\theta d\varphi \right)`$ (14)
are Cartan–Mauer forms. The metric (13) is locally asymptotically flat. It satisfies the condition $`R_{\mu \nu }=0`$, which are equations of motion for Einstein’s gravity without matter, but Ricci flatness implies also that the equations of motion for conformal gravity

$`g_{\mu \nu }(3C_{\alpha \beta \gamma \delta }C^{\alpha \beta \gamma \delta }+2R_{;\alpha }^{;\alpha })4(RR_{\mu \nu }R_{;\mu ;\nu })+`$
$`12(2R_\mu ^\alpha R_{\nu \alpha }R_{\mu \nu ;\alpha }^{;\alpha }R_{\mu \alpha \beta \gamma }R_\nu ^{\alpha \beta \gamma })=0`$ (15)
are satisfied.

In constrast to Einstein’s Euclidean action, which is not positive definite and the corresponding path integral is ill–defined, the Weyl action is positive definite. The Weyl action of Eguchi–Hanson instanton is

$`S^{\mathrm{inst}}={\displaystyle \frac{48\pi ^2}{h}}`$ (16)
The contribution of the Eguchi-Hanson instanton to the path integral is nonanalytic in $`h`$, $`\mathrm{exp}\{(48\pi ^2)/h\}`$, which is much similar to what happens in Yang–Mills theory. The EH instanton is analogous to the BPST instanton also in other aspects: (i) The Riemann tensor for the EH instanton is self–dual, as field strength tensor for BPST instanton is; (ii) Like the BPST instanton, the EH instanton can be interpreted as an Euclidean tunneling trajectory interpolating between two topologically distinct vacua . In the Yang–Mills case, different vacua are characterized by different Chern–Simons numbers. In the gravity case, there are two classical vacua with flat $`R^3`$ metric, but with different orientation. Following the EH instanton tunneling trajectory, flat $`R^3`$ space turns inside out and goes over to its mirror image.

Questions and answers.

Not everything is so rosy, however. Conformal gravity has also certain difficulties which we are in a position to discuss now.

First of all, when writing Eq.(10), we tacitly assumed (and this is true) that the one–loop counterterm has the same functional form as the tree action. However, the classical conformal symmetry of the Weyl action is broken by quantum effects. This means that we cannot guarantee that higher–loop counterterms are all proportional to (7). The admixture of the structure $`R^2`$ cannot been ruled out. Thus, pure Weyl gravity is not renormalizable. Of course, one could consider the theory (5) with two charges. Its physics is roughly the same as for the conformal gravity, but it is much less beautiful and hence much more suspicious. The same concerns the $`𝒩=1`$ supersymmetric version of Weyl theory. It is also asymptotically free, conformal symmetry is anomalous, and nonconformal counterterms are bound to appear at the two loop level and higher.

Aesthetically more appealing are the models where conformal symmetry of the classical action is sustained at quantum level. They are not only remormalizable, but simply finite: $`\beta `$ function vanishes identically and counterterms of dimension 4 do not appear whatsoever. The most known example of such theory is $`𝒩=4`$ supersymmetric Yang–Mills. Finite theories based on conformal gravity are also known. The minimal variant of $`𝒩=4`$ conformal supergravity happens not to be finite, but the coupling constant ceases to run if including an extra $`𝒩=4`$ SYM multiplet with the gauge group $`U(1)^4`$ or $`SU(2)\times U(1)`$ .

If $`\beta `$ function vanishes, we do not have the mechanism of dimensional transmutation at our disposal and the question arises how the effective Einstein action involving a dimensional coupling is generated. The answer is rather transparent: conformal symmetry is not broken explicitly by quantum effects in this case, but it can be broken spontaneously. The point is that $`𝒩=4`$ finite theories involve scalar Higgs fields. For certain nonzero values of the fields, classical potential vanishes. Supersymmetry dictates that the potential is not generated also at quantum level: classical flat directions remain flat in quantum theory. A set of all Higgs values where potential vanishes is called vacuum valley or vacuum moduli space. This is a situation of neutral equilibrium: no particular point on the vacuum moduli space is preferred, and we have a family of theories characterized by particular Higgs expectation values. This all is very well known for $`𝒩=4`$ finite gauge theories, but it is also true for finite $`𝒩=4`$ conformal supergravities.

Higgs expectation values bring about dimensional constants so that an effective low-energy theory is not conformal anymore. In the case of finite gauge theories, the effective theory is akin to the Standard Model, involving spontaneous breaking of gauge symmetry by Higgs mechamism. The effective theory for the finite conformal supergravity involves Einstein’s term and its superpartners.

Let us discuss another difficulty that conformal supergravity has. The Lagrangian (5) involves four derivatives of the metric. Field theories with higher derivatives are usually considered sick because they are intrinsically noncausal. The latter applies also to conformal gravity. To understand this, consider the theory involving on top of the higher derivative terms also the Einstein term, $`m_P^2R+R^2`$. The propagator of graviton has then the form 555We are not worried with numerical factors now.

$`D(k^2){\displaystyle \frac{1}{m_P^2k^2k^4}}={\displaystyle \frac{1}{m_P^2}}\left({\displaystyle \frac{1}{k^2}}{\displaystyle \frac{1}{k^2m_P^2}}\right).`$ (17)
In other words, on top of an ordinary massless graviton $`G`$, a massive particle $`G^{}`$ with negative residue at the pole appears. Production of particles with negative residues would violate unitarity.

However, it is known that unitarity is actually not violated here . What is violated is causality. The point is that, when loop corrections are taken into account, the massive pole is shifted from the real axis, the “particle” $`G^{}`$ ceases to be an asymptotic state and cannot be produced in collision of usual massless gravitons. Indeed, nothing prevents the particle $`G^{}`$ to go into a set of massless gravitons, and this makes the polarization operator $`\mathrm{\Pi }(m_P^2)`$ corresponding to the propagator (17) complex. If $`G^{}`$ were a “normal” particle with positive metric, the resultant propagator

$$\frac{1}{k^2m_P^2\mathrm{\Pi }(m_P^2)}$$

would involve a pole in the lower half-plane of $`k_0^2`$ ($`\mathrm{Im}[\mathrm{\Pi }(m_P^2)]<0`$ in this normalization). When the residue is negative, the propagator

$$\frac{1}{k^2+m_P^2\mathrm{\Pi }(m_P^2)}$$

has the pole in the upper half-plane of $`k_0^2`$ \[$`\mathrm{\Pi }(m_P^2)`$ is determined by the same graphs as for a usual particle and has the same value\]. This property prevents making a usual Wick rotation and is not consistent with causality. 666In the papers , higher derivative theories were studied mainly in association with Pauli–Villars regularization procedure. The conclusion was that the regularized Lagrangians lead to unitary amplitudes, but that causality is broken at the regulator scale.

Currently, it is not clear whether the causality breaking at Planck scale persists in the finite superconformal theories discussed above. In Ref.  a careful optimism was expressed that may be it does not. But even if it does, we do not see why it should be considered as a major problem. At nonperturbative level, microcausality is broken in any gravity theories, with string theory not presenting an exception. In conformal supergravity models it is probably also broken perturbatively.

So what ?

## 6 Supergravity as a theory of 3–brane:
Ogievetsky–Sokatchev approach.

In the previous section, we argued that conformal supergravity (probably, a finite, anomaly–free version thereof) can be considered as a viable candidate for the fundamental gravity theory. It solves the problem of nonrenormalizability of standard gravity even better than string theory does (we say better, because perturbative calculations to any order in coupling constant present no essential technical difficulties there) and the difficulties it has are intrinsic for any gravity theory.

String theory has one attractive feature, however. It is formulated not in curved 4–dimensional space, but in the flat multidimensional bulk. This gives a principle solutions to the problem of time, and brings forward hopes to construct self–consistent quantum theory.

