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# Untitled Document

To appear in Automated Data Analysis in Astronomy, R. Gupta, H.P. Singh, C.A.L. Bailer-Jones (eds.),

Narosa Publishing House, New Delhi, India, 2001

An introduction to artificial neural networks

Coryn A.L. Bailer-Jones

Max-Planck-Institut für Astronomie, Königstuhl 17, 69117 Heidelberg, Germany

email: calj@mpia-hd.mpg.de

Ranjan Gupta

IUCAA, Post Bag 4, Ganeshkhind, Pune-411007, India

email: rag@iucaa.ernet.in

Harinder P. Singh

Department of Physics, Sri Venkateswara College, Benito Juarez Road, Dhaula Kuan

New Delhi-110021, India

email: hps@ttdsvc.ernet.in

Abstract. Artificial neural networks are algorithms which have been developed to tackle a range of computational problems. These range from modelling brain function to making predictions of time-dependent phenomena to solving hard (NP-complete) problems. In this introduction we describe a single, yet very important, type of network known as a feedforward network. This network is a mathematical model which can be trained to learn an arbitrarily complex relationship between a data and a parameter domain, so can be used to solve interpolation and classification problems. We discuss the structure, training and interpretation of these networks, and their implementation, taking the classification of stellar spectra as an example.

Key words: neural networks, nonlinear models, classification, interpolation, data modelling

1. Biological neural networks

Artificial neural networks were originally introduced as very simplified models of brain function, so it is initially instructive to consider the broad analogies between artificial neural networks and biological ones. Of course, the latter are considerably more complex, and many artificial neural network models today bear very little resemblance to biological ones. For a history of the development of artificial neural networks, see, for example, the introduction of Hertz, Krogh and Palmer (1991).

The human brain consists of billions of interconnected neurons. These are cells which have specialized membranes which allow the transmission of signals to neighbouring neurons. Fig. 1 shows the structure of a neuron. A single axon extends from the basic cell body. This is the output from the neuron, and typically divides into many sub-branches before terminating at a synapse. Electrical pulses are transmitted along the axon to the synapses by the transfer of Na+ ions. The arrival of a voltage pulse stimulates the release of neurotransmitting chemicals across the synaptic cleft towards the postsynaptic cell, which is the receiving part of the next neuron. This postsynaptic cell passes the signal via the dendrite to the main part of the neuron body. The inputs from the different dendrites are then combined to produce an output signal which is passed along the axon, and so the process continues. However, a signal is only produced in the axon if there are enough inputs of sufficient strength to overcome some threshold value, and then the output is some nonlinear function of the input stimuli.

Figure 1. Structure of a single neuron in the brain. Information is passed into the neuron from other neurons via the dendrites to the left. Given appropriate input stimuli, the cell sends an output signal along the axon to the synapses, where the signal is transmitted to other neurons.

The human brain consists of about $`10^{11}`$ neurons, and each neuron has between a few and a few thousand synapses on its dendrites, giving a total of about $`10^{14}`$ synapses (connections) in the brain. The ‘strength’ of the synaptic connection between neurons can be chemically altered by the brain in response to favourable and unfavourable stimuli, in such a way as to adapt the organism to function optimally within its environment. The synapses are therefore believed to be the key to learning in biological systems.

2. Artificial neural networks

“Artificial neural networks” is a relatively loose term referring to mathematical models which have some kind of distributed architecture, that is, consist of processing nodes (analogous to neurons) with multiple connections (analogous to dendrites and axons). These connections generally have adaptable parameters which modify the signals which pass along them. There are numerous types of artificial neural networks for addressing many different types of problems, such as modelling memory, performing pattern recognition, and predicting the evolution of dynamical systems. Most networks therefore perform some kind of data modelling, and they may be split into two broad classes: supervised and unsupervised. The former refers to networks which attempt to learn the relationship between a data and a parameter domain, while the latter refers to networks used to find “natural” groupings with a data set independently of external constraints. What they have in common is the idea of learning about a problem through relationships intrinsically present in data, rather that through a set of predetermined rules. An introduction to several types of neural networks (but by no means all) is given by Hertz, Krogh and Palmer (1991). A less mathematical overview is provided by Beale & Jackson (1990).

In this article we introduce what is one of the most important types of supervised neural networks, called a feedforward multilayer perceptron. The term perceptron is historical, and refers to the function performed by the nodes. Feedforward means that there is a definite input and output, and a flow of data in one direction. This is in contrast to recurrent neural networks in which data flows in a loop: these are important when time plays a relevant role in the problem (see, e.g., Bailer-Jones 1998a). A comprehensive treatment of feedforward networks is provided by Bishop (1996), where more details on many of the themes discussed below can be found.

Figure 2. Feedforward artificial neural network architecture. This particular example shows two hidden layers. Not explicitly shown are the bias nodes: each layer has an extra node that holds a constant value (and has no inputs) and provides an offset to the subsequent layers. These are necessary for the network to model functions properly.

Fig. 2 shows a feedforward neural network with several inputs, two hidden layers, and several outputs. Each node in the input layer holds a value, $`x_i`$. In our example application, the input vector, $`(x_1,x_2,\mathrm{},x_i,\mathrm{})`$, is a stellar spectrum, and the output vector, $`(y_1,y_2,\mathrm{},y_l,\mathrm{})`$, is a set of stellar parameters, e.g. Teff, $`\mathrm{log}g`$ and \[M/H\]. Each of the input nodes connects to every node in the next layer of nodes, the first ‘hidden’ layer, and each of these connections has a weight, $`w_{i,j}`$, associated with it. A node in the hidden layer forms a weighted sum of its inputs, and passes this through a nonlinear transfer function, such that the output from the $`j^{th}`$ hidden node is

$`p_j=\mathrm{tanh}\left({\displaystyle \underset{i}{}}w_{i,j}x_i\right).`$ (1)
These values are passed to a second hidden layer which performs a similar processing, the output from that layer being the vector $`𝐪`$

$`q_k=\mathrm{tanh}\left({\displaystyle \underset{j}{}}w_{j,k}p_j\right).`$ (2)
The output layer then performs a simple sum of its inputs, so that the network output, $`𝐲`$, is

$`y_l={\displaystyle \underset{k}{}}w_{k,l}q_k.`$ (3)
The tanh function in the hidden layers provides the nonlinear capability of the network. Other nonlinear functions are possible; the sigmoidal function ($`1/(1\mathrm{exp}[wx])`$) is often used. Both functions map an infinite possible input range onto a finite output range, $`1`$ to $`+1`$ in the case of tanh. This imitates the transfer function of neurons.

3. Network training

The weights, $`𝐰`$, appearing in equations 1–3 are the free parameters of the network. Clearly, in order for the network to yield appropriate outputs for given inputs, the weights must be set to suitable values. This is done by training the network on a set of input vectors for which the ideal outputs (or targets) are already known. This is supervised learning. The idea is that the network will encapsulate the relationship between, in our example, a wide range of types of stellar spectra and their associated physical parameters. The network does not come up with a new classification system, but rather will interpolate the training data to give a generalization of the relationship between spectra and their classifications. We can then use this trained network to obtain reliable classifications for unclassified spectra.

Supervised learning proceeds by minimizing an error function with respect to all of the network weights. The error function typically used is the sum-of-squares error, which for a single input vector, $`n`$, is

$`e^{\{n\}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{l}{}}\beta _l(y_l^{\{n\}}T_l^{\{n\}})^2,`$ (4)
where $`T_l`$ is the target output value for the $`l^{th}`$ output node. The $`\beta _l`$ terms allow us to assign different weights to different outputs, and thereby give more priority to determining certain outputs correctly.

The most popular method for training the network is with the backpropagation algorithm (Rumelhart, Hinton and Williams 1986a,b), in which we determine the gradient of the error function with respect to each of the weights in the network. The network is first initialized by setting the weights to small random values. We then pass one of the training vectors (spectra) through the network and evaluate the outputs, $`y_l`$, as well as all the intermediate node values in the network (the vectors p and q). Differentiating equation 4 with respect to a weight, $`w_{k,l}`$, in the final weights layer and substituting for $`y_l`$ from equation 3 gives

$`{\displaystyle \frac{e}{w_{k,l}}}=\beta _l(y_lT_l)q_k,`$ (5)
where we have used the fact that the weights are causally independent of one another and of the node values. (We have dropped the $`n`$ superscript to make things less crowded.) We can determine the gradient of $`e`$ with respect to a weight, $`w_{j,k}`$, in the previous weights layer in the same way, but now $`q_k`$ is a function of $`w_{j,k}`$,

$`{\displaystyle \frac{e}{w_{j,k}}}={\displaystyle \underset{l}{}}\beta _l(y_lT_l){\displaystyle \frac{y_l}{w_{j,k}}}={\displaystyle \frac{q_k}{w_{j,k}}}{\displaystyle \underset{l}{}}\beta _l(y_lT_l)w_{k,l}.`$ (6)
The remaining partial derivative can then be evaluated from equation 2. Thus we see that the error gradient with respect to any weight in the network can be evaluated by propagating the error dependency back through the network to that weight. This can be continued for any number of layers, up to the input layer, giving us the complete error gradient vector, $`e/𝐰`$, where $`𝐰`$ is the set of all network weights.

Having evaluated the error gradient vector, there are a number of ways in which it can be used to train the network. The most common is the gradient descent process, in which we adjust the weight vector in the direction of the negative of the gradient vector, i.e.

$`\mathrm{\Delta }𝐰=\mu {\displaystyle \frac{e}{𝐰}}.`$ (7)
The factor $`\mu `$ determines how large a step is made, and typically has a value between 0.1 and 1.0. The gradient is then recalculated using the new values of the weights, and over many iterations the weights should move towards a value which represents a small value of the error, $`e`$. For training to strictly converge (i.e. reach an exact minimum), $`\mu `$ would have to decrease to zero during training, although in practice a sufficiently small error can often be achieved without this.

Of course, we are generally interested in getting the network to generalize its input–output mapping for a range of types of objects (e.g. different classes of stars), so we must correspondingly use a range of objects which are representative of the problem. We therefore apply the above training algorithm successively to each vector in a training sample. We may either update the weights after each vector is passed, or we can keep the weights fixed and update only after the errors have been calculated for all vectors in the training set. In this latter case, known as batch training, we update using the the average error,

$`E={\displaystyle \frac{1}{N}}{\displaystyle \underset{n=1}{\overset{n=N}{}}}e^{\{n\}},`$ (8)
and the corresponding average error gradient vector.

The network training is a nonlinear minimization process in $`W`$ dimensions, where $`W`$ is the number of weights in the network. As $`W`$ is typically large, this can lead to various complications. One of the most important is the problem of local minima. Clearly, training using the gradient descent technique will stop upon reaching the bottom of a minimum, but this may only be a local minimum, not the global minimum, and may correspond to a much larger error. To help avoid local minima, a momentum term is sometimes added to the weight update equation 7, in which a fraction, $`\nu `$, of the previous weight update is added to the current one. This provides some ability to “escape” from small local minima: the larger is $`\nu `$ the larger are the minima which can be ignored, although possible at the expense of slower convergence. A brute force approach to avoiding local minima is to retrain the network several times from different initial random weights, and see whether each case converges to the same solution. If the majority do, this could be taken as the best solution. Alternatively, we could use all of these networks together in a committee, in which the outputs from the networks are averaged.

A common difficulty is knowing when to stop training, as true convergence in all but very simple (or fortuitous) cases is rarely achieved. Without searching the entire weights space, it is generally impossible to know whether the minimum reached is the global one or just a local one, and if local, how much better the global minimum is. Furthermore, the minimum may have a long, almost horizontal bottom (thinking analogously in three dimensions), so it will often be necessary to terminate training when the gradient falls below some small value. Setting the convergence gradient too small will slow convergence; too large and the search may terminate prematurely.

