text:
# Instanton contribution to scalar charmonium and glueball decays

## I Introduction

The charmonium system has played an important role in shaping our knowledge of perturbative and non-perturbative QCD. The discovery of the $`J/\psi `$ as a narrow resonance in $`e^+e^{}`$ annihilation confirmed the existence of a new quantum number, charm. The analysis of charmonium decays in $`e^+e^{}`$ pairs, photons and hadrons established the hypothesis that the $`J/\psi `$ and $`\eta _c`$ are, to a good approximation, non-relativistic $`{}_{}{}^{3}S_{1}^{}`$ and $`{}_{}{}^{1}S_{0}^{}`$ bound states of heavy charm and anti-charm quarks. However, non-perturbative dynamics does play an important role in the charmonium system Novikov:dq ; Shifman:nx . For example, an analysis of the $`\psi `$ spectrum lead to the first determination of the gluon condensate.

The total width of charmonium is dominated by short distance physics and can be studied in perturbative QCD Appelquist:zd . The only non-perturbative input in these calculations is the wave function at the origin. A systematic framework for these calculations is provided by the non-relativistic QCD (NRQCD) factorization method Bodwin:1994jh . NRQCD facilitates higher order calculations and relates the decays of states with different quantum numbers. QCD factorization can also be applied to transitions of the type $`\psi ^{}\psi +X`$ Gottfried:1977gp ; Voloshin:hc .

The study of exclusive decays of charmonium into light hadrons is much more complicated and very little work in this direction has been done. Perturbative QCD implies some helicity selection rules, for example $`\eta _c/\rho \rho ,p\overline{p}`$ and $`J/\psi /\rho \pi ,\rho a_1`$ Brodsky:1981kj ; Chernyak:1983ej , but these rules are strongly violated Anselmino:yg . The $`J/\psi `$ decays mostly into an odd number of Goldstone bosons. The average multiplicity is $`(57)`$, which is consistent with the average multiplicity in $`e^+e^{}`$ annihilation away from the $`J/\psi `$ peak. Many decay channels have been observed, but none of them stand out. Consequently, we would expect the $`\eta _c`$ to decay mostly into an even number of pions with similar multiplicity. However, the measured decay rates are not in accordance with this expectation. The three main decay channels of the $`\eta _c`$ are $`K\overline{K}\pi `$, $`\eta \pi \pi `$ and $`\eta ^{}\pi \pi `$, each with an unusually large branching ratio of $`5`$%. Bjorken observed that these three decays correspond to a quark vertex of the form $`(\overline{c}c)(\overline{s}s)(\overline{d}d)(\overline{u}u)`$ and suggested that $`\eta _c`$ decays are a “smoking gun” for instanton effects in heavy quark decays Bjorken:2000ni .

In this paper we shall try to follow up on this idea by performing a more quantitative estimate of the instanton contribution to $`\eta _c`$ and $`\chi _c`$ decays. The paper is organized as follows. In section II we introduce the instanton induced effective lagrangian. In the following sections we apply the effective lagrangian to the decays of the scalar glueball, eta charm, and chi charm. We should note that this investigation should be seen as part of a larger efffort to identify “direct” instanton contributions in hadronic reactions, such as deep inelastic scattering, the $`\mathrm{\Delta }I=1/2`$ rule, or $`\eta `$ production in $`pp`$ scattering Balitsky:1993jd ; Moch:1996bs ; Kochelev:2001pp ; Kochelev:1999tc .

## II Effective Lagrangians

Instanton effects in hadronic physics have been studied extensively Diakonov:1995ea ; Schafer:1996wv . Instantons play an important role in understanding the $`U(1)_A`$ anomaly and the mass of the $`\eta ^{}`$. In addition to that, there is also evidence that instantons provide the mechanism for chiral symmetry breaking and play an important role in determining the structure of light hadrons. All of these phenomena are intimately related to the presence of chiral zero modes in the spectrum of the Dirac operator in the background field of an instanton. The situation in heavy quark systems is quite different. Fermionic zero modes are not important and the instanton contribution to the heavy quark potential is small Callan:1978ye .

This does not imply that instanton effects are not relevant. The non-perturbative gluon condensate plays an important role in the charmonium system Novikov:dq ; Shifman:nx , and instantons contribute to the gluon condensate. In general, the charmonium system provides a laboratory for studying non-perturbative glue in QCD. The decay of a charmonium state below the $`D\overline{D}`$ threshold involves an intermediate gluonic state. Since the charmonium system is small, $`r_{c\overline{c}}(vm_c)^1<\mathrm{\Lambda }_{QCD}^1`$, the gluonic system is also expected to be small. For this reason charmonium decays have long been used for glueball searches.

Since charmonium decays produce a small gluonic system we expect that the $`c\overline{c}`$ system mainly couples to instantons of size $`\rho r_{c\overline{c}}(vm_c)^1`$. In this limit the instanton effects can be summarized in terms of an effective lagrangian Callan:1977gz ; 'tHooft:up ; Shifman:nz ; Shifman:uw .

$`_I`$ $`=`$ $`{\displaystyle \underset{q}{}\left[m_q\rho 2\pi ^2\rho ^3\overline{q}_R\left(U\text{1}_2U^{}+\frac{i}{2}t^aR^{aa^{}}\overline{\eta }_{\mu \nu }^a^{}\sigma ^{\mu \nu }\right)q_L\right]}`$ (1)
$`\times \mathrm{exp}\left({\displaystyle \frac{2\pi ^2}{g}}\rho ^2\overline{\eta }_{\gamma \delta }^b^{}R^{b^{}b}G^{b,\gamma \delta }\right)dz{\displaystyle \frac{d_0(\rho )}{\rho ^5}}d\rho dU,`$
where $`t^a=\frac{1}{2}\lambda ^a`$ with $`\mathrm{tr}[\lambda ^a\lambda ^b]=2\delta ^{ab}`$ are $`SU(3)`$ generators, $`1_2=\mathrm{diag}(1,1,0)`$, $`\eta _{\mu \nu }^a`$ is the ’t Hooft symbol and $`\sigma _{\mu \nu }=\frac{1}{2}[\gamma _\mu ,\gamma _\nu ]`$. The instanton is characterized by $`4N_c`$ collective coordinates, the instanton position $`z`$, the instanton size $`\rho `$, and the color orientation $`USU(N_c)`$. We also define the rotation matrix $`R^{ab}`$ by $`R^{aa^{}}\lambda ^a^{}=U\lambda ^aU^{}`$. For an anti-instanton we have to replace $`LR`$ and $`\overline{\eta }\eta `$. The semi-classical instanton density $`d(\rho )`$ is given by

$$d(\rho )=\frac{d_0(\rho )}{\rho ^5}=\frac{0.466\mathrm{exp}(1.679N_c)1.34^{N_f}}{(N_c1)!(N_c2)!}\left(\frac{8\pi ^2}{g^2}\right)^{2N_c}\rho ^5\mathrm{exp}\left[\frac{8\pi ^2}{g(\rho )^2}\right],$$
(2)
where $`g(\rho )`$ is the running coupling constant. For small $`\rho `$ we have $`d(\rho )\rho ^{b5}`$ where $`b=(11N_c)/3(2N_f)/3`$ is the first coefficient of the beta function.

Expanding the effective lagrangian in powers of the external gluon field gives the leading instanton contribution to different physical matrix elements. If the instanton size is very small, $`\rho m_c^1`$, we can treat the charm quark mass as light and there is an effective vertex of the form $`(\overline{u}u)(\overline{dd})(\overline{s}s)(\overline{c}c)`$ which contributes to charmonium decays. Since the density of instantons grows as a large power of $`\rho `$ the contribution from this regime is very small. In the realistic case $`\rho (vm_c)^1`$ we treat the charm quark as heavy and the charm contribution to the fermion determinant is absorbed in the instanton density $`d(\rho )`$. The dominant contribution to charmonium decays then arises from expanding the gluonic part of the effective lagrangian to second order in the field strength tensor. This provides effective vertices of the form $`(G\stackrel{~}{G})(\overline{u}\gamma _5u)(\overline{d}\gamma _5d)(\overline{s}\gamma _5s)`$, $`(G^2)(\overline{u}\gamma _5u)(\overline{d}\gamma _5d)(\overline{s}s)`$, etc.

We observe that the $`N_f=3`$ fermionic lagrangian combined with the gluonic term expanded to second order in the field strength involves an integral over the color orientation of the instanton which is of the form $`𝑑U(U_{ij}U_{kl}^{})^5`$. This integral gives $`(5!)^2`$ terms. A more manageable result is obtained by using the vacuum dominance approximation. We assume that the coupling of the initial charmonium or glueball state to the instanton proceeds via a matrix element of the form $`0^{++}|G^2|0`$ or $`0^+|G\stackrel{~}{G}|0`$. In this case we can use

$$0^{++}|G_{\mu \nu }^aG_{\alpha \beta }^b|0=\frac{1}{12(N_c^21)}\delta ^{ab}(\delta _{\mu \alpha }\delta _{\nu \beta }\delta _{\mu \beta }\delta _{\nu \alpha })0^{++}|G_{\rho \sigma }^a^{}G_{\rho \sigma }^a^{}|0$$
(3)
in order to simplify the color average. The vacuum dominance approximation implies that the color average of the fermionic and gluonic parts of the interaction can be performed independently. In the limit of massless quarks the instanton ($`I`$) and anti-instanton ($`A`$) lagrangian responsible for the decay of scalar and pseudoscalar charmonium decays is given by

$$_{I+A}=𝑑z\frac{d_0(\rho )}{\rho ^5}𝑑\rho \frac{\pi ^3\rho ^4}{(N_c^21)\alpha _s}\left\{\left(G^2G\stackrel{~}{G}\right)\times L_{f,I}+\left(G^2+G\stackrel{~}{G}\right)\times L_{f,A}\right\}.$$
(4)
Here, $`_{f,IA}`$ is the color averaged $`N_f=3`$ fermionic effective lagrangian Shifman:uw ; Diakonov:1995ea ; Schafer:1996wv .

