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# A PHYSICAL EXPLANATION FOR THE TILDE SYSTEM IN THERMO FIELD DYNAMICS

## Abstract

For a two-body quantum system, any pure state can be represented by a biorthogonal expression by means of Schmidt decomposition. Using this in the composite system which include a thermodynamic system and its surroundings, it is found that the tilde system in thermo field dynamics is just the surroundings of the real system.

PACS numbers: 11.10.Wx, 05.30.-d, 03.65.Yz

In 1975, Y. Takahashi and H. Umezawa constructed a quantum field theory at finite temperature: Thermo Field Dynamics (TFD)1. In this theory, the “fictitious” (or tilde) system is essential to convert thermal statistical average into expectation value with respect to a pure state. The central idea of TFD is the doubling of the Hilbert space of states. The operators on this doubled space are effectively doubled as well1,2. After that, most of the techniques in quantum field theory can be effectively used to deal with the problems in statistical physics. However, so far there exists a question in TFD which has not been answered satisfactorily: what is the physical meaning of the tilde system? Is it really a fictitious system? The discussion of the physical meaning for the tilde system started from the birth of TFD. For example, Takahashi and Umezawa suggested in their original paper that the particles in the tilde system may be regarded as the holes1. Y. X. Gui has suggested it may be regarded as the mirror world of our real one3. Before the passing away of Umezawa, he still referred to the tilde system and tried to explain its physical meaning. He pointed out that the tilde operator may be called the thermal operator for all the thermal quantities need the tilde operators4. We think these explanations are ambiguous and should belong to guesswork without good ground. In this letter, we first consider a two-body quantum system, its any pure state can be represented by a biorthogonal expression by means of Schmidt decomposition. Notice that any thermodynamic system is not a truly isolated system, it is always in contact with the surroundings. Using the idea about Schmidt decomposition in the composite isolated system which include a thermodynamic system and its surroundings, we find that the tilde system in thermo field dynamics is just the surroundings of the real system.

Firstly, let us imagine an isolated system with an definite state vector$`|\psi `$. This isolated system will be supposed a composite system and to consist of two parts. One is the system whose properties we wish to study. The remainder, to be called the surroundings of the system, will not be observed. The system to be measured has a complete set of commuting observables whose eigenvalues will be labeled collectively as a Roman letter, as $`i`$. The surroundings have a complete set of commuting observables whose eigenvalues will be labeled collectively as a Greek letter, as $`\mu `$. The observables belonging to the system and surroundings commute because they refer to different things, so a basis for the isolated system, system (denoted by $`A`$) plus surroundings (denoted by $`B`$), is the set of simultaneous eigenstates5 $`|i|\mu |i,\mu `$. For simplicity, it will be assumed that all the eigenvalues are discrete, so the completeness relation is

$$\underset{i,\mu }{}|i,\mu i,\mu |=\widehat{I}_{AB}.$$
(1)
By using equation (1), $`|\psi `$ can be expanded as

$$|\psi =\underset{i,\mu }{}a_{i,\mu }|i,\mu ,$$
(2)
with the expansion coefficients $`a_{i,\mu }=i,\mu ||\psi .`$

An observable $`\widehat{F}_A`$ which refers to system $`A`$ alone, when considered as an observable of the composite system, should have the following form

$$\widehat{F}=\widehat{F}_A\widehat{I}_B,$$
(3)
where $`\widehat{I}_B`$ is identity operator which acts on the Hilbert space of the surroundings. The expectation value of $`\widehat{F}_A\widehat{I}_B`$ in the state $`|\psi `$ is as usual

$$\widehat{F}_A\widehat{I}_B=\psi \left|\widehat{F}_A\widehat{I}_B\right|\psi .$$
(4)
With equation (2), we can write this as

$`\widehat{F}_A\widehat{I}_B`$ $`=`$ $`{\displaystyle \underset{j,\nu }{}}a_{j,\nu }^{}j,\nu |\left|\widehat{F}_A\widehat{I}_B\right|{\displaystyle \underset{i,\mu }{}}a_{i,\mu }|i,\mu `$ (5)
$`=`$ $`{\displaystyle \underset{i,j,\mu }{}}a_{j,\mu }^{}a_{i,\mu }j\left|\widehat{F}_A\right|i`$ (6)
$`=`$ $`tr_A\left(\widehat{\rho }_A\widehat{F}_A\right),`$ (7)
where

$`\widehat{\rho }_A`$ $`=`$ $`{\displaystyle \underset{i,j,\mu }{}}a_{i,\mu }a_{j,\mu }^{}|ij|`$ (8)
$`=`$ $`tr_B\left(\widehat{\rho }_{AB}\right)`$ (9)
is called the reduced density operator (or matrix) of the system6.

It is easy to see that $`\widehat{\rho }_A`$ has the following properties

$$\widehat{\rho }_A=\widehat{\rho }_A,$$
(10)
$$tr_A\widehat{\rho }_A=1,$$
(11)
$$\widehat{\rho }_A\text{ is semi-positive definite}.$$
(12)
Since the density matrix $`\widehat{\rho }_A`$ is a semi-positive definite Hermitian matrix, it can be diagonalized and it will be have non-negative real eigenvalues. Notice that the relation $`\widehat{\rho }_A^2=\widehat{\rho }_A`$ , in general, does not hold. This means that the system is in a mixed state. Let the set $`\{|i>\}`$ be the complete orthonormal eigenstates of the density matrix $`\widehat{\rho }_A`$ and $`\{P_i\}`$ its eigenvalues ($`P_i0`$ since $`\widehat{\rho }_A`$ is semi-positive definite), then the density matrix can be written in the form

$$\widehat{\rho }_A=\underset{i}{}P_i|ii|.$$
(13)
where $`P_i`$ is the probability of finding the system in state $`|i`$ and $`\underset{i}{}P_i=1`$. In this way, the pure state $`|\psi `$ of the composite system can be rewritten as the following form

$$|\psi =\underset{i}{}P_i^{1/2}|i,\alpha _i,$$
(14)
where

$$|\alpha _i=\underset{\mu }{}P_i^{1/2}a_{i,\mu }|\mu .$$
(15)
Here, $`\{|\alpha _i>\}`$ is a set of complete orthonormal states of the surroundings. In fact, equation (11) is the Schmidt decomposition of a pure state of the composite system7, and the set $`\{|i,\alpha _i>\}`$ is called Schmidt basis. From the viewpoint of the surroundings $`B`$, a pure state of the composite system ($`A`$+$`B`$) appears as a mixed state of the system $`A`$, described by a density matrix obtained by tracing over the degrees of freedom of the surroundings, and the density matrix $`\widehat{\rho }_A`$ is diagonal in the Schmidt basis. That is equation (10) can also be obtained by the following way

$`\widehat{\rho }_A`$ $`=`$ $`tr_B\left(\widehat{\rho }_{AB}\right)=tr_B\left(|\psi \psi |\right)`$ (16)
$`=`$ $`{\displaystyle \underset{i,j,k}{}}P_i^{1/2}P_j^{1/2}\alpha _k||i,\alpha _ij,\alpha _j||\alpha _k`$ (17)
$`=`$ $`{\displaystyle \underset{i}{}}P_i|ii|.`$ (18)
We denote the expectation value of a quantity in mixed state by the symbol $`\overline{}`$, for this expectation value is a double averages including the thermo and quantum averages. Thus we can express equation (5) as

$$\widehat{F}_A\widehat{I}_B=\overline{\widehat{F}_A}.$$
(19)
Using equation (11) and (10) or (13), the above equation can be written in the Schmidt basis as

$$\underset{i,j}{}P_i^{1/2}P_j^{1/2}j,\alpha _j\left|\widehat{F}_A\widehat{I}_B\right|i,\alpha _i=\underset{i}{}P_ii\left|\widehat{F}_A\right|i.$$
(20)
Therefore, we can see that the expectation value of a variable $`\widehat{F}_A`$ of the subsystem $`A`$ in mixed state can be converted into the expectation value of a variable $`\widehat{F}_A\widehat{I}_B`$ of the composite system with respect to a pure state. As a result, it is inevitable to enlarge the original Hilbert space of the system to include the Hilbert space of the surroundings, and hence the corresponding degree of freedom is doubled.

Now, consider a thermodynamic system in thermal contact with a heat reservoir. We know that a macroscopic system to be dealt with in statistical physics consists of enormous number of microscopic elements interacting in a complicated fashion with the surroundings, the energy intervals between adjacent eigenstates will be much smaller than any disturbance due to the surroundings. In other words, any small disturbance will cause transitions between eigenstates, resulting in a uniform probabilistic distribution. Consequently, the behavior of the dynamic system may be expected to be described by certain probability laws8. This implies that the state of a system in equilibrium may be regarded as an incoherent superposition of eigenstates of the system. As is well known, a collection of identical systems used for studying probability characteristics is called an ensemble. Therefore, the states of a thermodynamic system that are described by statistical ensemble are mixed states, which are distinct from the pure states which are described by state vectors in quantum mechanics9. In short, owing to the uncertain interaction between the thermodynamic system and its surroundings, an uncertainty about micro-state is produced. In the way, we know only an ensemble of possible states, say $`|n>`$, and the probabilities $`\rho _{n\text{ }}`$of the system being in state $`|n>`$, respectively. The information on the system is given by the density matrix.

In statistical physics we always deal with systems that interact with the surroundings. Here we can regard the system plus its surroundings as a truly isolated system. Following the former mark, we denote the thermodynamic system and its surroundings by $`A`$ and $`B`$, respectively. Suppose $`\widehat{F}_A`$ is an observable of the thermodynamic system. As is well known that the thermal statistical average of this observable in the thermal equilibrium state is given by

$$\overline{\widehat{F}_A}=Tr\left(\widehat{\rho }_A\widehat{F}_A\right),$$
(21)
where, $`\widehat{\rho }_A`$ is the density operator of the thermodynamic system; $`Tr\left(\widehat{\rho }_A\widehat{F}_A\right)`$denotes the trace of the operator $`\widehat{\rho }_A\widehat{F}_A`$ and is the sum of all the diagonal matrix elements of in any representation.

For definiteness, consider now a closed thermodynamic system with the numbers of particles, volume and temperature fixed (The following discussion can be easily generalized to the open system which may be described by grand canonical ensemble.). Let $`\widehat{H}_A`$ be the Hamiltonian operator of the system, then the density operator of the system under consideration has the following form10

$$\widehat{\rho }_A=\frac{e^{\beta \widehat{H}_A}}{Z_A},$$
(22)
where

$$Z_A=Tr\left(e^{\beta \widehat{H}_A}\right)$$
(23)
is the partition function of the system, and $`\beta =\left(k_BT\right)^1`$ , with $`k_B`$ is Boltzmann constant, $`T`$ the temperature of the system.

Notice that the density operator and the Hamiltonian operator of the system commute, they possess a complete orthonormal set of simultaneous eigenstates. So, both $`\widehat{\rho }_A`$ and $`\widehat{H}_A`$ are diagonal in energy representation. Assume we have the following eigenvalue equation of the Hamiltonian

$$\widehat{H}_A|n=E_n|n.$$
(24)
A set of linearly independent eigenvectors $`|n`$ of $`\widehat{H}_A`$ can be chosen to be orthogonal and normalized

$$m|n=\delta _{mn},$$
(25)
and the completeness relation can be express as

$$\underset{n}{}|nn|=\widehat{I}_A.$$
(26)
Then, the equation (17) becomes

$$\widehat{\rho }_A=\underset{n}{}\rho _n|nn|,$$
(27)
where

$$\rho _n=\frac{e^{\beta E_n}}{Tre^{\beta E_n}}$$
(28)
is the probability for the system to have the energy eigenvalue $`E_n`$, and it satisfies the normalization condition $`\underset{n}{}\rho _n=1.`$ Thus, the thermal statistical average of the quantity $`\widehat{F}_A`$ can be expressed as

$$\overline{\widehat{F}_A}=\underset{n}{}\rho _nn\left|\widehat{F}_A\right|n.$$
(29)
Suppose the statistical average of a quantity $`\widehat{F}_A`$ can be written as expectation value with respect to a pure state $`|O(\beta )`$. According to equation (14), we can write the following relation

$$\overline{\widehat{F}_A}=O\left(\beta \right)\left|\widehat{F}_A\widehat{I}_B\right|O\left(\beta \right).$$
(30)
According to equations (2), the pure state $`|O(\beta )`$ can be expanded as

$$|O(\beta )=\underset{n,\mu }{}a_{n,\mu }|n,\mu ,$$
(31)
where $`a_{n,\mu }=n,\mu ||O(\beta )`$, and the sets $`\{|n>\}`$ and $`\{|\mu >\}`$ are the complete orthonormal eigenstates of the thermodynamic system and its surroundings, respectively.

