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# Comparing Optical and Near Infrared Luminosity Functions

## 1 Introduction

The current luminosity density of the Universe is an important input into estimates of both the chemical evolution of the Universe due to nuclear burning in stars, and the extragalactic background light or cosmic optical and infrared background. The luminosity density is found by an integral over the luminosity function of galaxies, and estimating the luminosity function of galaxies requires both photometric measurements of galaxies and redshifts for distances. The recent release by 2MASS (Cutri et al., 2000) of near infrared photometric data covering one-half the sky has led to two recent estimates of the near IR luminosity function: Kochanek et al. (2001) measured redshifts or used existing redshifts for a bright sample over a large \[$`2`$ sr\] region on the sky, while Cole et al. (2001) analyze a deeper sample over an effective area of $`0.2`$ sr using redshifts from the 2 Degree Field Galaxy Redshift Survey \[2dFGRS\]. The massive optical photometric and spectroscopic Sloan Digital Sky Survey \[SDSS\] has also estimated the luminosity function of galaxies in five bands between 0.3 and 1 $`\mu `$m (Blanton et al., 2001). The SDSS luminosity density is 1.5 to 2.1 times higher than previous estimates of the optical luminosity density. Blanton et al. (2001) go through the exercise of evaluating galaxy fluxes in the ways identical to the methods previously used, and found that the larger flux seen by the SDSS was due to the larger apertures employed by the SDSS.

This paper extrapolates this luminosity density comparison of the SDSS to other determinations into the near infrared.

## 2 Luminosity Density

While luminosity functions can be defined in many ways, using either parametric models or non-parametric estimators, this paper only compares the parametric Schechter (1976) luminosity function fits. The Schechter luminosity function is given by

$$n(L)dL=\varphi _{}(L/L_{})^\alpha \mathrm{exp}(L/L_{})dL/L_{}$$
(1)
and it gives a luminosity density $`\mathrm{}=4\pi j=Ln(L)𝑑L=\varphi _{}L_{}\mathrm{\Gamma }(\alpha +2)`$. This luminosity density is plotted as function of wavelength for the five SDSS bands from Blanton et al. (2001) and the near infrared J and K bands from Cole et al. (2001) in Figure 1 along with results from earlier optical and near infrared studies. Table 1 lists the parameters of the Schechter fits used to compute the luminosity density. Note that the measured luminosity densities scale like the Hubble constant $`H_{}`$, so the plotted densities have been divided by a factor of $`h=H_{}/100`$. It is clear that there is a large discontinuity between the optical SDSS bands and the near infrared bands. Also shown on Figure 1 is the mean spiral galaxy spectrum from Dwek et al. (1998). A least sum of absolute errors fit to a model that allowed different scaling factors in the optical and near infrared, and also allowed for an $`\mathrm{}_\lambda =\text{const}`$ tail to the spectrum at short wavelengths, gave the heavy curve in Figure 1. The relative scaling between the SDSS and the 2MASS results was a factor of 2.3. The overall scaling was a factor of $`1.7\times `$ increase to get the Dwek et al. (1998) luminosity density to match the level of the SDSS data.

In order to study the source of the $`2.3\times `$ discrepancy between the SDSS and the 2MASS luminosity function, Figure 2 plots both the luminosity density and the three factors that go into the luminosity density as a function of wavelength. This plot clearly shows that the majority of the effect is caused by differences in $`L_{}`$. This plot also shows the Kochanek et al. (2001) “all galaxy” fit at 2.2 $`\mu `$m, which is quite consistent with the Cole et al. (2001) fits.

## 3 Discussion

The local luminosity density difference of a factor of 1.5 between the SDSS and the 2dF (Folkes et al., 1999), and a factor of 2.1 between the SDSS and the LCRS (Lin et al., 1996), extends into the near infrared where an extrapolated SDSS luminosity density is a factor of 2.3 higher than recent determinations using 2MASS (Cole et al., 2001; Kochanek et al., 2001). The cause of the discrepancy between the SDSS and the LCRS and 2dF optical luminosity density determinations is the use of larger apertures by the SDSS (Blanton et al., 2001), but the cause of the difference in the near infrared has not been determined. If in fact the optical and near infrared luminosity density has been underestimated by a factor of about 2, this provides a partial explanation for the high extragalactic background levels seen by Bernstein (1999) in the optical; and Gorjian et al. (2000), and Wright & Reese (2000) in the near infrared. The background is given by

$$4\pi J_\nu =\mathrm{}_{(1+z)\nu }(z)\frac{cdt}{dz}𝑑z,$$
(2)
and while the luminosity functions discussed here only determine $`\mathrm{}`$ at $`z0`$, one expects that an increase in $`\mathrm{}`$ at low redshift would propagate smoothly to higher redshifts as well leading to an increased background.

The existing number counts $`N(>S)`$, where $`N`$ is the number of sources per steradian brighter than flux $`S`$, do not give a background $`J=S𝑑N`$ as large as the observed backgrounds: $`\nu J_\nu =8\pm 2\text{nW m}\text{-2}\text{ sr}\text{-1}`$ at $`2.2\mu \text{m}`$ from counts (Madau & Pozzetti, 2000) vs. $`20\pm 6\text{nW m}\text{-2}\text{ sr}\text{-1}`$ from DIRBE (Wright, 2001). The number counts for bright sources, in the Euclidean regime with $`N(>S)S^{3/2}`$, are related to the local luminosity function by

$$N(>S)=\frac{1}{3}(4\pi )^{3/2}S^{3/2}L^{3/2}n(L)𝑑L=\frac{\varphi _{}\mathrm{\Gamma }(\alpha +2.5)}{3}\left(\frac{L_{}}{4\pi }\right)^{3/2}S^{3/2}.$$
(3)
The bright end of the Madau & Pozzetti (2000) number counts at $`2.2\mu \text{m}`$ do agree with the Cole et al. (2001) determination of the luminosity function. Increasing the flux of each galaxy by using the larger SDSS apertures would increase $`S`$ at constant $`N`$ and thus explain the observed optical and near infrared backgrounds. The integral under the solid curve in Figure 1 gives a NIR-optical luminosity density of $`5.6h\times 10^8L_{}/\text{Mpc}^3`$. This value is based on the SDSS data and the extrapolation of the SDSS data into the near infrared shown in Figure 1.

In a private E-mail, Shaun Cole suggested that the optical to near infrared colors of galaxies in common between the SDSS and 2MASS samples are normal and agree with the shape of the Dwek et al. (1998) curve in Figure 1; and that he did not expect that the 2MASS magnitudes missed a significant fraction of the flux - certainly not a factor of 2.3. If the SDSS luminosity densities are correct, this would suggest that a significant fraction of the galaxies in the SDSS catalog that should have been detectable in the near infrared were missed by 2MASS.

On the other hand, the SDSS luminosity densities could be too high. If so, the optical and near infrared background determinations could be too high, or an exotic source such as a decaying elementary particle \[see the “DP” curve in Figure 1b of Bond, Carr & Hogan (1986)\] could provide part of the background. If the background determinations are too high, the most likely cause of the error would be the zodiacal light modeling. In the near IR, replacing the “very strong no-zodi” model (Wright, 1997, 1998; Gorjian et al., 2000) with the Kelsall et al. (1998) model would increase the background, making the discrepancy larger. For example, Cambresy et al. (2001) use the Kelsall et al. (1998) model and get $`\nu J_\nu =28\pm 7\text{nW m}\text{-2}\text{ sr}\text{-1}`$ at $`2.2\mu \text{m}`$.

At least some – if not all – of the luminosity function and background determinations discussed in this note are incorrect. In order to find out the true luminosity density from galaxies one will have to measure the total flux from galaxies in large apertures that include the low surface brightness fuzzy fringes.

Astrophysics research at the IAS is supported by National Science Foundation Grant PHY-0070928 and the Ambrose Monell Foundation. I would like to thank John Peacock, Shaun Cole, Michael Strauss and Zeljko Ivezic for useful discussions on this paper.


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# Dimer Decimation and Intricately Nested Localized-Ballistic Phases of Kicked Harper

## Abstract

Dimer decimation scheme is introduced in order to study the kicked quantum systems exhibiting localization transition. The tight-binding representation of the model is mapped to a vectorized dimer where an asymptotic dissociation of the dimer is shown to correspond to the vanishing of the transmission coefficient thru the system. The method unveils an intricate nesting of extended and localized phases in two-dimensional parameter space. In addition to computing transport characteristics with extremely high precision, the renormalization tools also provide a new method to compute quasienergy spectrum.

Kicked Harper model has emerged as an important model in the recent literature on quantum chaos. The model exhibits both ballistic/extended as well as localized states in the regime where the corresponding classical system is chaotic. This challenges the concept of dynamical localization in non-integrable systems (such as kicked rotor), interpreted as the suppression of quantum diffusion due to classical chaos. Localization-delocalization transition of the model although has its roots in the corresponding un-kicked case is very complex with mixed spectrum and nontrivial multi-fractal characteristics. We use renormalization group (RG) techniques to study this richness and complexity. Our methodology has clear conceptual and numerical advantages over earlier methods for spotting critical states and locating localization transitions.

The kicked Harper model is described by the time-dependent Hamiltonian

$$H(t)=L\mathrm{cos}(p)+K\mathrm{cos}(q)\underset{k=\mathrm{}}{\overset{\mathrm{}}{}}\delta (tk).$$
(1)
Here $`q,p`$ is a canonically conjugate pair of variables on a cylinder. In the absence of kicking, the quantum system $`H_0=L\mathrm{cos}(p)+K\mathrm{cos}(q)`$, can be written as a nearest-neighbor (nn) lattice model. We take $`p=m\mathrm{}`$, and $`e^{iq}`$ as a translational operator for $`p`$, obtaining the well known Harper equation,

$$\frac{1}{2}K(\psi _{m+1}+\psi _{m1})+L\mathrm{cos}(\mathrm{}m)\psi _m=ϵ\psi _m$$
(2)
If we choose $`\mathrm{}=2\pi \sigma `$, where $`\sigma `$ is a Roth number, the model exhibits localization-delocalization transition at $`K=L`$. This transition has been analyzed by various RG schemes.

For the Hamiltonian (1) that is periodic in time, the matrix elements of the evolution operator $`𝐔`$, in the angular-momentum basis $`|m`$ with eigenvalues $`p=m\mathrm{}`$, read

$$U_{m,m}=\mathrm{exp}[2i\overline{L}\mathrm{cos}(m\mathrm{})](i)^{mm}J_{mm}(2\overline{K})$$
(3)
Here $`J_r`$ is a Bessel function of order $`r`$ and $`\overline{K}=K/(2\mathrm{})`$ and $`\overline{L}=L/(2\mathrm{})`$. The spectral problem $`𝐔|\psi _\omega =e^{i\omega t}|\psi _\omega `$, ($`\omega `$ being the quasienergy) involving unitary matrix of the above form was transformed to a real lattice tight binding model (tbm) with angular momentum quantum number representing the lattice index

$$\underset{r=\mathrm{}}{\overset{\mathrm{}}{}}B_r^mu_{m+r}=0,$$
(4)
where the coefficients $`B_r^m`$ are

$$B_r^m=J_r(\overline{K})\mathrm{sin}[\overline{L}\mathrm{cos}(m\mathrm{})\pi r/2\omega /2].$$
(5)
For finite $`\overline{K}`$, the tbm (4) effectively contributes only few terms as Bessel’s function exhibit fast decay when $`|r|>|\overline{K}|`$. Therefore, the tbm describes a lattice model with a finite range of interaction denoted as $`b`$ ($`b\overline{K}`$). In the limit of small $`\overline{K},\overline{L},\omega `$, tbm reduces to the simple Harper equation (2) with $`ϵ=\mathrm{}\omega `$.