## III Scalar glueball decays

Since the coupling of the charmonium state to the instanton proceeds via an intermediate gluonic system with the quantum numbers of scalar and pseudoscalar glueballs it is natural to first consider direct instanton contributions to glueball decays. This problem is of course important in its own right. Experimental glueball searches have to rely on identifying glueballs from their decay products. The successful identification of a glueball requires theoretical calculations of glueball mixing and decay properties. In the following we compute the direct instanton contribution to the decay of the scalar $`0^{++}`$ glueball state into $`\pi \pi `$, $`K\overline{K}`$, $`\eta \eta `$ and $`\eta \eta ^{}`$.

Since the initial state is parity even only the $`G^2`$ term in equ. (4) contributes. The relevant effective interaction is given by

$`_{I+A}`$ $`=`$ $`{\displaystyle }dz{\displaystyle }d_0(\rho ){\displaystyle \frac{d\rho }{\rho ^5}}{\displaystyle \frac{1}{N_c^21}}\left({\displaystyle \frac{\pi ^3\rho ^4}{\alpha _s}}\right)G^2({\displaystyle \frac{1}{4}})\left({\displaystyle \frac{4}{3}}\pi ^2\rho ^3\right)^3\times `$ (5)
$`\{[(\overline{u}u)(\overline{d}d)(\overline{s}s)+(\overline{u}\gamma ^5u)(\overline{d}\gamma ^5d)(\overline{s}s)+(\overline{u}\gamma ^5u)(\overline{d}d)(\overline{s}\gamma ^5s)+(\overline{u}u)(\overline{d}\gamma ^5d)(\overline{s}\gamma ^5s)]`$
$`+{\displaystyle \frac{3}{8}}[(\overline{u}t^au)(\overline{d}t^ad)(\overline{s}s)+(\overline{u}t^a\gamma ^5u)(\overline{d}t^a\gamma ^5d)(\overline{s}s)+(\overline{u}t^a\gamma ^5u)(\overline{d}t^ad)(\overline{s}\gamma ^5s)`$
$`+(\overline{u}t^au)(\overline{d}t^a\gamma ^5d)(\overline{s}\gamma ^5s)`$
$`{\displaystyle \frac{3}{4}}[(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^a\sigma _{\mu \nu }d)(\overline{s}s)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^a\sigma _{\mu \nu }\gamma ^5d)(\overline{s}s)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^a\sigma _{\mu \nu }d)(\overline{s}\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^a\sigma _{\mu \nu }\gamma ^5d)(\overline{s}\gamma ^5s)]`$
$`{\displaystyle \frac{9}{20}}d^{abc}[(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\mu \nu }d)(\overline{s}t^cs)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\mu \nu }\gamma ^5d)(\overline{s}t^cs)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\mu \nu }d)(\overline{s}t^c\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\mu \nu }\gamma ^5d)(\overline{s}t^c\gamma ^5s)]`$
$`+(2\mathrm{𝑐𝑦𝑐𝑙𝑖𝑐}\mathrm{𝑝𝑒𝑟𝑚𝑢𝑡𝑎𝑡𝑖𝑜𝑛𝑠}uds)]`$
$`{\displaystyle \frac{9}{40}}d^{abc}[(\overline{u}t^au)(\overline{d}t^bd)(\overline{s}t^cs)+(\overline{u}t^a\gamma ^5u)(\overline{d}t^b\gamma ^5d)(\overline{s}t^cs)+(\overline{u}t^a\gamma ^5u)(\overline{d}t^bd)(\overline{s}\gamma ^5t^cs)`$
$`+(\overline{u}t^au)(\overline{d}t^b\gamma ^5d)(\overline{s}t^c\gamma ^5s)]`$
$`{\displaystyle \frac{9}{32}}if^{abc}[(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\nu \gamma }d)(\overline{s}t^c\sigma _{\gamma \mu }s)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\nu \gamma }\gamma ^5d)(\overline{s}t^c\sigma _{\gamma \mu }s)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\nu \gamma }d)(\overline{s}t^c\sigma _{\gamma \mu }\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\nu \gamma }\gamma ^5d)(\overline{s}t^c\sigma _{\gamma \mu }\gamma ^5s)]\}`$
Let us start with the process $`0^{++}\pi \pi `$. In practice we have Fierz rearranged equ. (5) into structures that involve the strange quark condensate $`\overline{s}s`$ as well as operators with the quantum numbers of two pions. In order to compute the coupling of these operators to the pions in the final state we have used PCAC relations

$`0|\overline{d}\gamma ^5u|\pi ^+`$ $`=`$ $`{\displaystyle \frac{i\sqrt{2}m_\pi ^2f_\pi }{m_u+m_d}}K_\pi ,`$ (6)
$`0|\overline{s}\gamma ^5u|K^+`$ $`=`$ $`{\displaystyle \frac{i\sqrt{2}m_K^2f_K}{m_u+m_s}}K_K.`$ (7)
The values of the decay constants are $`f_\pi =93`$ MeV, $`f_K=113`$ MeV PDG . We also use $`Q_u\overline{u}u=(248\mathrm{MeV})^3`$ and $`Q_d=Q_u`$ as well as $`Q_s=0.66Q_u`$ Narison:2002hk . The coupling of the $`\eta ^{}`$ meson is not governed by chiral symmetry. A recent analysis of $`\eta \eta ^{}`$ mixing and the chiral anomaly gives Feldmann:1999uf

$`0|\overline{u}\gamma _5u|\eta `$ $`=`$ $`0|\overline{d}\gamma _5d|\eta =i(358\mathrm{MeV})^2K_\eta ^q,`$ (8)
$`0|\overline{u}\gamma _5u|\eta ^{}`$ $`=`$ $`0|\overline{d}\gamma _5d|\eta ^{}=i(320\mathrm{MeV})^2K_\eta ^{}^q,`$
$`0|\overline{s}\gamma _5s|\eta `$ $`=`$ $`i(435\mathrm{MeV})^2K_\eta ^s,`$
$`0|\overline{s}\gamma _5s|\eta ^{}`$ $`=`$ $`i(481\mathrm{MeV})^2K_\eta ^{}^s.`$
Finally, we need the coupling of the glueball state to the gluonic current. This quantity has been estimated using QCD spectral sum rules Novikov:va ; Narison:1996fm  and the instanton model Schafer:1994fd . We use

$$0^{++}|g^2G^2|0\lambda _0=15\mathrm{GeV}^3.$$
(9)
We can now compute the matrix element for $`0^{++}\pi ^+\pi ^{}`$. The interaction vertex is

$$_{I+A}^{\pi ^+\pi ^{}}=𝑑z\frac{d\rho }{\rho ^5}d_0(\rho )\frac{1}{N_c^21}\left(\frac{\pi ^3\rho ^4}{\alpha _s^2}\right)\left(\frac{4}{3}\pi ^2\rho ^3\right)^3\times \frac{1}{4}(\alpha _sG^2)(\overline{s}s)(\overline{u}\gamma ^5d)(\overline{d}\gamma ^5u).$$
(10)
The integral over the position of the instanton leads to a momentum conserving delta function, while the vacuum dominance approximation allows us to write the amplitude in terms of the coupling constants introduced above. We find

$$0^{++}(q)|\pi ^+(p^+)\pi ^{}(p^{})=(2\pi )^4\delta ^4(qp^+p^{})\frac{A}{16\pi }\lambda _0Q_sK_\pi ^2,$$
(11)
where

$$A=\frac{d\rho }{\rho ^5}d_0(\rho )\frac{1}{N_c^21}\left(\frac{\pi ^3\rho ^4}{\alpha _s^2}\right)\left(\frac{4}{3}\pi ^2\rho ^3\right)^3.$$
(12)
The instanton density $`d_0(\rho )`$ is known accurately only in the limit of small $`\rho `$. For large $`\rho `$ higher loop corrections and non-perturbative effects are important. The only source of information in this regime is lattice QCD Michael:1995br ; Smith:1998wt ; deForcrand:1997sq ; DeGrand:1997gu . A very rough caricature of the lattice results is provided by the parameterization

$$\frac{d_0(\rho )}{\rho ^5}=\frac{1}{2}n_0\delta (\rho \rho _c),$$
(13)
with $`n_01\mathrm{fm}^4`$ and $`\rho _c0.33\mathrm{fm}`$. This parameterization gives $`A=(379\mathrm{MeV})^9`$. Another way to compute $`A`$ is to regularize the integral over the instanton size by replacing $`d(\rho )`$ with $`d(\rho )\mathrm{exp}(\alpha \rho ^2)`$. The parameter $`\alpha `$ can be adjusted in order to reproduce the size distribution measured on the lattice. We notice, however, that whereas the instanton density scales as $`\rho ^{b5}\rho ^4`$, the decay amplitude scales as $`\rho ^{b+8}\rho ^{17}`$. This implies that the results are very sensitive to the density of large instantons. We note that when we study the decay of a small-size bound state the integral over $`\rho `$ should be regularized by the overlap with the bound state wave function. We will come back to this problem in section IV below.

