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# A note on log canonical thresholds

## 1. Introduction

Let $`(X,\mathrm{\Omega })`$ be a log variety and let $`F`$ be an effective non-zero Weil $``$-Cartier divisor on $`X`$. Assume that $`(X,\mathrm{\Omega })`$ has at worst log canonical singularities. The log canonical threshold of $`F`$ with respect to $`(X,\mathrm{\Omega })`$ is defined by

$$c(X,\mathrm{\Omega },F)=sup\{c(X,\mathrm{\Omega }+cF)\text{ is log canonical}\}.$$

It is known that $`c(X,\mathrm{\Omega },F)`$ is a rational number from the interval $`[0,1]`$ (see ). We frequently write $`c(X,F)`$ instead of $`c(X,0,F)`$.

For each $`d`$ define the set $`𝒯_d[0,1]`$ by

$$𝒯_d:=\left\{c(X,F)\right|\begin{array}{c}dimX=d\text{}X\text{ has only log canonical singularities}\\ \text{and }F\text{ is an effective non-zero Weil }\text{-Cartier divisor}\end{array}\}.$$

The structure of $`𝒯_d`$ is interesting for applications to the problem of termination some inductive procedures appearing in the Minimal Model Program , . The interest in log canonical thresholds was also inspired in connection with the complex singular index and Bernstein-Sato polynomials (see ).

###### Conjecture 1.1 ().

$`𝒯_d`$ satisfies the ascending chain condition, i.e. any increasing chain of elements terminates.

The set $`𝒯_2`$ is completely described (see ). Concerning $`𝒯_3`$ it is known the following:

1. Conjecture 1.1 holds true for $`𝒯_3`$ , \[5, Ch. 18\];
2. $`𝒯_3(41/42,1)=\mathrm{}`$ ;
3. $`𝒯_3[6/7,1]`$ is finite .

Actually, the structure of $`𝒯_d`$ is rather complicated: it has a lot of accumulation points \[3, 8.21\]. However adopting Conjecture 1.1 we see that $`𝒯_d`$ is discrete near $`1`$.

Our main result is the following theorem which generalizes the result of .

###### Theorem 1.2.

The largest accumulation value of $`𝒯_3`$ is $`5/6`$.

###### Remark 1.3.

(i) The two-dimensional analog of our theorem easily follows from the description of $`𝒯_2`$ (): the largest accumulation value of $`𝒯_2`$ is $`1/2`$.

(ii) T. Kuwata described the set of all values $`c(^3,F)`$ in the interval $`[5/6,1]`$, where $`F`$ is a hypersurface in $`^3`$. His proof is done by studying the local equation of $`F`$. Our proof uses quite different method and based on Alexeev’s result .

The essential part of the proof is to show the finitedness of $`𝒯_3[5/6+ϵ,1]`$ for any $`ϵ>0`$. The easy example below shows that $`5/6`$ is an accumulation point of $`𝒯_3`$.

###### Example 1.4.

Let $`X=^3`$ and let $`F_r`$ be the hypersurface given by $`x^2+y^3+z^r`$, $`r7`$. This singularity is quasihomogeneous. By \[3, 8.14\] we have $`c(^3,F_r)=5/6+1/r`$. Thus $`lim_r\mathrm{}c(^3,F_r)=5/6`$.

Acknowledgments. This work was completed during my stay at Max-Planck-Institut für Mathematik. I would like to thank MPIM for hospitality and support. I am grateful to Dr. O. Fujino for pointing out several inaccuracies in the first draft.

## 2. Preliminary results

All varieties are assumed to be algebraic varieties defined over the field $``$. A log variety (or a log pair) $`(X,D)`$ is a normal quasiprojective variety $`X`$ equipped with a boundary, a $``$-divisor $`D=d_iD_i`$ such that $`0d_i1`$ for all $`i`$. We use terminology, definitions and abbreviations of the Minimal Model Program .

###### Proposition-Definition 2.1 (\[10, §3\], \[5, Ch. 16\]).

Let $`(X,S+B)`$ be a log variety, where $`S=S+B0`$ and divisors $`S`$, $`B`$ have no common components. Assume that $`K_X+S`$ is lc in codimension two. Then there is a naturally defined effective $``$-divisor $`\mathrm{Diff}_S(B)`$ on $`S`$ called the *different* of $`B`$ such that

$$K_S+\mathrm{Diff}_S(B)_{}(K_X+S+B)|_S.$$

### 2.2.

Let $`\mathrm{\Phi }`$ be a subset of $``$. For a $``$-divisor $`D=d_iD_i`$, we write $`D\mathrm{\Phi }`$ if $`d_i\mathrm{\Phi }`$ for all $`i`$. Define the following sets

$$\begin{array}{c}\mathrm{\Phi }_{\mathrm{𝐬𝐦}}:=\{11/mm\{\mathrm{}\}\},\hfill \\ \mathrm{\Phi }_{\mathrm{𝐬𝐦}}^\alpha :=\mathrm{\Phi }_{\mathrm{𝐬𝐦}}[\alpha ,1],\text{for }\alpha [0,1].\hfill \end{array}$$

We distinguish them because they are closed under some important operations (see e.g. Corollary 2.5 below). Usually the numbers from $`\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$ are called *standard*.

###### Proposition 2.3 (\[10, Prop. 3.9\]).

Let $`(X,S)`$ be a $`d`$-dimensional plt log variety, where $`S`$ is integral. Let $`WS`$ be an irreducible subvariety of codimension $`1`$. Then near the general point $`PW`$ there is an analytic isomorphism

(2.1)
$$\begin{array}{c}(X,S,W)\left((^d,\{x_1=0\},\{x_1=x_2=0\})/_m(1,q,0\mathrm{},0)\right),\hfill \\ \hfill \text{where}m,q,\mathrm{gcd}(m,q)=1.\end{array}$$

###### Corollary 2.4 (\[10, 3.10, 3.11\]).

Let $`(X,S+B)`$ be a log variety, where $`S:=S+B`$ and divisors $`S`$, $`B`$ have no common components. Assume that $`(X,S)`$ is plt. Let $`WS`$ be an irreducible subvariety of codimension $`1`$. If $`B=b_iB_i`$, then the coefficient of $`\mathrm{Diff}_S(B)`$ along $`W`$ is equal to

(2.2)
$$1\frac{1}{m}+\underset{B_iW}{}\frac{n_ib_i}{m},$$

where $`m`$ is such as in (2.1) and $`n_i`$. Moreover, if $`(X,S+B)`$ is plt and $`B[1/2,1]`$, then there is at most one component $`B_i`$ of $`B`$ containing $`W`$ and $`n_i=1`$.

###### Corollary 2.5 (\[10, 3.11, 4.2\]).

Let $`(X,S+B)`$ be a log variety, where $`S:=S+B`$ and divisors $`S`$, $`B`$ have no common components. Assume that $`(X,S)`$ is plt and $`(X,S+B)`$ is plt. Take $`\alpha [0,1]`$. If $`B\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^\alpha `$, then $`\mathrm{Diff}_S(B)\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^\alpha `$.

###### Proposition-Definition 2.6 ().

Let $`(X,D)`$ be a log variety such that $`(X,D)`$ is lc but not plt, $`X`$ is klt and $``$-factorial. Assume the log MMP in dimension $`dim(X)`$. Then there exists a blow-up $`f:YX`$ such that

1. the exceptional set of $`f`$ contains an unique prime divisor $`S`$;
2. $`K_Y+D_Y=f^{}(K_X+D)`$ is lc, where $`D_Y`$ is the proper transform of $`D`$;
3. $`K_Y+S+(1\epsilon )D_Y`$ is plt and anti-ample over $`X`$ for any $`\epsilon >0`$;
4. $`Y`$ is $``$-factorial and $`\rho (Y/X)=1`$.

Such a blow-up we call an inductive blow-up of $`(X,D)`$.

## 3. Lemmas

###### Lemma 3.1.

Let $`\mathrm{\Lambda }`$ be a boundary on $`^1`$ such that $`\mathrm{\Lambda }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$ and $`K_^1+\mathrm{\Lambda }0`$. Then $`\mathrm{\Lambda }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}[0,5/6]\{1\}`$.

###### Proof.

Write $`\mathrm{\Lambda }=\lambda _i\mathrm{\Lambda }_i`$. Then $`\lambda _i\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$ and $`\lambda _i=2`$. If $`\mathrm{\Lambda }0`$, then there are only two possibilities: $`\lambda _1=\lambda _2=1`$ and $`\lambda _1=2\lambda _2=2\lambda _3=1`$. Otherwise $`\lambda _i<1`$ and easy computations give us $`\lambda _i5/6`$, so $`\lambda \mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$. ∎

###### Lemma 3.2.

Let $`\left(S,\mathrm{\Delta }=\delta _i\mathrm{\Delta }_i\right)`$ be a lc log surface such that $`\delta _i\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$ and let $`C`$ be an effective Weil divisor on S. Then either $`c(S,\mathrm{\Delta },C)5/6`$ or $`c(S,\mathrm{\Delta },C)=1`$.

###### Proof.

Put $`c:=c(S,\mathrm{\Delta },C)`$. Assume that $`5/6<c<1`$. By \[3, 8.5\] there is an exceptional divisor $`E`$ such that $`a(E,\mathrm{\Delta }+cC)=1`$ and $`a(E,\mathrm{\Delta })>1`$. Put $`P:=\mathrm{Center}(E)`$. Regard $`S`$ as a germ near $`P`$.

Let $`\phi :\stackrel{~}{S}S`$ be an inductive blowup of $`(S,\mathrm{\Delta }+cC)`$. Write

$$K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Delta }}+c\stackrel{~}{C}+\stackrel{~}{E}=\phi ^{}(K_S+\mathrm{\Delta }+cC),$$

where $`\stackrel{~}{E}`$ is the exceptional divisor, $`\stackrel{~}{C}`$ and $`\stackrel{~}{\mathrm{\Delta }}`$ are proper transforms of $`C`$ and $`\mathrm{\Delta }`$, respectively. By Corollary 2.5, $`\mathrm{Diff}_{\stackrel{~}{E}}(\stackrel{~}{\mathrm{\Delta }}+c\stackrel{~}{C})\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$. On the other hand, $`K_{\stackrel{~}{E}}+\mathrm{Diff}_{\stackrel{~}{E}}(\stackrel{~}{\mathrm{\Delta }}+c\stackrel{~}{C})0`$. By Lemma 3.1, $`\mathrm{Diff}_{\stackrel{~}{E}}(\stackrel{~}{\mathrm{\Delta }}+c\stackrel{~}{C})[0,5/6]`$. Clearly, $`\stackrel{~}{E}\stackrel{~}{C}\mathrm{}`$. Applying Corollary 2.2 to our situation we obtain $`11/m+c/m5/6`$ for some $`m`$. This yields $`c5/6`$, a contradiction. ∎

###### Lemma 3.3 (cf. ).

Let $`(So,\mathrm{\Lambda }=\lambda _1\mathrm{\Lambda }_1+\lambda _2\mathrm{\Lambda }_2)`$ be a log surface germ such that $`\lambda _1,\lambda _25/6`$. Assume that $`\mathrm{discr}(S,\mathrm{\Lambda })5/6`$ at $`o`$. Then $`\lambda _1+\lambda _211/6`$.

