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# Superfluid-spiral state of quantum ferrimagnets in magnetic field

## I Introduction

Recently, antiferromagnetically coupled mixed-spin chains with an alternating array of two kinds of spins have attracted interest among researchers . Integrable models of mixed-spin antiferromagnetic chains were constructed by de Vega and Woynarovich  and the simplest case of such chains with spins $`S=1`$ and $`1/2`$ were subsequently studied . Since these integrable models are exactly solvable, they are very useful for studying (quantum) statistical mechanical properties. Although ferrimagnetic spin chains exhibit both ferromagnetic and antiferromagnetic features, they show some peculiar, and sometimes surprising, features uncharacteristic of either the ferromagnet or the antiferromagnet—an example being the existence of gapless excitations with very small correlation length. It is important to understand these features more clearly. In this paper we first present a numerical study on the quantum ferrimagnetic spin chain in magnetic field by an exact diagonalization of a finite size system. We show that the low- and the high-field phases correspond respectively to the classical Néel and the fully polarized ferromagnetic states where in the intermediate magnetic field ($`h_{c1}<h<h_{c2}`$), it is an XXZ+h model with easy plane anisotropy , and the critical exponents are derived numerically. Then the physical properties of the quantum ferrimagnets in the presence of the uniform magnetic field, as described by a phenomenological field theory based on a continuum non-linear $`\sigma `$ model (NL$`\sigma `$M) formulation are examined further and will explore its novel features. When $`hh_{c1}`$, the quantum ferrimagnets can be described by an easy-plane anisotropy state where the broken $`U(1)`$ symmetry of spins corresponds to a topological spiral (superfluid) state. A metastable state with a non-zero topological spin-supercurrent $`J_s`$, is the superfluid state of the order parameter in XY-plane. Such possibility, may be led to the remarkable spin-dependent transport phenomenon in the ferrimagnetic chains, i.e., the spin-supercurrent is carried collectively (rather than by quasiparticles). Because the spin current is non-zero when the system is in equilibrium, it flows without dissipation. The spiral state can be characterized by a wave-vector $`Q`$, i.e., the soliton (saw tooth) lattice spacing $`a=2\pi /Q`$ is a length scale through which the in-plane phase $`\phi `$ of the order parameter changes by $`2\pi `$. Hence, the spin-supercurrent is characterized by these wave-vectors, e.g., $`J_sQ`$. In analogy with the dissipation mechanism of the supercurrent in a one-dimensional superconductors , at large $`J_s`$, hard-axis fluctuations of the order parameter becomes unstable and a first order phase transition to a uniform in-plane state ($`\phi =\mathrm{cte}`$) takes place, and the long range order of the soliton lattice destroys. By overcoming the nucleation energy barrier of the order parameter vortices, a first order phase transition from easy plane spiral state to a saturated ferromagnetic state occurs at $`h=h_{c2}`$, depends on $`J_s`$, and $`Q`$. This transition turns out to a continuous cross-over if the initial state of the system at $`h=h_{c1}`$ holds the zero spin-supercurrent (a uniform easy plane with $`Q=0`$). The possibility of the existance of the superfluid phase and crossing onto a saturated ferromagnetic state (the dependence of $`h_{c2}`$ on $`Q`$, and $`J_s`$) are discussed in some detail.

The zero-temperature quantum ferrimagnetic chain is defined by $`H=J_{<ij>}S_is_jh_i(S_i+s_i)`$ where $`Ss`$. The low energy physics of the quantum ferrimagnets in the presence of the external magnetic field can be obtained by a 1-dimensional NL$`\sigma `$M. The external magnetic field couples with $`𝐧`$, the Néel order parameter

$$_h=iM_0𝐀(𝐧)_\tau 𝐧+_{\mathrm{NL}\sigma \mathrm{M}+\mathrm{h}}+_{\mathrm{top}}M_0\stackrel{}{h}𝐧,$$
(1)
where

$$_{\mathrm{NL}\sigma \mathrm{M}+\mathrm{h}}=\frac{1}{2g}\left(v_s(_x𝐧)^2+\frac{1}{v_s}[2i\stackrel{}{h}+𝐧\times _\tau 𝐧]^2\right).$$
(2)
The first term in Eq. (1) is the usual (dynamical) Berry’s phase of a quantum ferromagnet, with $`M_0|Ss|/a_0`$ the magnetization per unit cell (pair of sites). Here $`_{\mathrm{top}}`$ is the topological term, $`g=4/(s+S)`$, and $`v_s=4a_0JsS/(s+S)`$ . It is this term that results in the ferromagnetic branch of the spin waves and corresponds to the trajectory of spin over a closed orbit on the unit sphere in the presence of a unit magnetic monopole at the center. The contribution of the first term in $`_h`$ is equivalent to the area enclosed by this trajectory and since either of the smaller or the larger enclosed areas on the unit sphere must lead to the same Berry’s phase, the magnetic moment per unit cell, i.e. $`2M_0a_0`$, must be quantized with integral values . Setting $`M_0=0`$ in action (1) follows to the usual $`O(3)`$ NL$`\sigma `$M in the magnetic field , applicable to the Heisenberg antiferromagnets. Similar to zero magnetic field  we can find the spin-wave modes. At $`h=0`$ the ferrimagnetic spin-waves consist of both gapless (ferromagnetic) and gapped (antiferromagnetic) modes, and at $`T=0`$ the low (high) energy physics of quantum ferrimagnets is effectively like that of a ferromagnet (antiferromagnet) which is formed by the chain of (dimerized) unit cells with magnetic moment $`M_0(=|Ss|)`$. Applying an external magnetic field, $`h`$, develops a gapped ferromagnetic spin-waves; in which case the energy cost for the ferromagnetic transitions is proportional to the Zeeman splitting factor. Unlike to ferromagnetic mode, the effect of the external magnetic field is to suppress the antiferromagnetic gap. Clearly, this reveals similarities between the ferrimagnets and the integer spin Heisenberg antiferromagnets in magnetic field . The ground state of the ferrimagnet corresponds to the staggered configuration of spins, unless $`hh_{c1}=2J|Ss|`$. At this point the staggered state becomes unstable against the non-collinear spin-flop phase (the partially polarized state) of the spins when the spectrum becomes soft at $`k=0`$. When the external magnetic field exceeds $`h_{c2}`$, the system will be in a saturated ferromagnetic phase, with a quantized magnetization per unit cell. The $`h_{c2}2J(S+s)`$ is obtained by using the dispersion relation of the spin waves based on the fully polarized state of the ferrimagnets. It is the lower-bound of the external magnetic field, in the sense that the spin waves of the fully polarized state become soft at $`k=0`$.

The outline of this paper is as follows : In next section we will present the numerical computations of Lanczos method to compare the behavior of the correlation functions on the plateau and between two plateaux. We also derive the critical exponents, and the effective Hamiltonian for the latter region by using a Quantum Renormalization Group (QRG) approach. The main part of this paper, the spiral (superfluid) state of the quantum ferrimagnets is presented in section III. The details of the collective modes in the intermediate magnetic phase is given as the appendix in Sec. IV.

## II Numerical results

In order to have more accurate physical picture, we present the numerical results, by applying a Lanczos method to each $`S_z`$-sector of Hilbert space from $`S_z=\frac{N}{2}(Ss)`$ to $`S_z=\frac{N}{2}(S+s)`$. Here $`N(=20)`$ is the number of sites that is used in the exact diagonalization.

A curve for magnetization vs. magnetic field for a chain of $`(1/2,1)`$-ferrimagnet has been given in Ref. . An extrapolation to $`N\mathrm{}`$ on exact diagonalization calculation shows there are two plateaux of magnetization below $`h_{c1}=\mathrm{\Delta }_0=1.7589J`$ and above $`h_{c2}=3J`$, associated with the magnetization $`m\frac{M}{S+s}=1/3`$ and $`m=1`$. Here $`\mathrm{\Delta }_0`$ is the energy gap between the Ferro- and Antiferromagnetic spin wave modes of this model. In Fig. 1 the numerical results of the in-plane spin-spin correlations is presented for a point on the plateau (at $`m=1/3`$) and some intermediate points between two plateaux, i.e., $`m=2/5,8/15,2/3`$ and $`4/5`$. This exhibits the in-plane spin-spin correlation functions within the intermediate magnetic field region which falls off as power law, and manifests the critical behavior.

Thus the in-plane correlation is expected to have the asymptotic form $`S^x(0)S^x(r)r^\eta `$. For instance we have calculated this exponent for m=$`2/3`$ by using data of exact diagonalization of a chain with length $`N=20`$. Since there are correlations between different types of sublattices we find an exponent for each case. For correlations on sublattice A (Fig.1-(a)) and m=$`2/3`$ we obtained $`\eta =0.44\pm 0.01`$ and for sublattice B (Fig.1-(b)) we have $`\eta =0.42\pm 0.04`$. A similar behavior is seen for the correlations of different sublattices A and B (Fig.1-(c)) where $`\eta =0.47\pm 0.01`$. To have more qualitative picture of the transient region between two plateaux, we can use a quantum renormalization group. To perform this, we choose two adjacent spins $`(S=1,s=1/2)`$ as the building block. The block Hamiltonian is then $`H_B=J𝐒𝐬h(S_z+s_z)`$. For low field limit (e.g. $`h<h_{c1}`$) the lowest lying states of $`H_B`$ are a spin-1/2 doublet. This comes out with an effective Hamiltonian of ferromagnetic Heisenberg chain with $`S=1/2`$ in magnetic field, corresponds to the $`m=1/3`$ plateau. For high field limit $`h>3J/2`$ where two states $`|S_T=1/2,S_T^z=1/2`$, and $`|S_T=3/2,S_T^z=3/2`$ are nearly degenerate, we arrive with a spin-$`1/2`$ antiferromagnetic $`XXZ+h`$ Hamiltonian. The effective Hamiltonian is

$$H_{\mathrm{eff}}=\frac{2J}{3}\underset{n=1}{\overset{N/2}{}}(\tau _n^{}\tau _{n+1}^{}+\mathrm{\Delta }\tau _n^z\tau _{n+1}^z)h^{}\underset{n=1}{\overset{N/2}{}}\tau _n^z$$
(3)
where $`\tau `$ is spin-1/2 operator, $`\mathrm{\Delta }=1/3,h^{}=\frac{3}{2}h\frac{19}{6}J`$. It is known such model Hamiltonian in the presence of a magnetic field ($`h`$) has a critical line which separates the partially polarized phase from the fully polarized one . The magnetization of the ferrimagnetic chain ($`m`$) is related to the magnetization of $`XXZ+h`$ model by $`m=1+m_{XXZ+h}`$ which leads to the same behavior as the numerical results but with some discrepancies for the critical fields ($`h_{c1}=1.5J,h_{c2}=3J`$). However one may continue the quantum RG procedure for the $`XXZ+h`$ model and obtain that the RG flow for the partially polarized phase (between the two plateaux) goes to the isotropic $`XY`$ fixed point .