We want to notice here that similar hopes can actually be associated with standard supergravity if describing the latter in the superfield formalism due to Ogievetsky and Sokatchev .

Ogievetsky–Sokatchev approach to supergravity has a lot of advantages compared to the standard Wess–Zumino approach. Unfortunately, the former is not so widely known, and we are in a position to explain briefly its basic features. In Wess–Zumino approach, the basic superfield is $`E_M^A`$, a supersymmetric generalization of vierbein. This superfield has a lot of unphysical components; to get rid of them, one has to impose constraints of a rather complicated form.

The Ogievetsky–Sokatchev approach is based on a beautiful geometric construction. Consider a curved $`(4+4)`$ – dimensional supermanifold (it has 4 bosonic coordinates $`x^m`$ and 4 real or 2 complex fermionic coordinates $`\theta _\alpha `$) embedded into flat $`(8+4)`$ – dimensional superspace involving 4 complex (which is equivalent to 8 real) bosonic coordinates $`z^m`$ and 2 complex fermionic coordinates. Such an embedding is characterized by the superfield $`^m(x^n;\overline{\theta }^{\dot{\alpha }},\theta _\alpha )`$, where $`^m`$ coincides with the imaginary parts of flat coordinates $`z^m`$ and $`x^m`$ — with their real parts. The Lagrangian of the standard Einstein supergravity is none other than the supervolume of the associated hypersurface:

$`S_{\mathrm{sugra}}=m_P^2{\displaystyle \mathrm{Ber}E_M^Ad^4xd^4\theta },`$ (18)
where $`E_M^A`$ is the induced super–vielbein on the hypersurface and “Ber” stands for the Berezinian (or superdeterminant). Now, $`E_M^A`$ and $`\mathrm{Ber}E`$ can be expressed in terms of $`^m(x^n;\overline{\theta }^{\dot{\alpha }},\theta _\alpha )`$ (in a not so simple, but explicit way). One can check that they obey the coinstraints that are imposed on $`E_M^A`$ in the Wess–Zumino approach. On the other hand, no constraints on the axial superfield (we are using the Ogievetsky–Sokachev terminology) $`^m`$ need be imposed.

The Lagrangian (18) is invariant with respect to general reparametrizations of all bosonic and fermionic coordinates on the hypersurface. This group is too large, however, which is not convenient. In addition, a generic such reparametrisation destroys the simple form

$`\mathrm{Im}(z^m)=^m(\mathrm{Re}(z^n),\overline{\theta },\theta )`$ (19)
chosen by us to describe the hypersurface.

The form (19) is preserved by a subgroup of the general reparametrisation group. To describe it, introduce left and right coordinates $`x_{L,R}^m=x^m\pm i^m`$ and require them to reduce to the familiar

$`x_{L,R}^m=x^m\pm i\overline{\theta }\sigma ^m\theta .`$ (20)
in the limit when the embedded hyper–surface represents a hyper–plane. Then the transformations

$`x_L^m`$ $``$ $`f^m(x_L^n,\theta _\beta )`$
$`\theta _\alpha `$ $``$ $`\chi _\alpha (x_L^n,\theta _\beta )`$ (21)
obviously preserve the form (19). To provide for the invariance of the action (18) or, which is the same, to provide for that the transformations (6) represented a reparametrization of the coordinates on the hypersurface, it is sufficient to require that the super-Jacobian of the transformation (6) be equal to 1,

$`\mathrm{Ber}{\displaystyle \frac{(x_L^{},\theta ^{})}{(x_L,\theta )}}=det{\displaystyle \frac{x_L^{}_{}{}^{}m}{x_L^n}}{\displaystyle \frac{x_L^{}_{}{}^{}m}{\theta _\alpha }}{\displaystyle \frac{\theta _\alpha }{\theta _\beta ^{}}}{\displaystyle \frac{\theta _\beta ^{}}{x_L^n}}\stackrel{1}{det}{\displaystyle \frac{\theta _\alpha ^{}}{\theta _\beta }}=1.`$ (22)
The gauge symmetry (6) allows one to greatly reduce the number of components of $`^m`$. There are all together 64 components. The transformations (6) involve 48 parameters, but the condition (22) fixes 8 of them leaving 40 free parameters. As a result, we obtain 24 (12 bosonic and 12 fermionic) gauge–invariant degrees of freedom. They exactly correspond to component language counting . The Lagrangian involves 38 components (16 for the vierbein $`e_a^m`$, 16 for the gravitino $`\psi _\alpha ^m`$, and 6 for the auxiliary fields $`S,P,A^m`$. There are 4(general coordinate) plus 6(local Lorentz) plus 4(supersymmetry) = 14 gauge parameters. Now, $`3814=64(488)=24`$.

It is convenient to choose the normal gauge (analogous to the Wess–Zumino gauge used in the analysis of supersymmetric gauge theories), in which case

$`^me_a^m\overline{\theta }\sigma ^a\theta +\mathrm{other}\mathrm{terms}.`$ (23)
One can then be directly convinced (though the calculation is tedious) that the bosonic part of the action (18) coincides (up to a total derivative !) with $`R`$. The other terms in the component Lagrangian are restored by supersymmetry.

Now, $`𝒩=1`$ conformal supergravity can also be described in these terms: its Lagrangian can be expressed via the unconstrained axial superfield $`^m`$. This Lagrangian (see the papers  for explicit formulae) is invariant with respect to the general transformations (6) (not restricted by the requirement of unit super–Jacobian ).

Note in passing that also the variant of supergravity with cosmological term is nicely expressed in the Ogievetsky–Sokatchev formalism. It turns out that the corresponding action represents a total derivative and the problem is reduced to the choice of boundary conditions. Thus, the question why the cosmological term vanishes acquires the same status as the question why the $`\theta `$ term in QCD vanishes. No comprehensive answer to any of these questions is known, but we are sure at least that, if we start with a supersymmetric theory with vanishing cosmological term, the latter is not generated by quantum effects, by the same token as the $`\theta `$ term in QCD is not generated.

Our main point is that, once flat space appeared in the formulation of the theory, a natural definition of time exists, which should allow one to present the equations of motion in the Causchy form. The theory becomes much similar to string theory, only it is in a sense much more complicated: the latter deals with embeddings of 2–surfaces into flat Minkowski bulk, while the former depends on embeddings of 4-surfaces (3–branes in modern terminology) there.

On the other hand, supergravity is still much simpler than the full string field theory. Indeed, in spite of the fact that the action (18) describes multidimensional geometry, it is four–dimensional in nature. The basic dynamic variables in such theory are embeddings themselves rather than frightening functionals in the loop space, which we would eventually have to learn to deal with if sticking to the conventional string theory paradigma.

## 7 Discussion.

Before going further, let us reiterate briefly the main points of our reasoning so far (you may call it party line, bearing in mind that the corresponding party is not numerous and in opposition).