###### Proof.

By Lemma 3.2, $`K_S+\mathrm{\Lambda }_1+\mathrm{\Lambda }_2`$ is lc at $`o`$. In this situation there is an analytic isomorphism (cf. Proposition 2.3)

$$(S,\mathrm{\Lambda },o)(^2,\{xy=0\},0)/_m(1,q),$$

where $`m`$ and $`\mathrm{gcd}(m,q)=1`$. Take $`q`$ so that $`1q<m`$ and consider the weighted blow up with weights $`\frac{1}{m}(1,q)`$. We get the exceptional divisor $`E`$ with discrepancy

$$\frac{5}{6}a(E,\mathrm{\Lambda })=1+\frac{1+q}{m}\frac{\lambda _1}{m}\frac{q\lambda _2}{m}.$$

Thus

$$\begin{array}{c}01+q\lambda _1q\lambda _2\frac{m}{6}1+q\frac{5}{6}(1+q)\frac{m}{6}=\frac{1+qm}{6}.\hfill \end{array}$$

If $`m2`$, this gives as $`q=m1`$ and equalities $`\lambda _1=\lambda _2=5/6`$. In the case $`m=1`$, $`q=1`$ we have $`02\lambda _1\lambda _21/6`$, i.e. $`\lambda _1+\lambda _221/6`$. ∎

## 4. Proof of the main theorem

In this section we prove Theorem 1.2. First we reduce the problem to the case when $`X`$ is $``$-factorial and has only log terminal singularities. These arguments are quite standard, so the reader can skip them.

###### Lemma 4.1.

Let $`(X,\mathrm{\Omega })`$ be a $`d`$-dimensional lc log variety such that $`\mathrm{\Omega }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$ and let $`F`$ be an effective Weil $``$-Cartier divisor on $`X`$. Assume that the log MMP in dimension $`d`$ holds. Then there is a $``$-factorial $`d`$-dimensional klt variety $`X^{}`$ and an effective Weil $``$-Cartier divisor $`F^{}`$ on $`X^{}`$ such that $`c(X,\mathrm{\Omega },F)=c(X^{},F^{})`$.

###### Proof.

We prove our lemma by induction on $`d`$. Put $`c:=c(X,\mathrm{\Omega },F)`$. Clearly, we may assume that $`0<c<1`$. Consider minimal dlt $``$-factorial modification $`g:(\stackrel{~}{X},\stackrel{~}{\mathrm{\Omega }})(X,\mathrm{\Omega })`$ (see \[5, 17.10\]). By definition, this is a birational morphism $`g:\stackrel{~}{X}X`$ such that $`\stackrel{~}{X}`$ is $``$-factorial and

$$K_{\stackrel{~}{X}}+\stackrel{~}{\mathrm{\Omega }}+E_i=g^{}(K_X+\mathrm{\Omega })$$

is dlt, where $`\stackrel{~}{\mathrm{\Omega }}`$ is the proper transform of $`\mathrm{\Omega }`$ and the $`E_i`$ are prime exceptional divisors (if $`(X,\mathrm{\Omega })`$ is dlt, one can take $`E_i=0`$). Since $`c>0`$ and because $`a(E_i,\mathrm{\Omega })=1`$, $`F`$ cannot contain $`g(E_i)`$. Therefore the proper transform of $`F`$ coincides with its pull-back $`g^{}F`$. Replace $`(X,\mathrm{\Omega },F)`$ with $`(\stackrel{~}{X},\stackrel{~}{\mathrm{\Omega }},g^{}F)`$. From now on we may assume that $`(X,\mathrm{\Omega })`$ is dlt and $`X`$ is $``$-factorial. There is an exceptional divisor $`E`$ such that $`a(E,\mathrm{\Omega }+cF)=1`$ and $`a(E,\mathrm{\Omega })>1`$. Regard $`X`$ as a germ near a point $`P\mathrm{Center}(E)`$.

Assume that $`\mathrm{\Omega }0`$. Let $`S`$ be a component of $`\mathrm{\Omega }`$ (passing through $`P`$). Then $`(S,\mathrm{Diff}_S(\mathrm{\Omega }S))`$ is lc \[5, 17.7\] and $`\mathrm{Diff}_S(\mathrm{\Omega }S)\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$ (see Corollary 2.5). Then it is easy to see that $`c(X,\mathrm{\Omega },F)=c(S,\mathrm{Diff}_S(\mathrm{\Omega }S),F|_S)`$. Taking into account $`𝒯_{d1}𝒯_d`$ (see \[3, 8.21\]), we get our assertion.

Now consider the case $`\mathrm{\Omega }=0`$. Then $`(X,\mathrm{\Omega })`$ is klt. Since $`X`$ is a germ near $`P`$, $`n(K_X+\mathrm{\Omega })0`$ for some $`n`$. Take $`n`$ to be minimal with this property. Then the isomorphism $`𝒪_X(n(K_X+\mathrm{\Omega }))𝒪_X`$ defines an $`𝒪_X`$-algebra structure on $`_{i=0}^{n1}𝒪_X(iK_Xi\mathrm{\Omega })`$ this gives us a cyclic $`_n`$-cover

$$\phi :X^{}:=\mathrm{Spec}\left(\underset{i=0}{\overset{n1}{}}𝒪_X\left(iK_Xi\mathrm{\Omega }\right)\right)X.$$

The ramification divisor of $`\phi `$ is $`\mathrm{\Omega }`$. Hence $`\phi ^{}(K_X+\mathrm{\Omega })=K_X^{}`$ and $`X^{}`$ has only log terminal singularities \[5, 20.3\]. Put $`F^{}:=\phi ^{}F`$. Then $`c(X,\mathrm{\Omega },F)=c(X^{},F^{})`$ (see \[3, 8.12\]). Replacing $`X^{}`$ with its $``$-factorialization we get the desired log pair. ∎

### 4.2. Notation

Let $`X`$ be a three-dimensional $``$-factorial normal variety with only log terminal singularities and let $`F`$ be an effective Weil $``$-Cartier divisor on $`X`$. Put $`c:=c(F,X)`$. Let $`f:YX`$ be an inductive blowup of the pair $`(X,cF)`$. Write $`f^{}(K_X+cF)=K_Y+cF_Y+S`$, where $`F_Y`$ is the proper transform of $`F`$ on $`Y`$ and $`S`$ is the exceptional divisor. Let $`\mathrm{\Theta }:=\mathrm{Diff}_S(cF_Y)`$ and $`\mathrm{\Theta }=\vartheta _i\mathrm{\Theta }_i`$.

### 4.3. Main assumption

Fix $`ϵ>0`$ and assume that $`1>c>5/6+ϵ`$. We prove that there are only a finite number of possibilities for such $`c`$.

###### Lemma 4.4.

$`f(S)`$ is a point.

###### Proof.

Otherwise $`f(S)`$ is a curve and the pair $`(X,cF)`$ is lc but not klt along $`f(S)`$. Taking a general hyperplane section we derive a contradiction with Lemma 3.2. ∎

###### Lemma 4.5.

$`(Y,S+cF_Y)`$ is plt.

###### Proof.

Assume the converse. Then there is an exceptional divisor $`E`$ such that $`a(E,S+cF_Y)=1`$. Since $`(Y,S)`$ is plt, $`\mathrm{Center}(E)EF_Y`$.

If $`\mathrm{Center}(E)`$ is a curve, then $`(Y,S+cF_Y)`$ is lc but not klt along $`\mathrm{Center}(E)`$. As in the proof of Lemma 4.4 we derive a contradiction. Thus we may assume that $`(Y,S+cF_Y)`$ is plt in codimension two. By Adjunction \[5, Th. 17.6\] this implies that $`\mathrm{\Theta }=0`$.

Hence $`\mathrm{Center}(E)`$ is a point. Again by Adjunction $`(S,\mathrm{\Theta })`$ is lc but not klt near $`\mathrm{Center}(E)`$. As above, we have a contradiction with Lemma 3.2. ∎

###### Corollary 4.6.

$`(S,\mathrm{\Theta })`$ is klt.

### 4.7.

Now we are going to construct a “good” birational model $`(\overline{S},\overline{\mathrm{\Theta }})`$ of $`(S,\mathrm{\Theta })`$. The construction is similar to that in . Assumption 4.3 gives us that $`\mathrm{\Theta }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$. If $`\mathrm{discr}(S,\mathrm{\Theta })5/6`$ and $`\rho (S)=1`$, we put $`(\overline{S},\overline{\mathrm{\Theta }})=(S,\mathrm{\Theta })`$.

From now on we assume either $`\mathrm{discr}(S,\mathrm{\Theta })<5/6`$ or $`\rho (S)>1`$, Since $`(S,\mathrm{\Theta })`$ is klt, there is only a finite set $``$ of divisors $`E`$ with $`a(E,\mathrm{\Theta })<5/6`$ \[5, 2.12.2\]. Let $`\mu :\stackrel{~}{S}S`$ be the blow-up of all divisors $`E`$ (see \[5, Th. 17.10\]) and let $`\stackrel{~}{\mathrm{\Theta }}`$ be the crepant pull-back:

$$K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Theta }}=\mu ^{}(K_S+\mathrm{\Theta }),\mu _{}\stackrel{~}{\mathrm{\Theta }}=\mathrm{\Theta }.$$

Then $`\mathrm{discr}(\stackrel{~}{S},\stackrel{~}{\mathrm{\Theta }})5/6`$ and again we have $`\stackrel{~}{\mathrm{\Theta }}\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$. Write $`\stackrel{~}{\mathrm{\Theta }}=\vartheta _i\stackrel{~}{\mathrm{\Theta }}_i`$ and consider the boundary $`\stackrel{~}{\mathrm{\Xi }}`$ with $`\mathrm{Supp}(\stackrel{~}{\mathrm{\Xi }})=\mathrm{Supp}(\stackrel{~}{\mathrm{\Theta }})`$:

$$\stackrel{~}{\mathrm{\Xi }}:=\xi _i\stackrel{~}{\mathrm{\Theta }}_i,\xi _i=\{\begin{array}{cc}1\hfill & \text{if }\vartheta _i>5/6,\hfill \\ \vartheta _i\hfill & \text{otherwise}.\hfill \end{array}$$

For sufficiently small positive $`\alpha `$, the $``$-divisor $`\stackrel{~}{\mathrm{\Theta }}\alpha (\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})`$ is a boundary. It is clear that

$$K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Theta }}\alpha (\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})\alpha (\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})$$

cannot be nef. By our assumption, $`\rho (\stackrel{~}{S})>1`$. Note also that $`(\stackrel{~}{S},\stackrel{~}{\mathrm{\Xi }})`$ is lc (see Lemma 3.2). Run $`K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Theta }}\alpha (\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})`$-MMP. On each step we contract an extremal ray $`R`$ such that

$$(K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Xi }})R=(\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})R>0.$$

Consider such a contraction $`\phi :\stackrel{~}{S}S^{\mathrm{}}`$.

### 4.8.

Assume that $`dimS^{\mathrm{}}=1`$ and let $`C`$ be a general fiber. Since $`(\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }})C>0`$, there is a component $`\stackrel{~}{\mathrm{\Theta }}_i`$ of $`\stackrel{~}{\mathrm{\Theta }}`$ with coefficient $`\vartheta _i>5/6`$ meeting $`C`$. Hence $`\mathrm{Diff}_C(\stackrel{~}{\mathrm{\Theta }})`$ also has a component with coefficient $`>5/6`$. By Adjunction $`K_C+\mathrm{Diff}_C(\stackrel{~}{\mathrm{\Theta }})`$ is klt. On the other hand,

$$K_C+\mathrm{Diff}_C(\stackrel{~}{\mathrm{\Theta }})0\text{and}\mathrm{Diff}_C(\stackrel{~}{\mathrm{\Theta }})\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}$$

(see Corollary 2.5). This contradicts Lemma 3.1.

