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# A multibaker map for shear flow and viscous heating

## I Introduction

Shear flows provide one of the paradigms of transport processes . The importance of chaos in the equations underlying macroscopic shearing has recently been addressed by various numerical studies , which to some extent were supported by kinetic theory  and rigorous mathematical work . In contrast, however, a simple, exactly solvable model based on a low-dimensional chaotic dynamics — whose mixing property would be the cause of irreversibility — has not yet been established. For material and heat transport such type of models have helped to understand the physical content of thermostating schemes used in numerical simulations  (cf. however  for open questions). In the present article we introduce a similar model for shear flows in the hope that it can also serve such a purpose. The approach will be based on multibaker maps. Previous works in this spirit successfully described the phenomena of diffusion , conduction in an external field , chemical reactions , thermal conduction , and cross effects due to the simultaneous presence of an external field and heat conduction .

Our aim is to model a sheared fluid confined between two parallel walls at the coordinates $`x=0`$ and $`x=L`$ (Fig. 1). The flow is assumed to be two-dimensional in the $`(x,y)`$ plane. Shear is induced by prescribing different $`y`$ components of the average velocities $`𝐯`$ of particles close to the respective walls. In order to make the calculations more transparent, we confine the discussion to cases where the driving is sufficiently weak to induce only a laminar flow, i.e., to cases where the velocity of particles is always directed in the vertical direction such that $`𝐯=(0,v(x))`$. For this system we establish a local entropy balance that covers time dependent effects and does not rely on the implementation of boundary conditions.

Three different boundary conditions for dealing with the dissipated heat are considered: (i)  In the simplest case the system is isolated. A stationary linear velocity profile emerges in that case, and the temperature becomes uniform. No steady state is reached, however, due to a constant increase of temperature in response to the viscous heating. In addition, we consider systems where (ii)  there is a bulk thermostat uniformly taking out the viscous heat, and (iii)  the temperature is fixed to the same value at both boundaries so that the asymptotic temperature profile is stationary, but no longer uniform.

The paper is organized as follows: In Sect. II we recall basic notions of irreversible thermodynamics that are to be recovered in a suitable continuum limit of the multibaker dynamics. In Sect. III we introduce the model, and establish the evolution equations for the velocity and the temperature field. This allows us to address the entropy dynamics and its balance equation (Sect. IV). Subsequently, in Sect. V the macroscopic limit of the resulting equations is worked out. The global behavior at different boundary conditions is compared to irreversible thermodynamics in Sect. VII, and conclusions are drawn in Sect. VIII.

## II Irreversible thermodynamics

In this section we recall the thermodynamic description of shear flows accompanied by viscous heating. The picture is simplified by considering an incompressible fluid at constant pressure.

### A Transport equations

For a system with constant density and pressure the temperature $`T`$ is the only relevant state variable, and for a complete description one also has to specify the velocity field $`𝐯`$ of the fluid . The thermodynamic state variables are the velocity field $`𝐯`$ and the temperature $`T`$ . Mass conservation is expressed by a continuity equation. For incompressible fluids the uniform mass density $`\rho `$ implies that the flow is divergence free, i.e.,

$$_iv_i=0.$$
(1)
Here $`i=x,y`$ labels the components of the local flow velocity $`𝐯(v_x,v_y)`$, and we adopted the Einstein convention, i.e., summation over repeated indices. The equation of motion for the velocity components is given by the Navier-Stokes equation. For the case of a negligible pressure gradient it reads

$$\frac{d}{dt}v_i=\nu _j_jv_i,$$
(2)
where $`\nu `$ is the kinematic viscosity, and $`d/dt`$ is the total time derivative.

The system of equations is closed  by the equation

$$\frac{d}{dt}T=\frac{\lambda }{\rho c_V}_i_iT+\frac{1}{2}\frac{\nu }{c_V}(_kv_l+_lv_k)(_kv_l+_lv_k)$$
(3)
for the temperature evolution. Here, $`c_V`$ is the specific heat at constant volume, and $`\lambda `$ is the thermal conductivity.

### B Entropy balance

The balance equation of the entropy density $`s`$ is

$`_ts`$ $`=`$ $`\sigma ^{(irr)}+\mathrm{\Phi },`$ (4)
$`\mathrm{\Phi }`$ $`=`$ $`_ij_i^{(s)}+\mathrm{\Phi }^{(th)},`$ (5)
where $`\sigma ^{(irr)}`$ is the irreversible entropy production reflecting the viscous heating of the flow, $`\mathrm{\Phi }`$ the entropy flux, and $`𝐣^{(s)}`$ is the entropy-current density. The term $`\mathrm{\Phi }^{(th)}`$ models an entropy flux let into a heat bath. In the bulk of a hydrodynamic system this term typically vanishes, but it takes non-vanishing values wherever there is a flux into the environment (i.e., for instance at the boundaries when there is a heat flux through the walls). In simulations where one does not desire to focus on the effects of temperature gradients, and applies a thermostating algorithm, a non-vanishing $`\mathrm{\Phi }^{(th)}`$ can appear even in the bulk of the system. We say that a system is subjected to an ideal thermostat, when the dissipated heat is directly let into the heat bath. In that case the entropy current vanishes in the steady state, $`j_i^{(s)}=0`$, while $`\mathrm{\Phi }^{(th)}`$ is non-zero in the bulk, and counterbalances the steady-state entropy production.

For an incompressible fluid in local equilibrium the Gibbs relation $`\mathrm{d}s=\mathrm{d}u/T`$ applies locally. The evolution equations can be used to evaluate the terms in Eq. (4). A straightforward calculation yields for the rate of irreversible entropy production (cf. for instance \[1, Ch. XII. (23)\])

$$\sigma ^{(irr)}=\lambda \frac{(_iT)(_iT)}{T^2}+\frac{\nu \rho }{2T}(_jv_k+_kv_j)(_jv_k+_kv_j).$$
(6)
The associated entropy current takes the form \[1, Ch. XII. (22), (24)\]

$$j_i^{(s)}=\lambda \frac{_iT}{T}.$$
(7)
It depends only on the local temperature and its gradient. The flow velocity $`𝐯`$ does not enter.

### C Laminar Flow

For a laminar flow driven by prescribed non-trivial $`y`$ components of the velocity at the two walls, the velocity field at any position $`(x,y)`$ takes the form $`𝐯(0,v(x))`$ (see Fig. 1). The $`x`$ component of the velocity vanishes, and the profile is translational invariant in the $`y`$ direction (parallel to the walls). We restrict our investigation to cases where the same holds for the temperature such that $`T=T(x)`$. Consequently, for the laminar flow the transport equations take the form

$`_tv`$ $`=`$ $`\nu _x^2v,`$ (9)
$`_tT`$ $`=`$ $`{\displaystyle \frac{\lambda }{\rho c_V}}_x^2T+{\displaystyle \frac{\nu }{c_V}}(_xv)^2,`$ (10)
while the rate of irreversible entropy production $`\sigma ^{(irr)}`$ and the entropy current $`j^{(s)}`$ can be written as

$`\sigma ^{(irr)}`$ $`=`$ $`\lambda \left({\displaystyle \frac{_xT}{T}}\right)^2+{\displaystyle \frac{\nu \rho }{T}}(_xv)^2,`$ (12)
$`j^{(s)}`$ $`=`$ $`\lambda {\displaystyle \frac{_xT}{T}}.`$ (13)
The scalar current $`j^{(s)}`$ denotes the $`x`$ component of the entropy current, and an analogous convention is adopted for all currents. The $`y`$ components of the currents vanish in the considered setting.

## III The multibaker map

In order to model the laminar flow we divide the plane into square cells of size $`a\times a`$ that are large enough, on the one hand, to admit thermodynamically meaningful averages, but, on the other hand, sufficiently small to neglect gradients across cells. The cells are considered as the regions used in irreversible thermodynamics to define local equilibrium variables. The system shown in Fig. 1 is represented by a rectangular array of $`NL/a`$ cells in horizontal direction, and an infinite number of cells vertically (Fig. 2a). Cells are labeled by the indices $`m_x=0,\mathrm{},N+1`$, and $`m_y=\mathrm{},\mathrm{},\mathrm{}`$. All cells have the same dynamics except the outermost ones where it is modified to implement boundary conditions.

### A Action of the mapping in the $`(x,y)`$ plane

After each time unit $`\tau `$ every cell is divided into five columns (Fig. 2b). The rightmost (R) and leftmost (L) column have width $`ag`$. They are mapped onto a strip of height $`ag`$ in cell $`(m_x+1,m_y)`$ and cell $`(m_x1,m_y)`$, respectively. The left column (U) of widths $`au`$ is mapped upwards onto a strip of height $`au`$ in cell $`(m_x,m_y+1)`$, and the right one labeled by (D) downwards into $`(m_x,m_y1)`$, respectively. Region $`S`$ stays within the cell. In all cases the area of the strips is preserved.

This dynamics is driving two fields. Denoting the composite index $`(m_x,m_y)`$ as $`𝐦`$, these fields are
(i) the velocity field $`v_𝐦`$ describing the mean flow velocity $`v(x,y)`$ in cell $`𝐦`$
(ii) an energy field $`w_𝐦`$ that represents the kinetic energy of the fluid in cell $`𝐦`$.