1. We do not know how to construct a consistent gravity theory strictly in a four–dimensional framework. The main problem here is the problem of time, which has not been fully solved even in classical general relativity and becomes a real mayhem when one attempts to quantize it.
2. Quantum version of Einstein’s gravity has another problem: nonrenormalizability. It persists in supersymmetric generalizations.
3. The latter problem is cured in string theory, but a simpler and in many respects nicer medicin is provided by conformal gravity. The effective low–energy theory for conformal gravity is Einstein’s theory (modulo the problem of cosmological term, which is more tractable for supersymmetric versions of the theory, but is far from being fully resolved). In a nonsupersymmetric or $`𝒩=1,2,3`$ supersymmetric versions of the theory involving conformal anomaly, Einstein’s constant is generated due to dimensional transmutation mechanism. We like better $`𝒩=4`$ finite superconformal theories, where Einstein’s constant is generated due to spontaneous breaking of conformal symmetry when a particular point on flat Higgs moduli space is picked up.
4. With all probability, causality is broken in these theories at perturbative level (though this was not explicitly demostrated) due to the presence of higher derivatives in the Lagrangian and complexification of negative metric poles by Lee and Wick mechanism. But any gravity theory is acausal in four dimensions.
5. $`𝒩=1`$ supergravity and conformal supergravity have a nice interpretation due to Ogievetsky and Sokatchev, where the classical field configuration can be thought of as an embedding of a 3–brane into 8–dimensional flat bulk space. This gives one a natural definition of time, and one can hope to construct a unitary quantum theory with well–defined Hilbert space in the bulk. The reasons are the same that the reasons why we believe that string theory (we mean string theory in the second quantization framefork, when it is a form of 2–dimensional field theory) is unitary in the bulk.

As the reader has probably already guessed, we believe 777As we live now in civilized times and the risk of being severely punished (beaten by stones, etc) for a false prophecy is comparatively low, I am allowing myself to make one. that the future fundamental theory of gravity (and probably of Everything) is a variant of finite superconformal gravity theory. We also believe that this theory can be represented as a theory of 3–brane embedded into a higher–dimensional flat space.

There are still several points which are not clear now. The last one is especially worrysome.

1. We believe that Ogievetsky–Sokatchev supergravity is unitary and causal in the bulk, but do not know how to prove it. This is going to be much more complicated problem than proving unitarity for string theory (such a proof is also absent now).
2. Nice geometric interpretation discussed above has been found so far only for $`𝒩=1`$ theories. Little is known in this respect about $`𝒩=4`$ theory. An educated guess is that the bulk is this case is 10–dimensional rather than 8–dimensional. One can notice in this respect that, in the problem of embedding of a 4–dimensional manifold into $`R^m`$ , the dimensions 8 and 10 are distingushed. Namely, (i) one can always embed an $`n`$–dimensional manifold into $`R^{2n}`$ without self–crossings and (ii) one can always embed an $`n`$–dimensional manifold into $`R^{2n+2}`$ without knots (so that all embeddings of a given manifold are topologically equivalent) .
3. The finite superconformal gravity theories discussed above do not have realistic matter content. They are based on the gauge group $`SU(2)\times U(1)`$ or $`U(1)^4`$, whereas we need the group $`SU(3)\times SU(2)\times U(1)`$ or larger, three fermion generations, etc. It is not clear, however, that realistic superconformal gravity theories will never be found.
4. There is also a major philosophical problem. The physics of 20-th century is based on positivistic philosophy. We want to formulate theory in terms of physical observables and dismiss as meaningless all attempts to talk about “real” electron trajectories, etc. A real physical observable is by definition something which can be measured by a real physical observer, who is four–dimensional, like we are. But if we treat the theory in a multidimensional bulk, the wave function of the Universe and (in the proposed approach) the $`D3`$–brane transition amplitudes can be measured only by a “divine” observer living in the bulk. This smells mystics, but I do not know how to get rid of it here.

For any oppositioner, the negative program is usually much stronger than the positive one. That is why I want to finish with some comments on what, I think, the fundamental theory of Everything is not.

I am personally rather skeptical towards the assertions that higher dimensions are really there. The matter is that even ordinary field theory is ill–defined if the dimension of space–time is 5 or more: the path integral simply does not have continuum limit there (at least, for $`D5`$, we are not aware of any example where such a limit existed). I cannot imagine that the string field theory path integral is defined any better. Thus, I do not believe in the ideas (rather popular now) of large extra dimensions, the brane new world, etc.

It may be beneficial and even necessary to think of our physical space as being embedded into a multidimensional flat bulk, but the physical space itself should be four–dimensional. In other words, my attitude towards higher dimensions is close to the standpoint of Catholic Church with respect to heliocentric ideas of Kopernicus and Galileo. No problems as far as they were proposed as a convenient mathematical tool to facilitate calculation of physical observables like planet positions, etc (for people of 16-th century, the physical observer must, of course, dwell on Earth), but the suggestion that Earth really rotates around Sun was unacceptable. 888My reasons are not religious, however, but simply a desire to be able to define the path integral.

Close to the end, but not in the very end, I want to present, on top of a historico-philosophical analogy, an artistic one and simultaneously justify the queer title of this paper. “Dragon” is a gravure by Escher. It is reproduced in Fig. 2. As was emphasized in Ref., this dragon seems to be very much three–dimensional, it kind of tries to escape the sheet of paper where it is drawn. But the only “physical dragon” that is at our disposal is the gravure itself, which is two–dimensional. It tries to make us believe that his real dimensionality is more than two, but it is a false claim. Likewise, gravity may be conveniently formulated in higher–dimensional terms, but our physical world has only 4 dimensions.

The last paragraph of the paper is reserved to a physical argument. The idea that an essentially four–dimensional theory can be conveniently described with fictitious higher–dimensional scaffolds is not new. This is exactly the content of Maldacena’s conjecture on AdS/CFT correspondence: the correlators of four–dimensional SYM theory coincide with certain correlators in 10–dimensional supergravity defined on the boundary of some particular background . Many other quantities in 10–dimensional theory can be defined and considered, but they are declared to be meaningless as far as SYM theory is concerned.

## Acknowledgements

I am indebted to Sergei Blinnikov, Ian Kogan, and Arkady Tseytlin for illuminating discussions.


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# A constant extension ensembles model of double-stranded chain molecules

## I introduction

In recent years, advances in manipulation techniques have made it possible to measure and characterize biological macromolecules at single-molecule level. By using devices such as optical and magnetic tweezers, atomic force microscopy, basic mechanical, physical and chemical properties of fundamental biological objects, e.g., proteins, nucleic acids, and molecular motors were obtainedsmith96 ; maier ; zlatanova ; riefp ; visscher . Special efforts have been devoted to mechanical properties of the nucleic acids, from elastic stretching experiments earlysmith96  to recently unzipping double-stranded DNA (dsDNA), single-stranded DNA (ssDNA) or RNAmaier ; bockelmann ; liphardt . Many useful insights can be obtained by analyzing the extension-force curves (EFCs) or force-extension curves (FECs) recorded in experiments, e.g., S-dsDNA structure foundsmith96 ; rief  and the measurement for the proportion of G/C compared to A/T contents along dsDNA sequencebockelmann .

On the theoretical side, a number of models have been built to interpret or simulate nucleic acid mechanical experimental data and phenomena. Elastic properties of stretched dsDNA were described by Marko and Siggiamarko , and Zhou et al.zhou1 . Montanari and M$`\stackrel{´}{e}`$zard revealed that a second order phase transition exhibits as stretching ssDNAmontanari . Lubensky and Nelson presented an extensive theoretical investigation of mechanical unzipping dsDNAlubensky . Gerland et al. explored quantitatively how secondary structures determine outcome of FECsgerland . Although great efforts have been contributed to DNA mechanical problem, we note that little theoretical works concerned about constant extension ensembles of ssDNA or RNAgerland , in which two ends separation $`𝐫`$ of chain is fixed, and the average force is measuredbockelmann . It is known for a time that in a traditional single polymer system, the constant force and the constant extension ensembles are equivalent in thermodynamic limit, though for finite systems inequivalence might be expectedtitantah . For nucleic acid, however, the situation becomes more complex since the presence of monomer interactions and the absence of self-averaging arising from sequenceslubensky ; bhat . To study such ensembles further, we will modify and extend the statistical model of double-stranded chain conformations developed by Chen and Dillchen95 ; chen98  to fixed extension scenario. To be different from previous theoriesgerland , the extended model retains a relatively high degree of realism, which the sequence dependence and excluded-volume (EV) interactions are took into account explicitly. Experiments have shown that sequences change EFCs or FECs dramaticallymaier ; bockelmann ; liphardt ; rief ; while very recent stretching ssDNA experiment revealed the importance of EV interactionsdessinges . The interactions were neglected before. On the other hand, the model is more “microscopic”, i.e., entropy of chain is computed from the number of conformations directly. As the first step, we restrict the model on two dimension (2d) lattice; and the extension is specified to be one component of the separation $`𝐫`$ for simplicity. More general constant $`𝐫`$ will be given in future work.