In the energy representation, by means of Schmidt decomposition, $`|O(\beta )`$ can be written as

$$|O(\beta )=\underset{n}{}\rho _n^{1/2}|n,\alpha _n.$$
(32)
with

$$|\alpha _n=\underset{\mu }{}\rho _n^{1/2}a_{n,\mu }|\mu .$$
(33)
Obviously, the equation (25) automatically hold,

$$\underset{n}{}\rho _nn\left|\widehat{F}_A\right|n\underset{m,n}{}\rho _m^{1/2}\rho _n^{1/2}m,\alpha _m\left|\widehat{F}_A\widehat{I}_B\right|n,\alpha _n.$$
(34)
Now, we denote $`\alpha _n`$ by $`\stackrel{~}{n}`$, the pure state $`|O\left(\beta \right)`$ can be written as

$$|O(\beta )=\underset{n}{}\rho _n^{1/2}|n,\stackrel{~}{n}$$
(35)
where $`\rho _n`$ is given by equation (23). Equation (30) is nothing but the thermal vacuum state which was introduced in thermo field dynamic by Takahashi and Umezawa1. So, we can see clearly that the tilde system in TFD is just the surroundings of the real system.

In addition, we can see from equation (30) that the thermal vacuum state $`|O\left(\beta \right)`$ is an infinite superposition of the direct product state $`|n|\stackrel{~}{n}`$. In general, the pure state $`|O\left(\beta \right)`$ of the compound system cannot be expressed as a product $`|n|\stackrel{~}{n}`$ of pure states of its part (i. e., $`A`$ and $`B`$) and hence is an entangled state11. We notice that, for the system under consideration, the pure state $`|O\left(\beta \right)`$ is a partly entangled pure states, for the coefficients $`\left(\rho _n\right)^{1/2}`$are not equal to one another. Obviously, this conclusion is true for an open system which may be described by grand canonical ensemble. In addition, for an isolated system in statistical physics (In fact, it is not a truly isolated system.), $`\rho _n`$ in equation (30) becomes a constant. Since all of the expanding coefficients in equation (30) are the same now, the state $`|O\left(\beta \right)`$ corresponding to an isolated system is a maximally entangled state12.

The density matrix of the compound system ($`A`$+$`B`$) corresponding the state vector $`|O\left(\beta \right)`$ is given by

$$\widehat{\rho }_{AB}=|O\left(\beta \right)_{ABAB}O\left(\beta \right)|=\underset{m,n}{}\rho _m^{1/2}\rho _n^{1/2}|m|\stackrel{~}{m}\stackrel{~}{n}|n|.$$
(36)
Because the $`|O\left(\beta \right)`$ is a pure state of the compound system ($`A`$+$`B`$), the density matrix $`\widehat{\rho }_{AB}`$ is non-diagonal. However, we are only interested in the real system $`A`$. When we measure a dynamical variable of the real system, say energy, the state of the system will transfer to one of its energy eigenstate and lead to the quantum decoherence13. Mathematically, this means the density matrix will be traced in the tilde states. That is we should describe the real system by means of the following reduced density matrix5,6

$$\widehat{\rho }_A=Tr_B\left(\widehat{\rho }_{AB}\right)=\underset{l}{}\stackrel{~}{l}\left|\widehat{\rho }_{AB}\right|\stackrel{~}{l}=\underset{l,m,n}{}\rho _m^{1/2}\rho _n^{1/2}\stackrel{~}{l}||m|\stackrel{~}{m}\stackrel{~}{n}|n||\stackrel{~}{l}=\underset{n}{}\rho _n|nn|,$$
(37)
which is the same as the corresponding one in statistical physics (see equation (22) ). So, the surroundings forms an pure entangled states with the thermodynamic system upon tracing out the former we can get the correct mixed state for the latter system.

In summary, by the unavoidable interaction of the thermodynamic system in question with the surroundings, the thermodynamic system will be in a mixed state. If the thermal statistical average is replaced by a vacuum expectation value in a pure state, then the Hilbert space of the thermodynamic system should be generalized to include the one of the surroundings, and the corresponding operator become a direct product which include the operator of the system and the identity operator of the surroundings.

Acknowledgments

This project is supported by the Chinese Education Foundation(grant no. 1999014105).


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# Non-Schlesinger Deformations of Ordinary Differential Equations with Rational Coefficients

## 1 Introduction

It is well-known that isomonodromy deformations of the Fuchsian matrix ODE,

$$\frac{d\mathrm{\Psi }}{d\lambda }=\left(\frac{A_0}{\lambda }+\frac{A_1}{\lambda 1}+\frac{A_t}{\lambda t}\right)\mathrm{\Psi },$$
(1.1)
where $`A_{\mathrm{}}=A_0+A_1+A_t`$ is normalized to be independent of $`t`$, are governed by the system of Schlesinger equations ,

$$\frac{dA_0}{dt}=\frac{1}{t}[A_t,A_0],\frac{dA_1}{dt}=\frac{1}{t1}[A_t,A_1],\frac{dA_t}{dt}=[\frac{1}{t}A_0+\frac{1}{t1}A_1,A_t].$$
(1.2)
This system is the compatibility condition of Eq. (1.1) with the following ODE,

$$\frac{d\mathrm{\Psi }}{dt}=\frac{A_t}{\lambda t}\mathrm{\Psi }.$$
(1.3)
Throughout the paper we consider matrix ODEs with respect to independent variable $`\lambda `$ whose coefficients are rational functions of $`\lambda `$ with at least one Fuchsian singularity at $`\lambda =t`$. We call deformations of such ODEs Schlesinger (with respect to $`t`$) if these ODEs are compatible, with Eq. (1.3). This is a natural generalization of the notion of Schlesinger deformations of the Fuchsian ODEs. It is clear that the Schlesinger deformations are the simplest isomonodromy deformations. On the other hand, as it follows from the work by Malgrange  any isomonodromy deformation of the Fuchsian system could be described up to isomorphism by the Schlesinger deformations. The purpose of this work is to understand better what does “up to isomorphism” mean from the point of view of the theory of integrable systems and special functions of the isomonodromy type . More precisely, the question is whether this isomorphism can be always constructed explicitly, or by other words can we obtain any new integrable systems or special functions by considering non-Schlesinger deformations of ODEs with rational coefficients?

The results presented in Sections 2 and 3 give a negative answer on this question in the case of the isomonodromy deformations: any integrable system, which describes non-Schlesinger isomonodromy deformations of any Fuchsian ODE (or weak non-Schlesinger (see Section 2) isomonodromy deformation for non-Fuchsian ODEs with rational coefficients) can be mapped explicitly by a proper Schlesinger transformation into some integrable system describing deformation of the Schlesinger type. This statement can be reformulated in the following way: there are no new transcendental functions defined via non-Schlesinger isomonodromy deformations of the Fuchsian ODEs. The sketch of this rather simple proof is given at the end of Section 3. It was communicated to me by A. A. Bolibruch for the case of the Fuchsian ODEs few weeks after the workshop where the results of this work were reported. Moreover, he pointed out to me his recent work , where he also studied non-Schlesinger deformations of the Fuchsian ODEs but looking at them from a different angle: the isomonodromy confluences of the Fuchsian singularities. However, A. A.Bolibruch did not study the reducibility of the ODEs subject to non-Schlesinger deformations which I address, in particular, in this work. The latter means further simplification of these ODEs. Moreover, such reducibility does not follow from the proof mentioned above and has a remarkable consequence for construction of the explicit solutions of the Painlevé and higher Painlevé equations, and (generalized) Garnier type systems.

In Section 4 some simplest examples of non-isomonodromy deformations of $`3\times 3`$ matrix ODEs, which are, of course, non-Schlesinger, are presented. Here for simplicity we consider non-Fuchsian type ODE since one of our tasks here is to show that non-isomonodromy deformations, which can be described via compatibility conditions (generalized Schlesinger equations), really exist. For the Fuchsian ODEs one can consider analogous examples. In our examples, presented in Section 4, appear only elementary and the Painlevé type functions. The latter non-evident fact is established (also after the workshop) by C. M. Cosgrove. However, to the best of my knowledge no general statements concerning reducibility of such deformations to the ones of the isomonodromy type are known. So that further interesting studies of such deformations are anticipated.

## 2 Non-Schlesinger Isomonodromy Deformations of $`2\times 2`$ Matrix ODEs

We begin our study with the special case of Eq. (1.1) when $`A_ksl_2()`$ for $`k=0,\mathrm{\hspace{0.17em}1},t,\mathrm{}`$. Let us suppose that $`A_{\mathrm{}}=\frac{\theta _{\mathrm{}}}{2}\sigma _3,\theta _{\mathrm{}}0`$, which is in fact (excluding one exceptional solvable case) also a normalization rather than a restriction on $`A_k`$. In this case the system of Schlesinger equations (1.2) is equivalent to the sixth Painlevé equation .

Eq. (1.3) is a sufficient condition that monodromy matrices of a fundamental solution of Eq. (1.1) are independent of $`t`$. In general situation this condition is also necessary, but there are some special exceptional cases, which are discussed here. A possibility of such deformations resulted from the non-uniqueness of solubility of the inverse monodromy problem for some special monodromy matrices.

We begin with a simplest generalization of Eq. (1.3),

$$\frac{d\mathrm{\Psi }}{dt}=\frac{A_t+\mathrm{\Lambda }}{\lambda t}\mathrm{\Psi }.$$
(2.1)
Compatibility condition of Eqs. (1.1) and (2.1) reads,

$`[\mathrm{\Lambda },A_t]=\mathrm{\Lambda },`$ (2.2)
$`{\displaystyle \frac{dA_0}{dt}}={\displaystyle \frac{1}{t}}[A_t+\mathrm{\Lambda },A_0],{\displaystyle \frac{dA_1}{dt}}={\displaystyle \frac{1}{t1}}[A_t+\mathrm{\Lambda },A_1],{\displaystyle \frac{dA_t}{dt}}=[{\displaystyle \frac{1}{t}}A_0+{\displaystyle \frac{1}{t1}}A_1,A_t+\mathrm{\Lambda }].`$ (2.3)
Eq. (2.2) implies: $`\mathrm{tr}\mathrm{\Lambda }=0,\mathrm{\Lambda }^2=0,\mathrm{and}\pm 1/2`$ are the eigenvalues of $`A_t`$. Denote

$$A_t=\left(\begin{array}{cc}a_t& b_t\\ c_t& a_t\end{array}\right),$$

then solution of Eq. (2.2) can be written as follows

$$\mathrm{\Lambda }=\mu \left(\begin{array}{cc}(a_t+1/2)b_t& b_t^2\\ (a_t+1/2)^2& (a_t+1/2)b_t\end{array}\right)\mathrm{for}a_t1/2,$$
(2.4)
and

$$\mathrm{\Lambda }=\mu \left(\begin{array}{cc}c_t& 1\\ c_t^2& c_t\end{array}\right)\mathrm{for}a_t=1/2,$$
(2.5)
where $`\mu =\mu (t)`$ is an arbitrary function of $`t`$.
Consider now asymptotic expansion of a fundamental solution of Eq. (1.1) as $`\lambda t`$,

$$\mathrm{\Psi }=\underset{k=0}{\overset{\mathrm{}}{}}\psi _k(\lambda t)^k(\lambda t)^{\sigma _3/2}\left(\begin{array}{cc}1& \kappa \mathrm{ln}(\lambda t)\\ 0& 1\end{array}\right)C,detC=det\psi _0=1,$$
(2.6)
where the parameter $`\kappa =0`$ or $`1`$. One finds

$$A_t=\frac{1}{2}\psi _0\sigma _3\psi _0^1,\mathrm{\Lambda }=\left(C_{21}^{}C_{22}C_{22}^{}C_{21}\right)\psi _0\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)\psi _0^1,$$

where $`C_{21}`$ and $`C_{22}`$ are the corresponding matrix elements of $`C`$ and the primes denotes differentiation on $`t`$. The monodromy matrix of $`\mathrm{\Psi }`$ corresponding to any loop, with only one singular point $`\lambda =t`$ inside, reads,

$$M_t=I2\pi i\kappa \left(\begin{array}{cc}C_{21}C_{22}& C_{22}^2\\ C_{21}^2& C_{21}C_{22}\end{array}\right).$$