Thus, $`\phi `$ is birational.

### 4.9.

We claim that $`\phi `$ cannot contract a component of $`\stackrel{~}{\mathrm{\Xi }}`$. Indeed, assume that $`\phi `$ contracts a curve $`C\stackrel{~}{\mathrm{\Xi }}`$. Take $`\stackrel{~}{\mathrm{\Theta }}^{}:=\stackrel{~}{\mathrm{\Theta }}+\alpha C`$ so that $`\stackrel{~}{\mathrm{\Theta }}^{}=C`$ and $`\stackrel{~}{\mathrm{\Theta }}^{}\stackrel{~}{\mathrm{\Xi }}`$. Since $`C^2<0`$, we have $`(K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Theta }}^{})C<0`$. Therefore

$$\left(K_{\stackrel{~}{S}}+\stackrel{~}{\mathrm{\Theta }}^{}+\beta \left(\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }}^{}\right)\right)C=0$$

for some $`0<\beta <1`$. Put $`\stackrel{~}{\mathrm{\Theta }}^{\prime \prime }:=\stackrel{~}{\mathrm{\Theta }}^{}+\beta (\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }}^{})`$. Then $`\stackrel{~}{\mathrm{\Theta }}^{\prime \prime }\stackrel{~}{\mathrm{\Xi }}`$, so $`(\stackrel{~}{S},\stackrel{~}{\mathrm{\Theta }}^{\prime \prime })`$ is lc. Moreover $`\stackrel{~}{\mathrm{\Theta }}^{\prime \prime }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$. Since $`(\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }}^{\prime \prime })C>0`$, there is a component of $`\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }}^{\prime \prime }`$ meeting $`C`$. By Lemma 3.2, $`(\stackrel{~}{S},\stackrel{~}{\mathrm{\Theta }}^{\prime \prime })`$ is plt near $`C\mathrm{Supp}(\stackrel{~}{\mathrm{\Xi }}\stackrel{~}{\mathrm{\Theta }}^{\prime \prime })`$. As in 4.8 we derive a contradiction by Lemma 3.1.

Put $`\mathrm{\Xi }^{\mathrm{}}:=\phi _{}\stackrel{~}{\mathrm{\Xi }}`$ and $`\mathrm{\Theta }^{\mathrm{}}:=\phi _{}\stackrel{~}{\mathrm{\Theta }}`$. By \[5, 2.28\],

$$\mathrm{discr}(S^{\mathrm{}},\mathrm{\Theta }^{\mathrm{}})=\mathrm{discr}(\stackrel{~}{S},\stackrel{~}{\mathrm{\Theta }})5/6.$$

Thus all the assumptions hold for $`(S^{\mathrm{}},\mathrm{\Theta }^{\mathrm{}})`$. Again

$$K_S^{\mathrm{}}+\mathrm{\Theta }^{\mathrm{}}\alpha (\mathrm{\Xi }^{\mathrm{}}\mathrm{\Theta }^{\mathrm{}})\alpha (\mathrm{\Xi }^{\mathrm{}}\mathrm{\Theta }^{\mathrm{}})$$

cannot be nef.

Continuing the process we get a new pair $`(\overline{S},\overline{\mathrm{\Theta }})`$ such that

$`\rho (\overline{S})=1`$, $`\overline{\mathrm{\Theta }}\mathrm{\Phi }_{\mathrm{𝐬𝐦}}^{5/6}`$, $`(\overline{S},\overline{\mathrm{\Theta }})`$ is klt, $`K_{\overline{S}}+\overline{\mathrm{\Theta }}0`$, and $`\mathrm{discr}(\overline{S},\overline{\mathrm{\Theta }})5/6`$.

Note that all our birational modifications are $`(K+\mathrm{\Theta })`$-crepant. Hence

$$\mathrm{totaldiscr}(S,\mathrm{\Theta })=\mathrm{totaldiscr}(\overline{S},\overline{\mathrm{\Theta }})=\mathrm{totaldiscr}(\stackrel{~}{S},\stackrel{~}{\mathrm{\Theta }})$$

(see \[3, 3.10\]). Consider the decomposition $`\mathrm{\Theta }=\mathrm{\Theta }^a+\mathrm{\Theta }^b`$, where

$$\mathrm{\Theta }^a=\underset{\mathrm{\Theta }_iF_Y}{}\vartheta _i\mathrm{\Theta }_i,\mathrm{\Theta }^b=\underset{\mathrm{\Theta }_iF_Y}{}\vartheta _i\mathrm{\Theta }_i.$$

Similarly, $`\overline{\mathrm{\Theta }}=\overline{\mathrm{\Theta }}^a+\overline{\mathrm{\Theta }}^b+\overline{\mathrm{\Theta }}^c`$, where $`\overline{\mathrm{\Theta }}^a`$ and $`\overline{\mathrm{\Theta }}^b`$ are proper transforms of $`\mathrm{\Theta }^a`$ and $`\mathrm{\Theta }^b`$, respectively, and components of $`\overline{\mathrm{\Theta }}^c=\overline{\mathrm{\Theta }}\overline{\mathrm{\Theta }}^a\overline{\mathrm{\Theta }}^b`$ are proper transforms of exceptional divisors of $`\mu `$.

It is clear that $`\mathrm{\Theta }^b,\overline{\mathrm{\Theta }}^b\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$ and $`\overline{\mathrm{\Theta }}^c(5/6,1)`$. Since the coefficients of $`\mathrm{\Theta }^a`$ (as well as $`\overline{\mathrm{\Theta }}^a`$) are of the form

$$\vartheta _i=11/m_i+c/m_ic>5/6+ϵ,$$

we have $`\mathrm{\Theta }^a(5/6+ϵ,1)`$. By our assumptions $`\mathrm{\Theta }^a0`$.

We need the following result of Alexeev :

###### Theorem 4.10.

Fix $`ϵ>0`$. Consider the class of all projective log surfaces $`(S,\mathrm{\Theta })`$ such that $`(K_S+\mathrm{\Theta })`$ is nef and $`\mathrm{totaldiscr}(S,\mathrm{\Theta })>1+ϵ`$ excluding only the case

* $`\mathrm{\Theta }=0`$, $`K_S0`$ and the singularities of $`S`$ are at worst Du Val.

Then the class $`\{S\}`$ is bounded, i.e. $`S`$ belongs to a finite number of algebraic families.

#### 4.10.1.

Let $`\overline{\mathrm{\Theta }}_1`$ be a component of $`\overline{\mathrm{\Theta }}^a`$. Then $`\vartheta _1>5/6+ϵ`$. Since $`\rho (\overline{S})=1`$, every two components of $`\overline{\mathrm{\Theta }}`$ intersects each other. Applying Lemma 3.3 we obtain

$$\vartheta _j11/6\vartheta _1<11/65/6ϵ=1ϵ$$

for all $`j1`$. Since $`\overline{\mathrm{\Theta }}^b\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$, there is only a finite number of possibilities for the coefficients of $`\overline{\mathrm{\Theta }}^b`$ (and $`\mathrm{\Theta }^b`$).

#### 4.10.2.

If $`\overline{\mathrm{\Theta }}^a`$ has at least two components, say $`\overline{\mathrm{\Theta }}_1`$ and $`\overline{\mathrm{\Theta }}_2`$, then by Lemma 3.3 the inequality $`\vartheta _k<1ϵ`$ holds for all $`\vartheta _k`$. Thus

$$\mathrm{totaldiscr}(S,\mathrm{\Theta })=\mathrm{totaldiscr}(\overline{S},\overline{\mathrm{\Theta }})>1+ϵ.$$

Apply 4.10 to $`(S,\mathrm{\Theta })`$.

For all coefficients of $`\mathrm{\Theta }`$ we have $`\vartheta _i1/2`$. Fix a very ample divisor $`H`$ on $`S`$. Then $`H\mathrm{\Theta }_i2HK_S\mathrm{Const}`$. This shows that the pair $`(S,\mathrm{Supp}(\mathrm{\Theta }))`$ is also bounded.

As above, $`(S,\mathrm{Supp}(\mathrm{\Theta }))`$ is bounded. From the equality $`0=K_S^2+K_S\mathrm{\Theta }^a+K_S\mathrm{\Theta }^b`$ we obtain

$$\underset{\mathrm{\Theta }_iF_Y}{}(11/m_i+c/m_i)(K_S\mathrm{\Theta }_i)=K_S^2K_S\mathrm{\Theta }^b,$$

where $`11/m_i+c/m_i<1ϵ`$. This gives us a finite number of possibilities for $`c`$.

#### 4.10.3.

Assume that $`\overline{\mathrm{\Theta }}^a=\vartheta _1\overline{\mathrm{\Theta }}_1`$, where $`\vartheta _1=11/m_1+c/m_1`$. If $`\vartheta _1<1ϵ`$, then we can argue as above. Let $`\vartheta _11ϵ`$. Then $`\mathrm{\Theta }_1`$ is the only divisor with discrepancy $`a(\mathrm{\Theta }_1,\mathrm{\Theta })1+ϵ`$. Put $`\mathrm{\Lambda }:=\mathrm{\Theta }\vartheta _1\overline{\mathrm{\Theta }}_1`$. Then $`a(\mathrm{\Theta }_1,\mathrm{\Lambda })=0`$, so $`\mathrm{totaldiscr}(S,\mathrm{\Lambda })>1+ϵ`$. Note that $`\mathrm{\Theta }_1`$ is ample (because $`\mathrm{\Theta }_1=(F_Y|_S)_{\mathrm{red}}`$ and $`F_Y`$ is $`f`$-ample, see 2.6, (iii)). Hence $`(K_S+\mathrm{\Lambda })`$ is also ample. By 4.10 $`(S,\mathrm{Supp}(\mathrm{\Lambda }))`$ is bounded and so is $`(S,\mathrm{Supp}(\mathrm{\Theta }))`$. As in 4.10.2, there is only a finite number of possibilities for $`c`$.

The following example illustrates our proof:

###### Example 4.11.

Notation as in Example 1.4. Assume that $`\mathrm{gcd}(6,r)=1`$. Let $`f:YX`$ be the weighted blowup with weights $`(3r,2r,6)`$. Then $`f`$ is an inductive blowup of $`(X,cF)`$ and the exceptional divisor $`S`$ is isomorphic to $`(3r,2r,6)^2`$. It is easy to compute that $`\mathrm{\Theta }=\mathrm{Diff}_S(cF_Y)=\frac{1}{2}L_1+\frac{2}{3}L_2+\frac{r1}{r}L_3+cL_0`$, where $`c=5/6+1/r`$ and $`L_1,L_2,L_3,L_0`$ are lines on $`S^2`$ given by equations $`x=0`$, $`y=0`$, $`z=0`$ and $`x+y+z=0`$, respectively. Thus $`\mathrm{discr}(S,\mathrm{\Theta })5/6`$ and $`\overline{S}=\stackrel{~}{S}=S^2`$.

