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# Cosmological Perturbation Theory and Structure Formation

## 1. Introduction

The advent of precision cosmology with measurements of the Cosmic Microwave Background (CMB) radiation has brought a new focus on the physics of the $`z>1100`$ universe. The connection between two fossil relics of the early universe—CMB fluctuations and galaxies—offers the possibility for improved understanding of both as well as tighter constraints on cosmological parameters. These lectures present an overview of the physics of structure formation starting after the inflationary epoch, going through recombination, and extending to the present day.

Cosmological perturbation theory is often regarded as a highly technical subject beyond the scope of graduate courses in cosmology. However, these lectures may suggest how, with minor simplification, it can be integrated into a treatment of large scale structure. The potential benefits are many—a detailed understanding of CMB anisotropy, a quantitative explanation for the key features of the cold dark matter transfer function, and an extension of the intuition developed from the Newtonian theory of large scale structure to the physics of the post-inflationary universe. The aim of the current notes is more modest, but it is hoped that they provide some direction for those wishing to delve more deeply into cosmological perturbation theory and structure formation.

## 2. Overview of Relativistic Cosmological Perturbation Theory

The goal of cosmological perturbation theory is to relate the physics of the early universe (e.g. inflation) to CMB anisotropy and large-scale structure and to provide the initial conditions for numerical simulations of structure formation. The physics during the period from the end of inflation to the beginning of nonlinear gravitational collapse is complicated by relativistic effects but greatly simplified by the small amplitude of perturbations. Thus, an essentially complete and accurate treatment of relativistic perturbation evolution is possible, at least in the context of simple fluctuation models like inflation. Numerous articles have been written on this topic. See \[\] for references and for more detailed treatments similar in style to the present lecture notes.

The starting point for cosmological perturbation theory is the metric of a perturbed Robertson-Walker spacetime,

$`ds^2`$ $`=`$ $`\left[g_{\mu \nu }^{(0)}+g_{\mu \nu }^{(1)}\right]dx^\mu dx^\nu `$ (1)
$`=`$ $`a^2(\tau )\left[d\tau ^2+\gamma _{ij}(\stackrel{}{x})dx^idx^j+h_{\mu \nu }(\stackrel{}{x},\tau )dx^\mu dx^\nu \right].`$
Spatial coordinates take the range $`1i,j3`$; $`x^i`$ (or $`\stackrel{}{x}`$ for all three) is a comoving spatial coordinate; $`\tau `$ is conformal time; $`a(\tau )`$ is the cosmic expansion scale factor; units are chosen so that the speed of light is unity; and $`\gamma _{ij}(\stackrel{}{x})`$ is the 3-metric of a maximally symmetric constant curvature space. Conformal time is related to the proper time measured by a comoving observer (i.e. one at fixed $`\stackrel{}{x}`$) by $`dt=a(\tau )d\tau `$. For cosmological perturbation theory it is more convenient than proper time. The metric perturbations are given by $`h_{\mu \nu }=g_{\mu \nu }^{(1)}/a^2`$.

The Robertson-Walker model is characterized by one function of time, $`a(\tau )`$, and one constant, the curvature constant $`K`$. The expansion factor obeys the Friedmann equation,

$$\left(\frac{\dot{a}}{a}\right)^2=\frac{8\pi }{3}Ga^2\overline{\rho }(a)K$$
(2)
where a dot denotes $`d/d\tau `$ and $`\overline{\rho }(a)`$ is the total mean energy density. Note that the usual Hubble parameter is $`H=\dot{a}/a^2`$.

The spatial part of the Robertson-Walker metric takes a simple form in spherical coordinates $`(\chi ,\theta ,\varphi )`$:

$$\gamma _{ij}dx^idx^j=d\chi ^2+r^2(\chi )\left(d\theta ^2+\mathrm{sin}^2\theta d\varphi ^2\right).$$
(3)
The angular radius $`r(\chi )`$ takes one of three forms depending on the sign of $`K`$:

$$r(\chi )=\{\begin{array}{cc}\frac{1}{\sqrt{K}}\mathrm{sin}(\chi \sqrt{K}),K>0,\hfill & \\ \chi ,K=0,\hfill & \\ \frac{1}{\sqrt{K}}\mathrm{sinh}(\chi \sqrt{K}),K<0.\hfill & \end{array}$$
(4)
These cases are referred to as closed, flat, and open, respectively. Many authors choose units of length such that $`\chi =\pm 1`$ or 0. However, it is convenient to let $`K`$ have units (inverse length squared). From the Friedmann equation, $`K=(\mathrm{\Omega }_01)H_0^2`$ where the subscript 0 denotes the present value and $`\mathrm{\Omega }_0`$ is the total density parameter (including dark energy). Note that the range of $`\chi `$ is $`[0,\mathrm{})`$ in the flat and open models but is $`[0,\pi /\sqrt{K}]`$ in the closed model. The flat Robertson-Walker model favored by inflation is conformal to Minkowski spacetime, i.e. the metrics are identical up to an overall conformal factor $`a^2(\tau )`$.

### 2.1. Scalar-Vector-Tensor Decomposition

In linear perturbation theory, the metric perturbations $`h_{\mu \nu }`$ are regarded as a tensor field residing on the background Robertson-Walker spacetime. As a symmetric $`4\times 4`$ matrix, $`h_{\mu \nu }`$ has 10 degrees of freedom. Because of the ability to make continuous deformations of the coordinates, 4 of these degrees of freedom are gauge- (coordinate-) dependent, leaving 6 physical degrees of freedom. A proper treatment of cosmological perturbation theory requires clear separation between physical and gauge degrees of freedom.

The metric degrees of freedom in linear pertubation theory were classified by Lifshitz in 1946 \[\]. Lifshitz presented the scalar-vector-tensor decomposition of the metric. It is based on a $`3+1`$ split of the components, which we rewrite as follows:

$$h_{00}2\psi ,h_{0i}w_i,h_{ij}=2\left(\varphi \gamma _{ij}+S_{ij}\right)\text{with }\gamma ^{ij}S_{ij}=0\text{.}$$
(5)
Here, $`\gamma ^{ij}`$ is the matrix inverse of $`\gamma _{ij}`$. The trace part of $`h_{ij}`$ has been absorbed into $`\varphi `$ so that $`S_{ij}`$ has only 5 independent components.

With the space-time ($`3+1`$) split, we use $`\gamma _{ij}`$ (or $`\gamma ^{ij}`$) to lower (or raise) indices of spatial 3-vectors and tensors. For convenience, spatial derivatives will be written using the 3-dimensional covariant derivative $`_i`$ defined with respect to the 3-metric $`\gamma _{ij}`$; it is a three-dimensional version of the full 4-dimensional covariant derivative presented in general relativity textbooks. For example, if $`K=0`$, we can choose Cartesian coordinates such that $`\gamma _{ij}=\delta _{ij}`$ and $`_i=/x^i`$.

The scalar-tensor-vector split is based on the decomposition of a vector into longitudinal and transverse parts. For any three-vector field $`w_i(\stackrel{}{x})`$, we may write

$$w_i=w_i^{}+w_i^{}\text{where}\stackrel{}{}\times \stackrel{}{w}^{}=\stackrel{}{}\stackrel{}{w}^{}=0.$$
(6)
The curl and divergence are defined using the spatial covariant derivative, e.g. $`\stackrel{}{}\stackrel{}{w}=\gamma ^{ij}_iw_j`$.

The longitudinal/transverse decomposition is not unique (e.g. one may always add a constant to $`w_i^{}`$) but it always exists. The terminology arises because in the Fourier domain $`w_i^{}`$ is parallel to the wavevector while $`w_i^{}`$ is transverse (perpendicular to the wavevector). Note that $`w_i^{}=_i\varphi _w`$ for some scalar field $`\varphi _w`$. Thus, the longitudinal/transverse decomposition allows us to write a vector field in terms of a scalar (the longitudinal or irrotational part) and a part that cannot be obtained from a scalar (the transverse or rotational part).

A similar decomposition holds for a two-index tensor, but now each index can be either longitudinal or transverse. For a symmetric tensor, there are three possibilities: both indices are longitudinal, one is transverse, or two are transverse. These are written as follows:

$$S_{ij}=S_{ij}^{}+S_{ij}^{}+S_{ij}^\mathrm{T},$$
(7)
where

$$\gamma ^{jk}_kS_{ij}=\gamma ^{jk}_kS_{ij}^{}+\gamma ^{jk}_kS_{ij}^{}.$$
(8)
The first term in equation (8) is a longitudinal vector while the second term is a transverse vector. The divergence of the doubly-transverse part, $`S_{ij}^\mathrm{T}`$, is zero. For a traceless symmetric tensor, the doubly and singly longitudinal parts can be obtained from the gradients of a scalar and a transverse vector, respectively:

$$S_{ij}^{}=\left(_i_j\frac{1}{3}\gamma _{ij}^2\right)\varphi _S,S_{ij}^{}=_iS_j^{}+_jS_i^{}.$$
(9)
Although we will not prove it here (see \[\] for the details), under an infinitesimal coordinate transformation $`S_{ij}^{}`$ and $`S_{ij}^{}`$ can change while $`S_{ij}^\mathrm{T}`$ is invariant. Similarly, the longitudinal and transverse parts of $`w_i=h_{0i}`$ are both gauge-dependent.

Now we have the mathematical background needed to perform the scalar-tensor-vector split of the physical degrees of freedom of the metric. The “tensor mode” represents the part of $`h_{ij}`$ that cannot be obtained from the gradients of a scalar or vector, namely $`S_{ij}^\mathrm{T}`$. The tensor mode is gauge-invariant and has two degrees of freedom (five for a symmetric traceless $`3\times 3`$ matrix, less three from the condition $`\gamma ^{jk}_kS_{ij}^\mathrm{T}=0`$). Physically it represents gravitational radiation; the two degrees of freedom correspond to the two polarizations of gravitational radiation. Gravitational radiation is transverse: a wave propagating in the $`z`$-direction can have nonzero components $`h_{xx}h_{yy}`$ and $`h_{xy}=h_{yx}`$ but no others. The tensor mode $`S_{ij}^\mathrm{T}`$ behaves like a spin-2 field under spatial rotations. Note that my definition of the tensor mode strain $`S_{ij}`$ here differs by a factor of 2 from the conventional $`h_{ij}^{TT}`$ in \[\].

The “vector mode” behaves like a spin-1 field under spatial rotations. It corresponds to the transverse vector parts of the metric, which are found in $`w_i^{}`$ and $`S_{ij}^{}`$. Each part has two degrees of freedom. Although we will not prove it here (see \[\] for the details), it is possible to eliminate two of these degrees of freedom by imposing gauge conditions (coordinate conditions). The synchronous gauge of Lifshitz \[\] is one popular choice, with $`w_i^{}=w_i^{}=0`$. Another choice is the “Poisson” or transverse gauge \[\] which sets $`S_{ij}^{}=0`$. In either case, there are two physical degrees of freedom and they correspond physically to gravitomagnetism. Although this effect is less well known than gravitational radiation or Newtonian gravity, it produces magnetic-like effects on moving and spinning masses, such as the precession of a gyroscope in the gravitational field of a spinning mass (Lense-Thirring precession). This phenomenon has not yet been discovered experimentally but should be measured by the Gravity Probe B satellite to be launched in 2002 \[\].

The “scalar mode” is spin-0 under spatial rotations and corresponds physically to Newtonian gravitation with relativistic modifications. The scalar parts of the metric are given by $`\varphi `$, $`\psi `$, $`w_i^{}`$, and $`S_{ij}^{}`$. Any two of these may be set to zero by means of a gauge transformation. One popular choice is $`w_i^{}=S_{ij}^{}=0`$, also known as the conformal Newtonian gauge. It corresponds to the scalar mode in the transverse gauge, defined by the gauge conditions

$$\gamma ^{ij}_iw_j=0,\gamma ^{jk}_kS_{ij}=0.$$
(10)
This gauge in linearized general relativity is the gravitational analogue of Coulomb gauge in electromagnetism, where the magnetic vector potential is transverse, $`_iA^i=0`$. In the gravitational transverse gauge, $`w_i`$ is transverse and $`S_{ij}`$ is doubly transverse. This gauge is convenient for developing intuition although not necessarily the best for computation. The variables $`(\varphi ,\psi ,w_i^{},S_{ij}^\mathrm{T})`$ correspond to gauge-invariant variables introduced by Bardeen \[\] as linear combinations of metric variables in other gauges.

