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# Severi varieties

## 1 Preliminary facts about Severi varieties and an example

In this section, I state results of F. Zak (cf \[5, p.19\]). The reader can find the details of their proofs in my preprint written in french (cf ).
Let $`X`$ be a Severi variety and $`Sec(X)`$ its secant variety. Let, for any $`PSec(X)X`$,
$`Q_P:=\{xX:(xP)`$ secant or tangent to X$`\}`$ and $`\mathrm{\Sigma }_P:=_{xQ_P}(xP)`$, the union of all secant and tangent lines through P. It may also be described as the cone on $`P`$ with basis $`Q_P`$.

###### Theorem 1.1

For any $`PSec(X)X`$,

* a: $`Q_P`$ is a smooth $`\frac{n}{2}`$-dimensional quadric, and $`\mathrm{\Sigma }_P`$ is a ($`\frac{n}{2}`$+1)-dimensional linear space.
* b: $`\mathrm{\Sigma }_PX=Q_P`$
* c: $`\mathrm{\Sigma }_PX=\{P^{}Sec(X)X:T_P^{}Sec(X)=T_PSec(X)\}`$
* d: $`P^{}Sec(X)X,Q_P=Q_P^{}P^{}\mathrm{\Sigma }_P`$

###### Theorem 1.2

$`Sec(X)`$ is a cubic hypersurface singular exactly on $`X`$.

Their proofs imply the

###### Lemma 1.1

Let $`PSec(X)X`$ and $`M`$ a ($`\frac{n}{2}`$+2)-linear space containing $`\mathrm{\Sigma }_P`$ and not contained in $`T_PSec(X)`$. Then their exists $`xX\mathrm{\Sigma }_P`$ such that

* (i) $`MX=Q_P\{x\}`$
* (ii) $`MSec(X)=\mathrm{\Sigma }_PC(x,Q_P)`$ ($`C(x,Q_P)`$ is the cone on $`x`$ with base $`Q_P`$)

Now let’s study the example of $`\mathrm{𝐈𝐏}^2\times \mathrm{𝐈𝐏}^2`$, which is the variety of $`3\times 3`$-matrices of rank 1 in $`\mathrm{𝐈𝐏}^8=\mathrm{𝐈𝐏}[_3()]`$. It is indeed a Severi variety since matrices in $`Sec(X)`$ have rank at most 2; and we can see from this that $`Sec(X)`$ is defined by the determinant, an equation of degree 3 (cf theorem 1.2). If $`P=M+N`$, with $`M,NX`$ and $`PSec(X)X`$, we have $`rk(P)=2`$, $`Ker(M)Ker(N)=Ker(P)`$ and $`Im(M)+Im(N)=Im(P)`$. Let’s consider the case where $`P=\left(\begin{array}{cc}Id& 0\\ 0& 0\end{array}\right)`$, we can then easily compute that:

$$\mathrm{\Sigma }_P=\left\{\left(\begin{array}{ccc}a& b& 0\\ c& d& 0\\ 0& 0& 0\end{array}\right)\right\}$$

and

$$Q_P=\mathrm{\Sigma }_P\{adbc=0\}$$

This illustrates theorem 1.1. We now go on analysing this particular example so as to prepare the general method: let $`F`$ be the symmetric trilinear form such that $`F(M,M,M)=det(M)`$, namely for $`M_i=(C_{i,j})_{1j3}`$ any matrix considered as 3 column-vectors ($`i=\mathrm{1,2,3}`$),

$$F(M_1,M_2,M_3)=\frac{1}{6}\underset{\sigma S_3}{}det(C_{\sigma (i),i})_i$$

Identifying a matrix with its orthogonal hyperplane for the canonical bilinear form, one can easily compute that $`\stackrel{~}{G}:MF(M,M,.),M_3()`$ is just the comatrix application and then the fonction $`G`$ defined by $`G(M)=\frac{F(M,M,.)}{F(M,M,M)}`$ is an involution out of $`Sec(X)`$ as it is the inverse application. On the other side, we may define a regular fonction on $`\mathrm{𝐈𝐏}^mX`$ which coincide with $`G`$ on $`\mathrm{𝐈𝐏}^mSec(X)`$ (by setting $`G(M)=\text{Com}(M)`$) and this morphism verifies $`G[Sec(X)]=X`$. We are going to see that all of this can be proved in the general case, except for the fact that we won’t identify a priori $`\mathrm{𝐈𝐏}^m`$ and $`\mathrm{𝐈𝐏}_{}^{m}{}_{}{}^{}`$.

We are also going to show that any Severi variety is homogeneous. For any variety $`Z`$, let $`Z^{}`$ be its dual variety, that is the variety of all hyperplanes tangent to $`Z`$ at one point. In the example we have considered, any invertible matrix yields a linear isomorphism $`L_M`$ between $`\mathrm{𝐈𝐏}^8`$ and $`\mathrm{𝐈𝐏}_{}^{8}{}_{}{}^{}`$ (namely $`L_M(B)`$ is the hyperplane in $`^9`$ orthogonal to the matrix $`M^1BM^1`$ for the canonical scalar product 222 $`L_M(B)=dG_M(B)`$; in the second part, we are going to see the interest of this fonction.). This isomorphism maps $`X`$ on $`Sec(X)^{}`$ and, for $`M`$ and $`N`$ varying, the endomorphisms of $`\mathrm{𝐈𝐏}^8`$ $`(L_N)^1L_M`$ restrict to a family of endomorphisms acting transitively on $`X`$, proving $`X`$’s homogeneity. The same will be shown to be true in the general case.

## 2 Homogeneity of Severi varieties

Let $`X^n\mathrm{𝐈𝐏}^m`$ be any Severi variety , $`Y=Sec(X)^{}\mathrm{𝐈𝐏}_{}^{m}{}_{}{}^{}`$, and as before $`F`$ a symmetric trilinear form such that $`vSec(X)F(v,v,v)=0`$. We will simplify the expression $`F(v,v,v)`$ in $`F(v)`$. From now on, all elements will be considered as elements of $`^{m+1}`$ (and not $`\mathrm{𝐈𝐏}^m`$) and we will denote the same way varieties in $`\mathrm{𝐈𝐏}^m`$ and their cones in $`^{m+1}`$. For $`w_0Sec(X)`$ and $`w^{m+1}`$ let us denote by $`L_{w_0}(w)`$ the linear form $`2F(w_0)F(w_0,w,.)3F(w_0,w_0,w)w_0^{}`$, where $`w_0^{}`$ stands for the linear form $`F(w_0,w_0,.)`$. Let us also notice that $`L_{w_0}(w)`$ and the differential $`D_{w_0}G(w)`$ are colinear if $`G`$ stands for the rational map $`w\frac{w^{}}{F(w)}`$ we have just mentionned.

Let $`w_0`$ be fixed and $`xX`$ such that $`w_0^{}(x)0`$. I am going to explain the geometric meaning of $`L_{w_0}(x)`$. Taking into account the fact that $`x^{}=0`$ ($`X`$ is the singular locus of $`Sec(X)`$), we know that $`x+\lambda w_0Sec(X)`$ if and only if $`\lambda =0\text{ or }\lambda =\lambda _x:=\frac{w_0^{}(x)}{F(w_0)}`$.
On the other direction, let $`H_{w_0}(x)`$ be the tangent space to $`Sec(X)`$ at $`x+\lambda _xw_0`$. The equation of this hyperplane is $`F(x+\lambda _xw_0,x+\lambda _xw_0,.)=0`$, or $`L_{w_0}(x)(.)=0`$.

So $`D_{w_0}G(x)`$ is the equation of the tangent space to $`Sec(X)`$ at the other intersection point of $`(xw_0)`$ with $`Sec(X)`$ if $`x`$ stands outside the hyperplane $`w_0^{}=0`$. So $`D_{w_0}G(X)Y`$. In the opposite direction, if $`PSec(X)X`$ verifies $`w_0H_P:=T_PSec(X)`$, we know from lemma 1.1 that there exists a point $`x_P`$ in $`X(\mathrm{\Sigma }_P+w_0)Q_P`$, and then $`x_P`$ is such that $`D_{w_0}G(x_P)=H_P`$. As $`Y`$ is known to be non degenerate, $`D_{w_0}G(X)`$ contains an open subset of $`Y`$ and we have the

###### Proposition 2.1

If $`w_0Sec(X)`$, $`D_{w_0}G`$ is a linear isomorphism from $`\mathrm{𝐈𝐏}^m`$ to $`\mathrm{𝐈𝐏}_{}^{m}{}_{}{}^{}`$ such that $`D_{w_0}G(X)=Y`$.

###### Corollary 2.2

$`X`$ is homogeneous.

Proof : Let $`x,x^{}X`$; it is enough to find $`w,w^{}Sec(X)`$ such that $`D_wG(x)=D_w^{}G(x^{})`$. Let $`H_P`$ containing neither $`x`$ nor $`x^{}`$; $`w`$ in $`\mathrm{\Sigma }_P+x`$ and $`w^{}`$ in $`\mathrm{\Sigma }_P+x^{}`$ achieve it.

$``$

## 3 Classification of Severi varieties

We now want to prove Zak’s classification theorem (cf )

###### Theorem 3.1

There are only four Severi varieties, namely:

* n=2 : $`X=𝒱\mathrm{𝐈𝐏}^5`$, the Veronese surface
* n=4 : $`X=\mathrm{𝐈𝐏}^2\times \mathrm{𝐈𝐏}^2\mathrm{𝐈𝐏}^8`$
* n=8 : $`X=G(\mathrm{2,6})\mathrm{𝐈𝐏}^{14}`$
* n=16: $`X=_6\mathrm{𝐈𝐏}^{26}`$

The reader may find in \[5, p.13\] elements to understand the construction of $`_6`$ and the fact that it is homogeneous under $`E_6`$.

Proof : Let $`V=^{m+1}`$. Let $``$ be the group of automorphisms of $`\mathrm{𝐈𝐏}V`$ preserving $`X`$. As $``$ acts transitively on the non-degenerate homogeneous projective variety $`X`$, it is a semi-simple subgroup of $`PGL(V)`$. Let $`\pi `$ be the projection $`SL(V)PSL(V)`$ and $`𝒢`$ the identity component of $`\pi ^1()`$. $`𝒢`$ is again a semi-simple subgroup, and $`V`$ is an irreducible $`𝒢`$-module.

If $`𝒢`$ is not simple, we may write $`𝒢=𝒢_1\times 𝒢_2`$ with non-trivial $`𝒢_1`$ and $`𝒢_2`$ acting on $`V_1`$ and $`V_2`$ such that $`V=V_1V_2`$. Let $`n_i:=dimX_i`$ and $`n_i+\delta _i:=dimV_i`$ (then $`\delta _i1`$). For $`X=X_1\times X_2`$ to be a Severi variety , we need $`\frac{3}{2}(n_1+n_2)+3=(n_1+\delta _1)\times (n_2+\delta _2)`$, which leads to: $`(n_1n_2)+(\delta _2\frac{3}{2})n_1+(\delta _1\frac{3}{2})n_2+(\delta _1\delta _23)=0`$.

If $`\delta _12`$ and $`\delta _22`$, all the terms of this sum are positive; we can then suppose $`\delta _2=1`$, which gives $`(\delta _1\frac{3}{2})n_2+(n_2\frac{1}{2})n_1+\delta _13=0`$ and so $`\delta _12`$.

If $`\delta _1=2`$, the equation gives $`n_1(n_2\frac{1}{2})+\frac{n_2}{2}1=0`$ so $`n_1=n_2=1`$. In this case we get $`X=\mathrm{𝐈𝐏}^1\times \nu _2(\mathrm{𝐈𝐏}^1)\mathrm{𝐈𝐏}^1\times \mathrm{𝐈𝐏}^2\mathrm{𝐈𝐏}^5`$, which is not a Severi variety .