## III Superfluid phase

By generalizing the NL$`\sigma `$M$`+`$h we propose a phenomenological field theory which can present the long wave length limit of the quantum ferrimagnets within $`hh_{c1}`$

$$E=𝑑x\left[\frac{1}{2}\rho _s^{}(_xn_{})^2+\frac{1}{2}\rho _s^z(_xn_z)^2+\beta n_z^2h^{}n_z\right],$$
(4)
where we applied the spin coherent state formalism in Eq.(4). Here $`h^{}=hh_{c1}`$ is the effective magnetic field. $`\rho _s^{}`$ and $`\rho _s^z`$ are in-plane and out of plane spin stiffness. $`\beta >0`$ gives an easy plane anisotropy. To study a superfluid phase, it is convenient to introduce the following variational solutions $`𝐧(x)=(\mathrm{sin}\theta \mathrm{cos}\phi ,\mathrm{sin}\theta \mathrm{sin}\phi ,\mathrm{cos}\theta `$), where $`\theta =\theta (x)`$ and $`\phi =Qx`$. Here $`Q`$ is a spiral state wave vector responsible for the superfluid phase slip, and $`a=2\pi /Q`$ is the soliton lattice spacing, i.e., the phase $`\phi `$ changes by $`2\pi `$ along the chain. Clearly $`\stackrel{~}{n}_z=\mathrm{cos}\theta `$ is the uniform solution ($`\theta `$ is a constant) and $`\stackrel{~}{E}=\rho _s^{}Q^2(1\stackrel{~}{n}_z^2)/2+\beta \stackrel{~}{n}_z^2h^{}\stackrel{~}{n}_z`$ is the corresponding energy per unit length. Note $`n_z`$ is the momentum density conjugate to field variable $`\phi `$, and the Hamiltonian (4) gives a linearly dispersing collective mode, associated with the $`U(1)`$ symmetry breaking phase, i.e., the superfluid phase. It is easy to check how the classical solutions and the fluctuating modes can be derived by Eq.(4). For example $`d\stackrel{~}{E}/d\stackrel{~}{n}_z=0`$ leads to $`\stackrel{~}{n}_z=h^{}/\stackrel{~}{K}_{zz}`$ where $`\stackrel{~}{K}_{zz}d^2\stackrel{~}{E}/d\stackrel{~}{n}_z^2=2\beta \rho _s^{}Q^2`$ is the energy gap of the out-of-plane modes at zero wave vector. Then $`J_s=(1/\mathrm{})d\stackrel{~}{E}/dQ=\stackrel{~}{n}_{}^2\rho _s^{}Q/\mathrm{}`$ is the gauge invariance topological spin-supercurrent density carried along the $`x`$-direction. Furthermore, it is necessary to study the stability of the superfluid phase against the quantum fluctuations. This governs with the in-plane fluctuations $`K_{\phi \phi }(k)=2\rho _s^{}\stackrel{~}{n}_{}^2k^2`$, and the out of plane fluctuations

$`K_{zz}(k)`$ $`=`$ $`\rho _s^{}\stackrel{~}{n}_z^2(k^2+Q^2)\rho _s^{}\stackrel{~}{n}_{}^2Q^2`$ (6)
$`+\rho _s^z\stackrel{~}{n}_{}^2k^2+2\beta (\stackrel{~}{n}_{}^2\stackrel{~}{n}_z^2)+h^{}\stackrel{~}{n}_z.`$
As one can see $`\stackrel{~}{K}_{zz}=K_{zz}(k=0)`$ at $`h^{}=0`$. The gapless linear superfluid mode can be obtained by $`\mathrm{}\omega =2\sqrt{K_{\phi \phi }K_{zz}}`$. The details of the collective modes calculation is presented in Appendix. Through out this formulation, the zero temperature phase diagram of this system can be obtained. At $`h^{}=0`$ where $`\stackrel{~}{n}_z=0`$ the out of plane instability occurs at $`Q_c=\sqrt{2\beta /\rho _s^{}}`$. At this point the energy gap of the $`zz`$-modes vanishes and the $`O(3)`$ symmetry of the Hamiltonian is restored (the dispersion relation of the collective modes become imaginary at small $`k`$). It follows the transition to a uniform solution must occurs at this point since $`\pi _1(S^2)=0`$ where the linear solution can be considered as a map from the compactified physical space to the equator of the order parameter space $`S^2`$. Such instability in order parameter space is induced by the local fluctuations of the order parameter, out of the equator toward the north pole of the order parameter space $`S^2`$. When $`J_s`$ is close to its critical values ($`J_{sc}`$), the local fluctuations are very strong, and it is likely the order parameter pass the north pole, and the phase $`\phi `$ becomes singular, i.e., a vortex in $`\phi `$ is nucleated, and the phase winding is lost. The effect of $`h^{}`$ is pushing the spins to be aligned along z-axis, e.g., $`\stackrel{~}{n}_z=1`$ at large enough $`h^{}`$. We notice if $`h>h_{c1}`$, system undergoes onto the saturated ferromagnetic phase by increasing the spin-supercurrent density. This happens at $`Q^{}=\sqrt{(2\beta h^{})/\rho _s^{}}<Q_c`$, corresponding to $`J_s=0`$, before the outset of the easy-plane uniform state. To study the nucleating mechanism of the vortices, we implement a mechanical analogy to the classical field theory. This formalism has been developed by Langer, and Ambegaokar  for one dimensional superconductors. To avoid the complexity let us neglect $`\rho _s^z`$ in energy functional (4) from now on. To start this calculation, we make the following transformations $`n_x(x)=f(x)\mathrm{cos}\phi (x)`$, $`n_y(x)=f(x)\mathrm{sin}\phi (x)`$, and $`n_z(x)=\sqrt{1f^2(x)}`$ (where $`fn_{}`$), and

$`E[f]`$ $`=`$ $`{\displaystyle }dx({\displaystyle \frac{\rho _s^{}}{2}}[(_xf)^2+{\displaystyle \frac{L^2}{f^2}}]`$ (8)
$`+\beta (1f^2)h^{}\sqrt{1f^2}),`$
where $`L`$ is the momentum conjugate to $`\phi `$ and it is proportional to the spin-supercurrent density $`J_s`$, because $`_x\phi =L/f^2`$ is the solution of the $`\delta E[f,\phi ]/\delta \phi =0`$. It is straightforward to show how $`\delta E[f]/\delta f=0`$ yields

$$xx_0=_{f(x_0)}^{f(x)}\frac{df}{2\sqrt{E_{\mathrm{eff}}U_{\mathrm{eff}}(f)}},$$
(10)
$$\phi (x)\phi (x_0)=L_{f(x_0)}^{f(x)}\frac{dx}{f^2},$$
(11)
$$U_{\mathrm{eff}}(f)=\frac{\rho _s^{}L^2}{2f^2}+\beta (1f^2)h^{}\sqrt{1f^2}.$$
(12)
Uniform solutions ($`f=\stackrel{~}{f}=\mathrm{cte}`$) are one of the solutions of Eqs. (III). It leads to $`\phi =Qx`$ and $`L=Q\stackrel{~}{f}^2`$. The energy potential associated with the uniform solutions are depicted in Fig. 2 where $`U_{\mathrm{eff}}(f)`$ vs. $`f`$ is plotted for $`h^{}=J`$ for different $`Q`$’s, or equivalently for different spin-supercurrent $`J_s`$. Here $`\rho _s^{}=2J/3`$, and $`\beta =J`$. The effective potential, $`U_{\mathrm{eff}}`$, has one minimum at $`\stackrel{~}{f}=1[h^{}/(2\beta \rho _s^{}Q^2)]^20`$ if $`QQ^{}`$.

This minimum energy solution is disappeared if $`Q>Q^{}(=\sqrt{(2\beta h^{})\rho _s})`$, and is replaced by another minimum at $`\stackrel{~}{f}=0`$. At $`Q^{}`$ a first order phase transition from $`\stackrel{~}{f}0`$ onto $`\stackrel{~}{f}=0`$ takes place by nucleating of a vortex. One can follow the transition between these minimum energy solutions by changing the parameters, $`Q`$ and $`h^{}`$, as illustrated in Fig. 2. The saddle point solutions can be derived by setting $`d^2U_{\mathrm{eff}}/d\stackrel{~}{f}^2=0`$ at the extremum of $`U_{\mathrm{eff}}(\stackrel{~}{f})`$. It follows at $`Q^{}=\sqrt{(2\beta h^{})/\rho _s^{}}(\mathrm{or}\mathrm{equivalently}J_s=0)`$, the local minima at finite $`\stackrel{~}{f}`$ is disappeared and $`\stackrel{~}{n}_z=1`$ becomes a unique minima of $`U_{\mathrm{eff}}`$. Moreover, the cross-over from the uniform state \[a broken $`U(1)`$ symmetry state with zero spin-supercurrent\] to a saturated ferromagnetic state occurs at $`h^{}=2\beta =2J`$ ($`Q^{}=0`$), consistent with the exact diagonalization results ($`h_{c2}=3J`$). Obviously at $`h=h_{c1}`$ and $`Q=Q_c(=\sqrt{2\beta /\rho _s})`$, the sign of curvature of $`U_{\mathrm{eff}}`$ changes, and therefore $`Q_c`$ can be considered as the saddle point of $`U_{\mathrm{eff}}`$, at which the spiral state becomes unstable against the hard-axis fluctuations and a transition to a uniform solution occurs. This is seen if the spin-supercurrent $`J_s`$ arrives to its critical value, $`J_{sc}`$. As was mentioned earlier, the mechanism for such transition is nucleating of a vortex in the order parameter space. For a given $`Q`$ and $`h^{}`$, it is straightforward to show $`\stackrel{~}{E}(Q)=\rho _s^{}Q^2/2h^2/(2\beta \rho _s^{}Q^2)`$. Recalling $`J_s=(1/\mathrm{})d\stackrel{~}{E}(Q)/dQ`$ leads to $`J_s=\rho _s^{}\stackrel{~}{f}^2Q/\mathrm{}`$ ($`J_s=\rho _s^{}L/\mathrm{}`$) which is the spin-supercurrent density and $`\stackrel{~}{n}_z=h^{}/(2\beta \rho _s^{}Q^2)`$ is the classical solution of Eq.(III). The dependence of $`L(=Q[1h^2/(2\beta \rho _s^{}Q^2)^2])`$ with respect to $`Q`$ for various $`h^{}`$ is illustrated in Fig. 3. It follows that $`J_s`$ vanishes at $`Q^{}=\sqrt{(2\beta h^{})/\rho _s^{}}`$ where the system crosses to the saturated ferromagnetic phase. The maximum spin-supercurrent $`J_s^{}(<J_{sc})`$, which can pass through the system at finite wave vector $`Q`$ (and $`h^{}0`$), is a monotonically decreasing function of $`h^{}`$.

In conclusion, we have predicted the intermediate magnetic field region of ferrimagnets can support the dissipationless flow of the spin-supercurrents, which may be observed by the advance techniques of spintronics. The idea of the collective spin-supercurrent transport which has been presented in this paper is completely general, and can be applicable to any 1-dimensional spin system with easy plane anisotropy. The intermediate magnetic field phase of the ferrimagnets is one example. Other example of this kind is the isospin-supercurrent transport of the quantum Hall bars in the bilayer electron systems.

## IV Appendix

Here we present the detailed calculation of the collective modes in the intermediate magnetic field phase. The effective Hamiltonian in terms of the in-plane and the out of plane fluctuations is given by

$`H_f[\phi ,n_z]`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{q}{}}\phi (q)K_{\phi \phi }(q)\phi (q)`$ (14)
$`+{\displaystyle \frac{1}{2}}{\displaystyle \underset{q}{}}n_z(q)K_{zz}(q)n_z(q),`$
where $`K_{\phi \phi }=\delta ^2E/\delta \phi ^2`$ and $`K_{zz}=\delta ^2E/\delta n_z^2`$. The equation of motion for the field variables $`\phi `$, and $`n_z`$ can be obtained by the Hamilton equations ($`\dot{p}=\delta H/\delta q`$ and $`\dot{q}=\delta H/\delta p`$)

$$\frac{dn_z(q)}{dt}=\frac{\delta H_f}{\delta \frac{\mathrm{}}{2}\phi (q)}=\frac{2}{\mathrm{}}K_{\phi \phi }(q)\phi (q),$$
(16)
$$\frac{d\phi (q)}{dt}=\frac{\delta H_f}{\delta \frac{\mathrm{}}{2}n_z(q)}=\frac{2}{\mathrm{}}K_{zz}(q)n_z(q),$$
(17)
where $`n_z`$ is the momentum density associated with the field variable $`\phi `$. In the spin coherent representation, $`n_z`$ and $`n_+`$ are given by $`i\mathrm{}/\phi `$, and $`e^{i\phi }`$ respectively. Then it is easy to check the transformation $`n_z_t\phi `$ can be obtained by canonical quantization, i.e., $`n_z`$ can be considered as the momentum density conjugate to field variable $`\phi `$. Making the derivative with respect to time we find the equation of motion: $`\ddot{n}_z=(2/\mathrm{})K_{\phi \phi }(q)\dot{\phi }(q)=(2/\mathrm{})^2K_{\phi \phi }(q)K_{zz}(q)n_z`$, where $`\dot{\phi }d\phi /dt`$. This clearly gives

$$\mathrm{}\omega =2\sqrt{K_{\phi \phi }(q)K_{zz}(q)}.$$
(18)
Eqs.(16-17) are similar to the coupled Josephson junction relations in superconductivity.

## V Acknowledgement

We are grateful to Homayoun Hamidian who was involved in the early stage of this study. Useful conversation with Allan MacDonald, Miguel Martin-Delgado and Kieran Mullen is acknowledged. Work at the University of Oklahoma was supported by the NSF under grant No. EPS-9720651 and a grant from the Oklahoma State Regents for Higher Education.


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# Thermodynamics and Fractional Fokker-Planck Equations

## I Introduction

Different physical systems, like polymers chains, membranes, networks and other generalized Gaussian structures, often show a long temporal memory due to the complex hierarchical organization of the modes of their motion. On the other hand, the response of these systems to an external perturbation stays linear for a wide range of parameters . As recently suggested, the response dynamics is well-described by dynamical equations introducing fractional time-derivatives instead of whole-number ones . From the thermodynamical point of view, the systems do not show any peculiarities close to equilibrium in contact with a classical heat bath.