In linear perturbation theory, the scalar, vector, and tensor modes evolve independently. The vector and tensor modes produce no density perturbations and therefore are unimportant for structure formation, although they do perturb the microwave background. In the remainder of these lectures, only the scalar mode will be considered.

The Einstein equations give the equations of motion for the metric perturbations in terms of the energy-momentum tensor, the source of relativistic gravity. Here we consider the case of a perfect fluid (or several perfect fluid components combined), for which

$$T^{\mu \nu }=(\rho +p)V^\mu V^\nu +pg^{\mu \nu }$$
(11)
where $`\rho `$ and $`p`$ are the proper energy density and pressure in the fluid rest frame and $`V^\mu `$ is the fluid 4-velocity.

We split $`T^{\mu \nu }`$ into time and space components as we did for the metric. It is convenient to use mixed components because the conformal factor $`a^2`$ then cancels, yielding

$`T_{\mathrm{\hspace{0.17em}0}}^0`$ $`=`$ $`\rho (\stackrel{}{x},\tau )=\left[\overline{\rho }(\tau )+\delta \rho (\stackrel{}{x},\tau )\right],`$
$`T_i^0`$ $`=`$ $`\left[\overline{\rho }(\tau )+\overline{p}(\tau )\right]v_i(\stackrel{}{x},\tau )=\left[\overline{\rho }(\tau )+\overline{p}(\tau )\right]_iW,`$ (12)
$`T_j^i`$ $`=`$ $`\left[\overline{p}(\tau )+\delta p(\stackrel{}{x},\tau )\right]\delta _j^i,`$
where $`\overline{\rho }(\tau )`$ and $`\overline{p}(\tau )`$ are respectively the energy (or mass) density and pressure of the Robertson-Walker background spacetime, $`v_i=\gamma _{ij}dx^j/d\tau `$ is the fluid 3-velocity (assumed nonrelativistic), and $`W`$ is a velocity potential. We are assuming that the velocity field is irrotational or, if it is not, that the matter fluctuations are linear so that the longitudinal and transverse velocity components evolve independently. This is a good approximation prior to the epoch of galaxy formation.

We are also making another approximation, namely that the shear stress (the non-diagonal part of $`T_j^i`$) is negligible compared with the pressure. This is a bad approximation for relativistic neutrinos, whose free-streaming leads to a non-isotropic momentum distribution after neutrino decoupling at a temperature of about 1 MeV. (A similar but smaller effect occurs for photons after they decouple at a temperature of about 0.3 eV.) However, the effect of this error is modest during the radiation-dominated era (photons contribute more pressure than neutrinos, and are isotropic) and is unimportant during the matter-dominated era, when the nonrelativistic matter density is the major source of gravity. We introduce this approximation here in order to simplify the treatment; full calculations include the effects of neutrino shear stress \[\].

When the stress tensor is isotropic, the Einstein equations in transverse gauge imply that the two scalar potentials $`\varphi `$ and $`\psi `$ are equal \[\] and the metric takes the simple form

$$ds^2=a^2(\tau )\left[(1+2\varphi )d\tau ^2+(12\varphi )\gamma _{ij}dx^idx^j\right].$$
(13)
This is a simple cosmological generalization of the standard weak-field limit of general relativity, which is recovered by setting $`a=1`$ and $`\gamma _{ij}=\delta _{ij}`$.

Given the stress-energy tensor, we can now obtain field equations for $`\varphi (\stackrel{}{x},\tau )`$ using the Einstein equations. The only independent equation for the Robertson-Walker background is the Friedmann equation (2). For the perturbations, we obtain

$$(^2+3K)\varphi =4\pi Ga^2\left[\delta \rho +3\frac{\dot{a}}{a}(\overline{\rho }+\overline{p})W\right],$$
(14)
$$_\tau \varphi +\frac{\dot{a}}{a}\varphi =4\pi Ga^2(\overline{\rho }+\overline{p})W,$$
(15)
and

$$_\tau ^2\varphi +3\frac{\dot{a}}{a}_\tau \varphi \left(8\pi Ga^2\overline{p}+2K\right)\varphi =4\pi Ga^2\delta p.$$
(16)
There are more equations than in Newtonian gravity because the Einstein equations have local energy-momentum conservation built into them.

Equation (14) is remarkably like the Poisson equation of Newtonian gravity, especially when one realizes that the factor of $`a^2`$ is needed to convert the Laplacian from comoving to proper spatial coordinates. Otherwise there are three differences. First, the spatial curvature adds a scale to the Laplacian in a curved space. Second, the density source is $`\delta \rho =\rho \overline{\rho }`$ rather than $`\rho `$ because $`\varphi `$ represents a metric perturbation on top of the background Robertson-Walker spacetime. Third, momentum density (through $`W`$) is a source for gravity in general relativity. However, this term is comparable with the density term only on length scales comparable to or larger than the Hubble length $`H^1`$.

Two of our field equations are unfamiliar from Newtonian dynamics. Equation (15) is reminiscent of the Zel’dovich approximation \[\] in that the velocity potential is proportional to the gravitational potential in the linear regime when $`\varphi (\stackrel{}{x},\tau )=\varphi _0(\stackrel{}{x})D_\varphi (\tau )`$. However, it is a more general result whose Newtonian limit may be derived by combining the continuity equation with the time derivative of the Poisson equation.

Equation (16) is more surprising, as it gives the gravitational potential through a second-order time evolution equation as opposed to the action-at-a-distance Poisson equation (14). The reader may well wonder about the compatibility of the two equations as well as the physical validity of the Poisson equation in general relativity, but equations (14)–(16) are all correct. See \[\] for a full discussion. In brief, causality is restored by the tensor mode. The time evolution equation for the potential can be regarded as arising from local energy-momentum conservation (which is built into the Einstein equations) combined with the Poisson equation. Indeed, an equation similar to equation (16) can be derived in Newtonian gravity from the fluid and Poisson equations. Its utility arises from the fact that when pressure perturbations are gravitationally unimportant (i.e. when matter and/or dark energy dominate over radiation), the time evolution of perturbations can be obtained from a single differential equation depending only on the background curvature, pressure, and density.

### 2.2. Perfect Fluid Model

To conclude this section, we present a simple model for understanding CMB anisotropy and large scale structure. We reduce the matter and energy content of the universe to a vacuum energy (with $`\rho _v=\mathrm{\Lambda }/8\pi G`$ contributing to the mean expansion rate but not to the fluctuations) and two fluctuating components, CDM and radiation (photons and neutrinos, the former coupled to baryons by electron scattering until recombination). The CDM and radiation are treated as perfect fluids, ignoring the free-streaming of neutrinos and the diffusion and streaming of photons during and after recombination.

The fluid equations follow from local energy-momentum conservation, $`_\mu T^{\mu \nu }=0`$. For a perfect fluid, with the scalar mode only (no vorticity and no gravitational radiation), the fluid equations in the metric of equation (13) are

$$_\tau \rho +3\left(\frac{\dot{a}}{a}_\tau \varphi \right)(\rho +p)+_i\left[(\rho +p)v^i\right]=0$$
(17)
and

$$_\tau \left[(\rho +p)v^i\right]+4\frac{\dot{a}}{a}(\rho +p)v^i+_ip+(\rho +p)_i\varphi =0.$$
(18)
These are familiar from Newtonian fluid dynamics, with some extra terms. The damping ($`\dot{a}/a`$) terms arise from Hubble expansion and the use of comoving coordinates. The $`_\tau \varphi `$ term in the continuity equation (17) arises from the deformation of the spatial coordinates, i.e. the $`\varphi \delta _{ij}`$ contribution to the metric. (The flux term in eq. 17 describes transport relative to the comoving coordinate grid, which is deforming when $`_\tau \varphi 0`$.) The energy flux (or momentum density, they are equal) includes pressure in relativity because of the $`pdV`$ work done by compression. Equations (17) and (18) apply separately to perfect fluid component.

## 3. Adiabatic and Isocurvature Modes

This section discusses the evolution of perturbations from the end of inflation (taken to be at $`\tau =0`$ for all practical purposes) through recombination using a two-fluid approximation. We approximate the matter and energy content in the universe as being two perfect fluids: Cold Dark Matter (a zero-temperature gas) and radiation (photons coupled to electrons and baryons before recombination, plus neutrinos which are approximated as behaving like photons). The net energy density perturbation is thus

$$\delta \rho (\stackrel{}{x},\tau )=\overline{\rho }_c(a)\delta _c(\stackrel{}{x},\tau )+\overline{\rho }_r(a)\delta _r(\stackrel{}{x},\tau ),$$
(19)
where $`\overline{\rho }_ca^3`$ and, if we neglect the contribution of baryons, $`\overline{\rho }_ra^4`$. We could add a third component for the baryons, but this complicates the presentation without adding essential new behavior. In the interest of economy, we leave baryons out. We define the relative density contrasts $`\delta _c\delta \rho _c/\overline{\rho }_c`$ and $`\delta _r\delta \rho _r/\overline{\rho }_r`$.

The total pressure is simply $`p(\stackrel{}{x},\tau )=\frac{1}{3}\overline{\rho }_r(a)(1+\delta _r)+p_v`$ where $`p_v=\rho _v`$ is the spatially constant negative pressure of vacuum energy (cosmological constant), should any be present.

As we noted in the previous section, density perturbations couple gravitationally only to the scalar mode of metric perturbations, and the scalar mode cannot generate transverse vector fields. As a result, the peculiar velocity fields of CDM and radiation are longitudinal and are fully characterized by their potentials $`W_c`$ and $`W_r`$ for CDM and radiation, respectively.

As a final simplifying assumption, we will assume that we are studying effects on distance scales less than the curvature length $`|K|^{1/2}=|\mathrm{\Omega }_01|^{1/2}H_0^1`$, which is at least 5 Gpc and possibly infinitely large.

With these assumptions, we can linearize the fluid equations (17) and (18) for $`\delta _c^21`$ and $`\delta _r^21`$ to obtain

$`_\tau \delta _c=^2W_c+3_\tau \varphi ,`$ $`_\tau \delta _r={\displaystyle \frac{4}{3}}^2W_r+4_\tau \varphi ,`$
$`_\tau W_c+{\displaystyle \frac{\dot{a}}{a}}W_c=\varphi ,`$ $`_\tau W_r={\displaystyle \frac{1}{4}}\delta _r+\varphi .`$ (20)
These equations are easy to understand. The $`_\tau \varphi `$ terms have the same origin as in equation (17), namely the deformation of the comoving coordinate system. The velocity potential terms are related to the velocity divergence, $`\stackrel{}{}\stackrel{}{v}=^2W`$. The radiation density fluctuations grow at $`4/3`$ the rate of matter fluctuations to compensate for the fact that the photon number density is proportional to $`\rho _r^{3/4}`$. As expected, the velocity equations show that matter velocities redshift (for $`\varphi =0`$) with $`\stackrel{}{v}_ca^1`$ while radiation velocities (e.g. the speed of light) do not redshift. (Momenta redshift $`a^1`$ but the speed of light is unaffected by expansion.) Finally, radiation pressure gives rise to an acoustic restoring force $`\stackrel{}{}p_r=(1/3)\overline{\rho }_r\stackrel{}{}\delta _r`$ which shows up as the $`(1/4)\delta _r`$ term in the radiation longitudinal velocity equation.

Equations (3.) are coupled by gravity, which can be determined from the Poisson equation (14), which becomes

$$^2\varphi =4\pi Ga^2\left[(\overline{\rho }_r\delta _r+\overline{\rho }_c\delta _c)+\frac{\dot{a}}{a}(4\overline{\rho }_rW_r+3\overline{\rho }_cW_c)\right].$$
(21)
We can solve equations (3.) and (21) most easily by expanding the spatial dependence in eigenfunctions of the Laplacian $`^2`$. In flat space these are plane waves $`\mathrm{exp}(i\stackrel{}{k}\stackrel{}{x})`$, and this is a good approximation even if the background is curved, provided $`k|K|^{1/2}`$. This approximation is valid for almost all applications except large angular scale CMB anisotropy. Note that $`\stackrel{}{k}`$ is a comoving wavevector; the physical wavelength is $`2\pi a/k`$.