If $`\delta _1=1`$, we get $`(2n_11)(2n_21)=9`$ and, if $`n_1n_2`$, $`n_1=n_2=2`$ (we then get $`\mathrm{𝐈𝐏}^2\times \mathrm{𝐈𝐏}^2`$) or $`n_1=1`$ and $`n_2=5`$; in this case the variety would be $`\mathrm{𝐈𝐏}^1\times \mathrm{𝐈𝐏}^5`$ which is not a Severi variety .

If $`𝒢`$ is simple, we take a Borel subgroup $`𝒢`$ and a maximal torus $`𝒯`$; let $`𝔤`$ be the Lie algebra associated to $`𝒢`$ and $`𝔥`$ the Cartan subalgebra associated to $`𝒯`$. Let then $`\mathrm{\Delta }`$ be the root system, and $`\mathrm{\Delta }^+`$ the set of all positive roots, which by definition we ask to correspond to $``$. Let $`\lambda `$ be the highest weight of $`V`$, $`\mu =w_0(\lambda )`$ the lowest weight, $`l_\lambda `$ and $`l_\mu `$ the associated lines of eigenvectors. Let $`e_\lambda l_\lambda `$ and $`e_\mu l_\mu `$ different from 0 and $`s=e_\lambda +e_\mu `$.

###### Lemma 3.1

$`Sec(X)`$ has finitely many $`𝒢`$-orbits, and $`s`$ is in the open one.

Proof : By the Bruhat decomposition theorem, we see that $`X\mathrm{𝐈𝐏}^m`$ has only finitely many $`\pi ()`$-orbits so $`Sec(X)`$ has only finitely many $`𝒢`$-orbits. Let $`_\lambda `$ and $`_\mu `$ be the stabilizers of $`l_\lambda `$ and $`l_\mu `$. Let for any root $`\alpha `$, $`𝔤_\alpha `$ be the associated root space of $`𝔤`$. Letting $`𝔫^+=_{\alpha \mathrm{\Delta }^+}𝔤_\alpha `$ and $`𝔫^{}=_{\alpha \mathrm{\Delta }^+}𝔤_\alpha `$, we know that $`𝔤=𝔥𝔫^+𝔫^{}`$ and that the Lie algebras associated to $`_\lambda `$ and $`_\mu `$ are $`𝔥𝔫^+`$ and $`𝔥𝔫^{}`$, so that $`_\lambda _\mu `$ is a dense subset of $`𝒢`$. Thus $`_\mu .l_\lambda =_\mu _\lambda .l_\lambda `$ contains an open subset $`U`$ of $`X=𝒢.l_\lambda `$. Consequently, the $`𝒢`$-orbit of $`l_\lambda \times l_\mu `$ in $`X\times X`$ contains $`U\times l_\mu `$ and so $`𝒢.(U\times l_\mu )`$, which is dense in $`X\times X`$.

$``$

Terracini’s lemma (cf for example ) allows us to conclude that
$`T_sSec(X)=<T_{e_\lambda }X,T_{e_\mu }X>`$.

As $`X=𝒢.l_\lambda `$, denoting by $`V_\alpha V`$ the weight subspace associated to the weight $`\alpha `$,

$$T_{e_\lambda }X=Ad(𝔤)l_\lambda =l_\lambda (_{\alpha \mathrm{\Delta }^+}Ad(𝔤_\alpha )l_\lambda )l_\lambda (_{\alpha \mathrm{\Delta }^+}V_{\lambda \alpha })$$

Similarly,

$$T_{e_\mu }Xl_\mu (_{\alpha \mathrm{\Delta }^+}V_{\mu +\alpha })$$

As $`dimSec(X)<2dimX+1`$, there exists $`\alpha ,\beta \mathrm{\Delta }^+`$ such that $`\lambda \alpha =\mu +\beta `$, that is $`\lambda w_0(\lambda )=\alpha +\beta `$. Let’s notice that if $`\lambda `$ is the highest root, this equation has only one solution: $`\alpha =\lambda `$ and $`\beta =w_0(\lambda )=\lambda `$. The variety we get is then the closed orbit of the action of $`𝒢`$ in its projectiviced adjoint representation; it is not a Severi variety as $`T_{e_\lambda }XT_{e_\mu }X`$ equals the line $`[𝔤_\lambda ,𝔤_\lambda ]`$ of $`V_0`$ and so $`dimSec(X)=2dimX`$.
In the general case, the existence of two positive roots whose sum is $`\lambda w_0(\lambda )`$ is a very restrictive condition which allows us to easily classify all homogeneous varieties whose secant variety does not have maximal dimension.

I am now going to study two examples, a classical and an exceptional one, of resolution of the equation $`\lambda w_0(\lambda )=\alpha +\beta `$. I will use N. Bourbaki’s notations and results (cf ).

* root system of type $`A_n`$
Here roots live in $`^{n+1}`$ and the positive roots are the $`ϵ_iϵ_j\mathrm{,1}i<jn+1`$. The fundamental weights are

$$\omega _i=(ϵ_1+\mathrm{}+ϵ_i)\frac{i}{n+1}\underset{j=1}{\overset{n+1}{}}ϵ_i$$

and $`w_0=Id`$. Thus $`\omega _iw_0(\omega _i)=ϵ_1+\mathrm{}+ϵ_iϵ_{n+1i}\mathrm{}ϵ_{n+1}`$ if $`i<\frac{n+1}{2}`$ and $`\omega _{n+1i}w_0(\omega _{n+1i})=\omega _iw_0(\omega _i)`$. On the other hand, if $`\alpha `$ and $`\beta `$ are positive roots, and if $`\alpha +\beta =s_iϵ_i`$, then $`|s_i|4`$. As $`\lambda `$ is a sum of fundamental weights, we can deduce that only four cases can occur:

+ $`\lambda =\omega _1`$ or $`\lambda =\omega _n`$. Then $`X=\mathrm{𝐈𝐏}^n`$.
    + $`\lambda =2\omega _1`$ or $`\lambda =2\omega _n`$. Then $`X=\mathrm{𝐈𝐏}^n\mathrm{𝐈𝐏}S^2^{n+1}`$.
    + $`\lambda =\omega _2`$ or $`\lambda =\omega _{n1}`$. Then $`X=G(2,n+1)\mathrm{𝐈𝐏}\mathrm{\Lambda }^2^{n+1}`$.
    + $`\lambda =\omega _1+\omega _n`$: adjoint representation.
* root system of type $`E_6`$
In this case, roots live in $`^8`$ and in the canonical basis $`(ϵ_i)`$, the positive roots are the $`\pm ϵ_i+ϵ_j(1i<j5)`$ and the $`\frac{1}{2}(ϵ_8ϵ_7ϵ_6+_{i=1}^5(1)^{\nu _i}ϵ_i)`$ with $`_{i=1}^5\nu _i`$ even.

Let’s consider the application which sends $`i`$ to the sequence $`(\lambda _j^i)_j`$ such that if $`(\omega _i)`$ are the fundamental weights, $`\omega _i+w_0(\omega _i)=_j\lambda _j^iϵ_j`$. This application is given by:

$$\begin{array}{ccc}\hfill 1& & (\mathrm{0,0,0,0,1},1,\mathrm{1,1})\hfill \\ \hfill 2& & (\mathrm{1,1,1,1,1},1,\mathrm{1,1})\hfill \\ \hfill 3& & \frac{1}{2}(\mathrm{1,1,1,3,3},3,\mathrm{3,3})\hfill \\ \hfill 4& & (\mathrm{0,0,2,2,2},2,\mathrm{2,2})\hfill \\ \hfill 5& & \frac{1}{2}(\mathrm{1,1,1,3,3},3,\mathrm{3,3})\hfill \\ \hfill 6& & (\mathrm{0,0,0,0,1},1,\mathrm{1,1})\hfill \end{array}$$

Given the formula for the positive roots, $`(\alpha +\beta )_8`$ can only be $`0,\frac{1}{2}`$ or $`1`$ and as $`i,(\omega _i+w_0(\omega _i))_8>0`$, one can deduce that if $`\lambda =\lambda _i\omega _i`$, only one $`\lambda _i`$ may be different from 0 and then equals 1. Finally, one has the list:

+ $`\lambda =\omega _1`$ or $`\lambda =\omega _6`$: variety $`_6`$.
    + $`\lambda =\omega _2`$: adjoint representation.

One can treat all the cases this way, and check that the homogeneous varieties whose secant variety does not have the maximal dimension are either adjoint varieties, $`X=\mathrm{𝐈𝐏}^n`$, quadrics, Veronese mappings of $`\mathrm{𝐈𝐏}^n`$ into $`\mathrm{𝐈𝐏}S^2^{n+1}`$, grassmannians of $`2`$-planes, possibly annihilating a quadratic or symplectic form, or the closed orbit of the minimal representation of $`E_6`$,$`F_4`$ (a hyperplane section of that of $`E_6`$) or $`G_2`$ ($`X`$ is then also a quadric). An immediate computation of dimension then concludes the proof.

$``$

## 4 More geometric properties

We are now going to show that $`G`$ exchanges $`X`$ and $`X^{}`$, and is a birational involution. I want to prove these properties without using the previous classification.
As $`D_{w_0}G`$ is a linear isomorphism between $`X`$ and $`Y`$, $`Y`$ is a Severi variety . So let $`F^{}`$ be a trilinear symmetric form such that $`lSec(Y)F^{}(l,l,l)=0`$ and $`lYF^{}(l,l,.)=0`$. Let $`G^{}(l)=\frac{F^{}(l,l,.)}{F^{}(l,l,l)}`$.

###### Proposition 4.1

Let $`w_0^{m+1}Sec(X)`$. Then $`G^{}G(w_0)=w_0`$.

In particular $`G`$ defines a birational map from $`\mathrm{𝐈𝐏}^m`$ to $`\mathrm{𝐈𝐏}^m^{}`$ with inverse $`G^{}`$. The details of the proof of this are left to the reader in \[4, p.79\] and written by L. Ein and N. Shepherd-Barron (\[2, p.78,Theorem 2.6\]). They give two proofs but both of them require to know that $`X`$ is homogeneous; and I pretend to give more elementary arguments.

Proof : As $`uSec(X)L_{w_0}(u)Sec(Y)`$, there exists $`\lambda _{w_0}^{}`$ such that
$`F^{}[L_{w_0}(u),L_{w_0}(v),L_{w_0}(w)]=\lambda _{w_0}F(u,v,w)`$ ($``$)

Let $`w_0^{m+1}Sec(X)`$ and $`l(^{m+1})^{}`$, we want to see that

$$\frac{l(w_0)}{F(w_0)}=\frac{F^{}(w_0^{},w_0^{},l)}{F^{}(w_0^{})}$$

As $`L_{w_0}(w_0)=F(w_0)w_0^{}`$, applying ($``$) with $`u=v=w_0`$ and $`w`$ such that $`L_{w_0}(w)=l`$ yields:
$`F^{}(w_0^{},w_0^{},l)F^2(w_0)=\lambda _{w_0}F(w_0,w_0,w)`$. If we take $`u=v=w=w_0`$, we get:
$`F^{}(w_0^{},w_0^{},w_0^{})F^3(w_0)=\lambda _{w_0}F(w_0)`$. The quotient of the last two equalities yields the expected equality.

$``$

$`G`$ considered as a rational morphism can be extended to $`Sec(X)X`$ by $`G(p)=p^{}`$ and then $`G(Sec(X)X)=Y`$. Let’s denote by $`G(X)`$ the total transform of $`X`$, that is the set of limits of $`G(x_n)`$ for $`(x_n)`$ any sequence converging to an element of $`X`$. The next proposition is stated without proof in \[4, p.79\]:

###### Proposition 4.2

$`G(X)=Sec(Y)=X^{}`$.

Proof : We already know that $`G(X)Sec(Y)`$ since out of $`Sec(Y)`$, $`G`$ is invertible. In the other direction, if $`y_ny`$ with $`ySec(Y)Y`$ and $`y_nSec(Y)`$, then letting $`x_n=G^{}(y_n)`$, proposition 4.1 yields $`G(x_n)=y_n`$, so $`G(x_n)y`$. As $`x_nG(y)X`$, $`yG(X)`$, and $`G(X)=Sec(Y)`$.