### Concluding remark

(i) Using the same arguments one can see that see that the set $`𝒯_3`$ in Theorem 1.2 can be replaced with $`𝒯_3(\mathrm{\Phi }_{\mathrm{𝐬𝐦}})`$, the set of all values $`c(X,\mathrm{\Omega },F)`$ with $`\mathrm{\Omega }\mathrm{\Phi }_{\mathrm{𝐬𝐦}}`$.

(ii) We expect that our proof of Theorem 1.2 can be generalized in higher dimensions modulo the following facts: the log MMP, boundedness result 4.10 and lemmas 3.1 and 3.2. Also we hope that our method allow us to get the complete description of $`𝒯_3[5/6,1]`$.


text:
# Spectra and evolution of two X-ray sources in M81

## Abstract

We analyzed the spectral and temporal features of X-ray sources in M81 using data from all the relevant ROSAT-PSPC/HRI observations. We discuss the main features of the point-like nucleus and of the second brightest source in the field (X-9), whose identification is still unclear.

DSFA - Sez. di Astronomia, Piazza del Parlamento 1, 90134 Palermo, Italy

Harvard Smithsonian Center for Astrophysics, 60 Garden st, Cambridge, MA 02138, USA

M81 nuclear source
M81 has a LINER nucleus, consistent with an X-ray point-like source (Dyson, priv. comm.). We show its lightcurve over the $``$7 years monitored by ROSAT (Fig. 1): each point is one observation (La Parola et al., in prep.). We also looked for spectral variability through hardness ratio (HR) analysis and found that the source has three spectral states: we analysed the three spectra derived adding observations with similar HR. The best spectral fit for the hard phase (HR $`>`$ 0.21) is a two-T Raymond-Smith thermal model(kT$`{}_{1}{}^{}=0.23\pm 0.01`$ KeV, kT$`{}_{2}{}^{}=2.4\pm 0.4`$ keV); we can model the two softer phases with a power law + Raymond-Smith with compatible values($`\mathrm{\Gamma }2.1`$, kT$`0.4`$ keV). Luminosity is $`2\times 10^{40}`$ ergs/sec.

X-9
X-9 is a very bright X-ray source 12.5 arcmin away from M81 nucleus. Its optical counterpart has not been clearly identified yet, and the nature of its emission is still unclear. X-9 is strongly variable, as evident from the light curve in Fig 2. Its rapid variability suggests that the bulk of the emission comes from a point-like source, even if from HRI images we found some hint at a diffuse emission. The spectrum appears to be very complex and variable. We divided all data into two groups, or spectral phases, according to the hardness ratio values of each observation, analysing them separately. We found that the best fit for both groups is a multi-temperature black body disk (successfully used to model galactic black hole candidate- Makishima et al., 2000). The temperature we find for the two data sets are only marginally comatible (kT$`{}_{1}{}^{}=0.58\pm 0.07`$ keV for the soft phase, kT$`{}_{2}{}^{}=0.68\pm 0.04`$ keV for the hard phase), so confirming the spectral variability. We also see a soft excess in the spectrum, a possible signature of an extended component.

This work was supported in part by NASA grant NAG5-2946 and NASA contract NAS8-39073(CXC) and in part by MURST. This research has made use of the HEASARC online database and of the ESO online DSS.


text:
# INTRODUCTION

## INTRODUCTION

The first step to analyze the vast amount of information provided by genome sequencing projects is to organize proteins (the gene products) into classes with similar properties. Since during evolution protein structures are much more conserved than sequences and functions , proteins are usually classified first by their structural similarity (phenetic classification) and then by the similarity of their sequences or by the similarity of their functions (phylogenetic classification) .

A reliable structural classification scheme is useful for several reasons. Perhaps the most exciting perspective is the possibility to routinely assign a function to newly identified genes . This goal may be achievable as a classified database provides a library of representative structures to perform prediction of protein structure by homology  or by threading  and it allows for the identification of distant evolutionary relationships . In addition, given a particular protein, it provides a tool to identify other proteins of similar structure and function . The knowledge of the structure helps to reveal the mechanism of molecular recognition, involved in catalysis, signalling and binding  and may lead to the rational design of new drugs . At a more abstract level, the physical principles dictating structural stability of proteins are revealed by their folded state. Therefore most of the recently proposed methods to derive energy functions to perform protein fold predictions rely in different ways on structural data .

The most comprehensive repository of three dimensional structures of proteins is the Protein Data Bank (PDB) . The number of released structures is increasing at the pace of about 50 per week and more than 12,000 complete sets of coordinates were available at the time of writing. Many research groups maintain web-accessible hierarchical classifications of PDB entries. The most widely used are: FSSP , CATH , SCOP , HOMSTRAD , MMDB  and 3Dee  (See Table 1 for a list of abbreviations). Here we consider three of these; the FSSP, the CATH and the SCOP databases. Each group has its own way to compare and classify proteins; these three classification schemes are, however, consistent with each other to a large extent .

### The FSSP database

The FSSP (Fold classification based on Structure-Structure alignment of Proteins) uses a fully automated structure comparison algorithm, DALI (Distances ALIgnment algorithm) , to calculate a pairwise structural similarity measure (the S-score) between protein chains.

The algorithm searches for that amino acid alignment between the two protein chains, which yields the most similar pair of Cα distance maps. In general, the more geometrically similar are two chain structures, the higher is their S-score. The mean and standard deviations of the S-scores obtained for all the pairs of proteins are evaluated. Shifting the S-scores by their mean and rescaling by the standard deviation yield the statistically meaningful Z-scores.

For classification of structures the FSSP uses the Z-scores for all pairs in a representative sub-set of the PDB. A fold tree is generated by applying an average-linkage hierarchical clustering algorithm  to this all-against-all Z-score matrix. An alternate classification based on a more common four-level hierarchy is also available .

### CATH database

Thornton and coworkers use a combination of automatic and manual procedures to create a hierarchical classification of domains (CATH) . They arrange domains in a four level hierarchy of families according to the protein class (C ), architecture (A ), topology (T ) and homologous superfamily (H ). The class level describes the secondary structures found in the domain  and is created automatically. There are four class types: mainly-$`\alpha `$, mainly-$`\beta `$, $`\alpha `$-$`\beta `$ and proteins with few secondary structures (FSS). The architecture level, on the other hand, is assigned manually (using human judgement) and describes the shape created by the relative orientation of the secondary structure units. The shape families are chosen according to a commonly used structure classification, like barrel, sandwich, roll, etc. The topology level groups together all structures with similar sequential connectivity between their secondary structure elements. Structures with high structural and functional similarity are put in the same fourth level family, called homologous superfamily. Both the topology and homologous superfamily levels are assigned by thresholding a calculated structural similarity measure (SSAP) at two different levels, respectively . The CATH database has been recently linked to the DHS (Dictionary of Homologous Superfamilies) database  which allows to further analyze structural and functional features of evolutionary related proteins. There is a growing need for annotating proteins classified in structural databases as structural genomic initiatives are providing a large number of new proteins whose function might be gathered by distant homology informations.

### The SCOP database

The SCOP (Structural Classification of Proteins)  database is organized hierarchically. The lower two levels (family and superfamily) describe near and distant evolutionary relationship, the third (fold) describes structural similarity and the top level (class) the secondary structure content . SCOP is linked to the ASTRAL compendium , which provides a series of tools for further analysis of the classified structures, mainly through the use of their sequence. At variance with FSSP and CATH, SCOP is constructed manually, by visual inspection and comparison of not only structures but also sequences and functions.

### Automated assignment of SCOP and CATH classifications

In this work we present a method, Classification by Optimization (CO), to predict without human intervention the SCOP fold level and the CATH topology level from the FSSP pairwise structure similarity score. A protein for which the Z score is available is classified into a SCOP fold and into a CATH topology by the CO method, an optimization procedure which finds the assignment of minimal cost, where the cost is defined in terms of Z scores (see Methods). The query for the classification of any such protein can be submitted to the web site .

## RESULTS

### Consistency of the FSSP, CATH and SCOP classifications

We found that the FSSP and CATH databases are consistent . In this section we show that SCOP is also consistent with these to a large extent (see also ). In the rest of this work we will use this fact to derive an automated procedure to assign the CATH and SCOP classifications starting from the FSSP Z scores (which are updated weekly) in a fully automated fashion to include new releases in the PDB . Here we further discuss the consistency of the three classification schemes by introducing concepts and quantities that will be later used in the prediction of the CATH and SCOP classifications.

We first illustrate the correlation between the FSSP similarity score and the CATH classification. A simple and visually appealing way to study this problem is shown in Figure 1. The element $`Z_{ij}`$ of the Z-score matrix (Figure 1a) represents the score for superimposing structure $`i`$ with structure $`j`$ of the set PFrCs (a subset of the proteins in FSSP and CATH, see Table 3 and Methods) using the DALI algorithm . In Figure 1a only the pairs with $`Z>2`$ are shown, therefore the matrix is sparse and the proteins are ordered in a random fashion. Figure 1b is produced by reordering the rows and columns of the original Z-score matrix (Figure 1a). The reordering is performed according to the CATH classification in the following way: For each of the proteins in this set we have the CATH classifications at all levels. First, we order the proteins by their class; within the class, by the architecture; within it by the topology and so on. This reordering generates a permutation of the columns and rows of the Z matrix. The solid black grid in Figure 1b separates the proteins according to their CATH class and a thin grid is placed at the boundaries between architectures.

Figure 1b shows the underlying order behind the apparent randomness of Figure 1a and reveals the extent to which the FSSP Z-scores reflect the CATH classification.

Several interesting observations can be made. First, consider the Class level of CATH. As can be seen in Figure 1b, there are no matrix elements with $`Z>2.0`$ in region A, that connects proteins of the mainly-$`\alpha `$ class to the mainly-$`\beta `$ class. At variance with this, some proteins from both of these classes have large Z scores with proteins from the $`\alpha `$-$`\beta `$ class (region B). This is reasonable, because of the way similarity is defined by FSSP; a mainly-$`\alpha `$ protein can have a high Z-score with an $`\alpha `$-$`\beta `$ protein, due to high similarity with the $`\alpha `$ part. Second, turning to the Architecture level, we observe that there are architecture families which are highly connected within themselves, e.g. $`\alpha `$-$`\beta `$ barrels (482-525: region C), whereas for others the intra-family connections are more sparse. The similarities within the mainly-$`\beta `$ sandwich family (318-406: region D) have two relatively distinct subgroups which suggest an inner structure corresponding to the lower levels in the CATH hierarchy. Checking the topology level (the third CATH level) for this architecture, one indeed finds two large topology sub-families, the immunoglobulin-like proteins (324-366: upper left part of region D) and the Jelly-Rolls (373-402: lower right part of region D), which correspond precisely to the two strongly connected sub-groups that appear in Figure 1b.

We found that the CATH classification at the level of topology is reflected in the Z-matrix. This is to be expected since the Z-score measures the structural similarity of two aligned proteins, while preserving their connectivity. Overall, this analysis shows that the Z-matrix is correlated with the CATH classification. In a similar way it is possible to show that the Z score is correlated with the SCOP classification. The results are available at the web site .

These findings suggest that $`Z`$ scores can be used to predict the CATH and SCOP classifications of yet unclassified proteins. In what follows, we will demonstrate that this indeed can be done. We also estimate the success rate of our predictions and provide a web site  that can be used to retrieve our predictions for the CATH topology and the SCOP fold for new entries in FSSP.

