format: text

text:
# Temperature fluctuations and mixtures of equilibrium states in the canonical ensemble

## 1 Introduction

Most if not all textbooks on thermodynamics and statistical physics define temperature as being a quantity which, contrary to other thermodynamic observables like energy or pressure, does not admit fluctuations. Because of that, it is somewhat surprising to see papers with the expression ‘temperature fluctuations’ in their titles appearing from time to time in serious scientific journals on subjects as various as particle physics and fluid dynamics (see, e.g., ). Indeed, how can the temperature of a system, however small, fluctuate if one defines it ‘as equal to the temperature of a very large heat reservoir with which the system is in equilibrium and in thermal contact’ ? Also, in the case of the reservoir, how can temperature be a fluctuating parameter if its definition requires one to assume the thermodynamic limit, i.e., to assume that the system acting as a reservoir is composed of an infinite number of particles or degrees of freedom? Presumably, the thermodynamic limit should rule out any fluctuations of thermodynamic quantities like the mean energy or the pressure, so that if temperature is related to these quantities, how can it fluctuate?

The solution to this conundrum is quite simple. First, the standard definition of temperature found in textbooks is too restrictive: there is not one but many definitions of temperature and of quantities analogous to temperature, as well as many physical (non-equilibrium) situations in the context of which these different definitions admit fluctuations . Second, the standard definition of temperature involving the thermodynamic limit is only an idealization, a “purist” definition. Real physical bodies are always composed of a finite number of particles or degrees of freedom, which means that the concept of temperature must be applicable outside the idealized realm in which it is defined if experimentalists are indeed able to measure the temperature of real bodies in real laboratories. Physically, this means also that there must be a threshold number of particles or degrees of freedom (more or less precisely defined) above which a system can be measured or “felt” to have a temperature . Well above this number, temperature is assured to be defined and likely to be constant, while close to this number it may be well-defined, but may change in time or vary in space; that is, it may fluctuate!

All the studies concerned with temperature fluctuations exploit one of the above ‘indents’ to the standard definition of temperature. That is, they either consider alternatives to the standard definition of temperature which do admit fluctuations or apply the ‘thermodynamic-limit’ definition of temperature in situations where the thermodynamic limit is assumed to be “effectively” reached without being reached “formally”, so to speak. Our aim in this paper is to review a number of the these alternative definitions and situations, and to dispel, in doing so, some of the misunderstanding and misconceptions surrounding the notion of temperature fluctuations. We will be particularly interested in giving a detailed calculation of temperature fluctuations present in a system which is commonly thought to be at constant temperature, namely a system composed of a finite number of independent particles (basically a finite volume of perfect gas) thermally coupled to an infinite-size heat reservoir at constant temperature. In the following, we will show that if instead of defining the temperature of the particle system simply as being equal to the temperature of the reservoir we apply the statistical definition of temperature to the finite-size system of particles (provided that the number of particles is sufficiently large), then we must come to the conclusion that the system’s temperature is fluctuating, just as its internal energy is fluctuating because of the thermal coupling with the heat reservoir. The temperature of the particle system, in this case, is precisely related to its internal energy, and can be seen as a ‘microcanonical temperature’ associated with the microscopic configurations of a system whose internal energy is held fixed during a period of time shorter than the energy fluctuations time scale.

Our motivation for studying the temperature fluctuations of a system of particles in a canonical ensemble setting, and for presenting moreover this study in a book about non-extensive statistical mechanics is threefold. First, a system composed of a bunch of independent particles coupled to a heat bath is one of the few thermodynamic systems for which the probability density describing the temperature fluctuations can be calculated directly using ‘first-principle’ or ‘microscopic’ arguments. Second, for this specific system, the probability density of the temperature happens to be very similar to a class of $`\chi ^2`$ densities of temperature fluctuations recently introduced by Wilk and Włodarczyk , as well as by Beck , in the context of non-extensive statistical mechanics . Finally, the models of non-extensive behavior proposed by these authors are all based on the idea of ‘mixed equilibrium states,’ i.e., near-equilibrium states of systems characterized by fluctuating temperatures. In the context of the present study, this idea, as we will see, arises very naturally.

## 2 Phenomenology of temperature fluctuations

One can imagine many different systems exhibiting temperature fluctuations. The common characteristic of all of these systems is that they are non-equilibrium systems. Below, we list and briefly comment four systems or, more precisely, four generic situations for which temperature can be defined and be thought to fluctuate. The list is far from being exhaustive: the first three situations are presented to give an idea of the physical phenomena involving temperature fluctuations which have been discussed from the point of view of non-extensive statistical mechanics recently. The fourth and last case of the list, the particles and heat bath system, is the focus of this paper (see Section 3).

* Temperature fluctuations in a gas. A system with fluctuations of temperature ‘spread’ over space can be constructed simply in the following way. Take a vessel of gas, and divide it in some number of compartments thermally insulated from one another. Bring the content of each compartment at different temperatures, and then remove the insulating partition. From the moment where the partition is removed, a process of temperature relaxation will take place, whereby the particles forming the gas will collide and exchange energy until a state of uniform temperature is achieved.

The details of the relaxation process are quite complicated at the microscopic level, and depend on the nature and properties of the gas considered. But, at the macroscopic level, the net result of this experiment is simply described: between the time where the partition is removed and the time where the gas’ temperature is completely uniform, the temperature field of the gas will vary in space as well as in time. Thus, as a whole, the vessel of gas can be said to be in a state of fluctuating temperature. This is admittedly an expletive way to say that the temperature is not homogeneous in space, but the expression is nonetheless correct and widely used (e.g., when referring to the spatial temperature fluctuations of the cosmic background radiation).

Experimentally, there are various ways by which one can reconstruct the temperature field of the gas, apart from plunging a thermometer into it at different places. A simple method (conceptually, not experimentally) consists in measuring the momenta (along a fixed direction) of many particles of the gas at one point in space or, equivalently, sample the momentum of a single particle over some period of time, and construct from the measurements a histogram of the number of particles $`L(x)`$ having a momentum value between $`x`$ and $`x+\mathrm{\Delta }x`$. ($`\mathrm{\Delta }x`$ is the coarse-graining scale at which two particles are considered to have different momentum values.) If the sample of measurements is large enough, then it is expected that the form of $`L(x)`$ should approximately be Gaussian, as predicted by Maxwell and Boltzmann, with a variance proportional to the temperature $`T`$. Hence, fitting $`L(x)`$ with a Gibbs distribution proportional to $`\mathrm{exp}(\beta x^2)`$ or calculating its variance or its half-width all constitute operational procedures for probing the temperature $`T=(k_B\beta )^1`$ of the gas. It should be noted that the accuracy of any of these methods for obtaining $`\beta `$ depends on (i) the number of measurements used to construct $`L(x)`$, which should be large, but not necessarily infinite!; and (ii) the assumption that the gas is non-interacting (perfect) or weakly interacting. These two points are necessary to assume that the momenta of the particles are Gaussian distributed .
* Velocity temperature in turbulent fluids. It is common in turbulent flow experiments to define an analog of temperature by looking at the distribution $`L(x)`$ of particle velocity differences in a restricted region of a fluid using anemometry or interferometry equipments . Just as in the case of the gas, temperature is defined for a fluid by fitting $`L(x)`$ with a Gibbs distribution of the form $`e^{\beta u(x)}`$, where $`u(x)`$ is the one-particle energy function taken to be a quadratic or a nearly quadratic function of the velocity variable. This defines a local inverse temperature $`\beta `$ which, it is important to note, does not represent the physical inverse temperature of the fluid. Rather, it is a correlate of the local rate of energy dissipation that takes place at the microscopic level over a time scale known as the Kolmogorov time .

The Gibbsian character of $`L(x)`$ and the fluctuations of the velocity temperature in space, related to the spatial fluctuations of the local energy dissipation rate, have been observed in many experiments of weakly turbulent fluids (see, e.g.,  and references cited therein). However, for fluids at high Reynolds number, i.e., highly turbulent fluids, a totally different behavior of $`L(x)`$ is observed. Indeed, recent experiments have demonstrated that $`L(x)`$ in strong turbulence regimes is not Gibbsian; instead, it takes the form of a power-law which appears to be well-fitted by a so-called $`q`$-exponential function

$$e_q^{\beta _qu(x)}=[1(1q)\beta _qu(x)]^{1/(1q)},$$
(1)
where $`\beta _q^1`$ is a fitting parameter analogous to temperature . To account for this non-Gibbsian behavior, Beck has suggested to interpret $`q`$-exponential distributions as ‘mixed’ distributions arising from an ensemble of exponential distributions $`e^{\beta u(x)}`$ parameterized by a fluctuating inverse temperature $`\beta `$ . That is to say, if one assumes that what is probed in those experiments is not one velocity distribution $`L(x)`$ characterized by a fixed temperature, but a  continuum of distributions $`L(x)`$ having different temperatures, then what should be observed physically is an average Gibbs distribution, the average being performed over the temperature fluctuations. In this context, the essential point made by Beck (see  for the details) is that, if the probability density $`f(\beta )`$ ruling the temperature fluctuations has the following form:

$$f(\beta )=\frac{1}{\mathrm{\Gamma }\left(\frac{1}{q1}\right)}\left[\frac{1}{(q1)\beta _0}\right]^{\frac{1}{q1}}\beta ^{\frac{1}{q1}1}\mathrm{exp}\left[\frac{\beta }{(q1)\beta _0}\right],$$
(2)
where $`\beta 0`$ and $`q>1`$, then the mixed distribution obtained by averaging the Gibbs kernel $`e^{\beta u(x)}`$ with $`f(\beta )`$ is $`q`$ -exponential. Indeed, one can readily verify that

$$e_q^{\beta _0u(x)}=_0^{\mathrm{}}e^{\beta u(x)}f(\beta )𝑑\beta $$
(3)
using the above variant of the $`\chi ^2`$ or gamma density  for $`f(\beta )`$. This integral representation of the $`q`$-exponential function is sometimes referred to as Hilhorst’s formula .
* Nuclear collision temperature. The basic idea involved in the definition of temperature in nuclear scattering experiments is to consider the set of particles produced during a collision (called the products) as forming a gas of particles which, at a first level of approximation, can be treated as being non-interacting (perfect gas approximation). From this point of view, a concept of ‘collision temperature’ is defined essentially in the same way that temperature was defined for turbulent fluids except that the precise physical property to look at in scattering experiments is not the shape of the momenta distribution itself, but the so-called exponential dependence of the distribution of secondaries with respect to transverse momentum .

Since the number of particles probed during one scattering experiment is never very large ($`101000`$), one must sometimes collect the momenta of particles over many scattering experiments before the exponential shape of the secondaries distribution reveals itself. However, this is not always the case: in heavy-ion experiments at very high energy, for example, it is often observed that a single event, i.e., only one scattering experiment is sufficient for a thermostatistical analysis to be effective . Also, what is often seen is that scattering events of same nature repeated over time yield different collision temperatures, making obvious that temperature is a fluctuating parameter.

Observations of ‘non-extensive’ behavior in relation to this thermodynamic picture of scattering experiments have been reported so far on two different fronts. The first is related to the distribution of secondaries, and, more precisely, to observed deviations of this distribution from its expected exponential form. Due to the limited space available here, we will not discuss this case as it is quite involved. Let us only mention that Wilk and Włodarczyk have advanced in  a ‘mixed exponential distribution’ model of these deviations analogous to the one suggested by Beck.

The second case of ‘non-extensive’ behavior concerns the absorption of cosmic ray particles in lead chambers . This case was also studied by Wilk and Włodarczyk who suggested for its explanation yet another variant of the $`\chi ^2`$ temperature fluctuations model (actually before Beck applied similar ideas to the study of turbulent fluids). The physics explained by their model is the following. The number $`N`$ of hadronic particles absorbed in lead chambers is usually measured to be distributed as a function of the depth $`l`$ according to

$$\frac{dN}{dl}e^{l/\lambda },$$
(4)
where $`\lambda `$ is the mean free path parameter or mean penetration depth (an analog of temperature). This exponential distribution is, at least, what is observed at small penetration depths ($`60`$ cm of lead); beyond that, what is observed is that $`dN/dl`$ changes to a power-law which can be fitted by a $`q`$-exponential with $`q1.3`$. To account for this crossover, Wilk et al. simply conjectured that the $`\lambda `$ parameter characterizing the long flying components (i.e., the deep penetration events) is subject to fluctuations, and, thus, that the $`q`$-exponential penetration profiles observed experimentally for these components are mixtures of exponential distributions. By assuming that the probability density of $`\lambda `$ is a $`\chi ^2`$ density, they were effectively able to reproduce the non-exponential distributions measured in laboratories .
* System coupled to a heat bath. Our last example in the panorama of thermodynamic systems characterized by temperature fluctuations is the prototypical system defining the canonical ensemble: that is, a small system $`S`$ in thermal contact with a larger system $`R`$ acting as a heat reservoir. Following the standard textbook definition of the canonical ensemble, one should say that the temperature of system $`S`$ at equilibrium is constant, and is equal to the temperature of system $`R`$; after all, this is how thermal equilibrium is defined. However, such a statement does not do justice to one important property of $`S`$ which is that the energy density of $`S`$ fluctuates (because of its finiteness) while the energy density of $`R`$ does not (by definition of a heat bath).

