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# Friction and inertia for a mirror in a thermal field

## Introduction

Objects which scatter a quantum field are submitted to a radiation pressure. When two scatterers are present in vacuum, a mean force, the so-called Casimir force , results for each of them. A recent discussion and references may be found in . For a scatterer alone in vacuum, the force of zero mean value still has quantum fluctuations , which are associated through fluctuation-dissipation relations with a motional force .

Using the techniques of quantum field theory, Fulling and Davies have computed the motional force for a perfectly reflecting mirror in the vacuum state of a scalar field in a two-dimensional spacetime. A linear approximation (first order expansion in the mirror’s displacement) leads from their result  to a force proportional to the third time derivative of the mirror’s position

$$\delta F_0(t)=\frac{\mathrm{}}{6\pi c^2}\delta q^{\prime \prime \prime }(t)$$
(1)
This force vanishes for a uniform velocity, as well as for a uniform acceleration. These properties are related to spatial symmetries of the vacuum: vacuum fields are invariant under the action of Lorentz boosts  while they appear to a uniformly accelerating observer as thermal fields in its own frame . Then, no friction force, proportional to the velocity, nor inertial force, proportional to the acceleration, appear in the radiative reaction of vacuum fields upon the moving mirror.

In a thermal field, the motional force becomes

$`\delta F_T(t)`$ $`=`$ $`\delta F_0(t)\lambda _T\delta q^{}(t)`$ ()
$`\lambda _T`$ $`=`$ $`{\displaystyle \frac{2\pi T^2}{3\mathrm{}c^2}}`$ ()
The temperature is measured as an energy ($`k_B=1`$). As expected from the analysis by Einstein of the Brownian motion of a scatterer in a thermal field , a viscous force now arises (a thermal field is not Lorentz invariant). The viscosity coefficient $`\lambda _T`$ goes to zero like $`T^2`$ near the vacuum state. Still no inertial force appears in this expression.

In a more elaborate treatment, the mirror is described by reflection and transmission amplitudes obeying unitarity and causality requirements , and the mirror is supposed to become transparent above a reflection cutoff $`\omega _C`$, much smaller in reduced units than the mirror’s mass $`m`$

$$\mathrm{}\omega _Cmc^2$$
(2)
It is then possible (neglecting the recoil effect) to compute the susceptibility function describing the motional force in a linear approximation . In contrast with the unphysical model of a perfect mirror, the susceptibility now obeys the expected causality and stability properties . The associated dispersion relations set limits on the possible values of the mirror’s mass $`m`$. We will not consider this problem in the present letter, although it will certainly have to be included in a complete treatment of inertia corrections.

Here, we shall show that the expression computed for the motional susceptibility corresponds to a non vanishing inertial force for a partially transmitting mirror scattering a thermal field. In conformity with the particular results stated above, the associated mass correction goes to zero in the limiting cases of perfect reflection or zero temperature.

## Linear response theory at the quasistatic limit

In a first order expansion in the mirror’s displacement $`\delta q`$ (linear approximation), the motional force $`\delta F_T`$ can be written in terms of a susceptibility $`\chi _T`$

$`\delta F_T(t)={\displaystyle d\tau \chi _T(\tau )\delta q(t\tau )}`$ ()
$`\delta F_T[\omega ]=\chi _T[\omega ]\delta q[\omega ]`$ ()
where we denote for any function $`f`$

$`f(t)={\displaystyle \frac{\mathrm{d}\omega }{2\pi }f[\omega ]e^{i\omega t}}`$

In contrast with the usual models of quantum Brownian motion lying upon a linear coupling between mirror and fields, the mirror is here coupled to a quantity, the radiation pressure, quadratic in the fields. Then, the susceptibility depends upon temperature and can be written in terms of the reflection and transmission amplitudes $`r`$ and $`s`$ as

$`\chi _T[\omega ]`$ $`=`$ $`{\displaystyle \frac{i\mathrm{}}{2c^2}}{\displaystyle \frac{\mathrm{d}\omega ^{}}{2\pi }\omega ^{}(\omega \omega ^{})\alpha [\omega ^{},\omega \omega ^{}]}`$ ()
$`\times \left(\epsilon _T[\omega ^{}]+\epsilon _T[\omega \omega ^{}]\right)`$
$`\alpha [\omega ,\omega ^{}]`$ $`=`$ $`1+r[\omega ]r[\omega ^{}]s[\omega ]s[\omega ^{}]`$ ()
$`\epsilon _T[\omega ]`$ $`=`$ $`\mathrm{coth}{\displaystyle \frac{\mathrm{}\omega }{2T}}`$ ()
It can also be written ($`\stackrel{~}{\xi }_T`$ and $`\xi _T`$ real functions of $`\omega `$)

$`\chi _T[\omega ]=\stackrel{~}{\xi }_T[\omega ]+i\xi _T[\omega ]`$

The dissipative part $`\xi _T`$ is the commutator of the radiation pressure force operator $`F`$, and is related to the stationary correlation function $`C_T`$ computed for a motionless mirror

$`\xi _T(t)`$ $`=`$ $`{\displaystyle \frac{[F(t),F(0)]}{2\mathrm{}}}={\displaystyle \frac{C_T(t)C_T(t)}{2\mathrm{}}}`$
$`C_T(t)`$ $`=`$ $`F(t)F(0)F^2`$
The dispersive part $`\stackrel{~}{\xi }_T`$ can be deduced from the dissipative one $`\xi _T`$ through dispersion relations .

In order to give a precise evaluation of the inertia corrections, we now introduce a quasistatic expansion of the motional force (3)

$`\delta F_T(t)=\left(\lambda _T\delta q^{}(t)+\mu _T\delta q^{\prime \prime }(t)+\mathrm{}\right)`$ ()
$`\chi _T[\omega ]=i\omega \lambda _T+\omega ^2\mu _T+\mathrm{}`$ ()
$`\lambda _T=i\chi _T^{}[0]\mu _T={\displaystyle \frac{\chi _T^{\prime \prime }[0]}{2}}`$ ()
$`\chi _T[0]`$, which would describe a position dependent static force, vanishes since the mean radiation pressure is zero in a thermal state. The coefficients $`\lambda _T`$ and $`\mu _T`$ are respectively associated with viscous and inertial forces ***Note that $`\mu _T`$ has not the same definition as in ref. .; we are not interested in higher order quasistatic coefficients.

The functions $`\xi _T`$ and $`C_T`$ are connected through a fluctuation-dissipation relation

$`C_T[\omega ]={\displaystyle \frac{2\mathrm{}}{1e^{\frac{\mathrm{}\omega }{T}}}}\xi _T[\omega ]`$

At the low frequency limit where ($`\lambda _T`$ and $`\mu _T`$ are real)

$`\xi _T[\omega ]\omega \lambda _T`$ $`\mathrm{for}\omega 0`$
$`C_T[\omega ]{\displaystyle \frac{2T}{\omega }}\xi _T[\omega ]2T\lambda _T`$ $`\mathrm{for}\omega 0`$
Einstein’s relation  between the viscosity coefficient $`\lambda _T`$ and the momentum diffusion coefficient is recovered $`\left(\frac{1}{2}C_T[0]=T\lambda _T\right)`$, whatever the expression of $`\lambda _T`$ may be (one has only supposed $`\lambda _T0`$).

## Evaluation of the quasistatic coefficients

We now evaluate the two coefficients $`\lambda _T`$ and $`\mu _T`$, first in the vacuum state, then in a thermal state.

At zero temperature, the function $`\epsilon _T`$ appearing in equations (4) coincides with the sign function ($`\epsilon (\omega )=\frac{\omega }{\left|\omega \right|}`$), and the known result  is recovered

$`\chi _0[\omega ]={\displaystyle \frac{i\mathrm{}}{c^2}}{\displaystyle _0^\omega }{\displaystyle \frac{\mathrm{d}\omega ^{}}{2\pi }}\omega ^{}(\omega \omega ^{})\alpha [\omega ^{},\omega \omega ^{}]`$

At a non zero temperature, we write the ‘smoothed’ sign function $`\epsilon _T`$ as the sum of the sign function $`\epsilon `$ and of a correction involving the mean number $`n_T`$ of thermal photons per mode

$`\epsilon _T[\omega ]`$ $`=`$ $`\epsilon (\omega )+\delta \epsilon _T[\omega ]`$
$`\delta \epsilon _T[\omega ]`$ $`=`$ $`2\epsilon (\omega )n_T\left[\left|\omega \right|\right]`$
$`n_T[\omega ]`$ $`=`$ $`{\displaystyle \frac{1}{e^{\frac{\mathrm{}\omega }{T}}1}}`$
We then deduce

$`\chi _T[\omega ]`$ $`=`$ $`\chi _0[\omega ]+\delta \chi _T[\omega ]`$
$`\delta \chi _T[\omega ]`$ $`=`$ $`{\displaystyle \frac{2i\mathrm{}}{c^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega ^{}}{2\pi }}\omega ^{}n_T[\omega ^{}]`$
$`\times `$ $`((\omega \omega ^{})\alpha [\omega ^{},\omega \omega ^{}]`$
$`+(\omega +\omega ^{})\alpha [\omega ^{},\omega +\omega ^{}])`$
The function $`\chi _0[\omega ]`$ scales as $`\omega ^3`$ at low frequencies so that the coefficients $`\chi _0^{}[0]`$ and $`\chi _0^{\prime \prime }[0]`$ vanish. A straighforward calculation thus leads to the following expression of the viscosity coefficient $`\lambda _T`$ defined by equations (5)

$`\lambda _T`$ $`=`$ $`{\displaystyle \frac{2\mathrm{}}{c^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}n_T[\omega ]_\omega \left(\omega ^2a[\omega ]\right)`$ ()
$`a[\omega ]`$ $`=`$ $`1+r[\omega ]r[\omega ]s[\omega ]s[\omega ]`$ ()
This expression may be transformed, first by integrating by parts, then by using the fact that $`n_T[\omega ]`$ is a function of $`\frac{\omega }{T}`$ only

$`\omega _\omega n_T[\omega ]=T_Tn_T[\omega ]`$

One eventually obtains

$`\lambda _T`$ $`=`$ $`{\displaystyle \frac{2T}{c^2}}{\displaystyle \frac{\mathrm{d}A}{\mathrm{d}T}}`$ ()
$`A(T)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}\mathrm{}\omega n_T[\omega ]a[\omega ]`$ ()
In a similar manner, we get the mass correction $`\mu _T`$ defined by equations (5)

$`\mu _T`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{c^2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}n_T[\omega ]_\omega \left(\omega ^2b[\omega ]\right)`$ ()
$`b[\omega ]`$ $`=`$ $`i\left(r^{}[\omega ]r[\omega ]+r[\omega ]r^{}[\omega ]\right)`$ ()
$`i\left(s^{}[\omega ]s[\omega ]+s[\omega ]s^{}[\omega ]\right)`$
that is

$`\mu _T`$ $`=`$ $`{\displaystyle \frac{T}{c^2}}{\displaystyle \frac{\mathrm{d}B}{\mathrm{d}T}}`$ ()
$`B(T)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}\mathrm{}\omega n_T[\omega ]b[\omega ]`$ ()
At this point, we want to emphasize that the two coefficients $`\lambda _T`$ and $`\mu _T`$ result from the radiative reaction upon the mirror of the thermal fields only. There is no viscous nor inertial force for a partially transmitting mirror in vacuum, as well as for a perfect one, in agreement with the spatial symmetries discussed in the introduction. It is worth noting that the vacuum fields may be reintroduced in expressions (6) and (7) by replacing $`n_T[\omega ]`$ by $`\left(\frac{1}{2}+n_T[\omega ]\right)`$ without changing the resulting values in equations (6a) and (7a), where the vacuum contribution $`\frac{1}{2}`$ leads to a null integral. Alternatively, the term $`\frac{1}{2}`$ contributes to equations (6d) and (7d), but its contributions, being temperature independent, do not affect the resulting values of entropy-like expressions (6c) and (7c). The foregoing discussion shows that the expressions of $`\lambda _T`$ and $`\mu _T`$ could as well have been obtained from a description of vacuum fluctuations as ‘zero-point fields’ This description, initiated by Planck (1911), Einstein and Stern (1913), Nernst (1916), is reviewed for example in ref. ; it constitutes the basis of stochastic electrodynamics, reviewed in ref. .. This is not true for the complete expression of the susceptibility: when replacing $`n_T[\omega ]`$ by $`\frac{1}{2}`$ in the thermal contribution $`\delta \chi _T[\omega ]`$ to susceptibility, one obtains an expression which differs from the vacuum contribution $`\chi _0[\omega ]`$. The quasistatic coefficients of higher order, especially the coefficient $`\chi ^{\prime \prime \prime }[0]`$ which describes the radiative reaction of vacuum, are not correctly obtained without fully accounting for the quantum character of vacuum fluctuations. The difference between a quantum and a classical description of vacuum radiation pressure is also discussed in ref. .