We also verified that the CATH and SCOP classifications are to a large extent mutually compatible. An immediate consequence of this is that it is possible to construct a “translation table”, $`\widehat{T}`$, from the proteins that have already both a CATH and a SCOP classification. In this way, given a CATH entry one can obtain the corresponding SCOP classification (see Fig. 2). Row $`i`$ of the table refers to a particular CATH topology and column $`j`$ to a particular SCOP fold. The element $`\widehat{T}_{ij}`$ of the table is the measured fraction of times that a protein has a CATH topology $`i`$ and a SCOP fold $`j`$. This number is calculated by enumerating all the 10197 single-domain proteins with known CATH and SCOP classifications (PCsSs) and it is an estimate of $`T_{ij}`$, the joint probability distribution for a protein to have CATH topology $`i`$ and SCOP fold $`j`$. Had the CATH and SCOP classifications been independent, every element $`T_{ij}`$ could have been expressed as a product of $`C_i`$, the fraction of proteins that belong to CATH topology $`i`$, and $`S_j`$, the fraction that belongs to SCOP fold $`j`$, i.e. $`T_{ij}=C_iS_j`$. Randomly placing 10197 proteins using such a probability distribution yields $`4780\pm 40`$ non-zero elements in the matrix. In the other extreme case, had there been a full correspondence between the SCOP and CATH classifications, the table would have had a single non-zero element in each row and column (in each CATH topology row the non-zero element would have been in that SCOP fold column which corresponds to it). In this case, the proteins in PCsSs would have been distributed among 284 non-zero elements (the number of distinct CATH topologies in PCsSs).

We found 369 non-zero elements in $`\widehat{T}`$, meaning that the CATH and SCOP classifications are highly dependent. Still, the correspondence is not entirely one-to-one; in general, more than one SCOP fold corresponds to a given CATH topology. The number of such folds is, however, typically small. Such a translation table may be used to predict the SCOP classification of a structure already classified in CATH, or at least to significantly restrict the number of possibilities, (and vice versa). For example, the assignment of the CATH topology to a protein with known SCOP fold can be done by selecting the CATH topology with the largest value in the translation table for that particular SCOP fold. Such an assignment is correct in 93% of the cases. The corresponding assignment of the SCOP fold from the CATH topology is correct in 82% of the cases. Although this is possibly useful information, in this work we do not assign classifications in this way.

## Summary of the CO Classification Performance

Every time the FSSP Z scores are updated (once a week) the CO classification can be applied to all the proteins that appear in the new FSSP release but are not yet classified in CATH or in SCOP. The possible outcomes of the classification procedure are:

1. Correct classification: the predicted classification will agree with the future release of the databases.
2. Rejection: the program is unable to classify the structure.
3. Ambiguous classification: a classification is returned (both for CATH and SCOP) but a later release provides a different classification.

The frequencies of these outcomes greatly depends on the statistics of the set of proteins to be classified. More specifically, rejected proteins are of two types: proteins that do not have high Z score with any other proteins (“islands” - see Methods) and clusters of proteins that are similar among themselves but do not have high Z score with other proteins outside their cluster (“super-islands”). The fraction of islands and super-islands is a feature of the particular set of proteins to be classified. The occurrence of a super-island suggests that a new classification type (a new topology for CATH and and new fold for SCOP) might be needed. The work of maintaining CATH and SCOP can be thus focused on the classification of a representative from each of these super-islands.

For the set PFCs the fraction of islands and superislands is 5%. We used this set to provide an upper bound for the performance of the CO method (see below); however, for the set $`\text{PF}\overline{\text{C}}`$ the fraction of rejections goes up to 22%. If rejections are not counted, we classify correctly 98% of the PFCs proteins. On the other hand, we could test our predictions also against the new CATH release v2.0. Out of 1582 proteins that were assigned to previously existing CATH topologies, CO has classified correctly 80%. The difference in success rates between PFCs and $`\text{PF}\overline{\text{C}}`$ is due to the different way in which the test set is nested in the larger set of structures with known classification. In the first case the test set consisted of 20% of the members of PFCs, selected at random; the remaining 80% were used to “predict” the classification of the test set. In the second case, the members of CATH v1.7 were used to predict the classification of the new proteins that were added when CATH v2.0 was released. These new structures are not distributed uniformly at random among the members of CATH v1.7.

Ambiguous classifications are due to two different mechanisms. The first stems from a well known problem with the way the FSSP similarity index is calculated (the “Russian doll effect” - see below). The second kind of “mistake” is actually not a wrong classification; rather, it happens when the newly classified structure lies within the ambiguous “twilight zone” between two closely related topologies (for CATH) or folds (for SCOP), as demonstrated in detail below.

### Automated assignment of CATH classification from FSSP

In this section we describe the procedure that we used to predict CATH topology level from the FSSP scores. We identified a set of 7431 proteins ($`\text{PF}\overline{\text{C}}`$ , see Methods) that appear in FSSP but were not yet processed by CATH 1.7. Our goal is to predict the CATH topology of these 7431 proteins by using (1) the Z-scores between all proteins in PF (see Methods) and (2) the known classifications of the set PFrCs (see Methods).

Predicting topologies is a classification problem which we treated with pattern recognition tools. We tested several prediction algorithms using cross-validation to estimate their performance . Every one of the algorithms that were tested can be viewed as a two-stage process. In the first stage a new similarity measure is produced from the original Z-scores. This is done either by a direct rescaling of the original Z-scores, or by using the results of various hierarchical clustering methods to produce new similarity measures. The second stage consists of using these similarities as the input to some classification method, yielding predictions for the classes and architectures. In this work we present only results obtained by one particular method - CO - which uses the original Z score as a similarity measure (see Methods). A complete list of the results obtained by using other methods can be found in  which is available on the web site .

Our final assignments for the set $`\text{PF}\overline{\text{C}}`$ using the CO method are listed in the web site. A more illustrative way to present these results is shown in Figure 3. In Figure 3a we present the Z score matrix for the combined set PFrCs+$`\text{PF}\overline{\text{C}}`$ . The submatrix in the upper left corner is the reordered Z score matrix of the set PFrCs which was already shown in Figure 1b. The rest of the matrix in Figure 3a presents the Z scores of PFrCs with the set $`\text{PF}\overline{\text{C}}`$ (randomly ordered) and the Z scores of $`\text{PF}\overline{\text{C}}`$ among themselves. In Figure 3b we reordered the rows and columns whose index $`>860`$, corresponding to proteins in $`\text{PF}\overline{\text{C}}`$ . Whereas in the matrix of Figure 3a these proteins appear in a random order, in 3b they appear in the order imposed by our prediction of their CATH topology. One can see that the original order in the submatrix PFrCs is propagated by our assignment procedure to the set $`\text{PF}\overline{\text{C}}`$ . For example, focus on the small black square at the upper left corner of the matrix. This small black square represents the high Z-scores among the mainly-$`\alpha `$ class of proteins in PFrCs. In the corresponding top rows of the full matrix we see high Z-scores between these structures and some proteins from $`\text{PF}\overline{\text{C}}`$ . In particular, the small group with indices near 2476, are “close” to these mainly-$`\alpha `$ structures, and hence are also classified as such. On the other hand there is a large group of structures from $`\text{PF}\overline{\text{C}}`$ (between 861 and 2476), which do not have high Z-scores with any of the proteins in PFrCs or with any of the other structures in $`\text{PF}\overline{\text{C}}`$ with index $`>2476`$. Hence we are unable to classify this group of structures on the basis of their FSSP scores.

Figure 3b illustrates the central idea of this work. We perform a task which is intermediate between clustering and classification. We take proteins of known classification and we use them as fixed a priori values in a clustering procedure.

The overall success rate of our prediction estimated by cross-validation was 93%. In order to understand the significance of these success rates we derived a statistical (see Methods) upper bound for this kind of prediction. This upper bound is 95% (see Methods), hence the figure of 93/95=98% given above.111 One must keep in mind that the estimated success rate is calculated for all proteins; both FSSP representatives ($`10\%`$ of the proteins) and non-representatives. Since the presence of homologous proteins can create a bias in these estimates, we also tested the success rate of predicting the CATH topology only for the FSSP representatives which yielded 63%, to be compared with the corresponding upper bound of 74%.

We estimated the accuracy of the prediction by using the following procedure. First the set PFCs was randomly “diluted”; that is, we randomly chose a certain fraction of the proteins in PFCs and placed them in a test set, pretending that we do not know their classification. The FSSP scores of the entire set were then used to classify the test set. For each protein from the test set we either return a predicted classification or reject the protein (i.e. we declare that we are unable to classify it). The quality of any classification algorithm (see Methods) is measured by its success rate (fraction of correctly classified proteins, out of the test set) and by the purity (success rate out of the non-rejected proteins). For the CO method the results were 93% for the success rate and 98% for the purity (using a dilution of 20%). More extensive tests at other dilutions and for other methods are of classification are discussed in  and available at the web site .

We also tested directly the reliability of the CO assignments by using the CATH version 2.0 (PC2). In PC2, 1640 single domain proteins that are present in $`\text{PF}\overline{\text{C}}`$ were assigned to one of the topologies that existed in v1.7. 58 of these we “rejected”. In 1266 cases out of the remaining 1582 (80%) our prediction agrees with the one given in CATH v2.0. Almost all the cases in which we misassigned a domain can be explained in a simple way. These cases are discussed in detail in a following section.

The CO method can also be used to predict directly the C level and the A level of CATH. We found that when the C and A levels were predicted as a byproduct of predicting the T level, the resulting C and A were consistent with those predicted directly.

### Automated assignment of SCOP classification from FSSP

We used the CO method to predict the SCOP fold for a set of 3451 proteins ($`\text{PF}\overline{\text{S}}`$) that belong PF but not yet in PS. The results are available on the web site . The estimated success rate (by cross-validation) was 93%. As in the case of CATH this number increased when we discarded proteins in the “twilight zone” (see next section).

### Twilight zone for protein classification

The attempt to assign a new protein to a known fold might lead to frustration because at times one is undecided about two or more possibilities. In order to assess that two proteins have similar structures, a similarity score is needed. FSSP uses the Z score, CATH uses the SSAP score and SCOP a subjective evaluation, which is also a kind of score. The problem arises when the protein to be classified has high scores with two proteins already classified, but to different topologies. In this paper these proteins are called “borders” (see Methods). Being or not a border protein depends on the similarity score. We showed, however, that FSSP, CATH and SCOP are to a large extent consistent classifications. We therefore suggest that there are “intrinsically” ambiguous cases – cases that are unavoidable in structure comparison. We refer to these ambiguous regions in structure space as the “twilight zone” in analogy with the case of protein sequence comparison where proteins with sequence similarity below 30% can not be reliably assigned to the same fold. We illustrate this concept by a typical case, shown in Fig. 4. This is a border protein. Protein 1dhn (the central one) is the one to be classified (in fact, it is a 3-layer sandwich according to CATH). It has a Z score of 9.3 with protein 1a8rA (on the left) which is a 3-layer sandwich topology and a Z score of 8.7 with protein 1b66A (on the right) which is a 2-layer sandwich topology. This example illustrates how structural information alone might not provide a clear-cut criterion for classification of this protein. The incidence of the twilight zone is shown in Fig. 5. In Fig. 5a we present the histogram of the number of protein pairs that have different CATH topologies as a function of their $`Z`$ score. This number is a rapidly decaying function of $`Z`$. On the contrary, the number of pairs with the same CATH topology is a slowly decaying function of $`Z`$. For $`Z>3`$ the probability of having the same CATH topology becomes greater than that of having different topologies. For $`Z>7.5`$ the probability to have the same topology is 97.5 %. In 5b we show the corresponding figure for SCOP. The number of folds in SCOP is larger than the number of topologies in CATH, therefore there is more ambiguity. However, also in this case for $`Z>7.5`$ the probability to have the same topology is 93.5 %. Taken together these results indicate that the twilight zone for structure comparison can be bound by $`Z7`$.