To make this statement more precise, suppose that $`S`$ consists of $`n`$ independent particles whose energy density or mean total energy is given by

$$U_n=\frac{1}{n}\underset{i=1}{\overset{n}{}}u_i.$$
(5)
Since the particles are coupled to $`R`$, the $`u_i`$’s above are random variables, which means that $`U_n`$ is also a random variable. Moreover, observe that $`U_n`$, for any finite $`n`$, has a non-negligible probability to assume many different values because, in this case, the probability density $`g_n(u)`$ of $`U_n`$ is not a Dirac-delta function. The Dirac density, formally, is only a limiting density which “attracts” $`g_n`$ as $`n\mathrm{}`$ . (This basically follows from the law of large numbers.) Thus, if we can associate an inverse temperature $`\beta (u)`$ to all energy states such that $`U_n=u`$, e.g., by applying the equipartition theorem or by fitting a distribution of energy levels with a Gibbs distribution as described earlier, then we must conclude that there are different values of $`\beta `$ effectively realized ‘in’ or ‘by’ the particle system, so to speak. That is to say, the probability density $`f_n(\beta )`$ for $`\beta `$, obtained from $`g_n(u)`$ by a change of variables $`u\beta (u)`$, cannot be a Dirac-delta function if $`g_n(u)`$ is not itself a delta function. It is to be expected that $`f_n(\beta )\delta (\beta \beta _0)`$, where $`\beta _0`$ is the inverse temperature of heat bath, only in the thermodynamic limit where $`n\mathrm{}`$. These points are discussed in more mathematical details in the next sections.

## 3 Energy and temperature fluctuations in the canonical ensemble

Our analysis of energy and temperature fluctuations of a system coupled to a heat bath will be presented in the context of the following model. Let a vessel of gas containing $`n`$ independent (classical) particles be thermally coupled to a heat reservoir characterized by a fixed inverse temperature $`\beta _0`$. The state of each particle is represented by a random variable $`X_i`$, $`i=1,2,\mathrm{},n`$, to which is associated a (one-particle) energy $`u(X_i)`$. The set of outcomes of each of the $`X_i`$’s (the one-particle state space) is denoted by $`𝒳`$. With these notations, the energy density or mean energy of the gas is written as

$$U_n(x^n)=\frac{1}{n}\underset{i=1}{\overset{n}{}}u(x_i)=\underset{x𝒳}{}L_n(x)u(x),$$
(6)
where $`x^n=x_1,x_2,\mathrm{},x_n`$ is the joint state of the system, i.e., the state of the system as a whole. Note that in the above expression we have defined $`L_n(x)`$ as the relative number of particles which are in state $`x`$, i.e., as

$$L_n(x)=\frac{\mathrm{\#}(\mathrm{particles}:X_i=x)}{n}.$$
(7)
It should be noted that the vector $`L_n`$ is nothing but the histogram of one-particle states referred to as previously when we discussed temperature fluctuations. Indeed, in the case where $`x`$ represents a momentum variable, the quantity $`nL(x)`$ precisely counts the number of particles having a momentum value equal to $`x`$. (We assume throughout that the $`X_i`$’s are discrete random variables; the continuous case can be treated with minor modifications.)

Now, owing to the fact that the gas is treated in the canonical ensemble, in the sense that it is coupled to a heat bath, we have

$$P_n(x^n)=P_n(X_1=x_1,X_2=x_2,\mathrm{},X_n=x_n)=\frac{e^{\beta _0nU_n(x^n)}}{Z_n(\beta _0)}$$
(8)
as the joint probability distribution over the states $`x^n`$, where

$$Z_n(\beta _0)=\underset{x^n𝒳^n}{}e^{\beta _0nU_n(x^n)}$$
(9)
is the $`n`$-particle partition function. Of course, since all the particles are assumed to be independent (perfect gas assumption), as well as all individually coupled to the same heat bath, we can also write

$$P_n(x^n)=p(x_1)p(x_2)\mathrm{}p(x_n)=\frac{e^{\beta _0u(x_1)}}{Z(\beta _0)}\frac{e^{\beta _0u(x_2)}}{Z(\beta _0)}\mathrm{}\frac{e^{\beta _0u(x_n)}}{Z(\beta _0)}$$
(10)
with $`Z(\beta _0)=Z_1(\beta _0)`$ (one-particle partition function). These equations make obvious the fact that what we are dealing with is a system of independent and identically distributed (IID) random variables.

The first quantity that we are interested to calculate at this point is the probability distribution or probability density $`g_n(u)`$ associated with the outcomes $`U_n=u`$. A priori, finding an exact expression for $`g_n(u)`$ is not an easy task, even though $`U_n`$ is the simplest sum of random variables that one can imagine, i.e., one involving IID random variables. Fortunately, there exists a general method by which one can obtain a very accurate approximation of $`g_n(u)`$ for $`n1`$ without too much efforts. This method is based on the theory of large deviations , and proceeds by observing that probability densities of normalized sums of IID random variables, such as the one defining $`U_n`$, satisfy two basic properties: (i) they decay exponentially with the number $`n`$ of random variables involved; and (ii) the rate of decay is a function of the value (outcome) of the sum alone. In the present context, this means specifically that $`g_n(u)`$ has the form

$$g_n(u)e^{nD(u)}.$$
(11)
The sign ‘$``$’ above is there to emphasize that the large deviation approximation of the density $`g_n(u)`$ is ‘exponentially tight’ with $`n`$, i.e., that it is exact up to $`O(n^1\mathrm{ln}n)`$ marginal corrections to the rate of decay $`D(u)`$. This rate of decay or rate function is itself calculated as the Legendre transform of the quantity

$$\lambda (k)=\mathrm{ln}E[e^{ku(X)}]=\mathrm{ln}\underset{x𝒳}{}p(x)e^{ku(x)}$$
(12)
which is the cumulant generating function of the probability distribution $`p(x)`$ associated with the IID random variables. The result of this transform is

$$D(u)=uk(u)\lambda (k(u)),$$
(13)
$`k(u)`$ being the solution of

$$\frac{d\lambda (k)}{dk}|_{k(u)}=u.$$
(14)
A proof of this result can be found in  (see also the notes contained in  for a historical account of the developments of the theory of large deviations together with a list of the founding papers of this theory).

Physicists who are not familiar with the formalism of large deviations will probably look at the above formulae for calculating $`g_n(u)`$ as being quite formal if not fancy (in a pejorative way). For them, we offer the following alternative derivation of $`g_n(u)`$. Consider the density $`\mathrm{\Omega }_n(u)`$ of states $`x^n`$ having the same energy $`U_n(x^n)=u`$. Following the thermostatistics of Gibbs and Boltzmann, this density of states must be an exponential function of $`n`$ taking the form

$$\mathrm{\Omega }_n(u)e^{nH(u)},$$
(15)
where $`H(u)`$ is the entropy of the system at energy density $`u`$. As is well-known, the function $`H(u)`$ is also obtained by a Legendre transform, this time involving the logarithm of the one-particle partition function or free energy. Now, using the above approximation for $`\mathrm{\Omega }_n(u)`$, and the fact that all states $`x^n`$ such that $`U_n(x^n)=u`$ have the same probability

$$P_n(x^n:U_n(x^n)=u)=\frac{e^{\beta _0nu}}{Z(\beta _0)},$$
(16)
we can write

$$g_n(u)=\mathrm{\Omega }_n(u)P_n(x^n:U_n(x^n)=u)e^{n[u\beta _0+\mathrm{ln}Z(\beta _0)H(u)]}.$$
(17)
Thus, we arrive at

$$D(u)=u\beta _0+\mathrm{ln}Z(\beta _0)H(u).$$
(18)
One can verify that the above expression for the rate function is totally equivalent to the one found in the context of large deviation theory. Both expressions are, in fact, related by the transformation $`\beta (u)=\beta _0k(u)`$, where

$$\beta (u)=\frac{dH(u)}{du}$$
(19)
is the usual thermostatistical definition of the inverse temperature. The proof of this equivalence result follows, essentially, by noting that

$$\lambda (k)=\mathrm{ln}\underset{x𝒳}{}\frac{e^{\beta _0u(x)}}{Z(\beta _0)}e^{ku(x)}=\mathrm{ln}Z(\beta _0k)\mathrm{ln}Z(\beta _0),$$
(20)
and by using the familiar expression $`H(u)=u\beta (u)+\mathrm{ln}Z(\beta (u))`$ for the entropy. (The complete verification of the result is left as an exercise to the reader.)

Let us now turn to the matter of defining an inverse temperature $`\beta `$ for our system of IID particles, and to the complement matter of inferring the probability density $`f_n(\beta )`$. Following our discussion of temperature fluctuations, it should be expected that there are many ways by which one can assign a temperature to the microcanonical set of states defined by

$$M_n(u)=\{x^n:U_n(x^n)=u\}.$$
(21)
Also, it is to be expected that one definition of temperature may not necessarily coincide with another in the case of finite-size ($`n<\mathrm{}`$) systems. We illustrate this possibility by comparing below four different definitions or ‘flavors’ of temperature.

* Derivative of entropy or free energy. An obvious way to associate a temperature to the states in $`M(u)`$ is to take the energy derivative of the microcanonical entropy $`H(u)`$ as in Eq.(19). Equivalently, one can solve the equation

$$\frac{d\mathrm{ln}Z(\beta )}{d\beta }=u$$
(22)
for $`\beta `$, or compute the function $`k(u)`$ from Eq.(14) and use the relation $`\beta (u)=\beta _0k(u)`$. The inverse temperature obtained by any of these methods will be denoted by $`\beta _{th}(u)`$ to emphasize that it is based on intensive thermodynamic potentials which do not depend on $`n`$.
* Derivative of the density of state. A slightly different definition of inverse temperature is obtained by taking the ‘logarithmic derivative’ of $`\mathrm{\Omega }_n(u)`$ with respect to the total energy $`nu`$

$$\beta _\mathrm{\Omega }(u)=\frac{1}{\mathrm{\Omega }_n(u)}\frac{d\mathrm{\Omega }_n(u)}{d(nu)}=\frac{d\mathrm{ln}\mathrm{\Omega }_n(u)}{d(nu)}$$
(23)
in lieu of the derivative of the entropy exponent as in Eq.(19 ). This defines another inverse temperature $`\beta _\mathrm{\Omega }(u)`$ which differs from $`\beta _{th}(u)`$ by a term of order $`O(n^1\mathrm{ln}n)`$ which vanishes as $`n\mathrm{}`$.
* Gibbsian distribution of states. An inverse temperature $`\beta _L(u)`$ can be defined from a phenomenological point of view by fitting a given distribution of states $`L_n(x)`$ of mean energy $`U_n=u`$ with a Gibbs distribution of the form

$$L^u(x)=\frac{e^{\beta _L(u)u(x)}}{Z(\beta _L(u))}.$$
(24)
We have described this definition of temperature earlier (see Section 2), and have noted that it is accurate when $`n`$ is large. To be more precise, it is accurate in a probabilistic sense because, in theory, there is always a possibility that non-Gibbsian distributions $`L_n(x)`$ of mean energy $`U_n=u`$ can be observed. However, the probability associated with such a possibility is very small and vanishes rapidly as $`n\mathrm{}`$. To see why, let us consider all the states $`x^n`$ and their corresponding distributions $`L_n`$ present in the energy ‘box’ $`M(u)`$. What we want to show is that the probability $`P_n(L^u)`$ that $`L^u`$ is observed in $`M(u)`$ is overwhelmingly large compared to the probability $`P_n(L)`$ to observe any other distribution $`LL^u`$. To show this, we use another result of the theory of large deviations  which states that

$$\frac{P_n(L)}{P_n(L^u)}e^{n[H(L^u)H(L)]}=e^{n\mathrm{\Delta }H},$$
(25)
where

$$H(L)=\underset{x𝒳}{}L(x)\mathrm{ln}L(x)$$
(26)
is the Boltzmann-Gibbs-Shannon entropy, and $`\mathrm{\Delta }H=H(L^u)H(L)`$. Using the fact that $`L^u`$ is a maximum entropy distribution under the constraint $`U_n=u`$, it is easy to see that $`\mathrm{\Delta }H0`$ with equality if and only if $`L=L^u`$, so that $`P_n(L)/P_n(L^u)0`$ as $`n0`$. Moreover, the discrepancy between the two probabilities is exponentially large in $`n`$. Thus, for $`n`$ large it can be said that any distribution $`L_n`$ picked at random in $`M(u)`$ will be such that $`L_nL^u`$. As this holds for any $`M(u)`$, this implies that any measured distribution related to some randomly chosen state $`x^n`$ with $`n1`$ ought to be a Gibbs distribution or be very close to a Gibbs distribution with a probability nearly equal to 1.