We begin by studying ratios of decay rates. These ratios are not sensitive to the instanton size distribution. The decay rate $`0^{++}\pi ^+\pi ^{}`$ is given by

$$\mathrm{\Gamma }_{0^{++}\pi ^+\pi ^{}}=\frac{1}{16\pi }\frac{\sqrt{m_{0^{++}}^24m_\pi ^2}}{m_{0^{++}}^2}\left[\frac{A}{16\pi }\lambda _0Q_sK_\pi ^2\right]^2.$$
(14)
The decay amplitude for the process $`0^{++}\pi _0\pi _0`$ is equal to the $`0^{++}\pi ^+\pi ^{}`$ amplitude as required by isospin symmetry. Taking into account the indistinguishability of the two $`\pi _0`$ we get the total $`\pi \pi `$ width

$$\mathrm{\Gamma }_{0^{++}\pi \pi }=\frac{3}{32\pi }\frac{\sqrt{m_{0^{++}}^24m_\pi ^2}}{m_{0^{++}}^2}\left[\frac{A}{16\pi }\lambda _0Q_sK_\pi ^2\right]^2.$$
(15)
In a similar fashion we get the decay widths for the $`K\overline{K}`$, $`\eta \eta `$, $`\eta \eta ^{}`$ and $`\eta ^{}\eta ^{}`$ channels

$`\mathrm{\Gamma }_{0^{++}K\overline{K}}`$ $`=`$ $`2{\displaystyle \frac{1}{16\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_K^2}}{m_{0^{++}}^2}}\left[{\displaystyle \frac{A}{16\pi }}\lambda _0Q_uK_K^2\right]^2,`$ (16)
$`\mathrm{\Gamma }_{0^{++}\eta \eta }`$ $`=`$ $`{\displaystyle \frac{1}{32\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_\eta ^2}}{m_{0^{++}}^2}}\left[{\displaystyle \frac{A}{16\pi }}\lambda _0K_\eta ^q\mathrm{\hspace{0.33em}2}(Q_sK_\eta ^q+(Q_u+Q_d)K_\eta ^s)\right]^2,`$ (17)
$`\mathrm{\Gamma }_{0^{++}\eta \eta ^{}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle \frac{\sqrt{[m_{0^{++}}^2(m_\eta +m_\eta ^{})^2][m_{0^{++}}^2(m_\eta m_\eta ^{})^2]}}{m_{0^{++}}^3}}`$ (18)
$`\times [{\displaystyle \frac{A}{16\pi }}\lambda _0(2Q_sK_\eta ^qK_\eta ^{}^q+(Q_u+Q_d)(K_\eta ^qK_\eta ^{}^s+K_\eta ^sK_\eta ^{}^q)]^2`$
$`\mathrm{\Gamma }_{0^{++}\eta ^{}\eta ^{}}`$ $`=`$ $`{\displaystyle \frac{1}{32\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_\eta ^{}^2}}{m_{0^{++}}^2}}\left[{\displaystyle \frac{A}{16\pi }}\lambda _0K_\eta ^{}^q2(Q_sK_\eta ^{}^q+(Q_u+Q_d)K_\eta ^{}^s)\right]^2.`$ (19)
Here, $`\overline{K}K`$ refers to the sum of the $`K^+K^{}`$ and $`\overline{K}_0K_0`$ final states. We note that in the chiral limit the instanton vertices responsible for $`\pi \pi `$ and $`\overline{K}K`$ decays are identical up to quark interchange. As a consequence, the ratio of the decay rates $`\mathrm{\Gamma }_{0^{++}\pi \pi }/\mathrm{\Gamma }_{0^{++}K\overline{K}}`$ is given by the phase space factor multiplied by the ratio of the coupling constants

$$\frac{\mathrm{\Gamma }_{0^{++}\pi \pi }}{\mathrm{\Gamma }_{0^{++}K\overline{K}}}=\frac{3}{4}\times \frac{Q_s^2K_\pi ^4}{Q_u^2K_K^4}\times \sqrt{\frac{m_{0^{++}}^24m_\pi ^2}{m_{0^{++}}^24m_K^2}}=(0.193\pm 0.115)\sqrt{\frac{m_{0^{++}}^24m_\pi ^2}{m_{0^{++}}^24m_K^2}}.$$
(20)
The main uncertainty in this estimate comes from the value of $`m_s`$, which is not very accurately known. We have used $`m_s=(140\pm 20)\mathrm{MeV}`$. The ratio of $`\pi \pi `$ to $`\eta \eta `$ decay rates is not affected by this uncertainty,

$$\frac{\mathrm{\Gamma }_{0^{++}\pi \pi }}{\mathrm{\Gamma }_{0^{++}\eta \eta }}=0.69\sqrt{\frac{m_{0^{++}}^24m_\pi ^2}{m_{0^{++}}^24m_\eta ^2}}.$$
(21)
In Fig.1 we show the decay rates as functions of the glueball mass. We have used $`\mathrm{\Lambda }_{QCD}=300\mathrm{MeV}`$ and adjusted the parameter $`\alpha `$ to give the average instanton size $`\overline{\rho }=0.29`$ fm. We observe that for glueball masses $`m_{0^{++}}>1`$ GeV the $`K\overline{K}`$ phase space suppression quickly disappears and the total decay rate is dominated by the $`K\overline{K}`$ final state. We also note that for $`m_{0^{++}}>1.5`$ GeV the $`\eta \eta `$ rate dominates over the $`\pi \pi `$ rate.

In deriving the effective instanton vertex equ. (10) we have taken all quarks to be massless. While this is a good approximation for the up and down quarks, this it is not necessarily the case for the strange quark. The $`m_s0`$ contribution to the effective interaction for $`0^{++}`$ decay is given by

$`_{m_s}`$ $`=`$ $`{\displaystyle }{\displaystyle \frac{d\rho }{\rho ^5}}d_0(\rho ){\displaystyle \frac{1}{N_c^21}}{\displaystyle \frac{\pi ^3\rho ^4}{\alpha _s^2}}\left({\displaystyle \frac{4}{3}}\pi ^2\rho ^3\right)^2m_s\rho (\alpha _sG^2)\times `$
$`{\displaystyle \frac{1}{2}}\{(\overline{u}u)(\overline{d}d)+(\overline{u}\gamma ^5u)(\overline{d}\gamma ^5d)+{\displaystyle \frac{3}{8}}[(\overline{u}t^au)(\overline{d}t^ad)+(\overline{u}\gamma ^5t^au)(\overline{d}\gamma ^5t^ad)+`$
$`{\displaystyle \frac{3}{4}}(\overline{u}\sigma _{\mu \nu }t^au)(\overline{d}\sigma _{\mu \nu }t^ad){\displaystyle \frac{3}{4}}(\overline{u}\sigma _{\mu \nu }\gamma ^5t^au)(\overline{d}\sigma _{\mu \nu }\gamma ^5t^ad)]\}.`$
There is no $`m_s0`$ contribution to the $`K\overline{K}`$ channel. The $`m_s0`$ correction to the other decay channels is

$`\mathrm{\Gamma }_{0^{++}\pi \pi }`$ $`=`$ $`{\displaystyle \frac{3}{32\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_\pi ^2}}{m_{0^{++}}^2}}\left[{\displaystyle \frac{1}{16\pi }}\lambda _0K_\pi ^2(AQ_s2Bm_s)\right]^2,`$ (23)
$`\mathrm{\Gamma }_{0^{++}\eta \eta }`$ $`=`$ $`{\displaystyle \frac{1}{32\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_\eta ^2}}{m_{0^{++}}^2}}[{\displaystyle \frac{1}{16\pi }}\lambda _0\mathrm{\hspace{0.33em}2}[(AQ_s2Bm_s)(K_\eta ^q)^2+A(Q_u+Q_d)K_\eta ^sK_\eta ^q)]]^2,`$
$`\mathrm{\Gamma }_{0^{++}\eta \eta ^{}}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle \frac{\sqrt{[m_{0^{++}}^2(m_\eta +m_\eta ^{})^2][m_{0^{++}}^2(m_\eta m_\eta ^{})^2]}}{m_{0^{++}}^3}}`$
$`\times \left[{\displaystyle \frac{1}{16\pi }}\lambda _0[2(AQ_s2Bm_s)K_\eta ^qK_\eta ^{}^q+A(Q_u+Q_d)(K_\eta ^qK_\eta ^{}^s+K_\eta ^{}^qK_\eta ^s)]\right]^2,`$
$`\mathrm{\Gamma }_{0^{++}\eta ^{}\eta ^{}}`$ $`=`$ $`{\displaystyle \frac{1}{32\pi }}{\displaystyle \frac{\sqrt{m_{0^{++}}^24m_\eta ^{}^2}}{m_{0^{++}}^2}}\left[{\displaystyle \frac{1}{16\pi }}\lambda _02[(AQ_s2Bm_s)(K_\eta ^{}^q)^2+A(Q_u+Q_d)K_\eta ^{}^sK_\eta ^{}^q]\right]^2,`$
where

$$B=\frac{d\rho }{\rho ^5}d_0(\rho )\frac{1}{N_c^21}\left(\frac{\pi ^3\rho ^4}{\alpha _s^2}\right)\left(\frac{4}{3}\pi ^2\rho ^3\right)^2\rho .$$
(24)
The decay rates with the $`m_s0`$ correction to the instanton vertex taken into account are plotted in Fig. 2. We observe that effects due to the finite strange quark are not negligible. We find that the $`\pi \pi `$ , $`\eta \eta ^{}`$, and $`\eta ^{}\eta ^{}`$ channels are enhanced whereas the $`\eta \eta `$ channel is reduced. For a typical glueball mass $`m_{0^{++}}=(1.51.7)`$ GeV the ratio $`r=B(\pi \pi )/B(K\overline{K})`$ changes from $`r0.25`$ in the case $`m_s=0`$ to $`r0.55`$ for $`m_s0`$. In Fig. 3 we show the dependence of the decay rates on the average instanton size $`\overline{\rho }`$. We observe that using the phenomenological value $`\overline{\rho }=0.3`$ fm gives a total width $`\mathrm{\Gamma }_{0^{++}}100`$ MeV. We note, however, that the decay rates are very sensitive to the value of $`\overline{\rho }`$. As a consequence, we cannot reliably predict the total decay rate. On the other hand, the ratio of the decay widths for different final states does not depend on $`\overline{\rho }`$ and provides a sensitive test for the importance of direct instanton effects.

