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# Liquid markets and market liquids

11institutetext: Max-Planck-Institut für Physik komplexer Systeme, Nöthnitzer Straße 38, D–01187 Dresden  Collective and single–asset dynamics in financial markets  (Received: / Revised version: )

## Abstract

We characterize the collective phenomena of a liquid market. By interpreting the behavior of a no–arbitrage $`N`$ asset market in terms of a particle system scenario, (thermo)dynamical–like properties can be extracted from the asset kinetics. In this scheme the mechanisms of the particle interaction can be widely investigated. We test the verisimilitude of our construction on two–decade stock market daily data (DAX30) and show the result obtained for the interaction potential among asset pairs.

Since the late 80s, with the introduction of electronic trading, huge quantities of financial data became available (or at least on sale) for both investment and research analysis. Quite unusually outside the natural science panorama, this novelty opened the way to test the reliability of theories and conjectures about the behavior of financial markets. One of them, a paradigm for financial mathematics, is the random character of markets Samuelson65 , that is unpredictability. It has recently been proved, nevertheless, that a certain degree of correlation is still present on extremely short time scales Lo91 . Despite that, the intermediate scales are dominated by random behavior with Lévy stable statistics of asset returns Mandelbrot63-and-Fama65 . The possibility to extract information on the future evolution of a single asset by knowing a big enough ensemble of its past values matters indeed institutional traders, who can generally intervene on the market in real time (with delays smaller than few seconds). Their presence reduces at minimum time correlations and consequently speculation possibilities.

Time dependence is however only one possible domain for surveying similar patterns inside financial signals. The other domain for correlation detection, whose exploration was greatly facilitated by modern computation facilities is the ‘spatial’ one. In fact, albeit much efforts are spent in studying correlations in the time dynamics of a single asset (see MS99  and BDLeBS96  for a digest of the recent physicist and economist approach, respectively), there are many applicative and fundamental reasons for understanding deeply spatial, commonly referred as multivariate, correlations. A financial market is not simply a juxtaposition of different prices which are organised on an independent basis, but rather a complex system of interacting constituents Fama98 . The latter are then monitored by sampling single prices with respect to an arbitrary currency. Hence the study of correlations among different asset time signals is of peculiar importance. By the way, this is also the case in many problems involved in the modern risk management theory, where the composition of a certain portfolio strongly depends on the movements of different underlying assets. On a more fundamental level, the interesting issue is the comprehension of how price changes can be separated, with a sufficient degree of confidence, in single asset– and collective– behavior.

Since the Markowitz’s work on the theory of optimal portfolio Markowitz59 , much effort has been spent to characterize correlation matrices of financial assets EG95 . In recent contributions, different physics concepts have been adopted to endeavor this type of problem, mainly because the study of correlations represents a paradigm of a wide class of physical problems for which powerful tools have been developed. A bivariate analysis of the futures on the German and Italian bonds showed that despite the perfect uncorrelation of the single tracks, the crosscorrelation of the two signals was significantly non zero: the signals considered described two random, but similar, processes CRS99 . This behavior emerges quite generally in the stock market, where certain asset clusters ‘move’ in a particularly correlated way with respect to remaining titles. Using equal time cross–correlation matrices and several physics–borrowed tools such as the random matrix theory, these conjectures have been quantified LCBP99-and-PGRAS99-and-DGRS99 . In a recent study, the structure of a $`N`$ stock market has been investigated as regarding the multivariate structure in a global window period Mantegna99 .

In this paper, we propose a method to investigate asset correlations by interpreting asset growth rates as observables of a particle system scenario. This idea is carried out by introducing a formal map between the logarithmic returns and the distances among gas particles. The strength of this analogy resides in the possibility to separate collective motion from the single asset dynamics through the investigation of mutual interactions among titles. Wielded by the theory of liquids, we can study the thermodynamics of the system and interprete its temperature as a measure of spatial volatility, as compared with the more familiar (temporal) volatility. The 2–asset interacting potential is then calculated on the isothermal (isovolatile) market. In the remainder of this paper a time dependent asset–distance and a moving frame model are introduces. The implementation of this scheme is performed on daily stock market data taken among the 30 most capitalized titles forming the Deutscher Aktien indeX (DAX30) in the period 30 Dec 1987 to 7 Mar 1995 (1800 trading days). To maintain a continuity of quotation, we have selected the maximal subset of 23 assets which, in the above mentioned period, remained in the DAX30 basket and did not split. Our discussion and comments conclude the paper.

As a general starting point, we consider a collection of asset, which is a suitable subpart of titles in a stock market (better if one representative for every economic sector), a collection of currency prices, or any combination of them. The value of the asset $`\mathrm{\Omega }_i`$ at time $`t`$, is expressed in unity of asset $`\mathrm{\Omega }_j`$ by means of conversion factors $`P_{ij}(t)`$:

$`\mathrm{\Omega }_i(t)=P_{ij}(t)\mathrm{\Omega }_j(t).`$ (1)
The indices $`i`$ and $`j`$ span all $`N`$ considered assets forming the market. By writing eq. (1) for another couple of indices, a no–arbitrage equation for a liquid market is obtained $`P_{ij}=P_{ik}P_{kj}`$. Its multiplicative symmetry is reflected in a corresponding additive symmetry of the logarithmic returns

$`d_{ij}^\alpha (t)={\displaystyle \frac{1}{\tau _\alpha }}\mathrm{log}\left({\displaystyle \frac{P_{ij}(t)}{P_{ij}\left(t\tau _\alpha \right)}}\right),`$ (2)
where $`\tau _{\alpha H}`$ is a collection of $`H`$ time horizons. The rescaling of the log–returns to the considered time horizon is solicited by its interpretation; in the idealized limit of prices with (deterministic) growth laws, we get $`P_{ij}(t)\mathrm{exp}\left(d_{ij}t\right)`$, so that the quantity defined in eq. (2) turns out to be the growth rate between asset $`i`$ and $`j`$, independently on the time horizon. The latter can be considered as a long term limit when one refers —for example— to prices of stocks with respect to currencies. In the opposite limit of extremely small returns (which eventually corresponds to short time lags), $`d^\alpha `$ is the rate of the absolute return, $`d=\mathrm{\Delta }P/(P\mathrm{\Delta }t)`$, obtained by logarithmic expansion.

As position (2) points out, the display of the time series $`P_{ij}`$ by arranging them in the $`H`$ dimensional variable $`𝐝_{ij}`$, gives a natural embedding for a dynamical system oriented analysis SYC91 . This is not difficult to understand when thinking that the log–return on a certain time horizon $`\tau ^{}`$ is proportional to the average of log–returns on sub–multiples of $`\tau ^{}`$. Thus the component $`d^\alpha ^{}`$ can be written as a linear combination of delayed components $`d^{\alpha <\alpha ^{}}`$. The no–arbitrage symmetry of the log–returns hints for the further identification of $`𝐝_{ij}`$ as an (oriented) distance vector between asset $`i`$ and $`j`$; in fact (a.) $`𝐝_{ii}\mathrm{𝟎}`$, (b.) $`𝐝_{ij}=𝐝_{ji}`$, (c.) $`𝐝_{ij}=𝐝_{ik}+𝐝_{kj}`$.

It is easy to see that any norm in a $`H`$ dimensional euclidean space (in the present work we choose the canonical one) induces a well defined distance111Here the three distance–defining axioms are obtained simply by properties a.–c. $`𝐝_{ij}`$ between asset $`i`$ and asset $`j`$. As an intrinsic character of financial markets no asset can be regarded a priori as an absolute quantity, that is why we ended up only with mutual distances among asset. Nevertheless some truly single asset property can be extracted by the symmetry of the problem and interpreted consequently. The matrix $`𝐝_{ij}`$ is skew symmetric, ergo diagonalizable; its spectrum is entirely on the imaginary axe Gantmacher90 . One of its three different eigenvalues is zero and the corresponding eigenspace is orthogonal to $`\stackrel{}{\mathrm{𝟏}}=(\mathrm{𝟏},\mathrm{𝟏},\mathrm{},\mathrm{𝟏})^\mathrm{t}`$ and $`\stackrel{}{𝐱}=(𝐱_1,𝐱_2,\mathrm{},𝐱_N)^\mathrm{t}`$, where

$`𝐱_i{\displaystyle \frac{1}{N}}{\displaystyle \underset{j=1}{\overset{N}{}}}𝐝_{ij};`$ (3)
here the arrows indicate super–vectors (vectors in a $`H\times N`$ space). The two remaining eigenvalues are $`\pm \mathrm{i}N\sigma `$ corresponding to the eigenvectors $`\stackrel{}{\mathrm{𝟏}}\mathrm{i}\stackrel{}{𝐱}/\sigma `$, where

$`\sigma {\displaystyle \frac{1}{N}}\sqrt{{\displaystyle \underset{1i<jN}{}}𝐝_{ij}^2}.`$ (4)
In particular let us observe that $`𝐱_i𝐱_j=𝐝_{ij}`$, to say that we have introduced a frame in which every single asset is assigned to an absolute position: the problem of the behavior of the $`N`$ assets of the market is now translated to a physical problem of $`N`$ interacting particles (a liquid) in $`H`$ dimensions, with coordinates $`𝐱_1,𝐱_2,\mathrm{},𝐱_N`$. At time $`t`$, $`𝐱_i(t)`$ is the $`H`$ dimensional position of particle $`i`$. Note that, according to its definition, the distance between two assets is zero when the price of one with respect to the other remains constant. Furthermore, it is easy to check that the $`𝐱`$’s vectors are centered, hence the positions $`𝐱_i`$ are referred to a coordinate frame which attributes to the center of mass of our liquid a trivial dynamics. From the financial point of view, it states the closure of our system: the $`N`$ assets are watched as complementary, with zero overall return. This does not mean that the applicability of the present construction is restricted to those market where this property is nearly fulfilled (as an example in the foreign exchange). In stock markets, which experience escape and retention events that is positive and negative return periods, the $`𝐱`$ are automatically selected within a neutral frame which keeps track of the particle cloud. Of course nothing prevents from starting the analysis of an extended market with a huge number of constituent assets. Some of them would follow similar dynamics by evolving in a closer cluster with respect to others. This could help in order to reduce $`N`$ to a lower number without losing the basic features of the liquid behavior MC00 .