The dynamics on this two-dimensional lattice can be considered as a model of the velocity and energy transport in the configuration space. In order to obtain a faithful representation of the entropy balance, however, one has to consider the phase-space dynamics. To define the dynamics in the analog of a $`\mu `$-space, we take into account the translation invariance of the problem. The velocity and energy fields can take on different values in the columns $`m_x=0,\mathrm{},N+1`$ of Fig. 2a, but the fields have to be uniform within every column. In this respect it is not necessary to follow the dynamics in the $`y`$ direction, and one achieves a quasi one-dimensional dynamics in an $`(x,p)`$ space, where $`p`$ represents the non-trivial momentum-like variable of the model.

### B Action of the mapping in the $`(x,p)`$ space

The domain of the multibaker in the $`(x,p)`$ space is shown in Fig. 3a. It comprises a chain of $`N+2`$ cells of size $`a\times b`$, that for sake of more condensed notations are labeled by the index $`m`$. The middle $`N`$ cells represent the bulk, and two additional ones are used to implement boundary conditions (cf. Section VI). The parameter $`b`$ sets the momentum scale. It will not play any role in thermodynamic considerations.

In order to maintain the same dynamics in the transport direction in the two representations of the flow, each cell is divided into three columns of size $`ag`$, $`a\widehat{s}`$ and $`ag`$, where $`g`$ is the same as above and $`\widehat{s}=12g`$. The left and right columns of cell $`m`$ are mapped into a strip of height $`ag`$ in cell $`m+1`$ and cell $`m1`$, respectively, as shown in Fig. 3b. The middle column of size $`a\widehat{s}`$ is squeezed and stretched onto a strip of height $`a\widehat{s}`$ and remains in the same cell.

This multibaker dynamics drives the velocity and energy fields. Their values might depend on the phase-space coordinate. Hence, we are dealing with the bivariate distribution of the velocity $`v(x,p)`$ and kinetic energy $`w(x,p)`$ within each cell $`m`$. Only the cell averages, $`v_m`$ and $`w_m`$ appear in the transport equations. The dependence of $`v(x,p)`$ and $`w(x,p)`$ on the phase-space coordinates contributes essentially to the entropy dynamics, however.

### C The dynamics of the velocity field

The mass density $`\rho _m`$ is proportional to the average phase-space density $`\varrho _m`$, in cell $`m`$, i.e.,

$$\rho _m=Mb\varrho _m,$$
(14)
where $`M`$ is a constant of dimension mass. When interpreting the mass density or associated quantities from the point of view of the two-dimensional flow, $`\rho _m`$ is to be understood as a mass density in the $`x`$ coordinate per unit length in $`y`$ direction. Hence, $`\rho _mv_m`$ represents the preserved momentum density (per unit length) of the hydrodynamic flow. Its evolution expresses momentum conservation. As a consequence, the updated values for the velocity on the strips $`(L,\widehat{S},R)`$ after one time unit are (cf. the right side of Fig. 3b)

$`\rho _m^{}v_{m,l}^{}`$ $`=`$ $`\rho _{m+1}v_{m+1},`$ (15)
$`\rho _m^{}v_{m,s}^{}`$ $`=`$ $`\rho _mv_m,`$ (16)
$`\rho _m^{}v_{m,r}^{}`$ $`=`$ $`\rho _{m1}v_{m1},`$ (17)
where, $`v_{m,l}^{}`$, $`v_{m,s}^{}`$, and $`v_{m,r}^{}`$ stand for the velocities of the flow in the regions $`(L,\widehat{S},R)`$ of cell $`m`$, respectively. The prime indicates that the updated values of the field are considered. The average momentum $`\rho _mv_m`$ of the full cell is the average of the contributions on the different strips, i.e.,

$$\rho _mv_m=(g\rho _{m,r}v_{m,r}+\widehat{s}\rho _{m,s}v_{m,s}+g\rho _{m,l}v_{m,l})$$
(18)
at any instant of time. If the velocity is initially uniform in the full cell (i.e., the values of $`v`$ in all strips agree), then due to Eqs. (18) and (16) the average velocity of cell $`m`$ becomes after one time step

$$\rho _m^{}v_m^{}=(12g)\rho _mv_m+g\rho _{m1}v_{m1}+g\rho _{m+1}v_{m+1}.$$
(19)
Observing that the mass density $`\rho `$ is uniform and constant in time, the updated value of the cell velocity $`v_m`$ is found to be

$`v_m^{}`$ $`=`$ $`v_m+g(v_{m1}+v_{m+1}2v_m).`$ (20)
This evolution can be written in the form of a discrete balance equation

$$\frac{v_m^{}v_m}{\tau }=\frac{j_{m+1}^{(v)}j_m^{(v)}}{a}$$
(21)
with the discrete current

$$j_m^{(v)}=\frac{a^2g}{\tau }\frac{v_mv_{m1}}{a}.$$
(22)
In the boundary columns $`m=0`$ and $`N+1`$ the dynamics will be augmented by force terms (Sect. VI) in order to fix the velocity to the constant values $`v_0v_L`$ and $`v_{N+1}v_R`$, respectively, irrespective of the momentum flowing into these cells.

### D The dynamics of the energy field

The energy of cell $`m`$ is obtained by integrating $`e_m\varrho _m`$ over the volume $`ab`$ of the cell. At any instant of time it is the spatial average of the energies $`e_{m,l}`$, $`e_{m,s}`$ and $`e_{m,r}`$ of the different strips,

$$e_m=ge_{m,l}+\widehat{s}e_{m,s}+ge_{m,r}.$$
(23)
The difference between the energy $`e`$ and the translational specific kinetic energy $`Mv^2/2`$ of the flow defines the specific kinetic-energy density $`weMv^2/2`$, whose macroscopic limit will be proportional to the local temperature. Therefore, on the strip $`i=l,s,r`$ in cell $`m`$ one observes kinetic-energy densities $`w_{m,i}`$ that fulfill

$`e_{m,i}={\displaystyle \frac{M}{2}}v_{m,i}^2+w_{m,i},`$

while the coarse-grained kinetic energy $`e_m`$ obeys at the same time

$`e_m={\displaystyle \frac{M}{2}}v_m^2+w_m.`$

Using these definitions and the averaging rule (23) for the energy one finds

$$w_m=gw_{m,l}+\widehat{s}w_{m,s}+gw_{m,r}+\frac{M}{2}\left[gv_{m,l}^2+\widehat{s}v_{m,s}^2+gv_{m,r}^2\left(gv_{m,l}+\widehat{s}v_{m,s}+gv_{m,r}\right)^2\right].$$
(24)
This shows that the average kinetic energy $`w_m`$ is not the straightforward spatial average of the values $`w_{m,i}`$ on the strips. Rather intra-cell variations of the velocity field (i.e., a non-trivial distribution of the $`v_{m,i}`$) also contribute to $`w_m`$.

For a thermally closed system the specific kinetic energy $`w`$ is advected by the flow. The values on the strips after one time unit are then

$`w_{m,l}^{}`$ $`=`$ $`w_{m+1},`$ (25)
$`w_{m,s}^{}`$ $`=`$ $`w_m,`$ (26)
$`w_{m,r}^{}`$ $`=`$ $`w_{m1}.`$ (27)
From this and the update (16) of the velocities the updated kinetic energy is found to be

$`w_m^{}`$ $`=`$ $`w_m+g(w_{m1}+w_{m+1}2w_m)+`$ (28)
$`+`$ $`{\displaystyle \frac{gM}{2}}\left[(v_{m1}v_m)^2+(v_{m+1}v_m)^2\right]`$ (29)
$``$ $`{\displaystyle \frac{M}{2}}\left[a^2g{\displaystyle \frac{(v_{m1}+v_{m+1}2v_m)}{a^2}}\right]^2.`$ (30)
The terms proportional to $`M`$ describe the effect of viscous heating in this discrete setting.