The renormalization tools have proven to be a great asset in studying localization transitions in aperiodic one-dimensional (1D) nn lattice models. We use RG methodology to investigate localization transitions in the kicked system (1) represented by the lattice model (4,5). We propose two independent RG schemes, which are generalization of dimer decimation scheme of the nn case which reduce the lattice problem to a (vector, or block) dimer, the discrete analog of the textbook example of the quantum barrier problem. The transport characteristics of the lattice model can be understood as due to quantum interference within the dimer. Furthermore, the decay of the coupling between the two sites of the dimer is shown to correspond to the vanishing of the transmission probability: i.e, the localized phase is asymptotically a broken dimer under the RG flow. As we discuss below, scaling analysis of the transmission properties provide an extremely accurate tool to distinguish extended, critical and localized phases. The key idea underlying both renormalization schemes is the simultaneous decimation of the two central sites of the doubly infinite lattice $`\mathrm{},\mathrm{}2,1,0,1,2,\mathrm{}.\mathrm{}`$, namely $`\pm 1`$, $`\pm 2`$ and so on, after we have eliminated the site $`m=0`$. Both can be applied to general tbm (4) with arbitrary coefficients $`B_m^r`$.

In the first scheme, which we will refer to as vector decimation, the decimation is done on a vectorized form of the tbm: the lattice model (4) is first transformed to a nn vector model where each site is associated with a $`b`$-dimensional vector $`\mathrm{\Phi }_m`$: $`\mathrm{\Phi }_m=(X_m^0,X_m^1,\mathrm{}.X_m^{b1})`$ where $`X_m^0=u_m`$ and for $`0<r<b`$,

$$X_m^r=B_{br}^mu_m+\underset{k=0}{\overset{r1}{}}B_{bk}^m[u_{m+rk}+u_{mr+k}]$$
(6)
Here we assumed, for simplicity, that the lattice model exhibits reflection symmetry $`B_r^mB_r^m`$. The lattice model (4) can now be written as a nn vector tbm,

$$\mathrm{\Phi }_{m1}+\mathrm{\Phi }_{m+1}𝐕_m\mathrm{\Phi }_m=0,$$
(7)
where $`𝐕_m`$ is a $`b\times b`$ matrix whose non-zero elements are given by, $`V_m(k,k+1)=1`$, $`V_m(k,k)=B_{b1}^m\delta _{k,b}`$, $`V_m(k,b)=B_{k+1}^mB_{k1}^m`$ and $`V_m(b1,b)=2B_b^mB_{b2}^m`$. These elements have been normalized with $`B_r^m`$. The dimer decimation on this vector tbm is described by the vectorization of the RG flow of the nn tbm. We first eliminate the central site ($`m=0`$) and then carry out the iterative process of decimating the two central sites. At the $`n^{\mathrm{th}}`$ step where all sites with $`|m|<n`$ have been eliminated, the tbm for $`m=\pm n`$ can be written as

$`\mathrm{\Phi }_{n+1}+𝐆(n)\mathrm{\Phi }_n𝐄(n)\mathrm{\Phi }_n`$ $`=`$ $`0`$ (8)
$`\mathrm{\Phi }_{n1}+𝐆(n)\mathrm{\Phi }_n𝐄(n)\mathrm{\Phi }_n`$ $`=`$ $`0`$ (9)
where $`𝐆(n)`$ and $`𝐄(n)`$ are $`b\times b`$ matrices. With initial conditions $`𝐆(1)=𝐕_0^1`$ and $`𝐄(1)=𝐕_1𝐆(1)`$, obtained by decimating the central site, the renormalized matrices $`𝐆(n)`$ and $`𝐄(n)`$ are given by the following RG flow, the matrix version of the dimer map

$`𝐆(n+1)`$ $`=`$ $`[𝐄(n)𝐆^1(n)𝐄(n)𝐆(n)]^1`$ (10)
$`𝐄(n+1)`$ $`=`$ $`V_{n+1}+[𝐆(n)𝐄^1(n)𝐆(n)𝐄(n)]^1`$ (11)
In the second scheme, which we will refer to as scalar decimation, we seek a renormalization scheme which preserves the banded form of the tbm (4). We define the $`2b\times 2b`$ central matrix $`𝐀`$ with an initial value $`A_{j,k}(0):=\overline{B}_{kj}^j`$, $`j,k\{b,\mathrm{},2,1,1,2,\mathrm{},b\}`$, where $`\overline{B}_r^m:=B_r^mB_m^mB_{m+r}^0/B_0^0`$ describes the renormalized tbm after only the central site $`0`$ has been decimated from eqn.(4). Note that expressing $`u_{\pm 1}`$ from the central two eqs. and substituting for $`u_{\pm 1}`$ in the remaining eqs. one obtains tbm on a decimated lattice $`\pm 2,\pm 3\mathrm{}`$ of the same band structure with a renormalized $`2b\times 2b`$ matrix $`A_{j,k}(1)`$ in the center. The recursive scheme describing the $`n^{\mathrm{th}}`$ step renormalization of the matrix $`𝐀`$ is

$`A_{j,k}(n+1)`$ $`=`$ $`det𝐋_{j,k}(n)/D(n),`$ (12)
$`𝐋_{j,k}(n)`$ $`=`$ $`\left(\begin{array}{ccc}A_{j^+,k^+}^{}(n)& A_{j^+,1}^{}(n)& A_{j^+,1}^{}(n)\\ A_{1,k^+}^{}(n)& A_{1,1}(n)& A_{1,1}(n)\\ A_{1,k^+}^{}(n)& A_{1,1}(n)& A_{1,1}(n)\end{array}\right)`$ (13)
where $`D(n):=A_{1,1}(n)A_{1,1}(n)A_{1,1}(n)A_{1,1}(n)`$ is a central $`2\times 2`$ determinant, $`j^+`$ denotes the renormalized lattice site: $`j^+:=j+1,j1`$ if $`j>0,<0`$, respectively, and

$$A_{j,k}^{}(n):=\{\begin{array}{cc}A_{j,k}(n);\hfill & j,k\{b,\mathrm{},1,1,\mathrm{},b\}\hfill \\ B_{kj}^{j+n};\hfill & j>b\text{ or }k>b\hfill \\ B_{kj}^{jn};\hfill & j<b\text{ or }k<b\hfill \end{array}$$

Comparing vector and scalar decimation flows, the later although may lack the elegance formulation of the vector decimation, has various numerical advantages in addition to being very fast, as the only source of possible singularity, namely the central $`2\times 2`$ determinant $`D(n)`$, is easy to control, and the whole procedure is completely stable against oversizing the bandwidth $`b`$. However, two independent methods provides a unique advantage in confirming many subtle features of the phase diagram that are discussed below.

The important quantity that characterizes the transport properties is the effective coupling of the renormalized dimer. It is the ratio $`R`$ of the off-diagonal to the diagonal part of the renormalized lattice. In the vector and scalar decimation, the appropriate quantities are $`R_v=\mathrm{tr}(\mathrm{𝐆𝐆}^{})/\mathrm{tr}(\mathrm{𝐄𝐄}^{})`$ and $`R_s=\mathrm{tr}(𝐀_{}𝐀_{}^{}{}_{}{}^{})/\mathrm{tr}(𝐀_+𝐀_{+}^{}{}_{}{}^{})`$ where we name the offdiagonal and diagonal $`b\times b`$ blocks respectively as $`(A_{})_{j,k}:=A_{j,k}`$, and $`(A_+)_{j,k}=A_{j,k}`$, $`j,k\{1,\mathrm{},b\}`$ (assuming reflection symmetry $`A_{n,l}A_{n,l}`$).

To confirm that the parameter $`R`$ is indeed related to the transmission coefficient of the model, we have done direct calculation of the transmission properties by solving the scattering problem on a momentum lattice for a truncated kicked model. This is achieved by replacing kinetic energy term by $`L\mathrm{cos}(\mathrm{}m)\theta (M|m|)`$, $`\theta (n0):=1,\theta (n<0):=0`$, where the parameter $`M`$ defines the size of the scattering region $`|m|M`$. This scattering model is equivalent to tbm (4,5) where $`\overline{L}`$ is replaced by $`\overline{L}\theta (M|m|)`$. Outside the scattering region, $`m>|M|`$, the wave-function is a superposition of properly normalized plane waves $`\psi _m^{\pm (l)}=|\mathrm{sin}(\kappa _l)|^{1/2}\mathrm{exp}(\pm i\kappa _lm)`$, with $`\mathrm{cos}(\kappa _l)=(\omega +2\pi l)/(2\overline{K})`$, $`l`$ integer. The reflection and transmission matrices $`𝐑`$ and $`𝐓`$ are determined by matching the ansätze for the asymptotic solutions, $`u_m=\psi _m^{+(l)}+_l^{}R_{ll^{}}\psi _m^{(l^{})}`$, for $`m<M`$, and $`u_m=_l^{}T_{ll^{}}\psi _m^{+(l^{})}`$, for $`m>M`$, on tbm (4) for $`|m|M`$. Importantly, decimation scheme makes the solution of the scattering problem for large $`M`$ very efficient, as $`n=Mb`$ iterates of the RG map (12) are performed first in order to maximally reduce the size of the scattering region, as $`𝐀(n)`$ does not depend on truncation for $`nMb`$. Our numerical calculations confirmed that results obtained using the total transmission probability $`P(M=n+b):=_{l,l^{}}|T_{ll^{}}|^2`$ are fully consistent with the ones based on the ratios $`R_v(n)`$ and $`R_s(n)`$.

It turns out that the scaling exponent $`\beta =lim_n\mathrm{}\beta (n)`$, $`\beta (n)=\mathrm{log}S(n)/\mathrm{log}n`$ (where $`S=P`$, $`R_s`$, or $`R_v`$) provides a very effective means to describe transport properties. The extended states are described by (typically monotonic) convergence of $`\beta (n)`$ $`0`$. In case of exponential localization, $`\beta (n)\mathrm{}`$. The decay $`S(n)\mathrm{exp}(2n/\xi )`$ can be used to calculate the localization length $`\xi `$. In contrast, the critical states are characterized by negative $`\beta `$ exhibiting non convergent, oscillatory behavior. Therefore, asymptotically, both the critical and the localized kicked model describes a broken dimer. In fig.1, we display RG flow at the Fibonacci iterates $`F(f)`$, the successive denominators of the continued fraction approximation of $`\sigma =(\sqrt{5}1)/2`$, which is kept fixed throughout the paper. However, the method can be implemented for arbitrary $`\sigma `$, By iterating RG equations upto $`F_{33}=5,702,887`$, the localization thresholds are determined almost to machine precision. Most of our studies describing the variation in the transport properties are carried out for $`\omega =0`$ , which appears to be the eigenvalue for all parameters.state. However, as we discuss later, the RG methodology can also be used to compute the quasienergy spectrum and analyze its transport characteristics.

We confirm the critical nature of the state along the symmetry axis $`K=L`$ where the exponent $`\beta `$ is always found to be negative and bounded. For any value of $`K`$, RG flow displays the oscillatory pattern shown in fig.1 with only variation being the amplitude of the oscillation. Fig.2 shows variation in $`\beta `$ with $`K`$ where smooth variations are intermitantly intrupted by rapid variations. As we discuss below, this may be related to the existence of critical manifolds off the symmetry line.