Fig. 3 shows several examples of how the error in equation 8 changes during training. The dotted line shows the error on the actual training data. However, we really want to test whether the network has generalized its mapping, rather than “memorized” the specific training data. The solid line therefore shows the error evaluated on a separate test data set, which is not used to modify the weights. Under certain circumstances it is possible for the network to fit the noise in the training set, in which case it is said to have overtrained. This can be seen in Fig. 3c, where the error on the test data starts to rise at some point, although the error on the training data continues to fall. Frequently, both errors continue to drop monotonically until levelling out (Fig. 3a), which is desirable. (A difference in the errors finally achieved may reflect differences in the training and test data sets.) Fig. 3b shows an example of where the error on the test data rises briefly, and then drops: we should not, therefore, cease training at the first sign of a rising test error. In certain cases the error can be very noisy (Fig. 3d), oscillating around a minimum value, probably due to $`\mu `$ in equation 7 being held constant. Anecdotal evidence suggests that this is more likely to occur when multiple outputs are used, although it depends on the minimization algorithm used.

Figure 3. Examples of the evolution of the network error during training. The dotted (solid) line is the error evaluated on the training (test) data (except in case D where the lower error is for the training data). (A),(B) and (C) are for networks with a single continuous output. (D) is for a 50:5:5:3 network with probabilistic outputs. All cases used gradient descent with constant $`\mu `$ and $`\nu `$ terms. See Bailer-Jones (1996) for more details.

Gradient descent only uses knowledge of the local gradient, which will not, in general, point towards the global minimum, thus requiring many steps to reach this minimum. Numerous other optimization techniques exist to overcome this problem. One is the method of conjugate gradients, in which a more efficient gradient is defined using the second order derivatives (albeit implicitly) of the error with respect to the weights. Several other methods make direct use of the second derivatives (or Hessian matrix) to obtain more rapid convergence. We refer the interested reader to any number of books on optimization techniques for further details.

The mapping produced by a neural network is an interpolation of the training data. Whenever data are interpolated, there needs to be some kind of complexity control to prevent overfitting the data. For example, if we imagine fitting a curve through five noisy data points in a two-dimensional space, then – unless the data are co-linear – a fourth order polynomial model will give a better fit (a perfect one in fact) than a straight line. This is unlikely to be appropriate, though, as the data contain noise. Hence there is a trade off between obtaining a good fit and not fitting the noise, and a compromise can be achieved through the use of a regularization technique. A very basic approach is to split the training sample into two parts, and during training on one half, monitor the total error on the other half. As seen in Fig. 3, the test error may start to rise after some number of iterations, indicating that the network has begun to fit the noise (or overfit the data). Training could then be stopped just before the error starts to rise. However, experience shows that in some cases the training error never rises, even after a very large number of iterations have occurred and a small error has been achieved.

Another approach to regularization is weight decay. A high order fit to data is characterized by large curvature of the mapping function, which in turn corresponds to large weights. We can penalise large weights by adding the following term to the training error in equation 8

$`\alpha {\displaystyle \frac{1}{2}}{\displaystyle \underset{i}{}}w_i^2,`$ (9)
where the sum is over all weights in the network and $`\alpha `$ is some constant.

Many neural network applications in astronomy have used gradient descent for training, to the extent that some people think gradient descent and neural networks to be synonymous. This is not the case: the feedforward neural network is a general means of representing a nonlinear relationship between two domains, with the feature that the error gradient is easily calculable in terms of the free parameters (the weights) of the model. What optimization technique is then used to determine the best solution for the weights is really a separate issue. Gradient descent is often used because it is easy to code, but it may not be the best choice.

4. A Bayesian perspective

A rather different approach to interpolating data with a feedforward network is provided within a Bayesian probabilistic framework. If we go back to first principles, then we see that the problem we are trying to answer with the neural network is fundamentally probabilistic: Given the set of training data, $`D`$, and some background assumptions, $`H`$, what is the most probable output vector, $`𝐲^{}`$, for some given input vector, $`𝐱`$ (not in $`D`$)? When phrased this way, we see that we are not really interested in the network weights, and, moreover, an “optimal” set of network weights is not actually required. For example, if we have trained a network and found a good mapping, we may retrain it and find a different set of weights which give a mapping which is almost as good. Thus, while a given input will yield much the same output as before, the weights may be very different. In the optimization approach we ignore all but one solution (except when using committees), whereas in a Bayesian approach we combine all such solutions by the process of marginalization. Specifically, if the output of the network with weights $`𝐰`$ and input $`𝐱`$ is written $`𝐲(𝐱,𝐰)`$, then

$`𝐲^{}={\displaystyle 𝐲(𝐱,𝐰)P(𝐰|D,H)𝑑𝐰}.`$ (10)
In other words, we weight each possible output by the probability, $`P(𝐰|D,H)`$, that the training data would produce those weights. This posterior probability for the weights is given by Bayes’ Theorem

$`P(𝐰|D,H)P(D|𝐰,H)P(𝐰|H).`$ (11)
The first term on the right hand side of this equation is the likelihood. It is the probability that a network with a given set of weights produces the targets in the training data, D, when the inputs from these data are fed in. If we assume a Gaussian error model for the discrepancies between outputs and targets, this is just

$`P(D|𝐰,H)\mathrm{exp}E,`$ (12)
where $`E`$ is the sum of squares error from equations 8 and 4. The other term in equation 11 is the prior probability over the weights, and represents our prior belief of what the weights should be. In this Bayesian framework, the weight decay regularizer mentioned earlier (equation 9) is naturally incorporated into this prior.

From equations 11 and 12 we can evaluate all of the terms under the integral in equation 10. However, this integral must usually be evaluated numerically with Monte Carlo methods. This involves replacing the integral with a summation over $`𝐲(𝐱,𝐰)`$ for a large number of values of $`𝐰`$ drawn from the distribution $`P(𝐰|D,H)`$. In this Bayesian approach, the optimization of the weights is replaced with the integration over all possible weight values, so no “optimum” weight vector is (or has to be) calculated. While this approach is theoretically more satisfying than an optimization, it is time consuming, as the marginalization must be carried out for each new input vector we wish to classify. Partly for this reason there exists an approximation to this approach which, although still within the Bayesian framework, returns the problem to one of optimization. There are several advantages to the Bayesian approach, such as automatic complexity control (avoidance of overfitting) and a natural way for determining the uncertainty in each network output. More on the Bayesian approach for feedforward neural networks can be found in (MacKay 1995). For a general introduction to Bayesian methods, Sivia (1996) is recommended.

5. Implementation issues

Now that the basic principles of neural networks have been laid out, it is necessary to ask how they are used in practice to solve a problem. We illustrate this with the problem of stellar spectral classification.

5.1. Training and testing data

The first thing which must be specified is the training data set, consisting of spectra preclassified on the classification system of interest. It must be emphasized that the network cannot be more accurate than these preclassifications, so considerable effort must often be spent in assembling the training data. We must also ensure that the examples in the training data set cover the full range of types to which we will want to apply the trained network: We cannot expect a network trained only on B stars to classify M stars well, as the characteristic features of M stars are not present in B star spectra. Conversely, we do expect a network trained only on early and late B stars to classify mid-B stars well, as B stars all have qualitatively similar spectra.

Once a network has been trained, we want to evaluate its performance, and this must be done using a separate data set. As mentioned earlier, it is possible for a network to fit the noise and thus memorize the specific training data set rather then generalize from it. This can be a particular problem if the data are noisy or if the network is very complex (i.e. has many hidden nodes so is flexible to model many nonlinearities). We can test for this by training the network on only a subset of the available data and then evaluating it on the rest, ensuring that the two data subsets have similar distributions of objects.

5.2. Form of the inputs

The input to the network is some measured feature vector. In the case of stellar classification this will be a spectrum or a list of fluxes through various filters, or both. We could also input other measurements we believe to be relevant, such as the parallax or interstellar extinction. The inputs need not be contiguous or in any particular order. A stellar spectrum typically contains a large amount of redundant information (from the point of view of general classification), so using the entire spectrum as the input may not be necessary. If we can reduce the number of input nodes, we reduce the number of weights and hence the dimensionality of the mapping function. This results in faster training, and may reduce the chance of getting stuck in local minima. It also increases the data/weights ratio (see section 5.5) and density of the data, thus providing a more reliable mapping. There are a number of approaches to dimensionality reduction. The simplest is to remove any inputs which we know, or suspect, to have little or no influence on the problem in hand. A more sophisticated approach is with Principal Component Analysis (PCA), which finds the most discriminatory linear combinations of the inputs. By removing the less significant principal components, we can compress the data with negligible loss of discriminatory information, and filter out some noise too. PCA is discussed in the article by Singh, Bailer-Jones & Gupta in these proceedings.

5.3. Output modes

The output vector is the set of classifications. For example, we may have one output for MK spectral type (SpT) and another for luminosity class (LC). We could alternatively use separate networks for each parameter. As the network outputs are real numbers, these classes are represented on a continuous scale. Thus the network will be able to produce intermediate classes. This is useful for the spectral type parameter, as spectral types are simply points on what is really a continuous scale (closely related to effective temperature). We refer to this way of representing the outputs as continuous mode. Luminosity classes, on the other hand, have more claim to being discrete, for which we may want to use the network in probabilistic mode, whereby each class is represented by a separate output. By confining each output to the range 0–1 (e.g. by replacing equation 3 with the function $`0.5\times [1+\mathrm{tanh}]`$), we can interpret the output as the probability that the input is of that class. For a five class problem, the target vector for an object in class 2 would be $`(0,1,0,0,0)`$. When we apply the trained network to new data, we would assign the class with the largest probability, although if that probability is below some threshold, or not much larger than the probability of some other class, then we may prefer to label this object as uncertain.

Clearly, the probabilistic mode offers more information than the continuous one. For example, if the input is a composite of two classes (e.g. two stars of different brightnesses), we can represent both in the target vector (e.g. 0,0.25,0,0.75,0). Thus if the network thinks an input is composite, it can (in principle at least) tell us this. The only way we could model binary star spectra in continuous mode is to have two spectral type outputs, although then we also need some means of knowing when the input spectrum is just a single star. See Weaver (2000) for an attempt to classify binary spectra with neural networks. A disadvantage of the probabilistic mode is that it may result in many more network weights that a network in continuous mode.

5.4. How many hidden nodes and layers are required?

Deciding upon the appropriate number of hidden nodes and layers is largely a matter of experience. With many problems, sufficient accuracy can be obtained with one or two hidden layers and 5–10 hidden nodes in those layers. There is a theorem which states that a network with one hidden layer can approximate any continuous function to arbitrary accuracy, provided it has a sufficient number of hidden nodes (Hornick, Stinchcombe and White 1990). In practice, such a large number of nodes may be required that it is more efficient to go to a second hidden layer. This can be seen in the work of Bailer-Jones et al. (1998b). Fig. 4 shows how the error in determining the spectral type (in continuous mode) varies as a function of the number of hidden nodes in a network with just one hidden layer. The error is already reasonably small for a network with just one hidden node, which is equivalent to a network with no hidden layer. Adding a few hidden nodes improves the error, but once there are 5–10 nodes, the error does not decrease further. However, if we add a second hidden layer, then a network with 5 nodes in each of these layers produces a $`\sigma _{68}`$ error of 0.85 SpT, a statistically significant improvement. A similar improvement using a second hidden layer was seen again in a related (but more complex) problem (Bailer-Jones 2000).

Figure 4. Variation of the network classification error as a function of the number of hidden nodes, $`q`$. The solid line is for $`\sigma _{68}`$ and the dotted line for $`\sigma _{RMS}`$; they represent the core and outliers of the error distribution respectively (see Bailer-Jones et al. 1998b). The network architecture is 50:$`q`$:1 with a continuous spectral type output. The error bars are $`3\times \delta `$, where $`\delta `$ is the standard deviation in $`\sigma _{68}`$ due to a finite sample size. The mean RMS error in the target classifications themselves is 0.65 SpT.

5.5. Ensuring a well-determined network solution

An important consideration in setting up the network is the ratio of data to weights. If we train a network with one output using $`N`$ training vectors, we have a total of $`N`$ error measurements with which to determine the $`W`$ weights. Thus we have a system of $`N`$ equations with $`W`$ unknowns, and, if the weights and training vectors are independent of each other, we require $`N>W`$ to find a solution. With fewer data the solution for the weights will be underdetermined. Thus a 10:5:5:1 network (indicating 10 inputs, 5 nodes in each of two hidden layers, and one output) has 91 weights (including the bias nodes), so will require at least as many training examples. The data/weight ratio estimation is more complex with multiple outputs (especially if they are correlated, as will be the case in probabilistic mode), but if there are two independent outputs, then the number of error measures is $`2N`$.