The organization of the paper is as follows. In Sec. II, the statistical model of double-stranded chain molecules is simply reviewed. In Sec. III, we extend two classes of conformations, hairpin and RNA-like secondary structure to constant extension cases, respectively. In Sec. IV, we first investigate how FECs of two classes of conformations are changed with temperature, chain length and sequence. To relate FECs with molecule structures, monomer-monomer contact probability distributions are then introduced. As an illustration, the distributions of simpler hairpin conformations are calculated. It is unexpected to find that hairpin contacts tend to form at two sides of chain. To explore the underlying reason, we introduce the Asymmetric Function (AF), and find that the interesting phenomena are the results of nonuniform EV interactions of double-stranded regions and two tails with different lengths in hairpin conformations. At last part of this section, force-temperature curves (FTCs) at fixed extensions for homogeneous double-stranded chains are computed. This study comes from re-entering transitions observed in constant force ensemblesmarenduzzo ; orlandini . Force flipping phenomena are observed in hairpin conformations, but do not present in secondary structure. The “flipping” here is defined that when temperature decreases, force value first decreases and then increases; it finally decreases again as temperature is lower than some value. We believe that the phenomena in constant extension ensembles are conjugated with re-entering transition. Section V is our conclusion. The calculation of extensions with a special case in hairpin conformations is relegated in Appendix A.

## II The double-stranded chain model

The details of the statistical model of double-stranded chain molecules can be found in Refs. chen95  and chen98 . Here we just give a brief review.

### II.1 Polymer graph theory

The model is based on polymer graphs, diagrammatic representations of the self-contacts made by different chain conformations. Fig. 1 shows a hairpin conformation and corresponding polymer graph: vertices represent the chain monomers, straight line links symbolize the covalent bonds, and curved links stand for spatial contact between monomers.

A given polymer graph represents an ensemble of chain conformations that are consistent with given contacts. Conformations having contacts other than those specified by the polymer graph belong to other graphs. In general, fewer curved links exist in a graph, a more larger number of chain conformations are consist with this graph. Any two pairs of curved links in a polymer graph must bear one of three relationships: nested, unrelated and crossing linked. Graphs of the double-stranded chain conformations involve no crossing links, examples of which include the simplest hairpin structure, such as dsDNA, and mainly secondary structures among nucleic acids and antiparallel $`\beta `$-sheets in proteins. In terms of polymer graph, the partition function of a $`(N+1)`$ monomers ((N+1)-mer) chain molecule is given as a sum over all possible polymer graphs,

$`𝒬_N(T)={\displaystyle \underset{\mathrm{\Gamma }}{}}\mathrm{\Omega }(\mathrm{\Gamma })e^{E(\mathrm{\Gamma })/k_BT},`$ (1)
where $`k_B`$ is Boltzmann constant, $`T`$ is temperature, $`\mathrm{\Gamma }`$ is an index of a possible polymer graph, $`E(\mathrm{\Gamma })`$ and $`\mathrm{\Omega }(\mathrm{\Gamma })`$ are the energy and the number of conformations of the given polymer graph $`\mathrm{\Gamma }`$, respectively. To calculate $`\mathrm{\Omega }(\mathrm{\Gamma })`$, Chen and Dill developed a matrix multiplication methodchen95 ; chen98 .

### II.2 The matrix method for a given polymer graph

A complex polymer graph can be divided into a series of faces consecutively, in which face is a region in graph that is bounded by curved and straight lines and contains no other edges; see the shadowed region in Fig. 1. Faces are classified into five types: left (L), middle (M), right (R), left-right (LR) and isolated (I), according to the arrangement of the nested curved links that bound the face. The calculation of the full partition function $`\mathrm{\Omega }(\mathrm{\Gamma })`$ for a given graph $`\mathrm{\Gamma }`$ is correspondingly separated into two steps: to count all conformations for each face, as if they are isolated and independent of each other, and to assemble these conformations into $`\mathrm{\Omega }(\mathrm{\Gamma })`$. To avoid that conformations of different faces bump into each other (EV interaction), more detailed information about the conformations of faces is needed. On two dimension (2D) lattice, it is realized by exact enumeration. First, conformations of each face are classified into sixteen types according to the shape of ports (inlet and outlet) through which it is connected to other faces. The shapes of ports are shown in Fig. 2. Then the compatibility between neighboring faces can be checked exactly through the spatial compatibility between the outlet of one face and the inlet of next face. It is convenient to introduce two matrices: the Face Count Matrix (FCM) $`𝐒_t`$, which matrix element $`(𝐒_t)_{ij}`$ is the number of conformations having an inlet conformation of type $`i`$ ($`1i4`$) and an outlet conformation of type $`j`$ ($`1j4`$) for a type $`t`$ face, and viability matrix $`𝐘_{t_1t_2}`$, which element $`(𝐘_{t_1t_2})_{ij}`$ is $`1`$ or $`0`$ if connection of type $`i`$ outlet of a type $`t_1`$ face and type $`j`$ inlet of a type $`t_2`$ face is viable or not viable. For a hairpin graph $`\mathrm{\Gamma }`$ having $`M`$ faces, $`\mathrm{\Omega }(\mathrm{\Gamma })`$ is derived as a product of matrices:

$`\mathrm{\Omega }(\mathrm{\Gamma })=𝐔𝐒_{t_M}𝐘_{𝐭_𝐌𝐭_{𝐌\mathrm{𝟏}}}𝐒_{t_{M1}}\mathrm{}𝐒_{t_1}𝐔^t,`$ (2)
where $`𝐔=\{1,1,1,1\}`$, $`𝐔^t`$ is the transpose of $`𝐔`$.

### II.3 The partition function

In order to calculate the partition function of a whole chain using Eq. 1, the sum over all possible polymer graphs is necessary. For the double-stranded conformations, an efficient dynamic programming algorithm was developed in Ref. chen98 . The idea is to start with a short chain segment and elongate the segment by adding one monomer for each step, and to calculate recursively the partition function of the longer segment using the result of the shorter one. The algorithms will be discussed as needed in following sections. More useful alternative expression of Eq. 1 is

$`𝒬_N(T)={\displaystyle \underset{E}{}}g_N(E)e^{E/k_BT},`$ (3)
where $`g_N(E)`$ is the density of states, or the number of conformations having energy $`E`$, which is defined as

$`g_N(E)={\displaystyle \underset{\mathrm{\Gamma }}{}}\mathrm{\Omega }(\mathrm{\Gamma })|_{E(\mathrm{\Gamma })=E}.`$ (4)
## III Constant extension ensembles for double-stranded chain molecules: hairpin and secondary structure conformations

Fig. 3 depicts the situation studied in this paper. Two ends of chain molecule are grasped by two pins. Instead of fixing end-to-end distance (EED)$`𝐫`$, its projection along direction $`𝐱_o`$, or extension $`x`$ is required to be constant. Average force $`f`$ along $`𝐱_o`$ is recorded as a function of $`x`$. Because of extension constraint, the partition function Eq. 3 is modified to $`𝒬_N(x;T)`$

$`𝒬_N(T;x)={\displaystyle \underset{E}{}}g_N(E;x)e^{\beta E},`$ (5)
where $`g_N(E;x)`$ is the number of conformations whose extensions are $`x`$. Then force $`f`$ can be calculated by

$`f(x,T)=k_BT{\displaystyle \frac{}{x}}\mathrm{log}𝒬_N(x;T).`$ (6)
Considering that our chain model is on 2D lattice, in following sections constant extension $`x`$ is to be replaced by a discrete variable $`\mathrm{\Delta }`$.

