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# References

SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

ASSOCIATED TO A RICCATI EQUATION OF CONSTANT COEFFICIENTS

H.C. Rosu1111hcr@ipicyt.edu.mx, O. Cornejo1, M. Reyes2, D. Jimenez2

1 Dept. of Appl. Math., IPICyT, Apdo Postal 3-74 Tangamanga, San Luis Potosí, MEXICO

2 Instituto de Física, Universidad de Guanajuato, Apdo Postal E-143, León, MEXICO

Abstract

We present several second-order linear differential equations that are associated to a particular Riccati equation with only one constant parameter in its coefficients through the technique of supersymmetric factorizations and through a Dirac-like procedure. The latter approach is a minimal extension of the results obtained with the first technique in the sense that it includes up to two more constant parameters.

PACS Numbers: 11.30.Pb

1. Riccati solutions and factorizations

We start with one of the simplest Riccati equation, which nevertheless dictates for example the behaviour of the Hubble constant of barotropic Friedmann-Robertson-Walker cosmologies

$$\mathrm{u}^{^{}}+\mathrm{cu}^2+\kappa \mathrm{c}=0,$$
(1)
where $`\kappa =\pm 1`$ and $`\mathrm{c}`$ is a real constant. Employing $`\mathrm{u}=\frac{1}{\mathrm{c}}\frac{\mathrm{w}_\kappa ^{^{}}}{\mathrm{w}_\kappa }`$ one gets the well-known second order differential equation

$$\mathrm{w}_\kappa ^{^{\prime \prime }}+\kappa \mathrm{c}^2\mathrm{w}_\kappa =0.$$
(2)
For $`\kappa =1`$ the solution of the latter is $`\mathrm{w}_1=\mathrm{W}_1\mathrm{cos}(\mathrm{c}\eta +\phi )`$, where $`\phi `$ is an arbitrary phase, whereas for $`\kappa =1`$ one gets $`\mathrm{w}_1=\mathrm{W}_1\mathrm{sinh}(\mathrm{c}\eta )`$ where $`\mathrm{W}_{\pm 1}`$ are amplitude parameters.

The point now is that the Riccati solution $`\mathrm{u}_\mathrm{p}=\frac{1}{\mathrm{c}}\frac{\mathrm{w}^{^{}}}{\mathrm{w}}`$ mentioned above is only the particular solution, i.e., $`\mathrm{u}_\mathrm{p}=\mathrm{tan}(\mathrm{c}\eta )`$ and $`\mathrm{u}_\mathrm{p}=\mathrm{coth}(\mathrm{c}\eta )`$ for $`\kappa =\pm 1`$, respectively. The particular Riccati solutions enter as nonoperatorial part in the common factorizations of the second-order linear differential equations that are directly related to the well-known Darboux isospectral transformations . Indeed, Eq. (2) can be written

$$\mathrm{w}^{^{\prime \prime }}\mathrm{c}(\kappa \mathrm{c})\mathrm{w}=0$$
(3)
and also in factorized form using Eq. (1) one gets ($`\mathrm{D}_\eta =\frac{\mathrm{d}}{\mathrm{d}\eta }`$)

$$\left(\mathrm{D}_\eta +\mathrm{cu}_\mathrm{p}\right)\left(\mathrm{D}_\eta \mathrm{cu}_\mathrm{p}\right)\mathrm{w}=\mathrm{w}^{^{\prime \prime }}\mathrm{c}(\mathrm{u}_\mathrm{p}^{^{}}+\mathrm{cu}_\mathrm{p}^2)\mathrm{w}=0.$$
(4)
To fix the ideas, we shall use the terminology of Witten’s supersymmetric quantum mechanics and call Eq. (4) the bosonic linear equation. On the other hand, the supersymmetric partner (or fermionic) equation of Eq. (4) will be

$$\left(\mathrm{D}_\eta \mathrm{cu}_\mathrm{p}\right)\left(\mathrm{D}_\eta +\mathrm{cu}_\mathrm{p}\right)\mathrm{w}_\mathrm{f}=\mathrm{w}_\mathrm{f}^{^{\prime \prime }}\mathrm{c}(\mathrm{u}_\mathrm{p}^{^{}}+\mathrm{cu}_\mathrm{p}^2)\mathrm{w}_\mathrm{f}=\mathrm{w}_\mathrm{f}^{^{\prime \prime }}\mathrm{c}\mathrm{c}_{\kappa ,\mathrm{f}}(\eta )\mathrm{w}_\mathrm{f}=0,$$
(5)
which is related to the fermionic Riccati equation

$$\mathrm{u}^{^{}}+\mathrm{cu}^2\mathrm{c}_{\kappa ,\mathrm{f}}(\eta )=0.$$
(6)
Notice that for this fermionic Riccati equation the free term is already not constant. Explicitly, one gets

$$\mathrm{c}_{\kappa ,\mathrm{f}}(\eta )=\mathrm{u}_\mathrm{p}^{^{}}+\mathrm{cu}_\mathrm{p}^2=\{\begin{array}{cc}\mathrm{c}(1+2\mathrm{t}\mathrm{a}\mathrm{n}^2\mathrm{c}\eta )\hfill & \text{if }\kappa =1\hfill \\ \mathrm{c}(1+2\mathrm{c}\mathrm{o}\mathrm{t}\mathrm{h}^2\mathrm{c}\eta )\hfill & \text{if }\kappa =1\hfill \end{array}$$

for the supersymmetric partner Riccati free term. The solutions $`\mathrm{w}_\mathrm{f}`$ are $`\mathrm{w}_\mathrm{f}=\frac{\mathrm{c}}{\mathrm{cos}(\mathrm{c}\eta +\mathrm{d})}`$ and $`\mathrm{w}_\mathrm{f}=\frac{\mathrm{c}}{\mathrm{sinh}(\mathrm{c}\eta )}`$ for $`\kappa =1`$ and $`\kappa =1`$, respectively.

Introducing the operator $`\mathrm{P}_\eta =i\mathrm{D}_\eta `$ we can write the fermionic equations as follows

$$\left(\mathrm{P}_\eta \mathrm{icu}_\mathrm{p}\right)\left(\mathrm{P}_\eta \mathrm{icu}_\mathrm{p}\right)\mathrm{w}_\mathrm{f}=\mathrm{P}_\eta ^2\mathrm{w}_\mathrm{f}\mathrm{c}(\mathrm{iP}_\eta \mathrm{u}_\mathrm{p}+\mathrm{cu}_\mathrm{p}^2)\mathrm{w}_\mathrm{f},$$
(7)
whereas the bosonic case is

$$\left(\mathrm{P}_\eta \mathrm{icu}_\mathrm{p}\right)\left(\mathrm{P}_\eta \mathrm{icu}_\mathrm{p}\right)\mathrm{w}_\mathrm{b}=\mathrm{P}_\eta ^2\mathrm{w}_\mathrm{b}\mathrm{c}(\mathrm{iP}_\eta \mathrm{u}_\mathrm{p}+\mathrm{cu}_\mathrm{p}^2)\mathrm{w}_\mathrm{b},$$
(8)
There is a more general bosonic factorization that has been introduced for the case of the quantum harmonic oscillator by Mielnik  that in our case reads

$$\left(\mathrm{D}_\eta +\mathrm{cu}_{\mathrm{g},\mathrm{f}}\right)\left(\mathrm{D}_\eta \mathrm{cu}_{\mathrm{g},\mathrm{f}}\right)\mathrm{w}_\mathrm{g}=\mathrm{w}_\mathrm{g}^{^{\prime \prime }}\mathrm{c}(\mathrm{u}_{\mathrm{g},\mathrm{f}}^{^{}}+\mathrm{cu}_{\mathrm{g},\mathrm{f}}^2)\mathrm{w}_\mathrm{g}=\mathrm{w}_\mathrm{g}^{^{\prime \prime }}+\kappa \mathrm{cc}(\eta ;\lambda )\mathrm{w}_\mathrm{g}=0.$$
(9)
It is given in terms of the general Riccati solution $`\mathrm{u}_{\mathrm{g},\mathrm{f}}(\eta )`$ of the fermionic Riccati equation (6)

$$\mathrm{u}_{\mathrm{g},\mathrm{f}}(\eta ;\lambda )=\mathrm{u}_\mathrm{p}(\eta )\frac{1}{\mathrm{c}}\mathrm{D}_\eta \left[\mathrm{ln}(\mathrm{I}_\kappa (\eta )+\lambda )\right]=\mathrm{D}_\eta \left[\mathrm{ln}\left(\frac{\mathrm{w}_\kappa (\eta )}{\mathrm{I}_\kappa (\eta )+\lambda }\right)^{\frac{1}{\mathrm{c}}}\right]$$
(10)
and yields the one-parameter family of Riccati free terms $`\mathrm{c}_\kappa (\eta ;\lambda )`$

$$\kappa \mathrm{c}_\kappa (\eta ;\lambda )=c\mathrm{u}_\mathrm{g}^2(\eta ;\lambda )+\frac{\mathrm{du}_\mathrm{g}(\eta ;\lambda )}{\mathrm{d}\eta }=\kappa \mathrm{c}\frac{2}{\mathrm{c}}\mathrm{D}_\eta ^2\left[\mathrm{ln}(\mathrm{I}_\kappa (\eta )+\lambda )\right]$$

$$=\kappa \mathrm{c}\frac{4\mathrm{w}_\kappa (\eta )\mathrm{w}_\kappa ^{}(\eta )}{\mathrm{c}(\mathrm{I}_\kappa (\eta )+\lambda )}+\frac{2\mathrm{w}_\kappa ^4(\eta )}{\mathrm{c}(\mathrm{I}_\kappa (\eta )+\lambda )^2},$$
(11)
where $`\mathrm{I}_\kappa (\eta )=_0^\eta \mathrm{w}_\kappa ^2(\mathrm{y})\mathrm{dy}`$, if we think of a half line problem for which $`\lambda `$ is a positive integration constant that occurs as a free parameter of the method.

The free terms $`\mathrm{c}_\kappa (\eta ;\lambda )`$ have the same supersymmetric partner free term $`\mathrm{c}_{\kappa ,\mathrm{f}}(\eta ).`$ They may be considered as intermediates between the initial constant Riccati free term $`\kappa \mathrm{c}`$ and its supersymmetric partner free term $`\mathrm{c}_{\kappa ,\mathrm{f}}(\eta )`$. From Eq. (9) one can infer the new parametric ‘zero mode’ solutions of the linear equations entailing the functions $`\mathrm{c}_\kappa (\eta ;\lambda )`$ as follows

$$\mathrm{w}_\mathrm{g}(\eta ;\lambda )=\frac{\mathrm{w}_\kappa (\eta )}{\mathrm{I}_\kappa (\eta )+\lambda }.$$
(12)
For $`\lambda \mathrm{}`$ the solutions $`\mathrm{w}_\mathrm{g}`$ vanish. For an application to the damped classical oscillator see . In quantum mechanics, where we have different types of solutions and physical interpretation, one can obtain $`\mathrm{w}_\mathrm{g}w_\kappa `$ in the same asymptotic limit of the parameter if one introduces the appropriate normalization constant .

2. Dirac-like approach

The Dirac equation in the susy nonrelativistic formalism has been discussed by Cooper et al  already in 1988. They showed that the Dirac equation with a Lorentz scalar potential is associated with a susy pair of Schroedinger Hamiltonians. This result has been used later by many authors in the particle physics context. In mathematical terms, it is only a simple approach for matrix differential equations. Here we present several applications that may be considered the simplest extension of the results of the previous section in the sense that only up to two more constant parameters are introduced.

2.1 \- Let us now consider the following two Pauli matrices $`\alpha =\mathrm{i}\sigma _y=\mathrm{i}\left(\begin{array}{cc}0& \mathrm{i}\\ \mathrm{i}& 0\end{array}\right)`$ and $`\beta =\sigma _x=\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)`$ and write a Dirac-like equation for zero mass and at fixed zero energy of the form

$$D1[\mathrm{i}\sigma _\mathrm{y}\mathrm{P}_\eta +\sigma _\mathrm{x}(\mathrm{icu}_\mathrm{p})]W=0,$$
(13)
where $`W=\left(\begin{array}{cc}\mathrm{w}_1& \\ \mathrm{w}_2& \end{array}\right)`$ is a two component ‘zero-mass’ spinor. This is equivalent to the following decoupled equations

$`\mathrm{P}_\eta \mathrm{w}_1+\mathrm{icu}_\mathrm{p}\mathrm{w}_1=0`$ (14)
$`+\mathrm{P}_\eta \mathrm{w}_2+\mathrm{icu}_\mathrm{p}\mathrm{w}_2=0.`$ (15)
Solving these equations one gets $`\mathrm{w}_11/\mathrm{cos}(\mathrm{c}\eta )`$ and $`\mathrm{w}_2\mathrm{cos}(\mathrm{c}\eta )`$ for the $`\kappa =1`$ case and $`\mathrm{w}_11/\mathrm{sinh}(\mathrm{c}\eta )`$ and $`\mathrm{w}_2\mathrm{sinh}(\mathrm{c}\eta )`$ for the $`\kappa =1`$ case. Thus, we obtain

$$W=\left(\begin{array}{cc}\mathrm{w}_1& \\ \mathrm{w}_2& \end{array}\right)=\left(\begin{array}{cc}\mathrm{w}_\mathrm{f}& \\ \mathrm{w}_\mathrm{b}& \end{array}\right).$$
(16)
This shows that the matrix ‘zero-mass’ Dirac equation is equivalent to the two second-order linear differential equations of bosonic and fermionic type, Eq. (2) and Eq. (5), respectively .