Coming back to the map construction it is easy to show that as a consequence of the centered character of the $`𝐱`$’s coordinates, $`\sigma `$ is exactly their standard deviation. Its $`H`$th power is a measure of the volume of our system. The financial counterpart of it is what we call correlated volatility, so to stress that it is a quantity merely connected to the spatial interactions of the particles at a certain time. As the usual volatility takes into account the temporal variability of an analyzed fixed asset, we are here referring to a measure of a spatial variability of a group of interacting assets at a fixed time. Moreover, even after the compensation of the split discontinuities, the correlated volatility shows clusterization around bubble and crash periods MC00 .

We take now advantage of the structure of the eigenvectors of the distance matrix and rescale the $`x`$ coordinates to volume renormalized ones $`𝐫_i𝐱_i/\sigma `$, their difference is accordingly $`𝐫_i𝐫_j=𝐝_{ij}/\sigma `$, so that the two non trivial eigenvectors are indeed $`\stackrel{}{\mathrm{𝟏}}\mathrm{i}\stackrel{}{𝐫}`$. The $`r`$–frame, being the solution of the eigenvalue problem for the distance matrix, is a volume preserving frame. Once the volume of the system is stabilized, one may wonder which is the dependence of the liquid temperature on time. Thus, by analyzing the empirical behavior of the ensambled averaged square (finite difference) velocities $`𝐯_i(t)=(𝐫_i(t)𝐫_i(t\tau _1))/\tau _1`$, we found that the $`r`$–system is thermostated at a fix temperature $`T=v_i^2(t)_i_t/H`$ ; the correlated volatility is therefore a measure of the temperature of our system.

Fig. 1 shows this fact: in panel (b), it is plotted the time dependence of the correlated volatility $`\sigma `$ and of the temperatures $`T[x]`$ and $`T[r]`$ calculated by averaging the square velocities in the $`x`$– and $`r`$–frame, respectively. In order to contrast the results, the time averages of $`\sigma `$ and $`T[x]`$ are rescaled to T (the time average of $`T[r]`$). The scale of $`T`$ is in fact fixed by the underlying assumption of an unitary Boltzmann’s constant. To check possible ergodicity properties of the system we have also analyzed the time averaged square velocities of the single assets and extracted from them mass terms

$`m_i={\displaystyle \frac{HT}{v_i^2(t)_t}}.`$ (5)
Fig. 2 shows that the masses are only slightly affected by the reference frame used to calculate them. This indicates that they are an intrinsic property of the asset regardless of the kinetics details. To prove this statement, we have plotted, in Fig. 1, the correction to the temperature due to the asset masses $`T_m[r]=m_iv_i^2(t)_i/H`$. In order to investigate the nature of the interaction of the particle system under study, we have calculated the two point correlation function Martynov92

$`g(r)={\displaystyle \frac{2}{N(N1)}}{\displaystyle \underset{i<j}{}}\delta \left(r𝐫_i(t)𝐫_j(t)\right)_t,`$
and the related pair potential $`u(r)\mathrm{log}g(r)`$. In Fig. 3., the potential $`u(r)`$ is shown. The great distance tail of $`u(r)`$ is linear (correlation coefficient$`=0.9994`$, for a regression in the region $`2<r<4`$ over 446 points giving the line $`u=ar+b`$, with $`a=0.689\pm 0.001`$ and $`b=1.101\pm 0.004`$) indicating the strong long range attraction of the market liquid. On the other hand at small distances two different behaviors emerge. By decreasing the asset–asset distance an equilibrium point is reached. At smaller distances a barrier is presented, followed by a region corresponding to less intense repulsive forces. We interprete it as a signature of the inhomogeneity of the system, which allow at small distances the formation of privileged pairs (clusters). As a consequence, we expect that in a wider market (here we consider the quite diversified but small pool of the DAX30 assets) this tendency could even be more pronounced.

To conclude, we have introduced an interpretation scheme for the returns of a $`N`$ asset market. Here, the validity of a no–arbitrage condition is guaranteed by the assumed liquid character of the market. By implementing the embedding, naturally prompted by the structure of the returns, we have been able to map the financial signals in positions of particles of an interacting gas (a liquid). Therefore by the only means of the geometrical construction, we have given purport to the eigenvalues and eigenvectors of the distance matrix diagonalization problem as the correlated volatility and thermostated coordinates respectively. One of the strength points of this method is its easy generalizability to the case of great $`N`$, albeit here we have restricted our analysis to a relative small asset market.

On the other hand a word of caution is needed in a great $`N`$ market. The results presented here share the plain assumptions of isotropy and homogeneity of the market liquid. Indeed they should become weaker for very large and differentiated markets. There, the pair potential introduced here is supposed to maintain the same great–distance properties (linearity). At the low–distances (where clustering emerges), in analogy to what is done in the study of ionic liquids McDonald91 , a generalized pair potential could be introduced in order to include both anisotropy, cluster formation, and specie diversification: these issues are under investigation and will be published elsewhere MC00 . Besides, this approach is straightforwardly employable for time dependent clustering. A procedure similar to the one adopted to organize static distances between assets in hierarchy trees, given in Ref. Mantegna99 , could be generalized to the time dependent distance matrix (2).

From the financial perspective, the construction presented in this paper is following a sort of Æsop’s the fox and the grapes strategy. It is easy to despise what one cannot get and in quantitative finance the scarce goods are the rare events. Since there is no methodology to deal with misprediction given by the insufficiency of statistics, we try to wash it out from the dynamics by exploiting the symmetries of the problem. After all, as we have shown, the calm (non-bubble, non-crash) side of financial markets has anyhow a lot to say.

The data for the empirical analysis were kindly provided by Deutsche Börse AG. We would like to acknowledge fruitful discussions with A. Amici, F. Lillo, R. Mantegna, E. Scalas, and U. Tartaglino.


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# On the origin of heavy quasiparticles in LiV2O4

## Abstract

An explanation is provided for the heavy quasiparticle excitations in LiV2O4. It differs considerably from that of other known heavy-fermion systems. Main ingredients of our theory are the cubic spinel structure of the material and strong short-range correlations of the d electrons. The large $`\gamma `$ coefficient is shown to result from excitations of Heisenberg spin $`\frac{1}{2}`$ rings and chains. The required coupling constant is calculated from LDA+U calculations and is found to be of the right size. Also the calculated Sommerfeld-Wilson ratio is reasonably close to the observed one.

PACS numbers: 71.27.+a, 71.10.-w, 75.40.Cx

The low-temperature properties of the metal LiV2O4 show many of the characteristic features of heavy-fermion systems like CeAl3 or CeRu2Si2 . The coefficient $`\gamma `$ of the low-temperature specific heat $`C=\gamma T`$ is large, i.e., $`\gamma =0.350.42J/molK^2`$ , depending on samples and $`C(T)`$ shows a broad maximum around $`16K`$. The large $`\gamma `$ value implies a high density of fermionic low-energy excitations. In fact, when $`C(T)`$ is integrated up to $`60K`$ it is found that the associated entropy is close to $`2R\mathrm{ln}2`$ where $`R`$ is the gas constant. This suggests that there is roughly one excitation per $`V`$ ion in the system when it is heated up to that temperature, a finding inconceivable for a conventional, partially filled conduction band of $`d`$-electrons. In fact, the $`\gamma `$ value obtained from ab initio band structure calculations  turns out to be too small by a factor of 25. In accordance with the observed large $`\gamma `$ value it is found that also the spin susceptibility $`\chi _{sp}(T)`$ is similarly enhanced . It is nearly $`T`$ independent below $`T30K`$ with a shallow broad maximum around $`16K`$ and a sample dependent increase below $`5K`$. The Sommerfeld-Wilson ratio $`R_W=\pi ^2k_B^2\chi _{sp}/(3\mu _{\mathrm{eff}}^2\gamma )`$ is 1.7 with considerable error bars because of the remaining low temperature variation of $`\chi _{sp}(T)`$. A ratio of that size shows that the enhancements in $`\gamma `$ and $`\chi _{sp}`$ nearly cancel each other as expected for a metal with an enhanced density of states $`N^{}(0)`$ at the Fermi energy. Remember that $`\gamma N^{}(0)`$ and $`\chi _{sp}N^{}(0)`$ in that case. No (anti)ferromagnetic order was found above $`0.02K`$ and no evidence for spin-glass behavior. There are also no indications of charge ordering, i.e., all $`V`$ sites are equivalent. The low-temperature resistivity is $`\rho (T)=\rho _0+AT^2`$ with a large coefficient $`A=2\mu \mathrm{\Omega }cm/K^2`$ like in other heavy-fermion systems. LiV2O4 is therefore a rare case of a system with heavy quasiparticle excitations which do not involve $`f`$ electrons .

The physical origin of the low-energy scale associated with the characteristic heavy-fermion excitations has remained unclear. Presently we know of a few physical mechanisms resulting in heavy quasiparticles which all seem inapplicable here.

One well known source is the Kondo effect . It applies to heavy-fermion systems like CeAl3 and requires ions with quasi-localized $`f`$ electrons of nearly integer number. In fact $`\gamma `$ is the larger the closer the $`f`$-count $`n_f`$ is to an integer, e.g., to $`n_f=1`$ in the case of Ce ions. But in LiV2O4 the valency of the $`V`$ ions is +3.5 and therefore the Kondo effect is excluded here. A second mechanism is realized in Nd2-xCexCuO4 $`(x0.10.2)`$ and is essentially based on the Zeeman effect . It applies to systems with strongly correlated conduction electrons which couple weakly to ions with localized spins, i.e., Nd ions in the above case. This situation can be also excluded for LiV2O4. The same holds true for heavy fermions appaering very close to a quantum critical point, a model which has been suggested for YMn2 . There remains the case of heavy quasiparticles caused by charge ordering like in Yb4As3. Here the characteristic feature is the formation of well separated spin $`\frac{1}{2}`$ Heisenberg chains in a three-dimensional lattice due to charge order . This route seems promissing except that there is no charge ordering in LiV2O4. In that material all $`V`$ sites remain equivalent down to the lowest temperatures. Nevertheless, it is this example which leads us to suggest the physical model discussed in the following.

