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# Untitled Document

Constructions of Non-Abelian Zeta Functions for Curves

Lin WENG

Graduate School of Mathematics, Nagoya University, Japan

In this paper, we initiate a geometrically oriented study of local and global non-abelian zeta functions for curves. This consists of two parts: construction and justification.

For the construction, we first use moduli spaces of semi-stable bundles to introduce a new type of zeta functions for curves defined over finite fields. Then, we prove that these new zeta functions are indeed rational and satisfy the functional equation, based on vanishing theorem, duality, Riemann-Roch theorem for cohomology of semi-stable vector bundles. With all this, we next introduce certain global non-abelian zeta functions for curves defined over number fields, via the Euler product formalism. Finally we establish the convergence of our Euler products, from the Clifford Lemma, an ugly yet explicit formula for local non-abelian zeta functions, a result of (Harder-Narasimhan) Siegel about quadratic forms, and Weil’s theorem on Riemann Hypothesis of Artin zeta functions.

As for justification, surely, we check that when only line bundles are involved, (so moduli spaces of semi-stable bundles are nothing but the standard Picard groups), our (new) zeta functions coincide with the classical Artin zeta functions for curves over finite fields and Hasse-Weil zeta functions for curves over number fields respectively. Moreover we compute the rank two zeta functions for genus two curves by studying the so-called non-abelian Brill-Noether loci and their infinitesimal structures. This is indeed a qutie interesting, and in general, should be a very important aspect of the theory: We not only need to precisely describe all of the Brill-Noether loci but the so-called associated infinitesmal structures attached to all Seshadri equivalence classes, in which Weierstrass points appear naturally.

This work is motivated by our studies on new non-abelian zeta functions for number fields and Tamagawa measures associated to the Weil-Petersson metrics on moduli spaces of stable vector bundles. So related conjectures, or better, working hypothesis, are proposed. We hope that our non-abelian zeta functions, which do not really follow the present style of the theory of zeta functions, are acceptable and hence play a certain role in exploring the non-abelian aspect of arithmetic of curves.

Chapter 1. Local Non-Abelian Zeta Functions for Curves

In this chapter, we introduce our non-abelian zeta functions for curves defined over number fields. Basic properties such as meromorphic extensions, rationality and functional equations are established.

1.1. Moduli Spaces of Semi-Stable Bundles

1.1.1. Semi-Stable Bundles. Let $`C`$ be a regular, reduced and irreducible projective curve defined over an algebraically closed field $`\overline{k}`$. Then according to Mumford \[M\], a vector bundle $`V`$ on $`C`$ is called semi-stable (resp. stable) if for any proper subbundle $`V^{}`$ of $`V`$,

$$\mu (V^{}):=\frac{d(V^{})}{r(V^{})}(\mathrm{resp}.)\frac{d(V)}{r(V)}=:\mu (V).$$

Here $`d`$ denotes the degree and $`r`$ denotes the rank.

Proposition. Let $`V`$ be a vector bundle over $`C`$. Then

(a) (\[HN\]) there exists a unique filtration of subbundles of $`V`$, the Harder-Narasimhan filtration of $`V`$,

$$\{0\}=V_0V_1V_2\mathrm{}V_{s1}V_s=V$$

such that for $`1is1`$, $`V_i/V_{i1}`$ is semi-stable and $`\mu (V_i/V_{i1}>\mu (V_{i+1}/V_i);`$

(b) (see e.g. \[Se\]) if moreover $`V`$ is semi-stable, there exists a filtration of subbundles of $`V`$, a Jordan-Hölder filtration of $`V`$,

$$\{0\}=V^{t+1}V^t\mathrm{}V^1V^0=V$$

such that for all $`0it`$, $`V^i/V^{i+1}`$ is stable and $`\mu (V^i/V^{i+1})=\mu (V)`$. Moreover, the associated graded bundle $`\mathrm{Gr}(V):=_{i=0}^tV^i/V^{i+1}`$, the (Jordan-Hölder) graded bundle of $`V`$, is determined uniquely by $`V`$. 1.1.2. Moduli Space of Stable Bundles. Following Seshadri, two semi-stable vector bundles $`V`$ and $`W`$ are called $`S`$-equivalent, if their associated Jordan-Hölder graded bundles are isomorphic, i.e., $`\mathrm{Gr}(V)\mathrm{Gr}(W)`$. Applying Mumford’s general result on geometric invariant theory, Seshadri proves the following

Theorem. (\[Se\]) Let $`C`$ be a regular, reduced, irreducible projective curve of genus $`g2`$ defined over an algebraically closed field. Then over the set $`_{C,r}(d)`$ (resp. $`_{C,r}(L)`$) of $`S`$-equivalence classes of rank $`r`$ and degree $`d`$ (resp. rank $`r`$ and determinant $`L`$) semi-stable vector bundles over $`C`$, there is a natural normal, projective $`(r^2(g1)+1)`$-dimensional (resp. $`(r^21)(g1)`$-dimensional) algebraic variety structure.

Remark. In this paper, we always assume that the genus of $`g`$ is at least 2. For elliptic curves, whose associated moduli spaces are very special, please see \[We2\]. 1.1.3. Rational Points. Now assume that $`C`$ is defined over a finite field $`k`$. Naturally we may talk about $`k`$-rational bundles over $`C`$, i.e., bundles which are defined over $`k`$. Moreover, from geometric invariant theory, projective varieties $`_{C,r}(d)`$ are defined over a certain finite extension of $`k`$; and if $`L`$ itself is defined over $`k`$, the same holds for $`_{C,r}(L)`$. Thus it makes sense to talk about $`k`$-rational points of these moduli spaces too. The relation between these two types of rationality is given by Harder and Narasimhan based on a discussion about Brauer groups:

Proposition. (\[HN\]) Let $`C`$ be a regular, reduced, irreducible projective curve of genus $`g2`$ defined over a finite field $`k`$. Then there exists a finite field $`𝐅_q`$ such that for all $`d`$ (resp. all $`k`$-rational line bundles $`L`$), the subset of $`𝐅_q`$-rational points of $`_{C,r}(d)`$ (resp. $`_{C,r}(L)`$) consists exactly of all $`S`$-equivalence classes of $`𝐅_q`$-rational bundles in $`_{C,r}(d)`$ (resp. $`_{C,r}(L)`$).

From now on, without loss of generality, we always assume that finite fields $`𝐅_q`$ (with $`q`$ elements) satisfy the property in the Proposition. Also for simplicity, we write $`_{C,r}(d)`$ (resp. $`_{C,r}(L)`$) for $`_{C,r}(d)(𝐅_q)`$ (resp. $`_{C,r}(L)(𝐅_q)`$), the subset of $`𝐅_q`$-rational points, and call them moduli spaces by an abuse of notations.

1.2. Local Non-Abelian Zeta Functions

1.2.1. Definition. Let $`C`$ be a regular, reduced, irreducible projective curve of genus $`g2`$ defined over the finite field $`𝐅_q`$ with $`q`$ elements. Define the rank $`r`$ non-abelian zeta function $`\zeta _{C,r,𝐅_q}(s)`$ by setting

$$\zeta _{C,r,𝐅_q}(s):=\underset{V[V]_{C,r}(d),d0}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{d(V)},\mathrm{Re}(s)>1.$$

Proposition. With the same notation as above, $`\zeta _{C,1,𝐅_q}(s)`$ is nothing but the classical Artin zeta function for curve $`C`$. That is to say,

$$\zeta _{C,1,𝐅_q}(s)=\underset{D0}{}\frac{1}{N(D)^s}\mathrm{Re}(s)>1.$$

Here $`D`$ runs over all effective divisors of $`C`$.

Proof. By definition, the classical Artin zeta function (\[A\]) for $`C`$ is given by

$$\zeta _C(s):=\underset{D0}{}\frac{1}{N(D)^s}.$$

Here $`N(D)=q^{d(D)}`$ with $`d(\mathrm{\Sigma }_Pn_PP)=\mathrm{\Sigma }_Pn_Pd(P)`$. Thus by first grouping effective divisors according to their rational equivalence classes $`𝒟`$, then taking the sum on effective divisors in the same class, we obtain

$$\zeta _C(s)=\underset{𝒟}{}\underset{D𝒟,D0}{}\frac{1}{N(D)^s}.$$

Clearly,

$$\underset{D𝒟,D0}{}\frac{1}{N(D)^s}=\frac{q^{h^0(C,𝒟)}1}{q1}(q^s)^{d(𝒟)}.$$

Therefore,

$$\zeta _C(s)=\underset{L\mathrm{Pic}^d(C),d0}{}\frac{q^{h^0(C,L)}1}{\mathrm{\#}\mathrm{Aut}(L)}(q^s)^{d(L)}$$

due to the fact that $`\mathrm{Aut}(V)𝐅_q^{}`$. 1.2.2. Convergence and Rationality. Clearly, we must show that for general $`r`$, the infinite summation in the definition of our non-abelian zeta function $`\zeta _{C,r,𝐅_q}(s)`$ converges when $`\mathrm{Re}(s)>1`$. For this, let us start with the following vanishing result for semi-stable bundles.

Lemma 1. Let $`V`$ be a degree $`d`$ and rank $`r`$ semi-stable vector bundle on $`C`$. Then

(a) if $`dr(2g2)+1`$, $`h^1(C,V)=0`$;

(b) if $`d<0`$, $`h^0(C,V)=0`$.

Proof. This is a direct consequence of the fact that if $`V`$ and $`W`$ are semi-stable bundles with $`\mu (V)>\mu (W)`$, then $`H^0(C,\mathrm{Hom}(V,W))=\{0\}`$.

Thus, from definition,

$$\begin{array}{cc}\hfill \zeta _{C,r,𝐅_q}(s)=& \underset{V[V]_{C,r}(d),0dr(2g2)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{d(V)}\hfill \\ & +\underset{V[V]_{C,r}(d),dr(2g2)+1}{}\frac{q^{d(V)r(g1)}1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{d(V)}.\hfill \end{array}$$

Clearly only finitely many terms appear in the first summation, so it suffices to show that when $`\mathrm{Re}(s)>1`$, the second term converges. For this purpose, we introduce the so-called Harder-Narasimhan numbers

$$\beta _{C,r,𝐅_q}(d):=\underset{V[V]_{C,r}(d)}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}.$$

Lemma 2. With the same notation as above, for all $`n𝐙`$,

$$\beta _{C,r,𝐅_q}(d+rn)=\beta _{C,r,𝐅_q}(d).$$

Proof. This comes from the following two facts: (1) there is a degree one $`𝐅_q`$-rational line bundle $`A`$ on $`C`$; and (2) $`\mathrm{Aut}(V)\mathrm{Aut}(VA^n)`$ and $`d(VA^n)=d(V)+rn`$.

Therefore, the second summation becomes

$$\begin{array}{cc}& \underset{i=1}{\overset{r}{}}\beta _{C,r,𝐅_q}(i)\underset{n=2g2}{\overset{\mathrm{}}{}}\left(q^{nr+ir(g1)}1\right)(q^s)^{nr+i}\hfill \\ \hfill =& \underset{i=1}{\overset{r}{}}\beta _{C,r,𝐅_q}(i)(q^s)^i\left(q^{ir(g1)}\frac{q^{(1s)r(2g2)}}{1q^{(1s)r}}\frac{q^{(s)r(2g2)}}{1q^{(s)r}}\right),\hfill \end{array}$$

provided that $`|q^s|<1`$. Thus we have proved the following

Proposition. The non-abelian zeta function $`\zeta _{C,r,𝐅_q}(s)`$ is well-defined for $`\mathrm{Re}(s)>1`$, and admits a meromorphic extension to the whole complex $`s`$-plane.

Moreover, if we set $`t:=q^s`$ and introduce the non-abelian $`Z`$-function of $`C`$ by setting

$$\zeta _{C,r,𝐅_q}(s)=:Z_{C,r,𝐅_q}(t):=\underset{V[V]_{C,r}(d),d0}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^{d(V)},|t|<1.$$

Then the above calculation implies that

$$Z_{C,r,𝐅_q}(t)=\underset{d=0}{\overset{r(2g2)}{}}\left(\underset{V[V]_{C,r}(d)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}\right)t^d+\underset{i=1}{\overset{r}{}}\beta _{C,r,𝐅_q}(i)\left(\frac{q^{r(g1)+i}}{1q^rt^r}\frac{1}{1t^r}\right)t^{r(2g2)+i}.$$

Therefore, there exists a polynomial $`P_{C,r,𝐅_q}(s)𝐐[t]`$ such that

$$Z_{C,r,𝐅_q}(t)=\frac{P_{C,r,𝐅_q}(t)}{(1t^r)(1q^rt^r)}.$$

In this way, we have established the following

Rationality. Let $`C`$ be a regular, reduced irreducible projective curve defined over $`𝐅_q`$ with $`Z_{C,r,𝐅_q}(t)`$ the rank $`r`$ non-abelian $`Z`$-function. Then, there exists a polynomial $`P_{C,r,𝐅_q}(s)𝐐[t]`$ such that

$$Z_{C,r,𝐅_q}(t)=\frac{P_{C,r,𝐅_q}(t)}{(1t^r)(1q^rt^r)}.$$

1.2.3. Functional Equation. Besides the fact that $`P_{C,r,𝐅_q}(t)𝐐[t]`$, we know very little about this polynomial. To understand $`P_{C,r,𝐅_q}(s)`$ better, as well as for the theoretical purpose, we next study the functional equation for rank $`r`$ zeta functions. As a preparation, here we introduce the rank $`r`$ non-abelian $`\xi `$-function $`\xi _{C,r,𝐅_q}(s)`$ by setting

$$\xi _{C,r,𝐅_q}(s):=\zeta _{C,r,𝐅_q}(s)(q^s)^{r(g1)}.$$

So

$$\xi _{C,r,𝐅_q}(s)=\underset{V[V]_{C,r}(d),d0}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)},\mathrm{Re}(s)>1,$$

where $`\chi (C,V)`$ denotes the Euler-Poincaré characteristic of $`V`$.