In Tab. 1 we show the masses and decay widths of scalar-isoscalar mesons in the (1-2) GeV mass range. These states are presumably mixtures of mesons and glueballs. This means that our results cannot be directly compared to experiment without taking into account mixing effects. It will be interesting to study this problem in the context of the instanton model, but such a study is beyond the scope of this paper. It is nevertheless intriguing that the $`f_0(1710)`$ decays mostly into $`K\overline{K}`$. Indeed, a number of authors have suggested that the $`f_0(1710)`$ has a large glueball admixture Sexton:1995kd ; Lee:1999kv ; Minkowski:1998mf ; Close:1996yc .

## IV Eta charm decays

The $`\eta _c`$ is a pseudoscalar $`J^{PC}=0^+`$ charmonium bound state with a mass $`m_{\eta _c}=(2979\pm 1.8)`$ MeV. The total decay width of the $`\eta _c`$ is $`\mathrm{\Gamma }_{\eta _c}=(16\pm 3)`$ MeV. In perturbation theory the total width is given by

$$\mathrm{\Gamma }(\eta 2g)=\frac{8\pi \alpha _s^2|\psi (0)|^2}{3m_c^2}\left(1+4.4\frac{\alpha _s}{\pi }\right).$$
(25)
Here, $`\psi (0)`$ is the $`{}_{}{}^{1}S_{0}^{}`$ ground state wave function at the origin. Using $`m_c=1.25`$ GeV and $`\alpha _s(m_c)=0.25`$ we get $`|\psi (0)|0.19\mathrm{GeV}^{3/2}`$, which is consistent with the expectation from phenomenological potential models. Exclusive decays cannot be reliably computed in perturbative QCD. As discussed in the introduction Bjorken pointed out that $`\eta _c`$ decays into three pseudoscalar Goldstone bosons suggest that instanton effects are important Bjorken:2000ni . The relevant decay channels and branching ratios are $`B(K\overline{K}\pi )=(5.5\pm 1.7)\%`$, $`B(\eta \pi \pi )=(4.9\pm 1.8)\%`$ and $`B(\eta ^{}\pi \pi )=(4.1\pm 1.7\%)`$. These three branching ratios are anomalously large for a single exclusive channel, especially given the small multiplicity. The total decay rate into these three channels is $`(14.5\pm 5.2)\%`$ which is still a small fraction of the total width. This implies that the assumption that the three-Goldstone bosons channels are instanton dominated is consistent with our expectation that the total width is given by perturbation theory. For comparison, the next most important decay channels are $`B(2(\pi ^+\pi ^{}))=(1.2\pm 0.4)\%`$ and $`B(\rho \rho )=(2.6\pm 0.9)\%`$. These channels do not receive direct instanton contributions.

The calculation proceeds along the same lines as the glueball decay calculation. Since the $`\eta _c`$ is a pseudoscalar only the $`G\stackrel{~}{G}`$ term in equ. (4) contributes. The relevant interaction is

$`_{I+A}`$ $`=`$ $`{\displaystyle }dz{\displaystyle }d_0(\rho ){\displaystyle \frac{d\rho }{\rho ^5}}{\displaystyle \frac{1}{N_c^21}}\left({\displaystyle \frac{\pi ^3\rho ^4}{\alpha _S}}\right)G\stackrel{~}{G}({\displaystyle \frac{1}{4}})\left({\displaystyle \frac{4}{3}}\pi ^2\rho ^3\right)^3\times `$ (26)
$`\{[(\overline{u}\gamma ^5u)(\overline{d}d)(\overline{s}s)+(\overline{u}u)(\overline{d}\gamma ^5d)(\overline{s}s)+(\overline{u}u)(\overline{d}d)(\overline{s}\gamma ^5s)+(\overline{u}\gamma ^5u)(\overline{d}\gamma ^5d)(\overline{s}\gamma ^5s)]`$
$`+{\displaystyle \frac{3}{8}}[(\overline{u}t^a\gamma ^5u)(\overline{d}t^ad)(\overline{s}s)+(\overline{u}t^au)(\overline{d}t^a\gamma ^5d)(\overline{s}s)+(\overline{u}t^au)(\overline{d}t^ad)(\overline{s}\gamma ^5s)`$
$`+(\overline{u}t^a\gamma ^5u)(\overline{d}t^a\gamma ^5d)(\overline{s}\gamma ^5s)`$
$`{\displaystyle \frac{3}{4}}[(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^a\sigma _{\mu \nu }d)(\overline{s}s)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^a\sigma _{\mu \nu }\gamma ^5d)(\overline{s}s)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^a\sigma _{\mu \nu }d)(\overline{s}\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^a\sigma _{\mu \nu }\gamma ^5d)(\overline{s}\gamma ^5s)]`$
$`{\displaystyle \frac{9}{20}}d^{abc}[(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\mu \nu }d)(\overline{s}t^cs)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\mu \nu }\gamma ^5d)(\overline{s}t^cs)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\mu \nu }d)(\overline{s}t^c\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\mu \nu }\gamma ^5d)(\overline{s}t^c\gamma ^5s)]`$
$`+(2\mathrm{𝑐𝑦𝑐𝑙𝑖𝑐}\mathrm{𝑝𝑒𝑟𝑚𝑢𝑡𝑎𝑡𝑖𝑜𝑛𝑠}uds)]`$
$`{\displaystyle \frac{9}{40}}d^{abc}[(\overline{u}t^a\gamma ^5u)(\overline{d}t^bd)(\overline{s}t^cs)+(\overline{u}t^au)(\overline{d}t^b\gamma ^5d)(\overline{s}t^cs)+(\overline{u}t^au)(\overline{d}t^bd)(\overline{s}\gamma ^5t^cs)`$
$`+(\overline{u}t^a\gamma ^5u)(\overline{d}t^b\gamma ^5d)(\overline{s}t^c\gamma ^5s)]`$
$`{\displaystyle \frac{9}{32}}if^{abc}[(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\nu \gamma }d)(\overline{s}t^c\sigma _{\gamma \mu }s)+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\nu \gamma }\gamma ^5d)(\overline{s}t^c\sigma _{\gamma \mu }s)`$
$`+(\overline{u}t^a\sigma _{\mu \nu }u)(\overline{d}t^b\sigma _{\nu \gamma }d)(\overline{s}t^c\sigma _{\gamma \mu }\gamma ^5s)+(\overline{u}t^a\sigma _{\mu \nu }\gamma ^5u)(\overline{d}t^b\sigma _{\nu \gamma }\gamma ^5d)(\overline{s}t^c\sigma _{\gamma \mu }\gamma ^5s)]\}`$
The strategy is the same as in the glueball case. We Fierz-rearrange the lagrangian (26) and apply the vacuum dominance and PCAC approximations. The coupling of the $`\eta _c`$ bound state to the instanton involves the matrix element

$$\lambda _{\eta _c}=\eta _c|g^2G\stackrel{~}{G}|0.$$
(27)
We can get an estimate of this matrix element using a simple two-state mixing scheme for the $`\eta _c`$ and pseudoscalar glueball. We write

$`|\eta _c`$ $`=`$ $`\mathrm{cos}(\theta )|\overline{c}c+\mathrm{sin}(\theta )|gg,`$ (28)
$`|0^+`$ $`=`$ $`\mathrm{sin}(\theta )|\overline{c}c+\mathrm{cos}(\theta )|gg.`$ (29)
The matrix element $`f_{\eta _c}=0|2m_c\overline{c}\gamma _5c|\eta _c2.8\mathrm{GeV}^3`$ is related to the charmonium wave function at the origin. The coupling of the topological charge density to the pseudoscalar glueball was estimated using QCD spectral sum rules, $`\lambda _{0^+}=0|g^2G\stackrel{~}{G}|0^+22.5\mathrm{GeV}^3`$ Narison:1996fm . Using the two-state mixing scheme the two “off-diagonal” matrix elements $`f_{0^+}=0|2m_c\overline{c}\gamma _5c|0^+`$ and $`\lambda _{\eta _c}=0|g^2G\stackrel{~}{G}|\eta _c`$ are given in terms of one mixing angle $`\theta `$. We can estimate this mixing angle by computing the charm content of the pseudoscalar glueball using the heavy quark expansion. Using Franz:2000ee

$$\overline{c}\gamma ^5c=\frac{i}{8\pi m_c}\alpha _sG\stackrel{~}{G}+O\left(\frac{1}{m_c^3}\right),$$
(30)
we get $`f_{0^+}0.14\mathrm{GeV}^3`$ and a mixing angle $`\theta 3^0`$. This mixing angle corresponds to

$$\lambda _{\eta _c}1.12\mathrm{GeV}^3.$$
(31)
The uncertainty in this estimate is hard to assess. Below we will discuss a perturbative estimate of the instanton coupling to $`\eta _c`$. In order to check the phenomenological consistency of the estimate equ. (31) we have computed the $`\eta _c`$ contribution to the $`g^2G\stackrel{~}{G}(0)g^2G\stackrel{~}{G}(x)`$ correlation function. The results are shown in Fig. 4. The contribution of the pseudoscalar glueball is determined by the coupling constant $`\lambda _{0^+}`$ introduced above. The couplings of the $`\eta `$, $`\eta ^{}`$ and $`\eta (1440)`$ resonances can be extracted from the decays $`J/\psi \gamma \eta `$ Novikov:uy . We observe that the $`\eta _c`$ contribution is strongly suppressed, as one would expect. We also show the $`\eta _c`$ and $`0^+`$ glueball contributions to the $`\overline{c}\gamma _5c(0)\overline{c}\gamma _5c(x)`$ correlation function. We observe that even with the small mixing matrix elements obtained from equs. (28-30) the glueball contribution starts to dominate the $`\eta _c`$ correlator for $`x>1`$ fm.