The preceding paragraphs show that there is some arbitrariness in defining the concept of temperature for systems composed of a finite number of particles or degrees of freedom. In theory, there is some indeed; however, if $`n`$ is large, then defining the temperature in any of the ways described above should have little effect on the actual value of the temperature inferred. Thus, for all practical purposes, we can assume that $`\beta _{th}(u)\beta _\mathrm{\Omega }(u)\beta _L(u)`$ for $`n1`$. In view of what was said in Section 2, it should be noted that the particular approximation $`\beta _{th}(u)\beta _L(u)`$ is of deep consequences: if we look at the distributions $`L_n(x)`$ associated to the states $`x^n𝒳^n`$, then we are likely to realize that the majority of these distributions, i.e., those which have the most probability to be observed, form a set of Gibbs distributions $`L^u`$ parameterized by a fluctuating inverse temperature $`\beta (u)`$ (from now on we do not distinguish between the different flavors of inverse temperature). This means that for $`1n<\mathrm{}`$ all the statistical and thermodynamic properties of our system can be described, in an effective manner, using an ensemble of Gibbs distributions with a fluctuating temperature. The probability density $`f_n(\beta )`$ ruling the inverse temperature fluctuations must, in this case, be given by

$$f_n(\beta )=g_n(u(\beta ))\left|\frac{du(\beta )}{d\beta }\right|,$$
(27)
where $`u(\beta )`$ is the inverse function of $`\beta (u)`$. Using this density, one then defines a ‘mixed’ or ‘average’ Gibbs distribution of one-particle states as follows:

$$\stackrel{~}{L}(x)=L^{u(\beta )}f_n(\beta )𝑑\beta =\frac{e^{\beta u(x)}}{Z(\beta )}f_n(\beta )𝑑\beta .$$
(28)
This integral is a definite integral which must be evaluated over the range of definition of $`\beta `$. Equivalently, the average can be taken over the energy coordinate:

$$\stackrel{~}{L}(x)=L^ug_n(u)𝑑u=\frac{e^{\beta (u)u(x)}}{Z(\beta (u))}g_n(u)𝑑u.$$
(29)
In the above equation, be sure to distinguish the energy function $`u(x)`$ from the value $`u`$ of the mean energy $`U_n`$. Also note the slight difference between these mixed distributions and those proposed by Wilk et al. and Beck: in our version of mixed distributions, we take the average over the Gibbs factor $`e^{\beta u(x)}`$ normalized by the partition function which is itself a function of $`\beta `$ (compare Eqs.(3 ) and (28)).

## 4 The case of the perfect gas

As an application of the large deviation formalism, we carry out in this section the complete calculation of $`g_n(u)`$ and $`f_n(\beta )`$ for $`u(x)=x^2/2`$. By using this form of energy, we assume that the particles composing the gas have a unit mass, and that their momentum $`x_i`$, $`i=1,2,\mathrm{},n`$, is confined to one dimension ($`𝒳`$ is the real line extending from $`\mathrm{}`$ to $`+\mathrm{}`$). We also abstract out the position of the particles from the analysis, since the mean energy $`U_n`$ of the $`n`$ particles does not depend on the position degree of freedom.

To find $`g_n(u)`$, we first calculate the rate function $`D(u)`$ using the Legendre transform method. The cumulant generating function associated with the quadratic energy function is calculated to be

$$\lambda (k)=\mathrm{ln}_{\mathrm{}}^{\mathrm{}}\frac{e^{\beta _0x^2/2}}{Z(\beta _0)}e^{kx^2/2}𝑑x=\frac{1}{2}\mathrm{ln}\frac{\beta _0}{\beta _0k}.$$
(30)
From this equation, we find the ‘translated’ inverse temperature $`k(u)`$ by solving

$$\frac{d\lambda (k)}{dk}|_{k(u)}=\frac{1}{2}\frac{1}{\beta _0k(u)}=u$$
(31)
The solution is $`k(u)=\beta _0(2u)^1`$, so that

$$D(u)=uk(u)\lambda (k(u))=u\beta _0\frac{1}{2}\frac{1}{2}\mathrm{ln}2\beta _0u.$$
(32)
Thus,

$$g_n(u)u^{n/2}e^{nu\beta _0}.$$
(33)
This form of density is a variant of the $`\chi ^2`$ or gamma density mentioned previously with $`n`$ as the number of degrees of freedom . Note that this density for the mean energy can be derived directly by noting that $`U_n`$, for $`u(x)=x^2/2`$, is a normalized sum of squares of $`n`$ Gaussian random variables. In statistics, this is usually how the $`\chi ^2`$ density is introduced .

At this point, the density $`f_n(\beta )`$ describing the fluctuations of $`\beta `$ is readily deduced from the expression of $`g_n(u)`$ found above by calculating the physical inverse temperature $`\beta (u)`$. To this end, we can use the fact that $`\beta (u)=\beta _0k(u)`$ or use the equipartition theorem to find in both cases that $`\beta (u)=(2u)^1`$. Hence, following Eq.(27), $`f_n(\beta )`$ must have the form

$$f_n(\beta )\frac{1}{\beta ^{n/2}}e^{\frac{n\beta _0}{2\beta }}\frac{1}{\beta ^2}.$$
(34)
Normalizing this expression for $`\beta [0,\mathrm{})`$ yields

$$f_n^{ld}(\beta )=\frac{\beta _0}{\mathrm{\Gamma }(\frac{n}{2})}\left(\frac{n\beta _0}{2}\right)^{n/2}\beta ^{n/22}e^{\frac{n\beta _0}{2\beta }}$$
(35)
as the large deviation ($`ld`$) approximation of $`f_n(\beta )`$. A plot of this density for two values of $`n`$ ($`10`$ and $`100`$) is shown in Fig. 1 with $`\beta _0=1`$. The plot corresponding to $`n=10`$ has no real physical significance, since the large deviation approximation is not expected to be effective in this case. However, it is presented to illustrate the skewness (to the right) of $`f_n(\beta )`$ which disappears as $`n\mathrm{}`$. The maximum value of $`f_n(\beta )`$ is given by $`\beta _{\mathrm{max}}=\beta _0n/(4+n)`$. As expected, $`f_n(\beta )`$ converges (in a uniform sense) to the thermodynamic-limit density $`f_{\mathrm{}}(\beta )=\delta (\beta \beta _0)`$ when $`n\mathrm{}`$; this is partially seen by looking at Fig. 1. By virtue of the law of large numbers, $`g_n(u)`$ must also converge in the same limit to a $`\delta `$ density taking this time the form $`g_{\mathrm{}}(u)=\delta (uu(\beta _0))`$ where

$$u(\beta _0)=E[u(X)]=_{\mathrm{}}^{\mathrm{}}\frac{e^{\beta _0x^2/2}}{Z(\beta _0)}\frac{x^2}{2}𝑑x=\frac{1}{2\beta _0}.$$
(36)
We now come to the main point of our study which is to compare the $`f_n(\beta )`$ density obtained here and the $`\chi ^2`$ probability density of Eq.(2 ) which was ‘postulated’ by Wilk et al. and Beck in their studies of mixed distributions (see Section 2). To establish this comparison, we present in Fig. 2 two plots of $`f_n^{ld}(\beta )`$ for two different values of $`n`$ and a variant of the $`\chi ^2`$ $`\beta `$ -density proposed by Beck

$$f_n^B(\beta )=\frac{1}{\mathrm{\Gamma }(\frac{n}{2})}\left(\frac{n}{2\beta _0}\right)^{n/2}\beta ^{n/21}e^{\frac{n\beta }{2\beta _0}},$$
(37)
which results from identifying $`1/(q1)`$ in Eq.(2) with $`n/2`$ . The plots are presented again for $`n=10`$ and $`n=100`$. A rapid inspection of the expressions of $`f_n^{ld}`$ and $`f_n^B`$ reveals that these densities are not at all the same. The density $`f_n^B`$ can in fact be viewed as emerging from the sum of the squares of $`n`$ Gaussian random variables, whereas, in our case, the sum of squared Gaussian random variables arises as the mean energy, and so as $`\beta ^1`$ modulo some constant. This explains why performing the change of variables $`\beta \beta ^1`$ in $`f_n^{ld}`$ yields $`f_n^B`$ modulo some constant and a Jacobian term arising from the change of variables. In spite of this important difference, the second plot of Fig. 2 shows that both densities are remarkably similar as $`n`$ gets large. This, at first, does not seem surprising as both densities converge to the delta density $`f_{\mathrm{}}(\beta )`$ in the thermodynamic limit $`n\mathrm{}`$. However, it is to be noted that each of them gives totally different mixed distributions when they are used in Eq.(28). Indeed, it can be shown  that the mixed distribution associated with $`f_n^{ld}`$ has the asymptotic form

$$\stackrel{~}{L}_n^{ld}(x)e^{\left|x\right|}$$
(38)
for $`|x|1`$, instead of

$$\stackrel{~}{L}^B(x)e_q^{x^2},$$
(39)
where $`q=12/n`$. Both of these results should be compared with the (pure) Gibbsian distribution

$$L^G(x)e^{x^2}$$
(40)
which is the limiting distribution of $`\stackrel{~}{L}_n^{dl}`$ and $`\stackrel{~}{L}_n^B`$ in the thermodynamic limit ($`n\mathrm{}`$).

The above scaling relationships clearly indicate that choosing between $`f_n^{ld}(\beta )`$ or $`f_n^B(\beta )`$ has a dramatic consequence on the functional form of the mixed distribution calculated even for $`n1`$. Does that imply that our model of temperature fluctuations cannot serve as a model of the non-Gibbsian distributions which have been observed in turbulent fluid experiments as well as in nuclear scattering experiments? The answer is not as straightforward as one would think. First, it is not at all clear that turbulent fluids can actually be treated in the canonical ensemble and/or that the perfect gas assumption is a valid approximation in this case. These points call for further justifications. Second, the extreme events $`\left|x\right|1`$ needed to validate either one of two temperature densities compared in this work are often very difficult to detect experimentally in a reliable way. Surely, additional calculations and experimental data would be welcome in order to test the validity of our approach, and to confront it with that of the authors mentioned in the present study. This seems to be especially true for nuclear scattering experiments which are usually thought to fit perfectly well into the canonical ensemble picture .

## 5 Concluding remarks

Our treatment of the energy and temperature fluctuations of a system coupled to a heat bath has focused mainly on the perfect gas. However, it is worth noting that the large deviation approach presented in this paper for calculating the energy and temperature probability densities in the canonical ensemble is very general. It can be applied independently of the form of the energy function $`u(x)`$ which defines the mean energy $`U_n`$, and can also be generalized without too much difficulties to cases involving other forms of probability distribution for $`P_n(x^n)`$ (e.g., $`q`$ -exponential distributions). In this context, an obvious extension of our work could be to consider different forms for $`u(x)`$, and to look at the mixed distributions which result from the corresponding temperature fluctuations. This line of thought has been followed recently by Beck and Cohen  who derived a number of ‘superstatistical’ mixed distributions (sometimes unphysical ones) by assuming different forms of temperature fluctuations. Another problem could be to solve the following ‘inverse problem’: for which $`u(x)`$ is $`f_n(\beta )`$ the same $`\chi ^2`$ density as the one suggested by Beck? Finally, note that a large deviation calculation of $`g_n(u)`$ and $`f_n(\beta )`$ can also be carried out for systems involving dependent random variables. Unfortunately, the calculations leading to the specific forms of $`g_n(u)`$ and $`f_n(\beta )`$ in this case are likely to be tedious. Also, the concept of mixed distribution does not generalize easily to the case of interacting particles because the Eqs.(25) and (26) which were used to prove that Gibbs distributions are the only distributions likely to be observed in large systems are valid for sequences of IID random variables only. It is, in fact, a long-standing open problem of large deviation theory to generalize these equations to sequences of dependent random variables. Solving this problem would have direct consequences in statistical physics, for it implies ipso facto a generalization of the maximum entropy principle to systems of interacting particles.