2.2 \- Consider now the following Dirac equation

$$D2[\mathrm{i}\sigma _\mathrm{y}\mathrm{P}_\eta +\sigma _\mathrm{x}(\mathrm{icu}_\mathrm{p}+\mathrm{K})]\mathrm{W}=\mathrm{KW},$$
(17)
where $`K`$ is a positive real constant. In the left hand side, $`K`$ stands as a mass parameter of the Dirac spinor, whereas on the right hand side it corresponds to the energy parameter, i.e., $`E=K`$. Thus, we have a Dirac equation for a spinor of mass $`K`$ at the fixed energy $`E=K`$. This equation can be written as the following system of coupled equations

$`\mathrm{P}_\eta \mathrm{w}_1+(\mathrm{icu}_\mathrm{p}+\mathrm{K})\mathrm{w}_1=\mathrm{Kw}_2`$ (18)
$`\mathrm{P}_\eta \mathrm{w}_2+(\mathrm{icu}_\mathrm{p}+\mathrm{K})\mathrm{w}_2=\mathrm{Kw}_1.`$ (19)
This system is equivalent to the following second order equations for the two spinor components, respectively

$$\mathrm{P}_\eta ^2\mathrm{w}_\mathrm{i}\mathrm{c}\left[\mathrm{i}(\mathrm{P}_\eta 2\mathrm{K})\mathrm{u}_\mathrm{p}+\mathrm{cu}_\mathrm{p}^2\right]\mathrm{w}_\mathrm{i}=0,$$
(20)
where the subindex $`i=1,2`$.

The fermionic spinor components can be found directly as solutions of

$$\mathrm{D}_\eta ^2\mathrm{w}_1^+\left[\mathrm{c}^2(1+2\mathrm{tan}^2\mathrm{c}\eta )+2\mathrm{i}\mathrm{c}\mathrm{K}\mathrm{tan}\mathrm{c}\eta \right]\mathrm{w}_1^+=0\mathrm{for}\kappa =1$$
(21)
and

$$\mathrm{D}_\eta ^2\mathrm{w}_1^{}\left[\mathrm{c}^2(1+2\mathrm{c}\mathrm{o}\mathrm{t}\mathrm{h}^2\mathrm{c}\eta )2\mathrm{i}\mathrm{c}\mathrm{K}\mathrm{c}\mathrm{o}\mathrm{t}\mathrm{h}\mathrm{c}\eta \right]\mathrm{w}_1^{}=0\mathrm{for}\kappa =1,$$
(22)
whereas the bosonic components are solutions of

$$\mathrm{D}_\eta ^2\mathrm{w}_2^++\left[\mathrm{c}^22\mathrm{i}\mathrm{c}\mathrm{K}\mathrm{tan}\mathrm{c}\eta \right]\mathrm{w}_2^+=0\mathrm{for}\kappa =1$$
(23)
and

$$\mathrm{D}_\eta ^2\mathrm{w}_2^{}+\left[\mathrm{c}^2+2\mathrm{i}\mathrm{c}\mathrm{K}\mathrm{c}\mathrm{o}\mathrm{t}\mathrm{h}\mathrm{c}\eta \right]\mathrm{w}_2^{}=0\mathrm{for}\kappa =1.$$
(24)
The solutions of the bosonic equations are expressed in terms of the Gauss hypergeometric functions $`{}_{2}{}^{}F_{1}^{}`$ in the variables $`\mathrm{y}=\mathrm{e}^{\mathrm{ic}\eta }`$ and $`\mathrm{y}=\mathrm{e}^{\mathrm{c}\eta }`$, respectively

$$\mathrm{w}_2^+=\mathrm{Ay}_2^\mathrm{p}\mathrm{F}_1[\frac{1}{2}(\mathrm{p}+\mathrm{iq});\frac{1}{2}(\mathrm{p}\mathrm{iq}),1\mathrm{p};\mathrm{y}^2]+$$

$$\mathrm{By}_2^\mathrm{p}\mathrm{F}_1[\frac{1}{2}(\mathrm{p}\mathrm{iq}),\frac{1}{2}(\mathrm{p}+\mathrm{iq}),1+\mathrm{p};\mathrm{y}^2]$$
(25)
and

$$\mathrm{w}_2^{}=\mathrm{C}(1)^{\frac{\mathrm{i}}{2}\mathrm{r}}\mathrm{y}_2^{\mathrm{ir}}\mathrm{F}_1[\frac{\mathrm{i}}{2}(\mathrm{r}+\mathrm{is}),\frac{\mathrm{i}}{2}(\mathrm{r}\mathrm{is}),1\mathrm{ir};\mathrm{y}^2]+$$

$$\mathrm{D}(1)^{\frac{\mathrm{i}}{2}\mathrm{r}}\mathrm{y}_2^{\mathrm{ir}}\mathrm{F}_1[\frac{\mathrm{i}}{2}(\mathrm{r}\mathrm{s}),\frac{\mathrm{i}}{2}(\mathrm{r}+\mathrm{s}),1+\mathrm{ir};\mathrm{y}^2],$$
(26)
respectively. The parameters are the following: $`\mathrm{p}=(1\frac{2\mathrm{K}}{\mathrm{c}})^{\frac{1}{2}}`$, $`\mathrm{q}=(1\frac{2\mathrm{K}}{\mathrm{c}})^{\frac{1}{2}}`$, $`\mathrm{r}=(1\mathrm{i}\frac{2\mathrm{K}}{\mathrm{c}})^{\frac{1}{2}}`$, $`\mathrm{s}=(1+\mathrm{i}\frac{2\mathrm{K}}{\mathrm{c}})^{\frac{1}{2}}`$, whereas $`\mathrm{A}`$, $`\mathrm{B}`$, $`\mathrm{C}`$, $`\mathrm{D}`$ are superposition constants.

It is not necessary to try to find the general fermionic solutions through the analysis of their differential equations (21) and (22) because they are related in a known way to the bosonic solutions . The general fermionic solutions can be obtained easily if one argues that the particular fermionic zero mode is the inverse of a particular bosonic zero mode and constructing the other independent zero mode solution as in textbooks. Thus

$$\mathrm{w}_{1}^{}{}_{}{}^{\pm }=\frac{1+k^y[\mathrm{w}_{2}^{}{}_{}{}^{\pm }]^2𝑑z}{\mathrm{w}_{2}^{}{}_{}{}^{\pm }},$$
(27)
where $`k`$ is an arbitrary constant.

2.3 \- The most general case in this scheme with only constant parameters is to consider the following matrix Dirac-like equation

$$D3\left[\mathrm{i}\left(\begin{array}{cc}0& \mathrm{i}\\ \mathrm{i}& 0\end{array}\right)\mathrm{P}_\eta +\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\left(\begin{array}{cc}\mathrm{icu}_\mathrm{p}+\mathrm{K}_1& 0\\ 0& \mathrm{icu}_\mathrm{g}+\mathrm{K}_2\end{array}\right)\right]\left(\begin{array}{cc}\mathrm{w}_1& \\ \mathrm{w}_2& \end{array}\right)=$$

$$\left(\begin{array}{cc}\mathrm{K}_1& 0\\ 0& \mathrm{K}_2\end{array}\right)\left(\begin{array}{cc}\mathrm{w}_1& \\ \mathrm{w}_2& \end{array}\right).$$
(28)
Proceeding as in 2.2 one finds the coupled system of first-order differential equations

$`\left[\mathrm{P}_\eta +\mathrm{icu}_\mathrm{g}+\mathrm{K}_2\right]\mathrm{w}_2=\mathrm{K}_1\mathrm{w}_1`$ (29)
$`\left[\mathrm{P}_\eta +\mathrm{icu}_\mathrm{p}+\mathrm{K}_1\right]\mathrm{w}_1=\mathrm{K}_2\mathrm{w}_2`$ (30)
and the equivalent second-order differential equations

$$\mathrm{P}_{\eta }^{}{}_{}{}^{2}\mathrm{w}_i+\left[\mathrm{ic}(\mathrm{u}_\mathrm{p}\mathrm{u}_\mathrm{g})+(\mathrm{K}_1\mathrm{K}_2)\right]\mathrm{P}_\eta \mathrm{w}_i+$$

$$\left[\mathrm{ic}(\pm \mathrm{P}_\eta \mathrm{u}_i+\mathrm{K}_1\mathrm{u}_\mathrm{g}+\mathrm{K}_2\mathrm{u}_\mathrm{p})\mathrm{c}^2\mathrm{u}_\mathrm{p}\mathrm{u}_\mathrm{g}\right]\mathrm{w}_i=0,$$
(31)
where the subindex $`i=1,2`$, and $`\mathrm{u}_1`$ and $`\mathrm{u}_2`$ correspond to $`\mathrm{u}_\mathrm{p}`$ and $`\mathrm{u}_\mathrm{g}`$, respectively. In the $`\mathrm{D}_\eta `$ notation this equation reads

$$\mathrm{D}_{\eta }^{}{}_{}{}^{2}\mathrm{w}_i+[\mathrm{c}\mathrm{\Delta }\mathrm{u}_{\mathrm{pg}}\mathrm{i}\mathrm{\Delta }\mathrm{K})]\mathrm{D}_\eta \mathrm{w}_i+$$

$$+\left[\mathrm{c}(\pm \mathrm{D}_\eta \mathrm{u}_i+(\mathrm{iK}_1\mathrm{u}_\mathrm{g}+\mathrm{K}_2\mathrm{u}_\mathrm{p}))\mathrm{c}^2\mathrm{u}_\mathrm{p}\mathrm{u}_\mathrm{g}\right]\mathrm{w}_i=0.$$
(32)
Under the gauge transformation

$$\mathrm{w}_i=z_i\mathrm{exp}(\frac{1}{2}^\eta [\mathrm{c}\mathrm{\Delta }\mathrm{u}_{\mathrm{pg}}\mathrm{i}\mathrm{\Delta }\mathrm{K})]d\tau )=z_i(\eta )\frac{e^{\frac{1}{2}\mathrm{i}\eta \mathrm{\Delta }\mathrm{K}}}{(\mathrm{I}_\kappa +\lambda )^{\frac{1}{2}}}$$
(33)
one gets

$$\mathrm{P}_{\eta }^{}{}_{}{}^{2}z_i+Q_i(\eta )z_i=0,\mathrm{or}\mathrm{D}_{\eta }^{}{}_{}{}^{2}z_i+Q_i(\eta )z_i=0,$$
(34)
where

$$Q_i(\eta )=\left[\mathrm{c}(\pm \mathrm{D}_\eta \mathrm{u}_i+(\mathrm{iK}_1\mathrm{u}_\mathrm{g}+\mathrm{K}_2\mathrm{u}_\mathrm{p}))\mathrm{c}^2\mathrm{u}_\mathrm{p}\mathrm{u}_\mathrm{g}\right]$$

$$\frac{1}{2}\mathrm{D}_\eta \left[\mathrm{c}\mathrm{\Delta }\mathrm{u}_{\mathrm{pg}}\right]\frac{1}{4}[\mathrm{c}\mathrm{\Delta }\mathrm{u}_{\mathrm{pg}}\mathrm{i}\mathrm{\Delta }\mathrm{K})]^2$$
(35)
for $`i=1,2`$, respectively. Since $`Q_i`$ are complicated functions we were not able to find analytical solutions of Eq. (34).

The corresponding Dirac spinor is of the following form

$$W(\eta ;\mathrm{K}_1,\mathrm{K}_2,\lambda )=\left(\begin{array}{cc}\mathrm{z}_1(\eta ;\mathrm{K}_1)& \\ \mathrm{z}_2(\eta ;\mathrm{K}_2,\lambda )& \end{array}\right)=\left(\begin{array}{cc}\mathrm{w}_\mathrm{f}(\eta ;\mathrm{K}_1)& \\ \mathrm{w}_\mathrm{g}(\eta ;\mathrm{K}_2,\lambda )& \end{array}\right),$$
(36)
where $`\mathrm{w}_\mathrm{g}(\eta ;\mathrm{K}_2,\lambda )`$ is given by Eq. (12) when $`\mathrm{K}_1=\mathrm{K}_2=0`$. The discussion of the asymptotic limit $`\lambda \mathrm{}`$ is similar to that at the end of the first section.