## Expression in terms of the reflection probabilities and phase shifts

In order to interpret the expressions obtained for $`\lambda _T`$ and $`\mu _T`$, we introduce the modulus and phase of the scattering coefficients. Using the unitarity of the scattering matrix

$`\left|s[\omega ]\right|^2+\left|r[\omega ]\right|^2=1`$
$`s[\omega ]r[\omega ]^{}+r[\omega ]s[\omega ]^{}=0`$
and the reality of the scattering functions (written in the time domain)

$`s[\omega ]=s[\omega ]^{}r[\omega ]=r[\omega ]^{}`$

one deduces that these modulus and phases may be written in terms of only two functions

$`\left|r[\omega ]\right|^2`$ $`=`$ $`R[\omega ]\left|s[\omega ]\right|^2=1R[\omega ]`$
$`{\displaystyle \frac{s[\omega ]}{s[\omega ]^{}}}`$ $`=`$ $`{\displaystyle \frac{r[\omega ]}{r[\omega ]^{}}}=e^{i\mathrm{\Delta }[\omega ]}`$
The function $`R`$ is the reflection probability while $`\mathrm{\Delta }`$ is the sum of the two phase shifts associated with the scattering matrix: $`e^{i\mathrm{\Delta }[\omega ]}`$ is precisely the determinant $`s[\omega ]^2`$-$`r[\omega ]^2`$ of the scattering matrix. We will also define the scattering delays for fields around frequency $`\omega `$; more precisely, $`2\tau `$ will be the sum of the two time delays associated with the scattering matrix

$`2\tau [\omega ]=\mathrm{\Delta }^{}[\omega ]`$

It turns out that the viscosity coefficient $`\lambda _T`$ depends only upon the reflection probability

$$a[\omega ]=2R[\omega ]$$
(5)
whereas the mass correction $`\mu _T`$ also depends upon the phase shifts

$$b[\omega ]=2\left(12R[\omega ]\right)\tau [\omega ]$$
(6)
In particular, the behaviour at low frequencies of $`a`$ and $`b`$, which will play a dominant role at the low temperature limit, is determined by the parameters $`R_0=R[\omega 0]`$ and $`\tau _0=\tau [\omega 0]`$.

A simple model fulfilling the requirements of unitarity, causality and high frequency transparency corresponds to the lorentzian scattering functions

$`r[\omega ]`$ $`=`$ $`{\displaystyle \frac{1}{1i\omega \tau _0}}s[\omega ]={\displaystyle \frac{i\omega \tau _0}{1i\omega \tau _0}}`$
$`R[\omega ]`$ $`=`$ $`{\displaystyle \frac{1}{1+\omega ^2\tau _0^2}}\tau [\omega ]={\displaystyle \frac{\tau _0}{1+\omega ^2\tau _0^2}}`$
The parameter $`\tau _0`$, defined as the time delay evaluated at frequencies lower than the reflection cutoff of the mirror, also appears as the inverse of this cutoff.

## Discussion of the viscosity coefficient

Collecting equations (6), we are now able to give a simple interpretation of the quantity

$`A(T)={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}2\mathrm{}\omega n_T[\omega ]R[\omega ]`$

This is indeed the energy flux associated with the two thermal fields coming onto the mirror from the left and from the right sides ($`\frac{\mathrm{d}\omega }{2\pi }\mathrm{}\omega n_T[\omega ]`$ is the energy flux in the band $`\mathrm{d}\omega `$ for one propagation direction and the factor $`2`$ stands for the two input fields) integrated over the reflection bandwidth $`R[\omega ]`$ of the mirror. It is easily shown that $`A(T)`$ increases with $`T`$, so that $`\lambda _T`$ is positive and corresponds effectively to a damping force. Simple expressions are obtained at the low and high temperature limits.

At the high temperature limit ($`T\mathrm{}\omega _C`$ where $`\omega _C`$ is the reflection cutoff), $`n_T[\omega ]`$ can be replaced by its classical approximation ($`\mathrm{}\omega n_T[\omega ]T`$) and the incident energy flux is the product of the temperature by the bandwidth

$`A(T)=2T\mathrm{\Omega }_C\mathrm{\Omega }_C={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}R[\omega ]`$

$`\mathrm{\Omega }_C`$ is of the order of the reflection bandwidth; $`\mathrm{\Omega }_C=\frac{\omega _C}{4}`$ for the lorentzian model. As $`A(T)`$ is a linear function of $`T`$, it follows from equation (6a) that

$`\lambda _T={\displaystyle \frac{2A(T)}{c^2}}`$

This result can also be understood in a simple manner. For each photon of energy $`\mathrm{}\omega `$ reflected by the mirror moving with a uniform velocity $`v`$, there is a net momentum transfer $`\frac{2\mathrm{}\omega v}{c^2}`$ to the mirror, as a consequence of the Doppler effect. The viscosity coefficient $`\lambda _T`$ is therefore $`\frac{2A}{c^2}`$, where $`A`$ is the energy of all photons impinging on the mirror per unit time.

At the low temperature limit $`T\mathrm{}\omega _C`$, the reflection probability can be replaced by its low-frequency value $`R_0`$ so that one gets $`A`$ in terms of the energy flux coming onto the mirror integrated over all frequencies

$`A(T)={\displaystyle \frac{R_0\pi T^2}{6\mathrm{}}}`$

$`A(T)`$ is now a quadratic function of $`T`$, and equation (6a) implies that $`\lambda _T`$ is twice the value expected from the interpretation in terms of Doppler shifts

$`\lambda _T={\displaystyle \frac{4A(T)}{c^2}}={\displaystyle \frac{R_02\pi T^2}{3\mathrm{}c^2}}`$

It is well known that the interpretation in terms of Doppler shifts is too naive: taken seriously, it would lead to a viscous damping of the mirror in vacuum. This paradox has already been elucidated : the Lorentz transformation affects the field amplitudes as well as the field frequencies; when this is taken into consideration, it turns out that the vacuum fields effectively obey Lorentz invariance and do not contribute to damping. The results obtained in the present paper show that the modification of the field amplitudes also plays a role at non zero temperature. This role appears to be negligible at high temperatures, while it amounts to double the coefficient evaluated from Doppler shifts at low temperatures.

## Discussion of the inertial force

The expressions (7) giving the mass correction $`\mu _T`$ can be discussed along the same lines. The quantity

$`B(T)={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}2\mathrm{}\omega n_T[\omega ]\left(12R[\omega ]\right)\tau [\omega ]`$

is an integral over frequency of the thermal energy flux, with a weight function proportional to the time delays.

For a perfect mirror, the phase shifts do not depend upon frequency, so that the mass correction vanishes ($`\tau [\omega ]=0`$) at any temperature, in consistency with the results stated in the introduction (see eqs 1). For a partially transmitting mirror however, the phase shifts are frequency dependent in order to obey causality and high frequency transparency and the scattering delays do not vanish. In a two-mirror configuration, the Casimir energy can be expressed in terms of the phase shifts ; it appears as a finite part of the incident field energy stocked because of the time delays. The quantity $`B`$ would have the same interpretation of an incident energy stocked because of the time delays for a mirror having a small reflexion probability at all frequencies: the function $`\left(12R[\omega ]\right)`$ could be replaced by 1 in its expression. This is not always the case, since the function $`\left(12R[\omega ]\right)`$ can even change its sign with frequency. This prevents to give a simple interpretation of $`B`$ as a stocked energy.

At the high temperature limit, one gets

$`B(T)=T\mathrm{\Delta }_S`$
$`\mathrm{\Delta }_S={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\mathrm{d}\omega }{2\pi }}\left(12R[\omega ]\right)2\tau [\omega ]`$
$`\mu _T={\displaystyle \frac{T}{c^2}}{\displaystyle \frac{\mathrm{d}B}{\mathrm{d}T}}={\displaystyle \frac{B(T)}{c^2}}`$
For instance, the model of lorentzian scattering coefficients leads to the value $`B=0`$. This differs from the expression $`\frac{T}{2}`$ of the stocked energy computed from the same expressions with $`\left(12R[\omega ]\right)`$ replaced by 1.

At the low temperature limit, the functions $`R`$ and $`\tau `$ can be replaced by their low frequency values

$`B(T)=\left({\displaystyle \frac{1}{R_0}}2\right)\tau _0A(T)=\left(12R_0\right){\displaystyle \frac{\tau _0\pi T^2}{6\mathrm{}}}`$

$`A`$ is the integrated energy flux, discussed in the previous section. One deduces

$`\mu _T={\displaystyle \frac{2B(T)}{c^2}}`$

For a mirror perfectly reflecting at low frequencies ($`R_0=1`$), the mass correction is negative. As the low temperature expression is valid for $`T\mathrm{}\omega _C`$, one checks that the mass correction remains smaller than the mirror’s mass, using eq.(2) and noting that the delays are of the order of the inverse of the cutoff frequency.

Viscous drag due to blackbody radiation has often been discussed, particularly as a potential effect of the cosmic microwave background radiation (see for instance ref. ). It follows from the foregoing results that the background radiation may also affect the inertial properties of scatterers.


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# Direct Transition Between a Singlet Mott Insulator and a Superconductor

\[

## Abstract

We argue that a normal Fermi liquid and a singlet, spin gapped Mott insulator cannot be continuously connected, and that some intermediate phase must intrude between them. By explicitly working out a case study where the singlet insulator is stabilized by orbital degeneracy and an inverted Hund’s rule coupling, mimicking a Jahn-Teller effect, we find that the intermediate phase is a superconductor.

\]

Understanding metal-insulator transitions driven by electron correlation, the so-called Mott transitions (MT), is a long standing problem. Renewed attention was recently aroused by the development of the so-called Dynamical Mean Field Theory (DMFT), a quantum analog of classical mean field theories, that treats exactly local temporal fluctuations while freezing spatial correlations. The DMFT has provided us with a complete characterization of the MT for the single band Hubbard model (SBHM) within the paramagnetic sector, where magnetic instabilities are not allowed. The insulator-metal MT does not occur by gradual closing of the Mott gap between the Hubbard bands in the single-particle spectrum, but it is associated with the appearance (at a given value $`U=U_{c2}`$) of a narrow “Kondo” quasiparticle peak or resonance at the Fermi level. The peak height is pinned to the non-interacting value $`\rho _0(\mu _0)`$, but its width is finite in the metal and vanishes continuously as the MT is approached. For $`U<U_{c2}`$ the metallic state is stable with respect to the metastable insulating solution which exists for $`U>U_{c1}`$. Roughly in the interval $`U_{c1}<U<U_{c2}`$, the spectral function presents both the broad Hubbard bands and the quasiparticle resonance, thus combining to some extent the properties of a narrow-band metal with those of the Mott insulator. For smaller $`U`$, the lower and upper Hubbard bands merge together swamping the resonance away, and the correlated metal continuously turns into an ordinary metal. As soon as the constraint to the paramagnetic subspace is released, antiferromagnetism (AFM) appears, and everything changes. Even in partially frustrated models, where the effects of magnetism are attenuated and AFM usually sets in only above some $`U_M<U_{c2}`$, magnetism still “contaminates” the MT. The characteristic energy scale of the magnetic fluctuations, in proximity of a continuous MT, necessarily exceeds the width of the Kondo-resonance, thus affecting the properties of the ensuing metallic phase, e.g.,turning it into a spin-density wave.

A new and different situation is to be expected if one could realize a singlet, spin-gapped Mott insulator, such as, e.g., a spin-liquid insulator. The entropy of such a state is zero, as opposed to the extensive entropy of the Mott phase in the SBHM, and no symmetry, magnetic or other, is broken. In this Letter we discuss the consequences of the zero-entropy property on the MT and on the correlated metal just below the transition point. To this end, we consider a (threefold) orbitally degenerate model arising in the physics of the alkali-doped fullerides. For densities $`n=`$2 or 4, the ground state (GS) of this model system is nonmagnetic both for small $`U`$ (metallic), and for large $`U`$ (singlet nondegenerate Mott insulator). We show that a third, intermediate phase actually intrudes between the Fermi liquid (FL) metal and the singlet Mott insulator. Remarkably, the intermediate phase is a superconductor.

The Hamiltonian reads

$$H=\underset{ij\sigma }{}\underset{a,b=1}{\overset{3}{}}t_{ij}^{ab}d_{ia\sigma }^{}d_{jb\sigma }^{}+\underset{i}{}H_i^{int}.$$
(1)
The interaction term is local

$$H_i^{int}=\frac{U}{2}n_i^2+\frac{2J}{3}\left[\underset{a=1}{\overset{3}{}}n_{ia}^2\underset{a<b}{}n_{ia}n_{ib}+\frac{3}{4}\underset{a<b}{}\mathrm{\Delta }_{iab}^2\right],$$
(2)
where $`n_{ia}=_\sigma d_{ia\sigma }^{}d_{ia\sigma }^{}`$ is the electron number on each orbital ($`a=1,2,3`$) at site $`i`$, $`n_i=n_{i1}+n_{i2}+n_{i3}`$, and $`\mathrm{\Delta }_{iab}=_\sigma (d_{ia\sigma }^{}d_{ib\sigma }^{}+H.c.)`$. Besides the overall on-site repulsion $`U`$, the model includes a multiplet-exchange-splitting term $`J`$. In presence of a Jahn-Teller coupling to some high frequency on-site vibration, as shown in Ref. , $`J`$ may effectively change sign from positive (Hund’s rule) to negative. When $`n`$ corresponds to 2 or 4 electrons per site (the problem is electron-hole symmetric around $`n=3`$), the isolated ion has a non degenerate GS which is simultaneously a spin and an orbital singlet. With a negative effective $`J`$, it is quite natural that a MT from the paramagnetic metal towards a non degenerate singlet insulator should take place increasing $`U`$.