The aim of this communication is to discuss a new scenario for the origin of a low-energy scale. It uses the fact that LiV2O4 has a cubic spinel structure down to the lowest temperatures measured , i.e., the system seemingly does not charge order. But it has obviously strong short-ranged electron correlations. The spinel structure enables us to account for them in a particular way which suggests directly a plausible explanation of the large number of fermionic low-energy excitations as evidenced by the large $`\gamma `$ coefficient.

In the spinel structure the V ions form corner-sharing tetrahedra. Their sublattice can be viewed as a fcc lattice with every second site removed. A $`V`$ ion has six nearest neighbors of its kind and the $`V`$ ions are the centers of slightly distorted edge sharing octahedra of oxygen ions. All $`V`$ ions are crystallographically equivalent. Spinel structures or pyroclore lattices give raise to frustrated antiferromagnetic interactions. Resulting forms of a spin-liquid ground-state have been frequently discussed see, e.g., .

Band structure calculations employing the LDA+$`U`$ computational method show that the Fermi energy is placed in vanadium $`t_{2g}`$ bands which are well separated from the oxygen $`p`$-bands. The average $`d`$-electron number per $`V`$ ion is 1.5. For those electrons we assume the following simplified model Hamiltonian to apply

$`H=`$ $`{\displaystyle \underset{ij,\nu \sigma }{}}t_\nu (a_{\nu \sigma }^+(i)a_{\nu \sigma }(j)+h.c.)`$ (1)
$`+`$ $`U{\displaystyle \underset{i;\nu }{}}n_\nu (i)n_\nu (i)+U{\displaystyle \underset{i;\nu >\mu }{}}n_\nu (i)n_\mu (i)`$ (2)
$`+`$ $`V_0{\displaystyle \underset{ij}{}}n(i)n(j)+J_H{\displaystyle \underset{i}{}}𝐬_1(i)𝐬_2(i)`$ (3)
$`+`$ $`{\displaystyle \underset{ij}{}}J_{ij}𝐒(i)𝐒(j).`$ (4)
The $`a_{\nu \sigma }^+(i)(a_{\nu \sigma }(i))`$ create (destroy) a $`d`$-electron in orbital $`\nu `$ with spin $`\sigma `$ at site $`i`$. For simplicity we shall use two $`d`$-orbitals only, one pointing along the octahedron axis and the other pointing towards the four oxygen ions within the plane. The first term describes the kinetic energy and only transitions between neighboring sites $`ij`$ are taken into account. The second and third term account for the on-site Coulomb repulsion of $`d`$-electrons in the same and in different orbitals. Here $`n_\nu (i)=\underset{\sigma }{}a_{\nu \sigma }^+(i)a_{\nu \sigma }(i)`$ is the number operator. The fourth term describes the Coulomb repulsion of electrons situated on neighboring sites, the fifth term is due to Hund’s rule coupling and the last terms results from superexchange via the oxygen sites. The total spins $`𝐒_{i(j)}`$ of the neighboring sites $`i`$ and $`j`$ depend on the number of $`d`$ electrons at those sites. For a $`d^1`$ configuration $`S=\frac{1}{2}`$ while for a $`d^2`$ site $`S=0`$ or 1 etc. We assume that $`U`$ and $`V_0`$ are much larger than the $`t_\nu `$ while $`J_{ij}`$ is expected to be of similar size. A large value of $`U`$ implies that only $`d^1`$ and $`d^2`$ configurations need consideration. Moreover, a large value of $`V_0`$ requires that on each tetrahedron two sites are in a $`d^1(V^{4+})`$ and two are in a $`d^2(V^{3+})`$ configurations (tetrahedron rule). This has been first pointed out by Verwey  and was discussed in detail by Anderson . Note, that because of an average $`d^{1.5}`$ occupancy $`d^2d^2`$ and $`d^1d^1`$ configurations repel each other while $`d^1d^2`$ configurations are attractive. LiV2O4 is a metal and therefore the above tetrahedron rule cannot be strictly obeyed. Otherwise a single transition $`d^2d^1`$ would imply a rearrangement of configurations in nearly all tetrahedra. However, we are interested here in the spin excitations only, because of the large entropy associated with the low-energy excitations. Therefore the heavy quasiparticle excitations must involve predominantly spin degrees of freedom. Thus for the present purpose we may assume that the tetrahedron rule is strictly obeyed. In that case the ground state $`|\psi _0`$ of the system is of the form

$$\psi _0=\underset{n}{}\alpha _n\varphi _n$$
(5)
where the $`|\varphi _n`$ are all configurations which obey the tetrahedron rule. In each of the $`|\varphi _n`$ the $`V^{4+}`$ ions form chains and rings. They are surrounded by chains and rings of $`V^{3+}`$ ions. An example is shown in Fig. 1. One may check that the smallest rings possible involve six $`d^1(d^2)`$ ions. Ring sizes increase in units of four, i.e., they involve 10,14 etc. $`V`$ ions of one kind. The form of the $`\alpha _n`$ is irrelevant here and will be the subject of a separate investigation.

Consider the $`d^2`$ ions. Without Hund’s coupling the ratio of $`S=1`$ triplet and $`S=0`$ singlet configurations would be approximately 3 : 1. Finite Hund’s coupling enlarges it further. Therefore we deal with $`S=1`$ chains (and rings) interrupted occasionally by sites with $`S=0`$.

Let us assume next that the coupling between $`S=1`$ and $`S=\frac{1}{2}`$ sites would vanish. In that case the excitations of the system are given by those of the $`S=\frac{1}{2}`$ chains and rings and of the $`S=1`$ chains and rings, the latter being disrupted by $`S=0`$ configurations. At low temperatures only the excitations of the $`S=\frac{1}{2}`$ Heisenberg chains are important because their spectrum goes to zero in the long wave length limit. The excitations of the $`S=1`$ Heisenberg chains and rings have a gap in the excitation spectrum and play no role at low $`T`$. The same holds true for $`S=\frac{1}{2}`$ rings which are sufficiently small.

The relevant excitations are of the form

$$A_k^+\psi _0=\underset{n}{}\alpha _nA_k^+\varphi _n$$
(6)
where $`A_k^+`$ generates a spin wave of wavelength $`\lambda =\frac{2\pi }{k}`$ in the $`S=\frac{1}{2}`$ chains and large rings contained in $`|\varphi _n`$. The $`S=\frac{1}{2}`$ chains and large rings have a much larger statistical weight than the $`S=\frac{1}{2}`$ small rings and therefore we may assume that half of the $`N`$ sites are involved in the low energy excitations. The corresponding low-temperature specific heat is $`C=\gamma T`$ with a $`\gamma `$ coefficient given by

$$\gamma =\frac{2}{3}\frac{k_BR}{J_3}$$
(7)
where $`J_3=J_{ij}`$ when $`S(i)=S(j)=\frac{1}{2}`$. Note that only one $`V`$ ion per formula unit is contributing to the low-energy excitations and hence to $`\gamma `$. The low-temperature spin susceptibility is that of Heisenberg chains and given by  $`\chi _{sp}4\mu _{\mathrm{eff}}^2R/(\pi ^2J_3)`$ which results in a Sommerfeld-Wilson ratio of $`R_W=2`$.

In the following we want to provide arguments which suggests that the above considerations still apply, when the coupling $`J_{ij}`$ between sites with spin $`S=\frac{1}{2}`$ and $`S=1`$ is included. For that purpose we must first estimate the relative sizes of $`J_{ij}`$ when spins $`\frac{1}{2}`$ and spins 1 are coupled among themselves, i.e., $`J_3`$ and $`J_1`$ and when a spin $`\frac{1}{2}`$ couples with a spin 1, i.e., $`J_2`$. With this aim we have performed LDA+$`U`$ band structure calculations in order to estimate their relative sizes. The calculations were performed under the following assumptions. First of all, we assumed that the $`V`$ ions with $`d^1`$ and $`d^2`$ configurations form two different families of ordered chains which alternate in $`z`$ direction. Both families lie in the $`xy`$ plane but they differ by a rotation of $`\pi /2`$. With this arrangement each $`V`$ tetrahedron is occupied by an equal number of $`d^1`$ and $`d^2`$ ions, i.e., the tetrahedron rule is strictly obeyed. It should be noticed that no charge ordering of $`V`$ ions has been observed experimentally. Nevertheless the chosen configuration serves its purpose. We have found that for such an arrangement of $`V`$ ions a self-consistent solution can only be obtained for values of the screened on-site Coulomb integral $`U`$ larger than 3.8 eV, where as the use of smaller values of $`U`$ leads to a solution with the average $`d^{1.5}`$ count for each $`V`$ ion. The value of $`U=4`$ eV, that was used in the present work to calculate $`J_{ij}`$, is larger than the value of about 3 eV previously estimated and the experimental one which is close to 2 eV . However, we believe that the calculated $`J_{ij}`$ can be used to estimate their relative strengths. In order to calculate the coupling constants we started from a self-consistent solution for a collinear magnetic state with an AF ordering of $`d^1`$ and $`d^2`$ ions along the corresponding chains. In this case each $`d^1`$ ion has two $`d^2`$ nearest neighbours with the same and two with the opposite orientation of the spin direction, i.e., $`d^1d^2`$ magnetic interactions are frustrated. Then, the band energies of non-collinear magnetic structures with an angle between either the $`d^1`$ spins or the $`d^2`$ spins varying from $`180^{}`$ to $`0^{}`$ were calculated, and $`J_{ij}`$’s were determined by comparing total energies with those of the corresponding Heisenberg-like model with nearest neighbour interaction. (For a detailed description of the procedure see Ref.  and references therein.) As a result we obtained values of 3 meV and 24 meV for the coupling constants $`J_3`$ and $`J_1`$, respectively. The coupling of a spin $`\frac{1}{2}`$ with a spin 1 is intermediate.