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# Stable nondegenerate optical parametric oscillation at degenerate frequencies in Na:KTP

## 1 Introduction

Optical parametric oscillators (OPO’s) are well known sources of nonclassical light. Type-I and type-II OPO’s have been used to generate single-mode  and two-mode  squeezed states and to implement the Einstein-Podolsky-Rosen (EPR) paradox  experimentally , as proposed in . The latter has become increasingly important as continuous variables (CV) have been proposed and used to implement quantum information protocols  such as quantum teleportation  and quantum dense coding . This paper is focused on CV and OPO’s, but one should not forget, of course, that single-photon coincidence detection coupled with spontaneous parametric downconversion  has played a major role in the violation of Bell’s inequalities  (practically unfeasible with CV), and the realization, for example, of teleportation , multipartite entanglement , and very recently quantum computer gates .

Going back to CV, the generation of CV-EPR states requires simultaneous squeezing of two compatible joint operators made from noncompatible local operators , or physical variables, such as number sum (difference) and phase difference (sum) ($`N_\pm ,\varphi _{}`$), or amplitude-quadrature sum (difference) and phase-quadrature difference (sum) ($`X_\pm ,P_{}`$). Reid and Drummond proposed to use above- and below-threshold OPO’s in order to squeeze $`N_{}`$ and $`\varphi _+`$ . In the first experimental implementation of the EPR paradox , a nondegenerate OPO below threshold was used. An interesting variant also demonstrated was to use two degenerate OPO’s below threshold, each squeezing a complementary quadrature, and to overlap their fields using a balanced beam splitter . As pointed out by Lugiato et al., the unitary transformation describing the beam splitter transforms the nondegenerate and degenerate Hamiltonians into one another . Several related entanglement experiments have been recently reported , and one ought also to mention the use of third-order nonlinearity in fibers to generate bright EPR beams without the use of OPO’s .

It is interesting to note that, despite the fact that the initial proposal for experimentally realizing the EPR paradox was to use an OPO above threshold , this particular implementation has not yet been carried out. Rather, in all EPR implementations to date , OPO’s have been used exclusively below threshold, as parametric amplifiers of either vacuum or bright modes. The reason for this choice is that the proposal of Ref.  is very challenging. It requires either a triply resonant OPO with higher finesse for the pump than for the signal and idler, which presents technical difficulties, or a doubly resonant resonant OPO just above threshold. Moreover, in both cases, the OPO must be emitting close-to-degenerate signal and idler frequencies, which is difficult to achieve because the well-known clustering effect in a doubly resonant type-II OPO puts stringent stabilization requirements on the crystal temperature, the cavity length, and the pump frequency. One has thus to address two experimental challenges, using a doubly resonant OPO: to achieve stable oscillation on the frequency degenerate mode and do so close to the threshold, where the output power is the least stable.

We have solved these two issues and present, in this paper, the experimental realization of a stable type-II OPO, emitting at frequency degeneracy while pumped only a few percent above threshold. Note that stable twin beams have been achieved before, in particular in the record-breaking number-difference squeezing experiments by the group of Fabre and Giacobino  and in the more recent work of several other groups , but our present work is, to the best of our knowledge, the first time that stable twin beams are obtained at precise frequency degeneracy and just above threshold.

Besides bright EPR beam generation, such a source is also extremely interesting for the study of critical fluctuations at the transition point, including possible generation of macroscopic entanglement , and, last but not least, for Heisenberg-limited interferometry (HLI). Recall that, if $`N`$ particles are sent into an interferometer and subsequently detected or measured, the usual phase sensitivity limit is the input beam splitter’s shot noise limit $`N^{1/2}`$ , whereas the ultimate limit is the Heisenberg limit $`N^1`$ . This is a general statement for any boson field. Examples of beam splitters are a half-reflecting mirror in photon optics and a $`\pi /2`$ resonant laser pulse in atom optics. Reaching the Heisenberg limit requires suppressing vacuum fluctuations at the input beam splitter of the interferometer , which was experimentally demonstrated using vacuum squeezing . Holland and Burnett  also showed that one can reach the Heisenberg limit by using a source of indistinguishable twin modes, i.e. an input density matrix of the form $`\rho =_{n,m}\rho _{nm}|nnmm|`$. This was demonstrated using two single-mode amplitude-squeezed beams in Ref. , and also a pair of trapped ions . Progress has also been made towards realizing HLI with Bose-Einstein-condensate Fock states . It is interesting to note, however, that the common-mode statistics $`(\rho _{nm})_{n,m}`$ do not play any role in the phase sensitivity , hence generating twin Fock states e.g. $`|nn`$ is not necessary. Therefore, an OPO emitting intense frequency-degenerate twin beams is an ideal candidate system for HLI, as it would bring, besides the required $`N_{}`$ squeezing, the added benefit of a a narrow linewidth CW source, suitable to perform ultra-precise measurements such as gravitational-wave detection. Note also that, since HLI requires large photon numbers, it presents one fewer challenge than bright EPR state generation.

In the next section, we describe our experimental setup. We subsequently detail our experimental characterization of the source.

## 2 Experimental setup

### 2.1 OPO crystal and cavity

The Na:KTP crystal noncritically phase-matches type-II degenerate parametric downconversion from 532 to 1064 nm wavelengths along the $`X`$ axis at room temperature. Such a configuration practically annihilates polarization crosstalk while allowing the convenient use of highly stable Nd:YAG lasers. We use a $`3\times 3\times 10\mathrm{mm}^3`$ prototype Na:KTP crystal, fabricated by Crystal Associates. The crystal is cut along its $`X`$ axis, and AR-coated at 1064 nm and 532 nm. It is placed inside an oven made of Oxygen-free, high-conductivity Copper, whose temperature is controlled to less than a millidegree by way of a servo loop. We used two kinds of loop filters with equal success, one home-made and one commercial from Wavelength Electronics. Tight temperature control of the nonlinear crystal is paramount in a type-II OPO because of the different temperature dependences of the indices of refraction for the two cross-polarized resonant signal and idler waves.

The OPO has a standing-wave cavity formed by two plano-concave mirrors that have a radius of curvature of 5 cm and are separated by approximately 10.2 cm, thereby realizing a concentric resonator. One of the mirrors is mounted on a piezoelectric transducer (PZT). The cavity waist size is in between the Boyd-Ashkin confocal-focusing value $`w_o(BA)=\sqrt{\mathrm{}\lambda /2\pi n}=31\mu `$m and the Boyd-Kleinman optimum $`w_o(BK)=0.59w_o(BA)=18\mu `$m , which is confirmed by OPO threshold measurements. The interferometer structure is built in super-Invar, which confers outstanding mechanical stability along with no visible thermal expansion effects. This makes for an ultrastable optical resonator that never needs to be realigned, the OPO threshold staying at its initial level for months on.

The concentric geometry is more delicate to work with than a plano-concave cavity (as used for example in hemilitic OPO’s) since its spherical symmetry allows for many different cavity axes and does not constrain the alignment very strongly. This is, however, a conscious design choice as it allows us to easily find a cavity mode that coincides with the crystal’s $`X`$ axis so as to completely eliminate walkoff. The OPO alignment procedure consists of aligning the resonator without the crystal first, and then inserting the crystal and orienting it between crossed polarizers in order to align the $`X`$ axis with the cavity axis. The cavity is then used as a resonant frequency doubler in order to optimize the crystal temperature for maximum SHG efficiency, which corresponds to the lowest OPO threshold. The SHG pump laser at 1064 nm (Lightwave Electronics 126-700-1064) is, once frequency-doubled, heterodyned with the OPO pump laser (Lightwave Electronics 142) and the resulting beat note at their frequency difference is tuned to zero. The reflectivities of the OPO mirrors are $`R(1064`$ nm$`)=0.999`$ and $`R(532`$ nm$`)=0.6`$ for the input coupler, and $`R(1064`$ nm$`)=0.990`$ and $`R(532`$ nm$`)=0.1`$ for the output coupler. The OPO is therefore essentially doubly resonant for the signal and the idler.

### 2.2 OPO stabilization

In order to ensure single-mode oscillation within the dense cluster structure (see below), we use standard laser stabilization techniques , which permit cavity-length control at the femtometer level . The OPO cavity is electronically stabilized by two servo loops, one for temperature and one for cavity length (Fig. 1).

The cavity-length error signal is picked off the small leak through the HR input coupler. A sinusoidal voltage at 25 kHz excites the first mechanical resonance of the PZT-mirror system and serves to modulate the OPO frequency. The weak leak signal is demodulated by a lock-in amplifier, processed by a loop filter, and finally applied to the OPO PZT. The good signal-to-noise ratio of this method allows us to operate with the OPO a few percent above threshold, which is of interest for quantum optics with bright beams as it will allow us to easily perform homodyne squeezing measurements with a stronger local oscillator, something believed difficult  because of the current power-withstanding limitations of high-efficiency photodiodes.

### 2.3 Detection

The OPO signal and idler beams are collimated by an AR-coated lens and then traverse a variable beam splitter comprised of a half-wave plate followed by a low loss polarizing beam splitter ($`T_p,R_s>0.99`$).

We determine the reference angle of the wave plate axes $`\alpha =0`$ by minimizing the beat note on the detectors, which clearly separates the twin beams. For other angles relative to this one, the beams are thus mixed in the equivalent way to a beam splitter with reflectivity $`R=\mathrm{cos}^2(2\alpha )`$. When $`\alpha =\frac{\pi }{8}`$, the setup is equivalent to a balanced beam splitter. This arrangement also allows us to check the presence of polarization crosstalk, i.e. the existence of a residual beat note for $`\alpha =0`$. As seen in Fig. 2, this effect is negligible.

The detection is performed by two high efficiency ($`>95\%`$) InGaAs photodiodes (JDS Uniphase ETX500T) whose photocurrents are subtracted and sent into an ultralow-noise transimpedance preamplifier. We measure the common-mode rejection ratio to be 42 dB @ 100 kHz, which enables us to have a shot-noise limited detection bandwidth as low as 200 kHz.

## 3 Experimental results

### 3.1 Intensity-difference squeezing

Figure 3 displays the measured photocurrent spectrum for different cases, with a maximum measured squeezing of 4 dB @ 200 kHz.

This detection bandwidth is quite low and unusual for squeezing experiments (but see also Ref. ). Reaching even lower quantum-limited detection bandwidths (1 kHz or less) would be of tremendous interest for HLI applied to gravitational-wave detection. The squeezing spectrum has a maximum of 4 dB and an inverted Lorentzian shape of width the cold cavity linewidth , which is 3 MHz here. Several straightforward measures can be taken to improve on this preliminary result, such as removing the photodetectors’ uncoated windows, using a shorter crystal, and using ultralow-loss OPO mirrors . The focus of this paper, however, is not as much on squeezing as on stability.