We carry out a DMFT study of the dynamics of model (1) in proximity of the MT for $`n=2,4`$ on a Bethe lattice with hopping diagonal in the orbital index, $`t_{ij}^{\alpha \beta }=t\delta _{\alpha \beta }`$. The bandwidth is $`W=4t`$. The DMFT maps (1) onto a threefold-degenerate Anderson impurity model

$`H_I`$ $`=`$ $`{\displaystyle \underset{a=1}{\overset{3}{}}}{\displaystyle \underset{n,\sigma }{}}ϵ_{an}c_{an\sigma }^{}c_{an\sigma }^{}+(V_n^ad_{a\sigma }^{}c_{an\sigma }^{}+H.c.)`$ (4)
$`\mu {\displaystyle \underset{a\sigma }{}}d_{a\sigma }^{}d_{a\sigma }+H_{int},`$
where $`H_{int}`$ is the interaction (2) for the impurity operators $`d_{a\sigma }`$’s. The self-consistency condition is

$$\underset{n}{}\frac{\left|V_n^a\right|^2}{i\omega ϵ_{an}}=t^2G_a(i\omega ),$$
(5)
$`G_a(i\omega )`$ being the impurity Green’s function for orbital $`a`$. We solve the impurity model by exact diagonalization . The sums in Eqs.(4) and (5) are truncated to a finite and small number $`N_s1`$ of conduction “bath” orbitals. A surprisingly small value of $`N_s`$ is indeed enough to capture the qualitative features of the MT in the SBHM, and $`N_s`$ =5, the value used here, gives good quantitative results. Although the Hamiltonian is O(3) invariant under rotations in orbital space, we cannot exclude a spontaneous breaking of this symmetry. We explicitly studied solutions with orbital symmetry breaking (orbital ordering), but we found that the orbitally symmetric solution, $`G_a(i\omega _n)G(i\omega _n)`$, has always lower energy. In the following, we only consider such symmetric solutions.

In order to characterize the metallic phase close to the MT, we compute the single-particle spectral function $`\rho (\omega )=1/\pi mG(\omega )`$, and the quasiparticle weight $`Z=m/m_{}`$ at the Fermi level, which is finite in the metallic phase but zero in the insulator, and thus determines the position of the MT. Within our numerical accuracy the vanishing of $`Z`$ appears to be continuous (see Fig. 2 (a)), as in the SBHM. In Fig. 1 we show the evolution of the spectral function across the transition, for different values of $`U/W`$ but at fixed ratio $`J/W=0.02`$.

The metallic phase close to the transition ($`UU_{c2}`$) shows a coexistence between high-energy insulating features (Hubbard bands), and the low-energy metal feature, the Kondo resonance, whose width vanishes at the transition. In addition, the Hubbard bands display a well defined multiplet structure, absent in the SBHM, and typical of the orbitally degenerate site. Surprisingly, the linewidth of these atomic-like excitations is not set by the bandwidth as in the SBHM, but by a much smaller energy scale, as if a kind of motional line narrowing were effectively at work. The coexistence of atomic and metallic features is therefore much more striking for our orbitally degenerate model than for the SBHM.

As in the SBHM, the single-particle density of states (DOS) at the chemical potential $`\mu `$ must coincide with the bare DOS $`\rho _0(\mu )`$. Moreover, as a consequence of Luttinger’s theorem, the chemical potential must coincide with the bare one, so that $`\rho (\mu )=\rho _0(\mu _0)`$ for every $`U`$, and the MT occurs by narrowing of the resonance peak. The peak width $`E_F^{}ZW/2`$, may be viewed as an effective Fermi energy for the interacting system, or a Kondo temperature $`T_K`$, below which the system may be described as a FL. As a consequence, the entropy $`S(T)/NT/T_K`$ for $`TT_K`$, so that $`S(T_K)`$ is of order one up to $`U_{c2}`$, where $`T_K`$ vanishes. By continuity, one can expect this entropy to be released at the MT. This is indeed what happens in the SBHM, where the entropy of the paramagnetic insulator is $`S/N=\mathrm{log}2`$. On the other hand, this is incompatible with our non-degenerate insulator, which has zero entropy. Therefore, it is hard to understand how a FL solution could continuously connect to the Mott insulator, despite the numerical evidence strongly pointing towards a continuous transition. This suggests that the metallic solution may be metastable close to the MT, and that some new phase may appear.

The above heuristic arguments, which apply in any dimension for a Brinkman-Rice type transition, where the $`m_{}`$ diverges, can be generalized to other cases where the MT occurs towards a zero-entropy insulator. The main inadequacy of the metallic solution apparently lies in the constraint imposed by the Luttinger theorem. Without it, the chemical potential could gradually move towards the edge of the DOS, thus allowing to smoothly connect the metal with a zero-entropy insulator, as for a metal to a band insulator transition. This scenario would imply a break-down of the Luttinger theorem before the MT. If the Mott insulator would break some symmetry of the Hamiltonian, e.g., the spin SU(2) symmetry, the metallic phase close to the MT would likely break the same symmetry, allowing the transition to become of the metal-band insulator type. This is what happens in the Hubbard model on a two-dimensional triangular lattice, and also corresponds to what is generally observed experimentally. If, as in our system, the insulator does not break any symmetry, it is less clear what kind of instability to expect. The presence of orbital degrees of freedom could suggest a possible orbital ordering, but, as we mentioned before, solutions with broken orbital symmetry have always higher energies with respect to orbitally symmetric solutions, ruling out the possibility of orbital ordering. Moreover, being the insulator a spin singlet, there is no reason to expect a magnetic instability in the metal, as confirmed by the vanishing of the local spin susceptibility at the MT.

The only symmetry left, which we have so far enforced in solving the self consistency equation, is the U(1) gauge symmetry. A deeper analysis of the metallic phase in the framework of Landau FL theory suggests that U(1) symmetry might be spontaneously broken. In our orbitally degenerate model, the Landau functional must be invariant under spin SU(2) and orbital O(3) symmetries. We define the local densities in momentum space

$`\begin{array}{c}n_k=_{a=1}^3_{\alpha =,}d_{a\alpha k}^{}d_{a\alpha k}^{},\hfill \\ \stackrel{}{\sigma }_k=_{a=1}^3_{\alpha ,\beta =,}d_{a\alpha k}^{}\stackrel{}{\sigma }_{\alpha \beta }d_{a\beta k}^{},\hfill \\ l_{i,k}=_{a,b=1}^3_{\alpha =,}d_{a\alpha k}^{}L_{i,ab}d_{b\alpha k}^{},\hfill \\ \stackrel{}{l}_{i,k}=_{a,b=1}^3_{\alpha ,\beta =,}d_{a\alpha k}^{}L_{i,ab}\stackrel{}{\sigma }_{\alpha \beta }d_{b\beta k}^{},\hfill \end{array}`$

where $`\stackrel{}{\sigma }`$ are Pauli matrices, and $`L_i`$ ($`i=x,y,z`$) are the angular momentum operators in the $`L=1`$ representation $`d_1Y_{1,x}`$, $`d_2Y_{1,y}`$ and $`d_3Y_{1,z}`$. We also need to introduce five additional densities $`w_{i,k}=d_{a\alpha k}^{}W_{i,ab}d_{b\alpha k}^{}`$, $`i=1,\mathrm{},5`$, where the matrices $`W_i`$’s are $`\sqrt{3}(L_x^2L_y^2)`$, $`\sqrt{3}(L_xL_y+L_yL_x)`$, $`\sqrt{3}(L_yL_z+L_zL_y)`$, $`\sqrt{3}(L_zL_x+L_xL_z)`$ and $`(L_x^2+L_y^22L_z^2)`$, respectively, as well as their spin antisymmetric counterparts $`\stackrel{}{w}_{i,k}=d_{a\alpha k}^{}W_{i,ab}\stackrel{}{\sigma }_{\alpha \beta }d_{b\beta k}^{}`$. In terms of these densities, the Landau functional reads

$`E`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{k,k^{}}{}}f_{kk^{}}^Sn_kn_k^{}+f_{kk^{}}^A\stackrel{}{\sigma }_k\stackrel{}{\sigma }_k^{}`$ (6)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=x,y,z}{}}{\displaystyle \underset{k,k^{}}{}}h_{kk^{}}^Sl_{i,k}l_{i,k^{}}+h_{kk^{}}^A\stackrel{}{l}_{i,k}\stackrel{}{l}_{i,k^{}}`$ (7)
$`+`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{i=1}{\overset{5}{}}}{\displaystyle \underset{k,k^{}}{}}g_{kk^{}}^Sw_{i,k}w_{i,k^{}}+g_{kk^{}}^A\stackrel{}{w}_{i,k}\stackrel{}{w}_{i,k^{}}.`$ (8)
The local spin susceptibility is given by $`\chi /\chi _0=m_{}/[m(1+F_0^A)]`$, where $`\chi _0`$ is the bare susceptibility, $`F_0^A=6V\rho _0f_0^Am_{}/m`$, $`f_0^A`$ being the $`l=0`$ Legendre transform of the Landau parameter. Since $`\chi `$ actually vanishes at the transition, as shown in Fig. 2 (b), then the antisymmetric Landau parameter $`F_0^A`$ is positive and diverges at the MT, probably as $`m_{}^2`$. This is surprising since, for small $`U|J|`$, $`f_0^A=U/310/9J`$ is negative. All local orbital and spin orbital susceptibilities vanish at the transition, since the insulator has a total gap for spin and orbital excitations, so that the Landau parameters $`H_0^S`$, $`H_0^A`$, $`G_0^S`$ and $`G_0^A`$ all diverge from the positive side. In addition, similarly to the SBHM, the compressibility $`\kappa /\kappa _0=m_{}/[m(1+F_0^S)]`$, vanishes like $`m_{}^1`$ at the transition (Fig. 2 (c)). Hence $`F_0^Sm_{}^2`$ also diverges. As a result, the (intra-orbital) quasiparticle scattering amplitude in the singlet-channel

$`A_s{\displaystyle \frac{1}{m_{}}}\left({\displaystyle \frac{F_0^S}{1+F_0^S}}3{\displaystyle \frac{F_0^A}{1+F_0^A}}+4{\displaystyle \frac{G_0^S}{1+G_0^S}}12{\displaystyle \frac{G_0^A}{1+G_0^A}}\right)`$

becomes negative close to the MT, finally vanishing as $`(m_{})^1`$ for $`UU_{c2}`$, while at weak coupling $`tU|J|`$, this quantity is positive ($`A_s=U/2+2J/3>0`$). This strongly suggests a pairing between quasiparticles. To check for this instability, we compute the dynamical pair susceptibility $`\mathrm{\Pi }(\omega )=0|\mathrm{\Delta }_0^{}\left(\omega H\right)^1\mathrm{\Delta }_0|0`$, using as pair wave-function the singlet GS of the atomic limit $`\mathrm{\Delta }_0=_ad_{0a}^{}d_{0a}^{}`$.

The static limit of the real part of $`\mathrm{\Pi }(\omega )`$, shown in Fig. 2 (d), changes sign in a narrow region just before the MT, turning from negative (stable metal) to positive (unstable). This is another clear indication of a superconducting instability of the FL. To confirm completely this hypothesis, we finally allow for a superconducting solution of the DMFT. The lattice model is mapped onto an impurity coupled to a superconducting bath, or, equivalently, coupled to a normal bath through a normal and an anomalous term.