In order to model the action of a thermostat, that leads to local changes of the specific kinetic energy due to a heat flux into the environment, an additional thermostat heat source  $`q_m`$ is incorporated into the update of $`w_m`$ by multiplying the right-hand side of Eq. (30) by a factor $`[1+\tau q_m]`$,

$`w_m^{}`$ $`=`$ $`\{w_m+g(w_{m1}+w_{m+1}2w_m)+`$ (31)
$`+`$ $`{\displaystyle \frac{gM}{2}}\left[(v_{m1}v_m)^2+(v_{m+1}v_m)^2\right]`$ (32)
$``$ $`{\displaystyle \frac{M}{2}}g^2[v_{m1}+v_{m+1}2v_m]^2\}[1+\tau q_m].`$ (33)
This equation can be rewritten as

$$\frac{w_m^{}w_m}{\tau }=Q_m+\frac{a^2g}{\tau }\frac{w_{m+1}2w_m+w_{m1}}{a^2}$$
(34)
with the full heat source

$`Q_m`$ $`=`$ $`{\displaystyle \frac{q_m}{1+\tau q_m}}w_m^{}`$ (35)
$`+`$ $`{\displaystyle \frac{a^2g}{\tau }}{\displaystyle \frac{M}{2}}\left[{\displaystyle \frac{(v_{m1}v_m)^2}{a^2}}+{\displaystyle \frac{(v_{m+1}v_m)^2}{a^2}}\right]`$ (36)
$``$ $`{\displaystyle \frac{\tau }{2}}M\left[{\displaystyle \frac{a^2g}{\tau }}{\displaystyle \frac{(v_{m1}+v_{m+1}2v_m)}{a^2}}\right]^2.`$ (37)
The equation for the update of $`w`$ can be rearranged into a balance equation for the heat per unit volume

$$\rho \frac{w_m^{}w_m}{\tau }=\rho Q_m\frac{j_{m+1}^{(w)}j_m^{(w)}}{a}$$
(38)
which comprises the divergence of the discrete “heat” current

$$j_m^{(w)}=\frac{a^2g}{\tau }\frac{\rho }{M}\frac{w_mw_{m1}}{a}.$$
(39)
The first contribution to $`Q_m`$ in (37) reflects the action of the thermostat, and the latter two the effect of viscous heating of the fluid. A steady state with a uniform $`w`$ profile can be found for $`Q=0`$, which thus mimics an ideal thermostat. In contrast, in a bulk system in the sense of conventional irreversible thermodynamics $`q_m=0`$, and $`Q_m`$ only vanishes when the discrete velocity gradients $`v_{m+1}v_m`$ and $`v_mv_{m1}`$ across the cell vanish.

## IV Entropies and their time evolution

### A The coarse-grained and the Gibbs entropy

The Gibbs entropy for cell $`m`$ of a multibaker system with a density field $`\varrho (x,p`$) and specific kinetic-energy field $`w(x,p)`$ takes the form

$$S_m^{(G)}=k_B_{\text{cell }m}𝑑x𝑑p\varrho (x,p)\mathrm{ln}\left[\frac{\varrho (x,p)}{\varrho ^{}}w(x,p)^\gamma \right]$$
(40)
where $`\gamma `$ is a free exponent. Since the phase-space density $`\varrho (x,p)`$ is constant, one can identify the reference density $`\varrho ^{}`$ with $`\varrho (x,p)`$, and obtains

$$S_m^{(G)}=k_B\gamma \frac{a\rho }{M}_{\text{cell }m}\frac{dx}{a}\frac{dp}{b}\mathrm{ln}w(x,p).$$
(41)
Here, we have already replaced the phase-space density by the mass density (14).

The coarse-grained entropy of cell $`m`$ is based on the cell-averaged coarse-grained value $`w_m`$ of the kinetic energy $`w(x,p)`$. For the form (41) of the Gibbs entropy, one obtains

$$S_m=k_Ba\gamma \frac{\rho }{M}\mathrm{ln}w_m.$$
(42)
as the coarse-grained entropy.

In order to discuss the thermodynamic time evolution of entropies, one conveniently starts with uniform densities in every cell . In that case the coarse-grained and the Gibbs entropy initially coincide. After one time step, however, they typically differ. The Gibbs entropy has changed due to the fact that the $`w`$ field takes different values on the strips $`(R,\widehat{S},L)`$, leading to the new value

$`S_m^{(G)}`$ $`=`$ $`k_B\gamma \varrho ab\left\{g\mathrm{ln}[w_{m1}(1+\tau q_m)]+(12g)\mathrm{ln}[w_m(1+\tau q_m)]+g\mathrm{ln}[w_{m1}(1+\tau q_m)]\right\}`$ (43)
$`=`$ $`k_B\gamma \varrho ab\left\{\mathrm{ln}[w_m(1+\tau q_m)]+g\mathrm{ln}{\displaystyle \frac{w_{m1}}{w_m}}g\mathrm{ln}{\displaystyle \frac{w_m}{w_{m+1}}}\right\}.`$ (44)
On the other hand, the coarse-grained entropy after one time step is

$$S_m^{}=k_Bab\gamma \varrho \mathrm{ln}w_m^{}.$$
(45)
### B Entropy balance

The coarse-grained entropy only depends on the average kinetic-energy density $`w_m`$, and is therefore considered as the multibaker analogue of the thermodynamic entropy. Its temporal change can be decomposed as

$`{\displaystyle \frac{\mathrm{\Delta }S_m}{ab\tau }}`$ $``$ $`{\displaystyle \frac{S_m^{}S_m}{ab\tau }}`$ (46)
$`=`$ $`{\displaystyle \frac{(S_{m}^{}{}_{}{}^{}S_{m}^{(G)}{}_{}{}^{})(S_mS_m^{(G)})}{ab\tau }}+{\displaystyle \frac{S_{m}^{(G)}{}_{}{}^{}S_m^{(G)}}{ab\tau }},`$ (47)
where information-theoretic arguments  lead one to identify

$$\frac{\mathrm{\Delta }_iS_m}{ab\tau }\frac{(S_{m}^{}{}_{}{}^{}S_{m}^{(G)}{}_{}{}^{})(S_mS_m^{(G)})}{ab\tau }$$
(49)
with the rate of entropy production, and

$$\frac{\mathrm{\Delta }_eS_m}{ab\tau }\frac{S_{m}^{(G)}{}_{}{}^{}S_m^{(G)}}{ab\tau }$$
(50)
with the entropy flux. Note that the second term of the numerator of $`\mathrm{\Delta }_iS_m`$ vanishes due to the initial condition of uniform fields in the cells.

Inserting the values for $`S_m^{}`$ and $`S_m^{(G)^{}}`$ into the definition (49) yields

$`{\displaystyle \frac{\mathrm{\Delta }_iS_m}{a\tau }}`$ $`=`$ $`{\displaystyle \frac{k_B\gamma \rho }{M\tau }}[\mathrm{ln}\left({\displaystyle \frac{w_m^{}}{w_m}}(1+\tau q_m)^1\right)`$ (51)
$``$ $`g\mathrm{ln}{\displaystyle \frac{w_{m1}}{w_m}}g\mathrm{ln}{\displaystyle \frac{w_{m+1}}{w_m}}].`$ (52)
Remarkably, this expression for the entropy production does not depend on the source term $`Q_m`$, but only on the values of the coarse-grained field $`w`$ in cell $`m`$ and its neighbors. The shear flow enters only indirectly through the update $`w_m^{}`$ of $`w_m`$.

Similarly to the other balance equations, the entropy flux can be written as

$$\frac{\mathrm{\Delta }_eS_m}{a\tau }=\frac{j_{m+1}^{(s)}j_m^{(s)}}{a}+\mathrm{\Phi }_m^{(th)},$$
(53)
where the discrete entropy current $`j_m^{(s)}`$ takes the form

$$j_m^{(s)}=k_B\frac{ag}{\tau }\gamma \frac{\rho }{M}\mathrm{ln}\frac{w_{m+1}}{w_m},$$
(55)
and

$$\mathrm{\Phi }_m^{(th)}=k_B\gamma \frac{\rho }{M}q_m$$
(56)
describes the direct flux into the thermostat. Such a flux is encountered whenever there is a non-vanishing source term $`q_m`$. In view of Eq. (37) this finding further supports the interpretation of $`q_m`$ and $`Q_m`$ given at the end of Sect. III D.

## V The macroscopic limit

In this section we evaluate the expressions of the different quantities considered in Sects. III and IV, and identify conditions for consistency with the thermodynamic results described in Sect. II.

### A Definition of the limit

The macroscopic limit implies that $`La`$ (i.e., $`N1`$), and $`\tau `$ is much smaller than typical macroscopic time scales. Formally it can be defined as

$$a,\tau 0$$
(57)
such that the spatial coordinate

$`x`$ $``$ $`am`$ (58)
is finite. As mentioned earlier, the field $`w`$ is assumed to go over into the local temperature $`T(x)`$ in the macroscopic limit, i.e.,

$`w_m`$ $``$ $`Ck_BT(x),`$ (59)
where $`C`$ is a dimensionless constant.

### B The transport equations

The macroscopic form of the velocity current (22) becomes

$$j_m^{(v)}=\frac{a^2g}{\tau }_xv.$$
(60)
In order to achieve a meaningful thermodynamic result the ratio $`a^2g/\tau `$ has to be finite in the limit. Indeed, comparison with Eq. (9) shows that

$$\nu \frac{a^2g}{\tau }$$
(61)
is the kinematic viscosity.

Equations (60) and (61) imply that Eq. (20) is the discrete form of the Navier-Stokes equation (9) for the laminar flow. Moreover, with this choice for $`g`$ one obtains for the heat current (39)

$$j^{(w)}=\frac{\rho }{M}\nu Ck_B_xT.$$
(62)
Hence, Fick’s law of heat conduction is recovered with the heat conduction coefficient

$$\lambda =\frac{\rho }{M}\nu Ck_B.$$
(63)
Due to Eq. (63), the macroscopic limit of Eq. (33) reduces to Eq. (10) for the temperature evolution:

$$_tT=\frac{\lambda }{Ck_B\rho /M}_x^2T+\frac{\nu M}{Ck_B}(_xv)^2+qT.$$
(64)
Comparing the coefficients in this equation with the ones in Eq. (10), one obtains

$$Ck_B=c_VM.$$
(65)
The proportionality constant $`C`$ introduced in Eq. (59) corresponds thus to the specific heat at constant volume (measured in units of $`k_B`$).