One of the most remarkable and intriguing result of the RG analysis is the cascade of localization-delocalization transitions off the symmetry line where the extended and the localized regimes display intricate pattern in two-dimensional parameter space as shown in fig.3. The extended phase of the unkicked model ($`K>L`$ regime) is landscaped by various patches of localized regimes and similar behavior is seen in the localized phase consisting of patches of extended regime which is the dual image of the extended reentries. A detailed numerical analysis suggests that the critical manifolds in $`(K,L)`$ space, corresponding to singular continuous states, can only correspond to the localization-delocalization boundary, and hence we do not  find any fat critical phase. Furthermore, comparing figs. 2 and 3, the rapid variations in $`\beta `$ on $`K=L`$ may have its origin in collisions of the critical manifold with itself on the symmetry line.

Scanning one-parameter space, say by varying parameter $`K`$, one sees a cascade of reentrant transitions where ballistic (localized) transport reappears and survives in a finite window in parameter after becoming localized (extended) as shown in fig.4. We believe that these ”transitions are related to the cascades of transitions predicted by semiclassical methods. The reentrancies exist for a band of quasiperienergy states and hence will result in modulations in transport properties for a wave packet consisting of a superposition of many quasienergy states.

Treating $`\omega `$ as a running parameter , RG flow together with the duality transformation $`(K,L)(L,K)`$ (which maps extended states to localized states and vice versa as confirmed by detailed numerics) can also facilitate an accurate method to determine the quasienergy spectrum of the kicked Harper and related models. ( see fig.5) In RG scheme, it is in general difficult to distinguish localized and forbidden values of $`\omega `$ as it requires knowledge of $`d\beta /d\omega `$. However, by exploiting duality, localized spectrum can be easily separated from the spectral gaps as the later corresponds to $`\beta (n)\mathrm{}`$ as well as $`\beta ^{\mathrm{dual}}(n)\mathrm{}`$.

In summary, RG tools uncover many complex features of the kicked model which would have been impossible with previously used methods. The dimer decimation approach can be applied to a variety of problems which include unitary models without reflection symmetry and can also be implemented to compute spectrally global quantities. We hope that these tools will provide a new direction in resolving various important issues underlying the frontiers of localization phenomenon in complex systems.

The research of IIS is supported by National Science Foundation Grant No. DMR 0072813. TP acknowledges Ministry of Science and Technology of Slovenia for a financial support.


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# Chiral Multiplets Versus Parity Doublets in Highly Excited Baryons

## I Introduction

It is believed that ultimately QCD, the underlying theory of the strong interaction, can explain all of the features of hadronic physics. However, the subject remains of considerable importance since predictions of hadronic phenomena from QCD remains computationally intractable for many problems despite advances made in lattice gauge theory. Moreover, the manner that the underlying QCD degrees of freedom transmute into the observable hadronic degrees of freedom is subtle and complex and of great intellectual interest. One interesting feature of hadronic physics is the appearance of approximate parity doublets for highly excited baryons (baryons with a mass of $``$ 2 GeV and above). Recently it has been suggested that these parity doublets can be explained by an effective restoration of chiral symmetry for these highly excited states.

One feature of QCD that is well understood is that the theory possess an approximate $`SU(2)_L\times SU(2)_R`$ symmetry (which becomes exact as the current quark mass goes to zero) and that this symmetry is spontaneously broken. Clearly, in the absence of both explicit and spontaneous symmetry breaking all hadronic states would fall into chiral multiplets and each multiplet would have both positive and negative parity states. For example, in the meson sector the mass difference between the positive parity $`\sigma `$ and the negative parity $`\pi `$ is entirely due to chiral symmetry breaking. One possible way to understand the near degeneracy between highly excited baryons of different parities is to suggest that for states in this regime there is some type of effective chiral symmetry restoration. Although this has been refered to as a phase transition  it can be rephrased in the following way. The essential conjecture is simply that as one goes up in excitation energy in the baryon spectrum the role of chiral symmetry breaking in determining spectral properties diminishes to the point where the states act to good approximation as though there were no symmetry breaking effects.

A natural language to consider this phenomenon is via correlation functions of currents (interpolating fields) constructed from quark and gluon operators and carrying the quantum numbers of baryons as is done in both QCD sum rule  and in lattice QCD . The correlation functions at high space-like momenta are naturally expressed in terms of an operator product expansion (OPE)  which is the basis of QCD sum-rule calculations. Thus, the correlation function at high space-like momenta is dominated by the perturbative contributions; towards smaller momenta it is dominated by condensates (vacuum expectation values of composite operators), whose contributions are governed by inverse powers of momenta relative to the contribution of the three free quark propagators. The correlation function in the deep Euclidean region can be linked to the imaginary parts of the correlators in the time-like region via dispersion relations; one integrates over a spectral function that is the square of the amplitude that the current creates a state of given mass squared. The currents can be constructed to have well defined transformation properties under $`SU(2)_L\times SU(2)_R`$ transformations. Because of asymptotic freedom it is clear that the correlation functions at asymptotically high momentum can be calculated directly in perturbation theory. However in perturbation theory there is no spontaneous symmetry breaking. The spectrum at asymptotically high mass is connected to only the asymptotically high momentum in correlator. Thus one sees immediately that the chiral $`SU(2)_L\times SU(2)_R`$ symmetry must be manifest (explicit) in the spectrum at asymptotically high masses (i.e. this spectrum must be insensitive to the effects of chiral symmetry breaking). The spectral density at asymptotically high mass associated with a particular current is identical to the spectral density for a chirally rotated current, i.e. the states form chiral mutliplets. Although the states form chiral multiplets, asymptotically high in the spectrum they cannot be identified with hadrons, because as one increases the mass, the spectrum of resonances becomes increasingly dense and the widths should not decrease. Ultimately the resonances overlap to the point at which it is no longer meaningful to identify part of the spectral density with a given hadronic resonance. Indeed, it is this structure of dense overlapping resonances that allows the hadronic spectrum to approach the perturbative QCD continuum that naively is associated with multi-quark states.

In terms of this language, the conjecture that there is effective chiral restoration in the spectrum of highly excited baryons can be understood as follows: as one goes up in excitation energy the effects of chiral symmetry breaking on the spectrum must diminish as one approaches the perturbative regime. The conjecture, then, is simply that the effect of chiral symmetry breaking cuts off low enough in the spectrum that isolated hadronic resonances are still distinct. This in turn means that chiral symmetry breaking effects become negligible in these correlation functions than at least some other nonperturbative (but chiral invariant) and perturbative effects that are responsible for the overal baryon mass high in the spectrum (in particular the effects responsible for the formation of hadronic resonances which intuitively are related to confinement).

In the next section we show how the concept of quark hadron duality allows one to expect the effective chiral symmetry restoration high in the spectrum. The third section is devoted to a classification of the possible parity-chiral multiplets. In the fourth section we discuss an alternative possibility for parity doubling, namely $`U(1)_V\times U(1)_A`$ restoration, and show that $`U(1)_V\times U(1)_A`$ restoration cannot explain parity doubling unless simultaneously the chiral symmetry $`SU(2)_L\times SU(2)_R`$ is also restored. In the fifth section we will review the data on highly excited baryonic resonances and show that the pattern of excitations is such that the states can be interpreted as falling into parity-chiral multiplets. In the final section we compare with other approach and conclude the present study.

## II Why should one expect chiral symmetry restoration high in the spectrum

In this section we argue how the concept of quark-hadron duality suggests chiral symmetry restoration high in the spectrum. The phenomenon of quark-hadron duality  is well established in many processes, e.g. in $`e^+e^{}hadrons`$, where we have a direct experimental access to creation of the quark-antiquark pair by the electromagnetic current. According to this concept, the spectral density $`\rho (s)`$ (perhaps appropriately smeared) at the very large $`s`$ should be dual to the polarization operator calculated at the free quark loop level (up to perturbative corrections). For the process $`e^+e^{}hadrons`$ the ”asymptotic regime” sets in approximately at $`s23`$ GeV2 (within the light flavours sector). The physical picture that is behind such a duality is rather simple. At large $`s`$ the convertion of the virtual photon into quark-antiquark pair is happened at the very short distances between the quark and antiquark (or during very small time interval) and so this stage is described by perturbative QCD. Materialization of these quark and antiquark into physical hadrons happens at the second stage of the process, where the quark and antiquark are quite far from each other and the nonperturbative QCD phenomena are important here. These nonperturbative phenomena , however,cannot significantly affect the full (inclusive) transition rate (spectral density) which is determined at the first stage of the process.

In the case of baryons, unfortunately, there are no experimentally accessible currents that can create three quarks at some space-time point and connect them to baryons. Nevertheless, one can construct such currents theoretically and these currents are widely used in QCD sum rules or lattice calculations to extract properties of low-lying baryons directly from QCD. The quark-hadron duality applied to the present case, would mean that in the asymptotically high part of the baryon spectrum the baryon spectral density should be dual to the one which is calculable in perturbation theory; hence the chiral symmetry should be manifest in the spectral density, because there is no chiral symmetry breaking in perturbation theory.

Consider, as an example, the two-point correlator of the Ioffe current  $`\eta =ϵ_{abc}\left(u_{}^{a}{}_{}{}^{T}C\gamma _\mu u^b\right)\gamma _\mu \gamma _5d^c`$, i.e. one of the currents that couples to isodoublet $`J=1/2^+`$ and $`J=1/2^{}`$ baryons. This correlator contains chiral even and odd terms

$`\mathrm{\Pi }(q)`$ $`=`$ $`i{\displaystyle d^4xe^{iqx}0|T(\eta (x),\overline{\eta }(0))|0}`$ (1)
$`=`$ $`\mathrm{\Pi }^{even}(q^2)q_\mu \gamma ^\mu +\mathrm{\Pi }^{odd}(q^2),`$ (2)
that behave differently under discrete chiral transformations of the form $`\mathrm{exp}(i\pi \gamma _5\stackrel{}{\tau }\widehat{n}/2)`$ (with arbitrary $`\widehat{n}`$); while the former is invariant under this transformation , the latter one switches sign.

In the deep space-like domain $`q^2<0`$, where the language of quarks and gluons is adequate, the OPE up to dimension dim=4 operators is

$`\mathrm{\Pi }^{odd}(q^2)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi ^2}}\overline{q}qq^2\mathrm{ln}(q^2)+\mathrm{},`$ (3)
$`\mathrm{\Pi }^{even}(q^2)`$ $`=`$ $`{\displaystyle \frac{\mathrm{ln}(q^2)}{32\pi ^2}}\left({\displaystyle \frac{q^4}{2\pi ^2}}+{\displaystyle \frac{\alpha _s}{\pi }}G_{\mu \nu }^aG_{\mu \nu }^a\right)+\mathrm{}.`$ (4)
In these equations the first term in the chiral even part of the correlator represents the zeroth order perturbative contribution, i.e. propagation of three free quarks from the point $`0`$, where they are created by the current, to the point $`x`$, where they are annihilated by the same current. The second term of (4), which is the contribution of the gluon condensate, parametrizes soft nonperturbative gluonic effects. Unlike $`\overline{q}q`$ , the gluon operator $`\frac{\alpha _s}{\pi }G_{\mu \nu }^aG_{\mu \nu }^a`$ is not a chiral order parameter . Higher order perturbative corections (containing logarithmic contributions) and the contribution of the higher order chirally even condensates (which are suppressed by powers of $`1/q^2`$) and that do not break the discrete chiral symmetry are not included in eq. (4). In contrast, the chiral odd contribution given in eq. (3) has no purely perturbative part. It consists exclusively of contributions proportional to the various chirally odd condensates. In the expression (3) only the lowest dimension (dim=3) quark condensate is shown explicitly. The contribution of other chirally odd condensates of higher dimension are suppressed by powers of $`1/q^2`$.