By expanding the spatial dependence in plane waves, we now have a fourth-order linear system of ordinary differential equations in time. We are free to define linear combinations of the variables $`(\delta _c,\delta _r,W_c,W_r)`$ as our fundamental variables. In terms of the mechanisms for generating primeval perturbations, the most natural variables are the metric perturbation $`\varphi `$ and the specific entropy

$$\eta \frac{\delta pc_\mathrm{s}^2\delta \rho }{\overline{\rho }_cc_\mathrm{s}^2}=\frac{3}{4}\delta _r\delta _c,$$
(22)
where

$$c_\mathrm{s}^2\frac{d\overline{p}/d\tau }{d\overline{\rho }/d\tau }=\left[3\left(1+\frac{3\overline{\rho }_c}{4\overline{\rho }_r}\right)\right]^1$$
(23)
is the effective one-fluid sound speed of the matter and radiation. (Acoustic signals actually do not propagate at this speed; they propagate with speed $`3^{1/2}`$ through the radiation and they do not propagate at all through CDM.)

For a two-component radiation plus CDM universe, the solution of the Friedmann equation (2) gives

$$y\frac{\overline{\rho }_c}{\overline{\rho }_r}=\frac{a(\tau )}{a_{\mathrm{eq}}}=\frac{\tau }{\tau _e}+\left(\frac{\tau }{2\tau _e}\right)^2,\tau _e\left(\frac{a_{\mathrm{eq}}}{\mathrm{\Omega }_c}\right)^{1/2}H_0^1=\frac{19\mathrm{Mpc}}{\mathrm{\Omega }_ch^2}.$$
(24)
The radiation-dominated era ends and matter-dominated era begins at redshift $`1+z_{\mathrm{eq}}=a_{\mathrm{eq}}^1=2.5\times 10^4\mathrm{\Omega }_mh^2`$. A cosmological constant has no significant effect on $`y(\tau )`$ provided that, during the times of interest, the vacuum energy density is much less than the radiation or cold dark matter density.

The fluid and Poisson equations can now be combined to give a pair of second-order ordinary differential equations,

$`{\displaystyle \frac{1}{3c_\mathrm{s}^2}}_\tau ^2\varphi +\left(1+{\displaystyle \frac{1}{c_\mathrm{s}^2}}\right){\displaystyle \frac{\dot{a}}{a}}_\tau \varphi +\left({\displaystyle \frac{k^2}{3}}+{\displaystyle \frac{1}{4y\tau _e^2}}\right)\varphi `$ $`=`$ $`{\displaystyle \frac{\eta }{2y\tau _e^2}},`$
$`{\displaystyle \frac{1}{3c_\mathrm{s}^2}}_\tau ^2\eta +{\displaystyle \frac{\dot{a}}{a}}_\tau \eta +{\displaystyle \frac{k^2y}{4}}\eta `$ $`=`$ $`{\displaystyle \frac{1}{6}}y^2k^4\tau _e^2\varphi .`$ (25)
It is interesting to note that $`\varphi `$ and $`\eta `$ evolve independently aside from the source term each provides to the other. The coupling implies that entropy perturbations are a source for the growth of gravitational perturbations and vice versa.

For a given wavenumber $`k`$, there are two key times in the evolution of $`\varphi `$ and $`\eta `$: the sound-crossing time $`\tau \pi /(kc_\mathrm{s})`$ and the time of matter-radiation equality at $`\tau \tau _e`$. \[To be precise, $`a=a_{\mathrm{eq}}`$ at $`\tau /\tau _e=2(\sqrt{2}1)`$.\] For $`\tau \tau _\mathrm{e}`$, $`\varphi `$ and $`\eta `$ decouple and they both have solutions that decay rapidly with $`\tau `$ as well as solutions that are finite as $`\tau 0`$. The latter are conventionally called “growing modes” while the former are called decaying. The growing mode solution in the radiation era $`\tau \tau _e`$ is

$`\varphi (\stackrel{}{k},\tau )`$ $`=`$ $`{\displaystyle \frac{3}{(\omega \tau )^3}}(\mathrm{sin}\omega \tau \omega \tau \mathrm{cos}\omega \tau )A(\stackrel{}{k})`$ (26)
$`+{\displaystyle \frac{\tau }{\tau _e}}\left[{\displaystyle \frac{1}{(\omega \tau )^4}}+{\displaystyle \frac{1}{2(\omega \tau )^2}}{\displaystyle \frac{1}{(\omega \tau )^4}}(\mathrm{cos}\omega \tau +\omega \tau \mathrm{sin}\omega \tau )\right]I(\stackrel{}{k}),`$
$`\eta (\stackrel{}{k},\tau )`$ $`=`$ $`I(\stackrel{}{k})+9\left[\mathrm{ln}\omega \tau +𝒞\mathrm{Ci}(\omega \tau )+{\displaystyle \frac{1}{2}}(\mathrm{cos}\omega \tau 1)\right]A(\stackrel{}{k}),`$
where $`\omega k/\sqrt{3}`$ is the phase of acoustic waves in the radiation fluid, $`𝒞=0.5772\mathrm{}`$ is the Euler constant, and $`\mathrm{Ci}(x)`$ is the cosine integral defined by

$$\mathrm{Ci}(x)=𝒞+\mathrm{ln}x+_0^x\frac{\mathrm{cos}t1}{t}𝑑t.$$
(27)
In equation (26) we have neglected all terms $`O(\tau /\tau _e)`$ aside from the lowest-order contribution of $`I(\stackrel{}{k})`$ to $`\varphi `$.

The general growing-mode solution contains two $`k`$-dependent integration constants, $`A(\stackrel{}{k})`$ and $`I(\stackrel{}{k})`$, which represent the initial ($`\tau 0`$) amplitude of $`\varphi `$ and $`\eta `$, respectively. Conventionally they are called the “adiabatic” (so-called because the entropy perturbation $`\eta =0`$ at $`\tau =0`$, although “isentropic” would be more appropriate) and “isocurvature” (so-called because $`\varphi =0`$ at $`\tau =0`$) mode amplitudes. In addition, there are decaying modes whose amplitude at $`\tau =\tau _e`$ is negligible unless the initial conditions were fine-tuned or there are external sources such as topological defects to continually regenerate the decaying mode. The solution of equations (26) is valid only for inflation or other mechanisms that generate fluctuations exclusively in the early universe, but not for topological defects.

As a result of reheating, inflation produces fluctuations with spatially constant ratios of the number densities of all particle species. For CDM and radiation, for example, $`\rho _r^{3/4}/\rho _c=\text{constant}`$ hence $`I=0`$ and thus $`\eta =0`$ until radiation pressure forces begin to separate the radiation from the CDM, which takes a sound-crossing time or $`\tau \omega ^1`$. Thus, although inflation produces the adiabatic mode of initial fluctuations, the differing equations of state $`p(\rho )`$ for the two-fluid system lead to entropy perturbations proportional to the initial adiabatic mode amplitude $`A(\stackrel{}{k})`$ (see the second of eqs. 26).

Physically, the number density of particles of all species are proportional to each other in the adiabatic mode as long as there has been too little time for particles to travel a significant difference via their thermal speeds. However, the differing thermal speeds of different particle species (e.g. photons and cold dark matter) eventually cause the particle densities to evolve differently, so that the number density ratios are no longer constant and the entropy perturbation is no longer zero.

First-order phase transitions, on the other hand, change the equation of state without moving matter or energy on macroscopic scales, hence $`\delta \rho _r+\delta \rho _c=\theta _c=\theta _r=0`$ initially implying $`\varphi =0`$ initially but $`\eta 0`$. This isocurvature mode is characterized by the initial entropy perturbation amplitude $`I(\stackrel{}{k})`$. As the first of equations (26) shows, the isocurvature mode generates curvature fluctuations when the universe becomes matter-dominated.

The isocurvature CDM inflationary model has a fine balance such that $`\delta _r+y\delta _c=0`$ initially. This may involve nonlinear fluctuations of $`\delta _c`$ at early times, but $`\delta _r`$ is negligible early in the radiation-dominated era $`y1`$. For this reason, the isocurvature mode was originally called isothermal \[\].

On small scales, $`k\tau 1`$, equations (3.) may be solved using a WKB approximation. For our purposes it suffices to take the $`\omega \tau 1`$ limit of equations (26):

$$\varphi 3\frac{\mathrm{cos}\omega \tau }{(\omega \tau )^2}A(\stackrel{}{k})+\frac{1}{\omega ^3\tau _e\tau ^2}\left(\frac{\omega \tau }{2}\mathrm{sin}\omega \tau \right)I(\stackrel{}{k}).$$
(28)
The radiation density fluctuation scales as

$$\delta _r\frac{k^2\varphi }{Ga^2\overline{\rho }_r}k^2\tau ^2\varphi ,$$

which oscillates in proportion to $`cos\omega \tau `$ for the adiabatic mode and grows in proportion to $`y\tau /\tau _e`$ for the isocurvature mode.

Note from equation (28) that the isocurvature mode induces oscillations in the potential with a $`\pi /2`$ phase shift relative to the adiabatic mode. This shift translates into a shift in the positions of the acoustic peaks in the CMB angular power spectrum.

### 3.1. The Adbiabatic Growing Mode as a Standing Wave

It is instructive to consider the general adiabatic perturbation in the radiation-dominated era including the decaying mode. This problem is easy to analyze and shows the role of acoustic waves in the radiation-dominated era.

The two linearly independent solutions of the first of equations (3.) for $`y1`$ and adiabatic initial conditions ($`\eta =0`$) are

$$\varphi _g=\frac{3}{(\omega \tau )^3}(\mathrm{sin}\omega \tau \omega \tau \mathrm{cos}\omega \tau ),\varphi _d=\frac{3}{(\omega \tau )^3}(\mathrm{cos}\omega \tau +\omega \tau \mathrm{sin}\omega \tau )$$
(29)
where the subscripts label the growing and decaying modes, respectively. They are the real and imaginary parts of

$$\varphi _\omega =\varphi _g+i\varphi _d=\frac{3}{(\omega \tau )^3}(i\omega \tau )e^{i\omega \tau }.$$
(30)
For a given spatial harmonic, $`\mathrm{exp}(i\stackrel{}{k}\stackrel{}{x})\varphi _\omega `$ represents a wave traveling in the $`\stackrel{}{k}`$-direction. Thus, the growing mode $`\varphi _g=\frac{1}{2}(\varphi _\omega +\varphi _\omega ^{})`$ represents a superposition of waves traveling along $`\stackrel{}{k}`$ and $`\stackrel{}{k}`$, i.e. a standing wave

$$\varphi _g\mathrm{cos}kx=e\frac{3}{2(\omega \tau )^3}\left[(i\omega \tau )e^{i(\stackrel{}{k}\stackrel{}{x}\omega \tau )}+(i\omega \tau )e^{i(\stackrel{}{k}\stackrel{}{x}+\omega \tau )}\right].$$
(31)
The waves travel at the sound speed $`\omega /k=1/\sqrt{3}`$ in the radiation fluid.

The entropy perturbation induced by a traveling wave potential perturbation is easily calculated in the radiation-dominated era using the Green’s function method applied to the second of equations (3.) with $`\varphi =\varphi _\omega `$ for the source term. The result is

$$\eta _\omega =9_0^{\omega \tau }\frac{1}{x}\left(1e^{ix}\right)𝑑x\frac{9}{2}\left(1e^{i\omega \tau }\right).$$
(32)
The real part of this equation gives the $`A(\stackrel{}{k})`$ contribution to $`\eta `$ in equations (26).

## 4. CMB Anisotropy

This section presents a simplified treatment of CMB anisotropy, with the aim of highlighting the essential physics without getting lost in all of the details. More complete treatments are found in \[\].

The microwave background radiation is fully described by a set of photon phase space distribution functions. Ignoring polarization (a few percent effect), all the information is included in the intensity or in $`f(\stackrel{}{x},\stackrel{}{p},\tau )`$ where $`fd^3p`$ is the number density of photons of conjugate momentum $`\stackrel{}{p}`$ at position and time ($`\stackrel{}{x},\tau )`$. The conjugate momentum is related to the proper momentum measured by a comoving observer, $`\stackrel{}{p}/a`$, so that $`\stackrel{}{p}=\text{constant}`$ along a photon trajectory in the absence of metric perturbations.

Remarkably, despite metric perturbations and scattering with free electrons, the CMB photon phase space distribution remains blackbody (Planckian) to exquisite precision:

$$f(\stackrel{}{x},\stackrel{}{p},\tau )=f_{\mathrm{Planck}}\left(\frac{E}{kT}\right)=f_{\mathrm{Planck}}\left[\frac{p}{kT_0(1+\mathrm{\Delta })}\right]$$
(33)
where $`T_0=2.728`$ K is the current CMB temperature and $`\mathrm{\Delta }(\stackrel{}{x},\stackrel{}{n},\tau )`$ is the temperature variation at position $`(\stackrel{}{x},\tau )`$ for photons traveling in direction $`\stackrel{}{n}`$. The phase space density is blackbody but the temperature depends on photon direction as a result of scattering and gravitational processes occurring along the line of sight.