### 3.2 Frequency control

It is well-known that, in a doubly resonant type-II OPO, the double resonance condition for the cross-polarized signal and idler inside a common cavity containing a birefringent nonlinear crystal leads to a densely clustered mode structure . This leads to a several hundred-fold increase of the constraints for length stability of the cavity, and demands that an electronic servo-lock loop be used. Theoretical analyses of the type-II OPO have been carried out in Refs.  so we just outline the relevant points here. The double resonance condition for the signal and the idler is $`L+n_{s,i}\mathrm{}=p_{s,i}\lambda _{s,i}/2`$, $`L`$ being the cavity length outside the crystal, $`\mathrm{}`$ the crystal length, $`n_{s,i}`$ the refraction indices of the signal and idler waves, $`\lambda _{s,i}`$ their respective wavelengths, and $`p_{s,i}`$ their respective mode numbers (positive integers). The equivalent resonance conditions for the optical frequencies $`\nu _{s,i}=c/\lambda _{s,i}`$ are $`\nu _{s,i}=p_{s,i}\mathrm{\Delta }_{s,i}=p_{s,i}c/[2(L+n_{s,i}\mathrm{})]`$, where $`\mathrm{\Delta }_{s,i}`$ are the free spectral ranges (FSR) of the signal and the idler. The resonance frequency change for a small air path change, which corresponds to actuating one of the mirrors with a PZT, is therefore

$$\frac{d\nu _{s,i}}{dL}=\mathrm{\Delta }_{s,i}\left(\frac{dp_{s,i}}{dL}\frac{2}{\lambda _{s,i}}\right).$$
(1)
From this equation, one finds the well-known minimum length variation $`\delta L=\pm \lambda /2`$ for which a mode hop ($`\delta p=1`$, $`\delta \nu =0`$) occurs, in the case of a singly-resonant OPO or laser. In a doubly-resonant OPO, the additional constraint that both frequencies sum up to the pump frequency $`\nu _p=\nu _s+\nu _i`$ modifies the length tuning of the OPO cavity in a dramatic way, as the OPO will not lase for all combinations of the signal and idler modes. The result is a tightly packed cluster structure. For a stable and narrow pump frequency, which is the case here, one has $`d(\nu _s+\nu _i)/dL=0`$. The length displacements corresponding to mode hops are then given by, to first order in the birefringence $`\delta n=n_sn_i`$,

$$\delta L\left[(\delta p_s+\delta p_i)+\frac{1}{2}\frac{\delta n}{\overline{n}+L/\mathrm{}}(\delta p_s\delta p_i)\right]\frac{\lambda _p}{2},$$
(2)
where $`\lambda _p`$ is the pump wavelength, $`\overline{n}=(n_s+n_i)/2`$, and $`\delta p_{s,i}`$ are integers. Mode clusters are labeled by $`(\delta p_s+\delta p_i)`$ and separated by half a pump wavelength. Inside a given cluster, the modes are labeled by $`(\delta p_s\delta p_i)`$ and separated by ($`\delta p_s=\delta p_i=\pm 1`$)

$$\delta L_{min}\frac{\delta n}{\overline{n}+L/\mathrm{}}\frac{\lambda _p}{2}\lambda _p,$$
(3)
the signal-idler frequency difference or beat note $`\nu _b=\nu _s\nu _i`$ differing, between two consecutive modes, by the sum of the FSR’s. In the case of our experiment, $`\overline{n}=1.8`$, $`\delta n=0.09`$, $`L=9.2`$ cm, and $`\lambda _p=532`$ nm, give clusters every 266 nm with mode hops

$$\delta L_{min}\frac{\lambda _p}{244}2.2\mathrm{nm}.$$
(4)
We now derive the tuning coefficients of the OPO sum and difference frequencies $`\nu _\pm =\nu _s\pm \nu _i`$ with respect to the pump frequency $`\nu _p`$, cavity length $`L`$, crystal temperature $`T`$, and voltage across the crystal $`V`$ (electro-optic tuning). Using Eq. (1) and analogs and assuming $`\nu _{}=0`$ and no mode hops, one finds

$`\left({\displaystyle \frac{\nu _\pm }{L}}\right)_{T,V,\nu _p}`$ $`=`$ $`(5.11,0.02)\mathrm{MHz}/\mathrm{nm};`$ (5)
$`\left({\displaystyle \frac{\nu _\pm }{T}}\right)_{L,V,\nu _p}`$ $`=`$ $`(2.12,0.24)\mathrm{MHz}/\mathrm{mK};`$ (6)
$`\left({\displaystyle \frac{\nu _\pm }{V}}\right)_{L,T,\nu _p}`$ $`=`$ $`(1.34,0.59)\mathrm{MHz}/\mathrm{V};`$ (7)
$`\left({\displaystyle \frac{\nu _\pm }{\nu _p}}\right)_{L,T,V}`$ $`=`$ $`(1,0).`$ (8)
The next question is: what are the sources of noise? In the experiment, the pump frequency noise is $`<10`$ kHz/ms with a slow thermal drift $`<10`$ MHz/min; the temperature servo gives $`\delta T<1`$ mK in a 1 Hz bandwidth; and the cavity servo gives $`\delta L=0.01`$ nm in a 3 kHz bandwidth. No electro-optic servo is applied as the noise on $`V`$ is assumed negligible. The results of these stabilization efforts are displayed on fig. 4, which shows recordings of the beat note at two very different time scales, with the temperature controlled and a free-running and locked cavity. The measured fast linewidths are of the order of 50 kHz for a 30 kHz resolution bandwidth, and are thus instrument-limited. The locked residual jitter linewidth is 310 kHz, down from the free-running range of 2 MHz, and the jitter frequency is 100-500 Hz. This 310 kHz residual linewidth on the beat note is larger than expected from the length and temperature tuning coefficients calculated above, and is too fast for being imputed to residual temperature fluctuations. We deduce that the beat note stability is degraded by other factors.

In fact, we have observed that the crystal is slightly inhomogeneous, likely due to a dopant concentration gradient. As a result, moving the crystal transversally in the beam tunes its birefringence and therefore the OPO, which, therefore and unexpectedly, becomes extremely sensitive to table vibrations transverse to its axis. We have confirmed this by observing that the jitter’s spectral signature matches that of the table vibration measured with accelerometers, both sharing in particular sharp resonances at 70 and 100 Hz. This produces noise on $`\nu _\pm `$, and Eq. (5) shows that the cavity length servo is ill-equipped to do much correction on $`\nu _{}`$ because of the low tuning coefficient. As already mentioned, the temperature servo is too slow to be useful here, hence further narrowing of the beat note spectrum will require an electro-optic servo on the crystal so as to make use of the favorable tuning coefficient of Eq. (7).

Note, however, that the current level of performance is already outstanding and satisfactory for EPR and HLI experiments, the beat note being tunable to exactly zero hertz (within the residual jitter range) by a simple temperature adjustment.

### 3.3 Intensity control

In order to determine how close to the threshold the OPO can stably be operated, which is crucial in order to determine whether EPR correlations can be observed, we have investigated the conversion efficiency given by

$$\rho =\frac{P_{out}}{P_p}=\frac{P_s+P_i}{P_p}=\frac{K}{N}(\sqrt{N}1),$$
(9)
where $`N=P_p/P_{th}`$ is the number of times above threshold (and should be as close to 1 as possible) and $`K`$ is a constant whose value is 2 for a standing wave cavity with a single-pass pump and up to 4 if the pump is reflected, the value of 4 corresponding to a ring resonator or to a double-pass pump with the right phase relationship with the signal and idler fields $`\delta \varphi =\varphi _p\varphi _s\varphi _i=\pi /2`$ . The value of $`K`$ therefore depends on the differential phase shift imparted to $`\delta \varphi `$ by reflection on the OPO output mirror and on air dispersion. We measured the OPO output power for different values of the pump power for the frequency-degenerate mode in stably locked conditions. Figure 5 displays a plot of $`\rho `$ versus $`P_p`$, as well as a least-squares fit using Eq. (9). Since we do not know the mirror’s phase shift, we leave $`K`$ as a free parameter in the fit.

The lowest point on the plot corresponds to $`N=1.04`$, $`\rho =5\%`$, and $`P_{out}=700\mu `$W per beam. We have in fact observed stable oscillation for $`N`$ as low as $`1.01`$, i.e. output powers of a few hundred microwatts per beam. This should indeed be in the regime where EPR correlations are expected . The OPO output noise on each individual beam is mainly that of the pump laser, i.e. fairly low (but with relaxation oscillations) and is shot-noise limited above 1.5 MHz. As already seen on fig. 3, intensity-difference measurements are shot-noise limited above 200 kHz. This speaks to the low level of classical intensity noise. Figure 4 (a) also gives an idea of longer-term intensity fluctuations of the unlocked OPO in a single-detector measurement.

The theoretical threshold is 12 mW . We measured about 15 mW for the strongest cluster mode and 25.6(2) mW for the degenerate mode, which is not the strongest (center) cluster mode. This is due to a slight misalignment of the phase-matching angle of the crystal. Correcting it is quite doable but is always a delicate operation as it couples to the cavity alignment. We observe that the power level of the degenerate mode remains remarkably constant over time, even with the experiment (including the pump laser) turned off each night, testifying to the stability of the optical alignments.

It is possible to achieve even lower powers with the same threshold, but the capture range of the servo decreases as the gain linewidth and this degrades the locking performance. We are currently implementing lower-noise detection techniques aiming at increasing the signal-to-noise ratio by one order of magnitude and at expanding the capture range of the servo. One should also note that, since the error signal is mixed with a considerable amount of vacuum fluctuations (99.99%), we only use a classical signal to lock. As a consequence, our servo cannot correct quantum fluctuations, be they phase difference noise or critical threshold fluctuations, which will allow us to observe them without interference from the locking electronics.

## 4 Conclusion

We have experimentally demonstrated the stable operation of a frequency degenerate type-II OPO above threshold, with negligible polarization crosstalk, using a noncritically phase-matched Sodium-doped KTP nonlinear crystal. The degenerate mode is obtained reproducibly without the need to realign the OPO cavity after the initial alignment, and its intensity is controlled as low as just a few percent above threshold. The twin beams exhibit 4 dB of number-difference squeezing at 200 kHz, which illustrates the low classical noise of our setup. Pushing this limit to even lower frequencies, below 1 kHz, is important from the perspective of applying HLI to the detection of gravitational waves. All stability and squeezing performances can be significantly improved on this starting point, which is already suitable for the generation of bright EPR beams and HLI.

## Acknowledgments

We thank Ken Nelson for his invaluable help and advice with high-performance electronics design, Harvey Sugerman for building some of the electronics, Richard Stolzenberger for help with Na:KTP, and Rodger Ashley and Roger Morris for machining our super-Invar resonator structure.

This work is supported by the U.S. Army Research Office and has been supported by the Jeffress Trust Foundation.


text:
# 1 Introduction

## 1 Introduction

Recently, an interesting testing ground for the AdS/CFT correspondence was unraveled  which allows to make precise predictions and comparisons on both sides of the duality. This is based on the observation that string theory is exactly solvable in particular PP-wave backgrounds . Furthermore, these backgrounds are Penrose limits  of the $`AdS_d\times S^k`$ space-times, that where intensively studied in the context of the AdS/CFT correspondence. This geometric limit translates to a truncation of the gauge theory to operators of large $``$ charge. The aim of this paper, with these new insights in mind, is to investigate supergravity backgrounds that have already been used to test the AdS/CFT correspondence successfully. These backgrounds describe deformations of the $`𝒩=4`$ supersymmetric Yang–Mills theory by turning on expectation values of scalar fields. The supergravity solutions involve non-trivial RR five-form fluxes and the metric, and they preserve 16 supersymmetries. In the Penrose limit the metric and the five-form depend in general on the light-cone time, unlike the PP-waves with higher supersymmetry, and no supersymmetry enhancement is observed. In addition, we will study backgrounds that correspond to the same Yang–Mills theory at finite temperature and strong ’t Hooft coupling which break supersymmetry. In these cases the Penrose limit restores 16 of the broken supersymmetries.

Besides flat space-time, type-IIB supergravity  admits two extra maximally supersymmetric solutions, namely $`AdS_5\times S^5`$  and the PP-wave , both with the RR five-form flux turned on. The latter solution is the Penrose limit of the former one 111 Penrose limits in order to obtain PP-wave solutions in string theory were first performed in , in relation to WZW and gauged WZW models based on non-semisimple groups (initiated in ), and also in  for the field equations of the low energy perturbative string theories. and as shown in  string theory in this background is dual to a corner of the $`𝒩=4`$ supersymmetric Yang–Mills theory just as the Penrose limit blows up an infinitesimal region around a null-geodesic in the full $`AdS_5\times S^5`$ geometry. Naturally, one is led to the question if this can be generalized to theories with less supersymmetry and/or broken conformal symmetry. Penrose limits of geometries describing RG fixed points have been studied recently which led to PP-waves with various amounts of supersymmetry ranging from 16 to 32, where in many cases the supersymmetry compared to the original background is enhanced. In all these cases the metric and the fluxes are static (at least after a simple coordinate transformation) and string theory can be solved exactly -. Harder and more interesting is the case of Penrose limits of RG flows which generically lead to PP-waves and fluxes that depend on the light-cone time. These waves always preserve 16 supercharges and generically string theory cannot be solved because the world-sheet theory is interacting. The aim of this paper is to study the Penrose limits of one of the simplest RG flows that can be studied using the AdS/CFT correspondence and investigate aspects of string propagation in the corresponding PP-waves. It turns out that even for these simple models the interactions are quite complicated but in several cases at least the spectrum of string excitations can be worked out explicitly.

This paper is organized as follows: In section 2 we will present the general features of the PP-waves of the form we will discuss later and count the number of supersymmetries they preserve. In section 3 we will take two different Penrose limits on type-IIB backgrounds representing near-extremal rotating D3-branes, or continous distributions of D3-branes and we will describe the resulting PP-waves in detail. Section 4 is devoted to an analysis of the bosonic and fermionic modes of the Green–Schwarz string in these PP-waves. We exhibit cases for which the perturbative string spectra can be found exactly, despite the non-trivial dependence of our backgrounds on the light-cone time. Finally, in section 5 we study D3-brane distributions in a limit where the size of the distribution goes to infinity, as well as their Penrose limit. We end the paper with concluding remarks in section 6.