The spectral density, $`\rho (s)`$, is proportional to the imaginary part of the correlator in the time-like region, $`s=q^2>0`$. The spectral density parameterizes the amplitude for the current to create a baryon state with mass of $`s^{1/2}`$ and hence provides direct information about the spectrum. While it is not trivial to calculate $`\rho (s)`$ directly, it is straightforward to analytically continue the truncated OPE expansion from the deep Euclidean domain to the time-like region. While such a procedure introduces ambiguities, the ambiguities are suppressed as one goes asymptotically high in the spectrum . In the present context, the significant point is that eqs. (4) and (3) imply that at sufficiently large space-like $`q^2`$, $`C\mathrm{\Pi }^{even}(q^2)\mathrm{\Pi }^{odd}(q^2)`$, where the dimensional constant C (with dimension MeV) is needed to make a comparison meaningful. Analytically continuing this to the large time-like region implies that for sufficiently large $`s`$, $`C\rho ^{even}(s)\rho ^{odd}(s)`$. This in turn implies the spectrum is chirally even, i.e. invariant under the discrete chiral transformation. However, a stronger constraint can be found for the high lying spectrum. Up to dimension 4, the chirally-even correlator is invariant under more than the discrete chiral rotations used to define “even” and “odd” but under arbitrary chiral rotations. This can be seen explicitly from eqn. (4) which at this order is independent of all chirally active condensates. Thus analytically continuing to large time-like $`q^2=s`$ one concludes the asympotic spectral function is not only chirally even under the discrete transformation but is chirally invariant under arbitrary chiral transformations. Summarizing, even if the chiral symmetry is strongly broken in the vacuum (and hence in the low-lying states), one should expect that the effects of chiral symmetry breaking become unimportant for high-lying spectrum. This is a simple consequence of the concept of quark-hadron duality.

The Ioffe current that was considered in the example above belongs to the $`(1/2,0)(0,1/2)`$ representation of the chiral group. However, one can also construct the currents that transform according to the other representations of this group .

## III Classification of the parity-chiral multiplets

Regardless of how plausible one views the a priori arguments above, it is useful to see whether the conjecture is consistent at the phenomenological level with the spectroscopy of highly excited baryons. In particular, although the principal motivation behind this conjecture was the known parity doublet structure of the excited baryons the conjecture actually implies a stronger constraint on the spectrum.

Effective chiral restoration implies that the physical states fall into chiral multiplets of nearly degenerate states. Let us consider in some detail the structure of those multiplets. The irreducible representations of $`SU(2)_L\times SU(2)_R`$ may be labeled as $`(I_L,I_R)`$ where $`I_L`$ and $`I_R`$ represent the isospin of the left- and right handed SU(2) groups. There is an automorphism of $`SU(2)_L\times SU(2)_R`$, $`Q_L^iQ_R^i`$, where $`Q_{L,R}^i`$ are the left and right chiral charges and $`i`$ refers to isospin. This automorphism can be interpreted as the parity operation $`LR`$, under which the vector charge $`Q^i=Q_L^i+Q_R^i`$ is not affected, but the axial charge $`Q_5^i=Q_L^iQ_R^i`$, changes its sign.

QCD with $`\theta =0`$ respects parity; thus chiral multiplets must be large enough so as to contain states of good parity. This can only happen if the representation transforms into itself under parity—i.e. under parity every state in the representation transforms into another state in the representation. However, in general, the irreducible chiral representations do not trsansform into themselves under parity. A general irreducible chiral representation, $`(I_a,I_b)`$ transforms under parity into $`(I_b,I_a)`$, i.e. it cannot be ascribed any definite parity except for those ones $`(I,I)`$ that transform into themselves. Thus, if chiral symmetry is effectively restored for a class of states the multiplets must either be chiral multiplets of the form $`(I,I)`$ or the multiplets must be combined parity-chiral multiplets containing two irreducible chiral representations, i.e. $`(I_a,I_b)(I_b,I_a)`$. Moreover, baryons in two flavor QCD cannot fall into $`(I,I)`$ chiral representations since all states in these representations are of integral isospin while baryons in two flavor QCD are all of half integral isospin. Thus the effective chiral restoration for baryons states implies that they fall into parity-chiral representation of the form $`(I_a,I_b)(I_b,I_a)`$ with $`I_a`$ half integral and $`I_b`$ integral.

Now let us look at the parity structure of these parity-chiral multiplets. Obviously, they contain parity-doublets. For every state of good parity in the multiplet there is another state which has the same total isopin but opposite parity. The reason for this is quite clear. All of these parity-chiral multiplets contain two distinct irreducible chiral representations which transform into each other under parity. A state of good parity can be constructed starting from a state of good isospin in the $`(I_a,I_b)`$ representation which we denote $`|I_{(I_a,I_b)}`$. The states of positive and negative parity are $`2^{1/2}\left(|I_{(I_a,I_b)}+P|I_{(I_a,I_b)}\right)`$ and $`2^{1/2}\left(|I_{(I_a,I_b)}P|I_{(I_a,I_b)}\right)`$ respectively. Thus, as advertised, effective chiral restoration for this class of states explains the parity doublets. However, in general the parity doublet states of the given isospin are not the only states in the representation that includes states of different isospin. Thus, in general, one expects that approximate degeneracy of states associated with effective chiral restoration to include more states than simple parity doublet of the given isospin.

Let us now consider in some detail the phenomenological consequences of effective chiral restoration for states high in the baryon spectrum. As discussed above, such states would have to fall into parity-chiral multiplets with representations of the form $`(I_a,I_b)(I_b,I_a)`$ with $`I_a`$ half integral and $`I_b`$ integral. States in such representations can have isospins ranging from a maximum of $`I=I_a+I_b`$ to a minimum of $`I=|I_bI_a|`$. Empirically, there are no known baryon resonances which have an isospin greater than 3/2. In the language of the constituent quark model this is equivalent to the statement that there are no known quantum-number exotic baryons. Thus we have a constraint from the data that if chiral symmetry is effectively restored for very highly excited baryons, the only possible representations for the observed baryons have $`I_a+I_b3/2`$, i.e. the only possible representations are $`(1/2,0)(0,1/2)`$, $`(1/2,1)(1,1/2)`$ and $`(3/2,0)(0,3/2)`$. Since chiral symmetry and parity do not constrain the possible spins of the states these multiplets can correspond to states of any fixed spin. The $`(1/2,0)(0,1/2)`$ multiplets contain only isospin 1/2 states and hence correspond to parity doublets of nucleon states (of any fixed spin). Similarly, $`(3/2,0)(0,3/2)`$ multiplets contain only isospin 3/2 states and hence correspond to parity doublets of $`\mathrm{\Delta }`$ states (of any fixed spin). However, $`(1/2,1)(1,1/2)`$ multiplets contain both isospin 1/2 and isospin 3/2 states and hence correspond to multiplets containing both nucleon and $`\mathrm{\Delta }`$ states of both parities and any fixed spin.

Summarizing, if $`(1/2,0)(0,1/2)`$ and $`(3/2,0)(0,3/2)`$ were realised in nature, then the spectra of highly excited nucleons and deltas would consist of parity doublets. However, the energy of the parity doublet with given spin in the nucleon spectrum a-priori would not coincide with the energy of the doublet with the same spin in the delta spectrum. This is because these doublets would belong to different representations of $`SU(2)_L\times SU(2)_R`$. On the other hand, if $`(1/2,1)(1,1/2)`$ were realised, then the highly lying states in $`N`$ and $`\mathrm{\Delta }`$ spectrum would consists of multiplets that contain one $`N`$ parity doublet and one $`\mathrm{\Delta }`$ parity doublet with the same spin and are degenerate in mass. We stress that this classification is the most general one and does not rely on any model assumption about the structure of baryons.

## IV Can $`U(1)_V\times U(1)_A`$ restoration explain parity doublets?

Before discussing the data in detail it is useful to consider briefly an alternative explanation for parity doublets in the spectrum namely effective $`U(1)_V\times U(1)_A`$ restoration . At first sight this seems to be a more natural explanation of the parity doubling phenomena as it does not seem to require larger multiplets and involve doublets of the given isospin only. One might postulate, for example, that instanton effects responsible for anomalous $`U(1)_A`$ violations may become unimportant high in the baryon spectrum. However such a scenario is highly implausible in our view. $`U(1)_V\times U(1)_A`$ is broken in two ways—explicitly through the axial anomaly (and quark masses) and spontaneously. It is clear that both types breaking are present. Consider, for example QCD with massless quarks in the large $`N_c`$ limit (or imaginary world with $`N_c=3`$ but without axial anomaly). In the large $`N_c`$ limit all effects of the axial anomaly are absent. However due to the spontaneous symmetry breaking the pion is massless while its $`U(1)_A`$ partner the isovector scalar $`\delta `$ is not. Indeed the same condensates which break $`SU(2)_L\times SU(2)_R`$ (such as $`\overline{q}q`$) also break $`U(1)_V\times U(1)_A`$ . Thus even if one can argue that the effects of anomalous $`U(1)_A`$ breaking shut off high in the baryon sector, unless the effects of spontaneous breaking of $`SU(2)_L\times SU(2)_R`$ also shut off one will not have parity doublets. However, if the effects of the spontaneous breaking of $`U(1)_V\times U(1)_A`$ do shut off one would expect that the effects of spontaneous $`SU(2)_L\times SU(2)_R`$ would also shut off as the spontaneous breaking of both types of symmetries involves the same condensates.

## V Experimental data

The question of relevance is whether the observed baryon highly lying resonances fall into these representations. This is not trivial to determine for a number of reasons. The first is that even if the conjecture is correct the effective chiral restoration is only approximate due to both quark mass effects and residual effects of spontaneous symmetry breaking. Moreover, we have no tools to estimate in an a priori fashion the expected size of these symmetry-breaking effects high in the baryon spectrum. Thus some judgment is need to assert that two levels are “nearly degenerate”. A second complication stems from the fact that this high in the spectrum there are many levels close together and one cannot rule out the possibility that two states are near each other in energy by accident. Moreover, the experimental data  is neither perfect nor complete in this region and the extraction of resonance masses from the data introduces additional uncertainties.

Keeping all these in mind, we note however, that the known empirical spectra of the highly lying $`N`$ and $`\mathrm{\Delta }`$ baryons suggest remarkable regularity. Below we show all the known $`N`$ and $`\mathrm{\Delta }`$ resonances in the region 2 GeV and higher and include not only the well established baryons (“\****” and “\***” states according to the PDG classification ), but also “\**” states that are defined by PDG as states where “evidence of existence is only fair”. In some cases we will fill in the vacancies in the classification below by the “\*” states, that are defined as “evidence of existence is poor” and mark these states by (\*).

$$𝐉=\frac{\mathrm{𝟏}}{\mathrm{𝟐}}:N^+(2100)(),N^{}(2090)(),\mathrm{\Delta }^+(1910),\mathrm{\Delta }^{}(1900);$$

$$𝐉=\frac{\mathrm{𝟑}}{\mathrm{𝟐}}:N^+(1900),N^{}(2080),\mathrm{\Delta }^+(1920),\mathrm{\Delta }^{}(1940)();$$

$$𝐉=\frac{\mathrm{𝟓}}{\mathrm{𝟐}}:N^+(2000),N^{}(2200),\mathrm{\Delta }^+(1905),\mathrm{\Delta }^{}(1930);$$

$$𝐉=\frac{\mathrm{𝟕}}{\mathrm{𝟐}}:N^+(1990),N^{}(2190),\mathrm{\Delta }^+(1950),\mathrm{\Delta }^{}(2200)();$$

$$𝐉=\frac{\mathrm{𝟗}}{\mathrm{𝟐}}:N^+(2220),N^{}(2250),\mathrm{\Delta }^+(2300),\mathrm{\Delta }^{}(2400);$$

$$𝐉=\frac{\mathrm{𝟏𝟏}}{\mathrm{𝟐}}:\mathrm{?},N^{}(2600),\mathrm{\Delta }^+(2420),\mathrm{?};$$

$$𝐉=\frac{\mathrm{𝟏𝟑}}{\mathrm{𝟐}}:N^+(2700),\mathrm{?},\mathrm{?},\mathrm{\Delta }^{}(2750);$$

$$𝐉=\frac{\mathrm{𝟏𝟓}}{\mathrm{𝟐}}:\mathrm{?},\mathrm{?},\mathrm{\Delta }^+(2950),\mathrm{?}.$$

The data above suggest that the parity doublets in $`N`$ and $`\mathrm{\Delta }`$ spectra are approximately degenerate; the typical splitting in the multiplets are $`200`$ MeV or less, which is within the decay width of those states. Of course, as noted above,“nearly degenerate” is not a truly well-defined idea. In judging how close to degenerate these states really are one should keep in mind that the extracted resonance masses have uncertainties which are typically of the order of 100 MeV.