### C The entropy balance

In the macroscopic limit the rate of irreversible entropy production (51) becomes

$$\frac{\mathrm{\Delta }_iS_m}{a\tau }\sigma ^{(irr)}=k_B\gamma \nu \frac{\rho }{M}\left(\frac{_xT}{T}\right)^2+\frac{\nu \rho }{T}(_xv)^2.$$
(66)
It fully agrees with the thermodynamic form of the entropy production (12) when the coefficient $`k_B\gamma \nu \rho /M`$ in front of the first term is the heat conductivity. In view of (63) we thus conclude, that in our model $`\gamma =C`$, i.e., the exponent $`\gamma `$ appearing in the definition (40) of the entropy is proportional to the specific heat. Hence, the final form of the heat conductivity $`\lambda `$ can be settled to

$$\lambda =\frac{\rho \gamma k_B\nu }{M}=\rho c_V\nu .$$
(67)
Working out the expression (55) of the entropy current $`j_m^{(s)}`$, one finds in the macroscopic limit

$$j^{(s)}(x)=k_B\gamma \nu \frac{\rho }{M}\frac{_xT}{T}=\lambda \frac{_xT}{T}.$$
(68)
In view of (67) this relation also fully agrees with its thermodynamic counterpart (13).

## VI Boundary Conditions

In this section we demonstrate how boundary conditions for the shear flow can be implemented in the multibaker dynamics.

### A Boundary conditions for the velocity field

The multibaker dynamics for cell $`0`$ is shown in Fig. 4. (An analogous prescription holds in cell $`N+1`$.) The action of the strip mapped from cell $`0`$ to $`1`$ fully agrees with the one of the corresponding strips in the bulk such that the dynamics of cell $`1`$ agrees with the bulk dynamics of Fig. 3b. The important difference about the dynamics at the boundary is that
(i) there is no column leaving cell $`0`$ to the left, and
(ii) the momentum of the particles entering cell $`0`$ is not preserved.
Condition (i) reflects that no particles can penetrate the walls of the system, and (ii) reflects that there is a force exerted by the boundary on the fluid. In strip $`L`$ entering cell $`0`$ (and analogously strip $`R`$ entering cell $`N+1`$) the update of the velocity consequently contains the contribution of the external force $`f_0`$ ($`f_{N+1}`$), leading to

$`v_{0,l}^{}`$ $`=`$ $`v_1+{\displaystyle \frac{f_0\tau }{g\rho }},`$ (69)
$`v_{N+1,r}^{}`$ $`=`$ $`v_N+{\displaystyle \frac{f_{N+1}\tau }{g\rho }}.`$ (70)
The update of the coarse-grained velocity of the leftmost cell is

$$v_0^{}=v_0+g(v_1v_0)+\frac{f_0\tau }{\varrho },$$
(71)
and an analogous relation holds for cell $`N+1`$. A shear flow with a prescribed shear rate is enforced by adjusting the forces in such a way that $`v_0`$ and $`v_{N+1}`$ take the respective values $`v_L`$ and $`v_R`$ of the velocities at the walls at any time.

In view of the time evolution of $`v_m`$, in a steady state \[Eq. (20) with $`v_m^{}=v_m`$\], the asymptotic velocity profile becomes linear

$$v_m=v_L+\frac{m}{N+1}(v_Rv_L)v_L+\frac{m}{N+1}\mathrm{\Delta }v$$
(72)
irrespective of the temperature distribution in the system.

### B Boundary conditions for the kinetic-energy density

The modification of the dynamics of the velocities at the boundary also implies changes of the thermostat source terms. Since the velocity in cell $`0`$ is uniform by definition, the update of $`w_0`$ can be found from Eq. (24) where the terms containing $`w_{m,l}`$ and $`v_{m,l}`$ are not present since no particles enter cell $`0`$ from the left. Consequently,

$`w_0^{}=\left[w_0+g(w_1w_0)\right](1+\tau q_0).`$

This leads to the discrete temporal change

$$\frac{w_0^{}w_0}{\tau }=\frac{q_0}{1+\tau q_0}w_0^{}+\frac{1}{a}\frac{a^2g}{\tau }\frac{w_1w_0}{a}$$
(73)
instead of Eq. (34). For a steady state $`w_0^{}w_0`$ vanishes, and the equation implies \[cf. Eq. (39)\]

$$aq_0=\frac{a^2g}{\tau }\frac{(w_1w_0)/a}{w_0+g(w_1w_0)}=\frac{j_1^{(w)}}{\varrho [w_0+g(w_1w_0)]}.$$
(74)
The right-hand side of this expression is finite in the macroscopic limit, where

$$aq_0\nu \frac{_xT}{T}|_{x=0}=\frac{\nu j^{(T)}(0)}{\lambda T(0)}.$$
(75)
Since, however, $`a0`$ in the macroscopic limit, the thermostat heat source $`q_0`$ cannot be interpreted as a density when there is a finite heat current $`j^{(w)}(0)`$. Its integral over the cell, $`aq_0`$, stays however finite. As a consequence, the heat current has to vanish in a steady state when $`q_0=q_{N+1}=0`$.

## VII Different macroscopic flows

We have seen that in the macroscopic limit the local momentum, energy and entropy balances for the multibaker map coincide with their thermodynamic forms. This result was achieved by inspecting the local time evolution of the densities without referring to particular boundary conditions, and it is not restricted to steady states. In order to underline these features, we discuss the global transport pictures for three different settings of transport. We emphasize, that the considerations immediately generalize to arbitrary time-dependent states although the particular calculations are carried out for stationary coarse-grained velocity fields.

### A Isolated systems

In thermodynamics sheared systems are often considered to be thermally isolated. In that case $`q_m`$ identically vanishes for all cells $`m=0,\mathrm{},N+1`$. Eq. (73) implies for the current (39)

$$j_1^{(w)}\frac{a^2g}{\tau }\frac{\rho }{M}\frac{w_1w_0}{a}=\frac{a\rho }{M}\frac{w_0^{}w_0}{\tau }.$$
(76)
Assuming that the time derivative of $`w_0`$ is finite in the macroscopic limit, the current $`j_1^{(w)}a(\rho /M)Ck_B_tT(0)`$ approaches zero as $`a0`$. An analogous arguments applies also to $`j_{N+1}^{(w)}`$.

Thus, for the asymptotic state, the boundary conditions imply that $`w_0`$ and $`w_{N+1}`$ practically coincide with $`w_1`$ and $`w_N`$, respectively. Moreover, the viscous heating term $`Q_m`$ in the bulk only depends on the square of $`v_{m+1}v_m`$. The heating is therefore spatially uniform in the long time limit. With this input, one immediately verifies that $`w_m`$ approaches a spatially uniform value $`w^{}`$. However, in view of the heat source $`Q_m`$ in (37), it constantly grows in time,

$$\frac{w^{^{}}w^{}}{\tau }=\nu M\left(\frac{\mathrm{\Delta }v}{a(N+1)}\right)^2.$$
(77)
This temporal evolution of $`w`$ reflects the rise of temperature due to the entropy production in the system. After all,

$`{\displaystyle \frac{\mathrm{\Delta }_iS_m}{a\tau }}{\displaystyle \frac{k_B\gamma \rho }{\tau M}}\mathrm{ln}{\displaystyle \frac{w^{^{}}}{w^{}}}={\displaystyle \frac{k_B\gamma \rho }{w^{}}}\nu \left({\displaystyle \frac{\mathrm{\Delta }v}{a(N+1)}}\right)^2+𝒪(\tau )`$

which in the macroscopic limit reduces to the thermodynamically expected value

$`\sigma ^{(irr)}(t)={\displaystyle \frac{\rho \nu }{T^{}(t)}}\left({\displaystyle \frac{\mathrm{\Delta }v}{L}}\right)^2`$

where $`T^{}(t)=\text{const}+(\nu /c_V)(\mathrm{\Delta }v/L)^2t`$ is the spatially uniform, but temporally increasing asymptotic temperature distribution. Note that the flux $`\mathrm{\Phi }^{(th)}`$ and the entropy current vanishes in this setting, implying an ever increasing entropy.

### B Systems subjected to an ideal (bulk) thermostat

In a system subjected to an ideal thermostat the viscous heating is instantaneously released into a heat bath. Accordingly, $`Q_m`$ vanishes for all cells $`m=1,\mathrm{},N`$ such that $`q_m`$ can be determined from Eq. (37).