Functional Equation. Let $`C`$ be a regular, reduced irreducible projective curve defined over $`𝐅_q`$ with $`\xi _{C,r,𝐅_q}(s)`$ its associated rank $`r`$ non-abelian $`\xi `$-function. Then,

$$\xi _{C,r,𝐅_q}(s)=\xi _{C,r,𝐅_q}(1s).$$

Before proving the functional equation, we give the following

Corollary. With the same notation as above,

(a) $`P_{C,r,𝐅_q}(t)𝐐[t]`$ is a degree $`2rg`$ polynomial;

(b) Denote all reciprocal roots of $`P_{C,r,𝐅_q}(t)`$ by $`\omega _{C,r,𝐅_q}(i),i=1,\mathrm{},2rg`$. Then after a suitable rearrangement,

$$\omega _{C,r,𝐅_q}(i)\omega _{C,r,𝐅_q}(2rgi)=q,i=1,\mathrm{},rg;$$

(c) For each $`m𝐙_1`$, there exists a rational number $`N_{C,r,𝐅_q}(m)`$ such that

$$Z_{r,C,𝐅_q}(t)=P_{C,r,𝐅_q}(0)\mathrm{exp}\left(\underset{m=1}{\overset{\mathrm{}}{}}N_{C,r,𝐅_q}(m)\frac{t^m}{m}\right).$$

Moreover,

$$N_{C,r,𝐅_q}(m)=\{\begin{array}{cc}r(1+q^m)_{i=1}^{2rg}\omega _{C,r,𝐅_q}(i)^m,\hfill & \text{if }r|m\text{;}\hfill \\ _{i=1}^{2rg}\omega _{C,r,𝐅_q}(i)^m,\hfill & \text{if }rm\text{;}\hfill \end{array}$$

(d) For any $`a𝐙_{>0}`$, denote by $`\zeta _a`$ a primitive $`a`$-th root of unity and set $`T=t^a`$. Then

$$\underset{i=1}{\overset{a}{}}Z_{C,r}(\zeta _a^it)=(P_{C,r,𝐅_q}(0))^a\mathrm{exp}\left(\underset{m=1}{\overset{\mathrm{}}{}}N_{r,C,𝐅_q}(ma)\frac{T^m}{m}\right).$$

Proof. (a) and (b) are direct consequences of the functional equation, while (c) and (d) are direct consequences of (a), (b) and the following well-known relations

$$\underset{i=1}{\overset{a}{}}(\zeta _a^i)^m=\{\begin{array}{cc}a,\hfill & \text{if }a|m\text{,}\hfill \\ 0,\hfill & \text{if }am\text{.}\hfill \end{array}$$

1.2.4. Proof of Functional Equation. To understand the structure of the functional equation clearly, we need to decompose the non-abelian $`\xi `$-function for curves. For this purpose, first recall that the canonical line bundle $`K_C`$ of $`C`$ is defined over $`𝐅_q`$. Thus, for all $`n𝐙`$, we obtain the following natural $`𝐅_q`$-rational isomorphisms:

$$\begin{array}{ccccccc}_r(L)& & _r(LK_C^{nr});& & _r(L)& & _r(L^1K_C^{nr})\\ [V]& & [VK_C^n];& & [V]& & [V^{}K_C^n],\end{array}$$

where $`V^{}`$ denotes the dual of $`V`$. Next, introduce the union

$$_{C,r}^L:=_{n𝐙}\left(_r(LK_C^{nr})_r(L^1K_C^{nr})\right).$$

With this, clearly, we may and indeed always assume that

$$0d(L)r(g1).$$

Further, introduce the partial non-abelian zeta function $`\xi _{C,r,𝐅_q}^L(s)`$ by setting

$$\xi _{C,r,𝐅_q}^L(s):=\underset{V[V]_{C,r}^L}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}\left(q^s\right)^{\chi (C,V)},\mathrm{Re}(s)>1.$$

Clearly, then

$$\xi _{C,r,𝐅_q}(s)=\underset{L}{}\xi _{C,r,𝐅_q}^L(s)$$

where $`L`$ runs over all line bundles appeared in the following (disjoint) union

$$_{d𝐙}_{C,r}(d)=_{L,0d(L)r(g1)}_{C,r}^L.$$

Remark. Here we reminder the reader that the vanishing result of Lemma 1.2.2.1 has been used.

Therefore, to prove the functional equation for $`\xi _{C,r,𝐅_q}(s)`$, it suffices to show

$$\xi _{C,r,𝐅_q}^L(s)=\xi _{C,r,𝐅_q}^L(1s).$$

For this, we have the following

Theorem. For $`\mathrm{Re}(s)>1`$,

$$\begin{array}{cc}& \xi _{C,r,𝐅_q}^L(s)\hfill \\ \hfill =& \frac{1}{2}\underset{V[V]_{C,r}^L;0d(V)r(2g2)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}\left[(q^s)^{\chi (C,V)}+(q^{s1})^{\chi (C,V)}\right]\hfill \\ & +\left[\frac{q^{(1s)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{s(d(L)r(g1))}}{q^{(s)r(2g2)}1}+\frac{q^{(s1)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{(s)(d(L)r(g1))}}{q^{(s)r(2g2)}1}\right]\beta _{C,r,𝐅_q}(L).\hfill \end{array}$$
$`()`$
Here $`\beta _{C,r,𝐅_q}(L):=_{V[V]_{C,r}(L)}\frac{1}{\mathrm{\#}\mathrm{Aut}(E)}`$ denotes the Harder-Narasimhan number. In particular,

(a) $`\xi _{C,r,𝐅_q}^L(s)`$ satisfies the functional equation $`\xi _{C,r,𝐅_q}^L(s)=\xi _{C,r,𝐅_q}^L(1s);`$

(b) the Harder-Narasimhan number $`\beta _{C,r,𝐅_q}(L)`$ is given by the leading term of the singularities of $`\xi _{C,r,𝐅_q}^L(s)`$ at $`s=0`$ and $`s=1`$.

Remark. In this way, we use non-abelian zeta functions to evaluate the so-called Narasimhan-Harder numbers. Thus, the Betti numbers for moduli spaces of stable bundles may also be read from our non-abelian zeta functions. The global version of this will be discussed in 2.2.3 below.

Proof. It suffices to prove (\*). For this, set

$$I(s)=\underset{V[V]_{C,r}^L;0d(V)r(2g2)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)}$$

and

$$II(s)=\underset{V[V]_{C,r}^L;=d(V)>r(2g2)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)}\underset{V[V]_{C,r}^L;d(V)0}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)}.$$

Thus,

$$\xi _{C,r,𝐅_q}^L(s)=I(s)+II(s).$$

So it suffices to show the following

Lemma. With the same notation as above,

(a) $`I(s)=\frac{1}{2}_{V[V]_{C,r}^L;0d(V)r(2g2)}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}\left[(q^s)^{\chi (C,V)}+(q^{s1})^{\chi (C,V)}\right];`$ and

(b)

$$II(s)=\left[\frac{q^{(1s)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{s(d(L)r(g1))}}{q^{(s)r(2g2)}1}+\frac{q^{(s1)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{(s)(d(L)r(g1))}}{q^{(s)r(2g2)}1}\right]\beta _{C,r,𝐅_q}(L).$$

Proof. (a) comes from Riemann-Roch theorem and Serre duality. Indeed,

$$\begin{array}{cc}\hfill I(s)=& \frac{1}{2}(\underset{V[V]_{C,r}^L;0d(E)r(2g2)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)}\hfill \\ & +\underset{V^{}K_C_{C,r}^L;0d(V^{}K_C)r(2g2)}{}\frac{q^{h^0(C,V^{}K_C)}}{\mathrm{\#}\mathrm{Aut}(V^{}K_C)}(q^s)^{\chi (C,V^{}K_C)})\hfill \\ \hfill =& \frac{1}{2}\underset{V[V]_{C,r}^L;0d(E)r(2g2)}{}\left[\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,V)}+\frac{q^{h^1(C,V^{}K_C)}}{\mathrm{\#}\mathrm{Aut}(V^{}K_C)}(q^{1s})^{\chi (C,V^{}K_C)}\right]\hfill \\ \hfill =& \frac{1}{2}\underset{V[V]_{C,r}^L;0d(V)r(2g2)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)}\left[(q^s)^{\chi (C,V)}+(q^{s1})^{\chi (C,V)}\right].\hfill \end{array}$$

As for (b), clearly by the vanishing result,

$$\begin{array}{cc}\hfill T_{r,L}(s)=& \underset{V[V]_{C,r}^L;d(E)>r(2g2)}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(E)}(q^{1s})^{\chi (C,V)}\underset{V[V]_{C,r}^L;d(E)0}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(E)}(q^s)^{\chi (C,V)}\hfill \\ \hfill =& (\underset{V[V]_{C,r}(LK_C^{rn});d(L)+rn(2g2)>r(2g2)}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}(q^{1s})^{\chi (C,E)}\hfill \\ & \underset{V[V]_{C,r}(L^1K_C^{rn});d(L)+rn(2g2)0}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,E)})\hfill \\ & +(\underset{V[V]_{C,r}(L^1K_C^{rn});d(L)+rn(2g2)>r(2g2)}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}(q^{1s})^{\chi (C,E)}\hfill \\ & \underset{V[V]_{C,r}(LK_C^{rn});d(L)+rn(2g2)>0}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}(q^s)^{\chi (C,E)}).\hfill \end{array}$$

But $`\chi (C,V)`$ depends only on $`d(V)`$. Thus, accordingly,

$$\begin{array}{cc}\hfill II(s)=& [(\underset{n=1}{\overset{\mathrm{}}{}}(q^{1s})^{d(L)+nr(2g2)r(g1)}\underset{n=1}{\overset{\mathrm{}}{}}(q^s)^{d(L)+nr(2g2)r(g1)})\hfill \\ & +(\underset{n=2}{\overset{\mathrm{}}{}}(q^{1s})^{d(L)+nr(2g2)r(g1)}\underset{n=0}{\overset{\mathrm{}}{}}(q^s)^{d(L)+nr(2g2)r(g1)})]\beta _{C,r}(L)\hfill \\ \hfill =& \left[\frac{q^{(1s)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{s(d(L)r(g1))}}{q^{(s)r(2g2)}1}+\frac{q^{(s1)(d(L)r(g1))}}{q^{(s1)r(2g2)}1}+\frac{q^{(s)(d(L)r(g1))}}{q^{(s)r(2g2)}1}\right]\beta _{C,r,𝐅_q}(L).\hfill \end{array}$$

This completes the proof of the lemma, and hence the Theorem and the Functional Equation for rank $`r`$ zeta functions of curves.

Chapter 2. Global Non-Abelian Zeta Functions for Curves

In this chapter, we introduce new non-abelian zeta functions for curves defined over number fields via the Euler product formalism. Thus the global construction is based on our study for the non-abelian zeta of curves defined over finite fields in Chapter 1. Main result of this chapter is about a convergence region of such Euler products. Key ingredients of the proof are a result of (Harder-Narasimhan) Siegel, an ugly yet very precise formula for our local zeta functions, Clifford Lemma for semi-stable vector bundles, and Weil’s theorem on Riemann Hypothesis for Artin zeta functions.

2.1. Preparations

2.1.1. Invariants $`\alpha ,\beta `$ and $`\gamma `$. Let $`C`$ be a regular, reduced, irreducible projective curve of genus $`g`$ defined over the finite field $`𝐅_q`$ with $`q`$ elements. As in Chapter 1, we then get (the subset of $`𝐅_q`$-rational points of) the associated moduli spaces $`_{E,r}()`$ and $`_{C,r}(d)`$. Recall that in Chapter 1, motivated by a work of Harder-Narasimhan \[HN\], we, following Desale-Ramanan \[DR\], define the Harder-Narasimhan numbers $`\beta _{C,r,𝐅_q}(L),\beta _{C,r,𝐅_q}(d)`$, which are very useful in the discussion of our zeta functions. Now we introduce new invariants for $`C`$ by setting

$$\alpha _{C,r,𝐅_q}(d):=\underset{V[V]_{C,r}(d)(𝐅_q)}{}\frac{q^{h^0(C,V)}}{\mathrm{\#}\mathrm{Aut}(V)},\gamma _{C,r,𝐅_q}(d):=\underset{V[V]_{C,r}(d)(𝐅_q)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)},$$

and similarly define $`\alpha _{C,r,𝐅_q}(L)`$ and $`\gamma _{C,r,𝐅_q}(L)`$.

Lemma. With the same notation as above,

(1) for $`\alpha _{C,r,𝐅_q}(d)`$,

$$\alpha _{C,r,𝐅_q}(d)=\{\begin{array}{cc}\beta _{C,r,𝐅_q}(d);\hfill & \text{if }d<0;\hfill \\ \alpha _{C,r,𝐅_q}(r(2g2)d)q^{dr(g1)},\hfill & \text{if }0dr(2g2);\hfill \\ \beta _{C,r,𝐅_q}(d)q^{dr(g1)},\hfill & \text{if }d>r(2g2);\hfill \end{array}$$

(ii) for $`\beta _{C,r,𝐅_q}(d)`$,

$$\beta _{C,r,𝐅_q}(\pm d+rn)=\beta _{C,r,𝐅_q}(d)n𝐙;$$

(iii) for $`\gamma _{C,r,𝐅_q}(d)`$,

$$\gamma _{C,r,𝐅_q}(d)=\alpha _{C,r,𝐅_q}(d)\beta _{C,r,𝐅_q}(d).$$

Proof. (iii) is simply the definition, while (ii) is a direct consequence of Lemma 1.2.2.2 and the fact that $`\mathrm{Aut}(V)\mathrm{Aut}(V^{})`$ for a vector bundle $`V`$. So it suffices to prove (i).

When $`d<0`$, the relation is deduced from the fact that $`h^0(C,V)=0`$ if $`V`$ is a semi-stable vector bundle with strictly negative degree; when $`0dr(2g2)`$, the result comes from the Riemann-Roch and Serre duality; finally when $`d>r(2g2)`$, the result is a direct consequence of the Riemann-Roch and the fact that $`h^1(C,V)=0`$ if $`V`$ is a semi-stable vector bundle with degree strictly bigger than $`r(2g2)`$.

We here reminder the reader that this Lemma and Lemma 1.2.2.2 tell us that all $`\alpha _{C,r,𝐅_q}(d),\beta _{C,r,𝐅_q}(d)`$ and $`\gamma _{C,r,𝐅_q}(d)`$’s may be calculated from $`\alpha _{C,r,𝐅_q}(i),\beta _{C,r,𝐅_q}(j)`$ with $`i=0,\mathrm{},r(g1)`$ and $`j=0,\mathrm{},r1`$.

2.1.2. Asymptotic Behaviors of $`\alpha ,\beta `$ and $`\gamma `$

For later use, we here discuss the asymptotic behavior of $`\alpha _{C,r,𝐅_q}(d)`$, $`\beta _{C,r,𝐅_q}(d)`$, and $`\gamma _{C,r,𝐅_q}(0)`$ when $`q\mathrm{}`$. Proposition. With the same notation as above, when $`q\mathrm{}`$,

(a) For all $`d`$,

$$\beta _{C,r,𝐅_q}(d)=O\left(q^{r^2(g1)}\right);$$

(b)

$$\frac{q^{(r1)(g1)}}{\gamma _{C,r,𝐅_q}(0)}=O\left(1\right).$$

(c) For $`0dr(g1)`$,

$$\frac{\alpha _{C,r,𝐅_q}(d)}{q^{d/2+r+r^2(g1)}}=O(1).$$

Proof. Following Harder and Narasimhan \[HN\], a result of Siegel on quadratic forms, which is equivalent to the fact that Tamagawa number of $`\mathrm{SL}_r`$ is 1, may be understood via the following relation on automorphism groups of rank $`r`$ vector bundles:

$$\underset{V:r(V)=r,\mathrm{det}(V)=L}{}\frac{1}{\mathrm{\#}\mathrm{Aut}(V)}=\frac{q^{(r^21)(g1)}}{q1}\zeta _C(2)\mathrm{}\zeta _C(r).$$

Here $`V`$ runs over all rank $`r`$ vector bundles with determinant $`L`$ and $`\zeta _C(s)`$ denotes the Artin zeta function of $`C`$. Thus,

$$0<\beta _{C,r,𝐅_q}(L)\frac{q^{(r^21)(g1)}}{q1}\zeta _C(2)\mathrm{}\zeta _C(r).$$

This implies

$$\beta _{C,r,𝐅_q}(d)=\underset{i=1}{\overset{2g}{}}(1\omega _{C,1,𝐅_q}(i))\beta _{C,r,𝐅_q}(L)\underset{i=1}{\overset{2g}{}}(1\omega _{C,1,𝐅_q}(i))\frac{q^{(r^21)(g1)}}{q1}\zeta _C(2)\mathrm{}\zeta _C(r).$$

Here two facts are used:

(1) The number of $`𝐅_q`$-rational points of degree $`d`$ Jacobian $`J^d(C)`$ is equal to $`_{i=1}^{2g}(1\omega _{C,1,𝐅_q}(i))`$; and

(2) a result of Desale and Ramanan, which says that for any two $`L,L^{}\mathrm{Pic}^d(C)`$, $`\beta _{C,r,𝐅_q}(L)=\beta _{C,r,𝐅_q}(L^{})`$. (See e.g., \[DR, Prop 1.7.(i)\])

Thus by Weil’s theorem on Riemann Hypothesis on Artin zeta functions (\[W\]),

$$|\omega _{C,1,𝐅_q}(i)|=O(q^{1/2}),i=0,\mathrm{},2g.$$

This then completes the proof of (a).