Consider first two corner-sharing tetrahedra (see Fig. 2) with spins $`𝐒(\nu )`$. Let sites 1, 2, 3 have spin $`S=1`$ while the remaining sites have spin $`S=\frac{1}{2}`$. We introduce $`\stackrel{}{\mathrm{\Sigma }}_1=𝐒(1)+𝐒(2)`$, $`\stackrel{}{\mathrm{\Sigma }}_2=𝐒(2)+𝐒(3)`$, $`\stackrel{}{\sigma }_1=𝐒(4)+𝐒(5)`$, $`\stackrel{}{\sigma }_2=𝐒(6)+𝐒(7)`$ in terms of which the interaction Hamiltonian $`_{ij}J_{ij}𝐒(i)𝐒(j)`$ is written

$`H_W=`$ $`{\displaystyle \frac{J_1}{2}}\left[\stackrel{}{\mathrm{\Sigma }}_1^2+\stackrel{}{\mathrm{\Sigma }}_2^28\right]+{\displaystyle \frac{J_2}{2}}\left[\stackrel{}{\mathrm{\Sigma }}_1\stackrel{}{\sigma }_2+\stackrel{}{\mathrm{\Sigma }}_2\stackrel{}{\sigma }_1\right]`$ (8)
$`+`$ $`{\displaystyle \frac{J_3}{2}}\left[\stackrel{}{\sigma }_1^2+\stackrel{}{\sigma }_2^2{\displaystyle \frac{3}{2}}\right].`$ (9)
The ground state has $`_1=_2=\sigma _1=\sigma _2=0`$. When $`J_1J_2,J_3`$ the low-energy excitations are given by changing $`\sigma _1`$ or $`\sigma _2`$ from 0 to 1, i.e., they are within the spin $`\frac{1}{2}`$ subsystem. They are unaffected by $`J_2`$, i.e., the coupling between spin $`\frac{1}{2}`$ and spin 1 sites. The argument builds on the fact that the coupling $`J_1`$ between the spin 1 sites is much stronger than the one between the spin $`\frac{1}{2}`$ sites, i.e., $`J_3`$. It should hold also when instead of two tetrahedra the whole lattice is considered. The excitations of spin $`\frac{1}{2}`$ chains and large rings are effected by the $`S=1`$ subsystem only via spin flips of the latter. However, the excitations of the $`S=1`$ subsystem have a gap and moreover from the LDA+$`U`$ calculations it follows that $`J_18J_3`$. Therefore the low-lying excitations take place within the $`S=\frac{1}{2}`$ subsystem only. Consequently $`\gamma `$ is given by that of uncoupled $`S=\frac{1}{2}`$ chains (or large rings), i.e., by (7). Indeed, this reasoning provides for a simple explanation of the heavy quasiparticle excitations found in LiV2O4. In order to explain the experimentally observed value of $`\gamma =0.42J/molK^2`$ a coupling constant $`J_3/k_B=13.3K`$ is required. This value agrees up to a factor of 2.6 with the value $`J_3^{\mathrm{calc}.}/k_B=35K`$ found from the LDA+$`U`$ calculations. Furthermore, the observed Sommerfeld-Wilson ratio of 1.7 is relatively close to the theoretical value of $`R_W=2`$ found here. Some comments are in order at that point. We cannot expect that a LDA+$`U`$ calculations give precise values of spin coupling constants, since those physical quantities are rather sensitive to a precise description of correlations (see, e.g., ) which would require much more sophisticated computations. Also $`\gamma `$ as given above may well contain contributions from phonons, i.e., $`\gamma =\gamma _0(1+\lambda )`$ where $`\lambda `$ describes the contribution from the electron-phonon interactions. For example, a value of $`\lambda =1`$ would double the value of $`J_3`$ needed for explaining $`\gamma _0`$ to $`J_327K`$. But it would also double the experimental value of $`R_W`$ to 3.4 since $`\lambda `$ does not contribute to $`\chi _{sp}`$. The calculated value of $`R_W=2`$ is a result for the spin $`\frac{1}{2}`$ subsystem. Therefore any contribution of the spin 1 subsystem  to the measured values of $`\chi _{sp}`$ must be subtracted before a comparism with experiments is made. Even a small contribution of 15 $`\%`$ reduces $`R_W`$ from 3.4 to 2.7.

Experiments show no maximum in $`\gamma (T)=C(T)/T`$ in distinction to theory  and a broad one in $`\chi _{sp}(T)`$ around $`T=16K`$ . Theory predicts such a maximum at $`0.6J_3`$ which would imply a value of $`J_327K`$.

Although the agreement between theory and experiment is not perfect, which comes to no surprise in view of the simplifications made, we believe to have found a simple physical picture for the hitherto unexplained unusual low-temperature thermodynamic properties of the material.

It is based on the proposition that the system is a superposition of configurations with spaghetti like spin $`\frac{1}{2}`$ chains and rings. They are well separated from each other since the spin 1 chains and rings surrounding them have a large coupling constant $`J_1`$ and a gap in the excitation spectrum (Haldane gap). Therefore, the low-energy excitations take place in spin $`\frac{1}{2}`$ Heisenberg chains only similarly as in Yb4As3. Because of the near separation of spin and charge degrees of freedom LiV2O4 should not be a Fermi liquid in the classical sense. Rather it should show features of a Luttinger liquid because of the presence of an intrinsing chain structure even in the cubic lattice. It would be most interesting to determine the effective masses at the Fermi surface, e.g., by de Haas-van Alphen experiments. We speculate that they should be much smaller than suggested by the large value of $`\gamma `$. As pointed out above the tetrahedron rule is not expected to hold rigorously. Therefore, the influence of small deviations from it remains an interesting topic which will be investigated separately. The same holds true for the effect of impurities and moreover for doping. Furthermore, it remains to be seen whether similar ideas apply also to LiTi2O4 which is a superconductor at low temperatures or to pyrochlore lattice systems.

* * *

We would like to thank D. C. Johnston and H. G. von Schnering for stimulating discussions.


text:
# Parametric autoresonance

## I INTRODUCTION

This work addresses a combined action of two mechanisms of resonant excitation of (classical) nonlinear oscillating systems. The first is parametric resonance. The second is autoresonance.

There are numerous oscillatory systems which interaction with the external world amounts only to a periodic time dependence of their parameters. The corresponding resonance is called parametric . A textbook example is a simple pendulum with a vertically oscillating point of suspension . The main resonance occurs when the excitation frequency $`\omega `$ is nearly twice the natural frequency of the oscillator $`\omega _0`$ . Applications of this basic phenomenon in physics and technology are ubiquitous.

Autoresonance occurs in nonlinear oscillators driven by a small external force, almost periodic in time. If the force is exactly periodic, and in resonance with the natural frequency of the oscillator, the resonance region of the phase plane has a finite (and relatively small) width . If instead the driving frequency is slowly varying in time (in the right direction determined by the nonlinearity sign), the oscillator can stay phase-locked despite the nonlinearity. This leads to a continuous resonant excitation. Autoresonance has found many applications. It was extensively studied in the context of relativistic particle acceleration: in the 40-ies by McMillan , Veksler  and Bohm and Foldy , and more recently . Additional applications include a quasiclassical scheme of excitation of atoms  and molecules , excitation of nonlinear waves , solitons , vortices  and other collective modes  in fluids and plasmas, an autoresonant mechanism of transition to chaos in Hamiltonian systems , etc.

Until now autoresonance was considered only in systems executing externally driven oscillations. In this work we investigate autoresonance in a parametrically driven oscillator.

Our presentation will be as follows. In Section 2 we briefly review the parametric resonance in non-linear oscillating systems. Section 3 deals, analytically and numerically, with parametric autoresonance. The conclusions are presented in Section 4. Some details of derivation are given in Appendices A and B.

## II PARAMETRIC RESONANCE WITH A CONSTANT DRIVING FREQUENCY

The parametric resonance in a weakly nonlinear oscillator with finite dissipation and detuning is describable by the following equation of motion :

$$\ddot{x}+2\gamma \dot{x}+\left[1+ϵ\mathrm{cos}\left((2+\delta )t\right)\right]x\beta x^3=0.$$
(1)
where the units of time are chosen in such a way that the scaled natural frequency of the oscillator in the small-amplitude limit is equal to 1. In Eq. (1) $`ϵ`$ is the amplitude of the driving force, which is assumed to be small: $`0<ϵ1`$, $`\delta 1`$ is the detuning parameter, $`\gamma `$ is the (scaled) damping coefficient $`(0<\gamma 1)`$ and $`\beta `$ is the nonlinearity coefficient. For concreteness we assume $`\beta >0`$ (for a pendulum $`\beta =1/6`$).

Working in the limit of weak nonlinearity, dissipation and driving, we can employ the method of averaging , valid for most of the initial conditions . The unperturbed oscillation period is the fast time. Putting $`x=a(t)\mathrm{cos}\theta (t)`$ and $`\dot{x}=a(t)\mathrm{sin}\theta (t)`$ and performing averaging over the fast time, we arrive at the averaged equations

$`\dot{a}`$ $`=`$ $`\gamma a+{\displaystyle \frac{ϵa}{4}}\mathrm{sin}2\psi ,`$ (2)
$`\dot{\psi }`$ $`=`$ $`{\displaystyle \frac{\delta }{2}}{\displaystyle \frac{3\beta a^2}{8}}+{\displaystyle \frac{ϵ}{4}}\mathrm{cos}2\psi ,`$ (3)
where a new phase $`\psi =\theta [(2+\delta )/2]t`$ has been introduced. The averaged system (3) is an autonomous dynamical system with two degree of freedom and therefore integrable. In the conservative case $`\gamma =0`$ Eqs. (3) become:

$`\dot{a}`$ $`=`$ $`{\displaystyle \frac{ϵa}{4}}\mathrm{sin}2\psi ,`$ (4)
$`\dot{\psi }`$ $`=`$ $`{\displaystyle \frac{\delta }{2}}{\displaystyle \frac{3\beta a^2}{8}}+{\displaystyle \frac{ϵ}{4}}\mathrm{cos}2\psi .`$ (5)
As $`\mathrm{sin}2\psi `$ and $`\mathrm{cos}2\psi `$ are periodic functions of $`\psi `$ with a period $`\pi `$, it is sufficient to consider the interval $`\pi /2<\psi \pi /2`$. For small enough detuning, $`\delta <ϵ/2`$, there is an elliptic fixed point with a non-zero amplitude:

$$a_{}=\pm \left[\frac{2ϵ}{3\beta }\left(1\frac{2\delta }{ϵ}\right)\right]^{1/2};\psi _{}=0.$$

We need to calculate the period of motion in the phase plane along a closed orbit around this fixed point (such an orbit is shown in Fig. 1).