The phase space density may be calculated from initial conditions in the early universe through the Boltzmann equation

$$\frac{Df}{D\tau }\frac{f}{\tau }+\frac{f}{\stackrel{}{x}}\frac{d\stackrel{}{x}}{d\tau }+\frac{f}{\stackrel{}{p}}\frac{d\stackrel{}{p}}{d\tau }=\left(\frac{df}{d\tau }\right)_c$$
(34)
where the right-hand side is a collision integral coming from nonrelativistic electron-photon elastic scattering. In the absence of scattering, the phase space density is conserved along the trajectories

$$\frac{d\stackrel{}{x}}{d\tau }=\stackrel{}{n}\frac{\stackrel{}{p}}{p},\frac{1}{p}\frac{dp}{d\tau }=\stackrel{}{n}\stackrel{}{}\varphi +_\tau \varphi ,\frac{d\stackrel{}{n}}{d\tau }=2\left[\stackrel{}{}\stackrel{}{n}(\stackrel{}{n}\stackrel{}{})\right]\varphi .$$
(35)
Note that the photon energy changes via gravitational redshift (the first term in $`dp/d\tau `$) or a time-changing potential, but in either case the energy of all photons is changed by the same factor. The photon direction changes by transverse deflections due to gravity; $`d\stackrel{}{n}/d\tau `$ is twice the Newtonian value, a result well-known in gravitational lens theory \[\]. Because $`f/\stackrel{}{n}=0`$ for the unperturbed background (the anisotropy arises due to the metric perturbations), gravitational lensing affects the CMB anisotropy only through nonlinear effects on small scales \[\].

The procedure for computing CMB anisotropy is to linearize the Boltzmann equation assuming $`\mathrm{\Delta }^21`$ \[\]. Until recently, the temperature anisotropy $`\mathrm{\Delta }`$ was expanded in spherical harmonics and the Boltzmann equation was solved as a hierarchy of coupled equations for the various angular moments \[\]. In 1996, Seljak and Zaldarriaga \[\] developed a much faster integration method call CMBFAST based on integrating the linearized Boltzmann equation along the observer’s line of sight before the angular expansion is made:

$$\mathrm{\Delta }(\stackrel{}{n},\tau _0)=_0^{\tau _0}𝑑\chi e^{\tau _\mathrm{T}(\chi )}\left[\stackrel{}{n}\stackrel{}{}\varphi +_\tau \varphi +an_e\sigma _\mathrm{T}\left(\frac{1}{4}\delta _\gamma +\stackrel{}{v}_e\stackrel{}{n}+\text{pol. term}\right)\right]_{\mathrm{ret}}$$
(36)
where $`\tau _0`$ is the present conformal time, $`\chi `$ is the radial comoving coordinate of equation (3), subscript “ret” denotes evaluation using retarded time $`\tau =\tau _0\chi `$, $`\delta _\gamma `$ is the relative density fluctuation in the photon gas ($`\delta _\gamma =\delta _r`$ in our two-fluid approximation), $`\stackrel{}{v}_e`$ is the mean electron velocity (i.e. the baryon velocity, which equals $`\stackrel{}{v}_r`$ in our two-fluid approximation), $`\sigma _\mathrm{T}`$ is the Thomson cross section, and the Thomson optical depth is

$$\tau _\mathrm{T}(\chi )_0^\chi 𝑑\chi (an_e\sigma _\mathrm{T})_{\mathrm{ret}}.$$
(37)
We have left out small terms (“pol. term”) due to polarization and the anisotropy of Thomson scattering in equation (36).

The terms in equation (36) are easy to understand. The $`\mathrm{exp}(\tau _\mathrm{T})`$ factor accounts for the opacity of electron scattering, which prevents us from seeing much beyond a redshift of 1100, where $`\tau _\mathrm{T}1`$. The CMB anisotropy appears to come from a thin layer called the photosphere, just like the radiation from the surface of a star.

The two gravity terms give the effective emissivity due to the photon energy change caused by a varying gravitational potential. For a blackbody distribution, if all photon energies are increased by a factor $`1+ϵ`$, the distribution remains blackbody with a temperature increased by the same factor. Thus, the line-of-sight integration of the fractional energy change of equation (35) translates directly into a temperature variation.

The terms proportional to the Thomson opacity $`an_e\sigma _\mathrm{T}`$ are the effective emissivity due to Thomson scattering. Bearing in mind that the photon-baryon plasma is in nearly perfect thermal equilibrium (the temperature variations are only about 1 part in $`10^5`$), the photons we see scattered into the line of sight from a given fluid element have the blackbody distribution corresponding to the temperature of that element. Recalling that the energy density of blackbody radiation is $`\rho _\gamma T^4`$, we see that $`\frac{1}{4}\delta _\gamma `$ is simply the fractional temperature variation of the fluid element. In other words, if we carried a thermometer to the photosphere and measured its reading in direction $`\stackrel{}{n}`$, it would read a fraction $`\frac{1}{4}\delta _\gamma `$ different from the mean. Now the energy density is defined in the fluid rest frame, while the fluid is moving with 3-velocity $`\stackrel{}{v}_e`$, so the temperature measured by a stationary thermometer (with fixed $`x^i`$) is changed by a Doppler correction $`\stackrel{}{v}_e\stackrel{}{n}`$. (If the photosphere is approaching us, $`\stackrel{}{v}_e\stackrel{}{n}`$, the radiation is blue-shifted.)

Comparing the CMB with a star, when we look at the surface of a star we see the temperature of the emitting gas (to the extent that local thermodynamic equilibrium applies), corresponding to the $`\frac{1}{4}\delta _\gamma `$ term. For ordinary stars the Doppler boosting and gravitational redshift effects are negligible, although they are appreciable for supernovae and white dwarfs, respectively. For the CMB, on the other hand, all four emission terms in equation (36) are comparable in importance.

It is instructive to approximate the photosphere as an infinitely thin layer by adopting the instantaneous recombination approximation, according to which the free electron fraction and hence opacity drops suddenly at $`\tau _{\mathrm{rec}}`$, the conformal time of recombination at $`z1100`$:

$$\tau _\mathrm{T}(\chi )=\{\begin{array}{cc}\mathrm{},\chi >\chi _{\mathrm{rec}}=\tau _0\tau _{\mathrm{rec}},\hfill & \\ 0,\chi <\chi _{\mathrm{rec}}.\hfill & \end{array}$$
(38)
Substituting into equation (36) and integrating by parts the gravitational redshift term gives the result first obtained in another form by Sachs and Wolfe in 1967 \[\]:

$$\mathrm{\Delta }(\stackrel{}{n})\left(\frac{1}{4}\delta _\gamma +\varphi +_\chi W_\gamma \right)_{\mathrm{rec}}+_0^{\chi _{\mathrm{rec}}}𝑑\chi (2_\tau \varphi )_{\mathrm{ret}}$$
(39)
where we have dropped the argument $`\tau _0`$ from $`\mathrm{\Delta }`$, $`\chi _{\mathrm{rec}}=\tau _0\tau _{\mathrm{rec}}`$, and $`W_\gamma `$ is the velocity potential for the photons ($`W_\gamma =W_r`$ in the two-fluid approximation discussed above). We could have used the last of equations (3.) to write the sum of the intrinsic ($`\frac{1}{4}\delta _\gamma `$) and gravitational ($`\varphi `$) contributions as $`_\tau W_r`$. The combination of derivatives $`(_\tau +_\chi )W_r`$ is the time derivative along the past light cone; the results are evaluated at recombination.

While it is interesting that the primary anisotropy depends on the velocity potential derivative along the line of sight, there appears to be no fundamental significance to the simple dependence in equation (39), aside from the fact that CMB anisotropy is produced by departures from hydrostatic equilibrium. (In hydrostatic equilibrium, $`\stackrel{}{v}_r=0`$.) If the radiation gas were in hydrostatic equilibrium in a static gravitational potential, there would be no primary CMB anisotropy. Indeed, it can be shown from purely thermodynamic arguments that $`T(\stackrel{}{x})\mathrm{exp}[\varphi (\stackrel{}{x})]`$ (hence $`\frac{1}{4}\delta _\gamma +\varphi =\text{constant}`$) for a photon gas in equilibrium.

Sachs and Wolfe \[\] showed that for adiabatic perturbations in the matter-dominated era, on scales much larger than the acoustic horizon ($`\omega \tau 1`$ in eq. 26), the sum of the photospheric terms in equation (39) (the terms evaluated at recombination) is $`\frac{1}{3}\varphi `$. Thus, on angular scales much larger than $`1^{}`$ (roughly the size of the acoustic horizon), the CMB anisotropy is a direct measure of the gravitational potential on the photosphere at recombination.

### 4.1. Angular Power Spectrum

The angular power spectrum gives the mean squared amplitude of the CMB anisotropy per spherical harmonic component. Thus, we expand the anisotropy in spherical harmonic functions of the photon direction:

$$\mathrm{\Delta }(\stackrel{}{n})=\underset{l,m}{}a_{lm}Y_{lm}(\stackrel{}{n}).$$
(40)
Observations of our universe give definite numbers for the $`a_{lm}`$ (with experimental error bars, of course). Theoretically, however, we can only predict the probability distribution of the $`a_{lm}`$. For statistically isotropic fluctuations (i.e. having no preferred direction a priori), the $`a_{lm}`$ are random variables with covariance

$$a_{lm}a_{l^{}m^{}}^{}=C_l\delta _{ll^{}}\delta _{mm^{}}$$
(41)
where the Kronecker delta’s make the $`a_{lm}`$’s uncorrelated ($`\delta _{ll^{}}=1`$ if $`l=l^{}`$ and 0 otherwise). The variance of each harmonic is given by the angular power spectrum $`C_l`$; rotational symmetry ensures that, theoretically, it is independent of $`m`$.

To calculate the angular power spectrum, we expand $`\varphi (\stackrel{}{x},\tau )`$ (and the other variables) in plane waves (assuming that the background is flat, $`K=0`$),

$$\varphi (\stackrel{}{x},\tau )=d^3ke^{i\mu k\chi }\varphi (\stackrel{}{k},\tau )=d^3k\underset{l=0}{\overset{\mathrm{}}{}}(i)^l(2l+1)j_l(k\chi )P_l(\mu )\varphi (\stackrel{}{k},\tau )$$
(42)
where $`\mu =\stackrel{}{k}\stackrel{}{n}/k`$ with a minus sign because $`\stackrel{}{n}`$ is the radial unit vector at the origin. Note that many cosmologists insert a factor $`(2\pi )^3`$ in the Fourier integral going from $`k`$-space to $`x`$-space; take heed of the conventions when they matter.

In equation (42) we have used the spherical wave expansion of a plane wave in terms of spherical Bessel functions $`j_l(x)`$ and Legendre polynomials $`P_l(x)`$. This gives

$$\mathrm{\Delta }(\stackrel{}{n})=d^3k\underset{l=0}{\overset{\mathrm{}}{}}(i)^l(2l+1)P_l(\mu )\mathrm{\Delta }_l(\stackrel{}{k})$$
(43)
where, in the instantaneous recombination approximation,

$`\mathrm{\Delta }_l(\stackrel{}{k})`$ $`=`$ $`\left[{\displaystyle \frac{1}{4}}\delta _\gamma (\stackrel{}{k},\tau _{\mathrm{rec}})+\varphi (\stackrel{}{k},\tau _{\mathrm{rec}})\right]j_l(k\chi _{\mathrm{rec}})+kW_r(\stackrel{}{k},\tau _{\mathrm{rec}})j_l^{}(k\chi _{\mathrm{rec}})`$ (44)
$`+{\displaystyle _0^{\chi _{\mathrm{rec}}}}𝑑\chi \mathrm{\hspace{0.17em}2}_\tau \varphi (\stackrel{}{k},\tau _0\chi )j_l(k\chi ).`$
The temperature expansion coefficient takes a simple form in terms of $`\mathrm{\Delta }_l`$:

$$a_{lm}=(i)^l4\pi d^3kY_{lm}^{}(\widehat{k})\mathrm{\Delta }_l(\stackrel{}{k})$$
(45)
where $`\widehat{k}`$ is a unit vector in the direction of $`\stackrel{}{k}`$.