We now proceed to the calculation of the exclusive decay rates. There are four final states that contribute to the $`K\overline{K}\pi `$ channel, $`\eta _cK^+K^{}\pi ^0`$, $`K^0\overline{K}^0\pi ^0`$, $`K^+\overline{K}^0\pi ^{}`$ and $`K^{}K^0\pi ^+`$. Using isospin symmetry it is sufficient to calculate only one of the amplitudes. Fierz rearranging equ. (26) we get the interaction responsible for the $`\eta _cK^+K^{}\pi ^0`$

$$_{I+A}^{K^+K^{}\pi ^0}=𝑑z\frac{d\rho }{\rho ^5}d_0(\rho )\frac{1}{N_c^21}\left(\frac{\pi ^3\rho ^4}{\alpha _s^2}\right)\left(\frac{4}{3}\pi ^2\rho ^3\right)^3\frac{1}{4}(\alpha _sG\stackrel{~}{G})(\overline{s}\gamma ^5u)(\overline{u}\gamma ^5s)(\overline{d}\gamma ^5d).$$
(32)
The decay rate is given by

$$\mathrm{\Gamma }_{K^+K^{}\pi ^0}=(\mathrm{phase}\mathrm{space})\times |M|^2=\left[\frac{1}{16\pi \sqrt{2}}A\lambda _{\eta _c}K_\pi K_K^2\right]^2\times \left(0.111\mathrm{MeV}\right),$$
(33)
with $`A`$ given in equ. (12). Isospin symmetry implies that the other $`K\overline{K}\pi `$ decay rates are given by

$$\mathrm{\Gamma }_{K^+K^{}\pi ^0}=\mathrm{\Gamma }_{K^0\overline{K}^0\pi ^0}=\left(\frac{1}{\sqrt{2}}\right)^2\mathrm{\Gamma }_{K^0K^{}\pi ^+}=\left(\frac{1}{\sqrt{2}}\right)^2\mathrm{\Gamma }_{K^+\overline{K}^0\pi ^{}}.$$
(34)
The total $`K\overline{K}\pi `$ decay rate is

$$\mathrm{\Gamma }_{K\overline{K}\pi }=6\times \left[\frac{1}{16\pi \sqrt{2}}A\lambda _{\eta _c}K_\pi K_K^2\right]^2\times \left(0.111\mathrm{MeV}\right).$$
(35)
In a similar fashion we obtain

$`\mathrm{\Gamma }_{\eta \pi \pi }`$ $`=`$ $`{\displaystyle \frac{3}{2}}\times \left[{\displaystyle \frac{1}{16\pi }}A\lambda _{\eta _c}K_\eta ^sK_\pi ^2\right]^2\times \left(0.135\mathrm{MeV}\right),`$ (36)
$`\mathrm{\Gamma }_{\eta ^{}\pi \pi }`$ $`=`$ $`{\displaystyle \frac{3}{2}}\times \left[{\displaystyle \frac{1}{16\pi }}A\lambda _{\eta _c}K_\eta ^{}^sK_\pi ^2\right]^2\times \left(0.0893\mathrm{MeV}\right),`$ (37)
$`\mathrm{\Gamma }_{K\overline{K}\eta }`$ $`=`$ $`2\times \left[{\displaystyle \frac{1}{16\pi }}A\lambda _{\eta _c}K_\eta ^qK_K^2\right]^2\times \left(0.0788\mathrm{MeV}\right),`$ (38)
$`\mathrm{\Gamma }_{K\overline{K}\eta ^{}}`$ $`=`$ $`2\times \left[{\displaystyle \frac{1}{16\pi }}A\lambda _{\eta _c}K_\eta ^{}^qK_K^2\right]^2\times \left(0.0423\mathrm{MeV}\right),`$ (39)
$`\mathrm{\Gamma }_{\eta \eta \eta }`$ $`=`$ $`{\displaystyle \frac{1}{6}}\times \left[{\displaystyle \frac{3!}{16\pi }}A\lambda _{\eta _c}(K_\eta ^q)^2K_\eta ^s\right]^2\times \left(0.0698\mathrm{MeV}\right).`$ (40)
Here, the first factor is the product of the isospin and final state symmetrization factors. The second factor is the amplitude and the third factor is the phase-space integral.

In Fig. 5 we show the dependence of the decay rates on the average instanton size. We observe that the experimental $`K\overline{K}\pi `$ rate is reproduced for $`\overline{\rho }=0.29`$ fm. This number is consistent with the phenomenological instanton size. However, given the strong dependence on the average instanton size it is clear that we cannot reliably predict the decay rate. On the other hand, the following ratios are independent of the average instanton size

$`{\displaystyle \frac{\mathrm{\Gamma }_{K\overline{K}\pi }}{\mathrm{\Gamma }_{\eta \pi \pi }}}`$ $`=`$ $`4\times \left[{\displaystyle \frac{K_K^2}{\sqrt{2}K_\eta ^sK_\pi }}\right]^2\times \left({\displaystyle \frac{0.111}{0.135}}\right)=4.23\pm 1.27,`$ (41)
$`{\displaystyle \frac{\mathrm{\Gamma }_{\eta \pi \pi }}{\mathrm{\Gamma }_{\eta ^{}\pi \pi }}}`$ $`=`$ $`\left({\displaystyle \frac{K_\eta ^s}{K_\eta ^{}^s}}\right)^2\times \left({\displaystyle \frac{0.135}{0.0893}}\right)=1.01,`$ (42)
$`{\displaystyle \frac{\mathrm{\Gamma }_{K\overline{K}\eta }}{\mathrm{\Gamma }_{K\overline{K}\pi }}}`$ $`=`$ $`{\displaystyle \frac{1}{3}}\times \left[{\displaystyle \frac{\sqrt{2}K_\eta ^q}{K_\pi }}\right]^2\times \left({\displaystyle \frac{0.0788}{0.111}}\right)=0.141\pm 0.042,`$ (43)
$`{\displaystyle \frac{\mathrm{\Gamma }_{K\overline{K}\eta }}{\mathrm{\Gamma }_{K\overline{K}\eta ^{}}}}`$ $`=`$ $`\left({\displaystyle \frac{K_\eta ^q}{K_\eta ^{}^q}}\right)^2\times \left({\displaystyle \frac{0.0788}{0.0423}}\right)=2.91,`$ (44)
$`{\displaystyle \frac{\mathrm{\Gamma }_{\eta \eta \eta }}{\mathrm{\Gamma }_{K\overline{K}\pi }}}`$ $`=`$ $`{\displaystyle \frac{1}{36}}\times \left[{\displaystyle \frac{3!\sqrt{2}(K_\eta ^q)^2K_\eta ^s}{K_\pi K_K^2}}\right]^2\times \left({\displaystyle \frac{0.0698}{0.111}}\right)=0.011\pm 0.003,`$ (45)
where we have only quoted the error due to the uncertainty in $`m_s`$. These numbers should be compared to the experimental results

$`{\displaystyle \frac{\mathrm{\Gamma }_{K\overline{K}\pi }}{\mathrm{\Gamma }_{\eta \pi \pi }}}|_{exp}`$ $`=`$ $`1.1\pm 0.5`$ (46)
$`{\displaystyle \frac{\mathrm{\Gamma }_{\eta \pi \pi }}{\mathrm{\Gamma }_{\eta ^{}\pi \pi }}}|_{exp}`$ $`=`$ $`1.2\pm 0.6.`$ (47)
We note that the ratio $`B(\eta \pi \pi )/B(\eta ^{}\pi \pi )`$ is compatible with our results while the ratio $`B(K\overline{K}\pi )/B(\eta \pi \pi )`$ is not. This implies that either there are contributions other than instantons, or that the PCAC estimate of the ratio of coupling constants is not reliable, or that the experimental result is not reliable. The branching ratios for $`\eta \pi \pi `$ and $`\eta ^{}\pi \pi `$ come from MARK II/III experiments Partridge:1980vk ; Baltrusaitis:1985mr . We observe that our results for $`B(K\overline{K}\eta )/B(K\overline{K}\pi )`$ and $`B(K\overline{K}\eta ^{})/B(K\overline{K}\pi )`$ are consistent with the experimental bounds.

Another possibility is that there is a significant contribution from a scalar resonance that decays into $`\pi \pi `$. Indeed, instantons couple strongly to the $`\sigma (600)`$ resonance, and this state is not resolved in the experiments. We have therefore studied the direct instanton contribution to the decay $`\eta _c\sigma \eta `$. After Fierz rearrangement we get the effective vertex

$`_{\sigma \eta }`$ $`=`$ $`{\displaystyle 𝑑A(\alpha _sG\stackrel{~}{G})\frac{1}{4}\left[(\overline{u}\gamma ^5u)(\overline{d}d)(\overline{s}s)+(\overline{u}u)(\overline{d}\gamma ^5d)(\overline{s}s)+(\overline{u}u)(\overline{d}d)(\overline{s}\gamma ^5s)\right]}`$ (48)
$`{\displaystyle 𝑑Bm_s(\alpha _sG\stackrel{~}{G})\frac{1}{2}\left[(\overline{u}\gamma ^5u)(\overline{d}d)+(\overline{u}u)(\overline{d}\gamma ^5d)\right]},`$
where the integrals $`A`$ and $`B`$ are defined in equ. (12,24). The only new matrix element we need is $`f_\sigma =\sigma |\overline{u}u+\overline{d}d|0(500\mathrm{MeV})^2`$ Shuryak:1992ke . We get

$`\mathrm{\Gamma }_{\eta _c\sigma \eta }`$ $`=`$ $`{\displaystyle \frac{1}{16\pi m_{\eta _c}^3}}\sqrt{[m_{\eta _c}^2(m_\sigma +m_\eta )^2][m_{\eta _c}^2(m_\sigma m_\eta )^2]}`$ (49)
$`\times \left[{\displaystyle \frac{1}{16\pi }}f_\sigma \lambda _{\eta _c}[(AQ_s2Bm_s)K_\eta ^q+AK_\eta ^sQ_d]\right]^2.`$
Compared to the direct decay $`\eta _c\eta \pi \pi `$ the $`\eta _c\eta \sigma `$ channel is suppressed by a factor $`(2\pi ^2/m_{\eta _c}^2)(Q_qf_\sigma /K_\pi ^2)^21/100`$. Here, the first factor is due to the difference between two and three-body phase space and the second factor is the ratio of matrix elements. We conclude that the direct production of a $`\sigma `$ resonance from the instanton does not give a significant contribution to $`\eta _c\eta (\eta ^{})\pi \pi `$. This leaves the possibility that the $`\pi \pi `$ channel is enhanced by final state interactions.

