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# Existence and nonlinear stability of steady states of the Schrödinger-Poisson system

## 1 Introduction

A large ensemble of charged quantum particles interacting only by the electrostatic field which they create collectively can be described by the Schrödinger-Poisson system:

$$i\frac{\psi _k}{t}=\mathrm{\Delta }\psi _k+V\psi _k,$$
(1.1)
$$V=n,$$
(1.2)
$$n=\underset{k=1}{\overset{\mathrm{}}{}}\lambda _k|\psi _k|^2.$$
(1.3)
Here $`\psi _k=\psi _k(t,x)`$ is the wave function of the $`k`$th state, $`k\mathrm{IN}`$, $`\lambda _k0`$ denote the corresponding occupation probabilities normalized such that $`_k\lambda _k=1`$, $`n=n(t,x)`$ is the number density, and $`V=V(t,x)`$ the self-consistent potential of the ensemble. In order to avoid continuous spectra we shall analyze this system on a bounded domain $`\mathrm{\Omega }\mathrm{IR}^3`$ with sufficiently smooth boundary, and we supplement it with Dirichlet boundary conditions:

$$\psi _k(t,x)=0,V(t,x)=0,t0,x\mathrm{\Omega },k\mathrm{IN}.$$
(1.4)
We could also consider the system on the whole space $`\mathrm{IR}^3`$ and add to $`V`$ an appropriate exterior potential $`V_e`$. Initial data are given by a complete orthonormal system $`(\psi _k(,0))`$ in $`L^2(\mathrm{\Omega })`$. We refer to  for background information on the Schrödinger-Poisson system (1.1), (1.2), (1.3).

In terms of the density operator $`R(t)`$ of the system, a time dependent, hermitian, positive trace-class operator acting on the Hilbert space $`L^2(\mathrm{\Omega })`$, the time evolution is given by the von-Neumann-Heisenberg equation

$$i\frac{R}{t}=[H_V,R].$$

Here the Hamiltonian is defined as $`H_V:=+V(t,x)`$ with potential $`V`$ given as the solution of the Poisson equation (1.2) with Dirichlet boundary condition, and $`n(t,x):=\rho (t,x,x)`$ where $`\rho (t,x,y)`$ is the kernel of the operator $`R(t)`$. The Schrödinger-Poisson picture and the Heisenberg picture are equivalent: Let $`(\varphi _k)`$ be a complete orthonormal sequence of eigenvectors of $`R(0)`$ with eigenvalues $`(\lambda _k)`$ and let $`(\psi _k(t,))`$ be the solution of the Schrödinger-Poisson system (1.1)–(1.4) with initial data $`\psi _k(0)=\varphi _k`$. Then $`\rho (t,x,y)=_k\lambda _k\psi _k(t,x)\overline{\psi }_k(t,y)`$ defines the kernel of an operator $`R(t)`$ which solves the von-Neumann-Heisenberg equation with the corresponding initial datum, and vice versa.

The Schrödinger-Poisson picture is more suitable for our present purposes, which are as follows: We investigate the nonlinear stability of certain steady states of the Schrödinger-Poisson system, i. e., of solutions of the form $`\psi _k(t,x)=e^{i\mu _kt}\varphi _k(x)`$ with energy levels $`\mu _k\mathrm{IR}`$, and we prove the existence of such steady states. To our knowledge, the stability problem has not yet been investigated. The existence of steady states has been considered by different methods before, cf. .

Our approach is motivated by analogous results for the Vlasov-Poisson system which arises as the classical limit of the Schrödinger-Poisson system. Both systems share the following property: The total energy of the system is conserved along solutions—indeed, the dynamics can be interpreted as the “Hamiltonian flow” induced by the energy functional—, but the steady states are not critical points of the energy. On the other hand, there exist additional conserved quantities, the so-called Casimir functionals , such that a given steady state is a critical point for the appropriately chosen energy-plus-Casimir functional $`_C`$. The energy-Casimir method was first used to prove genuine, nonlinear stability for fluid-flow problems by Arnol’d in the 1960’s, cf. . Some of the background of this method can be found in . More recently, the energy-Casimir method was adapted to problems in kinetic theory, in particular the Vlasov-Poisson system, cf. . When applying this method there is a sharp contrast between the plasma physics situation and the stellar dynamics one, where the sign in the Poisson equation is reversed: The quadratic part in the expansion of the energy-Casimir functional at the steady state is positive definite in the plasma physics case while it is indefinite in the stellar dynamics case. Therefore, in the former case the method applies in a straight forward manner, cf. , while in the latter case a careful investigation of the behavior of the energy-Casimir functional along minimizing sequences is needed and leads to nonlinear stability only for such steady states which are obtained as minimizers of this functional. The present paper addresses the plasma-physics case for the Schrödinger-Poisson system, and thus the approach should be more like the former case for the Vlasov-Poisson system.

This is indeed so: In Section 3 we show that steady states $`(\psi _0,\lambda _0)`$ from a specified class are nonlinearly stable, and we do so by estimating $`_C(\psi ,\lambda )_C(\psi _0,\lambda _0)`$ from below by an expression which is quadratic in $`(\psi ,\lambda )(\psi _0,\lambda _0)`$, where $`(\psi ,\lambda )`$ is some other, ‘close-by’ state. In Section 4 we construct a functional which is in some sense dual to a given energy-Casimir functional. As shown in Section 5 this dual functional has a unique maximizer, which is a steady state, and nonlinearly stable by Section 3. We emphasize that—as opposed to the stellar-dynamics situation for the Vlasov-Poisson system—the stability analysis and the existence analysis are independent from each other; the connecting Section 4 is included to put both parts into a common perspective. Before going into all this we introduce the class of steady states respectively Casimir functionals under consideration, derive some preliminary estimates, and fix some notation.

## 2 Preliminaries

As state space for the Schrödinger-Poisson system we use the set

$`𝒮:=\{(\psi ,\lambda )`$ $`|`$ $`\psi =(\psi _k)_{k\mathrm{IN}}H_0^1(\mathrm{\Omega })H^2(\mathrm{\Omega })`$
$`\text{is a complete orthonormal system in}L^2(\mathrm{\Omega }),`$
$`\lambda =(\lambda _k)_{k\mathrm{IN}}l^1\text{with}\lambda _k0,k\mathrm{IN},`$
$`{\displaystyle \underset{k}{}}\lambda _k{\displaystyle }|\psi _k|^2<\mathrm{}\};`$
$`_k`$ always means $`_{k=1}^{\mathrm{}}`$. Our notation for the Sobolev spaces $`H^2`$ and $`H_0^1`$ is the standard one; by $`_p`$ we will denote the norm in the usual $`L^p`$ space. For $`(\psi ,\lambda )𝒮`$ we have

$$n_{\psi ,\lambda }:=\underset{k}{}\lambda _k|\psi _k|^2L^2(\mathrm{\Omega }),$$

and $`V_{\psi ,\lambda }`$ denotes the Coulomb potential induced by $`n_{\psi ,\lambda }`$, i. e.,

$$V_{\psi ,\lambda }=n_{\psi ,\lambda }\text{on}\mathrm{\Omega },V_{\psi ,\lambda }=0\text{on}\mathrm{\Omega };$$

note that $`V_{\psi ,\lambda }H_0^1(\mathrm{\Omega })H^2(\mathrm{\Omega })`$ by the energy bound and Sobolev inequalities. For every initial state $`(\psi (0),\lambda )𝒮`$ there is a unique strong solution $`[0,\mathrm{}[t\psi (t)`$ of (1.1)–(1.4) with $`(\psi (t),\lambda )𝒮`$, cf. . Throughout the paper, potentials $`V`$ are real-valued while quantum states $`\psi _k`$ are complex-valued. The energy of a state $`(\psi ,\lambda )𝒮`$ is defined as

$`(\psi ,\lambda )`$ $`:=`$ $`{\displaystyle \underset{k}{}}\lambda _k{\displaystyle |\psi _k|^2}+{\displaystyle \frac{1}{2}}{\displaystyle n_{\psi ,\lambda }V_{\psi ,\lambda }}`$
$`=`$ $`{\displaystyle \underset{k}{}}\lambda _k{\displaystyle |\psi _k|^2}+{\displaystyle \frac{1}{2}}{\displaystyle |V_{\psi ,\lambda }|^2};`$
integrals always extend over the set $`\mathrm{\Omega }`$. The energy is conserved along solutions of the Schrödinger-Poisson system , indeed, the system (1.1)–(1.4) can be written in the form

$`i{\displaystyle \frac{\psi _k}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{2\lambda _k}}\delta _{\overline{\psi }_k},`$
$`i{\displaystyle \frac{\overline{\psi }_k}{t}}`$ $`=`$ $`{\displaystyle \frac{1}{2\lambda _k}}\delta _{\psi _k},`$
$`{\displaystyle \frac{d\lambda _k}{dt}}`$ $`=`$ $`0,`$
where the bar denotes complex conjugation.

To assess the stability of a given steady state we employ an energy-Casimir functional

$$_C(\psi ,\lambda ):=\underset{k}{}C(\lambda _k)+(\psi ,\lambda )$$

with the real-valued function $`C`$ defined appropriately. Clearly, $`_C`$ is a conserved quantity for the Schrödinger-Poisson system.

The class of functions which generate the Casimir functionals will now be specified: We say that a function $`f:\mathrm{IR}\mathrm{IR}`$ is of Casimir class $`𝒞`$ iff it has the following properties:

* $`f`$ is continuous with $`f(s)>0,ss_0`$ and $`f(s)=0,ss_0`$ for some $`s_0]0,\mathrm{}]`$,
* $`f`$ is strictly decreasing on $`]\mathrm{},s_0]`$ with $`lim_s\mathrm{}f(s)=\mathrm{}`$,
* there exist constants $`ϵ>0`$ and $`C>0`$ such that

$$f(s)C(1+s)^{7/2ϵ},s0.$$

For $`f𝒞`$,

$$F(s):=_s^{\mathrm{}}f(\sigma )𝑑\sigma ,s\mathrm{IR},$$
(2.1)
defines a decreasing, continuously differentiable, and non-negative function which is strictly convex on its support, and

$$F(s)C(1+s)^{5/2ϵ},s0.$$

In passing we note that by adjusting various exponents our results easily extend to general space dimensions.

###### Remark 1

* A typical example for $`f𝒞`$ is the Boltzmann distribution $`f(s)=e^{\beta s}`$ with $`\beta >0`$, where the cut-off level $`s_0=\mathrm{}`$. Another example, which also decays exponentially for $`s\mathrm{}`$, is given by the Fermi-Dirac statistics:

$$f(s):=C_{\mathrm{IR}^3}\frac{dv}{ϵ+e^{|v|^2/2+s}},s\mathrm{IR},$$

where $`C>0`$ and $`ϵ>0`$ are positive parameters.

A function $`f`$ with $`f(s)=0`$ for $`s>s_0`$ with $`s_0\mathrm{IR}`$ will yield a steady state consisting of a finite number of quantum oscillators.
* We could generalize the assumption (iii) to requiring that both $`f(\mathrm{\Delta }+V)`$ and $`F(\mathrm{\Delta }+V)`$ are of trace class for (smooth) potentials $`V0`$, cf. Lemma 1 (b) below. However, we prefer to keep our assumptions on $`f`$ explicit.

###### Lemma 1

Let $`f𝒞`$.

