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# 1 Introduction

## 1 Introduction

The idea that all particle interactions merge into a unified theory at very high energies is so attractive that this concept has become widely accepted by now. The quantitative success of coupling unification in Supersymmetric (SUSY) Grand Unified Theories (GUT’s) has added much support to this idea. The recent developments on neutrino oscillations, pointing to lepton number violation at large scales, have further strengthened the general confidence. However the actual realization of this idea is not precisely defined. Recently it has been observed that the GUT gauge symmetry could be actually realized in 5 (or more) space-time dimensions and broken down to the the Standard Model (SM) by compactification 111Grand unified supersymmetric models in six dimensions, with the grand unified scale related to the compactification scale were also proposed by Fayet .. In particular a model with N=2 Supersymmetry (SUSY) and gauge SU(5) in 5 dimensions has been proposed  where the GUT symmetry is broken by compactification on $`S^1/(Z_2\times Z_2^{})`$ down to a N=1 SUSY-extended version of the SM on a 4-dimensional brane. In this model many good properties of GUT’s, like coupling unification and charge quantization are maintained while some unsatisfactory properties of the conventional breaking mechanism, like doublet-triplet splitting, are avoided. In this note we elaborate further on this class of models. We differ from ref.  in the form of the interactions on the 4-dimensional brane. As a consequence we not only avoid the problem of the doublet-triplet splitting but also directly suppress or even forbid proton decay, since the conventional Higgsino and gauge boson exchange amplitudes are absent, as a consequence of $`Z_2\times Z_2^{}`$ parity assignments on matter fields on the brane. Most good predictions of SUSY SU(5) are thus maintained without unnatural fine tunings as needed in the minimal model (for a realistic conventional model, as opposed to a minimal model see ref. ). We find that the relations among fermion masses implied by the minimal model, for example $`m_b=m_\tau `$ at $`M_{GUT}`$, are preserved in our version of the model, although the Yukawa interactions are not fully SU(5) symmetric. The mechanism that forbids proton decay still allows Majorana mass terms for neutrinos so that the good SU(5) potentiality for the description of neutrino masses and mixing is preserved. In the following we first summarise the model of ref. , we then introduce our different implementations of the boundary conditions and finally we discuss the physical implications of the model and draw our conclusion.

## 2 The Model

Following ref.  we consider a 5-dimensional space-time factorised into a product of the ordinary 4-dimensional space-time M4 and of the orbifold $`S^1/(Z_2\times Z_2^{})`$, with coordinates $`x^\mu `$, ($`\mu =0,1,2,3`$) and $`y=x^5`$. The orbifold $`S^1/Z_2`$ is obtained by dividing the circle $`S^1`$ of radius $`R`$ ($`1/RM_{GUT}`$) with a $`Z_2`$ transformation $`yy`$. To obtain the orbifold $`S^1/(Z_2\times Z_2^{})`$ we divide $`S^1/Z_2`$ by $`Z_2^{}`$ which act as $`y^{}y^{}`$, with $`y^{}=y+\pi R/2`$. There are two 4-dimensional branes at the fixed points $`y=0`$, and at $`y=\pi R/2`$ (the brane at $`y=\pi R`$ is identified with that at $`y=0`$ and those at $`y=\pm \pi R/2`$ are also identified). For a generic field $`\varphi (x^\mu ,y)`$ living in the 5-dimensional bulk the $`Z_2`$ and $`Z_2^{}`$ parities $`P`$ and $`P^{}`$ are defined by

$`\varphi (x^\mu ,y)`$ $`\varphi (x^\mu ,y)=P\varphi (x^\mu ,y),`$
$`\varphi (x^\mu ,y^{})`$ $`\varphi (x^\mu ,y^{})=P^{}\varphi (x^\mu ,y^{}).`$ (1)
Denoting by $`\varphi _{\pm \pm }`$ the fields with $`(P,P^{})=(\pm ,\pm )`$ we have the $`y`$-Fourier expansions:

$`\varphi _{++}(x^\mu ,y)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi R}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\varphi _{++}^{(2n)}(x^\mu )\mathrm{cos}{\displaystyle \frac{2ny}{R}},`$
$`\varphi _+(x^\mu ,y)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi R}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\varphi _+^{(2n+1)}(x^\mu )\mathrm{cos}{\displaystyle \frac{(2n+1)y}{R}},`$
$`\varphi _+(x^\mu ,y)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi R}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\varphi _+^{(2n+1)}(x^\mu )\mathrm{sin}{\displaystyle \frac{(2n+1)y}{R}},`$
$`\varphi _{}(x^\mu ,y)`$ $`=`$ $`\sqrt{{\displaystyle \frac{2}{\pi R}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\varphi _{}^{(2n+2)}(x^\mu )\mathrm{sin}{\displaystyle \frac{(2n+2)y}{R}}.`$ (2)
where $`n`$ is a non negative integer and the Fourier component fields $`\varphi _{++}^{(2n)}`$ acquire a mass $`2n/R`$, $`\varphi _+^{(2n+1)}`$ and $`\varphi _+^{(2n+1)}`$ take a mass $`(2n+1)/R`$ and $`\varphi _{}^{(2n+2)}`$ acquire a mass $`(2n+2)/R`$, upon compactification. Only $`\varphi _{++}`$ have massless components and only $`\varphi _{++}`$ and $`\varphi _+`$ can exist on the $`y=0`$ brane. The fields $`\varphi _{++}`$ and $`\varphi _+`$ are non-vanishing on the $`y=\pi R/2`$ brane, while $`\varphi _{}`$ vanishes on both branes.

| $`(P,P^{})`$ | field | mass |
| --- | --- | --- |
| $`(+,+)`$ | $`A_\mu ^a`$, $`\lambda _W^{2a}`$, $`H_u^D`$, $`H_d^D`$ | $`\frac{2n}{R}`$ |
| $`(+,)`$ | $`A_\mu ^{\widehat{a}}`$, $`\lambda _W^{2\widehat{a}}`$, $`H_u^T`$, $`H_d^T`$ | $`\frac{(2n+1)}{R}`$ |
| $`(,+)`$ | $`A_5^{\widehat{a}}`$, $`\mathrm{\Sigma }^{\widehat{a}}`$, $`\lambda _W^{1\widehat{a}}`$, $`\widehat{H}_u^T`$, $`\widehat{H}_d^T`$ | $`\frac{(2n+1)}{R}`$ |
| $`(,)`$ | $`A_5^a`$, $`\mathrm{\Sigma }^a`$, $`\lambda _W^{1a}`$, $`\widehat{H}_u^D`$, $`\widehat{H}_d^D`$ | $`\frac{(2n+2)}{R}`$ |

Table 1. Parity assignment and masses ($`n0`$) of fields in the vector and Higgs supermultiplets.

Our aim is to reproduce most of the good predictions of a minimal (N=1) SUSY SU(5) GUT. For this purpose we start from a 5-dimensional theory invariant under N=2 SUSY, gauge SU(5) and $`Z_2\times Z_2^{}`$ parities. The parities are assigned in such a way that compactification reduces N=2 to N=1 SUSY and breaks SU(5) down to the SM gauge group $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times \mathrm{U}(1)`$. Leaving aside for the moment quarks and leptons and their SUSY partners, the 5-dimensional theory contains the following N=2 SUSY multiplets of fields. First, a vector multiplet (with vector bosons $`A_M`$, $`M=0,1,2,3,5`$, two bispinors $`\lambda _W^i`$, $`i=1,2`$, and a real scalar $`\mathrm{\Sigma }`$, each of them transforming as a 24 representation of SU(5). Then there are two hypermultiplets $`H^s`$ ($`s=1,2`$) that are equivalent to four sets of N=1 chiral multiplets. Two of them are the ordinary $`H_5`$ and $`H_{\overline{5}}`$ supermultiplets (which include the scalar Higgs doublets $`H_u^D`$ and $`H_d^D`$ and the corresponding scalar triplets $`H_u^T`$ and $`H_d^T`$); the remaining two are denoted by $`\widehat{H}_5`$ and $`\widehat{H}_{\overline{5}}`$ and will be called mirror. The parity $`P`$, $`P^{}`$ assignments are the same as in ref.  and are given in table 1.

Here the index $`a`$ ($`\widehat{a}`$) labels the unbroken (broken) SU(5) generators $`T^a`$ ($`T^{\widehat{a}}`$), $`H`$ stands for the whole chiral multiplet of given quantum numbers. The parity $`P`$ breaks N=2 SUSY down to N=1 and would allow complete SU(5) massless supermultiplets, contained in the first two rows of table 1. The additional parity $`P^{}`$ respects the surviving N=1 SUSY and breaks SU(5) down to the standard model gauge group. Note that the derivative $`_5`$ transforms as $`(,)`$. The $`(+,+)`$ fields, which remain massless and do not vanish on both branes are the gauge and Higgs multiplets of the low energy Minimal SUSY Model (MSSM). The bulk 5-dimensional Lagrangian is exactly as in ref.  and we do not reproduce it here.

If we expand the bulk Lagrangian around the local minimum $`A_5=\mathrm{\Sigma }=0`$ of the scalar potential, then the mass terms are only those provided by the derivatives $`\varphi /y`$ of the fields $`\varphi `$. The resulting spectrum is the one shown in table 1. An Higgs mechanism occurs at each level $`n0`$. The vector bosons $`A_\mu ^{a(0)}`$ remains massless and, together with the gauginos $`\lambda _W^{2a(0)}`$, form a vector multiplet of N=1. The vector bosons $`A_\mu ^{a(2n)}(n>0)`$ eat the Goldstone bosons $`A_5^{a(2n)}`$, acquire a mass $`2n/R`$ and, together with $`\mathrm{\Sigma }^{a(2n)}`$, $`\lambda _W^{1a(2n)}`$ and $`\lambda _W^{2a(2n)}`$, form a massive vector multiplet of N=1. Likewise, full N=1 massive vector multiplets are reproduced by $`\mathrm{\Sigma }^{\widehat{a}(2n+1)}`$, $`\lambda _W^{1\widehat{a}(2n+1)}`$, $`\lambda _W^{2\widehat{a}(2n+1)}`$ and by $`A_\mu ^{\widehat{a}(2n+1)}`$ that acquire a mass $`(2n+1)/R`$ by eating the Goldstone bosons $`A_5^{\widehat{a}(2n+1)}`$.

Note that mass terms for the Higgs hypermultiplets are allowed by N=2 SUSY , but they are not compatible with the $`P`$ parity assignment of the fermion fields: the Lagrangian would contain both $`\stackrel{~}{H}_5\mathrm{\Sigma }\stackrel{~}{\widehat{H}}_{\overline{5}}`$ and $`\stackrel{~}{H}_5\stackrel{~}{\widehat{H}}_{\overline{5}}`$ terms, where a tilde denotes the fermion component of the corresponding chiral multiplet. But the two sets of terms cannot be both allowed given the negative $`P`$ parity of $`\mathrm{\Sigma }`$, which is uniquely determined by the gauge sector alone. Therefore the $`P`$ parity symmetry forbids a mass term for any hypermultiplet. As a consequence, the zero modes of the doublets $`H_{u,d}^D`$ cannot receive a bulk mass contribution and are automatically split from the $`H_{u,d}^T`$ modes.

## 3 Matter Fields

We now discuss the introduction of quark and lepton matter. In this sector our formulation of the model is different than in ref. . We first observe that it is not possible that the matter fields propagate and interact in the bulk. To introduce quark and lepton fields in the bulk they should enter in the Lagrangian in a N=2 SUSY, gauge SU(5) and $`Z_2\times Z_2^{}`$ invariant form. Thus we should define N=2 hypermultiplets $`\chi _{\overline{5}}`$, $`\chi _{10}`$ (and possibly $`\chi _1`$). Each N=2 hypermultiplet $`\chi `$ contains a N=1 chiral multiplet $`\psi `$, $`\varphi `$ of fermions and scalars and another chiral multiplet $`\widehat{\psi }`$, $`\widehat{\varphi }`$. The ordinary quark and lepton supermultiplets must remain massless and must be non-vanishing on branes. Thus the parity assignments must be $`(+,+)`$ for all SU(5) indices of $`\psi _{\overline{5}}`$, $`\varphi _{\overline{5}}`$, $`\psi _{10}`$, $`\varphi _{10}`$ (and possibly of $`\psi _1`$, $`\varphi _1`$). Thus, contrary to what is the case for the vector and Higgs hypermultiplets, for the $`\overline{5}`$ and $`10`$ chiral supermultiplets the whole SU(5) representations have the same parity transformation. Due to this fact, it is straightforward to prove that it is impossible to construct gauge SU(5) and $`Z_2\times Z_2^{}`$ invariant interactions of matter fields with the gauge and Higgs supermultiplets in the bulk. For example, this can be seen by inspecting the term $`\psi _{\overline{5}}\mathrm{\Sigma }\widehat{\psi }_5`$. (In N=2 SUSY all interactions are gauge interactions and this term is part of them.) If we decompose the pentaplets in their doublet (D) and triplet (T) components, this term can be symbolically written as:

$$\psi ^T\mathrm{\Sigma }^a\widehat{\psi }^T+\psi ^D\mathrm{\Sigma }^a\widehat{\psi }^D+\psi ^T\mathrm{\Sigma }^{\widehat{a}}\widehat{\psi }^D+\psi ^D\mathrm{\Sigma }^{\widehat{a}}\widehat{\psi }^T.$$

Positive $`P^{}`$ for both matter fields $`\psi ^T`$ and $`\psi ^D`$ cannot be obtained whatever $`P^{}`$ parity we may assign to the mirror fields $`\widehat{\psi }^T`$ and $`\widehat{\psi }^D`$. Hence the matter fields have necessarily to be introduced only on the fixed point branes.