The relaxation to equilibrium in such systems is thus described by fractional Fokker-Planck equations (FFPEs), which follow as phenomenological linear response equations. The corresponding equations are especially popular in application to a slow (subdiffusive) dynamics  and where introduced ad hoc much before the microscopic basis for such equations got clear.

We show that the typical FFPEs with the fractional derivative in front of the normal Fokker-Planck operator,

$`{\displaystyle \frac{}{t}}P(x,t)`$ $`=`$ $`{}_{t_0}{}^{}D_{t}^{1\gamma }\mu [{\displaystyle \frac{}{x}}f(x,t)P(x,t)`$ (2)
$`+k_BT{\displaystyle \frac{^2}{x^2}}P(x,t)],`$
are the only possible variant for description of nearly equilibrium systems showing linear response, since they (and only they) fulfill the Nyquist theorem which connects linear response behavior with the noise spectrum at equilibrium. Here the fractional derivative operator $`D_t^{1\gamma }`$ is defined by

$${}_{t_0}{}^{}D_{t}^{1\gamma }W=\frac{1}{\mathrm{\Gamma }(\alpha )}\frac{}{t}_{t_0}^t\frac{dt^{}W(x,t^{})}{(tt^{})^{1\gamma }}.$$
(3)
The value of $`\gamma =1`$ corresponds to an identity transformation, leading to the case of pure diffusive behavior, the cases with $`\gamma <1`$ correspond to subdiffusive behavior, and the case $`\gamma >1`$ to a superdiffusive dynamics, like one considered in Ref..

Other forms of FFPEs are known, e.g. a Galilean-invariant form  which appears quite naturally when describing transport in a given velocity field, and forms with different fractional time-derivatives in front of the first and second spatial derivatives, which may appear as dynamical equations in many other contexts (economics, biology, etc.). They do not apply to cases of thermodynamical relaxation close to equilibrium.

We show that FFPEs which describe subdiffusive dynamics always have thermodynamically sound solutions when the corresponding normal Fokker-Planck equation also has them. Such solutions are subordinated to the solution of a normal Fokker-Planck equation with the same initial/boundary conditions. The situation with the superdiffusive dynamics is different: here not all combinations of external potential, diffusion coefficient and memory kernel give rise to physical solutions (positive probability densities), as it is e.g. the case for a fractional generalization of diffusion with drift. We discuss why it is so and exemplify this situation by processes subordinated to the solutions of a generic transport equation (related to a Liouville equation).

## II FFPE’s as a phenomenological linear response theory

Let us first discuss the properties of FFPEs as phenomenological equations being very similar to normal, diffusive Fokker-Planck equation (FPE). Within standard phenomenological linear nonequilibrium theory  the diffusion equation in a weak external field (i.e. a forward Fokker-Planck equation) follows as a consequence of local conservation of probability,

$$\frac{P}{t}=div𝐣$$
(4)
and a phenomenological linear response assumption

$$𝐣=\lambda ^{(1)}𝐟P\lambda ^{(2)}gradP,$$
(5)
where $`\lambda ^{(1)}=\mu `$ and $`\lambda ^{(2)}=D`$ are the kinetic coefficients (the mobility, and the diffusion coefficient, respectively). The phenomenological interpretation of the second equation is that the current in our system can be caused by weak external field (and follows the Ohm’s law) and by concentration gradient (the first Fick’s law), and that both effects are independent as long as deviations from equilibrium are small.

In general, the linear response can be retarded and then follows the equation

$$𝐣(t)=\mathrm{\Phi }_t^{(1)}\left\{𝐟(t^{})P(t^{})\right\}\mathrm{\Phi }_t^{(2)}\left\{gradP(t^{})\right\}.$$
(6)
Here $`\mathrm{\Phi }_t`$ are typically causal integrals of convolution type:

$$\mathrm{\Phi }_t^{(i)}\left\{f(t)\right\}=_{t_0}^t\phi ^{(i)}(tt^{})f(t^{})𝑑t^{},$$
(7)
where the lower integration limit $`t_0`$ can be either finite or infinite. Here we again assume behaviors typical for the systems close to equilibrium. Inserting Eq.(6) into Eq.(4) we get a nonmarkovian (nonlocal in time) Fokker-Planck equation of the from

$`{\displaystyle \frac{}{t}}P(x,t)`$ $`=`$ $`\widehat{\mathrm{\Phi }}_t^{(1)}\left[{\displaystyle \frac{}{x}}f(x,t)P(x,t)\right]`$ (9)
$`+\widehat{\mathrm{\Phi }}_t^{(2)}\left[{\displaystyle \frac{^2}{x^2}}P(x,t)\right]`$
(here we restrict ourselves to a one-dimensional case).

Evaluating the first moment $`M_1(t)`$ of the distribution $`P(x,t)`$ under influence of a homogeneous force $`f`$ we get that the evolution of the response follows the equation

$$\overline{v}=\frac{}{t}M_1=\widehat{\mathrm{\Phi }}_t^{(1)}f$$
(10)
from which it is clear that the operator $`\widehat{\mathrm{\Phi }}_t^{(1)}`$ is exactly the one describing the linear response of the system, so that the inverse operator corresponds to the system’s impedance.

Let us consider the noise produced by our system at equilibrium. The fact that the system is equilibrated means that it was created long ago, so that $`t_0\mathrm{}`$. Let us consider a Green’s function of the equilibrium system, fulfilling the equation:

$`{\displaystyle \frac{}{t}}G(x,t)`$ $`=`$ $`\widehat{\mathrm{\Phi }}_t^{(1)}\left[{\displaystyle \frac{}{x}}fG(x,t)\right]+`$ (12)
$`+\widehat{\mathrm{\Phi }}_t^{(2)}\left[{\displaystyle \frac{^2}{x^2}}G(x,t)\right]+\delta (x)\delta (t).`$
The Fourier-transform of the Green’s function in both spatial and temporal domain is given by:

$$i\omega G=\left[\mathrm{\Phi }^{(1)}(\omega )ikf+\mathrm{\Phi }^{(2)}(\omega )k^2\right]G+1,$$
(13)
having a solution

$$G(k,\omega )=\frac{1}{i\omega +\mathrm{\Phi }^{(1)}(\omega )ikf+\mathrm{\Phi }^{(2)}(\omega )k^2}.$$
(14)
Now, we are interested in the power spectrum of the equilibrium ($`f=0`$) noise generated by our system. Let us consider the second moment of $`G`$ in frequency domain, $`M_2(\omega )=\frac{^2}{k^2}G(k,\omega )|_{k=0}=2\mathrm{\Phi }^{(2)}(\omega )/\omega ^2`$. Note that $`x`$ is the time-integral of the instantaneous velocity, so that the power spectrum of velocity (current) is exactly

$$S_v(\omega )=2\text{Re}\mathrm{\Phi }^{(2)}(\omega ).$$
(15)
Note also that the noise at equilibrium fulfils the Nyquist theorem , according to which

$$S_v(\omega )=2k_BT\text{Re}\mathrm{\Phi }^{(1)}(\omega ),$$
(16)
so that the operators $`\mathrm{\Phi }^{(1)}`$ and $`\mathrm{\Phi }^{(2)}`$ are not independent:

$$\text{Re}\mathrm{\Phi }^{(1)}(\omega )=k_BT\text{Re}\mathrm{\Phi }^{(2)}(\omega ),$$
(17)
which for $`\mathrm{\Phi }`$-operators of the fractional derivative type imply that $`\mathrm{\Phi }^{(2)}=k_BT\mathrm{\Phi }^{(1)}`$. All equations with $`\mathrm{\Phi }^{(2)}=k_BT\mathrm{\Phi }^{(1)}`$ are thermodynamically sound: they fulfill the generalized Einstein relation and describe the relaxation to a Boltzmann distribution, which properties follow also from the microscopic description of the corresponding generalized Gaussian structures . The equations with independent $`\mathrm{\Phi }^{(1)}`$ and $`\mathrm{\Phi }^{(2)}`$ will typically lead to behavior at variance with predictions of equilibrium thermodynamics.

Note that the most systems for which the fractional dynamics was applied are ”normal” although complex situations like polymers, membranes or fractal webs. In what follows we discuss only the case which describes such systems close to thermal equilibrium, for which the generalizations of FPE like Eq.(2) can be considered as thermodynamically sound phenomenological laws. We also note that equations like Eq.(2) can be derived within the framework of stochastic approach , where they apply to situations close to thermal equilibrium. On the other hand, the equations with different temporal operators are also widely used: an example is a Galilean invariant FFPE of Ref.. This equation appears quite naturally when describing transport in a given velocity field, i.e. when our system is in a contact with a strongly nonequilibrium flow of fluid (a river instead of a bath!). Other variants with different orders of fractional temporal derivatives may appear as dynamical equations in many other contexts (economics, biology, etc.) but would never apply to the case of thermodynamical relaxation in a system close to equilibrium, since they violate Eq.(17). The situation with the systems whose dynamics shows linear response but is described by the FFPEs of a type different from one considered above is similar to one which arises when negative temperatures are considered : the systems described by such dynamics can live as isolated systems but can not be in equilibrium with any ”normal” macroscopic bath. Interacting with a heat bath, such systems will gain or lose energy until they leave the linear response regime and get a noise spectrum conformal with equilibrium (and with a Boltzmann energy distribution).

Note that the FFPEs like Eq.(2) were proposed for processes with finite increments (like continuous time random walk processes) or ones with continuous trajectories (fractional Brownian motion), situations for which the assumption of the local (differential) conservation law is proved. The related thermodynamical considerations show that a system whose noise does not posses any second moment (Lévy-noise), does not fulfill local conservation, Eq.(4), and can hardly exhibit linear response, a fact found in Ref. on an example of subordinated processes. This case is addressed in Ref. and leads to a different form of FFPEs with fractional spatial operators.

Considerations based on linear nonequilibrium thermodynamics are somewhat too general, since Eqs.(4) and (6) guarantee the overall conservation of the value $`P`$ but not the fact that this $`P`$ is a nonnegative quantity. The same equations will apply for electric charge and current (which can be of both signs and may oscillate) and for density or temperature, which are essentially nonnegative. Thus, in order to check that the corresponding equation is thermodynamically sound one has to prove that if the initial condition corresponds to a nonnegative density $`P(x,0)`$, the density $`P(x,t)`$ will stay nonnegative during all the following evolution. Since we concentrate here on the properties of relaxation to equilibrium, the force term and the diffusion coefficient in our system will be considered time-independent.

The proof of the non-negativity of solution for the force-free case was given in  for the subdiffusive case. We show that the same is the case for the arbitrary external force. Namely, we shall show that all solutions of FFPEs with $`\gamma 1`$ in arbitrary time-independent potential force field are thermodynamically sound, and describe the transport of a positively defined density. Moreover, we show that superdiffusive equations with $`1<\gamma 2`$ do not always possesses physically sound solutions, unless some additional conditions are fulfilled. Fokker-Planck equations of the type of Eq.(2) with $`\gamma >2`$ seem to contradict physical sense. However, the superballistic behavior (say, Lévy flights) can be described by the FFPEs of a different class, see Ref..