## Acknowledgments

It is a pleasure for me to thank M. Gell-Mann and C. Tsallis for the kind invitation to participate to the Workshop on Interdisciplinary Applications of Nonextensive Statistical Mechanics. I also want to thank S. Lloyd who shares a great part of responsibility for my visit at the Santa Fe Institute. This work has been supported in part by the Natural Sciences and Engineering Research Council of Canada, and the Fonds québécois de la recherche sur la nature et les technologies.

## References


text:
# Objects of Categories as Complex Numbers

###

Consider the following absurd argument concerning planar, binary, rooted, unlabelled trees (Blass ). Every such tree is either the trivial tree or consists of a pair of trees joined together at the root, so the set $`T`$ of trees is isomorphic to $`1+T^2`$. Pretend that $`T`$ is a complex number and solve the quadratic $`T=1+T^2`$ to find that $`T`$ is a primitive sixth root of unity and so $`T^6=1`$. Deduce that $`T^6`$ is a one-element set; realize immediately that this is wrong. Notice that $`T^7T`$ is, however, not obviously wrong, and conclude that it is therefore right. In other words, conclude that there is a bijection $`T^7T`$ built up out of copies of the original bijection $`T\mathrm{\hspace{0.17em}1}+T^2`$: a tree is the same as seven trees.

The point of this paper is to show that ‘nonsense proofs’ of this kind are, actually, valid. Our main result is approximately this:

> Let $`p`$, $`q_1`$ and $`q_2`$ be polynomials over $``$. If
>
> $$t=p(t)q_1(t)=q_2(t)$$
>
> for all complex numbers $`t`$, then
>
> $$Tp(T)q_1(T)q_2(T)$$
>
> for all objects $`T`$ of any category in which it makes sense to add and multiply objects.

This is subject to some restrictions on the three polynomials. For instance (Theorem 5.2), it suffices to assume that $`p(x)x`$ is primitive, has degree at least two, has non-zero constant term, and has no repeated complex roots, and that neither $`q_1`$ nor $`q_2`$ is constant. The last condition is what forbids the conclusion $`T^6\mathrm{\hspace{0.17em}1}`$ in our example.

The story began with one sentence of Lawvere in 1990 (, p. 11):

> I was surprised to note that an isomorphism $`x=1+x^2`$ \[…\] always induces an isomorphism $`x^7=x`$.

Provoked by this, Blass analysed the situation in detail, producing amongst other things an explicit bijection between the set $`T`$ of trees and the set $`T^7`$ of 7-tuples of trees; he called the phenomenon ‘Seven Trees in One’ . There are many such bijections, none of them particularly intuitive. Each corresponds to a way of building an isomorphism $`T\stackrel{}{}T^7`$ from a given isomorphism $`T\stackrel{}{}1+T^2`$ using only multiplication and addition. One such (not Blass’s) runs as follows: first note that for each $`n1`$, we may multiply the given isomorphism by $`T^{n1}`$ (on the left, say) to obtain an isomorphism $`T^n\stackrel{}{}T^{n1}+T^{n+1}`$; use this repeatedly to build a chain of isomorphisms

$`T`$ $`\stackrel{}{}`$ $`1+T^2`$
$`\stackrel{}{}`$ $`1+T+T^3`$
$`\stackrel{}{}`$ $`1+T+T^2+T^4`$
$`\stackrel{}{}`$ $`2T+T^4`$
$`\mathrm{}`$ $`\mathrm{}`$
$`\stackrel{}{}`$ $`T^7,`$
with 18 isomorphisms in total.

We began by trying this method on other polynomials. For example, we considered trees in which each vertex has either one or two branches coming up out of it, the set $`T`$ of which satisfies $`T\mathrm{\hspace{0.17em}1}+T+T^2`$. The complex solutions are $`t=\pm i`$, which of course satisfy $`t^5=t`$, and indeed we were able to build an isomorphism $`T^5T`$ in a manner similar to the one for $`T^7`$ above. (In fact this example is of special interest: it leads to a ‘categorified’ or ‘objectified’ version of the Gaussian integers, as discussed in .) More generally, we were able to show that for $`n2`$,

$$T\mathrm{\hspace{0.17em}1}+T+T^nT^{2n+1}T,$$

and with some effort, found a proof that

$$T\mathrm{\hspace{0.17em}1}+T+T^2(1+T)^9\mathrm{\hspace{0.17em}16}(1+T).$$

We hoped, of course, that there would turn out to be some general theorem of which all these isolated results were special cases. Our hope was fulfilled, and the subject of this paper is that theorem. We have therefore solved the problem posed by Blass in Section 2 of .

Here is the strategy. Our goal is to turn arguments using complex numbers into arguments using only addition and multiplication. Basic commutative algebra (Section 1) shows that subject to some conditions on the polynomials involved, if the implication

$$t=p(t)q_1(t)=q_2(t)$$

holds for all complex numbers $`t`$ then it holds for all elements $`t`$ of all rings. We want to conclude that it holds for all rigs (ri*n*gs without *n*egatives, also known as semirings, Section 2). So the challenge is to discover how to turn a proof that uses subtraction into one that does not. In precise terms, this is a matter of cancellability in the underlying additive semigroup of the quotient rig

$$[x]/(x=p(x)).$$

We therefore develop (Section 3) a small amount of general theory of cancellability in semigroups, and using the assumptions on $`p`$, $`q_1`$ and $`q_2`$ we establish (Section 4) the necessary cancellability properties of this particular semigroup. This is the heart of the paper.

We finish (Section 5) by assembling the pieces to give a proof of the main theorem and looking at some further examples.

### Acknowledgements

We are grateful to Bill Lawvere and Steve Schanuel for a remark that gave us the last piece of the jigsaw: see Section 3. We also thank Susan Howson, Peter Johnstone, Maxim Kontsevich, and Mark Lawson for useful remarks.

## 1 Rings

Our rings will always be equipped with multiplicative identities, but need not be commutative.

###### Definition 1.1

Let $`p_1,p_2,q_1,q_2[x]`$. We say that

$$p_1(x)=p_2(x)q_1(x)=q_2(x)\text{ ring-theoretically}$$

if the following equivalent conditions hold:

1. for all rings $`A`$ and all $`aA`$, if $`p_1(a)=p_2(a)`$ then $`q_1(a)=q_2(a)`$
2. as (a), but restricted to commutative rings
3. $`q_1`$ and $`q_2`$ represent the same element of the quotient ring $`[x]/(p_1p_2)`$
4. $`(p_1p_2)`$ divides $`(q_1q_2)`$ in the ring $`[x]`$.

(Condition (c) implies condition (a) by the universal property of the quotient, and the other implications are trivial.)

As suggested by Blass , the first step of ‘rehabilitating’ nonsense proofs is to rid them of complex numbers and turn them into ring theory. So, we start by assuming that

$$p_1(x)=p_2(x)q_1(x)=q_2(x)$$

for complex numbers and try to deduce that the same implication holds ring-theoretically. This will not work in general: for instance, each of the implications

$`x=2+x+2x^2`$ $``$ $`x=1+x+x^2`$ (1)
$`x=1+3x+x^2`$ $``$ $`x=1+2x`$ (2)
holds for complex numbers but fails ring-theoretically. We therefore seek classes of polynomials for which the deduction is possible.

###### Proposition 1.2

Let $`p_1,p_2,q_1,q_2[x]`$. Suppose that the polynomial $`(p_1p_2)[x]`$ is primitive and has no repeated complex roots, and that each complex root $`t`$ satisfies $`q_1(t)=q_2(t)`$. Then

$$p_1(x)=p_2(x)q_1(x)=q_2(x)\text{ ring-theoretically.}$$

(Recall that a polynomial over $``$ is primitive if the greatest common divisor of its coefficients is $`1`$. The following proof is little more than Gauss’s Lemma: the product of primitive polynomials is primitive.)

* Proof By the division algorithm,

$$q_1q_2=f(p_1p_2)+g$$

for some $`f,g[x]`$ with $`g=0`$ or $`\mathrm{deg}(g)<\mathrm{deg}(p_1p_2)`$. Each of the $`\mathrm{deg}(p_1p_2)`$ complex roots of $`p_1p_2`$ is a root of $`q_1q_2`$, so of $`g`$ too; hence $`g=0`$. If $`f=0`$ then certainly $`f[x]`$, and we are done. Otherwise we may write $`f=\stackrel{~}{f}/k`$ with $`k`$ a non-zero integer and $`\stackrel{~}{f}[x]`$ a primitive polynomial, and then

$$k(q_1q_2)=\stackrel{~}{f}(p_1p_2),$$

so by Gauss’s Lemma $`k=\pm 1`$ and $`f[x]`$ again. $`\mathrm{}`$

Implications (1) and (2) show that the conditions on primitivity and distinctness of roots cannot be dropped.

## 2 Rigs

A rig is a set $`A`$ equipped with elements $`0`$ and $`1`$ and binary operations $`+`$ and $``$ such that $`(A,0,+)`$ is a commutative monoid, $`(A,1,)`$ is a monoid, and the distributive laws hold:

$$\begin{array}{ccccccc}\hfill 0& =& a0\hfill & & \hfill 0& =& 0a\hfill \\ \hfill ab+ac& =& a(b+c)\hfill & & \hfill ba+ca& =& (b+c)a\hfill \end{array}$$

for all $`a,b,cA`$.

###### Examples 2.1

1. Any ring is a rig.
2. The initial rig is the set $``$ of natural numbers, with its usual arithmetic.
3. The free rig on one generator is the set $`[x]`$ of polynomials over $``$.
4. Any distributive lattice $`A`$ is a rig: $`+`$ is least upper bound, $`0`$ is the least element, $``$ is greatest lower bound, and $`1`$ is the greatest element.

One might be tempted to try to turn all rigs into rings by adjoining negatives formally. This can certainly be done (and defines a left adjoint to the inclusion functor $`\mathrm{𝐑𝐢𝐧𝐠𝐬}\mathrm{𝐑𝐢𝐠𝐬}`$), but destroys a lot of information. For example, if $`A`$ is a distributive lattice then $`a+a=a`$ for all $`aA`$, which in the presence of negatives implies $`a=0`$, so $`A`$ collapses to the trivial ring.
5. The class of all cardinals, with their usual arithmetic, forms a large rig. A set-theoretically respectable version is $`\{\text{cardinals }<\kappa \}`$, for any infinite cardinal $`\kappa `$.

As with any kind of algebraic structure, it makes sense to talk about quotients of rigs. A congruence on a rig $`A`$ is an equivalence relation $``$ on $`A`$ such that if $``$ is regarded as a subset of the product rig $`A\times A`$ then it is a sub-rig. Explicitly, this means that if $`aa^{}`$ and $`bb^{}`$ then $`a+ba^{}+b^{}`$ and $`aba^{}b^{}`$. This is precisely the condition needed on the equivalence relation $``$ in order that the set $`A/`$ of equivalence classes inherits the structure of a rig.

###### Examples 2.2

1. The relation ‘has the same degree as’ defines a congruence $``$ on $`[x]`$. We call the quotient $`[x]/`$ the rig of degrees. It has countably many elements, conveniently written as $`L^{\mathrm{}},L^0,L^1,L^2,\mathrm{}`$, with operations

$$\begin{array}{ccccccc}\hfill L^m+L^n& =& L^{\mathrm{max}\{m,n\}}\hfill & & \hfill L^mL^n& =& L^{m+n}\hfill \\ \hfill 0& =& L^{\mathrm{}}\hfill & & \hfill 1& =& L^0\hfill \end{array}$$

($`m,n\{\mathrm{}\}`$). These equations make sense if $`L`$ is thought of as a large number.
2. Dually, define the codegree of a polynomial $`q(x)`$ as the least $`n`$ for which $`q(x)`$ has a non-zero coefficient in $`x^n`$, or as $`\mathrm{}`$ if $`q=0`$. The quotient of $`[x]`$ by the congruence ‘has the same codegree as’ is the rig of codegrees, which has elements $`\epsilon ^{\mathrm{}},\epsilon ^0,\epsilon ^1,\epsilon ^2,\mathrm{}`$ and operations appropriate for $`\epsilon `$ being small.