Moreover, according to the results obtained in Sect. VI B we are again dealing with a system with vanishing heat currents through its boundaries, i.e., for the asymptotic state the boundary conditions imply $`w_0=w_1`$ and $`w_N=w_{N+1}`$, and there is no source term $`Q`$ for the heat. Consequently, $`w_m`$ approaches a spatially uniform state $`w^{}`$ that is stationary in this case. Entropy production arises due to the nontrivial form of $`q_m`$ \[cf. Eq. (37) with $`Q_m=0`$\]

$`q_mq^{}={\displaystyle \frac{\nu M\left(\frac{\mathrm{\Delta }v}{a(N+1)}\right)^2}{w^{}+\nu M\tau \left(\frac{\mathrm{\Delta }v}{a(N+1)}\right)^2}}`$

in the bulk \[cf. the steady-state velocity profile (72)\]. Hence, the irreversible entropy change is

$`{\displaystyle \frac{\mathrm{\Delta }_iS_m}{a\tau }}`$ $``$ $`{\displaystyle \frac{k_B\gamma b\varrho }{\tau }}\mathrm{ln}(1+\tau q^{})`$ (78)
$`=`$ $`{\displaystyle \frac{k_B\gamma \rho }{Mw^{}}}\nu {\displaystyle \frac{\mathrm{\Delta }v^2}{a^2(N+1)^2}}+𝒪(\tau ),`$ (79)
and in the macroscopic limit it reduces to the thermodynamically expected value

$`\sigma _m^{(irr)}={\displaystyle \frac{\rho \nu }{T^{}}}\left({\displaystyle \frac{\mathrm{\Delta }v}{L}}\right)^2,`$

where $`T^{}`$ is the steady-state temperature. Also in this case there is no entropy current in the steady state. However, at every location in the system there is a non-vanishing entropy flux into the thermostat

$$\mathrm{\Phi }^{(th)}=k_B\gamma b\varrho q_m\frac{\rho \nu }{T^{}}\left(\frac{\mathrm{\Delta }v}{L}\right)^2,$$
(80)
which exactly compensates $`\sigma ^{(irr)}`$ such that the entropy indeed is stationarity.

### C Thermostating at the walls

Finally, we discuss a steady state in a hydrodynamic bulk system that generates heat flux into the walls due to the prescribed temperatures at the boundaries. There are no thermostat heat sources in the bulk, i.e., $`q_m=0`$ for $`m=1,\mathrm{},N`$. On the other hand, there are source terms $`q_0`$ and $`q_{N+1}=q_0`$ acting in the two outermost cells that fix the values of $`w_0`$ and $`w_{N+1}`$ (i.e., the temperature) to the same constant value $`w_0`$. To this end the sources counterbalance a macroscopic heat current releasing the viscous heat into the bath at the boundaries \[cf. Eq. (74)\]. In contrast to the previous cases, the discrete heat current does not vanish at the boundaries. In view of Eqs. (39) and (73) the heat current through the left boundary of the steady state system is

$$\frac{j_1^{(w)}}{\rho }\nu \frac{w_1w_0}{a}=\frac{aq_0}{1+\tau q_0}w_0.$$
(81)
Since the dynamics is symmetrical and $`w_{N+1}=w_0`$, the current at the right boundary takes the same value up to a change of the sign

$`j_{N+1}^{(w)}=j_1^{(w)}.`$

In a steady state the cells in the bulk consequently fulfill

$`0=\rho {\displaystyle \frac{w_m^{}w_m}{\tau }}=\rho \nu {\displaystyle \frac{\mathrm{\Delta }v^2}{a^2(N+1)^2}}{\displaystyle \frac{j_{m+1}^{(w)}j_m^{(w)}}{a}},`$

leading to a linear profile of the heat current,

$$j_m^{(w)}=a\left(m1\frac{N}{2}\right)\rho \nu \left(\frac{\mathrm{\Delta }v}{a(N+1)}\right)^2.$$
(82)
In view of the definition Eq. (39) of $`j_m^{(w)}`$, this implies a parabolic profile of $`w`$ in the steady state,

$$w_m^{}=w_0\frac{am}{2}a[m(N+1)]M\left(\frac{\mathrm{\Delta }v}{a(N+1)}\right)^2,$$
(83)
as expected for the temperature profile in a shear flow subjected to identical temperatures at the two ends.

The entropy production in the bulk is related to the spatial variation of the steady-state distribution $`w_m^{}`$ \[cf. Eq. (51)\],

$`\sigma _m^{(irr)}`$ $``$ $`{\displaystyle \frac{k_B\gamma \rho }{\tau M}}\left[g\mathrm{ln}{\displaystyle \frac{w_{m1}^{}}{w_m^{}}}+g\mathrm{ln}{\displaystyle \frac{w_{m+1}^{}}{w_m^{}}}\right]`$ (84)
$`=`$ $`{\displaystyle \frac{k_B\gamma }{M}}\left[{\displaystyle \frac{1}{w_m^{}}}{\displaystyle \frac{j_{m+1}^{(w)}j_m^{(w)}}{a}}+{\displaystyle \frac{j_{m+1}^{(w)}{}_{}{}^{2}+j_{m}^{(w)}{}_{}{}^{2}}{2\rho \nu w_m^2}}\right],`$ (85)
where the second equation was obtained by expanding the logarithms to second order in the differences $`w_{m+1}^{}w_m^{}`$, and rearranging terms. Using Eqs. (38), (37) and (82), the first term can be related to the applied shear rate, while the second one represents the contribution to the entropy production arising from the heat flow. Indeed, in the macroscopic limit one recovers in this case both contributions to Eq. (66). (For small shear rates the contribution from the temperature change is, however, negligible). Correspondingly, there is a finite entropy current $`j^{(s)}`$ at every point in the system, but only at the boundaries there is a flux into the thermostat. According to Eq. (75) the macroscopic limit of the full entropy flux through the boundaries becomes

$$a\mathrm{\Phi }^{(th)}=k_B\gamma b\varrho aq_0k_B\gamma \nu \frac{\rho }{M}\frac{_xT}{T}|_{x=0}.$$
(86)
Since the stationary temperature profile is obtained from (83) in the form of $`T(x)=T(0)[x(xL)(M/2Ck_B)](\mathrm{\Delta }v/L)^2`$, the derivative at the origin is $`_xT|_{x=0}=ML(\mathrm{\Delta }v/L)^2/(2Ck_B)`$. The contribution at the right boundary is the same. Therefore, we find for the integrated entropy flux

$$\mathrm{\Phi }^{(th,tot)}=\frac{\rho \nu }{T_0}L\left(\frac{\mathrm{\Delta }v}{L}\right)^2,$$
(87)
where we used $`\gamma =C`$. For weak shear this is essentially the same as the integral of the constant flux (80) over the chain. Thus, we conclude that for sufficiently small heat currents thermostating in the bulk and in the boundaries can lead to the same global behavior.

The work per unit time done by the external force densities $`f_0`$ and $`f_{N+1}`$ can be evaluated using their form Eq. (70) and the value of the constant velocity gradient

$$a(f_0v_L+f_{N+1}v_R)=\nu \rho \frac{(\mathrm{\Delta }v)^2}{L}.$$
(88)
This expression is exactly $`T_0\mathrm{\Phi }^{(th,tot)}`$, such that in a steady state the work done by the external forces equals the total heat flux into the thermostat.

## VIII Discussion

We have enlarged the family of multibaker maps by a model for momentum, energy and entropy transport in viscous hydrodynamic flows. Although the macroscopic problem is of strongly dissipative nature, the proposed multibaker dynamics is area preserving (Hamiltonian). This is to be contrasted with previous multibaker models of electric transport  and thermoelectric cross effects  where the inclusion of a reversible dissipation mechanism was necessary in order to simulate the effect of thermostating on the particle dynamics. The form in which thermostating appears in the present model is via a heat-source term in the microscopic energy dynamics (which was already present in the model of cross effects ). This term, however, does not give rise to phase-space contraction.

The model has the following basic features:
(a) The time evolution of the system can be interpreted as that of weakly interacting particles. The resulting “multi-baker” gas obeys the classical ideal-gas equation of state. The particle and heat diffusion coefficient, and the kinematic viscosity are proportional to each other, as in the kinetic theory for classical ideal gases .
(b) The distribution of a macroscopic velocity does not enter the entropy explicitly. Rather the shear rate appears in the entropy balance via its influence on the temperature dynamics only.
(c) The connection to a thermodynamic description of transport is achieved by considering fields, which are coarse grained in regions of small spatial extension. Their properties are to be contrasted to those of fields characterizing the microscopic evolution.
(d) Comparing these two levels of description allows us to identify all contributions to the local entropy balance, in full consistency with thermodynamics. They apply to both stationary and transient states.
(e) A source term is implemented in the evolution equation of the microscopic kinetic energy. It provides the possibility to implement local irreversible cooling of the system, i.e., to extract heat such that states which are permanently warmed up by viscous heating can become stationary. In traditional thermodynamics these terms are only present at the boundaries, and they vanish in the bulk.
(f) It is indicated how the velocity and the kinetic-energy dynamics can be implemented at the walls in order to achieve correspondence with different macroscopic boundary conditions.
(g) When source terms are present in the bulk, the local entropy balance of nonequilibrium thermodynamics is generalized by introducing at every location an instantaneous flux of entropy (i.e., of heat) into a thermostat (the entropy flux is then no longer the divergence of the entropy current). The dynamics is in that case reminiscent of numerical algorithms based on Gaussian thermostats.
(h) The global entropy balance was worked out, in order to demonstrate that the total heat flux into a thermostat is independent to a large extend of whether thermostating is applied in the bulk or at the walls.