Interaction terms between bulk and brane fields have been discussed in ref.  and explicitly worked out for SM matter in ref. . An important point is the symmetry that should be respected by these interactions. To analyse this in detail, it is instructive to build the theory in two steps, by first constructing the orbifold $`S^1/Z^2`$ and by subsequently performing the orbifold identification required by $`Z_2^{}`$. The first $`Z_2`$ leaves both the SU(5) gauge symmetry and a residual N=1 supersymmetry unbroken. Matter interactions, located at the fixed points $`(0,\pi R)`$, are allowed to respect these symmetries . In particular we can introduce SU(5) invariant interactions between matter and gauge fields and also SU(5) invariant Yukawa couplings on the branes at $`y=(0,\pi R)`$. No relation between the interactions on the two different branes is required at this stage. In the following we take the point of view that on the $`y=(0,\pi R)`$ branes matter must transform according to complete representations of SU(5) and all interactions will have SU(5) symmetric couplings. When the $`y`$ integration is performed the breaking of SU(5) will be generated by imposing $`P^{}`$ invariance (i.e. terms that are odd under $`y=0y=\pi R`$ disappear), as we now illustrate. When we identify $`y^{}`$ and $`y^{}`$ and we enforce the $`Z_2^{}`$ discrete symmetry, we are no longer allowed to consider the two fixed points $`y=(0,\pi R)`$ separately. Indeed they are now related and we expect that interaction terms on one brane are not independent from those on the other brane. Consider for instance the gauge couplings induced on the brane at $`y=0`$ by the Kahler potential:

$$K=10^{}e^V10+\overline{5}^{}e^V\overline{5}.$$
(3)
Here $`10(Q,U^c,E^c)`$ and $`\overline{5}(L,D^c)`$ are N=1 chiral multiplets, $`V(A_\mu ,\lambda _W^2)`$ is an N=1 vector multiplet, with obvious meaning of the notation. Each chiral multiplet $`\mathrm{\Phi }_M(\varphi _M,\psi _M)`$, $`M=(Q,L,U^c,D^c,E^c)`$, contains a complex scalar $`\varphi _M`$ and a two-component fermion $`\psi _M`$. The corresponding fermion interactions, in a compact notation, are given by:

$$_g=_g^a+_g^{\widehat{a}},$$
(4)
$$_g^a=\underset{M}{}\overline{\psi _M}\overline{\sigma }^\mu T^a\psi _MA_\mu ^a,$$
(5)
$$_g^{\widehat{a}}=\overline{\psi _Q}\overline{\sigma }^\mu T^{\widehat{a}}\psi _{U^c}A_\mu ^{\widehat{a}}+\overline{\psi _Q}\overline{\sigma }^\mu T^{\widehat{a}}\psi _{E^c}A_\mu ^{\widehat{a}}+\overline{\psi _L}\overline{\sigma }^\mu T^{\widehat{a}}\psi _{D^c}A_\mu ^{\widehat{a}}+\mathrm{h}.\mathrm{c}..$$
(6)
where $`\overline{\sigma }_\mu =(1,\sigma ^k)`$ and $`\sigma ^k`$ are the Pauli matrices. Before the $`Z_2^{}`$ orbifolding, the gauge symmetry on the $`y=0`$ brane is the largest possible one, compatible with the full SU(5) group, in agreement with the fact that the $`Z_2`$ orbifold leaves SU(5) invariant. If we now perform a $`P^{}`$ parity transformation, the fixed point $`y=0`$ is mapped in $`y=\pi R`$ and, to obtain a $`Z_2^{}`$ invariant action, we should put on the brane at $`y=\pi R`$ the same gauge interactions of eq. (5,6). We obtain the effective four-dimensional Lagrangian $`_g^{(4)}`$:

$$_g^{(4)}=𝑑y\left[\delta (y)+\delta (y+\pi R)\right]_g(y).$$
(7)
At this point we have different possibilities, depending on the $`P^{}`$ parity of matter fields, that specifies how a matter field on the brane at $`y=0`$ is related to the same field on the brane at $`y=\pi R`$. For generic $`P^{}`$ parity assignments SU(5) is broken as a result of the integration in eq. (7). In particular this is the case if all matter fields are assumed to be invariant under $`Z_2^{}`$. Then the terms in eq. (5) are invariant under $`y^{}y^{}`$, that is $`yy+\pi R`$, whereas those in eq. (6) change sign. After integrating over $`y`$ the terms of eq. (6) cancel and we are left with gauge interactions of matter with the vector bosons of $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times `$ U(1). The SU(5) invariance has been lost. Only the invariance under the subgroup left unbroken by $`Z_2^{}`$ survives.

Alternatively we can try to preserve SU(5) by assigning suitable non-trivial parities under $`Z_2^{}`$. In other words we allow for a change of sign between a matter field on the brane at $`y=0`$ and the same field on the brane at $`y=\pi R`$. In this way we can preserve SU(5) invariant gauge interactions on the branes at $`y=(0,\pi R)`$. Indeed, the $`P^{}`$ parity transformation does not destroy the SU(5) algebra. It effectively induces a redefinition of the generators according to $`(T^a,T^{\widehat{a}})(T_{}^{a}{}_{}{}^{},T_{}^{\widehat{a}}{}_{}{}^{})=(T^a,T^{\widehat{a}})`$. The old generators $`T`$ and the new ones $`T^{}`$ satisfy the same algebra. Therefore, if we assign opposite $`P^{}`$ parities to $`Q`$ and $`U^c`$, $`E^c`$ and similarly for $`L`$ and $`D^c`$, the gauge interactions of eq. (5,6) are $`Z_2^{}`$ invariant and, after the integration over $`y`$, we obtain full SU(5) four-dimensional gauge interactions for matter fields. This possibility can be realized for the gauge couplings in eqs. (5,6), but we shall see that it does not lead to a viable alternative for Yukawa couplings.

This discussion shows that the theory is not completely defined unless we specify the transformation properties of matter fields at $`y=(0,\pi R)`$ under $`Z_2^{}`$. Having matter fields invariant under $`Z_2^{}`$ represents just one of the possible choices, not necessarily the most interesting or the most realistic one 222Likewise, when considering matter located at $`y=\pm \pi R/2`$, we must define the $`Z_2`$ parities of the corresponding fields.. It is also clear that in general SU(5) invariance of brane interactions is not guaranteed. It depends on how the matter fields transform under $`Z_2^{}`$. For generic $`P^{}`$ parities of matter multiplets only the invariance under the group unbroken by the compactification, $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times `$ U(1), is recovered. Notice that in both of the cases discussed above the $`Z_2\times Z_2^{}`$ parity, that plays an essential role in the orbifold construction, is conserved.

We now analyse some of the possible parity assignments for the matter fields and discuss the related physics, focusing on the features of proton decay. We will show that along these lines we can construct a model where not only the doublet-triplet splitting problem is solved but also proton decay is drastically suppressed or even forbidden in a natural way.

## 4 Matter interactions on the branes

We now introduce Yukawa couplings on the branes. We start from the interactions induced on the brane at $`y`$ by the SU(5) invariant superpotential 333The Lagrangian terms are derived from the superpotential $`w`$ with the procedure described in , entailing the inclusion of appropriate couplings between brane fields and the $`_5`$ derivative of bulk fields.:

$$w(y)=y_u1010H_5+y_d10\overline{5}H_{\overline{5}}+y_R10\overline{5}\overline{5}+\mathrm{}$$
(8)
where $`y_{u,d,R}`$ are coupling constants and dots denote terms depending on mirror Higgs multiplets. The usual decomposition holds:

$$1010H_5=QU^cH_u^D+\frac{1}{2}QQH_u^T+U^cE^cH_u^T,$$

$$10\overline{5}H_{\overline{5}}=QD^cH_d^D+LE^cH_d^D+QLH_d^T+U^cD^cH_d^T,$$

$$10\overline{5}\overline{5}=QLD^c+E^cLL+U^cD^cD^c.$$

Yukawa couplings invariant under $`Z_2^{}`$ are obtained by requiring the same superpotential $`w`$ on the branes at $`y=(0,\pi R)`$:

$$w^{(4)}=𝑑y\left[\delta (y)+\delta (y+\pi R)\right]w(y).$$
(9)
We first discuss the possibility of preserving full SU(5) symmetry on the branes. It is easy to see that this does not lead to a realistic model. As we have seen before, the only assignments of $`P^{}`$ parities to matter compatible with SU(5) symmetry of the gauge couplings are $`(Q,L,U^c,D^c,E^c)\pm (+,+,,,)`$ and $`(Q,L,U^c,D^c,E^c)\pm (+,,,+,)`$. The first possibility however leads to $`P^{}`$-odd Yukawa couplings that cancel after integrating over $`y`$ the two contributions in eq. (9). In the second case, only the term $`10\overline{5}H_{\overline{5}}`$ is $`P^{}`$-even and survives in the four-dimensional Lagrangian. The other two interactions, $`1010H_5`$ and $`10\overline{5}\overline{5}`$ are $`P^{}`$-odd and eventually cancel. Thus, masses for up type quarks cannot be generated in this model. As a consequence, we must abandon the possibility of SU(5)-invariant brane interactions and look for a more realistic choice of $`P^{}`$ parity for matter.

As we saw in the case of gauge interactions, for generic parity assignments of matter fields, the four-dimensional interactions on the fixed point branes at $`y=(0,\pi R)`$ only respect the residual symmetries after compactification, that is N=1 SUSY, gauge $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times \mathrm{U}(1)`$ and $`Z_2\times Z_2^{}`$ parity. In general on the branes also interactions involving $`_5`$ appear. At first we omit these derivative terms and we will comment on them later in the following. We also do not include all higher dimensional operators at this stage. We start by observing that the $`(P,P^{})`$ parities of the matter supermultiplets $`Q`$, $`U^c`$, $`D^c`$, $`L`$ and $`E^c`$ should allow at least the superpotential terms that provide masses to the observed fermions (neglecting neutrino masses for the time being):

$$w_{mass}=QU^cH_u^D+QD^cH_d^D+LE^cH_d^D.$$

Recalling that $`H_u^D`$ and $`H_d^D`$ have parities $`(+,+)`$ it is clear that $`Q`$, $`U^c`$ and $`D^c`$ should have equal parities and similarly for $`L`$ and $`E^c`$. The points $`y=(0,\pi R)`$ are kept fixed by a $`Z_2`$ transformation. It is then natural to choose positive $`P`$ parity for all matter fields located on these branes. With this choice of parities that guarantee non-vanishing fermion masses, we now examine the features of proton decay. It is well known that in the minimal SUSY SU(5) model the exchange of coloured Higgsinos can induce proton decay at a rate which is difficult to reconcile with present experimental limits . The superpotential terms describing the corresponding amplitudes are:

$$H_u^TH_d^T,$$

together with

$`QQH_u^T`$ $`,`$ $`U^cD^cH_d^T,`$
$`QLH_d^T`$ $`,`$ $`U^cE^cH_u^T.`$ (10)
In minimal SUSY SU(5) the B/L-violating dimension 5 operators 444As usual we denote by the suffix $`F`$ ($`D`$) the integration over $`d^2\theta `$ ($`d^2\theta d^2\overline{\theta }`$) in superspace. $`[QQQL]_F`$ and $`[U^cU^cD^cE^c]_F`$ arise from the trilinear terms of eq. (10) in the low-energy limit, after integration over the heavy supermultiplets $`H_{u,d}^T`$ whose mixing is provided by (4). In the model under discussion the bilinear brane couplings $`H_u^TH_d^T`$ and $`\widehat{H}_u^T\widehat{H}_d^T`$ are allowed by the parity symmetry. On the contrary, the couplings in the first line of eq. (10) have always parity $`(+,)`$ and drop from the final four-dimensional action. A similar consideration holds for the analogous couplings obtained with the replacements $`H_{u,d}^T\widehat{H}_{u,d}^T`$. Note that $`_5`$ derivatives being $`(,)`$ cannot rescue these couplings. Terms in $`_5`$ of $`(,)`$ fields can appear on the brane but they do not have important consequences because the lightest $`(,)`$ states are heavy. Therefore, while the $`H_{u,d}^T`$, $`\widehat{H}_{u,d}^T`$ masses are of order $`M_{GUT}`$ as in the conventional model, nevertheless their allowed interactions with matter are not sufficient to give rise to the dangerous dimension five $`[QQQL]_F`$ and $`[U^cU^cD^cE^c]_F`$ operators.