Any relation on a rig generates a congruence, which can be defined as the intersection of all congruences containing the given relation. We are particularly interested in the congruence $``$ on $`[x]`$ generated by declaring equivalent two polynomials $`p_1`$ and $`p_2`$. This can be described explicitly as follows: $`q_1q_2`$ if and only if there is a finite sequence of polynomials

$$q_1=r_0,r_1,\mathrm{},r_{n1},r_n=q_2$$

(for some $`n`$) such that for each $`i\{1,\mathrm{},n\}`$, there exist $`f[x]`$ and $`k`$ satisfying

$$\{r_{i1}(x),r_i(x)\}=\{f(x)+x^kp_1(x),f(x)+x^kp_2(x)\}.$$
(3)
We write the quotient rig $`[x]/`$ as $`[x]/(p_1=p_2)`$.

The situation for *rings* is much easier: congruences, defined analogously, correspond to ideals, and if we generate a congruence $``$ on the ring $`[x]`$ by identifying polynomials $`p_1`$ and $`p_2`$ then $`q_1q_2`$ if and only if $`(p_1p_2)`$ divides $`(q_1q_2)`$ in $`[x]`$. So the following definition is precisely analogous to Definition 1.1.

###### Definition 2.3

Let $`p_1,p_2,q_1,q_2[x]`$. We say that

$$p_1(x)=p_2(x)q_1(x)=q_2(x)\text{ rig-theoretically}$$

if the following equivalent conditions hold:

1. for all rigs $`A`$ and all $`aA`$, if $`p_1(a)=p_2(a)`$ then $`q_1(a)=q_2(a)`$
2. as (a), but restricted to commutative rigs
3. $`q_1`$ and $`q_2`$ represent the same element of the quotient rig $`[x]/(p_1=p_2)`$
4. there is a finite sequence $`r_0,\mathrm{},r_n`$ of elements of $`[x]`$ (for some $`n`$) satisfying $`r_0=q_1`$, $`r_n=q_2`$, and the condition described in (3).

We want to discuss categories in which objects can be added and multiplied. Such categories bear the same conceptual relation to rigs as monoidal categories do to monoids. So, a rig category is a category $`𝒜`$ equipped with a symmetric monoidal structure $`(,0)`$ and a monoidal structure $`(,I)`$ with the latter distributing over the former up to coherent isomorphism—in other words, there are specified isomorphisms

$$\begin{array}{ccccccc}\hfill 0& \stackrel{}{}& T0\hfill & & \hfill 0& \stackrel{}{}& 0T\hfill \\ \hfill (TU)(TV)& \stackrel{}{}& T(UV)\hfill & & \hfill (UT)(VT)& \stackrel{}{}& (UV)T\hfill \end{array}$$

for each $`T,U,V𝒜`$. The distributivity, associativity and unit axioms are required to satisfy various axioms; see Laplaza  for details. Any polynomial $`p[x]`$ and object $`T`$ of a rig category $`𝒜`$ give rise to a new object $`p(T)`$ of $`𝒜`$, which the axioms ensure is well-defined up to canonical isomorphism.

###### Examples 2.4

1. A distributive category is a category in which finite coproducts and products exist and the latter distribute over the former. Any such is naturally a rig category. Examples are the category of sets, the category of topological spaces, any bicartesian closed category, and any distributive lattice.
2. The category of sets and partial functions, with disjoint union as $``$ and cartesian product as $``$, is a rig category.
3. The category of modules over a fixed commutative ring, with the usual $``$ and $``$, is a rig category. The same goes for the category of representations of a group and the category of vector bundles over a topological space.
4. A discrete rig category (one in which the only morphisms are the identities) is merely a rig.

The set (or class) of isomorphism classes of objects of a rig category forms a (possibly large) rig, called its Burnside rig. For instance, the Burnside rig of the distributive category of sets is the rig of cardinals (2.1(e)). The Burnside rigs of the categories in (c) are basic to $`K`$-theory and representation theory. (In those subjects the Burnside rig is no sooner formed than turned into a ring, and, as pointed out in 2.1(d), this process potentially destroys information: the ‘Eilenberg swindle’ of $`K`$-theory. For this reason, among others, the categories of (c) are actually replaced by certain subcategories.)

By considering Burnside rigs and discrete rig categories we see that a further equivalent condition may be added to Definition 2.3:

1. for all rig categories $`𝒜`$ and all $`T𝒜`$, if $`p_1(T)p_2(T)`$ then $`q_1(T)q_2(T)`$.

Moreover, suppose that the rig-theoretic implication holds and that we are given a specific isomorphism $`p_1(T)\stackrel{}{}p_2(T)`$, for some $`T`$ and $`𝒜`$. Then there exists a chain $`r_0,\mathrm{},r_n`$ of polynomials as in condition 2.3(d), and we can build from it a specific isomorphism $`q_1(T)\stackrel{}{}q_2(T)`$. This is exactly how the 18-step isomorphism $`T\stackrel{}{}T^7`$ in the introduction was built.

If a proof can be done without using subtraction then it can certainly be done with subtraction available; in other words, if an implication holds rig-theoretically then it certainly holds ring-theoretically. This paper is about going the other way, and the next result shows that it is a question of cancellability.

###### Proposition 2.5

Let $`p_1,p_2,q_1,q_2[x]`$ and suppose that

$$p_1(x)=p_2(x)q_1(x)=q_2(x)\text{ ring-theoretically}.$$

Then there exists $`s[x]`$ such that

$$p_1(x)=p_2(x)q_1(x)+s(x)=q_2(x)+s(x)\text{ rig-theoretically}.$$

* Proof We are given that there exists $`r[x]`$ satisfying

$$q_1q_2=r(p_1p_2)$$

in $`[x]`$. We may write $`r=r_1r_2`$ for some $`r_1,r_2[x]`$, and then

$$q_1+r_1p_2+r_2p_1=q_2+r_1p_1+r_2p_2$$

in $`[x]`$. Put $`s=r_1p_1+r_2p_2`$: then $`q_1+s`$ and $`q_2+s`$ represent the same element of the quotient rig $`[x]/(p_1=p_2)`$, as required. $`\mathrm{}`$

## 3 Cancellation in commutative semigroups

A commutative semigroup $`(A,)`$ is a set $`A`$ equipped with a commutative associative binary operation $``$. In general, $`a_1b=a_2b`$ does not imply $`a_1=a_2`$, but in this section we give a condition under which it does.

Later we will apply this to the underlying additive semigroup of a rig, but it seems to be easier to understand the following results if the semigroup operation $``$ is thought of as multiplication. Informally, take a commutative semigroup and call an element ‘high’ if every element divides it. Then the set of high elements is closed under multiplication, and in it every element divides every other element. This says that the set of high elements is, if not empty, a group. So given an equation $`a_1b=a_2b`$ in which each $`a_i`$ is high, we may post-multiply each side by $`a_1`$ then divide through by the high element $`ba_1`$ to conclude that $`a_1=a_2`$.

Formally, given a commutative semigroup $`(A,)`$, define a relation $`_A`$ on $`A`$ by

$$b_Aa\text{there exists }cA\text{ satisfying }bc=a.$$

The notation is potentially misleading: $`_A`$ is transitive but not necessarily reflexive (consider strictly positive numbers under addition) or antisymmetric (consider an abelian group). However, $`_A`$ has the expected meaning when $`(A,)=(,+)`$ or when $``$ is the least upper bound operation on a (semi-)lattice (*cf*2.1(d)).

An element $`a`$ of $`A`$ is called high if $`b_Aa`$ for all $`bA`$, and the set of high elements of $`A`$ is written $`H(A)`$. This set may be empty (as for $`(,+)`$), or all of $`A`$ (as for abelian groups), or somewhere in between (interesting examples of which occur later). We call $`A`$ a clique if $`b_Aa`$ for all $`a,bA`$, or, equivalently, if $`H(A)=A`$.

###### Lemma 3.1

Let $`(A,)`$ be a commutative semigroup. Then $`H(A)`$ is a sub-semigroup of $`A`$, and $`(H(A),)`$ is a clique.

* Proof Let $`a,bH(A)`$. We have to show that $`abH(A)`$ and that there exists $`cH(A)`$ satisfying $`a=bc`$. In fact, we can do both without knowing that $`b`$ is high. First, we have $`ab_AaH(A)`$, hence $`abH(A)`$. Second, we have $`a_Aba`$, so there exists $`dA`$ satisfying $`a=bad`$; take $`c=adH(A)`$. $`\mathrm{}`$

We observed earlier that any abelian group is a clique. The next result is very nearly the converse.

###### Lemma 3.2

A commutative semigroup is a clique if and only if it is empty or an abelian group.

* Proof Let $`(B,)`$ be a nonempty clique, and pick an element $`d`$. Since $`d_Bd`$, there exists $`zB`$ satisfying $`dz=d`$. For any $`bB`$ we have $`b_Bd`$, so there exists $`cB`$ satisfying $`b=dc`$, and then using commutativity, $`bz=b`$. Hence $`z`$ is a unit for $``$. Also, $`B`$ has inverses: if $`bB`$ then $`b_Bz`$. $`\mathrm{}`$

###### Corollary 3.3

If $`A`$ is a commutative semigroup then $`H(A)`$ is either empty or, when equipped with the inherited binary operation, an abelian group. $`\mathrm{}`$

This corollary may be in the semigroup literature, but we have been unable to find it.

Beware that even if the semigroup $`A`$ has a unit, this is very likely *not* the unit of $`H(A)`$. (Indeed, the units can only be the same if $`A`$ is an abelian group to start with.) For a simple example, take $`A`$ to be a lattice and $``$ to be least upper bound: then the unit of $`A`$ is the least element, but $`H(A)`$ is the singleton consisting of the greatest element.

###### Corollary 3.4

Let $`a_1`$ and $`a_2`$ be high elements of a commutative semigroup $`(A,)`$. If there exists $`bA`$ such that $`a_1b=a_2b`$ then $`a_1=a_2`$. $`\mathrm{}`$

As explained, we will apply these results when $`A`$ is the underlying additive semigroup of a rig. In that case, although we will not need to know it, we have:

###### Corollary 3.5

If $`A`$ is a rig then $`H(A,+)`$ is either empty or, when equipped with the inherited binary operations, a ring.

* Proof In the notation of 3.2, the multiplicative unit is $`1+z`$. The only non-trivial check is that $`az=z`$ for all high $`a`$. $`\mathrm{}`$

We arrived at the results of this section after a conversation between one of us (M.F.) and Bill Lawvere, in which Lawvere mentioned a result of Steve Schanuel’s that ‘the infinite-dimensional elements form a ring’. But we do not know any details of this work beyond what is in .

## 4 High polynomials

Our final task is to find the high elements of the quotient rig $`[x]/(p_1=p_2)`$ (or rather, its underlying additive semigroup). We do this under several assumptions, the most sweeping of which is that $`p_1(x)=x`$.

Fix a polynomial $`p(x)[x]`$. To lighten the notation, we say that a polynomial $`f`$ is high to mean that its image $`[f]`$ in the quotient $`[x]/(x=p(x))`$ is high, and write $`gf`$ to mean $`[g]_{[x]/(x=p(x))}[f]`$. Observe that $``$ is compatible with multiplication: if $`g_1f_1`$ and $`g_2f_2`$ then $`g_1g_2f_1f_2`$.

###### Lemma 4.1

If $`p`$ has non-zero constant term then $`1xx^2\mathrm{}`$.

* Proof We have $`p(x)1`$ by hypothesis, so $`x1`$, and multiplying through by $`x^n`$ gives $`x^{n+1}x^n`$ for all $`n`$. $`\mathrm{}`$

###### Lemma 4.2

If $`p`$ has non-zero constant term and degree at least two then

1. $`xnx`$ for all $`n`$, and
2. $`xx^n`$ for all $`n`$.

* Proof The hypotheses imply that $`x1+x^d`$ for some $`d2`$. By induction, it is enough to prove each of (a) and (b) when $`n=2`$; and using Lemma 4.1,

$$xx^dx^{d1}(1+x^d)=x^{d1}+x^{2d1}2x$$

and

$$xx^dx^2.$$

$`\mathrm{}`$

###### Proposition 4.3

If $`p`$ has non-zero constant term and degree at least two then every non-constant polynomial is high.