There are other cases in which the classification of a particular protein is inconsistent with that of all its neighbors. For example, proteins that we called “colonies” (see Methods) are such that none of their neighbors are of their own kind. This means that the FSSP scores imply that these proteins are similar only to proteins of different classes and architectures. Identifying these proteins can also focus the attention to possible misclassification or to drawbacks of the Z-score. For example, one of the 49 colonies (at the architecture level) that we found in CATH is the PDB entry 1rboC, which is classified as a $`\alpha `$-$`\beta `$ two-layer sandwich. It has 15 neighbors in PC, 14 of which are classified as mainly-$`\beta `$ sandwiches.

We summarize the results about the assignments of the CATH architecture for proteins that already have a CATH classification (PFCs) in a “confusion table” (see Table 2). The first column lists the “correct” classification (as given in CATH v1.7 for the test set); the second column gives the assignments by CO (correct, incorrect or reject) and the third column lists the corresponding percentages. A full list of the inconsistent proteins is available on the web site .

Another problem is that there are some large Z-scores between proteins of different architectures. Such large Z-scores arise when a protein of one particular architecture has a similar structure to a part of a protein of a different architecture. Swindells et al. call the phenomenon of structures within structures, the “Russian doll” effect . Such cases are common between architectures of long proteins that contain sub-structures corresponding to architectures of shorter proteins, e.g. there are many two-layer sandwich proteins that resemble a part of three-layer sandwich proteins. Such relationships can occur at the class level, e.g. $`\alpha `$-$`\beta `$ proteins that contain mainly-$`\alpha `$ or mainly-$`\beta `$ proteins (1rboC, 1hgeA). They can also occur at the architecture level within the same class, e.g. $`\alpha `$-$`\beta `$ complex architecture contains $`\alpha `$-$`\beta `$ two-layer sandwich (1regX). Other inconsistencies occur when proteins fit two architecture definitions.

### Class prediction using the web site

In order to retrieve our prediction for the CATH topology or SCOP fold of a protein, one can use the web site  by entering the protein chain identifier in the search box and submitting the query. If the protein appears in our database then a table will be returned containing both the known and the predicted SCOP and CATH classifications. For example, the submission of the chain identifier “1cuoA” returns Table 4. This protein was classified by neither CATH v1.7 nor SCOP 1.53 which are the basis of our predictions. We predicted it to belong to CATH topology 2.60.40 and SCOP fold 2.5. Later, the release CATH v2.0 identified 1cuoA as 2.60.40.

## CONCLUSIONS

The rapidly increasing number of experimentally derived protein structures requires a continuous updating of the existing structure classification databases. Each group adopts different classification criteria at the level of sequence, of structure and of function similarities. A comparison between different classification schemes can help understanding the optimal interplay between different levels, it can reveal possible misclassification, and it can ultimately offer a fully automated updating procedure. Manual steps can be automated in an ever-increasing way by using the tools made available by other databases.

In this work we showed that it is possible to automatically predict the CATH topology and the SCOP fold from the FSSP Z-scores. It is possible to submit a protein of unknown CATH or SCOP classifications but known FSSP Z-scores to the web site  to obtain its CATH and SCOP classifications. Since the FSSP database is updated weekly, our procedure offers the possibility to update also CATH and SCOP with the same frequency (at least down to the topology and fold level, respectively). We introduced a classification method that clusters together structures of known and unknown classification according to their Z-scores. When proteins outside the twilight zone for structure comparison are considered our method is highly reliable. We suggest that, in order to classify proteins within the twilight zone, other classification criteria, based on sequence and function similarity, must be adopted.

The advent of genome projects is multiplying the efforts in the field of protein classification. In the past the aim was to help finding the structure of the particular protein which was interesting at a given time. Now the hope is to find a large representative set of structures which can encompass most of the existing folds, possibly all of them . In such a large scale project human intervention, which is precious in setting the principles of classification, should be gradually replaced by automated procedures.

## Acknowledgments

We thank Liisa Holm for making the raw FSSP data available to us and for useful discussions during the initial stages of this project. This work is based on a thesis for the M.Sc. degree submitted by G. G. to Tel-Aviv University (1998). We also thank Noam Shental for discussions. This research was supported by grants from the Minerva Foundation, the Germany-Israel Science Foundation (GIF) and the US - Israel Science Foundation (BSF). M. V. is supported by an European Molecular Biology Organization (EMBO) long term fellowship; he also thanks the Einstein Center for Theoretical Physics for partial support of his stay at the Weizmann Institute. D. S. thanks the Weizmann Institute of Science for hospitality while part of this work was carried out.

## MATERIALS AND METHODS

### Databases and protein sets

As the CATH and SCOP databases classify domains, whereas FSSP deals with chains, we considered only chains which form a single domain and, therefore, these proteins appear as a single entry in the three databases. Several groups have developed methods to identify protein domains . In this work, we used the Dali Domain Dictionary  to identify single domain proteins.

We used the following databases. The CATH release 1.7 which contains 15802 protein chains, among which 10906 are classified as single domain. This latter set is called PCs. We also used the CATH release 2.0 which contains 20780 protein chains, among which 14389 are single domain (PC2s). The SCOP release 1.53 which contains 20021 protein chains, among which 15375 are single domain (PSs). The FSSP release from Jan 14, 2001 which contains 22660 protein chains (PF). The FSSP proteins are grouped into 2494 homology classes such that within a class the sequence similarity is above 25%. One protein per class is selected as representative and we call PFr the set of all representatives. All the protein sets and their sizes are listed in Table 3.

### The Classification by Optimization (CO) method

The classification scheme that we used is based on the minimization of a particular cost function, defined as follows (for the case of the prediction of CATH topology; a similar definition holds for SCOP folds); Each protein is assigned an integer number $`c_i`$, describing its topology (1 to 305). We assign to proteins with known classification the value of $`c(i)`$ determined by their CATH classification. To the yet unclassified proteins we assign initially random values from 1 to 305. A cost is calculated for each configuration $`𝒞=\left\{c_i\right\}`$ of topologies which penalizes the assignment of different topologies to any pair of proteins. The value of this penalty is chosen to be the similarity measure $`Z_{ij}`$ between proteins $`i`$ and $`j`$; the higher the similarity $`Z_{ij}`$, the more costly it is to place proteins $`i`$ and $`j`$ in different topologies. The cost function is defined as the sum of penalties for all protein pairs $`i,j`$,

$$E(𝒞)=\underset{i,j}{}Z_{ij}\left[1\delta (c_i,c_j)\right].$$
(1)
The classification problem is stated as finding the minimal cost configuration of the unclassified proteins, while keeping the topologies (i.e. the $`c_i`$ values) of the classified proteins fixed. This problem corresponds to finding the ground state of a random field Potts ferromagnet.

We search for a classification $`C`$ of minimal cost by an iterative greedy algorithm described in detail elsewhere  The algorithm identifies at which iteration, if any, it performed a heuristic decision. For low fractions of unknown topologies the algorithm usually reaches the global minimum of the cost function.

### Bounds on the success rate of the prediction

In this section we establish a statistical upper bound for the prediction success rate relevant to a family of prediction algorithms.

The Z-matrix can be reinterpreted as a weighted graph; each vertex in the graph represents a protein and the weights on the edges connecting two vertices are the corresponding Z-scores. Edges with $`Z<2.0`$ are absent from the graph. Following this representation, we define two proteins as neighbors if they are connected by an edge. By analyzing the connectivity properties of set PC we make inferences about our predictive power.

One can characterize the FSSP-based neighborhood of a protein according to the CATH classification of itself and its neighbors. Every protein must belong to one of four categories:
(A) “Island” - The protein has no neighbors;
(B) “Colony” - It has no neighbors of its own kind;
(C) “Border” - It has neighbors of its own kind as well as of other kinds;
(D) “Interior” - The protein has only neighbors of its own kind.
Using these definitions we can arrange the proteins of PC in groups according to their neighborhood category at the class, architecture and topology levels. The distribution of the proteins among these groups can be used to calculate an upper bound for the CO method, if we assume that the set of unclassified proteins has the same distribution as the classified ones. For example, islands cannot be classified and are therefore rejected. Colonies are bound to be misclassified since none of their neighbors give a clue on their type. Since the fraction of proteins in each category was estimated on the basis of a sample, it can be interpreted only as a statistical upper bound.

We consider the set PFCs to obtain a first type of upper bound for the success rate of the CO method. This set (see Table 3) is formed by 10541 proteins, among which 5% are islands, a negligible fraction (0.2%) are colonies, 6% are borders and 88% are interiors. Therefore the upper bound that we found is about 95% for predicting the topology level in CATH.

The actual prediction performed in this work is done on the set $`\text{PF}\overline{\text{C}}`$ which is formed by the 7431 proteins that are in FSSP (14 Jan 2001) but not in CATH1.7 (see Table 3). Within $`\text{PF}\overline{\text{C}}`$ there is a subset of 1617 (about 22%) proteins which are either islands or super-islands, i. e. they are connected only with other proteins in the subset and therefore they have no connection to proteins with known classification. Thus, the upper bound for this second type of prediction is about 78%.

### Evaluating a classification prediction algorithm

Since an algorithm can output either a predicted classification or a “rejection”, if it does not have any prediction, one has to estimate two probabilities: $`P_{success}`$ and $`P_{reject}`$. Robust estimation of these parameters is produced by cross-validation a procedure which consists in averaging over many ($`T`$) randomly sampled test trials. In each trial, the set is divided into two subsets; one is used for training the algorithm and the other set, of $`N_{test}`$ proteins, is used to test the algorithm by comparing its prediction to the true classification. The probability estimates are given by

$`\widehat{P}_{success}`$ $`=1/T{\displaystyle \underset{t=1}{\overset{T}{}}}{\displaystyle \frac{N_{success}}{N_{test}}}`$ (2)
$`\widehat{P}_{nonreject}`$ $`=1\widehat{P}_{reject}=1/T{\displaystyle \underset{t=1}{\overset{T}{}}}{\displaystyle \frac{N_{test}N_{reject}}{N_{test}}}`$ (3)
Another figure of merit, the purity $`P_{pure}`$, is the probability of correctly classifying non-rejected proteins. It is estimated by

$$\widehat{P}_{pure}=\frac{\widehat{P}_{success}}{1\widehat{P}_{reject}}.$$
(5)


text:
# The stability of the scalar 𝜒²ϕ interaction

## Abstract

A scalar field theory with a $`\chi ^{}\chi \varphi `$ interaction is known to be unstable. Yet it has been used frequently without any sign of instability in standard text book examples and research articles. In order to reconcile these seemingly conflicting results, we show that the theory is stable if the Fock space of all intermediate states is limited to a finite number of $`\chi \overline{\chi }`$ loops associated with field $`\chi `$ that appears quadradically in the interaction, and that instability arises only when intermediate states include these loops to all orders.

preprint:   WM-01-103 JLAB-THY-01-07

Scalar field theories with a $`\chi ^{}\chi \varphi `$ interaction (which we will subsequently denote simply by $`\chi ^2\varphi `$) have been used frequently without any sign of instability, despite a proof in 1959 by G. Baym  showing that the theory is unstable. For example, it is easy to show that, for a limited range of coupling values $`0g^2g_{crit}^2`$, the simple sum of bubble diagrams for the propagation of a single $`\chi `$ particle leads to a stable ground state, and it is shown in Ref.  that a similar result also holds for the exact result in “quenched” approximation. However, if the scalar $`\chi ^2\varphi `$ interaction is unstable, then this instability should be observed even when the coupling strength $`g`$ is vanishingly small $`g^20^+`$, as pointed out recently by Rosenfelder and Schreiber (see also Ref. ). Both the simple bubble summation and the quenched calculations do not exhibit this behavior. Why do the simple bubble summation and the exact quenched calculations produce stable results for a finite range of coupling values?