To get the angular power spectrum now we must relate $`\mathrm{\Delta }_l(\stackrel{}{k})`$ to the initial random field of potential or entropy fluctuations that induced the CMB anisotropy. Let us assume we have adiabatic fluctuations, for which $`\varphi (\stackrel{}{k},\tau 0)=A(\stackrel{}{k})`$. We define the CMB transfer function

$$D_l(k)\frac{\mathrm{\Delta }_l(\stackrel{}{k})}{A(\stackrel{}{k})},$$
(46)
which depends only on the magnitude of $`\stackrel{}{k}`$ because the equations of motion have no preferred direction. To compute ensemble averages of products, we will need the two-point function for a statistically homogeneous and isotropic random field, whose variance defines the power spectrum:

$$A(\stackrel{}{k})A^{}(\stackrel{}{k}^{})=P_A(k)\delta _\mathrm{D}^3(\stackrel{}{k}\stackrel{}{k}^{}).$$
(47)
Note that many cosmologists use an alternative definition of the power spectrum with a factor $`(2\pi )^3`$ inserted on the right-hand side. The power spectrum so defined is greater by a factor $`(2\pi )^3`$ than the one given here. \[The extra factors of $`(2\pi )^3`$ in eq. 42 are then important.\] The definition presented here is conventional in field theory and it ensures that $`P_A(k)d^3k`$ is the contribution per unit volume in $`k`$-space to the variance of $`A(\stackrel{}{x})`$. Because of this interpretation, the power spectrum is also known as the spectral density. See \[\] for further discussion.

For scale-invariant fluctuations (equal power on all scales, as predicted by the simplest inflationary models), $`P_Ak^3`$.

Combining equations (41), (45), and (46) gives the formal expression for the angular power spectrum as an integral over the three-dimensional power spectrum:

$$C_l=4\pi d^3kP_A(k)D_l^2(k).$$
(48)
It is difficult to get a simple approximation to $`D_l(k)`$ that makes this analytically tractable, except in the limit of large angular scales where the intrinsic and gravitational contributions to $`\mathrm{\Delta }(\stackrel{}{n})`$ dominate, with $`\mathrm{\Delta }\frac{1}{3}\varphi `$. Then $`D_l=\frac{1}{3}j_l(k\chi _{\mathrm{rec}})`$ and the integral may be evaluated analytically for $`P_A(k)k^{n4}`$ with fixed $`n`$. When $`n=1`$ (the scale-invariant spectrum), the result gives $`l(l+1)C_l=\text{constant}`$ or equal power on all angular scales. The phenomenon of acoustic peaks in $`l(l+1)C_l`$ is due to the acoustic oscillations in $`\varphi `$ and $`W_\gamma `$ which modify the potentials at recombination from their scale-invariant primeval forms.

This presentation has been based on the traditional Fourier space representation of the potential and other fields. The physical interpretation of the CMB two-point function is somewhat clearer in real (position) space, although a more detailed analysis based on Green’s functions is needed before one can reap the rewards. For an introduction to the position-space perspective see \[\].

## 5. Structure Formation in $`\mathrm{\Lambda }`$CDM Models

This section summarizes briefly the steps needed to go from fluctuation evolution in the early universe to predictions of galaxy formation and large scale structure. The presentation will focus on techniques rather than model results. However, in order to simplify the discussion, we will focus on the favored cold dark matter family of models (with curvature and vacuum energy as options) with adiabatic density fluctuations from inflation.

### 5.1. CDM Linear Transfer Function

During the radiation-dominated era, CDM density fluctuations grow only logarithmically. Once the universe becomes matter-dominated at $`\tau \tau _e`$ (eq. 24), equation (16) shows that the potential becomes frozen in as long as vacuum energy (or other sources of pressure) and curvature are dynamically unimportant. Thus, from equation (14), the CDM density fluctuation amplitude grows linearly with $`a`$ since $`a_{\mathrm{eq}}`$:

$$\delta _m(k,\tau >\tau _e)=\frac{k^2\varphi }{4\pi Ga^2\overline{\rho }_m}=\frac{2}{3}\frac{a}{a_{\mathrm{eq}}}(k\tau _e)^2\varphi (k,\tau _e).$$
(49)
We have used subscript “m” to include all cold matter including baryons, which cluster with the CDM after recombination. We have also included the velocity potential term $`3(\dot{a}/a)W`$ in equation (14) as part of $`\delta _m`$ as it is in Bardeen’s gauge-invariant density perturbation variable $`ϵ`$ \[\]. (The velocity potential term is anyway negligible on scales much smaller than the Hubble distance $`H^1`$.)

To fully specify the CDM density fluctuation spectrum we now need to know the gravitational potential, or equivalently the density fluctuations, at the end of the radiation era. There is a crucial physical scale, the Jeans length for the radiation gas at $`\tau =\tau _e`$,

$$k_e^1=\frac{\tau _e}{\sqrt{3}}=\frac{11\text{Mpc}}{\mathrm{\Omega }_mh^2}.$$
(50)
(Including the effects of baryons decreases this by up to 15% from what is given here.) Perturbations of wavelength longer than $`2\pi /k_e`$ have always been Jeans unstable, so that $`\varphi (\stackrel{}{k},\tau _e)A(\stackrel{}{k})`$ for $`kk_e`$. Note that only the acoustic horizon—not the causal horizon or Hubble scale—enters as a length scale in the CDM transfer function.

To get the amplitude for shorter-wavelength perturbations which have suffered acoustic damping (i.e. they were Jeans stable for a period of time), it is not enough to use the radiation-era solution for the gravitational potential in equation (49), because the CDM density fluctuations dominate over those of radiation before the universe becomes matter-dominated. Instead, we turn to equations (14) and (26) for $`\omega \tau 1`$ in the radiation era. For the adiabatic mode this gives

$`\delta _c`$ $`=`$ $`{\displaystyle \frac{3}{4}}\delta _r\eta {\displaystyle \frac{9}{2}}A(\stackrel{}{k})\mathrm{cos}(\omega \tau )\eta ,\text{where}\omega k/\sqrt{3}`$ (51)
$``$ $`9A(\stackrel{}{k})\left[\mathrm{ln}(\omega \tau )+𝒞{\displaystyle \frac{1}{2}}\mathrm{Ci}(\omega \tau )\right],\tau <\tau _e\text{and}\omega \tau 1.`$
The gravitational impulse created by the acoustic oscillations of the radiation fluid causes the CDM to oscillate slightly but as $`\omega \tau `$ grows the cosine integral quickly dies and the CDM grows logarithmically. This growth is important for structure formation as it allows the CDM perturbations to dominate over the radiation perturbations enough for galaxies to form in less than a factor 1000 expansion since recombination when the large-scale radiation fluctuations were only a few parts in $`10^5`$.

Combining results, we obtain an approximate solution for the CDM transfer function $`T_m(k)`$ giving the amplitude of CDM density fluctuations relative to the primeval potential $`A(\stackrel{}{k})`$:

$$T_m(k)\{\begin{array}{cc}2(k/k_e)^2,kk_e,\hfill & \\ 9[\mathrm{ln}(k/k_e)+𝒞],kk_e,\hfill & \end{array}$$
(52)
where

$$\delta _m(k,\tau >\tau _e)\frac{a(\tau )}{a_{\mathrm{eq}}}A(\stackrel{}{k})T_m(k).$$
(53)
Bardeen et al. \[\] give a fitting formula for $`T_m(k)/k^2`$, which, when normalized to 1 as $`k0`$, is conventionally called the CDM transfer function. However, given the measurements of the gravitational potential made possible from the CMB, it is preferable to retain the normalization of equation (52) with the potential $`A(\stackrel{}{k})`$ factored out in equation (53).

The CDM linear power spectrum follows by analogy with equation (47) for the potential. The result, for a matter-dominated universe, is

$$P_m(k,\tau )=\left[\frac{a(\tau )}{a_{\mathrm{eq}}}\right]^2T_m^2(k)P_A(k).$$
(54)
The constant-curvature scale-invariant spectrum of potential fluctuations $`P_Ak^3`$ was first proposed by Harrison \[\] for its naturalness properties long before inflationary cosmology gave it a concrete basis. With this spectrum, the CDM density spectrum has the well-known limiting behavior

$$P_m(k)\{\begin{array}{cc}k,kk_e,\hfill & \\ k^3[\mathrm{ln}(k/k_e)]^2,kk_e.\hfill & \end{array}$$
(55)
The power spectrum is useful for calculating the variance of the smoothed density field. If we convolve $`\delta (\stackrel{}{x},\tau )`$ with a spherical window function whose Fourier transform is $`W(k)`$ normalized so that $`W(0)=1`$, then

$$\overline{\delta }^2=d^3kP(k)W^2(k).$$
(56)
From this, we see that the CDM density fluctuations have logarithmically divergent power at small scales. Thus, structure formation in a CDM model proceeds by hierarchical or bottom-up clustering with small scales collapsing by gravitational instability before being incorporated into larger objects. However, the slowness of the logarithm means that the structure formation proceeds rapidly from small to large scales.

Figure 1 compares the linear power spectra extrapolated to $`\tau =\tau _0`$ (i.e. redshift 0) for several flat CDM models. The curves are all normalized so that the density smoothed with a 8 $`h^1`$ Mpc spherical “tophat” has standard deviation $`\sigma _8=0.9`$ in agreement with observed galaxy clustering for a “linear bias factor” $`b=\sigma _8^1=1.1`$. The $`\mathrm{\Lambda }`$CDM model with $`(\mathrm{\Omega }_b=0.05,\mathrm{\Omega }_c=0.30,\mathrm{\Omega }_\mathrm{\Lambda }=0.65,h=0.65)`$ has the most power on large scales, possibly too much (although an acceptable fit can be found with slightly higher $`\mathrm{\Omega }_c`$). The SCDM model with $`(\mathrm{\Omega }_b=0.05,\mathrm{\Omega }_c=0.95,h=0.50)`$ has too little power on large scales. When combined with the CMB anisotropy, this provides a strong argument for dark energy (e.g. a cosmological constant) \[\].

The curves labeled “BBKS” show the linear power spectra for the $`\mathrm{\Lambda }`$CDM and SCDM models in the limit $`\mathrm{\Omega }_b=0`$ (with $`\mathrm{\Omega }_c=0.35`$ and 1.0 for the two models, respectively). They are obtained from the fitting formula given by equation (G3) of \[\] and agree well with full calculations using the COSMICS code \[\], which was used for the other curves in Figure 1. Baryons reduce the amount of small-scale power relative to scales $`k<k_e`$ because they cannot experience gravitational instability on scales smaller than the photon-baryon Jeans length until after recombination. The oscillations in the $`\mathrm{\Lambda }`$CDM power spectrum are also due to baryons and are similar to the cosine integral contributions to $`\delta _c(k)`$ in equation (51). They arise from the acoustic oscillations of the baryons between $`\tau _e`$ and $`\tau _{\mathrm{rec}}`$. When the power spectra are normalized at small scales (as they effectively are with $`\sigma _8`$), increasing the baryon fraction increases the amount of large-scale power.

Aside from the baryon effect, the main parameter affecting the CDM spectrum (and the only one in the BBKS formula) is $`k_e`$. As may be checked using equation (50), the peak of the CDM power spectrum is closely equal to $`k_e`$. Measurements of galaxy clustering actually constrain $`k_e/h=0.1\mathrm{\Gamma }`$ Mpc<sup>-1</sup> where $`\mathrm{\Gamma }\mathrm{\Omega }_mh`$ is a commonly used parameter. However, as Figure 1 shows, a second parameter, the baryon fraction $`\mathrm{\Omega }_b/\mathrm{\Omega }_m`$, also significantly affects the CDM spectrum.

### 5.2. Evolution of Large Scale Structure

The results given above concerned the shape of the CDM power spectrum, which is frozen in after the universe becomes matter-dominated. However, the amplitude grows as $`a(\tau )`$ as assumed in equation (53) only if $`\mathrm{\Omega }_m=1`$. While this is a good approximation soon after recombination, it breaks down at small redshift when $`\mathrm{\Omega }_m<1`$ today. In this case we must include dark energy, curvature, and any other important contributor to the expansion rate of the universe.