Though one cannot rule out the possibility that (i) the approximate mass degeneracy between the $`N`$ and $`\mathrm{\Delta }`$ doublets is accidental ( then it would mean that baryons are organized according to $`(1/2,0)(0,1/2)`$ for $`N`$ and $`(3/2,0)(0,3/2)`$ for $`\mathrm{\Delta }`$ parity-chiral doublets) we believe that this fact supports an idea (ii) that the highly excited states fall into approximately degenerate multiplets $`(1/2,1)(1,1/2)`$.

While a discovery of states that are marked by (?) would support the idea of effective chiral symmetry restoration, a definitive discovery of states that are beyond the systematics of parity doubling, would certainly be strong evidence against it. The nucleon states listed above exhaust all states (“\****”,“\***”,“\**”,“\*”) in this part of the spectrum included by the PDG. However, there are some additional candidates (not established states) in the $`\mathrm{\Delta }`$ spectrum. In the $`J=5/2`$ channel there are two other candidate states $`\mathrm{\Delta }^+(2000)()`$ and $`\mathrm{\Delta }^{}(2350)()`$; there is another candidate for $`J=7/2`$ positive parity state - $`\mathrm{\Delta }^+(2390)()`$ as well as for $`J=1/2`$ negative parity state $`\mathrm{\Delta }^{}(2150)()`$. Certainly a better exploration of the highly lying baryons is needed.

## VI Discussion

If our conjecture is correct, and assuming that the correlator of three quarks does couple to these states (a-priori one cannot rule out the possibility that these states are not strongly coupled to the three quark correlator, but do couple to the correlator that contains 5 quark fields, etc) it would imply that these highly excited baryons behave as though they were made out of two left and one right quark fields (and vice versa).

The conjecture of “effective chiral restoration” with the states in the $`(1/2,1)(1,1/2)`$ representation seems to be in qualitative agreement with the spectroscopic data. However, it is essential to consider how the conjecture can be tested, i.e. to determine what possible types of evidence can be found which would support the conjecture or rule it out. The right-left structure of these states might be in principle studied in weak processes, but as a practical matter this is not possible since the life time of these states is much below the typical time of weak interactions. In the future, if one is able to describe these states directly from QCD the conjecture could be checked directly, specifically one can test whether the states in question only couple strongly to currents with $`(1/2,1)(1,1/2)`$ quantum numbers.

Finally we wish to discuss the relation of the present work with a scheme recently introduced by Jido, Hatsuda and Kunihiro (JHK) which in the context of the generalized $`\sigma `$-model organizes low-lying baryon fields into the representations $`(1/2,1)(1,1/2)`$. In fact, the two schemes are quite different. The present work is based on the notion that highly-lying baryons physical states behave as if they approximately form $`(1/2,1)(1,1/2)`$ multiplets; our arguments are based on the quark-hadron duality. In contrast, the JHK scheme is based on low-lying baryon fields falling into such multpilets. The distinction between the symmetry properties of fields and of states is critical. Of course, if the vacuum had not spontaneously broken chiral symmetry ( or had the symmetry breaking effects been very weak), then by acting with these fields on the vacuum one would obtain multiplets of (nearly) degenrate states in the $`(1/2,1)(1,1/2)`$ representation. However, the vacuum does break the symmetry strongly and the physical states in JHK scheme are not eigenstates of chirality and do not correspond to degenerate chiral multiplets as the high-lying states do in the scheme presented here.

It is worth noting in passing that the JHK scheme also implicitly assumes that these fields when acting on the (chirally broken) vacuum produce single narrow resonance states. This assumption implies a one-to-one correspondence between the fields (which form paritiy-chiral multiplets) and the low-lying physical states. While one may entertain this assumption as a hypothesis for the way QCD dynamics plays out, it is not obvious a priori whether such a hypothesis can be justified. It could be justified only if there were a continuous smooth ”transition” from the Wigner mode (where the whole spectrum would consist of chiral multiplets) to Nambu-Goldstone one or if the chiral symmetry breaking effects in the vacuum represented only a small perturbation. Indeed, the phenomenological data does not allow to classify all the existing low-lying baryons into chiral multiplets and as a consequence the well established states $`N(1700)`$,$`N(1710)`$,$`\mathrm{\Delta }(1600)`$, and $`\mathrm{\Delta }(1920)`$ do not fall into JHK multiplets with other known resonances. On the contrary, as argued in the present paper, the chiral symmetry breaking effects do represent only a small perturbation at large $`s`$ and hence one can expect the physical spectrum there to consist only of parity-chiral multiplets. Thus the high lying states can fall into multiplets as hypothesized here without the low lying baryon fields being organized into chiral multiplets as in the JHK scheme.

## VII Acknowledgement

TDC acknowledges a discussion with Robert Jaffe (at the workshop ) who pointed out that effective chiral restoration is not simply equivalent to parity doubling but implies a more complicated multiplet strucure and suggested instead the possibility of $`U(1)_A`$ restoration. Jaffe’s argument on $`U(1)_A`$ restoration was reported in . We are greateful to D. Diakonov, L. Kisslinger and E. Shuryak for comments on the manuscript. TDC acknowledges the was supported of U.S. Department of Energy via grant DE-FG02-93ER-40762 and LYaG acknowledges support from the FWF Project P14806-TPH.


text:
# A new constant-pressure molecular dynamics method for finite system

\[

## Abstract

In this letter, by writing the volume as a function of coordinates of atoms, we present a new constant-pressure molecular dynamics method with parameters free. This method is specially appropriate for the finite system in which the periodic boundary condition does not exist. Simulations on the carbon nanotube and the Ni nanoparticle clearly demonstrate the validity of the method. By using this method, one can easily obtain the equation of states for the finite system under the external pressure.

preprint: March 27, 1999
\]

The molecular dynamics (MD) simulation method is a powerful tool, widely used in chemistry, physics, and materials science. As a very important achievement, constant-pressure MD proposed by Andersen, and subsequently extended by Parrinello and Rahman, has provided a powerful method to study systems under the external pressure. Now the constant-pressure MD has become a standard tool to study the physical properties under the external pressure. Especially, it has played a central role in investigating the structural phase transition as well as in geophysical and astrophysical applications.

Recently, the study of low-dimensional and biological system under the external pressure become a considerable interest. In particular, studies on the carbon nanotube, clusters and nanocrystal, such as CdSe, CdS and Si nanocrsystals, have revealed a wealth of interesting new phenomena. Usually computer simulation could substantially complement the experimental information. However, the traditional constant-pressure MD method was designed for the infinite system with a periodic boundary condition, it can not be directly applied to the finite system, such as nanotubes and nanocrystals, in which the periodic boundary condition does not exist. For this reason it is necessary to develop a new computational scheme to study the finite system. Very recently, Martonak, Molteni and Parrinello have successfully studied the pressure induced amorphorpization of $`Si_{35}H_{36}`$ cluster by introducing pressure-transmitting liquid. In order to have a well-defined isotropic constant pressure on the cluster, the number of particles and the volume of the pressure-transmitting liquid should be much larger than that of the cluster, thus it costs a significant overhead of the computation. Additionally, one also must determine how the liquid atoms interacts with themselves and with cluster atoms so that the liquid does not crystallize, or, in the time scale of the simulation the liquid does not undergo a glass transition.

In this paper, by writing the volume as a function of coordinates of atoms, we propose a new constant-pressure MD, which should be appropriate for finite systems with arbitrary shape. This new constant-pressure MD is parameter free, and can be used in any system with arbitrary shape, especially in nanocrystals. We will demonstrate its validity by classical simulations of a carbon nanotube, and small Ni particles, its extension to $`abinitio`$ molecular dynamics method is straight forward.

We write the Lagrangian $`L`$ of a $`N`$-atom system as:

$$L=\underset{i}{\overset{N}{}}\frac{𝐩_i^2}{2m_i}(\varphi (\{𝐫_𝐢\})+P_{ext}V)$$
(1)
where $`𝐫_𝐢`$, $`m_i`$, $`𝐩_i`$ are the coordinates, mass, momentum of $`ith`$ atom respectively, and $`\varphi `$ is potential of system. $`V`$ is the volume of the system, and $`P_{ext}`$ is the external pressure.

If the system obeys the Newton’s mechanism, the equations of motion for $`𝐫_i`$ derived from the Lagrangian $`L`$ read,

$$\frac{d}{dt}(\frac{L}{\dot{𝐫}_i})=\frac{L}{𝐫_i}$$
(2)
Obviously the enthalpy will be conserved. The equations of motion derived from Eq. 2 produce the constant pressure ensemble for the system, as we show bellow. For an equilibrium system with the external pressure,

$$\frac{1}{3V}(\underset{i}{\overset{N}{}}m_iv_i^2\underset{i}{\overset{N}{}}𝐫_i\varphi \underset{i}{\overset{N}{}}𝐫_iP_{ext}V)=0$$
(3)
Then we have,

$$\underset{i}{\overset{N}{}}m_iv_i^2\underset{i}{\overset{N}{}}𝐫_i\varphi =\underset{i}{\overset{N}{}}𝐫_iP_{ext}V$$
(4)
It is well known that, in statistical physics, the volume is an additive quantities, which can be written as a summation of the volume of individual atoms,

$$V=\underset{i}{\overset{N}{}}v_i,$$
(5)
where $`v_i`$ is the volume of the $`i`$th atom, which can be generally written as a cubic homogeneous function of its nearest neighbor distance $`r_{ij}`$, i.e.

$$v_i=\underset{ji}{}f(r_{ij}^3).$$
(6)
According to Euler theorem,

$$\underset{i}{\overset{N}{}}𝐫_iV=3V$$
(7)
So from Eq. 4 we have

$$P_{ext}=P_{int}=\frac{1}{3V}(\underset{i}{\overset{N}{}}m_iv_i^2\underset{i}{\overset{N}{}}𝐫_i\varphi )$$
(8)
where $`P_{int}`$ refers to the internal pressure, since the external pressure $`P_{ext}`$ is a constant, $`P_{int}`$ is also a constant. Thus, by writing the volume as a function of atomic coordinates, a new constant-pressure MD is presented, in which no extra parameter is introduced.

The present constant-pressure MD method has several advantages. First, this method can make the calculation more realistic, without needing to choose the $`mass`$ for the volume as in traditional constant-pressure MD, which directly affects the time scale of the relaxation. Secondly, in the present method, the responding of system to the external pressure is more physical. This is specially important for the inhomgenous system. However, in the traditional constant-pressure MD, the responding of system to the external pressure is essentially linear, $`i.e.`$, the volume of the system is linearly scaled according to the difference of the internal and external pressure.