* For every $`\beta >1`$ there exists $`C=C(\beta )\mathrm{IR}`$ such that

$$F(s)\beta s+C,s0.$$
* Let $`VH_0^1(\mathrm{\Omega })`$ be non-negative on $`\mathrm{\Omega }`$. Then both $`f(\mathrm{\Delta }+V)`$ and $`F(\mathrm{\Delta }+V)`$ are trace class.

Proof. Part (a) is straight forward from assumption (ii) and the definition of $`F`$. As to (b), let $`(\mu _k)`$ denote the sequence of eigenvalues of $`+V`$. Then, since $`V`$ is non-negative and $`F`$ decreasing,

$$\underset{k}{}F(\mu _k)\underset{k}{}F(\mu _k^0)$$

where $`\mu _k^0`$ denote the eigenvalues of $``$. For the latter we have the well-known estimate that the number of such eigenvalues less than some $`\mu \mathrm{IR}`$ grows like $`\mu ^{3/2}`$ for $`\mu \mathrm{}`$, which implies that the right hand sum is finite, and $`F(+V)`$ is trace class. Since $`f`$ decays faster than $`F`$ the same holds true for $`f(+V)`$. $`\mathrm{}`$

At several points the following technical observation will be useful:

###### Lemma 2

For $`\psi H_0^1(\mathrm{\Omega })H^2(\mathrm{\Omega })`$ with $`\psi _2=1`$ and $`VH_0^1(\mathrm{\Omega }),V0,`$ we have

$$F\left(\psi ,(+V)\psi \right)\psi ,F(+V)\psi $$

with equality if $`\psi `$ is an eigenstate of $`+V`$.

Proof. Denoting the spectral measure associated with $`+V`$ and $`\psi `$ by $`d\sigma `$ the claim translates into the inequality

$$F\left(\sigma 𝑑\sigma \right)F(\sigma )𝑑\sigma $$

which holds due to the convexity of $`F`$ and Jensen’s inequality. $`\mathrm{}`$

To conclude this section we make precise the notion of a steady state of the Schrödinger-Poisson system: A quadruple $`(\psi _0,\lambda _0,\mu _0,V_0)`$ with $`(\psi _0,\lambda _0)𝒮`$, $`\mu _0=(\mu _{0,k})\mathrm{IR}^{\mathrm{IN}}`$, and $`V_0H^2(\mathrm{\Omega })H_0^1(\mathrm{\Omega })`$ is a steady state of the Schrödinger-Poisson system (1.1)–(1.4) iff

$$(+V_0)\psi _{0,k}=\mu _{0,k}\psi _{0,k},k\mathrm{IN},$$
(2.2)
and

$$V_0=n_0=\underset{k}{}\lambda _{0,k}|\psi _{0,k}|^2,$$
(2.3)
where the energy levels $`\mu _{0,k}`$ and occupation probabilities $`\lambda _{0,k}`$ are related through an equation of state of the form

$$\lambda _{0,k}=f(\mu _{0,k}),k\mathrm{IN},$$
(2.4)
with some $`f𝒞`$.

###### Remark 2

If $`(\psi _0,\lambda _0,\mu _0,V_0)`$ satisfies the equations (2.2), (2.3), (2.4) with $`f𝒞`$ then the estimate

$$\underset{k}{}\lambda _{0,k}\psi _{0,k}_{H^2}^2<\mathrm{}.$$

follows and thus in particular $`(\psi ,\lambda )𝒮`$. To see this we use (2.2) and estimate

$$\underset{k}{}\lambda _{0,k}\psi _{0,k}_2^2+|V_0|^2=\underset{k}{}\mu _{0,k}f(\mu _{0,k})C\underset{k}{}(1+\mu _{0,k})^{(5/2+ϵ)}<\mathrm{}$$

by assumption (iii) on $`f`$ and the asymptotic behaviour of $`\mu _{0,k}`$. Thus, by the Sobolev inequality,

$$n_0_3\underset{k}{}\lambda _{0,k}\psi _{0,k}_6^2<\mathrm{},$$

and $`V_0W^{2,3}(\mathrm{\Omega })L^{\mathrm{}}(\mathrm{\Omega })`$ follows. Again from (2.2) we conclude that

$`{\displaystyle \underset{k}{}}\lambda _{0,k}\psi _{0,k}_2^2`$ $``$ $`C\left({\displaystyle \underset{k}{}}\lambda _{0,k}\mu _{0,k}^2+{\displaystyle \underset{k}{}}\lambda _{0,k}\right)`$
$``$ $`C\left(1+{\displaystyle \underset{k}{}}(1+\mu _{0,k})^{(3/2+ϵ)}\right)<\mathrm{}.`$
Given $`f𝒞`$ we still need to specify the corresponding Casimir functional: With $`F`$ given by (2.1), its Legendre or Fenchel transform is defined by

$$F^{}(s):=\underset{\lambda \mathrm{IR}}{sup}(\lambda sF(\lambda )),s\mathrm{IR},$$
(2.5)
and the energy-Casimir functional corresponding to $`f`$ is

$$_C(\psi ,\lambda ):=\underset{k}{}F^{}(\lambda _k)+(\psi ,\lambda ),(\psi ,\lambda )𝒮.$$
(2.6)
Note that since $`F^{}=f`$ has an inverse on $`]\mathrm{},s_0[`$,

$$F^{}(s)=_s^0f^1(\sigma )𝑑\sigma $$
(2.7)
for $`\mathrm{}=f(\mathrm{})<s0`$, and all $`\lambda _k`$ lie in this interval.

Obviously, only the values of $`f𝒞`$ on the interval $`]0,\mathrm{}[`$ are significant for the following theory. However, for technical reasons we consider the functions $`f`$ defining the equations of state as defined on all of $`\mathrm{IR}`$.

## 3 Stability

In the present section we shall establish the following result on nonlinear stability:

###### Theorem 1

Let $`(\psi _0,\lambda _0,\mu _0,V_0)`$ be a steady state of the Schrödinger-Poisson system with

$$\lambda _{0,k}=f(\mu _{0,k}),k\mathrm{IN},$$

for some $`f𝒞`$, and $`(\psi _0,\lambda _0)𝒮`$. Then this steady state is nonlinearly stable in the following sense: If $`t(\psi (t),\lambda )`$ is a solution of the Schrödinger-Poisson system with initial datum $`(\psi (0),\lambda )𝒮`$ then

$$\frac{1}{2}V_{\psi (t),\lambda }V_0_2^2_C(\psi (0),\lambda )_C(\psi _0,\lambda _0),t0.$$

We recall that $`_C`$ is defined by (2.6) for the given function $`f`$ and note that, clearly, the right hand side in the estimate above becomes arbitrarily small if $`(\psi (0),\lambda )`$ is close to $`(\psi _0,\lambda _0)`$ in the appropriate topology. The main step in the proof of Theorem 1 is to show the following estimate:

###### Lemma 3

Let $`VH_0^1(\mathrm{\Omega }),V0`$. Then

$$\underset{k}{}[F^{}(\lambda _k)+\lambda _k[|\psi _k|^2+V|\psi _k|^2]]\text{Tr}[F(+V)],(\psi ,\lambda )𝒮,$$

with equality for $`(\psi ,\lambda )=(\psi _V,\lambda _V)`$, where $`\psi _V=(\psi _{V,k})H_0^1(\mathrm{\Omega })^{\mathrm{IN}}`$ is an orthonormal sequence of eigenfunctions of $`+V`$ with eigenvalues $`\mu _V=(\mu _{V,k})`$, and $`\lambda _V=(\lambda _{V,k})=(f(\mu _{V,k}))`$.

Proof. The fact that $`F`$ and $`F^{}`$ are related by conjugacy implies that

$`F^{}(\lambda )+\lambda \mu `$ $``$ $`\underset{s\mathrm{IR}}{inf}[F^{}(s)+s\mu ]`$ (3.1)
$`=`$ $`\underset{s\mathrm{IR}}{sup}[F^{}(s)+s\mu ]=F^{}(\mu )`$
$`=`$ $`F(\mu ),\lambda ,\mu \mathrm{IR}.`$
We substitute $`\lambda _k`$ for $`\lambda `$ and

$$\mu _k:=[|\psi _k|^2+V|\psi _k|^2]=\psi _k,(+V)\psi _k$$

for $`\mu `$ and sum over $`k`$ to find

$`{\displaystyle \underset{k}{}}\left[F^{}(\lambda _k)+\lambda _k{\displaystyle \left[|\psi _k|^2+V|\psi _k|^2\right]}\right]`$ $``$ $`{\displaystyle \underset{k}{}}F(\psi _k,(+V)\psi _k)`$
$``$ $`{\displaystyle \underset{k}{}}\psi _k,F(+V)\psi _k)`$
$`=`$ $`\text{Tr}[F(+V)]`$
by Lemma 2 and the definition of trace.

Now suppose that $`(\psi ,\lambda )=(\psi _V,\lambda _V)`$. Since by definition each $`\psi _{V,k}`$ is an eigenfunction of $`+V`$ the $`\mu _k`$ defined above are the corresponding eigenvalues $`\mu _{V,k}`$, and

$$\text{Tr}[F(+V)]=\underset{k}{}F(\mu _{V,k}).$$

On the other hand we have $`\lambda _{V,k}=f(\mu _{V,k})=F^{}(\mu _{V,k})`$ which by conjugacy is equivalent to $`\mu _{V,k}=F_{}^{}{}_{}{}^{}(\lambda _{V,k})`$, $`k\mathrm{IN}`$. This implies that

$$\underset{k}{}F(\mu _{V,k})=\underset{k}{}\left[F^{}(\lambda _{V,k})+\lambda _{V,k}\mu _{V,k}\right],$$

and the proof is complete. $`\mathrm{}`$

###### Remark 3

In Lemma 3 equality holds if and only if $`(\psi ,\lambda )=(\psi _V,\lambda _V)`$. This follows from the strict convexity of $`F`$, but we make no use of this observation in the rest of the paper.