## 2 A class of PP-waves and supersymmetry

Before going into explicit examples let us summarize some basic features of the class of PP-wave solutions that we are going to construct. First of all the dilaton and axion are constant and the Ramond and Neveu–Schwarz two-form gauge fields vanish. The general form of the remaining, non-trivial fields is

$`ds^2=2dudv+{\displaystyle \underset{i,j=1}{\overset{8}{}}}F_{ij}(u)x^ix^jdu^2+{\displaystyle \underset{i=1}{\overset{8}{}}}dx^idx^i,`$
$`_5=f(u)du(1+_8)(dx_1dx_2dx_3dx_4),`$ (1)
where $`_8`$ denotes the Hodge star operator acting on the eight directions transverse to $`u,v`$. One can easily read off the isometries from (1). First there is always a shift symmetry in $`v`$, whereas a shift of $`u`$ is a symmetry only if $`F_{ij}`$ and $`f`$ are constant. In addition, depending on the $`F_{ij}`$, there can be symmetries rotating the $`x_i`$. However, the form of the Ramond five-form $`_5`$ restricts the maximal symmetry to $`SO(4)\times SO(4)`$ if $`F_{11}=F_{22}=F_{33}=F_{44}`$, $`F_{55}=F_{66}=F_{77}=F_{88}`$ and all other $`F_{ij}=0`$. For less symmetric configurations the symmetry is reduced accordingly. We will not discuss any further, but simply note here, that backgrounds where the space transverse to the light-cone directions is replaced by a curved manifold and the $`F_{ij}`$ depend only on these transverse coordinates have been studied in -.

The metric in (1) can be written as

$$ds^2=2e^+e^{}+\underset{i=1}{\overset{8}{}}e^ie^i,$$
(2)
by introducing the Zehnbeine $`e^a=e_M^adx^M`$:

$$e^+=du,e^{}=dv+\frac{1}{2}F_{ij}x^ix^jdu,e^i=dx^i.$$
(3)
The non-vanishing components of the spin connection $`\omega _{ab}`$ are

$$\omega _{+i}=\omega ^i=F_{ij}x^jdu.$$
(4)
The only non-vanishing components of the Riemann and Ricci tensors are

$$R_{+i+j}=F_{ij},R_{++}=F_{i}^{}{}_{}{}^{i},$$
(5)
simplifying tremendously the classical type-IIB field equations to

$$F_{i}^{}{}_{}{}^{i}=8f(u)^2.$$
(6)
We can determine the number of supersymmetries preserved by the PP-wave solution (1) (for $`F_{ij}`$ and $`f`$ constants, this was done in ). For this purpose we have to set to zero the type-IIB supergravitity variations  of the dilatino, $`\lambda `$, and the gravitino, $`\psi _M`$. For our particular backgrounds the complex three-form vanishes identically, and, therefore, the dilatino equation is trivially solved whereas the gravitino equation reduces to

$$\delta \psi _M=D_Mϵ+\frac{i}{480}_{PQRST}\mathrm{\Gamma }^{PQRST}\mathrm{\Gamma }_Mϵ,$$
(7)
where $`D_Mϵ=_Mϵ+\frac{1}{4}\omega _M^{PQ}\mathrm{\Gamma }^{PQ}ϵ`$ and we set $`\gamma ^{11}\psi _M=\psi _M`$, so that $`\gamma ^{11}ϵ=ϵ`$.

The covariant derivatives appearing in (7) become

$$D_{}=_{},D_i=_i,D_+=_++\frac{1}{2}F_{ij}x^j\gamma _{}\gamma _i,$$
(8)
where the $`\gamma ^a`$ are ten-dimensional flat space Gamma matrices (for a convenient basis, see, for instance, ) and where we have defined

$$\gamma ^\pm =(\pm \gamma ^0+\gamma ^9)/\sqrt{2}.$$
(9)
The last term in the gravitino equation (7) using (1) is

$$\frac{i}{480}_{PQRST}\mathrm{\Gamma }^{PQRST}\gamma _M=\frac{i}{4}f(u)(P_1+P_2)\gamma _{}\gamma _M,$$
(10)
where

$$P_1=\gamma _1\gamma _2\gamma _3\gamma _4,P_2=\gamma _5\gamma _6\gamma _7\gamma _8,$$
(11)
are products of Gamma matrices acting as projection operators in the four-dimensional subspaces defined by the five-form ansatz in (1). The obey

$`P_1^2=P_2^2=1,[P_1,P_2]=[P_{1,2},\gamma _\pm ]=0,`$
$`\{P_1,\gamma _i\}=[P_1,\gamma _{i+4}]=0,i=1,2,3,4,`$ (12)
$`\{P_2,\gamma _i\}=[P_2,\gamma _{i4}]=0,i=5,6,7,8.`$
Combined with (8), we find (7) in components

$`_{}ϵ`$ $`=`$ $`0,`$
$`_iϵ`$ $`=`$ $`{\displaystyle \frac{i}{4}}f(u)\mathrm{\Omega }^iϵ,`$ (13)
$`_+ϵ`$ $`=`$ $`{\displaystyle \frac{1}{2}}F_{ij}x^j\gamma _{}\gamma _iϵ{\displaystyle \frac{i}{4}}f(u)(P_1+P_2)\gamma _{}\gamma _+ϵ,`$
where

$$\mathrm{\Omega }_i=(P_1+P_2)\gamma _{}\gamma _i,$$
(14)
obeying

$$[P_1+P_2,\mathrm{\Omega }_i]=2(1+P_1P_2)\gamma _{}\gamma _i.$$
(15)
The first condition in (13) states that $`ϵ`$ is a function of $`x^i`$ and $`x^+=u`$ only. The second condition can be solved by using the fact that $`\mathrm{\Omega }^i\mathrm{\Omega }^j=0`$, which implies that $`_i_jϵ=0`$, i.e. $`ϵ`$ is linear in the $`x^i`$. The solution is

$$ϵ=(1\frac{i}{4}f(u)x^j\mathrm{\Omega }^j)\chi (u),$$
(16)
which we insert in the third condition in (13) resulting in a linear equation in $`x^i`$. Hence we obtain two condition that read

$$\left(_u+\frac{i}{4}f(u)(P_1+P_2)\gamma _{}\gamma _+\right)\chi =0,$$
(17)
and

$$x^i\left(if^{}(u)(P_1+P_2)\gamma _i2F_{ij}\gamma _j2f^2\gamma _i\right)\gamma _{}\chi =0.$$
(18)
In the various manipulations we have used repeatedly that $`\gamma _\pm ^2=0`$ and that

$$(1P_1P_2)\chi =\gamma _\pm \gamma _{}\chi ,$$
(19)
which is a consequence of the chirality condition $`\gamma ^{11}ϵ=ϵ`$ and the fact that $`\gamma ^{11}`$ anti-commutes with all Gamma matrices.

For generic $`f`$ and $`F_{ij}`$ this equation has 16 solutions given by $`\gamma ^+\chi =\gamma _{}\chi =0`$ and the explicit $`u`$-dependence is easily found by integrating (17). The maximal supersymmetric solution with 32 supercharges corresponds to constant $`f`$ and $`F_{ij}`$ related by $`F_{ij}=f^2\delta _{ij}`$, $`i=1,\mathrm{},8`$. In cases where the function $`f(u)`$ is not a constant there exist in general no additional real supersymmetric solutions. To see this, note that for spinors obeying $`\gamma _{}\chi =0`$ we have, due to (19), one of two possibilities: $`P_1\chi =P_2\chi =\pm \chi `$. Therefore, any additional supersymmetries must meet one of the two remaining possibilities: $`P_1\chi =P_2\chi =\pm \chi `$. However, using the fact that $`\gamma _i`$ commutes with one of the projectors among $`P_1`$, $`P_2`$ and anti-commutes with the other (12), we see that the eq. (18) will give rise to complex $`F_{ij}`$ and, hence, to complex metrics which are physically unacceptable.

## 3 Rotating D3-branes and Penrose limits

In this section we construct Penrose limits of the supergravity solutions of rotating D3-branes . The most general solution is characterized by five constants: the number of D3-branes, $`N`$, three rotation parameters, $`r_{1,2,3}`$, and the near-extremality parameter, $`\mu `$, which is related to the Hawking temperature of the black brane solution. For general $`r_i`$ the isometry of the transverse space, which is related to the $``$-symmetry in the dual field theory, is reduced $`SO(6)SO(2)\times SO(2)\times SO(2)`$. We will not consider the most general case, but we will restrict our attention to backgrounds with only one non-vanishing rotation parameter: $`r_1=r_0,r_2=r_3=0`$. Then the symmetry of the solution is $`ISO(3,1)\times SO(4)\times SO(2)`$. The explicit form of the metric and RR five-form field strength of the supergravity solution, in the field theory limit, is

$`ds^2`$ $`=`$ $`H^{1/2}(fdt^2+dx_1^2+dx_2^2+dx_3^2)+H^{1/2}({\displaystyle \frac{dr^2}{f_1}}+(r^2+r_0^2\mathrm{cos}^2\theta )d\theta ^2`$
$`+(r^2+r_0^2)\mathrm{sin}^2\theta d\varphi ^2+r^2\mathrm{cos}^2\theta d\mathrm{\Omega }_3^2{\displaystyle \frac{2\mu ^2r_0}{R^2}}\mathrm{sin}^2\theta dtd\varphi ),`$
$`_5`$ $`=`$ $`dC_4+dC_4\mathrm{with}`$ (20)
$`C_4`$ $`=`$ $`(H^1dt+r_0\mu ^2/R^2\mathrm{sin}^2\theta d\varphi )dx^1dx^2dx^3,`$
and

$`H`$ $`=`$ $`{\displaystyle \frac{R^4}{r^2(r^2+r_0^2\mathrm{cos}^2\theta )}},`$
$`f`$ $`=`$ $`1{\displaystyle \frac{\mu ^4}{r^2(r^2+r_0^2\mathrm{cos}^2\theta )}},`$ (21)
$`f_1`$ $`=`$ $`{\displaystyle \frac{r^4+r_0^2r^2\mu ^4}{r^2(r^2+r_0^2\mathrm{cos}^2\theta )}},`$
where $`R^4=4\pi g_sN`$ and $`r_0`$ is the angular momentum parameter. Note that we set $`\alpha ^{}=1`$ throughout the paper. The location of the horizon is given by the positive root of the equation $`r^4+r_0^2r^2\mu ^4=0`$

$$r_H^2=\frac{1}{2}\left(\sqrt{r_0^4+4\mu ^4}r_0^2\right),$$
(22)
and the Hawking temperature associated with (20) is

$$T_H=\frac{r_H}{2\pi R^2\mu ^2}\sqrt{r_0^4+4\mu ^4}.$$
(23)
The background (20) has been used in various studies within the AdS/CFT correspondence in .

In order to take a Penrose limit we have to choose a null geodesic on this space. This will in general involve the time directions $`t`$, the radius $`r`$ and some directions on the transverse $`S^5`$. In contrast to the maximally supersymmetric case the $`S^5`$ is now squashed, hence the isometry is reduced, and there are several inequivalent choices for the geodesics. To make life a bit easier we only consider geodesics with constant $`\theta `$ and this leaves two consistent possibilities: $`\theta =\pi /2`$ or $`\theta =0`$.

### 3.1 Null geodesics

The null geodesics that are relevant for taking Penrose limits involve the directions $`t`$, $`r`$ and a particular angular direction which we denote for the moment by $`\alpha `$. All other angular directions and the flat spatial coordinates along the brane $`x_{1,2,3}`$ are taken to be constant. After a convenient rescaling $`x^\mu R^2x^\mu `$, we find a three-dimensional effective metric

$$ds_3^2/R^2=G_tdt^2+G_rdr^2+G_\alpha d\alpha ^22G_{t\alpha }dtd\alpha ,$$
(24)
which contains an off-diagonal term due to the angular momentum.