The major interest of the present model lies in the light it sheds on the origin of viscous heating in deterministic models of transport. It was pointed out how fractal structures emerge in multibaker models for a variety of physical settings of shear flow. In all cases the structures arise from the mixing of regions with different local temperatures and flow velocities whose differences are exponentially proliferating to smaller and smaller scales for a nonequilibrium system. One can explicitly follow this redistribution of the kinetic energy, until it reaches the scale of the domains used to define local thermodynamic averages. Motion at that scale has to be considered as contributing to the non-directional motion, hence leading to viscous heating. It is only due to this coarse-graining mechanism that the macroscopic shear rate appears in the expression of the irreversible entropy production.

## Acknowledgments

We would like to thank Bob Dorfman, Christan Gruber, and Gary Morris for illuminating discussions. Support from the Hungarian Science Foundation (OTKA Grand No. 032423) is acknowledged.


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# 1 Introduction

## 1 Introduction

Supersymmetric models with softly broken supersymmetry contain parameters which are in general complex and the phases associated with them are in general O(1). Such phases induce CP violation and contribute to the electric dipole moment of the electron and of the neutron and because the phases are O(1) such contributions are in general very large and in conflict with the experimental values:

$$|d_e|<4.3\times 10^{27}ecm,|d_n|<6.3\times 10^{26}ecm.$$
(1)
There are several solutions suggested in the literature to avoid this conflict. One possibility suggested is that the phases could be small $`O(10^3)`$ while the SUSY spectrum is moderate. This possibility, however, constitutes a fine-tuning. Another possiblity is that the EDMs are suppressed kinematically because of the heaviness of the sparticle masses that are exchanged in the loops of the EDMs operators. This possibility puts the SUSY particle even beyond the reach of the Large Hadron Collider (LHC) and the heavy spectrum itself represents another fine tuning. However, it was demonstrated that this need not to be the case and indeed there could be consistency with experiment even with large CP phases and a light spectrum due to an internal cancellation mechanism among the various contributions to the EDM. The above possibility has led to considerable further activity and the effects of large CP phases have been studied in different phenomena. There are other possibilities suggested in the literature to overcome the EDM problem which consists of using a mixture of the previous two scenarios. As an example of a mixed solution is the one with non-universal trilinear coupling $`A_f`$ (f=1,2,3). This scenario requires the phase of $`\mu `$ to be fine tuned to $`O(10^2)`$ or less, $`phase(A_f)=(0,0,phase(A_3))`$ and the gluino mass to be heavy. Thus some phases of the theory are fine tuned and others are of O(1). To suppress the effects of these selected phases one has to push the corresponding masses up.

The cancellation mechanism opens a window of physics with large CP phases and a light SUSY spectrum. Analyses have been carried out to investigate the effects of CP phases on dark matter, on $`g_\mu 2`$, on proton lifetime and on other low energy processes. One sector of relevance to us here is the neutral Higgs sector. It was pointed out in Ref.  that the presence of CP phases in the soft SUSY breaking sector will induce CP effects in the neutral Higgs sector allowing a mixing of the CP even and the CP odd states. Effects of mixings arising from the exchange of the top-stops and bottom-sbottoms were computed in Ref.. Additional contributions from the chargino, the W and the charged Higgs exchange loops were studied in Ref. .

In this paper we use the CP properties of the neutral Higgs bosons as an experimental probe to compare the three main solutions to EDM problem. The solutions of mixed type will not be considered here in details since their behaviour could be inferred from the main scenarios. We show that among the three scenarios, the cancellation mechanism has somewhat of a unique position in that it is the favored solution to the EDM problem if the MSSM Higgs bosons are discovered and are found to be admixtures of CP even and CP odd states.

To evaluate the radiative corrections to the Higgs boson masses and mixings we use the effective potential approximation

$$V=V_0+\mathrm{\Delta }V$$

where $`V_0`$ is the tree-level potential and $`\mathrm{\Delta }V`$ is the one loop Coleman-Weinberg correction

$$\mathrm{\Delta }V=\frac{1}{64\pi ^2}Str(M^4(H_1,H_2)(log\frac{M^2(H_1,H_2)}{Q^2}\frac{3}{2})$$
(2)
with $`Str=_iC_i(2J_i+1)(1)^{2J_i}`$ where the sum runs over all particles with spin $`J_i`$ and $`C_i(2J_i+1)`$ counts the degrees of the particle i, Q is the running scale and $`H_{1,2}`$ are the SU(2) Higgs doublets with non vanishing vacuum expectation $`v_1`$ and $`v_2`$:

$`(H_1)=\left(\begin{array}{c}H_1^0\\ H_1^{}\end{array}\right)={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{c}v_1+\varphi _1+i\psi _1\\ H_1^{}\end{array}\right)`$
$`(H_2)=\left(\begin{array}{c}H_2^+\\ H_2^0\end{array}\right)={\displaystyle \frac{e^{i\theta _H}}{\sqrt{2}}}\left(\begin{array}{c}H_2^+\\ v_2+\varphi _2+i\psi _2\end{array}\right)`$ (3)
We consider here the contributions from the top-stop, and the bottom-sbottom and from the W-charged Higgs-chargino sector exchange. The mass squared matrix of the neutral Higgs bosons is defined by

$$M_{ab}^2=(\frac{^2V}{\mathrm{\Phi }_a\mathrm{\Phi }_b})_0$$
(4)
where $`\mathrm{\Phi }_a`$ (a=1-4) are defined by

$$\{\mathrm{\Phi }_a\}=\{\varphi _1,\varphi _2,\psi _1,\psi _2\}$$
(5)
and the subscript 0 means that we set $`\varphi _1=\varphi _2=\psi _1=\psi _2=0`$. We introduce a new basis $`\{\varphi _1,\varphi _2,\psi _{1D},\psi _{2D}\}`$ where $`\psi _{1D},\psi _{2D}`$ are defined by

$`\psi _{1D}=\mathrm{sin}\beta \psi _1+\mathrm{cos}\beta \psi _2`$
$`\psi _{2D}=\mathrm{cos}\beta \psi _1+\mathrm{sin}\beta \psi _2`$ (6)
and where $`\mathrm{tan}\beta =\frac{v_2}{v_1}`$. In this basis the field $`\psi _{2D}`$ decouples from the other three fields and is a massless state (Goldstone field). The Higgs $`(mass)^2`$ matrix $`M_{Higgs}^2`$ of the remaining three fields is given by

$$M_{Higgs}^2=\left(\begin{array}{ccc}M_Z^2c_\beta ^2+M_A^2s_\beta ^2+\mathrm{\Delta }_{11}& (M_Z^2+M_A^2)s_\beta c_\beta +\mathrm{\Delta }_{12}& \mathrm{\Delta }_{13}\\ (M_Z^2+M_A^2)s_\beta c_\beta +\mathrm{\Delta }_{12}& M_Z^2s_\beta ^2+M_A^2c_\beta ^2+\mathrm{\Delta }_{22}& \mathrm{\Delta }_{23}\\ \mathrm{\Delta }_{13}& \mathrm{\Delta }_{23}& (M_A^2+\mathrm{\Delta }_{33})\end{array}\right)$$
(7)
where $`(c_\beta ,s_\beta )=(\mathrm{cos}\beta ,\mathrm{sin}\beta )`$. The detailed structure of the elements in the above matrix is given in Ref. .

We note that the basis fields $`\{\varphi _1,\varphi _2,\psi _{1D}\}`$ of matrix (8) are the real parts of the neutral Higgs fields and a linear combination of their imaginary parts as displayed in Eq. (4) and so these basis fields are pure CP states. Thus $`\varphi _{1,2}`$ are CP even (scalars) and $`\psi _{1D}`$ is CP odd (a pseudoscalar). What we are interested here is the mixing between the CP even and the CP odd Higgs states in the eigen vectors of Eq. (8) and this mixing is governed by the off diagonal elements $`\mathrm{\Delta }_{12}`$ and $`\mathrm{\Delta }_{23}`$. These can be written in the form

$$\mathrm{\Delta }_{12,23}=A_{12,23}\mathrm{sin}\gamma _t+B_{12,23}\mathrm{sin}\gamma _b+C_{12,23}\mathrm{sin}\gamma _2$$
(8)
where $`A`$, $`B`$ and $`C`$ are functions of the masses, of couplings, and of other SUSY parameters such as $`\mathrm{tan}\beta `$, etc., and $`\gamma _{t,b,2}`$ are linear combination of the CP phases and are given by

$$\gamma _t=\alpha _{A_t}+\theta _\mu ,\gamma _b=\alpha _{A_b}+\theta _\mu ,\gamma _2=\xi _2+\theta _\mu ,$$
(9)
where $`\alpha _{A_f}`$ is the phase of $`A_f`$, $`\theta _\mu `$ is the phase of $`\mu `$ parameter in the superpotential and $`\xi _2`$ is the phase of the gaugino mass $`m_2`$. In the limit of vanishing CP phases the matrix elements $`\mathrm{\Delta }_{12}`$ and $`\mathrm{\Delta }_{23}`$ vanish and thus the Higgs $`mass^2`$ matrix factors into a $`2\times 2`$ CP even Higgs matrix times a CP odd element. From the structure of the matrix we see that the physical Higgs fields (the mass eigen states) have mixings between their CP even and their CP odd components and these mixings are induced purely by the existence of CP phases. Diagonalizing the $`M_{Higgs}^2`$ matrix

$$RM^2R^T=diag(m_{H_1}^2,m_{H_2}^2,m_{H_3}^2)$$
(10)
one can calculate the percentage of the CP even components $`\varphi _{1,2}`$ and the CP odd component $`\psi _{1D}`$ of the three physical fields $`H_{1,2,3}`$. We order the eigen values so that in the limit of no mixing between the CP even and the CP odd states one has $`(m_{H_1},m_{H_2},m_{H_3})`$ $``$ $`(m_H,m_h,m_A)`$ where $`m_H`$ is the mass of the heavy CP even state, $`m_h`$ the mass of the light CP even and $`m_A`$ is the mass of the CP odd Higgs in MSSM when all CP phases are set to zero. The similarity of the dependence on $`\mathrm{sin}(SUSYphases)`$ of the mixing matrix elements $`\mathrm{\Delta }_{12,23}`$ and of the EDMs is striking and indicates that there is a strong correlation between these two physical phenomena i.e. fermions of the theory possess EDMs and the neutral Higgs sector of the theory consists of non-pure CP states.