Finally, we present a perturbative estimate of the coupling of the $`\eta _c`$ to the instanton. We follow the method used by Anselmino and Forte in order to estimate the instanton contribution to $`\eta _cp\overline{p}`$ Anselmino:1993bd . The idea is that the charmonium state annihilates into two gluons which are absorbed by the instanton. The Feynman diagram for the process is shown in Fig.6. The amplitude is given by

$`A_{c\overline{c}I}`$ $`=`$ $`g^2{\displaystyle \frac{d^4k_1}{(2\pi )^4}\frac{d^4k_2}{(2\pi )^4}(2\pi )^4\delta ^4(p_1+p_2k_1k_2)}`$ (50)
$`\overline{v}(p_2)\left[\gamma _\mu {\displaystyle \frac{\lambda ^a}{2}}{\displaystyle \frac{1}{p/_1k/_1m_c}}\gamma _\nu {\displaystyle \frac{\lambda ^b}{2}}\right]u(p_1)A_\mu ^{a,cl}(k_2)A_\nu ^{b,cl}(k_1),`$
where $`u(p)`$ and $`\overline{v}(p)`$ are free particle charm quark spinors and $`A_\mu ^{a,cl}(k)`$ is the Fourier transform of the instanton gauge potential

$$A_\mu ^{a,cl}(k)=i\frac{4\pi ^2}{g}\frac{\overline{\eta }_{\mu \nu }^ak^\nu }{k^4}\mathrm{\Phi }(k),\mathrm{\Phi }(k)=4\left(1\frac{1}{2}K_2(k\rho )(k\rho )^2\right).$$
(51)
The amplitude for the charmonium state to couple to an instanton is obtained by folding equ. (50) with the $`\eta _c`$ wave function $`\psi (p)`$. In the non-relativistic limit the amplitude only depends on the wave function at the origin.

The perturbative estimate of the transition rate is easily incorporated into the results obtained above by replacing the product $`A\lambda _{\eta _c}`$ in equs. (33-40) according to

$$A\lambda _{\eta _c}\frac{d\rho }{\rho ^5}d_0(\rho )\left(\frac{4}{3}\pi ^2\rho ^3\right)^3\left(4\pi \right)\frac{8m_c^{3/2}}{\sqrt{6}}|\psi (0)|I_{\eta _c}(\rho )\times \frac{g^2(m_c^1)}{g^2(\rho )},$$
(52)
with

$$I_{\eta _c}(\rho )=d^4k\frac{\stackrel{}{k}^2\mathrm{\Phi }(k)\mathrm{\Phi }(k2p_c)}{k^4(k2p_c)^4((kp_c)^2+m_c^2)}.$$
(53)
Here, $`p_c=(m_c,0)(M_{\eta _c}/2,0)`$ is the momentum of the charm quark in the charmonium rest frame. We note that because of the non-perturbative nature of the instanton field higher order corrections to equ. (52) are only suppressed by $`g^2(m_c^1)/g^2(\rho )`$.

The integral $`I_{\eta _c}`$ cannot be calculated analytically. We use the parameterization

$$I_{\eta _c}(\rho )\frac{\pi ^2A_0\rho ^4\mathrm{log}(1+1/(m_c\rho ))}{1+B_0(m_c\rho )^4\mathrm{log}(1+1/(m_c\rho ))},$$
(54)
which incorporates the correct asymptotic behavior. We find that $`A_0=0.213`$ and $`B_0=0.124`$ provides a good representation of the integral. In Fig. 7 we show the results for the $`\eta _c`$ decay rates as a function of the average instanton size. We observe that the results are similar to the results obtained from the phenomenological estimate equ. (31). The effective coupling $`(A\lambda _{\eta _c})`$ differs from the estimate equ. (31) by about a factor of 3. The experimental $`K\overline{K}\pi `$ rate is reproduced for $`\overline{\rho }=0.31`$ fm.

## V Chi charm decays

Another interesting consistency check on our results is provided by the study of instanton induced decays of the $`\chi _c`$ into pairs of Goldstone bosons. The $`\chi _c`$ is a scalar charmonium bound state with mass $`m_{\chi _c}=3415`$ MeV and width $`\mathrm{\Gamma }_{\chi _c}=14.9`$ MeV. In a potential model the $`\chi _c`$ corresponds to the $`{}_{}{}^{3}P_{0}^{}`$ state. In perturbation theory the total decay rate is dominated by $`\overline{c}c2g`$. The main exclusive decay channels are $`\chi _c2(\pi ^+\pi ^{})`$ and $`\chi _c\pi ^+\pi ^{}K^+K^{}`$ with branching ratios $`(2.4\pm 0.6)\%`$ and $`(1.8\pm 0.6)\%`$, respectively. It would be very interesting to know whether these final states are dominated by scalar resonances. We will concentrate on final states containing two pseudoscalar mesons. There are two channels with significant branching ratios, $`\chi _c\pi ^+\pi ^{}`$ and $`\chi _cK^+K^{}`$ with branching ratios $`(5.0\pm 0.7)10^3`$ and $`(5.9\pm 0.9)10^3`$.

The calculation of these two decay rates proceeds along the same lines as the calculation of the $`0^{++}`$ glueball decays. The only new ingredient is the $`\chi _c`$ coupling to the gluon field strength $`G^2`$. We observe that the total $`\chi _c`$ decay rate implies that $`0|2m_c\overline{c}c|\chi _c=3.1\mathrm{GeV}^30|2m_c\overline{c}i\gamma _5c|\eta _c`$. This suggests that a rough estimate of the $`\chi _c`$ coupling to $`G^2`$ is given by

$$\lambda _{\chi _c}\chi _c|g^2G^2|0\lambda _{\eta _c}=1.12\mathrm{GeV}^3.$$
(55)
Using this result we can obtain the $`\chi _c`$ decay rates by rescaling the scalar glueball decay rates equ. (23-III) according to

$$\mathrm{\Gamma }_{\chi _cm1,m2}=\mathrm{\Gamma }_{0^{++}m1,m2}\times \left(\frac{\lambda _{\chi _c}}{\lambda _{0^{++}}}\right)^2|_{m_{0^{++}}m_{\chi _c}},$$
(56)
where $`m1,m2`$ labels the two-meson final state. In Fig. 8 we show the dependence of the $`\chi _c`$ decay rates on the average instanton size $`\overline{\rho }`$. We observe that the experimental $`\pi ^+\pi ^{}`$ decay rate is reproduced for $`\overline{\rho }=0.29`$ fm. In Fig. 9 we plot the ratio of decay rates for $`\pi ^+\pi ^{}`$ and $`K^+K^{}`$. Again, the experimental value is reproduced for $`\overline{\rho }0.3`$ fm.

Finally, we can also estimate the $`c\overline{c}`$ coupling to the instanton using the perturbative method introduced in section IV. In the case of the $`\chi _c`$ we use

$`{\displaystyle \frac{1}{4\pi }}\lambda _{\chi _c}A`$ $``$ $`{\displaystyle \frac{1}{2\sqrt{3\pi }}}\sqrt{M_\chi }R^{}(0){\displaystyle \frac{d_0(\rho )}{\rho ^5}𝑑\rho \left(\frac{4}{3}\pi ^2\rho ^3\right)^3\frac{g^2(m_c)}{g^2(\rho )}\times I_\chi (\rho )},`$ (57)
$`{\displaystyle \frac{1}{4\pi }}\lambda _{\chi _c}B`$ $``$ $`{\displaystyle \frac{1}{2\sqrt{3\pi }}}\sqrt{M_\chi }R^{}(0){\displaystyle \frac{d_0(\rho )}{\rho ^5}𝑑\rho \left(\frac{4}{3}\pi ^2\rho ^3\right)^2\rho \frac{g^2(m_c)}{g^2(\rho )}\times I_\chi (\rho )},`$ (58)
where $`R^{}(0)0.39\mathrm{GeV}^{5/2}`$ is the derivative of the $`{}_{}{}^{3}P_{0}^{}`$ wave function at the origin and $`I_{\chi _c}`$ is the loop integral

$$I_\chi (\rho )=d^4k\frac{\mathrm{\Phi }(k)\mathrm{\Phi }(|2p_ck|)}{k^4(2p_ck)^4}\frac{15(kp_c)^2+3m_c^2+4\stackrel{}{k}^2}{(kp_c)^2+m_c^2}.$$
(59)
In Fig. 10 we compare the perturbative result with the phenomenological estimate. Again, the results are comparable. The experimental $`\pi ^+\pi ^{}`$ rate is reproduced for $`\overline{\rho }=0.29`$ fm.