$`H_I^S`$ $`=`$ $`{\displaystyle \underset{an,\sigma }{}}ϵ_{an}c_{an\sigma }^{}c_{an\sigma }^{}+{\displaystyle \underset{an,\sigma }{}}(V_nd_{a\sigma }^{}c_{an\sigma }^{}+H.c.)`$ (9)
$`+`$ $`{\displaystyle \underset{an}{}}(\mathrm{\Delta }_nd_a^{}c_{an}^{}+H.c.)\mu {\displaystyle \underset{a\sigma }{}}d_{a\sigma }^{}d_{a\sigma }+H_{int}.`$ (10)
If the self-consistency equations

$`{\displaystyle \underset{n}{}}{\displaystyle \frac{\left|V_n\right|^2}{i\omega ϵ_n}}+{\displaystyle \underset{n}{}}{\displaystyle \frac{|\mathrm{\Delta }_n|^2}{i\omega +ϵ_n}}=t^2G(i\omega ),`$
$`{\displaystyle \underset{n}{}}{\displaystyle \frac{2V_nϵ_n\mathrm{\Delta }_n}{\omega ^2+ϵ_n^2}}=t^2F(i\omega ).`$
stabilize a solution with a finite value of any $`\mathrm{\Delta }_n`$, then a superconducting solution is found. We find a stable superconducting GS in the interval $`0.82<U<0.9`$ (for $`J/U=0.02`$) in close proximity of the MT, as shown in Fig. 3. We find that, while the superconducting order parameter vanishes at the MT, the spin gap of the supercondutor, as computed from the local spin susceptibility, remains finite, and joins continuosly into that of the insulator, as shown in Fig. 3. Hence neither phases possesses spin entropy. A superconducting phase just before the MT is striking, as there is no sign of, or reason for, such an instability in the weak-coupling limit, where the intraorbital $`s`$-wave scattering amplitude is repulsive. The anti-adiabatic electron-phonon coupling implicit in the choice $`J<0`$, being unretarded, should be overwhelmed by a large $`U|J|`$. As the repulsion $`U`$ increases, the bare electrons turn into quasiparticles. An effective overscreening of $`U`$ takes then place, generating the attraction that causes the s-wave pairing. This is reminiscent of phenomena in other systems, such as the Hubbard chain with next-nearest neighbor hopping and the two leg Hubbard ladder. Generation of an attractive interaction in the effective impurity model, which has an on-site mechanism of singlet formation competing with the Kondo screening, is similar to the two impurity Kondo model. For reasons of space we must defer pursuit of these analogies to future work. The heuristic arguments presented earlier suggest that superconductivity close to a singlet MT should be a phenomenon of wider generality than the simple model where we have uncovered it. Experimentally, in the $`n=4`$ alkali fulleride Rb4C60, which can be transformed by a pressure of about 10 Kbar from its narrow-gap, probably singlet Mott insulating state, to a metal, no superconductivity was reported so far down to 0.39 K. Nonetheless, even if some features of our model (antiadiabatic Jahn-Teller effect, diagonal hopping) are quite unrealistic, we can expect all the same a narrow superconducting pocket sufficiently close to the critical insulator-metal pressure, at least if the transition is second order, or not too strongly first order. The small superconducting pocket for $`n=4`$ might be connected to the much larger one for $`n=3`$, the well-known case of superconducting fullerides.

We are pleased to acknowledge enlighting discussions with C. Castellani and G. Kotliar. M.C. also thanks S. Caprara for helpful suggestions. We acknowledge support from MURST COFIN99, and from EU project FULPROP, contract ERBFMRXCT 970155.


text:
# Conditional Statistics of Temperature Fluctuations in Turbulent Convection

## Abstract

We find that the conditional statistics of temperature difference at fixed values of the locally averaged temperature dissipation rate in turbulent convection become Gaussian in the regime where the mixing dynamics is expected to be driven by buoyancy. Hence, intermittency of the temperature fluctuations in this buoyancy-driven regime can be solely attributed to the variation of the locally averaged temperature dissipation rate. We further obtain the functional behavior of these conditional temperature structure functions. This functional form demonstrates explicitly the failure of dimensional agruments and enhances the understanding of the temperature structure functions.

In turbulent fluid flows, physical quantities such as velocity, temperature and pressure exhibit seemingly irregular fluctuations both in time and in space. A key issue in turbulence research is to make sense of these fluctuations. The central result of the seminal work of Kolmogorov in 1941 (K41) is that the fluctuating velocity field in high Reynolds number Navier-Stokes turbulence is self-similar at scales within the inertial range, the range of length scales that are smaller than those of energy input and larger than those affected directly by molecular dissipation. K41 predicted that the velocity structure functions $`[u(x+r)u(x)]^p`$ scale as $`r^{\xi _p}`$ with scaling exponents $`\xi _p`$ equal to $`p/3`$ when $`r`$ is within the inertial range. Experimental and numerical results, however, indicate that $`\xi _p`$ is a nonlinear function of $`p`$ and that turbulent velocity fluctuations are scale-dependent in that the shape of the probability density function (PDF) of the velocity difference $`u(x+r)u(x)`$ changes with the scale $`r`$ even when $`r`$ is within the inertial range. This deviation from the K41 results is associated with intermittency or the uneven distribution of turbulent activity of the velocity field in time and in space.

Extensive efforts have been devoted to the understanding of the problem of intermittency or anomalous scaling. In his Refined Similarity Hypothesis (RSH), Kolmogorov attributed this intermittent nature of the velocity fluctuations to the spatial variations of the energy dissipation rate. Various models have been put forth for the statistics of the locally averaged energy dissipation rate. The most recent model of She and Leveque proposed a hierarchical structure for the moments, which leads to predictions that are in good agreement with experiments. This moment hierarchy was later shown to be naturally satisfied by log-Poisson statistics.

High Rayleigh number convection has been a well-studied model system for investigating turbulence. Fluid motion is driven by an applied temperature difference across the top and the bottom plates of a closed experimental cell filled with fluid. The temperature field in convection is thus an so-called active scalar. The flow state is characterized by the geometry of the cell and two dimensionless parameters: the Rayleigh number Ra $`=\alpha g\mathrm{\Delta }L^3/(\nu \kappa )`$ and the Prandtl number Pr $`=\nu /\kappa `$, where $`L`$ is the height of the cell, $`\mathrm{\Delta }`$ is the applied temperature difference, $`g`$ the acceleration due to gravity, and $`\alpha `$, $`\nu `$, and $`\kappa `$ are respectively the volume expansion coefficient, the kinematic viscosity and the thermal diffusivity of the fluid. When Ra is large enough, the convection becomes turbulent.

In turbulent convection, the temperature fluctuations are also intermittent. As for velocity fluctuations in high Reynolds number Navier-Stokes turbulence, it is of interest to understand the intermittency of temperature fluctuations in high Rayleigh number convection. Turbulent convection poses additional interesting questions of its own. There is the issue of whether and how the characteristics of turbulence are affected by the presence of buoyancy. One expects the mixing dynamics to be driven by buoyancy at scales larger than the Bolgiano scale, $`l_B\overline{ϵ}^{5/4}/[\overline{\chi }^{3/4}(\alpha g)^{3/2}]`$, where $`\overline{ϵ}`$ and $`\overline{\chi }`$ are respectively the average energy and temperature (variance) dissipation rates. On the other hand, for length scales smaller than $`l_B`$, the mixing dynamics is expected to be driven by the inertial force of the fluid motion and the temperature field is effectively passive. Recently, one of us (Ching) has analyzed the intermittency of temperature field in turbulent convection. The normalized temperature structure functions have indeed been found to have different scaling exponents in the buoyancy-driven and in the inertia-driven regimes.

In our present project, we attempt to understand the intermittency problem of temperature by separating it into two parts: the understanding of the conditional statistics of temperature fluctuations at fixed values of the locally averaged temperature dissipation rate and the understanding of the statistics of the local temperature dissipation. In this paper, we report our study of the first part. The second part of our study is reported elsewhere. This separation allows us to especially address whether RSH type ideas would be fruitful. We shall see that the intermittent nature of the temperature fluctuations in the buoyancy-driven regime can indeed be attributed to the variations of the locally averaged temperature dissipation rate. Moreover, a change in the statistical features of the temperature fluctuations is again observed when the Bolgiano scale $`l_B`$ is crossed. This change manifests itself as a change in the behavior of the conditional PDFs of the temperature difference at fixed value of the locally averaged temperature dissipation rate.

We use temperature data obtained in the well-documented Chicago experiment of low-temperature helium gas for our analyses. The experimental cell heated from below is cylindrical with a diameter of 20 cm and a height of 40 cm. A mean circulating flow is present for Ra $`10^8`$. The temperature at the center of the cell, $`T(t)`$, was measured as a function of time $`t`$. We evaluate the temperature difference between two times: $`T_\tau (t)T(t+\tau )T(t)`$. The intermittency of the temperature fluctuations is manifested as a change in the shape of the PDF of $`T_\tau `$ as $`\tau `$ varies. In our earlier study of this $`\tau `$-dependence, the dissipative and the circulation time scales, $`\tau _d`$ and $`\tau _c`$, were identified. A time scale corresponding to $`l_B`$ is naturally defined by $`\tau _B=\tau _cl_B/L`$. It was shown that $`l_B`$ can be written as

$$l_B=\frac{\mathrm{Nu}^{\frac{1}{2}}L}{(\mathrm{Ra}\mathrm{Pr})^{\frac{1}{4}}}$$
(1)
where the Nusselt number (Nu) is the heat flux normalized by that when there was only conduction. Thus, $`\tau _B`$ can be easily evaluated using the measured values of Nu, Ra, and Pr.

The locally averaged temperature dissipation rate $`\chi _r`$ is the spatial average of $`\kappa |T|^2`$ over a ball of radius $`r`$. We estimate it by $`\chi _\tau `$, which is defined as

$$\chi _\tau (t)\frac{1}{\tau }_t^{t+\tau }\frac{\kappa }{u_c^2}\left(\frac{T}{t^{}}\right)^2𝑑t^{}$$
(2)
and can be calculated using the one-point temperature measurements. Here, $`u_c^2`$ is the mean square velocity fluctuations at the center of the cell.

We start by investigating the conditional PDF of $`T_\tau `$, at fixed values of $`\chi _\tau `$. We consider those $`T_\tau (t)`$ whose corresponding $`\mathrm{ln}\chi _\tau (t)`$ assumes a certain value within a small range $`\delta `$, and calculate the conditional PDFs $`P(Y_\tau |\chi _\tau )`$ where

$$Y_\tau \frac{T_\tau }{\sqrt{T_\tau ^2|\chi _\tau }}$$
(3)
As the conditional mean $`T_\tau |\chi _\tau `$ is approximately zero, $`P(Y_\tau |\chi _\tau )`$ is standardized with zero mean and unit standard deviation. For a given $`\tau `$, $`P(Y_\tau |\chi _\tau )`$ is found to be independent of $`\chi _\tau `$ for a range of $`\chi _\tau `$ that contains most of the data. The conditional PDFs for different values of $`\tau `$ are plotted in Fig. 1. We measure the value of $`\chi _\tau `$ in units of $`\chi \kappa (T/t)^2/u_c^2`$. In the limit $`\tau 0`$, $`\chi _\tau T_\tau ^2`$, therefore, the conditional PDF is bimodal for small $`\tau `$, as seen in the figure. As $`\tau `$ increases, $`P(Y_\tau |\chi _\tau )`$ changes from bimodal to a function with one maximum and varies with $`\tau `$. But for larger $`\tau `$, it becomes a standardized Gaussian distribution and is thus independent of $`\tau `$. Such a change in behavior occurs at $`\tau \tau _B`$.

Hence, a change in the statistical features of the temperature fluctuations is again observed as the Bolgiano scale is crossed, demonstrating that buoyancy does have an effect on the characteristics of turbulence in convection. Moreover, the physical nature of the presently observed change is clear. We have the interesting result that the temperature fluctuations at fixed values of $`\chi _\tau `$ become self-similar and thus non-intermittent in the regime where the mixing dynamics is expected to be driven by buoyancy. In other words, intermittency of the temperature fluctuations in this buoyancy-driven regime can be solely attributed to the variations of $`\chi _\tau `$.

In the remaining of this paper, we shall obtain the functional dependence of the conditional temperature structure functions $`|T_\tau |^p|\chi _\tau `$ on $`p`$, $`\tau `$, and $`\chi _\tau `$.

It is illuminating to first work out what functional form is predicted by simple phenomenology and dimensional agruments. One expects $`T_r`$, the temperature difference across a scale $`r`$, depends on $`r`$, $`\chi _r`$, and $`u_r`$, the velocity difference across the same scale $`r`$. In the inertia-driven regime, $`u_r`$ is related to the locally averaged energy dissipation rate $`ϵ_r`$ by $`u_r(rϵ_r)^{1/3}`$ while in the buoyancy-driven regime, $`u_r`$ is generated by buoyancy: $`u_r^2/r\alpha gT_r`$. Hence, we have

$$T_r\{\begin{array}{cc}r^{1/3}ϵ_r^{1/6}\chi _r^{1/2}\hfill & r<l_B\hfill \\ r^{1/5}\chi _r^{2/5}(\alpha g)^{1/5}\hfill & r>l_B\hfill \end{array}$$
(4)
Equation (4) implies that

$$|T_\tau |^p|\chi _\tau \{\begin{array}{cc}u_c^2^{p/6}\tau ^{p/3}\chi _\tau ^{p/2}ϵ_{\tau }^{}{}_{}{}^{p/6}|\chi _\tau \hfill & \tau <\tau _B\hfill \\ u_c^2^{p/10}\tau ^{p/5}\chi _\tau ^{2p/5}(\alpha g)^{p/5}\hfill & \tau >\tau _B\hfill \end{array}$$
(5)
if $`T_\tau `$, $`\chi _\tau `$, and $`ϵ_\tau `$ have the same scaling behavior in $`\tau `$ as the corresponding quantities with subscript $`r`$ in $`r`$ with $`r=u_c^2^{1/2}\tau `$.

If the variations of $`\chi _\tau `$ and $`ϵ_\tau `$ are both ignored, (5) implies that the temperature frequency power spectrum has a scaling $`\omega ^{\frac{7}{5}}`$ for frequency $`\omega <\omega _B`$ and $`\omega ^{5/3}`$ for $`\omega >\omega _B`$, where $`\omega _B=2\pi /\tau _B`$. The former scaling behavior was reported for the temperature frequency power spectra measured in water and helium while the latter one was reported for that measured in low Pr mercury.