This calculation was performed by Struble . For a zero detuning, $`\delta =0`$, Hamilton’s function (we will call it the Hamiltonian) of the system (5) is the following:

$$H(I,\psi )=\frac{ϵI}{4}\mathrm{cos}2\psi \frac{3\beta I^2}{8}=H_0=const.,$$
(6)
where we have introduced the action variable $`I=a^2/2`$. Solving Eq. (6) for $`I`$ and substituting the result into the Hamilton’s equation for $`\dot{\psi }`$ we obtain:

$$\dot{\psi }=\frac{ϵ}{4}\left(\mathrm{cos}^22\psi \frac{24\beta H_0}{ϵ^2}\right)^{1/2},$$
(7)
where the minus (plus) sign corresponds to the upper (lower) part of the closed orbit. The period of the amplitude and phase oscillations is therefore

$$T=\frac{8}{ϵ}_{\overline{\psi }}^{\overline{\psi }}\frac{d\psi }{\left(\mathrm{cos}^22\psi \frac{24\beta H_0}{ϵ^2}\right)^{1/2}},$$
(8)
where $`\overline{\psi }`$ and $`\overline{\psi }`$ are the roots of the equation $`\mathrm{cos}^22\psi =24\beta H_0/ϵ^2.`$ Calculating the integral, we obtain

$$T=\frac{8}{ϵ}K(m),$$
(9)
where $`K(m)`$ is the complete elliptic integral of the first kind , and $`m=124\beta H_0/ϵ^2`$. This result will be used in Section 3 to establish a necessary condition for the parametric autoresonance to occur.

## III PARAMETRIC RESONANCE WITH A TIME-DEPENDENT DRIVING FREQUENCY: PARAMETRIC AUTORESONANCE

Now let the driving frequency vary with time. This time dependence introduces an additional (third) time scale into the problem. The governing equation becomes

$$\ddot{x}+2\gamma \dot{x}+(1+ϵ\mathrm{cos}\varphi )x\beta x^3=0,$$
(10)
where $`\dot{\varphi }=\nu (t)`$. We will assume $`\nu (t)`$ to be a slowly decreasing function which initial value is $`\nu (t=0)=2+\delta .`$ Using the scale separation, we obtain the averaged equations. The averaging procedure of Section 2 can be repeated by replacing $`(2+\delta )t`$ by $`\varphi `$ in all equations. There is one new point that should be treated more accurately. The averaging procedure is applicable (again, for most of the initial conditions) if there is a separation of time scales. It requires, in particular, a strong inequality $`2\dot{\theta }+\nu (t)2\dot{\theta }\nu (t)`$. This inequality can limit the time of validity of the method of averaging. Let us assume, for concreteness, a linear frequency “chirp”:

$$\nu (t)=2+\delta 2\mu t,$$
(11)
where $`\mu 1`$ is the chirp rate. In this case the averaging procedure is valid as long as $`\mu t1`$.

Introducing a new phase $`\psi =\theta \varphi /2`$, we obtain a reduced set of equations (compare to Eqs. (3)):

$`\dot{a}`$ $`=`$ $`\gamma a+{\displaystyle \frac{ϵa}{4}}\mathrm{sin}2\psi ,`$ (12)
$`\dot{\psi }`$ $`=`$ $`{\displaystyle \frac{\delta }{2}}+\mu t{\displaystyle \frac{3\beta a^2}{8}}+{\displaystyle \frac{ϵ}{4}}\mathrm{cos}2\psi .`$ (13)
The first of Eqs. (13) is typical for parametric resonance: to get excitation one should start from a non-zero oscillation amplitude. As we will see, the $`\mu t`$ term in the second of Eqs. (13) (when small enough and of the right sign) provides a continuous phase locking, similar to the externally driven autoresonance.

Consider a numerical example. Fig. 2 shows the time dependence $`a(t)`$ found by solving Eqs. (13) numerically. One can see that the system remains phase locked which allows the amplitude of oscillations to increase, on the average, with time in spite of the nonlinearity. The time-dependence of the amplitude includes a slow trend and relatively fast, decaying oscillations. These are the two time scales remaining after the averaging over the fastest time scale.

Similar to the externally-driven autoresonance, a persistent growth of the oscillation amplitude requires the characteristic time of variation of $`\nu (t)`$ to be much greater than the “nonlinear” period $`T`$ \[see Eq. (9)\] of oscillations of the amplitude:

$$\left|\frac{\nu (t)}{\dot{\nu }(t)}\right|T.$$
(14)
Like its externally-driven analog, the parametric autoresonance is insensitive to the exact form of $`\nu (t)`$. For a given set of parameters, the optimal chirping rate can be found: too low a chirping rate means an inefficient excitation, while too high a rate leads to phase unlocking and termination of the excitation.

In the remainder of the paper we will develop an analytical theory of the parametric autoresonance. The first objective of this theory is a description of the slow trend in the amplitude (and phase) dynamics. When the driving frequency $`\nu `$ is constant, there is an elliptic fixed point $`a_{}`$ (see Section 2). When $`\nu `$ varies with time, the fixed point ceases to exist. However, for a slowly-varying $`\nu (t)`$ one can define a “quasi-fixed” point $`a_{}(t)`$ which is a slowly varying function of time. It is this quasi-fixed point that represents the slow trend seen in Fig. 2 and corresponds to an “ideal” phase-locking regime. The fast, decaying oscillations seen in Fig. 2 correspond to oscillations around the quasi-fixed point in the phase plane \[this phase plane is actually projection of the extended phase space ($`a,\psi ,t`$) on the ($`a,\psi `$)-plane\].

In the main part of this Section we neglect the dissipation and use a Hamiltonian formalism. First we will consider excitation in the vicinity of the quasi-fixed point. Then excitation from arbitrary initial conditions will be investigated. Finally, the role of dissipation will be briefly analyzed.

For a time-dependent $`\nu (t)`$, the Hamiltonian becomes \[compare to Eq. (6)\]:

$$H(I,\psi ,t)=\frac{ϵI}{4}\left(\alpha (t)+\mathrm{cos}2\psi \right)\frac{3\beta I^2}{8},$$
(15)
where $`\alpha (t)=(4/ϵ)(1\nu (t)/2).`$ The Hamilton’s equations are:

$`\dot{I}`$ $`=`$ $`{\displaystyle \frac{ϵI}{2}}\mathrm{sin}2\psi ,`$ (16)
$`\dot{\psi }`$ $`=`$ $`{\displaystyle \frac{ϵ}{4}}\left(\alpha +\mathrm{cos}2\psi \right){\displaystyle \frac{3\beta I}{4}}.`$ (17)
Let us find the quasi-fixed point of (17), i.e. the special autoresonance trajectory $`I_{}(t),\psi _{}(t)`$ corresponding to the “ideal” phase locking (a pure trend without oscillations).

Assuming a slow time dependence, we put $`\dot{\psi _{}}=0`$, that is

$$\frac{ϵ}{4}\left(\alpha +\mathrm{cos}2\psi _{}\right)\frac{3\beta I_{}}{4}=0.$$
(18)
Differentiating it with respect to time and using Eqs. (17), we obtain an algebraic equation for $`\psi _{}(t)`$:

$$2\alpha (t)\mathrm{sin}2\psi _{}+\mathrm{sin}4\psi _{}=\frac{16\mu }{ϵ^2}.$$
(19)
At this point we should demand that $`\dot{\psi _{}}(t)`$, evaluated on the solution of Eq. (19), is indeed negligible compared to the rest of terms in the equation (17) for $`\dot{\psi }(t)`$. It is easy to see that this requires $`16\mu /ϵ^21`$. In this case the sines in Eq. (19) can be replaced by their arguments, and we obtain the following simple expressions for the quasi-fixed point:

$`I_{}`$ $``$ $`{\displaystyle \frac{ϵ}{3\beta }}\left(\alpha +1\right),`$ (20)
$`\psi _{}`$ $``$ $`{\displaystyle \frac{k}{\alpha +1}},`$ (21)
where $`k=4\mu /ϵ^2`$.

### A Excitation in the vicinity of the quasi-fixed point

Let us make the canonical transformation from variables $`I`$ and $`\psi `$ to $`\delta I=II_{}`$ and $`\delta \psi =\psi \psi _{}.`$ Assuming $`\delta I`$ and $`\delta \psi `$ to be small and keeping terms up to the second order in $`\delta I`$ and $`\delta \psi `$, we obtain the new Hamiltonian:

$`H(\delta I,\delta \psi ,\alpha (t))`$ $`=`$ $`{\displaystyle \frac{ϵk}{\alpha +1}}\delta I\delta \psi `$ (22)
$``$ $`{\displaystyle \frac{3\beta }{8}}(\delta I)^2{\displaystyle \frac{ϵ^2}{6\beta }}(\alpha +1)(\delta \psi )^2.`$ (23)
Here and in the following small terms of order of $`k^2`$ are neglected. Let us start with the calculation of the local maxima of $`\delta I(t)`$ and $`\delta \psi (t)`$, which will be called $`\delta I_{max}(t)`$ and $`\delta \psi _{max}(t)`$, respectively. As $`\alpha (t)`$ is a slow function of time \[so that the strong inequality (14) is satisfied\], we can exploit the approximate constancy of the adiabatic invariant :

$$J=\frac{1}{2\pi }\delta Id(\delta \psi )const.$$
(24)
$`|J|`$ is the area of the ellipse defined by Eq. (23) with the time-dependencies “frozen”. Therefore,

$$J=\frac{2}{ϵ}\frac{H}{(\alpha +1)^{1/2}}const.$$
(25)
This expression can be rewritten in terms of $`\delta I`$ and $`\delta \psi `$:

$`|J|`$ $`=`$ $`{\displaystyle \frac{2k}{(\alpha +1)^{3/2}}}\delta I\delta \psi +{\displaystyle \frac{3\beta }{4ϵ}}{\displaystyle \frac{1}{(\alpha +1)^{1/2}}}(\delta I)^2`$ (26)
$`+`$ $`{\displaystyle \frac{ϵ}{3\beta }}(\alpha +1)^{1/2}(\delta \psi )^2.`$ (27)
If $`k=4\mu /ϵ^21`$, the term with $`\delta I\delta \psi `$ in (27) can be neglected (in this approximation one has $`\psi _{}=0`$). Then $`J`$ becomes a sum of two non-negative terms, one of them having the maximum value when the other one vanishes. Therefore,

$$\delta I_{max}(t)=2\left(\frac{ϵJ}{3\beta }\right)^{1/2}\left(\alpha +1\right)^{1/4},$$
(28)
and

$$\delta \psi _{max}(t)=\left(\frac{3\beta J}{ϵ}\right)^{1/2}\frac{1}{(\alpha +1)^{1/4}}.$$
(29)
Now we calculate the period of oscillations of the action and phase. Using the well-known relation  $`T=2\pi (J/H)`$, we obtain from Eq. (25):

$$T=\frac{4\pi }{ϵ}\frac{1}{(\alpha +1)^{1/2}}.$$
(30)
The period of oscillations versus time is shown in Fig. 3. The theoretical curve \[Eq. (30)\] shows an excellent agreement with the numerical solution.