If $`\kappa 0`$ then the isomonodromy condition, $`\frac{d}{dt}M_t=0`$, implies $`C_{21}^{}C_{22}C_{22}^{}C_{21}=0`$ and therefore $`\mathrm{\Lambda }=0`$. Thus, in the case of $`2\times 2`$ matrices non-Schlesinger deformations of the type (2.1) exist if and only if $`\kappa =0`$. This condition can be written in terms of Eq. (1.1) as follows

$$\mathrm{tr}\left((\frac{1}{t}A_0+\frac{1}{t1}A_1)(A_t+\frac{1}{2}\sigma _3)\right)=0.$$
(2.7)
Consider explicit construction of this deformation. Taking into account the integrals of the Schlesinger system (1.2),

$$A_t=A_0A_1\frac{\theta _{\mathrm{}}}{2}\sigma _3,\mathrm{tr}A_k=0,detA_k=\frac{\theta _k^2}{4},$$

where $`\theta _t=1`$ and $`\theta _k,k=0,\mathrm{\hspace{0.17em}1},\mathrm{}`$ are the constants of integration considered as parameters; we see that the most general non-Schlesinger deformation of the type (2.1) depends on the function $`\mu (t)`$ (see Eqs. (2.4) and (2.5)) and five parameters (constants of integration of Eqs. (2.3)): $`\theta _0,\theta _1,\theta _{\mathrm{}}`$ and $`c_1`$, $`c_2`$. One of them can be introduced via the gauge transformation,

$$A_kc_2^{\sigma _3}A_kc_2^{\sigma _3}.$$
(2.8)
Due to the absence of the $`\mathrm{log}`$-term in the expansion Eq. (2.6), the singularity at $`\lambda =t`$ in Eq. (1.1) is removable via a proper Schlesinger transformation. Let us describe this construction in detail. Consider the hypergeometric equation which can be written in the matrix form as follows,

$$\frac{d\mathrm{\Phi }}{d\lambda }=\left(\frac{A}{\lambda }\frac{\frac{\theta _{\mathrm{}}+1}{2}\sigma _3+A}{\lambda 1}\right)\mathrm{\Phi },A=\left(\begin{array}{cc}\frac{\theta _0^2\theta _1^2+(\theta _{\mathrm{}}+1)^2}{4(\theta _{\mathrm{}}+1)}& \frac{\theta _0^2(\theta _{\mathrm{}}+1\theta _1)^2}{4(\theta _{\mathrm{}}+1)}\\ \frac{\theta _0^2(\theta _{\mathrm{}}+1+\theta _1)^2}{4(\theta _{\mathrm{}}+1)}& \frac{\theta _0^2\theta _1^2+(\theta _{\mathrm{}}+1)^2}{4(\theta _{\mathrm{}}+1)}\end{array}\right).$$
(2.9)
Note that $`detA=\frac{\theta _0^2}{4}`$ and $`det(\frac{\theta _{\mathrm{}}+1}{2}\sigma _3+A)=\frac{\theta _1^2}{4}`$. An explicit formula for the fundamental solution $`\mathrm{\Phi }=\mathrm{\Phi }(\lambda )`$ of this equation in terms of the Gauß hypergeometric functions can be found for example in . In the following we denote as $`\mathrm{\Phi }`$ any fundamental solution of Eq. (2.9) which is independent of $`t`$. A fundamental solution of the system (1.1), (1.3) which corresponds to the general (modulo gauge transformation (2.8)) solution of the system (2.1), (1.1) (for $`\theta _t=1`$) can be written as follows,

$`\mathrm{\Psi }`$ $`=`$ $`D^1R^1(\lambda ,t)\mathrm{\Phi },D=\left(\begin{array}{cc}1& 1\\ 0& \kappa _1\end{array}\right),\kappa _1={\displaystyle \frac{4\theta _{\mathrm{}}(\theta _{\mathrm{}}+1)}{(\theta _{\mathrm{}}+1\theta _1)^2\theta _0^2}},`$ (2.12)
$`R(\lambda ,t)`$ $`=`$ $`\left(\left(\begin{array}{cc}0& 0\\ 0& 1\end{array}\right)\sqrt{\lambda t}+\left(\begin{array}{cc}1& 0\\ c_1(t)& 0\end{array}\right){\displaystyle \frac{1}{\sqrt{\lambda t}}}\right),detR(\lambda ,t)=1,`$ (2.17)
where $`c_1(t)`$ is an arbitrary function of $`t`$ and for both square roots in Eq. (2.17) should be chosen the same branch. The corresponding solution of the system (2.2), (2.3) reads:

$$\begin{array}{cc}A_0=D^1R^1(0,t)ADR(0,t),& A_1=D^1R^1(1,t)(\frac{\theta _{\mathrm{}}+1}{2}\sigma _3+A)DR(1,t),\hfill \\ A_t=D^1\left(\begin{array}{cc}1/2& 0\\ r(t)& 1/2\end{array}\right)D,& \mathrm{\Lambda }=D^1\left(\begin{array}{cc}0& 0\\ \frac{dc_1(t)}{dt}r(t)& 0\end{array}\right)D,\hfill \end{array}$$
(2.18)
where

$`r(t)={\displaystyle \frac{(\theta _0^2(\theta _{\mathrm{}}+1\theta _1)^2)c_1^2(t)+(4t(\theta _{\mathrm{}}+1)^22((\theta _{\mathrm{}}+1)^2+\theta _0^2\theta _1^2))c_1(t)+\theta _0^2(\theta _{\mathrm{}}+1+\theta _1)^2}{4t(t1)(\theta _{\mathrm{}}+1)}}.`$ (2.19)
The function $`c_1(t)`$ depends on the function $`\mu (t)`$ and the parameter $`c_1`$ which is introduced in the paragraph above Eq. (2.8). Actually, if the function $`\mu (t)`$ is given, as one of the coefficients in the system (2.2), (2.3), then

$$\mu (t)=\frac{\kappa _1(c_1^{}(t)r(t))}{(r(t)\kappa _1)^2}.$$
(2.20)
So that the function $`c_1(t)`$ is the general solution of the differential equation (2.20) and, therefore, depends on the constant of integration $`c_1`$.

At this stage it is worth to notice an application of the non-Schlesinger deformations to the construction of one-parameter families of solutions of the sixth Painlevé equation. As is mentioned above, the sixth Painlevé equation corresponds to the Schlesinger deformation (1.3) of Eq. (1.1), i.e., $`\mu (t)0c_1^{}(t)=r(t)`$. The latter is nothing but the Riccati equation whose solution can be written in terms of the logarithmic derivative of the Gauß hypergeometric function. An explicit formula for the solution of the sixth Painlevé equation is than easy to get from the Eqs. (2.18) and a parametrization of the solution of the sixth Painlevé equation in terms of matrix elements of $`A_k`$ given in . This solution corresponds to $`\theta _t=\pm 1`$.

It is important to notice that there is another construction of the one-parameter families of the solutions of the sixth Painlevé equation; it is based on on the “triangular reduction” of the system (1.1), (1.3) (the latter also leads to the hypergeometric functions, but for $`\theta _0+\theta _1+\theta _t+\theta _{\mathrm{}}=0`$, see, e.g.,)). These two constructions give, modulo application of the Schlesinger transformations and fractional-linear transformations of $`\lambda `$, all one-parameter families of solutions of the sixth Painlevé equation. The fact that there are no other solutions of the sixth Painlevé equation follows from the work . It is clear that application of the non-Schlesinger deformations to the construction of the special solutions of the Garnier systems and, so-called, higher Painlevé equations should “break the symmetry” with the construction of the special solutions based on the triangular reduction of the associated linear ODEs. The latter always leads to the linear ODEs for (generally multivariable) hypergeometric functions. Whilst the construction related with the non-Schlesinger deformations leads to the Riccati equations (for $`2\times 2`$ matrix ODEs) which can be transformed to the linear ODEs of the second order whose coefficients are defined by solutions of the Garnier systems (Painlevé/higher Painlevé equations) which are junior members of the corresponding hierarchies.

The most general non-Schlesinger isomonodromy deformation of Eq. (1.1) are defined by the compatibility condition of Eq. (1.1) with the following ODE:

$$\frac{\mathrm{\Psi }}{t}=\left(\frac{A_t+\mathrm{\Lambda }_1^t}{(\lambda t)}+\underset{k=2}{\overset{n_t}{}}\frac{\mathrm{\Lambda }_k^t}{(\lambda t)^k}+\underset{k=1}{\overset{n_1}{}}\frac{\mathrm{\Lambda }_k^1}{(\lambda 1)^k}+\underset{k=1}{\overset{n_0}{}}\frac{\mathrm{\Lambda }_k^0}{\lambda ^k}\right)\mathrm{\Psi },$$
(2.21)
where $`n_t1,n_10`$, and $`n_00`$ are integers. The notation are chosen such that if $`\mathrm{\Lambda }_{n_p}^p=0`$, then $`\mathrm{\Lambda }_k^p=0`$ for all $`kn_p`$ and if the upper limit of the sum is less than its lower limit, then the sum is absent. One proves, that $`\mathrm{tr}\mathrm{\Lambda }_k^p=0`$ and $`\left(\mathrm{\Lambda }_{n_p}^p\right)^2=0`$ for $`p=t,\mathrm{\hspace{0.17em}1},\mathrm{\hspace{0.17em}0}`$. Moreover,

$$\mathrm{\Lambda }_{n_p}^p0A_p=\frac{n_p}{2}\psi _0^p\sigma _3(\psi _0^p)^1,\mathrm{\Lambda }_{n_p}^p=\mu _{l_p}^p(t)\psi _0^p\left(\begin{array}{cc}0& 0\\ 1& 0\end{array}\right)(\psi _0^p)^1,$$
(2.22)
the corresponding monodromy matrix at $`\lambda =p`$ is $`M_p=(1)^{n_p}`$, this means that the function $`\mathrm{\Psi }`$ has the following expansion at $`\lambda =p`$:

$$\mathrm{\Psi }=\underset{k=0}{\overset{\mathrm{}}{}}\psi _k(\lambda p)^k(\lambda p)^{\frac{n_p}{2}\sigma _3}C,detC=det\psi _0=1.$$
(2.23)
It follows from this expansion that the singularity at $`\lambda =p`$ can be removed from Eqs. (1.1) and (2.21) via $`n_p`$ transformations of the type (2.12). In general, the non-Schlesinger isomonodromy deformation defined by Eq. (2.21) can be parametrized via $`n_p+n_1+n_0`$ arbitrary functions of $`t`$. More precisely: If among the “senior” matrices $`\mathrm{\Lambda }_{n_k}^k,k=0,\mathrm{\hspace{0.17em}1},t`$, only one matrix $`\mathrm{\Lambda }_{n_p}^p`$ is different from $`0`$, then via $`n_p`$ Schlesinger transformations of the form (2.12) and, possibly, (if $`pt`$) by permutation of the points $`0,\mathrm{\hspace{0.17em}1},t`$; one transforms $`\mathrm{\Psi }`$, the fundamental solution of the system (1.1), (2.21), to the solution of the hypergeometric equation (2.9) $`\mathrm{\Phi }`$. If any two of the “senior” matrices $`\mathrm{\Lambda }_{n_p}^p0`$ and $`\mathrm{\Lambda }_{n_q}^q0`$, then $`n_p+n_q`$ Schlesinger transformations convert $`\mathrm{\Psi }`$ to the the function $`\mathrm{\Phi }=(\lambda r)^{(\theta _{\mathrm{}}+1)\sigma _3/2}`$, where $`rp,q`$ and $`r\{0,\mathrm{\hspace{0.17em}1},t\}`$, so that in particular $`\theta _r=\theta _{\mathrm{}}1`$. Finally, if all three matrices $`\mathrm{\Lambda }_{n_k}^k0,k=0,\mathrm{\hspace{0.17em}1},t`$, then $`\mathrm{\Psi }`$ can be presented as a multiplication of the $`n_t+n_0+n_1`$ Schlesinger transformations.