As far as the second equality is concerned, let $`w\mathrm{𝐈𝐏}^mSec(X)`$ and $`w^{}=G(w)`$. We have isomorphisms $`D_wG`$ and $`D_w^{}G^{}`$ respectively between $`X`$ and $`Y`$, and between $`Y`$ and $`(Sec(Y))^{}`$. So we get a composed isomorphism $`X(Sec(Y))^{}`$. But by the choice of $`w`$ and $`w^{}`$ and proposition 4.1, this composed isomorphism is the identity, so that $`X=(Sec(Y))^{}`$ and $`X^{}=Sec(Y)`$.

$``$

We now show that $`Sec(X)X`$ is homogeneous. This implies that under the action of $`𝒢`$, $`^{m+1}`$ has only one invariant, $`F`$, meaning that every $`𝒢`$-invariant polynomial is, up to a constant, a power of $`F`$. We can then use the classification of all groups whose invariant algebra is free (cf ) to deduce another proof of the classification of Severi varieties (theorem 3.1).

Let $`pSec(X)X`$ and $`P(w_0)=2F(w_0)p6w_0^{}(p)w_0`$. We start with two technical lemmas:

###### Lemma 4.1

There exists $`w_0`$ such that $`P(w_0)Sec(X)`$.

Proof : If $`F[P(w)]=0`$ were true for all $`w^{m+1}`$, then we would get, either $`F(w)^2F(w,w,p)F(w,p,p)=0`$ for all $`w`$ and so $`F(w,w,p)=0`$ for all $`w`$, either $`F(w,p,p)=0`$ for all $`w`$. In the first case, polarisation yields also $`F(w,p,p)=0`$; so in both cases $`pX`$, contradicting the choice of $`p`$.

$``$

###### Lemma 4.2

Let $`\omega Sec(X)`$. The matrix $`F(\omega ,.,.)`$ is inversible.

Proof : This matrix is the differential in $`\omega `$ of $`H:wF(w,w,.)`$. As $`F(\omega )0`$, we can define in a neigbourhood of $`\omega `$ a square root $`\sqrt{F(w)}`$, wich is not 0, and proposition 4.1 yields that the composition

$$ww_0:=\frac{w}{\sqrt{F(w)}}\stackrel{H}{}F(w_0,w_0,.)\stackrel{G^{}}{}G^{}[F(w_0,w_0,.)]$$

is the identity, so that $`F(\omega ,.,.)`$ is inversible.

$``$

###### Proposition 4.3

$`Sec(X)X`$ is homogeneous.

Proof : Let $`pSec(X)X`$ and $`w_0`$ such that $`P(w_0)Sec(X)`$. Let $`L(w)`$ the derivative of $`L_\omega (p)`$ when $`\omega `$ tends to $`w_0`$ in the direction of $`w`$:

$$\begin{array}{cc}L(w)\hfill & =6F(w_0,w_0,w)F(w_0,p,.)+2F(w_0,w_0,w_0)F(w,p,.)\hfill \\ & 6F(w_0,w,p)F(w_0,w_0,.)6F(w_0,w_0,p)F(w_0,w,.)\hfill \end{array}$$

I’m going to explain why Ker$`(L)`$ Ker$`(w_0^{})=\{0\}`$, so that $`L`$ has rank at least $`m`$. Therefore, if $`p`$ and $`p^{}`$ are elements of $`Sec(X)X`$, $`\{L_w(p)\}`$ and $`\{L_w(p^{})\}`$ contain open subsets of $`Sec(Y)`$ so their intersection is not empty, concluding the proof of the proposition.

So let $`w`$ such that $`L(w)=0`$ and $`F(w_0,w_0,w)=0`$. $`L(w).w_0=0`$ yields $`F(w_0,w,p)=0`$; as $`F(w_0,w_0,w)=0`$, we deduce $`F[P(w_0),w,.]=0`$. As by definition of $`w_0`$, $`P(w_0)Sec(X)`$, lemma 4.2 yields $`w=0`$.

$``$

Pierre-Emmanuel CHAPUT

INSTITUT FOURIER

Laboratoire de Mathématiques

UMR5582 (UJF-CNRS)

BP 74

38402 St MARTIN D’HÈRES Cedex (France)

chaput@ujf-grenoble.fr


format: text

text:
# Cosmological Constraints in SUSY with Yukawa Unification

## 1. Introduction

In recent years the consideration of exotic dark matter has become necessary in order to close the Universe \[\]. In the currently favored supersymmetric (SUSY) extensions of the standard model, the most natural WIMP and candidate for CDM is the LSP, i.e. the lightest supersymmetric particle. In the most favored scenarios the LSP is the lightest neutralino, which can be simply described as a Majorana fermion, a linear combination of the neutral components of the gauginos and Higgsinos \[\]. Its stability is guaranteed by imposing R-parity conservation, which implies that the LSP’s can disappear only by annihilating in pairs.

The simplest and most restrictive version of MSSM with gauge coupling unification is based on the assumption of radiative electroweak symmetry breaking with universal boundary conditions from gravity-mediated soft SUSY breaking. An interesting question is whether this scheme is compatible with exact “asymptotic” unification of the three third family Yukawa couplings. A positive answer to this question would be very desirable since it would lead to a simple and highly predictive theory.

In this presentation we summarize the results of Refs. \[\], aimed to answer the question of whether the simple version of the MSSM with Yukawa unification at the GUT scale, can be compatible with the most restrictive phenomenological constrains, which are the correct predictions for $`b`$–quark mass and $`BR(bs\gamma )`$, and satisfy the requirement that the relic abundance $`\mathrm{\Omega }_{LSP}h^2`$ of the lightest supersymmetric particle (LSP) in the universe does not exceed the upper limit on the cold dark matter (CDM) abundance implied by cosmological considerations.

## 2. Input parameters on the MSSM with Yukawa Unification

We consider the MSSM embedded in some general supersymmetric GUT based on a gauge group such as $`SO(10)`$ or $`E_6`$ (where all the particles of one family belong to a single representation) with the additional requirement that the top, bottom and tau Yukawa couplings unify \[\] at the GUT scale $`M_{GUT}`$. Ignoring the Yukawa couplings of the first and second generation, the effective superpotential below $`M_{GUT}`$ is

$$W=ϵ_{ij}(h_tH_2^iQ_3^jt^c+h_bH_1^iQ_3^jb^c+h_\tau H_1^iL_3^j\tau ^c+\mu H_1^iH_2^j),$$
(1)
where $`Q_3=(t,b)`$ and $`L_3=(\nu _\tau ,\tau )`$ are the quark and lepton $`SU(2)_L`$ doublet left handed superfields of the third generation and $`t^c`$, $`b^c`$ and $`\tau ^c`$ the corresponding $`SU(2)_L`$ singlets. Also, $`H_1`$, $`H_2`$ are the electroweak higgs superfields and $`ϵ_{12}=+1`$. The gravity-mediated soft supersymmetry breaking terms in the scalar potential are given by

$$V_{soft}=\underset{a,b}{}m_{ab}^2\varphi _a^{}\varphi _b+$$

$$(ϵ_{ij}(A_th_tH_2^i\stackrel{~}{Q}_3^j\stackrel{~}{t}^c+A_bh_bH_1^i\stackrel{~}{Q}_3^j\stackrel{~}{b}^c+A_\tau h_\tau H_1^i\stackrel{~}{L}_3^j\stackrel{~}{\tau }^c+B\mu H_1^iH_2^j)+h.c.),$$
(2)
where the $`\varphi _a`$ ’s are the (complex) scalar fields and tildes denote superpartners. The gaugino mass terms in the Lagrangian are

$$\frac{1}{2}(M_1\stackrel{~}{B}\stackrel{~}{B}+M_2\underset{r=1}{\overset{3}{}}\stackrel{~}{W}_r\stackrel{~}{W}_r+M_3\underset{a=1}{\overset{8}{}}\stackrel{~}{g}_a\stackrel{~}{g}_a+h.c.),$$
(3)
where $`\stackrel{~}{B}`$, $`\stackrel{~}{W}_r`$ and $`\stackrel{~}{g}_a`$ are the bino, winos and gluinos respectively. ‘Asymptotic’ Yukawa coupling unification implies

$$h_t(M_{GUT})=h_b(M_{GUT})=h_\tau (M_{GUT})h_0.$$
(4)
Based on $`N=1`$ supergravity, we take universal soft supersymmetry breaking terms at $`M_{GUT}`$, i.e., a common mass for the scalar fields $`m_0`$, a common trilinear scalar coupling $`A_0`$ and $`B_0=A_0m_0`$. Also, a common gaugino mass $`M_{1/2}`$ is assumed at $`M_{GUT}`$.

Our effective theory below $`M_{GUT}`$ depends on the parameters ($`\mu _0=\mu (M_{GUT})`$)

$$m_0,M_{1/2},A_0,\mu _0,\alpha _G,M_{GUT},h_0,\mathrm{tan}\beta .$$

and $`M_{GUT}`$ are evaluated consistently with the experimental values of $`\alpha _{em},\alpha _s`$ and $`\mathrm{sin}^2\theta _W`$ at $`m_Z`$. We integrate numerically the renormalization group equations (RGEs) for the MSSM at two loops in the gauge and Yukawa couplings from $`M_{GUT}`$ down to a common supersymmetry threshold $`M_S=\sqrt{m_{\stackrel{~}{t}_1}m_{\stackrel{~}{t}_2}}`$. From this energy to $`m_Z`$, the RGEs of the nonsupersymmetric standard model are used.

is estimated at the scale $`M_S`$ using the experimental input $`m_\tau (m_\tau )=1.777\mathrm{GeV}`$. We incorporate the SUSY threshold correction to $`m_\tau (M_S)`$ from the approximate formula of Ref.\[\]. It is about $`8\%`$, for $`\mu >0`$, leading to a value of $`\mathrm{tan}\beta =55.454.5`$ for $`m_A=100700\mathrm{GeV}`$, while, for $`\mu <0`$, we find a correction of about $`7\%`$ and $`\mathrm{tan}\beta =47.846.9`$ in the same range of $`m_A`$.

is found by fixing the top quark mass at the center of its experimental range, $`m_t(m_t)=166\mathrm{GeV}`$. The value obtained for $`m_b(m_Z)`$ after including supersymmetric corrections is somewhat higher than the experimental limit.

, for simplicity we take $`A_0=0`$. Our results move very little for negative values of $`A_0`$ bigger than about $`.5M_{1/2}`$, however lower negative values and positive values of this parameter tend to increase the SUSY spectrum increasing $`\mathrm{\Omega }_{LSP}h^2`$. Therefore the limits on $`\mathrm{\Omega }_{LSP}h^2`$ imposes lower and upper bounds on $`A_0`$.

As we will discuss later the electroweak symmetry breaking, when Yukawa unification is assumed, imposes a relation on the values of $`m_0`$ and $`M_{1/2}`$. On the other hand the role of coannihilation $`\stackrel{~}{\chi }`$$`\stackrel{~}{\tau }`$ make convenient to express our results in terms of relative mass splitting $`\mathrm{\Delta }_{\stackrel{~}{\tau }_2}=(m_{\stackrel{~}{\tau }_2}m_{\stackrel{~}{\chi }})/m_{\stackrel{~}{\chi }}`$ between the NLSP and LSP. Therefore we trade the GUT values of $`m_0,M_{1/2}`$ and $`\mu _0`$ by the pseudoscalar Higgs mass $`m_A`$ and $`\mathrm{\Delta }_{\stackrel{~}{\tau }_2}`$.