Now we proceed with the analyses. From the result that $`P(Y_\tau |\chi _\tau )`$ is independent of $`\chi _\tau `$, we get

$$|T_\tau |^p|\chi _\tau =F_p(\tau )\sigma ^p(\tau ,\chi _\tau )$$
(6)
where

$$\sigma (\tau ,\chi _\tau )\sqrt{T_\tau ^2|\chi _\tau }$$
(7)
By definition, $`F_2(\tau )=1`$. For $`\tau >\tau _B`$, $`P(Y_\tau |\chi _\tau )`$ becomes a standardized Gaussian, thus

$$F_p(\tau >\tau _B)=\sqrt{\frac{2^p}{\pi }}\mathrm{\Gamma }(\frac{p+1}{2})$$
(8)
is independent of $`\tau `$. For $`\tau _d<\tau <\tau _B`$, we find that $`F_p(\tau )`$ can be fitted by a power law (see Fig. 2), that is

$$F_p(\tau )C_p\tau ^{\alpha _p}\tau _d<\tau <\tau _B$$
(9)
This $`\tau `$ dependence of $`F_p`$ echoes that of $`P(Y_\tau |\chi _\tau )`$ for $`\tau <\tau _B`$. Using (5), such dependence can be attributed to the additional variation of the local energy dissipation rate $`ϵ_\tau `$ even when the local temperature dissipation rate $`\chi _\tau `$ is held fixed. The scaling exponents $`\alpha _p`$ are plotted in Fig. 3. Since $`\alpha _0=\alpha _2=0`$ by definition, $`\alpha _p`$ has to be a nonlinear function of $`p`$, as is found.

Next, we analyze the functional dependence of $`\sigma `$. We fix $`\tau `$ and study its dependence on $`\chi _\tau `$. When $`\tau `$ is not too large, $`\sigma (\tau ,\chi _\tau )`$ indeed scales with $`\chi _\tau `$ for a range of $`\chi _\tau `$ that contains most of the data. The scaling exponent $`b(\tau )`$, however, varies with $`\tau `$. When $`\tau `$ is large, the data scatter. Thus, we have

$$\sigma (\tau ,\chi _\tau )=G(\tau )\chi _\tau ^{b(\tau )}$$
(10)
From the relation $`\chi _\tau T_\tau ^2`$ in the limit of $`\tau 0`$, one gets $`b(\tau )1/2`$ as $`\tau 0`$. Indeed, as shown in Fig. 4, $`b(\tau )`$ is about $`1/2`$ for $`\tau \tau _d`$. It then crosses over to an approximately linear function of $`\mathrm{ln}\tau `$, and has a value of $`2/5`$ at $`\tau \tau _B`$. This is, therefore, in contrary to the behavior of $`\sigma (\tau ,\chi _\tau )\tau ^{1/3}\chi _\tau ^{1/2}`$ and $`\sigma (\tau ,\chi _\tau )\tau ^{1/5}\chi _\tau ^{2/5}`$ respectively in the inertia-driven ($`\tau _d<\tau <\tau _B`$) and buoyancy-driven regimes ($`\tau _B<\tau <\tau _c`$) that simple phenomenology and dimensional agruments would predict \[see (5)\]. In Fig. 5, we plot $`\sigma (\tau ,\chi _\tau )(\chi _\tau /\chi )^{b(\tau )}`$ for various values of $`\chi _\tau `$. The linear fit of $`b(\tau )`$ in $`\mathrm{ln}\tau `$ is used for $`\tau >\tau _d`$. The data for different values of $`\chi _\tau `$ collapse to one single curve, thus confirming (10). We take the average of the data to get an estimate of $`G(\tau )\chi ^{b(\tau )}`$, which is shown in the inset. It can be fitted by a power law for $`\tau >\tau _B`$ with an exponent about 0.27.

The temperature structure functions $`|T_\tau |^p`$ are related to the conditional ones at fixed values of $`\chi _\tau `$ as follows:

$$|T_\tau |^p=_0^{\mathrm{}}|T_\tau |^p|\chi _\tau P_\tau (\chi _\tau )𝑑\chi _\tau $$
(11)
where $`P_\tau (\chi _\tau )`$ is the PDF of $`\chi _\tau `$. Using (6) and (10), we thus get

$$|T_\tau |^p=F_p(\tau )G^p(\tau )\chi _\tau ^{pb(\tau )}$$
(12)
Equation (12) implies that the change in the scaling exponent of the normalized structure functions $`|T_\tau |^p/T_\tau ^2^{p/2}`$ observed, when $`\tau _B`$ is crossed, is the combined effect of the change in the $`\tau `$ dependence of $`F_p(\tau )`$ and $`\chi _\tau ^{pb(\tau )}`$. The comparison of (12) with data will be presented elsewhere.

In summary, we have studied systematically the conditional statistics of the temperature fluctuations at fixed values of local temperature dissipation $`\chi _\tau `$ in turbulent convection. We have found that such conditional statistics become self-similar in the buoyancy-driven regime, demonstrating that the intermittency of the temperature field in this regime can be attributed solely to the variations of $`\chi _\tau `$. We have worked out the functional behavior of the conditional structure functions $`|T_\tau |^p|\chi _\tau `$. There is indeed scaling behavior in $`\chi _\tau `$ but the scaling exponent $`b(\tau )`$ depends on $`\tau `$, in contrary to what simple phenomenology and dimensional agruments might predict. We emphasize that this $`\tau `$ dependence demonstrates explicitly the failure of dimensional arguments. Together with the knowledge of the statistical properties of $`\chi _\tau `$, this functional behavior would enable us to better understand the temperature structure functions.

ESCC would like to acknowledge discussions with T. Witten. This work is supported by a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (RGC Ref. No. CUHK 4119/98P).

FIGURE CAPTIONS

FIG 1. The conditional PDFs $`P(Y_\tau |\chi _\tau )`$ versus $`Y_\tau `$ for Ra = $`6.0\times 10^{11}`$ and $`\chi _\tau /\chi =0.18`$ for various values of $`\tau `$. $`\tau =8`$ (dotted line), $`\tau =16`$ (dashed line), $`\tau =32`$ (dot-dashed line), $`\tau =64`$ (circles), $`\tau =128`$ (squares), and $`\tau =256`$ (triangles). It can be seen that $`P(Y_\tau |\chi _\tau )`$ becomes a standard Gaussian distribution (solid line) for $`\tau >\tau _B70`$. All times are in units of the sampling time = 1/409.6 s. The conditional PDFs are found to be independent of $`\chi _\tau `$.

FIG. 2. The logarithm of the normalized conditional temperature structure functions $`F_p(\tau )|T_\tau |^p|\chi _\tau /T_\tau ^2|\chi _\tau ^{p/2}`$ versus $`\mathrm{ln}\tau `$ for Ra = $`7.3\times 10^{10}`$ and $`\chi _\tau /\chi =0.43`$ for various values of $`p`$. The three time scales $`\tau _d`$, $`\tau _B`$ and $`\tau _c`$ are approximately $`6`$, $`60`$ and $`1750`$ respectively, and are indicated by the dashed lines. All times are in units of the sampling time = 1/320 s. $`p=0.5`$ (circles), $`p=1.5`$ (diamonds), $`p=1.75`$ (triangles), $`p=2.25`$ (crosses), $`p=2.5`$ (squares), and $`p=2.75`$ (pluses). For $`\tau _d<\tau <\tau _B`$, $`F_p(\tau )`$ can be fitted by a power-law $`C_p\tau ^{\alpha _p}`$ (solid lines) and for $`\tau >\tau _B`$, it becomes $`\sqrt{2^p/\pi }\mathrm{\Gamma }((p+1)/2)`$ (dot-dashed lines) and is thus independent of $`\tau `$.

FIG. 3. The scaling exponent $`\alpha _p`$ versus $`p`$ for Ra = $`4.0\times 10^9`$ (circles), Ra = $`7.3\times 10^{10}`$ (squares), and Ra = $`6.0\times 10^{11}`$ (diamonds).

FIG. 4. The scaling exponent $`b(\tau )`$ versus $`\mathrm{ln}\tau `$ for Ra = $`4.0\times 10^9`$. The time scales $`\tau _d`$ and $`\tau _B`$ are approximately $`8`$ and $`50`$ respectively, and are indicated by the dashed lines. All times are in units of the sampling time = 1/160.8 s. It can be seen that $`b(\tau )`$ is close to $`1/2`$ for $`\tau \tau _d`$ and can be fitted by a linear function in $`\mathrm{ln}\tau `$ (solid line) for $`\tau >\tau _d`$. Moreover, $`b(\tau )2/5`$ at $`\tau \tau _B`$.

FIG. 5. $`\mathrm{ln}\sigma (\tau ,\chi _\tau )(\chi _\tau /\chi )^{b(\tau )}`$ versus $`\mathrm{ln}\tau `$ for Ra = $`7.3\times 10^{10}`$ for $`\chi _\tau /\chi =0.13`$ (circles), $`\chi _\tau /\chi =0.35`$ (squares), and $`\chi _\tau /\chi 0.96`$ (triangles). The three sets of data collapse into a single function of $`\tau `$ ($`=G(\tau )\chi ^{b(\tau )})`$ confirming (10). The times are in units of the sampling time = 1/320 s while $`\sigma `$ is in units of the standard deviation of the temperature fluctuations. Shown in the inset is the average of the three sets of data (solid line), which can be fitted by a power law (dot-dashed line) for $`\tau >\tau _B`$ (indicated by dashed line).


text:
# Measuring the Distribution of Galaxies Between Halos

## 1 Introduction

Recent work on the clustering properties of galaxies has focussed on the connection between galaxies and dark matter halos, using theoretical models of galaxy formation (??????) or observational data (?) to determine the number of galaxies that reside within halos of given mass. Models of this type have been successful in explaining the near power-law nature of the galaxy-galaxy correlation function (??), and the strong clustering of Lyman-break galaxies at $`z3`$ (???).

In this context, ? calculated the quantity $`P(N;M)`$, the probability of finding $`N`$ galaxies brighter than a specified luminosity, $`L_0`$, in a dark matter halo of mass $`M`$, from the galaxy-formation model of ?. This quantity is particularly powerful since, once a model for the distribution of dark-matter halos is chosen, $`P(N;M)`$ fully determines all clustering properties of galaxies on scales larger than the size of dark matter halos (on smaller scales the spatial distribution of galaxies within individual halos becomes important). As such, $`P(N;M)`$ may be thought of as a complete description of the galaxy—dark-matter bias including any non-linearity and stochasticity. Furthermore, if $`P(N;M)`$ can be measured from the observed clustering pattern of galaxies it provides a direct and powerful constraint for models of galaxy formation since it is sensitive to the merger history of dark-matter halos, and to the rate of galaxy-galaxy mergers within halos.

In this paper we describe how $`P(N;M)`$ may be measured directly from a volume-limited galaxy-redshift survey by using a counts-in-cells analysis to determine the probability of finding $`N`$ galaxies in a cell, $`S(N)`$. The remainder of this paper is laid out as follows. In §2 we describe our method and give the formulae relating $`P(N;M)`$ and $`S(N)`$ for all $`N`$. In §3 we investigate how well $`P(N;M)`$ can be measured from a combination of the Two Micron All Sky Survey (?; 2MASS) and Two-degree Field Galaxy Redshift Survey (?; 2dFGRS) or Sloan Digital Sky Survey (?; SDSS) datasets using the mock galaxy catalogues of ?, and finally in §4 we present our conclusions.

## 2 Method

We will assume that the galaxy population of a dark matter halo is determined only by the mass of that halo. Whilst it is the distribution of halo masses which varies most significantly as a function of environment (?) other quantities are also known to correlate with environment, for example the concentration of the halo (?). In practice the properties of galaxies may depend upon such variables thereby altering the clustering properties of the galaxies. In principle, other variables could be included in our analysis by defining a function $`P(N;M,𝐱)`$, where $`𝐱`$ represents other variables upon which the properties of galaxies may depend. However, current datasets are insufficient to allow meaningful measurements of such a function to be made and so we will restrict ourselves to considering $`P(N;M)`$ only at present.

We must also assume that $`P(0,M)=1`$ for all $`M<M_0`$; i.e. halos below mass $`M_0`$ never contain any galaxies brighter than $`L_0`$. This is a reasonable and necessary assumption — if halos of arbitrarily low mass could host bright galaxies then, since there are an infinite number of halos per unit volume (at least according to the Press-Schechter theory) there would be an infinite number of galaxies per unit volume. Having made this assumption we can ignore halos of mass less than $`M_0`$ as they make no contribution to the galaxy population that we are considering.