The appearance of parameter, extension $`\mathrm{\Delta }`$ requires the statistical model of double-stranded chains to be modified and extended carefully. In the next two sections, we will show how to compute $`g_N(E;\mathrm{\Delta })`$ of hairpin and secondary structure conformations, respectively.

### III.1 Constant extension ensembles of hairpin conformations

As one of the simplest elements in secondary structure, hairpin conformations exist in a large class of biomolecules, such as RNA hairpin, peptide $`\beta `$-hairpin and DNA hairpin. Recent works showed that the hairpin conformations have remarkable thermodynamic and kinetic behaviorsmunoz ; chen98 . In constant force ensembles, the mechanical behaviors of the hairpin conformations are completely different from that of secondary structure conformationsliuf . It is interesting to see whether there is new difference presented in constant extension ensembles. In addition, more precise formula and the essence of theory for complex secondary structure conformations make us to explore their properties independently.

The polymer graphs of hairpin conformations are that every curved link bears a nested relationship with respect to every other curved link. The polymer graph is composed of two parts: two non-self-contacting tail chains $`(s,s_0)`$ and $`(l_0,l)`$ and one double-stranded region $`(s_0,l_0)`$, which is defined as Closed Graph (CG)chen98 ; see Fig. 1. The number of conformations for a given graph equals a multiplication of the number of double-stranded conformations and the number of two tails conformations. In terms of four types of the outermost faces, the graphs are classified into four types. (LR type is excluded from hairpin conformations). To sum over all polymer graphs, two matrices, the Closed Graph Count Matrix (CGCM), $`𝐆_{}^{}{}_{t}{}^{}[E,s_0,l_0]`$ and diagonal matrix $`\omega [s,s_0;l_0,l]`$ have been defined: $`(𝐆_{}^{}{}_{t}{}^{}[E,s_0,l_0])_{ij}`$ is the sum over the number of conformations for all possible $`t`$ type graphs having energy $`E`$, given that the outmost link spans from vertex $`l_0`$ to vertex $`s_0`$ and innermost and outermost links are in $`i`$ and $`j`$ types conformations; diagonal matrix element $`(\omega [s,s_0;l_0,l])_{ii}`$ is the number of conformations of two tails $`(s,s_0)`$ and $`(l_0,l)`$ that are spatially compatible with type $`i`$ conformations. State density $`g_N(E)`$ then can be written as:

$`g_N(E)=𝐔{\displaystyle \underset{s_0,l_0,t}{}}\omega [s,s_0;l_0,l]𝐆_{}^{}{}_{t}{}^{}[E,s_0,l_0]𝐔^t,`$ (7)
here $`1t4`$chen98 .

When the extension of hairpin conformations is fixed, $`g_N(E)`$ is then extended to $`g_N(E,\mathrm{\Delta })`$, and $`\omega [s,s_0;l_0,l]`$ is nondegenerated into $`\omega [s,s_0;l_0,l|\mathrm{\Delta }]`$. We rewrite Eq. 7 as

$`g_N(E;\mathrm{\Delta })=𝐔{\displaystyle \underset{s_0,l_0,t}{}}\omega [s,s_0;l_0,l|\mathrm{\Delta }]𝐆_{}^{}{}_{t}{}^{}[E,s_0,l_0]𝐔^t.`$ (8)
Fig. 4(a) shows that extensions of chain on 2D lattice do not involve any detailed CG structure directly, i.e., only the outmost link $`(s_0,l_0)`$ contributes $`\pm 1`$ or $`0`$ to $`\mathrm{\Delta }`$. Though, in real nucleic acid, a typical distance of a hydrogen bond is about $`3`$ times than the nucleotide distance, it does not make sense for our description on a coarse-grained level. $`\mathrm{\Delta }`$ is enumerated with three steps: first, to fix one conformation of a given CG on lattice and grow two tails which are compatible with the graph type; then, to enumerate two tails extensions and combine them with distance of the graph according $`𝐱_o`$ direction; finally, to distribute the conformation to full lattice plane by eight square symmetry transformations ($`D_4`$ group); see Fig. 4(b). The basic idea is very simple, however, it is very cumbersome to complete this process. Rather than to give a detailed analysis here, the process is illustrated in Appendix A by the simplest case.

Although the enumeration method gives quite accurate hairpin extensions, unfortunately, it is impossible to count longer chain. We propose a more practical approximation in the next section.

### III.2 Constant extension ensembles of secondary structure conformations

Secondary structure can be seen as a tree-like structure into which four basic structure elements, helix, loops, bulges and junctions compose through self-similarity arrangement. Each graph of secondary structure conformations is divided into two levels: the first lever is a combination of unrelated double-stranded regions connected with single-stranded chains; the second level is that each CG may be viewed as an independent secondary structure except that two end monomers of the region contact. We first simply review how to calculate the state density $`g(E)`$ without mechanical constraint. The necessary definitions are introduced.

To be different from hairpin conformations, the calculation of full state density of the secondary structure is more complex. First all possible CGCMs, $`𝐆_{}^{}{}_{t}{}^{}[E,a,b]`$ (Note that LR-type faces are included) are computed, where $`(a,b)`$ is the outmost link of the CG. Any CG is composed of smaller unrelated subclosed graphs, auxiliary matrices, $`𝐊_t[E,l,a,b]`$ counting a combination of conformations of all subgraphs are introduced, where $`\mathrm{𝑐𝑦𝑐𝑙𝑒𝑙𝑒𝑛𝑔𝑡ℎ}`$ $`l`$ is the total number of monomers of the single-stranded chains in $`[a,b]`$chen98 . CGCMs can be obtained by multiplication of matrix $`𝐊_t[E,l,a,b]`$ and the number of conformations of the single-stranded part. Then in order to combine conformations of unrelated graphs into whole, matrices $`𝐆_t[E,s,a]`$ having energy $`E`$ for full polymer graph $`[s,a]`$ are defined, where $`t=0,1,2`$ represent three full graph types which are classified depending on whether $`0`$, $`1`$ and $`2`$ existing links are connected to the rightmost monomer, see Fig. 6. Their element $`(𝐆_t[E,s,a])_{ij}`$ is the number of conformations for graphs in which the outmost link (of rightmost subgraph) and the innermost link (of the leftmost subgraph) are in $`j`$ and $`i`$ conformations, respectively. All matrices mentioned above are calculated by dynamics programming algorithmchen98 . The full density of states of the secondary structure conformations is written as chen98

$`g_N(E)=𝐔{\displaystyle \underset{t=0}{\overset{2}{}}}𝐆_t[E,s,l]𝐔^t.`$ (9)
Consider the number of conformations with fixed extension $`\mathrm{\Delta }`$. Because that the detailed structures of CGs do not affect the whole extensions directly as in hairpin case, CGs are viewed as effective covalent bonds connecting left and right parts of a chain; the effective bonds bear the EV interaction of CGs with other units in the chain. Thus the secondary structure conformations are identified to be “open” self-avoiding walks (OSAWs) with reduced monomers; see Fig. 5. OSAWs are self-avoid walks involving no neighboring contactschen98 ; liuf . The number of OSAWs whose extensions are $`\mathrm{\Delta }`$ can be computed by enumeration and extrapolation methodliuf . Although the effective chain approach (ECA) may overestimate the number of conformations for partially counting EV interactions, we think that it is valuable before better methods are found.