Since the consideration above is quite local this result can be generalized for $`2\times 2`$ matrix ODEs

$$\frac{d\mathrm{\Psi }}{d\lambda }=A(\lambda )\mathrm{\Psi },$$
(2.24)
where $`=A(\lambda )sl_2()`$ is an arbitrary rational function of $`\lambda `$.
Definition. Let $`t`$ be a pole of $`A(\lambda )`$ of the first order with the residue $`A_t`$,

$$A(\lambda )=B(\lambda )+\frac{A_t}{\lambda t},$$
(2.25)
where $`B(\lambda )`$ has no pole at $`\lambda =t`$ as a rational function of $`\lambda `$ and $`A_t`$ is independent of $`\lambda `$. If fundamental solution of Eq. (2.24) satisfies also Eq. (1.3), then we call any solution of the system representing compatibility condition of Eqs. (2.24), (2.25), and (1.3), namely,

$$\frac{B(\lambda )}{t}=[\frac{B(\lambda )B(t)}{\lambda t},A_t],\frac{dA_t}{dt}=[B(t),A_t],$$

the Schlesinger deformation of Eq. (2.24) with respect to the parameter $`t`$.

###### Remark 2.1

The fourth, fifth, and sixth Painlevé equations can be written as the Schlesinger deformations of $`2\times 2`$ matrix linear ODEs.

Definition. Denote $`t_1`$ any other first order pole of the rational function $`A(\lambda )`$, in particular, it may coincide with $`t`$. We say, that isomonodromy deformation with respect to $`t`$ is $`t_1`$-non-Schlesinger, iff the rational function $`R(\lambda )`$ in the following equation,

$$\frac{d\mathrm{\Psi }}{dt}=\left(\frac{A_t}{\lambda t}+R(\lambda )\right)\mathrm{\Psi },$$
(2.26)
has a pole at $`\lambda =t_1`$.

###### Proposition 2.1

Any $`t_1`$-non-Schlesinger deformation of Eq. (2.24) with respect to $`t`$ can be transformed, by a finite number of the Schlesinger transformations of the type given by the first equation (2.12) where $`tt_1`$ and the matrix $`D`$ is independent of $`\lambda `$, to the ODE of the form

$$\frac{d\widehat{\mathrm{\Phi }}}{d\lambda }=\widehat{A}(\lambda )\widehat{\mathrm{\Phi }},$$
(2.27)
where the rational function $`\widehat{A}(\lambda )sl_2()`$ has no pole at $`\lambda =t_1`$ whilst its other poles and their orders coincide with those of the function $`A(\lambda )`$.

Moreover, if, additionally, the function $`A(\lambda )`$ is isomonodromic with respect to $`t_1`$, namely,

$$\frac{d\mathrm{\Psi }}{dt_1}=\left(\frac{A_{t_1}}{\lambda t_1}+R_1(\lambda )\right)\mathrm{\Psi },$$
(2.28)
and the set of poles ($`^1`$) of the rational function $`R_1(\lambda )`$ coincides with a subset ($`^1`$) of the first order poles of the function $`A(\lambda )`$, then, possibly by applying a finite number of additional Schlesinger transformations of the type described in the previous paragraph, one arrives at Eq. (2.27), where the function $`\widehat{A}(\lambda )`$ is independent of $`t_1`$ (note that if $`t_1=t`$, then $`R(\lambda )=R_1(\lambda )`$ has a pole at $`\lambda =t`$). The set of poles of $`\widehat{A}(\lambda )`$ is a subset of the poles of $`A(\lambda )`$.

###### Remark 2.2

We call the non-Schlesinger deformations described in the second paragraph of Proposition 2.1 weak non-Schlesinger deformations. If one allows that among the poles of $`R_1(\lambda )`$ there are some non-Fuchsian singularities of Eq. (2.24), then such isomonodromy deformations could be called strong non-Schlesinger deformations. For the strong non-Schlesinger deformations the latter statement of Proposition 2.1, in general, is not true.
If we suppose that Eq. (2.24) suffers from some week non-Schlesinger deformation with respect to $`t`$ and $`R(\lambda )`$ (see Eq. (2.26)) has no pole at $`\lambda =t`$, then, by applying proper Schlesinger transformations, Eq. (2.24) can be simplified to Eq. (2.27) with the matrix $`\widehat{A}(\lambda )`$ having less poles than $`A(\lambda )`$ and the Schlesinger $`t`$-dependence.

## 3 Non-Schlesinger Isomonodromy Deformations of $`3\times 3`$ matrix ODEs

Whilst in the case when $`2\times 2`$ matrix ODE (2.24) with the connection matrix (2.25) suffers from the weak non-Schlesinger isomonodromy deformations with respect to $`t`$, it is always reducible via the Schlesinger transformations to a simpler ODE with a less number of poles, this is not always the case for the ODEs of higher matrix dimension. For example, one can take a direct sum of two $`2\times 2`$ equations of the type (1.1): coefficients of the first equation are deformed by the Schlesinger deformation (1.3), whilst coefficients of the second one suffer from a non-Schlesinger deformation of the type (2.1). Clearly, we have constructed a non-Schlesinger isomonodromy deformation of the $`4\times 4`$ ODE with respect to $`t`$ which (in general situation) cannot be reduced via any Schlesinger transformation to any equation independent of $`t`$. However, it can be transformed (via an appropriate Schlesinger transformation) to the equation which deformation with respect to $`t`$ is of the Schlesinger type. So, the natural question is: are there any non-Schlesinger isomonodromy deformations of Eq. (2.24) which are not reducible via Schlesinger transformations to the Schlesinger deformations of some other ODE of the same type (2.24)?

Consider the simplest non-Schlesinger isomonodromy deformation of Eqs. (2.24), (2.25) of the type (2.1) for the case of $`3\times 3`$ matrices. Eq. (2.2) now implies: $`\mathrm{tr}\mathrm{\Lambda }=0`$, $`\mathrm{\Lambda }^3=0`$. Using this one finds that the only possible solutions of Eq. (2.2) reads,

$`1.`$ $`A_t=\psi _0\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 0\\ 0& 0& 1\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0\left(\begin{array}{ccc}0& 0& 0\\ \mu _1(t)& 0& 0\\ 0& \mu _2(t)& 0\end{array}\right)\psi _0^1,`$ (3.7)
$`2.`$ $`A_t=\psi _0\left(\begin{array}{ccc}1/3& 0& 0\\ 0& 1/3& 0\\ 0& 0& 2/3\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0(\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ \mu _1(t)& \mu _2(t)& 0\end{array})\psi _0^1,`$ (3.14)
$`3.`$ $`A_t=\psi _0\left(\begin{array}{ccc}1/3& 1& 0\\ 0& 1/3& 0\\ 0& 0& 2/3\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ 0& \mu _2(t)& 0\end{array}\right)\psi _0^1,`$ (3.21)
$`4.`$ $`A_t=\psi _0\left(\begin{array}{ccc}2/3& 0& 0\\ 0& 1/3& 0\\ 0& 0& 1/3\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0\left(\begin{array}{ccc}0& 0& 0\\ \mu _1(t)& 0& 0\\ \mu _2(t)& 0& 0\end{array}\right)\psi _0^1,`$ (3.28)
$`5.`$ $`A_t=\psi _0\left(\begin{array}{ccc}2/3& 0& 0\\ 0& 1/3& 1\\ 0& 0& 1/3\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0\left(\begin{array}{ccc}0& 0& 0\\ \mu _1(t)& 0& 0\\ 0& 0& 0\end{array}\right)\psi _0^1.`$ (3.35)
The matrix $`\psi _0`$ is a function of $`t`$ with $`det\psi _0=1`$, $`\mu _1(t)`$ and $`\mu _2(t)`$ are some functions of $`t`$. Actually, from the system (2.3) follows that for any choice of the functions $`\mu _k(t)`$ there is a solution of the system (2.3). This means that general solution in each case depends on two (the cases $`1`$, $`2`$, $`4`$) or one (the cases $`3`$, $`5`$) arbitrary functions of $`t`$. The functions $`\mu _1(t)`$ and $`\mu _2(t)`$ may also depend on some other pole parameters (if any).

Consider the first case. Any fundamental solution at $`\lambda =t`$ has the following asymptotic expansion,

$`\mathrm{\Psi }`$ $`\underset{\lambda t}{=}`$ $`{\displaystyle \underset{k=0}{\overset{\mathrm{}}{}}}\psi _k(\lambda t)^k\left(\begin{array}{ccc}\lambda t& 0& 0\\ 0& 1& 0\\ 0& 0& 1/(\lambda t)\end{array}\right)(\lambda t)^\mathrm{\Xi }C,`$ (3.39)
$`\mathrm{\Xi }`$ $`=`$ $`\left(\begin{array}{ccc}0& \kappa _2& \kappa _1\\ 0& 0& \kappa _3\\ 0& 0& 0\end{array}\right),detC=det\psi _0=1,`$ (3.43)
where $`\kappa _l,l=1,\mathrm{\hspace{0.17em}2},\mathrm{\hspace{0.17em}3}`$ are parameters independent of $`t`$. Denote

$$Q=C^{}(t)C^1(t),\mathrm{tr}Q=0.$$

Now using expansion (3.39) one proves that

$`{\displaystyle \frac{d\mathrm{\Psi }}{dt}}`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{\Lambda }_2}{(\lambda t)^2}}{\displaystyle \frac{A_t+\mathrm{\Lambda }}{\lambda t}}\right)\mathrm{\Psi },`$ (3.44)
$`\mathrm{\Lambda }_2`$ $`=`$ $`\psi _0\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& 0\\ Q_{31}& 0& 0\end{array}\right)\psi _0^1,\mathrm{\Lambda }=\psi _0\left(\begin{array}{ccc}0& 0& 0\\ Q_{21}& 0& 0\\ 0& Q_{32}& 0\end{array}\right)\psi _0^1,`$ (3.51)
where $`Q_{ik}`$ are matrix elements of $`Q`$ and $`A_t`$ is given by Eq. (3.7). In fact, Eq. (2.1) is a special case of Eq. (3.44) corresponding to the case $`Q_{31}=0`$. The monodromy matrix of the fundamental solution with expansion (3.39) corresponding to a small loop around $`\lambda =t`$ reads,

$$M_t=C^1e^{2\pi i\mathrm{\Xi }}C.$$

So that the isomonodromy condition, $`\frac{d}{dt}M_t=0`$ is equivalent to

$$[Q,e^{2\pi i\mathrm{\Xi }}]=0.$$
(3.52)
The result of the analysis of Eq. (3.52) can be formulated as the following

###### Proposition 3.1

In generic situation, i.e., $`\nu (t)=Q_{31}0`$ or $`\nu (t)=Q_{31}=0`$ but $`\mu _1(t)\mu _2(t)=Q_{21}Q_{32}0`$, the isomonodromy condition (3.52) implies $`\mathrm{\Xi }=0`$; therefore, there is a Schlesinger transformation which transfer Eq. (2.24) with the Fuchsian singularity at $`\lambda =t`$ into the equation of the same type but without this singularity.

If $`\nu (t)=0,\mu _2(t)=0`$ but $`\mu _1(t)0`$, then $`\kappa _2=0`$. If $`\nu (t)=0,\mu _1(t)=0`$ but $`\mu _2(t)0`$, then $`\kappa _3=0`$.

###### Remark 3.1

In each of the two last cases of Proposition 3.1 there are some further necessary conditions on $`Q`$, following from Eq. (3.52), which allow to have $`\mathrm{\Xi }0`$. The question is whether these conditions are sufficient, namely, can one construct a non-Schlesinger isomonodromy deformation of the type (2.1) for some ODE of the form (2.24) such that Eq. (3.52) is satisfied and the matrix $`\mathrm{\Xi }0`$, is opened.

The analysis of the cases 2 and 4 (see Eq. (3.14) and (3.28)) essentially repeats the previous one. Some minor modifications, say, for the case 2 are as follows. Matrix $`\mathrm{\Lambda }_2=0`$, $`\mu _1(t)=Q_{31}`$, and $`\mu _2(t)=Q_{32}`$. Instead of expansion (3.39) we have

$$\mathrm{\Psi }\underset{\lambda t}{=}\underset{k=0}{\overset{\mathrm{}}{}}\psi _k(\lambda t)^k\left(\begin{array}{ccc}(\lambda t)^{\frac{1}{3}}& 0& 0\\ 0& (\lambda t)^{\frac{1}{3}}& 0\\ 0& 0& (\lambda t)^{\frac{2}{3}}\end{array}\right)(\lambda t)^\mathrm{\Xi }C,$$
(3.53)
where the matrices $`\mathrm{\Xi }`$ and $`C`$ have the same properties as those in (3.43). The monodromy matrix around $`\lambda =t`$ reads $`M_t=e^{2\pi i/3}C^1e^\mathrm{\Xi }C`$, therefore isomonodromy condition again reduces to Eq. (3.52). So that the part of Proposition 3.1 for $`\nu (t)=0`$ and Remark 3.1 apply also for the cases 2 and 4 without any modifications.