To prove (b), first note that (b) is equivalent to that, asymptotically, the lower bound of $`\gamma _{C,r,𝐅_q}(0)`$ is at least $`q^{(r1)(g1)}`$. To show this, note that

$$\begin{array}{cc}\hfill \gamma _{C,r,𝐅_q}(0)& \underset{V=𝒪_CL_2\mathrm{}L_r,L_2,\mathrm{},L_r\mathrm{Pic}^0(C),\mathrm{\#}\{𝒪_C,L_2,\mathrm{},L_r\}=r}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}\hfill \\ \hfill =& \frac{1}{(q1)^{r1}}\underset{V=𝒪_CL_2\mathrm{}L_r,L_2,\mathrm{},L_r\mathrm{Pic}^0(C),\mathrm{\#}\{𝒪_C,L_2,\mathrm{},L_r\}=r}{}1.\hfill \end{array}$$

Now, by the above cited result of Weil again, as $`q\mathrm{}`$,

$$\underset{V=𝒪_CL_2\mathrm{}L_r,L_2,\mathrm{},L_r\mathrm{Pic}^0(C),\mathrm{\#}\{𝒪_C,L_2,\mathrm{},L_r\}=r}{}1=O(q^{g(r1)}).$$

So we have (b) as well.

Just as (a), (c) is about to give an upper bound for $`\alpha _{C,r,𝐅_q}(d)`$ for $`0dr(2g2)`$. For this, we first recall the following Clifford Lemma.

Clifford Lemma. (See e.g., \[B-PBGN, Theorem 2.1\]) Let $`V`$ be a semi-stable bundle of rank $`r`$ and degree $`d`$ with $`0\mu (V)2g2`$. Then

$$h^0(C,V)r+\frac{d}{2}.$$

Thus,

$$\alpha _{C,r,𝐅_q}(d)q^{\frac{d}{2}+r}\beta _{C,r,𝐅_q}(d).$$

With this, (c) is a direct consequence of (a).

2.1.3. Ugly Formula Recall that the rationality of $`\zeta _{C,r,𝐅_q}(s)`$ says that there exists a degree $`2rg`$ polynomial $`P_{C,r,𝐅_q}(t)𝐐[t]`$ such that

$$Z_{C,r,𝐅_q}(t)=\frac{P_{C,r,𝐅_q}(t)}{(1t^r)(1q^rt^r)}.$$

Thus we may set

$$P_{C,r,𝐅_q}(t)=\underset{i=0}{\overset{2rg}{}}a_{C,r,𝐅_q}(i)t^i.$$

On the other hand, by the functional equation for $`\xi _{C,r,𝐅_q}(t)(s)`$, we have

$$P_{C,r,𝐅_q}(t)=P_{C,r,𝐅_q}(\frac{1}{qt})q^{rg}t^{2rg}.$$

Thus by comparing coefficients on both sides, we get the following

Lemma. With the same notation as above, for $`i=0,1,\mathrm{},rg1`$,

$$a_{C,r,𝐅_q}(2rgi)=a_{C,r,𝐅_q}(i)q^{rgi}.$$

Now, to determine $`P_{C,r,𝐅_q}(t)`$ and hence $`\zeta _{C,r,𝐅_q}(s)`$ it suffices to find $`a_{C,r,𝐅_q}(i)`$ for $`i=0,1,\mathrm{},rg`$.

Proposition. (An Ugly Formula) With the same notation as above,

$$\begin{array}{cc}& a_{C,r,𝐅_q}(i)\hfill \\ \hfill =& \{\begin{array}{cc}\alpha _{C,r,𝐅_q}(d)\beta _{C,r,𝐅_q}(d),\hfill & \text{if }0ir1\text{;}\hfill \\ \alpha _{C,r,𝐅_q}(d)(q^r+1)\alpha _{C,r,𝐅_q}(dr)+q^r\beta _{C,r,𝐅_q}(dr),\hfill & \text{if }ri2r1\text{;}\hfill \\ \alpha _{C,r,𝐅_q}(d)(q^r+1)\alpha _{C,r,𝐅_q}(dr)+q^r\alpha _{C,r,𝐅_q}(d2r),\hfill & \text{if }2rir(g1)1\text{;}\hfill \\ (q^r+1)\alpha _{C,r,𝐅_q}(r(g2))+q^r\alpha _{C,r,𝐅_q}(r(g3))+\alpha _{C,r,𝐅_q}(r(g1)),\hfill & \text{if }i=r(g1)\text{;}\hfill \\ \alpha _{C,r,𝐅_q}(d)(q^r+1)\alpha _{C,r,𝐅_q}(dr)+\alpha _{C,r,𝐅_q}(d2r)q^r,\hfill & \text{if }r(g1)+1irg1\text{;}\hfill \\ 2q^r\alpha _{C,r,𝐅_q}(r(g2))(q^r+1)\alpha _{C,r,𝐅_q}(r(g1)),\hfill & \text{if }i=rg\text{;}\hfill \end{array}\hfill \end{array}$$

Proof. By definition,

$$\begin{array}{cc}& Z_{C,r,𝐅_q}(t)\hfill \\ \hfill =& (\underset{d=0}{\overset{r(2g2)}{}}+\underset{d=r(2g2)+1}{\overset{\mathrm{}}{}})\underset{V[V]_{C,r}(d),d0}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^d\hfill \\ \hfill =& \underset{d=0}{\overset{r(2g2)}{}}\underset{V[V]_{C,r}(d)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^d\hfill \\ & +\underset{i=1}{\overset{r}{}}\underset{n=2g2}{\overset{\mathrm{}}{}}\underset{d=rn+i}{}\underset{V[V]_{C,r}(d)}{}\frac{q^{rn+ir(g1)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^{rn+i}\hfill \\ \hfill =& \underset{d=0}{\overset{r(2g2)}{}}\underset{V[V]_{C,r}(d)(𝐅_q)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^d\hfill \\ & +\frac{q^{r(1g)}}{1(qt)^r}(qt)^{r(2g2)}\underset{i=1}{\overset{r}{}}\beta _{C,r,𝐅_q}(i)(qt)^i\frac{1}{1t^r}t^{r(2g2)}\underset{i=1}{\overset{r}{}}\beta _{C,r,𝐅_q}(i)t^i,\hfill \end{array}$$

by a similar calculation as in the proof of Lemma 1.2.4.(b). Now

$$\underset{d=0}{\overset{r(2g2)}{}}=\underset{d=0,r(2g2)}{}+\underset{d=1,r(2g2)1}{}+\mathrm{}+\underset{d=r(g1)1,r(g1)+1}{}+\underset{d=r(g1)}{}.$$

Thus, by Riemann-Roch, Serre duality and Lemma 2.1.1, we conclude that

$$\begin{array}{cc}& \underset{d=0}{\overset{r(2g2)}{}}\underset{V[V]_{C,r}(d)}{}\frac{q^{h^0(C,V)}1}{\mathrm{\#}\mathrm{Aut}(V)}t^d\hfill \\ \hfill =& \underset{d=0}{\overset{r(g1)1}{}}\left[\alpha _{C,r,𝐅_q}(d)\left(t^d+q^{r(g1)d}t^{r(2g2)d}\right)\beta _{C,r,𝐅_q}(d)\left(t^d+t^{r(2g2)d}\right)\right]\hfill \\ & +\left(\alpha _{C,r,𝐅_q}(r(g1))\beta _{C,r,𝐅_q}(r(g1))\right)t^{r(g1)}.\hfill \end{array}$$

With all this, together with Lemmas 1.2.2.2 and 2.1.1, by a couple of pages routine calculation, we are lead to the ugly yet very precise formula in the proposition.

2.2. Global Non-Abelian Zeta Functions for Curves

2.2.1. Definition. Let $`𝒞`$ be a regular, reduced, irreducible projective curve of genus $`g`$ defined over a number field $`F`$. Let $`S_{\mathrm{bad}}`$ be the collection of all infinite places and these finite places of $`F`$ at which $`𝒞`$ do not have good reductions. As usual, a place $`v`$ of $`F`$ is called good if $`vS_{\mathrm{bad}}`$.

Thus, in particular, for any good place $`v`$ of $`F`$, the $`v`$-reduction of $`𝒞`$, denoted as $`𝒞_v`$, gives a regular, reduced, irreducible projective curve defined over the residue field field $`F(v)`$ of $`F`$ at $`v`$. Denote the cardinal number of $`F(v)`$ by $`q_v`$. Then, by the construction of Chapter 1, we obtain the associated rank $`r`$ non-abelian zeta function $`\zeta _{𝒞_v,r,𝐅_{q_v}}(s)`$. Moreover, from the rationality of $`\zeta _{𝒞_v,r,𝐅_{q_v}}(s)`$, there exists a degree $`2rg`$ polynomial $`P_{𝒞_v,r,𝐅_{q_v}}(t)𝐐[t]`$ such that

$$Z_{𝒞_v,r,𝐅_{q_v}}(t)=\frac{P_{𝒞_v,r,𝐅_{q_v}}(t)}{(1t^r)(1q^rt^r)}.$$

Clearly,

$$P_{𝒞_v,r,𝐅_{q_v}}(0)=\gamma _{𝒞_v,r,𝐅_{q_v}}(0)0.$$

Thus it makes sense to introduce the polynomial $`\stackrel{~}{P}_{𝒞_v,r,𝐅_{q_v}}(t)`$ with constant term 1 by setting

$$\stackrel{~}{P}_{𝒞_v,r,F(v)}(t):=\frac{P_{𝒞_v,r,F(v)}(t)}{P_{𝒞_v,r,F(v)}(0)}.$$

Now by definition, the rank $`r`$ non-abelian zeta function $`\zeta _{𝒞,r,F}(s)`$ of $`𝒞`$ over $`F`$ is the following Euler product

$$\zeta _{𝒞,r,F}(s):=\underset{v:\mathrm{good}}{}\frac{1}{\stackrel{~}{P}_{𝒞_v,r,𝐅_{q_v}}(q_v^s)},\mathrm{Re}(s)>>0.$$

Clearly, when $`r=1`$, $`\zeta _{𝒞,r,F}(s)`$ coincides with the classical Hasse-Weil zeta function for $`C`$ over $`F`$ (\[H\]).

2.2.2. Convergence. At this earlier stage of the study of our non-abelian zeta functions, the central problem is to justify the above definition. That is to say, to show indeed the Euler product in 2.2.1 converges. In this direction, we have the following Conjecture. Let $`𝒞`$ be a regular, reduced, irreducible projective curve of genus $`g`$ defined over a number field $`F`$. Then its associated rank $`r`$ global non-abelian zeta function $`\zeta _{𝒞,r,F}(s)`$ admits a meromorphic continuation to the whole complex $`s`$-plane.

Recall that even when $`r=1`$, i.e., for the classical Hasse-Weil zeta functions, this conjecture has not been confirmed. However, for general $`r`$, we have the following Theorem. Let $`𝒞`$ be a regular, reduced, irreducible projective curve defined over a number field $`F`$. Then its associated rank r global non-abelian zeta function $`\zeta _{𝒞,r,F}(s)`$ converges when $`\mathrm{Re}(s)1+g+(r^2r)(g1)`$. Proof. Clearly, it suffices to show that for the reciprocal roots $`\omega _{C,r,𝐅_q}(i),i=1,\mathrm{},2rg`$ of $`P_{C,r,𝐅_q}(t)`$ associated to curves $`C`$ over finite fields $`𝐅_q`$,

$$|\omega _{C,r,𝐅_q}(i)|=O(q^{g+(r^21)(g1)}).$$

Thus we are lead to estimate coefficients of $`P_{C,r,𝐅_q}(t)`$. Since we have the ugly yet very precise formula for these coefficients, i.e., Lemma and Proposition 2.1.3, it suffices to give upper bounds for $`\alpha _{C,f,𝐅_q}(i),\beta _{C,f,𝐅_q}(j)`$ and a lower bound for $`\gamma _{C,f,𝐅_q}(0)`$, the constant term of $`P_{C,r,_q}(t)`$. This is achieved in Proposition 2.1.2.

2.2.3. Working Hypothesis. Like in the theory for abelian zeta functions, we want to use our non-abelian zeta functions to study non-abelian aspect of arithmetic of curves. Motivated by the classical analytic class number formula for Dedekind zeta functions and its counterpart BSD conjecture for Hasse-Weil zeta functions of elliptic curves, we expect that our non-abelian zeta function could be used to understand the Weil-Petersson volumes of moduli space of stable bundles as well as the associated Tamagawa measures.

For doing so, we then also need to introduce the local factors for ‘bad’ places. This may be done as follows: for $`\mathrm{\Gamma }`$-factors, we take these coming from the functional equation for $`\zeta _F(rs)\zeta _F(r(s1))`$, where $`\zeta _F(s)`$ denotes the standard Dedekind zeta function for $`F`$; while for finite bad places, we do as follows: first, use the semi-stable reduction for curves to find a semi-stable model for $`𝒞`$, then use Seshadri’s moduli spaces of parabolic bundles to construct polynomials for singular fibers, which usually have degree lower than $`2rg`$. With all this being done, we then can introduce the so-called completed rank $`r`$ non-abelian zeta function for $`𝒞`$ over $`F`$, or better, the completed rank $`r`$ non-abelian zeta function $`\xi _{X,r,𝒪_F}(s)`$ for a semi-stable model $`X\mathrm{Spec}(𝒪_F)`$ of $`𝒞`$. Here $`𝒪_F`$ denotes the ring of integers of $`F`$. (If necessary, we take a finite extension of $`F`$.)

Conjecture. $`\xi _{X,r,𝒪_F}(s)`$ is holomorphic and satisfies the functional equation

$$\xi _{X,r,𝒪_F}(s)=\pm \xi _{X,r,𝒪_F}(1+\frac{1}{r}s).$$

Moreover, we expect that for certain classes of curves, the inverse Mellin transform of our non-abelian zeta functions are naturally associated to certain modular forms of weight $`1+\frac{1}{r}`$.

Remark. From our study for non-abelian zeta functions of elliptic curves \[We2\], we obtain the following so-called ‘absolute Euler product’ for rank 2 zeta functions of elliptic curves

$$\begin{array}{cc}\hfill \zeta _2(s)=& \underset{p>2;\mathrm{prime}}{}\frac{1}{1+(p1)p^s+(2p4)p^{2s}+(p^2p)p^{3s}+p^2p^{4s}}\hfill \\ \hfill =& \underset{p>2;\mathrm{prime}}{}\frac{1}{A_p(s)+B_p(s)p^{2s}},\mathrm{Re}(s)>2\hfill \end{array}$$

with

$$A_p(s)=1+(p1)p^s+(p2)p^{2s},B_p(s)=(p2)+(p^2p)p^s+p^2p^{2s}.$$

Set $`t:=q^s`$ and $`a_p(t):=A_p(s),b_p(t):=B_p(s)`$. Then in $`𝐙[t]`$, we have the factorization

$$a_p(t)=(1+(p2)t)(1+t),b_p(t)=((p2)+pt)(1+pt)$$

and

$$a_p(\frac{1}{pt})=\frac{1}{p^2t^2}b_p(t).$$

We hope a similar discussion on Hecke operators as in the classical theory of $`L`$-functions, or better modular forms, works here as well. In particular we ask the following

Questions. (a) What can we say about $`\zeta _2(s)`$?

(b) What is the importance of the factorization of $`a_p(t)`$ and $`b_p(t)`$ in $`𝐙[t]`$?

Chapter 3. Non-Abelian Zeta Functions and Infinitesimal Structures of Brill-Noether Loci

In this chapter, we study the infinitesimal structures of the so-called non-abelian Brill-Noether loci for rank two semi-stable vector bundles over genus two curves. As an application, we calculate the corresponding rank two non-abelian zeta functions for genus two curves. During this process, we see clearly how Weierstrass points, intrinsic arithmetic invariants of curves \[We3\], contribute to our zeta functions among others.