While the dimension 5 operators $`[QQQL]_F`$, $`[U^cU^cD^cE^c]_F`$ cannot arise from tree-level bulk field exchange, they may be already present on the brane as non-renormalizable interactions induced, for instance, by new physics at the Planck scale. On dimensional grounds, these interactions would lead to unacceptably fast proton decay . It is interesting to note that these operators, can be directly forbidden by a suitable parity assignment, for instance by taking, at $`y=(0,\pi R)`$:

$$(Q,U^c,D^c)(+,+);(L,E^c)(+,).$$
(11)
This is an assignment that we consider in the following as a particularly interesting example. With this choice proton decay is actually forbidden.

We see from eq. (6) that a non-vanishing coupling $`\overline{\psi _Q}\overline{\sigma }^\mu T^{\widehat{a}}\psi _{U^c}A_\mu ^{\widehat{a}}`$ is a necessary condition for proton decay to occur through gauge vector boson exchange. However the requirement of non-vanishing Yukawa couplings forces $`QU_{}^{c}{}_{}{}^{}`$ to be $`(+,+)`$, while $`A_\mu ^{\widehat{a}}`$ is $`(+,)`$. Therefore the coupling $`\overline{\psi _Q}\overline{\sigma }^\mu T^{\widehat{a}}\psi _{U^c}A_\mu ^{\widehat{a}}`$ drops from the total four-dimensional action. This forbids the occurrence of dimension six operators $`[QQU_{}^{c}{}_{}{}^{}E_{}^{c}{}_{}{}^{}]_D`$ and $`[U_{}^{c}{}_{}{}^{}D_{}^{c}{}_{}{}^{}QL]_D`$, for any parity choice of matter fields that guarantees the invariance of the superpotential $`w_{mass}`$. In particular, such operators are also directly forbidden by our example of parity assignment given in eq. (11).

To avoid fast proton decay we should also dispose of at least some of the terms

$$QD^cL,LE^cL,U^cD^cD^c.$$
(12)
For this purpose, in the conventional approach, one imposes the usual R-parity, as an additional symmetry. In our case we immediately see that the first two vertices are $`P^{}`$-odd according to the parity assignment in eq. (11). The remaining one cannot by itself lead to proton decay.

From eq. (9) we see that the parity assignment in eq. (11) gives rise to the following four-dimensional superpotential:

$`w^{(4)}`$ $`=`$ $`2{\displaystyle }dy\delta (y)[y_d(QD^cH_d^D+LE^cH_d^D+QLH_d^T)+`$ (13)
$`y_u(QU^cH_u^D+U^cE^cH_u^T)+y_RU^cD^cD^c].`$
In particular, specific properties of SU(5) Yukawa couplings are maintained, like the minimal SU(5) relation $`m_d=m_e^T`$. Considering now the neutrino mass sector, for each family, we introduce an SU(5)-singlet right-handed neutrino field $`\nu ^c`$ on the branes $`y=(0,\pi R)`$ and attribute to it the same intrinsic parities as for $`L`$ and $`E^c`$, for example $`(+,)`$ in the case of eq. (11). Then the Yukawa interaction term $`L\nu ^cH_u^D+D^c\nu ^cH_u^T`$, (that leads to Dirac mass terms after electroweak symmetry breaking) and the $`\nu ^c`$ Majorana mass terms $`M_R\nu ^c\nu ^c`$ are both allowed by parities. The mass $`M_R`$ is naturally of order $`M_{GUT}`$ as the $`\nu ^c`$ Majorana mass is compatible with the low energy symmetry. Thus the usual see-saw mechanism remains viable in this model. Similarly the higher dimensional operator $`(\lambda /M_L)LH_d^DLH_d^D`$, which leads to light neutrino Majorana mass terms upon electroweak symmetry breaking, is also allowed, with a mass $`M_L`$ naturally of order $`M_{GUT}M_{Planck}`$. Thus we see that the mechanisms that suppress of even forbid proton decay leave the good qualitative features of the neutrino mass sector unaltered. Moreover, the relation between left-handed mixings for charged leptons and right-handed mixings for down quarks, which plays an important role in reproducing large mixings for neutrinos , is preserved as a consequence of $`m_d=m_e^T`$.

Summarising, we have the following interesting properties of the interactions on the branes at $`y=(0,\pi R)`$ 555Matter fields and interactions can also be confined on the branes located at $`y=(\pm \pi R/2)`$. Those branes are only relevant after the $`Z_2^{}`$ compactification and in this case the assumption of starting from SU(5) invariant interactions is unjustified. Nevertheless the tree-level suppression of proton decay is still valid. The fields $`A_\mu ^{\widehat{a}}`$ and $`H_{u,d}^T`$ all vanish on these branes and any interaction involving these fields is automatically absent. Also the interactions involving $`\widehat{H}_{u,d}^T`$ are not dangerous for proton decay. Indeed these fields are $`P`$-odd and the couplings $`QQ\widehat{H}_u^T`$, $`U^cD^c\widehat{H}_d^T`$ again cancel if non-zero fermion masses can be generated.. First of all, any parity assignment of matter fields that allows non-vanishing fermion masses forbids tree-level Higgsino or gauge boson exchange amplitudes for proton decay. Proton decay can be actually forbidden by a suitable set of parity assignments, as those given in (11). The qualitative good features induced by lepton number non-conservation in the neutrino mass sector are preserved. The doublet-triplet splitting problem is solved, as observed in ref. . The gauge couplings on the brane of the matter fields are those induced by $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times \mathrm{U}(1)`$ gauge invariance. The gauge coupling unification and charge quantisation constraints are valid on the brane because they are guaranteed by the fact that gauge multiplets interact in the bulk. The Yukawa interactions that provide fermion masses after electroweak symmetry breaking satisfy the minimal SU(5) symmetry relations. Thus mass relations like $`m_b=m_\tau `$ at $`M_{GUT}`$ are preserved in this approach. A $`\mu `$ term can technically be implemented on the brane as it is compatible with all the unbroken symmetries. The smallness of the $`\mu `$ term is a naturalness problem that has no solution in this context.

## 5 Conclusion

The beauty and elegance of grand unification clash with their specific realization in the context of conventional models in four space-time dimensions. Realistic models with natural doublet-triplet splitting and proton decay compatible with the present experimental limits are rather complicated . We find very attractive that in a simple SU(5) model, with a compact fifth dimension, gauge symmetry breaking and doublet-triplet splitting are accomplished without the need of a baroque Higgs sector . The gauge symmetry is broken by the action of a $`Z_2^{}`$ discrete symmetry and the inverse radius of the fifth dimension provides the grand unified mass scale. In this note we have analysed in detail matter interactions in this class of models. We have shown that matter fields should necessarily live on the branes, where Yukawa couplings are localised. Next we have shown that, when considering matter interactions located at the points invariant under $`Z_2`$ $`(Z_2^{})`$, the theory is fully defined only when the transformation properties of matter under $`Z_2^{}`$ $`(Z_2)`$ are specified. Four-dimensional matter couplings invariant under the full SU(5) group are in principle allowed, but they lead to vanishing up-type quark masses and are thus ruled out. As a consequence, the interactions only respects $`\mathrm{SU}(3)\times \mathrm{SU}(2)\times \mathrm{U}(1)`$. Proton decay cannot proceed via tree-level Higgsino or gauge boson exchange, for any matter parity compatible with non-vanishing fermion masses. Appropriate parity assignments to matter fields can also forbid four and five dimensional B/L violating operators, thus playing the role of $`R`$ parity symmetry. Fermion mass relations of minimal SU(5), like $`m_b=m_\tau `$, are preserved. Both Dirac and Majorana neutrino masses can be included and see-saw masses for light neutrinos can be reproduced. A large mixing for neutrinos can still arise from a large mixing between right-handed quarks, thanks to the relation $`m_e=m_d^T`$. Gauge coupling unification and charge quantization are guaranteed by the SU(5) bulk symmetry.

In the models discussed here the absence of tree-level amplitudes leading to proton decay appears deeply entangled with the orbifold construction and it can provide an explanation to the present negative experimental results. Proton decay could still proceed through higher dimensional non-renormalizable operators whose suppression is not a model independent feature, but a particular parity assignment of matter fields can forbid proton decay at all. The idea of forbidding proton decay by a suitable discrete symmetry is not new , but the physical origin of the relevant parity is particularly clear in the present context.

Of course there is a long way to the construction of a realistic model. In this note we have left aside some crucial issues like the breaking of the residual N=1 SUSY, realistic fermion masses (including neutrinos) and threshold corrections to gauge coupling unification. However we find very encouraging that at the simplest level the main problems that plague minimal versions of grand unified theories, like the doublet-triplet splitting and fast proton decay, can be overcome rather easily.

Acknowledgements

We would like to thank Ignatios Antoniadis, Andrea Brignole, Mariano Quiros, Claudio Scrucca and Fabio Zwirner for useful discussions.


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# Neutrinos as a signature of ultrahigh energy photons at high red shift

## I Introduction

In the near future several experiments will become sensitive to small fluxes of very high energy neutrinos. One may hope to observe neutrinos from active galactic nuclei (AGN), gamma ray bursts, other astrophysical sources, and, possibly, from yet undiscovered objects that have emerged from particle theory, e.g., topological defects (TD). To learn new physics from the future observations, it is important to identify signatures of certain sources that may contribute to diffuse neutrino flux. In this paper we detail the description of one such signature , namely the imprint of ultrahigh energy photons from high red shift on the neutrino spectrum. At high red shift, when the cosmic microwave background radiation (CMBR) has a higher temperature, an electromagnetic cascade originated by an ultrahigh energy photon can generate neutrinos via muon and pion production and decay. The present-day energies of such neutrinos are about $`10^{17}`$ eV. Detection of a “bump” in the neutrino spectrum at $`10^{17}`$ eV can indicate the presence of ultrahigh energy photon sources at high red shift.

The question of ultrahigh energy photon sources was brought in sharp focus by recent observations of cosmic rays  with energies beyond the Greisen-Zatsepin-Kuzmin (GZK) cutoff . The origin of such cosmic rays remains an outstanding puzzle . Most of the proposed explanations can be categorized in two main classes. In the bottom-up/acceleration scenarios, charged particles are accelerated to ultrahigh energies in giant astrophysical “accelerators”, such as active galactic nuclei and radio galaxies . In the top-down/decay scenario on the other hand, massive objects such as topological defects  and superheavy relic particles  decay, emitting mainly ultrahigh energy photons. Topological defects and relic particles can exist at much higher red shift than the astrophysical candidate sources, which are formed only after the onset of galaxy formation.

To understand the origin of the ultrahigh energy cosmic rays (UHECR), it is crucial to distinguish between these two different scenarios. In  we showed that sources of ultrahigh energy photons operating at high red shift produce a diffuse background of neutrinos with energies $`E_\nu 10^{17}`$eV. Our rough estimates indicated that for some photon sources, e.g. necklaces, this neutrino flux is large enough to be detectable in the near future. It is therefore useful to get a better estimate of the produced neutrino flux. To this end we have done a numerical calculation. In the present paper we will present the results.

Generation of ultrahigh energy neutrinos has been studied  for various sources at small red shift, for which muon pair production can be neglected. However, a substantial flux of neutrinos could be produced at earlier times, when the propagation of photons was different from that in the present universe because the intergalactic magnetic field was weaker, the density of radio background was lower, and the cosmic microwave background density and temperature were higher. At red shift $`z`$ the temperature of the cosmic microwave background radiation increases by a factor $`(1+z)`$. Because of this, at high red shift ultrahigh energy photons and electrons can produce muons through interactions with the CMB photons. Muons decay into neutrinos. This is in sharp contrast with the $`z1`$ case, where the photons do not produce neutrinos as they lose energy mainly by scattering off the radio background and in the subsequent electromagnetic cascade .

In section II we will describe in detail this neutrino production mechanism. We will give an estimate for the produced flux of neutrinos in section III; the numerical results are presented in section IV. Our discussion applies to any source of photons active at high red shift. The latter requirement excludes most astrophysical sources . Topological defects and decaying relic particles on the other hand, could operate at much higher red shifts. These sources are expected to produce photons with energies as high as $`10^{20}`$eV. Their presence need not be connected to the GZK puzzle. Superconducting strings and other rapidly evolving topological defects, for example, are ruled out as the origin of observed ultrahigh energy cosmic rays, because they would produce too large a flux of secondary, low-energy photons. However, despite this constraint on their present density, such sources could have existed in the early universe and could produce a detectable flux of neutrinos.