## III The subdiffusive case: temporal subordination

Let us first consider the subdiffusion case, $`0<\gamma <1`$. Note that the solution of subdiffusive FFPE under time-independent force can be put in the following form:

$$P(x,t)=_0^{\mathrm{}}F(x,\tau )T(\tau ,t)𝑑\tau ,$$
(18)
where

$$T(\tau ,t)=\frac{t}{\gamma \tau ^{1+1/\gamma }}(t/\tau ^{1/\gamma },\gamma ,\gamma )$$
(19)
with $`(t/\tau ^{1/\gamma },\gamma ,\gamma )`$ being an extreme (one-sided) Lévy-stable law of index $`\gamma `$ , and $`F(x,\tau )`$ is the solution of ”normal” FPE under the same force and the same initial conditions:

$$\frac{}{t}F(x,t)=\mu \frac{}{x}f(x)F(x,t)+k_BT\frac{^2}{x^2}F(x,t).$$
(20)
To check this let us take the Laplace-transform of both sides of Eq.(2), and note that this transform acts only on the $`t`$ variable, which appears in the Eq.(18) as a parameter: The Laplace transform in $`t`$ of Eq.(18) reads:

$`P(x,u)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}F(x,\tau )u^{\gamma 1}\mathrm{exp}(\tau u^\gamma )𝑑\tau `$ (21)
$`=`$ $`u^{\gamma 1}\stackrel{~}{F}(x,u^\gamma ).`$ (22)
The fractional temporal differentiation leads to

$`u^\gamma \stackrel{~}{F}(x,u^\gamma )P(x,+0)`$ $`=`$ $`\mu {\displaystyle \frac{}{x}}f(x)\stackrel{~}{F}(x,u^\gamma )+`$ (24)
$`+\mu k_BT{\displaystyle \frac{^2}{x^2}}\stackrel{~}{F}(x,u^\gamma ).`$
Note that for $`t0`$ the $`T`$-functions are strongly concentrated, so that $`T(\tau ,t)\delta (\tau )`$ and $`P(x,+0)=F(x,+0)`$. Changing now to a new variable $`\lambda =u^\gamma `$ we recognize in Eq.(24) the Laplace-transform of the ”normal” FPE with the same time-independent force and the same initial conditions. Thus, the solution of FFPE can be obtained from the solution of FPE by immediate integration. Moreover, each functional of such solution (e.g. any moment) can be immediately obtained by weighing the corresponding functional of the FPE solution with a probability distribution, Eq.(19) for which useful analytic representations are known. Thus, the equations with $`\gamma 1`$ in any (temporally constant) force field $`f`$ obey regular Boltzmann thermodynamics and correspond to the transport of a positively defined density. Our result generalizes the mathematical treatment of Schneider and Wyss and shows that the solution of a FFPE describing subdiffusive transport in external potential is a probability density whenever the solution of a normal FPE in the same potential is one. The generalization to higher dimensions is evident. Note that our discussion here parallels that of Ref. where the fractional Kramers equation is considered.

Note that Eq.(24) shows an extremely interesting property of free relaxation of the systems described by subdiffusive FFPEs, namely the fact that the solution of Eq.(2) having a form of convolution (linear response with a long-time memory kernel) can be represented in the form of subordination, i.e. they correspond to the behavior of the system whose development is governed by its own internal clock, which is not synchronized with our physical time . The first reasonable use of this fact can be probably attributed to P.K. Clark, see Ref. for the discussion of the role of subordination in economical processes. This (operational) time is a variable which is Laplace conjugated to $`u^\gamma `$, and can be considered as a real time variable, since it is monotonously growing in our physical time and allows to order the events sequentially.

## IV Some properties of temporal subordination

The integral transform, Eq.(18) will be called a subordination transformation (ST), the term ”time-expanding transformation” (TET) will be reserved for those with $`\gamma <1`$. In order to sharpen the instruments needed for understanding the consequences of Eq.(2) let us discuss some properties of STs with $`T(\tau ,t)`$-functions from the class discussed above. The physical time $`t`$ will be called the outer variable of the function $`T(\tau ,t)`$, and the variable $`\tau `$ (operational time) over which the integration is performed will be called its inner variable. Note that the STs are just a type of transformation typically arising in a context of separation of variables (the eigenfunctions decomposition with integration or summation over the eigenfunctions numbered by the eigenvalue $`\tau `$). In the eigenfunction decomposition we start from the solution of a time-independent equation (zero order in time) and rise the order of temporal derivative (say to one) by applying an equation of the type of Eq.(18). In the case of subdiffusive FFPE we proceed in the opposite direction: we lower the order of a temporal derivative by applying subordination. As we proceed to show, a superposition of two functions of the type of $`T(\tau ,t)`$ (with indices $`\gamma _1`$ and $`\gamma _2`$) discussed above, is again a function of the same class with the index $`\gamma =\gamma _1\gamma _2`$. Let us suppose that both indices, $`\gamma _1`$ and $`\gamma _2`$ are less than unity. We know that the Laplace-transform of $`T(\tau ,t)`$ in its outer variable reads: $`T(\tau ,u)=u^{\gamma 1}\mathrm{exp}(\tau u^\gamma )`$. We thus get:

$$T^{}(\tau ,u)=\frac{1}{\gamma _1}\frac{t^{}}{\tau ^{1+1/\gamma _1}}_{\gamma _1}\left(\frac{t^{}}{\tau ^{1/\gamma _1}}\right)u^{\gamma _21}\mathrm{exp}(t^{}u^{\gamma _2})𝑑t^{},$$
(25)
which is again a Laplace-transform of a $`T`$-function in its outer variable. Using this fact once again we get

$`T^{}(\tau ,u)`$ $`=`$ $`u^{\gamma _21}{\displaystyle _0^{\mathrm{}}}T_1(\tau ,\xi )\mathrm{exp}(\xi u^{\gamma _2})𝑑\xi `$ (26)
$`=`$ $`u^{\gamma _2}{}_{}{}^{\gamma _11}\mathrm{exp}(\tau u^{\gamma _1\gamma _2}).`$ (27)
Thus, parallel to the Lévy-case of Ref., the superposition of two TETs is a TET again. Note that all $`T`$-functions with $`\gamma <1`$ are probability densities in their inner variable: they are nonnegative and integrable. On the other hand, the $`T`$-functions rising the order of the temporal variable have a Laplace-transform in the outer variable which reads:

$$T_\gamma ^{}(\tau ,u)=T_{1/\gamma }(\tau ,u)=u^{1/\gamma 1}\mathrm{exp}(\tau u^{1/\gamma }),$$
(28)
i.e. belong to the same class of functions than $`T`$’s themselves, but with $`\gamma ^{}=1/\gamma >1`$. Note that the transforms $`T_\gamma `$ and $`T_\gamma ^{}=T_{1/\gamma }`$, lowering and rising the order of the FFPE to the same amount are the inverse of each other: the Laplace-transform of $`T_\gamma T_\gamma ^{}`$ is $`\mathrm{exp}(u\tau )`$ so that $`T_\gamma T_\gamma ^{}`$ corresponds to a $`\delta (\tau t)`$. Moreover, we have to note that the $`\tau `$-integral of $`T(\tau ,t)`$, $`N(t)=_0^{\mathrm{}}T(\tau ,t)𝑑\tau `$ being an inverse Laplace-transform of $`N(u)=_0^{\mathrm{}}u^{\gamma 1}\mathrm{exp}(\tau u^\gamma )𝑑\tau =u^1`$, is equal to 1 both for TETs ($`\gamma <1`$) and inverse ($`\gamma >1`$) transforms, so that both the subordination and the inverse transformation keep the overall normalization of the possible PDFss as functions of coordinates.

The $`T^{}`$-functions are not PDFss of $`\tau `$ since they may take negative or even complex values. Let us fix some value of $`\tau `$ and consider the limiting value of the integral $`I(\tau )=_0^{\mathrm{}}T(\tau ,t)𝑑t`$, which can be expressed in terms of $`T(\tau ,u)`$: $`I(\tau )=lim_{u0}\left(u^{\gamma 1}e^{\tau u^\gamma }\right)`$. For $`\gamma <1`$ the corresponding integral diverges being positive. On the other hand, for $`\gamma >1`$ $`I(\tau )=0`$, which means that the function $`T(\tau ,t)`$ either changes its sign or vanishes identically. The last is not the case since the integral $`I_1(\tau )=_0^{\mathrm{}}tT(\tau ,t)𝑑t=\frac{d}{du}\left(u^{\gamma 1}e^{\tau u^\gamma }\right)|_{u0}`$ still diverges for $`1<\gamma <2`$ (for larger values of $`\gamma `$ the integrals $`I_n(\tau )=_0^{\mathrm{}}t^nT(\tau ,t)𝑑t`$ with $`n>\gamma 1`$ still diverge).

## V The superdiffusive case

Our derivation of the FFPE and its formal solution through subordination are valid independently on the particular value of $`\gamma `$. The fact that $`T_\gamma (\tau ,t)`$ for $`\gamma >1`$ is not nonnegative does not mean that the integral Eq.(18) takes negative values: it solely means that the non-negativity of the physical solutions of FFPEs does not follow from the non-negativity of the physical solutions of the Fokker-Planck equation, and that the variable $`\tau `$ can be no more interpreted as an internal time governing the system’s evolution. On the other hand, Eqs.(21) and (24) are still valid as a representation of a formal solution of the FFPE. We shall refer to such formal solution as following from a pseudo-subordination. In some special cases of pseudo-subordination one can still can guarantee that the corresponding solution is a probability distribution, as it is e.g. the case for force-free transport for $`\gamma 2`$, in other cases the solutions are not PDFs as it is e.g. for $`\gamma >2`$.

### A Pure superdiffusion: Relation to a wave equation

Let us consider a purely diffusive situation without external force,

$$F(x,t)=\frac{1}{2\sqrt{\pi Dt}}\mathrm{exp}\left(\frac{x^2}{4Dt}\right).$$
(29)
The Laplace-transform of this function in $`t`$-variable reads:

$$F(x,u)=\frac{1}{2}u^{1/2}\mathrm{exp}\left(\left|x\right|\sqrt{u}\right).$$
(30)
Let us now use Eq.(21), and get $`P(x,u)`$ for arbitrary $`\gamma `$:

$$P(x,u)=u^{\gamma 1}\stackrel{~}{F}(x,u^\gamma )=\frac{1}{2}u^{\gamma /21}\mathrm{exp}\left(\left|x\right|u^{\gamma /2}\right).$$
(31)
The function $`P(x,u)`$ belongs to the class of functions $`T(\tau ,t)`$ given by Eq.(19), but with change of $`\gamma `$ to $`\gamma /2`$:

$$P(x,t)=\frac{1}{2}T_{\gamma /2}(\left|x\right|,t).$$
(32)
Note that Eq.(32) gives the representation of the superdiffusive propagators in terms of the Lévy-functions, which simplifies the general result of Ref.. Since we know that $`T_\gamma (\xi ,t)`$ is a positive function of its both variables for $`t>0`$ and $`\gamma 1`$, in the case of free propagation $`P(x,t)`$ is positive for all $`\gamma <2.`$ The case $`\gamma =2`$ corresponding to

$$P(x,t)=\frac{1}{2}\delta (\left|x\right|t)$$
(33)
describes a special case of ballistic propagation. The equations of index $`\gamma >2`$ (describing a process which is faster than ballistic one) do not correspond to transport of positive probabilities, since the functions $`T_\gamma `$ with $`\gamma >2`$ are no more non-negative.

We have seen that although the non-negativity of the solution is not mathematically guaranteed by the FFPE with $`\gamma >1`$ itself, the equation still can possess physically reasonable positive solutions describing superdiffusive transport. Let us discuss now the reasons, why it is so. Let us note that the solution $`P(x,u)=u^{1/2}\mathrm{exp}\left(\left|x\right|\sqrt{u}\right)`$ itself can be considered as subordinated to a process described by Eq.(33) (corresponding to $`\mathrm{\Psi }(x,u)=\sqrt{\pi }\mathrm{exp}\left(\left|x\right|u\right)`$ ) with a ”subdiffusive” subordination function $`T_{1/2}(\tau ,t)`$, so that the whole process can be considered as a superposition of two subordination transformations, leading to the overall behavior with $`\gamma ^{}=\gamma /2`$. The process subordinated to a $`\delta `$-functional form under operational time given by $`T_{\gamma /2}(\tau ,t)`$ is, of course, exactly the solution given by Eq.(32) discussed before.

We note here that the two $`\delta `$-pulses described by Eq.(33) are a solution of a wave equation (WE),

$$\frac{^2\mathrm{\Psi }}{t^2}=\frac{^2\mathrm{\Psi }}{x^2}.$$
(34)
The solution Eq.(33) is not a Green’s function solution of a wave equation (known to be $`G(x,t)=\frac{1}{2}\theta (t\left|x\right|)`$ in one dimension, see Ref.) but a solution corresponding to a different initial condition, namely to $`G(x,t)\delta (x)\delta ^{}(t)`$. The reason for this is easy to understand: The limiting equation for the Green’s function of a FFPE with $`\gamma 2`$ is not a wave-equation, but a first-order integro-differential form,

$$\frac{F}{t}=_0^t\frac{^2F}{x^2}𝑑t^{}+\delta (x)\delta (t),$$
(35)
which is obtained from a wave equation by temporal integration.