## VI Summary

In summary we have studied the instanton contribution to the decay of a number of “gluon rich” states in the (1.5-3.5) GeV range, the scalar glueball, the $`\eta _c`$ and the $`\chi _c`$. In the case of charmonium instanton induced decays are probably a small part of the total decay rate, but the final states are very distinctive. In the case of the scalar glueball classical fields play an important role in determining the structure of the bound state and instantons may well dominate the total decay rate.

We have assumed that the gluonic system is small and that the instanton contribution to the decay can be described in terms of an effective local interaction. The meson coupling to the local operator was determined using PCAC. Using this method we find that the scalar glueball decay is dominated by the $`K\overline{K}`$ final state for glueball masses $`m_{0^{++}}>1`$ GeV. In the physically interesting mass range $`1.5\mathrm{GeV}<m_{0^{++}}<1.75\mathrm{GeV}`$ the branching ratios satisfy $`B(\eta \eta ):B(\pi \pi ):B(\overline{K}K)=1:(3.3\pm 0.3):(5.5\pm 0.5)`$.

Our main focus in this work are $`\eta _c`$ decays into three pseudoscalar Goldstone bosons. We find that the experimental decay rate $`\mathrm{\Gamma }(\eta _cK\overline{K}\pi )`$ can be reproduced for an average instanton size $`\overline{\rho }=0.31`$, consistent with phenomenological determinations and lattice results. This in itself is quite remarkable, since the phenomenolgical determination is based on properties of the QCD vacuum.

The ratio of decay rates $`B(\eta ^{}\pi \pi ):B(\eta \pi \pi ):B(K\overline{K}\pi )=1:1:(4.2\pm 1.3)`$ is insensitive to the average instanton size. While the ratio $`B(\eta ^{}\pi \pi ):B(\eta \pi \pi )=1:1`$ is consistent with experiment, the ratio $`B(\eta \pi \pi ):B(K\overline{K})=1:(4.2\pm 1.3)`$ is at best marginally consistent with the experimental value $`1.1\pm 0.5`$. We have also studied $`\chi _c`$ decays into two pseudoscalars. We find that the absolute decay rates can be reproduced for $`\overline{\rho }=0.29`$ fm. Instantons are compatible with the measured ratio $`B(K^+K^{}):B(\pi ^+\pi ^{})=1.2`$

There are many questions that remain to be answered. On the experimental side it would be useful if additional data for the channels $`\eta _c\eta ^{}\pi \pi ,\eta \pi \pi `$ were collected. One important question is whether $`(\pi \pi )`$ resonances are important. It should also be possible to identify the smaller decay channels $`\eta _cK\overline{K}\eta ,K\overline{K}\eta ^{}`$. In addition to that, it is interesting to study the distribution of the final state mesons in all three-meson channels. Instantons predict that the production mechanism is completely isotropic and that the final state mesons are distributed according to three-body phase space.

In addition to that, there are a number of important theoretical issues that remain to be resolved. In the limit in which the scalar glueball is light the decay $`0^{++}\pi \pi (\overline{K}K)`$ can be studied using effective lagrangians based on broken scale invariance Shifman:1988zk ; Jaminon:ac ; Jin:2002up . Our calculation based on direct instanton effects is valid in the opposite limit. Nevertheless, the instanton liquid model respects Ward identities based on broken scale invariance Schafer:1996wv  and one should be able to recover the low energy theorem. In the case $`0^{++}\pi \pi (\overline{K}K)`$ one should also be able to study the validity of the PCAC approximation in more detail. This could be done, for example, using numerical simulations of the instanton liquid. Finally we need to address the question how to properly compute the overlap of the initial $`\overline{c}c`$ system with the instanton. This, of course, is a more general problem that also affects calculations of electroweak baryon number violation in high energy $`p\overline{p}`$ collisions Ringwald:1989ee ; Espinosa:qn  and QCD multi-particle production in hadronic collisions Nowak:2000de .

Acknowledgments: We would like to thank D. Kharzeev, E. Shuryak and A. Zhitnitsky for useful discussions. This work was supported in part by US DOE grant DE-FG-88ER40388 and by a DOE-OJI grant.


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# Local dimension and finite time prediction in spatiotemporal chaotic systems

## I Introduction

Systems formed by aggregates of parts that interact in a nonlinear way are prototypes of complex behaviour in physics, biology and economics. An often successful approach in the analysis of such systems is to use tools from dynamical systems theory applied locally at points of spatially distributed configurations. In many cases local nonlinearities lead to unpredictable chaotic evolution where short time forecasts are still feasible. An instance of this situation is atmospheric research where, for obvious reasons, prediction is often the most important goal to be achieved. In general, for large spatially distributed systems, it is highly desirable to have a simple diagnostic tool to identify regions of predictable behaviour. The main result of this paper is to show that certain spatial regions do indeed yield better forecasts than other locations. To elaborate on this theme we use the concept of BV dimension, introduced in Patil et al. (2001) in the context of the Earth’s atmosphere, as the tool to identify regions of high dimensionality. Our objective is then to show that this dimensional estimate is directly related to our ability to make short time forecasts. A recently introduced Bayesian approach, the cluster weighted modelling, CWM Gershenfeld et al. (1999), is one of the methods on which we base our conclusions. We start from a simple prediction algorithm Kantz and Schreiber (1997) where the main idea of the paper is readily recognized. The more sophisticated CWM approach in conjunction with the simpler prediction algorithm will provide a clear link between dimension and our ability to forecast the behaviour of deterministic systems. In particular, Bayesian approaches also permit the calculation of the variance (confidence intervals) of forecasts. In Ref. Salvino et al. (1995) we find a similar approach where a measure of predictability is based on the variance under the evolution of suitably defined functions in embedding space. Such approach requires long evolution times which cannot be afforded in the present context and, as will be seen herein, this problem is circumvented by the use of the CWM.

The concept of correlation dimension Grassberger and Procaccia (1983a, b) has some bearing on this subject since high dimensional systems cannot be easily distinguished from systems with dominant stochastic component, where predictability is known to be low. Here by prediction we mean the existence of a deterministic map which can be successfully used to make short time forecasts, in the least square sense or using some more general likelihood function.

The paper is organized as follows. In Sec. II, we present the basic aspects and definitions about the BV dimension, factor analysis and the necessary tools to relate dimension and predictability. In Sec. III, the spatiotemporal systems given by coupled logistic maps and coupled Lorenz systems are discussed and the results of the simulations are presented. Our concluding remarks are outlined in Sec. IV.

## II Local dimension and predictability

The notion of dimension used herein is based on the concept of bred vectors. They are constructed in a similar way as Lyapunov vectors but in practical applications they differ in two aspects. Firstly, for bred vectors there is no global orthonormalization and secondly, they are finite amplitude, finite time vectors. Such properties facilitate the calculation of bred vectors and yield an efficient identification of regions were short time forecasts are feasible.

Consider a 2D spatially distributed system whose state at a given time $`t_1`$ is defined over a collection of points $`(i,j)`$. Here we take the $`M1`$ nearest neighbours for each point $`(i,j)`$ in a square lattice with $`M=25`$, as illustrated in Fig. 1.

Logistic maps are one variable dynamical systems and in order to specify the corresponding state at a point including its neighbours we need an $`M`$ dimensional state vector. Considering the $`xy`$ coordinates of the Lorenz system specified at a suitable constant $`z`$ hyperplane, the state vector in this case requires 2$`M`$ components. In general the state vector, either $`M`$ dimensional or 2$`M`$ dimensional, will be called bred vector. Now generate $`k`$ distinct perturbations of the state starting at $`t_0<t_1`$ obtaining $`k`$ local bred vectors. The $`k\times k`$ covariance matrix of the system is just $`𝑪=𝑩^𝑻𝑩`$, where $`𝑩`$ is the $`M\times k`$ (or $`2M\times k`$ for the Lorenz system) matrix of local bred vectors each normalized to unity. In this paper we will fix $`k=5`$.

We order the eigenvalues of the covariance matrix as $`\lambda _1\lambda _2\mathrm{}\lambda _k`$ and define the singular values of $`𝑩`$ as $`\sigma _i=\sqrt{\lambda _i}`$. Here the connection with factor analysis is clear Johnson and Wichern (1998), since the eigenvalues of the covariance matrix give an idea of the local linear independence of the $`k`$ local bred vectors. An effective dimension of the space of bred vectors can be obtained by fixing a threshold value corresponding to the highest $`l`$ eigenvalues, as is done in principal components analysis. Thus an approximation of the data, supposing zero average for simplicity, is contained in the product $`𝓕𝑳`$ were $`𝓕=𝑩𝑳^T`$ is called the factor and $`𝑳`$ the loading matrix of dimension $`l\times k`$. The rows of the loading matrix are the components of the eigenvectors corresponding to the dominant eigenvalues. Clearly there is an arbitrariness in the stipulation of $`l`$ and this ambiguity is absent when using the concept of BV dimension.

The eigenvalues $`\lambda _i`$ represent the amount of variance in the set of the $`k`$ unit bred vectors. In order to estimate unambiguously the value of the threshold one defines the following statistic Patil et al. (2001)

$$\psi _{i,j}(\sigma _1,\sigma _2,\mathrm{},\sigma _k)=\frac{\left(_{l=1}^k\sigma _l\right)^2}{_{l=1}^k\sigma _l^2}$$
(1)
As each of the $`k`$ bred vectors is normalized to unity, $`\psi `$ assumes values in the interval $`(0,k)`$. Examples of the values of this statistic for several distributions of bred vectors can be found in Patil et al. (2001). A property of the statistic just defined is its robustness under noise or numerical errors. It can be used to determine the dominant eigenvalues $`l`$: just take it to be the smallest integer bigger than $`\psi `$. In this sense an approximation to the bred vectors is obtained as the product of the corresponding factor and the loading matrix.