The evolution of CDM density fluctuations for $`\tau \tau _e`$ is given by equations (14) and (3.) ignoring the radiation terms. On subhorizon scales for $`\varphi ^2\delta _m^21`$ we have

$$_\tau ^2\delta _m+\frac{\dot{a}}{a}_\tau \delta _m=4\pi Ga^2\overline{\rho }_m\delta _m=\frac{3}{2}\mathrm{\Omega }_mH_0^2\frac{\delta _m}{a}.$$
(57)
Because the coefficients are spatially homogeneous, the time and space dependences of the solution factor: $`\delta _m(\stackrel{}{x},\tau )=\delta _+(\stackrel{}{x})D_+(\tau )+\delta _{}(\stackrel{}{x})D_{}(\tau )`$. For $`\mathrm{\Omega }_m>0`$, $`D_+`$ grows with time and $`D_{}`$ decays. For $`\mathrm{\Omega }_m=1`$ the growing solution is $`D_+=a`$. For $`\mathrm{\Omega }_m<1`$ the solutions depend on the curvature $`K`$ (sometimes expressed as $`\mathrm{\Omega }_K=K/H_0^2`$) and on the equation of state of the dark energy. See Peebles \[\] and Peacock \[\] for examples.

Peculiar velocities offer another probe of large-scale structure that is sensitive directly to all matter, dark or luminous. The divergence of peculiar velocity $`\stackrel{}{v}=d\stackrel{}{x}/d\tau `$ depends on the growth rate of density fluctuations:

$$\theta _m\stackrel{}{}\stackrel{}{v}_m=_\tau \delta _m=\left(\frac{d\mathrm{ln}D_+}{d\mathrm{ln}a}\right)aH\delta _m\text{for}\delta _m^21.$$
(58)
Measurements of galaxy velocities actually give $`\stackrel{}{v}/aH`$, so that the ratio of velocity divergence to density fluctuation gives the logarithmic growth rate of density fluctuations. An empirical fit to a range of models gives $`d\mathrm{ln}D_+/d\mathrm{ln}a=f(\mathrm{\Omega }_m)\mathrm{\Omega }^{0.6}`$. In practice, the galaxy number density may be a biased tracer of the total matter density, conventionally parameterized by the bias factor $`b`$: $`\delta _{\mathrm{galaxies}}=b\delta _m`$. Comparing galaxy clustering and velocities then allows determination of $`\mathrm{\Omega }_m^{0.6}/b`$.

### 5.3. Numerical Simulation Methods

Linear theory breaks down once dark matter clumps become significantly denser than the cosmic mean. Once this happens, full numerical simulations are needed to accurately follow the nonlinear dynamics of structure formation. Moreover, radiative processes, star formation, and supernova feedback have a strong effect on the baryonic component once galaxies begin forming. Although these processes can only be included in simulations in a phenomenological way, numerical simulations are still the best way to advance our theoretical understanding of structure formation deep into the nonlinear regime.

Here we present only a brief synopsis of numerical simulation methods. For a comprehensive review of both the methods and their applications see \[\].

Particle methods are used for representing the dark matter. The phase space of dark matter is represented by a sample of particles evolving under their mutual gravitational field:

$$\frac{d\stackrel{}{x}_i}{d\tau }=\stackrel{}{v}_i,\frac{d\stackrel{}{v}_i}{d\tau }=\frac{\dot{a}}{a}\stackrel{}{v}_i\stackrel{}{}\varphi ,^2\varphi =4\pi Ga^2\left[\underset{j}{}m_j\delta _\mathrm{D}(\stackrel{}{x}\stackrel{}{x}_i)\overline{\rho }_m(\tau )\right]$$
(59)
where $`\delta _\mathrm{D}`$ is the Dirac delta function. In practice, the particles are spread over a softening distance to avoid unphysical two-body relaxation due to large-angle scattering. (A simulation may use particles of mass $`10^9M_{}`$, leading to unphysical tight binaries if the forces are not softened.) The art of dark matter simulation is mainly in calculating forces much faster than $`O(N^2)`$ for a softening distance several orders of magnitude smaller than the simulation volume. A variety of algorithms and codes are available; see \[\] for details.

The initial conditions for dark matter positions and velocities are given from linear theory by the Zel’dovich approximation \[\], which relates the comoving position to its initial value $`\stackrel{}{q}`$, a Lagrangian variable (i.e. one that labels each particle):

$$\stackrel{}{x}(\stackrel{}{q},\tau )=\stackrel{}{q}+D_+(\tau )\stackrel{}{\psi }(\stackrel{}{q}),\stackrel{}{}_q\stackrel{}{\psi }=\delta _m.$$
(60)
The initial density fluctuation field $`\delta _m(\stackrel{}{x},\tau )`$ is obtained as a sample of a gaussian random field with appropriate power spectrum.

Baryon physics is added by numerical integration of the fluid equations (17) and (18) with the addition of heating and cooling, ionization, etc. There are two classes of methods in widespread use in cosmology: smoothed-particle hydrodynamics (SPH) and grid-based methods. SPH is an extension of the N-body dynamics of equations (59) to include pressure forces and thermodynamics. It has the advantage of concentrating the spatial resolution and computational effort where the baryons are densest, with the drawback of relatively large numerical viscosity and diffusivity owing to the particle discreteness. Grid-based methods use finite-difference techniques to approximate the fluid equations on a (usually) regular lattice. High accuracy methods developed for aerodynamic and other applications provide excellent resolution of shock waves, but with a resolution limited by the grid. Adaptive mesh refinement techniques are now being used to refine the resolution where needed, resulting in the ability to follow structure formation to much higher densities than previously possible \[\].

We conclude this introduction to numerical simulation methods with a mosaic of gravitational potential and dark matter density from a high-resolution simulation of the mixed cold+hot dark matter model. Figure 2 shows the linear theory and nonlinear simulation results. On the scales shown, $`\mathrm{\Lambda }`$CDM would be almost indistinguishable.

The gravitational potential shown in Figure 2 is a statistical fractal at the end of inflation, viz. a gaussian random field with power spectrum $`P_Ak^3`$. During the radiation era, acoustic damping smooths the potential on scales smaller than $`k_e^1`$. Because the density fluctuations are related to the potential by two spatial derivatives, the corresponding linear density field is dominated by high spatial frequency components. Indeed, if not for the smoothing imposed by finite spatial resolution, the variance of density fluctuations would be logarithmically divergent. It is instructive to compare the post-recombination density with the inflationary potential. The density is almost proportional to the potential but with opposite sign. This is because the density/potential transfer function (52) varies only logarithmically on small scales.

The nonlinear evolution of the density field causes the mass to cluster strongly into wispy filaments and dense clumps; most of the volume has low density. The intermittency of structure is a sign of strong deviations from gaussian statistics.

### 5.4. Press-Schechter Theory

Numerical simulations show that most of the mass falls into dense self-gravitating clumps. As a crude approximation, let us suppose that the mass profile of every clump is spherically symmetric. In this case every gravitationally bound shell will eventually fall into the center of the clump, at a time that is dependent on the enclosed mass and energy of the shell. For linear growing mode initial conditions, collapse occurs when linear theory would predict that the mean density contrast interior to the shell is $`\delta _c=1.686`$ \[\]. Thus, in the spherical model, the distribution of clump masses is simply dependent on the statistics of the smoothed linear density field.

Press and Schechter \[\] devised an elegant method for computing the mass distribution of gravitationally bound clumps using the simple spherical model. Their procedure is first to smooth the linear density field by convolution with a spherical “tophat” of radius $`R`$ enclosing mean mass $`M(R)=(4\pi /3)\overline{\rho }_mR^3`$:

$$\overline{\delta }_m(\stackrel{}{x})=d^3x^{}W_R(|\stackrel{}{x}\stackrel{}{x}^{}|)\delta _m(\stackrel{}{x}^{}),W_R(r)=\frac{3}{4\pi R^3}\{\begin{array}{cc}1,r<R,\hfill & \\ 0,r>R.\hfill & \end{array}$$
(61)
According to the Press-Schechter ansatz, the regions of the initial density field with $`\overline{\delta }>\delta _c=1.686`$ at time $`\tau `$ have collapsed into objects of mass at least $`M`$. It is easy to see that this would be true for a single spherical density perturbation; the genius is applying this to the entire density field.

Under this model, the fraction of mass in the universe contained in clumps more massive than $`M`$ is

$$\frac{1}{\overline{\rho }_m}_M^{\mathrm{}}𝑑MM\frac{dn}{dM}=P(\overline{\delta }>\delta _c|M,\tau ).$$
(62)
On the left-hand side, $`(dn/dM)dM`$ is the number density of clumps of mass in $`(M,M+dM)`$; the integral gives the total mass density in clumps more massive than $`M`$. Dividing by $`\overline{\rho }`$ gives the mass fraction. On the right-hand side, $`P(\overline{\delta }>\delta _c|M,\tau )`$ is the probability that a randomly chosen point in the linear density field has $`\overline{\delta }>\delta _c`$ at time $`\tau `$, where $`M`$ defines the smoothing scale of $`\overline{\delta }`$. For a gaussian random field of density fluctuations, this probability is simply

$$P=\frac{1}{2}\text{erfc}\left(\frac{\delta _c}{\sigma \sqrt{2}}\right)$$
(63)
where erfc is the complementary error function and $`\sigma ^2=\sigma ^2(M,t)=\overline{\delta }^2`$ is the variance of the smoothed density. From equation (62) we can deduce $`dn/dM`$ by differentiating with respect to $`M`$.

Now, as $`M0`$, $`\sigma (M)`$ grows without bound for CDM models with logarithmically diverging power on small scales, so that $`P(\overline{\delta }>\delta _c|M=0,\tau )=\frac{1}{2}`$. Half of the mass initially is in overdense regions, half is in underdense regions $`\overline{\delta }<0`$ which in linear theory can never collapse. However, this is plainly unphysical, as simulations show that virtually all of the mass, including that in initially underdense regions, accretes onto dense clumps. Thus, Press and Schechter suggested doubling $`dn/dM`$ so that all of the mass resides in dense clumps. Thus, their formula for the mass distribution of clumps is

$$\frac{dn}{dM}=\frac{2\overline{\rho }}{M}\frac{P}{M}.$$
(64)
Although realistic gravitational collapse is far more complex than imagined in this derivation, equation (64) gives surprisingly good agreement with clump masses measured in cosmological N-body simulations \[\]. The Press-Schechter model and its generalizations have proved to be a very useful tool for comparing ab initio theories (power spectrum and cosmological model) with observations of galaxies and galaxy clusters.

## 6. Conclusions

These lecture notes have presented a few of the theoretical elements useful for understanding the microwave background and structure formation. Cosmology is rapidly changing with the advent of precision measurements of CMB anisotropy, with the observation of galaxies at $`z>3`$, and with large new redshift surveys. Theoretical research has become more phenomenological, with a focus on providing the framework for interpreting and analyzing the new data. Despite this trend—or perhaps because of the high quality of new data—theoretical cosmology still requires further development of the basic processes of structure formation. Either way, I hope that the material presented in these lectures will be useful to cosmology graduate students.

#### Acknowledgments.

I would like to thank Sergei Bashinsky for help with the two-fluid solutions. I am grateful to the organizers, the other speakers, and the students of the Cosmology 2000 summer school for the fruitful, stimulating atmosphere in Lisbon. Special thanks are due to the organizers for their wonderful hospitality. This work was supported by NSF grant AST-9803137.


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# Gross–Ooguri Phase Transition at Zero and Finite Temperature: Two Circular Wilson Loop Case

## Abstract

In the context of $`AdS/CFT`$ correspondence the two Wilson loop correlator is examined at both zero and finite temperatures. On the basis of an entirely analytical approach we have found for Nambu–Goto strings the functional relation $`dS_c^{(Reg)}/dL=2\pi k`$ between Euclidean action $`S_c`$ and loop separation $`L`$ with integration constant $`k`$, which corresponds to the analogous formula for point–particles. The physical implications of this relation are explored in particular for the Gross–Ooguri phase transition at finite temperature.

Recently much attention has been paid to the Wilson loop correlator in large–N gauge theory. This interest results mainly from the fact that $`AdS/CFT`$ duality makes it more tractable to understand this highly nontrivial quantum field theory effect through a classical description of the string configuration in the $`AdS`$ background. Using this $`AdS/CFT`$ duality Maldacena was able to calculate for the first time the expectation value of the rectangular Wilson loop operator at zero temperature and found that the interquark potential exhibits the Coulomb type behavior expected from conformal invariance of the gauge theory, as well as indications of the screening of the charge. Furthermore Witten has shown that the $`AdS/CFT`$ duality can be used to explore finite temperature behavior of gauge theory by compactifying the $`AdS`$ Euclidean time on a circle of radius $``$ 1/temperature.

Maldacena’s computational technique has already been extended to the finite temperature case by replacing the $`AdS`$ metric by a Schwarzschild–$`AdS`$ metric which implies the same boundary conditions. The main differences of the finite temperature case from the zero temperature one are (1) the presence of a maximal separation distance between quarks, and (2) the appearance of a cusp (or bifurcation point) in the plot of interquark potential–vs–interquark distance. These differences strongly suggest that there is a hidden functional relation between physical quantities, and indeed such a relation has been derived explicitly in Ref..