### B A problem of superdiffusion with drift

Let us now consider processes being pseudo-subordinated to diffusive motion under time-independent homogeneous external force (i.e. the solutions of FFPEs

$$\frac{P}{t}={}_{0}{}^{}D_{i}^{\alpha }\left[\mu f\frac{}{x}P(x,t)+D\frac{^2}{x^2}P(x,t)\right]$$
(36)
with $`\alpha =1\gamma <0`$). The Laplace-transform of the corresponding Green’s function of FPE,

$$F(x,t)=\frac{1}{2\sqrt{\pi Dt}}\mathrm{exp}\left[\frac{\left(x\mu ft\right)^2}{4Dt}\right],$$
(37)
reads:

$`F(x,u)=`$ (38)
$`=`$ $`{\displaystyle \frac{\mathrm{exp}(\frac{\mu fx}{2D})}{2\sqrt{\pi D}}}{\displaystyle _0^{\mathrm{}}}\mathrm{exp}\left[\left({\displaystyle \frac{\mu ^2f^2}{4D}}+u\right)t{\displaystyle \frac{x^2}{4D}}t^1\right]{\displaystyle \frac{dt}{\sqrt{t}}}`$ (39)
$`=`$ $`{\displaystyle \frac{\mathrm{exp}(2\zeta \lambda )}{2\sqrt{D}}}{\displaystyle \frac{1}{\sqrt{\zeta ^2+u}}}\mathrm{exp}\left[\sqrt{(\zeta ^2+u)\lambda ^2}\right]`$ (40)
where the variables $`\lambda =x/2\sqrt{D}`$ and $`\zeta =\mu f/2\sqrt{D}`$ ($`\zeta >0)`$ are introduced (see 2.3.16.2 of Ref.). Applying the $`T_2`$-transformation to Eq.(40) we get:

$$P_2(x,u)=\frac{\mathrm{exp}(2\zeta \lambda )}{2\sqrt{D}}\frac{u}{\sqrt{\zeta ^2+u^2}}\mathrm{exp}\left[\sqrt{(\zeta ^2+u^2)\lambda ^2}\right].$$
(41)
Let us show that $`P_2(x,u)`$ is not a Laplace-transform of a probability distribution. Note that a Laplace-transform $`f(u)`$ of any nonnegative function $`f(t)`$ must be an absolutely monotone function, i.e. $`(1)^n\frac{d^n}{du^n}f(u)0`$ must hold for all $`u`$ and $`n`$. To prove this it is easy to see that

$$\frac{d^n}{du^n}f(u)=_0^{\mathrm{}}f(t)e^{ut}𝑑t=(1)^n_0^{\mathrm{}}t^nf(t)e^{ut}𝑑t.$$
(42)
On the other hand, the first $`u`$-derivative of $`P_2(x,u)`$, changes its sign at $`u`$ being a root of the equation

$$\zeta ^2\sqrt{(u^2+\zeta ^2)\lambda ^2}u^2(u^2+\zeta ^2)=0.$$
(43)
The existence of positive roots of this equation for any $`\zeta 0`$ is clear since for $`u`$ small the overall expression (whose sign is the same as the sign of $`\frac{d}{du}P_2(x,u)`$) is positive, and for large $`u`$ it is negative. Note that the function gets to be absolutely monotone only when $`\zeta =0`$, i.e. only in the case of free diffusion. This observation is of extreme importance since it shows that while the TETs ($`T_\gamma `$with $`\gamma <1`$), lowering the order of FFPE, always lead to reasonable physical solutions, the inverse transformations, rising the order of FFPE do not always do so.

Note that all functions $`P_\gamma (x,t)`$ obtained from diffusion with drift under pseudo-subordination are not probability distributions for all $`\gamma >1`$. The Laplace-transform of the corresponding functions read

$$P_\gamma (x,u)=\frac{\mathrm{exp}(2\zeta \lambda )}{2\sqrt{D}}\frac{u^{\gamma 1}}{\sqrt{\zeta ^2+u^\gamma }}\mathrm{exp}\left[\sqrt{(\zeta ^2+u^\gamma )\lambda ^2}\right].$$
(44)
The first derivative of $`P_\gamma (x,u)`$ changes its sign at $`u`$ being a positive root of

$`((\gamma 2)u^\gamma +(2\gamma 2)\zeta ^2)\sqrt{(u^\gamma +\zeta ^2)\lambda ^2}`$ (45)
$``$ $`\gamma u^\gamma (u^\gamma +\zeta ^2)=0,`$ (46)
which function is positive for small $`u`$ and negative for larger ones. Thus, the solutions of the FFPE of the type of a Fokker-Planck equation with $`\gamma >1`$ under homogeneous, constant force are not probability distributions. Similar conclusions were drawn when considering the particle’s motion in a harmonic potential .

## VI Superdiffusive case: Subordination to a generic transport equation

In Sec. 5.1 we have seen that the solutions of a diffusion equation (representing a behavior of a stochastic process) are subordinated to deterministic dynamics, described by a simple propagation of pulses with constant velocity and given by a wave equation. Is the wave equation (i.e. limiting superdiffusive FFPE with $`\gamma =2`$ for a force-free situation $`f=0`$) a very special case, or there are some forms with $`f0`$ which still lead to reasonable solutions?

It is clear that the second-order partial differential equation to whose solutions the solution of FFPEs could be subordinated would read:

$$\frac{^2P}{t^2}=\frac{}{x}\left[A(x)P\right]+\frac{^2}{x^2}\left[B(x)P\right].$$
(47)
Eq.(47) includes the wave equation as a special case. Eq.(47) will be called the generic transport equation (GTE), and, parallel to a wave equation, has a dynamical (deterministic) nature. This equation (being a close relative of Liouville equation) was considered by the author in a different context in Ref.: The GTE appears when restoring temporal dependence in a Pope-Ching equation for stationary random processes, Ref.. The meaning of prefactors here is: $`A(x)=\ddot{x}(x)`$ and $`B(x)=\dot{x}^2(x)`$, so that for a physical particle they are proportional to the acting force and to the particle’s mean kinetic energy.

Let us remind the procedure of derivation of GTE given in Ref. . The PDF of $`x`$, $`p_x(x)`$, is obtained as an ensemble-average (e.g. over the initial conditions) of the realizations for each of which

$$p(x,t)=\delta (X(t)x)$$
(48)
where $`X(t)`$ represents the law of motion. The coarse-grained probability is then given by $`p(x)=p(x,t)`$. Differentiating Eq.(48) with respect to time one gets

$$\frac{p}{dt}=\dot{X}\frac{p}{x}=\frac{}{x}\left(\dot{X}p\right).$$
(49)
since $`X`$ is independent on $`x`$. Note that Eq.(49) is a Liouville equation, and the derivation here is parallel to one given in Ref.. Applying the same procedure for the second time we get:

$`{\displaystyle \frac{^2p}{t^2}}`$ $`=`$ $`{\displaystyle \frac{}{x}}{\displaystyle \frac{}{t}}\left(\dot{X}p\right)={\displaystyle \frac{}{x}}\left(\ddot{X}p\right)+{\displaystyle \frac{}{x}}\left[\dot{X}{\displaystyle \frac{}{x}}\left(\dot{X}p\right)\right]`$ (50)
$`=`$ $`{\displaystyle \frac{}{x}}\left(\ddot{X}p\right)+{\displaystyle \frac{^2}{x^2}}\left(\dot{X}^2p\right),`$ (51)
which equation is, of course, the as exact as the Liouville one. The GTE follows after the ensemble averaging, under which the corresponding conditional means appear instead of the instantaneous velocity and acceleration, so that Eq.(51) reduces to Eq.(47). Note that the GTE can be useless but is never false: its solutions describe all possible motions and are both dynamically and thermodynamically sound. These solutions are probability densities. On the other hand, the prefactors $`A`$ and $`B`$ arise as (nonequilibrium) ensemble averages and depend on what ensemble is used and thus on the initial conditions: a simple example of this fact is considered below. The absence of the physical solution of Eq.(47) means that the corresponding thermodynamical forces and kinetic coefficients defining $`A(x)`$ and $`B(x)`$ are incompatible with each other or with the initial conditions and would never appear as thermodynamical means. Moreover, even if the system as a whole is homogeneous and its physical properties are time-independent, the coefficients $`A(x,t)`$ and $`B(x,t)`$ can be time-dependent and will relax to the equilibrium values not faster than the distribution itself relaxes to its equilibrium form, which explains the unphysical sort-time behavior of the solutions of superdiffusive FFPE in harmonic potential found in Ref. .

As an example of a processes subordinated to a solution of GTE let us consider a simple oscillatory process taking place in the operational time of the system. The dynamic equation of the oscillator is

$$\ddot{x}=\omega x.$$
(52)
Let us consider the situation when the oscillator starts with zero velocity at $`x=a`$ so that $`A(x)=\omega ^2x`$, and $`B(x)=\omega ^2(a^2x^2)`$. Our process is described in operational time by a GTE

$$\frac{^2F}{\tau ^2}=\frac{}{x}\left(\omega ^2xF\right)+\frac{^2}{x^2}\left[\omega ^2(a^2x^2)F\right]$$
(53)
with the initial conditions $`F(x,0)=\delta (x+a)`$, and $`\frac{F(x,\tau )}{\tau }|_{\tau =0}=0`$, whose solution, as anticipated, reads $`F(x,\tau )=\delta (x+a\mathrm{cos}\omega \tau )`$. Note that the coefficient $`B`$ depends explicitly on $`a`$, so that the form of equation depends on the initial energy of the oscillator. Equation (53) is incompatible with any combination of initial conditions not leading to the same amplitude of oscillations, i.e. whenever one supposes $`\omega ^2x^2(0)+\dot{x}^2(0)a^2`$, and would lead in this case to negative or complex PDFs. The solution subordinated to $`F(x,\tau )`$ reads:

$`P(x,u)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}\delta (x+a\mathrm{cos}\omega \tau )u^{\gamma 1}\mathrm{exp}(\tau u^\gamma )𝑑\tau `$ (54)
$`=`$ $`{\displaystyle \frac{u^{\gamma 1}}{\omega a\sqrt{1x^2/a^2}}}\mathrm{exp}\left[{\displaystyle \frac{1}{\omega }}\mathrm{arccos}({\displaystyle \frac{x}{a}})u^\gamma \right]\times `$ (56)
$`\times {\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\mathrm{exp}({\displaystyle \frac{\pi }{\omega }}nu^\gamma )`$
$`=`$ $`{\displaystyle \frac{u^{\gamma 1}}{\omega a\sqrt{1x^2/a^2}}}{\displaystyle \frac{\mathrm{exp}\left[\frac{1}{\omega }\mathrm{arccos}\left(\frac{x}{a}\right)u^\gamma \right]}{1\mathrm{exp}(\frac{\pi }{\omega }u^\gamma )}}.`$ (57)
For $`t\mathrm{}`$ (full dephasing) the corresponding PDF tends to a PDF to find an oscillating point at coordinate $`x`$. Thus, for $`u0`$

$$P(x,u0)\frac{1}{u}\frac{1}{\pi a\sqrt{1x^2/a^2}}$$
(58)
which corresponds to

$$P(x,t\mathrm{})\frac{1}{\pi a\sqrt{1x^2/a^2}},$$
(59)
a well-known solution for the invariant PDF for a classical harmonic oscillator. Thus, the equations subordinated to GTE may describe partly coherent phenomena: their physical relation to a wave equation gets evident. It is interesting to mention that the Fokker-Planck equation with the same coefficients as Eq.(53) describes a harmonic oscillator in which the diffusion takes place in an inhomogeneous temperature field, $`T(x)\sqrt{1x^2/a^2}`$, and such a diffusive solution stays physically sound both under subordination and under pseudo-subordination up to $`\gamma =2`$.

The discussion above shows that for all $`A(x)`$ and $`B(x)`$ and initial conditions for which Eq.(47) has real, nonnegative, normalizable solutions, the free relaxation of a complex system under FFPE dynamics can be described as its deterministic development in its own (operational) time. The inverse (as we have proved on an example of a diffusion with drift) is not the case. Our considerations leave open the question whether all physically sound solutions of superdiffusive FFPEs are subordinated to ones of GTE, or this class is wider and includes some functions which are probability densities for $`1<\gamma <\gamma ^{}`$ and cease to be probability densities for $`\gamma ^{}<\gamma <2`$.

It is important to stress that the fact that the solutions of superdiffusive FFPEs in general are not probability densities, does not devaluate the FFPEs as an instrument for description of complex relaxation phenomena, but shows that many combinations of thermodynamical forces, kinetic coefficients and memory functions will never appear as thermodynamic ensemble means. This means that the forces and kinetic coefficients can not be invented ad hoc, but must follow either from experiments or from microscopic considerations. In the case when the correct thermodynamical forces and the impedance of the system are known, its FFPE is uniquely determined.

The consideration of GTE explains also our finding that the solutions for the force-free transport with $`\gamma >2`$ are not non-negative. Such equations would describe processes subordinated to the solutions of the exact third-order transport equation. The exact equation with $`\gamma =3`$ arising from applying a Liouville operator $`\frac{}{t}+\dot{x}\frac{}{t}`$ to the PDF $`P`$ three times is a trinomial construct, with correlated coefficients in front of the first, the second, and the third spatial derivatives. This third-order equation is a generic form for transport equations of higher order. The equations subordinated to this one will have third-order structure in spatial variables and will be hardly a helpful tool, since they do not have any known classical counterpart whose solutions may be used for building new ones.