Minor modifications are required also in the remaining cases 3 and 5 (see Eq. (3.21) and (3.35)). In the case 3 expansion of the function $`\mathrm{\Psi }`$ at $`\lambda =t`$ is just a special case of the expansion corresponding to the case 2 (3.53) in which $`\kappa _1=0`$ and $`\kappa _2=1`$ see . The non-Schlesinger condition $`\mu _2(t)=Q_{32}0`$ implies $`\kappa _3=0`$. Similarly, the non-Schlesinger condition in the case 5, i.e., $`\mu _1(t)=0`$, leads to the condition $`\kappa _1=0`$, $`\kappa _2=0`$, and $`\kappa _3=1`$. In these cases the $`\mathrm{log}`$-terms in the corresponding asymptotic expansions remain, so that these singularities definitely cannot be removed via Schlesinger transformations.

Nevertheless, in the cases 3 and 5 one can transform the non-Schlesinger deformations (2.1) to the Schlesinger form (1.1) via the Schlesinger transformations. Although, in this case one cannot reduce the number of poles in the transformed version of Eq. (2.24) like it can be done in the other cases considered above. Actually, the idea of this proof<sup>1</sup><sup>1</sup>1For the Fuchsian systems the idea of the proof was communicated to me by A. A. Bolibruch. is quite simple and works for general weak non-Schlesinger deformations of Eq. (2.24) in $`n\times n`$ matrices. However, to avoid long introduction of the notation, I’ll explain it by using the redundant notation, which are already introduced. Suppose that Eq. (2.26) defines some weak non-Schlesinger deformation of Eq. (2.24). Denote $`\{t_1,\mathrm{},t_m\}`$ the set of poles of the function $`R(\lambda )`$. One of them may coincide with $`t`$ and simultaneously they belong to the set of the first order poles of Eq. (2.24). Note, that $`t_1,\mathrm{},t_m`$ are not supposed to be the first order poles of $`R(\lambda )`$. Denote, $`C_1(t),\mathrm{},C_m(t)`$ and $`\mathrm{\Xi }_1,\mathrm{},\mathrm{\Xi }_m`$ the matrices defining pole expansions (the matrices like $`C(t)`$ and $`\mathrm{\Xi }`$ in Eqs. (3.39)) and (3.53) of the solution $`\mathrm{\Psi }`$ at the points $`t_1,\mathrm{},t_m`$, respectively. The matrices $`C_k(t)`$ may also depend on some other parameters, in particular, on $`t_k`$, whilst the upper nilpotent matrices $`\mathrm{\Xi }_k`$ are chosen to be constants. The key observation is that the matrices $`C_k(t)C_k^1(t_0)`$, where $`t_0`$ $`\{t_1,\mathrm{},t_m\}`$ is any point chosen such that all matrices $`C_k(t_0)`$ are invertible, commute with $`\mathrm{\Xi }_k`$. This fact follows from the isomonodromy condition: for any monodromy matrix $`M_k(t)=M_k(t_0)`$. The inverse monodromy problem at $`t=t_0`$ is solvable, since it is supposed that the matrices $`C_k(t_0)`$ exist, therefore, we can construct the Schlesinger deformation with the same monodromy data as the ones for the function $`\mathrm{\Psi }`$, but with $`C_k(t)C_k(t_0)`$. This fact follows from the solubility of the Cauchy problem at $`t=t_0`$ for the (generalized) Schlesinger system for the coefficients of Eq. (2.24). Now, denote $`\mathrm{\Psi }_S`$ the solution corresponding to the Schlesinger deformations of Eq. (2.24). Consider analytic properties of $`\mathrm{\Psi }\mathrm{\Psi }_S^1`$ as the function of $`\lambda 𝒞𝒫^1`$ and prove (Liouville theorem) that it is a rational function of $`\lambda `$ (here the commutativity $`C_k(t)C_k^1(t_0)`$ with $`\mathrm{\Xi }_k`$ is used). So, $`\mathrm{\Psi }`$ and $`\mathrm{\Psi }_S`$ are related by some Schlesinger transformation.

It is an interesting problem to classify all cases when weakly non - Schlesinger Eq. (2.24) in $`n\times n`$ matrices can be reduced to a simplified equation of the same type which is either independent or “Schlesinger” with respect to the corresponding parameter(s).

## 4 Some Examples of non-Isomonodromy Deformations of $`3\times 3`$ matrix ODEs

It is easy to see that any function $`\mathrm{\Psi }`$ which solves Eq. (2.24) with r.-h.s. given by Eq. (2.25), where $`B(\lambda )`$ is a rational function of $`\lambda `$ holomorphic at $`\lambda =t`$, and depends isomonodromicaly on the parameter $`t`$, satisfies also equation

$$\frac{d\mathrm{\Psi }}{dt}=U(\lambda ,t)\mathrm{\Psi },$$
(4.1)
where $`U(\lambda ,t)`$ is a rational function of $`\lambda `$. At the same time there are some deformations of Eq. (2.24) which defined by Eq. (4.1) with a non-rational matrix $`U(\lambda ,t)`$, so that these deformations are non-isomonodromy. One interesting example of the non-isomonodromy deformations is considered in . In that example, non-rational contribution to the matrix $`U(\lambda ,t)`$ is proportional to the identity matrix and therefore reducible to isomonodromy deformations of the Schlesinger type via $`\lambda `$ independent gauge transformations. Here, we consider some simplest examples of the non-isomonodromy deformations for the following $`3\times 3`$ matrix ODE,

$$\frac{d\mathrm{\Psi }}{d\lambda }=\left(\frac{A_0}{\lambda }+\frac{A}{\lambda t}+\left(\begin{array}{ccc}\theta & 0& 0\\ 0& \theta & 0\\ 0& 0& 2\theta \end{array}\right)\right)\mathrm{\Psi },$$
(4.2)
where $`\theta `$ is a parameter. Non-isomonodromy deformations considered below are also reducible to the isomonodromy ones, however, these reductions less straightforward as in the example given in .
The first deformation is defined by the following ODE,

$`{\displaystyle \frac{d\mathrm{\Psi }}{dt}}=\left({\displaystyle \frac{A}{\lambda t}}+P\mathrm{ln}(\lambda t)\right)\mathrm{\Psi },`$ $`P=\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 0\\ 0& 0& 1\end{array}\right).`$ (4.6)
Denote

$$U=A_0+A,\mathrm{\Theta }=\mathrm{diag}\{\theta ,\theta ,2\theta \},$$

then compatibility condition of Eqs. (4.2) and (4.6) reads,

$`PA_0=A_0P,,PU=UP,P\mathrm{\Theta }=\mathrm{\Theta }P,`$ (4.7)
$`A_0^{}={\displaystyle \frac{1}{t}}[U,A_0],U^{}=P+[\mathrm{\Theta },UA_0].`$ (4.8)
Solution of the system (4.7) and (4.8) can be written as follows,

$`A_0`$ $`=`$ $`\left(\begin{array}{ccc}a_1(t)& a_1(t)+\theta _1& a_3(t)\\ a_1(t)+\theta _1& a_1(t)& a_3(t)\\ a_2(t)& a_2(t)& 2a_1(t)\theta _2\end{array}\right),`$
$`U`$ $`=`$ $`\left(\begin{array}{ccc}\theta _4& t+\theta _5& u_3(t)\\ t+\theta _5& \theta _4& u_3(t)\\ u_2(t)& u_2(t)& t+\theta _0+\theta _4+\theta _5\end{array}\right),`$
where $`\theta _k,k=0,\mathrm{},5`$ are parameters and

$`4a_1(t)+\theta _1+\theta _2=\sqrt{\theta _3^28a_2(t)a_3(t)},a_3(t)={\displaystyle \frac{u^{}(\tau )}{2\sqrt{2}}}e^\tau ,a_2(t)={\displaystyle \frac{v^{}(\tau )}{2\sqrt{2}}}e^\tau ,`$
$`u_3(t)={\displaystyle \frac{u(\tau )}{2\sqrt{2}}}e^\tau ,u_2(t)={\displaystyle \frac{v(\tau )}{2\sqrt{2}}}e^\tau ,\tau =3\theta t.`$
The functions $`u=u(\tau )`$ and $`v=v(\tau )`$ satisfy the following system,

$`\tau u^{\prime \prime }`$ $`=`$ $`u\sqrt{\theta _3^2+u^{}v^{}}(\theta _0+\tau )u^{},`$ (4.11)
$`\tau v^{\prime \prime }`$ $`=`$ $`v\sqrt{\theta _3^2+u^{}v^{}}+(\theta _0+\tau )v^{}.`$ (4.12)
This system can be reduced to one ODE of the second order. To prove it let us define auxiliary variables,

$$f=uv,g=\sqrt{\theta _3^2+u^{}v^{}},h=u^{}vv^{}u.$$

One finds the following equations,

$$\begin{array}{c}f^{}=2\tau g^{},h^{}=2(\theta _0+\tau )g^{},\tau h^{}=(\theta _0+\tau )f^{},\hfill \\ f^2=h^2+4(g^2\theta _3^2)f,2\theta _0g+f+h=\kappa ,\hfill \end{array}$$
(4.13)
where $`\kappa `$ is the constant of integration. By excluding the function $`h`$ we arrive to the following system of ODEs

$$\begin{array}{c}\tau \left((\tau g^{})^{}g^2+\theta _3^2\right)+\frac{1}{2}(\theta _0+\tau )(\kappa 2\theta _0g)=\frac{1}{2}(2g+\theta _0+\tau )f,\hfill \\ (\tau g^{})^2=\frac{1}{4}(\kappa 2\theta _0gf)^2+(g^2\theta _3^2)f.\hfill \end{array}$$
(4.14)
Finding $`f`$ from the first equation and substituting it into the second one, we get an ODE for the function $`g`$ which is quadratic with respect to the second derivative. This equation can be solved in terms of the fifth Painlevé transcendent: the following derivation of this fact is due to C. M. Cosgrove.

First, observe that $`f`$ can be eliminated to give the following second-order second-degree differential equation for $`g`$:

$`\left(\tau ^2g^{\prime \prime }+\tau g^{}+2g^3+3\theta _0g^2\left(\kappa +2\theta _3^{\mathrm{\hspace{0.17em}2}}\right)g\theta _0\theta _3^{\mathrm{\hspace{0.17em}2}}\right)^2`$
$`=(2g+\tau +\theta _0)^2\left(\tau ^2(g^{})^2+\left(g^2\theta _3^{\mathrm{\hspace{0.17em}2}}\right)\left(g^2+2\theta _0g\kappa \theta _3^{\mathrm{\hspace{0.17em}2}}\right)\right).`$ (4.15)
Equations gauge-equivalent to (4.15) were known to Chazy  and Bureau . The singular integral is immediately apparent: if the last factor on the right-hand side is set to zero, then the left-hand side also vanishes and $`g(\tau )`$ becomes an elliptic function of the variable $`\mathrm{log}\tau `$.