We in this chapter assume that the characteristic of the base field is strictly bigger than 2 for simplicity.

3.1. Infinitesimal Structures of Non-Abelian Brill-Noether Loci

3.1.1. Invariants $`\beta _{C,2,𝐅_q}(d)`$. Let $`C`$ be a regular reduced irreducible projective curve defined over $`𝐅_q`$. Here we want to calculate Harder-Narasimhan numbers $`\beta _{C,2,𝐅_q}(d)`$ for all $`d`$. Note that from Lemma 2.1.1,

$$\beta _{C,2,𝐅_q}(d)=\beta _{C,2,𝐅_q}(d+2n).$$

So it suffices to calculate $`\beta _{C,2,𝐅_q}(d)`$ when $`d=0,1`$. For this, we cite the following result of Desale and Ramanan:

Proposition. (\[DR\]) With the same notation as above, for $`L\mathrm{Pic}^d(C),d=0,1`$,

$$\beta _{C,2,𝐅_q}(L)=\frac{q^3}{q1}\zeta _C(2)q\underset{i=1}{\overset{4}{}}(1\omega _i)\underset{d_1+d_2=d,d_1>d_2}{}\frac{\beta _{C,1,𝐅_q}(d_1)\beta _{C,1,𝐅_q}(d_2)}{q^{d_1d_2}}.$$

Here $`\zeta _C(s)`$ denotes the Artin zeta function for $`C`$ and $`\omega _1,\mathrm{},\omega _4`$ are the roots of the associated $`Z`$-function $`Z_C(s)`$, i.e., $`\omega _{C,1,𝐅_q}(i),i=0,\mathrm{},4=2\times 2`$ in our notation.

Thus, in particular, $`\beta _{C,2,𝐅_q}(L)`$ is independent of $`L`$.

Lemma. With the same notation as above, for $`d=0,1`$

$$\beta _{C,2,𝐅_q}(d)=\frac{q^3}{q1}\zeta _C(2)\underset{i=1}{\overset{4}{}}(1\omega _i)\frac{q^{d+1}}{(q1)^2(q^21)}\underset{i=1}{\overset{4}{}}(1\omega _i)^4.$$

Proof. This comes from the following two facts:

(1) for all $`d`$,

$$\beta _{C,1,𝐅_q}(d)=\frac{\underset{i=1}{\overset{4}{}}(1\omega _i)}{q1};$$

(2) the number of $`𝐅_q`$-rational points of $`\mathrm{Pic}^d(C)`$ is equal to $`_{i=1}^4(1\omega _i)`$.

3.1.2. Infinitesimal structures: a taste. Here we want to calculate $`\alpha _{C,2,𝐅_q}(0)`$. By Lemma 3.1.1, it suffices to give $`\gamma _{C,2,𝐅_q}(0)`$. So we are lead to study $`\gamma _{C,2,𝐅_q}(L)`$ which is supported over the Brill-Noether locus

$$W_{C,2}^0(L):=\{[V]_{C,2}(L):h^0(C,\mathrm{Gr}(V))1\}.$$

(In general, as in the beautiful paper \[B-PGN\], we define the Brill-Noether locus

$$W_{C,2}^k(L):=\{[V]_{C,2}(L):h^0(C,\mathrm{Gr}(V))k+1\}.)$$

Note that no degree zero stable bundle admits non-trivial global sections, so $`W_{C,2}^0(L):=\{[𝒪_CL]\}`$ consists of only a single point.

(a) If $`L=𝒪_C`$, then $`W_{C,2}^0(𝒪_C)=W_{C,2}^1(𝒪_C).`$ Moreover, infinitesimally, $`V=𝒪_C𝒪_C`$ or $`V`$ corresponds to all non-trivial extensions

$$0𝒪_CV𝒪_C0$$

which are parametrized by $`𝐏\mathrm{Ext}^1(𝒪_C,𝒪_C)𝐏^1`$. Thus, by definition,

$$\gamma _{C,2,𝐅_q}(𝒪_C)=\frac{q^21}{(q^21)(q^2q)}+(q+1)\frac{q1}{q(q1)}=\frac{q}{q1}.$$

(b) If $`L𝒪_C`$, then, infinitesimally, $`V=𝒪_CL`$ or $`V`$ corresponds to the single non-trivial extension

$$0𝒪_CVL0.$$

Thus, by definition,

$$\gamma _{C,2,𝐅_q}(L)=\frac{q1}{(q1)^2}+\frac{q1}{q1}=\frac{q}{q1}.$$

Thus we have the following

Lemma. With the same notation as above, for all $`L\mathrm{Pic}^0(C)`$,

$$\gamma _{C,2,𝐅_q}(L)=\frac{q}{q1}.$$

In particular,

$$\gamma _{C,2,𝐅_q}(0)=\frac{q}{q1}\underset{i=1}{\overset{4}{}}(1\omega _i).$$

3.1.3. Invariants $`\alpha _{C,2𝐅_q}(1)`$. As before, it suffices to calculate $`\gamma _{C,2𝐅_q}(L)`$ for all $`L\mathrm{Pic}^1(C)`$. Note that in this case, all bundles are stable, so $`\mathrm{Aut}(V)𝐅_q^{}`$ and

$$W_{C,2}^0(L)\{V:\mathrm{stable},r(V)=2,\mathrm{det}(V)=L,h^0(C,V)1\}.$$

Moreover, by \[B-PGN, Prop. 3.1\],

$$W_{C,2}^0(L)=\{V:\mathrm{stable},r(V)=2,\mathrm{det}(V)=L,h^0(C,V)=1\}$$

and any $`VW_{C,2}^0(L)`$ admits a non-trivial extension

$$0𝒪_CVL0.$$

On the other hand, any non-trivial extension

$$0𝒪_CVL0$$

gives rise a stable bundle. So in fact

$$W_{C,2}^0(L)𝐏\mathrm{Ext}^1(L,𝒪_C)𝐏^1.$$

Thus we have the following

Lemma. With the same notation as above, for $`L\mathrm{Pic}^1(C)`$,

$$W_{C,2}^0(L)𝐏^1,\mathrm{and}\gamma _{C,2,𝐅_q}(L)=q+1.$$

In particular,

$$\gamma _{C,2𝐅_q}(1)=(q+1)\underset{i=1}{\overset{4}{}}(1\omega _i).$$

3.1.4. Non-abelian Brill-Noether loci and their infinitesimal structures. We here want to calculate $`\gamma _{C,r,𝐅_q}(2)`$. This is the most complicated level as $`2=r(g1)`$. For this purpose, we need to understand the structures of the non-abelian Brill-Noether loci $`W_{C,2}^0(L)`$ and $`W_{C,2}^1(L)`$ for $`L\mathrm{Pic}^2(C)`$.

We begin with recalling the structure of the map $`\pi :C\times C/S_2\mathrm{Pic}^2(C)`$. Here $`S_2`$ denotes the symmetric group of two symbols which acts naturally on $`C\times C`$ via $`(x,y)(y,x)`$. One checks that $`\pi `$ is a one point blowing-up centered at the canonical line bundle $`K_C`$ of $`C`$. For later use, denote by $`\mathrm{\Delta }`$ the image of the diagonal of $`C\times C`$ in $`\mathrm{Pic}^2(C)`$.

Next, we want to understand the structure of sublocus $`W_{C,2}^0(L)^{\mathrm{ss}}`$ of $`W_{C,2}^0(L)`$ consisting of non-stable but semi-stable vector bundles.

By definition, for any $`V[V]W_{C,2}^0(L)^{\mathrm{ss}}`$, $`\mathrm{Gr}(V)=𝒪_C(P)L(P)`$ for a suitable ($`𝐅_q`$-rational) point $`PC`$. Thus accordingly,

(a) if $`LK_C`$, then $`W_{C,2}^0(L)^{\mathrm{ss}}`$ is parametrized by ($`𝐅_q`$-rational points of) $`C`$, due to the fact that now $`h^0(C,L)=1`$. Write also $`L=𝒪_C(A+B)`$ with two points $`A,B`$ of $`C`$, which are unique from the above discussion on the map $`\pi `$, we then conclude that

$$W_{C,2}^1(L)=\{[𝒪_C(A)𝒪_C(B)]\}.$$

(b) if $`L=K_C`$, then for any $`P`$, $`K_C=𝒪_C(P+\iota (P))`$ where $`\iota :CC`$ denotes the canonical involution on $`C`$. So

$$W_{C,2}^0(L)^{\mathrm{ss}}=\{[𝒪_C(P)𝒪_C(\iota (P))]:PC\}.$$

Thus, indeed $`W_{C,2}^0(L)^{\mathrm{ss}}`$ is parametrized by $`𝐏^1`$. Moreover,

$$W_{C,2}^1(K_C)=W_{C,2}^0(L)^{\mathrm{ss}}=\{[𝒪_C(P)𝒪_C(\iota (P))]:PC\}.$$

On the other hand, it is easily to check that every non-trivial extension

$$0𝒪_VWL0$$

gives rise to a semi-stable vector bundle $`W`$, and if $`W`$ is not stable, then there exists a point $`QC`$ such that $`W`$ may also be given by the non-trivial extension

$$0𝒪_C(Q)WL(Q)0.$$

Note also that the kernel of the natural map $`H^1(C,\mathrm{Hom}(L,𝒪_C))H^1(C,\mathrm{Hom}(L(Q),𝒪_C))`$ is one dimensional. So among all non-trivial extensions $`0𝒪_CVL0`$, which are parametrized by $`𝐏\mathrm{Ext}^1(L,𝒪_C)𝐏^2`$, the non-stable (yet semi-stable) vector bundles are paremetrized by ($`𝐅_q`$-rational points of) $`C`$ when $`LK_C`$ by (a) and $`𝐏^1`$ when $`L=K_C`$ by (b) above respectively. (See \[NR, Lemma 3.1\]) In this way, we have proved the following result on non-abelian Brill-Noether loci for moduli space of $`_{C,2}(L)`$ with $`L`$ a degree 2 line bundles on a genus two curve, which is not covered by \[B-PGN\]:

Lemma. With the same notation as above, $`W_{C,2}^0(L)𝐏\mathrm{Ext}^1(L,𝒪_C)𝐏^2,`$ in which the locus $`W_{C,2}^0(L)^{\mathrm{ss}}`$ of semi-stable but not stable bundles is parametrized by $`C`$ and $`𝐏^1`$ in the cases $`LK_C`$ and $`L=K_C`$ respectively. More precisely,

(a) if $`L=𝒪_C(A+B)K_C`$ with $`A,B`$ two points of $`C`$, then $`W_{C,2}^0(L)^{\mathrm{ss}}`$, as a birational image of $`C`$ under the complete linear system $`K_C(A+B)`$, is a degree 4 plane curve with a single node located at $`W_{C,2}^1(L)=\{[𝒪_C(A)𝒪_C(B)]\}`$;

(b) If $`L=K_C`$, as a degree 2 regular plane curve,

$$W_{C,2}^1(K_C)=W_{C,2}^0(L)^{\mathrm{ss}}=\{[𝒪_C(P)𝒪_C(\iota (P))]:PC\}𝐏^1.$$

Next, we study the infinitesimal structures of non-abelian Brill-Noether loci. Set

$$W_{C,2}^0(L)^s:=W_{C,2}^0(L)\backslash W_{C,2}^0(L)^{\mathrm{ss}}.$$

Then the infinitesimal structure of $`W_{C,2}^0(L)`$ at points $`[V]W_{C,2}^0(L)^s`$ is simple: each $`[V]`$ consists a single stable rank two vector bundle with $`\mathrm{det}(V)=L,h^0(C,V)=1`$ and $`\mathrm{Aut}(V)𝐅_q^{}`$.

Now we consider $`W_{C,2}^0(L)^{\mathrm{ss}}`$.

(a) $`LK_C`$. Then there exists two points $`A,B`$ of $`C`$ such that $`L=𝒪_C(A+B)`$. Thus, for any $`V[𝒪_C(P)𝒪_C(A+BP)]W_{C,2}^1(L)`$, $`V`$ is given by an extension $`0𝒪_C(P)V𝒪_C(A+BP)0`$ due to the fact that for the non-trivial extension $`0𝒪_C(A+BP)W𝒪_C(P)0`$, $`h^0(C,W)=0`$. Thus, each class $`[𝒪_C(P)𝒪_C(A+BP)]W_{C,2}^1(L)`$ consists of exact two vector bundles, i.e., $`V_1=𝒪_C(P)𝒪_C(A+BP)`$ and $`V_2`$ given by the non-trivial extension $`0𝒪_C(P)V𝒪_C(A+BP)0`$. Clearly, $`h^0(C,V_1)=h^0(C,V_2)=1`$ and $`\mathrm{\#}\mathrm{Aut}(V_1)=(q1)^2,\mathrm{\#}\mathrm{Aut}(V_2)=q1;`$

To study $`W_{C,2}^1(L)=\{[𝒪_C(A)𝒪_C(B)]\}`$, we divide it into two subcases.

(i) $`AB`$. Then there are exact three vector bundles in the class $`[𝒪_C(A)𝒪_C(B)]`$. They are $`V_0=𝒪_C(A)𝒪_C(B)`$, $`V_1`$ given by the non-trivial extension $`0𝒪_C(A)V_2𝒪_C(B)0`$ and $`V_2`$ given by the non-trivial extension $`0𝒪_C(B)V_2𝒪_C(A)0`$. Clearly, $`h^0(C,V_1)=2,h^0(C,V_1)=h^0(C,V_2)=1`$ and $`\mathrm{\#}\mathrm{Aut}(V_0)=(q1)^2,\mathrm{\#}\mathrm{Aut}(V_1)=\mathrm{\#}\mathrm{Aut}(V_2)=q1`$;

Thus in particular,

$$\gamma _{C,2,𝐅_q}(L)=(q^2+q+1(N_11))\frac{q1}{q1}+(N_12)\left(\frac{q1}{(q1)^2}+\frac{q1}{q1}\right)+\left(\frac{q^21}{(q1)^2}+\frac{q1}{q1}+\frac{q1}{q1}\right).$$

Here $`N_1=q+1(\omega _1+\mathrm{}+\omega _4)`$ denotes the number of $`𝐅_q`$-rational points of $`C`$.