Let us describe with more detail the last item above. Assuming radiative electroweak symmetry breaking, we can express the values of the parameters $`\mu `$ (up to its sign) and $`B`$ at $`M_S`$ in terms of the other input parameters by means of the appropriate conditions

$$\mu ^2=\frac{m_{H_1}^2m_{H_2}^2\mathrm{tan}^2\beta }{\mathrm{tan}^2\beta 1}\frac{1}{2}m_Z^2,\mathrm{sin}2\beta =\frac{2B\mu }{m_{H_1}^2+m_{H_2}^2+2\mu ^2},$$
(5)
where $`m_{H_1}`$, $`m_{H_2}`$ are the soft supersymmetry breaking scalar higgs masses. When unified Yukawa couplings and a common value for $`m_{H_2}`$ and $`m_{H_1}`$ are assumed GUT , we find both $`m_{H_2}^2`$ and $`m_{H_1}^2`$ negative at $`M_S`$. However for certain values of $`m_0`$ and $`M_{1/2}`$ is possible to find values the pseudoscalar Higgs,

$$m_A=m_{H_1}^2+m_{H_2}^2+2\mu ^2$$

beyond a lower bound, considered to be $`m_Z`$ in the present work. Furthermore, the authors of Ref. \[\] found that, for every value of $`m_A`$ and a fixed value of $`m_t(m_t)`$, there is a pair of minimal values of $`m_0`$ and $`M_{1/2}`$ where the masses of the LSP and $`\stackrel{~}{\tau }_2`$ are equal. This is understood from the dependence of $`m_A`$ on $`m_0`$ and $`M_{1/2}`$ given in Ref. \[\]:

$$m_A^2=\alpha M_{1/2}^2\beta m_0^2\mathrm{const}.,$$
(6)
where all the coefficients are positive and $`\alpha `$ and $`\beta `$, which depend only on $`m_t(m_t)`$, are $`0.1`$ (the constant turns out to be numerically close to $`m_Z^2`$). Equating the masses of the LSP and $`\stackrel{~}{\tau }_2`$ is equivalent to relating $`m_0`$ and $`M_{1/2}`$. Then, for every $`m_A`$, a pair of values of $`m_0`$ and $`M_{1/2}`$ is determined. We had included the full one–loop radiative corrections to the effective potential as given in the appendix E of Ref. \[\].

The values of the LSP, $`M_S`$ and the corresponding values of $`m_0`$ and $`M_{1/2}`$ are given in Fig.1.

## 3. Phenomenological constraints from $`m_b`$ and $`bs\gamma `$

A significant problem, which may be faced in trying to reconcile Yukawa unification and universal boundary conditions, is due to the generation of sizeable SUSY corrections to the $`b`$-quark mass \[\]. The sign of these corrections is opposite to the sign of the MSSM parameter $`\mu `$ (with the conventions of Ref.\[\]). As a consequence, for $`\mu <0`$, the tree-level value of $`m_b`$, which is predicted from Yukawa unification already near its experimental upper bound, receives large positive corrections which drive it well outside the allowed range. However, it should be noted that this problem arises in the simplest realization of this scheme. In complete models correctly incorporating fermion masses and mixing, $`m_b`$ can receive extra corrections which may make it compatible with experiment. So, we do not consider this $`b`$-quark mass problem absolutely fatal for the $`\mu <0`$ case. However in the alternative scenario, with $`\mu >0`$, the $`b`$-quark mass receives negative SUSY corrections and can easily be compatible with data in this case. An example of the typical values we find is given in table I.

This scheme with $`\mu >0`$, is severely restricted by the recent experimental results \[\] on the inclusive decay $`bs\gamma `$ \[\]. It is well-known that the SUSY corrections to the inclusive branching ratio BR($`bs\gamma `$), in the case of the MSSM with universal boundary conditions, arise mainly from chargino loops and have the same sign with the parameter $`\mu `$. Consequently, these corrections interfere constructively with the contribution from the standard model (SM) including an extra electroweak Higgs doublet. However, this contribution is already bigger than the experimental upper bound on BR($`bs\gamma `$) for not too large values of the CP-odd Higgs boson mass $`m_A`$. As a result, in the present context with Yukawa unification and hence large $`\mathrm{tan}\beta `$, a lower bound on $`m_A`$ is obtained for $`\mu >0`$. On the contrary, for $`\mu <0`$, the SUSY corrections to BR($`bs\gamma `$) interfere destructively with the SM plus extra Higgs doublet contribution yielding, in most cases, no restrictions on the parameters. The results corresponding to the parameters given in fig.1 are shown in fig.2. In the case of $`\mu >0`$, BR($`bs\gamma `$) decreases as the splitting between $`m_{\stackrel{~}{\tau }_2}`$ and $`m_{\stackrel{~}{\chi }}`$ increases.

## 4. LSP relic abundance and bino–stau coannihilations

The cosmological constraint on the parameter space results from the requirement that the relic abundance $`\mathrm{\Omega }_{LSP}h^2`$ of the lightest supersymmetric particle (LSP) in the universe does not exceed the upper limit on the cold dark matter (CDM) abundance implied by cosmological considerations ($`\mathrm{\Omega }_{LSP}`$ is the present energy density of the LSPs over the critical energy density of the universe and $`h`$ is the present value of the Hubble constant in units of $`100\mathrm{km}\mathrm{sec}^1\mathrm{Mpc}^1`$). Taking both the currently available cosmological models with zero/nonzero cosmological constant, which provide the best fits to all the data, as equally plausible alternatives for the composition of the energy density of the universe and accounting for the observational uncertainties, we obtain the restriction $`\mathrm{\Omega }_{LSP}h^2\stackrel{_<}{_{}}0.22`$ (see Refs.\[)\]. Assuming that all the CDM in the universe is composed of LSPs, we further get $`\mathrm{\Omega }_{LSP}h^2\stackrel{_>}{_{}}0.09`$.

The cosmological relic density of the lightest neutralino $`\stackrel{~}{\chi }`$ (almost pure $`\stackrel{~}{B}`$) in MSSM with Yukawa unification increases to unacceptably high values as $`m_{\stackrel{~}{\chi }}`$ becomes larger. Low values of $`m_{\stackrel{~}{\chi }}`$ are obtained when the NLSP ($`\stackrel{~}{\tau }_2`$) is almost degenerate with $`\stackrel{~}{\chi }`$. Under these circumstances, coannihilation of $`\stackrel{~}{\chi }`$ with $`\stackrel{~}{\tau }_2`$ and $`\stackrel{~}{\tau }_2^{}`$ is of crucial importance reducing further the $`\stackrel{~}{\chi }`$ relic density by a significant amount. The important role of coannihilation of the LSP with sparticles carrying masses close to its mass in the calculation of the LSP relic density has been pointed out by many authors (see e.g., Refs.\[)\]. Here, we will use the method described by Griest and Seckel \[\]. Note that our analysis can be readily applied to any MSSM scheme where the LSP and NLSP are the bino and stau respectively.

The relic abundance of the LSP at the present cosmic time can be calculated from the equation:

$$\mathrm{\Omega }_{\stackrel{~}{\chi }}h^2\frac{1.07\times 10^9\mathrm{GeV}^1}{g_{}^{1/2}M_Px_F^1\widehat{\sigma }_{eff}}$$
(7)
with

$$\widehat{\sigma }_{eff}x_F_{x_F}^{\mathrm{}}\sigma _{eff}vx^2𝑑x.$$
(8)
Here $`M_P=1.22\times 10^{19}`$ GeV is the Planck scale, $`g_{}81`$ is the effective number of massless degrees of freedom at freeze-out and $`x_F=m_{\stackrel{~}{\chi }}/T_F`$, with $`T_F`$ being the freeze-out photon temperature.

In our case, $`\sigma _{eff}`$ takes the form

$$\sigma _{eff}=\sigma _{\stackrel{~}{\chi }\stackrel{~}{\chi }}r_{\stackrel{~}{\chi }}r_{\stackrel{~}{\chi }}+4\sigma _{\stackrel{~}{\chi }\stackrel{~}{\tau }_2}r_{\stackrel{~}{\chi }}r_{\stackrel{~}{\tau }_2}+2(\sigma _{\stackrel{~}{\tau }_2\stackrel{~}{\tau }_2}+\sigma _{\stackrel{~}{\tau }_2\stackrel{~}{\tau }_2^{}})r_{\stackrel{~}{\tau }_2}r_{\stackrel{~}{\tau }_2}.$$
(9)
For $`r_i`$, we use the nonrelativistic approximation

$$r_i(x)=\frac{g_i(1+\mathrm{\Delta }_i)^{3/2}e^{\mathrm{\Delta }_ix}}{g_{eff}},$$
(10)
$$g_{eff}(x)=\underset{i}{}g_i(1+\mathrm{\Delta }_i)^{3/2}e^{\mathrm{\Delta }_ix},\mathrm{\Delta }_i=(m_im_{\stackrel{~}{\chi }})/m_{\stackrel{~}{\chi }}.$$
(11)
Here $`g_i=2`$, 1, 1 ($`i=\stackrel{~}{\chi }`$, $`\stackrel{~}{\tau }_2`$, $`\stackrel{~}{\tau }_2^{}`$) is the number of degrees of freedom of the particle species $`i`$ with mass $`m_i`$ and $`x=m_{\stackrel{~}{\chi }}/T`$ with $`T`$ being the photon temperature.

The freeze-out temperatures which we obtain here are of the order of $`m_{\stackrel{~}{\chi }}/25`$ and, thus, our nonrelativistic approximation (see Eq.(10)) is justified. Under these circumstances, the quantities $`\sigma _{ij}v`$ are well approximated by their Taylor expansion up to second order in the ‘relative velocity’,

$$\sigma _{ij}v=a_{ij}+b_{ij}v^2.$$
(12)
The thermally averaged cross sections are then easily calculated

$$\sigma _{ij}v(x)=\frac{x^{3/2}}{2\sqrt{\pi }}_0^{\mathrm{}}𝑑vv^2(\sigma _{ij}v)e^{xv^2/4}=a_{ij}+6b_{ij}/x.$$
(13)
The contribution of the $`a_{ij}`$’s to the cross section is more important than the than the $`b_{ij}`$’s since its contribution is suppressed by a factor $`6/x_F.2`$. The annihilation cross section is suppressed respect the coannihilation channels due to the fact that $`a_{\stackrel{~}{\chi }\stackrel{~}{\chi }}`$ is suppressed due to Fermi statistics \[\]. This suppression is not present in the coannihilation channels, however its contribution to $`\sigma _{eff}`$ is attenuated by the exponential in $`r_{\stackrel{~}{\tau }_2}`$ in eq. (10). Therefore coannihilations have an important effect in decreasing the $`\mathrm{\Omega }_{LSP}`$ when the LSP and the NLSP are very close in mass. In our case we find this effect negligible when the mass splitting $`\stackrel{~}{\chi }`$$`\stackrel{~}{\tau }`$ is greater than approximately 20%. The complete list of Feynman diagrams and the expressions for the $`a_{ij}`$’s appropriate for large $`\mathrm{tan}\beta `$ are given in Ref. \[\].

The result of including coannihilation of $`\stackrel{~}{\tau }_2`$ and $`\stackrel{~}{\chi }`$ in the computation of the LSP relic abundance is clearly shown in fig.3. The effect of increase the mass splitting between $`\stackrel{~}{\tau }_2`$ and $`\stackrel{~}{\chi }`$ will result in larger values for $`\mathrm{\Omega }_{LSP}`$.

## 5. Conclusions

We have shown that the condition of “asymptotic” Yukawa unification on the MSSM results in a significant constraint on the free parameter space of the model.

Constraints from $`m_b`$ and $`bs\gamma `$ can be simultaneously satisfied for $`\mu >0`$ and relatively large values of the SUSY parameters $`m_A385\mathrm{G}\mathrm{e}\mathrm{V}`$, $`m_{\stackrel{~}{\chi }}695\mathrm{G}\mathrm{e}\mathrm{V}`$, $`m_0780\mathrm{G}\mathrm{e}\mathrm{V}`$ and $`M_{1/2}1.5\mathrm{TeV}`$. The constraint derived from cosmological limits on LSP relic abundance, is satisfied only when bino–stau coannihilations are relevant. If we superpose figs. 1, 2, 3 we can observe that the previous conditions are satisfied in a narrow band of parameter space.

The hight values of $`m_{\stackrel{~}{\chi }}`$ in the parameter space allowed by the constraints described above will make difficult its direct detection. However the large $`\mathrm{tan}\beta `$ scheme can provide interesting predictions \[\] if one relaxes the strict unification condition imposed in the present study.