In practice, this “overdetermination” requirement may not be so strict. For example, Gulati et al. (1994) used only 55 training examples to train a 161:64:64:55 probabilistic network. This network has about 18,000 free parameters (each output is parametrized by about 15,000 weights), yet only of order 55 error measures were available to determine them. In spite of this, a reasonably small error on a test data set was obtained. We suspect that many weights were essentially not trained, and, by staying at their small initial values, played no role in the network. Additionally, correlations between the inputs (flux bins of stellar spectra) could result in correlated weights in the input–hidden layer. Both of these reduce the effective number of free parameters. Other cases of apparently good results with formally underdetermined weights appear in the literature, implying that correlated or unused weights are not uncommon. Nonetheless, in many of these cases simpler networks could probably have been used without loss of accuracy.

6. Example Applications

The paper by Gupta et al. in these proceedings gives an application of a 93:16:16:17 network to classify 2000 bright sources from IRAS LRS spectra.

Fig. 5 shows the performance of a committee of ten 50:5:1 networks applied to the spectral classification problem, trained using gradient descent. It shows the correlation between the network classifications and the “true” classifications (those from the training catalogue), and the histogram of the error residuals, for a test data set. There is an even scatter about the ideal classifications in the left hand plot, except for the hottest (early type) stars, where the network assigns cooler classes.

Figure 5. Results from a committee of ten 50:5:1 networks with a single continuous spectral type output. The left plot shows the correlation between network and catalogue classifications (perfect classifications would fall on the diagonal line), and the residuals from this are plotted on the right. The spectral types O3 to M9 have been coded by the integers 1 to 57. The summary results are $`\sigma _{68}=1.03`$ SpT and $`\sigma _{RMS}=1.35`$ SpT. The internal error of the networks is 0.41 SpT. This is a measure of the average differences in classifications which members of the committee assign to a given spectrum.

A similar plot to that in Fig. 5 is not very useful for a network used in probabilistic mode when there are only a handful of classes. In such cases it is more useful to look at the confusion matrix. Examples are shown in Fig. 6 for networks with three outputs, corresponding to the three luminosity classes III, IV and V. In probabilistic mode, we can also examine the confidence with which the network classifies objects. An example is shown in Fig. 7, where we plot the cumulative fraction of objects classified with a probability greater than some amount. This plot is for the 50:5:5:3 network with the line+continuum spectra from Fig. 6. Thus while 98.1% of the class V objects were correctly classified (i.e. a fraction 0.981 were classified with a probability, $`p>1/3`$), only 77.5% have a probability of over 0.90. Part of the reason for this is that a network with sigmoidal outputs can never produce an output of exactly 0.0 or 1.0, as that requires very large weights, something which regularization tries to avoid. (See Bailer-Jones 1996 and Bailer-Jones et al. 1998b for more details on these examples.)

Figure 6. Confusion matrices for four different network models differing in the number of PCA inputs and whether or not the continuum has been subtracted from the spectra. Each matrix lists the percentage of spectra which have been classified correctly and incorrectly: in the top-left matrix the network classifies 1.5% of spectra which are class V in the catalogue as class III, whereas it correctly classifies 97.7% of class Vs. In all four cases the networks’ do not believe in the existence of luminosity class IV (random assignments would lead to about 33% in the middle row).

Figure 7. Confidence of correct network classifications based on network output probability. Each figure is a cumulative plot of the fraction of spectra which have been classified with a probability $`>p`$, for the luminosity classes III, IV and V.

7. Understanding the network

The underlying principle of a neural network is that it learns its input–output mapping from the relationship intrinsically present in a preclassified data set. Unlike rule-based classification algorithms, the networks are not explicitly told anything about the relevance of certain inputs in determining the output. This relevance information is expressed in the optimized weight vectors, and in principle we can look at the values of the weights to find out which inputs are significant in determining the outputs. In practice, however, this may be rather difficult on account of there being more than one hidden node (which is necessary to get a nonlinear mapping). For example, weights leading from a relevant input to different nodes in the hidden layer could be both small and large in magnitude. There is no constraint on the network training to provide easily-interpretable weights, although such a one may be possible. Furthermore, there may be many minima in the weights space which have approximately equal errors, and the corresponding “optimal” weight vectors may give conflicting opinions about the relevance of the inputs. A degeneracy in the weights is made more likely if there are redundant, or correlated, inputs, which is often the case with stellar spectra. Ultimately, obtaining both an accurate model of a complex problem and a good understanding are conflicting demands, as understanding often requires simplification.

Figure 8. Correlation between the node values and outputs for a network trained to give spectral types in continuous mode. The column on the left (right) represents the first (second) hidden layer of nodes in a 50:5:5:1 network. Each point is the node value produced by one input vector in an test data set. The transfer function in each layer (including the subsequent output layer) is a sigmoid function, which restricts the node values to the range 0–1.

We can nonetheless get some idea of how a network produces its classifications. Fig. 8 shows the correlations between the values on the hidden nodes of a network and the outputs from that network. Looking at the first hidden layer, we see that no single node shows a low-scatter, monotonic relationship with spectral type. If one did, then that alone could be used for spectral type classification and we could dispense with the network altogether. Generally, the correlations are nonlinear, and with large scatter. However, node 1 does show linearity over a limited part of the spectral range (SpT = 28–42, or F0–K0). This in interesting, as it means that for classes F and G this node could serve as the output node and we would get reasonable classifications. Looking back at equation 1, we see that if we were to re-parametrize the spectral type as $`tanh^1`$ SpT, we could classify F and G stars using a simple linear regression on the spectral indices (as $`tanh^1`$ is monotonic over the range of interest). Nodes 3–5 also show linear correlations over small portions of the spectral type range. However, all nodes show either some insensitivity (due to saturation of the node values) or large scatter in the correlation, for at least some part of the spectral type range.

When these values are passed to the second hidden layer, the situation is somewhat different. The correlations are still nonlinear, but there is much less scatter. Furthermore, node 5 has a low scatter, linear correlation for spectral types earlier than about F3 (SpT = 30), and node 4 shows a linear correlation for types later than about K0 (SpT = 42). Node 2 (or 3) alone could reasonably classify all intermediate types. Thus we see that there is some localization in the network, with certain nodes taking on the job of identifying certain ranges of the target variable. There is, of course, no significance in the numbering of the nodes within a layer, as the nodes could be shuffled with no change in the final output.

8. Summary

We have introduced the basic concepts of feedforward neural networks. Although the type introduced, the multilayer perceptron, is only one of many types, it is very important as judged by its wide and numerous applications. We have described the backpropagation algorithm for training the network, as well as some of the ways in which it can be implemented to optimize the weights. We also briefly looked at a Bayesian approach to modelling with a network, which marginalizes over the weights rather than optimizing them. A number of implementation issues were discussed and example applications were presented.

Although it is interesting to see how these models were originally inspired by attempts to model brain behaviour, these artificial neural networks really have very little in common with biological neural networks, and, in our opinion, are better understood in purely mathematical terms. Whilst they may be powerful models, there is nothing “mysterious” about them. They are simply parametrized nonlinear models: the input–output function of a two-hidden layer model is described entirely by equations 1–3. They are no more a “black box” than is a straight line fit to two-dimensional data. The nonlinearity and multidimensionality of neural networks are present because real-world problems are often complex. If we have difficulty understanding how they work, then it is because an accurate description of real-word problems often requires that we avoid the simplifying assumptions which typically make easily-understood descriptions only approximate.

We finish by stressing that the purpose of these models is to generalize the relationship between a data domain and a parameter domain which is intrinsically present in a preclassified data set. They are useful because they can model complex relationships in a large number of parameters, and generalize this to areas of the input space where training data are sparse. This has potential applications to large, multiparameter astronomical surveys (see Bailer-Jones, these proceedings). But the models can only be as good as the data on which they are trained (although they can be a lot worse if trained badly), so construction of an accurate and relevant training data set is of fundamental importance.

References

Bailer-Jones, C.A.L., 1996, PhD thesis, Univ. Cambridge

Bailer-Jones, C.A.L., 2000, A&A, 357, 197

Bailer-Jones, C.A.L., MacKay, D.J.C., Withers, P.J., 1998a, Network: Computation in Neural Systems, 9, 531

Bailer-Jones, C.A.L., Irwin, M., von Hippel T., 1998b, MNRAS, 298, 361

Beale, R., Jackson, T., Neural Computing: An Introduction, 1990, Institute of Physics: Bristol

Bishop, C.M., Neural Networks for Pattern Recognition, 1995, Oxford University Press: Oxford

Gulati, R.K., Gupta, R., Gothoskar, P., Khobragade, S., 1994, ApJ, 426, 340

Hertz, J., Krogh, A., Palmer, R.G., 1991, Introduction to the Theory of Neural Computation, Addison-Wesley: Wokingham, England

Hornick, K., Stinchcombe, M., White, H., 1990, Neural Networks, 3, 551

MacKay, D.J.C., 1995, Network: Computation in Neural Systems, 6, 469

Rumelhart, D.E., Hinton, G.E., Williams, R.J., 1986a, in D.E. Rumelhart, J.L. McClelland J.L, the PDP Research Group, eds, Parallel Distributed Processing: Explorations in the Microstructure of Cognition, MIT Press: Boston, p. 318

Rumelhart, D.E., Hinton, G.E., Williams, R.J., 1986b, Nature, 323, 533

Sivia, D.S., 1996, Data Analysis. A Bayesian Tutorial, Oxford University Press: Oxford

Weaver, W.B., 2000, ApJ, 541, 298


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PUPT-1978 OHSTPY-HEP-T-01-003 NSF-ITP-01-15 CALT-68-2317 CITUSC-00-069 hep-th/0102172

Restoration of Chiral Symmetry: A Supergravity Perspective

S. S. Gubser1,2,3, C. P. Herzog3, I. R. Klebanov1,3 and A. A. Tseytlin4,5 Also at Lebedev Physics Institute, Moscow.

1 Institute for Theoretical Physics, University of California, Santa Barbara, California 93106-4030

2 California Institute of Technology 452-48, Pasadena, California 91125

3 Joseph Henry Laboratories, Princeton University, Princeton, New Jersey 08544

4 Department of Physics, The Ohio State University, Columbus, OH 43210

5 Blackett Laboratory, Imperial College, London SW7 2BZ, U.K.

Abstract

The supergravity dual of $`N`$ regular and $`M`$ fractional D3-branes on the conifold has a naked singularity in the infrared. Supersymmetric resolution of this singularity requires deforming the conifold: this is the supergravity dual of chiral symmetry breaking. Buchel suggested that at sufficiently high temperature there is no need to deform the conifold: the singularity may be cloaked by a horizon. This would be the supergravity manifestation of chiral symmetry restoration. In previous work \[hep-th/0102105\] the ansatz and the system of second-order radial differential equations necessary to find such a solution were written down. In this paper we find smooth solutions to this system in a perturbation theory that is valid when the Hawking temperature of the horizon is very high.

02/01

1. Introduction

The AdS/CFT correspondence \[1,,2,,3\] has produced a wealth of new information about strongly coupled conformal gauge theories. Considerable effort has also been invested into extending it to non-conformal theories. One recent development is the supergravity description of chiral symmetry breaking in a certain $`𝒩=1`$ supersymmetric $`SU(N)\times SU(N+M)`$ gauge theory . This theory may be realized by adding $`M`$ fractional D3-branes (wrapped D5-branes) to $`N`$ regular D3-branes at the apex of the conifold, which is defined by the constraint $`_{i=1}^4z_i^2=0`$ in $`𝐂^4`$. For $`M=0`$ this gauge theory reduces to the superconformal theory dual to the $`AdS_5\times T^{1,1}`$ background of type IIB string \[5,,6\].