To get the general integral, first observe that $`g^{\prime \prime }`$ can be eliminated between the first equation in (4.14) and the derivative of the second. The result can be factorised as

$$\left(f^{}2\tau g^{}\right)\left(f+2g^2+2\theta _0g\kappa 2\theta _3^{\mathrm{\hspace{0.17em}2}}\right)=\mathrm{\hspace{0.17em}0}.$$
(4.16)
The second factor yields the singular integral again. The first factor, which will lead to the general integral, vanishes when we express $`f`$ and $`g`$ in terms of an auxiliary variable $`H(\tau )`$ according to

$$f=4(\tau H^{}H)\theta _0^{\mathrm{\hspace{0.17em}2}},g=2H^{}\frac{1}{2}\theta _0.$$
(4.17)
When $`f`$ and $`g`$ are eliminated in favour of $`H`$, we obtain the following second-order second-degree equation:

$$\tau ^2(H^{\prime \prime })^2=4(H^{})^2(\tau H^{}H)+A_1(\tau H^{}H)^2+A_2(\tau H^{}H)+A_3H^{}+A_4,$$
(4.18)
where

$`A_1`$ $`=`$ $`1,A_2={\displaystyle \frac{1}{4}}\left(3\theta _0^{\mathrm{\hspace{0.17em}2}}+4\theta _3^{\mathrm{\hspace{0.17em}2}}+2\kappa \right),A_3={\displaystyle \frac{1}{2}}\theta _0\left(\theta _0^{\mathrm{\hspace{0.17em}2}}+\kappa \right),`$
$`A_4`$ $`=`$ $`{\displaystyle \frac{1}{16}}\left(\left(\theta _0^{\mathrm{\hspace{0.17em}2}}+\kappa \right)\left(3\theta _0^{\mathrm{\hspace{0.17em}2}}+\kappa \right)+4\theta _0^{\mathrm{\hspace{0.17em}2}}\theta _3^{\mathrm{\hspace{0.17em}2}}\right).`$
Equation (4.18) or a gauge-equivalent version appears in several references, including . We have presented it in the standard form of equation SD-I.b in . Its general solution is

$`H`$ $`=`$ $`{\displaystyle \frac{1}{4w}}\left({\displaystyle \frac{\tau w^{}}{w1}}w\right)^2{\displaystyle \frac{1}{4}}\left(\theta _0^{\mathrm{\hspace{0.17em}2}}+\theta _3^{\mathrm{\hspace{0.17em}2}}+\kappa \right)(w1)`$
$`+`$ $`{\displaystyle \frac{\theta _3^{\mathrm{\hspace{0.17em}2}}(w1)}{4w}}+{\displaystyle \frac{\theta _0\tau (w+1)}{4(w1)}}{\displaystyle \frac{\tau ^2w}{4(w1)^2}},`$ (4.19)
where the variable $`w(\tau )`$ is any solution of the Painlevé-V equation,

$$w^{\prime \prime }=\left(\frac{1}{2w}+\frac{1}{w1}\right)(w^{})^2\frac{1}{\tau }w^{}+\frac{(w1)^2}{\tau ^2}\left(\alpha w+\frac{\beta }{w}\right)+\frac{\gamma w}{\tau }+\frac{\delta w(w+1)}{w1},$$
(4.20)
having parameters,

$$\alpha =\frac{1}{2}(1+\sigma )^2,\mathrm{where}\sigma :=\pm \sqrt{\theta _0^{\mathrm{\hspace{0.17em}2}}+\theta _3^{\mathrm{\hspace{0.17em}2}}+\kappa },\beta =\frac{1}{2}\theta _3^{\mathrm{\hspace{0.17em}2}},\gamma =\theta _0,\delta =\frac{1}{2}.$$

The Schlesinger and Lukashevich transformations admitted by the Painlevé-V equation induce corresponding symmetries in the $`f,g`$-system (4.14). One of these, which is easily found directly, is the involution,

$`f`$ $``$ $`f2\theta _3(\theta _3+\sigma )\kappa ,gg+{\displaystyle \frac{1}{2}}(\theta _0\theta _3\sigma ),\sigma {\displaystyle \frac{1}{2}}(\theta _0\theta _3+\sigma ),`$
$`\theta _0`$ $``$ $`\theta _3+\sigma ,\theta _3{\displaystyle \frac{1}{2}}(\theta _0+\theta _3\sigma ),\kappa (\theta _02\theta _3)\sigma \theta _0^{\mathrm{\hspace{0.17em}2}}\theta _0\theta _32\theta _3^{\mathrm{\hspace{0.17em}2}}\kappa .`$
As is well known, there are several classes of Painlevé-V equations that can be transformed into the Painlevé-III equation,

$$u^{\prime \prime }=\frac{(u^{})^2}{u}\frac{u^{}}{\tau }+\stackrel{~}{\alpha }u^3+\frac{\stackrel{~}{\beta }}{\tau }u^2+\frac{\stackrel{~}{\gamma }}{\tau }+\frac{\stackrel{~}{\delta }}{u}.$$
(4.21)
The case $`\theta _0=\kappa =0`$, with $`\theta _3`$ arbitrary, is one such example. In terms of an auxiliary variable $`p(\tau )`$, we have

$$f=p^2,g=\tau p^1\left(p^{\prime \prime }\frac{1}{4}p\right),$$
(4.22)
where $`p`$ satisfies the second-order second-degree equation,

$$\tau ^2\left(p^{\prime \prime }\frac{p}{4}\right)^2=p^2\left((p^{})^2\frac{p^2}{4}+\theta _3^{\mathrm{\hspace{0.17em}2}}\right),$$
(4.23)
Equation (4.23) is a special case of an equation appearing in . Its solution is given by

$$p=\tau u^1\left(u^{}+u^2\frac{1}{16}\right),$$
(4.24)
where $`u(\tau )`$ is any solution of the Painlevé-III equation (4.21) with parameters,

$$\stackrel{~}{\alpha }=\mathrm{\hspace{0.17em}1},\stackrel{~}{\beta }=(1\pm 2\theta _3),\stackrel{~}{\gamma }=\frac{1}{16}(1\pm 2\theta _3),\stackrel{~}{\delta }=\frac{1}{256}.$$

The involution $`u1/(16u)`$ induces the reflection $`pp`$, which leaves $`f`$ and $`g`$ invariant. The above involution admitted by $`f`$ and $`g`$ induces a similar Painlevé-III solution of the $`f,g`$-system having $`\kappa =\theta _0^{\mathrm{\hspace{0.17em}2}}`$ and $`\theta _3=0`$.

Of course, we can choose more general form of the matrix $`P`$ in these examples, in particular it is clear that everything go through for $`P\mu (t)P`$ where $`\mu (t)`$ is an arbitrary function. This will lead to a generalization of Eq. (4.14) which contains the function $`\mu (t)`$. However, most likely the latter equation will be again equivalent to the fifth Painlevé equation, since as is shown in the work  the class of equations quadratic with respect to the second derivatives and solvable in terms of the Painlevé transcendents contains equations with the coefficients depending on some arbitrary functions which are not removable by simple scaling transformations.
An explanation of the appearance of the Painlevé transcendents in the description of the non-isomonodromy deformations is that these deformations preserve some subset of the monodromy data of Eq. (4.2). More precisely, the following transformation, $`\mathrm{\Psi }=Q\stackrel{~}{\mathrm{\Psi }}`$ where the matrix

$$Q=\left(\begin{array}{ccc}0& 1& 1\\ 0& 1& 1\\ 1& 0& 0\end{array}\right)$$

diagonalizes $`P`$, $`Q^1PQ=(1,1,1)`$; transforms system (4.2), (4.6) to the block form,

$$\left(\begin{array}{ccc}& & 0\\ & & 0\\ 0& 0& \end{array}\right).$$

Therefore, denoting $`\widehat{A}`$ and $`\widehat{A}_0`$ $`2\times 2`$ minors with non-vanishing elements of the matrices $`Q^1AQ`$ and $`Q^1A_0Q`$ correspondingly, one finds that vector, $`\widehat{\mathrm{\Psi }}`$, formed with the first two components of the vector $`\stackrel{~}{\mathrm{\Psi }}`$, solves the following system of $`2\times 2`$ ODEs,

$$\frac{d\widehat{\mathrm{\Psi }}}{d\lambda }=\left(\left(\begin{array}{cc}2& 0\\ 0& 1\end{array}\right)+\frac{\widehat{A}_0}{\lambda }+\frac{\widehat{A}}{\lambda t}\right)\widehat{\mathrm{\Psi }},\frac{d\widehat{\mathrm{\Psi }}}{dt}=\frac{\widehat{A}}{\lambda t}\widehat{\mathrm{\Psi }}.$$
(4.25)
As is well known from  the monodromy data of fundumental solutions of system (4.25) are independent of $`t`$ and correspoding isomonodromy deformations of its coefficients are governed by the fifth Painlevé equation. This is another derivation of the relation of the system (4.14) with the fifth Painlevé equation.

Another deformation of Eq. (4.2) can be defined as follows,

$`{\displaystyle \frac{d\mathrm{\Psi }}{dt}}=\left({\displaystyle \frac{A}{\lambda t}}+P_1(\lambda t)^\alpha \right)\mathrm{\Psi },`$ $`P_1=\left(\begin{array}{ccc}0& 1& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right).`$ (4.29)
The compatibility condition of (4.29) with (4.2) reads

$`[\mathrm{\Theta },P_1]=[A_0,P_1]=0,`$ $`[A_1,P_1]=\alpha P_1,`$ (4.30)
$`A_0^{}={\displaystyle \frac{1}{t}}[A_1,A_0],`$ $`A_1^{}={\displaystyle \frac{1}{t}}[A_0,A_1]+[\mathrm{\Theta },A_1].`$ (4.31)
In the case of $`3\times 3`$ matrices the system (4.30), (4.31) reduces to the equation for the confluent hypergeometyric functions, for higher matrix dimensions it is a system of nonlinear ODEs.

One can consider more complicated than (4.6) and (4.29) non-isomonodromy deformations of Eq. (4.2) by adding into the r.-h.s.’s of these equations some further terms (like $`\mathrm{log}^2`$, etc.). I believe that such non-isomonodromy deformations requires further study. In particular, a combination of the non-Schlesinger terms, the terms considered in this and the previous sections, could possibly lead to non-Painlevé type equations.

Acknowledgment I am grateful to A. A. Bolibruch who called my attention (after this work has been done) to his work  and for subsequent valuable discussions, and Nalini Joshi who pointed me out the work . I am also indebt to C. M. Cosgrove for his help in the identification of equations (4.13) and (4.23). I would like to thank A. P. Fordy and V. B. Kuznetsov, the organizers of the Workshop Mathematical Methods in Regular Dynamics, for the invitation and partial financial support. My participation was also partially supported by Russian Foundation for Basic Research and Australian Research Council.


text:
# Possible Color Octet Quark-Anti-Quark Condensate in the Instanton Model

## Abstract

Inspired by a recent proposal for a Higgs description of QCD we study the possible formation of a color-octet/flavor-octet quark-anti-quark condensate in the instanton liquid model. For this purpose we calculate two-point correlation functions of color-singlet and octet quark-anti-quark operators. We find long range order in the standard $`\overline{\psi }\psi `$ channel, but not in the color-octet channel. We emphasize that similar calculations in lattice QCD can check whether or not a color-flavor locked Higgs phase is realized in QCD at zero temperature and baryon density.

preprint: SUNY-NTG-01-03

It was recently argued that confinement in QCD can be understood in terms of an effective Higgs description where $`SU(3)`$ gauge invariance is spontaneously broken by a color-octet quark-anti-quark condensate  (see  for earlier speculations in this direction)

$$\overline{\psi }(\lambda ^A)_C(\lambda ^A)_F^T\psi =2\left(\delta _i^a\delta _j^b\frac{1}{3}\delta ^{ab}\delta _{ij}\right)\overline{\psi }_i^a\psi _j^b.$$
(1)
Here, $`(\lambda ^A)_C`$ ($`A=1,\mathrm{},8`$) is a color $`SU(3)`$ matrix and $`(\lambda ^A)_F`$ is a flavor $`SU(3)`$ matrix. Color indices in the fundamental representation of $`SU(3)`$ are denoted by $`a,b`$ and flavor indices by $`i,j`$. The condensate (1) breaks the local gauge symmetry as well as the $`SU(3)_L\times SU(3)_R`$ chiral symmetry but leaves a diagonal $`SU(3)`$ unbroken. This symmetry acts as the physical flavor symmetry. The Higgs field (1) allows for a remarkably simple description of the gross features of the QCD spectrum. Gluons acquire a mass via the Higgs mechanism and carry the flavor quantum numbers and charges of the vector meson octet. The quark degrees of freedom transform as an octet and a heavier singlet and carry the quantum numbers of the baryon octet and singlet.

This type of Higgs description was originally proposed as a complementary picture of QCD at large baryon chemical potential . In that case, the primary Higgs field is given by the color-flavor locked diquark condensate

$$\psi _i^aC\gamma _5\psi _j^b=\varphi \left(\delta _i^a\delta _j^b\delta _i^b\delta _j^a\right).$$
(2)
This condensate has the same residual color-flavor symmetry as (1) but also breaks the $`U(1)`$ of baryon number. At large baryon density this is not a concern and simply corresponds to baryon superfluidity. The diquark condensate is dynamically generated by attractive interactions in the color anti-triplet quark-quark channel. At very large chemical potential this attraction is generated by one-gluon exchange  while at intermediate density instanton induced interactions are likely to play a role . Because the color-octet quark-anti-quark condensate (1) is consistent with the symmetries of the color-flavor locked diquark phase we expect this operator to have a non-zero expectation value in the high density phase . This expectation is borne out by explicit calculations  but the value of the color-octet condensate is strongly suppressed with respect to the primary Higgs field, $`\overline{\psi }(\lambda ^A)_C(\lambda ^A)_F^T\psi \overline{\psi }\psi \psi C\gamma _5(\lambda ^A)_C(\lambda ^A)_F\psi `$. The suppression is due to an approximate $`Z_2`$ symmetry in the high density phase.