### Acknowledgments.

This work was supported by the European Union under TMR contract No. ERBFMRX–CT96–0090.


text:
# Quantum Mechanics of Charged Black Holes

## Abstract

We quantize the spherically symmetric sector of generic charged black holes. Thermal properties are encorporated by imposing periodicity in Euclidean time, with period equal to the inverse Hawking temperature of the black hole. This leads to an exact quantization of the area (A) and charge (Q) operators. For the Reissner-Nordström black hole, $`A=4\pi G\mathrm{}(2n+p+1)`$ and $`Q=me`$, for integers $`n,p,m`$. Consistency requires the fine structure constant to be quantized: $`e^2/\mathrm{}=p/m^2`$. Remarkably, vacuum fluctuations exclude extremal black holes from the spectrum, while near extremal black holes are highly quantum objects. We also prove that horizon area is an adiabatic invariant.

Bekenstein and Hawking showed almost thirty years ago that black holes possess intriguing thermodynamic properties which make them rich theoretical laboratories for testing theories of quantum gravity. Although candidate theories for quantum gravity exist (such as string theory and quantum geometry), the microscopic origin of thermodynamic behaviour is still largely the subject of conjecture. It is therefore important to learn as much as possible about the quantum behaviour of black holes without assuming a specific underlying microscopic theory. One very natural question that arises in this context concerns the quantum mechanical spectrum of the observables associated with charged black holes. Based on the conjecture that horizon area is an adiabatic invariant, as well as from other considerations, it was postulated that for neutral black holes, the area spectrum is discrete and uniformly spaced; i.e. $`An`$, where $`n`$ is an integer .

In this letter, we follow an argument originally presented in  to quantize the spherically symmetric sector of generic charged black holes. Our starting point is the assumption that it is possible to encorporate the thermodynamic behaviour of black holes into a quantum description by imposing periodicity in Euclidean time, with period equal to the inverse Hawking temperature of the black hole. This single assumption allows us to (i) derive an exact quantized area spectrum; (ii) derive the spectrum of electric charge and (iii) show that black hole quantization places stringent restrictions on the fine structure constant; (iv) prove that horizon area is an adiabatic invariant. We emphasize that our analysis is quite general and is not tied to a specific model or theory of gravity, in contrast with other derivations of qualitatively similar spectra . It applies, for example, to charged as well as neutral black holes in Einstein-Maxwell theory in any dimension, and in fact, even to the $`3`$-dimensional rotating BTZ black hole (where the angular momentum plays the role of the electric charge).

Note that our goal here is not to explain the microscopic source of the thermodynamic behaviour. We simply encode it into the boundary conditions and observe the consequences. The formalism of Euclidean quantum field theory, as is well known, can originate from two distinctively different physical situations – from the description of thermodynamical ensemble (statistical, i.e. not pure, state) or from the description of classically forbidden transitions between pure states – quantum mechanical underbarrier tunneling. Quite amazingly, in quantum gravity these two functions of the Euclidean formalism are not clearly separated. Indeed, the Euclidean section of the Schwarzschild solution can, on one hand, be regarded as a saddle point of the path integral for the statistical partition function and, on the other hand, can be viewed as a classical configuration interpolating in the imaginary time between the two causally disconnected spacetime domains:the right and left wedges of the Kruskal diagram. Our requirement of periodicity in imaginary time can be viewed as a kind of consistency of quantum states in these two domains, or the finiteness of the semiclassical underbarrier transition amplitude between them (remember that the Hawking periodicity requirement is based on the absence of conical singularity which is, in its turn, motivated by the regularity of the semiclassical distribution). So amplitudes not satisfying this periodicity requirement can be regarded as suppressed.

We restrict consideration to black hole spacetimes that are static and can be parametrized by only two coordinate invariant parameters, which we choose to be the mass $`M`$ and charge $`Q`$. This basically assumes a Birkhoff-like theorem, and forbids the presence of monopole gravitational or electromagnetic radiation. With this assumption, there exists a coordinate system in which the metric takes form:

$$ds^2=f(x;M,Q)dt^2+\frac{dx^2}{f(x;M,Q)}+r^2(x)d\mathrm{\Omega }^{(d2)}.$$
(1)
where $`x`$ is a radial coordinate. The function $`f(x;M,Q)`$ is uniqely determined by the requirement that $`g_{tt}`$ and $`g_{xx}`$ are inverse proportional to one another, and the location of the horizon $`x_h=x_h(M,Q)`$ is given implicitly by: $`f(x_h;M,Q)=0`$.

An elegant way to extract thermodynamic information about black hole spacetimes is to euclideanize the solution and concentrate on the ‘near-horizon’ region. By a suitable choice of Euclidean time $`t_E=it`$ and spatial coordinate $`R(x)=\sqrt{f(x;M,Q)/\left(f^{}(x_h;M,Q)\right)}`$, one can put the metric near the horizon $`(R0)`$ into the form, $`ds_E^2=dR^2+R^2d\alpha ^2`$, where $`\alpha :=t_Ef^{}(x_h;M,Q/)/2`$. To avoid a conical singularity at the horizon, $`\alpha `$ must have the period $`2\pi `$, implying that $`t_E`$ must be periodic with range $`0t_E4\pi /f^{}(x_h;M,Q).`$ It follows from finite temperature quantum field theory that the (Hawking) temperature associated with this black hole is the inverse of the Euclidean period, i.e. : $`T_H(M,Q)=\mathrm{}f^{}(x_h;M,Q)/4\pi .`$ This will play a key role in what follows. The Bekenstein-Hawking entropy, $`S_{BH}(M,Q)`$, of the black hole is defined generically by requiring it to obey the first law of thermodynamics:

$$\delta M=T_H(M,Q)\delta S_{BH}(M,Q)+\mathrm{\Phi }(M,Q)\delta Q,$$
(2)
where $`\mathrm{\Phi }(M,Q)`$ is the electrostatic potential at the horizon. Given $`T_H`$ and the electrostatic potential, this determines $`S_{BH}(M,Q)`$ up to an additive constant, which is fixed by requiring the Bekenstein-Hawking entropy to vanish when the mass and charge both vanish. For spherically symmetric black holes in any dimension, this yields the usual relationship between the entropy and the area of the outer horizon: $`S_{BH}=A/4G\mathrm{}`$. For example, in the case of the Reissner-Nordström black hole, $`T_H=2\mathrm{}\sqrt{M^2Q^2}/A`$, $`A=4\pi r_+^2`$ and $`\mathrm{\Phi }=Q/r_+`$, where $`r_+=(GM+\sqrt{G^2M^2GQ^2})`$.

Since $`M`$ and $`Q`$ are assumed to be the only diffeomorphism invariant parameters, the reduced action governing the dynamics of the spherically symmetric sector of isolated, generic charged black holes in any theory must be of the form :

$$I^{red}=𝑑t\left(P_M\dot{M}+P_Q\dot{Q}H(M,Q)\right),$$
(3)
where $`P_M`$ and $`P_Q`$ are the conjugates to $`M`$ and $`Q`$, respectively. The exact expression for the Hamiltonian is irrelevant: the fact that it is independent of $`P_M`$ and $`P_Q`$ alone ensures that $`M`$ and $`Q`$ are constants of motion. Of course, one can also arrive at this reduced action via a rigorous Hamiltonian analysis of the spherically symmetric charged black hole spacetimes. For details, see .

For boundary conditions which preserve the so called Schwarzschild form (1) of the metric at either end of a spatial slice, $`P_M`$ can be shown to be proportional to the difference between the Schwarzschild times at either end of the slice . Moreover, the momentum $`P_Q`$ is related to $`P_M`$ by means of the following relation :

$$\delta P_Q=\mathrm{\Phi }\delta P_M+\delta \lambda ,$$
(4)
where $`\delta P_Q`$ and $`\delta P_M`$ refer to variations under a change in boundary conditions and $`\delta \lambda `$ is the variation in $`U(1)`$ gauge transformation $`\lambda `$ at the horizon.

In order to quantize we need to know the boundary conditions on the phase space variables. We require $`M>0`$, $`T_H(M,Q)0`$ and $`Q`$ to be real. Using the expressions derived in , it can be shown that positivity of the Hawking temperature leads generically to a condition of the form:

$$S_{BH}(M,Q)S_0(Q).$$
(5)
where the equality is achieved in the limit of extremal black holes. The lower bound $`S_0(Q)`$ on the Bekenstein-Hawking entropy is a uniquely determined function of $`Q`$ for each theory in the class under consideration. For example, for the Reissner-Nordstrom black hole, $`S_0(Q)=\pi Q^2/\mathrm{}`$.

Until this point our anlaysis has been more or less standard. We now go to the Euclidean sector where the time difference $`P_M`$ becomes imaginary as well as periodic, with period given by $`T_H^1(M,Q)`$. Although it is possible to derive a black hole spectrum by imposing periodicity of the Lorentzian time coordinate, the motivation for the periodicity is more problematic than in the Euclidean sector. In the present case, the procedure is well defined and consistent. Essentially, we start with the reduced Hamiltonian and action as given in the Lorentzian sector, which is of precisely the same form as Eq.(3), and analytically continuing to Euclidean time before quantizing. As a direct consequence the momenta conjugate to $`M`$ and $`Q`$ are pure imaginary. However, since the Hamiltonian is independent of these conjugate momenta, it does not change its form. Thus, Euclideanization merely generates an overall factor of $`i`$ in front of the reduced action and keeps the dynamics unaltered. Ultimately, the physical relevance of our derived spectra will rest on the connection between the charge and mass eigenstate wave functions that we construct in the Euclidean sector using Hamiltonian techniques, and their counterparts in the Euclidean path integral formulation of quantum gravity.

Periodic boundary conditions on phase space variables are familiar in classical mechanics. Akin to the action-angle formulation of the harmonic oscillator, we can ‘unwrap’ our gravitational phase space, by transforming to a set of unrestricted variables. Consider the following transformation $`(M,Q,P_M,P_Q)(X,Q,\mathrm{\Pi }_X,\mathrm{\Pi }_Q)`$, which directly encorporates the correct periodicity of $`P_M`$:

$`X=\sqrt{\mathrm{}B(M,Q)/\pi }\mathrm{cos}(2\pi P_MT_H(M,Q)/\mathrm{}),`$ (6)
$`\mathrm{\Pi }_X=\sqrt{\mathrm{}B(M,Q)/\pi }\mathrm{sin}(2\pi P_MT_H(M,Q)/\mathrm{}),`$ (7)
$`Q=Q,`$ (8)
$`\mathrm{\Pi }_Q=\mathrm{\Pi }_Q(M,P_M,Q,P_Q),`$ (9)
where the functions $`B(M,Q)`$ and $`\mathrm{\Pi }_Q(M,P_M,Q,P_Q)`$ will be determined shortly. Direct calculation shows that this transformation is canonical if and only if:

$$\frac{B}{M}=\frac{1}{T_H(M,Q)},P_Q=\mathrm{\Pi }_Q+P_MT_H\frac{B}{Q}.$$
(10)
From the first law of black hole mechanics we know that $`S_{BH}/M=T_H^1(M,Q)`$. Thus we conclude:

$$B(M,Q)=S_{BH}(M,Q)+F(Q),$$
(11)
where $`F(Q)`$ is an arbitrary function of the charge. Combining (11) and (7) we get:

$$S_{BH}(M,Q)+F(Q)=\frac{2\pi }{\mathrm{}}\left(\frac{1}{2}X^2+\frac{1}{2}\mathrm{\Pi }_X^2\right),$$
(12)
which shows that the subspace $`(X,\mathrm{\Pi }_X)`$ has a ‘hole’ of radius $`[S_0(Q)+F(Q)]^{1/2}`$, the interior of which is inaccessible. To remove potential quantization ambiguities, we choose $`F(Q)=S_0(Q)`$, thus removing the perforation and rendering the phase space complete. As a bonus, this automatically ensures that the inequality (5) is satisfied in a natural way. The extremal limit now gets mapped to the origin of the new phase space. With this choice, $`\mathrm{\Pi }_Q`$ is uniquely determined to be:

$$\mathrm{\Pi }_Q=\frac{\mathrm{}}{e}\chi +\frac{\mathrm{}}{2\pi }S_0^{}(Q)\alpha ,$$
(13)
where $`{}_{}{}^{}=d/dQ`$ , $`\chi =(e/\mathrm{})(P_Q+\mathrm{\Phi }P_M)`$ and $`\alpha =2\pi P_MT_H(M,Q)/\mathrm{}`$.