A clue to the answer is already provided by the simplest semiclasical estimate of the ground state energy. In this approximation the gound state energy is obtained by minimizing

$$E_0=m^2\chi ^2+\frac{1}{2}\mu ^2\varphi ^2g\varphi \chi ^2,$$
(1)
where $`m`$ is the bare mass of the matter particles, and $`\mu `$ the mass of the “exchanged” quanta, which we will refer to as the mesons. The minimum occurs at

$$E_0=m^2\chi ^2g^2\frac{\chi ^4}{2\mu ^2}.$$
(2)
The ground state is therefore stable (i.e. greater than zero) provided

$$g^2<g_{\mathrm{crit}}^2=\frac{2m^2\mu ^2}{\chi ^2}.$$
(3)
This simple estimate suggests that the theory is stable over a limited range of couplings if the strength of the $`\chi `$ field is finite. In this letter we develop this argument more precisley and show under what conditions it holds.

We start in the Heisenberg representation, where the fields depend on time and the states are independent of time. The fields are expanded in terms of creation and annihilation operators

$`\chi (t,𝐫)`$ $`=`$ $`{\displaystyle 𝑑\stackrel{~}{k}_m\left[a(k)e^{ikx}+b^{}(k)e^{ikx}\right]}`$ (4)
$`\varphi (t,𝐫)`$ $`=`$ $`{\displaystyle 𝑑\stackrel{~}{k}_\mu \left[c(k)e^{ikx}+c^{}(k)e^{ikx}\right]}`$ (5)
where $`x=\{t,𝐫\}`$ and

$$d\stackrel{~}{k}_m\frac{d^3k}{(2\pi )^3\mathrm{\hspace{0.17em}2}E_m(k)}$$
(6)
with $`E_m(k)=\sqrt{m^2+k^2}`$. The equal-time commutation relations are

$$[a(k),a^{}(k^{})]=(2\pi )^3\mathrm{\hspace{0.17em}2}E_m(k)\delta ^3(kk^{}).$$
(7)
The Lagrangian for the $`\chi ^2\varphi `$ theory is

$$=\chi ^{}\left[^2m^2+g\varphi \right]\chi +\frac{1}{2}\varphi \left(^2\mu ^2\right)\varphi ,$$
(8)
and the hamiltonian $`H`$ is a normal ordered product of interacting (or dressed) fields $`\varphi _d`$ and $`\chi _d`$

$`H[\varphi _d,\chi _d,t]={\displaystyle }d^3r:\{\left({\displaystyle \frac{\chi _d}{t}}\right)^2+(\chi _d)^2+m^2\chi _d^2`$ (9)
$`+{\displaystyle \frac{1}{2}}[\left({\displaystyle \frac{\varphi _d}{t}}\right)^2+(\stackrel{}{}\varphi _d)^2+\mu ^2\varphi _d^2]g\chi _d^2\varphi _d\}:.`$ (10)
This hamitonian conserves the difference between number of matter and the number of antimatter particles, which we denote by $`n_0`$. Eigenstates of the hamiltonian will therefore be denoted by $`|n_0,\lambda `$, where $`\lambda `$ represents the other quantum numbers that define the state. Hence, allowing for the fact that the eigenvalue may depend on the time,

$`H[\varphi _d,\chi _d,t]|n_0,\lambda =M_{n_0,\lambda }(t)|n_0,\lambda .`$ (11)
In the absence of an exact solution of (11), we may estimate it from the equation

$`M_{n_0,\lambda }(t)=`$ $`n_0,\lambda \left|H[\varphi _d,\chi _d,t]\right|n_0,\lambda `$ (12)
$`=`$ $`n_0,\lambda \left|U^1(t,0)H[\varphi ,\chi ,0]U(t,0)\right|n_0,\lambda `$ (13)
$``$ $`n_0,\lambda ,t\left|H[\varphi ,\chi ,0]\right|n_0,\lambda ,t,`$ (14)
where $`U(t,0)`$ is the time translation operator which carries the hamiltonian from time $`t=0`$ to later time $`t`$. We have also chosen $`t=0`$ to be the time at which the interaction is turned on, $`\varphi _d(t)=U^1(t,0)\varphi (0)U(t,0)`$, and the last step simplifies the discussion by permitting us to work with a hamiltonian constructed from the free fields $`\varphi `$ and $`\chi `$. \[If the interaction were turned on at some other time $`t_0`$, we would obtain the same result by absorbing the additional phases $`\mathrm{exp}(\pm iEt_0)`$ into the creation and annhilation operators.\]

At $`t=0`$ the hamiltonian in normal order reduces to

$`H[\varphi ,`$ $`\chi ,0]={\displaystyle }d\stackrel{~}{k}_mE_m(k)𝒩_0(k,k)`$ (15)
$`+`$ $`{\displaystyle 𝑑\stackrel{~}{p}_\mu E_\mu (p)c^{}(p)c(p)}`$ (16)
$``$ $`{\displaystyle \frac{g}{2}}{\displaystyle \frac{d\stackrel{~}{k}_md\stackrel{~}{k^{}}_m}{\omega (kk^{})}𝒩_1(k,k^{})\left[c^{}(k^{}k)+c(kk^{})\right]}`$ (17)
where

$`𝒩_0(k,k^{})=\left\{a^{}(k)a(k^{})+b^{}(k)b(k^{})\right\}`$ (18)
$`𝒩_1(k,k^{})=𝒩_0(k,k^{})+\left\{a^{}(k)b^{}(k^{})+a(k)b(k^{})\right\}`$ (19)
and $`\omega (k)=\sqrt{\mu ^2+𝐤^2}`$. To evaluate the matrix element (14) we express the the eigenstates as a sum of free particle states with $`n_0`$ matter particles, $`n_{\mathrm{pair}}`$ pairs of $`\chi \overline{\chi }`$ particles, and $`\mathrm{}`$ mesons:

$`|n_0,\lambda ,t`$ $`|n_0,\alpha (t),\beta (t)`$ (20)
$`=`$ $`{\displaystyle \frac{1}{\gamma (t)}}{\displaystyle \underset{n_{\mathrm{pair}}=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}\alpha _{n_{\mathrm{pair}}}(t)\beta _{\mathrm{}}(t)|n_0,n_{\mathrm{pair}},\mathrm{}`$ (21)
where $`\gamma (t)`$ is a normalization constant (defined below), the time dependence of the states is contained in the time dependence of the coefficients $`\alpha (t)`$ and $`\beta (t)`$, and

$`|n_0,n_{\mathrm{pair}},\mathrm{}{\displaystyle \frac{|k_1,\mathrm{},k_{n_1};q_1,\mathrm{},q_{n_2};p_1,\mathrm{},p_{\mathrm{}}}{\sqrt{(n_0+n_{\mathrm{pair}})!n_{\mathrm{pair}}!\mathrm{}!}}}`$ (22)
with $`n_1=n_0+n_{\mathrm{pair}}`$, $`n_2=n_{\mathrm{pair}}`$ and

$$=\underset{i=1}{\overset{n_1}{}}d\stackrel{~}{k_i}f(k_i)\underset{j=1}{\overset{n_2}{}}d\stackrel{~}{q_j}f(q_j)\underset{l=1}{\overset{\mathrm{}}{}}d\stackrel{~}{p_l}g(p_l)$$
(23)
The particle masses in $`d\stackrel{~}{k}`$ and $`d\stackrel{~}{p}`$ have been suppressed; their values should be clear from the context. The normalization of the functions $`f(p)`$ and $`g(p)`$ is chosen to be

$$𝑑\stackrel{~}{k}f^2(k)=𝑑\stackrel{~}{p}g^2(p)1$$
(24)
which leads to the normalization

$`n_0^{},n_{\mathrm{pair}}^{},\mathrm{}^{}|n_0,n_{\mathrm{pair}},\mathrm{}=`$ $`\delta _{n_0^{},n_0}\delta _{n_{\mathrm{pair}}^{},n_{\mathrm{pair}}}\delta _\mathrm{}^{},\mathrm{}`$ (25)
$`n_0,\lambda ,t|n_0,\lambda ,t=`$ $`1,`$ (26)
if $`\gamma (t)=\alpha (t)\beta (t)`$ with

$`\alpha ^2(t)=`$ $`{\displaystyle \underset{n_{\mathrm{pair}}=0}{\overset{\mathrm{}}{}}}\alpha _{n_{\mathrm{pair}}}^2(t)=\alpha (t)\alpha (t)`$ (27)
$`\beta ^2(t)=`$ $`{\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}\beta _{\mathrm{}}^2(t)=\beta (t)\beta (t).`$ (28)
The expansion coefficients $`\{\alpha _{n_{\mathrm{pair}}}(t)\}`$ and $`\{\beta _{\mathrm{}}(t)\}`$ are vectors in infinite dimensional spaces.

In principle the scalar cubic interaction in four dimensions requires ultraviolet regularization. However the issue of regularization and the question of stabilty are qualitatively unrelated. For example, the cubic interaction is also unstable in dimensions lower than four, where there is no need for regularization. The ultraviolet regularization would have an effect on the behavior of functions $`f(p)`$, and $`g(p)`$, which are left unspecified in this discussion except for their normalization.

The matrix element (14) can now be evaluated. Assuming that $`f(k)=f(k)`$ and $`g(k)=g(k)`$, it becomes:

$`M_{n_0,\lambda }(t)`$ $`=\left\{n_0+2L(t)\right\}\stackrel{~}{m}+G(t)\stackrel{~}{\mu }`$ (30)
$`gV\left\{n_0+2L(t)+2L_1(t)\right\}\sqrt{G_1(t)},`$
where the constants $`\stackrel{~}{m}`$, $`\stackrel{~}{\mu }`$, and $`V`$ are

$`\stackrel{~}{m}`$ $``$ $`{\displaystyle 𝑑\stackrel{~}{k}E_m(k)f^2(k)},\stackrel{~}{\mu }{\displaystyle 𝑑\stackrel{~}{p}E_\mu (p)g^2(p)}`$ (31)
$`V`$ $``$ $`{\displaystyle \frac{d\stackrel{~}{k}_md\stackrel{~}{k}_m^{}f(k)f(k^{})g(kk^{})}{\sqrt{m^2+(𝐤𝐤^{})^2}}},`$ (32)
and the time dependent quantities are

$`L(t)=`$ $`{\displaystyle \underset{n_{\mathrm{pair}}=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{n_{\mathrm{pair}}\alpha _{n_{\mathrm{pair}}}^2(t)}{\alpha ^2(t)}},G(t)={\displaystyle \underset{\mathrm{}=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{}\beta _{\mathrm{}}^2(t)}{\beta ^2(t)}}`$ (33)
$`L_1(t)=`$ $`{\displaystyle \underset{n_{\mathrm{pair}}=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{n_0+n_{\mathrm{pair}}}\sqrt{n_{\mathrm{pair}}}\alpha _{n_{\mathrm{pair}}}(t)\alpha _{n_{\mathrm{pair}}1}(t)}{\alpha ^2(t)}}`$ (34)
$`\sqrt{G_1(t)}=`$ $`{\displaystyle \underset{\mathrm{}=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{\mathrm{}}\beta _{\mathrm{}}(t)\beta _\mathrm{}1(t)}{\beta ^2(t)}}.`$ (35)
Note that $`L`$ and $`G`$ are the average number of matter pairs and mesons, respectively, in the intermediate state.