Proof of Theorem 1.  Let $`V=V_{\psi ,\lambda }`$ be the potential induced by $`(\psi ,\lambda )𝒮`$. Then

$`{\displaystyle \frac{1}{2}}VV_0_2^2`$
$`={\displaystyle \frac{1}{2}}{\displaystyle |V|^2}+{\displaystyle }VV_0+{\displaystyle \frac{1}{2}}{\displaystyle |V_0|^2}`$
$`=_C(\psi ,\lambda )\left[{\displaystyle \underset{k}{}}\left(F^{}(\lambda _k)+\lambda _k{\displaystyle |\psi _k|^2}\right){\displaystyle \frac{1}{2}}{\displaystyle |V_0|^2}{\displaystyle }VV_0\right]`$
$`=_C(\psi ,\lambda )\left[{\displaystyle \underset{k}{}}\left(F^{}(\lambda _k)+\lambda _k{\displaystyle \left[|\psi _k|^2+V_0|\psi _k|^2\right]}\right){\displaystyle \frac{1}{2}}{\displaystyle |V_0|^2}\right]`$
$`_C(\psi ,\lambda )[\text{Tr}[F(+V_0)]{\displaystyle \frac{1}{2}}{\displaystyle }|V_0|^2]`$
$`=_C(\psi ,\lambda )\left[{\displaystyle \underset{k}{}}\left(F^{}(\lambda _{0,k})+\lambda _{0,k}{\displaystyle (|\psi _{0,k}|^2+V_0|\psi _{0,k}|^2)}\right){\displaystyle \frac{1}{2}}{\displaystyle |V_0|^2}\right]`$
$`=_C(\psi ,\lambda )_C(\psi _0,\lambda _0),`$
where we have used Lemma 3 twice. Given a solution with $`(\psi (0),\lambda )𝒮`$ we may substitute $`(\psi (t),\lambda )𝒮`$ into this estimate, and since $`_C`$ is constant along solutions the assertion follows. $`\mathrm{}`$

## 4 Dual functionals

Our aim for the rest of this paper is to prove the existence of steady states which satisfy the assumption of our stability result. For each $`f𝒞`$ a corresponding steady state will be obtained as the unique maximizer of an appropriately defined functional. In the present section we derive this dual functional from the energy-Casimir functional used in the stability analysis. The relation between these functionals is of interest in itself, but it is not used in the proofs of our results. Throughout this section we fix an element $`f𝒞`$. We move to the dual functional in two steps. First we apply the saddle point principle and define, for $`\mathrm{\Lambda }>0`$ fixed,

$`𝒢(\psi ,\lambda ,V,\sigma )`$ $`:=`$ $`{\displaystyle \underset{k}{}}\left[F^{}(\lambda _k)+\lambda _k{\displaystyle \left[|\psi _k|^2+V|\psi _k|^2\right]}\right]{\displaystyle \frac{1}{2}}{\displaystyle |V|^2}`$
$`+\sigma \left[{\displaystyle \underset{k}{}}\lambda _k\mathrm{\Lambda }\right]`$
where $`\psi =(\psi _k)`$ is again an orthonormal system in $`L^2(\mathrm{\Omega })`$, $`\lambda l_+^1=\{(\sigma _k)l^1|\sigma _k0,k\mathrm{IN}\}`$, and $`VH_0^1(\mathrm{\Omega })`$ may now vary independently of $`\psi `$ and $`\lambda `$. The role of the parameter $`\sigma \mathrm{IR}`$ (Lagrange multiplier) will become clear shortly; the relation between $`_C`$ and this new functional is as follows:

###### Remark 4

For any $`\psi ,\lambda ,\sigma `$,

$$\underset{V}{sup}𝒢(\psi ,\lambda ,V,\sigma )=_C(\psi ,\lambda )+\sigma \left[\underset{k}{}\lambda _k\mathrm{\Lambda }\right],$$
(4.1)
and the supremum is attained at $`V=V_{\psi ,\lambda }`$. In fact, integration by parts and some computations show that

$$𝒢(\psi ,\lambda ,V,\sigma )=_C(\psi ,\lambda )+\sigma \left[\underset{k}{}\lambda _k\mathrm{\Lambda }\right]\frac{1}{2}V_{\psi ,\lambda }V_2^2.$$

As second step on our way to a dual variational formulation we reduce the functional $`𝒢`$ to a functional of $`V`$ and $`\sigma `$ as follows:

$$\mathrm{\Phi }(V,\sigma ):=\underset{\psi ,\lambda }{inf}𝒢(\psi ,\lambda ,V,\sigma )$$
(4.2)
where the infimum is taken over all $`\lambda l_+^1`$ and all orthonormal sequences $`\psi `$ in $`L^2(\mathrm{\Omega })`$. It is this functional which will have a unique maximizer in the next section, which is then a steady state. First however, we need to bring it into a different form:

###### Remark 5

The infimum in the definition of $`\mathrm{\Phi }`$ is attained at $`\psi =(\psi _{V,k})`$, an orthonormal sequence of eigenstates of $`+V`$ with corresponding eigenvalues $`\mu _{V,k}`$, and $`\lambda =\lambda _V`$ where $`\lambda _{V,k}=f(\mu _{V,k}+\sigma ),k\mathrm{IN}`$. Moreover,

$$\mathrm{\Phi }(V,\sigma )=\frac{1}{2}|V|^2\text{Tr}\left[F(\mathrm{\Delta }+V+\sigma )\right]\sigma \mathrm{\Lambda }.$$

To see this, recall Lemma 3 and Remark 3 and observe that $`f(+\sigma )𝒞`$ for any $`\sigma \mathrm{IR}`$, provided $`f𝒞`$.

## 5 Existence of steady states

In the present section we shall for each state relation $`f𝒞`$ and each total charge $`\mathrm{\Lambda }>0`$ construct a unique maximizer of the functional $`\mathrm{\Phi }`$, which is then a steady state of the Schrödinger-Poisson system. We consider only non-negative potentials and use the notation

$$H_{0,+}^1(\mathrm{\Omega }):=\{VH_0^1(\mathrm{\Omega })|V0\}.$$

###### Theorem 2

Let $`f𝒞`$ and $`\mathrm{\Lambda }>0`$ be given. The functional

$$\mathrm{\Phi }:H_{0,+}^1(\mathrm{\Omega })\times \mathrm{IR}(V,\sigma )\frac{1}{2}|V|^2\text{Tr}\left[F(\mathrm{\Delta }+V+\sigma )\right]\sigma \mathrm{\Lambda }$$

is continuous, strictly concave, bounded from above, and coercive. In particular, there exists a unique maximizer $`(V_0,\sigma _0)`$ of $`\mathrm{\Phi }`$. If we define $`\psi _0=(\psi _{0,k})`$ as the orthonormal sequence of eigenstates of the operator $`+V_0`$ with corresponding eigenvalues $`\mu _{0,k}`$ and $`\lambda _{0,k}:=f(\mu _{0,k}+\sigma _0)`$, then $`(\psi _0,\lambda _0,\mu _0,V_0)`$ is a steady state of the Schrödinger-Poisson system with $`_k\lambda _{0,k}=\mathrm{\Lambda }`$ and $`(\psi _0,\lambda _0)𝒮`$.

Note that $`\sigma _0`$ plays the role of a (constant) Fermi level here.

Proof. $`\mathrm{\Phi }`$ is strictly concave: The first term of $`\mathrm{\Phi }`$ is evidently concave. To show the strict concavity of the second term i.e., the strict convexity of $`\text{Tr}\left[F(\mathrm{\Delta }+V+\sigma )\right]`$, let $`(V_j,\sigma _j)H_{0,+}^1\times \mathrm{IR}`$, $`j=1,2`$, $`\alpha ]0,1[`$, and $`\varphi H^2H_0^1`$. By convexity of $`F`$ and Lemma 2,

$`F(\varphi ,\alpha (+V_1+\sigma _1)\varphi +(1\alpha )(+V_2+\sigma _2)\varphi )`$
$`\alpha \varphi ,F(+V_1+\sigma _1)\varphi +(1\alpha )\varphi ,F(+V_2+\sigma _2)\varphi .`$
Now we substitute $`\psi _k`$ for $`\varphi `$, $`(\psi _k)`$ an orthonormal sequence of eigenstates of $`\alpha (+V_1+\sigma _1)+(1\alpha )(+V_2+\sigma _2)`$, and sum over $`k`$ to obtain the convexity estimate for $`\text{Tr}[F(\mathrm{\Delta }+V+\sigma ]`$. If we have equality in this estimate then

$$\psi _k,F(+V_1+\sigma _1)\psi _k=\psi _k,F(+V_2+\sigma _2)\psi _k,k\mathrm{IN}$$

and thus $`V_1=V_2`$ and $`\sigma _1=\sigma _2`$.

$`\mathrm{\Phi }`$ is bounded from above and coercive: Since $`F`$ is non-negative, the critical case in the coercivity estimate is $`\sigma <0`$. Let $`\underset{¯}{\mu }_V`$ denote the ground state energy of $`\mathrm{\Delta }+V`$ with corresponding ground state $`\underset{¯}{\psi }_V`$. Since $`F`$ is non-negative and satisfies estimate (a) in Lemma 1 we have for $`\sigma \underset{¯}{\mu }_V`$,

$`\mathrm{\Phi }(V,\sigma )`$ $``$ $`{\displaystyle \frac{1}{2}}{\displaystyle }|V|^2\underset{¯}{\psi }_V,F(+V+\sigma )\underset{¯}{\psi }_V\sigma \mathrm{\Lambda }`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle |V|^2}F(\underset{¯}{\mu }_V+\sigma )\sigma \mathrm{\Lambda }`$
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle |V|^2}+(\beta \mathrm{\Lambda })\sigma +\beta \underset{¯}{\mu }_VC,`$
where we choose $`\beta >\mathrm{\Lambda }`$. Also

$$\underset{¯}{\mu }_V=\underset{\varphi H_0^1,\varphi _2=1}{inf}\left[|\varphi |^2+V|\varphi |^2\right]\frac{1}{\mathrm{vol}\mathrm{\Omega }}VC_1V_{H_0^1},$$

choosing $`\varphi :=1/\sqrt{\mathrm{vol}\mathrm{\Omega }}`$. Together with the estimate above and Poincaré’s inequality this implies that for $`\sigma C_1V_{H_0^1}`$ we have

$$\mathrm{\Phi }(V,\sigma )C_2V_{H_0^1}^2+C_3V_{H_0^1}+(\beta \mathrm{\Lambda })\sigma +C_4$$
(5.1)
where the constants $`C_1,C_2,C_3,C_4`$ are positive and $`\beta >\mathrm{\Lambda }`$, cf. Lemma 1 (a). On the other hand, by the non-negativity of $`F`$ and Poincaré’s inequality,

$$\mathrm{\Phi }(V,\sigma )C_2V_{H_0^1}^2\sigma \mathrm{\Lambda },$$
(5.2)
and (5.1) and (5.2) together imply that $`\mathrm{\Phi }`$ is bounded from above and coercive.

Existence of a unique maximizer: The existence of a unique maximizer of $`\mathrm{\Phi }`$ is standard, cf. for example \[8, Ch. II, Prop. 1.2\], provided $`\mathrm{\Phi }`$ is upper semi-continuous. This in turn follows from the fact that $`\mathrm{\Phi }`$ is concave and bounded from below, at least locally, cf. \[8, Ch. I, Lemma 2.1\]: The only term for which this may not be immediately obvious is the trace term, but

$$\text{Tr}[F(+V+\sigma )]\underset{k}{}F(\mu _k+\sigma _0)<\mathrm{}$$

where $`\mu _k`$ are the eigenvalues of $`+V`$ and $`\sigma \sigma _0`$ for arbitrary $`\sigma _0\mathrm{IR}`$.