How may we determine $`M_0`$ for a given galaxy population? One approach would be to make use of dynamical mass estimates (e.g. ?). However, these are not available for all types of galaxy. An alternative method is to use galaxy samples selected at near-infrared wavelengths from which we can infer a stellar mass from the sample magnitude limit (?). Then

$$M_0\frac{\mathrm{\Omega }_0}{\mathrm{\Omega }_\mathrm{b}}M_{},$$
(1)
where $`M_{}`$ is the stellar mass. This lower limit on $`M_0`$ corresponds to the case where the entire gaseous mass of a halo is turned into stars. The halo must have at least this mass to make the observed galaxy. The conversion from K-band light to stellar mass is uncertain by a factor of approximately two (?), so $`M_0`$ should realistically be taken to be two to three times lower than the value inferred from eqn. (1).

While any clustering statistic can be written in terms of $`P(N;M)`$ and the clustering properties of dark matter halos (for example, the two-point correlation function expressed in terms of $`P(N;M)`$ is given in Appendix A) a particularly simple relation can be found for $`S(N)`$, the probability of finding $`N`$ galaxies brighter than $`L_0`$ in a cell of given size and shape. While these statistics can in principle reveal $`P(N;M)`$ for any $`N`$ and for a range of $`M`$, in practice measurement is severely limited by unavoidable noise in the data as will be shown in §3. Nevertheless, useful constraints can still be obtained from this analysis. In the remainder of this section we develop the relations necessary to determine $`P(N;M)`$ for all $`N`$ and $`M`$, but will only make use of the simplest forms of these relations in §3.

The probability of finding $`N`$ galaxies in a cell of given size and geometry can be expressed in terms of the probability of finding a certain combination of halos in that cell and the probabilities of finding different numbers of galaxies in each of those halos. In order to measure $`P(N;M)`$ it is necessary to divide halos into a number of mass ranges, or bins. We will then refer to the mean value of $`P(N;M)`$ averaged over all halos in mass bin $`i`$ as $`P_i(N)`$, such that $`P_i(N)`$ is the probability of finding $`N`$ galaxies in a halo selected at random from mass bin $`i`$, i.e.

$$P_i(N)=\frac{_{M_i}^{M_{i+1}}P(N;M)\frac{\mathrm{d}n}{\mathrm{d}M}(M)dM}{_{M_i}^{M_{i+1}}\frac{\mathrm{d}n}{\mathrm{d}M}(M)dM},$$
(2)
where $`M_i`$ is the lower bound of the $`i^{\mathrm{th}}`$ mass bin.

Let $`S(N)`$ be the probability of finding $`N`$ galaxies in a cell (of given size and geometry). For a particular choice of cosmology and dark matter let $`Q(N_1,N_2,\mathrm{},N_n)`$ be the probability of finding the centres of $`N_1`$ halos in mass bin 1, $`N_2`$ in bin 2 etc. in a cell, where we have used a total of $`n`$ mass bins. (We take the centre of mass to define the halo centre.) Note that in general $`Q(N_1,N_2,\mathrm{},N_n)Q(N_1)Q(N_2)\mathrm{}Q(N_n)`$ since the distribution of halos is typically correlated. Note that $`S(N)`$ is an observationally measurable quantity, and $`Q(N_1,N_2,\mathrm{},N_n)`$ can be obtained from a structure formation model. As we show below, these two quantities are related, and that relation depends upon $`P(N;M)`$. Measurement of $`S(N)`$ therefore allows us to measure $`P(N;M)`$.

We can write $`S(N)`$ as the sum over all possible combinations of $`N_1,N_2,\mathrm{},N_n`$ of $`Q(N_1,N_2,\mathrm{},N_n)`$ multiplied by the probability of finding $`i_1`$ galaxies in the first halo, $`i_2`$ in the second etc. summed over all combinations of $`i_1,i_2,\mathrm{}`$ which satisfy the constraint $`_ji_j=N`$ (i.e. only those combinations which produce the correct number of galaxies in the cell contribute to the total probability).

For example, $`S(0)`$ is given by

$$S(0)=\underset{N_1=0}{\overset{\mathrm{}}{}}\underset{N_2=0}{\overset{\mathrm{}}{}}\mathrm{}\underset{N_n=0}{\overset{\mathrm{}}{}}Q(N_1,N_2,\mathrm{},N_n)\underset{j=1}{\overset{n}{}}P_j^{N_j}(0),$$
(3)
while $`S(1)`$ and $`S(2)`$ are given by

$$S(1)=\underset{N_1=0}{\overset{\mathrm{}}{}}\underset{N_2=0}{\overset{\mathrm{}}{}}\mathrm{}\underset{N_n=0}{\overset{\mathrm{}}{}}Q(N_1,N_2,\mathrm{},N_n)\underset{i_1=1}{\overset{n}{}}C(N_1^{(0)},N_1^{(1)},N_2^{(0)},N_2^{(1)})\frac{P_{i_1}(1)}{P_{i_1}(0)}\underset{j=1}{\overset{n}{}}P_j^{N_j}(0)$$
(4)
and

$`S(2)`$ $`=`$ $`{\displaystyle \underset{N_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{N_2=0}{\overset{\mathrm{}}{}}}\mathrm{}{\displaystyle \underset{N_n=0}{\overset{\mathrm{}}{}}}Q(N_1,N_2,\mathrm{},N_n)({\displaystyle \underset{i_1=1}{\overset{n}{}}}C(N_1^{(0)},\mathrm{},N_1^{(2)},N_2^{(0)},\mathrm{},N_2^{(2)}){\displaystyle \frac{P_{i_1}(2)}{P_{i_1}(0)}}`$ (5)
$`+{\displaystyle \underset{i_1=1}{\overset{n}{}}}{\displaystyle \underset{i_2=1}{\overset{n}{}}}C(N_1^{(0)},N_1^{(1)},N_2^{(0)},N_2^{(1)}){\displaystyle \frac{P_{i_1}(1)}{P_{i_1}(0)}}{\displaystyle \frac{P_{i_2}(1)}{P_{i_2}(0)}}){\displaystyle }_{j=1}^nP_j^{N_j}(0),`$
where $`N_i^{(j)}`$ is the number of times a halo in mass bin $`i`$ is populated by $`j`$ galaxies and $`C(N_{i_1}^{(0)},N_{i_1}^{(1)}\mathrm{})`$ is the number of distinct permutations of each term which contribute to the probability. The weighting factor $`C(N_{i_1}^{(0)},N_{i_1}^{(1)}\mathrm{})`$ is the number of ways to populate the available halos with the galaxies divided by the number of times such terms appear in the summation. In general,

$$C(N_{i_1}^{(0)},\mathrm{},N_{i_1}^{(k)},\mathrm{},N_{i_n}^{(0)},\mathrm{},N_{i_n}^{(k)})=\underset{l=1}{\overset{n}{}}\frac{N_{i_l}!}{_{j=0}^kN_{i_l}^{(j)}!}/\underset{m=1}{\overset{k}{}}\frac{\left(\underset{l=1}{\overset{n}{}}N_{i_l}^{(m)}\right)!}{_{l=1}^nN_{i_l}^{(m)}!}=\underset{l=1}{\overset{n}{}}\frac{N_{i_l}!}{N_{i_l}^{(0)}!\left(_{m=1}^nN_{i_m}^{(l)}\right)!},$$
(6)
where $`N_i=_{j=0}^{\mathrm{}}N_i^{(j)}`$. For example,

$$C(N_{i_1}^{(0)},N_{i_1}^{(1)})=\frac{\left(N_{i_1}^{(0)}+N_{i_1}^{(1)}\right)!}{N_{i_1}^{(0)}!N_{i_1}^{(1)}!}.$$
(7)
As expected, $`S(N)`$ depends only upon those $`P_i(j)`$ for which $`jN`$. Therefore, we may begin by finding the $`P_i(0)`$’s using the expression for $`S(0)`$, then proceed to find the $`P_i(1)`$’s using the expression for $`S(1)`$ and the previously calculated $`P_i(0)`$ and so on. Each expression therefore involves $`n`$ unknowns (for $`S(N)`$ these are the $`P_i(N)`$), and so we must have a measure of $`S(N)`$ for at least $`n`$ different cell sizes to solve the equations. While the above equations cannot be solved analytically for the $`P_i(N)`$, solutions can be found relatively simply using Powell’s method (?) to minimize the quantity $`\chi ^2=_i([S_i^{(\mathrm{obs})}(N)S_i^{(\mathrm{model})}(N)]/\mathrm{\Delta }S_i^{\mathrm{obs}}(N))^2`$ for example, where the sum is taken over all cell sizes considered.

In general, the expression for $`S(N)`$ will be of the form

$`S(N)`$ $`=`$ $`{\displaystyle \underset{N_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{N_2=0}{\overset{\mathrm{}}{}}}\mathrm{}{\displaystyle \underset{N_n=0}{\overset{\mathrm{}}{}}}Q(N_1,N_2,\mathrm{},N_n)({\displaystyle \underset{i_1=1}{\overset{n}{}}}C(N_1^{(0)},\mathrm{},N_1^{(N)}){\displaystyle \frac{P_{i_1}(N)}{P_{i_1}(0)}}`$ (8)
$`+{\displaystyle \underset{i_1=1}{\overset{n}{}}}{\displaystyle \underset{i_2=1}{\overset{n}{}}}[C(N_1^{(0)},\mathrm{},N_1^{(N1)},N_2^{(0)},\mathrm{},N_2^{(N1)}){\displaystyle \frac{P_{i_1}(N1)}{P_{i_1}(0)}}{\displaystyle \frac{P_{i_2}(1)}{P_{i_2}(0)}}`$
$`+C(N_1^{(0)},\mathrm{},N_1^{(N2)},N_2^{(0)},\mathrm{},N_2^{(N2)}){\displaystyle \frac{P_{i_1}(N2)}{P_{i_1}(0)}}{\displaystyle \frac{P_{i_2}(2)}{P_{i_2}(0)}}]`$
$`+\text{3 halo terms}+\text{4 halo terms}+\mathrm{}+N\text{ halo terms}){\displaystyle }_{j=1}^nP_j^{N_j}(0),`$
where the expression “$`N`$ halo terms” refers to all terms corresponding to galaxies shared between $`N`$ different halos (i.e. the first two sums in the above expression are therefore “1 halo terms” and “2 halo terms”).

At this point it is instructive to briefly consider the assumptions made in obtaining the above relations. Firstly we have assumed that all galaxies lie at the centre of the halo they occupy. Then, a halo being in a cell guarantees that any galaxies it contains are also in the cell. In reality galaxies are likely to be spread throughout the halo with some unknown spatial distribution, and so some galaxies may lie outside of the cell even though their halo centre is inside (and conversely some galaxies may lie inside even though their halo centre is outside). While our analysis could be extended to account for such “edge effects” this would require us to assume a distribution for galaxies within individual halos. We prefer to concentrate on scales where these effects are negligible. In §3 we demonstrate that edge effects are an insignificant source of error.

Secondly we assume that the galaxy occupancy of all halos in a mass bin is well described by a single set of $`P_i(N)`$. Providing $`P(N;M)`$ varies little across the mass bin this is a reasonable assumption. However, as we will see in §3 noisy data may limit us to considering a single mass bin, extending from $`M_0`$ to infinity, for which the above assumption is unlikely to hold true. While we implicitly assume that the $`P_i(N)`$ are independent of the number of halos found in a cell the Press-Schechter (?) formalism tells us that high density regions of the Universe will contain preferentially higher mass halos than low density regions. Consequently cells which contain many halos will preferentially contain high mass halos, while in cells containing few halos the halos are likely to be of low mass. If, for example, $`P(0;M)`$ is a decreasing function of $`M`$ then cells with few halos (which are typically the most abundant) will contain zero galaxies more often than our model assumes. The resulting increase in $`S(0)`$ can be seen in the synthetic datasets used in §3. While this has a non-negligible effect on $`S(0)`$, particularly for large cell sizes, the value of $`P(0)`$ recovered is quite insensitive to this since most of the signal comes from small cell sizes.

## 3 Application to Synthetic Datasets

Perhaps the most suitable dataset to apply this technique to will be a combination of the 2MASS survey with a large redshift survey (e.g. the 2dFGRS or the SDSS). The 2MASS survey provides near-infrared photometry which allows $`M_0`$ to be estimated, but must be complemented by a redshift survey in order to provide a 3D map of the galaxy distribution.111While $`P(N;M)`$ could be measured from a 2D dataset, the 3D information will provide a much stronger constraint. A volume limited 2MASS sample of galaxies brighter than $`M_\mathrm{K}5\mathrm{log}h=23.5`$ would have a volume of order $`3\times 10^6h^3`$Mpc3 in the 2dFGRS survey area (or around four times this volume in the SDSS survey area). As this is very similar to the volume of the GIF $`\mathrm{\Lambda }`$CDM N-body simulation used by ? we will use their synthetic galaxy catalogues to estimate how well $`P(N;M)`$ could be recovered from such a dataset. We do not attempt here to reproduce the full details of the survey geometry or selection function, but merely consider a synthetic dataset with comparable volume and number density of galaxies in order to estimate the accuracy with which $`P(N;M)`$ may be recovered from such a survey.