In the supergravity dual the $`M`$ fractional branes are replaced by $`M`$ units of RR 3-form flux through the 3-cycle of the compact space. This flux changes the background and introduces the logarithmic running of $`_{S^2}B_2`$, which is related to the running of field theoretic couplings . In turn, this causes the RR 5-form flux to grow logarithmically with the radius , due to the equation $`dF_5=H_3F_3`$. In  this behavior was attributed to a cascade of Seiberg dualities in the dual $`𝒩=1`$ supersymmetric $`SU(N)\times SU(N+M)`$ gauge theory.

While the solution of  is smooth in the UV (for large $`\rho `$), it has a naked singularity in the IR. To resolve this singularity while preserving the $`𝒩=1`$ supersymmetry, it is necessary to deform the conifold , i.e. to replace the constraint with $`_{i=1}^4z_i^2=ϵ^2`$. The resulting solution, a warped deformed conifold, is perfectly non-singular and without a horizon in the IR, while it asymptotically approaches the KT solution  in the UV. The mechanism that removes the naked singularity is related to the breaking of the chiral symmetry in the dual $`SU(N)\times SU(N+M)`$ gauge theory. The $`𝐙_{2M}`$ chiral symmetry, which may be approximated by $`U(1)`$ for large $`M`$, is realized geometrically as $`z_iz_ie^{i\theta }`$. The deformation of the conifold breaks it down to $`𝐙_2`$: $`z_iz_i`$ .

In  a different mechanism for resolving the KT naked singularity was proposed. It was suggested that a non-extremal generalization of the KT solution, with unbroken $`U(1)`$ symmetry, may have a regular Schwarzschild horizon “cloaking” the naked singularity. The dual field theory interpretation of this would be the restoration of chiral symmetry above some critical temperature $`T_c`$ . The proposal of  is that the description of the phase with restored symmetry involves a regular Schwarzschild horizon appearing in the asymptotically KT geometry. This proposal is analogous to the fact that the $`𝒩=4`$ SYM theory, which is not confining, is described at a finite temperature by a black hole in $`AdS_5`$ \[10,,11\].

We may ask, to what extent can chiral symmetry breaking and confinement be studied, for fractional D3-branes on the conifold, via black hole horizons? It is the aim of this paper to demonstrate that at least the high temperature phase is accessible (thus realizing the goal of ). The thermodynamics of the low temperature phase might be difficult to treat from a classical supergravity perspective. The reason is that at low temperatures, where confinement has occurred, there are $`O(N^0)`$ degrees of freedom, whereas on the classical supergravity side, a horizon has an entropy of $`O(N^2)`$, where $`N`$ is the relevant number of colors. So it would seem that to study the thermodynamics of the $`T<T_c`$ phase we need to go at least to one-loop effects on the string theory side.

We leave open the question of how well one might describe in supergravity terms the phase transition where chiral symmetry is broken. Standard lore suggests that this is a second order transition at finite $`T_c`$. The geometry dual to the theory at criticality should admit some action of the conformal group; or at the least, some correlation functions, computed with periodic Euclidean time, should have power law tails in the infrared. Now, the latter statement is impossible as long as there is a smooth horizon, because in the periodic Euclidean time formalism, a smooth horizon means that the non-compact space has the topology of a disk (in the $`t`$-$`r`$ directions) times $`𝐑^3`$, and the disk factor will invariably generate a gap, as observed in . The alternative is to have the topology of a cylinder times $`𝐑^3`$. This would be the case, for instance, if the geometry dual to the critical point were Euclidean $`AdS_5`$ with time made periodic. Such a geometry is the obvious candidate to describe criticality,1 It seems difficult however to find an anti-de Sitter solution of supergravity with the fluxes appropriate to fractional D3-branes. since it does admit an obvious action of the spatial part of the conformal group, which can be preserved at finite temperature. The horizon is degenerate, and by the usual rules of black hole thermodynamics has no entropy—which is only to say that the entropy is subleading in $`N`$. The same statements seem to apply whenever the topology in the $`t`$-$`r`$ direction is a cylinder.

The considerations of the previous paragraphs all tend toward the conclusion that a regular black hole horizon should appear only at some finite Hawking temperature, and that this temperature should be the $`T_c`$ of chiral symmetry breaking. For temperatures below $`T_c`$, we might expect non-extremal generalizations of the KS solution which are free of horizons, just like the extremal solution. The absence of a horizon in the extremal geometry results in an area law for Wilson loops, which is a manifestation of confinement. Near-extremal generalizations of it should retain this area-law property. Clearly it would be very interesting to study the $`T=T_c`$ point in supergravity, to the extent that this is possible. We suggest a limiting procedure which may be used for finding the appropriate supergravity background.

In order to address physically interesting questions at finite temperature from a dual supergravity point of view, we need to study non-extremal generalizations of the KT and KS backgrounds. This problem was first addressed for the KT background by Buchel in  partly with numerical methods. However, in  this solution was shown to be singular. It was argued there that a more general ansatz where the 3-forms are not self-dual is necessary to find a regular Schwarzschild horizon.

In this paper we show that solutions of this type indeed exist. First we review the ansatz and the basic equations derived in . Then we proceed to develop perturbation theory that is valid in the high temperature phase $`TT_c`$.

2. Non-Extremal Generalization of the KT Ansatz

We start with the ansatz of  for the non-extremal KT background describing the high temperature phase where the chiral symmetry is restored. The 10-d Einstein-frame metric was taken to be of the general form consistent with the $`U(1)`$ symmetry of $`\psi `$-rotations and the interchange of the two $`S^2`$’s. It involves 4 functions $`x,y,z,w`$ of a radial coordinate $`u`$:

$$ds_{10E}^2=e^{2z}(e^{6x}dX_0^2+e^{2x}dX_idX_i)+e^{2z}ds_6^2,$$

where

$$ds_6^2=e^{10y}du^2+e^{2y}(dM_5)^2,$$

$$(dM_5)^2=e^{8w}e_\psi ^2+e^{2w}\left(e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2\right)e^{2w}ds_5^2,$$

and

$$e_\psi =\frac{1}{3}(d\psi +\mathrm{cos}\theta _1d\varphi _1+\mathrm{cos}\theta _2d\varphi _2),e_{\theta _i}=\frac{1}{\sqrt{6}}d\theta _i,e_{\varphi _i}=\frac{1}{\sqrt{6}}\mathrm{sin}\theta _id\varphi _i.$$

Here $`X_0`$ is the euclidean time and $`X_i`$ are the 3 longitudinal 3-brane directions.

This metric can be brought into a more familiar D3-brane form

$$ds_{10E}^2=h^{1/2}(\rho )[g(\rho )dX_0^2+dX_idX_i]+h^{1/2}(\rho )[\mathrm{g}^1(\rho )d\rho ^2+\rho ^2ds_5^2],$$

with the redefinitions

$$h=e^{4z4x},\rho =e^{y+x+w},g=e^{8x},e^{10y+2x}du^2=\mathrm{g}^1(\rho )d\rho ^2.$$

When $`w=0`$ and $`e^{4y}=\rho ^4=\frac{1}{4u}`$, the transverse 6-d space is the standard conifold with $`M_5=T^{1,1}`$. Small $`u`$ thus corresponds to large distances (where we shall assume that $`g,\mathrm{g}`$ and also $`h`$, in the asymptotically flat case, approach 1 as $`\rho \mathrm{}`$) and vice versa. The function $`w`$ squashes the $`U(1)`$ fiber of $`T^{1,1}`$ relative to the 2-spheres; it does not violate the $`U(1)`$ symmetry.

The ansatz for the $`p`$-form fields is dictated by symmetries and thus is exactly the same as in the extremal KT case :2 Note that the function $`T`$ in  is related to $`f`$ used in  and here by $`f=\frac{1}{\sqrt{2}}T`$, and we make a similar rescaling of $`P`$: $`P=\frac{1}{\sqrt{2}}P_{KT}`$.

$$F_3=Pe_\psi (e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}),$$

$$B_2=f(u)(e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}),$$

$$F_5=+,=K(u)e_\psi e_{\theta _1}e_{\varphi _1}e_{\theta _2}e_{\varphi _2}.$$

As in , the Bianchi identity for the 5-form, $`dF_5=dF_5=H_3F_3`$, implies

$$K(u)=Q+2Pf(u).$$

We will not generally impose the self-duality of the 3-forms, which means that we have to include the dynamics of the dilaton $`\mathrm{\Phi }`$ and of the “squash factor” $`w`$.

3. Basic System of Equations and its Limiting Solutions

The system of radial equations that need to be solved was derived in . The simplest equation is for the “non-extremality function” $`x`$

$$x^{\prime \prime }=0,\mathrm{i}.\mathrm{e}.x=au,a=\mathrm{const},$$

and in the non-extremal case we take $`a>0`$. The coupled equations for the remaining five functions of $`u`$, i.e. $`y,z,w,\mathrm{\Phi }`$ and $`f`$ or, equivalently, $`K`$, are

$$10y^{\prime \prime }8e^{8y}(6e^{2w}e^{12w})+\mathrm{\Phi }^{\prime \prime }=0,$$

$$10w^{\prime \prime }12e^{8y}(e^{2w}e^{12w})\mathrm{\Phi }^{\prime \prime }=0,$$

$$\mathrm{\Phi }^{\prime \prime }+e^{\mathrm{\Phi }+4z4y4w}\left(\frac{K^2}{4P^2}e^{2\mathrm{\Phi }+8y+8w}P^2\right)=0,$$

$$4z^{\prime \prime }K^2e^{8z}e^{\mathrm{\Phi }+4z4y4w}\left(\frac{K^2}{4P^2}+e^{2\mathrm{\Phi }+8y+8w}P^2\right)=0,$$

$$(e^{\mathrm{\Phi }+4z4y4w}K^{})^{}2P^2Ke^{8z}=0.$$

The integration constants are subject to the zero-energy constraint $`T+V=0`$, i.e. 3 The above system follows from the 1-d effective lagrangian $`L=TV`$.

$$5y^22z^25w^2\frac{1}{8}\mathrm{\Phi }^2e^{\mathrm{\Phi }+4z4y4w}\frac{K^2}{16P^2}$$

$$e^{8y}(6e^{2w}e^{12w})+\frac{1}{4}e^{\mathrm{\Phi }+4z+4y+4w}P^2+\frac{1}{8}e^{8z}K^2=3a^2.$$

A note about the dimensions. From the form of the metric (2.1) it is natural to require that $`e^y`$ and $`u^{1/4}`$ should have dimension of length, while $`x,z,w`$ should be dimensionless. Since we have set the 10-d gravitational constant to be 1 (i.e. we measure the scales in terms of the 10-d “Planck scale” $`L_\mathrm{P}(g_s\alpha ^2)^{1/4}`$),4 Since we are concerned with gauge/gravity duality in this paper, $`L_\mathrm{P}`$ has nothing to do with the physical Planck length. Instead, due to the dimensional transmutation in this theory , $`L_\mathrm{P}/P`$ sets the scale of glueball masses. then from the 1-d action or (3.1) we conclude that $`K`$ and $`Q`$ in (2.1) have dimension (length)4 while $`P`$ and $`f`$ have dimension (length)2. This should be kept in mind in what follows. It is easy to restore the dependence on the Planck length by rescaling $`QL_\mathrm{P}^4Q`$, $`PL_\mathrm{P}^2P`$, etc. To restore the dependence on the string coupling one should further rescale $`P^2g_sP^2`$. At the end, $`Qg_s\alpha ^2N,Pg_s\alpha ^{}M`$.

As shown in \[9,,12\], there is a subclass of simple non-extremal solutions for which the functions $`K`$ and $`z`$ satisfy the same 1-st order equations as in the extremal case . Indeed, if we set $`K^{}=2P^2e^{\mathrm{\Phi }+4y+4w}`$, then (3.1) implies that $`z`$ should be subject to a 1-st order equation. In this case the 3-forms are self-dual. Then it is consistent, in particular, to keep $`\mathrm{\Phi }=0`$ and $`w=0`$ so that $`T^{1,1}`$ is not squashed. However, these simplest solutions turn out to be singular: they have a horizon coinciding with a curvature singularity .