Now we obtain the complete solution $`\delta I(t)`$ and $`\delta \psi (t)`$. The Hamilton’s equations corresponding to the Hamiltonian (23) are:

$`\dot{\delta I}`$ $`=`$ $`{\displaystyle \frac{ϵ^2}{3\beta }}\left(\alpha +1\right)\delta \psi +{\displaystyle \frac{ϵk}{\alpha +1}}\delta I,`$ (31)
$`\dot{\delta \psi }`$ $`=`$ $`{\displaystyle \frac{3\beta }{4}}\delta I{\displaystyle \frac{ϵk}{\alpha +1}}\delta \psi .`$ (32)
Differentiating the second equation with respect to time and substituting the first one, we obtain a linear differential equation for $`\delta \psi (t)`$:

$$\ddot{\delta \psi }+\omega ^2(t)\delta \psi =0,$$
(33)
where $`\omega (t)=(ϵ/2)(\alpha (t)+1)^{1/2}`$. For the linear $`\nu (t)`$ dependence (Eq. (11)) we have $`\alpha (t)=4\mu t/ϵ2\delta /ϵ`$, therefore for $`k1`$ the criterion $`\dot{\omega }/\omega ^21`$ is satisfied, and Eq. (33) can be solved by the WKB method (see, e.g. ).

The WKB solution takes the form (details are given in Appendix A):

$`\delta \psi (t)`$ $`=`$ $`\left({\displaystyle \frac{3\beta J}{ϵ}}\right)^{1/2}{\displaystyle \frac{1}{(\alpha +1)^{1/4}}}`$ (34)
$`\times `$ $`\mathrm{cos}\left(q_0+{\displaystyle \frac{(\alpha +1)^{3/2}}{3k}}\right),`$ (35)
where the phase $`q_0`$ is determined by the initial conditions. The full solution for the phase is $`\psi =\delta \psi +\psi _{}`$ and Fig. 4 compares it with a numerical solution of Eq. (17). Also shown are the minimum and maximum phase deviations predicted by Eqs. (29) and (21). One can see that the agreement is excellent.

The solution for $`\delta I(t)`$ can be obtained by substituting Eq. (35) into the second equation of the system (32). In the same order of accuracy (see Appendix A)

$$\delta I(t)=2\left(\frac{ϵJ}{3\beta }\right)^{1/2}\left(\alpha +1\right)^{1/4}\mathrm{sin}\left(q_0+\frac{(\alpha +1)^{3/2}}{3k}\right).$$
(36)
Fig. 5 shows the dependence of the action variable with the trend $`I_{}(t)`$ subtracted, $`\delta I(t)`$, on time predicted by Eq. (36), and found from the numerical solution. It also shows the minimum and maximum action deviations (28). Again, a very good agreement is obtained.

### B Excitation from arbitrary initial conditions

In this Subsection we go beyond the close vicinity of the quasi-fixed point and calculate the maximum deviations of the action $`I`$ and phase $`\psi `$ for arbitrary initial conditions. Again, these calculations are made possible by employing the adiabatic invariant for the general case. Correspondingly, the period of the action and phase oscillations will be also calculated.

Let us first express the maximum and minimum action deviations in terms of the Hamiltonian $`H`$ and driving frequency $`\nu (t)`$. Solving Eq. (15) as a quadratic equation for $`I`$, we obtain:

$$I_{1,2}=\frac{ϵ}{3\beta }\left(\alpha +\mathrm{cos}2\psi \right)\pm \left[\frac{ϵ^2}{9\beta ^2}\left(\alpha +\mathrm{cos}2\psi \right)^2\frac{8H}{3\beta }\right]^{1/2}.$$

The time derivative of $`I`$ vanishes when $`I=I_{max}`$ or $`I=I_{min}`$. Therefore, from the first equation of the system (17) $`\psi =0`$ so that

$$I_{max,min}=\frac{ϵ}{3\beta }\left(\alpha +1\right)\pm \left[\frac{ϵ^2}{9\beta ^2}\left(\alpha +1\right)^2\frac{8H_{up,down}}{3\beta }\right]^{1/2},$$
(37)
where $`H_{up,down}=H(I_{max,min},\psi =0)`$.

Now we express the maximum and minimum phase deviations through the Hamiltonian $`H`$ and driving frequency $`\nu (t)`$. The time derivative $`\dot{\psi }`$ vanishes if $`\psi =\psi _{max}`$ or $`\psi =\psi _{min}`$, then the second equation of the system (17) yields $`I=(ϵ/3\beta )(\alpha +\mathrm{cos}2\psi )`$. In this case the Hamiltonian (15) becomes $`H_{right,left}=(ϵ^2/24\beta )(\alpha +\mathrm{cos}2\psi _{max,min})^2`$. Finally, the expression for $`\psi _{max,min}`$ is

$$\psi _{max,min}=\pm \frac{1}{2}\mathrm{arccos}\left[\left(\frac{24\beta H_{right,left}}{ϵ^2}\right)^{1/2}\alpha \right].$$
(38)
Fig. 6 shows a part of a typical autoresonant orbit in the phase plane. For $`\nu (t)=const.`$ this orbit is determined by the equation $`H(I,\psi ,\nu )=const.`$, and it is closed. As in our case $`\nu (t)`$ changes with time, the trajectory is not closed. To calculate the maximum and minimum deviations of action and phase we should know the values of the Hamiltonian at 4 points of the orbit that we will call “up”, “down”, “left”, and “right” in the following.

Knowing the values of the Hamiltonian at these 4 points, we calculate $`I_{max,min}`$ from Eq. (37) and $`\psi _{max,min}`$ from Eq. (38). Figs. (7) and (8) show these deviations for action and phase correspondingly, and the values of $`I`$ and $`\psi `$, found from numerical solution. The theoretical and numerical results show an excellent agreement.

Now we are prepared to calculate the adiabatic invariant $`J(H,\nu (t))`$. Its (approximate) constancy in time allows one, in principle, to find the Hamiltonian $`H(t)`$ at any time $`t`$, in particular at the points of the maximum and minimum action and phase deviations (see Fig. 6).

It is convenient to rewrite the adiabatic invariant in the following form:

$$J=\frac{1}{2\pi }\psi 𝑑I.$$
(39)
Using Eq. (15), we can find $`\psi =\psi (H,I,\alpha (t))`$:

$$\psi =\pm \frac{1}{2}\mathrm{arccos}\left(\frac{8H+3\beta I}{2ϵI}\alpha \right),$$
(40)
so that Eq. (39) becomes:

$$J=\frac{1}{2\pi }_{I_{min}}^{I_{max}}\mathrm{arccos}\left(\frac{8H+3\beta I}{2ϵI}\alpha \right)𝑑I,$$
(41)
where $`I_{max}`$ and $`I_{min}`$ are given by Eq. (37). Notice that $`H(t)`$ and $`\alpha (t)`$ should be treated as constants under the integral (41), see Refs. . This integral can be expressed in terms of elliptic integrals (see Appendix B for details). For definiteness, we used the values of $`H(t)`$ and $`\alpha (t)`$ in the “up” points, see Fig. 6. We checked numerically that the adiabatic invariant $`J(H(t),\alpha (t))`$ is constant in our example within 0.12 per cent.

Now we calculate the period of action and phase oscillations. From the first equation of system (17) we have:

$$T=2_{I_{min}}^{I_{max}}\frac{dI}{(ϵI/2)\mathrm{sin}2\psi },$$
(42)
where $`I_{max}`$ and $`I_{min}`$ are given by Eq. (37), while $`\psi =\psi (I)`$ is defined by (40).

Using Eq. (15), we obtain after some algebra:

$$T=\frac{8}{3\beta }_{I_{min}}^{I_{max}}\frac{dI}{G(I)^{1/2}},$$
(43)
where $`G(I)`$ is given in Appendix B, Eq. (B2). Again, we treat $`H(t)`$ and $`\alpha (t)`$ as constants under the integral (43), and take their values in the “right” points, see Fig. 6. The final result is:

$$T=C_2K(C_3),$$
(44)
where $`C_2=4(2/3\beta Hϵ^2)^{1/4}`$ and

$$C_3=\frac{1}{2}\frac{C_2^2}{16}\left[\frac{3\beta H}{2}+\frac{ϵ^2}{16}\left(1\alpha ^2\right)\right].$$

Figure 9 shows the period $`T`$ of the phase and action oscillations versus time obtained analytically and from numerical solution. This completes our consideration of the parametric autoresonance without dissipation.