## II Neutrino production

The propagation of energetic photons and electrons is governed by their interactions with the cosmic background radiation. At small red shift they lose energy mainly through interactions with the radio background. The main interactions involved in the electromagnetic cascade are pair production $`\gamma \gamma e^+e^{}`$ and inverse Compton scattering $`e\gamma e\gamma `$. The cross section for pair production is peaked near the threshold, where $`E_\gamma ϵm_e^2`$. Therefore, for ultrahigh energy (UHE) photons the most effective targets are background photons with energy $`ϵm_e^2/E_\gamma 10^6\mathrm{eV}`$, i.e., radio photons. The radio background is generated by normal and radio galaxies. Its present density  is higher than that of CMB photons in the same energy range. As a result, the mean free path for energetic photons and electrons is determined by the radio background, and at small red shift the main source of energy loss for UHE photons is electromagnetic cascade generated by interactions with radio photons. At red shift $`z`$, however, the density of CMB photons is higher by a factor $`(1+z)^3`$, while the density of radio background is either constant or, more likely, lower. Some models of cosmological evolution of radio sources  predict a sharp drop in the density of radio background at red shift $`z2`$. More recent observations  indicate that the decrease of radio background at $`z>2`$ is slow. In any case, at high red shift one expects the CMB to set the mean free path and thus become the dominant source of energy loss for photons, because of the $`(1+z)^3`$ increase in the density. Let $`z__\mathrm{R}`$ be the red shift at which scattering off radio background can be neglected with respect to scattering of CMBR. Based on the analyses of Refs. , we take $`z__\mathrm{R}5`$.

Another source of energy loss is the synchrotron radiation emitted by the cascade electrons in the intergalactic magnetic field (IGMF). This is an important effect at small red shift, but it becomes less significant at earlier times when the IGMF is weak. For $`z>z__\mathrm{M}5`$ synchrotron losses are small compared to energy losses resulting from interactions with the CMB radiation. We will use the value $`z_{\mathrm{min}}=\mathrm{max}(z__\mathrm{R},z__\mathrm{M})5`$ in what follows. As discussed in section IV, a higher value of $`z_{\mathrm{min}}`$, even as high as 10, would not make a big difference in the flux of the signature neutrinos.

Not only the density of the CMB increases with red shift, so does its temperature: $`T_{_{CMB}}(z)=2.7(1+z)\mathrm{K}`$. The center of mass energy in scatterings of UHE electrons and photons with CMB photons increases, and new, neutrino producing interactions become possible. At red shift $`z>z_{\mathrm{min}}`$, where radio background and the intergalactic magnetic field can be neglected, photons and electrons scattering off the CMB can produce muons through the processes $`\gamma \gamma _{_{CMB}}\mu ^+\mu ^{}`$ and $`e\gamma _{_{CMB}}e\mu ^+\mu ^{}`$. Muons decay into neutrinos: $`\mu e\nu _e\nu _\mu `$. The threshold for these muon producing interactions is $`\sqrt{s}>2m_\mu =0.21`$GeV, or

$$E_{\gamma ,e}>E_{\mathrm{th}}(z)=\frac{10^{20}\mathrm{eV}}{1+z}$$
(1)
But will muons, and thus neutrinos, indeed be produced? To answer this question one has to look closely at the propagation of UHE photons at $`z5`$. Photons will scatter off the CMBR; for photon energies above the threshold for muon pair production, the reactions $`\gamma \gamma _{_{CMB}}e^+e^{}`$, $`\gamma \gamma _{_{CMB}}e^+e^{}e^+e^{}`$ and $`\gamma \gamma _{_{CMB}}\mu ^+\mu ^{}`$ are possible. For $`\sqrt{s}>2m_{\pi ^\pm }=0.28`$GeV charged pion production may also occur. Accelerator experiments show that the pion cross section is small compared to the cross sections for muon production at the energies of interest . We will, therefore, neglect it.

The cross section for electron pair production (PP) decreases with increasing photon energy

$$\sigma _{\mathrm{PP}}=\frac{8\pi \alpha ^2}{s}\mathrm{ln}\frac{s}{m_e^2}(sm_e^2),$$
(2)
while the cross section for double pair production (DPP), a higher order QED process, quickly approaches its asymptotic value

$$\sigma _{_{\mathrm{DPP}}}\frac{172\alpha ^4}{36\pi m_e^2}6.45\mu \mathrm{barn}(sm_e^2).$$
(3)
PP is the dominant reaction for photon energies $`E_\gamma 5\times 10^{20}\mathrm{eV}/(1+z)`$. Since the energies of the two interacting photons are vastly different, either the electron or the positron from PP has energy close to that of the initial photon. At higher photon energies, DPP becomes more important. One or more energetic electrons are produced in this reaction. Muon production is suppressed at all energies, its cross section being smaller than that for electron pair production by a factor $`2`$ at threshold to a factor $`10`$ at higher energies. Thus after an initial $`\gamma \gamma _{_{CMB}}`$ reaction, there is a small chance muons are produced, but most likely one ends up with one or more UHE electrons.

These electrons continue to scatter off the CMBR. At lower energies, inverse Compton scattering, $`e\gamma _{_{CMB}}e\gamma `$, converts high-energy electrons into high-energy photons . However, at energies above the muon threshold, higher order processes, such as triplet production (TPP) $`e\gamma _{_{CMB}}ee^+e^{}`$ and electron muon-pair production (MPP) $`e\gamma _{_{CMB}}e\mu ^+\mu ^{}`$, dominate. For higher energies charged pion production may also occur, but we expect it to be suppressed by the same hadronic physics that suppressed pion production in the photon-photon reaction, and we will neglect it. For center of mass energies $`sm_e^2`$, the inelasticity $`\eta `$ for TPP is very small :

$$\eta 1.768(s/m_e^2)^{3/4}<10^3.$$
(4)
Hence, the energy attenuation length $`\lambda _{\mathrm{eff}}`$ is much larger than the TPP interaction length: $`\lambda _{_{\mathrm{TPP}}}\eta \lambda _{\mathrm{eff}}`$. One of the electrons produced through TPP carries almost all ($`1\eta `$) of the incoming electron’s energy. It can interact once again with the CMBR. As a result, the leading electron can scatter many times before losing a considerable amount of energy. Each time it scatters with a CMB photon there is another chance to produce a muon pair, until the electron energy decreases below threshold for muon production. To determine whether muons are produced, one must compare the energy attenuation length for triplet production with the interaction length for muon-pair production. The interaction length is given by $`\lambda ^1n_{_{CMB}}v\sigma `$, and thus the ratio is $`R=\lambda _{\mathrm{eff}}/\lambda _{_{\mathrm{MPP}}}\sigma _{_{\mathrm{MPP}}}/(\eta \sigma _{_{\mathrm{TPP}}})`$. For $`sm_e^2`$ the cross section for TPP is

$$\sigma _{_{TPP}}\frac{\alpha ^3}{m_e^2}\left(\frac{28}{9}\mathrm{ln}\frac{s}{m_e^2}\frac{218}{27}\right).$$
(5)
The MPP cross section in the energy range just above the threshold $`5m_\mu ^2<s<20m_\mu ^2`$ is of the order of $`0.11\mathrm{m}\mathrm{b}`$, and the ratio in this range is $`R100`$.

Since $`\lambda _{\mathrm{eff}}\lambda _{_{\mathrm{MPP}}}`$, in the absence of dense radio background and intergalactic magnetic fields, all electrons with $`EE_{\mathrm{th}}`$ pair-produce muons before their energy is reduced by the cascade. For muon production close to the threshold, each muon carries on average $`1/4`$ of the incoming electron’s energy . Muons decay before they can interact with the photon background. Each energetic muon produces two neutrinos and an electron. The electron produced alongside the muon pair gets half or more of the incoming electron’s energy; it can interact again with the CMBR to produce muons. This process can repeat until the energy of the regenerated electron decreases below the threshold for muon pair production.

## III Flux estimates

Let us assume that the time dependence of the rate of photon emission can be parametrized as

$$\dot{n}_\gamma (E_\gamma ,t)=\dot{n}_{\gamma ,0}(E)\left(\frac{t}{t_0}\right)^m.$$
(6)
The subscript $`0`$ denotes the present-day value of the parameter. The value of $`m`$ depends on the source under consideration. For long lived relic particles and topological defects, the rate of photon emission is indeed (approximately) of the above form, with $`m=0`$ for decaying relic particles, $`m=3`$ for strings, monopolonium and necklaces, and $`m4`$ for superconducting strings. Monopolonium is a bound monopole anti-monopole pair. Necklaces are networks of strings and monopoles, with two monopoles attached to each string: the monopoles are the beads in a necklace of strings.

All photons produced at red shifts $`z_{\mathrm{min}}zz_{\mathrm{max}}`$ contribute to the present neutrino flux. Here $`z_{\mathrm{min}}5`$ is the minimum red shift for which radio background and magnetic fields are negligible, and $`z_{\mathrm{max}}`$ is the maximum red shift for which the universe is transparent to UHE neutrinos. The value of $`z_{\mathrm{max}}`$ is determined by the neutrino interactions with the relic neutrino background. The absorption red shift for neutrinos with energy $`10^{17}`$eV is $`z_{\mathrm{max}}3\times 10^3`$ . The neutrino flux is:

$`\varphi _\nu `$ $`=`$ $`\xi {\displaystyle _{z_{\mathrm{min}}}^{z_{\mathrm{max}}}}dt\dot{n}_\gamma (z)(1+z)^4`$ (7)
$`=`$ $`\xi {\displaystyle \frac{3}{2a}}t_0\dot{n}_{\gamma ,0}(E>E_{\mathrm{th}})[(1+z_{\mathrm{min}})^a(1+z_{\mathrm{max}})^a],`$ (8)
where $`a=(3m11)/2`$, and $`\xi `$ is the number of neutrinos produced per UHE photon. An UHE photon produces an UHE electron. If energetic enough, this electron produces a muon pair, and four neutrinos are generated. However, for initial electron energies just above threshold, it may often occur that repeated TPP reactions decreases the energy below threshold before any muons are produced. Thus for photons with energies close to threshold for muon production $`\xi <4`$. On the other hand, for higher photon energies one can have $`\xi >4`$. This is because higher energetic photons are more likely to produce a double pair of electrons (DPP), i.e., produce more than one UHE electron. Furthermore, the electron produced alongside the muon pair in MPP may be energetic enough for a second round of muon pair-production. Our numerical calculation (see section IV) gives $`\xi =0.6`$ for $`E_\gamma (1+z)=1\times 10^{20}\mathrm{eV}`$, $`\xi =4.0`$ for $`E_\gamma (1+z)=2\times 10^{20}\mathrm{eV}`$, and $`\xi =7.7`$ for $`E_\gamma (1+z)=3\times 10^{20}\mathrm{eV}`$. We will take $`\xi 4`$ in our estimate.

Rapidly evolving sources with $`m4`$, such as superconducting strings, are ruled out as the origin of the observed ultrahigh energy cosmic rays. The strongest constraint on the present density of such sources comes from measurements of the diffuse $`\gamma `$-background below $`100\mathrm{GeV}`$ . UHE photons lose energy in the electromagnetic cascade involving PP and ICS. When the photon energy drops below PP threshold, the photon attenuation length becomes small, and for $`z10^3`$ the universe is transparent to these low energetic photons. The flux of the cascade photons in the energy range $`10\mathrm{MeV}<E<100\mathrm{GeV}`$ must be lower than the flux measured by the Energetic Gamma Ray Experiment Telescope (EGRET): $`\omega _{\mathrm{cas}}2.6\times 10^6\mathrm{eVcm}^3`$. Although the present density of $`m4`$ sources is constrained, it is conceivable that in the early universe they may have existed in large enough number to produce an appreciable neutrino flux.

For $`m<11/3`$, $`a<0`$, and, according to eq. (7), the photon sources at smaller red shift, $`zz_{\mathrm{min}}5`$, are the most important. But this is only true for the contribution from the most energetic photons, those with energies above the threshold at small red shift, as given by eq. (1). As $`z`$ increases, the threshold energy for muon production decreases, and lower energetic photons can also produce muons. Moreover, since the photon spectrum is a falling function of energy, low energy photons are more abundant; they all contribute at large red shift. Which effect wins, which red shift is favored, depends on both the evolution index $`m`$ and the shape of the photon spectrum. For a photon spectrum of the form $`\dot{n}_\gamma E_\gamma ^\beta `$ however, the red shift dependence of the flux simplifies. Using that all photons with energy $`E>E_{\mathrm{th}}`$ produce muons, the neutrino flux then becomes

$$\varphi _\nu =\xi \dot{n}_0\frac{3}{2|\beta 1|}(10^{20}\mathrm{eV})^{1\beta }C,$$
(9)
with

$$C=\{\begin{array}{cc}b^1[(1+z_{\mathrm{max}})^b(1z_{\mathrm{min}})^b],\hfill & b0,\hfill \\ \mathrm{ln}(z_{\mathrm{max}}/z_{\mathrm{min}}),\hfill & b=0.\hfill \end{array}$$
(10)
Here $`\dot{n}_0`$ is an overall normalization constant and $`b=(2\beta +3m13)/2`$. For $`b<0`$ small red shifts are most important, whereas for $`b0`$ large $`z`$ dominates.