## VII Conclusions

Fractional Fokker-Planck equations (FFPE) with additional fractional time derivative in front of a normal Fokker-Planck operator appear within a usual linear-response theory when describing systems showing strange kinetics. We show that such form of FFPEs describes systems in a contact with a heat bath, since the noise in such systems in equilibrium (for $`t\mathrm{}`$) fulfills the Nyquist theorem. Many other forms (e.g. with temporal fractional derivatives of different orders in front of first- and second-order spatial derivatives) are thus ruled out as appropriate for describing situations close to equilibrium, although they may be appropriate for many other transport processes, as e.g. dispersion by flows. Using the fact that the solutions of subdiffusive FFPEs with time-independent coefficients are subordinated to those of normal Fokker-Planck equations, we show that the FFPE solutions are probability densities in all cases when the usual Fokker-Planck equation has physical solutions. Thus, the free relaxation of a complex system under FFPE dynamics can be described as its development in its own (operational) time. The superdiffusive FFPEs do not posses physical solutions for arbitrary choice of force and diffusion coefficient. This does not devaluate the FFPEs as a tool for description of superdiffusive processes, but stresses the fact that the corresponding combination of thermodynamical forces and memory functions can never emerge as a thermodynamical ensemble average: the corresponding phenomenological equations have to be handled with care.

## VIII Acknowledgments

The author is indebted to Mr. M. Kassmann, Prof. A. Blumen and Prof. J. Klafter for fruitful discussions, to Dr. R. Metzler for communicating his recent results, and to Mr. J. Stampe for careful reading of the manuscript. Financial support by GIF, by the Deutsche Forschungsgemeinschaft through the SFB 428 and by the Fonds der Chemischen Industrie is gratefully acknowledged.


text: # 1 Schematical picture of a SPD, represented by the blob.


text:
# Monopoles

## 1. Introduction

Monopoles are solutions of a first order partial differential equation — the Bogomolny equation. They can be thought of as approximated by static, magnetic particles in $`^3`$. In these notes we will consider what monopoles are and some of the various approaches to understanding them. In particular we will discuss the spectral curve, twistor theory, Nahm transform and rational map of a monopole. A good starting reference for all this material is the book by Atiyah and Hitchin  on monopole scattering, in particular Chapter 16 ‘Background Material’ from which these notes have borrowed notation. See also the excellent survey by Sutcliffe .

## 2. Monopoles in $`^3`$.

We start with a Lie algebra which we will assume is $`\text{su}(2)`$, the Lie algebra of all skew-hermitian $`2`$ by $`2`$ matrices. Let $`A`$ be a one-form with values in $`\text{su}(2)`$ so that $`A=_{i=1}^3A_idx^i`$ and each $`A_i`$ is a function $`A_i:^3\text{su}(2)`$. The Higgs field $`\mathrm{\Phi }`$ is a function $`\mathrm{\Phi }:^3\text{su}(2)`$. The one-form $`A`$ can be thought of as the connection one-form for a connection $`=d+A`$ on a trivial $`SU(2)`$ bundle on $`^3`$. The curvature of such a connection is the two-form

$$F_A=\frac{1}{2}\underset{i,j=1}{\overset{3}{}}F_{ij}dx^idx^j$$

where

$$F_{ij}=[_i,_j]=_iA_j_jA_i+[A_i,A_j].$$

The connection $`A`$ can be used to covariantly differentiate the Higgs field $`\mathrm{\Phi }`$ to obtain

$$_A\mathrm{\Phi }=\underset{i=1}{\overset{3}{}}(_i\mathrm{\Phi }+[A_i,\mathrm{\Phi }])dx^i.$$

A monopole is a connection $`A`$ and a Higgs field $`\mathrm{\Phi }`$ satisfying the Bogomolny equations and some particular boundary conditions. The Bogomolny equations are:

(1)
$$F_A=_A\mathrm{\Phi }$$

where $``$ is the Hodge star or duality operator from one-forms to two-forms defined by

$`dx^1`$ $`=dx^2dx^3`$
$`dx^2`$ $`=dx^3dx^1`$
$`dx^3`$ $`=dx^1dx^2.`$
If $`A`$ and $`B`$ are elements of $`\text{su}(2)`$ let $`A,B`$ denote the invariant form $`A,B=\text{tr}(AB^t)`$. Then the energy density of a pair $`(A,\mathrm{\Phi })`$ is defined by

(2)
$$e(A,\mathrm{\Phi })=\frac{1}{2}|F_A|^2+\frac{1}{2}|_A\mathrm{\Phi }|^2$$

where

$$|F_A|^2=\underset{i<j}{}F_{ij},F_{ij}$$

and

$$|_A\mathrm{\Phi }|^2=\frac{1}{2}\underset{i}{}_i\mathrm{\Phi },_i\mathrm{\Phi }.$$

The Yang-Mills-Higgs action of a pair $`(A,\mathrm{\Phi })`$ is the integral over three space of the energy density:

(3)
$$(A,\mathrm{\Phi })=_^3e(A,\mathrm{\Phi })d^3x.$$

If $`B_R`$ is a ball of radius $`R`$ integrating by parts shows that

$$_{B_R}e(A,\mathrm{\Phi })d^3x=_{B_R}\frac{1}{2}|F_A\pm _A\mathrm{\Phi }|^2d^3x_{S_R^2}F_A,\mathrm{\Phi }$$

where $`S_R^2`$ is the sphere of radius $`R`$. If the limits of all these integrals exist as $`R\mathrm{}`$ we obtain

$$(A,\mathrm{\Phi })=_^3\frac{1}{2}|F_A\pm _A\mathrm{\Phi }|^2d^3x\underset{R\mathrm{}}{lim}_{S_R^2}F_A,\mathrm{\Phi }.$$

From this we easily deduce that the minima of the Yang-Mills-Higgs functional are solutions of the Bogomolny equations (1) or the anti-Bogomolny equations $`F_A=_A\mathrm{\Phi }`$. As changing $`\mathrm{\Phi }`$ to $`\mathrm{\Phi }`$ changes a solution of the Bogomolny equations to a solution of the anti-Bogomolny equations we concentrate our attention on the former.

The Bogomolny equations are invariant under gauge transformations that is replacing $`(A,\mathrm{\Phi })`$ by

$$(gAg^1+gd(g^1),g\mathrm{\Phi }g^1)$$

where $`g:^3SU(2)`$. The energy density (2) is also invariant under gauge transformations. When we talk about a monopole we are really talking about an equivalence class of $`(A,\mathrm{\Phi })`$ under gauge transformations.

The boundary conditions imposed on a monopole are primarily that the energy density (2) should have finite integral — that is the action (3) is finite. There are some additional technical conditions that we will not be concerned with. It is believed, in any case, that these can all be deduced from finiteness of the action and the Bogomolny equations. From these boundary conditions we can deduce that, after a suitable gauge transformation, we can arrange for the Higgs field to have a limiting value at infinity

$$\mathrm{\Phi }^{\mathrm{}}(u)=\underset{t\mathrm{}}{lim}\mathrm{\Phi }(tu)$$

where $`uS^2`$. The boundary conditions can be used to show that the eigenvalues of the Higgs field at infinity are independent of the direction $`uS^2`$. In the case of $`SU(2)`$ this is equivalent to the fact that $`|\mathrm{\Phi }(u)|^2=`$ constant for all $`u`$.

It is easy to show that if $`c>0`$ and $`(A,\mathrm{\Phi })`$ solves the Bogomolny equations then

$$(\widehat{A}(x),\widehat{\mathrm{\Phi }}(x))=(cA(x/c),c\mathrm{\Phi }(x/c))$$

also solves the Bogomolny equations. So we may as well normalise the Higgs field so that $`|\mathrm{\Phi }(u)|^2=1`$ for all directions $`u`$. Because the Lie algebra $`\text{su}(2)`$ is three dimensional the Higgs field at infinity is a map

$$\mathrm{\Phi }^{\mathrm{}}:S^2S^2\text{su}(2).$$

The space of all continuous maps $`S^2S^2`$ breaks up into connected components labelled by a winding number $`k`$ just as for maps $`S^1S^1`$.

Because of this boundary condition we can arrange by a gauge transformation for any Higgs field to satisfy

$$\underset{t\mathrm{}}{lim}\mathrm{\Phi }(0,0,t)=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right).$$

We call such a Higgs field framed. We define the moduli space of all monopoles of charge $`k`$, $`_k`$, to be the space of all $`(A,\mathrm{\Phi })`$ solving the Bogomolny equations, satisfying the appropriate boundary conditions, with the Higgs field framed and modulo the action of gauge transformations satisfying

(4)
$$\underset{t\mathrm{}}{lim}g(0,0,t)=\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right).$$

If $`k0`$ then $`_k=\mathrm{}`$, otherwise $`_k`$ is a manifold of dimension $`4k`$.

Notice that the Bogomolny equations are translation invariant. Moreover, because of the way we have defined the framing, the group of all diagonal matrices (a copy of the circle group $`S^1`$) acts by constant gauge transformations on $`_k`$. Hence $`^3\times S^1`$ acts on $`_k`$.

If $`k=1`$ there is, up to this action of $`^3\times S^1`$, a unique monopole, the Bogomolny, Prasad, Sommerfield (BPS) monopole, given by

$`\mathrm{\Phi }(x)`$ $`=\left({\displaystyle \frac{1}{r}}{\displaystyle \frac{1}{\mathrm{tanh}r}}\right){\displaystyle \frac{e}{r}}`$
$`A(x)`$ $`=\left({\displaystyle \frac{1}{\mathrm{sinh}r}}{\displaystyle \frac{1}{r}}\right){\displaystyle \frac{[e,de]}{r}}`$
where $`r=|x|`$ and $`e(x)=_{i=1}^3x^ie^i`$ for an orthonormal basis $`e^1`$, $`e^2`$, $`e^3`$ of $`\text{su}(2)`$.

The other $`k=1`$ monopoles are obtained by acting by $`^3\times S^1`$ so that $`_1=^3\times S^1`$. It is easy to calculate the energy density of the BPS monopole as follows. For any monopole there is a useful formula

$$e(A,\mathrm{\Phi })=\underset{i=1}{\overset{3}{}}\frac{^2}{(x^i)^2}\mathrm{\Phi },\mathrm{\Phi }$$

which can be proved using the Bogomolny equations and the Bianchi identity. From this we find that for the BPS monopole:

$$e(A,\mathrm{\Phi })=\frac{6}{\mathrm{tanh}^4r}\frac{8}{\mathrm{tanh}^2r}+2+\frac{2}{r^4}\frac{8}{r\mathrm{tanh}^3r}+\frac{8}{r\mathrm{tanh}r}$$

where $`r=|x|`$. Clearly the energy density is spherically symmetric about the origin in $`^3`$. If we plot it along the $`x`$-axis we obtain Figure 1

and we see that the energy is concentrated around the origin. We think of the monopole as a particle located at the origin.

The BPS monopole was discovered by Prasad and Sommerfield in 1975 . For some time this was the only monopole known and it was unclear whether higher charge monopoles existed. In 1977 Manton  showed that to first order the forces between two monopoles, due the Higgs field and the connection, cancelled. This lead to the conjecture that stable higher charge monopoles would exist. Weinberg in 1979  calculated that the dimension of the moduli space of monopoles would be $`4k`$ if it was non-empty. Finally in 1981 Taubes  showed that the moduli space was non-empty.

It is useful to briefly discuss Taubes’ proof as it reveals some of the interesting structure of the moduli space. Taubes started with $`k`$ points a long way apart in $`^3`$ surrounded by very large balls. At the centre of each of these balls he placed a BPS monopole and joined these all together smoothly. The result is not, of course, a solution to the Bogomolny equations but it is close to one. Such an approximate solution can be used as the initial stage of an iterative scheme which converges to a real solution.

The solutions produced by Taubes are on the ‘edge’ of the moduli space. That is, the moduli space $`_k`$ has a compact region outside of which the monopoles approximate a superposition BPS monopoles at $`k`$ points. In particular the energy density will be concentrated at these $`k`$ points. One might also expect that the Higgs field has a zero at each of these $`k`$ points but this has not been proved. Note that thinking of the charge $`k`$ monopoles as $`k`$ BPS monopoles gives an explanation of the dimension of the moduli space: each constituent BPS monopole contributes its position (three parameters) and a phase, which is a point on the circle, making a total of four parameters.