### C Role of dissipation

Now we very briefly consider the role of dissipation in the parametric autoresonance. Consider the averaged equations (13) and assume that the detuning is zero. The non-trivial quasi-fixed point exists when the dissipation is not too strong: $`\gamma <ϵ/4`$, and it is given by

$`a_{}`$ $`=`$ $`\left({\displaystyle \frac{2ϵ}{3\beta }}\right)^{1/2}\left[\alpha (t)+\left(1{\displaystyle \frac{16\gamma ^2}{ϵ^2}}\right)^{1/2}\right]^{1/2},`$ (45)
$`\psi _{}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{arcsin}\left({\displaystyle \frac{4\gamma }{ϵ}}+{\displaystyle \frac{2k}{\alpha (t)+(116\gamma ^2/ϵ^2)^{1/2}}}\right).`$ (46)
Again, we assume $`k1`$. This quasi-fixed point describes the slow trend in the dissipative case. As we see numerically, fast oscillations around the trend, $`\delta a=aa_{}`$ and $`\delta \psi =\psi \psi _{}`$ decay with time. Therefore, one can expect that the $`a(t)`$ will approach, at sufficiently large times, the trend $`a_{}(t)`$. Fig. 10 shows the time dependence of the amplitude, found by solving numerically the system of averaged equations (13), and the amplitude trend from (46). We can see that indeed the amplitude $`a(t)`$ approaches the trend $`a_{}(t)`$ at large times.

Therefore, a small amount of dissipation enhances the stability of the parametric autoresonance excitation scheme. A similar result for the externally-driven autoresonance was previously known .

## IV CONCLUSIONS

We have investigated, analytically and numerically, a combined action of two mechanisms of resonant excitation of nonlinear oscillating systems: parametric resonance and autoresonance. We have shown that parametric autoresonance represents a robust and efficient method of excitation of nonlinear oscillating systems. Parametric autoresonance can be extended for the excitation of nonlinear waves. We expect that parametric autoresonance will find applications in different fields of physics.

## ACKNOWLEDGEMENTS

This research was supported by the Israel Science Foundation, founded by the Israel Academy of Sciences and Humanities.

## A CALCULATION OF PHASE AND ACTION DEVIATIONS BY THE WKB-METHOD

Changing the variables from time $`t`$ to $`\alpha `$, we can rewrite Eq. (33) in the following form:

$$\delta \psi ^{\prime \prime }+\left(\frac{\alpha (t)+1}{4k^2}\right)\delta \psi =0,$$
(A1)
where <sup>′′</sup> denotes the second derivative with respect to $`\alpha `$. Solving this equation by the WKB-method , we obtain for $`\delta \psi `$:

$$\delta \psi (t)=\frac{(2kC)^{1/2}}{(\alpha +1)^{1/4}}\mathrm{cos}\left(\mathrm{\Omega }_0+\frac{(\alpha (t)+1)^{3/2}1}{3k}\right),$$
(A2)
where $`\mathrm{\Omega }_0`$ and $`C`$ are constants to be found later. Now we obtain the solution for $`\delta I`$. Substituting (A2) into the second equation of the system (32), we obtain in the same order of accuracy:

$`\delta I(t)`$ $`=`$ $`{\displaystyle \frac{2ϵ}{3\beta }}\left(2kC\right)^{1/2}\left(\alpha +1\right)^{1/4}`$ (A3)
$`\times `$ $`\mathrm{sin}\left(\mathrm{\Omega }_0+{\displaystyle \frac{(\alpha (t)+1)^{3/2}1}{3k}}\right).`$ (A4)
The constant $`C`$ can be expressed through the adiabatic invariant $`J`$, given by (27). From Eqs. (A2) and (A4) we have:

$$2kC=\left(\frac{3\beta }{2ϵ}\right)^2\frac{1}{(\alpha +1)^{1/2}}\left(\delta I\right)^2+\left(\alpha +1\right)^{1/2}(\delta \psi )^2.$$

Comparing it with (27) we find: $`C3\beta J/2kϵ.`$ Substituting this value into Eqs. (A2) and (A4) we obtain the final expressions (35) and (36) for $`\delta \psi (t)`$ and $`\delta I(t)`$.

## B CALCULATION OF THE ADIABATIC INVARIANT

After integration by parts and some algebra, using Eqs. (15) and (37), we obtain the following expression for the adiabatic invariant:

$$J=\frac{1}{2\pi }_{I_{min}}^{I_{max}}\left(\frac{I^2\frac{8H}{3\beta }}{G(I)^{1/2}}\right)𝑑I,$$
(B1)
where

$$G(I)=\left(I_{max}I\right)\left(II_{min}\right)\left[\left(I+\frac{ϵ(1\alpha )}{3\beta }\right)^2\frac{16D}{9\beta ^2}\right],$$
(B2)
and we assume $`D=(ϵ^2/16)(1\alpha )^23\beta H/2<0.`$ Calculation of this integral employs several changes of variable shown in the best way by Fikhtengolts . Using the reduction formulas , we arrive at:

$`J=C_1[{\displaystyle \frac{1+mm^{}}{(1m)^2(1+m^{})}}\mathrm{\Pi }({\displaystyle \frac{m}{m1}}\backslash k^2)`$ (B3)
$`{\displaystyle \frac{1}{1m}}K\left(k^2\right)+{\displaystyle \frac{m+m^{}}{(1m)(1+m^{})}}E\left(k^2\right)],`$ (B4)
where

$$m=\frac{(ϵ/3\beta )(1+\alpha )(8H/3\beta )^{1/2}}{(ϵ/3\beta )(1+\alpha )+(8H/3\beta )^{1/2}}>0,$$

$$m^{}=\frac{(ϵ/3\beta )(1\alpha )+(8H/3\beta )^{1/2}}{(ϵ/3\beta )(1\alpha )+(8H/3\beta )^{1/2}}>0.$$

$$k^2=\frac{m}{m+m^{}},C_1=c\frac{64H}{3\beta (m+m^{})^{1/2}},$$

and

$`c`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\left[{\displaystyle \frac{ϵ}{3\beta }}\left(1+\alpha \right)+\left({\displaystyle \frac{8H}{3\beta }}\right)^{1/2}\right]^{1/2}`$ (B5)
$`\times `$ $`\left[{\displaystyle \frac{ϵ}{3\beta }}\left(1\alpha \right)+\left({\displaystyle \frac{8H}{3\beta }}\right)^{1/2}\right]^{1/2}.`$ (B6)
Here $`K`$, $`E`$ and $`\mathrm{\Pi }`$ are the complete elliptic integrals of the first, second and third kind, respectively.


text:
# HIGH ENERGY INTERACTION WITH THE NUCLEUS IN THE PERTURBATIVE QCD WITH 𝑁_𝑐→∞

## 1 Introduction

In the colour dipole approach with $`N_c\mathrm{}`$  the interaction with a heavy nucleus is exactly described by a sum of fan diagrams constructed of BFKL pomerons, each of them splitting into two . The equation for this sum has been constructed in . Let the forward scattering amplitude on the nucleus at fixed impact parameter $`b`$ be

$$𝒜(y,b)=2isd^2r\rho (r)\mathrm{\Phi }(y,b,r).$$
(1)
where $`\rho `$ is the colour density of the projectile and $`\mathrm{\Phi }`$ represents the sum of all BFKL fan diagrams attached to it. Then function $`\varphi =\mathrm{\Phi }/(2\pi r^2)`$ in the momentum space satisfies a non-linear evolution equation in the rapidity

$$\left(/y+H\right)\varphi (y,q,b)=\varphi ^2(y,q,b),$$
(2)
where $`y=Y/\overline{\alpha }`$ with $`\overline{\alpha }=\alpha _sN_c/\pi `$ is a rescaled rapidity and $`H=\mathrm{ln}r^2+\mathrm{ln}q^2+const`$ is the forward BFKL Hamiltonian. Eq. (2) should be solved with an initial condition which follows from the Glauber form of $`\mathrm{\Phi }`$ at zero rapidity:

$$\mathrm{\Phi }(0,r,b)=1\mathrm{exp}\left(8\pi ^2AT(b)d^2r^{}G(0,r,r^{})\rho _N(r^{})\right).$$
(3)
Here $`G`$ is the forward BFKL Green function, $`T`$ is the nucleus profile function and $`\rho _N`$ is the colour density of the nucleon from the target nucleus. Eq. (2) was studied perturbatively in , by asymptotic estmates in  and finally solved numerically in  under the simplifying assumptions that the nucleus has a finite radius and that multiple Glauber interactions in (3) can be neglected, which is justified if $`A^{1/3}<<N_c`$.

At small $`q`$ the solution of (2) behaves like $`const\mathrm{log}q`$ and consequently $`\mathrm{\Phi }(y,r,b)1`$ at $`y\mathrm{}`$ and fixed $`r`$ and $`b`$. This corresponds to the saturation at high rapidities of the cross-section for the scattering of a colour dipole on the nucleus to its unitary black disk limit. However this does not imply that the structure function of the nucleus saturates, since the number of colour dipoles generated by the virtual photon is unlimited. In fact, as argued in  and confirmed by numerical calculations in , it grows with $`y`$. The gluon density of the nucleus in the combined momentum-impact parameter space

$$xG(x,q,b)/^2q^2b=^2\varphi /(2\pi \overline{\alpha }(\mathrm{ln}q)^2)h/(2\pi \overline{\alpha }),y=\mathrm{ln}x$$
(4)
was found to be a soliton wave in $`y\mathrm{ln}q`$ space moving towards higher rapidities with a constant velocity and preserving its nearly Gaussian shape. A fit to numerical data with $`\xi =\mathrm{ln}q`$ gives

$$h(y,q,b)=h_0e^{a(\xi \xi _0(y,b))^2},\xi _0=3.11+(2/3)\mathrm{ln}B+\mathrm{\Delta }_0y,$$
(5)
where $`\mathrm{\Delta }_0=2.3\overline{\alpha }`$, $`h_00.3`$ and $`a0.3`$ are universal. Dimensionless parameter $`B=\pi \alpha _s^2AT(b)R_N^2`$ where $`R_N`$ is the nucleon radius. Actually the asymptotics of $`h`$ at high $`|\xi |`$ is not Gaussian but exponential: at $`\xi \mathrm{}`$ $`h\mathrm{exp}(1.3\xi )`$ and at $`\xi \mathrm{}`$ $`h\mathrm{exp}2\xi `$.