The variational principle tells us that the correct mass must be equal to or larger than (30). This inequality may be simplified by using the Schwarz inequality to place an upper limit on the quantities $`L_1`$ and $`G_1`$. Introducing the vectors

$`f_1=`$ $`\{\alpha _1,\sqrt{2}\alpha _2,\mathrm{}\}=\{\sqrt{n}\alpha _n\}`$ (36)
$`f_2=`$ $`\{\sqrt{n_0+1}\alpha _0,\sqrt{n_0+2}\alpha _1,\mathrm{}\}=\{\sqrt{n_0+n}\alpha _{n1}\}`$ (37)
$`h=`$ $`\{\beta _1,\sqrt{2}\beta _2,\mathrm{}\}=\{\sqrt{\mathrm{}}\beta _{\mathrm{}}\},`$ (38)
we may write

$`L_1(t)={\displaystyle \frac{f_1(t)f_2(t)}{\alpha ^2(t)}}{\displaystyle \frac{\sqrt{f_1^2(t)f_2^2(t)}}{\alpha ^2(t)}}`$ (39)
$`=\sqrt{L(t)\{n_0+1+L(t)\}}`$ (40)
$`\sqrt{G_1(t)}={\displaystyle \frac{h(t)\beta (t)}{\beta ^2(t)}}{\displaystyle \frac{\sqrt{h^2(t)\beta ^2(t)}}{\beta ^2(t)}}=\sqrt{G(t)}.`$ (41)
Hence, suppressing explicit reference to the time dependence of $`L`$ and $`G`$, Eq. (30) can be written

$`M_{n_0,\lambda }(t)`$ $`\left(n_0+2L\right)\stackrel{~}{m}+G\stackrel{~}{\mu }`$ (43)
$`gV\left\{\left(\sqrt{n_0+1+L}+\sqrt{L}\right)^21\right\}\sqrt{G}.`$
Minimization of the ground state energy with respect to the average number of mesons $`G`$ occurs at

$$\sqrt{G_0}=\frac{gV}{2\stackrel{~}{\mu }}\left\{\left(\sqrt{n_0+1+L}+\sqrt{L}\right)^21\right\}.$$
(44)
At this minimum point the ground state energy is bounded by

$`M_{n_0,\lambda }(t)`$ $`\left\{n_0+2L\right\}\stackrel{~}{m}\stackrel{~}{\mu }G_0.`$ (45)
This result shows that the ground state is stable for couplings in the interval $`0<g^2<g_{crit}^2`$ with

$$g_{crit}^2\frac{4\stackrel{~}{\mu }\stackrel{~}{m}(n_0+2L)}{V^2\left\{\left(\sqrt{n_0+1+L}+\sqrt{L}\right)^21\right\}^2}.$$
(46)
This interval is nonzero if the number of matter particles, $`n_0`$, and the average number of $`\chi \overline{\chi }`$ pairs, $`L`$, is finite. In particular, if there are no $`Z`$ diagrams or $`\chi \overline{\chi }`$ loops in the intermediate states, then the ground state will be stable for a limited range of values of the coupling.

This result also suggests strongly that the system is unstable when $`g^2>g_{\mathrm{crit}}^2`$, or when $`L\mathrm{}`$ (implying that $`g_{\mathrm{crit}}^20`$). However, since Eq. (45) is only a lower bound, our argument does not provide a proof of these latter assertions.

To strengthen our understanding of the causes of instability in a $`\chi ^2\varphi `$ theory, we turn to the Feynman-Schwinger representation (FSR). This can be used to show that the ground state is (i) stable when $`Z`$-diagrams are included in intermediate states, but (ii) unstable when matter loops are included.

The FSR is a path integral approach for finding the exact result for propagators in field theory. It replaces integrals over fields by integrals over all possible covariant trajectories of the particles. It has been applied to the $`\chi ^2\varphi `$ interaction in Refs. .

The covariant trajectory $`z(\tau )`$ of the particle is parametrized as a function of the proper time $`\tau `$. In $`\chi ^2\varphi `$ theory the FSR expression for the 1-body propagator for a dressed $`\chi `$-particle in quenched approximation in Euclidean space is given by

$`G(x,y)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}𝑑s\left[{\displaystyle \frac{N}{4\pi s}}\right]^{2N}{\displaystyle \underset{i=1}{\overset{N1}{}}}{\displaystyle d^4z_i}`$ (48)
$`\times \mathrm{exp}\left\{K[z,s]V[z,s_r]\right\},`$
where the integrations are over all possible particle trajectories (discretized into $`N`$ segments with $`N1`$ variables $`z_i`$ and boundary conditions $`z_0=x`$, and $`z_N=y`$) and the kinetic and self energy terms are

$`K[z,s]`$ $`=`$ $`m^2s+{\displaystyle \frac{N}{4s}}{\displaystyle \underset{i=1}{\overset{N}{}}}(z_iz_{i1})^2,`$ (49)
$`V[z,s]`$ $`=`$ $`{\displaystyle \frac{g^2s^2}{2N^2}}{\displaystyle \underset{i,j=1}{\overset{N}{}}}\mathrm{\Delta }(\delta z_{ij},\mu ),`$ (50)
where $`\mathrm{\Delta }(z,\mu )`$ is the Euclidean progagator of the meson (suitably regularized), $`\delta z_{ij}=\frac{1}{2}(z_i+z_{i1}z_jz_{j1})`$, and

$$s_r\frac{s}{1+(ss_0)^2/\mathrm{\Gamma }^2},$$
(51)
(The substitution $`ss_r`$ does not alter the results, but is necessary to correctly transform the original integral from Minkowsky space to Euclidean space, where it can be numerically evaluated. For a detailed discussion of this technical point, see Ref. .)

In preparation for a discussion of the effects of $`Z`$-diagrams and loops, we first discuss the stability of Eq. (48) when neither $`Z`$-diagrams nor loops are present. To make the discussion explicit, consider the one body propagator in 0+1 dimension. Since the integrals converge, we make the crude approximation that each $`z_i`$ integral is approximated by one point (since we are excluding $`Z`$-diagrams, the points may lie along the classical trajectory). If the boundary conditions are $`z_0=0`$ and $`z_N=T`$ the points along the classical trajectory are $`z_i=iT/N`$, and

$$K[z,s]=m^2s+\frac{N}{4s}\underset{i=1}{\overset{N}{}}(z_iz_{i1})^2=m^2s+\frac{T^2}{4s}.$$
(52)
If the interaction is zero, this has a stationary point at $`s=s_0=T/(2m)`$, giving

$$K[z,s]=K_0=mT,$$
(53)
yielding the expected free particle mass $`m`$. \[Note that half of this result comes from the sum over $`(z_iz_{i1})^2`$.\] The potential term (50) may be similarily evaluated; it gives a negative contribution that reduces the mass.

We now turn to a discussion of the effect of $`Z`$-diagrams. For the simple estimate of the kinetic energy, Eq. (52), we chose integration points $`z_i=iT/N`$ uniformly spaced along a line. The classical trajectory connects these points without doubling back, so that they increase monotonically with proper time, $`\tau `$. However, since the integration over each $`z_i`$ is independent, there also exists trajectories where $`z_i`$ does not increase monotonically with $`\tau `$. In fact, for every choice of integration points $`z_i`$ there exist trajectories with $`z_i`$ monotonic in $`\tau `$ and trajectories with $`z_i`$ non-monotonic in $`\tau `$. The latter double back in time, and describe $`Z`$-diagrams in the path integral formalism. Two such trajectories that pass through the same points $`z_i`$ are shown in Fig. 1. These two trajectories contain the same points $`z_i`$, but ordered in different ways, and both occur in the path integral.

Now, since the total self energy is the sum of potential contributions $`V[z,s]`$ from all $`(z_i,z_j)`$ pairs, irrespective of how these coordinates are ordered, it must be the same for the straight trajectory $`z(\tau )`$ and the folded trajectory $`z_f(\tau )`$:

$$V[z_f,s]=V[z,s].$$
(54)
However, according to Eq. (49), the kinetic energy of the folded trajectory is larger than the kinetic energy of the straight trajectory

$$K[z_f,s]>K[z,s],$$
(55)
because it includes some terms with larger values of $`(z_iz_{i1})^2`$. Since the kinetic energy term is always positive, the folded trajectory ($`Z`$-graph) is always suppressed (has a larger exponent) compared with a corresponding unfolded trajectory (provided, of course, that $`g^2<g_{\mathrm{crit}}^2`$).

This argument holds only for cases where the trajectory does not double back to times before $`z_0=0`$ or after $`z_N=T`$. An example of such a trajectory is shown in Fig. 2 (upper panel). Here we compare this folded trajectory to another folded trajectory, $`z_f^{}`$, with point $`z_1`$ closer to the starting point $`z_0`$ (lower panel of Fig. 2). This new folded trajectory has points spaced closer together, so that the kinetic energy is smaller and the potential energy is larger, and therefore

$$K[z_f,s]V[z_f,s]>K[z_f^{},s]V[z_f^{},s].$$
(56)
It is clear that the larger the folding in the trajectory, the less energetically favorable is the path, and the most favorable path is again an unfolded trajectory with no points outside of the limits $`z_0<z_i<z_N`$.

While these arguments have been stated in 0+1 dimensions for simplicity, they are not dependent on the number of dimensions, and hold for the realistic case of 3+1 dimensions.

We conclude that a calculation in quenched approximation, where the creation of particle-antiparticle pairs can only come from $`Z`$-graphs, must be more stable (produce a larger mass) than a similar calculation without any Z-graphs or $`\chi \overline{\chi }`$ pairs. The quenched $`\chi ^2\varphi `$ theory therefore is bounded by the same limits given in Eq. (46). This conclusion supports, and is supported by, the results of Refs.  which show, in the quenched approximation, that the $`\chi ^2\varphi `$ interaction is stable for a finite range of coupling strengths.

It is now clear that the instability of $`\chi ^2\varphi `$ theory must be due to either (i) the possibility of creating an infininte number of closed $`\chi \overline{\chi }`$ loops, or (ii) the presence of an infinite number of matter particles (as in an infinite medium). Indeed, the original proof given by Baym used the possibility of loop creation from the vacuum to prove that the vacuum was unstable. In fact, the FS representation can be used to show explicitly that the critical coupling $`g_{\mathrm{crit}}^2`$ decreases as $`1/L`$, where $`L`$ is the number of closed loops, in agreement with the estimate of Eq. (46).

This work was supported in part by the US Department of Energy under grant No. DE-FG02-97ER41032. The Southeastern Universities Research Association (SURA) operates the Thomas Jefferson National Accelerator Facility under DOE contract DE-AC05-84ER40150.