Here we show that there is a similar relation in the two Wilson loop case. It is known that the correlation function of two circular Wilson loops implies a phase transition analogous to that between the catenoid as minimal solution of the area connecting two concentric circles  and the associated discontinuous Goldschmit solution. In fact, this Gross–Ooguri(GO) phase transition takes place due to the instability of the classical string configuration. The GO phase transition at zero temperature has been examined in more detail in Ref. by solving the equations of motion of the Nambu–Goto string action.

In the following we approach the GO phase transition at zero temperature entirely analytically, which enables us to derive a functional relation $`dS_c^{Reg}/dL=2\pi k`$ between the regularized Euclidean classical action $`S_c^{Reg}`$ and the separation $`L`$ of the Wilson loops, $`k`$ being a constant of integration. We will also approach the GO phase transition at finite temperature and examine the physical implications of the functional relation at the finite temperature phase transition. Some related finite temperature aspects have been considered in Ref.

We use the classical Nambu–Goto action for a string world sheet

$$S_{NG}=𝑑\tau 𝑑\sigma \sqrt{detg_{\mu \nu }_\alpha X^\mu _\beta X^\nu }.$$
(1)
where $`g_{\mu \nu }`$ is the Euclidean $`AdS_5\times 𝐒^5`$ metric. We want to study the theory of a type IIB string with coordinates $`X^\mu (\tau ,\sigma )`$ which ends on the near extremal D3–brane, as the dual of an $`SU(N)`$ gauge theory in the sense of Refs., the case of large $`N`$, large ’t Hooft coupling in the gauge theory corresponding to weak coupling perturbative string theory in the semiclassical approximation, and so to supergravity expanded about an $`AdS_5\times 𝐒^5`$ background. The quantity under the square root is the induced metric on the world sheet of the Nambu–Goto string.

The near extremal Euclidean Schwarzschild–$`AdS_5`$ metric of a $`D3`$–brane (with constant dilaton, and the $`S^5`$ coordinates eliminated)  is given in Poincar$`\stackrel{´}{e}`$ coordinates by

$$ds_E^2=\left[U^2\left(f(U)dt^2+\underset{i=1}{\overset{3}{}}dx_idx_i\right)+\frac{f(U)^1}{U^2}dU^2\right].$$
(2)
Here $`t`$ is Euclidean time of target space, and we choose $`R_{ads}=\alpha ^{}=1`$ for simplicity, where $`R_{ads}`$ and $`\alpha ^{}`$ are the radius of $`AdS_5`$ and Regge slope respectively. $`U`$ is the holographic coordinate. The function $`f(U)`$ is given by $`f(U)=1U_T^4/U^4`$ where $`U_T^2`$ is a parameter proportional to the energy density above extremality on the brane; $`U_T`$ is proportional to the external temperature $`T`$ defined by $`T=U_T/\pi R_{ads}`$  which enters through the periodic identification of $`tt+1/T`$ to make the horizon at $`U=U_T`$ regular. The world volume coordinates $`t,x_i`$ of the brane can be regarded as coordinates of the dual $`3+1`$ dimensional gauge theory.

For simplicity again, we choose cylindrical coordinates $`dx_idx_i=dx^2+dr^2+r^2d\varphi ^2`$, which results in

$$ds_E^2=\frac{1}{z^2}\left[(1U_T^4z^4)dt^2+\frac{dz^2}{1U_T^4z^4}+dx^2+dr^2+r^2d\varphi ^2\right]$$
(3)
where $`z1/U`$. Thus the $`AdS`$ boundary is located at $`z=0`$.

For reasons of symmetry we make the following ansatz for the minimal surface

$$X^0=t=0,X^1/r=\varphi =\sigma ,X^2=x(\tau ),X^3=r(\tau ),X^4=z(\tau ).$$
(4)
Then (with elements $`g_{\mu \nu }`$ of eq.(3) ) the Nambu–Goto action becomes

$$S_{NG}=2\pi 𝑑\tau \frac{r}{z^2}\sqrt{_𝒯}$$
(5)
where

$$_𝒯=x^2+r^2+\frac{z^2}{1U_T^4z^4}$$
(6)
and the prime denotes differentiation with respect to $`\tau `$. The Euler–Lagrange equations derived from action (5) are

$`{\displaystyle \frac{r}{z^2}}{\displaystyle \frac{x^{}}{\sqrt{_𝒯}}}=k,`$ (7)
$`{\displaystyle \frac{d}{d\tau }}\left[{\displaystyle \frac{rr^{}}{z^2\sqrt{_𝒯}}}\right]{\displaystyle \frac{\sqrt{_𝒯}}{z^2}}=0,`$ (8)
$`{\displaystyle \frac{d}{d\tau }}\left[{\displaystyle \frac{rz^{}}{z^2\sqrt{_𝒯}(1U_T^4z^4)}}\right]+{\displaystyle \frac{2r\sqrt{_𝒯}}{z^3}}{\displaystyle \frac{2U_T^4rzz^2}{\sqrt{_𝒯}(1U_T^4z^4)^2}}=0,`$ (9)
where $`k`$ is the integration constant arising from the equation of motion for $`x`$.

With a gauge choice $`\tau =x`$ the equations of motion take the form

$`r^2+{\displaystyle \frac{z^2}{1U_T^4z^4}}+1`$ $`=`$ $`{\displaystyle \frac{r^2}{k^2z^4}},`$ (10)
$`r^{\prime \prime }{\displaystyle \frac{r}{k^2z^4}}`$ $`=`$ $`0,`$ (11)
$`{\displaystyle \frac{d}{d\tau }}\left[{\displaystyle \frac{z^{}}{1U_T^4z^4}}\right]+{\displaystyle \frac{2r^2}{k^2z^5}}{\displaystyle \frac{2U_T^4z^3z^2}{(1U_T^4z^4)^2}}`$ $`=`$ $`0.`$ (12)
We now assume that two circular Wilson loops are located at $`x=\pm L/2`$ on the AdS boundary and are linked by propagation of the closed string in the bulk of $`AdS_5\times S^5`$. Then we have to solve Eq.(10) with the boundary conditions

$`r(L/2)`$ $`=`$ $`r(L/2)=R,`$ (13)
$`z(L/2)`$ $`=`$ $`z(L/2)=ϵ0.`$ (14)
Here $`R`$ and $`L`$ are respectively the radius of the circular Wilson loops and the distance between them. We also introduced the positive infinitesimal constant $`ϵ`$ for the regularization of the minimal surface area later.

We first consider the zero temperature case ($`U_T=0`$). This case has been analyzed in Ref. partly analytically. Here we approach this case entirely analytically using various kinds of elliptic functions. This completely analytical approach enables one to derive a hidden functional relation explicitly.

For $`U_T=0`$ Eqs.(10) become

$`r^2+z^2+1{\displaystyle \frac{r^2}{k^2z^4}}`$ $`=`$ $`0,`$ (15)
$`r^{\prime \prime }{\displaystyle \frac{r}{k^2z^4}}`$ $`=`$ $`0,`$ (16)
$`z^{\prime \prime }+{\displaystyle \frac{2r^2}{k^2z^5}}`$ $`=`$ $`0,`$ (17)
and after some manipulations can be shown to yield the equation $`r^2+z^2+x^2=a^2`$, which is solved by

$`r`$ $`=`$ $`\sqrt{a^2x^2}\mathrm{cos}\theta ,`$ (18)
$`z`$ $`=`$ $`\sqrt{a^2x^2}\mathrm{sin}\theta ,`$ (19)
where $`a^2R^2+L^2/4`$, and $`\theta `$ obeys

$$\theta ^{}=\pm \frac{a}{a^2x^2}\sqrt{\frac{\mathrm{cos}^2\theta }{k^2a^2\mathrm{sin}^4\theta }1}.$$
(20)
Here we take the upper sign for $`x[L/2,0]`$ and the lower sign for $`x[0,L/2]`$. The integration over $`\theta `$ can be handled by setting $`t=\mathrm{cos}^2\theta `$. Then

$`I(\theta )`$ $``$ $`{\displaystyle _0^\theta }𝑑\theta {\displaystyle \frac{\mathrm{sin}^2\theta }{\sqrt{\mathrm{cos}^2\theta k^2a^2\mathrm{sin}^4\theta }}}`$ (21)
$`=`$ $`{\displaystyle \frac{1}{2ak}}{\displaystyle _t^1}𝑑t{\displaystyle \frac{\sqrt{1t}}{\sqrt{t(t\beta _+)(t\beta _{})}}}`$ (22)
where

$$\beta _\pm =\frac{(2k^2a^2+1)\pm \sqrt{1+4k^2a^2}}{2k^2a^2}.$$
(23)
Using the integral formula

$$_t^b𝑑t\sqrt{\frac{bt}{(at)(tc)(td)}}=(ab)g\left[\mathrm{\Pi }(\varphi ,\alpha ^2,\kappa )F(\varphi ,\kappa )\right]$$
(24)
where $`a>btc>d`$, and

$`\kappa `$ $`=`$ $`\sqrt{{\displaystyle \frac{(bc)(ad)}{(ac)(bd)}}},g={\displaystyle \frac{2}{\sqrt{(ac)(bd)}}},`$ (25)
$`\alpha `$ $`=`$ $`\sqrt{{\displaystyle \frac{bc}{ac}}},\varphi =\mathrm{sin}^1\sqrt{{\displaystyle \frac{(ac)(bt)}{(bc)(at)}}}`$ (26)
and $`\mathrm{\Pi }`$ and $`F`$ are elliptic integrals of the third and first kinds respectively, one can show that

$`I(\theta )`$ $`=`$ $`{\displaystyle \frac{1}{ka}}{\displaystyle \frac{\beta _+1}{\sqrt{\beta _+\beta _{}}}}[\mathrm{\Pi }(\mathrm{sin}^1\sqrt{{\displaystyle \frac{(\beta _+\beta _{})(1\mathrm{cos}^2\theta )}{(1\beta _{})(\beta _+\mathrm{cos}^2\theta )}}},{\displaystyle \frac{1\beta _{}}{\beta _+\beta _{}}},\kappa )`$ (28)
$`F(\mathrm{sin}^1\sqrt{{\displaystyle \frac{(\beta _+\beta _{})(1\mathrm{cos}^2\theta )}{(1\beta _{})(\beta _+\mathrm{cos}^2\theta )}}},\kappa )]`$
with

$$a=\beta _+,b=1,c=\beta _{},d=0,$$

and

$$\kappa =\sqrt{\frac{\beta _+(1\beta _{})}{\beta _+\beta _{}}}.$$
(29)
One may note that for $`k0`$ we have $`\beta _{}=0`$ and so $`\kappa 1`$.

Using Eq.(28) one can integrate Eq.(20) completely. The final result for $`\theta `$ assumes the form

$$I(\theta )=\frac{1}{2ka}\mathrm{ln}\frac{(a+\frac{L}{2})(a\pm x)}{(a\frac{L}{2})(ax)},$$
(30)
where the upper and lower signs correspond again to $`x[L/2,0]`$ and $`x[0,L/2]`$ respectively.

From Eqs.(20) and (30) one can show easily that $`\theta (L/2)=\theta (L/2)=0`$ and $`\theta _0\theta (0)=\mathrm{cos}^1\sqrt{\beta _{}}`$, where the latter is the result of $`\theta ^{}(0)=0`$. Inserting $`x=0`$ in Eq.(30) and realizing that $`\mathrm{sin}^1\sqrt{\frac{(\beta _+\beta _{})(1\mathrm{cos}^2\theta )}{(1\beta _{})(\beta _+\mathrm{cos}^2\theta )}}\frac{\pi }{2}`$ at this point, one can derive

$$=\frac{1}{2}\mathrm{ln}\frac{a+\frac{L}{2}}{a\frac{L}{2}}=\mathrm{ln}\frac{\sqrt{R^2+\frac{L^2}{4}}+\frac{L}{2}}{R}$$
(31)
where

$$=\frac{\beta _+1}{\sqrt{\beta _+\beta _{}}}\left[\mathrm{\Pi }(\frac{1\beta _{}}{\beta _+\beta _{}},\kappa )K(\kappa )\right]$$
(32)
and $`\mathrm{\Pi }`$ and $`K`$ are complete elliptic integrals.