From (12) it follows that the operator $`S_{BH}S_0(Q)`$ is precisely the Hamiltonian of a simple harmonic oscillator with the mass and frequency both equal to unity. Since $`\mathrm{}X,\mathrm{\Pi }_X\mathrm{}`$, standard quantization yields the spectrum:

$$S_{BH}=2\pi \left(n+\frac{1}{2}\right)+S_0(Q)n=0,1,2,\mathrm{}$$
(14)
where we have assumed the usual harmonic oscillator factor ordering for the operators $`X`$ and $`P_X`$ in constructing the quantum version of (12). A remarkable feature of (14) above is that vacuum fluctuations exclude extremal black holes $`(S_{BH}=S_0)`$ from the quantum spectrum. Another important result,one that is independent of the choice of factor ordering, is that near-extremal states are highly quantum-mechanical objects ($`n0`$), even for large values of $`M`$ and $`Q`$.

To quantize the electromagnetic sector, we note from (4) that for compact gauge group $`U(1)`$, $`\chi :=e\lambda /\mathrm{}=e(P_Q+\mathrm{\Phi }P_M)/\mathrm{}`$ has period $`2\pi `$, where $`e`$ is the electromagnetic coupling. Thus from (13), $`\mathrm{\Pi }_Q`$ is a function of two angular coordinates $`\chi `$ and $`\alpha `$ which, according to arguments given above are both periodic with period $`2\pi `$. We must therefore identify the phase space points

$$(Q,\mathrm{\Pi }_Q)(Q,\mathrm{\Pi }_Q+2\pi n_1\mathrm{}/e+n_2\mathrm{}S_0^{}(Q)).$$
(15)
for arbitrary integers $`n_1`$ and $`n_2`$. In the coordinate representation, $`\widehat{Q}=i\mathrm{}/\mathrm{\Pi }_Q`$, the wave functions for charge eigenstates take the form $`\psi _Q(\mathrm{\Pi }_Q)=(\mathrm{const})\times \mathrm{exp}(iQ\mathrm{\Pi }_Q/\mathrm{})`$. The spectrum of $`Q`$ is restricted by the requirement that the wave function be single valued under the identification (15): for each admissable $`Q`$, for all integers $`n_1`$ and $`n_2`$ there must exist a third integer $`n_3`$ such that:

$$n_1Q/e+n_2QS_0^{}(Q)/2\pi =n_3.$$
(16)
This in turn requires that

$$\frac{Q}{e}=m,\frac{Q}{2\pi }S_0^{}(Q)=p,$$
(17)
for integer $`m`$, $`p`$. To see this, suppose that there exists some values of $`n_1`$, $`n_2`$ and $`Q`$ for which (14) holds for some $`n_3`$. If we increase the value of $`n_1`$ by 1, the value of $`n_3`$ increases by $`Q/e`$, so it is necessary that $`Q/e=m`$, for some integer $`m`$ in order that the shifted $`n_3`$ be an integer. Similarly, if we increase $`n_2`$ by one, the second relation in (15) emerges as necessary.

The first of the conditions (17) gives the expected result that $`Q`$ must be an integer multiple of the fundamental charge $`e`$. However, the second condition can only be satisfied if $`e`$ satisfies a subsidiary, and totally unexpected condition. The specific form of this condition depends on the theory under consideration. For Reissner-Nordström black holes in four dimensions, $`S_0(Q)=\pi Q^2/\mathrm{}`$ and (14) and the second of equations (17) translate to:

$$S_{BH}=2\pi n+\pi (p+1),Q^2=p\mathrm{}.$$
(18)
The integer $`p`$ determines the charge of the quantum black holes and hence its minimum entropy $`S_0=\pi (p+1)`$, whereas $`n`$ determines the excited level of the black hole over the “vacuum”, $`n=0`$. Finally, the first of equations (17) requires

$$\frac{e^2}{\mathrm{}}=\frac{p}{m^2}.$$
(19)
Thus, the fine structure constant $`e^2/\mathrm{}`$ must be a rational number. For the d-dimensional generalization of these results see .

For one dimensional periodic systems, it is well known that the integral $`𝒥_X=\mathrm{\Pi }_X𝑑X`$ is an adiabatic invariant. Thus, in the present case, if we treat $`Q`$ as a slowly varying parameter, it follows that $`𝒥_X=\pi (A4G\mathrm{}S_0(Q))/4G`$ is an adiabatic invariant. Consequently, away from extremality ($`A>>4G\mathrm{}S_0(Q)`$), this is consistent with Bekenstein’s conjecture  that the horizon area of a charged black hole is an adiabatic invariant.

The expression (14) has fascinating consequences. First of all, it implies that extremal black holes, for which $`S_{BH}=S_0(Q)`$, are not in the physical spectrum. Secondly, if we interpret the entropy in terms of statistical mechanics (14) tells us that the degeneracy of the $`n`$-th level is: $`g(n)=\mathrm{exp}[2\pi (n+1/2)+S_0(Q)]`$. Thus, the ground state is degenerate ($`g(0)1`$). It is tempting to conjecture that this Planck size remnant provides clues about the information loss problem associated with the endpoint of Hawking radiation. Finally, (14) allows Hawking radiation to be emitted when a black hole jumps from one quantum entropy level to another. For a Reissner-Nordström black hole, the fundamental frequency of emission of a neutral quantum, $`\omega _0`$ satisfies: $`S(M+\mathrm{}\omega _0,Q)S(M,Q)=S(n+1)S(n)=\pi ,`$ from which it follows that $`\omega _0=(r_+r_{})\pi /A`$. In the Schwarzschild limit $`Q0`$, $`\omega _01/M`$, agreeing with that found in . Since the mean frequency of the Planck distribution of Hawking radiation lies at $`T_H1/M`$, the radiation spectrum consists of widely separated spectral lines, and deviates considerably from the continuum originally predicted by Hawking, no matter what the temperature. This turns out to be a generic feature of our spectra, valid for all black holes, charged or uncharged.

To summarize, we have looked at quantum gravity in the spherically symmetric, charged black hole sector. To encorporate the thermodynamic information, we assumed periodicity of the momentum conjugate to the black hole mass. It is particularly important to stress that we used only very general features of black hole dynamics and thermodynamics. Consequently, despite possible factor ordering ambiguities in our analysis, the following predictions are expected to be valid at least at the semi-classical level: 1)black hole area is an adiabatic invariant, hence its quantum spectrum is equally spaced, 2) near extremal black holes are highly quantum objects, and 3) the radiation spectrum of black holes is discrete, irrespective of the temperature. Finally, (14) and (17) imply that black holes emit and absorb quanta whose charges are multiples of $`e`$, which itself is not arbitrary, but quantized in terms of integers $`m`$ and $`p`$. Thus, in analogy with the Dirac charge quantization condition in the presence of a magnetic monopole, the presence of charged black holes puts constraints on the fine structure constant. This is also reminiscent of the ‘big-fix mechanism’ advocated by Coleman, wherein the fundamental constants of nature are supposed to be fixed by the presence of wormholes and baby universes . Although, a priori, it is not clear how the experimentally measured value of the fine structure constant $`4\pi \mathrm{}/e^2=137.03608\mathrm{}`$ can be reproduced accurately as the ratio of integers that are not too large, as required by (19), we believe that our results reveal some intriguing features of the quantum mechanics of black holes and merit further study.

While this paper was being completed, we became aware of two papers where the spectra of charged black holes was investigated . Although their results bear qualitative resemblance to ours, their analysis and quantitative results differ considerably from ours.

Acknowledgments

S.D. and G.K. thank Viqar Husain for helpful comments and encouragement. G.K. also thanks Valeri Frolov and the gravity group at the Theoretical Physics Institute, University of Alberta for useful discussions. A.B. is grateful to V.Rubakov for helpful discussion. We acknowledge the partial support of the Natural Sciences and Engineering Research Council of Canada. This work was also supported by the Russian Foundation for Basic Research under the grant No 99-02-16122, the grant of support of leading scientific schools No 00-15-96699 and in part by the Russian Research program “Cosmomicrophysics”.


text:
# Quantum-fluctuation-induced repelling interaction of quantum string between walls

## I Introduction

Recently, Zaanen brought up a problem of ‘quantum string’ , which is a line-like object subjected to line tension, and it wonders owing to quantum-mechanical zero-point fluctuations. Central concern is to estimate the interaction between adjacent strings as it wonders quantum-mechanically and undergoes entropy-reducing ‘collisions’ with their neighbors. Statistical mechanics of quantum-string gas would be relevant to the low-energy physics of the so-called stripe phase observed experimentally in doped cuprates . In particular, one is motivated to gain insights how the stripe pattern formed in cuprates acquires stability. Actually, a good deal of theoretical analyses had predicted tendency toward stripe-pattern formation . However, first-principle simulations on the $`t`$-$`J`$ model still remain controversial about that issue . The aim of the aforementioned recent analysis  is to shed light, particularly, on the role of the quantum fluctuations and the entropy-reducing collisions at the expense of disregarding microscopic ingredients of quantum string.

In the path-integral space-time picture, quantum string spans a world sheet as time evolves . Hence, one may wonder that physics of quantum string might bear resemblance to that of membrane, and so quantum string is readily understood through resorting to the past outcomes about membrane . However, nature of elasticities is different: Quantum-string’s elastic energy is quadratic in its slope (line tension), whereas membrane’s is quadratic in its curvature (bending elasticity). This seemingly slight difference causes, according to Ref. 1, quite distinctive behaviors.

When quantum string is laid down in a free space, its Hamiltonian is quadratic, and thus no peculiarity emerges. (We will introduce the Hamiltonian afterwards.) Yet, when it is squeezed by adjacent neighbors or walls, there immediately arise awful complications due to many-body correlations. In order to tackle with the string gas, Zaanen employed Helfrich’s technique , that has been utilized in the course of the studies of stacked membranes. Thereby, he arrived at the conclusion that collision-induced energy cost $`f`$ would be described by $`f\mathrm{exp}(Ad^{2/3})`$ with string interval $`d`$. That result cannot be understood in terms of conventional argument  which gives $`f\mathrm{exp}(Ad^2)`$; this argument is based on such picture that string is ‘disordered,’ and the collisions are mainly due to short-wave-length meandering modes. (We will outline this argument in Sec. III.2.) On the contrary, Zaanen emphasizes the role of long-wave-length fluctuations, because his theory is sensitive to infrared cutoff.

The purpose of this paper is to judge the validity of those scenarios by performing first-principle simulations. We put a quantum string between rigid walls with spacing $`d`$, and measured its repelling interaction by observing pressure against the walls. (This trick has been used in the studies of the fluctuation pressure of (classical) membrane .) The Hamiltonian, which we had simulated, is given by,

$$=\underset{i=1}{\overset{L}{}}\left(\frac{p_i^2}{2m}+V(x_i)\right)+\underset{i=1}{\overset{L1}{}}\frac{\mathrm{\Sigma }}{2}(x_ix_{i+1})^2.$$
(1)
Here, $`x_i`$ denotes the operator of transverse displacement of a particle at $`i`$th site, and $`p_i`$ is its conjugate momentum. They satisfy the canonical commutation relations $`[x_i,p_j]=\mathrm{i}\mathrm{}\delta _{ij}`$, $`[x_i,x_j]=0`$ and $`[p_i,p_j]=0`$. $`V(x)`$ is rigid-wall potential with spacing $`d`$;

$$V(x)=\{\begin{array}{cc}0\hfill & \mathrm{for}0xd\hfill \\ \mathrm{}\hfill & \mathrm{otherwise}\hfill \end{array}.$$
(2)
$`\mathrm{\Sigma }`$ denotes line tension which puts particles into line. Classical version of this Hamiltonian has been used as a model for line dislocations and steps on (vicinal) surfaces . Note that for sufficiently large $`\mathrm{\Sigma }`$, one can take continuum limit, with which one arrives at field-theoretical version of quantum string. Such continuum-limit version was studied analytically in Ref. 1. For small $`\mathrm{\Sigma }`$, however, continuum-limit treatment fails, and our lattice-version Hamiltonian exhibits characteristics which are not considered in the previous study.