$`(\psi _0,\lambda _0,\mu _0,V_0)`$ is a steady state: Since $`F^{}=f`$, the stationarity of $`\mathrm{\Phi }(V_0,\sigma )`$ with respect to $`\sigma `$ implies

$`0`$ $`=`$ $`{\displaystyle \frac{d\mathrm{\Phi }(V_0,\sigma )}{d\sigma }}|_{\sigma _0}=\text{Tr}\left[f(\mathrm{\Delta }+V_0+\sigma _0)\right]\mathrm{\Lambda }`$
$`=`$ $`{\displaystyle \underset{k}{}}f(\mu _{0,k}+\sigma _0)\mathrm{\Lambda }={\displaystyle \underset{k}{}}\lambda _{0,k}\mathrm{\Lambda }`$
so that $`_k\lambda _{0,k}=\mathrm{\Lambda }`$ as claimed. In order that $`(\psi _0,\lambda _0,\mu _0,V_0)`$ is a steady state we need to show that

$$V_0+\underset{k}{}\lambda _{0,k}|\psi _{0,k}|^2=0.$$
(5.3)
To verify this we observe that $`V_0`$, being a maximizer of $`\mathrm{\Phi }(,\sigma _0)`$, satisfies the Euler-Lagrange equation

$$V_0(x)+K_{f(+V_0+\sigma _0)}(x,x)=0,x\mathrm{\Omega },$$
(5.4)
where $`K_L`$ is the kernel associated with a trace-class operator $`L`$. In our case

$$K_{f(\mathrm{\Delta }+V_0+\sigma _0)}(x,x)=\underset{k}{}f(\mu _{0,k}+\sigma _0)|\psi _{0,k}|^2(x)$$
(5.5)
and (5.3) follows from (5.4), (5.5), and the fact that by definition, $`\lambda _{0,k}=f(\mu _{0,k}+\sigma _0).`$ As to the proof for $`(\psi _0,\lambda _0)𝒮`$ we refer to Remark 2. $`\mathrm{}`$

In view of the relations between our various functionals derived in the previous section it is of interest to note:

###### Remark 6

If $`(V_0,\sigma _0)`$ is the maximizer obtained in Theorem 2 and $`(\psi _0,\lambda _0,\mu _0,V_0)`$ is the corresponding steady state, then

$$\mathrm{\Phi }(V_0,\sigma _0)=_C(\psi _0,\lambda _0).$$

To see this, note that by (4.2) we have

$$\mathrm{\Phi }(V_0,\sigma _0)=𝒢(\psi _0,\lambda _0,V_0,\sigma _0)_C(\psi _0,\lambda _0),$$

where equality holds iff $`V_0`$ is the maximizer of $`𝒢(\psi _0,\lambda _0,V,\sigma _0)`$ on $`H_0^1`$; note that here $`𝒢`$ is independent of $`\sigma `$ since $`_k\lambda _{0,k}=1`$. This, on the other hand, is equivalent to the fact that $`V_0`$ is the solution of the Poisson equation (5.3).


text:
# Casimir energy and realistic model of dilute dielectric ball

## 1 Introduction

In a recent paper  we proposed a technique for the calculation of Casimir energies of connected dilute dielectric bodies based on a microscopic structure of dielectrics. An interatomic distance (denoted here by $`\lambda `$) is a physical cut-off within this approach, the Casimir energy is considered in the second order $`(\epsilon (i\omega )1)^2`$ \- the lowest order for the energy of interaction of atoms constituting the ball. The equivalence of a Casimir energy and a dipole-dipole interaction for homogeneous dielectrics of an arbitrary form in the order $`(\epsilon (i\omega )1)^2`$ was proved in  on the basis of Lifshitz theory , so the energy of a dielectric due to a dipole-dipole pairwise interaction of atoms constituting the ball coincides in this order with the Casimir energy (see a line of reasoning in section $`2`$ of the present paper).

Macroscopic and microscopic approaches to the Casimir energy with emphasis on the case of dilute connected dielectrics are discussed in section $`2`$. In section $`3`$ we use the technique suggested in  to derive for the first time the formula for the Casimir energy of a homogeneous dilute dielectric ball in the order $`(\epsilon (i\omega )1)^2`$, valid at zero temperature for an arbitrary physically possible frequency dispersion of the ball dielectric permittivity $`\epsilon (i\omega )`$. It is proved that Casimir surface force on a dilute dielectric ball is attractive for any $`\epsilon (i\omega )`$. In the hypothetical non-physical limit $`\lambda 0`$ the Casimir energy is divergent for every model of $`\epsilon (i\omega )`$. This explains the fact that without the interatomic distance $`\lambda `$ every approach to the Casimir energy of connected dielectrics was ill-defined. In fact, in condensed matter physics the interatomic distance often serves as a physical cut-off, which makes expressions finite and well-defined. It is argued in this paper that from this viewpoint the Casimir effect is not different from other areas of condensed matter physics, the interatomic distance $`\lambda `$ is an important ingredient of the theory of connected dielectrics, it makes the theory finite and all calculations are well-defined.

The Casimir energy of a dilute dielectric ball is still believed to be equal to

$$E_1=\frac{23}{1536\pi a}(\epsilon 1)^2,$$
(1)
which is obviously only a non-dispersive limit of one of the terms in the full expression for the energy (5) (see Eq.(7), where the term (1) is derived from the fourth line of (5)). The full energy expression (5) contains additional terms: volume and surface contributions to the energy, which are the first and second lines of Eq.(5) respectively, as well as the terms on the third line of Eq.(5), which don’t depend on the ball radius $`a`$. Below in the introduction it is our aim to explain why the term (1) is only the large distance contribution to the Casimir energy of the ball, discuss the subtle points of some approaches where the term (1) was derived and try to persuade the reader why the correct expression for the Casimir energy of a dilute dielectric ball is given by Eq.(5).

Only when the energy is defined as in (4) and (5), it is equal to the sum of dipole-dipole pairwise interactions between the atoms of the ball. The Casimir-Polder potential

$$U_{Cas.Pol.}=\frac{23\alpha _1(0)\alpha _2(0)}{4\pi r^7},$$
(2)
which is a large distance limit of a dipole-dipole potential $`(\text{3})`$, valid only for distances $`r1/\omega _0`$, $`\omega _0`$ is a characteristic absorption frequency of atoms, was used instead of a dipole-dipole potential (3) in the calculation , where the term (1) was first derived. The calculation  correctly extracted the large distance contribution to the energy with a dispersion neglected. However, the calculation  was non-dispersive from the outset and thus couldn’t yield the contribution to the energy from short distances ($`r1/\omega _0`$) between atoms of the ball. Moreover, the use of a dimensional regularization in  concealed the divergences which would appear in the energy expression from the integration over short distances between atoms in the 3-dimensional ball since the minimum distance between atoms of the ball was not introduced in .

It is often said that the result (1) is the unique finite Casimir energy. In our opininon, this statement demonstrates the failure to appreciate the physically reasonable definition of the Casimir energy. This should be clear from the line of the following examples. The Casimir energy of two neutral atoms coincides with the energy of a dipole-dipole interaction of these atoms. When an atom is located outside the dielectric of an arbitrary form, then in the dilute approximation the Casimir energy is equal to the sum of dipole-dipole interactions between the atom and atoms of the dielectric . For two parallel dielectric slabs it is well known that the Casimir energy in a dilute approximation is equal to the sum of pairwise dipole-dipole interactions of atoms constituting the slabs. For a dilute dielectric ball the sum of pairwise dipole-dipole interactions of atoms constituting the ball is given by Eq.(5), not Eq.(1).

Needless to say that the term (1) itself was really important for development of the theory of the Casimir effect in connected dielectrics since this term has been derived via different techniques . These techniques included both field-theoretic Casimir calculations  and the summation of the Casimir-Polder potential in $`d`$ dimensions  discussed above. However, from the field-theoretic approach applied as in  one can extract correctly only the large distance contribution to the Casimir energy of the ball, e.g.$`E_1`$. This large distance contribution $`E_1`$ was found to be the same when summing up the Casimir-Polder potential (2) between atoms of the ball  and when the Casimir energy was derived by field-theoretic calculations  \- so the equivalence of large distance parts of the Casimir energy of a dilute dielectric ball derived by microscopic and macroscopic approaches was proved. It is important to stress that up to now field-theoretic methods didn’t yield satisfactorily short distance contributions to the Casimir energy of connected dielectrics. The reason is simple: these methods were developed for disjoint, not connected dielectrics, and application of these methods to connected dielectrics without any changes inevitably leads to different types of divergences in every field-theoretic calculation of the Casimir energy, these divergences are reminiscents of the ill-defined short distance structure of the theory. In this paper we do not aim to present the field-theoretic macroscopically correct derivation of the ball Casimir energy. We rather wish to present for the first time the correct microscopic derivation of the Casimir energy of a dielectric ball in a dilute approximation - in the order $`(\epsilon (i\omega )1)^2`$.

So the object of study is a dispersive dielectric ball of radius $`a`$ at zero temperature which is dilute, i.e. the permittivity $`\epsilon (i\omega )`$ of the ball satisfies the condition $`\epsilon (i\omega )11`$ for all frequencies $`\omega `$. The Casimir energy is calculated in the second order $`(\epsilon (i\omega )1)^2`$. A dipole-dipole potential yields Casimir-Polder and van der Waals potentials in the large and short distance limits respectively, we adopt this terminology. We put $`\mathrm{}=c=1`$ and use rationalized Gaussian units for the Maxwell field where polarizability $`\alpha (i\omega )`$ is defined by $`\epsilon (i\omega )1=4\pi \rho \alpha (i\omega )`$, $`\rho `$ is a number density of atoms.

## 2 Macroscopic and microscopic approaches to Casimir energy

The study of Casimir energy for spherical dielectrics began with the work by Boyer  where he derived Casimir energy of perfectly conducting spherical shell. Numerically it is equal to $`0.09235/2a`$ . The study of a dielectric ball and its Casimir energy for an arbitrary permittivity began with the work by Milton  and continues up to now. Different mathematical methods were used in the Casimir effect calculations . We are not planning to give a description of these methods here, we rather wish to emphasize the main problem in a macroscopic formulation of the theory, discuss the reason for its appearance, outline the solution for dilute dielectrics and the area for further research.

For dispersive dielectrics a macroscopic formulation of the Casimir effect was originally proposed by Lifshitz  and developed by Dzialoshinskii, Pitaevskii and others . In the macroscopic formulation the system is usually described by the position and frequency dependent dielectric permittivity $`\epsilon (\omega ,𝐫)`$. For disjoint dielectrics the theory worked perfectly. The well known case of dielectric parallel plates became the classic example . However, serious problems were found when this theory was applied to connected dielectrics. Problems were first found in the case of a homogeneous nonmagnetic dielectric ball described by a dielectric permittivity $`\epsilon (\omega )`$ . In calculations performed according to Lifshitz approach and its modifications, cut-off dependent terms were found to survive in all regularization schemes (see the Appendix in , for example). Only in the special case of the magnetic dielectric ball satisfying the condition $`\epsilon \mu =1`$, $`\mu `$ is a magnetic permeability, Brevik and Kolbenstvedt found that cut-off terms don’t appear in the theory . The physical reason for appearance of cut-off dependent terms remained unclear for a long period. Hoye and Brevik argued in  that the problem has its origin in a continuum description of dielectric media and can be resolved only in a proper microscopic model involving minimum separation between molecules.

From the microscopic viewpoint the Casimir energy of a dielectric media is usually assumed to arise due to many-body interatomic interactions of neutral atoms. In the model considered in the current paper all atoms constituting a dielectric ball are separated by distances greater than $`\lambda `$. This is why if one calculates the total ball energy due to some realistic potential between atoms of the ball, one always gets the finite energy. The question is which potential between atoms should be used. The following line of reasoning is appropriate for dilute connected dielectrics . For the system consisting of a homogeneous dielectric with the permittivity $`\epsilon (i\omega )`$ and a particle (atom) with the polarizability $`\alpha (i\omega )`$ located outside this dielectric it was rigorously proved in  that the Casimir energy of this system (the part of it describing interaction of the atom with a dielectric body in the lowest order $`(\epsilon (i\omega )1)\alpha (i\omega )`$) coincides with the sum of pairwise interactions via a dipole-dipole potential (3) between the atom and the dielectric body. For the model of a dielectric ball considered in this paper one can imagine an atom inside the ball and draw a sphere of radius $`\lambda `$ around this atom. Outside this sphere a dilute dielectric can be described well by $`\epsilon (i\omega )`$. Casimir energy of interaction between an atom and a dielectric located outside the $`\lambda `$-sphere is equal in the order $`(\epsilon (i\omega )1)\alpha (i\omega )`$ to the sum of dipole-dipole pairwise interactions between the atom and points of the ball outside the $`\lambda `$-sphere. To find the total Casimir energy of atoms constituting the ball in the order $`(\epsilon (i\omega )1)^2`$, one has to perform this trick for every atom of the ball, sum over all atoms and finally multiply this sum by a factor $`1/2`$. This procedure is applied to a dilute dielectric ball in the next section. The interatomic distance $`\lambda `$ is a physical cut-off.