We consider only galaxies brighter than $`M_\mathrm{K}5\mathrm{log}h=23.5`$ to ensure that we need only consider halos which are well resolved by the GIF simulation. These galaxies live in halos with masses greater than $`10^{12}h^1M_{}`$ in this model (the particle mass in the GIF $`\mathrm{\Lambda }`$CDM simulation is $`1.4\times 10^{10}h^1M_{}`$). Inferring $`M_0`$ from the K-band magnitude of the galaxies we find $`M_0=8\times 10^{11}h^1M_{}`$. We therefore conservatively set $`M_0=4\times 10^{11}h^1M_{}`$. We consider only one bin of halo mass, i.e. all halos more massive than $`4\times 10^{11}h^1M_{}`$. While this technique can in principle be applied to several halo mass bins we find that in practice this is very difficult. Typically the values of $`P_i(N)`$ for the more massive bins are poorly constrained since there are very few halos in the mass range, or else the solutions of eqn. (8) for different cell sizes are degenerate in the $`P_i(N)`$’s and so only allow certain combinations of $`P_i(N)`$’s to be accurately measured. Very large datasets, with correspondingly small errors may allow a measurement of $`P_i(N)`$ in more than one mass bin, although this will probably require a treatment of edge effects which must eventually become the dominant source of error.

We measure $`S(N)`$ in cubic cells of side $`L_{\mathrm{cube}}=5.0`$, $`7.5`$, $`10.0`$, $`12.5`$, $`15.0`$, $`17.5`$ and $`20.0h^1`$Mpc, and measure $`Q(N)`$ for the same cell sizes. Both $`S(N)`$ and $`Q(N)`$ are calculated for galaxy/halo positions in redshift space. For smaller cubes edge effects begin to become a significant source of error, while for larger cubes the GIF simulation contains very few independent volumes.

The left-hand panel of Fig. 1 shows $`Q(N)`$ for $`L_{\mathrm{cube}}=5`$, 10 and $`20h^1`$Mpc, while the right-hand panel shows $`S(0)`$ (squares) and $`Q(0)`$ (crosses) as functions of $`L_{\mathrm{cube}}`$. Errors are estimated assuming Poisson statistics and that there are $`(L_{\mathrm{GIF}}/L_{\mathrm{cube}})^3`$ independent volumes in the simulation, where $`L_{\mathrm{GIF}}=141.3h^1`$Mpc is the size of the GIF $`\mathrm{\Lambda }`$CDM simulation volume. This is known to underestimate the true errors (e.g. ?), but is sufficient for our present purposes. Note that placing all galaxies at the halo centre (solid squares), or placing one galaxy at the centre and making satellite galaxies trace the dark matter of their halo (open squares) has little effect on the measured $`S(0)`$, i.e. edge effects are unimportant for this sample. For the smallest cells we consider $`Q(0)`$ accounts for around 65% of the value of $`S(0)`$, and makes a smaller contribution for the larger cells. Also shown is the value of $`S(0)`$ predicted by eqn. (8) with the recovered value of $`P_1(0)`$ (dashed line) and the true value of $`P_1(0)`$ (solid line). For the larger cell sizes neither gives a good fit to the mock data points. This is due to the failure of our assumption that $`P_1(N;M)`$ is roughly constant throughout the mass bin (as discussed in §2). However, as we discuss below this does not drastically alter the recovered values of $`P_1(N)`$.

We determine $`P_1(N)`$ from the measured $`S(N)`$ and $`Q(N)`$ by solving eqn. (8) for $`P_1(N)`$ by minimizing $`\chi ^2`$ (as described in §2). Figure 2 shows the true $`P_1(N)`$ as measured directly from the full model and from the GIF synthetic galaxy catalogue (solid squares and solid triangles respectively), with errorbars computed assuming Poisson statistics, and the $`P_1(N)`$ recovered from the synthetic galaxy catalogue via the $`S(N)`$’s with all galaxies at their halo centre (open triangles) and with satellite galaxies tracing the dark matter of their halo (open squares), with errorbars estimated from $`\mathrm{\Delta }\chi ^2`$. The first three $`P_1(N)`$ are recovered with reasonably accuracy from the synthetic galaxy catalogues. (For $`N=0`$, 1 and 2 the recovered $`P_1(N)`$ differ from the true values by 3%, 17% and 46% respectively, although we caution that these values are from a single realization of the synthetic galaxy catalogue and so may not be representative.)

A weakness of this approach is that the equation for $`P_i(N)`$ depends upon all $`P_i(N^{})`$ where $`N^{}<N`$. Hence, any errors in the determination of $`P_i(0)`$ affect the estimate of $`P_i(1)`$ etc. In the case of the synthetic galaxy catalogues used here we can recover $`P_1(N)`$ accurately for $`N=0,1,2`$. When we consider $`P_1(3)`$, however, we find that the contribution to $`S(3)`$ from terms involving only $`P_1(0)`$, $`P_1(1)`$ and $`P_1(2)`$ already exceeds the measured value. Thus the solution to the equation requires that $`P_1(3)`$ be negative, which is of course impossible. Thus with a dataset of this size only the first few $`P_1(N)`$ can be measured.

## 4 Discussion

We have described how the distribution of galaxies amongst halos, as described by the function $`P(N;M)`$ (the probability of finding $`N`$ galaxies brighter than a specified luminosity $`L_0`$ in a halo of mass $`M`$), can be measured directly from a galaxy redshift survey once a model for the spatial distribution of dark matter halos is assumed. Specifically we derive relations between the observationally measurable quantity $`S(N)`$ (the probability of finding $`N`$ galaxies in a cell) and the theoretically determinable quantity $`Q(N_1,N_2,\mathrm{},N_n)`$ (the probability of finding different numbers of dark-matter halos in a cell). These relations depend upon $`P(N;M)`$, thereby allowing $`P(N;M)`$ to be determined from observational determinations of $`S(N)`$ and a model of structure formation.

The distribution function $`P(N;M)`$ provides a complete description of galaxy bias (at least on scales larger than the size of halos) in terms of physically meaningful quantities and will also be sensitive to the merging history of dark matter halos and the rate of galaxy-galaxy mergers within dark matter halos. We have presented the technique in its simplest form. We defer a more detailed study of errors (including edge effects) and the limitations imposed by the simplifying assumptions made to a future paper.

Our approach assumes a model for the underlying distribution of dark matter halos, and the results obtained will therefore be dependent on that model. Measurements of key cosmological parameters, perhaps from measurements of the cosmic microwave background (??), and the dark matter power spectrum, from weak lensing (e.g. ?) or Lyman-$`\alpha `$ forest studies (?), in the near future should allow the halo distribution to be fully determined.

Using the mock galaxy catalogues produced by ? we have shown that $`P(N;M)`$ averaged over all halos more massive than $`4\times 10^{11}h^1M_{}`$ is measurable for the first few values of $`N`$ from a combination of the 2MASS dataset with a redshift survey such as the SDSS or 2dFGRS. To measure $`P(N;M)`$ for higher $`N`$ or as a function of $`M`$ would require larger datasets and a detailed consideration of edge effects. Measurement of this quantity from forthcoming galaxy redshift surveys will therefore provide strong constraints for models of galaxy formation and clustering and reveal a great deal about the connection between galaxies and dark matter.

## Acknowledgments

We would like to thank Marc Kamionkowski for a careful reading of this work, Carlton Baugh, Shaun Cole, Carlos Frenk and Cedric Lacey for making available results from their galaxy formation model, Simon White for useful discussions and the Virgo Consortium for making available the GIF simulations used in this work.

## Appendix A The Two-Point Correlation Function of Galaxies

The two-point correlation function is a familiar clustering statistics easily expressed in terms of $`P(N;M)`$. Suppose there is a halo of mass $`M_1`$ to $`M_1+\mathrm{d}M_1`$ in a small volume element $`\mathrm{d}V_1`$. Let $`\mathrm{d}Q_{12}`$ be the probability of finding a halo of mass $`M_2`$ to $`M_2+\mathrm{d}M_2`$ in a small volume element $`\mathrm{d}V_2`$ a distance $`r`$ away from the first halo. We can write

$$\mathrm{d}Q_{12}(r)=(1+\xi _{12}(r))\frac{\mathrm{d}n}{\mathrm{d}M}(M_1)\frac{\mathrm{d}n}{\mathrm{d}M}(M_2)\mathrm{d}M_1\mathrm{d}M_2\mathrm{d}V_1\mathrm{d}V_2,$$
(9)
where $`\xi _{12}(r)`$ is the cross correlation function of these halos. A single halo pair may contribute many galaxy pairs. On average the above halo pair will contribute

$$\mathrm{d}N_{12}(r)=\overline{N}(M_1)\overline{N}(M_2)\mathrm{d}Q_{12}(r)$$
(10)
galaxy pairs, where $`\overline{N}(M)=_{i=0}^{\mathrm{}}iP(i;M)`$ is the mean number of galaxies in a halo of mass $`M`$. For a random distribution of galaxies we would expect

$$\mathrm{d}N_{12}^{(\mathrm{r})}(r)=\overline{N}(M_1)\overline{N}(M_2)\frac{\mathrm{d}n}{\mathrm{d}M}(M_1)\frac{\mathrm{d}n}{\mathrm{d}M}(M_2)\mathrm{d}M_1\mathrm{d}M_2\mathrm{d}V_1\mathrm{d}V_2.$$
(11)
Integrating eqns. (10) and (11) over all halo masses we find the total number of galaxy pairs in the clustered and random cases to be

$`\mathrm{d}N_{gg}(r)`$ $`=`$ $`{\displaystyle _{M_0}^{\mathrm{}}}{\displaystyle _{M_0}^{\mathrm{}}}\overline{N}(M_1)\overline{N}(M_2)(1+\xi _{12}(r)){\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_1){\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_2)dM_1dM_2dV_1dV_2`$ (12)
$`\mathrm{d}N_{gg}^{(\mathrm{r})}(r)`$ $`=`$ $`{\displaystyle _{M_0}^{\mathrm{}}}{\displaystyle _{M_0}^{\mathrm{}}}\overline{N}(M_1)\overline{N}(M_2){\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_1){\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_2)dM_1dM_2dV_1dV_2=n_{\mathrm{gal}}^2\mathrm{d}V_1\mathrm{d}V_2,`$ (13)
where $`n_{\mathrm{gal}}`$ is the mean number density of the galaxies. The galaxy-galaxy correlation function is defined to be

$`\xi _{\mathrm{gg}}(r)`$ $`=`$ $`{\displaystyle \frac{\mathrm{d}N_{gg}(r)}{\mathrm{d}N_{gg}^{(\mathrm{r})}(r)}}1`$ (14)
$`=`$ $`{\displaystyle _{M_0}^{\mathrm{}}}{\displaystyle _{M_0}^{\mathrm{}}}\xi _{12}(r){\displaystyle \frac{\overline{N}(M_1)\overline{N}(M_2)}{n_{\mathrm{gal}}^2}}{\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_1){\displaystyle \frac{\mathrm{d}n}{\mathrm{d}M}}(M_2)dM_1dM_2.`$


text:
# Three-quark exchange operators, crossing matrices and Fierz transformations in SU(2) and SU(3)

## I Introduction

Dirac  was the first to express the two-particle spin-exchange operator

$`\mathrm{P}_{12}`$ $`=`$ $`{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{2}}𝝉_1𝝉_2`$ (1)
in terms of Pauli matrices $`𝝉_{1,2}`$ of the two particles, where $`𝝉𝝉=_{a=1}^3\tau ^a\tau ^a`$. This, and the following result

$`\mathrm{P}_{12}𝝉_1𝝉_2`$ $`=`$ $`{\displaystyle \frac{3}{2}}{\displaystyle \frac{1}{2}}𝝉_1𝝉_2`$ (2)
are equivalent to a “Fierz reordering formula” for the quartic field interaction, or to the SU(2) crossing matrix

$`𝐂`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(\begin{array}{cc}1& 1\\ 3& 1\end{array}\right).`$ (5)
for two-body processes. The same trick has been extended to the SU(3) Lie algebra

$`\mathrm{P}_{12}`$ $`=`$ $`{\displaystyle \frac{1}{3}}+{\displaystyle \frac{1}{2}}𝝀_1𝝀_2`$ (7)
$`\mathrm{P}_{12}𝝀_1𝝀_2`$ $`=`$ $`{\displaystyle \frac{16}{9}}{\displaystyle \frac{1}{3}}𝝀_1𝝀_2`$ (8)
again only for two particles , with the resulting crossing matrix (or the equivalent Fierz reordering formulas for bilinear products of Gell-Mann matrices) being

$`𝐂`$ $`=`$ $`\left(\begin{array}{cc}\frac{1}{3}& \frac{1}{2}\\ \frac{16}{9}& \frac{1}{3}\end{array}\right).`$ (11)
Here the lower index indicates the number of the quark, $`\lambda ^a`$ are the Gell-Mann matrices, and $`f^{abc}`$, $`d^{abc}`$ are the usual SU(3) structure constants.

In the meantime a need has arisen for tri-linear Fierz formulas/crossing relations in connection with applications of the three-flavour ‘t Hooft interaction . Such relations don’t seem to be extant in the literature . In this note we present the corresponding three-body exchange operators for quarks (particles in the fundamental representation of SU(2) and/or SU(3)), as well as the equivalent Fierz reordering formulas for the sextic field interaction.