It is important to note that when the charge is greater than one we cannot associate to every monopole $`(A,\mathrm{\Phi })`$ a collection of $`k`$ points which are the locations of the $`k`$ particles we think of as its constituents. We can however associate sensibly to a $`k`$ monopole a centre of mass or location  which we define below.

The analysis of monopoles directly in terms of the connection and Higgs field on $`^3`$, for example the definition of the location of a monopole, while possible, is difficult. Part of this difficulty stems from the infinite dimensional symmetry group of gauge transformations. Research on monopoles has focused on various transformations which are designed to construct some other mathematical data equivalent to the monopole. Study of these data then, hopefully, sheds light on the original monopole. This process is particularly useful if the object produced is an invariant of the monopole, something which does not change under gauge transformation. The transforms we will discuss below are:

* the spectral curve which is an invariant of the monopole,
* Hitchin’s adaption of the twistor transform which relates monopoles to holomorphic bundles on mini-twistor space,
* the Nahm transform which relates monopoles to solutions of an ordinary differential equation on the interval $`(1,1)`$, and
* the rational map which is another invariant of the monopole.

## 3. The spectral curve

Let $`\gamma (t)`$ be an oriented line in $`^3`$. This can be put in the form

$$\gamma (t)=v+tu$$

with vectors $`u`$ and $`v`$ determined uniquely by the requirement that $`|u|=1`$, $`u,v=0`$ and $`u`$ points in the direction of the orientation. Along the line $`\gamma `$ we have Hitchin’s differential equation

(5)
$$\left(\frac{d}{dt}+\underset{i=1}{\overset{3}{}}u^iA_i(\gamma (t))i\mathrm{\Phi }(\gamma (t))\right)s(t)=0.$$

This is an ordinary differential equation so it has a two-dimensional space of solutions $`E_\gamma `$ depending, of course, on $`\gamma `$.

Notice that by a gauge transformation we can arrange, for any given line $`\gamma `$, that $`_{i=1}^3u^iA_i=0`$ so we can essentially disregard this term. The boundary conditions can be used to show that we can expand the Higgs field along any line as

$$\mathrm{\Phi }(\gamma (t))=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)\frac{1}{2t}\left(\begin{array}{cc}ik& 0\\ 0& ik\end{array}\right)+O\left(\frac{1}{t^2}\right)$$

where the $`k`$ here is the monopole charge. We want to consider the Hitchin equation as a perturbation of a modified Hitchin equation:

(6)
$$\left(\frac{d}{dt}+\left(\begin{array}{cc}1& 0\\ 0& 1\end{array}\right)\frac{1}{2t}\left(\begin{array}{cc}k& 0\\ 0& k\end{array}\right)\right)s=0.$$

The modified equation is the Hitchin equation with the $`o(1/t^2)`$ term in the Higgs field expansion set to zero. We use this to study the behaviour of solutions of the Hitchin equation. The solutions of (6) are given by

(7)
$$s_1(t)=\left(\begin{array}{c}t^{k/2}e^t\\ 0\end{array}\right)$$

(8)
$$s_2(t)=\left(\begin{array}{c}0\\ t^{k/2}e^t\end{array}\right).$$

Asymptotic analysis of ordinary differential equations shows that for any line there are solutions $`s_1(t)`$ and $`s_2(t)`$ of the Hitchin equation (5) which behave asymptotically like the solutions to the modified Hitchin equation, that is they satisfy

$`\underset{t\mathrm{}}{lim}t^{k/2}e^ts_1(t)`$ $`=\left(\begin{array}{c}1\\ 0\end{array}\right)`$
$`\underset{t\mathrm{}}{lim}t^{k/2}e^ts_2(t)`$ $`=\left(\begin{array}{c}0\\ 1\end{array}\right).`$
Similarly there are solutions that decay and blow up exponentially as $`t\mathrm{}`$. For the modified Hitchin equation a solution that blows up (decays) at one end of the line decays (blows up) at the other end. In general this will not be true of solutions of the Hitchin equation. In particular asymptotic analysis tells us that there will be a ball in $`^3`$ of radius $`R>0`$ with the property that if a line lies outside the ball then the solutions $`s_1(t)`$ and $`s_2(t)`$ behave like the solutions to the modified Hitchin equation, that is $`s_1(t)`$ decays as $`t\mathrm{}`$ and $`s_2(t)`$ blows up as $`t\mathrm{}`$.

We expect then that lines which do not exhibit this behaviour are somehow close to the monopole. We call a line $`\gamma `$ a spectral line if there is a solution to the Hitchin equation which decays at both ends. We call the set of all spectral lines the spectral curve of the monopole. It is easy to see that being a spectral line for a monopole is independent of gauge transformations so the spectral curve is an invariant of the monopole.

It is not difficult to show that for the BPS monopole located at the point $`x^3`$ the spectral lines are exactly the lines passing through $`x`$. Note that this is a two-dimensional set, indeed a copy of $`S^2`$. This is more generally true: the spectral curve is always a two-dimensional family of lines. To say more about the structure of the spectral curve we need to consider the set of all oriented lines in $`^3`$.

The importance of the spectral curve is the following theorem of Hitchin:

###### Theorem 3.1 (Hitchin ).

If monopoles $`(A,\mathrm{\Phi })`$ and $`(A^{},\mathrm{\Phi }^{})`$ have spectral curves $`S`$ and $`S^{}`$ and $`S=S^{}`$ then $`(A,\mathrm{\Phi })`$ is an unframed gauge transform of $`(A^{},\mathrm{\Phi }^{})`$.

Note that $`S=S^{}`$ means equality of the corresponding sets of oriented lines in $`^3`$ and that an unframed gauge transformation is one without the requirement that $`lim_t\mathrm{}g(0,0,t)=1`$ (c.f. equation (4)). Theorem 3.1 tells us that the spectral curve determines the monopole up to the action of the circle on the moduli space. It is possible to also add a small amount of additional data to the spectral curve which captures this phase, we shall not concern ourselves with that here.

## 4. The twistor theory of monopoles

As we have discussed above each oriented line in $`^3`$ is determined uniquely by vectors $`u`$ and $`v`$ satisfying $`|u|=1`$, $`u,v=0`$. It follows that the set of all oriented lines is the tangent bundle to the two-sphere:

$$TS^2=\{(u,v)|u|=1,u,v=0\}.$$

This is often called the mini-twistor space of $`^3`$. Mini-twistor space is naturally a complex manifold and we can introduce co-ordinates $`(\eta ,\zeta )`$ on the open subset where $`u(0,0,1)`$ by letting

(9)
$$\zeta =\frac{u^1+iu^2}{1u^3}\text{and}\eta =(v^1+iv^2)+2v^3\zeta +(v^1+iv^2)\zeta ^2.$$

The relationship between mini-twistor space and $`^3`$ is summarised by the equation:

(10)
$$\eta =(x^1+ix^2)+2x^3\zeta +(x^1+ix^2)\zeta ^2.$$

If we hold $`(\eta ,\zeta )`$ fixed then the $`(x^1,x^2,x^3)`$ satisfying (10) define a line in $`^3`$. On the other hand if we hold $`(x^1,x^2,x^3)`$ fixed then the $`(\eta ,\zeta )`$ satisfying (10) parametrise the set of all lines through the point $`x=(x^1,x^2,x^3)`$ which is a copy of $`S^2`$ inside $`TS^2`$.

Mini-twistor space has an involution $`\tau :TS^2TS^2`$ which sends each oriented line to the same line with opposite orientation. In co-ordinates this is given by:

$$\tau (\eta ,\zeta )=(\frac{\overline{\eta }}{\overline{\zeta }^2},\frac{1}{\overline{\zeta }}).$$

Because $`\tau `$ is like a conjugation it is called the real structure. The set of all lines through the point $`x`$ is real in the sense that it is fixed by the real structure.

We can now state the basic result concerning the spectral curve. It is a subset of $`TS^2`$ defined by an equation of the form

(11)
$$p(\eta ,\zeta )=\eta ^k+a_1(\zeta )\eta ^{k1}+\mathrm{}+a_k(\zeta )=0$$

where each of the $`a_i(\zeta )`$ is a polynomial of degree $`2i`$.

Note that by no means every such curve is the spectral curve of a monopole. One constraint is immediate from our definition. If a line is a spectral line then so also is the line with the opposite orientation. So the spectral curve is real, that is, fixed by the real structure. But more is true. The family of real curves defined by equations of the form (11) is $`(k1)^21`$ real dimensional whereas the moduli space of monopoles is $`4k`$ dimensional. So there have to be further constraints on the spectral curve. In particular a certain holomorphic line bundle must be trivial when restricted to the spectral curve. It is possible to say quite precisely what the other constraints are and hence to say, in principle, which spectral curves give rise to monopoles .

Spectral curves can be used to deduce a number of useful facts about monopoles. It is easy to show that the only real curves of the type (11) for $`k=1`$ are those of the form (10) for some point $`(x^1,x^2,x^3)`$. Hence the BPS monopoles are the only charge one monopoles.

The coefficient $`a_1(\zeta )`$ in (11) defines a real curve and hence has the form

$$a_1(\zeta )=(x^1+ix^2)+2x^3\zeta +(x^1+ix^2)\zeta ^2$$

for some point $`(x^1,x^2,x^3)`$. in $`^3`$. This point is called the centre of the monopole. If $`(u,v_1),\mathrm{},(u,v_k)`$ is a collection of $`k`$ parallel lines let us define their average to be the line $`(u,(1/k)_{i=1}^kv_i)`$. Notice from definition of $`\eta `$ (9) that if these lines have complex co-ordinates $`(\eta _1,\zeta ),\mathrm{},(\eta _k,\zeta )`$ then their average has complex co-ordinates $`((1/k)_{i=1}^k\eta _i,\zeta )`$. If we fix a particular direction in $`^3`$, that is fix a $`\zeta `$ and look for all the spectral lines in that direction we are finding all the $`\eta `$ satisfying a degree $`k`$ polynomial and hence there are generically $`k`$ of them. If we take the average of all these lines then it will pass through the monopole centre. This gives us a way of defining the centre entirely in $`^3`$. Take the average of the spectral lines in each direction in $`^3`$, the resulting family of lines will (nearly) all intersect in a single point, that point is the centre of the monopole.

The definition of the spectral curve of a monopole clearly preserves the action of the rotations and translations of $`^3`$ and this gives us a way of looking for monopoles with particular symmetries. We look first for spectral curves with these symmetries. This approach can be used to show that the only spherically symmetric monopole is the BPS monopole at the origin. It was used by Hitchin  to classify the axially symmetric monopoles and more recently  to find monopoles with symmetry groups those of the regular solids.

The various properties of the spectral curve such as the form of equation (11) are proved by using Hitchin’s twistor transform. Hitchin  introduces the vector space $`E_\gamma `$ of all solutions to his equation (5). This is a two-dimensional space and the collection of them all defines a complex vector bundle $`E`$ over the mini-twistor space $`TS^2`$. Hitchin shows that the Bogomolny equations imply that $`E`$ is a holomorphic vector bundle and moreover the monopole can be recovered from knowing $`E`$. The boundary conditions of the monopole then enter by noting that there are two distinguished holomorphic sub-bundles $`E^+`$ and $`E^{}`$ of solutions to Hitchin’s equation which decay at $`+`$ and $``$ infinity. The spectral curve is the set where these line bundles coincide. Algebraic geometry can then be used to prove Theorem 3.1 and that the spectral curve satisfies an equation of the form (11). Various constraints on the spectral curve also follow from the twistor theory. The precise constraints that a curve must satisfy to be the spectral curve are given in . The proof that a spectral curve satisfying these constraints comes from a monopole requires the Nahm transform which we consider next.

## 5. The Nahm transform and Nahm’s equations

An alternative point of view on monopoles comes via Nahm’s adaption of the Atiyah, Drinfeld, Hitchin, Manin construction of instantons . Nahm considers a Dirac operator on $`^3`$ coupled to the monopole. In more detail let $`\sigma ^i`$ be an orthonormal basis for the Lie algebra $`\text{su}(2)`$. This particular $`\text{su}(2)`$ should be regarded as different to the monopole $`\text{su}(2)`$ in which the connection and Higgs field take values. It is, in fact, the Lie algebra of the spin group of the group of rotations of $`^3`$. The Dirac operator $`D_z`$ is defined by

$$D_z=\underset{i=1}{\overset{3}{}}\sigma ^i_i(\mathrm{\Phi }+iz)$$

and acts on $`^2^2`$ valued functions on $`^3`$. The first $`^2`$ is the spin space on which the $`\sigma ^i`$ act and the second is the space on which the $`A_i`$ and $`\mathrm{\Phi }`$ act. Here $`z`$ is any real number. We also define an adjoint

$$D_z^{}=\underset{i=1}{\overset{3}{}}\sigma ^i_i+(\mathrm{\Phi }+iz).$$

If we compute the composition the Bogomolny equations show us that

$$D_zD_z^{}=\underset{i=1}{\overset{3}{}}_i_i(\mathrm{\Phi }+iz)(\mathrm{\Phi }+iz)$$

which is a positive operator and hence has no $`L^2`$ kernel. From this we conclude that $`D_z^{}`$ has no $`L^2`$ kernel. An $`L^2`$ index theorem of Callias shows that $`D_z`$ has index $`k`$ if $`1<z<1`$ and $`0`$ otherwise. Hence it follows that $`D_z`$ has a $`k`$ dimensional $`L^2`$ kernel $`N_z`$ if $`1<z<1`$. The point of view we wish to adopt is that $`N_z`$ is a $`k`$ dimensional vector bundle over the interval $`(1,1)`$.