We are looking for null geodesics parametrized by $`r,t,\alpha `$ as a function of the proper time $`\tau `$. Conservation of energy and angular momentum implies that

$$G_t\dot{t}+G_{t\alpha }\dot{\alpha }=E1,G_\alpha \dot{\alpha }G_{t\alpha }\dot{t}=J,$$
(25)
with solution

$$\dot{t}=\frac{G_\alpha JG_{t\alpha }}{G_{t\alpha }^2+G_tG_\alpha },\dot{\alpha }=\frac{G_{t\alpha }+JG_t}{G_{t\alpha }^2+G_tG_\alpha }.$$
(26)
These expressions can now be fed back into the effective line element (24) and requiring the geodesic to be null yields a differential equation for $`r`$

$$\dot{r}^2=\frac{G_\alpha 2JG_{t\alpha }J^2G_t}{G_r(G_{t\alpha }^2+G_tG_\alpha )}.$$
(27)
For completeness we present here also the general form of a particular change of coordinates that is important for taking the Penrose limit (see also )

$`dr=\sqrt{{\displaystyle \frac{G_\alpha 2JG_{t\alpha }J^2G_t}{G_r(G_{t\alpha }^2+G_tG_\alpha )}}}du,`$
$`dt={\displaystyle \frac{G_\alpha JG_{t\alpha }}{G_{t\alpha }^2+G_tG_\alpha }}du{\displaystyle \frac{1}{R^2}}dv+{\displaystyle \frac{J}{R}}dx,`$ (28)
$`d\alpha ={\displaystyle \frac{G_{t\alpha }+JG_t}{G_{t\alpha }^2+G_tG_\alpha }}du+{\displaystyle \frac{1}{R}}dx.`$
Comparing with (27) we see that $`u`$ plays the role of the proper time in the null geodesic.

### 3.2 Geodesics at $`\theta =\pi /2`$

When $`\theta =\pi /2`$ we see that the $`S^3`$ part in (20) vanishes and the non-trivial angular direction is $`\alpha \varphi `$. In this case the metric elements of the three-dimensional effective metric (24) are

$$G_t=r^2\frac{\mu ^4}{r^2},G_r=\frac{r^2}{r^4+r_0^2r^2\mu ^4},G_\varphi =1+\frac{r_0^2}{r^2},G_{t\varphi }=\frac{\mu ^2r_0}{r^2}.$$
(29)
The general (real) solution of (27) turns out to be

$$r^2(u)=\frac{1}{2J^2}(1a\mathrm{cos}2Ju),a\sqrt{1+4(r_0J\mu ^2)^2J^2}.$$
(30)
For the Penrose limit we perform the change of variables (28), set

$$\theta =\frac{\pi }{2}\frac{z}{R},x_{1,2,3}x_{1,2,3}/R,$$
(31)
and define $`dz^2+z^2d\mathrm{\Omega }_3^2=d\stackrel{}{x}_4^2`$, so that $`z^2=\stackrel{}{x}_4^2`$. Furthermore, we combine the spacelike brane directions into the three-vector $`\stackrel{}{x}_3`$. The Penrose limit of (20) is then obtained by employing all these coordinate transformations and taking the limit $`R\mathrm{}`$. The resulting metric is

$$ds^2=2dudv+d\stackrel{}{x}_4^2+A_3(u)d\stackrel{}{x}_3^2+A_x(u)dx^2J^2\stackrel{}{x}_4^2du^2,$$
(32)
where the various functions are

$`A_x=1+r_0^2/r^2J^2r^2={\displaystyle \frac{1}{2}}{\displaystyle \frac{a^2\mathrm{sin}^22Ju}{1a\mathrm{cos}2Ju}},`$
$`A_3=r^2={\displaystyle \frac{1}{2J^2}}(1a\mathrm{cos}2Ju),`$ (33)
Furthermore, it will be useful to present the metric in a different form using Brinkman coordinates.222For a metric of the form $`ds^2=2dudv+Adx^2`$ this means that $`uu`$, $`vv+\frac{A^{}}{4A}x^2`$, $`xx/\sqrt{A}`$, which then gives the metric $`ds^2=2dudv+dx^2+Fx^2du^2`$, where $`F=\frac{1}{4}A^2/A^2+\frac{1}{2}(A^{}/A)^{}`$. In the case of several transverse directions this transformation is trivially iterated. If there is a $`du^2`$ component in the original metric then this is absorbed in the definition of $`F`$ above, making sure that we also rescale $`x`$ as above. We find the metric

$$ds^2=2dudv+dx^2+d\stackrel{}{x}_3^2+d\stackrel{}{x}_4^2+(F_xx^2+F_3\stackrel{}{x}_3^2+F_4\stackrel{}{x}_4^2)du^2,$$
(34)
where

$`F_x=J^2\left(13{\displaystyle \frac{a^21}{(1a\mathrm{cos}2Ju)^2}}\right),`$
$`F_3=J^2\left(1+{\displaystyle \frac{a^21}{(1a\mathrm{cos}2Ju)^2}}\right),`$ (35)
$`F_4=J^2.`$
Note that the metric depends explicitly on light-cone time $`u`$. From the discussion around (1) and (6) and the form (32), we understand that this background has an $`SO(3)\times SO(4)\times U(1)`$ symmetry. The $`U(1)`$ factor is not manifest in the Brinkman coordinates, in contrast to the Rosen-like coordinates (32).333In general, in the notation of footnote 2, the $`U(1)`$ symmetry acts non-trivially as: $`\delta x=\sqrt{A}ϵ`$ and $`\delta v=\frac{1}{2}xA^{}/\sqrt{A}ϵ`$, where $`ϵ`$ is an infinitesimal constant parameter. We also find that the Penrose limit taken for the five-form in (20) gives an expression of the form (1), namely

$$_5=Jdu(1+_8)(dxdx_1dx_2dx_3).$$
(36)
It is quite remarkable that the five-form in the particular PP-wave limit that we have taken does not depend at all on the non-extremality parameter $`\mu `$ and on the vev parameter $`r_0`$, but, instead, it retains the form it has for the maximally supersymmetric PP-wave solution. This has, as we will see, the important consequence that the fermionic spectrum in the Green–Schwarz action can be immediately determined. In addition, in this case, the temperature effects are washed out when the Penrose limit is taken. This is also seen by the fact that, in the metric, $`\mu `$ and $`r_0`$ always appear combined into the constant $`a`$ defined in (30). Therefore, in order to recover the maximally supersymmetric PP-wave solution it is not required that both $`\mu `$ and $`r_0`$ be set to zero, but simply that $`r_0=J\mu ^2`$.

### 3.3 Geodesics at $`\theta =\pi /2`$ and zero temperature

It is also of interest to consider the extremal limit $`\mu 0`$. In this case the background (20) becomes

$`ds^2={\displaystyle \frac{r(r^2+r_0^2\mathrm{cos}^2\theta )^{1/2}}{R^2}}\eta _{\mu \nu }dx^\mu dx^\nu +{\displaystyle \frac{R^2}{r(r^2+r_0^2\mathrm{cos}^2\theta )^{1/2}}}`$
$`\times \left((r^2+r_0^2\mathrm{cos}^2\theta )\left({\displaystyle \frac{dr^2}{r^2+r_0^2}}+d\theta ^2\right)+(r^2+r_0^2)\mathrm{sin}^2\theta d\varphi ^2+r^2\mathrm{cos}^2\theta d\mathrm{\Omega }_3^2\right),`$ (37)
which describes a uniform distribution of D3-branes over a disk of radius $`r_0`$, or after we send $`r_0ir_0`$, a uniform distribution of D3-branes over a three-sphere. Both backgrounds preserve sixteen supercharges and in the AdS/CFT context they describe particular points in the Coulomb branch of $`𝒩=4`$ SYM in the regime of large t’Hooft coupling. Various related studies have been performed in .

Without extra work we can use the results of the previous section directly and apply the limit $`\mu 0`$. The PP-wave metric in Brinkman coordinates have the same form as in (32) - (35), the only difference being that the definition for $`a`$ in (30) has to be replaced by

$$a=\sqrt{1+4r_0^2J^2}.$$
(38)
So far we have assumed that the parameter $`r_0^2`$ is positive, which corresponds to a distribution of branes on the two-plane (corresponding to $`\theta =\pi /2`$ in our parametrization). Hence the geodesic that we have followed ($`\theta =\pi /2`$) probes the region near the brane-distribution. Notice also that the maximum value for $`r^2`$ is $`(1+a)/(2J^2)`$ which for small $`r_0`$ becomes $`1/J^2`$ whereas for large $`r_0`$ it becomes $`r_0J`$.

If we want to consider the sphere distribution we have to take $`r_0^2r_0^2`$ which implies $`a=\sqrt{14r_0^2J^2}`$. Hence, only for $`r_0J<1/2`$ the constant $`a`$ is real and we can keep our previous formulas for the metrics. However, for $`r_0J>1/2`$ the constant $`a`$ becomes imaginary and the expressions become unphysical. In particular, there are no real solutions to the geodesic equation (eq. (27) with $`\mu =0`$) and the PP-wave metric and the RR five-form flux becomes imaginary.

### 3.4 Geodesics at $`\theta =0`$

The procedure is very similar to the $`\theta =\pi /2`$ case, so we will be brief. In (20) we replace $`d\mathrm{\Omega }_3^2`$ by

$$d\mathrm{\Omega }_3^2=d\omega ^2+\mathrm{cos}^2\omega d\psi ^2+\mathrm{sin}^2\omega d\stackrel{~}{\psi }^2.$$
(39)
We take the geodesic located at $`\omega =\stackrel{~}{\psi }=0`$ and the non-trivial angular coordinate along the geodesic is $`\alpha =\psi `$. The non-zero coefficients of the effective three-dimensional metric (24) are

$$G_t=\frac{r^2(r^2+r_0^2)\mu ^4}{r\sqrt{r^2+r_0^2}},G_r=1/G_t,G_\psi =1/\sqrt{1+\frac{r_0^2}{r^2}}.$$
(40)
The null geodesic equations (27) can easily be solved

$$r^2(u)=\frac{1}{2J^2}(1J^2r_0^2b^2\mathrm{cos}2Ju),$$
(41)
with $`b^2=\sqrt{(1r_0^2J^2)^2+4J^4\mu ^4}`$.

As before, we make the change of variables (28) and let

$$\theta =\frac{z}{R},\omega =\frac{\stackrel{~}{z}}{R},x_{1,2,3}x_{1,2,3}/R.$$
(42)
In addition, we define $`dz^2+z^2d\varphi ^2=d\stackrel{}{x}_2^2`$, so that $`z^2=\stackrel{}{x}_2^2`$, and $`d\stackrel{~}{z}^2+\stackrel{~}{z}^2d\stackrel{~}{\psi }^2=d\stackrel{}{\stackrel{~}{x}}_2^2`$, so that $`\stackrel{~}{z}^2=\stackrel{}{\stackrel{~}{x}}_2^2`$. We also assemble the three spacelike brane directions into the three-vector $`\stackrel{}{x}_3`$. In the Penrose limit $`R\mathrm{}`$ the metric takes the form

$$ds^2=2dudv+A_2(u)d\stackrel{}{x}_2^2+\stackrel{~}{A}_2(u)d\stackrel{}{\stackrel{~}{x}}_2^2+A_3(u)d\stackrel{}{x}_3^2+A_x(u)dx^2C(u,z,\stackrel{~}{z})du^2,$$
(43)
where the numerous functions are given by:

$`A_x={\displaystyle \frac{1}{\mathrm{\Delta }}}J^2r^2\mathrm{\Delta }+{\displaystyle \frac{J^2\mu ^4}{r^2\mathrm{\Delta }}},`$
$`A_3=r^2\mathrm{\Delta },`$
$`A_2=1/\stackrel{~}{A}_2=\mathrm{\Delta },`$ (44)
$`C=J^2\left({\displaystyle \frac{\stackrel{}{x}^2}{\mathrm{\Delta }}}+\stackrel{}{\stackrel{~}{x}}^2\mathrm{\Delta }\right){\displaystyle \frac{\mu ^4r_0^2\stackrel{}{x}^2}{\mathrm{\Delta }(r^4+r^2r_0^2\mu ^4)^2}},`$
$`\mathrm{\Delta }=\sqrt{1+r_0^2/r^2}.`$
We refrain from presenting the metric in Brinkman coordinates, since the formulas turn out to be quite cumbersome and not very illuminating. However, we note that, unlike the PP-wave corresponding to the geodesic at $`\theta =\frac{\pi }{2}`$, in this case temperature effects parametrized by the constant $`\mu `$ remain distinct from those parametrized by the rotational parameter $`r_0`$, i.e., $`\mu `$ and $`r_0`$ do not combine into a single constant, as before.