Recently the microscopic approach based on two-point correlation functions and form-factors of different bodies was developed by Barton . The leading terms for short and long distance contributions to the Casimir energy of different bodies were derived by Barton by use of two-point correlation functions in the case of a simple-harmonic oscillator model for dielectric permittivity. The leading terms for arbitrary model of dielectric permittivity in the case of a dilute ball can be obtained from our formula (5); in the special case of a simple-harmonic oscillator model for dielectric permittivity they are in agreement with Barton.

In the next section it is proved that Casimir surface force on a dielectric ball in the order $`(\epsilon (i\omega )1)^2`$ is attractive. For a perfectly conducting spherical shell the force is repulsive. Brevik and Kolbenstvedt observed  that energy of a perfectly conducting spherical shell can be derived from the energy of a magnetic dielectric ball satisfying $`\epsilon \mu =1`$ in the limit $`\mu 0`$. One may ask a question. If we first put $`\mu =1`$ and after that perform the limit $`\epsilon \mathrm{}`$, will we obtain the repulsive force or the attractive contribution will be dominating ? It is impossible to answer this question at the moment, the theory for arbitrary $`\epsilon (i\omega )`$ still doesn’t exist for connected dielectrics. Microscopic structure of materials should be an important element of such a theory, though the complete theory may probably be developed only at the intersection of macroscopic and microscopic approaches to the ground state energy.

## 3 Casimir energy of dilute ball

In this section we first calculate the Casimir energy of neutral atoms constituting a ball of radius $`a`$ due to a dipole-dipole pairwise interaction. Then we prove that Casimir surface force is attractive for arbitrary physically possible dielectric permittivity $`\epsilon (i\omega )`$ of the ball.

A dipole-dipole interaction of two neutral atoms with atomic polarizabilities $`\alpha _1(i\omega )`$ and $`\alpha _2(i\omega )`$ is described by the potential

$$U(r)=\frac{1}{\pi r^2}_0^+\mathrm{}\omega ^4\alpha _1(i\omega )\alpha _2(i\omega )e^{2\omega r}\left[1+\frac{2}{\omega r}+\frac{5}{(\omega r)^2}+\frac{6}{(\omega r)^3}+\frac{3}{(\omega r)^4}\right]𝑑\omega ,$$
(3)
where $`r`$ is a distance between two atoms. The energy calculation is illustrated by Fig.$`1`$. Suppose that an atom (a molecule) with an atomic polarizability $`\alpha (i\omega )`$ is located at the point $`B`$. One has to integrate interaction of an atom at the point $`B`$ via a potential (3) with the atoms separated by distances greater than interatomic distances $`\lambda `$ from the point $`B`$, integrate over all atom locations $`B`$ inside the ball and multiply by a factor $`1/2`$ to calculate the energy. Assuming homogeneity of the ball (it results in $`\alpha _1(i\omega )=\alpha _2(i\omega )=\alpha (i\omega )`$ and the condition that the number density of atoms $`\rho `$ doesn’t depend on the point inside the ball), the Casimir energy is equal to

$$\begin{array}{c}E=\frac{\rho ^2}{2}(_0^{a\lambda }dp\mathrm{\hspace{0.17em}4}\pi p^2_\lambda ^{ap}dr\mathrm{\hspace{0.17em}4}\pi r^2U(r)+\hfill \\ \hfill _0^{a\lambda }𝑑p\mathrm{\hspace{0.17em}4}\pi p^2_{ap}^{a+p}𝑑r\mathrm{\hspace{0.17em}2}\pi r^2\left(1\frac{r}{2p}\frac{p^2a^2}{2pr}\right)U(r)+\\ \hfill _{a\lambda }^adp\mathrm{\hspace{0.17em}4}\pi p^2_\lambda ^{a+p}dr\mathrm{\hspace{0.17em}2}\pi r^2(1\frac{r}{2p}\frac{p^2a^2}{2pr})U(r))\end{array}$$
(4)
Performing calculations, it is straightforward to obtain

$$\begin{array}{cc}\hfill E=& \rho ^2\frac{\pi }{48}_0^+\mathrm{}d\omega \alpha ^2(i\omega )(\frac{a^3}{\lambda ^3}e^{2\omega \lambda }(128+256\omega \lambda +128\omega ^2\lambda ^2+64\omega ^3\lambda ^3)\hfill \\ & \frac{a^2}{\lambda ^2}\left(e^{2\omega \lambda }(144+288\omega \lambda +120\omega ^2\lambda ^2+48\omega ^3\lambda ^3)96\omega ^2\lambda ^2E_1(2\omega \lambda )\right)+\hfill \\ & \left(e^{2\omega \lambda }(41+34\omega \lambda +14\omega ^2\lambda ^2+4\omega ^3\lambda ^3)+24E_1(2\omega \lambda )\right)+\hfill \\ & (e^{4\omega a}(21+12\omega a)E_1(4\omega a)(24+96\omega ^2a^2))),\hfill \end{array}$$
(5)
where $`E_1(x)=_1^+\mathrm{}e^{tx}/t𝑑t`$.

The formula (5) answers one question which has longly been discussed. The question was: is it possible to make the Casimir energy of connected dielectrics finite (work without divergences) by selecting the proper model of a frequency dependent dielectric permittivity $`\epsilon (i\omega )`$ (with a quickly decreasing behaviour when $`\omega \mathrm{}`$) in a macroscopic approach without other assumptions ? The answer is : there is no such a model. Only when a finite separation between atoms $`\lambda `$ is taken into account, the energy is finite and physical. When $`\lambda 0`$, the leading term in (5) ($`V`$ is a ball volume) is

$$\rho ^2\frac{2V}{\lambda ^3}_0^+\mathrm{}𝑑\omega \alpha ^2(i\omega ),$$
(6)
so if we wish to take the hypothetical limit $`\lambda 0`$, we obtain a divergence for every model of $`\alpha (i\omega )`$. The leading term (6) can also be obtained directly from the van der Waals limit of (3) for every connected dielectric.

The structure of (5) clearly shows that $`4`$ types of terms contribute to the energy. First and second lines of (5) represent volume and surface contributions to the energy respectively. The third line consists of terms which don’t depend on the radius of the ball. The fourth line consists of terms which don’t depend on the atomic separation $`\lambda `$ and depend only on the ball radius $`a`$.

According to general properties of dielectric permittivity on an imaginary axis, it is possible to write the leading contribution from the fourth line of (5) as (it comes from frequencies $`\omega \omega _0`$, $`\omega _0`$ is a characteristic absorption frequency of materials, $`\omega _0a1`$, so it is possible to use the static polarizability $`\alpha (0)`$ in the leading approximation to the fourth line of (5) )

$$\begin{array}{c}\rho ^2\alpha ^2(0)\frac{\pi }{48}_0^+\mathrm{}𝑑\omega \left(e^{4\omega a}(21+12\omega a)E_1(4\omega a)(24+96\omega ^2a^2)\right)=\hfill \\ \hfill =\rho ^2\alpha ^2(0)\frac{23}{96}\frac{\pi }{a}\end{array}$$
(7)
A review and references to different approaches which had been used to derive (7) are given in the Appendix of .

However, the term (7) has a small influence on physics because physics is mainly governed by (6) and next to leading terms in (5). The reason is quite simple - the term (7) is much less in magnitude than the terms in the first, second and third lines of (5). For example, ratio of terms in the first line of (5) to (7) is $`(\omega _0a)(a/\lambda )^31`$. Usually all terms but (7) which appeared in different renormalization schemes were simply discarded or considered in macroscopic approaches as divergent contributions which add up to macroscopic quantities of the ball (e.g. volume, surface energies) during the renormalization procedure, as it often happens in field theory. So only the term (7) was usually considered as the Casimir energy term. The coefficient $`a_2`$ in the asymptotic expansion of the heat kernel for a nondispersive dielectric ball in the order $`(\epsilon 1)^2`$ vanishes , this explains the fact that no logarithmic terms appeared in macroscopic calculational schemes for the ball energy, so it was possible to separate the term (7) uniquely from the divergent part of the energy. Theoreticians got used to believe that the Casimir energy should depend only on geometry of the bodies, not on their internal structure, the term (7) depended only on the ball radius $`a`$, so it seemed to be a proper Casimir energy term. However, Casimir surface force resulting from (7) is repulsive. This consequence seemed unusual but possible. Only the equivalence of the Casimir energy and a dipole-dipole interaction for homogeneous dielectrics in the order $`(\epsilon (i\omega )1)^2`$, proved in  on the basis of Lifshitz theory, makes obvious the fact that Casimir surface force should be attractive. The potential (3) of a dipole-dipole interaction is attractive for all distances, and one can not obtain repulsive Casimir forces for dilute dielectrics in principle because one starts from the attractive potential. Even from this argument it is clear that the term (7) is not enough to obtain physically meaningful results. Terms depending on the interatomic distance $`\lambda `$ are greater in magnitude than (7) and must be taken into account in the derivation of Casimir surface force.

After these remarks it is natural to prove that Casimir surface force on a dilute dielectric ball is attractive. It is convenient to define $`Na/\lambda ,p\omega \lambda `$. Then the formula (5) can be rewritten in a general form

$$E=\frac{\rho ^2}{\lambda }_0^+\mathrm{}𝑑p\alpha ^2\left(i\frac{p}{\lambda }\right)f(N,p)$$
(8)
The function $`f(N,p)>0`$ for $`N>1,p>0`$. The ball expands or collapses homogeneously, so

$$N=const.$$
(9)
Conservation of atoms inside the ball imposes the condition

$$\rho \frac{4\pi a^3}{3}=const.$$
(10)
It is convenient to use Kramers-Kronig relations in the form

$$\alpha (i\omega )=_0^+\mathrm{}𝑑x\frac{xg(x)}{x^2+\omega ^2},$$
(11)
where the condition $`g(x)>0`$ always holds . Using (8), (9), (10), (11), Casimir force on a unit surface is equal to

$$\begin{array}{c}F=\frac{1}{4\pi a^2}\frac{E}{a}=\hfill \\ \hfill =\frac{\rho ^2}{4\pi a^3}_0^+\mathrm{}𝑑\omega _0^+\mathrm{}𝑑x\frac{x(7x^2+3\omega ^2)g(x)}{(x^2+\omega ^2)^2}\alpha (i\omega )f(N,\omega \lambda )<0,\end{array}$$
(12)
$`F<0`$ because all functions inside integrals are positive. Casimir surface force is attractive for every model of atomic polarizability consistent with general causal requirements.

It may be worth imagine a model of a dilute dielectric ball which wouldn’t exist at all without a dipole-dipole interaction. Without a dipole-dipole interaction atoms would be free at large separations, they would interact only during the collisions due to short range interatomic forces. Energy of a dipole-dipole interaction of such a system is just the energy which holds atoms of the ball together. When the energy due to a dipole-dipole atomic interaction is equal to the repulsive energy due to short range interatomic forces, the system is in equilibrium and stable.