## 2 EDM and Higgs mixings analysis

We begin with a brief discussion of the EDMs of the electron and of the neutron. For the case of the electron we have that the electric dipole moment operator has only two components, i.e., the loop contribution from the chargino and from the neutralino . For the neutron EDM, we have three operators, the chromoelectric dipole moment , the electric dipole moment and the purely gluonic dimension six operator. The chromoelectric and the electric operators each have three components arising from the chargino, the neutralino and the gluino exchange loops. In addition to the above, there are two loop graphs which contribute to the EDMS and have been included in the present analysis. However, it turns out that in essentially all regions of the parameter space investigated, the effects of the two loop contributions is very small.

For the general analysis in MSSM the number of parameters that are involved in the EDM and in the Higgs mixings is rather large. For the purpose of numerical study we confine ourselves to a constrained set consisting of: $`m_0,m_{\frac{1}{2}}`$, $`m_A`$, $`|A_0|`$, $`\mathrm{tan}\beta `$, $`\theta _\mu `$, $`\alpha _{A_0}`$, $`\xi _1`$, $`\xi _2`$ and $`\xi _3`$. (For definition of the parameters see Refs. and ). Using this parameter set we generate the sparticle masses at low energy starting at the GUT scale and evolving them down to the electroweak scale using renormalization group analysis. The parameter $`\mu `$ in the superpotential is to be evaluated using the constraint of radiative breaking of the electroweak symmetry.

In addition to the masses of sparticles and CP phases that affect the magnitude of the EDMs and the Higgs mixings, $`\mathrm{tan}\beta `$ has a large effect on the EDMs and also plays a crucial role in Higgs mixings as will be seen later. In Fig.1 and Fig.2 we show the $`\mathrm{tan}\beta `$ dependence of the different components of the electron and of the neutron EDMs respectively. The figures show that the magnitudes of the electron and of the neutron EDM generally increase as $`\mathrm{tan}\beta `$ increases. For the case of the electron in Fig. 1 this behavior can be easily understood since the chargino component has a factor of $`\frac{1}{\mathrm{cos}\beta }`$ which grows as $`\mathrm{tan}\beta `$ increases and also there is another weaker dependence on $`\mathrm{tan}\beta `$ coming from the diagonalizing matrices of the chargino mass matrix but the net effect of both factors is to increase the chargino contribution with $`\mathrm{tan}\beta `$ as shown by the solid curve of Fig. 1. The large terms in the neutralino contribution are proportional to $`\mathrm{tan}\beta `$ coming from the elements of the matrix that diagonalizes the selectron $`mass^2`$ matrix. In comparison the contribution which comes from the elements of the matrix that diagonalizes the neutralino mass matrix produces only a weak dependence on $`\mathrm{tan}\beta `$. The neutralino contribution dependence on $`\mathrm{tan}\beta `$ is shown by the dashed curve of Fig. 1. Thus together the chargino and the neutralino contributions exhibit a dependence on $`\mathrm{tan}\beta `$ so that their total contribution increases with increasing $`\mathrm{tan}\beta `$. For the neutron case, we have contributions from the up quark and from the down quark. The up and down quarks have different $`\mathrm{tan}\beta `$ dependences. In the electric and the chromoelectric dipole moment operators the up quark contribution decreases as $`\mathrm{tan}\beta `$ increases while the down quark contribution increases. However, the down quark contribution dominates and thus the contribution of these two operators is an increasing function of $`\mathrm{tan}\beta `$ as shown by the solid and dotted with squars curves of Fig. 2. The gluonic operator has top-stop vertex in its two loop diagrams and thus has a term of $`\mathrm{cot}\beta `$ that decreases as $`\mathrm{tan}\beta `$ increases but it has also a bottom-sbottom vertex that contributes a linear dependence on $`\mathrm{tan}\beta `$. Thus $`d^G`$ has a more complicated dependence on $`\mathrm{tan}\beta `$ as shown by the dashed curve of Fig. 2, where the sbottom contribution is larger in that area of parameter space. However, unless there are large cancellations between the electric and the chromoelectric operators the contribution from the gluonic operator is relatively small. As a result the neutron EDM is also an increasing function of $`\mathrm{tan}\beta `$.

We discuss now the Higgs mixing. We use the matrix elements $`R_{ij}`$ of the diagonalizing matrix $`R`$ in Eq. (11) to calculate the percentage of the CP even and the CP odd components of the physical Higgs fields in the neutral sector. In most of the parameter space investigated in Ref.  and , $`H_2`$, which limits to the CP even lightest Higgs as the CP phases vanish, develops almost no CP odd component and thus remains a pure CP even state. This result can be understood from the large difference in the magnitude between the two mixing terms $`\mathrm{\Delta }_{13}`$ and $`\mathrm{\Delta }_{23}`$. Thus MSSM with phases has one pure scalar Higgs field and the other states, i.e., $`H_1`$ and $`H_3`$, can have mixings. This mixing in $`H_1`$ and $`H_3`$ depends on the size of the CP phases and on $`\mathrm{tan}\beta `$, as demonstrated in Refs.  and . The effect of $`\mathrm{tan}\beta `$ on the mixing is dramatic. This is shown in Fig. 3, where we have plotted the CP odd and the even components of $`H_1`$ as functions of $`\mathrm{tan}\beta `$. It is clear that even with large CP phases the CP odd component of $`H_1`$ is very small for $`\mathrm{tan}\beta <15`$. However, this component can get very large as $`\mathrm{tan}\beta `$ gets large and it could become as much as $`50\%`$ when $`\mathrm{tan}\beta =30`$. The $`\mathrm{tan}\beta `$ dependence of the CP even-odd components of $`H_1`$ and $`H_3`$ can be understood from the matrix (8). Thus as $`\mathrm{tan}\beta `$ gets large, $`\mathrm{cos}\beta `$ becomes very small and $`\mathrm{sin}\beta `$ approaches $`1`$ and the two heavy eigen masses $`m_{H_1}^2`$ and $`m_{H_3}^2`$ become approximately equal. This degeneracy is accompanied by large $`\varphi _1`$ and $`\psi _{1D}`$ components in the linear combination structure of the two eigen states $`H_1`$ and $`H_3`$. The analysis of mixing of CP even-odd mixing in $`H_3`$ is exactly the same as for $`H_1`$ except that the components $`\varphi _1`$ and $`\psi _{1D}`$ are interchanged in the linear combinations that appear in $`H_1`$ and $`H_3`$.

We explore now the different scenarios for solving the EDM problem and investigate the behavior of the Higgs mixings in each. The relevant variables here are the sparticle masses, $`\alpha _{A_0}`$, $`\theta _\mu `$ and $`\xi _i`$ with $`i=1,2,3`$ and $`\mathrm{tan}\beta `$.

These three scenarios to solve the EDM problem are the fine tuning of phases, the heavy sparticle spectrum, and the cancellation mechanism. The first scenario for the EDM suppression assumes that the sparticles could have moderate masses while the CP phases are very small. An analysis of this scenario is given in cases 1 and 2 of Table. 1. Here the CP even-odd mixing in $`H_1`$ is small for both small $`\mathrm{tan}\beta `$ (case 1) and large $`\mathrm{tan}\beta `$ (case 2) which is expected since the CP phases are small.