### 3.5 Geodesics at $`\theta =0`$ and zero temperature

The extremal limit is obtained by setting $`\mu 0`$ in all expressions of the previous subsection which in particular implies $`b\sqrt{1r_0^2J^2}`$. Now, transforming the PP-wave (43) and (44) to Brinkman coordinates we find in the extremal limit

$$ds^2=2dudv+dx^2+d\stackrel{}{x}_3^2+d\stackrel{}{x}_2^2+d\stackrel{}{\stackrel{~}{x}}_2^2+(F_xx^2+F_3\stackrel{}{x}_3^2+F_2\stackrel{}{x}_2^2+\stackrel{~}{F}_2\stackrel{}{\stackrel{~}{x}}_2^2)du^2,$$
(45)
where

$`F_x=J^2\left(1{\displaystyle \frac{5}{4}}{\displaystyle \frac{b^21}{(1b^2\mathrm{cos}^2Ju)^2}}{\displaystyle \frac{1}{4}}{\displaystyle \frac{b^21}{\mathrm{sin}^2Ju(1b^2\mathrm{cos}^2Ju)}}\right),`$
$`F_3=J^2\left[1+{\displaystyle \frac{b^21}{4(1b^2\mathrm{cos}^2Ju)^2}}\left({\displaystyle \frac{b^21}{\mathrm{sin}^2Ju}}b^2+3\right)\right],`$ (46)
$`F_2=J^2\left({\displaystyle \frac{b^2\mathrm{sin}^2Ju}{1b^2\mathrm{cos}^2Ju}}{\displaystyle \frac{(b^21)(4b^2\mathrm{cos}^4Ju2(b^2+1)\mathrm{cos}^2Ju)}{4(1b^2\mathrm{cos}^2Ju)^2\mathrm{sin}^2Ju}}\right),`$
$`\stackrel{~}{F}_2=J^2\left({\displaystyle \frac{1b^2\mathrm{cos}^2Ju}{b^2\mathrm{sin}^2Ju}}+{\displaystyle \frac{(b^21)(4b^2\mathrm{cos}^4Ju2+(13b^2)\mathrm{cos}^2Ju)}{4(1b^2\mathrm{cos}^2Ju)^2\mathrm{sin}^2Ju}}\right).`$
We see that for $`r_0J1`$ the constant $`b`$ is real and all expressions make sense, but when $`r_0J>1`$ then the background becomes complex and is unphysical. On the other hand if go to the sphere distribution (see comments after eq. 37) via analytic continuation $`r_0^2r_0^2`$. All the expressions we remain valid, with $`b=\sqrt{1+J^2r_0^2}`$, without restrictions on $`r_0J`$ .

For the RR five-form field strength in (20), in the PP-limit, we find that

$`_5`$ $`=`$ $`f(u)du(1+_8)(dxdx_1dx_2dx_3)`$ (47)
$`=`$ $`{\displaystyle \frac{J}{2b}}{\displaystyle \frac{1b^2\mathrm{cos}2Ju}{\mathrm{sin}Ju\sqrt{1b^2\mathrm{cos}^2Ju}}}du(1+_8)(dxdx_1dx_2dx_3),`$
which unlike the $`\theta =\pi /2`$ case depends explicitly on $`u`$. This can be read off from the equation of motion (6) which gives the relation

$$8f^2(u)=(F_x+3F_3+2F_2+2\stackrel{~}{F}_2).$$
(48)
For the case of the sphere distribution, i.e. $`r_0^2>0`$, we may consider the limit $`b\mathrm{}`$. The naive limit leads to a well defined expression for the metric (see (46)), but $`_5`$ becomes imaginary. The reason is that $`\mathrm{cos}^1(1/b)Ju\pi /2`$, which means that $`Ju`$ is pushed towards the value $`Ju=\pi /2`$. Therefore, we will consider the following correlated limit

$$Ju\pi /2u/b,vbJv,$$
(49)
followed by the limit $`b\mathrm{}`$. Then the metric and five-form are well behaved and the metric maintains its original form, but with

$`F_x={\displaystyle \frac{6u^2}{4(1u^2)^2}},F_3={\displaystyle \frac{u^2+2}{4(1u^2)^2}},`$
$`F_2={\displaystyle \frac{3(u^22)}{4(1u^2)^2}},\stackrel{~}{F}_2={\displaystyle \frac{3u^2+2}{4(1u^2)^2}},`$ (50)
where the variable $`0u1`$. The five-form field strength in this limit becomes

$`_5=`$ $`=`$ $`f(u)du(1+_8)(dxdx_1dx_2dx_3)`$ (51)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{1}{\sqrt{1u^2}}}du(1+_8)(dxdx_1dx_2dx_3).`$
It can be checked directly that (48) is satisfied.

## 4 The perturbative string spectrum

In this section we study the perturbative string spectrum by studying the corresponding two-dimensional Green–Schwarz action. The only background fields that couple to the bosonic string modes are the metric and the NS–NS two-form, where the latter is zero for our backgrounds. Hence, the bosonic part of the Green–Schwarz action is just the Polyakov action:

$$S_B=\frac{1}{4\pi }𝑑\tau 𝑑\sigma g_{\mu \nu }_ax^\mu ^ax^\nu ,$$
(52)
with $`\sigma \sigma +2\pi `$.

For PP-waves the most natural gauge choice is the light-cone gauge

$$u=P_+\tau ,$$
(53)
where, without loss of generality, a possible additive constant has been set to zero. If the metric is of the form (1) the fluctuations of the eight transverse modes are governed by Schrödinger equations (see, for instance, )

$$\frac{d^2x_n^i}{d\tau ^2}+P_+^2F_i(P_+\tau )x_n^i=n^2x_n^i,(\mathrm{no}\mathrm{sum}\mathrm{over}\mathrm{i}),$$
(54)
where we have performed a Fourier transform on the $`x^i`$ in the world-sheet direction $`\sigma `$. Note that this formula is only valid if $`F_{ij}`$ is diagonal which is the case for our backgrounds.

The Schrödinger equations for the scalar modes with potentials given by the metric functions $`F_i`$ in the previous section are in general hard to solve analytically. However, in many cases it is possible to make connection with supersymmetric quantum mechanics (SQM) .444 For a comprehensive review on this subject see . This is a consequence of the relation between the $`F_i`$ and $`A_i`$ functions appearing in the metrics in Brinkman and Rosen coordinates, respectively. The crucial formula was given in footnote 2 and is nothing but the expression of the Schrödinger potentials $`F_i`$ in terms of prepotentials $`W_i`$ 555This works straightforwardly only if the metric in Rosen-like coordinates has no $`du^2`$ term for the corresponding coordinate. For instance, this is the case for the coordinates $`x`$ and $`\stackrel{}{x}_3`$ in (32), but not for $`\stackrel{}{x}_2`$ and $`\stackrel{}{\stackrel{~}{x}}_2`$ in (43). Nevertheless, this can be done for all coordinates with some extra work.

$$F_i=W_i^2W_i^{},W_i=\frac{1}{2}A_i^{}/A_i,$$
(55)
with ground state wave function

$$\mathrm{\Psi }_0=\sqrt{A_i}.$$
(56)
Spectra of SQM are positive definite and a zero-mode exists provided that the norm $`\mathrm{\Psi }_0`$ is finite i.e. $`|A_i|<\mathrm{}`$. There exist large classes of exactly solvable SQM problems  and in cases where analytic methods fail, the WKB approximation for SQM does usually better than for generic quantum mechanical potentials. Some exactly solvable cases will be discussed later in this section. We also note that (56) represents a solution to the null geodesic equations corresponding to the metric in (1).

In order to find the fermion spectrum we need to extract the part of the Green–Schwarz action that is quadratic in fermions. The relevant formulas have been presented in several papers in the literature, e.g. . The generalization of the Dirac operator that appears in the fermion kinetic term is just the differential operator that appears in the gravitino variation of type-IIB supergravity. Hence, the fermionic part of the GS action takes the form

$$S_F=𝑑\tau 𝑑\sigma i(\eta ^{ab}\delta _{IJ}ϵ^{ab}\rho _{3IJ})_ax^\mu \overline{\theta }^I\mathrm{\Gamma }_\mu 𝒟_b\theta ^J,$$
(57)
where $`\eta ^{00}=\eta ^{11}=1`$, $`ϵ^{01}=1`$ and $`\rho _3=\mathrm{diag}(1,1)`$. The derivation $`𝒟_b`$ is the pull-back of the differential operator that appears in the gravitino variation:

$$𝒟_a_a+_ax^\mu \left(\frac{1}{4}\omega _{\mu AB}\mathrm{\Gamma }^{AB}+_{ABCDE}\mathrm{\Gamma }^{ABCDE}\rho _0\mathrm{\Gamma }_\mu \right),$$
(58)
with $`\rho _0=i\sigma _2`$.

For our type of backgrounds (1) this simplifies to

$$𝒟_a\left(\begin{array}{c}\theta _1\\ \theta _2\end{array}\right)=_a\left(\begin{array}{c}\theta _1\\ \theta _2\end{array}\right)+_ax^+\left[\frac{1}{4}\omega _{+MN}\gamma ^{MN}\left(\begin{array}{c}\theta _1\\ \theta _2\end{array}\right)+\frac{f(u)}{2}\gamma _+(P_1+P_2)\left(\begin{array}{c}\theta _2\\ \theta _1\end{array}\right)\right].$$
(59)
Using this and the light-cone gauge the fermion equations become

$$\gamma _+\left(\begin{array}{c}(_\tau +_\sigma )\theta _1\\ (_\tau _\sigma )\theta _2\end{array}\right)=P_+\frac{f(P_+\tau )}{2}\gamma _+(P_1+P_2)\left(\begin{array}{c}\theta _2\\ \theta _1\end{array}\right).$$
(60)
We expand the fermions in Fourier modes in the $`\sigma `$ direction. Note also that in addition to the chirality conditions $`\theta _i=\gamma _{11}\theta _i`$ the light-cone gauge implies $`\gamma _{}\theta _i=0`$. In the conventions of  that means that out of the 32 components of the $`\theta _i`$ only the first eight components are non-zero and we have $`P_1\theta _i=P_2\theta _i`$, where $`P_1`$ and $`P_2`$ are the projectors defined in (11). This also follows immediately from the fact that a condition similar to (19) holds for spinors $`\theta _i`$ as well. Consequently we can ignore the $`\gamma _+`$ factors in (60) and arrange the remaining fermionic degrees of freedom in two 8-component spinors $`\stackrel{~}{\theta }_{1,2}`$. In the last step we reshuffle the total of 16 spinor components of $`\stackrel{~}{\theta }_{1,2}`$ and redistribute them in two 8-component spinors $`\psi _{1,2}`$ such that the differential equation (60) is of the form

$$\left(\begin{array}{c}_\tau \psi _1\\ _\tau \psi _2\end{array}\right)=\left(\begin{array}{cc}in& P_+f\\ P_+f& in\end{array}\right)\left(\begin{array}{c}\psi _1\\ \psi _2\end{array}\right).$$
(61)
If $`f`$ is constant this equation can easily be solved and gives harmonic oscillators with frequencies

$$\omega =\pm \sqrt{n^2+P_+^2f^2},$$
(62)
with each sign having multiplicity eight. If $`f`$ depends non-trivially on light-cone time we can eliminate one of the fermions in terms of the other at the cost of introducing a second order differential equation:

$$\psi _1^{\prime \prime }P_+f^{}/f\psi _1^{}+(n^2+P_+^2f^2inP_+f^{}/f)\psi _1=0,$$
(63)
where the prime denotes the derivative with respect to the argument.

### 4.1 Spectra en détail

We start with the PP-wave corresponding to the geodesic with $`\theta =\pi /2`$. The spectrum corresponding to the $`\stackrel{}{x}_4`$ directions is like in the maximally supersymmetric case . The oscillator frequencies are

$$\omega _4=\sqrt{n^2+J^2P_+^2},n=1,2,3,\mathrm{}.$$
(64)
For the other directions let $`z=2JP_+\tau `$. Then, using (35) and (54), we find the two Schrödinger equations (we will collectively denote by $`\mathrm{\Psi }(z)`$ the corresponding $`x_n^i`$’s)

$$\frac{d^2\mathrm{\Psi }}{dz^2}\frac{1}{4}\left(1+\frac{a^21}{(1a\mathrm{cos}z)^2}\right)\mathrm{\Psi }=\frac{n^2}{4J^2P_+^2}\mathrm{\Psi },n=0,1,\mathrm{}$$
(65)
and

$$\frac{d^2\mathrm{\Psi }}{dz^2}\frac{1}{4}\left(13\frac{a^21}{(1a\mathrm{cos}z)^2}\right)\mathrm{\Psi }=\frac{n^2}{4J^2P_+^2}\mathrm{\Psi },n=0,1,\mathrm{}.$$
(66)
For general $`a`$ the two potentials are not supersymmetric partners.

For $`a>1`$, i.e. the case of a disk, let us define the constant angle $`z_0=\mathrm{cos}^11/a`$ which takes values in the interval $`z_0[0,\frac{\pi }{2}]`$. Then the allowed coordinate ranges are, either $`z_0z\pi `$ or $`z_0zz_0`$. Near $`z=\pm z_0`$ the potentials behave as $`\frac{1}{4}\frac{1}{(zz_0)^2}`$ and $`\frac{3}{4}\frac{1}{(zz_0)^2}`$, respectively, which means that there is no unitarity problem in these cases, as expected from SQM. For $`z=\pi `$ they go to a constant. When $`a<1`$, i.e. the case of a sphere, the potentials are nowhere singular.