Nevertheless, the most energetic neutrinos are all produced at small red shift. We will estimate the flux of these high energy neutrinos, leaving the total flux for the numerical calculation. The highest energy neutrinos are produced at red shift $`z10`$. We will assume that the photon spectrum is of the form $`\dot{n}_\gamma =\dot{n}_0E_\gamma ^\beta (t/t_0)^m`$. If the photon sources are the origin of the UHECR today one can use the observed UHECR flux to fix the normalization constant $`\dot{n}_0`$. This gives

$$\varphi _\nu =\varphi _{_{\mathrm{CR}}}\xi \frac{(z_{\mathrm{min}})^b(z_{\mathrm{max}})^b}{1(z_{{}_{\mathrm{GZk}}{}^{},\gamma })^b},$$
(11)
where we have used that only photons emitted at red shift $`0<z<z_{{}_{GZK}{}^{},\gamma }`$ contribute to the observed UHECR flux. Photons with energies $`E_\gamma 10^{20}\mathrm{eV}`$ have an energy attenuation length of $`10\mathrm{M}\mathrm{p}\mathrm{c}`$  in the present universe; this corresponds to red shift $`z_{{}_{GZK}{}^{},\gamma }=0.002`$. The observed UHECR flux of particles with $`E>E_{_{\mathrm{GZK}}}5\times 10^{19}\mathrm{eV}`$ is $`\varphi _{_{\mathrm{CR}}}10^{19}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1`$. Taking $`\beta =2`$, in agreement with UHECR observations, and $`z_{\mathrm{max}}=10`$ we then obtain for the flux of energetic neutrinos:

$$\varphi _\nu \{\begin{array}{cccc}7\times 10^{20}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & m=0,\hfill & & \\ 1\times 10^{18}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & m=1,\hfill & & \\ 3\times 10^{17}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & m=2,\hfill & & \\ 7\times 10^{16}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & m=3.\hfill & & \end{array}$$
(12)
A value of $`\beta =1.5`$ or $`\beta =2.5`$ changes the produced flux by about a factor $`2`$. The above results are valid for photon sources that are uniformly distributed throughout the universe. Sources that cluster in galactic halos (e.g. supermassive particles) produce a lower flux, since the clustering enhances their contribution to the observed UHECR flux. To get the neutrino flux for photon sources with clustering properties, one has to divide the results in eq. (12) by the over-density of these sources in our galaxy.

The energy of the produced neutrinos at red shift $`z`$ is $`E_\nu (z)E_\mu /3`$. It is then further red shifted by a factor $`(1+z)^1`$. Assuming a falling photon spectrum, we expect most of neutrinos to come from photons near the threshold, eq. (1). We estimate the energy of the most energetic neutrinos after the red shift $`E_\nu 10^{17}`$eV.

The largest flux of neutrinos are produced by $`m=3`$ sources. Examples of such sources are necklaces and monopolonium. In general, topological defects emit both UHE protons and photons. When the protons, and not the photons, are responsible for the UHECR the neutrino flux can no longer be normalized as in eq. (11). Therefore, whenever we state results for necklaces or monopolonium, we will use the differential photon flux $`J(E)`$ calculated in  for normalization instead. For these sources, $`\dot{n}_{\gamma ,0}(E>E_{\mathrm{min}})L^1_{E_{\mathrm{min}}}dEJ(E)`$, with $`L`$ the length scale from which the photons are collected. Because the photon flux is a sharply falling function of energy, $`\dot{n}_{\gamma ,0}`$ is dominated by photons with energies $`EE_{\mathrm{min}}`$. Monopolonium clusters in galaxies and has $`LL_{\mathrm{gal}}100\mathrm{k}\mathrm{p}\mathrm{c}`$, the size of our galaxy. Their over-density in the galaxy is $`2\times 10^5`$ . Necklaces on the other hand are distributed uniformly throughout the universe; for them $`L=L_\gamma 5`$Mpc, the photon absorption length at these energies. We then obtain for the flux of neutrino produced at low red shift:

$$\varphi _\nu \{\begin{array}{cc}10^{18}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & \mathrm{monopolonium}(m=3),\hfill \\ 10^{16}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1,\hfill & \mathrm{necklaces}(m=3).\hfill \end{array}$$
(13)
## IV Numerical results

We have calculated numerically the neutrino flux produced by photon sources at high red shift. According to our estimate, eq. (12), $`m=3`$ sources produce the largest flux of neutrinos, and we will concentrate on them. In particular, we will give a detailed discussion of the neutrino flux produced by necklaces, a candidate $`m=3`$ source. Furthermore, we have investigated the possibility that $`m=4`$ sources, whose density is constrained by bounds on the low energy $`\gamma `$-ray flux, can nevertheless produce an observable flux of neutrinos.

We studied neutrino production using a Monte Carlo approach. In our simulation, the red shift at which the UHE photon is emitted and its energy are generated randomly with weight functions $`J(E_\gamma ,z)/z`$ and $`J(E_\gamma ,z)/E_\gamma `$ respectively. Here $`J(E_\gamma ,z)`$ is the differential photon flux generated by the sources under consideration. The red shift dependence of the photon flux is due to the time evolution of the sources, given by eq. (6), and the expansion of the universe. The photon spectrum $`J(E_\gamma ,z)/E_\gamma `$ is a sharply falling function of energy. It has been calculated for various topological defects and relic particles in .

Next, we let the UHE photons scatter with CMB photons, generating the scattering angle and the energy of the background photons randomly for each interaction. Radio background and intergalactic magnetic fields are insignificant for $`z>z_{\mathrm{min}}`$, and their effects are neglected. The leading particle, i.e. the particle with the highest energy produced in each interaction, is followed throughout the electromagnetic cascade until its energy becomes too low to produce muons. The probabilities for competing reactions are determined by the cross sections; which reaction actually occurs is once again determined randomly. The reactions taken into account are $`\gamma \gamma _{_{CMB}}e^+e^{}`$ (PP), $`\gamma \gamma _{_{CMB}}e^+e^{}e^+e^{}`$ (DPP), $`\gamma \gamma _{_{CMB}}\mu ^+\mu ^{}`$ (MP), $`e\gamma _{_{CMB}}e\gamma `$ (ICS), $`e\gamma _{_{CMB}}ee^+e^{}`$ (TPP) and $`e\gamma _{_{CMB}}e\mu ^+\mu ^{}`$ (MPP). The cross section for pion production is small , and neglected.

For center of mass energy $`sm_e^2`$, the cross sections for PP and ICS are related by $`\sigma _{_{\mathrm{PP}}}=2\sigma _{_{\mathrm{ICS}}}`$, with $`\sigma _{_{\mathrm{PP}}}`$ given by eq. (2). The elasticity of these reactions is small: $`\eta =12(m^2/s)`$. For $`s100m^2`$, the high energy approximation is not valid, and one has to resort to the exact (tree level) expressions as can be found in any textbook . The corresponding results for MP can be obtained through the replacement $`m_em_\mu `$. The DPP cross section quickly approaches its asymptotic value $`\sigma _{\mathrm{DPP}}6.45\mu \mathrm{barn}`$. The kinematics of this reaction has not been calculated. We have assumed that the energy of the incoming photon is evenly shared by the produced particles, i.e. four UHE electrons are produced, each with average energy $`E_e=E_\gamma /4`$. This assumption does not affect the outcome much though: using instead that only two of the electrons get all the energy yields a flux that is almost indistinguishable from the flux obtained by the four-electron-assumption.

The most important interactions for neutrino generation are TPP and MPP: more than $`95\%`$ of all cascade interactions are TPP, and MPP governs muon production. For $`s100m_e^2`$ the cross section for TPP is well approximated by the Borsellino formula , which in the high-energy limit reduces to eq. (5). The elasticity of the leading electron is very small, eq (4). The cross sections for MPP can be obtained from TPP by replacing $`m_e`$ with $`m_\mu `$, and multiplying by a symmetry factor $`S=2`$. For lower center of mass energies we used the numerical results obtained in . If energetic enough, the electron produced together with the muon pair in MPP can produce a pair of muons itself; we have incorporated this effect in our computation.

In figures 1 and 2 we have plotted the differential neutrino flux produced by various photon sources. We have assumed that the photon emission rate can be written in the form $`\dot{n}_\gamma =\dot{n}_{0,\gamma }E_\gamma ^\beta (t/t_0)^m`$, and have varied the values of $`m`$ (figure 1) and $`\beta `$ (figure 2). For all plots we have taken $`z_{\mathrm{min}}=5`$, $`z_{\mathrm{max}}=10^3`$ and photon energies in the range $`10^{17}\mathrm{eV}<E_\gamma <5\times 10^{20}`$. To normalize the flux, we have assumed that the photon sources are the origin of the UHECR at present, see eq. (11). The results agree well with our estimates. The highest energy neutrinos have energies $`E_\nu 10^{17}\mathrm{eV}`$. At these energies the differential flux is peaked; for $`m=3`$ sources the peak value is $`E_\nu ^2J(E_\nu )=E_\nu ^2\mathrm{d}\varphi _\nu /\mathrm{d}E_\nu 10\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$. The neutrino flux is smaller for lower values of $`m`$, and the peak value decreases accordingly: $`(E^2J)_{\mathrm{peak}}10.1\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$ for $`m=2`$ to $`(E^2J)_{\mathrm{peak}}10^310^2\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$ for $`m=0`$. The flux drops sharply at neutrino energies $`E_\nu 10^{18}\mathrm{eV}`$ just above the peak energies, due to the cutoff at $`z=z_{\mathrm{min}}=5`$. In reality, the radio background and intergalactic magnetic field are turned on gradually, and the cutoff is somewhat less sharp. The shape of the photon spectrum is not crucial for the results. Values of $`\beta =1.5,\mathrm{\hspace{0.33em}2},\mathrm{\hspace{0.33em}2.5}`$ all give similar neutrino spectra, with peak values differing by less than a factor $`2`$.

We will now discuss in more detail the results for one of the candidate $`m=3`$ sources, namely necklaces. The UHE photons emitted by necklaces and other topological defects are the result of decaying superheavy “X” particles. For example, X particles may be injected by super conducting strings, emitted from cusps or intersections of ordinary strings, or produced in the annihilation of monopole anti-monopole pair . A general feature of decaying supermassive X particles is a predominance of pions among the decay products. Charged pions decay through the chain $`\pi \mu \overline{\nu }_\mu e\overline{\nu }_e\nu _\mu \overline{\nu }_\mu `$, producing electrons and neutrinos. This gives a flux of primary neutrinos, peaked at high energies: $`E_\nu 10^{20}\mathrm{eV}`$. The photons emitted by neutral pion decay ($`\pi ^0\gamma \gamma `$) together with the electrons from charged pion decay also produce a flux of neutrinos, through the mechanism described in section II. In our calculation, we have taken into account both the UHE photons and electrons from pion decay. Since the average electron energy is lower than the average photon energy, the UHE photons will give the dominant contribution to the secondary neutrino flux.

The results for necklaces are shown in figures 3 and 4. In fig. 3 the neutrino flux as function of neutrino energy is plotted, for $`z_{\mathrm{min}}=5`$, $`z_{\mathrm{max}}=10^3`$ and photon energies $`10^{17}\mathrm{eV}<e_\gamma <5\times 10^{20}\mathrm{eV}`$. We used the photons spectrum calculated (and normalized to fit the UHECR data) in , extrapolated down to energies as low as $`E_\gamma =10^{17}\mathrm{eV}`$. The contribution from the primary photons to the neutrino flux is indicated by the solid line in the plot. As anticipated, it constitutes the main contribution. The neutrino flux generated at small red shift $`5<z<10`$ is given by the dashed line. The total flux coming from these red shifts is of the order $`\varphi _\nu 10^{16}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1`$, in agreement with our estimate, eq. (13).

The neutrino production mechanism is robust, and the produced flux is not much affected by small changes in cross sections or elasticities. Changes of $`10\%`$ in the MPP cross section, the elasticity of the leading particle and of the produced muons do not change the produced flux by more than a factor $`2`$. The shape of the photon spectrum gives an uncertainty of the same order or magnitude, as can be seen from fig. 2. Changing the value of $`z_{\mathrm{min}}`$ makes a more appreciable difference in the produced flux of highest energy neutrinos. Fig. 4 shows $`E^2J(E)`$ for values of $`z_{\mathrm{min}}=3,\mathrm{\hspace{0.33em}5},\mathrm{\hspace{0.33em}7}`$ and $`10`$. Still, the difference in flux with cutoff $`z_{\mathrm{min}}=3`$ and cutoff $`z_{\mathrm{min}}=10`$ is less than a factor $`10`$. For all cutoffs the flux has peak value $`E^2J(E)=𝒪(10)\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$ at the high end of the neutrino spectrum $`E_\nu 10^{17}10^{18}\mathrm{eV}`$.