(ii) $`A=B`$. Then the infinitesimal structure at $`[𝒪_C(A)𝒪_C(A)]`$ is as follows: an independent point corresponding to $`V_0=𝒪_C(A)𝒪_C(A)`$ and a projective line parametrizing all non-trivial extension $`0𝒪_C(A)V𝒪_C(A)0`$. Clearly, $`h^0(C,V_0)=2,h^0(C,V)=1`$ and $`\mathrm{\#}\mathrm{Aut}(V_0)=(q^21)(q^2q),\mathrm{\#}\mathrm{Aut}(V)=q(q1);`$

Thus in particular,

$$\gamma _{C,2,𝐅_q}(L)=(q^2+q+1(N_11))\frac{q1}{q1}+(N_12)\left(\frac{q1}{(q1)^2}+\frac{q1}{q1}\right)+\left(\frac{q^21}{(q^21)(q^2q)}+(q+1)\frac{q1}{q(q1)}\right).$$

(b) $`L=K_C`$. Then $`K_C=𝒪_C(P+\iota (P))`$ for all points $`P`$. Therefore for all $`[V]W_{C,2}^1(L)=W_{C,2}^0(L)^{\mathrm{ss}}`$, $`[V]=[𝒪_C(P)𝒪_C(\iota (P))]`$. Accordingly, two subcases:

(i) $`P\iota P`$. Then there are exact three vector bundles in the class $`[𝒪_C(P)𝒪_C(\iota (P)]`$. They are $`V_0=𝒪_C(P)𝒪_C(\iota (P))`$, $`V_1`$ given by the non-trivial extension $`0𝒪_C(P)V_1𝒪_C(\iota (P))0`$ and $`V_2`$ given by the non-trivial extension $`0𝒪_C(\iota (P))V_2𝒪_C(P)0`$. Clearly, $`h^0(C,V_0)=2,h^0(C,V_1)=h^0(C,V_2)=1`$ and $`\mathrm{\#}\mathrm{Aut}(V_0)=(q1)^2,\mathrm{\#}\mathrm{Aut}(V_1)=\mathrm{\#}\mathrm{Aut}(V_2)=q1`$;

(ii) $`P=\iota (P)`$ a Weierstrass point, all of which are four. Then the infinitesimal structure at $`[𝒪_C(P)𝒪_C(P)]`$ is as follows: an independent point corresponding to $`V_0=𝒪_C(P)𝒪_C(P)`$ and a projective line parametrizing all non-trivial extension $`0𝒪_C(P)V𝒪_C(P)0`$. Clearly, $`h^0(C,V_0)=2,h^0(C,V)=1`$ and $`\mathrm{\#}\mathrm{Aut}(V_0)=(q^21)(q^2q),\mathrm{\#}\mathrm{Aut}(V)=q(q1).`$

Thus, in particular,

$$\begin{array}{cc}& \gamma _{C,2,𝐅_q}(K_C)=(q^2+q+1(q+1))\frac{q1}{q1}\hfill \\ & +(q+14)\left(\frac{q^21}{(q1)^2}+\frac{q1}{q1}+\frac{q1}{q1}\right)+4\left(\frac{q^21}{(q^21)(q^2q)}+(q+1)\frac{q1}{q(q1)}\right).\hfill \end{array}$$

So we have completed the proof of the following

Proposition. With the same notation as above,

(a) For $`LK_C`$,

(i) if $`L\mathrm{\Delta }`$, $`\gamma _{C,2,𝐅_q}(L)=\frac{q^3+2q3+N_1}{q1}`$;

(ii) if $`L\mathrm{\Delta }`$, $`\gamma _{C,2,𝐅_q}(L)=\frac{q^32+N_1}{q1}`$;

(b) if $`L=K_C`$, $`\gamma _{C,2,𝐅_q}(L)=q^2+3q3`$.

In particular,

$$\gamma _{C,2,𝐅_q}(2)=\left(\underset{i=1}{\overset{4}{}}(1\omega _i)(q+1)\right)\frac{q^3+2q3+N_1}{q1}+q\frac{q^32+N_1}{q1}+q^2+3q3.$$

In this way, by using the ugly formula in Prop 2.1.3, we can finally write down the rank two non-abelian zeta functions for genus two curves, where a degree 8 polynomial is involved. We leave this to the reader.

REFERENCES

\[A\] E. Artin, Quadratische Körper im Gebiete der höheren Kongruenzen, I,II, Math. Zeit, 19 153-246 (1924) (See also Collected Papers, pp. 1-94, Addison-Wesley 1965)

\[B-PGN\] L. Brambila-Paz, I. Grzegorczyk, & P.E. Newstead, Geography of Brill-Noether Loci for Small slops, J. Alg. Geo. 6 645-669 (1997)

\[DR\] U.V. Desale & S. Ramanan, Poincaré polynomials of the variety of stable bundles, Maeh. Ann 216, 233-244 (1975)

\[HN\] G. Harder & M.S. Narasimhan, On the cohomology groups of moduli spaces of vector bundles over curves, Math Ann. 212, (1975) 215-248

\[H\] H. Hasse, Mathematische Abhandlungen, Walter de Gruyter, Berlin-New York, 1975.

\[M\] D. Mumford, Geometric Invariant Theory, Springer-Verlag, Berlin (1965)

\[NR\] M.S. Narasimhan & S. Ramanan, Moduli of vector bundles on a compact Riemann surfaces, Ann. of Math. 89 14-51 (1969)

\[Se\] C. S. Seshadri, Fibrés vectoriels sur les courbes algébriques, Asterisque 96, 1982

\[W\] A. Weil, Sur les courbes algébriques et les variétés qui s’en déduisent, Herman, Paris (1948)

\[We1\] L. Weng, Riemann-Roch Theorem, Stability, and New Zeta Functions for Number Fields, preprint, math.AG/0007146

\[We2\] L. Weng, Refined Brill-Noether Locus and Non-Abelian Zeta Functions for Elliptic Curves, preprint, math.AG/0101183

\[We3\] L. Weng, Weierstrass Groups, an appendix to \[We2\]


text:
# Solvable Lattice Gas Models of Random Heteropolymers at Finite Density: II. Dynamics and Transitions to Compact States

## 1 Introduction

The practical advantage of infinite dimensional models for random heteropolymers over the more standard ones (which are either defined on finite dimensional lattices, or in real space) is the absence of the polymer chain constraint. In infinite dimensional (or ‘lattice gas’) models, where every site is defined to be a neighbouring site of every other site, the constituent monomers of a polymer are given unrestricted freedom to occupy positions. The movements of the latter are controlled only by energetic considerations, by the maximum number of monomers allowed to occupy any given site, and by trivial restrictions on the number of moves allowed to occur simultaneously. In a recent paper jort , which was devoted to the equilibrium solution of a particular infinite dimensional model, this property was shown to enable an exact solution, in spite of the presence of quenched disorder. (viz. the realization of the constituent monomers of the chain, which are assumed to come in different species. The quenched disorder is entirely specified by the proportions of the various monomeric species present. No further aspects of the system are quenched). In those cases where one’s interest is mostly in issues which are not directly related to spatial properties of the heteropolymer, the compromise of infinite dimensionality might be a price worth paying for exact solvability.

The present paper is concerned with the further analysis and exploration of the model introduced in jort , to which we refer for a more detailed and extensive discussion of the relevant literature and of the motivation underlying the study of random heteropolymers in general (e.g. their role as precursors of models for proteins), and lattice gas models of random heteropolymers in particular (see also e.g. mdoi ; GOT ; GOP  and references therein). We would like to emphasize that this model does not represent realistically the polymeric features of a heteropolymer, but it does capture some of the characteristics, and for this reason it can be considered as a precursor for a model of random heteropolymers. We complement the equilibrium study jort  in two distinct ways. Firstly, we solve the dynamics of the model (which we define as a stochastic process of the Glauber type), by deriving exact closed deterministic laws in the thermodynamics limit for a suitably chosen set of dynamic order parameters. This can be done, at least for site-disordered models, as a direct consequence of the simplification induced by the infinite dimensionality of the model, and allows for an exact quantitative analysis of the approach to equilibrium. Secondly, we study the equilibrium properties of the model of jort  in the limit of high local density. Since the original procedure followed in jort  for solving the model (which applies to both site-disordered and bond-disordered systems), does not allow for this limit to be taken, we first present an alternative (but equivalent) equilibrium solution (which applies only to site disorder) where taking the high local density limit is allowed. We then find, after an appropriate re-scaling of the system temperature (in order to prevent entropy dominance of the free energy) a non-trivial phase diagram with a distinct swollen phase, a compact phase, and a phase characterised by partial compactification of the heteropolymer. Especially near the transition lines in this diagram, the system is found to exhibit a highly non-trivial and slow plateau-type dynamics.

We supplement our theoretical analysis by extensive numerical simulations, which support our predictions regarding the dynamics and regarding the high-density phase diagram very satisfactorily (within the experimental limitations imposed by the slow dynamics).

## 2 Microscopic Rules of the Model

The model of jort  describes a system of $`N`$ monomers, labeled $`i\{1,..,N\}`$, and $`R=\alpha N`$ possible sites for these monomers, labeled $`r\{1,..,R\}`$. The degrees of freedom of the system are the locations $`r_i\{1,\mathrm{},R\}`$ of the $`N`$ monomers, and the overall system state is defined by the state vector $`𝒓=(r_1,\mathrm{},r_N)`$. Each site, however, can occupy at most $`n_c`$ monomers; this imposes $`R`$ constraints on the state vector of the form $`_i\delta _{r_i,r}n_c`$ (one for each $`r`$), and limits the global monomer density according to $`\alpha n_c^1`$. Those positions at a given site which are not occupied by monomers, are assumed to be occupied by solvent molecules. The monomers are allowed to interact (in pairs) only when they find themselves at the same site. Within equilibrium statistical mechanics this is described by a Hamiltonian of the form

$$H(𝒓)=\underset{i<j}{}\lambda _{ij}\delta _{r_i,r_j}$$
(1)
The disorder in the system is in the realisation of the interaction energies $`\lambda _{ij}`$. Unlike jort , we will in this paper restrict ourselves to models with site disorder, where

$$\lambda _{ij}=\varphi (\lambda _i,\lambda _j)$$
(2)
such as the Random Hydrophobic Model (RHM) Ob ; GLO ; TAB , where $`\varphi (\lambda ,\lambda ^{})=\frac{1}{2}(\lambda +\lambda ^{})`$, or the Random Charge Model (RCM) GO\_C ; Sf , where $`\varphi (\lambda ,\lambda ^{})=ϵ\lambda _i\lambda _j`$. Here the variable $`\lambda _i`$ defines the monomer species of monomer $`i`$, with $`\lambda _i>0`$ for hydrophylic/polar monomers, and $`\lambda _i<0`$ for hydrophobic monomers. The RHM describes a system where hydrophobic monomers try to avoid contact with the solvent, and all hydrophilic monomers try to optimise contact with the solvent. The parameter $`ϵ\{1,1\}`$ in the RCM controls whether monomers of identical polarity attract or repel each other. We restrict ourselves, for simplicity, to the case whether the disorder is discrete in nature and where there are $`K`$ monomer species, i.e. $`\lambda _i\{\mathrm{\Lambda }_1,\mathrm{},\mathrm{\Lambda }_K\}`$.

We next endow this equilibrium system with a Glauber-type dynamics. Time is discretised, and the probability to find system state $`𝒓`$ at iteration step $`\mathrm{}`$ is written as $`p_{\mathrm{}}(𝒓)`$. The elementary transitions we will allow for are those where a single (randomly drawn) monomer is moved to a (randomly drawn) new site; to describe such transitions we define an operator $`F_{ix}`$ which moves monomer $`i`$ to site $`x`$: $`F_{ix}(𝒓)=(r_1,\mathrm{},r_{i1},x,r_{i+1},\mathrm{},r_N)`$. The evolution of the system is a Markovian stochastic process of the form

$$p_{\mathrm{}+1}(𝒓)=\underset{𝒓^{}}{}W[𝒓;𝒓^{}]p_{\mathrm{}}(𝒓^{})$$
(3)
with the transition probabilities

$`W[𝒓,𝒓^{}]`$ $`=`$ $`{\displaystyle \frac{1}{NR}}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{x=1}{\overset{R}{}}}[{\displaystyle \underset{ji}{}}\delta _{r_j,r_j^{}}]\{\delta _{n_x(𝒓^{}),n_c}\delta _{r_i,r_i^{}}+`$
$`\overline{\delta }_{n_x(𝒓^{}),n_c}[p(F_{ix}𝒓^{};𝒓^{})\delta _{r_i,x}+[1p(F_{ix}𝒓^{};𝒓^{})]\delta _{r_i,r_i^{}}]\}`$
and

$`p[𝒓;𝒓^{}]`$ $`=`$ $`{\displaystyle \frac{e^{\frac{1}{2}\beta \mathrm{\Delta }H(𝒓;𝒓^{})}}{2\mathrm{cosh}[\frac{1}{2}\beta \mathrm{\Delta }H(𝒓;𝒓^{})]}}`$ (5)
in which $`\mathrm{\Delta }H(𝒓;𝒓^{})=H(𝒓)H(𝒓^{})`$, $`\overline{\delta }_{ij}=1\delta _{ij}`$, and $`n_x(𝒓)=_i\delta _{r_i,x}`$ (the number of monomers found at site $`x`$). The process (3) is one where we forbid all transitions which would lead to violation of the constraint $`n_x(𝒓)n_c`$, and where we allow all other single particle moves (where both the candidate particle $`i`$ to be moved and the candidate site $`x`$ for it to move to are drawn uniformly at random) with Glauber-type probabilities, such that the invariant distribution will be the Boltzmann state (provided the system is ergodic, which in the present case is intuitively clear). One easily convinces oneself that the transition matrix (2) is properly normalised, i.e. $`_𝒓W[𝒓,𝒓^{}]=1`$ for all $`𝒓^{}`$, and that the Markov chain (3) indeed obeys detailed balance, i.e. $`W[𝒓,𝒓^{}]p_{\mathrm{}}(𝒓^{})=W[𝒓^{},𝒓]p_{\mathrm{}}(𝒓)`$ for all $`\{𝒓,𝒓^{}\}`$, with $`p_{\mathrm{}}(𝒓)\mathrm{exp}[\beta H(𝒓)]`$.

Although the Markov chain (3) is the representation which is most conveniently implemented in numerical simulations, for a theoretical analysis of the dynamics a continuous time description would be preferable. This is achieved (see Bedeaux ) upon choosing the duration of each iteration step of (3) to be a Poisson distributed random number (with average $`\tau `$), which converts the Markov chain into a master equation of the form

$$\tau \frac{d}{dt}p_t(𝒓)=\underset{𝒓^{}}{}W[𝒓;𝒓^{}]p_t(𝒓^{})p_t(𝒓)$$

Upon choosing $`\tau =N^1`$ (so that every monomer is targeted for update on average once per unit time), and upon inserting (2), we then arrive at the master equation

$`{\displaystyle \frac{d}{dt}}p_t(𝒓)`$ $`=`$ $`{\displaystyle \frac{1}{R}}{\displaystyle \underset{ix}{}}{\displaystyle \underset{𝒓^{}}{}}p_t(𝒓^{})p[F_{ix}𝒓^{};𝒓^{}]`$ (6)
$`\times \overline{\delta }_{n_x(𝒓^{}),n_c}\left[\delta _{𝒓,F_{ix}𝒓^{}}\delta _{𝒓,𝒓^{}}\right]`$
Using the properties of the Poisson distribution, one can show that the relative uncertainty on the time axis, induced by having random durations of iteration steps, will vanish for $`N\mathrm{}`$.

We finally note that the only remaining non-trivial Glauber term (5) occurring in (6) is of the following form:

$$p[F_{ix}𝒓;𝒓]=\frac{1}{2}\frac{1}{2}\mathrm{tanh}[\frac{1}{2}\beta \mathrm{\Delta }_{ix}H(𝒓)]$$
(7)
with $`\mathrm{\Delta }_{ix}H(𝒓)=H(F_{ix}𝒓)H(𝒓)`$, which is here given by

$$\mathrm{\Delta }_{ix}H(𝒓)=\underset{j}{}\overline{\delta }_{ij}\varphi (\lambda _i,\lambda _j)\left[\delta _{x,r_j}\delta _{r_i,r_j}\right]$$

Upon defining $`n_{\lambda ,x}(𝒓)=_i\delta _{r_i,x}\delta _{\lambda _i,\lambda }`$ (counting the number of type-$`\lambda `$ monomers at site $`x`$), we can write this as

$$\mathrm{\Delta }_{ix}H(𝒓)=\underset{\lambda }{}\varphi (\lambda _i,\lambda )\left[n_{\lambda ,x}(𝒓)n_{\lambda ,r_i}(𝒓)\right]+\varphi (\lambda _i,\lambda _i)\overline{\delta }_{x,r_i}$$
(8)
## 3 Dynamics: Derivation of Closed Macroscopic Laws

The appropriate dynamic order parameters of the system are the smallest set of macroscopic observables which obey closed and deterministic evolution equations in the thermodynamic limit. In the present model this set turns out to be, at least for finite $`n_c`$ and for pair energies of the separable form (2), the fraction $`c_𝒏(𝒓)`$ of sites with a given local population (or ‘local state’) $`𝒏=(n_{\mathrm{\Lambda }_1},\mathrm{},n_{\mathrm{\Lambda }_K})`$ of monomers. Here $`n_\lambda `$ indicates the number of monomers of species $`\lambda `$. Thus

$$c_𝒏(𝒓)=\frac{1}{R}\underset{x=1}{\overset{R}{}}\left[\underset{\lambda =\mathrm{\Lambda }_1}{\overset{\mathrm{\Lambda }_K}{}}\delta _{n_{\lambda ,x}(𝒓),n_\lambda }\right]$$
(9)
with $`𝒏\{0,\mathrm{},n_c\}^K`$. Note that $`_𝒏c_𝒏(𝒓)=1`$ and that $`c_𝒏(𝒓)=0`$ as soon as $`_\lambda n_\lambda >n_c`$ (due to our constraint on the maximum number of monomers at any given site), for any $`𝒓`$. We will write the constraint as $`g[𝒏]\{0,1\}`$, where $`g[𝒏]=1`$ if and only if $`_\lambda n_\lambda n_c`$.