Now let us consider the limit $`a\mathrm{}`$ for which the first coordinate range becomes $`\pi /2z\pi `$. Shifting the $`z`$ variable as $`z=x+\pi /2`$ we obtain the range $`0x\pi /2`$. Then the two potentials are of the Pöschl–Teller type I, the normalizable solutions are given in terms of Jacobi polynomials and the spectra are quantized with boundary conditions $`\mathrm{\Psi }(0)=\mathrm{\Psi }(\pi /2)=0`$. For (65) (with $`a\mathrm{}`$) we find

$$\mathrm{\Psi }_m=\mathrm{cos}x(\mathrm{sin}x)^{1/2}P_m^{(0,\frac{1}{2})}\left(\mathrm{cos}2x\right),\left(\frac{n}{4JP_+}\right)^2=(m+1)(m+\frac{1}{2}),$$
(67)
and for (66) (with $`a\mathrm{}`$)

$$\mathrm{\Psi }_m=\mathrm{cos}x(\mathrm{sin}x)^{3/2}P_m^{(1,\frac{1}{2})}\left(\mathrm{cos}2x\right),\left(\frac{n}{4JP_+}\right)^2=(m+1)(m+\frac{3}{2}),$$
(68)
with $`m=0,1,2,\mathrm{}`$, for both cases. We note that for $`a\mathrm{}`$ the two potentials in (65) and (66) are supersymmetric partners. However, the corresponding spectra as given above are different. The reason is that we have imposed the boundary condition of vanishing wavefunctions at the end points of the interval $`x[0,\pi /2]`$. However, it can be shown that these boundary conditions are not obeyed by both sets of wavefunctions if they are simply related via the usual rules of SQM. We see that the constant $`P_+J`$ needs to be quantized in order for the wavefunctions that obey the appropriate boundary conditions to be normalizable. For generic values of $`P_+J`$ we should take the wavefunction to be trivial, i.e. $`\mathrm{\Psi }=0`$. Hence, for generic values of $`P_+J`$ we have only the spectra corresponding to $`\stackrel{}{x}_4`$ with oscillator frequencies given by (64). When $`P_+J`$ is quantized according to (67) or (68) we have in addition the excitations of the corresponding coordinates.

For the second coordinate range, in the limit $`\alpha \mathrm{}`$, the results for the wavefucntions and the spectra are left unchanged. Indeed, the coordinate range of $`z`$ is now $`\pi /2z\pi /2`$ and the eigenfunctions and eigenvalues turn out to be the same as the ones in (67) and (68).

Another case that is easy to solve occurs when $`a0`$, which can be attained only in the sphere case. As can be seen from (35) we obtain the metric

$$ds^2=2dudv+dx^2+d\stackrel{}{x}_3^2+d\stackrel{}{x}_4^2J^2(4x^2+\stackrel{}{x}_{4}^{}{}_{}{}^{2})du^2.$$
(69)
Hence, three of the transverse scalars are massless and the others are massive with different masses. The corresponding frequencies are

$$\omega _{(3)}=\pm |n|\omega _{(x)}=\pm \sqrt{n^2+4P_+^2J^2},\omega _{(4)}=\pm \sqrt{n^2+P_+^2J^2},$$
(70)
with multiplicities, for each sign, three, one and four, respectively.

The fermionic spectrum on the other hand is very simple and completely independent of any limit taken. The frequencies, with multiplicity eight are

$$\omega =\pm \sqrt{n^2+P_+^2J^2}.$$
(71)
Finally, we briefly comment on the spectra for the PP-wave corresponding to the geodesic with $`\theta =0`$. The Schrödinger potentials appearing in the equation of the scalar fluctuations can be found in (46). They are all physical in the sense that they do not violate the unitarity bound $`\frac{1}{4}\frac{1}{x^2}`$. In the limit $`b\mathrm{}`$ the potentials look much more tractable (3.5), however, also with this simplification we were not able to find the spectra of the fluctuations explicitly. The equations for the fermionic modes (61) with $`f`$ given in (51) turn out to be equally elusive.

## 5 Disk distribution in the limit of large radius

The fact that the metric (34) is well defined in the limit $`a\mathrm{}`$, suggests that there exists a corresponding limit of the background (37) before the Penrose limit is taken. Revealing the precise connection is the purpose of this section.

Let us take the limit $`r_0\mathrm{}`$ of the metric (37) which pushes the radius of the disk to infinity. The resulting geometry is well defined provided that we also approach $`\theta =0`$ or $`\theta =\pi /2`$. It is straightforward to see that in the former case one obtains the metric for D3-branes smeared uniformly in two transverse directions and the harmonic function behaves as $`1/r^2`$, where $`r`$ is the radius of the four-dimensional transverse subspace.

However, quite surprisingly, in the case that $`\theta \pi /2`$ we obtain a distribution of D3-branes that is uniformly smeared only over the half-plane. Indeed, consider the redefinitions

$$r_0r_0R,\theta =\frac{\pi }{2}\frac{z}{r_0R},\varphi \frac{x_6}{r_0R^2},x^\mu x^\mu R,$$
(72)
followed by the limit $`R\mathrm{}`$. Then the metric takes the form

$$ds^2=r(r^2+z^2)^{1/2}\eta _{\mu \nu }dx^\mu dx^\nu +\frac{1}{r_0^2r(r^2+z^2)^{1/2}}\left((r^2+z^2)(dr^2+dz^2)+r_0^2dx_6^2+r^2z^2d\mathrm{\Omega }_3^2\right).$$
(73)
The parameter $`r_0`$ can be absorbed by rescaling the coordinates appropriately, so that we can set $`r_0=1`$. In order to reveal the structure of the D3-brane distribution that we have advertised, consider another change of variables

$$r=\sqrt{r_5x_5},z=\sqrt{r_5+x_5}.$$
(74)
Then the metric becomes

$$ds^2=H^{1/2}\eta _{\mu \nu }dx^\mu dx^\nu +H^{1/2}\underset{i=1}{\overset{6}{}}dx_i^2,$$
(75)
where we have defined $`x_i`$, $`i=1,2,3,4`$ from $`dr_4^2+r_4^2d\mathrm{\Omega }_3^2`$, where $`r_4^2=r_5^2x_5^2`$. Therefore, naturally $`r_5^2=_{i=1}^5x_i^2`$. The function $`H`$ is

$$H=\frac{1}{2}\frac{1}{r_5(r_5x_5)},$$
(76)
and is indeed a harmonic function in the space spanned by $`x_1,\mathrm{},x_5`$. The distribution of D3-branes is obviously uniform in the $`x_6`$-direction. However, along the $`x_5`$-direction the distribution extends only along the positive axis, i.e. for $`x_5>0`$. This is in perfect agreement with the singularity of the harmonic function $`H`$ which is localized at $`x_1=x_2=x_3=x_4=0`$ and $`x_5>0`$. This can also be confirmed by a direct computation of the following integral that results when we consider the smearing of the D3-branes in the half plane

$`{\displaystyle _0^{\mathrm{}}}𝑑a{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑b{\displaystyle \frac{1}{\left[x_1^2+\mathrm{}+x_4^2+(x_5a)^2+(x_6b)^2\right]^2}}`$
$`={\displaystyle \frac{\pi }{2}}{\displaystyle _0^{\mathrm{}}}𝑑a{\displaystyle \frac{1}{\left[x_1^2+\mathrm{}+x_4^2+(x_5a)^2\right]^{3/2}}}`$ (77)
$`={\displaystyle \frac{\pi }{2}}{\displaystyle \frac{1}{r_5(r_5x_5)}}.`$
Note that the limiting metric (73) (or equivalently (75)) exhibits a $`SO(4)\times SO(2)`$ symmetry like the original metric (37).

We also not that the limit (72) can also be applied to the non-extremal metric (20). However, the resulting metric is singular and it does not have a regular horizon.

### 5.1 PP-wave limit

Similar to our previous examples consider the PP-wave limit around a geodesic situated at $`z=0`$. The corresponding three dimensional effective metric is of the general form (24) with $`\alpha =x_6`$ and non-zero components given by

$$G_t=r^2,G_{x_6}=1/r^2,G_r=1.$$
(78)
After we multiply the metric by an overall $`R^2`$, followed by the rescalings $`x^\mu x^\mu /R`$ and $`zz/R`$ we get, in the limit $`R\mathrm{}`$, a metric of the form (32), where the functions are

$`A_x=1/r^2J^2r^2=J{\displaystyle \frac{\mathrm{sin}^22Ju}{\mathrm{cos}2Ju}},`$
$`A_3=r^2={\displaystyle \frac{1}{J}}\mathrm{cos}2Ju,`$ (79)
Passing to the Brinkman coordinates we get a metric of the form (34) but with

$`F_x=J^2\left(1{\displaystyle \frac{3}{\mathrm{cos}^22Ju}}\right),`$
$`F_3=J^2\left(1+{\displaystyle \frac{1}{\mathrm{cos}^22Ju}}\right),`$ (80)
$`F_4=J^2.`$
which is the $`a\mathrm{}`$ limit of (35).

## 6 Concluding remarks

In this paper we have constructed new families of PP-wave solutions of type-IIB string theory that have light-cone (LC)-time dependent five-form flux and metric, vanishing three-form fluxes and constant dilaton/axion. In general these backgrounds preserve sixteen supersymmetries and the world-sheet action has non-trivial interactions due to the LC time dependence. The latter implies that the string theory, at least in a generic background, is not exactly soluble. Furthermore, we studied fluctuations of the Green–Schwarz string in these backgrounds and were able to relate the relevant equations to supersymmetric quantum mechanics problems. Most importantly, this guarantees that the spectra have no tachyons and in some cases we were able to work them out exactly.

We have showed that there are special states in the perturbative string spectrum for particular values of the light-cone parameter $`P_+`$. This is somewhat reminiscent of the special discrete states in two-dimensional string theory that occur for a particular discrete set of values of the momentum . We also note that some of our PP-waves, by being simultaneously non-trivial and solvable, can be used to elucidate an important general issue, namely, whether a uniform light-cone gauge choice can be made. In that respect, we note that there are additional string states related to the folding of strings on themselves, which are not captured by the theory obtained if a uniform light-cone gauge choice is made (for original work on this issue, see ). It will be very interesting to pursue further these and related issues.

A generic feature of our PP-waves is that some of the $`F_{ii}`$ components of the metric can blow up. It has been argued  that this leads to singular string propagation and therefore, naively, one might think that these solutions are unphysical. However, we believe that this is not the case. Note, that these solutions are Penrose limits of backgrounds used in the AdS/CFT correspondence to describe the deformation of $`𝒩=4`$ SYM by turning on expectation values of scalar fields. On the field theory side this is the simplest deformation one can think of and is by no means singular. Furthermore, in the IR the supergravity dual is not a valid description because the curvature blows up. This is a reflection of the fact that the deep IR is better described by a set of free abelian gauge theories, which do not have a “good” supergravity dual. Since the geodesics we used for the the Penrose limits probe precisely the region in the deep IR, it was to be expected that the string theory description might break down at some point and there should exist a valid field theory description.666 A breakdown of the string description was also observed in  for different backgrounds. In the PP-waves studied in  it was possible to switch to another dual string theory background, whereas in our case only field theory is a reliable description in the IR. This field theory should be a truncation of $`𝒩=4`$ SYM as in  where the scalars now obtain vacuum expectation values in the form of continuous distributions. It would be interesting to investigate this issue further by performing a direct field theory computation. In particular, we suspect that the IR is described by a free field theory.

We should also mention that the Penrose limit of the non-extremal backgrounds washes out the finite temperature effects responsible for the existence of the horizon in the original background which is lost after the limit is taken. This has been observed also in previous work and is a consequence of the incompatibility of the existence of a covariantly constant null Killing vector with the presence of an event horizon .

## Acknowledgements

A.B. would like to thank J. Gomis and N. Halmagyi for discussions. The work of A.B. was supported in part by the DOE under grant No. DE-FG03-92ER40701. K.S. would like to thank I. Bars for a usefull correspondence. He also acknowledges the financial support provided through the European Community’s Human Potential Programme under contracts HPRN-CT-2000-00122 “Superstring Theory” and HPRN-CT-2000-00131 “Quantum Structure of Space-time”, the support by the Greek State Scholarships Foundation under the contract IKYDA-2001/22 “Quantum Fields and Strings”, as well as NATO support by a Collaborative Linkage Grant under the contract PST.CLG.978785 “Algebraic and Geometrical Aspects of Conformal Field Theories and Superstrings”.