## II Three-quark exchange operators

### A The SU(2) algebra

#### 1 Three-body exchange operators

Using the symmetric group $`𝒮_3`$ it is straightforward, if tedious, to derive the SU(2) version of the three-quark/spin exchange operator

$`\mathrm{P}_{123}`$ $`=`$ $`\mathrm{P}_{23}\mathrm{P}_{12}`$ (13)
$`=`$ $`{\displaystyle \frac{1}{4}}+{\displaystyle \frac{1}{4}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j+{\displaystyle \frac{i}{4}}\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c`$ (14)
$`\mathrm{P}_{132}`$ $`=`$ $`\mathrm{P}_{123}^2`$ (15)
$`=`$ $`{\displaystyle \frac{1}{4}}+{\displaystyle \frac{1}{4}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j{\displaystyle \frac{i}{4}}\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c`$ (16)
Similar results are

$`\mathrm{P}_{123}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(9+{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j3i\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c\right)`$ (18)
$`\mathrm{P}_{132}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(9+{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_j+3i\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c\right)`$ (19)
as well as

$`i\mathrm{P}_{123}\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(3+{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_ji\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c\right)`$ (21)
$`i\mathrm{P}_{132}\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left(3{\displaystyle \underset{i<j}{\overset{3}{}}}𝝉_i𝝉_ji\epsilon ^{abc}𝝉_1^a𝝉_2^b𝝉_3^c\right)`$ (22)
#### 2 Crossing matrix

These results are summarized by the crossing matrices

$`𝐂`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\begin{array}{ccc}1& 1& 1\\ 9& 1& 3\\ 6& 2& 2\end{array}\right),`$ (26)
for $`\mathrm{P}_{123}`$, and

$`𝐂^2`$ $`=`$ $`{\displaystyle \frac{1}{4}}\left(\begin{array}{ccc}1& 1& 1\\ 9& 1& 3\\ 6& 2& 2\end{array}\right),`$ (30)
for $`\mathrm{P}_{132}`$. A valuable check is the constraint $`𝐂^3=\mathit{1}`$.

#### 3 Three-body Fierz identities

$`\delta _{\alpha \delta }\delta _{\gamma \rho }\delta _{\sigma \beta }`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }`$ (32)
$`+`$ $`\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta }+i\epsilon ^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (33)
$`\delta _{\alpha \rho }\delta _{\gamma \beta }\delta _{\sigma \delta }`$ $`=`$ $`{\displaystyle \frac{1}{4}}(\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }`$ (34)
$`+`$ $`\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta }i\epsilon ^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (35)
$`\delta _{\alpha \delta }𝝉_{\gamma \rho }𝝉_{\sigma \beta }+\delta _{\gamma \rho }𝝉_{\alpha \delta }𝝉_{\sigma \beta }+\delta _{\sigma \beta }𝝉_{\gamma \rho }𝝉_{\alpha \delta }={\displaystyle \frac{1}{4}}(9\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }`$ (37)
$`+`$ $`\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }+\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta }3i\epsilon ^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (39)
$`\delta _{\alpha \rho }𝝉_{\gamma \beta }𝝉_{\sigma \delta }+\delta _{\gamma \beta }𝝉_{\alpha \rho }𝝉_{\sigma \delta }+\delta _{\sigma \beta }𝝉_{\gamma \rho }𝝉_{\alpha \delta }={\displaystyle \frac{1}{4}}(9\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }`$
$`+`$ $`\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }+\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta }+3i\epsilon ^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (40)
$`i\epsilon ^{abc}𝝉_{\alpha \delta }^a𝝉_{\gamma \rho }^b𝝉_{\sigma \beta }^c={\displaystyle \frac{1}{2}}(3\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }`$ (42)
$`+`$ $`\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }+\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta }i\epsilon ^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (44)
$`i\epsilon ^{abc}𝝉_{\alpha \rho }^a𝝉_{\gamma \beta }^b𝝉_{\sigma \delta }^c={\displaystyle \frac{1}{2}}(3\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }`$
$``$ $`(\delta _{\alpha \beta }𝝉_{\gamma \delta }𝝉_{\sigma \rho }+\delta _{\gamma \delta }𝝉_{\alpha \beta }𝝉_{\sigma \rho }+\delta _{\sigma \rho }𝝉_{\gamma \delta }𝝉_{\alpha \beta })if^{abc}𝝉_{\alpha \beta }^a𝝉_{\gamma \delta }^b𝝉_{\sigma \rho }^c)`$ (45)
### B The SU(3) algebra

#### 1 Three-body exchange operators

Similarly, we have

$`\mathrm{P}_{123}`$ $`=`$ $`{\displaystyle \frac{1}{9}}+{\displaystyle \frac{1}{6}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{1}{4}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c+{\displaystyle \frac{i}{4}}f^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (47)
$`\mathrm{P}_{132}`$ $`=`$ $`{\displaystyle \frac{1}{9}}+{\displaystyle \frac{1}{6}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{1}{4}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c{\displaystyle \frac{1}{4}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (48)
as well as similar relations for the operators

$`\mathrm{P}_{123}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j`$ $`=`$ $`{\displaystyle \frac{1}{9}}+{\displaystyle \frac{1}{6}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{1}{4}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c+{\displaystyle \frac{i}{4}}f^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (50)
$`\mathrm{P}_{132}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j`$ $`=`$ $`{\displaystyle \frac{1}{9}}+{\displaystyle \frac{1}{6}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{1}{4}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c{\displaystyle \frac{1}{4}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (51)
and

$`\mathrm{P}_{123}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ $`=`$ $`{\displaystyle \frac{80}{81}}{\displaystyle \frac{5}{27}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{13}{18}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c{\displaystyle \frac{5}{18}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (53)
$`\mathrm{P}_{132}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ $`=`$ $`{\displaystyle \frac{80}{81}}{\displaystyle \frac{5}{27}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{13}{18}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c+{\displaystyle \frac{5}{18}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (54)
$`\mathrm{P}_{123}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ $`=`$ $`{\displaystyle \frac{16}{9}}+{\displaystyle \frac{1}{3}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j+{\displaystyle \frac{1}{2}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c{\displaystyle \frac{1}{2}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (55)
$`\mathrm{P}_{132}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ $`=`$ $`{\displaystyle \frac{16}{9}}{\displaystyle \frac{1}{3}}{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j{\displaystyle \frac{1}{2}}d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c{\displaystyle \frac{1}{2}}if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ (56)
#### 2 Crossing matrix

This leads to the following first cyclic permutation three-quark crossing matrix

$`𝐂`$ $`=`$ $`\left(\begin{array}{cccccccc}\frac{1}{9}& & \frac{1}{6}& & \frac{1}{4}& & \frac{1}{4}& \\ \frac{16}{9}& & \frac{2}{3}& & \frac{1}{2}& & \frac{1}{2}& \\ \frac{80}{81}& & \frac{5}{27}& & \frac{13}{18}& & \frac{5}{18}& \\ \frac{16}{9}& & \frac{1}{3}& & \frac{1}{2}& & \frac{1}{2}& \end{array}\right).`$ (61)
Similarly, for the second cyclic permutation we find

$`𝐂^2`$ $`=`$ $`\left(\begin{array}{cccccccc}\frac{1}{9}& & \frac{1}{6}& & \frac{1}{4}& & \frac{1}{4}& \\ \frac{16}{9}& & \frac{2}{3}& & \frac{1}{2}& & \frac{1}{2}& \\ \frac{80}{81}& & \frac{5}{27}& & \frac{13}{18}& & \frac{5}{18}& \\ \frac{16}{9}& & \frac{1}{3}& & \frac{1}{2}& & \frac{1}{2}& \end{array}\right),`$ (66)
and, of course satisfying $`𝐂^3=\mathit{1}`$.

#### 3 Three-body Fierz identities

$`\delta _{\alpha \delta }\delta _{\gamma \rho }\delta _{\sigma \beta }`$ $`=`$ $`{\displaystyle \frac{1}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+{\displaystyle \frac{1}{6}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (68)
$`+`$ $`{\displaystyle \frac{1}{4}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c+{\displaystyle \frac{1}{4}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (69)
$`\delta _{\alpha \rho }\delta _{\gamma \beta }\delta _{\sigma \delta }`$ $`=`$ $`{\displaystyle \frac{1}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+{\displaystyle \frac{1}{6}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (70)
$`+`$ $`{\displaystyle \frac{1}{4}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c{\displaystyle \frac{1}{4}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (71)
$`\delta _{\alpha \delta }𝝀_{\gamma \rho }𝝀_{\sigma \beta }+\delta _{\gamma \rho }𝝀_{\alpha \delta }𝝀_{\sigma \beta }+\delta _{\sigma \beta }𝝀_{\gamma \rho }𝝀_{\alpha \delta }`$ (73)
$`=`$ $`{\displaystyle \frac{2}{3}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (74)
$`+`$ $`{\displaystyle \frac{16}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }{\displaystyle \frac{1}{2}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c+{\displaystyle \frac{1}{2}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (76)
$`\delta _{\alpha \rho }𝝀_{\gamma \beta }𝝀_{\sigma \delta }+\delta _{\gamma \beta }𝝀_{\alpha \rho }𝝀_{\sigma \delta }+\delta _{\sigma \beta }𝝀_{\gamma \rho }𝝀_{\alpha \delta }`$
$`=`$ $`{\displaystyle \frac{2}{3}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (77)
$`+`$ $`{\displaystyle \frac{16}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }{\displaystyle \frac{1}{2}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c{\displaystyle \frac{1}{2}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (78)
$`d^{abc}𝝀_{\alpha \delta }^a𝝀_{\gamma \rho }^b𝝀_{\sigma \beta }^c`$ $`=`$ $`{\displaystyle \frac{5}{27}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (80)
$`+`$ $`{\displaystyle \frac{80}{81}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+{\displaystyle \frac{13}{18}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c{\displaystyle \frac{5}{18}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (81)
$`d^{abc}𝝀_{\alpha \rho }^a𝝀_{\gamma \beta }^b𝝀_{\sigma \delta }^c`$ $`=`$ $`{\displaystyle \frac{5}{27}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (82)
$`+`$ $`{\displaystyle \frac{80}{81}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+{\displaystyle \frac{13}{18}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c+{\displaystyle \frac{5}{18}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (83)
$`if^{abc}𝝀_{\alpha \delta }^a𝝀_{\gamma \rho }^b𝝀_{\sigma \beta }^c`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (85)
$``$ $`{\displaystyle \frac{16}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }+{\displaystyle \frac{1}{2}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c{\displaystyle \frac{1}{2}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (86)
$`if^{abc}𝝀_{\alpha \rho }^a𝝀_{\gamma \beta }^b𝝀_{\sigma \delta }^c`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\delta _{\alpha \beta }𝝀_{\gamma \delta }𝝀_{\sigma \rho }+\delta _{\gamma \delta }𝝀_{\alpha \beta }𝝀_{\sigma \rho }+\delta _{\sigma \rho }𝝀_{\gamma \delta }𝝀_{\alpha \beta }\right)`$ (87)
$`+`$ $`{\displaystyle \frac{16}{9}}\delta _{\alpha \beta }\delta _{\gamma \delta }\delta _{\sigma \rho }{\displaystyle \frac{1}{2}}d^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c{\displaystyle \frac{1}{2}}if^{abc}𝝀_{\alpha \beta }^a𝝀_{\gamma \delta }^b𝝀_{\sigma \rho }^c`$ (88)
## III Comments

Two of the three operators $`_{i<j}^3𝝀_i𝝀_j,d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c,if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ are SU(3) invariants, i.e. they can be expressed in terms of the two Casimir operators of SU(3) as follows

$`{\displaystyle \underset{i<j}{\overset{3}{}}}𝝀_i𝝀_j`$ $`=`$ $`2C^{(1)}4`$ (90)
$`d^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$ $`=`$ $`{\displaystyle \frac{4}{3}}\left[C^{(2)}{\displaystyle \frac{5}{2}}C^{(1)}+{\displaystyle \frac{20}{3}}\right];`$ (91)
where the two Casimir operators of SU(3) are defined as $`C^{(1)}=𝐅^2,C^{(2)}=d^{abc}𝐅^a𝐅^b𝐅^c`$ and $`𝐅^a`$ are the SU(3) algebra generators. The third operator, $`if^{abc}𝝀_1^a𝝀_2^b𝝀_3^c`$, is a peculiar object: it is an SU(3) invariant, because it commutes with the SU(3) generators $`𝐅^a=\frac{1}{2}\left(𝝀_1^a+𝝀_2^a+𝝀_3^a\right)`$ in the special case when these generators are formed from three Gell-Mann matrices, but it is also an off-diagonal operator \[it annihilates the two three-quark SU(3) eigenstates with definite exchange symmetry properties, i.e. the 1 and 10, and turns one 8 state into another\] that cannot be expressed in terms of Casimir operators. This result does not violate the Casimir-v.d. Waerden theorem relating the rank of the group to the number of independent invariant operators, as it is representation dependent. This example, however, points out the existence of such invariants which is not widely known.