The probability of finding the set of obervables $`\{c_𝒏(𝒓)\}`$ at time $`t`$ is given by

$$P_t[\{c_𝒏\}]=\underset{𝒓}{}p_t(𝒓)\underset{𝒏}{}\delta [c_𝒏c_𝒏(𝒓)]$$
(10)
Its evolution in time follows upon taking a temporal derivative and inserting the master equation (6):

$`{\displaystyle \frac{d}{dt}}P_t[\{c_𝒏\}]`$ $`=`$ $`{\displaystyle \frac{1}{2R}}{\displaystyle \underset{𝒓}{}}p_t(𝒓){\displaystyle \underset{ix}{}}\left[1\mathrm{tanh}[{\displaystyle \frac{1}{2}}\beta \mathrm{\Delta }_{ix}H(𝒓)]\right]`$
$`\times \overline{\delta }_{n_x(𝒓),n_c}\left\{{\displaystyle \underset{𝒏}{}}\delta [c_𝒏c_𝒏(F_{ix}𝒓)]{\displaystyle \underset{𝒏}{}}\delta [c_𝒏c_𝒏(𝒓)]\right\}`$
We expand this expression, using

$`c_𝒏(F_{ix}𝒓)`$ $`=`$ $`c_𝒏(𝒓)`$
$`+{\displaystyle \frac{1}{R}}\overline{\delta }_{x,r_i}[\delta _{n_{\lambda _i,r_i}(𝒓),n_{\lambda _i}+1}\delta _{n_{\lambda _i,r_i}(𝒓),n_{\lambda _i}}]{\displaystyle \underset{\lambda \lambda _i}{}}\delta _{n_{\lambda ,r_i}(𝒓),n_\lambda }`$
$`+{\displaystyle \frac{1}{R}}\overline{\delta }_{x,r_i}[\delta _{n_{\lambda _i,x}(𝒓),n_{\lambda _i}1}\delta _{n_{\lambda _i,x}(𝒓),n_{\lambda _i}}]{\displaystyle \underset{\lambda \lambda _i}{}}\delta _{n_{\lambda ,x}(𝒓),n_\lambda }`$
We also insert the partitionings $`1=_{𝒏^{\prime \prime }}[_\lambda \delta _{n_{\lambda ,x}(𝒓),n_\lambda ^{\prime \prime }}]`$ and $`1=_{𝒏^{\prime \prime \prime }}[_\lambda \delta _{n_{\lambda ,r_i}(𝒓),n_\lambda ^{\prime \prime \prime }}]`$, and we use (8). This then, together with the identity $`n_x(𝒓)=_\lambda n_{\lambda ,x}(𝒓)`$, leads to the following differential equation for $`P_t[\{c_𝒏\}]`$:

$`{\displaystyle \frac{d}{dt}}P_t[\{c_𝒏\}]`$ $`=`$ $`{\displaystyle \underset{𝒏^{}}{}}{\displaystyle \frac{}{c_𝒏^{}}}\{P_t[\{c_𝒏\}]{\displaystyle \underset{\lambda }{}}{\displaystyle \underset{𝒏^{\prime \prime }}{}}{\displaystyle \underset{𝒏^{\prime \prime \prime }}{}}c_{𝒏^{\prime \prime }}c_{𝒏^{\prime \prime \prime }}`$
$`\times {\displaystyle \frac{1}{2}}n_\lambda ^{\prime \prime \prime }\left[1\mathrm{tanh}[{\displaystyle \frac{1}{2}}\beta [{\displaystyle \underset{\lambda ^{}}{}}\varphi (\lambda ,\lambda ^{})(n_\lambda ^{}^{\prime \prime }n_\lambda ^{}^{\prime \prime \prime })+\varphi (\lambda ,\lambda )]]\right]`$
$`\times \overline{\delta }_{_\lambda ^{}n_\lambda ^{}^{\prime \prime },n_c}[(\delta _{n_\lambda ^{\prime \prime \prime },n_\lambda +1}\delta _{n_\lambda ^{\prime \prime \prime },n_\lambda }){\displaystyle \underset{\lambda ^{}\lambda }{}}\delta _{n_\lambda ^{}^{\prime \prime \prime },n_\lambda ^{}}`$
$`+(\delta _{n_\lambda ^{\prime \prime },n_\lambda 1}\delta _{n_\lambda ^{\prime \prime },n_\lambda }){\displaystyle \underset{\lambda ^{}\lambda }{}}\delta _{n_\lambda ^{}^{\prime \prime },n_\lambda ^{}}]\}+𝒪({\displaystyle \frac{1}{N}})`$
Taking the limit $`N\mathrm{}`$ for finite $`n_c`$ and finite $`K`$ converts this into a Liouville equation, describing deterministic flow, i.e. solutions of the form $`P_t[\{c_𝒏\}]=_𝒏\delta [c_𝒏c_𝒏(t)]`$ where the deterministic trajectories $`\{c_𝒏(t)\}`$ are simply given by the solution of the associated flow equations. With the short-hands $`F_\lambda ^\pm 𝒏=(n_{\mathrm{\Lambda }_1},\mathrm{},n_{\lambda 1},n_\lambda \pm 1,n_{\lambda +1},\mathrm{},n_{\mathrm{\Lambda }_K})`$ these (coupled) flow equations can be simplified to

$`{\displaystyle \frac{d}{dt}}c_𝒏`$ $`=`$ $`{\displaystyle \underset{\lambda }{}}{\displaystyle \underset{𝒏^{}}{}}c_𝒏^{}\{c_{F_\lambda ^+𝒏}(n_\lambda +1)\overline{\delta }_{_\mu n_\mu ^{},n_c}\epsilon _\lambda [𝒏^{}𝒏]`$ (11)
$`+c_{F_\lambda ^{}𝒏}n_\lambda ^{}\overline{\delta }_{_\mu n_\mu ,n_c+1}\epsilon _\lambda [𝒏𝒏^{}]`$
$`c_𝒏n_\lambda \overline{\delta }_{_\mu n_\mu ^{},n_c}\epsilon _\lambda [F_\lambda ^+𝒏^{}𝒏]`$
$`c_𝒏n_\lambda ^{}\overline{\delta }_{_\mu n_\mu ,n_c}\epsilon _\lambda [𝒏F_\lambda ^{}𝒏^{}]\}`$
where

$$\epsilon _\lambda [𝒎]=\frac{1}{2}\frac{1}{2}\mathrm{tanh}[\frac{1}{2}\beta \underset{\lambda ^{}}{}\varphi (\lambda ,\lambda ^{})m_\lambda ^{}]$$
(12)
The imposed limit on the maximum number of monomers at a given site is seen to be built into (11), since for any local monomer arrangement $`𝒏`$ with $`_\lambda n_\lambda =n_c+1`$ equation (11) indeed dictates that $`\frac{d}{dt}c_𝒏=0`$ if $`c_𝒏=0`$.

Since the dimensionality of our macroscopic laws increases with $`n_c`$ and the number $`K`$ of monomer types, further reductions can be helpful. One reduction is to consider the fraction $`p[n_+,n_{}]`$ of sites with local monomer arrangements where $`n_+`$ monomers have $`\lambda _i>0`$ and $`n_{}`$ monomers have $`\lambda _i<0`$ (for the RHM this implies counting hydrophobic and hydrophilic monomers; for the RCM one counts monomers with a specific charge sign):

$$p[n_+,n_{}]=\underset{𝒏}{}c_𝒏\delta _{_{\lambda >0}n_\lambda ,n_+}\delta _{_{\lambda <0}n_\lambda ,n_{}}$$
(13)
with $`n_\pm \{0,n_c\}`$. We will, more specifically, inspect the (co-)variances $`\sigma _\pm ^2=n_\pm ^2n_\pm ^2`$ and $`\rho =n_+n_{}`$. They give information about the spatial properties of the system state: a large $`\sigma _\pm `$ implies spatial concentration of a monomer type in a relatively small number of sites, whereas $`\rho `$ informs us of the degree of spatial separation of the monomer types. These quantities $`p[n_+,n_{}]`$ will normally not obey closed equations, but are calculated via (13) from the (numerical) solution of (11).

## 4 Dynamics: Comparison with Numerical Simulations

We first compare the numerical solution of the macroscopic laws (11) with the results of measuring the observables (9) directly in numerical simulations of the microscopic process (3,2). All simulations are presented as single runs, as oppose to ensemble averages. A typical example is shown in figure 1, for the RHM (i.e. $`\varphi (\lambda ,\lambda ^{})=\frac{1}{2}(\lambda +\lambda ^{})`$, with $`K=2`$ (two monomer types, $`\lambda \{1,1\}`$, one hydrophobic and one hydrophilic), $`n_c=2`$, $`\alpha =1`$ and $`\beta =100000`$. In this case $`𝒏\{(0,0),(1,0),(0,1),(1,1),(2,0),(0,2)\}`$. Note that $`_𝒏c_𝒏=1`$ at all times, by definition. We observe excellent agreement between theory and experiment. The behaviour of the system can be understood as follows. Hydrophilic monomers, with $`\lambda =1`$, prefer local arrangements where contact with the solvent is maximised, i.e. where $`n_+\{0,1\}`$ (since the maximum number of molecules per site is $`n_c=2`$). Hydrophobic monomers prefer the opposite, i.e. arrangement with $`n_{}\{0,2\}`$. Hence the observed evolution of the system towards a state where only $`c_{(0,0)}`$, $`c_{(0,2)}`$ and $`c_{(1,0)}`$ are nonzero.

Note that as soon as $`K=2`$, with one hydrophobic and one hydrophilic monomer species (as in the example above), the observables in (13) simply reduce to $`p[n_+,n_{}]=c_{(n_+,n_{})}`$, and the (co-)variances of $`p[n_+,n_{}]`$ reduce to those of the $`c_𝒏`$. In figure (2) we show a first example of the evolution of $`\sigma _\pm ^2=n_\pm ^2`$ and $`\rho =n_+n_{}`$, for the RHM with $`\beta =1`$, $`n_c=10`$ and $`\alpha =\frac{1}{2}`$. Here $`\lambda _+=1`$ and $`\lambda _{}=1`$, and the initial conditions were $`c_{(2,0)}=c_{(0,2)}=0.5`$ (i.e. perfectly separated monomer species). We observe again a perfect agreement between theory and (numerical) experiment. The development of a large variance $`\sigma _{}`$ for the hydrophobic monomers is explained by the observation that such monomers promote arrangements of the type $`(n_+,n_{})=(0,n_c)`$ or $`(n_+,n_{})=(,0)`$ (i.e. $`n_{}\{0,n_c\}`$, without intermediate values). Hydrophilic monomers, on the other hand, promote local arrangements of the type $`(n_+,n_{})=(1,)`$, i.e. with a single optimal value for $`n_+`$, hence the low variance $`\sigma _+`$. The low observed correlation $`\rho `$ indicates that the various objectives can be achieved independently. The situation is quite different for the system illustrated in figure (3), which only differs from the previous one in that the hydrophobicity of the hydrophobic monomers has been strengthened from $`\lambda =1`$ to $`\lambda =10`$. Now the system will find it energetically favourable to ‘absorb’ hydrophilic monomers into sites where hydrophobic monomers are in contact with solvent (that is, in addition to the system aiming for its hydrophobic monomers to be in $`(n_+,n_{})=(0,n_c)`$ arrangements, wherever possible). The energetic gain of the hydrophobic monomers, which results upon having their hydrophilic cousins replacing solvent molecules, overrules the energetic loss of the hydrophilic ones, when the latter are taken away from solvent and put into contact with hydrophobic monomers. The primary aim of the hydrophobic monomers is to avoid water molecules, and it is acceptable for this to be achieved by sharing sites with hydrophilic monomers. Hence, virtually any proposed move is accepted which involves a monomer going to a site with an adequate number of hydrophobic monomers, regardless of the species of the mobile monomer. As a result we observe, in addition to the increase of the variance $`\sigma _{}^2`$ of the hydrophobic monomers, an increase of both the variance $`\sigma _+^2`$ of the hydrophilic monomers and of the covariance $`\rho `$.

## 5 Statics: An Alternative Solution

In the remainder of this paper we will concentrate on transitions between low density (swollen) and high density (collapsed) states. We distinguish between the overall density $`\alpha ^1=N/p`$ (which will remain finite) and the local density as limited by $`n_c`$, which is the quantity which will be allowed to diverge. In jort  the (exact) equilibrium solution of site-disordered models (1,2) was derived in a form which was specifically convenient to deal with many-valued or continuous disorder distributions; for large $`n_c`$, however, it is very cumbersome (taking the $`n_c\mathrm{}`$ limit would be ruled out). Since finding collapsed states requires $`n_c\mathrm{}`$, we will first give an alternative solution method, which is complementary to that of jort  in that it is convenient for large $`n_c`$, but inappropriate to deal with many-valued disorder distributions. In addition it will enable a natural and transparent connection with the dynamical solution (11). We write the partition function for the system (1,2) as

$$𝒵=\underset{𝒓}{}\left[\underset{x=1}{\overset{R}{}}\theta _{n_c,n_x(𝒓)}\right]e^{\beta _{i<j}\varphi (\lambda _i,\lambda _j)\delta _{r_i,r_j}}$$
(14)
with the short-hand

$$\theta _{x,y}=\{\begin{array}{ccccc}1\hfill & & & & \mathrm{for}x>y\hfill \\ 0\hfill & & & & \mathrm{for}xy\hfill \end{array}$$

(and its obvious vectorial generalisation $`\theta _{𝒙,𝒚}=_i\theta _{x_i,y_i}`$). We introduce the vectors $`𝒎=(m_1,\mathrm{},m_R)`$ with $`m_x\{0,\mathrm{},n_c\}`$ to indicate the total number of monomers found at each of the $`R`$ sites. Similarly we define the vector $`𝒎_c=(n_c,\mathrm{},n_c)`$. This allows us to write the system’s free energy as $`F=\beta ^1\mathrm{log}_𝒎\theta _{𝒎_c,𝒎}𝒵[𝒎]`$, where the ‘conditioned’ partition functions $`𝒵[𝒎]`$ are given by

$$𝒵[𝒎]=\underset{𝒓}{}\left[\underset{x=1}{\overset{R}{}}\delta _{m_x,n_x(𝒓)}\right]e^{\beta _{i<j}\varphi (\lambda _i,\lambda _j)\delta _{r_i,r_j}}$$
(15)
We consider only the scaling regime where the limit $`n_c\mathrm{}`$ is taken after the thermodynamic limit $`N\mathrm{}`$. This allows us to solve our model in terms of the familiar sub-lattices $`I_\lambda =\{i|\lambda _i=\lambda \}`$, of size $`|I_\lambda |`$, and their associated local occupation numbers $`n_{\lambda ,x}(𝒓)=_{iI_\lambda }\delta _{x,r_i}`$. The latter are, in turn, also grouped into $`R`$-dimensional vectors according to $`𝒎_\lambda (𝒓)=(n_{\lambda ,x}(𝒓),\mathrm{},n_{\lambda ,R}(𝒓))`$, which allows us to write the conditioned partition function as