At zero baryon density the dynamical origin of a possible color-octet quark-anti-quark is unclear. Both one-gluon exchange and instantons are repulsive in this channel. Nevertheless, given the attractiveness of the scenario outlined in  it seems worthwhile to investigate this question beyond perturbation theory. In this note, we report on a calculation using the instanton liquid model . This model correctly accounts for chiral symmetry breaking at zero baryon density and the formation of a diquark condensate at high density. The color-octet quark-anti-quark condensate at high density is also induced by instantons. Furthermore, Wetterich suggested that an instability in the instanton induced effective potential in three flavor QCD might be the dynamical origin of the color-octet quark-anti-quark condensate .

First we have to discuss how to identify the Higgs phase characterized by (1). The color-octet condensate (1) is not a gauge invariant operator and therefore it cannot be used as an order parameter. The simplest alternative is the square of the octet condensate. This is similar to studying the vev of the square of the $`SU(2)`$ Higgs field in the standard model. In the present case, however, this is not very useful. The square of the octet condensate receives large contributions from fluctuations associated with ordinary chiral symmetry breaking. This is suggested by the factorization approximation  which gives

$$\left(\overline{\psi }(\lambda ^A)_C(\lambda ^A)_F^T\psi \right)^2\frac{8}{81}\overline{\psi }\psi ^2.$$
(3)
In the instanton model $`(\overline{\psi }(\lambda ^A)_C(\lambda ^A)_F^T\psi )^2`$ is about 2-3 times larger than this estimate, but even larger deviations from factorization are observed in other Lorentz-scalar four-quark operators. Instead of the square of the octet condensate we propose to study the color-octet quark-anti-quark correlation function. If QCD can be described in terms of the Higgs picture advocated in  we expect to observe long range order in this correlation function. We should note that the color-octet correlation function is also not a gauge invariant object. This problem can be addressed by calculating the correlator in some fixed gauge or by inserting two gauge strings. One might worry that if the gauge strings are included the correlator will no longer approach a constant even if there is long range order. Nevertheless, if the Higgs description makes sense there has to be a clear difference between the color-octet correlator and a generic gauge invariant correlation function without long range order.

We have calculated the correlation functions in the color-singlet/flavor-singlet, color-singlet/flavor-octet and color-octet/flavor-octet channel. The correlation functions are defined by

$`\mathrm{\Pi }_{[1][1]}(x,y)`$ $`=`$ $`\mathrm{Tr}\left[S^{ab}(x,y)S^{ba}(y,x)\right]+\mathrm{Tr}\left[S^{aa}(x,x)\right]\mathrm{Tr}\left[S^{bb}(y,y)\right],`$ (4)
$`\mathrm{\Pi }_{[1][8]}(x,y)`$ $`=`$ $`\mathrm{Tr}\left[S^{ab}(x,y)S^{ba}(y,x)\right],`$ (5)
$`\mathrm{\Pi }_{[8][8]}(x,y)`$ $`=`$ $`4\mathrm{Tr}\left[S^{aa}(x,y)S^{bb}(y,x)\right]+{\displaystyle \frac{4}{3}}\mathrm{Tr}\left[S^{ab}(x,y)S^{ba}(y,x)\right],`$ (6)
where $`S^{ab}(x,y)`$ is the quark propagator with color indices $`a,b`$ and the traces are taken over Dirac indices. We have assumed exact flavor symmetry. The flavor-singlet correlation function $`\mathrm{\Pi }_{[1][1]}`$ is strongly attractive and expected to approach $`\overline{\psi }\psi ^2`$ as $`xy`$ tends to infinity. The flavor-octet correlator $`\mathrm{\Pi }_{[1][8]}`$ is expected to decay exponentially with a characteristic mass $`m_{[1][8]}m_{a_0}1`$ GeV. Depending on whether the Higgs description is valid we expect the color-flavor octet correlator $`\mathrm{\Pi }_{[8][8]}`$ to behave similar to $`\mathrm{\Pi }_{[1][1]}`$ or to $`\mathrm{\Pi }_{[1][8]}`$.

Figures 1 and 2 show the three correlation functions (4-6) measured in quenched and unquenched instanton liquid simulation. In both cases we observe long range order in the $`\overline{\psi }\psi `$ channel, $`\mathrm{\Pi }_{[1][1]}(x)const`$. From the asymptotic value of the correlation function we find $`\overline{\psi }\psi (250\mathrm{MeV})^3`$ in the quenched case and $`(220\mathrm{MeV})^3`$ in the unquenched case. The flavor-octet $`\mathrm{\Pi }_{[1][8]}`$ correlation function decays exponentially. In the quenched calculation the correlator becomes unphysical for $`x>0.5`$ fm. In the unquenched calculation the screening mass is consistent with 1 GeV.

We observe that the color-flavor octet correlator $`\mathrm{\Pi }_{[8][8]}`$ also decays exponentially. There is no sign of long range order. In the unquenched calculation the screening mass is 700 MeV, while it is even larger in the quenched calculation. We have also calculated the correlator with the gauge links included. We observe no qualitative difference. In fact, the screening mass is slightly increased.

Finally, we would like to address another potential concern regarding our method for studying the scenario proposed in . The color-octet condensate (1) breaks no physical symmetries except for the chiral $`SU(3)_L\times SU(3)_R`$ symmetry. It does, however, break the original flavor symmetry of the theory. The unbroken $`SU(3)_V`$ is a linear combination of the original $`SU(3)_V`$ and $`SU(3)_C`$ symmetries. This might imply that the color-octet condensate (1) cannot be observed in a finite volume unless a flavor-symmetry breaking source term is added. The proper way to extract the color-octet condensate is then to take the thermodynamic limit first and set the source term to zero afterwards. In order to investigate this possibility we have calculated the color-octet/flavor-octet correlation function in the case of unequal quark masses $`m_u,m_d,m_s`$. This means that the flavor symmetry is completely broken. The color-octet/flavor-octet correlation function is given by

$`\mathrm{\Pi }_{[8][8]}(x,y)`$ $`=`$ $`4\{{\displaystyle \underset{f,g}{}}(\mathrm{Tr}\left[S_f^{ff}(x,x)\right]{\displaystyle \frac{1}{3}}\mathrm{Tr}\left[S_f^{aa}(x,x)\right])(\mathrm{Tr}\left[S_g^{gg}(y,y)\right]{\displaystyle \frac{1}{3}}\mathrm{Tr}\left[S_g^{aa}(y,y)\right])`$ (9)
$`{\displaystyle \underset{f,g}{}}\mathrm{Tr}\left[S_f^{ff}(x,y)S_g^{gg}(y,x)\right]+{\displaystyle \frac{2}{3}}{\displaystyle \underset{f}{}}\mathrm{Tr}\left[S_f^{fa}(x,y)S_f^{af}(y,x)\right]`$
$`{\displaystyle \frac{1}{9}}{\displaystyle \underset{f}{}}\mathrm{Tr}\left[S_f^{ab}(x,y)S_f^{ba}(y,x)\right]\}`$
Here, $`f,g`$ are flavor indices, $`S_f^{ab}=\{S_u^{ab},S_d^{ab},S_s^{ab}\}`$, $`S_f^{fa}=\{S_u^{1a},S_d^{2a},S_s^{3a}\}`$ and $`S_f^{ff}=\{S_u^{11},S_d^{22},S_s^{33}\}`$. It is easy to check that in the case of exact flavor symmetry, $`S_u^{ab}=S_d^{ab}=S_s^{ab}`$, expression (9) reduces to our earlier result (6). We note that the correlation function (9), unlike the correlator in the flavor-symmetric case (6), contains disconnected contributions. This makes it more likely to observe long range order. In Figure 3 we show the color-octet/flavor-octet correlation function for different values of the flavor-symmetry breaking parameter $`\delta m`$. This parameter is related to the masses of the up, down and strange quarks by $`m_u=m_0`$, $`m_d=m_0+\delta m`$ and $`m_s=m_0+2\delta m`$. Results are shown for $`\delta m=0.0,0.1,0.2,0.3\mathrm{fm}^1`$ where $`m_0=0.1\mathrm{fm}^1`$ is kept fixed. We observe that the color-octet/flavor-octet correlation function increases with $`\delta m`$, but again there is no evidence for long range order. There is also no clear evidence for a non-analytic dependence on $`\delta m`$.

We should note that a similar analysis can be carried out for the color-singlet/flavor-octet correlation function $`\mathrm{\Pi }_{[1][8]}`$. In this case the appearance of long range order for $`\delta m0`$ would correspond to spontaneous flavor symmetry breaking and $`\overline{u}u\overline{d}d0`$. This possibility is excluded by the Witten-Vafa theorem. In agreement with this theorem, no spontaneous flavor symmetry breaking is observed in the instanton model.

In summary we observe no evidence for long range order in the color-flavor octet channel. We suggest that lattice calculations of the correlation functions (4-9) can provide a definitive answer to the question whether the Higgs picture suggested in  is realized in nature.

Acknowledgements: This work was supported in part by US DOE grant DE-FG-88ER40388. I would like to thank C. Wetterich and E. Shuryak for useful discussions.


text:
# Detecting high redshift evolved galaxies as the hosts of optically faint hard X-ray sourcesBased in part on data collected at the Subaru Telescope, which is operated by the National Astronomical Society of Japan

## 1. Introduction

Recent deep surveys with the Chandra X-ray Observatory have resolved most of the hard ($`27`$ keV) X-ray background (XRB) into a population of point sources (Mushotzky et al. 2000; Giacconi et al. 2001), about two-thirds of which are optically bright enough to be spectroscopically identified (Barger et al. 2001; Hornschemeier et al. 2001). A substantial fraction of the spectroscopically identified sources lie in the nuclei of luminous bulge-dominated galaxies whose integrated optical spectra often show little sign of the nuclear activity. The remaining third of the hard X-ray sources are optically faint ($`I>23.5`$) with $`IK`$ colors that are very red. It has been speculated that many of these optically faint sources may simply be higher redshift analogs of the $`z<1.5`$ luminous galaxy hosts, since the red SEDs would result in substantial optical fading at higher redshift (Crawford et al. 2000; Barger et al. 2001).

In order to fully understand the origins of the hard XRB and to determine the evolution of the space density of AGN, we need to know the nature and redshift distribution of the optically faint hard X-ray sources. Furthermore, if it can be securely demonstrated that some of the optically faint hard X-ray sources do indeed lie in evolved galaxies at redshifts $`z>1.5`$, then the very existence of such systems will be of enormous interest in understanding the timescales for galaxy formation. The combination of hard X-ray and optical data would then provide an extremely efficient technique for locating such sources.

Robust redshifts for evolved galaxies can be obtained from their SEDs. Since much of the signal for such an analysis lies in the relative slope above and below the 4000 Å break, we need good infrared photometry for this purpose.

We have obtained deep near-infrared (NIR) imaging of the cores of two massive lensing clusters observed by Chandra, A2390 ($`z=0.23`$) and A370 ($`z=0.37`$), to map the SEDs of the X-ray sources that lie behind the clusters. The advantage of targeting X-ray fields with foreground ($`z=0.20.4`$) massive cluster lenses is that any source lying behind will be substantially magnified.

The two hard X-ray sources detected behind the A370 cluster by Bautz et al. (2000) are optically bright and have been spectroscopically identified ($`z=1.060`$ and $`z=2.8`$; Soucail et al. 1999; Barger et al. 1999; Ivison et al. 1998). Their spectra show strong AGN signatures, their morphologies are unusual, and both are strong submillimeter sources (Bautz et al. 2000; Smail, Ivison & Blain 1997). In contrast, the three X-ray sources detected behind the A2390 cluster by Fabian et al. (2000) are all coincident with relatively spatially smooth red galaxies (Fig. 1). Henceforth we refer to these as Sources 1 (CXOUJ215334.0+174242), 2 (CXOUJ215333.8+174116), and 3 (CXOUJ215333.2+174211) (see Fig. 1). These sources are not known submillimeter sources and do not have optical spectroscopic redshifts (Crawford et al. 2000; Fabian et al. 2000). While the faintest of these sources (Source 2) is only detected in the soft band of this still relatively shallow X-ray image, the three sources appear to be representative of the optically faint hard X-ray source population.