To realize the ECA, we modify the matrices $`𝐆_t[E,s,a]`$ to $`𝐆_t[E,n,s,a]`$, where new parameter $`n`$ is the number monomers of the effective chain. The recursive relations in Ref. chen98  (also see Fig. 6) are extended into following relations:

$`𝐆_0[E,n,s,a]`$ $`=`$ $`𝐆_0[E,n1,s,a1]+𝐆_1[E,n1,s,a1],`$ (10)
$`𝐆_1[E,n,s,a]`$ $`=`$ $`\delta _{n,1}{\displaystyle \underset{t=L,M,I}{}}𝐆_{}^{}{}_{t}{}^{}[E,s,a]`$ (11)
$`+`$ $`{\displaystyle \underset{0<b<a}{}}{\displaystyle \underset{E_1}{}}𝐆_0[EE_1,n1,s,b]{\displaystyle \underset{t=L,M,I}{}}𝐆_{}^{}{}_{t}{}^{}[E_1,b,a]`$
$`+`$ $`{\displaystyle \underset{0<b<a}{}}{\displaystyle \underset{E_1}{}}𝐆_1[EE_1,n1,s,b]{\displaystyle \underset{t=M,I}{}}𝐆_{}^{}{}_{t}{}^{}[E_1,b,a],`$
$`𝐆_2[E,n,s,a]`$ $`=`$ $`\delta _{n,1}{\displaystyle \underset{t=R,LR}{}}𝐆_{}^{}{}_{t}{}^{}[E,s,a]`$ (12)
$`+`$ $`{\displaystyle \underset{0<b<a}{}}{\displaystyle \underset{E1}{}}𝐆_0[EE_1,n1,s,b]{\displaystyle \underset{t=R,LR}{}}𝐆_{}^{}{}_{t}{}^{}[E_1,b,a]`$
$`+`$ $`{\displaystyle \underset{0<b<a}{}}{\displaystyle \underset{E_1}{}}𝐆_1[EE_1,n1,s,b]𝐆_{}^{}{}_{R}{}^{}[E_1,b,a].`$
Correspondingly, $`g_N(E)`$ is extended to $`g_N(E;\mathrm{\Delta })`$ as

$`g_N(E;\mathrm{\Delta })={\displaystyle \underset{n=1}{\overset{N}{}}}C_x(n;\mathrm{\Delta }){\displaystyle \underset{t=0}{\overset{2}{}}}𝐔𝐆_t[E,n,s,l]𝐔^𝐭`$ (13)
where $`C_x(n;\mathrm{\Delta })`$ is the number of conformations of $`n`$-step OSAWs whose final $`x`$ coordinates are $`\mathrm{\Delta }`$. Eq. 13 clearly separates contribution of the unrelated CGs from the single-stranded parts.

Because the hairpin is one of four elements in secondary structure case, ECA should be suitable to it. We also note that exact enumeration still is available when the lengths of two tails are smaller than some value ($`27`$ in this paper), a mixture of two methods is applied in hairpin case. It is reasonable, for as the CG size is so large, or tails are so short that tail conformations are almost “frozen”, enumeration method is accurate. As the lengths of tails are relatively longer than CG size, or the EV interactions of CG and tail are smaller, the ECA may be available.

## IV Tests of the model: FECs, contact distributions and force flipping phenomena

We have described how to extend the statistical mechanical model of double-stranded chain molecules to constant extension ensembles in previous sections. In this section, the model will be used to explore FECs, contact distribution, and force flipping phenomena. To account for specific monomer sequences, sequences are divided into two classes: homogeneous and RNA-like chain. Each contact of the homogeneous chain contributes one sticking energy $`\epsilon `$ ($`\epsilon <0`$). While RNA-like chain has a specific sequence of four types of monomers: A, U, C and G, resembling the 4 types of bases of an RNA; only A-U pair or C-G pair contributes one sticking energy $`\epsilon `$. In following, we take the lattice spacing $`b`$.

But before beginning with our discussion , the even-odd oscillations in partition function $`𝒬_N(T;\mathrm{\Delta })`$ with $`\mathrm{\Delta }`$ have to be canceled, which are the results of 2D lattice restrictionfisher66 . We damp the oscillations out simply by forming square root means of partition function as

$`𝒵_N(T;\mathrm{\Delta })=\left[𝒬_N(T;\mathrm{\Delta })𝒬_N(T;\mathrm{\Delta }+1)\right]^{1/2}.`$ (14)
$`𝒬_N(T;\mathrm{\Delta })`$ in Eq. 6 then is replaced by $`𝒵_N(T;\mathrm{\Delta })`$.

### IV.1 Force-Extension curves

We investigate how temperature $`T`$ and monomer number $`(N+1)`$ affect FECs of homogeneous chains of hairpin and secondary structure conformations, respectively; see Figs. 7. Here only positive extensions are given. There are common features in these FECs. First, forces $`f`$ always monotonously increases as extensions $`x`$ increase except the start part. Second, the FECs shapes in monotonous regions of any type of conformations are very similar at different $`N`$ value, i.e., $`f`$ may be the function of $`x/N`$, or relative extension $`\rho =x/N`$. Finally, at the same extension interval, the force changes are faster at higher temperature. To check the relationship of force and relative extension $`\rho `$, FECs of different $`N`$ values at the same temperature are plotted together in terms of $`f`$ versus $`\rho `$. We find that these FECs quickly tend to asymptotic curves as $`N`$ increases; these curves are related only with temperature and chain conformation type (results are not shown in this paper). Differences in FECs between two classes conformations are also apparent: FECs of hairpin cases are identical over a longer region of extension than those of secondary structure conformations; when extensions increase, forces increase continously and smoothly in secondary structure cases, while forces in hairpin cases are almost invariant, until dramatical jumps happened as extensions reaching their full length.

Comparing FECs with EFCs of homogeneous double-stranded chain molecules is valuable. The latter have been computed in Ref. liuf  (see Fig. 8 therein). It is about equivalence of the two conjugated ensembles: the constant extension and the constant forcelubensky ; titantah . We find the FECs and EFCs of two ensembles are almost consistent in the monotonous regions, though small differences present. The deviation could be expected due to finite $`N`$-valuetitantah .

To illustrate effects of specific monomer sequence, FECs of RNA sequences P5ab, P5abc$`\mathrm{\Delta }`$A, and P5abc are computed; see Fig. 8(a). These sequences come from force unfolding RNA experiments studied by Liphardt et al. recentlyliphardt . To be very different from FECs of homogeneous chains, the FECs of heterogeneous chains are no longer increase monotonously: sawtooth-like oscillations present in all sequences. The force behaviors are very similar with the force curves observed in unzipping dsDNA experimentsbockelmann . The complex features disappear at higher temperature, such as at $`0.64\epsilon /k_B`$. We also compare the FECs with the EFCs of force stretched the same RNA sequenceliuf : no oscillations was observed in constant force ensembles. Unlike the homogeneous chains, the equivalence of two conjugated ensembles is not guaranteed as consideration sequence effects. In particular, the force non-monotonicity even survives in thermodynamic limit for each sequence realization since the absence of self-averaging in biomoleculesbhat .

We also calculate FECs of random, alternating and designed sequences; see Fig. 8(b). The designed is composed of four elements, A, U, C and G arranged by $`A\mathrm{}ACCCCU\mathrm{}UC\mathrm{}CAAAAG\mathrm{}G`$, where the dots represent 15-mer A, U, C and G consecutively. Comparing the FECs of the artificial sequences with curves got before, we find the force curves of the random sequence is similar with the curves of biomolecular sequences in Fig. 8(a); the forces of the alternating sequence are almost the same with the results of homogeneous secondary structure chain; while the FEC of the designed sequence presents large force reduction at extension about a half of full length. From designed sequence arrangement, if no extension constraint, the molecule tends to form two independent identical hairpins simultaneously. The larger force reduction reflects completely collapsing of one hairpin. Interestingly, when force stretching the designed sequence, only one jump exhibits since higher cooperativity between two hairpinsliuf .