Here we first report on the improved numerical solution of Eq. (2) which takes into account multiple Glauber collisions in (3) and a realistic form of nucleus. Next we consider simplest of the production processes: the single inclusive jet production in hA and AB collisions and double inclusive jet production in hA collisions.

## 2 Improved nucleus structure function and gluon densities

Our first improvement consists in taking into account the full Glauber series in the initial value (3). Since at large $`b`$ and consequently small $`T(b)`$ the contribution of the multiple scattering is neglegible, we used the same simplified profile function corresponding to a finite nucleus as in . It was noted in  that the solution of (2) very quickly forgets its initial form as $`y`$ grows, so that one expects to notice the influence of the glauberization of the initial function only at the initial stage of the evolution. This is confirmed by numerical calculations. The gluon densities obtained from the full initial function (3) and from its single rescattering term only differ at small $`y`$ and $`q`$, where the former tends to zero and the latter tends to a constant. This difference turns out to be completely washed out already at $`y=1`$. For $`y1`$ the two gluon densities are identical for all values of $`q`$. So our first conclusion is that the Glauber rescattering at small $`y`$ has practically no influence on the behaviour of the interaction with the nucleus at high rapidities.

Next we studied the contribution of very peripheric collisions for realistic nuclei with exponentially falling profile function. The interest in this effect is due to the fact that this contribution is not damped by the non-linear term and grows exponentially with $`y`$ until $`\varphi 1`$. If $`T(b)\mathrm{exp}(b/R_A)`$ then this happens at $`bb_0=R_A\mathrm{\Delta }y`$ where $`\mathrm{\Delta }=4\mathrm{ln}2`$ is the BFKL intercept. The total cross-section for the scattering of a colour dipole on the nucleus at $`b>b_0`$ and $`y>>1`$ then grows linearly with $`y`$. Corespondingly one expects that the structure function will grow with $`y`$ faster than linearly. These expectations are also confirmed by our numerical calculations. At large values of $`1/x=\mathrm{exp}Y`$ ($`10^{15}÷10^{20}`$) the found structure functions of Pb with a constant density inside a finite sphere (CD) and with the Woods-Saxon nuclear density (WS) can be fitted by

$$F_2^{CD}Q^2(332y73\mathrm{ln}Q^2893),$$

$$F_2^{WS}Q^2(12.4y2.58\mathrm{ln}Q^229.0)^2,$$

where $`y=\overline{\alpha }Y`$ and $`Q^2`$ is in (GeV/c)2. Thus, to a good approximation, the structure function of a realistic nucleus grows with $`1/x`$ as $`\mathrm{ln}^2(1/x)`$.

Finally a few words about our definition of the gluon density in relation to the saturation phenomenon as discussed by A.Mueller . We define the gluon density as essentially the quantity to be integrated with the quark loop to obtain the virtual photon scattering cross-section and structure function in the low $`x`$ kinematical region. This definition is appropriate for this kinematical region, without strong ordering in the transverse momentum, and cannot be directly applied to the large $`x`$ region where such ordering takes place. This circumstance has to be taken into account when comparing our gluon density with differently defined ones. In particular the gluon density introduced in  via the interaction of a ”gluonic current” with a nucleus is a totally different quantity, more appropriate for the large $`x`$ region. One can show that A.Mueller’s density can be expressed in terms of our density (4) and that its saturation properties obtained in  follow from the found solitonic form of (4) .

## 3 Single jet inclusive production

Single jet production inclusive cross-sections in hA collisions are obtained from the imaginary part of forward scattering amplitude $`𝒜`$ (Eq. (1)) by a substitution of one of the BFKL Green functions in the fan diagrams

$$G(Y)G(Yy)V_k(r)G(y),V_k(r)=(4N_c\alpha _s/k^2)\stackrel{}{\mathrm{\Delta }}e^{ikr}\stackrel{}{\mathrm{\Delta }}$$
(6)
(the arrows shows the direction of differentiation). Due to the AGK rules contribution of all such substitutions below the uppermost spliiting point cancel so that we are left with

$$d\sigma /dyd^2kd^2b=2\rho G(Yy)V_k\mathrm{\Phi }(y)=(16\pi ^2\overline{\alpha }/k^2)\rho [G(Yy)\stackrel{}{\mathrm{\Delta }}]e^{ikr}h(y),$$
(7)
where $`\rho `$ and $`\mathrm{\Phi }`$ are from Eq. (1), $`\mathrm{}`$ means integrating over the gluon relative transverse coordinates or momenta and the relation between $`\mathrm{\Phi }`$ and $`\varphi `$ and the explicit form of $`V_k`$ have been used to obtain the second equality.

Using the form of $`h`$ obtained numerically we find jet multiplities at large $`y`$ and $`Yy`$

$$\mu _A(Y,y,k)=(c/k^2)A^{2/9}e^{\mathrm{\Delta }Yϵy}/\sqrt{y(Yy)}$$
(8)
where $`\mathrm{\Delta }=4\mathrm{ln}2`$, $`ϵ=0.39`$, $`c`$ is a known numerical constant and all rapidities are scaled with $`\overline{\alpha }`$. The inclusive cross-section integrated over $`k`$ evidently diverges at low $`k^2`$. Physically relevant results correspond to jets with not too small transverse momentum $`k>k_{min}`$.

The $`A`$ dependence is different both from the eikonal and local pomeron fan diagrams predictions. The $`k`$ dependence is $`1/k^2`$ up to $`\mathrm{ln}k\mathrm{\Delta }y`$ in contrast to the $`hh`$ scattering where it is cut by the damping factor $`\mathrm{exp}(c\mathrm{ln}^2k/y)`$. In this way we observe the ”Cronin effect”: the distribution for the nucleus target is flatter than for the hadronic one.

These results are easily generalized to nucleus-nucleus scattering. As was shown in , for them the single inclusive cross-section is given by the sum of fan diagrams connecting the produced jet with the both participant nuclei. So at fixed impact parameters of the nuclei $`b_A`$ and $`b_B`$ the inclusive cross-section is given by an obvious generalization of Eq. (7):

$$d\sigma /dyd^2kd^2b_Ad^2b_B=2\mathrm{\Phi }_A(Yy)V_k\mathrm{\Phi }(y)=(32\pi ^3\overline{\alpha }/k^2)h_A(Yy)e^{ikr}h_B(y)$$
(9)
Using our results for the gluon densities, for $`\mathrm{ln}k<<\xi _0`$, $`yY/2`$ and identical nuclei, we obtain rough estimates $`(1/k^2)A^{4/9}e^{\mathrm{\Delta }_1Y}`$ for the inclusive cross-section at a given $`k`$ and $`A^{2/3}e^{\frac{3}{2}\mathrm{\Delta }_1Y}`$ for the cross-section integrated over $`k>k_{min}`$ with $`\mathrm{\Delta }_1=2.4`$. Note that from the latter estimate it follows that the multiplicity density at a given $`y`$ behaves as $`A^{4/3}`$, that is, similarly to the eikonal result.

These estimates are supported by our numerical calculations. For Pb-Pb collisons at center rapidity with $`\alpha =0.16`$ we obtained values for the multiplicity which are well described by a fit

$$\mu (0)=0.092e^{0.59Y}(1+35.e^{0.15Y}).$$

Note that with $`\alpha =0.16`$ the BFKL pomeron intercept is $`\mathrm{\Delta }=0.42`$, so that the multplicities grow faster than the BFKL pomeron. The $`A`$ dependence of $`\mu (0)`$ at a given $`Y`$ is almost perfectly represented by a power factor $`\mu (0)A^{\beta (Y)}`$, the power $`\beta (Y)`$ slowly rising with $`Y`$ from 1.25 at $`Y=10÷20`$ to 1.29 at $`Y=40`$. So it seems that the difference in the $`A`$ dependence with the eikonal prediction ($`\beta =4/3`$) is gradually disappearing at high enough rapidities.

The form of the distribution in $`y`$ turns out to be practically independent of the atomic number. With the growth of energy the distribution becomes more strongly peaked at the center.

## 4 Double inclusive cross-sections

For the nucleus-nucleus collisions the double inclusive cross-sections cannot be expressed via sums of fan diagrams for the participant nuclei, but require summation of diagrams of a more complicated structure . For this reason we restrict ourselves to the case of hA scattering. The double inclusive cross-section is obtained from the imaginary part of the amplitude (1) by two substitutions (6) for the two produced jets with rapidities $`y_{1,2}`$ and transverse momenta $`k_{1,2}`$. The AGK rules leave two contributions corresponding to the two substitutions either in the uppermost pomeron or in the two pomerons immediately after the first splitting. These two contributions rise with the overall rapidity $`Y`$ as $`e^{\mathrm{\Delta }Y}`$ and $`e^{2\mathrm{\Delta }Y}`$ respectively, so that the second one is dominant at high $`Y`$.

Study of this contribution shows that the multiplicity ratio

$$R=\frac{\mu (y_1,k_1;y_2,k_2)}{\mu (y_1,k_1)\mu (k_2,y_2)}=c\sqrt{\frac{(Yy_1)(Yy_2)}{2Yy_1y_2}},$$
(10)
where $`c`$ is a known constant proportional to $`\alpha _s`$, does not depend on $`k_{1,2}`$, grows with $`Y`$ at center rapidity and stays constant in the diffractive regions. With $`\alpha _s=0.2`$ at $`y=Y/2`$ we find $`R=0.19\sqrt{Y}`$ so that correlations change from negative to positive at $`Y25`$.

## 5 Conclusions

Improved numerical calculations confirm the validity of approximations made in solving Eq. (2) in . The nuclear structure function seems to grow with rapidity also for a realistic nucleus with a profile function exponentially falling at large impact parameters, the growth being faster than for a finite nucleus.

The inclusive jet production cross-sections grow rapidly with energy as the pomeron itself or even faster (for AA collisions). Their $`A`$\- dependence results close to the eikonal predictions in evident contrast to the earlier ones made for fan diagrams with a local pomeron.

## Acknowledgments

The author greatly benefited by fruitful discussions with B.Kopeliovich, Yu. Kovchegov, E.Levin and A.Mueller, to whom he expresses his deep gratitude. This work has been supported by NATO grant PST.CLG.976799.

## References