The key to the success of the present constant-pressure MD method is to define the volume as a function of atomic coordinates. In the traditional constant-pressure MD method, the volume is a generalized coordinates, which has equal importance as an atomic coordinate, the constant pressure is dynamically achieved by directly changing the volume of system. However, in the present scheme, the constant pressure is obtained by dynamically changing the motion of each atom.

To show how well this new constant-pressure MD works in the real application, we have simulated carbon nanotubes and Ni nanocrystals under the external pressure.

In the real simulation, to get an exact formalism for the atomic volume is physically difficult. However, there are a varity of sufficient approximations. One of the simplest and direct way is based on the Wigner-Seitz premitive cell, we used the scaled volume of the atomic sphere to approximate the Wigner-Seitz premitive cell, which has the following form,

$$v_i=\gamma _i\frac{4\pi }{3}\underset{ji}{}(\frac{r_{ij}}{2})^3,$$
(9)
where the summation runs over all the first nearest neighbors of the $`i`$th atom, $`\gamma _i`$ is a scale factor which is closely related the number of the nearest neighbours of the $`i`$th atom. At the high temperature or in the system where the first nearest neighbors frequently change, we used a more sophisticated form.

The definition of the volume is not unique, our definition for Ni nanocrystals is one of them. If it is necessary, one can make more elegant one. In the study of carbon nanotube, we fix the periodic length in axial direction. The slight different definition of the volume for nanotubes will be presented else.

The interaction between carbon atoms is described by the parametrized potential developed by Brenner according to the Tersoff bonding formalism, which is widely used to study mechanical properties of carbon nanotube . The Sutton-Chen potential is used to describe the interaction between Ni atoms, which is also widely used in the literature. We find that, the obtained results for the carbon nanotube and Ni nanocrystal are in good agreement with what obtained by other methods.

The evolution of the instantaneous pressure in the simulation of the (10$`\times `$10) carbon nanotube and the Ni nanocrystal (Fig. 1), shows that the present method does recover a constant pressure simulation. Although the instantaneous pressure of the system fluctuates, their average values are equal to the set external pressure, 0.7 GPa for the carbon nanotube and 7.0 GPa for the Ni nanocrystal. The correlation between the volume and pressure can also be clearly observed.

What shown in Fig. 2 is the calculated energy via volume (pressure) for carbon nanotube, the close agreement between the static calculation and the present constant-pressure MD simulation clearly demonstrates the validity of the present method. In the static calculation, energies are calculated with linear scaling the radius of the carbon nanotube without relaxing the atomic positions. All the energies shown in the lower panel of Fig. 2 are relative to the minimum energies, and the volume are renormalized by the equilibrium volume without the external pressure. We performed the constant-pressure MD simulation at the zero temperature and 300 K at various external pressure from 0 GPa to 2 GPa. Both the static calculation and the constant-pressure MD simulation at the zero temperature give the very similar results, the slight difference comes from the relaxation of the atomic coordinates.

We show the enthalpy as a function of the reduced volume for static and present MD results in the middle panel of Fig. 2. It can be seen that, at each volume, the enthalpy of present MD, in which the structures under the external pressure are relaxed, is always smaller than that from the static calculation as it should be. The difference of the calculated enthalpy between the static and MD at 0 K increasing with reducing volume suggests the atomic relaxation becomes more and more important. The reasonable agreement between the ab-initio and the model potential calculation shows that the present model potential can qualitatively describe the behavior of the carbon nanotube. The new constant-pressure MD also correctly describe the finite temperature properties.

The equation of states (EOS) at finite temperature for Ni nanocrystal can be obtained through the simulation, which is reasonable in agreement with the bulk phase EOS calculated by traditional constant-pressure MD. Fig. 3 shows the equation of states for a Ni nanocrystal and bulk phase calculated by the new constant-pressure MD and traditional MD respectively. All the energies shown in Fig. 3 are relative to the minimum energies, and the volume is renormalized by the equilibrium volume without the external pressure at 300 K. The nanocrystal and bulk phase show similar behavior. However, from the figure, one can see that the nanocrystal is not as hard as the bulk phase. If assuming first-order Birch-Murnaghan EOS. is also appllicable to the finite system, we yields the bulk modulus 136 GPa and 166 GPa for nanocrystal and bulk phase respectively, in agreement with our previous results.

In summary, by writing the volume as a function of coordinates of atoms, we have proposed a new constant-pressure molecular dynamics method for the finite system with parameters free, where the external pressure could be exactly implemented. Simulations on the carbon nanotube and Ni nanoparticles have clearly demonstrated the validity of the method, in which the constant pressure is recovered. We have also shown that, with the newly proposed scheme, the EOS for the finite system can be calculated through a molecular dynamics simulation. The extension to $`abinitio`$ molecular dynamics method is straight forward and is in progress.

We thanks Dr. D. J. Shu and Dr. G. Chen for the technical assistance. This work is supported by the National Science Foundation of China, the special funds for major state basic research and CAS projects.


text:
# The Sidon constant of sets with three elements

## 1 Introduction

Let $`\mathrm{\Lambda }=\{\lambda _0,\lambda _1,\lambda _2\}`$ be a set of three frequencies and $`\varrho _0,\varrho _1,\varrho _2`$ three positive intensities. We solve the following extremal problem:

$`()\begin{array}{c}\text{To find }\vartheta _0,\vartheta _1,\vartheta _2\text{ three phases such that, putting }c_j=\varrho _j𝑒^{i\vartheta _j}\text{,}\hfill \\ \text{the maximum }\mathrm{max}_t|c_0𝑒^{i\lambda _0t}+c_1𝑒^{i\lambda _1t}+c_2𝑒^{i\lambda _2t}|\text{ is minimal.}\hfill \end{array}`$

This enables us to generalize a result of D. J. Newman. He solved the following extremal problem for $`\mathrm{\Lambda }=\{0,1,2\}`$:

$`()\begin{array}{c}\text{To find }f(t)=c_0𝑒^{i\lambda _0t}+c_1𝑒^{i\lambda _1t}+c_2𝑒^{i\lambda _2t}\text{ with }f_{\mathrm{}}=\mathrm{max}_t|f(t)|1\hfill \\ \text{such that }\widehat{f}_1=|c_0|+|c_1|+|c_2|\text{ is maximal.}\hfill \end{array}`$

Note that for such an $`f`$, $`\widehat{f}_1`$ is the Sidon constant of $`\mathrm{\Lambda }`$. Newman’s argument is the following (see \[6, Chapter 3\]): by the parallelogram law,

$`\underset{t}{\mathrm{max}}|f(t)|^2`$ $`=`$ $`\underset{t}{\mathrm{max}}|f(t)|^2|f(t+\pi )|^2`$
$``$ $`\underset{t}{\mathrm{max}}\left(|f(t)|^2+|f(t+\pi )|^2\right)/2`$
$`=`$ $`\underset{t}{\mathrm{max}}\left(|c_0+c_1𝑒^{it}+c_2𝑒^{i2t}|^2+|c_0c_1𝑒^{it}+c_2𝑒^{i2t}|^2\right)/2`$
$`=`$ $`\underset{t}{\mathrm{max}}|c_0+c_2𝑒^{i2t}|^2+|c_1|^2=\left(|c_0|+|c_2|\right)^2+|c_1|^2`$
$``$ $`\left(|c_0|+|c_1|+|c_2|\right)^2/2`$
and equality holds exactly for multiples and translates of $`f(t)=1+2i𝑒^{it}+𝑒^{i2t}`$.

Let us describe this paper briefly. We use a real-variable approach: Problem $`()`$ reduces to studying a function of form

$$\mathrm{\Phi }(t,\vartheta )=|1+r𝑒^{i\vartheta }𝑒^{ikt}+s𝑒^{ilt}|^2\text{ for }r,s>0,klZ^{}$$

and more precisely $`\mathrm{\Phi }^{}(\vartheta )=\mathrm{max}_t\mathrm{\Phi }(t,\vartheta )`$. We obtain the variations of $`\mathrm{\Phi }^{}`$: the point is that we find “by hand” a local minimum of $`\mathrm{\Phi }^{}`$ and that any two minima of $`\mathrm{\Phi }^{}`$ are separated by a maximum of $`\mathrm{\Phi }^{}`$, which corresponds to an extremal point of $`\mathrm{\Phi }`$ and therefore has a handy description. The solution to Problem $`()`$ then turns out to derive easily from this.

The initial motivation was twofold. In the first place, we wanted to decide whether sets $`\mathrm{\Lambda }=\{\lambda _n\}`$ such that $`\lambda _{n+1}/\lambda _n`$ is bounded by some $`q`$ may have a Sidon constant arbitrarily close to $`1`$ and to find evidence among sets with three elements. That there are such sets, finite but arbitrarily large, may in fact be proven by the method of Riesz products in \[2, Appendix V, §1.II\]. In the second place, we wished to show that the real and complex unconditionality constants are distinct for basic sequences of characters $`𝑒^{int}`$; we prove however that they coincide in the space $`C(T)`$ for sequences with three terms.

Notation  $`T=\{zC:|z|=1\}`$ and $`𝑒_\lambda (z)=z^\lambda `$ for $`zT`$ and $`\lambda Z`$.

## 2 Definitions

###### Definition 2.1

$`(1)`$ Let $`\mathrm{\Lambda }Z`$. $`\mathrm{\Lambda }`$ is a Sidon set if there is a constant $`C`$ such that for all trigonometric polynomials $`f(t)=_{\lambda \mathrm{\Lambda }}c_\lambda 𝑒^{i\lambda t}`$ with spectrum in $`\mathrm{\Lambda }`$ we have

$$\widehat{f}_1=\underset{\lambda \mathrm{\Lambda }}{}|c_\lambda |C\underset{t}{\mathrm{max}}|f(t)|=f_{\mathrm{}}.$$

The optimal $`C`$ is called the Sidon constant of $`\mathrm{\Lambda }`$.

$`(2)`$ Let $`X`$ be a Banach space. The sequence $`(x_n)X`$ is a real (vs. complex) unconditional basic sequence in $`X`$ if there is a constant $`C`$ such that

$$\vartheta _nc_nx_n_XCc_nx_n_X$$

for every real (vs. complex) choice of signs $`\vartheta _n\{1,1\}`$ (vs. $`\vartheta _nT`$) and every finitely supported family of coefficients $`(c_n)`$. The optimal $`C`$ is the real (vs. complex) unconditionality constant of $`(x_n)`$ in $`X`$.

Let us state the two following well known facts.

###### Proposition 2.2

$`(1)`$ The Sidon constant of $`\mathrm{\Lambda }`$ is the complex unconditionality constant of the sequence of functions $`(𝑒_\lambda )_{\lambda \mathrm{\Lambda }}`$ in the space $`C(T)`$.

$`(2)`$ The complex unconditionality constant is at most $`\pi /2`$ times the real unconditionality constant.

Proof. $`(1)`$ holds because $`\vartheta _\lambda c_\lambda 𝑒_\lambda _{\mathrm{}}=|c_\lambda |`$ for $`\vartheta _\lambda =\overline{c_\lambda }/|c_\lambda |`$.

$`(2)`$ Because the complex unconditionality constant of the sequence $`(ϵ_n)`$ of Rademacher functions in $`C(\{1,1\}^{\mathrm{}})`$ is $`\pi /2`$ (see ),

$`\underset{\vartheta _nT}{sup}{\displaystyle \vartheta _nc_nx_n}_X`$ $`=`$ $`\underset{x^{}B_X^{}}{sup}\underset{\vartheta _nT}{sup}\underset{ϵ_n=\pm 1}{sup}\left|{\displaystyle \vartheta _nc_nx^{},x_nϵ_n}\right|`$
$``$ $`\pi /2\underset{x^{}B_X^{}}{sup}\underset{ϵ_n=\pm 1}{sup}\left|{\displaystyle c_nx^{},x_nϵ_n}\right|`$
$`=`$ $`\pi /2\underset{ϵ_n=\pm 1}{sup}{\displaystyle ϵ_nc_nx_n}_X.`$
Furthermore the real unconditionality constant of $`(ϵ_n)`$ in $`C(\{1,1\}^{\mathrm{}})`$ is $`1`$: therefore the factor $`\pi /2`$ is optimal.