The rest of this paper is organized as follows. In the next section, we explicate our simulation scheme. We used diagonalization method: Note that elastic models such as ours (1) have vast number of vibration modes, which overwhelm computer-memory size. Emphasis is laid upon the point how we had adopted the idea of density-matrix renormalization group  to quantum string so as to reduce the number of Hilbert-space bases. Our algorithm is indebted to recent developments , where a polaron model (lattice vibration) was simulated with use of the density-matrix renormalization group; see also Ref. 31. Following the preparations, in Sec. III, we perform numerical calculation. We show that our first-principle simulation supports aforementioned Zaanen’s scenario. In the last section, we give summary and discussions.

## II Details of numerical method: density-matrix renormalization group

In this section, we explain our simulation algorithm. Emphasis is laid on the point how we had adopted the idea of the density-matrix renormalization group  in order to treat quantum string. Afterwards, we will show preliminary simulation data so as to demonstrate its performance.

Quantum string is made of many particles connected with line tension $`\mathrm{\Sigma }`$. Each particle spans infinite-dimensional Hilbert space. Hence, one is forced to truncate, somehow, the number of bases in order to diagonalize the Hamiltonian. Even though one truncated bases of each particle, the total bases of quantum string, as a whole, would exceed available computer-memory size. This difficulty arises inevitably in treating elastic (bosonic) degrees of freedom by means of diagonalization. Recently, however, Zhang et al. reported that the difficulty is overcome by an ingenious application of the density-matrix renormalization group . Actually, they demonstrated that a polaron model is diagonalized successfully; see also Ref. 31. In the following, based on these recent developments, we propose a scheme to diagonalize the quantum-string Hamiltonian (1).

Our simulation algorithm proceeds recursively; after the completion of one recursion (renormalization), the number of treated particles (length of quantum string) is enlarged by two, and subsequent renormalization follows. In the following, we explain steps constituting one renormalization procedure: Suppose that our system (quantum string) is decomposed into four parts, that is, block, site, site and block, in this order. After one renormalization is completed, composite systems of block and site are ‘renormalized’ into a new block with block Hilbert-space dimension unchanged.

As would be guessed, ‘site’ merely stands for one particle of quantum string. We then need to prepare bases to represent the Hilbert space of ‘site.’ We had chosen such $`M`$ bases that are the eigenstates $`|n_{}`$ ($`n=1M`$) of the intra-site Hamiltonian $`_{}=p^2/(2m)+V(x)`$ with energy $`E_n=\mathrm{}^2\pi ^2n^2/(2md^2)`$. (Therefore, the direct product of $`|n_{}`$ gives the eigenstate of the total Hamiltonian $``$, provided that the line tension is tuned off ($`\mathrm{\Sigma }=0`$).) With respect to these bases $`\{|n_{}\}`$ ($`n=1`$-$`M`$). we represent the matrix of the $`x_i`$ operator;

$$[x_{}]_{nm}={}_{}{}^{}n|x|m_{}^{}=\{\begin{array}{cc}\frac{2d}{\pi ^2}\left(\frac{1}{(m+n)^2}\frac{1}{(mn)^2}\right)\hfill & (n,m)=(\mathrm{even},\mathrm{odd})\mathrm{or}(\mathrm{odd},\mathrm{even})\hfill \\ 0\hfill & \mathrm{otherwise}\hfill \end{array}.$$
(3)
The truncation bound $`M`$ is one source of numerical errors. We need to choose $`M`$ sufficiently large; we will demonstrate afterwards that this truncation does not deteriorate simulation precision in practice.

Let us turn to explaining ‘block.’ The ‘block’ stands for a part (fragment) of quantum string, and actually, it contains many particles in it. Hence, at a glance, one may wonder that the Hilbert-space dimension of block would be extremely large. Yet, owing to the density-matrix renormalization, the dimension is reduced so that it can be stored in computer memory. The Hilbert space of block is spanned by those bases $`|n_\mathrm{B}`$ ($`n=1m`$). The bases are to be prepared in the preceding renormalization procedure; see below. With respect to these bases, one has to represent the intra-block Hamiltonian $`_\mathrm{B}`$ and the coordinate operator of the particle at the end of ‘block’ $`x_\mathrm{B}`$; see below. At the initial stage of renormalization, the block is merely a ‘site,’ and so we start with $`_\mathrm{B}=_{}`$, $`x_\mathrm{B}=x_{}`$ and $`m=M`$.

Provided that the above matrices are at hand, the (total) Hamiltonian of quantum string is expressed in terms of them;

$`=_{\mathrm{B}\mathrm{B}}`$ $`=`$ $`_\mathrm{B}\widehat{1}\widehat{1}\widehat{1}+\widehat{1}_{}\widehat{1}\widehat{1}`$ (4)
$`+\widehat{1}\widehat{1}_{}\widehat{1}+\widehat{1}\widehat{1}\widehat{1}_\mathrm{B}`$
$`+{\displaystyle \frac{\mathrm{\Sigma }}{2}}(x_\mathrm{B}^2\widehat{1}\widehat{1}\widehat{1}2x_\mathrm{B}x_{}\widehat{1}\widehat{1}+\widehat{1}x_{}^2\widehat{1}\widehat{1})`$
$`+{\displaystyle \frac{\mathrm{\Sigma }}{2}}(\widehat{1}x_{}^2\widehat{1}\widehat{1}2\widehat{1}x_{}x_{}\widehat{1}+\widehat{1}\widehat{1}x_{}^2\widehat{1})`$
$`+{\displaystyle \frac{\mathrm{\Sigma }}{2}}(\widehat{1}\widehat{1}x_{}^2\widehat{1}2\widehat{1}\widehat{1}x_{}x_\mathrm{B}+\widehat{1}\widehat{1}\widehat{1}x_\mathrm{B}^2).`$
Diagonalizing this matrix, one obtains the ground state,

$$|\psi =\underset{ijkl}{}\psi _{ijkl}|i_\mathrm{B}|j_{}|k_{}|l_\mathrm{B}.$$
(5)
With use of $`\psi _{ijkl}`$, we obtain the density matrix for the left-half sub-system ($`\mathrm{B}+`$);

$$[\rho ]_{i,j;i^{},j^{}}=\underset{kl}{}\psi _{ijkl}\psi _{i^{}j^{}kl}^{}.$$
(6)
Diagonalizing this, we obtain the eigenstates and the eigenvectors; $`\rho |u_n=w_n|u_n`$ with $`w_1>w_2>\mathrm{}>w_{(M\times m)}`$. Those bases $`|u_n`$ with large weight $`w_n`$ would be important (relevant) in order to describe the physics of the sub-system of block and site. Therefore, we store the bases $`|u_n`$ with $`n=1`$-$`m`$, and discard the others. This criterion is the essence of the so-called density-matrix renormalization group . That truncation may cause another source of numerical errors. Later, we will demonstrate that this error is very small. Finally, we perform the ‘density-matrix renormalization’;

$`[_\mathrm{B}^{}]_{nm}`$ $`=`$ $`u_n\left|_\mathrm{B}\widehat{1}+\widehat{1}_{}+{\displaystyle \frac{\mathrm{\Sigma }}{2}}\left(x_\mathrm{B}^2\widehat{1}2x_\mathrm{B}x_{}+\widehat{1}x_{}^2\right)\right|u_m`$ (7)
$`\left[x_\mathrm{B}^{}\right]_{nm}`$ $`=`$ $`u_n\left|\widehat{1}x_{}\right|u_m.`$ (8)
Now, a renormalization is completed. We can restart the next renormalization from the beginning, replacing the renormalized block $`\mathrm{B}^{}`$ with $`\mathrm{B}`$. It is to be noted that through the renormalization, the block dimension is kept within $`m`$.

In the following, we will show that the above algorithm actually works. In Fig. 1, we plotted the relative error of the ground-state energy $`\delta E_\mathrm{g}/E_\mathrm{g}`$ for the system with $`\mathrm{\Sigma }=4`$ and $`d=4`$. (This parameter condition is of great physical significance as would be shown in Sec. III.) The system size is $`L=8`$, and the dimension of ‘site’ is $`M=9`$. Therefore, the full number of bases is $`M^L=43046721`$, which is about to exceed the limit of available computer-memory size and is barely manageable with full diagonalization method. For these full bases, we calculated the ‘exact’ ground-state energy, while ‘approximate’ energy is calculated by means of the density-matrix renormalization group with truncated ‘block’ dimension $`m`$. The energy difference between them gives $`\delta E_\mathrm{g}`$. The relative error $`\delta E_\mathrm{g}/E_\mathrm{g}`$ is plotted in Fig. 1. We achieve very small error $`10^8`$ with $`m=20`$, for which the total number of bases is no more than $`20^28^2=25600`$. Hence, we see that our algorithm works efficiently. The inset of Fig. 1 shows the distribution of the density-matrix eigenvalues $`\{w_n\}`$. Usually, $`w_n`$ is utilized for monitoring $`\delta E_\mathrm{g}/E_\mathrm{g}`$, because they look alike. However, in our case, there are discrepancies in their magnitudes. The discrepancies may be, perhaps, due to the fact that our Hamiltonian-matrix elements distribute over wide range. By the way, we chose $`m`$ corresponding to $`w_m=10^{12}`$ in Sec. III. In this way, we kept precision within $`10^7`$. Typically, we need, at most, $`m=30`$ bases.

In the above, we have checked that the truncation of block dimension $`m`$ does not harm any reliability of our simulation. Finally, we will examine the influence of site-dimension truncation $`M`$. In order to elucidate that, it is sensible to monitor,

$$[\rho _{}]_{jj^{}}=\underset{ikl}{}\psi _{ijkl}\psi _{ij^{}kl}^{}.$$
(9)
As would be apparent from the definition, $`[\rho _{}]_{nn}`$ tells the degree of significance of the state $`|n_{}`$. Because we use the bases of $`n=`$1-$`M`$ and discard the others, it should be checked whether $`[\rho _{}]_{MM}`$ is small enough. We see from Fig. 2, that the $`M=9`$ state is of very rare probability $`10^7`$. In the subsequent simulations in Sec. III, we impose even severer request $`[\rho _{}]_{MM}=10^{10}`$. In order to match this request, we need, at most, $`M=20`$ bases; hence, the maximal total number of Hilbert-space bases is no more than $`m^2M^2=30^220^2=360000`$. As is mentioned above, the full diagonalization of Figs. 1-2 requires the Hilbert-space dimensions $`43046721`$ for string length $`L=8`$. It is far beyond the capability of the diagonalization method to treat longer string, unless we resort to the density-matrix renormalization group.

## III Numerical results and discussions

In this section, we present simulation results. In our simulation, we treated sufficiently large system sizes by repeating renormalizations, until simulation result converges to a (thermodynamic) limit. System parameters of $`m`$ and $`\mathrm{}`$ are fixed; namely, we set $`m=1`$ and $`\mathrm{}=1`$. those parameters just fix the coefficient of the kinetic-energy term. Therefore, the choice of parameters does not harm any generality. Technical details are to be referred to the previous section.

### III.1 Collision-induced energy cost $`f`$ and elasticity modulus $`B`$

In Fig. 3, we plotted the collision-induced energy cost,

$$f=\frac{E_\mathrm{g}(d)E_\mathrm{g}(d\mathrm{})}{d},$$
(10)
for the system with line tension $`\mathrm{\Sigma }=4`$ and various wall spacing $`d`$. Here, $`E_\mathrm{g}(d)`$ denotes the ground-state energy per one particle for wall spacing $`d`$. As would be apparent from the definition (10), $`f`$ measures excess energy cost (per unit volume) due to the presence of walls. It is notable that $`E_\mathrm{g}(d\mathrm{})`$ is calculated exactly,

$$E_\mathrm{g}(d\mathrm{})=\frac{1}{2\pi }_\pi ^\pi dk\sqrt{\frac{\mathrm{\Sigma }}{m}}\left|\mathrm{sin}\frac{k}{2}\right|,$$
(11)
because for $`d\mathrm{}`$, the Hamiltonian reduces to quadratic form.