The density of $`m4`$ sources, such as superconducting strings, is constrained by the EGRET bound. The flux of the cascade photons in the energy range $`10\mathrm{MeV}<E<100\mathrm{GeV}`$ must be lower than the flux measured: $`\omega _{\mathrm{cas}}2.6\times 10^6\mathrm{eVcm}^3`$. One can estimate the flux of cascade photons produced by TD’s by assuming that all the energy density emitted through UHE photons is transferred to the low energy photons. The universe becomes transparant for low energy photons at red shift $`z10^3`$. The EGRET bound then constrains the photon flux to be

$$_{z=0}^{z_{_{\mathrm{GZK},\gamma }}}dzJ(E_\gamma ,z)/E_\gamma (10^210^3)\varphi _{_{\mathrm{CR}}}.$$
(14)
The maximum flux of neutrinos that can be produced by $`m4`$ sources when this bound is taken into account is $`E^2J(E)𝒪(1)`$, as shown in figure 3. Here we used $`z_{\mathrm{min}}=5`$, $`z_{\mathrm{max}}=10^3`$ and photon energies in the range $`10^{17}\mathrm{eV}<e_\gamma <5\times 10^{20}\mathrm{eV}`$. The photon spectrum is taken to be of the form $`\dot{n}_{\gamma ,0}E_\gamma ^\beta `$. Flux A corresponds to $`m=4`$ and $`\beta =1.5`$, flux B to $`m=4`$ and $`\beta =2`$. For $`m4`$ sources the EGRET constraint is more severe. Flux C shows the result for $`m=5`$ and $`\beta =1.5`$.

## V Discussion

Neutrinos from slowly decaying relic particles or some other $`m2`$ source are too sparse to be detectable in the foreseeable future. However, the flux from $`m=3`$ sources, such as necklaces, may be detected soon. The neutrino spectrum generated by $`m=3`$ sources has a peak value $`(E^2J)_{\mathrm{peak}}=𝒪(10)\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$ for neutrino energies $`E_\nu 10^{17}10^{18}\mathrm{eV}`$. In all our calculations we assumed that the photon sources in question are resposible for the UHECR today. Certainly, the flux of photons emitted cannot exceed the observed UHECR flux, and thus our calculations can be interpreted as an upper bound on the flux of secondary neutrinos produced.

Can other sources produce a comparable flux of neutrinos at $`10^{17}10^{18}`$eV? The neutrino flux $`\varphi _\nu 10^{16}\mathrm{cm}^2\mathrm{s}^1\mathrm{sr}^1`$ at $`E_\nu 10^{17}`$eV exceeds the background flux from the atmosphere and from pion photoproduction on CMBR at this energy , as well as the fluxes predicted by a number of models . Models of active galactic nuclei (AGN) have predicted a similar flux of neutrinos at these energies . The predictions of these models have been a subject of debate . However, the neutrinos produced by photon sources at high red shift have a distinctive feature: they create a sharp “bump” in the spectrum. Moreover, if the photon sources are TD’s the secondary flux is accompanied by a primary neutrino flux peaked at $`E_\nu 10^{20}`$eV. And everyone agrees that AGN cannot produce neutrinos with energies of $`10^{20}`$eV . So, an observation of $`10^{17}`$eV neutrinos accompanied by a comparable flux of $`10^{20}`$eV neutrinos would be a signature of a TD rather than an AGN.

The density of TD’s with $`m4`$, e.g. superconducting strings, is constrained by the EGRET bound on the flux of low energy $`\gamma `$-photons. This also constrains the neutrino flux these sources can produce to be less than $`E^2J(E)𝒪(1)\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$. This is probably too low to be detected.

To summarize, we have shown that sources of ultrahigh energy photons that operate at red shift $`z5`$ produce neutrinos with energy $`E_\nu 10^{17}`$eV. The flux depends on the evolution index $`m`$ of the source. A distinctive characteristic of this type of neutrino background is a “bump” in the spectrum at neutrino energies $`E_\nu =10^{17}10^{18}`$eV, and a sharp cutoff at $`E_\nu 10^{18}`$eV due to the universal radio background at $`z<z_{\mathrm{min}}`$. We have calculated numerically the neutrino spectrum produced by various sources. The produced flux is largest for $`m=3`$ sources. It has a peak value $`E^2J(E)=𝒪(10)\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$ at neutrino energies $`E_\nu 10^{17}10^{18}\mathrm{eV}`$. Detection of these neutrinos can help understand the origin of ultrahigh energy cosmic rays. Sources with larger values of the evolution index $`m4`$ are ruled out as the origin of observed UHECR by the EGRET bound on the flux of $`\gamma `$-photons. This bound also constrains the flux from these sources to be less than $`(E^2J)_{\mathrm{peak}}𝒪(1)\mathrm{eVcm}^2\mathrm{s}^1\mathrm{sr}^1`$.

The author would like to thank A. Kusenko and C. Postma for useful discussions. This work was supported in part by the US Department of Energy grant DE-FG03-91ER40662, Task C, and by a grant from UCLA Council on Research.


text:
# Pressure and intermittency in passive vector turbulence

## Abstract

We investigate the scaling properties a model of passive vector turbulence with pressure and in the presence of a large-scale anisotropy. The leading scaling exponents of the structure functions are proven to be anomalous. The anisotropic exponents are organized in hierarchical families growing without bound with the degree of anisotropy. Nonlocality produces poles in the inertial-range dynamics corresponding to the dimensional scaling solution. The increase with the Péclet number of hyperskewness and higher odd-dimensional ratios signals the persistence of anisotropy effects also in the inertial range.

In the last five years, much progress has been achieved in understanding of the physical origin of intermittency and anomalous scaling in fluid turbulence. The study of the passive advection of a scalar quantity (temperature, concentration of an impurity etc) by a random Gaussian field, white in time and self-similar in space, the rapid-change model , has played a crucial role in these developments. There, it was for the first time possible to demonstrate the emergence of anomalous scaling and to relate it to the existence of statistical conservation laws of the dynamics . Such conservation laws appear as scaling zero modes of the hierarchy of linear operators governing the inertial-range dynamics of the correlation functions. The dominance of such zero modes has been confirmed in numerical experiments  and demonstrated analytically by means of the renormalization group and operator product expansion . The importance of these results is seen from the fact that statistical invariants of dynamics are features of the passive advection by more general classes of turbulent velocity fields . A review and more references can be found in Ref. .

The first-principle model of fluid turbulence is the Navier-Stokes equation, a nonlinear integro-differential equation for the solenoidal vector velocity field. Whether the relation between statistical invariants and anomalous scaling can be generalized to the nonlinear dynamics of the advecting velocity field remains an open and challenging issue. Setting aside the problem of the nonlinearity of interactions, the scope of the present Letter is to investigate how nonlocality affects scaling.

In the Navier-Stokes equation nonlocality arises through the pressure term fixed by the incompressibility condition for the velocity field. Here, we consider the passive advection of an incompressible vector field $`𝐮`$ according to the most general dynamics consistent with the Galilean invariance:

$`_t𝐮+(𝐯)𝐮𝒜(𝐮)𝐯+𝒫=\kappa \mathrm{\Delta }𝐮+𝐟,`$ (1)
where $`𝒫`$ is the pressure and $`\kappa `$ is the diffusivity coefficient. The advection field $`𝐯`$ is specified by the Kraichnan ensemble. It models a homogeneous and isotropic nonintermittent velocity field and, due to Gaussianity, is determined completely by the second-order structure function

$`S_{\alpha \beta }(𝐫)=v_\alpha (𝐱,t)\left(v_\beta (𝐱,t^{})v_\beta (𝐲,t^{})\right)=D\delta (tt^{})|𝐫|^\xi [(d1+\xi )\delta _{\alpha \beta }\xi \widehat{r}_\alpha \widehat{r}_\beta ]`$ (2)
with $`𝐫𝐱𝐲`$ and $`\widehat{𝐫}=𝐫/|𝐫|`$. Here $`0<\xi <2`$ is a kind of Hölder exponent which measures the “roughness” of the velocity field. In the renormalization group approach, it plays the same role as the parameter $`\epsilon =4d`$ in the theory of critical phenomena.

The vector field $`𝐮`$ is stirred by an incompressible forcing $`𝐟`$ varying only over large spatial scales. We assume the forcing $`𝐟`$ to be delta-correlated in time and Gaussian in space with the covariance

$$f_\alpha (𝐱)f_\beta (𝐲)=\delta (tt^{})F_{\alpha \beta }\left(𝐫/L\right).$$
(3)
The parameter $`L`$ is the integral scale of the stirring, and $`F_{\alpha \beta }`$ is a function which rapidly decays as $`𝐫/L\mathrm{}`$ and tends to a constant as $`𝐫/L0`$.

As in the Navier-Stokes equation, the pressure $`𝒫`$ is fixed by requiring Eq. (1) to be consistent with the incompressibility condition:

$$\mathrm{\Delta }𝒫(𝐱,t)=(𝒜1)(_\alpha v_\beta )(_\beta u_\alpha ).$$
(4)
The parameter $`𝒜`$ modules the degree of nonlocality in the problem. The case $`𝒜=1`$, known as the Kazantsev-Kraichnan kinematic dynamo model, represents the limit of local interactions. It describes the early stage of the growth of a magnetic seed in a turbulent fluid. However, the exponential growth of the magnetic field occurs only if $`\xi `$ is large enough, in particular for $`\xi >1`$ in three dimensions. For smaller $`\xi `$, a steady state sets in exhibiting anomalous scaling behavior already for the pair correlation function. The corresponding exponents have been found exactly in the isotropic  and anisotropic  sectors.

As $`𝒜`$ deviates from unity, the solution of the Poisson equation (4) introduces in the dynamics a nonlocal integral term. Cases of special interest are $`𝒜=0`$ and $`𝒜=1`$. For $`𝒜=0`$ the stretching term $`(𝐮)𝐯`$ vanishes and the dynamics becomes invariant under translations $`𝐮𝐮+\mathrm{const}`$. The kinetic energy $`𝐮^2(𝐱,t)`$ is conserved, as in the passive scalar and stochastic Navier-Stokes equation; see Ref. . The case $`𝒜=1`$ corresponds to the linearization of the Navier-Stokes equation around the rapid-change velocity field; in two dimensions it was studied in Ref. .

We are interested in the scaling properties of the correlation functions of the field $`𝐮`$ in the inertial range, $`L>>|𝐫|>>\mathrm{}(\kappa /D)^{1/\xi }`$, where $`\mathrm{}`$ is the dissipative scale. The equal-time pair correlation function is governed by a linear integro-differential equation,

$`_tC_{\alpha \beta }=𝒟_{\alpha \beta }^{\gamma \delta }C_{\gamma \delta },C_{\alpha \beta }(𝐫,t)=u_\alpha (𝐱,t)u_\beta (𝐲,t),`$ (5)
where the summation over repeated indices is implied. The explicit form of the inertial operator $`𝒟_{\alpha \beta }^{\gamma \delta }`$, of scaling dimension $`2+\xi `$, can be derived using functional integrations by parts  or the Dyson-Wyld equation . It is not given here for the sake of brevity. Under the assumption that a steady state sets in, the inertial-range isotropic solution is sought in the time-independent scaling form:

$`C_{\alpha \beta }(𝐫)=C|𝐫|^{\zeta _2}\left[(d1+\zeta _2)\delta _{\alpha \beta }\zeta _2\widehat{r}_\alpha \widehat{r}_\beta \right].`$ (6)
After the adoption of the Anstaz (6), we define the integrals in Eq. (5) in the spirit dimensional regularization. Taking the trace then gives the desired equation for $`\zeta _2`$:

$`𝒟_{\alpha \alpha }^{\gamma \delta }C_{\gamma \delta }=DC|𝐫|^{2+\xi +\zeta _2}{\displaystyle \frac{(d1)(\zeta _2+\xi +d2)}{(\zeta _2+\xi 2)}}T(\xi ,\zeta _2,𝒜)=0,`$ (7)
where

$`T(\zeta _2,\xi ,𝒜)`$ $``$ $`(𝒜1)^2(d+1)\xi \zeta _2+(\zeta _2+\xi 2)\left[d^2(\zeta _2+𝒜^2\xi )+d\left(\zeta _2+\zeta _2^2+𝒜^2\xi (\xi 1)\right)(\zeta _2𝒜\xi )^2\right]`$ (8)
$``$ $`4(𝒜1)(𝒜\xi 𝒜d1){\displaystyle \frac{\mathrm{\Gamma }(1+\xi /2)\mathrm{\Gamma }(1+d/2+\zeta _2/2)\mathrm{\Gamma }(2\xi /2\zeta _2/2)\mathrm{\Gamma }(1+d/2)}{\mathrm{\Gamma }(d/2+\xi /2+\zeta _2/2)\mathrm{\Gamma }(\zeta _2/2)\mathrm{\Gamma }(2+d/2\xi /2)}}.`$ (9)
Equation (7) has always a simple root for $`\zeta _2=2d\xi `$ and for all $`𝒜\mathrm{\hspace{0.17em}0},1`$ a simple pole for $`\zeta _2=2\xi `$. It is worth stressing that the pole arises because of the nonlocal terms in the inertial operator. The scaling $`|𝐫|^{2\xi }`$ is marginal and produces logarithmic divergences at the edges of the inertial range which are reflected in the presence of the pole. In order to understand its physical meaning it is instructive to compare Eq. (7) with the passive scalar case . The inertial operator governing the pair correlation function again has dimension $`2+\xi `$; its action onto a power function yields

$`𝒟|𝐫|^{2+\xi +\zeta _2}=DC|𝐫|^{2+\xi +\zeta _2}(d1)\zeta _2(\zeta _2+\xi +d2).`$ (10)
The root $`\zeta _2=2d\xi `$ is again present. It corresponds to the dimensional solution of the equation with the right-hand side is proportional to $`\delta (𝐫)`$ (or a constant in momentum space). The corresponding scaling behavior is admissible at scales much larger than the integral one . The second root $`\zeta _2=0`$, a constant zero mode, is a consequence of energy conservation and as such it is also a root of Eq. (7) for $`𝒜=0`$. Finally, setting $`\zeta _2=2\xi `$ in Eq. (10) solves the equation with a constant right-hand side (or $`\delta (𝐤)`$ in the momentum space). The pole for $`\zeta _2=2\xi `$ in Eq. (9) thus corresponds to the scaling solution obtained by matching the forcing at large scales. Its cancellation for $`𝒜=0`$ indicates the existence of a constant flux solution in the presence of kinetic energy conservation.