$`𝒵[𝒎]`$ $`=`$ $`e^{\frac{1}{2}\beta _i\varphi (\lambda _i,\lambda _i)}{\displaystyle \underset{\lambda }{}}\left[{\displaystyle \underset{𝒎_\lambda }{}}𝒩_{|I_\lambda |}[𝒎_\lambda ]\right]`$ (16)
$`\times \delta _{𝒎,_\lambda 𝒎_\lambda }e^{\frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})𝒎_\lambda 𝒎_\lambda ^{}}`$
where

$$𝒩_M[𝒎]=\frac{M!}{m_1!..m_R!}\delta _{_xm_x,M}$$

is a combinatorial term, counting the number of ways in which $`M`$ objects can be grouped into $`R`$ subsets of prescribed sizes $`\{m_1,..,m_R\}`$. We note that $`lim_N\mathrm{}|I_\lambda |/N=p_\lambda `$ (the a priori probability to draw a monomer of type $`\lambda `$ randomly). In the thermodynamic limit $`N\mathrm{}`$ the free energy per monomer $`f=lim_N\mathrm{}F/N`$ becomes

$`f`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\lambda }{}}p_\lambda \varphi (\lambda ,\lambda )`$ (17)
$`\underset{N\mathrm{}}{lim}{\displaystyle \frac{1}{\beta N}}\mathrm{log}{\displaystyle \underset{𝒎}{}}\theta _{𝒎_c,𝒎}{\displaystyle \underset{\{𝒎_\lambda \}}{}}\delta _{𝒎,_\lambda 𝒎_\lambda }`$
$`{\displaystyle \underset{\lambda }{}}\left[𝒩_{|I_\lambda |}[𝒎_\lambda ]\right]e^{\frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})𝒎_\lambda 𝒎_\lambda ^{}}`$
Introducing integral representations for the $`\delta `$-constraints in the terms $`𝒩_{|I_\lambda |}[𝒎_\lambda ]`$, i.e. $`\delta _{nm}=(2\pi )^1_0^{2\pi }𝑑ue^{iu(nm)}`$, leads to a full factorisation over sites, and consequently to an expression to be evaluated by saddle-point integration (provided $`K`$ remains finite as $`N\mathrm{}`$). This then allows us to write the non-constant part of the free energy per monomer as:

$`f`$ $`=`$ $`{\displaystyle \frac{1}{\beta }}\mathrm{extr}_𝒚\{\alpha \mathrm{log}[{\displaystyle \underset{\{n_\lambda \}}{}}{\displaystyle \frac{\theta _{n_c,_\lambda n_\lambda }}{_\lambda n_\lambda !}}`$ (18)
$`e^{_\lambda y_\lambda n_\lambda \frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})n_\lambda n_\lambda ^{}}]{\displaystyle \underset{\lambda }{}}p_\lambda y_\lambda \}`$
Variation with respect to $`𝒚=\{y_\lambda \}`$ gives the $`K`$ saddle-point equations

$$\frac{p_\mu }{\alpha }=\frac{1}{Z}\underset{\{n_\lambda \}}{}\frac{n_\mu \theta _{n_c,_\lambda n_\lambda }}{_\lambda n_\lambda !}e^{_\lambda y_\lambda n_\lambda \frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})n_\lambda n_\lambda ^{}}$$
(19)
with the normalisation factor

$$Z=\underset{\{n_\lambda \}}{}\frac{\theta _{n_c,_\lambda n_\lambda }}{_\lambda n_\lambda !}e^{_\lambda y_\lambda n_\lambda \frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})n_\lambda n_\lambda ^{}}$$
(20)
The relation of this equilibrium solution (18,19) to physical observables and to the previously obtained dynamical equations (11) becomes clear if one adds a suitable infinitesimal generating term to the Hamiltonian (1):

$$H(𝒓)H(𝒓)+\frac{\chi }{R}\underset{x=1}{\overset{R}{}}\left[\underset{\lambda =\mathrm{\Lambda }_1}{\overset{\mathrm{\Lambda }_K}{}}\delta _{n_{\lambda ,x}(𝒓),n_\lambda }\right]$$

We repeat the above derivation for the extended Hamiltonian and use the identity $`lim_{\chi 0}f/\chi =c_𝒏(𝒓)`$, where $`\mathrm{}`$ denotes the thermal average in the Boltzmann state, and where the observables $`c_𝒏(𝒓)`$ are defined in (9). This reveals that the numbers $`𝒏=\{n_\lambda \}`$ in (18,19) are identical to the local occupation numbers in (11), and that in equilibrium

$$c_𝒏=\frac{1}{Z}\frac{\theta _{n_c,_\lambda n_\lambda }}{_\lambda n_\lambda !}e^{_\lambda y_\lambda n_\lambda \frac{1}{2}\beta _{\lambda ,\lambda ^{}}\varphi (\lambda ,\lambda ^{})n_\lambda n_\lambda ^{}}$$
(21)
Hence the saddle-point equations (19) simply state that $`n_\mu =p_\mu /\alpha `$. Furthermore, one easily confirms that equation (21), together with (19), indeed gives the stationary solution of the macroscopic dynamical laws (11).

## 6 Two Simple Models in the Limit $`n_c\mathrm{}`$

We now turn to the simplest case, where there is only one type of monomer in the system, such that a local arrangement at a given site is fully specified by the number of monomers present, i.e. $`𝒏n`$. Note also that just one interaction energy $`\varphi =\varphi (\lambda ,\lambda )`$ will be left in our equations. Model types will thus only differ in terms of the interpretation given to the possible values of $`\varphi `$, e.g. for the RHM one has $`\varphi =\lambda `$ ($`\varphi >0`$ for hydrophilic monomers, $`\varphi <0`$ for hydrophobic monomers), whereas for the RHM one has $`\varphi =ϵ\lambda ^2`$ ($`\varphi >0`$ for mutually repelling monomers, $`\varphi <0`$ for mutually attracting monomers). In this section we will for simplicity use the RHM terminology, and refer to $`\varphi >0`$ and $`\varphi <0`$ as hydrophilic and hydrophobic systems, respectively. Equation (21) now becomes

$$c_n=\frac{\frac{1}{n!}e^{ny\frac{1}{2}\beta \varphi n^2}}{_{m=0}^{n_c}\frac{1}{m!}e^{my\frac{1}{2}\beta \varphi m^2}}$$
(22)
where $`c_n`$ gives the fraction of sites with $`n`$ monomers, and where $`y`$ is to be solved from the non-linear equation (19), which reduces to

$$\frac{1}{\alpha }=\underset{n=0}{\overset{n_c}{}}nc_n$$
(23)
This equation can also be written as

$$\frac{1}{\alpha }=\frac{}{y}\mathrm{log}Z(y)Z(y)=\underset{n=0}{\overset{n_c}{}}\frac{1}{n!}e^{ny\frac{1}{2}\beta \varphi n^2}$$
(24)
The associated value of the free energy per monomer (18) is given by

$$\beta f=\alpha \mathrm{log}Z(y)y$$
(25)
We will next study the solution $`y`$ of (22,23) and the monomer density variance $`\sigma ^2=n^2n^2=^2\mathrm{log}Z/y^2`$ in the different temperature regimes, for large $`n_c`$. Note that from $`^2\mathrm{log}Z/y^2=\sigma ^20`$ it also follows that the solution of (24), and thus also of (22,23), is unique.

In the high-temperature region, both cases (hydrophilic and hydrophobic) can be treated on the same footing. Expansion of (24) in powers of $`\beta `$ yields

$$Z(y)=\left[1\frac{1}{2}\beta \varphi \frac{^2}{y^2}+𝒪(\beta ^2)\right]\underset{n=0}{\overset{n_c}{}}\frac{e^{ny}}{n!}$$
(26)
We take the limit $`n_c\mathrm{}`$ and insert the result into (24), which leads to the following quadratic equation for $`xe^y`$:

$$\alpha ^1=x\frac{1}{2}\beta \varphi (x+2x^2)+𝒪(\beta ^2)$$
(27)
The solution gives

$$y=\mathrm{log}\alpha +\frac{1}{2}\beta \varphi (1+\frac{2}{\alpha })+𝒪(\beta ^2)$$
(28)
such that

$$\sigma ^2=\frac{1}{\alpha }\left[1\frac{\varphi }{\alpha T}\right]+𝒪(T^2)(T\mathrm{})$$
(29)
Hence, at finite overall density (i.e. for finite $`\alpha `$) and for $`T\mathrm{}`$, the monomer density variance $`\sigma `$ always remains finite (so the system is in a swollen state), due to entropy dominance.

In the low temperature regime, on the other hand, it will be clear that the hydrophilic ($`\varphi >0`$) and the hydrophobic ($`\varphi <0`$) models could exhibit qualitatively different behaviour. More specifically, for models with just one monomer type as studied in this section, we can write the Hamiltonian (1) as

$`H(𝒓)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\varphi {\displaystyle \underset{ij}{}}\delta _{r_i,r_j}={\displaystyle \frac{1}{2}}\alpha N\varphi [{\displaystyle \frac{1}{R}}{\displaystyle \underset{x}{}}n_x^2(𝒓){\displaystyle \frac{1}{\alpha }}]`$ (30)
$`=`$ $`{\displaystyle \frac{1}{2}}\alpha N\varphi [\sigma ^2+{\displaystyle \frac{1}{\alpha }}({\displaystyle \frac{1}{\alpha }}1)]`$
Thus the ground state of the hydrophilic system is the one with minimal monomer density variance, and that of the hydrophobic system is the one with maximal variance. This allows us to determine the ground states without effort, which provides a welcome test of our general equations (22,23). Extremisation of $`\sigma ^2`$ by variation of the $`\{c_n\}`$, with two Lagrange parameters for the constraints $`_nc_n=1`$ and $`_nnc_n=\alpha ^1`$, shows that an extremum will have at most two $`n`$ with $`c_n>0`$. However, since according to the theory we are not allowed to vary the $`\{c_n\}`$ at will (they must be of the form (22)), any extremum thus obtained must be shown to correspond to a specific value of the order parameter $`y`$ in (22).

We first analyse the ground state of the hydrophilic model, for $`n_c\mathrm{}`$. In order to minimize the energy the system must minimise the sum $`_{i<j}\delta _{r_i,r_j}`$, so the monomers must spread out maximally over the available sites (i.e. the distribution $`\{c_n\}`$ must be as narrow as possible), given the constraints $`_nc_n=1`$ and $`_nnc_n=\alpha ^1`$. We define $`n_\alpha \{0,1,2,\mathrm{}\}`$ such that $`n_\alpha \alpha ^1<n_\alpha +1`$. The minimum energy arrangement of the $`\{c_n\}`$ can now be written as

$`\mathrm{}=n_\alpha :`$ $`c_{\mathrm{}}=1\alpha ^1+n_\alpha `$ (31)
$`\mathrm{}=n_\alpha +1:`$ $`c_{\mathrm{}}=\alpha ^1n_\alpha `$ (32)
with $`c_{\mathrm{}}=0`$ for all other $`\mathrm{}`$. For the variance we find

$$\sigma ^2=(\alpha ^1n_\alpha )(1+n_\alpha \alpha ^1)$$
(33)
The variance remains finite, and is zero when $`\alpha ^1`$ is an integer (in which case a state exists where all sites have equal monomer numbers). The system will be in a swollen state at any temperature; there are no phase transitions, not even for $`n_c\mathrm{}`$. We now show how this state can be extracted from (22,23) for $`\beta \mathrm{}`$. It will be clear from (23) that a finite $`\alpha `$ solution requires $`y^1=𝒪(T)`$ as $`T0`$. Putting $`y=\beta \varphi x`$ converts (23) into

$$\frac{1}{\alpha }=\frac{_{n0}\frac{n}{n!}e^{\frac{1}{2}\beta \varphi (nx)^2}}{_{n0}\frac{1}{n!}e^{\frac{1}{2}\beta \varphi (nx)^2}}$$
(34)
For $`\beta \mathrm{}`$ the two terms $`n=n_x`$ and $`n=n_x+1`$ will dominate the summations in (34), where $`n_x\{0,1,2,\mathrm{}\}`$ such that $`n_xx<n_x+1`$, and we obtain

$$\frac{1}{\alpha }=\underset{\beta \mathrm{}}{lim}\frac{n_x+e^{\beta \varphi [n_xx+\frac{1}{2}]}}{1+\frac{1}{n_x+1}e^{\beta \varphi [n_xx+\frac{1}{2}]}}$$

Upon making the ansatz $`x=n_\alpha +\frac{1}{2}+\mathrm{log}(z)/\beta \varphi `$, where $`n_\alpha \{0,1,2,\mathrm{}\}`$ such that $`n_\alpha \alpha ^1<n_\alpha +1`$, and subsequently taking the $`\beta \mathrm{}`$ limit, we find:

$$\frac{1}{\alpha }=\frac{[n_\alpha +lim_\beta \mathrm{}z][n_\alpha +1]}{n_\alpha +1+lim_\beta \mathrm{}z}$$

with solution

$$\underset{\beta \mathrm{}}{lim}z=\frac{[\alpha ^1n_\alpha ][1+n_\alpha ]}{1+n_\alpha \alpha ^1}$$
(35)
This result is always positive and finite, so our ansatz indeed solves the saddle-point equation. We can also calculate the zero temperature limit of the fraction $`c_n`$ (22) of sites with $`n`$ particles. Inserting $`y=\beta \varphi [n_\alpha +\frac{1}{2}]+\mathrm{log}(z)`$ into (22) gives

$$c_{\mathrm{}}=\frac{\frac{1}{\mathrm{}!}z^{\mathrm{}}e^{\frac{1}{2}\beta \varphi [\mathrm{}\frac{1}{2}n_\alpha ]^2}}{_{m0}\frac{1}{m!}z^me^{\frac{1}{2}\beta \varphi [m\frac{1}{2}n_\alpha ]^2}}$$
(36)
Upon taking the $`\beta \mathrm{}`$ limit, using (35), this reduces to the expressions (31,32) found earlier by direct variation of the $`\{c_n\}`$.