The coordinates and properties of the three X-ray sources behind A2390 are summarized in Table 1 and in the caption of Fig. 1. Magnitudes are measured in $`2^{\prime \prime }`$ diameter apertures. We have applied a small differential correction relative to the $`K^{}`$ magnitudes to allow for differences in the image quality between the bands: $`0.02(H)`$, $`0.04(J)`$, $`0.03(I)`$, $`0.08(R)`$, $`0.18(V)`$, and $`0.17(B)`$. In the fitting procedures we have also allowed for a 0.2 magnitude systematic uncertainty over the statistical errors in Table 1. Where total magnitudes are required, the offsets to the isophotal magnitudes of the final column of the table should be used. The X-ray coordinates have been offset to match the optical data. The Source 2 X-ray position has also been updated from that given in Fabian et al. (2000) and now has a clear optical counterpart.

## 2. Observations

### 2.1. Near-infrared Imaging

We used the new Cooled Infrared Spectrograph and Camera for OHS (CISCO, Motohara et al. 1998) on the Subaru 8.3 m telescope UT 2000 June $`1819`$, July $`1516`$, September $`1012`$, and November 7 to obtain extremely deep $`J`$, $`H`$, and $`K^{}`$ images of the clusters A2390 and A370. The detector used was a $`1024\times 1024`$ HgCdTe HAWAII array with a pixel scale of $`0.111^{\prime \prime }`$ for the June, July, and November runs and a pixel scale of $`0.105^{\prime \prime }`$ for the September run. This provides a field-of-view $`2^{}\times 2^{}`$. The data were taken in unguided mode and therefore relied on the superb telescope tracking to maintain image quality. To minimize the image degradation, a number of sub-exposures were taken at each position in an eight-point pentagon pattern ($`5^{\prime \prime }`$ step size). The weather conditions were photometric, and the seeing was typically $`0.3^{\prime \prime }0.5^{\prime \prime }`$ during the first three observing runs, which was also the resolution for nearly all the final reduced images. Conditions were clear but with variable seeing during the November run, with characteristic image FWHM of $`0.8^{\prime \prime }`$ for the A370 $`H`$ image taken on this night. The data were processed using median sky flats generated from the dithered images. The data were calibrated from observations of the UKIRT faint standards (Casali & Hawarden 1992) FS27, FS29, FS6, and FS10. The total exposure times for A2390 were 5520 s ($`J`$), 7290 s ($`H`$), and 15360 s ($`K^{}`$), and those for A370 were 13280 s ($`J`$), 7680 s ($`H`$), and 15360 s ($`K^{}`$). The $`K^{}`$ image of A2390 is shown in Fig. 1 with the three X-ray sources marked.

### 2.2. Optical Imaging

Deep multicolor images of A370 were obtained using LRIS on the Keck 10 m telescopes on UT 1999 August 11, September 9–10, and 2000 August 25. The data were taken as a sequence of dithered exposures with net integration times of 4200 s in $`V`$, 4800 s in $`R`$, and 2700 s in $`I`$. The data were processed using median sky flats generated from the exposures. Conditions were photometric during the observations. The $`V`$, $`R`$, and $`I`$ data were calibrated using the photometric and spectrophotometric standard HZ4 (Turnshek et al. 1990; Oke 1990) and faint Landolt standard stars in the SA 95-42 field (Landolt 1992). Deep $`B`$ (3780 s) and $`R`$ (2940s) images of A370 were obtained with ESI on Keck II on UT 2000 September 29–30.

For A2390, $`B`$ (3600 s), $`R`$ (1800 s), and $`I`$ (1080 s) images were obtained using ESI on the Keck II telescope on UT 2000 November 29–30. The $`V`$ (4200 s) image was obtained on UT 2000 September 29. The data were calibrated with faint Landolt standards in the fields of SA 113-337 and SA 95-42 (Landolt 1992).

### 2.3. Near-infrared Spectroscopy

We used CISCO on UT 2000 November 7 with the $`zJ`$ grating to obtain NIR spectra of two of the A2390 sources (Sources 1 and 2). The $`zJ`$ grating setup provides wavelength coverage over the range $`\lambda \lambda `$8450–14100 Å, with a steep decline in sensitivity below $`8750`$ Å. We used a $`1^{\prime \prime }`$ wide slit for the observations, which provides a resolution of about R=280 over this wavelength range, as measured from the FWHM of the neon calibration lines and spectral emission features in the targets. We took 400 s exposures using a 2-point dither with $`5^{\prime \prime }`$ separation along the slit at eight positions for Source 1, for a total of 3200 s, and at ten positions for Source 2, for a total of 4000 s. A second order polynomial fit for the wavelength was obtained from night sky lines and Paschen series lines in A type spectral template stars, and the zero-point was adjusted to the position of OH sky lines in the target observations.

## 3. Results and Discussion

### 3.1. Colors and SEDs

Figure 2.3 shows the $`IJ`$ versus $`JH`$ colors of sources detected in the A2390 and A370 CISCO fields. The four X-ray sources are indicated by filled symbols. Only one of the A370 sources was covered by the infrared images, and it is shown by the solid box. The three A2390 sources are shown as solid diamonds. Point sources are shown as stars. All of the optical counterparts to the X-ray sources are extended. Source 3 lies in an extremely unusual portion of the color-color plane. It has a very large break beween the $`J`$ and $`H`$ bands and a much flatter $`IJ`$ color than the trend for the other galaxies. This portion of the plane cannot be reached by reddening any normal galaxy or quasar spectrum. We illustrate this in the figure where we show the locus of a flat spectrum source with reddening as an arrow. The colors are, however, consistent with a present-day Sa located at a redshift near 3. The remaining three X-ray sources, including the A370 galaxy known to be at $`z=1.060`$, are consistent with being similar galaxies in the $`z=12`$ range.

The red optical to NIR colors of these galaxies therefore appear to be a consequence of the SEDs rather than of dust reddening. The morphologies also show no color differentiation. This would not be expected if a reddened nucleus were beginning to appear at the longer wavelengths. Photometric redshift fitting should be quite robust for this type of source.

### 3.2. Photometric Redshifts

We used the hyperz photometric fitting routine of Bolzonella, Pelló, & Miralles (2001) and our observed $`B`$, $`V`$, $`R`$, $`I`$, $`J`$, $`H`$, and $`K^{}`$ magnitudes to estimate redshifts for the X-ray sources. The hyperz program compares the observed SED of the galaxy to a set of template spectra generated with the Bruzual & Charlot evolutionary code (GISSEL98, Bruzual & Charlot 1993). We used the eight synthetic star formation histories constructed to match the observed properties of local field galaxies from type E to Im. We assumed no reddening.

Figure 3.1 shows the observed SED (solid squares) of Source 3 with its deep break between the $`J`$ and $`H`$ bands. The best-fit solution from hyperz is overlaid on the observed SED. The photometric redshifts for the three X-ray sources behind A2390 are $`z_{phot}=1.4(1.31.6)`$ (Source 1), $`z_{phot}=1.5(1.31.7)`$ (Source 2), and $`z_{phot}=2.6(2.42.7)`$ (Source 3), where the bracketed numbers are the 90% confidence ranges. All of the SEDs are adequately fit by single burst models. The youngest source (age $`5\times 10^8`$ yr) is also the highest redshift source (Source 3). While the photometric redshift estimates are not sensitive to the details of the models, the age estimate is affected by the choice of cosmology and the choice of models. For example, a lower metallicity would require a larger age. The source behind A370 is found to have $`z_{phot}=1.0(0.81.2)`$, consistent with its spectroscopic redshift $`z_{spec}=1.060`$. The inclusion of reddening does not change the redshift estimates.

We note that Lémonon et al. (1998) and Wilman, Fabian & Gandhi (2000) put Source 3 at $`z_{phot}0.50.6`$. The addition of the $`H`$ band data breaks the degeneracy in the redshift information and places the source at a much higher redshift in order to reproduce the strong $`JH`$ break.

### 3.3. Spectroscopic Redshifts

Subsequent to estimating the photometric redshifts we obtained spectra of Sources 1 and 2 with CISCO. Source 1 (Fig. 3.2) has an unambiguous redshift of 1.467, based on the detection of \[OII\]$`\mathrm{\hspace{0.17em}3727}`$ and \[OIII\]$`\mathrm{\hspace{0.17em}5007}`$. The weaker \[OIII\]$`\mathrm{\hspace{0.17em}4959}`$ feature was too faint to be detected. The \[OII\]$`\mathrm{\hspace{0.17em}3727}`$ line was confirmed with a one hour spectrum ($`\lambda \lambda 600010000`$ Å, 1.4′′ wide slit, $`12`$ Å resolution) taken with LRIS on Keck I on UT 4 October 2000. This higher resolution spectrum yielded a redshift of 1.466. The apparent weakness of the emission lines in the spectrum is a consequence of the low resolution of the infrared spectroscopic observations, and the equivalent widths of the lines are quite representative of other field galaxies at these redshifts.

Source 2 has only a single line which, if interpreted as \[OIII\]$`\mathrm{\hspace{0.17em}5007}`$, would also place this source at 1.467, consistent with the photometric estimate. \[OII\]$`\mathrm{\hspace{0.17em}3727}`$ is not clearly present, however, so it is also possible that this line could be \[OIII\]$`\mathrm{\hspace{0.17em}5007}`$, placing the galaxy at $`z_{spec}=2.317`$. No LRIS spectrum is presently available for this source.

A one hour LRIS spectrum was also obtained for Source 3 covering the 6000 to 10000 Å region, but, as is reasonable given the faintness of the source, no features could be clearly seen.

### 3.4. Longer wavelengths

Based on ISOCAM data (Lémonon et al. 1998, Altieri et al. 1999) all three of the galaxies have significant excess flux in the mid-infrared wavelengths over and above the galaxy light (see Fig. 3.1), while none have strong 850 micron detections (Fabian et al. 2000; Barger & Kneib 2001). This longer wavelength excess in the infrared and the absence of strong submillimeter light is best interpreted with a model of hot dust surrounding the central AGN, as discussed in Wilman, Fabian & Gandhi (2000). We postpone a more detailed discussion to a subsequent paper.

## 4. Conclusions

The present observations, while based on a small sample, appear to confirm that many of the optically faint Chandra sources lie in luminous high redshift galaxies which are relatively evolved. All three X-ray sources behind A2390 lie in red galaxies with redshifts between $`z=1.4`$ and $`z=3`$. The observed absolute $`K^{}`$ magnitudes are \[$`27.1,26.5,26.7`$\] for sources , where Source 1 is placed at its spectroscopic redshift and Sources 2 and 3 at their photometric redshifts of $`z_{phot}=1.5`$ and $`z_{phot}=2.5`$. When the cluster magnification of \[2.1,2.8,7.8\] and the aperture to isophotal correction is accounted for, these become \[$`27.2,25.8,24.8`$\], where all absolute magnitudes are calculated for $`H_0`$=65 and an $`\mathrm{\Omega }=\frac{1}{3}`$, $`\mathrm{\Lambda }=\frac{2}{3}`$ Universe. Thus, the galaxies are comparable to or slightly more luminous than the local $`L_{}`$. When corrected for magnification, the $`27`$ keV X-ray luminosities lie in the $`10^{44}`$ to $`10^{45}`$ erg s-1 range. All of the sources have significant excess light in the mid-infrared, presumably as a result of reprocessing of the AGN light by hot dust (Wilman, Fabian & Gandhi 2000).

The very large magnification of the evolved high redshift Source 3 is the key to its identification. There may be numerous objects of this type in field samples which are simply too faint to pick out using NIR color selection. The combination of very deep hard X-ray and optical data will allow us to select such sources for intensive study. For the highest redshift source, the demagnified X-ray flux would be $`3\times 10^{15}`$ erg cm-2 s-1 and the $`I`$ magnitude would be 26. It is at these levels that we may find further examples in the field samples.

AJB acknowledges support from NASA through Hubble Fellowship grant HF-01117.01-A awarded by the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Inc., for NASA under contract NAS 5-26555. AJB, LLC, and EMH acknowledge support from NSF through grants AST-0084847, AST-0084816 and AST-0071208, and CSC and ACF thank the Royal Society for support. We would like to thank Rolf Kudritzki and Toni Songaila for critically reading the first draft of this paper.