The transcendental equation $`T(\zeta _2,\xi ,𝒜)=0`$ has infinitely many solutions. The leading admissible exponent behaves as $`\zeta _2^+=O(\xi )`$ for small $`\xi `$. It can be obtained from Eq. (9) within perturbation theories in $`1/d`$ or $`\xi `$:

$`\zeta _2^+`$ $`=`$ $`𝒜^2\xi +{\displaystyle \frac{𝒜^2\xi }{d}}\left\{{\displaystyle \frac{(𝒜1)\mathrm{\Gamma }\left(1+\xi /2\right)\mathrm{\Gamma }\left(1+(𝒜^21)\xi /2\right)}{\mathrm{\Gamma }\left(1+𝒜^2\xi /2\right)}}{\displaystyle \frac{\xi (𝒜+1)(𝒜^3\xi 𝒜^2\xi +𝒜\xi +𝒜\xi +1)}{(𝒜^2\xi \xi +2)}}\right\}+O(1/d^2)`$ (11)
$`=`$ $`\xi {\displaystyle \frac{𝒜^2(d1)(d+2)}{(d^2+𝒜^2+𝒜d3)}}{\displaystyle \frac{\xi ^2𝒜^2(d1)}{2d(d^2+𝒜^2+𝒜d3)^2}}\left\{d^3(𝒜+1)^2+(d^22d+4)(3𝒜^2+2𝒜+3)\right\}+O(\xi ^3).`$ (12)
The nonlocality parameter $`𝒜`$ enters the perturbative expansions from the first order. The fact reflects the balance between local and nonlocal contributions in the zero-mode equation. It is worth noting that up to first order in $`1/d`$ the exponent of the linearized Navier-Stokes and of the magnetic, local, model coincide.

The next-to-leading correction exponent has the form $`\zeta _2^{}=2\xi +𝒜(𝒜1)(d+2)\xi /(d^2+𝒜^2+𝒜d3)+O(\xi ^2)`$.

Nonperturbative solutions of Eq. (7) can be obtained analytically only in the case $`𝒜=0`$, where $`\zeta _2^+=0`$ and $`\zeta _2^{}=2\xi `$ exactly, and in the local case $`𝒜=1`$ when it reduces to a third-order algebraic equation. Besides the subleading solution $`\zeta _2^{}=2\xi `$, the result of Ref.  is recovered. In general, the behaviour of the exponents $`\zeta _2^\pm `$ depends qualitatively on the value of $`𝒜`$. Below we focus our attention only on the behaviors of the leading exponent $`\zeta _2^+`$ vs $`\xi `$ for $`d=3`$ and in the physically interesting case $`𝒜[1,1]`$. More detailed analysis will be reported elsewhere.

When $`0.581<𝒜<0.613`$, the solution $`\zeta _2^+`$ exists and is strictly negative within the entire interval $`0\xi 2`$, except for the case $`𝒜=0`$ when $`\zeta _2^+`$ vanishes identically. For the other values of $`𝒜`$, the real solution exists only in the subinterval $`0\xi \xi _c`$, ($`\xi _c(𝒜,d)2`$ is some critical value) where it is again strictly negative. For $`\xi \xi _c`$, the solution $`\zeta _2^+`$ coalesces with the closest unphysical branch, $`\zeta _2=d+O(\xi )`$, and they both become complex: the effect known for the magnetic model , where $`\xi _c(1,3)=1`$. It was argued in Refs.  that this critical value of $`\xi `$ coincides with the threshold for the dynamo effect (exponential growth of the pair correlation function).

It is worth noticing that in the small subinterval, $`0.613<𝒜<0.581`$, both solutions again become real near to $`\xi =2`$ (see Fig. 1).

Coefficients of the expansions in $`\xi `$ for $`\zeta _2^\pm `$ diverge at $`(d^2+𝒜^2+𝒜d3)=0`$ (this can happen only for $`d2`$, and for $`d=2`$ only for $`𝒜=1`$). Nonperturbative analysis shows that in the region $`(d^2+𝒜^2+𝒜d3)<0`$, the effective diffusivity coefficient is negative at large scales, which makes the system unstable with respect to any small perturbation. In the limit $`(d^2+𝒜^2+𝒜d3)0`$, the critical value $`\xi _c`$ vanishes, and the solution for the leading inertial-range exponent disappears. We thus conclude that the solution $`\zeta _2=\xi `$, reported in Ref.  for $`d=2`$ and $`𝒜=1`$, in fact corresponds to the large-scale exponent $`\zeta _2=2d\xi `$ mentioned above and not to the inertial range.

Nonperturbative analysis can be repeated for the anisotropic sectors of the pair correlation function; see Refs.  for $`𝒜=1`$ and  for $`𝒜=0`$. Anisotropic contributions can be excited, e.g., in the presence of a constant background field . The correlation can be expanded in components of definite total angular momentum $`j`$ with radial dependence of the powerlike form (parity considerations allow only even $`j`$ in this expansion):

$$𝒞_{\alpha \beta }(𝐫)\underset{j=0}{\overset{\mathrm{}}{}}C_{\alpha \beta }(j)|𝐫|^{\zeta _2(j)}P_j(\widehat{𝐫}).$$
(13)
However, up to first order in $`\xi `$ these exponents can be most conveniently calculated using the renormalization group and operator product expansion. We refer the reader to the literature  for details and present only the result:

$`\zeta _2^{(j)}=(j2)+{\displaystyle \frac{\xi (d+2)}{(𝒜^2+d^2+𝒜d3)(2j+d6)(2j+d4)(2j+d2)}}`$ (14)
$`\times \{(j^4+4j^3d+2j^2d^210j^322j^2d6jd^2+35j^2+38jd+6d^250j24d+24)𝒜^2`$ (15)
$`+(j2)(j^2+2jd+d^25j4d+4)[2𝒜(j+d3)+(j3)]\},`$ (16)
where $`j2`$. The dependence on the angular momentum indicates the existence of an hierarchy of exponents growing with $`j`$ without an upper bound. The result is in agreement with previous findings for the passive advection of the scalar  and magnetic  fields and with the nonlocal case $`𝒜=0`$ .

The renormalization group and operator product analysis is also extended to correlation functions of arbitrary order. The key role is played by the dimensions $`\mathrm{\Delta }[n,j]`$ associated with the $`j`$th rank tensor composite operators $`u_{\alpha _1}\mathrm{}u_{\alpha _j}(𝐮^2)^l`$, where $`n2l+j`$. Let $`𝒟_{n,p}(𝐱,𝐲)`$ be some equal-time scalar correlation function of the $`n`$th and $`p`$th powers of the field $`𝐮`$. For the leading term in the $`j`$th anisotropic sector we obtain:

$`𝒟_{n,p}(𝐱,𝐲)(|𝐫|/\mathrm{})^{\mathrm{\Delta }_{n,j_n}\mathrm{\Delta }_{n,j_p}}(|𝐫|/L)^{\mathrm{\Delta }_{n,j}}P_j(\widehat{𝐫}),`$ (17)
where $`j_k=0`$ or 1 for even or odd $`k`$, respectively; cf.  for the scalar and  for the magnetic cases. Up to order $`O(\xi )`$, we have obtained

$$\mathrm{\Delta }[n,j]=\frac{n\xi }{2}+\frac{\xi 𝒜^2[2n(n1)(d+1)(nj)(d+n+j2)]}{2(d^2+𝒜^2+𝒜d3)}+O(\xi ^2).$$
(18)
This result, in particular, demonstrates the persistence of anisotropy at small scales. Like in the scalar case , dimensionless ratios of the form $`R_{2n+1}𝒟_{2n+1,0}/𝒟_{2,0}^{(2n+1)/2}`$ can be constructed using Eqs. (17) and (18) and evaluated at the dissipative scale $`\mathrm{}`$. In terms of the Péclet number $`\text{Pe}(L/\mathrm{})^{1/\xi }`$ we obtain

$`_{2k+1}\text{Pe}^{\sigma _{2k+1}},\sigma _{2k+1}={\displaystyle \frac{𝒜^2(d1)(4k^2d2)}{2(d^2+𝒜^2+𝒜d3)}}+O(\xi ).`$ (19)
The ratio for $`k=2`$ (the so-called hyperskewness factor) diverges as $`\text{Pe}\mathrm{}`$. This means that the conclusions drawn in the scalar  and magnetic  cases regarding the persistence of anisotropy at small scales remain valid in the presence of the pressure term.

To summarize, the study of the pressure effects on the inertial-range scaling behavior of a passive vector quantity advected by the rapid change model reveals a double breakdown of the formal dimensional analysis. On one hand, the leading scaling exponents are anomalous and governed by statistical conservation laws (zero modes) of the inertial-range dynamics: a phenomenon already known for a local vector (magnetic) model. On the other, as a peculiar feature of nonlocality, the dimensionally regularized inertial operator develops a pole corresponding to the scaling solution obtained by formally matching the forcing at large scales. When the pressure term is present, nonanomalous scaling of the pair structure function with the dimensional exponent $`2\xi `$ is realized only in the case when the stretching term in Eq. (1) is absent and the energy conservation enforces a constant flux solution.

The authors gratefully acknowledge valuable discussions with I. Arad, A. Celani, A. Kupiainen and M. Vergassola.

The work of L. Ts. A., N. V. A. and A. V. R. was supported in part by the RFFI Grant No. 99-02-16783 and GRACENAS Grant No. E00-3-24. A. M. was partially supported by the INFM PA project No. GEPAIGG01. P. M. G. was partially supported by EC Grant FMRX-CT98-0175. P. M. G. thanks the “Centro Internacional de Ciencias” of Cuernavaca and the organizers of the workshop “Scaling and universality in strongly nonlinear systems” during which a part of this work has been performed.


text:
# Gaussian maximum of entropy and reversed log-Sobolev inequality

## 1. Shannon’s entropy power and Gross’s inequality

In the sequel, we denote by $`\mathrm{𝐄𝐧𝐭}_\mu \left(f\right)`$ the entropy of a non-negative integrable function $`f`$ with respect to a positive measure $`\mu `$, defined by

$$\mathrm{𝐄𝐧𝐭}_\mu \left(f\right):=f\mathrm{log}fd\mu f𝑑\mu \mathrm{log}f𝑑\mu .$$

The Shannon entropy  of an $`n`$-variate random vector $`X`$ with probability density function (pdf) $`f`$ is given by

$$𝐇\left(X\right):=\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(f\right)=f\mathrm{log}fdx,$$

where $`dx`$ denotes the $`n`$-dimensional Lebesgue measure on $`𝐑^n`$. The Shannon entropy power  of $`X`$ is then given by

$$𝐍\left(X\right):=\frac{1}{2\pi e}\mathrm{exp}\left(\frac{2}{n}𝐇\left(X\right)\right).$$

It is well-known (cf. ) that Gaussians saturates this entropy at fixed covariance. Namely, for any $`n`$-variate random vector $`X`$ with covariance matrix $`𝐊\left(X\right)`$, one have

(1)
$$𝐍\left(X\right)\left|𝐊\left(X\right)\right|^{1/n},$$

and $`\left|𝐊\right|^{1/n}`$ is the entropy power of the $`n`$-dimensional Gaussian with covariance $`𝐊`$.