### IV.2 Contact distribution and asymmetric function

In order to gain insights into the molecular structure at any extension, we compute contact distribution $`p(i,j;T,m)`$ for every possible contact pair $`(i,j)`$, where $`m`$ is the discrete value of extension. $`p(i,j;T,m)`$ is determined by the ratio of the conditional partition function $`𝒵_N(i,j;T,m)`$ for all the conformations that contain contact $`(i,j)`$ and full partition function $`𝒵_N(T;m)`$, i.e., $`p(i,j;T,m)=𝒵_N(i,j;T,m)/𝒵_N(T;m)`$. As an example, the density diagrams of a 70-mer homogeneous hairpin chain at different extensions are shown in Fig. IV.2.

It is unexpected that nonzero contacts populate symmetrically two sides of the catercorner of diagrams when extensions are smaller, such as in Figs. IV.2(b) and (c). It means that the CG regions in hairpin conformations tend to locate at two sides of the chain. We did not observe the phenomena for the same chain in constant force ensembles before. To characterize the phenomena quantitatively, we introduce AF $`S(L,R)`$,

$`S(L,R)=\theta (LR)(1{\displaystyle \frac{min(L,R)}{max(L,R)}}),`$ (15)
where $`L`$ and $`R`$ are the number of monomers apart from the middle position to the outmost link of CG region; see Fig. 10, $`\theta `$ is SIGN function, and functions min(L,R) and max(L,R) equal the minimum and the maximum value of $`L`$ and $`R`$, respectively. $`S`$ values of the CGs located completely on the left (right) of middle position are assumed to be $`+1`$ ($`1`$), while in conformations containing no contacts, take $`S=0`$.

Then define population probability $`p(m,s;T)`$ as

$`p(m,s;T)=𝒵_N(s;T,m)/𝒵_N(T;m),`$ (16)
where $`𝒵_N(s;T,m)`$ also is the conditional partition function for all the conformations whose AF values are $`s`$. Figs. 11(a) and (b) are the distributions of 30-mer homogeneous hairpin chain at temperatures $`0.1`$ and $`0.5\epsilon /k_B`$.

We see that the $`p(m,s;T)`$ can be divided into four parts, e.g., in the Fig. 11(a): at very small extensions (about smaller than 2$`b`$), the maximum values of the distribution are at $`s=0`$, i.e, the CGs of the dominant conformations locate on the middle of the chain according to the definition of AF; when extensions are larger but still smaller some value (about 15$`b`$), the maximum distribution locate at $`0<\pm s<1`$. It means that CG regions stand two side of the chain. Interestingly, these $`s`$ values stand on two lines (‘X’ patterns in figures); if increasing extensions further (smaller than 26$`b`$), the $`s`$ values of the maximum distributions are $`\pm 1`$; finally, distributions will shift to $`s=0`$ as extensions reach the full length.

The behaviors of the distribution at the first and third parts can be understandable. As extensions are very small or even vanish, the favorable conformations of the hairpin are those of most contacts. At lower temperatures, say $`0.1\epsilon /k_B`$, for homogeneous chain, such conformations are forming consecutive contacts: $`(0,N),(1,N1),\mathrm{},(N/21,N/2+2)`$. Hence, the AF value of the maximum distribution is $`0`$. While extensions is larger enough, or temperatures are higher, if the number of monomers of the CG is smaller than $`N/2`$, the total number of conformations whose CGs present in two sides must be far larger than that whose CGs stand in the middle of the chain. According to AF definition, the distributions naturally concentrated on $`s=\pm 1`$; this is only combination result. But why in a range of extensions, the dominant conformations tend to form at two sides of the chain, or AF is neither 0 nor $`\pm 1`$, even if their CGs across over the middle position? Considering that contact interactions along the chain is uniform, energy must not be the reason. We believe that the nonuniform EV interactions of the CG regions and two tails with different lengths (see Fig. 4) lead to the tendency: under fixed extension and the same number of CG size, the number of conformations having two tails with lengths $`l_1`$\- and $`l_2`$-mer is smaller than the number of conformations having one $`(l_1+l_2)`$-mer tail; or given the same number of tail monomers, the EV effects of CG region are more strong with two tails than with one tail. At temperature $`0.1\epsilon /k_B`$, given the extension $`x`$, because of the most number of contacts encouraged, then the maximum CG size $`(Nx)`$-mer is favorable. If supposing one tail existing at left, one easily give the following relation: $`s\pm 2x/N=\pm 2\rho `$. Comparing it with Fig. 11(a), the formula agree with the pattern very well: the slopes of two lines are about $`\pm 2`$. On the other hand, Fig. 11(b) shows that the slopes increase with temperature. In fact, at higher temperature $`T_h`$, the maximum CG size is unfavorable for thermal fluctuation. For the same extension, given that $`L`$ and $`R`$ values at origin temperature are $`l`$ and $`r`$ respectively. Supposing $`t`$ contacts broken at $`T_h`$, then the s-value changes from $`1r/l`$ to $`1(rt)/(lt)`$. Apparently, AF is the increasing function of $`t`$, while $`t`$ also be an increasing function of temperature. As a comparison, we partially cancel EV interactions: when one length of two tails is larger than some value, here $`5b`$ is taken, the interactions will be screened. The distribution of 30-mer chain is computed again under this the requirement; see Fig. 12(a). The maximum values of distribution at a fixed extension are not located on a unique $`s`$, or CGs distribute on the chain uniformly. Because the lines with slopes $`\pm 2`$ represent the maximum asymmetry at temperature $`0.1\epsilon /k_B`$, other AF values must stand between them (see “butterfly” pattern in Fig. 12(a)).

It may provide useful insights into the force stretching problem using asymmetric concept. Define $`p(f,s;T)=𝒬_N(f,s;T)/𝒬_N(T;f)`$, where conditional partition function $`𝒬_N(f,s;T)`$ is for all conformations whose asymmetric factor is $`s`$, and $`𝒬_N(T,F)`$ is full partition functionliuf . Fig. 12(b) is the diagram of $`p(f,s;0.1)`$ of 30-mer homogeneous hairpin chain. The $`p(f,s;T)`$ is very different from $`p(x,s;T)`$, e.g., the AF values of the former change from $`0`$ to $`\pm 1`$, and reenter into $`0`$ in narrow force ranges, whereas for the latter, the changes of the AF are continuous and slowly. At temperature $`0.1\epsilon /k_B`$, when forces are smaller than $`0.48\epsilon /b`$, states having the most number of contacts are favorable, which means most possibility values of AF are $`0`$. Because of higher cooperativity in hairpin conformations, the structures are collapsed in small force range as $`f>0.48\epsilon /b`$liuf . It means AF vanishes again. The temporary $`s=\pm 1`$ should be the results of finite chain length.