Let us straighten out the expression of the Sidon constant. For

$$f(t)=c_0𝑒^{i\lambda _0t}+c_1𝑒^{i\lambda _1t}+c_2𝑒^{i\lambda _2t},c_j=\varrho _j𝑒^{i\vartheta _j},$$

the supremum norm $`f_{\mathrm{}}`$ of $`f`$ is equal to

$$\varrho _0+\varrho _1𝑒^{i\vartheta }𝑒_{\lambda _1\lambda _0}+\varrho _2𝑒_{\lambda _2\lambda _0}_{\mathrm{}},\vartheta =\frac{\lambda _1\lambda _2}{\lambda _2\lambda _0}\vartheta _0+\vartheta _1+\frac{\lambda _0\lambda _1}{\lambda _2\lambda _0}\vartheta _2$$
(1)
and therefore the Sidon constant $`C`$ of $`\mathrm{\Lambda }=\{\lambda _0,\lambda _1,\lambda _2\}`$ may be written

$$C=\underset{r,s>0,\vartheta T}{\mathrm{max}}(1+r+s)/1+r𝑒^{i\vartheta }𝑒_k+s𝑒_l_{\mathrm{}}\text{with }\{\begin{array}{c}k=\lambda _1\lambda _0\hfill \\ l=\lambda _2\lambda _0.\hfill \end{array}$$
(2)
By change of variables, we may suppose w.l.o.g. that $`k`$ and $`l`$ are coprime.

## 3 A solution to Extremal problem $`()`$

Let us first establish

###### Lemma 3.1

Let $`\lambda _1,\mathrm{},\lambda _kZ^{}`$ and $`\varrho _1,\mathrm{},\varrho _k>0`$. Let

$$f(t,\vartheta )=1+\varrho _1𝑒^{i(\lambda _1t+\vartheta _1)}+\mathrm{}+\varrho _{k1}𝑒^{i(\lambda _{k1}t+\vartheta _{k1})}+\varrho _k𝑒^{i\lambda _kt}$$

and $`\mathrm{\Phi }(t,\vartheta )=|f(t,\vartheta )|^2`$. The extremal points $`(t,\vartheta )`$ such that $`\mathrm{\Phi }(t,\vartheta )=0`$ satisfy either $`f(t,\vartheta )=0`$ or $`\lambda _1t+\vartheta _1\mathrm{}\lambda _{k1}t+\vartheta _{k1}\lambda _kt0\text{mod.}\pi `$.

Proof. As $`\mathrm{\Phi }=(\mathrm{}f)^2+(\mathrm{}f)^2`$, the extremal points $`(t,\vartheta )`$ satisfy

$$\{\begin{array}{cc}\hfill \mathrm{}\frac{f}{t}(t,\vartheta )\mathrm{}f(t,\vartheta )+& \hfill \mathrm{}\frac{f}{t}(t,\vartheta )\mathrm{}f(t,\vartheta )=0\\ \hfill \mathrm{sin}(\lambda _it+\vartheta _i)\mathrm{}f(t,\vartheta )+& \hfill \mathrm{cos}(\lambda _it+\vartheta _i)\mathrm{}f(t,\vartheta )=0\end{array}$$

for $`1ik1`$. Suppose that $`f(t,\vartheta )0`$: then the system above implies that $`\lambda _1t+\vartheta _1\mathrm{}\lambda _{k1}t+\vartheta _{k1}\tau \text{mod.}\pi `$ for a certain $`\tau `$, so that this system becomes

$$\{\begin{array}{cc}\hfill (\sigma \mathrm{sin}\tau \lambda _k\varrho _k\mathrm{sin}\lambda _kt)\mathrm{}f(t,\vartheta )+& \hfill (\sigma \mathrm{cos}\tau +\lambda _k\varrho _k\mathrm{cos}\lambda _kt)\mathrm{}f(t,\vartheta )=0\\ \hfill \mathrm{sin}\tau \mathrm{}f(t,\vartheta )+& \hfill \mathrm{cos}\tau \mathrm{}f(t,\vartheta )=0\end{array}$$

with $`\sigma =\lambda _1\varrho _1+\mathrm{}+\lambda _{k1}\varrho _{k1}`$. Therefore also $`\lambda _kt0\text{mod.}\pi `$, so that

$$\mathrm{sin}\tau (1+(\varrho _1+\mathrm{}+\varrho _k)\mathrm{cos}\tau )+\mathrm{cos}\tau (\varrho _1+\mathrm{}+\varrho _k)\mathrm{sin}\tau =0$$

and $`\tau 0\text{mod.}\pi `$.

The following result is the core of the paper.

###### Lemma 3.2

Let $`r,s>0`$, $`k,lZ^{}`$ distinct and coprime. Let

$`\mathrm{\Phi }(t,\vartheta )`$ $`=`$ $`|1+r𝑒^{i\vartheta }𝑒^{ikt}+s𝑒^{ilt}|^2`$
$`=`$ $`1+r^2+s^2+2r\mathrm{cos}(kt+\vartheta )+2s\mathrm{cos}lt+2rs\mathrm{cos}((lk)t\vartheta ).`$
Let $`\mathrm{\Phi }^{}(\vartheta )=\mathrm{max}_t\mathrm{\Phi }(t,\vartheta )`$. Then $`\mathrm{\Phi }^{}`$ is even, has period $`2\pi /|l|`$ and decreases on $`[0,\pi /|l|]`$. Therefore $`\mathrm{min}_\vartheta \mathrm{\Phi }^{}(\vartheta )=\mathrm{\Phi }^{}(\pi /l)`$.

Proof. By Lemma 3.1, the extremal points of $`\mathrm{\Phi }`$ satisfy either $`\mathrm{\Phi }(t,\vartheta )=0`$ or

$$kt+\vartheta lt0\text{ mod. }\pi .$$

$`\mathrm{\Phi }^{}`$ is continuous (see \[4, Chapter 5.4\]) and $`(2\pi /|l|)`$-periodical: choose $`jZ`$ such that $`jk1`$ mod. $`l`$. Then

$$\mathrm{\Phi }(t+2j\pi /l,\vartheta )=|1+r𝑒^{i(\vartheta +2\pi jk/l)}𝑒^{ikt}+s𝑒^{ilt}|^2=\mathrm{\Phi }(t,\vartheta +2\pi /l).$$

Furthermore $`\mathrm{\Phi }(t,\vartheta )=\mathrm{\Phi }(t,\vartheta )`$ and $`\mathrm{\Phi }^{}`$ is even. Thus $`\mathrm{\Phi }^{}`$ attains its minimum on $`[0,\pi /|l|]`$.

Let us show that $`\mathrm{\Phi }^{}`$ has a local minimum at $`\pi /l`$ for all values of $`r,s>0`$ except eventually one value of $`s`$ for a given $`r`$. Let $`t^{}`$ be such that $`\mathrm{\Phi }^{}(\pi /l)=\mathrm{\Phi }(t^{},\pi /l)`$. As before, for $`j`$ such that $`jk1`$ mod. $`l`$,

$$\mathrm{\Phi }(t^{},\pi /l+\vartheta )=\mathrm{\Phi }(t^{},\pi /l\vartheta )=\mathrm{\Phi }(t^{}+2j\pi /l,\pi /l\vartheta ).$$

If $`\mathrm{\Phi }/\vartheta (t^{},\pi /l)0`$, this shows that $`\mathrm{\Phi }^{}`$ has a local minimum and a cusp at $`\pi /l`$. Let us suppose that $`\mathrm{\Phi }/\vartheta (t^{},\pi /l)=0`$. Then $`\mathrm{\Phi }(t^{},\pi /l)=0`$ and therefore $`kt^{}+\pi /l=j\pi `$ and $`lt^{}=j^{}\pi `$ for some $`j,j^{}Z`$. Then $`j`$ or $`j^{}`$ must be odd. We have

$$\frac{^2\mathrm{\Phi }}{t^2}(t^{},\pi /l)=2\left(rk^2(1)^j+sl^2(1)^j^{}+rs(lk)^2(1)^{j+j^{}}\right).$$
(3)
We shall suppose that $`^2\mathrm{\Phi }/t^2(t^{},\pi /l)0`$, which removes at most one value of $`s`$ for a given $`r`$. Then, by the Theorem of Implicit Functions, there is a unique differentiable function $`t_{}`$ defined in a neighbourhood of $`\pi /l`$ such that

$$t_{}(\pi /l)=t^{},\mathrm{\Phi }/t(t_{}(\vartheta ),\vartheta )=0,^2\mathrm{\Phi }/t^2(t_{}(\vartheta ),\vartheta )<0.$$

Let $`\mathrm{\Phi }_{}(\vartheta )=\mathrm{\Phi }(t_{}(\vartheta ),\vartheta )`$. Then we have $`\mathrm{\Phi }_{}^{}(\pi /l)=\mathrm{\Phi }/\vartheta (t^{},\pi /l)=0`$ and a computation yields

$$\mathrm{\Phi }_{}^{\prime \prime }(\pi /l)=\frac{\frac{^2\mathrm{\Phi }}{t^2}\frac{^2\mathrm{\Phi }}{\vartheta ^2}\left(\frac{^2\mathrm{\Phi }}{t\vartheta }\right)^2}{\frac{^2\mathrm{\Phi }}{t^2}}(t^{},\pi /l)=4rsl^2\left(\frac{^2\mathrm{\Phi }}{t^2}(t^{},\pi /l)\right)^1\mathrm{\Delta },$$

where $`\mathrm{\Delta }=(1)^{j+j^{}}+r(1)^j^{}+s(1)^j`$. Let us prove that $`\mathrm{\Delta }<0`$ and thus $`\mathrm{\Phi }_{}^{\prime \prime }(\pi /l)>0`$ and that therefore $`\mathrm{\Phi }_{}`$ and consequently $`\mathrm{\Phi }^{}`$ have a local minimum at $`\pi /l`$. If we had $`\mathrm{\Delta }0`$ and

$`j`$ even, $`j^{}`$ odd: then $`1r+s0`$ and by $`(\text{3})`$

$$\frac{^2\mathrm{\Phi }}{t^2}(t^{},\pi /l)2\left(rk^2+(1+r)l^2+r(1+r)(lk)^2\right)=2(r(lk)+l)^20;$$

$`j`$ odd, $`j^{}`$ even: then $`1+rs0`$ and by $`(\text{3})`$

$$\frac{^2\mathrm{\Phi }}{t^2}(t^{},\pi /l)2\left((1+s)k^2sl^2+s(1+s)(lk)^2\right)=2(s(lk)k)^20;$$

$`j`$ odd, $`j^{}`$ odd: then $`1rs0`$. Considering $`(\text{3})`$, we have the following alternative. If $`l^2r(lk)^2`$, then $`^2\mathrm{\Phi }/t^2(t^{},\pi /l)0`$; otherwise

$$\frac{^2\mathrm{\Phi }}{t^2}(t^{},\pi /l)2\left(rk^2+(1r)(l^2r(lk)^2)\right)=2(r(lk)l)^20.$$

Let us show that then $`\mathrm{\Phi }^{}`$ must decrease on $`[0,\pi /|l|]`$. Otherwise there are $`0\vartheta _0<\vartheta _1\pi /|l|`$ such that $`\mathrm{\Phi }^{}(\vartheta _1)>\mathrm{\Phi }^{}(\vartheta _0)`$. As $`\pi /|l|`$ is a local minimum, there is a $`\vartheta _0<\vartheta ^{}<\pi /|l|`$ such that

$$\mathrm{\Phi }^{}(\vartheta ^{})=\underset{\vartheta _0\vartheta \pi /|l|}{\mathrm{max}}\mathrm{\Phi }^{}(\vartheta )=\underset{\genfrac{}{}{0pt}{}{0t<2\pi }{\vartheta _0\vartheta \pi /\left|l\right|}}{\mathrm{max}}\mathrm{\Phi }(t,\vartheta ),$$

i. e. there further is some $`t^{}`$ such that $`\mathrm{\Phi }`$ has a local maximum at $`(t^{},\vartheta ^{})`$. But then $`kt^{}+\vartheta ^{}lt^{}0`$ mod. $`\pi `$ and $`\vartheta ^{}0`$ mod. $`\pi /l`$ and this is false. That shows the proposition, except for one value of $`s`$ at most for a given $`r`$. But $`\mathrm{\Phi }^{}`$ is a continuous function of $`s`$ and the proposition is true by a perturbation.