The logarithmic Sobolev inequality of Gross  expresses that for any non-negative smooth function $`f:𝐑^n𝐑^+`$

(2)
$$2\mathrm{𝐄𝐧𝐭}_{\gamma _n}\left(f\right)𝐄_{\gamma _n}\left(\frac{\left|f\right|^2}{f}\right),$$

where $`𝐄_{\gamma _n}`$ denotes the expectation with respect to $`\gamma _n`$, $`||`$ the Euclidean norm and $`\gamma _n`$ the $`n`$-dimensional standard Gaussian given by

$$d\gamma _n(x):=(2\pi )^{\frac{n}{2}}e^{\frac{\left|x\right|^2}{2}}dx.$$

Inequality (2) is sharp and the equality is achieved for $`f`$ of the form $`\mathrm{exp}(a)`$.

By performing a change of function and an optimization, Beckner showed  (see also ) that (2) is equivalent to the following “Euclidean” logarithmic Sobolev inequality, for any pdf $`g`$

(3)
$$\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(g\right)\frac{n}{2}\mathrm{log}\left[\frac{1}{2\pi en}\frac{\left|g\right|^2}{g}𝑑x\right],$$

where $`\lambda _n`$ is the $`n`$-dimensional Lebesgue measure on $`𝐑^n`$. Therefore, for any $`n`$-variate random vector $`X`$ (with pdf $`g`$), we have

(4)
$$𝐍\left(X\right)\mathrm{J}\left(X\right)n.$$

This inequality can be obtained by many methods. The most classical ones are via Shannon’s entropy power inequality together with DeBruijn identity, or via Stam’s super-additivity of the Fisher information (cf. ). Moreover, Dembo showed in  that (4) is equivalent to

(5)
$$𝐍\left(X\right)\left|𝐉\left(X\right)\right|^{1/n}1,$$

where $`𝐉\left(X\right)`$ is the Fisher information matrix of $`X`$ defined by

$$𝐉\left(X\right):=\mathrm{log}g\mathrm{log}g^{}gdx,$$

and we have $`\mathrm{J}\left(X\right)=\mathrm{Tr}𝐉\left(X\right)`$. To deduce (5) from (4), apply (4) to the random vector $`X=𝐊\left(Y\right)^{1/2}Y`$. Conversely, use the arithmetic-geometric means inequality

(6)
$$\left(a_1\mathrm{}a_n\right)^{\frac{1}{n}}\frac{a+\mathrm{}+a_n}{n}$$

on the spectrum of the non-negative symmetric matrix $`𝐉\left(X\right)`$.

## 2. Reversed Gross’s logarithmic Sobolev inequality

The Gross logarithmic Sobolev inequality (2) admits a reversed form which states that for any positive smooth function $`f:𝐑^n𝐑^+`$

(7)
$$\frac{\left|𝐄_{\gamma _n}\left(f\right)\right|^2}{𝐄_{\gamma _n}\left(f\right)}2\mathrm{𝐄𝐧𝐭}_{\gamma _n}\left(f\right).$$

Here again, the $`2`$ constant is optimal and the equality is achieved for $`f`$ of the form $`\mathrm{exp}(a)`$. Alike for (2), one can show by a change of function and an optimization that the reverse form (7) is equivalent to the following inequality, for any pdf $`g`$

(8)
$$\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(g\right)\frac{n}{2}\mathrm{log}\left[2\pi e\frac{\mathrm{Tr}𝐊\left(g\right)}{n}\right],$$

where $`𝐊\left(g\right)`$ is the covariance matrix of the pdf $`g`$. Hence, we have for any $`n`$-variate random vector $`X`$ with pdf

(9)
$$𝐍\left(X\right)\frac{\mathrm{Tr}𝐊\left(X\right)}{n},$$

where $`𝐊\left(X\right)`$ denotes the covariance matrix of $`X`$. This inequality is optimal and is achieved by Gaussians $`X`$. Moreover, as we will show, inequality (9) is equivalent to (1).

Summarizing, we obtain the following statement

###### Theorem 1.

The following assertions are true and equivalent

1. For any smooth $`f:𝐑^n𝐑^+`$,

$$\left|𝐄_{\gamma _n}\left(f\right)\right|^22\mathrm{𝐄𝐧𝐭}_{\gamma _n}\left(f\right)𝐄_{\gamma _n}\left(f\right).$$
2. For any smooth $`g:𝐑^n𝐑^+`$,

$$\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(g\right)\frac{n}{2}\mathrm{log}\left[\frac{2\pi e}{n}\mathrm{Tr}𝐊\left(g\right)\right].$$
3. For any $`n`$-variate random vector $`X`$ with smooth pdf,

$$n𝐍\left(X\right)\mathrm{Tr}𝐊\left(X\right).$$
4. For any $`n`$-variate random vector $`X`$ with smooth pdf,

$$𝐍\left(X\right)\left|𝐊\left(X\right)\right|^{1/n}.$$

Therefore, there is a complete parallel between the equivalence between (2), (3), (4), (5) in one hand and the equivalence between (7), (8), (9), (1) in the other hand.

## 3. Sketches of proofs

In this section, we present first two proofs of (7), then we explain how to deduce (8) from (7) and (1) from (9) and vice versa.

The most natural way to establish (7) is to start from a two-point. inequality, just like Gross does for the logarithmic Sobolev inequality (2) in . Namely, if we denote by $`\beta `$ the symmetric Bernoulli measure on $`\{1,+1\}`$, one can show easily that for any non-negative function $`f:\{1,+1\}𝐑^+`$,

(10)
$$(f(+1)f(1))^2\frac{1}{8}\mathrm{𝐄𝐧𝐭}_\beta \left(f\right)𝐄_\beta \left(f\right).$$

This inequality is nothing else but the Csiszár-Kullback inequality for $`\beta `$ (see ). Actually, the optimal constant for the Bernoulli measure of parameter $`p=1q`$ is $`p^2q^2(\mathrm{log}q\mathrm{log}p)/(qp)`$, which resembles the optimal constant for the logarithmic Sobolev inequality (see for example ), but here again, only the symmetric case gives the optimal constant of (7).

The next step is to establish the following chain rule formula for $`\mathrm{𝐄𝐧𝐭}`$, which generalizes the classical chain rule formula (cf. ) for $`𝐇`$

###### Proposition 2.

For any positive measures $`\mu _i`$ and their product $`\mu `$ on the product space, and for any bounded real valued measurable function $`f`$ on the product space, we have

(11)
$$\mathrm{𝐄𝐧𝐭}_\mu \left(f\right)\underset{i=1}{\overset{n}{}}\mathrm{𝐄𝐧𝐭}_{\mu _i}\left(𝐄_{\mu _{\backslash i}}\left(f\right)\right),$$

where $`\mu _{\backslash i}`$ denotes the product of the measures $`\mu _j`$ with $`ji`$.

Finally, inequality (7) can then be recovered by the use of the Central Limit Theorem and integration by parts (in both discrete and Gaussian forms). This concludes the first proof of (7).

Actually, inequality (7) can be recovered by a simple semi-group argument, just like for the logarithmic Sobolev inequality (2) (cf. ). Namely, consider the heat semi-group $`\left(𝐏_t\right)_{t0}`$ on $`𝐑^n`$, acting on a bounded continuous function $`f:𝐑^n𝐑`$ as follows

$$𝐏_t\left(f\right)(x):=_{𝐑^n}f(x+\sqrt{t}y)𝑑\gamma _n(y).$$

Notice that for any smooth function $`f`$, $`𝐏_t\left(f\right)=𝐏_t\left(f\right)`$ and

$$_t𝐏_t\left(f\right)=\frac{1}{2}\mathrm{\Delta }𝐏_t\left(f\right)=\frac{1}{2}𝐏_t\left(\mathrm{\Delta }f\right).$$

Now, for any smooth positive bounded function $`f:𝐑^n𝐑^+`$, any $`t0`$ and any $`x`$, we can write, by performing an integration by parts and omitting the $`x`$ variable

$`𝐏_t\left(f\mathrm{log}f\right)𝐏_t\left(f\right)\mathrm{log}𝐏_t\left(f\right)`$ $`=`$ $`{\displaystyle _0^t}_s\left[𝐏_s\left(𝐏_{ts}\left(f\right)\mathrm{log}𝐏_{ts}\left(f\right)\right)\right]ds`$
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^t}𝐏_s\left({\displaystyle \frac{\left|𝐏_{ts}\left(f\right)\right|^2}{𝐏_{ts}\left(f\right)}}\right)𝑑s.`$
But by Cauchy-Schwarz inequality we get

$$𝐏_s\left(\frac{\left|𝐏_{ts}\left(f\right)\right|^2}{𝐏_{ts}\left(f\right)}\right)=𝐏_s\left(\frac{\left|𝐏_{ts}\left(f\right)\right|^2}{𝐏_{ts}\left(f\right)}\right)\frac{\left|𝐏_s\left(𝐏_{ts}\left(f\right)\right)\right|^2}{𝐏_s\left(𝐏_{ts}\left(f\right)\right)},$$

which gives

$$𝐏_t\left(f\mathrm{log}f\right)𝐏_t\left(f\right)\mathrm{log}𝐏_t\left(f\right)\frac{t}{2}\frac{\left|𝐏_t\left(f\right)\right|^2}{𝐏_t\left(f\right)}.$$

Finally, inequality (7) follows by taking $`(t,x)=(1,0)`$. Notice that this method gives also the logarithmic Sobolev inequality (2). Namely, by Cauchy-Schwarz inequality

$$\left|𝐏_{ts}\left(f\right)\right|^2𝐏_{ts}\left(\left|f\right|\right)^2𝐏_{ts}\left(f\right)𝐏_{ts}\left(\frac{\left|f\right|^2}{f}\right),$$

therefore, we obtain

$`𝐏_t\left(f\mathrm{log}f\right)𝐏_t\left(f\right)\mathrm{log}𝐏_t\left(f\right)`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^t}𝐏_s\left({\displaystyle \frac{\left|𝐏_{ts}\left(f\right)\right|^2}{𝐏_{ts}\left(f\right)}}\right)𝑑s`$
$``$ $`{\displaystyle \frac{1}{2}}{\displaystyle _0^t}𝐏_s\left(𝐏_{ts}\left({\displaystyle \frac{\left|f\right|^2}{f}}\right)\right)𝑑s`$
$`=`$ $`{\displaystyle \frac{t}{2}}𝐏_t\left({\displaystyle \frac{\left|f\right|^2}{f}}\right),`$
which gives (2) by taking here again $`(t,x)=(1,0)`$.

To deduce (8) from (7), just apply (7) to

$$f(x)=h(x)\left(2\pi \right)^{\frac{n}{2}}e^{\frac{\left|x\right|^2}{2}}$$

where $`h`$ is a compactly supported smooth pdf. One then gets

$$\left|xh𝑑x+hdx\right|^22h\mathrm{log}hdx+\left|x\right|^2h𝑑x+n\mathrm{log}(2\pi ).$$

But we have $`hdx=0`$. Therefore, by denoting $`𝐊\left(h\right)`$ the covariance matrix associated with the pdf $`h`$, one gets

$$\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(h\right)\frac{1}{2}\mathrm{Tr}𝐊\left(h\right)+\frac{n}{2}\mathrm{log}(2\pi ),$$

which remains true for any smooth pdf $`h`$. Finally, by performing the change of function $`h=\alpha g(\alpha )`$ and optimizing in $`\alpha `$, one obtains

$$\mathrm{𝐄𝐧𝐭}_{\lambda _n}\left(h\right)\frac{n}{2}\mathrm{log}\left[2\pi e\frac{\mathrm{Tr}𝐊\left(h\right)}{n}\right]$$

which is nothing else than (9). Conversely, it is easy to see that we can recover (7) for any pdf $`f`$ by approximating $`f`$ by compactly supported probability density functions.

The equivalence between (9) and (1) is obtained as for the equivalence between (4) and (5). Namely, to deduce (1) from (9), apply (9) to the random vector $`X=𝐊\left(Y\right)^{1/2}Y`$. Conversely, use the arithmetic-geometric means inequality (6) on the spectrum of the non-negative symmetric matrix $`𝐊\left(X\right)`$.

## 4. Remarks

It is well-know that the logarithmic Sobolev inequality (2) is a consequence of the Gaussian isoperimetric inequality . In contrast, it is shown in  that the reversed form (7) is equivalent to a translation property . Namely, for any smooth function $`f:𝐑^n[0,1]`$

(12)
$$\left|𝐄_{\gamma _n}\left(f\right)\right|𝐈\left(𝐄_{\gamma _n}\left(f\right)\right),$$

where $`𝐈`$ is the Gaussian isoperimetric function given by $`𝐈:=\mathrm{\Phi }^{}\mathrm{\Phi }^1`$, where $`\mathrm{\Phi }`$ is the Gaussian distribution function given by $`\mathrm{\Phi }():=\gamma ((\mathrm{},])`$. Bobkov’s inequality (12) expresses that among all measurable sets with fixed Gaussian measure, half spaces have minimum barycenter .

### Acknowledgments

The author would like to thanks Michel Ledoux and Cécile Ané for their encouragements and helpful comments.