In contrast, the hydrophobic model must maximize the variance in order to minimize the energy (see (30)), and for $`\varphi <0`$ the system will consequently compactify (as we shall see) at any finite temperature, such that only $`c_{n_c}`$ and $`c_0`$ are non-zero:

$`\mathrm{}=0:`$ $`c_0=1(\alpha n_c)^1`$ (37)
$`\mathrm{}=n_c:`$ $`c_{n_c}=(\alpha n_c)^1`$ (38)
with $`c_{\mathrm{}}=0`$ for all other $`\mathrm{}`$. The variance then equals, in leading order as $`n_c\mathrm{}`$,

$$\sigma ^2=n_c/\alpha 1/\alpha ^2$$
(39)
and consequently diverges. Apparently, for $`n_c\mathrm{}`$ the equilibrium state of the hydrophobic system is one with just two types of site: those with $`n_c`$ particles and those with no particles (i.e. it is a maximally compact state), for any temperature. We will now study the $`n_c\mathrm{}`$ behaviour of the saddle-point equation (23), for $`\varphi <0`$ and arbitrary $`\beta `$. We make the ansatz

$$y=1+\frac{1}{2}\beta \varphi n_c\frac{1}{n_c}\mathrm{log}(\alpha \sqrt{n_c})+\mathrm{log}(n_c)+x$$
(40)
where $`lim_{n_c\mathrm{}}x=0`$. This converts (24) into $`\alpha ^1=\mathrm{log}\stackrel{~}{Z}(x)/x`$, with, upon application of Stirling’s formula to the term $`n=n_c`$ in $`Z(y)`$, and modulo contributions to the exponents which vanish as $`n_c\mathrm{}`$:

$`\stackrel{~}{Z}(x)`$ $`=`$ $`1+{\displaystyle \frac{e^{xn_c}}{\alpha n_c\sqrt{2\pi }}}e^{𝒪(\mathrm{})}`$
$`+{\displaystyle \underset{n=1}{\overset{n_c1}{}}}{\displaystyle \frac{1}{n!}}\left[e^{x1+\frac{1}{2}\beta |\varphi |(nn_c)\frac{1}{n_c}\mathrm{log}(\alpha \sqrt{n_c})+\mathrm{log}(n_c)}\right]^n`$
One distinguishes two qualitatively different types of terms in the above summation. Firstly, those with $`nn_c`$ or with $`n=𝒪(n_c)`$ (provided $`nn_c`$) give a vanishing cumulative contribution to $`\stackrel{~}{Z}(x)`$ due to the appearance of $`\frac{1}{2}\beta |\varphi |(nn_c)`$ in the exponent. Secondly, those terms with $`n=n_ck`$, with finite $`k>0`$, each give according to Stirling’s formula and modulo contributions to the exponents which vanish as $`n_c\mathrm{}`$:

$$\frac{1}{n!}\left[e^{x1+\frac{1}{2}\beta |\varphi |(nn_c)\frac{1}{n_c}\mathrm{log}(\alpha \sqrt{n_c})+\mathrm{log}(n_c)}\right]^n$$

$$=\frac{e^{xn_c}}{\alpha n_c\sqrt{2\pi }}e^{\frac{1}{2}n_c\beta |\varphi |kk(x1\frac{1}{2}\beta |\varphi |k)+𝒪(\mathrm{})}$$

Hence also the second type of terms in $`\stackrel{~}{Z}(x)`$ are exponentially damped as $`n_c\mathrm{}`$, relative to the two surviving terms $`n=0`$ and $`n=n_c`$, and hence

$`\stackrel{~}{Z}(x)`$ $`=`$ $`1+{\displaystyle \frac{e^{xn_c}}{\alpha n_c\sqrt{2\pi }}}\left[1+𝒪(\mathrm{})\right]`$ (41)
Thus for $`n_c\mathrm{}`$ the saddle-point equation reduces to

$$\frac{1}{\alpha }=\underset{n_c\mathrm{}}{lim}\frac{n_ce^{xn_c}}{\alpha n_c\sqrt{2\pi }+e^{xn_c}}$$

and hence $`x=n_c^1\mathrm{log}\sqrt{2\pi }+\mathrm{}`$ as $`n_c\mathrm{}`$, confirming the correctness of our ansatz. This gives for the fractions $`c_n`$ (22) the state (37,38) which resulted earlier from direct maximisation of $`\sigma ^2`$ by variation of $`\{c_n\}`$.

## 7 The Transitions to Compact States

We have observed in the simple single-species models of the previous section that in the hydrophilic case there are no phase transitions for $`n_c\mathrm{}`$ (since here the entropic and energetic forces have the same objective: a swollen state), whereas in the hydrophobic case the system will for $`n_c\mathrm{}`$ be found in a maximally compact state at any temperature (i.e. there is a phase transition at $`T=\mathrm{}`$). Since the latter behaviour is strongly linked to the $`n_c\mathrm{}`$ limit, one should expect that proper phase transitions in the hydrophobic system can be identified in terms of a suitably re-scaled $`n_c`$-dependent temperature (or, equivalently, a suitably re-scaled interaction energy $`\varphi `$). It turns out the the proper scaling is obtained upon transforming according to

$$T=\stackrel{~}{T}|\varphi |n_c^2/\mathrm{log}(n_c!),$$
(42)
(where we have absorbed the interaction energy into the re-scaled temperature), together with $`\stackrel{~}{\beta }=1/\stackrel{~}{T}`$. For $`n_c\mathrm{}`$ we observed that the fraction $`c_{n_c}`$ of sites with $`n_c`$ particles vanished, even in the maximally compact state, where $`c_{n_c}=(\alpha n_c)^1`$). Hence we switch in this section from inspecting the fraction $`c_n`$ (22) of sites with a given number $`n`$ of particles, to an alternative representation of the macroscopic system state in terms of the fraction of particles $`f_n=\alpha nc_n`$ which find themselves at a site filled with $`n`$ particles (in the maximally compact state one has $`f_n=0`$ for all $`n<n_c`$ and $`f_{n_c}=1`$). Note that $`f_0=0`$, by definition. We introduce the short-hand

$$h(n,y)=\frac{\stackrel{~}{\beta }n^2\mathrm{log}(n_c!)}{2n_c^2}\mathrm{log}(n!)+ny$$
(43)
The saddle-point equation (23), from which to solve $`y`$, can now be written as

$$\underset{n=1}{\overset{n_c}{}}f_n=1,f_n=\frac{\alpha ne^{h(n,y)}}{_{m=0}^{n_c}e^{h(m,y)}}.$$
(44)
Equation (44) looks deceivingly simple. However, it turns out that one cannot simply transform the previous solution $`y`$ (40) of the $`\beta =𝒪(n_c^0)`$ regime by writing $`\beta `$ in terms of the re-scaled $`\stackrel{~}{\beta }`$, due to the non-commuting of the various operations involved. Numerical solution of (44) indicates that for $`n_c\mathrm{}`$ we can neglect all those terms $`n`$ in the summations with $`1n<n_c`$, relative to $`n=n_c`$, and that terms with $`n𝒪(1)`$ are generally of the same order of magnitude as that of $`n=1`$. One can show that this property can be derived, from (44), as an immediate consequence of assuming that the leading orders of $`f_1`$ and $`f_{n_c}`$ scale in the same way with $`n_c`$ as $`n_c\mathrm{}`$. The latter, in turn, is equivalent to saying $`y=(1\frac{1}{2}\stackrel{~}{\beta })\mathrm{log}n_c+u`$ with $`u`$ finite for $`n_c\mathrm{}`$, exactly as in (40) (after carrying out the transformation from $`\beta `$ to $`\stackrel{~}{\beta }`$). As a result, and in contrast to the scaling regime $`\beta =𝒪(n_c^0)`$, even for $`n_c\mathrm{}`$ equation (44) remains transcendental, and it generally resists analytical solution.

A systematic numerical analysis of (44) reveals the following picture. At high temperatures, $`\stackrel{~}{\beta }=0`$, the system is in a swollen phase, which is defined by the condition $`lim_{n_c\mathrm{}}f_{n_c}=0`$ (the fraction of monomers found at a maximally filled site is zero). Upon increasing $`\stackrel{~}{\beta }`$ one then finds a phase transition at $`\stackrel{~}{\beta }_1^c(\alpha )`$ to a partially compact state, where $`0<lim_{n_c\mathrm{}}f_{n_c}<1`$. A further increase of $`\stackrel{~}{\beta }`$ leads to a growth of the fraction of monomers in maximally filled sites, until at a second transition temperature $`\stackrel{~}{\beta }_2^c(\alpha )`$ the system enters the fully compact phase, where $`lim_{n_c\mathrm{}}f_{n_c}=1`$. For the special case $`\stackrel{~}{\beta }=2`$ it turns out that (44) can be solved analytically: for $`\alpha >1`$ one finds in leading order $`y=\mathrm{log}\alpha `$ and $`lim_{n_c\mathrm{}}f_{n_c}=0`$, for $`\alpha <1`$ one has $`y=𝒪(n_c^1\mathrm{log}n_c)`$ and $`0<lim_{n_c\mathrm{}}f_{n_c}<1`$, which confirms the picture obtained by numerical solution (see below).

The resulting phase diagram, obtained by extracting the two transition temperatures $`\stackrel{~}{\beta }_{1,2}^c(\alpha )`$ from a numerical solution of (44), is drawn in figure (4), and is confirmed qualitatively by numerical simulations (see the next section). Note that even for the relatively high value $`n_c=2\times 10^5`$ as used in the numerical evaluation, the line $`\stackrel{~}{\beta }_2^c(\alpha )`$ can only be qualitatively correct, since in order to probe truly the $`n_c\mathrm{}`$ regime we need $`\mathrm{log}(n_c)\mathrm{}`$, according to the saddle-point equation. Note, furthermore, that in the limit $`\alpha 0`$ the system must be fully compact, so that both $`\stackrel{~}{\beta }_1^c`$ and $`\stackrel{~}{\beta }_2^c`$ must tend to $`0`$. Finally, for $`\alpha 1`$ our numerical solution shows that both transition temperatures grow as $`\stackrel{~}{\beta }_{1,2}(\alpha )\mathrm{log}(\alpha )`$.

## 8 Numerical Simulations for High $`n_c`$

We have carried out numerical simulations to verify the theoretical equilibrium results of the last section, and the kinetics of the approach to equilibrium in the $`n_c\mathrm{}`$ regime; since phase transitions only occur for $`\varphi <0`$ (the hydrophobic system) we have restricted our simulations accordingly. Due to often excessive equilibration times observed for large $`n_c`$ (see below), it has been necessary to limit our experiments to $`n_c=100,N=1000`$. Hence, strong finite size effects could be anticipated, since the theory requires $`N\mathrm{}`$, $`n_c\mathrm{}`$ and $`n_c/N0`$. Nevertheless, the numerical simulations were found to agree remarkably well with the theory.

Figure 5 shows the fraction $`f_{n_c}`$ of monomers in a maximally filled site, as a function of the re-scaled inverse temperature $`\stackrel{~}{\beta }`$, after $`10^6`$ updates per monomer. The solid curve shows the observed value following initialisation of the system in a maximally compact (collapsed) state; the dashed curve shows the observed $`f_{n_c}`$ following initialisation in the fully swollen state. The hysterisis-type graph which results from these measurements (the dependence on intialisation) reflects extremely slow equilibration of the system towards more compact states, due to entropic barriers (similar to those in e.g. ritort ). The full curve (which describes a process of de-compactification) does not suffer from this problem, and therefore gives the best experimental estimate for the true locations of the transitions. This latter curve predicts (for $`\alpha =1.0`$) that $`\stackrel{~}{\beta }_1^c(1)1.7`$ and $`\stackrel{~}{\beta }_2^c(1)4.1`$, to be compared to the theoretical predictions $`\stackrel{~}{\beta }_1^c(1)2.0`$ and $`\stackrel{~}{\beta }_2^c4.2`$ (see figure 4). Given the anticipated finite size effects, these values are remarkably close. The non-monotonicity of some of the experimental curves are surely finite $`n_c`$ effects; for finite $`n_c`$ a maximally filled site can indeed temporarily loose one or more monomers, whereas the probability for this to happen vanishes for $`n_c\mathrm{}`$.

We now turn to the entropy barriers which cause the slow equilibration towards compact states. At sufficiently low temperatures, starting from a swollen (i.e. high temperature) state, monomers initially hop around until at some site a critical (temperature dependent) monomer number is obtained. After this has happened, this site fills up very rapidly, since its monomers can no longer escape (for energetic reasons). All monomers in fully filled sites are thus more or less immobile, and the remaining (mobile) monomers find themselves at a reduced effective density $`\rho _{\mathrm{eff}}=(1f_{n_c})/(\alpha c_{n_c})`$. Hence, as $`f_{n_c}`$ increases, for the mobile monomers it will become increasingly harder to ‘find’ other monomers to form a new site with a critical monomer number. This entropic effect is illustrated by the simulation shown in in figure 6. It is characterised by sudden jumps in the variance, corresponding to a site reaching the critical monomer number and filling up rapidly, with increasingly long plateaus in between, where the remainder of mobile monomers hop around at a reduced effective density. The actual process of the rapid filling of those sites which a some stage reach the critical monomer number, is illustrated in figure 7. It shows, as snapshots of numerical simulations at three intermediate (relatively close) times, the distribution $`\{f_n\}`$ for a hydrophobic system as in the previous experiments which has been quenched from a maximally swollen state to a lower temperature, well within the fully compact phase. Since the equilibrium state in that phase corresponds to $`f_{n_c}=1`$, even at the largest observation time shown, $`t_3=10^4`$, the system clearly has not yet equilibrated.

Another interesting aspect of the equilibration dynamics is the fact that compactification is found to take longer for a system which is not re-initialised at each new relaxation temperature, compared to a system that is. This is illustrated in figure 8. Apparently, in a quench (re-initialisation to a swollen state), several sites reach the critical monomer density simultaneously, while the effective density is still reasonably high. Note that at short times one can indeed observe several peaks in figure 7. On the other hand, in a system which is not re-initialised, the effective monomer density is already reduced when the temperature is changed and a new relaxation commences. As a result, the entropic barrier to be overcome before a critical monomer density at any site is achieved, is larger in the system which is not re-initialised than in the re-initialised system, and hysteresis effects are therefore stronger. Non-monotonicity is, again, a finite $`n_c`$ effect.

## 9 Discussion

In this paper we have studied the dynamics and the compactification phase transitions of a class of simple lattice gas models for a random heteropolymer in infinite dimensions, as introduced in jort . Within this class we have restricted ourselves to models with site disorder, in particular to the Random Hydrophobic Model (RHM). For finite $`n_c`$ (the maximum number allowed at a given site), and a finite number of monomer species, we have been able to solve the dynamics exactly, by deriving exact closed macroscopic evolution equations for a suitable set of dynamic order parameters. The solution of the (non-linear) macroscopic equations, describing the approach to equilibrium, is shown to be in excellent agreement with numerical simulations.

In order to study the physics of the model also for $`n_c\mathrm{}`$ (a limit which could not easily be taken in the equilibrium solution proposed in jort ) we have presented an alternative (but equivalent) equilibrium solution. In the latter approach the limit $`n_c\mathrm{}`$ poses no problems (although the method would not apply to models with bond disorder, in contrast to that of jort ). Working out our equations for models which just a single monomer type shows that for $`n_c\mathrm{}`$ a hydrophilic model will not undergo phase transitions at any temperature (as expected), but that the hydrophobic system will be in a collapsed state, at any finite temperature. In the latter case the transition(s) apparently occur at $`T=\mathrm{}`$, as a consequence of having taken the $`n_c\mathrm{}`$ limit. In terms of a suitably re-scaled inverse temperature $`\stackrel{~}{\beta }`$, however, two transitions are found to occur, at $`\stackrel{~}{\beta }_1^c`$ (from a swollen to a partially compact state) and at $`\stackrel{~}{\beta }_2^c`$ (from a partially compact to a fully compact state). Both the existence and location of these two transitions are confirmed by numerical simulations, within the experimental limits imposed by having finite $`N`$ and finite $`n_c`$ (the theory requires $`N\mathrm{}`$, $`n_c\mathrm{}`$ with $`n_c/N0`$). Especially when following a swollen (i.e. high temperature) initial state, equilibration is observed to take place via an extremely slow plateau-like dynamics, which is caused by entropic effects, particularly at the critical points and in the partially compact phase.

A natural extension of the work reported in this paper would be to solve the dynamics of the model for the case of bond disorder. In statics such models have been solved using replica theory, see jort ; GOT ; GOP ; Ob ; GLO ; GO\_C ; Sf , and it is to be anticipated that the method of path integrals pathint  would have to be used for solving the dynamics, as in e.g. TAB .

Infinite dimensional models are obviously less realistic than finite dimensional ones in terms of the spatial properties of polymer folding processes. However, our present study shows that, due to the absence of any need for approximations (in contrast to their finite dimensional counterparts), they do allow for a fairly complete and fully exact quantitative understanding of the energetic and entropic interplay between hydrophobic and hydrophilic effects, including both statics and dynamics.