Hence the $`k`$–dependence of $`L`$ is obtained by solving

$$L=(2\mathrm{sinh})R$$
(33)
numerically. Correspondingly the equation can be solved for $`L`$ as a function of $`k`$. Fig. 1 shows this $`L`$–dependence of $`k`$ when $`R=1`$. Fig. 1 exhibits the two–branch structure described in Ref.  and hence shows that there is a maximal distance $`L_{}`$ for the existence of the classical catenoid solution. If $`L>L_{}`$, the classical catenoid solution becomes unstable and hence the physically relevant solution in this case becomes two discontinuous one Wilson loop solutions, which are the so–called Goldschmit discontinuous solutions.

The minimal surface is computed by evaluating the action (5) for the classical solution given by Eqs.(15) to (20). One obtains

$`S_c`$ $`=`$ $`2\pi {\displaystyle _{L/2}^{L/2}}𝑑x{\displaystyle \frac{r}{z^2}}\sqrt{1+(r^{})^2+(z^{})^2}`$ (34)
$`=`$ $`4\pi {\displaystyle _{\frac{ϵ}{R}}^{\theta _0}}𝑑\theta {\displaystyle \frac{\mathrm{cot}^2\theta }{\sqrt{\mathrm{cos}^2\theta k^2a^2\mathrm{sin}^4\theta }}}`$ (35)
$`=`$ $`{\displaystyle \frac{2\pi }{ak}}{\displaystyle _\beta _{}^{\mathrm{cos}^2ϵ/R}}{\displaystyle \frac{dt}{(t1)}}{\displaystyle \frac{\sqrt{t}}{\sqrt{(\beta _{}t)(t1)(t\beta _+)}}}`$ (36)
with angular cutoff $`ϵ/R`$. In a way similar to above we use the integral formulas

$`{\displaystyle _t^b}{\displaystyle \frac{dt}{tc}}\sqrt{{\displaystyle \frac{at}{(bt)(tc)(td)}}}={\displaystyle \frac{ab}{bc}}g{\displaystyle _0^{u_1(t)}}nc^2u𝑑u,`$ (37)
$`{\displaystyle nc^2u𝑑u}={\displaystyle \frac{1}{\kappa ^2}}\left[\kappa ^2uE(\varphi ,\kappa )+dnutnu\right],`$ (38)
where $`a<btc<dwitha=0,b=\beta _{},c=1,d=\beta _+`$, and

$`g`$ $`=`$ $`{\displaystyle \frac{2}{\sqrt{(ac)(bd)}}},\kappa ^21\kappa ^2={\displaystyle \frac{(bc)(ad)}{(ac)(bd)}},`$ (39)
$`\varphi `$ $`=`$ $`\mathrm{sin}^1\sqrt{{\displaystyle \frac{(ac)(bt)}{(bc)(at)}}},u_1(t)=sn^1[\mathrm{sin}\varphi ]=sn^1\sqrt{{\displaystyle \frac{(\beta _{}t)}{t(\beta _{}1)}}}.`$ (40)
In Eq. (37) the integration is from $`u_1(\beta _{})=0`$ to $`u_1(\mathrm{cos}^2ϵ/R)sn^1(1\frac{\beta _{}}{2(\beta _{}1)}\frac{ϵ^2}{R^2})`$. Then one can evaluate Eq.(34) which is

$`S_c`$ $`=`$ $`{\displaystyle \frac{4\pi R}{ϵ}}+S_c^{(Reg)},`$ (41)
$`S_c^{(Reg)}`$ $`=`$ $`4\pi (1+4k^2a^2)^{\frac{1}{4}}\left[(1\kappa ^2)K(\kappa )E(\kappa )\right],`$ (42)
where $`\kappa `$ is the same as that of Eq.(29) and $`E(0,\kappa )=0,E(\pi /2,\kappa )E(\kappa ),E(1)=1`$. The divergent part of $`S_c`$ results from $`dnutnu`$ in Eq.(37) and is obtained by expanding $`tnu`$ around $`u=K`$, i.e. with $`tnu=snu/cnu1/(uK)\kappa ^{}`$. Here $`uK`$ is obtained in terms of $`ϵ/R`$ by expanding $`snu`$ around $`u=K`$ which gives $`1(uK)^2\kappa ^2/2`$ and by then comparing with $`snu_1(\mathrm{cos}^2ϵ/R)`$ above. Thus $`tnu|_{uK}=\sqrt{\frac{1\beta _{}}{\beta _{}}}\frac{R}{ϵ}`$. Multiplying by the factors in front of the integral one obtains $`4\pi R/ϵ`$.

The area of the discontinuous solution has been calculated in Ref. using the special conformal transformation. Of course, this can also be evaluated directly by considering the case of one circular Wilson loop. Then the minimal surface of the discontinuous solution is

$`S_{dc}`$ $`=`$ $`{\displaystyle \frac{4\pi R}{ϵ}}+S_{dc}^{(Reg)},`$ (43)
$`S_{dc}^{(Reg)}`$ $`=`$ $`4\pi .`$ (44)
One should note that for $`k=0`$ the expression $`S_c^{(Reg)}`$ is identical with $`S_{dc}^{(Reg)}`$. This is expected from the first of Eqs.(7) which indicates that there is no propagation of the string along $`x`$ when $`k=0`$.

Fig. 2 shows the $`L`$–dependence of $`S_c^{(Reg)}`$ and $`S_{dc}^{(Reg)}`$ and demonstrates the phase transition at a critical value $`L=L_{}`$. One should note that $`S_c^{(Reg)}`$ merges smoothly with $`S_{dc}^{(Reg)}`$ at $`L=0`$, which indicates again that $`S_c^{(Reg)}=S_{dc}^{(Reg)}`$ at $`k=0`$. The appearance of the cusp in $`S_c^{(Reg)}`$ at $`L=L_{}`$ strongly suggests that there is a hidden functional relation in the case of the two Wilson loop correlator.

In order to derive this relation explicitly we differentiate $`S_c^{(Reg)}`$ and $`L`$ with respect to the elliptic modulus $`\kappa `$. This is straightforwardly achieved using the various derivative formulas of elliptic functions. The final relations are simply

$`{\displaystyle \frac{dS_c^{(Reg)}}{d\kappa }}`$ $`=`$ $`{\displaystyle \frac{4\pi \kappa }{(2\kappa ^21)^{\frac{3}{2}}}}\left[K(\kappa )2E(\kappa )\right],`$ (45)
$`{\displaystyle \frac{dL}{d\kappa }}`$ $`=`$ $`{\displaystyle \frac{2a}{\kappa ^{}\sqrt{2\kappa ^21}}}\left[K(\kappa )2E(\kappa )\right].`$ (46)
One should note that the coefficients of the complete elliptic integrals in the brackets coincide with each other, which thus yields after some amazing cancellations

$$\frac{dS_c^{(Reg)}}{dL}=2\pi k.$$
(47)
As observed in Ref., this relation has a close analogy with the point–particle formula $`dS_E/dP=`$, where $`S_E`$, $`P`$ and $``$ are Euclidean action, period and energy of the classical point–particle. It is worthwhile noting that Eq.(47) and a condition $`S_c^{(Reg)}=S_{dc}^{(Reg)}`$ at $`L=0`$ determine completely the $`L`$–dependence of $`S_c^{(Reg)}`$ from the $`k`$–dependence of $`L`$ since Eq.(47) says that $`S_c^{(Reg)}=2\pi k𝑑L`$ up to the constant. We expect a formula of this type to appear in many models and thus to have some universal validity.

We now turn to the GO phase transition at finite temperature. In this case it seems impossible to attack Eqs.(10) analytically. However, the analysis of the zero temperature case shows how one can solve Eqs.(10) numerically. In fact, one can solve the second and third of Eqs.(10) simultaneously using the first equation as a relation of boundary conditions at $`x=0`$. Solving these coupled differential equations completely determines $`L`$ and $`R`$. If $`R`$ is fixed by $`R_0`$, the only step that remains is to select the solutions which yield $`R=R_0`$.

Fig. 3 shows the $`L`$-dependence of $`k`$ at finite temperature when $`R=1`$. Fig. 3 indicates that the peak point moves to the upward, and the maximum distance of the Wilson loop $`L_{}`$ becomes larger when the temperature increases.

Next we consider the minimal surface area in the finite temperature case. For this quantity the numerical approach is not a useful tool in view of the divergent term which arises in the course of the calculation. It is, in fact, a formidable task to regularize the minimal surface in the numerical technique. However, assuming that Eq.(47) also holds in the finite temperature case, one can conjecture the $`L`$–dependence of $`S_c^{(Reg)}`$ from Fig. 3 since Eq.(47) tells us that $`S_c^{(Reg)}=2\pi k𝑑L`$ up to a constant. To fix this constant we need $`S_{dc}^{(Reg)}`$ of the finite temperature case.

However, even with the numerical technique the computation of $`S_{dc}^{(Reg)}`$ is not an easy problem – again in view of the divergent term. In order to evaluate $`S_{dc}^{(Reg)}`$ at finite temperatures we observe that the minimal surface becomes

$$S_c=4\pi k\left[rr^{}_{x=\frac{L}{2}}_0^{\frac{L}{2}}𝑑xr^2\right].$$
(48)
This is obtained from Eq.(5) and Eq.(10) and by performing an appropriate partial integration. If one examines the behavior of $`r(x)`$ and $`z(x)`$ as $`xL/2`$, it is easy to show that the second term in Eq.(48) is finite. Hence the divergence of $`S_c`$ is contained in the first term of Eq.(48). In the zero temperature case, for example, one can derive the asymptotic behavior of $`r(x)`$ and $`z(x)`$ for $`xL/2`$:

$`r`$ $``$ $`R{\displaystyle \frac{1}{2R}}\left({\displaystyle \frac{3R}{kL}}\right)^{\frac{2}{3}}y^{\frac{4}{3}}+{\displaystyle \frac{y^2}{2R}}+\mathrm{},`$ (49)
$`z`$ $``$ $`\left({\displaystyle \frac{3R}{kL}}\right)^{\frac{1}{3}}y^{\frac{2}{3}}{\displaystyle \frac{3}{5RkL}}y^2+{\displaystyle \frac{1}{2R^2}}\left({\displaystyle \frac{3R}{kL}}\right)^{\frac{1}{3}}y^{\frac{8}{3}}+\mathrm{},`$ (50)
where $`y^2L^2/4x^2`$. It is important to note that the coefficient of $`y^2`$ in $`r`$ is not determined by direct expansion but from the relation $`r^2+z^2+x^2=a^2`$, which does not have a counterpart in the finite temperature case. Hence in the zero temperature case $`rr^{}_{x=\frac{L}{2}}`$ becomes

$$rr^{}_{x=\frac{L}{2}}=\frac{R}{kϵ}\frac{L}{2}$$
(51)
which yields same divergence term $`4\pi R/ϵ`$ and $`S_c^{(Reg)}=2\pi kL4\pi k_0^{\frac{L}{2}}𝑑xr^2`$. If one plots this numerically, one can reproduce $`S_c^{(Reg)}`$ in Fig. 2. The important point one should note is that the finite term in $`4\pi krr^{}_{x=\frac{L}{2}},i.e.2\pi kL`$, becomes zero in the limit $`k0`$. Thus the limit $`k0`$ of $`S_c^{(Reg)}`$, which is nothing but $`S_{dc}^{(Reg)}`$, originates from the second term of Eq.(48). We believe this property is maintained in the finite temperature case. Then one can plot the temperature–dependence of $`S_{dc}^{(Reg)}`$ which is shown in Fig. 4. Fig. 4 completely determines the shift constant in $`S_c^{(Reg)}=2\pi k𝑑L`$. Fig. 5 shows $`S_c^{(Reg)}`$ at various temperatures. As explained, the appearance of the cusp in $`S_c^{(Reg)}`$ indicates the non–monotonic behaviour of the $`k`$–dependence of $`L`$ or $`L`$–dependence of $`k`$. A similar cusp was observed in Ref. in a different calculation. In Fig. 6 we show the temperature–dependence of the critical point $`L_{}`$ at which the phase transition occurs. In the same plot we also show the temperature–dependence of the point at which the action has the same value as that of the discontinuous solution.

In summary, we analyzed above the Gross–Ooguri phase transition at zero and finite temperatures. We obtained the functional relation $`dS_c^{(Reg)}/dL=2\pi k`$ which is the Nambu–Goto string analogue of the formula relating Euclidean action to period and energy of a classical point–particle. It is interesting to investigate this point–particle analogy in more detail by calculating the spectrum of the fluctuation operator. This work is in progress.

Acknowledgement: D.K.P. acknowledges support by the Korea Research Foundation Grant (KRF–2000–D00073).