* Proof By Lemma 4.2,

$$xkxx^{n_1}+x^{n_2}+\mathrm{}+x^{n_k}$$

for all $`k,n_1,\mathrm{},n_k`$; in other words, $`x`$ is high. The result then follows from Lemma 4.1. $`\mathrm{}`$

We will not need to know it, but under the hypotheses of the Proposition, the high polynomials are precisely the non-constants. This can be proved by considering the 3-element quotient rig of $`[x]`$ in which the equivalence classes are $`\{0\}`$, the set of non-zero constants, and the set of non-constants. So by Corollary 3.5, the non-constant polynomials form a ring. The quotient rig $`[x]/(x=p(x))`$ is the disjoint union of this ring with the set of natural numbers.

## 5 The Main Theorem

We have now done all the work and can read off the main theorem, of which we give two slightly different versions.

###### Theorem 5.1

Let $`p,q_1,q_2[x]`$ be polynomials such that $`p`$ has non-zero constant term and degree at least two and $`q_1`$ and $`q_2`$ have degree at least one. If

$$x=p(x)q_1(x)=q_2(x)\text{ ring-theoretically}$$

then the same is true rig-theoretically.

* Proof Assemble Proposition 2.5, Corollary 3.4, and Proposition 4.3. $`\mathrm{}`$

###### Theorem 5.2

Let $`p,q_1,q_2`$ be polynomials as in the first sentence of Theorem 5.1. Suppose that the polynomial $`p(x)x[x]`$ is primitive and has no repeated complex roots, and that each complex root $`t`$ satisfies $`q_1(t)=q_2(t)`$. Then

$$x=p(x)q_1(x)=q_2(x)\text{ rig-theoretically.}$$

* Proof Assemble Proposition 1.2 and Theorem 5.1. $`\mathrm{}`$

The first version is more general, and is the one to use when the complex solutions of $`x=p(x)`$ are hard to find. To apply it we verify by the division algorithm that the ring-theoretic implication holds. The second version is more useful when the solutions of $`x=p(x)`$ are known or easily calculated, and is applied by simply checking that $`q_1(t)=q_2(t)`$ for each solution $`t`$.

The proofs are constructive. So, if we are given polynomials $`p,q_1,q_2`$ satisfying the hypotheses of either 5.1 or 5.2 then unwinding the proof gives an explicit sequence of polynomials demonstrating the rig-theoretic implication (as in Definition 2.3(d)). Combining this with the observations of Section 2, if we are also given an isomorphism $`T\stackrel{}{}p(T)`$ for some object $`T`$ of a rig category then we obtain an explicit isomorphism $`q_1(T)\stackrel{}{}q_2(T)`$.

###### Examples 5.3

1. Returning to our original example, $`1x+x^2`$ has distinct complex roots $`e^{\pm i\pi /3}`$, both of which satisfy $`x^6=1`$, so Theorem 5.2 tells us that

$$T\mathrm{\hspace{0.17em}1}+T^2T^7T$$

for any object $`T`$ of a rig category. (Henceforth we write $`+`$ and $`\times `$ for the monoidal structures of a rig category.) In particular, $`T^7T`$ when $`T`$ is the set of binary trees.
2. If $`n2`$ then the solutions of the equation $`x=1+x+x^n`$ are the complex $`n`$th roots of $`1`$, each of which satisfies $`x^{2n}=1`$. Hence

$$T\mathrm{\hspace{0.17em}1}+T+T^nT^{2n+1}T\text{ and }T+T^{2n}=1+T$$

for any object $`T`$ of a rig category.
3. The case $`n=2`$ of the previous example is particularly easy to work with since the solutions are $`\pm i`$. For instance, if $`T`$ is an object of a rig category satisfying $`T\mathrm{\hspace{0.17em}1}+T+T^2`$ then there are also isomorphisms

$$T^4\mathrm{\hspace{0.17em}2}+T^2,\text{ }T+T^3\mathrm{\hspace{0.17em}1}+T^2,\text{ }(1+T)^9\mathrm{\hspace{0.17em}16}(1+T)$$

(observing for the last one that $`1\pm i=\sqrt{2}e^{\pm i\pi /4}`$). Our paper  explores this example in depth.
4. Let $`m`$ and $`n`$ be coprime positive integers, one of which is even. Then the complex roots of $`(1+x^m)(1+x^n)`$ are distinct and each satisfy $`x^{2mn}=1`$, so

$$T\mathrm{\hspace{0.17em}1}+T+T^m+T^n+T^{m+n}$$

implies

$$T^{2mn+1}T\text{ and }T+T^{2mn}\mathrm{\hspace{0.17em}1}+T$$

for any object $`T`$ of a rig category.
5. The following randomly-chosen example illustrates the power and generality of Theorem 5.1. Let

$`p(x)`$ $`=`$ $`3+2x^3+4x^5,`$
$`q_1(x)`$ $`=`$ $`6x+10x^2+x^3+3x^4+2x^5+7x^6+12x^7,`$
$`q_2(x)`$ $`=`$ $`3+2x+2x^2+9x^3+5x^6+4x^8.`$
A routine application of the division algorithm shows that $`p(x)x`$ divides $`q_1(x)q_2(x)`$ in $`[x]`$, so by Theorem 5.1,

$$x=p(x)q_1(x)=q_2(x)$$

rig-theoretically. Certainly this implication would be tiresome to prove by hand. Indeed, without the results of this paper it would not be at all clear that there was any systematic way of finding such a proof.

Observe finally that Theorems 5.1 and Theorem 5.2 are sharp: none of the hypotheses can be dropped. For the condition that $`p`$ has non-zero constant term, consider the implication

$$x=x+x^2x^2=x^3.$$

This holds ring-theoretically, but fails when $`x`$ is the element $`\epsilon ^1`$ of the rig of codegrees (2.2(b)). For the condition that $`p`$ has degree at least two, consider

$$x=1+xx=x^2,$$

which holds ring-theoretically but fails when $`x`$ is the element $`L^1`$ of the rig of degrees (2.2(a)). For the condition that $`q_1`$ and $`q_2`$ are non-constant, consider the original example of

$$x=1+x^2x^6=1,$$

which holds ring-theoretically but fails when $`x`$ is the element $`\mathrm{}_0`$ of the rig of countable cardinals. And we saw in Section 1 that the extra hypotheses in Theorem 5.2 (primitivity and distinctness of roots) cannot be dropped, otherwise the implication might not even hold ring-theoretically.


text:
# Chiral Phase Transitions in QED at Finite Temperature: Dyson-Schwinger Equation Analysis in the Real Time Hard-Thermal-Loop Approximation

## I Introduction

Although lots of efforts have been made to undestand the temperature- and/or density-dependent phase transition in thermal QCD/QED, we cannot have yet truly understood even the relation between the chiral transition and the confinement-deconfinement transition. Beginning of the relativistic heavy ion collision experiments at BNL-RHIC, which has been actively producing new results that may prove the generation of the quark-gluon plasma phase, has attracted an increasing interest in studying the physics in thermal QCD, thus has given us an encouraging time to proceed to further investigations of the mechanism of phase transition in hot and dense gauge theories, especially in QCD and QED.

The Dyson-Schwinger (DS) equation is proven to be a powerful tool to investigate with the analytic procedure the phase structure of gauge theories, especially in the vacuum gauge theories . However, we cannot say that, at finite temperature and/or density, the DS equation analyses of chiral and/or di-quark condensation have been carried out successfully.

In the preceding DS equation analyses \[4-8\], the lessons from vacuum theories have been so simply applied to thermal theories without close examination. In most analyses the ladder approximation was used by simply neglecting all the hard-thermal-loop (HTL) effects , or only by taking improperly the HTL effects into the gauge boson propagator . As a result they have missed the essential contribution of thermal gauge field theories, especially the important effect from the “dymanically screened” magnetic mode (having in general a momentum-dependent “mass”, though being massless in the static limit). Many analyses, by fixing in the Landau gauge, ignored the fermion wave-function renormalization constants (WFRCs) by taking their naive tree values . Furthermore, most analyses done in the real time formalism did not discuss the physical fermion mass function $`\mathrm{\Sigma }_R`$ itself of the retarded propagator , without any respect to the existence of imaginary parts, together with the inaccurate use of the instantaneous exchange (IE) approximation to the gauge boson propagation . All such improper approximation methods may have caused the neglection of would-be-large contributions to the DS equation otherwise existed.

Then we should seriously ask whether we could rely on the previous results of the DS equation analysis on the chiral phase transition as the real consequences of thermal gauge field theories. Considering the troubles in the previous analyses \[4-8\] mentioned above, we should make a re-analysis by studying the HTL resummed DS equation in the real time formalism, thus might giving a new understanding on the phase structure and the mechanism of phase transition in thermal gauge theories.

Main interest of the present investigation lies in clarifying what are the essential temperature effects that govern the phase transition and also in finding how we can closely take these effects into the “kernel” of the DS equation. Essential procedures of our analysis can be summerised as follows;

i) Firstly we use the real-time closed-time-path (RTCTP) formalism , and study the physical mass function $`\mathrm{\Sigma }_R`$ itself, not the $`\mathrm{\Sigma }_{11}`$, of the retarded fermion propagator.

ii) Secondly we correctly respect the fact that the $`\mathrm{\Sigma }_R`$ is the mass function of an “unstable” quasi-particle in thermal field theories, namely that the $`\mathrm{\Sigma }_R`$ has non-trivial imaginary parts as well as non-trivial WFRCs. Neglection of imaginary parts and non-trivial WFRCs actually give (non-trivial) constraint equations to be solved simultaneously. This fact was totally dismissed in the preceding analyses.

iii) Thirdly and most importantly, devoting our attension to closely estimating the dominant temperature-dependent contributions, we focus on studying the DS equation being exact up to HTL approximation: Both the gauge boson propagators and the vertex functions are determined within the HTL resummation , with which the gauge invariance of the result at least in the perturbative analysis is guaranteed. With the HTL resummed vertex functions we can explicitly write down the HTL resummed DS equation .

iv) Finally in connection with ii) and iii) above, the gauge-paremeter dependent contribution must be carefully studied without fixing the gauge into some definite ones, such as the Landau gauge.

The third point listed above is better to be taken step by step into the actual analysis of the DS equation. The advantage of the DS equation analysis lies in the possibility of systematic (step-by-step) improvement of the approximation to the integration kernel through the analytic investigation.

Thus, in the present paper we present the result of our first step investigation in the strong coupling QED; focussing on what happens when we take into account exactly the HTL resummed gauge boson propagators, we investigate the consequences of the ladder (point vertex) DS equation with the use of the fully HTL resummed photon propagator. In this approximation, however, the gauge invariance of the results is spoiled. The procedure how to maximally respect the gauge invariance of the results in the ladder approximation, is discussed and the result is given in a separate paper. Analysis in QCD and effects of fully including the HTL resummed vertices will also be presented in the separate paper .

This paper is organized as follows. In the next section II, the DS equation in QED for the fermion self-energy in the HTL approximation is derived, and the improved ladder (point vertex) DS equation with the HTL resummed photon propagator is given. The instantaneous exchange (IE) approximation for the photon propagation is disccused. In section III we give the results of the present investigation with the use of numerical analysis: the order of the chiral phase transition, the critical curve in the $`T`$-$`\alpha `$ plane (where $`T`$ is the temperature of the environment and $`\alpha `$ the coupling constant), and values of the critical exponents. Conclusion of the present analysis and discussion on the results are given in the last section IV.

## II The Dyson-Schwinger equation in QED for the fermion self-energy function

### II.1 The DS equation in the Hard-Thermal-Loop approximation

The DS equation for the physical, i.e., the retarded fermion self-energy function $`\mathrm{\Sigma }_R`$ in the HTL approximation can be obtained by applying the following approximation to the full DS equation;

i) replace the full gauge boson propagator with the HTL resummed propagator, and

ii) approximate the full vertex functions to the HTL resummed vertex functions.