To find a non-extremal generalization of the KT solution  with a regular horizon of the Schwarzschild type it is necessary to study the above second order system in its full generality. We shall be looking for a solution which satisfies the two natural requirements:

(a) it is a one-parameter ($`x^{}=a`$ or Hawking temperature) generalization of the extremal KT solution;

(b) it reduces to the standard regular black D3-brane solution in the $`P=0`$ limit.

Thus for $`a0`$ the solution should reduce to the KT one

$$x=w=\mathrm{\Phi }=0,e^{4y}=4u,K=\frac{P^2}{2}\mathrm{log}(uL_\mathrm{P}^4),$$

$$h=e^{4z}=h_0\frac{P^2}{2}u[\mathrm{log}(uL_\mathrm{P}^4)1],$$

where $`h_0=1`$ for the asymptotically flat solution and $`h_0=0`$ for the analog of the near-horizon AdS part of the pure D3-brane background.

At the same time, for $`P0`$ the solution should reduce to the regular black D3-brane background

$$w=\mathrm{\Phi }=0,e^{4x}=e^{4au},e^{4y}=a^1\mathrm{sinh}4au,e^{4z}=\frac{Q}{4a}\mathrm{sinh}4a(u+k).$$

For the asymptotically flat ($`h(0)=1`$) boundary conditions5 The choice of $`k=0`$ in (3.1) leads to the black hole in AdS solution, where we drop the asymptotically flat region, i.e. $`h(0)=0`$. In this case $`\gamma =1`$, i.e. $`\stackrel{~}{Q}=Q`$ in the expression for $`h`$ below.

$$e^{4ak}=\gamma =Q^1(\sqrt{Q^2+16a^2}+4a),$$

the metric (2.1) should take the standard non-extremal D3-brane form \[13,,14\] with

$$g=\mathrm{g}=e^{8x}=1\frac{2a}{\rho ^4},\rho ^4=e^{4y+4x}=\frac{2a}{1e^{8au}},$$

$$h=e^{4z4x}=1+\frac{\stackrel{~}{Q}}{4\rho ^4},\stackrel{~}{Q}=\gamma ^1Q=\sqrt{Q^2+16a^2}4a.$$

Note that near the horizon ($`u\mathrm{}`$):

$$y=au+\frac{\mathrm{log}2a}{4}+\frac{e^{8au}}{4}+O(e^{16au}),z=au+\frac{\mathrm{log}\frac{8a}{Q\gamma }}{4}+\frac{e^{8au}}{4\gamma ^2}+O(e^{16au}),$$

while at large distances ($`u0`$)

$$y=\frac{1}{4}\mathrm{log}4u\frac{2}{3}a^2u^2+O(u^3),e^{4z}=\frac{Q}{8a}(\gamma \gamma ^1)+\frac{Q}{2}(\gamma +\gamma ^1)u+O(u^2),$$

i.e.

$$e^{4z}=1+\sqrt{Q^2+a^2}u+O(u^2),(e^{4z})_{k=0}=Qu+O(u^2).$$

4. Asymptotics of the Regular Non-Extremal Solution

Since we do not see a simple analytic solution to (3.1)–(3.1) which has the required properties, we need to outline a strategy for finding it in perturbation theory or numerically. This involves understanding the behavior of the solutions in the two asymptotic regions: $`u\mathrm{}`$ and $`u0`$, i.e. in the short-distance and long-distance limits.

In order for the non-extremal generalization of the KT solution to reduce to the standard black D3-brane in the $`P0`$ limit, the $`u\mathrm{}`$ asymptotics have to match (3.1):

$$x=au,yau+y_{},zau+z_{},$$

$$ww_{},\mathrm{\Phi }\mathrm{\Phi }_{},KK_{}.$$

The asymptotics (4.1) guarantee the existence of a regular Schwarzschild horizon at $`u=\mathrm{}`$, and it is natural to expect that $`w,K`$ and $`\mathrm{\Phi }`$ have stationary points at this horizon. Then it is easy to see that our system of equations (3.1)-(3.1) and the constraint (3.1) are indeed satisfied at large $`u`$. We will also show that turning on $`P`$ makes a small perturbation on the large $`u`$ asymptotics.

The information on the Hawking temperature is contained in the constants $`y_{}`$ and $`z_{}`$. The natural near-horizon variable is $`U=e^{4au}`$. Insisting that there is no conical singularity in the $`UX_0`$ plane fixes the Hawking temperature to be

$$T=\frac{2}{\pi }ae^{2z_{}5y_{}}.$$

In general, there are different possibilities for the large $`u`$ behaviour:

(i) The asymptotic $`u\mathrm{}`$ solution corresponds to the existence of a regular Schwarzschild horizon, i.e. a solution with the form (4.1).

(ii) $`e^{4z}`$ and thus $`h=e^{4z4x}`$ in (2.1) vanish at some finite $`u`$ before we reach $`u=\mathrm{}`$; in this case there is a naked singularity which is not cloaked by a horizon.

(iii) It may also happen that $`h=e^{4z4x}`$ vanishes at $`u=\mathrm{}`$, so we get a horizon coinciding with the singularity as in the solution of .

We believe that possibility (ii) corresponds to $`T<T_c`$ where a $`U(1)`$ symmetric solution is singular and one needs an appropriate KS-type ansatz  to remove the singularity. Possibility (i) corresponds to $`T>T_c`$ where our ansatz should be sufficient.

At large distances ($`u0`$) the non-extremal solution should approach the extremal KT solution (3.1),(3.1), i.e. we require that

$$u0:x,w,\mathrm{\Phi }0,y\frac{1}{4}\mathrm{log}4u.$$

Note that this behavior is also in agreement with the asymptotics (3.1) found for the regular D3-brane. The behaviors of the effective 3-brane charge (2.1) and of the warp factor are required to be

$$K(u)\frac{P^2}{2}\mathrm{log}(uL_\mathrm{P}^4),e^{4z}\frac{P^2}{2}u\mathrm{log}(uL_\mathrm{P}^4),$$

where we adopt the choice $`h_0=0`$ such that there is no asymptotically flat region.

If we attempt integrating our 2nd-order equations from $`u=0`$ starting with these asymptotics, we should vary the temperature (4.1) to find solutions where possibility (i) is realized and we reach the large $`u`$ behavior (4.1).

As we integrate towards large $`u`$, the effective 3-brane charge $`K(u)`$ decreases: this is the varying flux phenomenon. For low temperature $`K(u)`$ reaches zero before the non-extremality effects have a chance to affect the solution significantly. This produces possibility (ii). However, we believe that there is a critical temperature $`T_c`$ above which $`K(u)`$ is positive everywhere and possibility (i) is realized.

Thus, the task of the numerical work is to determine the accessible values of $`z_{}`$ and $`y_{}`$ as a function of the parameters, and to show that the allowed values of the temperature (4.1) are bounded from below in this symmetry restored phase.

If possibility (i) is indeed realized, then we expect the decreasing $`K(u)`$ to stabilize at a value $`K_{}`$ for large $`u`$. If the horizon has the Hawking temperature $`T`$, then in the dual field theory we interpret $`K_{}`$ as the effective number of unconfined color degrees of freedom at temperature $`T`$. As $`T`$ approaches $`T_c`$ from above, $`K_{}`$ should decrease. This would agree with the dual field theory interpretation: as we lower the temperature we excite a smaller effective number of colors. We believe that $`K_{}`$ should approach zero at the critical temperature $`T_c`$. From the field theoretic point of view, $`K_{}0`$ because there is a reduction in the effective number of degrees of freedom at the phase transition.

On the supergravity side, we can see the special role of the point $`K_{}=0`$ from eq. (3.1). Using (4.1) we find that, if both $`\frac{dK}{dU}`$ and $`K`$ vanish at the horizon $`U=e^{4au}=0`$, then $`\frac{d^2K}{dU^2}=0`$ so that $`K=0`$ everywhere. Thus, in the symmetry-restored phase $`K_{}`$ must be positive. As we approach $`T_c`$ from above, $`K_{}0`$. In this limit $`K(u)`$ becomes very close to zero in the IR (near the horizon).

5. Perturbation Theory in $`P`$

One useful approach to constructing the required regular non-extremal solution is to start with the non-extremal D3-brane solution (3.1), which is valid for $`P=0`$, and find its deformation order by order in $`P^2`$. A remarkable feature of perturbation theory in $`P^2`$ near the extremal ($`a=0`$) D3-brane background is that already the first-order correction gives the exact form of the KT solution (3.1),(3.1). Therefore, it is natural to expect that a similar expansion near the non-extremal D3-brane solution will capture the basic features of non-extremal generalization of the KT background.

More precisely, our starting point will be the well-known D3-brane solution (3.1) with $`Q`$ replaced by the effective 3-brane charge $`K_{}`$, so that we automatically match onto the near-horizon asymptotics (4.1),(4.1). Perturbing in $`P^2`$ around the near-extremal 3-brane solution of charge $`K_{}`$, we will see that the $`O(P^2)`$ modification is already enough to match onto the KT long-distance asymptotics. The small parameter governing this expansion is actually the dimensionless ratio $`P^2K_{}^1`$, 6 Note that $`Pg_sM`$ and $`Kg_sN`$ where $`M`$ and $`N`$ are the numbers of fractional and regular D3-branes respectively. i.e. for this method to work the horizon value of the effective 3-brane charge $`K_{}`$ has to be sufficiently large. In view of the discussion in section 4, this means that this perturbation theory is applicable for $`TT_c`$.

It is useful to rescale the fields by appropriate powers of $`P^2`$, setting

$$K(u)=K_{}+2P^2F(u),\mathrm{\Phi }(u)=P^2\varphi (u),w(u)=P^2\omega (u),$$

and

$$yy+P^2\xi ,e^{4z}e^{4z}+P^2\zeta ,\mathrm{i}.\mathrm{e}.zz+P^2\eta ,\zeta =4e^{4z}\eta +O(P^2),$$

where $`y,z`$ represent the pure D3-brane solution (3.1): $`e^{4y}=a^1\mathrm{sinh}4au,e^{4z}=\frac{K_{}}{4a}\mathrm{sinh}4a(u+k)`$, and $`\xi `$ and $`\zeta `$ or $`\eta `$ are corrections to it. To match onto the small $`u`$ KT asymptotics, $`e^{4z}\frac{P^2}{2}u\mathrm{log}(uL_\mathrm{P}^4)`$, we require that

$$\omega (0)=\xi (0)=\varphi (0)=0,F\frac{1}{4}\mathrm{log}u,\zeta \frac{1}{2}u\mathrm{log}(8au).$$

For $`k=0`$, i.e. for the case without an asymptotically flat region, this means

$$\eta \frac{1}{8K_{}}\mathrm{log}(8au).$$

Note that $`\eta `$ is not uniformly small and it seems better to consider the expansion in terms of $`\zeta `$ which goes to zero. Moreover, the leading-order correction to $`\zeta `$ already reproduces the exact KT solution. However, $`\zeta `$ and $`\eta `$ are directly related, so the two expansions are, in fact, equivalent and we will find it more convenient to use $`\eta `$.

Now the system (3.1)–(3.1) takes the following explicit form:

$$10\xi ^{\prime \prime }320e^{8y}\xi +\varphi ^{\prime \prime }+O(P^2)=0,$$

$$10\omega ^{\prime \prime }120e^{8y}\omega \varphi ^{\prime \prime }+O(P^2)=0,$$

$$\varphi ^{\prime \prime }+e^{4z4y}(F^2e^{8y})+O(P^2)=0,$$

$$(e^{4z4y}F^{})^{}K_{}e^{8z}+O(P^2)=0.$$

$$4\eta ^{\prime \prime }8K_{}^2e^{8z}\eta 4K_{}Fe^{8z}e^{4z4y}(F^2+e^{8y})+O(P^2)=0.$$

The constraint (3.1) becomes

$$10y^{}\xi ^{}4z^{}\eta ^{}\frac{1}{4}e^{4z4y}F^240e^{8y}\xi +\frac{1}{4}e^{4z+4y}+K_{}^2e^{8z}\eta +\frac{1}{2}K_{}e^{8z}F+O(P^2)=0.$$

5.1. Leading-order solution for $`K`$

Using (3.1), i.e. $`K_{}e^{8z}=4K_{}^1z^{\prime \prime }`$, we get from (5.1),(3.1)

$$F^{}=cK_{}^1e^{4y}(e^{4z})^{}=c\frac{a\mathrm{cosh}4a(u+k)}{\mathrm{sinh}4au}.$$

For large $`u`$ (near the horizon), we must have $`F^{}0`$ in order to satisfy (4.1). This fixes the integration constant to be $`c=a\gamma =ae^{4ak}=a\gamma `$, so that

$$F^{}=\frac{2a\beta }{e^{8au}1},\beta =\mathrm{cosh}4ak=(1+\frac{16a^2}{K_{}^2})^{1/2},$$

and thus

$$F=\frac{1}{4}\beta \mathrm{log}(1e^{8au}).$$

As required by (5.1), this expression satisfies $`F(u\mathrm{})F_{}=0`$.