By Computation $`(\text{1})`$ and Lemma 3.2, we obtain

###### Theorem 3.3

Let $`\lambda _0,\lambda _1,\lambda _2R`$ and $`\varrho _0,\varrho _1,\varrho _2>0`$. The solution to Extremal problem $`()`$ is the following.

If the smallest additive group containing $`\lambda _1\lambda _0`$ and $`\lambda _2\lambda _0`$ is dense in $`R`$, then the maximum is independent of the phases $`\vartheta _0,\vartheta _1,\vartheta _2`$ and makes $`\varrho _0+\varrho _1+\varrho _2`$.

Otherwise let $`d=\mathrm{gcd}(\lambda _1\lambda _0,\lambda _2\lambda _0)`$ be a generator of this group. Then the sought phases $`\vartheta _0,\vartheta _1,\vartheta _2`$ are given by

$$\vartheta _0(\lambda _2\lambda _1)+\vartheta _1(\lambda _0\lambda _2)+\vartheta _2(\lambda _1\lambda _0)d\pi \text{ mod. }2d\pi .$$

In particular, these phases may be chosen among $`0`$ and $`\pi `$.

## 4 A solution to Extremal problem $`()`$

There are two cases where one can make explicit computations by Lemma 3.2.

Example 4.1 The real and complex unconditionality constant of $`\{0,1,2\}`$ in $`C(T)`$ is $`\sqrt{2}`$. Indeed, a case study shows that

$$1+ir𝑒_1+s𝑒_2_{\mathrm{}}=\{\begin{array}{cc}r+|s1|\hfill & \text{if }r|s1|4s\hfill \\ (1+s)(1+r^2/4s)^{1/2}\hfill & \text{if }r|s1|4s\hfill \end{array}$$

and this permits to compute the maximum $`(\text{2})`$, which is obtained for $`r=2`$, $`s=1`$. This yields another proof to Newman’s result presented in the Introduction.

Example 4.2 The real and complex unconditionality constant of $`\{0,1,3\}`$ in $`C(T)`$ is $`2/\sqrt{3}`$. Indeed, a case study shows that $`1+r𝑒^{i\pi /3}𝑒_1+s𝑒_3_{\mathrm{}}`$ makes

$$\{\begin{array}{cc}1+rs\hfill & \text{if }sr/(4r+9)\hfill \\ \left(\frac{2}{27}s(r^2+9+3r/s)^{3/2}\frac{2}{27}r^3s+\frac{2}{3}r^2+rs+s^2+1\right)^{1/2}\hfill & \text{if }sr/(4r+9)\hfill \end{array}$$

and this permits to compute the maximum $`(\text{2})`$, which is obtained exactly at $`r=3/2`$, $`s=1/2`$.

These examples are particular cases of the following theorem.

###### Theorem 4.3

Let $`\lambda _0,\lambda _1,\lambda _2Z`$ be distinct. Then the Sidon constant of $`\mathrm{\Lambda }=\{\lambda _0,\lambda _1,\lambda _2\}`$ is $`\mathrm{sec}(\pi /2n)`$, where $`n=\mathrm{max}|\lambda _i\lambda _j|/\mathrm{gcd}(\lambda _1\lambda _0,\lambda _2\lambda _0)`$.

Proof. We may suppose $`\lambda _0<\lambda _1<\lambda _2`$. Let $`k=(\lambda _1\lambda _0)/\mathrm{gcd}(\lambda _1\lambda _0,\lambda _2\lambda _0)`$ and $`l=(\lambda _2\lambda _0)/\mathrm{gcd}(\lambda _1\lambda _0,\lambda _2\lambda _0)`$. By Lemma 3.2, the Arithmetic-Geometric Mean Inequality bounds the Sidon constant $`C`$ of $`\{0,k,l\}`$ in the following way:

$`C=\underset{r,s>0}{\mathrm{max}}{\displaystyle \frac{1+r+s}{1+r𝑒^{i\pi /l}𝑒_k+s𝑒_l_{\mathrm{}}}}`$ $``$ $`\underset{r,s>0}{\mathrm{max}}{\displaystyle \frac{1+r+s}{|1+r𝑒^{i\pi /l}+s|}}`$
$`=`$ $`\underset{r,s>0}{\mathrm{max}}(1\mathrm{sin}^2{\displaystyle \frac{\pi }{2l}}{\displaystyle \frac{4r(1+s)}{(1+r+s)^2}})^{1/2}`$
$``$ $`\left(1\mathrm{sin}^2(\pi /2l)\right)^{1/2}=\mathrm{sec}(\pi /2l).`$
This inequality is sharp: we have equality for $`s=k/(lk)`$ and $`r=1+s`$. In fact the derivative of $`|1+r𝑒^{i\pi /l}𝑒^{ikt}+s𝑒^{ilt}|^2`$ is then

$$\frac{8kl}{kl}\mathrm{cos}\frac{kt+\pi /l}{2}\mathrm{sin}\frac{lt}{2}\mathrm{cos}\frac{(lk)t\pi /l}{2}$$

and its extremal points are

$$\frac{2j+1}{k}\pi \frac{\pi }{kl},\frac{2j}{l}\pi ,\frac{2j+1}{lk}\pi +\frac{\pi }{l(lk)}:jZ$$

so that its extremal values are

$$4s^2\mathrm{sin}^2\frac{2j+1+l}{2k}\pi ,4r^2\mathrm{cos}^2\frac{2j+1}{2l}\pi ,4\mathrm{cos}^2\frac{2j+1+k}{2(lk)}\pi :jZ.$$

Therefore the maximum of $`|1+r𝑒^{i\pi /l}𝑒^{ikt}+s𝑒^{ilt}|`$ is $`2r\mathrm{cos}(\pi /2l)`$.

This proof and $`(\text{1})`$ yield also the more precise

###### Proposition 4.4

Let $`\mathrm{\Lambda }=\{\lambda _0,\lambda _1,\lambda _2\}Z`$. The solution to Extremal problem $`()`$ is a multiple of

$$f(t)=ϵ_0|\lambda _1\lambda _2|𝑒^{i\lambda _0t}+ϵ_1|\lambda _0\lambda _2|𝑒^{i\lambda _1t}+ϵ_2|\lambda _0\lambda _1|𝑒^{i\lambda _2t}$$

with $`ϵ_0,ϵ_1,ϵ_2\{1,1\}`$ real signs such that

$`ϵ_0ϵ_1=1`$ if $`2^j\lambda _1\lambda _0`$ and $`2^j\lambda _2\lambda _0`$ for some $`j`$;

$`ϵ_0ϵ_2=1`$ if $`2^j\lambda _1\lambda _0`$ and $`2^j\lambda _2\lambda _0`$ for some $`j`$;

$`ϵ_1ϵ_2=1`$ otherwise.

The Sidon constant of $`\mathrm{\Lambda }`$ is attained for this $`f`$. Therefore the complex and real unconditionality constants of $`\{𝑒_\lambda \}_{\lambda \mathrm{\Lambda }}`$ in $`C(T)`$ coincide for sets $`\mathrm{\Lambda }`$ with three elements.

## 5 Some consequences

Let us underline the following consequences of our computation.

###### Corollary 5.1

$`(1)`$ The Sidon constant of sets with three elements is at most $`\sqrt{2}`$.

$`(2)`$ The Sidon constant of $`\{0,n,2n\}`$ is $`\sqrt{2}`$, while the Sidon constant of $`\{0,n+1,2n\}`$ is at most $`\mathrm{sec}(\pi /2n)=1+\pi ^2/8n^2+o(n^2)`$ and thus arbitrarily close to $`1`$.

$`(3)`$ The Sidon constant of $`\{\lambda _0<\lambda _1<\lambda _2\}`$ does not depend on $`\lambda _1`$ but on the g.c.d. of $`\lambda _1\lambda _0`$ and $`\lambda _2\lambda _0`$.

Theorem 4.3 also shows anew that no set of integers with more than two elements has Sidon constant $`1`$ (see \[6, p. 21\] or ). Recall now that $`\mathrm{\Lambda }=\{\lambda _n\}Z`$ is a Hadamard set if there is a $`q>1`$ such that $`|\lambda _{n+1}/\lambda _n|q`$ for all $`n`$. By \[3, Cor. 9.4\], the Sidon constant of $`\mathrm{\Lambda }`$ is at most $`1+\pi ^2/(2q^22\pi ^2)`$ if $`q>\sqrt{\pi ^2/2+1}2.44`$. On the other hand Theorem 4.3 shows

###### Corollary 5.2

$`(1)`$ If there is an integer $`q2`$ such that $`\mathrm{\Lambda }\{\lambda ,\lambda +\mu ,\lambda +q\mu \}`$ for some integers $`\lambda `$ and $`\mu `$, then the Sidon constant of $`\mathrm{\Lambda }`$ is at least

$$\mathrm{sec}(\pi /2q)>1+\pi ^2/(8q^2).$$

$`(2)`$ In particular, we have the following bounds for the Sidon constant $`C`$ of the set $`\mathrm{\Lambda }=\{q^k\}`$, $`qZ\{0,\pm 1,\pm 2\}`$:

$$1+\frac{\pi ^2}{8\mathrm{max}(q,q+1)^2}<C1+\frac{\pi ^2}{2q^22\pi ^2}.$$

## 6 Three questions

$`(1)`$ Is there a set $`\mathrm{\Lambda }`$ for which the real and complex unconditionality constants of $`\{𝑒_\lambda \}_{\lambda \mathrm{\Lambda }}`$ in $`C(T)`$ differ ? The same question is open in spaces $`L^p(T)`$, $`1p<\mathrm{}`$, and even for the case of three element sets if $`p`$ is not a small even integer, and especially for the set $`\{0,1,2,3\}`$ in any space but $`L^2(T)`$.

$`(2)`$ Let $`q>1`$. Are there infinite sets $`\mathrm{\Lambda }=\{\lambda _n\}`$ such that $`|\lambda _{n+1}/\lambda _n|q`$ with Sidon constant arbitrarily close to $`1`$ ? What about the sequence of integer parts of the powers of a transcendental number $`\sigma >1`$ (see \[3, Cor. 2.10, Prop. 3.2\]) ?

$`(3)`$ The only set with more than three elements whose Sidon constant is known is $`\{0,1,2,3,4\}`$, for which it makes $`2`$ (see \[6, Chapter 3\]). Can one compute the Sidon constant of sets with four elements ? I conjecture that the Sidon constant of $`\{0,1,2,3\}`$ is $`5/3`$.