## 4 Summary

The Casimir energy of a dilute homogeneous nonmagnetic dielectric ball at zero temperature is derived for the first time for an arbitrary physically possible frequency dispersion of a dielectric permittivity in the order $`(\epsilon (i\omega )1)^2`$ by summing up dipole-dipole interactions between atoms constituting the ball. All calculations are performed without divergences because average interatomic distance $`\lambda `$ is a physical cut-off. Casimir surface force is proved to be attractive.

## 5 Acknowledgments

Author acknowledges valuable discussions and correspondence with Gabriel Barton, Michael Bordag, Iver Brevik, Yuri Novozhilov and Dmitri Vassilevich.


text:
# Entropy of massive fields near a black hole and vacuum polarization: thermodynamics without statistical mechanics

## I introduction

One of the most striking features in black hole physics consists in that a black hole behaves like a thermodynamic system and possesses temperature and entropy. In the state of thermal equilibrium the total entropy $`S_{tot}=S_{bh}+S_q`$. Here S$`{}_{bh}{}^{}=A/4`$ ($`\text{ }h=c=1`$) is the Bekenstein-Hawking entropy ($`A`$ is the surface area of the event horizon), $`S_q`$ is the contribution of radiation and matter fields. The presence of quantum fields modifies the entropy and gives rise to a number of nontrivial issues. The most popular one is the problem of quantum renormalization of the entropy and removing thermal divergencies due to fluctuations of fields propagating in the vicinity of the horizon (see, e.g. the book ). Less attention is paid to the final result of the regularization and its properties, i.e. $`S_q`$ which enters all thermodynamics relations and describes concrete properties of a system. Thermodynamics of a black hole dressed by Hawking radiation was considered in a series of papers  but, to the best of my knowledge, for massless fields only.

Some general remarks on possible nontrivial consequences for thermodynamics of a black hole with a strong backreaction of massive fields were suggested in  but without discussing the issue of the entropy. It would seem that thermodynamics of massive fields is less interesting than that of massless ones since if a mass of fields is large enough, $`mT`$, where $`T`$ is the Hawking temperature, the contribution of thermal excitations into all thermodynamic quantities including entropy, is negligible. For an ”ordinary” (without a black hole, say, relativistic star) system this means that all thermal contributions to relevant thermodynamic quantities (energy, free energy, entropy, etc.) are exponentially small. There is, however, a big difference between the behavior of the energy and entropy of such a system. The energy in the limit under consideration tends to nonzero quantity that arises due to effects of vacuum polarization and depends on details of geometry. In contrast to it, the entropy in the limit under consideration remains exponentially small, i.e. negligible.

The situation changes drastically for the case of a black hole. It is essential that the contribution of vacuum polarization and true particles into the stress-energy tensor can be separated for massive fields, the first term being dominant , . We exploit this observation for thermodynamics to argue that even in the limit $`mT`$ we are left with some nonzero contribution into the thermodynamic entropy depending on the geometry of the background and induced by vacuum polarization (zero oscillations) of quantum fields. In fact, in the main approximation the thermodynamic entropy of quantum fields is due to vacuum polarization entirely. Thus, it is the condition $`mT`$ which reveals the qualitative difference in the thermodynamics of systems with and without black holes. Moreover, it turns out that the contribution under discussion may have any sign (thus, $`S_q<0`$ for the spin $`s=1)`$.

All what was said above can serve as a motivation to the calculation of $`S_q`$ for massive fields. To solve this problem, we apply, mutatis mutandis, the approach elaborated in previous papers ,  where it was used for the massless case.

## II Entropy in the Schwarzschild background

Consider a quantum field $`\varphi `$ at finite temperature equal to its Hawking value $`T=\beta ^1`$. Its Euclidean action takes the standard thermodynamic form

$$I_q=\beta d^3x\sqrt{g}T_0^0S_q\text{.}$$
(1)
Here $`T_\mu ^\nu `$ is the stress-energy tensor of quantum fields calculated with respect to the background with the metric $`g_{\mu \nu }`$, $`g`$ is determinant of $`g_{\mu \nu }`$. It is assumed from the very beginning that the renormalization is already performed in $`T_\mu ^\nu `$, so we may manipulate with $`T_\mu ^\nu `$ safely. We consider the Schwarzschild background:

$$ds^2=dt^2(1r_+/r)+(1r_+/r)^1dr^2+r^2d\omega ^2$$
(2)
The system is supposed to be confined in the spherical container of the radius $`R`$. Consider now the response of the action to the particular class of metric variations caused by the change of the value of $`r_+`$ which preserve the general form (2). Then, as was shown in (),

$$(4\pi )^2\frac{I_q}{r_+}=R^3T_r^r(R)_{r_+}^R𝑑rr^2T_\mu ^\mu $$
(3)
The stress-energy of massive fields for $`mT`$ has the general structure ,

$`T_\mu ^\nu `$ $`=`$ $`{\displaystyle \frac{r_{+^2}}{r^8}}f_\nu ^\mu ({\displaystyle \frac{r_+}{r}})\text{,}`$ (4)
$`f_\nu ^\mu ({\displaystyle \frac{r_+}{r}})`$ $`=`$ $`{\displaystyle \frac{A}{m^2}}q_\mu ^\nu \text{}q_\mu ^\nu =a_\mu ^\nu +b_\mu ^\nu {\displaystyle \frac{r_+}{r}}\text{,}`$ (5)
where $`A`$, $`a_\mu ^\nu `$ and $`b_\mu ^\nu `$ are pure numbers.

It is convenient to introduce a variable $`u=r_+/r`$, $`wu1`$, $`w=r_+/R`$. Then we have the equation

$$\frac{J}{w}=w^2f_1^1(w)+w^3_1^w𝑑uu^4f_\mu ^\mu (u)\text{,}$$
(6)
where $`J(4\pi )^2R^2I_q`$. Taking into account the identity

$`{\displaystyle _1^w}𝑑u^{}f(u^{}){\displaystyle _1^u^{}}𝑑u^{\prime \prime }g(u^{\prime \prime })`$ $`=`$ $`{\displaystyle _1^w}𝑑ug(u)[\psi (w)\psi (u)]\text{,}`$ (7)
$`{\displaystyle \frac{d\psi (u)}{du}}`$ $``$ $`f(u)\text{,}`$ (8)
and the relationship between the action and entropy (1), we get after simple manipulations:

$`S_q`$ $`=`$ $`{\displaystyle \frac{16\pi ^2}{m^2r_+^2}}A\mathrm{\Phi }(w)\text{,}`$ (9)
$`\mathrm{\Phi }(w)`$ $`=`$ $`w^2{\displaystyle _w^1}𝑑uu^2\chi _1(u)+{\displaystyle _w^1}𝑑u\chi _2(u)\text{,}`$ (10)
$`\chi _1`$ $`=`$ $`q_1^1+{\displaystyle \frac{q_\mu ^\mu }{2}}\text{}\chi _2=u^2(q_0^0+{\displaystyle \frac{q_\mu ^\mu }{_2}})\text{.}`$ (11)
The constant of integration is chosen in such a way that $`S_q=0`$ at $`w=1`$, $`r_+=R`$ (no room for radiation).

It follows from (9) and from the regularity condition on the horizon $`q_0^0(1)=q_1^1(1)`$, equivalent to $`T_0^0(r_+)=T_1^1(r_+)`$, that $`\frac{d\mathrm{\Phi }}{dw}_{w=1}=0`$, so $`\mathrm{\Phi }(w)=(1w)^2\rho `$, where $`\rho `$ is some function of $`w`$, finite at $`w=1`$. Its explicit form will be given below for different types of fields.

Restoring the usual variables, we can rewrite the contribution of quantum fields in the form

$$S_q=\beta _Hd^3x\sqrt{g}[\frac{r^2}{R^2}(T_1^1+\frac{1}{2}T_\mu ^\mu )(T_0^0+\frac{1}{2}T_\mu ^\mu )]$$
(12)
or

$`S_q`$ $`=`$ $`{\displaystyle d^3x\sqrt{g_3}s_{ef}\text{,}}`$ (13)
$`T_{loc}s_{ef}`$ $`=`$ $`p+\rho (1{\displaystyle \frac{r^2}{R^2}})(\rho +{\displaystyle \frac{1}{2}}T_\mu ^\mu )\text{,}`$ (14)
where $`pT_1^1`$ is the radial pressure, $`\rho =T_0^0`$ is the energy density, $`T_{loc}=T/\sqrt{g_{oo}}`$ is a local Tolman temperature, $`g_3`$ is the determinant of the spatial metric. Eq. (13) replaces the usual thermodynamic Euler relation $`T_{loc}s=P+\rho `$.

The method of the derivation of the expression for the entropy may be applied not only to the quantity $`S_q`$ as a whole but also to the distribution of the entropy in space. It is obvious in our approach that for any layer $`r_+rr_0R`$ one obtains the same formulas (9)-(13) with the replacement $`Rr_0`$.

Performing integration in (9) and using the explicit values of the coefficients $`a_\mu ^\nu `$ and $`b_\mu ^\nu `$ according to  and , we obtain after simple calculations (the index indicates the value of the spin of a field):

$`\mathrm{\Phi }_s`$ $`=`$ $`(1w)^2\rho _s\text{,}`$ (15)
$`\rho _0`$ $`=`$ $`(122546\xi )w^4+(94420\xi )w^3+(66294\xi )w^2+(38168\xi )w+1984\xi \text{,}`$ (16)
$`\rho _{1/2}`$ $`=`$ $`8+16w+30w^2+44w^3+58w^4\text{,}`$ (17)
$`\rho _1`$ $`=`$ $`3(9+18w+32w^2+46w^3+60w^4)\text{.}`$ (18)
## III discussion

Let us now discuss the obtained results. In the spirit of () for the scalar field we could derive from the conditions of the absence of layers with the negative entropy $`\mathrm{\Phi }0`$ and $`\frac{d\mathrm{\Phi }}{dw}<0`$ (equivalent to ($`\frac{S_q}{R}`$)$`{}_{r_+}{}^{}>0`$), the restrictions on the coupling parameter $`\xi _1\xi \xi _2`$, where in our case $`\xi _1=`$ $`0.2142858`$ and $`\xi _2=0.2242068`$. Thus, both the conformal ($`\xi =1/6`$) and minimal ($`\xi =0`$) couplings are outside this range. However, the example with the vector field especially clearly shows that the values $`S_q<0`$ are admissible, so restriction on the coupling parameter in the scalar case can be relaxed at all.

As the result $`S_q<0`$ looks rather surprising, we would like to stress the following. First, the expression for the tensor (4) was derived under the assumption that $`mT`$. It means that the contribution of thermal excitations to the entropy and other thermodynamic quantities are strongly damped with the exponential factor $`\mathrm{exp}(m/T)`$ and one deals with the vacuum polarization effects entirely. In the limit $`R\mathrm{}`$ $`T_\mu ^\nu 0`$ in contrast to the massless case when the tensor $`T_\mu ^\nu `$ approaches that of thermal radiation in the flat space. The contribution from the statistical-mechanical part $`S^{SM}`$ (that is the sum over modes with the Bose distribution function) is absent in the main approximation - correspondingly, any reasonable statistical interpretation of $`S_q`$ cannot be given and this abolishes the prohibiting of S$`{}_{q}{}^{}<0`$.