We are interested in sections of this vector bundle, that is functions

$$\psi :(1,1)\times ^3^2^2.$$

which satisfy $`D_z\psi (z,x)=0`$ for every $`z(1,1)`$. Choose $`k`$ of these $`\psi ^1,\mathrm{},\psi ^k`$ so that for each $`z`$ they span $`N_z`$. Moreover choose them so that they are orthonormal

$$_^3(\psi ^i,\psi ^j)d^3x=\delta ^{ij}$$

and satisfy

$$_^3(\psi ^i,\frac{\psi ^j}{z})d^3x=0$$

for all $`i,j=1\mathrm{},k`$. Here, of course, $`\delta ^{ij}`$ is the Kronecker delta which is zero unless $`i=j`$ when it is one. Notice that there is no obstruction to satisfying these extra conditions. We can use Gramm-Schmidt orthogonalisation for the first and the second is just solving an ordinary differential equation on $`(1,1)`$.

Now we define three $`k`$ by $`k`$ matrix functions of $`z`$ by

$$T_a^{ij}(z)=_^3(\psi ^i,x^a\psi ^j)d^3x$$

for $`i,j=1\mathrm{},k`$ and $`a=1,2,3`$. The remarkable thing about this Nahm transformation is that these matrix valued functions satisfy some simple ordinary differential equations, called Nahm’s equations

$`{\displaystyle \frac{dT_1}{dz}}`$ $`=[T_2,T_3]`$
$`{\displaystyle \frac{dT_2}{dz}}`$ $`=[T_3,T_1]`$
$`{\displaystyle \frac{dT_3}{dz}}`$ $`=[T_1,T_2].`$
It is possible to cast Nahm’s equations into Lax form and solve them by the Krichever method. We will consider how to do this as it connects us again with spectral curves.

Define

$$A(\zeta )=(T_1+iT_2)+2T_3\zeta +(T_1+iT_2)\zeta ^2$$

and $`A_+(\zeta )=iT_3(iT_1+T_2)\zeta `$. Then Nahm’s equations are equivalent to

$$\frac{dA}{dz}=[A_+,A]$$

which is in Lax form. Now consider the curve $`S_z`$ in $`\times `$ defined by

(12)
$$det(\eta A(\zeta ))=0.$$

We have

###### Proposition 5.1.

The curve $`S_z`$ is independent of $`z`$.

###### Proof.

Choose an eigenvector $`v`$ of $`A(\zeta )`$ with eigenvalue $`\lambda `$ at some $`z=z_0`$. Now evolve $`v`$ with the differential equation

$$\frac{dv}{dz}=A_+v$$

and consider

$`{\displaystyle \frac{d(Av)}{dz}}`$ $`=A_+AvAA_+v+AA_+v`$
$`=A_+(Av).`$
It follows that

$$\frac{d}{dz}\left(Av\lambda v\right)=0$$

and because $`Av\lambda v`$ vanishes at $`z_0`$ it must vanish everywhere. We conclude that the eigenvalues of $`A(\zeta )`$ are independent of $`z`$ and hence that $`S_z`$ is independent of $`z`$. ∎

If we identify the $`(\eta ,\zeta )`$ in (12) with the co-ordinates (9) on mini-twistor space we realise $`S_z`$ as a curve in mini-twistor space. This is, in fact, a natural thing to do. It is a remarkable fact  that the curve $`S=S_z`$ defined via Nahm’s transform is the same as the spectral curve of the monopole defined in Section 3.

Standard methods from integrable systems can be used to solve Nahm’s equations using the curve $`S`$ and some additional structure. Indeed in  Hitchin uses this approach to determine exactly which spectral curves correspond to monopoles.

One of the important properties of Nahm’s equations is that it is straightforward to define a monopole from a solution of Nahm’s equations plus some boundary conditions. Given such a solution and a point $`(x^1,x^2,x^3)`$ in $`^3`$ we define

$`T={\displaystyle \underset{i=1}{\overset{3}{}}}T_i\sigma ^i`$
and
$`x={\displaystyle \underset{i=1}{\overset{3}{}}}x^i\sigma ^i.`$
Now define $`E_x`$ to be the $`L^2`$ kernel of the operator

$$D_x=\frac{d}{dz}Tx.$$

It can be shown that this is two dimensional. We define the connection and Higgs field by choosing an orthonormal basis $`(v_1,v_2)`$ for $`E_x`$ and letting

$`\mathrm{\Phi }(v_a)={\displaystyle \underset{b=1}{\overset{2}{}}}{\displaystyle _1^1}(v_b,zv_a)𝑑z`$
and
$`A_i(v_a)={\displaystyle \underset{b=1}{\overset{2}{}}}{\displaystyle _1^1}(v_b,{\displaystyle \frac{dv_a}{dx^i}})𝑑z.`$
This $`(A,\mathrm{\Phi })`$ define a monopole if the $`T_i`$ satisfy Nahm’s equations with the appropriate boundary conditions. Moreover if the solution of Nahm’s equations came from a monopole this construction returns the same monopole. For more details see .

## 6. Rational maps

Although spectral curves are a useful invariant of monopoles it is very difficult given a spectral curve, for example a polynomial as in (11), to determine if it is the spectral curve of a monopole. Another approach to monopoles is the rational map of a monopole. By a rational map we mean a meromorphic function $`R(z):`$ of the form

$$R(z)=\frac{p(z)}{q(z)}$$

where $`p`$ and $`q`$ are polynomials with no common divisor. We will be interested first in based rational maps, that is those which send $`\mathrm{}`$ to $`0`$ and have degree $`k`$. For a degree $`k`$ based rational map we require that $`q`$ is monic of degree $`k`$ and that $`p`$ has degree strictly less than $`k`$. Let $`_k^b`$ be the set of all such maps then we have

###### Theorem 6.1 (Donaldson ).

If we choose an orthogonal splitting of $`^3`$ as $`\times `$ then there is a diffeomorphism

$$_k_k^b.$$

We shall indicate in a moment how to construct a rational map from a monopole. It is important to note that the inverse construction from rational map to monopole is not known. All that is known is that there is a map $`_k_k^b`$ which can be shown to be a diffeomorphism. This is to be contrasted with the case of spectral curves where, although we have not discussed it, an inverse construction is known and with Nahm’s construction where the inverse construction is quite straightforward. It seems that what we gain by knowing that every rational map is the rational map of some monopole we lose by not knowing how to get back to a monopole given a rational map.

To define the rational map we choose first the orthogonal splitting. This amounts to choosing a direction in $`^3`$ and an orthogonal plane. Now consider Hitchin’s equation along each line parallel to that direction. Because of the framing we have

$$\underset{t\mathrm{}}{lim}\mathrm{\Phi }(0,0,t)=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right).$$

We choose a gauge so that

$$\underset{t\mathrm{}}{lim}\mathrm{\Phi }(x,y,t)=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)$$

for every $`(x,y)`$. For each $`z=x+iy`$ consider the one-dimensional subspace of $`^2`$ of solutions decaying along the line $`(x,y,t)`$ as $`t\mathrm{}`$. Up to scale this line is spanned by a vector $`(a(z),b(z))`$. It turns out that $`b(z)`$ is a polynomial of degree $`k`$ with roots $`\beta ^1,\mathrm{},\beta ^k`$. We choose the unique polynomial $`p(z)`$of degree $`k1`$ such that $`p(\beta ^i)=a(\beta ^i)`$ for all $`i=1,\mathrm{},k`$. Finally we define $`R(z)=p(z)/b(z)`$. Notice that as $`|x|^2+|y|^2\mathrm{}`$ the solution which decays as $`t\mathrm{}`$ blows up as $`t\mathrm{}`$ and hence $`a(z)0`$ so that map $`R(z)`$ is based. Note also that the spectral lines of the form $`(x,y,t)`$ have $`b(x+iy)=0`$ so that they correspond to the poles of the rational map.

While an extremely useful invariant of the monopole as every based rational corresponds to exactly one monopole there are two significant problems. One we have already noted: the inverse map from rational maps to monopoles is not known. Another is that the construction breaks symmetry by writing $`^3`$ as $`\times `$ and hence the construction does not preserve the full group of rotations of $`^3`$ but instead the group of rotations around the axis which determines the splitting $`\times `$.

There is an alternative approach to rational maps due to Jarvis  which avoids the problem of symmetry breaking. The rational map is also simpler to define. For this we pick a point in $`^3`$ and consider Hitchin’s equation along each (oriented) line through that point. Parametrise the lines through the point by $`\zeta `$ and the distance along the line by $`t`$ then the solution that decays in the forward direction is given by

$$s(\zeta ,t)=\left(\begin{array}{c}s^0(\zeta ,t)\\ s^1(\zeta ,t)\end{array}\right).$$

The Jarvis rational map is then defined by

$$R(\zeta )=\frac{s^0(\zeta ,0)}{s^1(\zeta ,0)}.$$

To obtain a gauge invariant correspondence we note that the rational map is only determined up to the action of $`SU(2)`$ by fractional linear transformations. Then Jarvis proves:

###### Theorem 6.2 (Jarvis ).

If we choose a point in $`^3`$ there is a diffeomorphism

$$_k/S^1_k/SU(2).$$

Here $`_k`$ is the set of all rational maps of degree $`k`$ not just based and the space $`_k/S^1`$ is the unframed moduli space, that is the moduli space divided by the action of the circle acting by constant gauge transformations.

The precise relationship between the Jarvis rational map and the Donaldson rational map has not yet been determined but it is believed that by moving the point determining the Jarvis map out to infinity along a line, and suitably rescaling the map, that the Donaldson map will be recovered.

## 7. Conclusion

We conclude by considering three significant omissions and generalisations.

Firstly the moduli space has a natural hyperkaehler metric. The physical interpretation of this is as follows. Consider the configuration space $`𝒞`$ of all pairs $`(A,\mathrm{\Phi })`$ satisfying the boundary conditions of a monopole. Inside $`𝒞`$ we have the space $`𝒞_0`$ of solutions of the Bogomolny equations and the monopole moduli space is the quotient of $`𝒞_0`$ by the group of all gauge transformations. A solution of the full Yang-Mills-Higgs equations describes a curve $`(A(t),\mathrm{\Phi }(t))`$ in $`𝒞`$ where the $`t`$ parameter is time. Monopoles, points on $`𝒞_0`$, are static solutions of the full Yang-Mills-Higgs equations and the minima of a potential energy functional on $`𝒞`$. If we start with a point $`(A,\mathrm{\Phi })`$ on $`𝒞_0`$ and give it a small push then, by conservation of energy, it should describe a path staying close to $`𝒞_0`$ and solving the full Yang-Mills-Higgs equations. In the limit, as the size of the push becomes zero, these paths determine geodesics of the natural hyperkaehler metric.

It follows that the geodesics on the monopole moduli space of this metric should approximate the motion of slowly moving monopoles. If we start with a monopole near the edge of the moduli space, which can be interpreted as a collection of $`k`$ particles, and follow it along a geodesic until it emerges again into the region where it can be regarded as $`k`$ particles we will have described a scattering process which should be an approximation to true $`k`$-monopole scattering. This idea is due to Manton  and in  Atiyah and Hitchin describe the metric on the moduli space of charge two monopoles and certain of its geodesics and interpret the results in terms of two particle monopole scattering.

Secondly it is possible to generalise all the present discussion to other compact, simple Lie groups although the Nahm correspondence only works simply for the classical Lie groups. See for example, . It is also possible to generalise to the loop group and loop group monopoles or calorons can be interpreted as instantons on $`S^1\times ^3`$ .

Thirdly the underlying space $`^3`$ can be replaced by hyperbolic three space and many of the results here carried over. This idea is due to Atiyah  and further developed in  and .