In Fig. 3, we notice that two distinctive regimes exist: For $`d<2`$, the collision energy $`f`$ decreases obeying power law,

$$f1/d^3,$$
(12)
whereas for $`d>2`$, it decays ‘rapidly’; actually, it is our main concern to clarify how ‘rapid’ it decays. The behavior for $`d<2`$ is understood immediately: Suppose that the line-tension is turned off ($`\mathrm{\Sigma }=0`$), each particle becomes independent, and it reduces to a text-book problem of ‘particle in a box,’ for which the ground-state energy is solved exactly; $`E_\mathrm{g}=\mathrm{}^2\pi ^2/(2md^2)`$. Hence, we arrive at the relation $`f=E_\mathrm{g}/d1/d^3`$. To summarize, for small $`d<2`$, inter-particle interaction is irrelevant. On the other hand, for large $`d`$, the inter-particle interaction may become relevant. Because of this, the particles become correlated, and $`f`$ drops very rapidly.

In order to elucidate characteristics of fluctuation-induced interaction, it is sensible to calculate the elasticity modulus which is defined by the formula,

$$B=d^2\frac{^2f}{d^2}.$$
(13)
In Fig. 4, we plotted $`B`$ for the same parameter range as that of Fig. 3. As well as $`f`$, $`B`$ also exhibits two distinctive regimes. For $`d<2`$, we see that $`B`$ decays in the form $`B1/d^3`$. This behavior is understood immediately, if we remember $`f1/d^3`$. The behavior for large $`d>2`$ is still remaining mysterious. We will explore this in the next subsection.

### III.2 Scaling analyses

Here, we re-examine the data of $`f`$ and $`B`$ presented in Figs. 3 and 4. For that purpose, we need to resort to past outcomes on $`f`$ and $`B`$. First, we summarize recent remarkable predictions by Zaanen . In his theory, $`B`$ works as a mean field, which is to be determined self-consistently. The self-consistency equation to be solved is,

$$f=C\frac{B}{\mathrm{\Sigma }d^2}\left(\mathrm{log}\left(\frac{\mathrm{\Sigma }d}{B}\right)+C^{}\right).$$
(14)
Appearance of logarithmic term brings about subtleties. It is hard to solve this self-consistency equation. However, asymptotic form for $`d\mathrm{}`$ is calculated as follows;

$`f`$ $``$ $`\mathrm{e}^{C^{\prime \prime }d^{2/3}}`$ (15)
$`B`$ $``$ $`d^2\mathrm{e}^{C^{\prime \prime }d^{2/3}}.`$ (16)
In addition to Eq. (14), under the assumption that the string-meandering modes are ‘compactified’ (frozen), he found another self-consistency condition,

$$f=C^{\prime \prime \prime }\frac{\sqrt{B}}{d^{3/2}}.$$
(17)
Note that the validity of this relation is checked, if we assume Eq. (12). Hence, this relation (14) may be realized for small $`d`$.

Besides those recent treatments, there exists an ingenious argument  for tackling with entropic interaction. The argument, applied for quantum string (1), yields predictions different from the above. Below, we outline this argument: As is mentioned in Introduction, in the path-integral picture, quantum string bears resemblance to (classical) membrane. When quantum string is embedded in a free space, we can solve its mean deviation $`(\mathrm{log}l)^{1/2}`$ with membrane’s linear dimension $`l`$. Suppose that the wall width (mean membrane interval) is $`d`$, with use of this relation, one obtains an estimate of the surface $`S`$ per one collision such as $`d(\mathrm{log}\sqrt{S})^{1/2}`$. Assuming that each collision (contact-or-crossing) gives rise to entropy loss $`k_\mathrm{B}\mathrm{log}2`$, we obtain the collision-induced energy gain per unit surface;

$$k_\mathrm{B}\mathrm{log}2\mathrm{e}^{C^{\prime \prime }d^2}.$$
(18)
The argument is based on the assumption that the string would be disordered spatially as in the Einstein-like view of a crystal. In other words, short-wave-length fluctuations contribute to collisions. On the contrary, Ref. 1 emphasizes the significance of long-wave-length fluctuations. Our aim is to judge which picture is valid by means of first-principle simulations.

Guided by the above ideas, we will carry out scaling analyses. First, in Fig. 5, we plotted $`fd^{3/2}/\sqrt{B}`$ with use of the data shown in Figs. 3 and 4. Note that $`fd^{3/2}/\sqrt{B}`$ should be constant, if Eq. (17) holds. The scaling plot indicates that for $`d<2`$, in fact, the scaled data are kept constant. On the contrary, for $`d>2`$, the scaled data drop suddenly, suggesting that Eq. (17) does not hold any more. In consequence, we confirmed that for small $`d`$, string-meandering modes are ‘compactified’ (irrelevant). These observations are consistent with those found in the previous subsection.

Secondly, let us turn to large-$`d`$ regime. In Fig, 6, we plotted $`fd^2/B`$ against $`d/B`$ with use of the data shown in Figs. 3 and 4. Note that the scale of abscissa is logarithmic. Therefore, the data should align, if the relation (14) is satisfied. In fact, for scaling regime $`d/B>1`$, we see that the scaled data get aligned, and exhibit a positive slope. This result justifies the validity of Eq. (14). Namely, the mean-field treatment of Ref. 1 appears to capture the essence of this physics. For exceedingly large $`d`$, eventually, numerical data become scattered (unstable) gradually. This is a symptom of numerical errors. Note that for exceedingly large $`d`$, the elasticity modulus $`B`$ is very small so that it suffers from tiny numerical errors. Hence, we cannot continue simulations for extremely large $`d`$.

In Fig. 7, we presented similar scaling data but for various $`\mathrm{\Sigma }=2`$, $`4`$, $`6`$ and $`8`$. The plots show that the scaling-plot slopes are identical. This fact tells that the constant $`C`$ in Eq. (14) is indeed universal with respect to $`\mathrm{\Sigma }`$. It is, however, suggested that $`C^{}`$ is subjected to a correction to scaling, because plots do not overlap precisely. We had found that scaling data for very small $`\mathrm{\Sigma }<1`$ are not described by Eq. (14). As a matter of fact, the slopes are almost vanishing. Breakdown of Eq. (14) for very small $`\mathrm{\Sigma }`$ is reasonable, because the equation is derived under continuum-limit treatment which is not justified for very small $`\mathrm{\Sigma }`$. Therefore, such the region of small $`\mathrm{\Sigma }`$ lies out of the scope of Eq. (14). By the way, we stress that our first-principle simulation does cover any conditions.

### III.3 Asymptotic form of $`f`$

In order to confirm the above observation, we investigate the asymptotic form of $`f`$ for $`d\mathrm{}`$. As is mentioned in the previous subsection, $`f`$ should obey the asymptotic form,

$$f\mathrm{e}^{C^{\prime \prime }d^\alpha },$$
(19)
with the exponent either $`\alpha =2/3`$ (15) or $`\alpha =2`$ (18). We expect that the former would be realized, because it is derived from Eq. (14), whose validity is checked in Sec. III.2. We calculated $`\alpha `$ by means of the formula,

$$\alpha =\frac{\mathrm{log}\left(\mathrm{log}f(d_1)/\mathrm{log}f(d_2)\right)}{\mathrm{log}(d_1/d_2)},$$
(20)
with respect to adjacent two data points of $`d=d_1`$ and $`d_2`$ depicted in Fig. 3. We plotted $`\alpha `$ in Fig. 8. The scale of abscissa $`1/((\mathrm{log}d_1+\mathrm{log}d_2)/2)^2`$ is chosen so as to achieve straight data alignment. We employed the least-square method in order to extrapolate the result for $`d\mathrm{}`$, and thereby, we obtained the estimate $`\alpha =0.808(1)`$. This result clearly supports $`\alpha =2/3`$ (15) rather than $`\alpha =2`$ (18). We notice that the convergence speed is rather slow; note that the abscissa scale of Fig. 8 is logarithmic. Hence, we found that the asymptotic form (15) is realized for extremely large $`d`$.

### III.4 Mean fluctuation width $`\mathrm{\Delta }`$

So far, we have confirmed the validity of the relations (14) and (15). Underlying physics of these relations are rather astonishing : It is speculated that collisions rather contribute to straightening the quantum string. In this subsection, we will examine this remarkable scenario through observing the mean fluctuation deviation,

$$\mathrm{\Delta }=\sqrt{x_i^2x_i^2}.$$
(21)
In Fig. 9, we plotted $`\mathrm{\Delta }`$ for the same parameter conditions as in Fig. 3. To our surprise, $`\mathrm{\Delta }`$ grows logarithmically ($`\mathrm{\Delta }\mathrm{log}d`$) for large $`d`$. That is, $`\mathrm{\Delta }`$ is much less than the wall spacing $`d`$. This feature contradicts our intuition that string would be short-range disordered, and the collisions would be due to microscopic fluctuations. Because Eq. (18) relies on this picture, it turned out consequently, that the picture is incorrect for quantum string. Rather, our result supports the aforementioned speculation that string acquires macroscopic stiffness.

## IV Summary

We have investigated fluctuation-induced repelling interaction of quantum string described by the Hamiltonian (1). First, we have developed simulation scheme based on the idea of the density-matrix renormalization group. We found that the scheme works very efficiently. As is demonstrated in Fig. 1, ground-state energy is precise up to the eighth digit. Precision is crucial in our study, because we need to calculate second-order derivative in order to obtain the elasticity modulus $`B`$ (13). Secondly, based on those preparations, we have performed extensive simulations. Simulation data suggest that two distinctive regimes exist: For small $`d`$, intra-particle interaction dominates so that simulation data are understood by ignoring line tension ($`\mathrm{\Sigma }=0`$). That is, collision-induced energy cost $`f`$ and the elasticity modulus $`B`$ obey simple formulae such as $`f,Bd^3`$. For large $`d`$, on the other hand, particles get correlated by line tension $`\mathrm{\Sigma }`$, and physics becomes much harder to interpret. We made trials of several types of scalings in Figs. 5-7. From those scaling plots, in consequence, we found that the data of $`f`$ and $`B`$ agree with Zaanen’s self-consistency condition (14). Moreover, we investigated the asymptotic form of $`f`$. We found $`f\mathrm{exp}(C^{}d^\alpha )`$ with $`\alpha =0.808(1)`$, which again supports Zaanen’s result (15) rather than Eq. (18).

According to him, underlying physics of Eqs. (14) and (15) is quite peculiar; collisions with adjacent neighbors rather suppress short-range fluctuations, and consequently, quantum string is straightened macroscopically. In fact, we found that in Fig. 9, string’s fluctuation deviation $`\mathrm{\Delta }`$ is bounded within $`\mathrm{\Delta }\mathrm{log}d`$, which is far less than the wall spacing $`d`$. The above observations tell that in essence, quantum-string’s ground state is governed by infrared fluctuations. In this respect, it is decisively important to treat long quantum string; otherwise we could not have observed those features mentioned above. Hence, our simulation scheme is advantageous.

We have confirmed that owing to collisions, actually, order out of disorder sets in. This observation immediately leads an expectation that the stripe pattern observed in doped cuprates  is stabilized by this mechanism. To verify this definitely, one may need to explore ‘stacked’ strings. As for stacked membranes, it has been known that $`N`$-membrane physics is essentially the same as that of a single membrane confined between walls . That is, there is a nice relation, with which one readily obtains $`N`$-membrane behavior with use of single-membrane result. It remains for future study to verify that similar relation holds as well as for stacked strings.

## Acknowledgment

Numerical calculation was performed on Alpha workstations of theoretical physics group, Okayama university.