### IV.3 Force flipping phenomena

Finally, we explore the force dependence on temperatures as fixed extension. The studies are related with the re-entering transition studied in unzipping dsDNAmarenduzzo ; orlandini . The transition means that if one fixes external force at a value in a finite range and decreases temperature, beginning with stretched state, dsDNA will first collapse to a globular state; while temperature is lowered further, dsDNA will re-enter stretched state again. We have discussed the phenomenon in constant force stretched homogeneous chains of hairpin and secondary structure conformations in Ref. liuf : the re-entering transition only presents in hairpin case. To our knowledge, the conjugated phenomena of re-entering transitions in constant extension ensembles are not investigated before. Our model can be used to check the problem by numerical computing FTCs of homogeneous chains of hairpin and secondary structure conformations, respectively. The results of 25-mer chains are shown in Fig. 13: force flipping (the arrow therein) presents at lower temperature in hairpin conformations, but is not observed in secondary structure conformations. We believe that the flipping just corresponds to re-entering transitions in constant force ensembles. This results could be explained qualitatively. First, the temperatures of flipping and re-entering transitions are almost the same, i.e., about $`0.23\epsilon /k_B`$liuf . Second, like the absence of flipping in secondary structures, re-entering transitions of this conformations are not observed in constant force ensembles. Finally, because of the equivalence of constant extension and constant force ensembles of homogeneous chains, the FTCs at fixed extensions could be derived from the extension-temperature curves (ETCs) at fixed force. In the fixed force ensembles, if there is a dip at lower temperature $`T_r`$ in the ETC of a given force, then at least two temperatures located at two sides of $`T_r`$ correspond to the same extensions $`x_o`$. If the dip rises as the force increasing, the extension $`x_o`$ will have a serious of temperatures standing in two sides $`T_r`$, which will form a convex in FTC at $`T_r`$. The dips in ETCs of hairpin conformations do have such characteristicsliuf . We can use the same approach to understand FTCs behaviors of secondary structure conformations.

## V Summary

In this paper, we propose a statistical model of constant extension ensembles of double-stranded chain molecules. Unlike several theoretical models proposed previously, specific monomers sequence and EV interaction are exactly included. Using the model, we investigate how FECs depend on chain length, sequence, and structure. In addition, the model can relate FECs with molecule structure directly. The structures of hairpin conformations reveal that CG regions tend to form at two sides of chains as the extensions are in some range. This unexpected phenomena have never been reported before. Through introducing AF and analyzing in detail, we contribute the phenomena to EV interactions between CG regions and tails. We also explore the conjugated transitions of re-entering in constant extension ensembles, the force-flipping phenomena, which only present in hairpin conformations. Because our aim in this paper is to illustrate, the model is largely simplified, e.g., the chain is restricted on 2D lattice, chain stiffness (bending) and elasticity are neglected, and no stacking interaction is involved. However, our results still give many important physical information. especially the importance of the long-range EV interaction. In future work, we will replace the projection extension by real EEDs. It is interesting to see whether the position tendency of CGs is still observed.

###### Acknowledgements.

We are grateful to Dr. Shi-jie Chen, and Prof. H.-W. Peng for much useful discussion.

## Appendix A calculating extensions of the hairpin conformations

For hairpin conformations, the conformations of tails are determined by two factors: the outermost link type and the length of closed graph. To account for EV interactions, the tails have been classified into two types, stiff (s) and flex (f)chen98 . Correspondingly, the number of conformations is $`n^{t_i}(N_i)`$, where $`t_i`$ (s or f) are the type of $`i`$th (1st or 2nd) tail with length $`N_i`$, or $`N_i`$-step OSAW. In order to calculate extensions of the whole chain , we introduce additional definitions: $`n_x^{t_i}(N_i;m)`$, the number of conformations for $`i`$th OSAW of type $`t_i`$ whose final $`x`$ coordinates are $`m`$; and $`n_y^{t_i}(N_i;m)`$ is similar except $`y`$ coordinate. It is ease to find $`n^{t_i}(N_i)=_mn_x^{t_i}(N_i;m)=_mn_y^{t_i}(N_i;m)`$. Here we illustrate the calculation of the simplest diagonal matrix element $`\omega (l,l_0;s_0,s|\mathrm{\Delta })_{11}`$, where the outmost link is of type $`1`$ and $`s=s_0`$, $`ll_0`$. Because other more general cases have more cumbersome formula, we are not listed them in the present paper.

There are six classes of possible conformations for the simplest CG-tail complexeschen98 . In Fig. 14, we show one of them. The length of the 2nd tail then is $`N_2=ll_o`$. Since the length of CG also affects EV interactions, we distinguish different CG sizes.

(1) $`l_os_o=3`$. All six classes of conformations are viable. Therefore,

$`\omega (l,l_0;s_0,s|\mathrm{\Delta })_{11}`$ $`=`$ $`2[n_y^{f_2}(N_2;\mathrm{\Delta })+n_y^{f_2}(N_2;\mathrm{\Delta })+n_y^{f_2}(N_2;\mathrm{\Delta }1)+n_y^{f_2}(N_2;(\mathrm{\Delta }+1))`$ (17)
$`+n_x^{f_2}(N_2;\mathrm{\Delta })+n_x^{f_2}(N_2;\mathrm{\Delta })+n_x^{f_2}(N_2;\mathrm{\Delta }1)+n_x^{f_2}(N_2;(\mathrm{\Delta }+1))`$
$`+2n_y^{s_2}(N_2;\mathrm{\Delta })+2n_y^{s_2}(N_2;\mathrm{\Delta })+n_y^{s_2}(N_2;\mathrm{\Delta }1)+n_y^{s_2}(N_2;(\mathrm{\Delta }+1))`$
$`+n_y^{s_2}(N_2,\mathrm{\Delta }+1)+n_y^{s_2}(N_2;(\mathrm{\Delta }1))`$
$`+2\left(n_x^{s_2}(N,\mathrm{\Delta })+n_x^{s_2}(N,\mathrm{\Delta })+n_x^{s_2}(N,\mathrm{\Delta }1)+n_x^{s_2}(N,(\mathrm{\Delta }+1))\right)`$
$`(2\delta _{0,\mathrm{\Delta }}+\delta _{1,\mathrm{\Delta }}+\delta _{1,\mathrm{\Delta }}+\delta _{N_2,\mathrm{\Delta }}+\delta _{N_2,\mathrm{\Delta }}+\delta _{N_2+1,\mathrm{\Delta }}+\delta _{(N_2+1),\mathrm{\Delta }})],`$
where coefficient $`2`$ is degeneracy degree along projection, the negative part is to eliminate the straight tail conformations, which are counted repeatedly.

(2) $`l_os_o>3`$. There are five classes of conformations are involved. We have

$`\omega (l,l_0;s_0,s|\mathrm{\Delta })_{11}`$ $`=`$ $`2[n_y^{f_2}(N_2;\mathrm{\Delta })+n_y^{f_2}(N_2;\mathrm{\Delta })+n_y^{f_2}(N_2;\mathrm{\Delta }1)+n_y^{f_2}(N_2;(\mathrm{\Delta }+1))`$ (18)
$`+n_x^{f_2}(N_2;\mathrm{\Delta })+n_x^{f_2}(N_2;\mathrm{\Delta })+n_x^{f_2}(N_2;\mathrm{\Delta }1)+n_x^{f_2}(N_2;(\mathrm{\Delta }+1))`$
$`+n_y^{s_2}(N_2;\mathrm{\Delta })+n_y^{s_2}(N_2;\mathrm{\Delta })+n_y^{s_2}(N_2;\mathrm{\Delta }1)+n_y^{s_2}(N_2;(\mathrm{\Delta }+1))`$
$`+n_y^{s_2}(N_2,\mathrm{\Delta }+1)+n_y^{s_2}(N_2;(\mathrm{\Delta }1))`$
$`+2\left(n_x^{s_2}(N,\mathrm{\Delta })+n_x^{s_2}(N,\mathrm{\Delta })\right)+n_x^{s_2}(N,\mathrm{\Delta }1)+n_x^{s_2}(N,(\mathrm{\Delta }+1))`$
$`(\delta _{1,\mathrm{\Delta }}+\delta _{1,\mathrm{\Delta }}+\delta _{N_2,\mathrm{\Delta }}+\delta _{N_2,\mathrm{\Delta }})].`$