Then in the RTCTP formalism we get in QED the desired DS equation (in QCD, the running coupling should be used inside the loop-momentum integration) ,

$`i\mathrm{\Sigma }_R(P)=i\mathrm{\Sigma }_{RA}(P,P)={\displaystyle \frac{e^2}{2}}{\displaystyle \frac{d^4K}{(2\pi )^4}}`$
$`\times [{}_{}{}^{}\mathrm{\Gamma }_{RAA}^{\mu }(P,K,PK)S_{RA}(K)^{}\mathrm{\Gamma }_{RAA}^\nu (K,P,KP)^{}G_{RR,\mu \nu }(PK)`$
$`+^{}\mathrm{\Gamma }_{RAA}^\mu (P,K,PK)S_{RR}(K)^{}\mathrm{\Gamma }_{AAR}^\nu (K,P,KP)^{}G_{RA,\mu \nu }(PK)],`$ (II.1)
where $`{}_{}{}^{}G_{}^{\rho \sigma }`$ is the HTL resummed gauge boson propagator, whose retarded $`RRA`$ component is given by

$$^{}G_R^{\rho \sigma }(K)=\frac{1}{{}_{}{}^{}\mathrm{\Pi }_{T}^{R}(K)K^2iϵk_0}A^{\rho \sigma }+\frac{1}{{}_{}{}^{}\mathrm{\Pi }_{L}^{R}(K)K^2iϵk_0}B^{\rho \sigma }\frac{\xi }{K^2+iϵk_0}D^{\rho \sigma },$$
(II.2)
and the $`RR`$ component by

$$^{}G_{RR}^{\rho \sigma }(K,K)=(1+2n_B(k_0))[^{}G_R^{\rho \sigma }(K)^{}G_A^{\rho \sigma }(K)],n_B(k_0)=\frac{1}{\mathrm{exp}(k_0/T)1},$$
(II.3)
with $`{}_{}{}^{}\mathrm{\Pi }_{T}^{R}`$ and $`{}_{}{}^{}\mathrm{\Pi }_{L}^{R}`$ being the HTL contributions to the retarded gauge boson self-energy of the transverse and longitudinal modes , respectively. $`A^{\rho \sigma }`$, $`B^{\rho \sigma }`$ and $`D^{\rho \sigma }`$ are the projection tensors ,

$$A^{\rho \sigma }=g^{\rho \sigma }B^{\rho \sigma }D^{\rho \sigma },B^{\rho \sigma }=\frac{\stackrel{~}{K}^\rho \stackrel{~}{K}^\sigma }{K^2},D^{\rho \sigma }=\frac{K^\rho K^\sigma }{K^2},$$

where $`\stackrel{~}{K}=(k,k_0\widehat{𝐤})`$, $`k=\sqrt{𝐤^2}`$ and $`\widehat{𝐤}=𝐤/k`$ denotes the unit three vector along $`𝐤`$.

$`S(P,P)S(P)`$ denotes the full fermion propagator, whose retarded $`RAR`$ component is given by

$$S_R(P)=\frac{1}{P/+iϵ\gamma _0\mathrm{\Sigma }_R},$$
(II.4)
and $`S_{RR}`$ the $`RR`$ component

$$S_{RR}(P)=(12n_F(p_0))[S_R(P)S_A(P)],n_F(p_0)=\frac{1}{\mathrm{exp}(p_0/T)+1}.$$
(II.5)
The fermion self-energy function $`\mathrm{\Sigma }_R`$ in Eq.(II.4) can be tensor-decomposed as

$$\mathrm{\Sigma }_R(P)=(1A(P))p_i\gamma ^iB(P)\gamma ^0+C(P),$$
(II.6)
with $`A(P)`$, $`B(P)`$ and $`C(P)`$ being the three independent scalar invariants to be determined. At zero temperature, the wave function renormalization constant $`A(P)`$ coincides with $`B(P)`$ and equals to unity in the Landau gauge, while at finite temperature it is not. $`C(P)/A(P)`$ plays the role of mass function, in which we are interested.

$`{}_{}{}^{}\mathrm{\Gamma }_{}^{\mu }`$ is the HTL resummed 3-point fermion-gauge boson vertex function ,

$$^{}\mathrm{\Gamma }_{\alpha \beta \gamma }^\mu =\gamma _{\alpha \beta \gamma }^\mu +\delta \mathrm{\Gamma }_{\alpha \beta \gamma }^\mu ,(\alpha ,\beta ,\gamma =A,R),$$
(II.7)
where $`\delta \mathrm{\Gamma }_{\alpha \beta \gamma }^\mu `$ represents the HTL contribution to the 3-point fermion-gauge boson vertex function, and $`\gamma _{\alpha \beta \gamma }^\mu `$ the tree vertex with $`\gamma _{RAA}^\mu =\gamma _{AAR}^\mu =\gamma ^\mu `$, otherwise zero. Appearence of the HTL resummed vertex functions together with the HTL resummed gauge boson propagators assures that the HTL approximation is consistently carried out in studying the HTL resummed DS equation , and guarantees the result being gauge invariant, at least, in the effective perturbation regime.

### II.2 The improved ladder DS equation with the HTL resummed gauge boson propagator

Neglection of $`\delta \mathrm{\Gamma }_{\alpha \beta \gamma }^\mu `$ in Eq. (II.7), simply brings us to the ladder (point-vertex) DS equation with the HTL resummed gauge boson propagator. It significantly simplifies the structure of the DS equation to be examined, thus reducing the technical difficulty in handling the DS equation itself. The price to pay is to lose the assurance of gauge invariance of the results.

In this paper as already mentioned before, we investigate the consequences of the ladder DS equation with the HTL resummed gauge boson propagator, Eqs. (II.2) and (II.3). In this case three invariants $`A(P)`$, $`B(P)`$ and $`C(P)`$ as functions of $`p_0`$ and $`𝐩`$ satisfy the following coupled integral equations ($`P^\mu =(p_0,𝐩)`$),

$`p^2[1A(P)]`$ $`=`$ $`e^2{\displaystyle }{\displaystyle \frac{d^4K}{(2\pi )^4}}[\{1+2n_B(p_0k_0)\}Im[^{}G_R^{\rho \sigma }(PK)]\times `$ (II.8)
$`[\{K_\sigma P_\rho +K_\rho P_\sigma p_0(K_\sigma g_{\rho 0}+K_\rho g_{\sigma 0})k_0(P_\sigma g_{\rho 0}+P_\rho g_{\sigma 0})+pkzg_{\sigma \rho }`$
$`+2p_0k_0g_{\sigma 0}g_{\rho 0}\}{\displaystyle \frac{A(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}+\{P_\sigma g_{\rho 0}+P_\rho g_{\sigma 0}`$
$`2p_0g_{\sigma 0}g_{\rho 0}\}{\displaystyle \frac{k_0+B(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}]+\{12n_F(k_0)\}\times `$
$`{}_{}{}^{}G_{R}^{\rho \sigma }(PK)Im[\{K_\sigma P_\rho +K_\rho P_\sigma p_0(K_\sigma g_{\rho 0}+K_\rho g_{\sigma 0})k_0(P_\sigma g_{\rho 0}+P_\rho g_{\sigma 0})`$
$`+pkzg_{\sigma \rho }+2p_0k_0g_{\sigma 0}g_{\rho 0}\}{\displaystyle \frac{A(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}`$
$`+\{P_\sigma g_{\rho 0}+P_\rho g_{\sigma 0}2p_0g_{\sigma 0}g_{\rho 0}\}{\displaystyle \frac{k_0+B(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}]],`$
$`B(P)`$ $`=`$ $`e^2{\displaystyle }{\displaystyle \frac{d^4K}{(2\pi )^4}}[\{1+2n_B(p_0k_0)\}Im[^{}G_R^{\rho \sigma }(PK)]\times `$ (II.9)
$`[\{K_\sigma g_{\rho 0}+K_\rho g_{\sigma 0}2k_0g_{\sigma 0}g_{\rho 0}\}{\displaystyle \frac{A(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}`$
$`+\{2g_{\rho 0}2g_{\sigma 0}g_{\sigma \rho }\}{\displaystyle \frac{k_0+B(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}]+\{12n_F(k_0)\}\times `$
$`{}_{}{}^{}G_{R}^{\rho \sigma }(PK)Im[{\displaystyle \frac{A(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}\{K_\sigma g_{\rho 0}+K_\rho g_{\sigma 0}`$
$`2k_0g_{\sigma 0}g_{\rho 0}\}+{\displaystyle \frac{k_0+B(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}\{2g_{\rho 0}2g_{\sigma 0}g_{\sigma \rho }\}]],`$
$`C(P)`$ $`=`$ $`e^2{\displaystyle }{\displaystyle \frac{d^4K}{(2\pi )^4}}g_{\sigma \rho }\{1+2n_B(p_0k_0)\}Im[^{}G_R^{\rho \sigma }(PK)]\times `$ (II.10)
$`[{\displaystyle \frac{C(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}+\{12n_F(k_0)\}\times `$
$`{}_{}{}^{}G_{R}^{\rho \sigma }(PK)Im\left[{\displaystyle \frac{C(K)}{[k_0+B(K)+iϵ]^2A(K)^2k^2C(K)^2}}\right]],`$
where the cutoff scale $`\mathrm{\Lambda }`$ is introduced in order to regularize the integrals over $`k_0`$ and $`𝐤`$.

### II.3 The ladder DS equation in the improved instantaneous exchange (IE) apporoximation

The DS equations, Eqs. (II.8)-(II.10), are still quite tough to be attacked, forcing us further approximations for the analysis to be effectively carried out. However, the approximation made use of must be consistent with the HTL approximation, without missing the important thermal effects out of the kernel of the DS equation.

Here it is worth noticing that the instantaneous exchange (IE) approximation to the gauge boson propagation, frequently used in the preceding analyses , is not compatible with the HTL approximation in a strict sense. In the exact IE-limit the HTL resummed transeverse mass function, $`{}_{}{}^{}\mathrm{\Pi }_{T}^{R}(K)`$, vanishes and the transeverse (magnetic) mode becomes totally massless. Namely the IE approximation discards the important thermal effect coming from the Landau damping, thus dismissing the dynamical screening of the magnetic mode. This causes the famous quadratic divergence of the Rutherford scattering cross section.

To see this point more clearly, let us take the IE-limit of the DS equation, Eqs. (II.8)-(II.10), and neglect $`Im[A(P)]`$ and $`Im[C(P)]`$, then we obtain the following equation for $`Im[B(P)]`$,

$`Im[B(P)]`$ $`=`$ $`{\displaystyle \frac{e^2}{4\pi }}m_g^2T{\displaystyle _0^{\mathrm{}}}k^2𝑑k{\displaystyle _1^1}𝑑z{\displaystyle \frac{1}{E}}\left({\displaystyle \frac{1}{[E^2+m_g^2]^2}}+{\displaystyle \frac{1}{E^4}}\right),`$ (II.11)
$`m_g^2`$ $``$ $`{\displaystyle \frac{1}{3}}e^2T^2,E\sqrt{(𝐩𝐤)^2},`$
showing $`Im[B(P)]`$ to be quadratically divergent. In order to ignore the $`Im[B(P)]`$, we must disregard the divergence and set $`\mathrm{}=0`$. This fact means that we cannot naively neglect the imaginary parts of the $`\mathrm{\Sigma }_R`$ without facing the inconsistent constraint equations.

The reason why in the previous analyses this divergence did not appear, is that the imaginary part of $`\mathrm{\Sigma }_R`$ was completely neglected there from the beginning, namely that the equation for $`Im[\mathrm{\Sigma }_R]`$ was totally disregarded. As is evident from the above, however, the “approximation” made use of in the previous analyses  is not the consistent approximation.

Taking the above into account, the approximation we further make use of is the improved IE approximation to the longitudinal gauge boson propagator, by keeping the exact HTL resummed transeverse propagator. In the IE-limit the HTL resummed longitudinal mass function, $`{}_{}{}^{}\mathrm{\Pi }_{L}^{R}(K)`$, has a definite thermal mass $`m_g^2(eT)^2`$, representing the Debye screening due to thermal fluctuation, thus even in the IE limit the longitudinal mode can take into acount the essential thermal effect. In the present analysis the gauge is fixed to the Landau gauge ($`\xi =0`$).

Here it is fair to note that in the point vertex ladder approximation, as already mentioned before, the gauge invariance of the results is spoiled. To maximally respect the gauge invariance, we should solve Eqs. (II.8)-(II.10) with the constraint $`A(P)=1`$, which guarantees $`Z_2=1`$, being consistent with the Ward identity $`Z_1=Z_2`$. This can be done by successively adjusting the gauge-parameter $`\xi `$ in solving the above equations (II.8)-(II.10). The result of this gauge-parameter dependent analysis will be published in a separate paper .