Second, the quantity $`S_q`$ enters the expression for the total entropy of a black hole with its counterpart $`S_{bh\text{ }}`$only: $`S_{tot}=S_{bh}+S_q`$. As $`S_q`$, by its very meaning, represents small corrections to $`S_{bh}`$, it is obvious that $`S_{tot}>0`$. The term $`S_q`$ arises due to the presence of a black hole and cannot be ”cut” from it and considered on its own. For comparison, in the vicinity of a relativistic star there is no $`S_{bh}`$, but $`S_q`$ is due to thermal excitations only and is positive (exponentially small, if $`mT`$).

Usually, the contribution to the total thermodynamic entropy of a black hole which comes from quantum fields can be represented in the form

$$S_qS^{TM}=S^{SM}+S_0\text{,}$$
(19)
where $`S^{SM}`$ is the statistical-mechanical part of the entropy and $`S_0`$ is some qiantity depending on parameters of the geometry (say, the horizon radius in the Schwarzschild case). Both $`S^{SM}`$ and $`S_0`$ diverge due to the contribution of the near horizon region but their sum is finite. This scheme explains the general mechanism of the black hole entropy renormalization , , . The quantity $`S^{TM}`$ represents the thermodynamic entropy, i.e. the entity that enters the general thermodynamic relations - in particular, it describes the response of the free energy to the change of temperature .

The representation (19) was directly justified in the terms of the stress-energy tensor for massless fields . In that case

$$S_q=16\pi ^2r_+_{r_+}^R𝑑rr^2(T_1^1T_0^0T_\mu ^\mu \mathrm{ln}\frac{R}{r})\text{.}$$
(20)
Using the splitting for the stress-energy tensor of quantum fields in the Hartle-Hawking state

$$T_\mu ^\nu =(T_\mu ^\nu )_B+(T_\mu ^\nu )_{th}$$
(21)
(index ”B” denote the Boulware state, ”th” stands for thermal radiation) we obtain just (19) with $`S^{SM}`$ identified with the entropy $`S^{th}`$ of thermal radiation and $`S_0`$ obtained by the replacement of $`T_\mu ^\nu `$ in (20) by $`(T_\mu ^\nu )_B`$.

For the case of massive fields the situation is quite different. Now $`S^{SM}=0`$ in the main approximation with respect to the parameter $`T/m`$, while $`S_0`$ is finite and should be identified (up to small corrections) with $`S_q`$.

The fact that $`S^{SM}`$ is discarded has important consequences for the scheme of a black hole renormalization in the case of massive fields. The detailed discussion of this issues is beyond the scope of the present paper, so we will restrict ourselves by several remarks. In the paper  it was observed that using Pauli-Villars regularization enables one to obtain the finite value of the entropy without introducing a cutoff parameter typical for the brick wall model. The approach of  well explains the mechanism of cancelling divergencies but, in our view, cannot give the correct value for the finite part of $`S_q`$ describing the contribution of matter fields that depends on the position of the shell surrounding a black hole. (And, in fact, the authors of  did not pose the purpose of full calculating such a quantity and themselves emphasize that they neglect contributions to the entropy that does not diverge as the mass of the regulator fields tends to infinity. Meanwhile, this contribution is essential for calculating the entropy contained between the horizon and the shell, i.e. the quantity we are seeking for.) This is due to the fact that $`S_q`$ is represented in  as the linear combination of quantities $`S^{SM}`$ for different kinds of fields, while the contribution of corresponding terms $`S_0`$ was not taken into account. Meanwhile, as we emphasize, $`S^{SM}=0`$ in the main approximation at hand, the main contribution to $`S_q`$ comes from the vacuum polarization, so account for $`S_0`$ (not made in ) is crucial for our task.

It is worth stressing that, although $`S_q`$ cannot be given statistical interpretation, it does contribute to thermodynamic relations (for instance, into the general first law), so we have ”thermodynamics without statistical mechanics”. As it is statistical interpretation that demands $`S_q>0`$, the lack of such an interpretation opens the possibility for $`S_q<0`$.

## IV Bertotti-Robinson spacetime

Discussion above refers to the black hole background. Now we will consider another type of spacetime with a horizon - Bertotti-Robinson spacetime (BR) that, as is known, possesses the acceleration horizon , . Recently it was shown that in such a spacetime $`S_q=0`$ for massless fields  (generalization to other spacetimes with an acceleration horizon was suggested in ). This fact was attributed to the pure kinematic nature of an acceleration horizon which does not produce ”true” quanta. This suggests that the result $`S_q=0`$ must hold true for massive fields on the same footing as in the massless case. Below we confirm it by direct calculation.

The variation of the action with respect to the metric in the BR has one subtlety: as the radius $`r_+`$ enters the expression for the angular part of the metric on a boundary, the components $`g_{\theta \theta }`$ and $`g_{\varphi \varphi }`$ vary along with components $`g_{00}`$ and $`g_{rr}`$. In particular, in the formula for the first general law this gives rise to additional terms responsible for the gravitational contribution of the pressure. These points are discussed in details in , so below we only list the corresponding results without derivation.

The metric under discussion has the form

$`ds^2`$ $`=`$ $`dt^2b^2+dl^2+r_+^2d\omega ^2\text{,}`$ (22)
$`b`$ $`=`$ $`r_+d(z)\text{}d=shz\text{}z=l/r_+\text{.}`$ (23)
In this background the stress-energy of massive fields reads ,

$$T_\mu ^\nu =\frac{C}{r_+^6}(1,1,1,1)\text{.}$$
(24)
Here $`C=c/m^2`$, $`c`$ is a numerical constant whose exact value is irrelevant for our purposes. From dimensional arguments and the structure of $`T_\mu ^\nu `$ it follows that the semiclassical action of a massive quantum field confined in the region $`0zz_B`$

$$I_q=\frac{J(z_B)}{r_+^2}\text{.}$$
(25)
Now let us take advantage of the relation (see eq. (10) of ):

$$(\frac{I}{z})_{r_B}=8\pi ^2r_+^2d(z)T_1^1\text{.}$$
(26)
Then we obtain that

$$J=8\pi C_0^{z_B}𝑑z^{}d(z^{})\text{,}$$
(27)
where we took into account that $`J=0`$ if $`z_B=0`$ (no room for quantum fields). Comparing (25), (27) with (1), we get immediately $`S_q=0`$.

This result coincides with that in ,  and can be explained by the same reason. It consists in that the horizon of the BR is not a true black hole horizon but represents a pure kinematic effect, too weak to gain nonzero entropy. However, there is also a difference between interpretation of the property $`S_q=0`$ for massless and massive fields. In the first case this property can be thought of as the result of the mutual compensation between two divergent contributions ($`S^{SM}`$ and $`S_0`$) from thermal excitations and vacuum polarization. For the massive field case the first contribution is absent, so we have $`S_0=0`$.

## V conclusion

To the best of my knowledge, the situation we discussed is the first example when the thermodynamic entropy arises due to vacuum polarization effects, so the entropy reveals itself even in spite of the absence of thermal excitations. This phenomenon is due to the presence of an event horizon and is absent, for instance, in the background of a relativistic star. In the latter case quantum-gravitational polarization effects cannot themselves produce entropy that may arise due to thermal excitations of quantum fields only.

The unusual situation, called above ”thermodynamics without statistical mechanics”, reveals itself, in particular, in that values of corrections $`S_q<0`$ are allowed. In spite of the difference between two examples considered in the present paper they share the common feature - the absence of ”true” quanta that resulted in the unusual properties $`S_q<0`$ (Schwarzschild background) and $`S_q=0`$ (BR). It would be of interest to verify the properties outlined above in other black hole spacetimes.

In conclusion, let me point out the important issues that remained beyond the scope of the present paper and need separate treatment. It would be interesting to present microscopic description of results obtained and understand, how they can be interpreted in terms of counting quantum states. This problem becomes especially interesting in the context of recent developments in the framework of the D-brane approach.

## VI acknowledgment

I thank H. Nicolai and Albert Einstein Institute, where this work was performed, for hospitality. I am grateful to S. N. Solodukhin for reading the manuscript and discussion.


text:
# Intermittency and Correlations at LEP and at HERA

## 1 Introduction

Local fluctuations and genuine correlations of hadrons in high energy interactions provide us with important information about the multihadron production mechanism. This information gives detailes which are beyond those obtained from studies of single-particle distributions.

The peculiarity of hadrons to group when produced have been studied a long time using correlation functions, while in the recent decade the interest in correlations have been revived due to a new method of factorial moments and due to the obtained intermittency phenomenon, i.e. self-similarity, or fractality, of hadron production.

The fractal structure of particle distribution in e+e- collisions has been realized many years ago due to a jet evolution picture (see e.g. ). However, even if the parton shower is expected to exhibit intermittency, this does not guarantee the effect to appear at hadron level. Recently, different approaches have been proposed to describe the experimentally observed fractality by analytical QCD calculations.

In this talk, we review experimental studies of intermittency and correlations at LEP  and at HERA, which appeared recently and provide us with further information, in addition to discussions of recent reviews. From the studies, it is seen that, despite considerable success in understanding different properties of the phenomenon, further investigations are needed.

## 2 Definitions

### 2.1 A Tool of Factorial Moments and Cumulants

In order to measure local dynamical fluctuations, a method of normalized factorial moments, $`F_q`$, is applied. The factorial moment of order $`q`$ is defined as a function of a phase-space region size $`\delta `$,

$$F_q(\delta )=n(n1)\mathrm{}(nq+1)/n^q.$$
(1)
Here, $`n`$ is the number of particles in the $`\delta `$-region, and the brackets $`\mathrm{}`$ denote averaging over events.

The normalised factorial moments allow us to extract dynamical fluctuations. For uncorrelated particle production, the moments are independent of $`\delta `$, $`F_q1`$. Correlations beetween particles lead to an increase of factorial moments with decreasing $`\delta `$ (increasing number $`M`$ of $`\delta `$-regions), and if exhibiting a power-law the dependence is called intermittency.

To extract genuine correlations contributing to the fluctuations, one uses the technique of normalised factorial cumulant moments, cumulants. The cumulants, $`K_q`$, are constructed from the unnormalised factorial moments in a way that they vanish whenever particles in $`q`$-tuple are statistically independent. The normalised cumulants are defined as

$$K_q(\delta )=k_q/n^q.$$
(2)
with the Mueller moments $`k_q`$,

$`k_1=n,k_2=n(n1)n^2,`$
$`k_3=n(n1)(n2)3n(n1)n+2n^3,\mathrm{etc}.`$ (3)
Normalised cumulants share with the normalised factorial moments their property to measure the dynamical component of the underlying particle density.

From Eqs. (2) and (3), one finds the interrelations between normalised factorial moments and cumulants,

$$F_1=K_1,F_2=K_2+1,F_3=K_3+3K_2+1,\mathrm{etc}.,$$
(4)
which provide us with the information whether the $`p`$-order genuine correlations are important in the $`q`$-particle dynamical fluctuation.

### 2.2 Analytical QCD Predictions

The QCD description of multihadron production is based on a partonic picture, i.e. on gluon cascades radiated off the initial parton. In order to describe the hadron production mechanism, one has to cut off the parton cascade at some scale $`Q_01`$ GeV, while the following non-perturbative hadronization is considered within the concept of Local Hadron Parton Duality (LPHD), which connects multihadron final states and partons.

The QCD calculations are given in angular phase space, i.e. in 1-dimensional, 1D, rings (or 2-dimensional, 2D, cones) around a jet axis with mean opening angle $`\mathrm{\Theta }`$ (a direction ($`\mathrm{\Theta },\mathrm{\Phi }`$)) and a half width (opening angle) $`\delta \vartheta `$.