We will be particularly interested in the case $`k=0`$ in (3.1), when the starting point of the perturbation theory has AdS asymptotics rather than joining onto asymptotically flat space. In this limit $`\beta =1`$ in (5.1) 7 In the $`k=0`$ case the r.h.s. of the expressions in (3.1) and (5.1) do not, of course, apply. and thus

$$K(u)=K_{}\frac{P^2}{2}\mathrm{log}(1e^{8au}).$$

This expression approaches $`K_{}`$ for large $`u`$, as required. If $`P^2K_{}^11`$ then the second term is a small perturbation for almost all values of $`u`$, except close to zero. Thus, it seems that our perturbation theory breaks down near $`u=0`$. Nevertheless, we note that (5.1) has precisely the same small $`u`$ asymptotics (4.1) as the extremal KT solution!

Thus, already at the leading order this perturbation theory produces a solution with the correct KT asymptotics. This remarkable fact strengthens our confidence that an exact solution interpolating between the KT solution at small $`u`$ and the regular D3-brane horizon at large $`u`$ indeed exists. Our perturbed solution should be a good approximation to it provided that $`P^2K_{}^11`$. This limit corresponds to high Hawking temperatures. To show this, let us match (5.1) with (4.1) for small $`u`$. We find that

$$8aL_\mathrm{P}^4=e^{2/\lambda },\lambda P^2K_{}^11.$$

On the other hand, the Hawking temperature is determined in terms of the non-extremality $`a`$ and the charge near horizon $`K_{}`$ by the usual near-extremal D3-brane formula (cf. (4.1),(3.1), with $`QK_{}`$)

$$Ta^{1/4}K_{}^{1/2}.$$

We should express the temperature in terms of the glueball mass scale

$$\mathrm{\Lambda }=L_\mathrm{P}P^1,$$

which we also expect to be the scale of the critical temperature: $`T_c\mathrm{\Lambda }`$. Using (5.1) and (5.1) we find

$$T\mathrm{\Lambda }\sqrt{\lambda }e^{1/(2\lambda )}T_c\sqrt{\lambda }e^{1/(2\lambda )}.$$

Thus, in our perturbative regime we find $`TT_c`$; as expected, this regime is applicable far above the phase transition into the chiral symmetry restored phase.

5.2. Solutions for other fields

Let us now solve for perturbations of other fields. Using (3.1) and (5.1) the equation for the dilaton (5.1) becomes

$$\varphi ^{\prime \prime }=\frac{4a^2}{K_{}}\frac{1e^{8au}\mathrm{cosh}^24ak}{\mathrm{sinh}4a(u+k)\mathrm{sinh}4au}.$$

Expanding in powers of $`u`$ this gives $`\varphi ^{\prime \prime }=\frac{4a^2}{K_{}^2u}+c_1+c_2u+\mathrm{}`$, so that the small $`u`$ asymptotics of $`\varphi `$ is $`u\mathrm{log}u`$. To simplify the expressions, let us consider again the case of $`k=0`$. Then

$$\varphi ^{\prime \prime }=\frac{16a^2}{K_{}(e^{8au}1)},\mathrm{i}.\mathrm{e}.\varphi ^{}=\frac{2a}{2K_{}}\mathrm{log}(1e^{8au}),$$

where we have fixed the integration constant so that $`\varphi ^{}0`$ at $`u\mathrm{}`$,

$$\varphi =\varphi _{}+\frac{1}{4K_{}}Li_2(e^{8au}),\varphi _{}=\frac{\pi ^2}{24K_{}}.$$

$`Li_n(z)`$ denotes the polylogarithm function. The limits of this expression are

$$u0:\varphi =\frac{2a}{K_{}}[u(\mathrm{log}8au1)+O(u^2\mathrm{log}u)],$$

$$u\mathrm{}:\varphi =\varphi _{}+\frac{1}{4K_{}}e^{8au}+O(e^{16au}).$$

This implies that the string coupling $`e^\mathrm{\Phi }`$ decreases as we approach the horizon.

Next, we are to find $`\omega ,\xi ,\eta `$ satisfying (5.1),(5.1),(5.1), i.e. (for $`k=0`$)

$$\omega ^{\prime \prime }\frac{12a^2}{\mathrm{sinh}^24au}\omega =\frac{8a^2}{5K_{}(e^{8au}1)},$$

$$\xi ^{\prime \prime }\frac{32a^2}{\mathrm{sinh}^24au}\xi =\frac{8a^2}{5K_{}(e^{8au}1)},$$

$$\eta ^{\prime \prime }\frac{32a^2}{\mathrm{sinh}^24au}\eta =\frac{a^2}{K_{}\mathrm{sinh}^24au}[1+e^{8au}4\mathrm{log}(1e^{8au})].$$

To analyze these equations for $`a0`$ it is convenient to introduce a new radial variable

$$v=1e^{8au}.$$

Then (5.1), (5.1), and (5.1) can be expressed in the forms

$$v(1v)\omega ^{\prime \prime }v\omega ^{}\frac{3/4}{v}\omega =\frac{1}{40K_{}},$$

$$v(1v)\xi ^{\prime \prime }v\xi ^{}\frac{2}{v}\xi =\frac{1}{40K_{}},$$

$$v(1v)\eta ^{\prime \prime }v\eta ^{}\frac{2}{v}\eta =\frac{1}{16K_{}v}(2v4\mathrm{log}v),$$

where primes now denote $`d/dv`$. Now, the homogenous equation

$$v(1v)f^{\prime \prime }vf^{}\frac{A}{v}f=0$$

is solved for generic $`A`$ by $`f(v)=v^\nu {}_{2}{}^{}F_{1}^{}(\nu ,\nu ;2\nu ;v)`$, where $`{}_{2}{}^{}F_{1}^{}`$ is the hypergeometric function and $`\nu (\nu 1)=A`$. As it happens, $`A=2`$ is a degenerate case where the solutions to the homogenous equation are elementary functions of $`v`$ (namely, $`\frac{1}{v}\frac{1}{2}`$ and $`2+\frac{v2}{v}\mathrm{log}(1v)`$). Using these solutions one can extract solutions to the inhomogenous equations as well:

$$\xi =\frac{2v+[2v+(v2)\mathrm{log}(1v)]\mathrm{log}v+(v2)Li_2(v)}{40K_{}v},$$

$$\eta =\frac{v2}{16K_{}v}\left[\mathrm{log}v\mathrm{log}(1v)+Li_2(v)\right].$$

For $`v0`$, which corresponds to $`u0`$, we have the asymptotics

$$\xi \frac{v}{80K_{}}+O(v^2\mathrm{log}v),$$

$$\eta \frac{\mathrm{log}v1}{8K_{}}+\frac{v}{32K_{}}+O(v^2\mathrm{log}v).$$

This changes the AdS asymptotics into the KT asymptotics in agreement with (4.1).

For $`v1`$, which corresponds to $`u\mathrm{}`$, we have the near-horizon asymptotics consistent with our expectations (4.1),(4.1):

$$\xi \frac{12\pi ^2}{240K_{}}+\frac{9\pi ^2}{120K_{}}(1v)+O[(1v)^2],$$

$$\eta \frac{\pi ^2}{96K_{}}+\frac{3\pi ^2}{48K_{}}(1v)+O[(1v)^2].$$

To summarize, the horizon values of the perturbations we have solved for are

$$\xi _{}=\frac{12\pi ^2}{240K_{}},\eta _{}=\frac{\pi ^2}{96K_{}},\varphi _{}=\frac{\pi ^2}{24K_{}}.$$

The “squash factor” $`\omega `$ in (2.1) is special in that the volume of compact space does not depend on it. Hence it cancels from the observables like the horizon area and the Hawking temperature. An explicit expression for $`\omega `$ is also available in principle, but it involves some messy integrals, so we will just determine its asymptotics schematically. At large $`u`$ (5.1) becomes

$$\omega ^{\prime \prime }48a^2e^{8au}\omega =\frac{8a^2}{5K_{}}e^{8au},$$

and a solution of this equation is given in terms of Bessel functions of $`e^{8au}`$ so that the asymptotics is

$$\omega =\omega _{}+\omega _1e^{8au}+O(e^{16au})+\mathrm{},\omega _1=\frac{3}{4}\omega _{}+\frac{1}{40K_{}}.$$

For small $`u`$ (again, in the $`k=0`$ case) we get

$$\omega ^{\prime \prime }\frac{3}{4u^2}\omega =\frac{a}{5K_{}u},$$

with the general solution satisfying (4.1) being

$$u0:\omega =\frac{4a}{15K_{}}u+b_1u^{3/2}.$$

Entropy and temperature can be determined straightforwardly now that the metric is known. The reader will have no trouble verifying that the metric (2.1) can be cast into the form

$$ds_{10E}^2=\frac{\sqrt{8a/K_{}}}{\sqrt{v}}e^{2P^2\eta }\left[(1v)dX_0^2+dX_i^2\right]+\frac{\sqrt{K_{}}}{32}e^{2P^2(\eta 5\xi )}\frac{dv^2}{v^2(1v)}$$

$$+\frac{\sqrt{K_{}}}{2}e^{2P^2(\eta \xi )}\left[e^{8P^2\omega }e_\psi ^2+e^{2P^2\omega }(e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2)\right].$$

Using the explicit formulas for $`\xi `$ (5.1) and $`\eta `$ (5.1), we obtain an explicit expression for the entropy per unit volume divided by the temperature cubed:

$$\frac{S}{VT^3}=\alpha \frac{K_{}^2}{L_\mathrm{P}^8}e^{4P^2(5\xi _{}2\eta _{})}=\alpha \frac{K_{}^2}{L_\mathrm{P}^8}\left[1+\lambda +O(\lambda ^2)\right],$$

where $`\alpha `$ is a factor of order unity which can be fixed by specializing to the $`P=0`$ case and using the results of . Unravelling the various definitions that we have made, one can show that $`K_{}/L_\mathrm{P}^4`$ is the flux of the five-form through $`T^{1,1}`$, measured in Dirac units. This is the effective number of colors available at a given scale. (As an aside, it is gratifying to observe that the many factors of $`2`$, $`3`$, and $`\pi `$ cancel out to give a simple $`1`$ as the coefficient of $`\lambda =P^2/K_{}`$ in the function in square brackets.)

The formula (5.1) does not identify how $`K_{}`$ depends on $`T`$. To determine this, one must be careful in defining exactly what temperature means in this non-asymptotically flat geometry. Equivalently, we need to specify a way of normalizing time which is invariant under changes of $`a`$. A sensible procedure is to pick some very large $`K_0`$ (much larger than $`K_{}`$ for the range of $`a`$ we are considering) and then define a privileged time coordinate $`\tau `$ by the condition that $`g_{\tau \tau }=1`$ at the radius where when $`K(u)=K_0`$. One may easily verify from (5.1) that the coordinate we have called $`X_0`$ is not such a coordinate. But it is equivalent to compute the Hawking temperature from (5.1) in the usual way (by eliminating the conical deficit at $`v=1`$) and then multiply by the appropriate power of $`g_{00}`$ to convert to what one would have found using $`\tau `$. The end result is precisely (5.1), which can be inverted to read

$$\frac{K_{}}{2P^2}=\mathrm{log}\frac{T}{\mathrm{\Lambda }}+\frac{1}{2}\mathrm{log}\mathrm{log}\frac{T}{\mathrm{\Lambda }}+\mathrm{}.$$

Recall that $`\mathrm{\Lambda }`$ is the scale of glueball masses. Neglecting the $`\mathrm{log}\mathrm{log}`$ correction, we recover a result expected by Buchel :

$$\frac{S}{VT^3}\frac{P^4}{L_\mathrm{P}^8}\left(\mathrm{log}\frac{T}{\mathrm{\Lambda }}\right)^2.$$

Physically speaking, we discover that the effective number of colors at a given temperature $`T`$ rises as $`\mathrm{log}(T/\mathrm{\Lambda })`$. This is consistent with the finding  that two-point functions, computed from supergravity, scale as a negative power of the separation $`x`$ times $`(\mathrm{log}x\mathrm{\Lambda })^2`$.