## III Results of the numerical analysis

### III.1 Numerical solutions

Now we should solve numerically the DS equations Eqs. (II.8)-(II.10) with the IE approximation to the longitudinal mode . As we have already stressed, we respect the existence of the non-trivial imaginary parts, $`Im[A]`$, $`Im[B]`$ and $`Im[C]`$, together with the corresponding real parts, $`Re[A]`$, $`Re[B]`$ and $`Re[C]`$. We use the numerical method consisting of starting with suitable trial functions for the solution and iterating the calculational procedure until stable solutions are obtained. This method is simpler to handle and is useful so long as the convergence of the iteration is guaranteed.

We choose several types of the trial functions: various choices of constants, independent of $`p_0`$ and $`p`$.

At each iteration, the three-fold integration is performed, namely over $`k`$, over $`k_0`$, which are cut off at the mass scale $`\mathrm{\Lambda }`$, and over $`z=\mathrm{cos}\theta `$. The integration kernel of the present DS equation shows a little bit singular behavior, and the numerical integration of such a singular integrand needs careful integration prescription, which is properly managed. As a result, in each calculation we performed at most 1000 times iterations, and obtained fairly stable solutoins.

Result of the present analysis shows that the wave function renormalization constants receive 10-20 percent corrections, see Figure 1 and Table I, indicating the necessity of gauge-parameter dependent analysis . The generated size of the imaginary part is nearly the same as that of the real part, showing the existence of the non-trivial imaginary parts, which is as expected though completely neglected in the previous analyses.

### III.2 Chiral phase transitions

Let us now show the behavior of the mass function $`M(P)Re[C(P)/A(P)]`$ at some fixed value of $`p`$ as a function of the parameters $`\alpha =e^2/(4\pi )`$ and $`T`$. All the data shown in this section are those calculated at $`p_0=0`$, which is suitable for studying the static mass. The $`T`$-dependence of the mass function $`M(P)Re[C(P)/A(P)]`$ with $`p=0.1\mathrm{\Lambda }`$ is shown in Figure 2 for various fixed values of $`\alpha `$, and in Figure 3 the $`\alpha `$-dependence of the mass function $`M(P)Re[C(P)/A(P)]`$ with $`p=0.1\mathrm{\Lambda }`$ is shown for various fixed values of $`T`$. The errors resulting from the fluctuations are smaller than the size of the symbol used for each sample point in Figures 2 and 3.

From these figures we can see the two facts; i) The chiral phase transition is of second order, since a fermion mass is generated at a critical value of the temperature $`T`$ or at the critical coupling constant $`\alpha `$ without any discontinuity, and ii) the critical temperature $`T_c`$ at fixed value of $`\alpha `$ is significantly lower than the previous results , namely the restoration of chiral symmetry occurs at lower temperature than previously expected. The second fact shows the importance of correctly taking the essential thermal effect into the analysis, which was disregarded in the previous analyses due to the inappropriate approximations.

### III.3 Critical curve and critical exponents

Analyzing those data, typically shown in Figures 2 and 3 in the last subsection, we can draw the critical curve that shows the phase-boundary in the $`(T,\alpha )`$-plane. The critical curve and the critical exponents can be determined systematically from the data with the use of the following method.

We fit the mass function $`M(P)`$ with $`n`$ data points, $`M_i`$, $`\alpha _i`$ and $`T_i`$, with $`i=1,2,\mathrm{}.n`$ near the critical point by assuming the functional form

$$M(P)=e^{C_T}(T_cT)^\nu ,$$
(III.1)
for fixed coupling constant $`\alpha `$, and

$$M(P)=e^{C_\alpha }(\alpha \alpha _c)^\eta ,$$
(III.2)
for fixed temperature $`T`$. Here, $`C_T`$, $`C_\alpha `$, $`T_c`$, $`\alpha _c`$, $`\nu `$ and $`\eta `$ are adjustable parameters, with $`T_c`$ and $`\alpha _c`$ corresponding to the critical temperature and critical coupling constant, and $`\nu `$ and $`\eta `$ designate the critical exponents. The values $`C_T`$, $`C_\alpha `$, $`T_c`$, $`\alpha _c`$, $`\nu `$ and $`\eta `$ can be determined with the method of the standard least-squares fit.

The critical coupling constant $`\alpha _c`$ as a function of $`T`$, and the critical temperature $`T_c`$ as a function of $`\alpha `$, thus determined are shown in Figures 4 and 5. By putting them together we can determine the critical curve in the $`(T,\alpha ^1)`$-plane, Figure 6, which shows two characteristic behaviors: a) As $`T`$ becomes smaller, the critical coupling constant $`\alpha _c`$ also becomes smaller and seems to consistently decrease from above to the zero temperature result, and b) the critical temperature $`T_c`$ increases as a fuction of the coupling constant $`\alpha `$, with the possible saturating behavior in the strong coupling limit, namely the critical curve suggests the existence of the critical temperature, above which the chiral symmetry is always restored.

With the data in the the critical curve we may estimate the critical coupling constant $`\alpha _c`$ in the limit $`T0`$, $`\alpha _c(T0)`$, by assuming the functional form $`(\alpha \alpha _c(T0))T^\beta `$. The fitting curve for $`T0`$ is shown in Figure 6, by the dashed curve, with the estimated value $`\alpha _c(T0)=2.58`$ $`(1/\alpha _c(T0)=0.388)`$. The estimated value, $`\alpha _c(T0)=2.58`$, is, however, significantly larger than the value $`\alpha _c(T=0)=\pi /3`$ determined by theoretical analyses  of the DS equation for the fermion self-energy part $`\mathrm{\Sigma }(P)`$ at zero temperature, $`T=0`$, in the ladder approximation in the Landau gauge with the tree level photon propagator.

This result could be expected because of the approximation we have made use of in the present analysis. As we have already noticed, even if the photon propagator is HTL resummed, we adopted the improved IE approximation to the photon propagation. This approximation actually limits the applicability of our analysis to the rather high temperature region. In fact, at lower temperatures $`T<0.1\mathrm{\Lambda }`$, the stability of the solution is getting spoiled.

We may also estimate the value of the critical temperature $`T_c`$ in the strong coupling limit $`\alpha \mathrm{}`$, $`T_c(\alpha \mathrm{})`$, by assuming the functional form $`(T_c(\alpha \mathrm{})T)(\alpha ^1)^\delta `$. The fitting curve for $`\alpha \mathrm{}`$ is shown in Figure 6, by the dash-dotted curve, with the estimated value $`T_c(\alpha \mathrm{})=0.155\mathrm{\Lambda }`$. The existence of the critical temperature, $`T_c(\alpha \mathrm{})`$, above which the chiral symmetry may always be restored, was also claimed by Kondo and Yoshida .

The critical exponents are determined as shown in Table II. As can be seen from the table II, the estemated value of the exponent $`\eta `$ is fairly stable over the range of temperature $`T`$. The averaged value of the critical exponent $`\eta `$ is

$$\eta =0.44.$$
(III.3)
Above fact that the critical exponent $`\eta `$ is cleanly determined in the present analysis, strongly supports the chiral phase transition of QED at finite temperature under the change of the coupling constant to be of second order. As for the exponent $`\nu `$, the estimated value is not so stable over the range of coupling constant $`\alpha `$. The averaged value of the exponent $`\nu `$ is

$$\nu =0.60.$$
(III.4)
We must improve our analysis to get stable values of $`\nu `$ in order to understand clearly the nature of the temperature-dependent phase transition of QED.

## IV  Conclusion and discussion

In this paper we investigated the consequences of the improved ladder (point vertex) DS equation in QED for the fermion self-energy with the fully HTL resummed photon propagator, where the gauge is fixed to the Landau gauge. We have made use of the improved instantaneous exchanege (IE) approximation to the photon exchange, namely, we have kept the exact HTL resummed transverse (magnetic) propagator, while taking the IE limit to the logitudinal one. This approximation can account for the essential temperature effect of the HTL resummation to the photon propagator. The prices we should pay due to the two additional approximations, the ladder approximation and the IE approximation, are the loss of the gauge invariance of the results, and the limitation of the applicability of our analysis to the rather high temperature region. Several discussion and comments on these points are given at the end of this section.

Before summarizing the results of the present investigation, we should stress the fact that the existence of non-trivial imaginary part in the fermion self-energy function $`\mathrm{\Sigma }_R`$ is essentially important in the analysis of dynamical (fermion) mass generation at finite temperature. As we have shown in section II.3, we cannot naively neglect the imaginary part without facing the inconsistent constraint equations.

With this fact in mind, our results can be summarized as follows.

1. The chiral phase transition is found to proceed through the second order transition. This can be seen with the generation of the dynamical fermion mass at the critical temperature or at the critical coupling constant without any discontinuity, see Figures 2 and 3. The clean determination of the critical exponents also strengthen this fact.
2. The critical temperature $`T_c`$ at fixed value of $`\alpha `$ is significantly lower than the previous results , namely, the restoration of chiral symmetry occurs at lower temperature than previously expected. This fact shows that in the previous analyses the important temperature effects were thrown away due to the inappropriate approximations.
3. The critical temperature $`T_c`$ increases as a function of the coupling constant $`\alpha `$, with the saturation behavior in the stronger coupling constant region, see Figures 5 and 6. This fact may indicate that the chiral symmetry is always restored at sufficiently high temperature, no matter how large the coupling constant becomes, agreeing with the result of Ref.  and contradicting that of Ref. .
4. The critical curve determined, Figure 6, shows that the area of the chiral broken (symmetric) phase is significantly smaller (larger) than previously expected . This fact proves that the effect of thermal fluctuation to liberate the chiral symmetry is stronger than previously considered.
5. The critical exponent $`\eta `$, that describes the phase transition at finite temperature under the change of the coupling constant, is determined cleanly, $`\eta =0.44`$. This fact also supports strongly the phase transition of QED at finite temperature to be of second order.

All the above results show the importance of correctly taking the thermal effects into the analysis of chiral phase transition. Inclusion of only the HTL resummed gauge boson (photon) propagator has significantly changed even the qualitative behavior of the phase transition. This fact proves a posteriori the effectiveness of the DS equation in the HTL approximation, thus also indicates the correctness of our research-strategy, namely, the importance of the full HTL resummed DS equation analysis of the chiral phase transition at finite temperature/density. Further investigation along the line of our strategy is needed to answer step by step the question how we can closely take the essential thermal effects into the “kernel” of the DS equation.

As noted above, however, in the present analysis, there are two shortcomings. One is the loss of the gauge invariance of the result due to the ladder approximation, and the other the limitation of the applicability of our analysis to the rather high temperature region due to the IE approximation. The first improvement we should make is to resolve these problems.

As shown in section III.3, see Figure 1 and Table I, all the fermion wave function renormalization constants receive more than 10-20 percent corrections. This fact means $`Z_21`$, and shows the explicit violation of the gauge invariance of the result, since $`Z_1=1`$ due to the point-vertex approximation, thus indicating the necessity of the gauge-parameter dependent analysis. In order to maximally respect the gauge invariance of the result in the improved ladder approximation, we should keep explicitly the gauge-parameter dependent contributions to the DS equations, Eqs. (II.8)-(II.10), and solve them with the constraint $`A(P)=1`$, namely, $`Re[A(P)]=1`$ and $`Im[A(P)]=0`$, which guarantees $`Z_2=1`$ as required, being consistent with the Ward identity $`Z_1=Z_2`$. This can be carried out by successively adjusting the gauge-parameter $`\xi `$ in solving the above equations (, which may correspond to choose some non-linear gauge). The result of this “gauge invariant” analysis within the improved ladder approximation will be given in a separate paper .

The second problem of the limitation of the applicability of our analysis to the rather high temperature region due to the IE approximation, casts the shadow on the reliability of estimated value of $`\alpha _c(T0)=2.576`$. Actually, the $`T0`$ limit of the DS equations with the IE approximation, Eqs. (II.8)-(II.10), do not coincide with the DS equations in the vacuum ($`T=0`$) theory. Thus to get more reliable estimate of the critical coupling constant in the zero-temperature limit, we must perform the analysis by getting rid of the IE approximation to the photon propagation, which is now under invetigation.

Acknowledgment

We thank the useful discussion at the Workshop on Thermal Quantum Filed Theories and thier Applications, held at the Yukawa Institute for Theoretical Physics, Kyoto, Japan, 8 – 10 August 2002. This work is partly supported by Grant-in-Aid of Nara University, 2002 (HN). The numerical calculation is mainly done at the Computer Center, Nara University.