We describe now the criteria and tools that will be implemented in the next section to spatially distributed systems in order to obtain a connection between dimension and predictability. We start with a simple prediction algorithm which is very useful in the analysis of nonlinear time series Kantz and Schreiber (1997). To describe this criterion, consider a scalar time series obtained from a component of the dynamical variables, say, the $`x`$-component, defined at a given site in the 2D lattice. Using delay coordinates one considers neighbours to within a distance smaller than $`\delta `$ to a given point in embedding space. For the present analysis the choice of embedding dimension 3 is adequate. By propagating the corresponding neighbours of a given vector in embedding space and averaging them we obtain a forecast of the vector. The more sophisticated CWM Gershenfeld et al. (1999) is a Bayesian approach where the embedded time series is used to build local Gaussian models. One of the advantages of this method is that it goes beyond point prediction since it includes error bars (confidence intervals) when estimating the future average value. The idea is to expand the joint probability distribution $`p(𝗒,\stackrel{}{𝗑})`$ in terms of local Gaussian models. Using the $`x`$ components at each site for definiteness, the value to be predicted $`𝗒`$ is taken as $`x(n+2\tau )`$ (e.g. with embedding dimension $`m=3`$ and delay $`\tau `$), given the vector of delayed components $`\stackrel{}{𝗑}=\{x(n),x(n+\tau ),n\}`$ . The joint distribution is used to compute the average predicted values, $`𝗒|\stackrel{}{𝗑}`$ and their variances, $`(𝗒𝗒|\stackrel{}{𝗑})^2|\stackrel{}{𝗑}`$. This provides a criterion for predictability since higher variance is associated to lower predictability. The use of uncertainty as measured by the variance is employed in Salvino et al. (1995) to obtain a definition of predictability associated to chaotic systems or stochastic processes and such method is used to distinguish between these two modes of evolution. Such distinction has also been made in the context of time series analysis using the CWM approach Ferreira et al. (2003).

## III Local dimension in Spatiotemporal chaotic systems

### III.1 Coupled logistic maps

We begin with the case of two dimensional coupled map lattices consisting of logistic maps Bohr and Christensen (1989).

$`x_{n+1}^{i,j}`$ $`=`$ $`(1ϵ)f\left(x_n^{i,j}\right)+{\displaystyle \frac{ϵ}{4}}[f\left(x_n^{i1,j}\right)`$ (2)
$`+f\left(x_n^{i+1,j}\right)+f\left(x_n^{i,j1}\right)+f\left(x_n^{i,j+1}\right)],`$
with

$$f(x)=\mu x(1x),x(0,1),\mu (0,4),$$
(3)
where $`i,j=1,2,\mathrm{}N`$ and $`ϵ`$ represents the coupling strength.

In this simulation we use $`N=50`$, $`\mu =4`$, $`ϵ=0.4`$ and periodic boundary conditions. The reference spatial variables $`x^{i,j}`$, $`i,j=1,2\mathrm{}N`$, are obtained by evolving system (2) from random initial conditions. The number of iterations is chosen to be 5015 so that transients are removed.

We generate additional spatial variables by adding small perturbations to the reference variables at time 5000 to measure the local instability of the coupled maps. Thus at time 5015 we have spatial distributions corresponding to the reference variable and four distinct perturbations. The local dimension at the spatial points are computed at this time value using the statistic defined in Eq. (1) as discussed in the previous section. Fig. 3 illustrates the results of the logistic maps (2) calculations where dark regions correspond to low dimensions and bright regions represent high dimensions. We found that the local dimension has a minimum value, $`\psi =1.0323`$, at $`i=2`$, $`j=37`$ and a maximum value, $`\psi =2.3636`$, at $`i=28`$, $`j=7`$. We note that the maximum and minimum values at the spatial points $`(i,j)`$ are practically constant under evolution of system (2) a few steps forwards or backwards.

In order to establish a connection between dimension and predictability, we analyse the time series at the points $`(2,37)`$ and $`(28,7)`$ discussed above. We apply the simple prediction algorithm during the interval from $`n=5015`$ to $`n=5040`$. Fig. 3 shows the prediction errors, $`\eta =x_{\text{orig}}^{i,j}x_{\text{pred}}^{i,j}`$, for $`x^{2,37}`$ and $`x^{28,7}`$ with $`\delta =0.05`$. It is evident that the prediction error is small at the lattice point $`(2,37)`$ where the local dimension is low, and large at the point $`(28,7)`$ where the local dimension is maximum. In addition, similar results were obtained for points with other local dimension values. We found that the prediction error is consistently low in regions of low local dimension and high in the regions of relatively high local dimension.

The Bayesian approach known as the cluster weighted modelling will provide more insights into the predictability issue. Particularly important is the relationship between variance of predicted

average value and the BV dimension. We consider the average prediction $`𝗒|\stackrel{}{𝗑}`$ using the conditional distribution obtained from the joint distribution $`p(𝗒,\stackrel{}{𝗑})`$. As discussed in the previous section, we take $`𝗒`$ to be the $`x`$ variable at time $`n+2\tau `$ and $`\stackrel{}{𝗑}=\{x_n,x_{n+\tau },n\}`$; here we take $`\tau =1`$. Fig. 4 presents a series of predicted values, using always the two most recent original values, and the corresponding variance. In most cases analysed we found the following behaviour. Lattice sites with high BV dimension result in predicted values with larger variances than those with low BV dimension, or either the prediction tend to fall outside the confidence interval defined by the variance of the future value. These facts are shown in Figs. 4(a) and (b) for the low and high BV dimensions, respectively 1.0323 and 2.3636. In this case the simple prediction results are more compelling than the CWM since the difference between highest and lowest BV dimension is not big enough. In the next subsection we discuss another system where the maximum BV dimension is about four times larger than the minimum dimension over the spatial distribution. In this case the conclusion that the uncertainty in prediction is related to dimension is even more forceful.

### III.2 Coupled Lorenz systems

We next consider a two dimensional array of diffusively coupled Lorenz oscillators represented by the following equations Kocarev and Parlitz (1996):

$`\dot{x}_{i,j}`$ $`=`$ $`\sigma (y_{i,j}x_{i,j})+c(y_{i1,j}+y_{i+1,j}+y_{i,j1}`$
$`+y_{i,j+1}4y_{i,j}),`$
$`\dot{y}_{i,j}`$ $`=`$ $`x_{i,j}z_{i,j}+Rx_{i,j}y_{i,j},`$
$`\dot{z}_{i,j}`$ $`=`$ $`x_{i,j}y_{i,j}\beta z_{i,j},`$ (4)
where $`i,j=1,2,\mathrm{},N`$, $`\sigma =16`$, $`R=40`$, $`\beta =4`$ and $`c=1`$. We use $`50\times 50`$ ($`N=50`$) oscillators with periodic boundary conditions. Equations (4) are solved numerically using fourth order Runge-Kutta method with random initial conditions. We actually consider the $`x`$ and $`y`$ components representing a map of the above system by the Poincaré section taken at $`z=R1`$. The spatial distribution of the local dimensions is calculated in a similar fashion as in the case of coupled map lattices discussed earlier. A low value of $`\psi =1.1447`$ is found at lattice point $`(i,j)=(3,50)`$, while a

high value $`\psi =4.1226`$ is computed at $`(i,j)=(11,46)`$. Fig. 6 shows the regions of different local dimension for the coupled Lorenz systems (4). The finite time prediction error in Fig. 6 uses $`\delta 0.8`$ in the simple prediction algorithm. Here the error is calculated as $`\eta =\sqrt{\left(x_{\text{orig}}x_{\text{pred}}\right)^2+\left(y_{\text{orig}}y_{\text{pred}}\right)^2}`$. The results concerning the cluster weighted modelling are shown in Fig. 7. Here high local dimension imply a consistent increase in the variances represented by larger error bars. In this case there is a clear relationship between predictability and the local BV dimension.

## IV Summary and conclusions

Predictability is related to the uncertainty in the outcome of future events during the evolution of the state of a system. We have interpreted the CWM as a tool to detect such uncertainty and used it in spatially distributed systems. The simple prediction algorithm in conjunction the CWM form a powerful set of methods to relate predictability and dimension. Another tool based on the variance of future states of a system is also employed in Salvino et al. (1995) where a level of predictability is defined and applied to distinguish between deterministic and stochastic behaviour. Such distinction requires a propagation time longer than the short time behaviour used herein and the cluster weighted modelling is more appropriate in the present context. Both methods, however, CWM or Salvino et al. (1995), are more than diagnostic tools and can be used to make real time predictions.

The short time evolution used here is not only a requirement for predicting chaotic systems but it also guarantees the consistency of our conclusions. This comes about since the primary step is to identify spatial points of small BV dimension and then to make short time forecasts for the variables at these points. If the dimension changed substantially during the short time evolution then the relationship between dimension and prediction could not be maintained. In this work predictions are made over intervals of 20 or 25 units of time (cycles) and under such circumstances the value of BV dimension is practically constant.

For deterministic evolution some systems are more predictable than others and this can be measured by Lyapunov exponents. However, these exponents are well defined only asymptotically and are not unique for finite time calculations Abarbanel et al. (1991a, b); Kurths and Brandenburg (1991); Yoden and Nomura (1993). In such cases bred vectors are the proper tool to use and in this paper we provided the connection between predictability and the value of the BV dimension.

The concept of bred vectors is intimately related to the analysis of geophysical flows Patil et al. (2001); Kalnay (2002). Other forecasting techniques could be envisaged for real applications other than the CWM Sauer (1994); Wan (1994). The main thesis of this work however will remain unaltered in such situations since the system is deterministic and the simple prediction algorithm or the CWM are essentially finite dimensional maps. Other algorithms would at most imply some differences for instance in the error functions with no impact in the main conclusions. In a further investigation we intend to apply the concept of BV dimension and the tools used herein to several configurations of fluids in the turbulent regime.

###### Acknowledgements.

This work is supported by Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), Brasil.