For the normalised cumulants and factorial moments, the power-law,

$$K_q(\mathrm{\Theta },\vartheta )\mathrm{or}F_q(\mathrm{\Theta },\vartheta )(\mathrm{\Theta }/\vartheta )^{(q1)(DD_q)},$$

with fractal or Rényi dimensions $`D_q`$ is predicted. $`D`$ is a dimensional factor: $`D=1`$ for ring regions and 2 for cones.

The QCD expectations for $`D_q`$ are as follows (see  and refs. therein).

* In a fixed-coupling regime ($`\alpha _s=\mathrm{const}.(\vartheta )`$) of the Double Log Approximation (DLA),

$$D_qD_q^{(\mathrm{c})}=\gamma _0(Q)\frac{q+1}{q},\gamma _0(Q)=\sqrt{2N_c\alpha _s/\pi },Q=E\mathrm{\Theta },$$
(5)
for moderately small angular regions, $`\vartheta \mathrm{\Theta }`$.
* In a running-coupling regime of the DLA,

$$(\mathrm{a})D_q=D_q^{(\mathrm{c})}\left(1+\frac{q^2+1}{4q^2}\epsilon \right),(\mathrm{b})D_q=2D_q^{(\mathrm{c})}\left(\frac{1\sqrt{1\epsilon }}{\epsilon }\right),$$

$$(\mathrm{c})D_q=2\gamma _0(Q)\frac{qw(q,\epsilon )}{\epsilon (q1)},w(q,\epsilon )=q\sqrt{1\epsilon }\left(1\frac{\mathrm{ln}(1\epsilon )}{2q^2}\right).$$
(6)
* In the Modified Leading Log Approximation (MLLA), Eq. (6a) remains valid but $`\gamma _0`$ is replaced by an effective one, $`\gamma _0^{\mathrm{eff}}(Q)=\gamma _0(Q)+\gamma _0^2(Q)f(q,N_f,N_c)`$.

Here, $`E`$ is the jet energy, $`N_c`$ and $`N_f`$ are the number of colors and flavors, respectively.

A scaling variable,

$$\epsilon =\frac{\mathrm{ln}(\mathrm{\Theta }/\vartheta )}{\mathrm{ln}(E\mathrm{\Theta }/\mathrm{\Lambda })}$$
(7)
is utilised in the calculations. For the maximum phase space, $`\vartheta =\mathrm{\Theta }`$, $`\epsilon =0`$.

The analytical predictions involve only one adjustable parameter, the QCD scale $`\mathrm{\Lambda }`$, while a strong coupling $`\alpha _s`$ is based on first-order QCD relation,

$$\alpha _s=\frac{\pi \beta ^2}{6}\frac{1}{\mathrm{ln}(Q/\mathrm{\Lambda })},\beta ^2=12\left(\frac{11}{3}N_c\frac{2}{3}N_f\right)^1.$$
(8)
The QCD calculations are made at asymptotic energies, which corresponds to an infinite number of partons in an event. No energy-momentum conservation is taken into account in the calculations above.

## 3 Experimental Results

### 3.1 Spatial Fluctuations and Correlations

At LEP, L3  and OPAL  have studied fluctuations and correlations in the Z0$``$e+e-$``$hadrons process.

L3 measured fluctuaions in rapidity and in the 4-momentum difference ($`Q_{ij}^2=(p_ip_j)^2`$ of all $`ij`$-pairs) using factorial moments for the former variable and the bunching parameters for both variables. The measurements have shown the multifractal character of the local fluctuations, as it is expected from the QCD parton shower picture.

A large statistics of more than 4 million events has been used by OPAL to measure local fluctuations and genuine correlations in one-, two- and three-dimensional subspaces of rapidity, azimuthal angle, and transverse momentum (w.r.t. the sphericity axis). As L3, OPAL has observed multifractal behavior of factorial moments in one dimension, rapidity and azimuthal angle. Such an intermittency behaviour gets more pronounced with increasing dimension, which is ascribed to a jet-like structure of the events as predicted.

OPAL has measured factorial cumulants and found genuine correlations up to 5th order, being especially large in the rapidity vs. azimuthal angle subspace. Using Eqs. (4) reduced to some $`p`$th order, $`p`$$`<`$$`q`$ (e.g. $`F_3^{(2)}=3K_2+1`$), OPAL checked the importance of the genuine correlations in the dynamical fluctuations obtained. It was found that genuine correlations of high-order are needed to describe the intermittency effect, see Fig. 1.

In both Collaborations’ studies, Monte Carlo (MC) models which have been tuned to reproduce global event-shape distributions and single-particle inclusive spectra in e+e- annihilations, were found to reproduce the trend, but not the magnitudes of the measured moments, especially for small $`\delta `$.

### 3.2 Angular Fluctuations and Correlations

L3 , DELPHI  and ZEUS  have measured fluctuations and correlations in angular phase space. While the thrust or sphericity axes are chosen as a jet axis in LEP experiments, the special Breit frame is considered in the HERA experiment, to separate the hadronic final state from the radiation and to mimic a single e+e- reaction hemisphere.

Comparing the measurements to the first-order analytical predictions, Eqs. (5), (6), and (8), it has been found that the DLA and MLLA qualitatively describe the general features of the data (Figs. 2, 3). The measured moments rise approximately linearly for large angles $`\vartheta `$ (small $`\epsilon `$) as expected from the parton shower multifractality (cf. Eq. (2.2)), while the levelling off at smaller angles is believed to be due to the runing effect of the coupling $`\alpha _s`$. The 2D moments rise much more steeply than the 1D ones. The factorial moments are found  to increase as the energy increases, see Fig. 3. Note that the $`\vartheta `$\- and D-dependences are analogous, respectively, to the multifractality of a parton shower and to the jet structure, obtained in spatial analyses, as discussed above.

On the quantitative level, one finds some deviations between the QCD predictions and the data. The analytical calculations are very sensitive to the QCD parameters, $`\mathrm{\Lambda }`$ and $`N_f`$, and are not able to describe simultaneously the factorial moments at all orders and at different dimensions. A better agreement between the factorial moments calculated and the data is obtained for $`\mathrm{\Lambda }`$=0.04 GeV than that is found at the expected larger value, $`\mathrm{\Lambda }`$=0.16 GeV, Figs. 2 and 3. However, at small $`\mathrm{\Lambda }`$, the theory overestimates the data for large $`\epsilon `$. The measured cumulants are far from the predictions, and the reduction of the $`\mathrm{\Lambda }`$-value was not found to sensibly improve the situation, see Fig. 4.

Likely reasons for the failure of the QCD calculations seem to be their asymptotic character and lack of energy-momentum conservation, as it was mentioned in Sec. 2.2. However, DELPHI has analysed some high-energy events (Fig. 3) and no improvement at small $`\epsilon `$-values was found. Inclusion of energy-conservation terms was observed to lead to even larger discrepancies.

ZEUS  has compared their results on 2-particle angular correlation functions with the DELPHI analysis  to check energy-dependence of the correlations, see Fig. 5. According to DELPHI, there is a steeper rise of the 2-particle correlation functions at $`\sqrt{s}`$=183 GeV than at $`\sqrt{s}`$=91 GeV. No such dependence is confirmed by Fig. 5, although ZEUS data are taken at lower energy than those of DELPHI. All the possible checks (of experimental and calculation procedures) kept the results unchanged. It would be interesting to carry out an analysis to understand whether the expected universality of the 2-particle inclusive density is violated. Note that QCD calculations for a gluon jet describe the data better than those of a quark jet, as shown in Fig. 5. This could be connected with the approximation used (DLA instead of, e.g., MLLA) in calculating the ratio of the mean multiplicity in gluon and quark jets. Nevertheless, it is seen that both predictions disagree with the data for small $`\epsilon `$ values (large $`\vartheta `$).

A better agreement between the data and the calculations is found when one compares the measurements with MC simulations. At the Z0 peak, as well as at high energies, the simulations reproduce the data well. This is presumably due to the fact that MC models take into account the energy-momentum conservation and are tuned to the data global variables. On the other hand, there is still a difference in the choice of the cut-off parameter $`Q_0`$, which ”terminates” the parton cascade: $`Q_0`$ is about 0.3-0.6 GeV in the MC models used, while due to the LPHD it is expected to be $``$0.25 GeV. However, although parton level MC studies by L3 indicate some disagreement with the LPHD assumption, the DELPHI investigation tells us that even a possible violation of LPHD seems unlikely to be a reason for the discrepancies between hadron and parton levels.

### 3.3 Fluctuations, Correlations and QCD Coherence

Recently, ZEUS  has studied correlations in momentum-restricted regions in view of recent QCD+LPHD calculations. The normalised factorial moments of the multiplicity distributions are theoretically expected to behave as

$$F_q(p_\mathrm{t}^{\mathrm{cut}})1+\frac{q(q1)}{6}\frac{\mathrm{ln}(p_\mathrm{t}^{\mathrm{cut}}/Q_0)}{\mathrm{ln}(E/Q_0)},F_q(p^{\mathrm{cut}})\mathrm{const}>1,$$
(9)
when particles are restricted (cylindrically) in either the transverse momentum $`p_\mathrm{t}<p_\mathrm{t}^{\mathrm{cut}}`$ or (spherically) in absolute momentum $`|\text{p}|<p^{\mathrm{cut}}`$.

The predictions of Eq. (9) are the followings. There are correlations between partons because the factorial moments exceed unity. The correlations vanish for small $`p_\mathrm{t}^{\mathrm{cut}}`$, $`F_q1`$ as $`p_\mathrm{t}^{\mathrm{cut}}Q_0`$, due to angular ordering of the partons in the jet (QCD coherence). This leads to the Poissonian (independent) emission. However, soft gluons with spherically limited momenta ($`|\text{p}|<p^{\mathrm{cut}}`$) obey the non-Poissonian distribution even for small $`p^{\mathrm{cut}}`$.

Fig. 6 of ZEUS shows a first evident disagreement between the LPHD hypothesis and the measurements. The data factorial moments represent a strongly increasing function of $`p_\mathrm{t}`$ at $`p_\mathrm{t}<1`$ GeV which disagrees with what the theory predicts, Eq. (9). A similar behaviour is found for the factorial moments in $`p^{\mathrm{cut}}`$, while the errors are too large to conclude. MC models show good agreement with the data.

It would be interesting to find out whether this observation in e+p collisions agrees with that in e+e- annihilation, where one does not need to transform to a specific frame, a possible reason of the above-mentioned disagreement in 2-particle correlation functions.

## 4 Conclusions

A review on recent results from the investigations of intermittency and genuine correlations by DELPHI, L3 and OPAL in e+e- and by ZEUS in e+p collisions is given. The tool of factorial multiplicity and cumulant moments has been applied. The studies show an existence of strong correlations between produced hadrons. The analytical QCD calculations qualitatively describe the scaling behaviour of the measured moments, while on the quantitative level some discrepancies are found, especially for genuine correlations. Monte Carlo models reasonably well reproduce the trend in the data, although some disagreement in magnitudes is seen. ZEUS observed a violation of LPHD predictions for momentum-limited factorial moments. The universality between e+e- and e+p collisions is analysed. The observations reviewed give clear evidence for the need of further efforts on studying the subject.

## Acknowledgments

I would like to thank the Organisers of the Symposium for inviting me, partial financial support and warm atmosphere created during the meeting. I thank B. Buschbeck, S.V. Chekanov, I.M. Dremin, W. Kittel, and W. Ochs, for their kind assistance and useful discussions.