On the supergravity side, it seems reasonable to suppose that the critical solution has $`K_{}0`$ (that is, zero $`F_5`$ at the horizon), since this is where, as suggested by (5.1), the entropy must go to zero – and we believe it must do so in order for correlators to have power law tails. All this is consistent with the view that chiral symmetry breaking occurs simultaneously with confinement in the gauge theory.

6. Concluding Remarks

We have carried out a perturbation expansion in $`P`$ to the leading non-trivial order for all the fields involved in the non-extremal KT solution. The real expansion parameter turns out to be $`\lambda =P^2/K_{}`$. Since $`K_{}`$ is the five-form flux at the horizon, and this quantity gets bigger and bigger as we push the horizon further into the UV, it is clear that the small $`\lambda `$ expansion is precisely a high temperature expansion (see (5.1)). At the first non-trivial order in perturbation theory, we find a smooth interpolation between the KT solution and the near-extremal D3-brane – or, to put it differently, a regular non-extremal generalization of the KT geometry. It is necessary for the $`U(1)`$ fiber of $`T^{1,1}`$ to become squashed, and for the dilaton to run. There is a mild pathology in the perturbation theory, in that both $`F`$ and $`\eta `$ in (5.1),(5.1) acquired $`\mathrm{log}u`$ divergences in the UV; but these are precisely the divergences needed to match onto the KT solution. The perturbation fields approach constant values at the IR horizon, which guarantees that this is a regular horizon, not a singularity. Further terms in the perturbation series should be uniformly small for all fields. We conclude that the supergravity dual of the $`SU(N+M)\times SU(N)`$ gauge theory at very high temperature is described by a background containing a well-developed Schwarzschild horizon in an asymptotically KT geometry, as suggested in . This background is $`U(1)`$ symmetric; therefore, the chiral symmetry is indeed restored at high enough temperature.

As we increase the value of $`\lambda =P^2K_{}^1`$, which corresponds to decreasing the temperature, the perturbation theory becomes less reliable. The obvious alternative is numerical integration. The main difficulty here is that some of the boundary conditions on the second order differential equations are set at the horizon, while the others are set in the UV by requiring KT asymptotics. This makes “shooting” algorithms tedious since one is operating in a multi-dimensional space of boundary conditions. It is amusing that the perturbative approach circumvents this difficulty, and it is possible that some hybrid of a perturbative treatment and numerics might be developed. There is a good motivation for studying the temperature dependence of the background: it might be possible to approach the chiral symmetry breaking point $`T=T_c`$ and characterize the dual of the critical theory.

Acknowledgements

We are grateful to L. Pando Zayas for collaboration at early stages of this project. The work of S. S. G. was supported in part by the DOE grant DE-FG03-92ER40701. The work of C. P. H. was supported in part by the DoD. The work of I. R. K. was supported in part by the NSF grant PHY-9802484. The work of A. T. is supported in part by the DOE grant DE-FG02-91ER-40690, PPARC SPG grant, and INTAS project 991590.

Appendix A. Asymptotic Expansions of the Solution

In this Appendix we consider the asymptotic solutions of our system in the near-horizon (large $`u`$) and long-distance (small $`u`$) limits. In the absence of exact solutions, this a necessary preliminary to any approximation scheme, numerical or otherwise, for obtaining a complete solution.

To gain some intuition about the role of $`w`$ we shall start in section A.1 with an analysis of the solution in the absence of any matter fields. Thus only $`y^{\prime \prime }`$ and $`w^{\prime \prime }`$ will be non-zero. Then in section A.2 we shall treat the full system of equations. To simplify notation, we work in units where $`L_\mathrm{P}=1`$.

A.1. Solutions for $`y`$ and $`w`$ in the absence of matter

Assuming $`Q=P=f=\mathrm{\Phi }=0`$ and choosing $`x`$ and $`z`$ to satisfy (4.1), the 2-nd order system (3.1)–(3.1) reduces to

$$x^{}=a,z^{}=a,$$

$$y^{\prime \prime }=\frac{4}{5}e^{8y}(6e^{2w}e^{12w}),w^{\prime \prime }=\frac{6}{5}e^{8y}(e^{2w}e^{12w}),$$

$$y^2w^2\frac{1}{5}e^{8y}(6e^{2w}e^{12w})=a^2.$$

If the constraint (A.1) is satisfied at one point $`u=u_0`$, it is satisfied for all $`u`$ because of the equations of motion (A.1). We can satisfy the constraint at $`u\mathrm{}`$ by choosing the asymptotics to be as in (4.1)

$$y^{}a,w^{}0.$$

Let us first set $`a=0`$ and consider the extremal BPS solution described by the 1-st order system $`y^{}+\frac{1}{5}e^{4y}(3e^{4w}+2e^{6w})=0,`$ $`w^{}\frac{3}{5}e^{4y}(e^{4w}e^{6w})=0`$ (see equation (3.11) of \[12\] and also \[8,,16\]). From the equation for $`\frac{dy}{dw}`$ one finds that

$$y=𝑑w\frac{3e^{10w}+2}{3(e^{10w}1)}=y_0\frac{1}{6}\mathrm{log}(e^{6w}e^{4w}),$$

i.e.

$$e^{6(yy_0)}=e^{6w}e^{4w}.$$

That gives $`w^{}=\frac{3}{5}e^{4y_0}(1e^{10w})^{1/3},`$ implying that $`w`$ can be expressed implicitly, $`u=u(w)`$, in terms of a sum of logarithms and arctangents. We set the integration constant by requiring that $`w=0`$ when $`u=0`$. Introducing $`\rho =e^{y+w}`$, the resulting Ricci flat 6-d metric is then the generalized conifold of

$$ds_6^2=\kappa ^1(\rho )d\rho ^2+\rho ^2\left[\kappa (\rho )e_\psi ^2+e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2\right],$$

$$\kappa (\rho )=e^{10w}=1\frac{\rho _{}^6}{\rho ^6},\rho =e^{y+w},\rho _{}=e^{y_0}\rho <\mathrm{}.$$

$`w`$ changes from 0 at $`\rho =\mathrm{}`$ ($`u=0`$) to $`\mathrm{}`$ at $`\rho =\rho _{}`$ ($`u=\mathrm{}`$), while $`y=\mathrm{}`$ at $`\rho =\mathrm{}`$ and $`y=\mathrm{}`$ at $`\rho =\rho _{}`$. The asymptotics near $`\rho =\rho _{}`$, i.e. $`u\mathrm{}`$ are

$$y=cu+y_{}+y_1e^{10cu}+\mathrm{},w=cu+w_{}+w_1e^{10cu}+\mathrm{}..,$$

where

$$c=\frac{3}{5}e^{4y_0},y_{}=y_0w_{},w_{}=\frac{\sqrt{3}\pi }{60}\frac{3}{20}\mathrm{log}3,$$

and $`y_1=\frac{2}{15}e^{10w_{}},w_1=\frac{1}{30}e^{10w_{}}.`$ To find the “non-extremal” analog of this space, we are to switch on $`a0`$. Then the system (A.1), (A.1) does not have a simple analytic solution, but it is easy to study the asymptotics at small and large $`u`$. The long-distance asymptotic solution is

$$u0:y=\frac{1}{4}\mathrm{log}4u\frac{2}{3}a^2u^2\frac{3}{4}s^2u^3+\frac{16}{45}a^4u^4+\frac{16}{11}s^3u^{9/2}+\mathrm{},$$

$$w=su^{3/2}s^2u^3\frac{1}{2}a^2su^{7/2}+\frac{11}{6}s^3u^{9/2}+\mathrm{}.$$

This is consistent with the extremal generalized conifold solution (A.1) in the $`a0`$ limit if $`s=\frac{4}{5}\rho _{}^6`$. Taking instead $`s`$ to be proportional to $`a`$ we recover the conifold solution with $`w=0`$ in the $`a0`$ limit.

The short-distance asymptotics is described by

$$u\mathrm{}:y=bu+y_{}+y_1^{(1)}e^{(8b+2\nu )u}+y_1^{(2)}e^{(8b+12\nu )u}+O(e^{2(8b+2\nu )u}),$$

$$w=\nu u+w_{}+w_1^{(1)}e^{(8b+2\nu )u}+w_1^{(2)}e^{(8b+12\nu )u}+O(e^{2(8b+2\nu )u}),$$

where

$$b^2\nu ^2=a^2,y_1^{(1)}=\frac{24e^{8y_{}2w_{}}}{5(8b+2\nu )^2},w_1^{(1)}=\frac{6e^{8y_{}2w_{}}}{5(8b+2\nu )^2},$$

$$y_1^{(2)}=\frac{4e^{8y_{}12w_{}}}{5(8b+12\nu )^2},w_1^{(2)}=\frac{6e^{8y_{}12w_{}}}{5(8b+12\nu )^2}.$$

These asymptotics reduce to the extremal solution (A.1) in the limit $`a0`$ provided we set $`b=c`$.

A numerical analysis confirms the existence of a solution of (A.1)–(A.1) interpolating between the two asymptotic regions (A.1), (A.1) and (A.1), (A.1).

To have a solution reducing to the standard ($`w=0`$) conifold one in the $`a0`$ limit, we should set8 One is to resum the series in (A.1) in order to reproduce the exact conifold solution $`y=\frac{1}{4}\mathrm{log}4u`$.

$$\nu =na,b=(1+n^2)^{1/2}a,e^{4y_0}=\frac{5}{3}b.$$

To satisfy (A.1) we are to assume the simplest possibility – $`n=0,\nu =0`$, i.e. $`b=a`$. For $`\nu =0`$ the function $`w`$ goes to a constant instead of infinity and the asymtotic $`u\mathrm{}`$ solution is found to be

$$u\mathrm{}:y=au+y_{}+y_1e^{8au}+\mathrm{},y_1=\frac{1}{80a^2}e^{8y_{}}(6e^{2w_{}}e^{12w_{}}),$$

$$w=w_{}+w_1e^{8au}+\mathrm{},w_1=\frac{3}{160a^2}e^{8y_{}}(e^{2w_{}}e^{12w_{}}).$$

The behaviour of $`w`$ follows from the equation $`w^{\prime \prime }=12e^{8y_{}8au}w+O(w^2)`$. Once we include charges, this equation (i.e. (3.1)) will have an extra inhomogeneous $`O(a^2P^2)`$ term (cf. (5.1),(5.1)). The variation of $`w`$ should be driven only by the non-extremality and  non-zero $`P`$, so that $`w`$ should vanish in any of the limits $`a0`$ or $`P0`$.

For finite $`a`$ the point $`u=\mathrm{}`$ is the horizon. For general $`\nu `$ (i.e. $`b`$ not necessarily equal to $`a`$) the near-horizon metric (2.1) becomes (using (A.1),(A.1),(A.1)):

$$ds_{10E}^2e^{2z_{}}(e^{8au}dX_0^2+dX_idX_i)+e^{10y_{}2z_{}10bu+2au}du^2$$

$$+e^{2y_{}2z_{}2bu+2au}\left[e^{8w_{}8\nu u}e_\psi ^2+e^{2w_{}+2\nu u}\left(e_{\theta _1}^2+e_{\varphi _1}^2+e_{\theta _2}^2+e_{\varphi _2}^2\right)\right].$$

While the Ricci tensor of this metric vanishes at large $`u`$, the full curvature invariants are singular at $`u=\mathrm{}`$ for generic values of $`\nu `$.9 For example, choosing $`\nu =a`$ we get the leading singularity as $`(R_\mathrm{}.)^2e^{\kappa u}`$, where $`\kappa =4(5\sqrt{2}1)>0`$.

The only case when the horizon is regular is precisely the one we are interested in: $`\nu =0,b=a`$. In this case (A.1) is indeed the asymptotic form of this “black hole on conifold”, i.e. the zero-charge ($`q=0`$, $`h=1`$) case of the regular non-extremal D3-brane metric (3.1),(3.1). In this case (A.1) factorizes into $`R_{u,X_0}^2\times R_{X_i}^3\times T^{1,1}`$ with the flat $`(u,X_0)`$ part being

$$ds_2^2=\frac{e^{10y_{}2z_{}}}{16a^2}(dU^2+U^2d\stackrel{~}{X}_0^2),U=e^{4au},\stackrel{~}{X}_0=4ae^{2z_{}5y_{}}X_0.$$

As usual, $`X_0`$ is to be made periodic to avoid the conical singularity, thus determining the Hawking temperature (4.1) of this Schwarzschild 7-d black hole.

It is this $`b=a,\nu =0`$ solution with non-vanishing $`w`$ interpolating between (A.1), (A.1) and (A.1) that we would like now to generalize to the fractional D3-brane case.

A.2. Asymptotic solutions for non-zero charges

We shall proceed by determining the asymptotic $`u\mathrm{}`$ and $`u0`$ solutions of the system (3.1)–(3.1), now for non-vanishing charges. It is the non-extremality parameter $`a`$ that should drive the variation of $`w`$ and $`\mathrm{\Phi }`$, so we should choose the integration constants appropriately.

Let us start with the near-horizon region. Generalizing (4.1),(A.1),(A.1) we shall set

$$u\mathrm{}:x=au,yau+y_{}+y_1e^{8au}+\mathrm{},zau+z_{}+z_1e^{8au}+\mathrm{},$$

$$ww_{}+w_1e^{8au}+\mathrm{},\mathrm{\Phi }\mathrm{\Phi }_{}+\mathrm{\Phi }_1e^{8au}+\mathrm{},KK_{}+2Pf_1e^{8au}+\mathrm{},$$

where the expansion goes in powers of $`e^{8au}`$. These asymptotics are justified also by the results of perturbation theory in $`P`$ starting with the near-horizon region of the standard non-extremal D3-brane as described in section 5. (Note that $`K_{}`$ is the same as in (5.1) up to terms of $`O(P^2)`$.)

It is straightforward to check that this ansatz is consistent with our full system of equations (3.1)–(3.1), determining the coefficients as follows (cf. (A.1),(A.1)):

$$640a^2y_1=8e^{8y_{}}(6e^{2w_{}}e^{12w_{}})P^2e^{\mathrm{\Phi }_{}+4y_{}+4z_{}+4w_{}},$$

$$640a^2w_1=12e^{8y_{}}(e^{2w_{}}e^{12w_{}})+P^2e^{\mathrm{\Phi }_{}+4y_{}+4z_{}+4w_{}},$$

$$256a^2z_1=K_{}^2e^{8z_{}}+P^2e^{\mathrm{\Phi }_{}+4y_{}+4z_{}+4w_{}},$$

$$64a^2f_1=PK_{}e^{\mathrm{\Phi }_{}+4y_{}+4z_{}+4w_{}},64a^2\mathrm{\Phi }_1=P^2e^{\mathrm{\Phi }_{}+4y_{}+4z_{}+4w_{}}.$$

In order to satisfy the requirement of correspondence with the D3-brane solution in the $`P0`$ limit we may choose

$$e^{4y_{}}=2ae^{4P^2\xi _{}},e^{4z_{}}=\frac{8a}{K_{}}e^{4P^2\eta _{}},e^w_{}=e^{P^2\omega _{}},e^\mathrm{\Phi }_{}=e^{P^2\varphi _{}}.$$

Then, to $`O(P^2)`$, (A.1)–(A.1) become

$$y_1=\frac{1}{4}+\frac{P^2}{120K_{}}(9\pi ^2),w_1=\frac{P^2}{40K_{}}(1+30\omega _{}K_{}),$$

$$z_1=\frac{1}{4}+\frac{P^2}{48K_{}}(3\pi ^2),f_1=\frac{P}{4},\mathrm{\Phi }_1=\frac{P^2}{4K_{}}.$$

The values of these coefficients are in agreement with the large $`u`$ limits of the leading-order in $`P`$ corrections to our fields found in section 5 (see (5.1),(5.1),(5.1),(5.1) and (5.1)).

Next, we need to fix the asymptotic behaviour at $`u0`$. We should reproduce the black D3-brane asymptotics (3.1),(3.1) for $`P=0`$, and the KT asymptotics (3.1),(3.1) for $`a=0`$. It is therefore reasonable to assume that the first terms in the asymptotic expansion are (in the $`k=0`$ case in (3.1))

$$y=\frac{1}{4}\mathrm{log}4u+\mathrm{},e^{4z}=u(\mathrm{z}_{1,0}+\mathrm{z}_{1,1}\mathrm{log}u)+\mathrm{},K=\frac{P^2}{2}\mathrm{log}u+\mathrm{}.$$

Moreover, we expect $`w`$ and $`\mathrm{\Phi }`$ to vanish at $`u=0`$. It turns out to be easier to find expansions for $`\mathrm{exp}(4w)`$, $`\mathrm{exp}(2w)`$, and $`\mathrm{exp}(\mathrm{\Phi })`$ than for their corresponding logarithms. We have found a small $`u`$ expansion of the following form (assuming again that the asymptotically flat region is omitted, i.e. $`k=0`$):

$$\begin{array}{ccc}\hfill e^{4y}& =4u+\mathrm{y}_1u^2+u^3(\mathrm{y}_{2,0}+\mathrm{y}_{2,1}\mathrm{log}u+\mathrm{y}_{2,2}(\mathrm{log}u)^2)+\mathrm{y}_3u^{7/2}+O(u^4),\hfill & (\text{A.}1)\hfill \\ \hfill e^{4z}& =u(\mathrm{z}_{1,0}+\mathrm{z}_{1,1}\mathrm{log}u)+u^2(\mathrm{z}_{2,0}+\mathrm{z}_{2,1}\mathrm{log}u)+\mathrm{z}_3u^{5/2}\hfill & \\ & +u^3(\mathrm{z}_{4,0}+\mathrm{z}_{4,1}\mathrm{log}u+\mathrm{z}_{4,2}(\mathrm{log}u)^2+\mathrm{z}_{4,3}(\mathrm{log}u)^3)+\mathrm{z}_5u^{7/2}+O(u^4),\hfill & (\text{A.}2)\hfill \\ \hfill K& =\frac{1}{2}P^2\mathrm{log}u+2P(u(\mathrm{f}_{1,0}+\mathrm{f}_{1,1}\mathrm{log}u)+\mathrm{f}_2u^{3/2}\hfill & \\ & +u^2(\mathrm{f}_{3,0}+\mathrm{f}_{3,1}\mathrm{log}u+\mathrm{f}_{3,2}(\mathrm{log}u)^2)+u^{5/2}(\mathrm{f}_{4,0}+\mathrm{f}_{4,1}\mathrm{log}u)+O(u^3)),\hfill & (\text{A.}3)\hfill \\ \hfill e^{2w}& =1+\mathrm{w}_1u+\mathrm{w}_2u^{3/2}+u^2(\mathrm{w}_{3,0}+\mathrm{w}_{3,1}\mathrm{log}u)+\mathrm{w}_4u^{5/2}+O(u^3),\hfill & (\text{A.}4)\hfill \\ \hfill e^\mathrm{\Phi }& =1+u(p_{1,0}+p_{1,1}\mathrm{log}u)+u^2(p_{2,0}+p_{2,1}\mathrm{log}u+p_{2,2}(\mathrm{log}u)^2)\hfill & \\ & +p_3u^{5/2}+O(u^3),\hfill & (\text{A.}5)\hfill \end{array}$$

It is easy to write the relations between the first few coefficients:

$$\mathrm{z}_{1,1}=\frac{1}{2}P^2,\mathrm{z}_{1,0}=\frac{1}{2}P^2,p_{1,1}=\frac{5}{4}\mathrm{y}_1,\mathrm{w}_1=\frac{1}{3}\mathrm{y}_1.$$

Certain other coefficients are also relatively simple:

$$\mathrm{y}_{2,2}=\frac{5}{6}\mathrm{y}_1^2,\mathrm{y}_3=\frac{48}{7P}\mathrm{y}_1\mathrm{f}_2,\mathrm{z}_{2,1}=\frac{5}{8}P^2\mathrm{y}_1,\mathrm{z}_3=\frac{4}{5}P\mathrm{f}_2,$$

$$\mathrm{z}_{4,3}=\frac{25}{192}P^2\mathrm{y}_1^2,\mathrm{f}_{1,1}=\frac{5}{8}P\mathrm{y}_1,\mathrm{f}_{3,2}=\frac{35}{96}P\mathrm{y}_1^2,\mathrm{w}_2=\frac{3}{P}\mathrm{f}_2,$$

$$\mathrm{w}_{3,1}=\frac{1}{2}\mathrm{y}_1^2,\mathrm{w}_4=\frac{29}{8P}\mathrm{y}_1\mathrm{f}_2,p_{2,2}=\frac{25}{32}\mathrm{y}_1^2,p_3=\frac{2}{P}\mathrm{y}_1\mathrm{f}_2.$$

The remaining coefficients are more complicated, and we will not write them down. All of the coefficients can be expressed in terms of $`\mathrm{y}_1`$, $`\mathrm{f}_{1,0}`$, $`\mathrm{f}_2`$, $`\mathrm{y}_3`$, and $`\mathrm{f}_{3,0}`$. In other words, these five coefficients correspond to five undetermined integration constants.

The relations (A.6) between $`\mathrm{y}_1`$, $`p_{1,1}`$ and $`\mathrm{w}_1`$ are consistent with the small $`P`$ expansion results of section 5 (see (5.1), (5.1), (5.1), (5.1)):

$$y=\frac{1}{4}\mathrm{log}(4u)\frac{1}{16}\mathrm{y}_1u+\mathrm{},K(u)=\frac{P^2}{2}\mathrm{log}u+2P\mathrm{f}_{1,0}u+\mathrm{},$$

$$w=\frac{1}{6}\mathrm{y}_1u+\mathrm{},\mathrm{\Phi }=\frac{5}{4}\mathrm{y}_1u\mathrm{log}u+\mathrm{}.$$

In order to find perfect agreement, we must set

$$K_{}=\frac{P^2}{2}\mathrm{log}(8a)+O(P^4),\mathrm{f}_{1,0}=aP,\mathrm{y}_1=\frac{8aP^2}{5K_{}}.$$

Given these values and the relation $`\mathrm{z}_{2,0}=P\mathrm{f}_{1,0}\frac{5}{16}P^2\mathrm{y}_1`$, one may also check that the expansion (A.2) is consistent with (5.1). To sum up, this comparison with the small $`P`$ expansion has allowed us to fix two of the integration constants to $`O(P^2)`$, and presumably still more information could be extracted.

There are some differences between the small $`u`$ expansion and the expressions found from perturbing in $`P`$. For example, from (5.1) one would expect $`\mathrm{f}_{1,1}=0`$ while from (A.6) it is clearly not. However, $`\mathrm{f}_{1,1}`$ is $`O(P^3)`$ and hence would not be expected to show up at the order $`P^2`$ calculated in section 5.

Thus far, we have not considered the constraint equation (3.1). We have calculated the expansion to one more order in $`u`$ than was needed to extract useful information from the constraint. The constraint gives one relation between $`a`$, $`\mathrm{f}_{1,0}`$, $`\mathrm{y}_1`$, $`\mathrm{y}_3`$, and $`\mathrm{f}_{3,0}`$ which is complicated and is not reproduced here. The important point is that we have enough freedom to choose $`\mathrm{f}_{1,0}`$ and $`\mathrm{y}_1`$ as in (A.6) and still satisfy the constraint.

The boundary conditions found above are the starting point for a numerical analysis which is to demonstrate that the $`u0`$ and $`u\mathrm{}`$ asymptotics can be smoothly connected.

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