In the second scenario with heavy sparticle spectrum the CP phases and $`\mathrm{tan}\beta `$ could be either small or large giving rise to four possibilities, i.e.,(1) CP phases small-$`\mathrm{tan}\beta `$ small, (2) CP phases large-$`\mathrm{tan}\beta `$ small, (3) CP phases small- $`\mathrm{tan}\beta `$ large, and (4) CP phases large- $`\mathrm{tan}\beta `$ large. We display these four possibilities as the cases 3, 4, 5 and 6 of Table.1. For case 3 where phases are small and for case 4 where phases are large, we see that EDMs constraints are satisfied while there is no mixing in the structure of the $`H_1`$ field. This field is almost a pure scalar which is due to the smalleness of $`\mathrm{tan}\beta `$. It is clear here that $`\mathrm{tan}\beta `$ is a crucial parameter in the Higgs mixing. For case 5 the mixing is also negligible although $`\mathrm{tan}\beta `$ is large and that is because the other important parameters here for mixing to occur i.e the CP phases, are small. So from the analysis of the three cases 3, 4 and 5 of Table.1, we find that one must have both $`\mathrm{tan}\beta `$ and CP phases large for the mixing in the Higgs sector to be observable. For case 6 where we choose both the phases and $`\mathrm{tan}\beta `$ to be large we find that the $`H_1`$ state is a mixed state. We notice that the sparticle masses involved here are very heavy and as an exmple the corresponding gluino mass for case 6 is 10.2 TeV. The values of $`m_0`$ and $`m_{1/2}`$ are the lower bound of these masses for EDMs to be suppressed below the experimental limit. The CP odd percentage of $`H_1`$ is $`6\%`$ and to have more mixing, we have to make $`\mathrm{tan}\beta `$ larger and correspondingly also push the masses up to accommodate the EDM constraints. Thus for a sizable mixing to occur in the second scenario we must have CP phases and as well as $`\mathrm{tan}\beta `$ to be large which pushes the SUSY spectrum in the several TeV region to satisfy the EDM constraints.

One may now consider scenarios which are mixtures of the above two types and investigate the CP composition of the neutral Higgs in these. We will consider here two examples, i.e., the flavour-off-diagonal scenario and the focus point scenario. In the flavour-off-diagonal scenarios, we have a zero phase for the $`\mu `$ parameter and for the gaugino masses, large phases $`\alpha _{A_t}`$ and $`\alpha _{A_b}`$ in the third family, and small phases for $`A_u`$ and $`A_d`$ generated by RG effects because of coupling with the third family. In this model, the operator $`d^G`$ makes the dominant contribution in the neutron edm and its magnitude is governed by the phases $`\alpha _{A_t}`$ and $`\alpha _{A_b}`$. Between the two phases the effect of $`\alpha _{A_t}`$ on the Higgs mixing is larger than the effect of $`\alpha _{A_b}`$ due to the fact that the chargino and stop exchange loop contributions are larger than the sbottom exchange contributions. Nonetheless it is important to include both $`\alpha _{A_t}`$ $`\alpha _{A_b}`$ for a complete analysis of the EDM constraints. Having included the sbottom and stop contributions to $`d^G`$ of the neutron, one finds that for large $`\alpha _{A_b}`$ and $`\alpha _{A_t}`$ phases, $`\mathrm{tan}\beta `$ should not get large since sbottom contribution in this case dominates and one needs to push gluino mass up to higher values. So if we have a reasonable range of gluino masses, we find that this model gives us a case for moderate $`\mathrm{tan}\beta `$ and large phases which is a more complicated version of case 4 in Table. 1, and in this type of models, the neutral Higgs bosons are almost pure CP states. For the case where the gluino mass is very large $`\mathrm{tan}\beta `$ could get larger and in this circumstance the neutral Higgs bosons start to have a mixed CP structure. In focus point scenario models one can have sfermions masses of the first two generations in the multi-TeV region without affecting the fine tuning parameter of electroweak symmetry breaking. Here we can have moderate phases consistent with EDM constraints. However for $`\mathrm{tan}\beta >10`$  one cannot satisfy the experimental limits without assuming unnaturally small phases angles. So here also we have moderate $`\mathrm{tan}\beta `$ and large phases. Thus in this scenario also, the neutral Higgs bosons would be almost pure CP states.

Finally, we turn to the third possibility where one has moderate size masses and large phases which is normally excluded by the EDM constraints unless we have simultaneous cancellations among the different components of the electron and of the neutron EDMs. This region of the parameter space belongs to the the mechanism of EDM suppression by cancellations which we discuss now in detail. The algorithm to find a simultaneous cancellation of the electron and of the neutron EDM is straightforward. For the case of the electron one finds that the chargino component is independent of $`\xi _1`$ and $`d_e`$ as a whole is independent of $`\xi _3`$. Thus for a given set of parameters except $`\xi _1`$ we start varying $`\xi _1`$ until we reach the cancellation for $`d_e`$ since only one of its components (the neutralino) is affected by this parameter. Once the electric dipole moment constraint $`d_e`$ is satisfied we vary $`\xi _3`$ which affects only $`d_n`$ keeping all other parameters fixed. By using this simple technique one can generate any number of simultaneous cancellations. It is important to note that the cancellation mechanism also requires an adjustment of phases. The three important phases in EDM analysis $`\xi _2`$, $`\xi _3`$ and $`\theta _\mu `$ are to be significantly adjusted for the EDMs to simultaneously obey the constraints of the current experimental limits. One hopes that, eventually when one learns how supersymmetry breaks in string theory, such breaking will determine the phases and select the right mechanism for EDM suppression in SUSY theory. In the analysis of the cancellation mechanism given in ref., EDMs were shown to obey a simple approximate scaling under the transformation $`m_0\lambda m_0`$, $`m_{1/2}\lambda m_{1/2}`$ in the region where $`\mu `$ itself obeys the same scaling i.e, $`\mu \lambda \mu `$. In this scaling region, the chargino and the neutralino contributions for the electric dipole moment of the electron behave as $`EDM\frac{1}{\lambda ^2}EDM`$ and thus $`d_e`$ has the same scaling property. For the neutron case we have that both the electric dipole moment and the chromoelectric dipole moment operators have the same scaling i.e, $`d^{E,C}\frac{1}{\lambda ^2}d^{E,C}`$ while the gluonic operator has the scaling property $`d^G\frac{1}{\lambda ^4}d^G`$. Thus the scaling property of $`d_n`$ is more complicated. However as $`\lambda `$ gets large the contribution of $`d^G`$ falls faster than $`d^E`$ and $`d^C`$ and in this case $`d_n\frac{1}{\lambda ^2}d_n`$ . In the scaling region knowledge of a single point in the MSSM parameter space where cancellation in the EDMs occurs allows one to generate a trajectory in the $`m_0m_{1/2}`$ plane where the cancellation mechanism holds and the EDMs are small. The cancellation mechanism can accommodate the EDM constraints with large CP phases, large or small $`\mathrm{tan}\beta `$, and a light sparticle spectrum which could be accessible at colliders. In Table.2 we display cases 1,2 and 3 where there is a large mixing. We note that for large $`\mathrm{tan}\beta `$ and large CP phases the individual components of the EDMs are large and the suppression here is due to cancellations. The mixing in $`H_1`$ reaches $`44\%`$ in case 3 which is rather large. In Fig. 4, we generate the points of the curves out of points 1, 2 and 3 of Table. 2 by scaling where the EDMs constraints are satisfied. We have plotted the CP components of $`H_1`$ as functions of the scale $`\lambda `$. We note that the CP even-odd composition of $`H_1`$ is almost independent of scaling. This can be understood from the fact that the CP mixing is determined by the dimensionless matrix components $`R_{ij}`$ which are almost scale independent.

Because of the $`\mathrm{tan}\beta `$ dependence of the EDMs explained above in Figs. 1 and 2, one finds that in regions where the gluonic operator contribution is small there could be another scaling. This scaling consists in multiplying $`\mathrm{tan}\beta `$ by a factor $`S`$ which generates another point of cancellation out of a given one. One can also generate another point of cancellation even with gluonic contribution in the same order as the other operators if we choose a value of $`S`$ close to $`1`$. The important point here is that the CP even and the CP odd components are sensitive functions of $`\mathrm{tan}\beta `$. Point 4 is generated from point 1 by multiplying $`\mathrm{tan}\beta `$ with $`S=\frac{4}{3}`$. We note that the CP odd component is almost doubled while the magnitude of EDMs is still in the cancellation region.

We turn now to investigate the implications if MSSM Higgs bosons are discovered and are observed to possess a sizable CP even-odd mixing. In this case one must have both the CP phases large and a large $`\mathrm{tan}\beta `$. Now in this circumstance one can satisfy the EDM constraints either by having a sparticle spectrum in the several TeV region, which is discourgating from the point of view of their observation at colliders, or the cancellation mechanism which is favorable for the observation of sparticles at colliders. In the latter case the two Higgs bosons that have maximal mixing have degenerate masses for large $`\mathrm{tan}\beta `$ as discussed above. We wish to point out, however, that the cancellation mechanism remains a valid scenario even if the MSSM Higgs bosons are found and observed to be pure CP states as can be seen from case(5) in Table 2. In this region and because of strong dependence of mixings on phases some large phases could bring mixings to its minimum value.

In the analysis presented above we did not include the next to leading order corrections in the Higgs mixings. However, inclusion of these refinements would not change very much the CP structure of the neutral Higgs bosons or the conclusions of this paper

## 3 Conclusions

In this paper we have investigated the effects of CP phases, of $`\mathrm{tan}\beta `$ and of the sparticles masses on the electron and on the neutron EDMs and on the Higgs mixings. We have studied three main solutions to the EDM problem and their implications on the CP properties of the neutral Higgs bosons. It is found that unless we push the sparticle masses up to tens of TeV the only way out of the EDM problem is the cancellation mechanism if the neutral MSSM Higgs bosons are discovered with any observable CP mixings and one respects the naturalness constraints that the sparticle masses not lie in the several TeV range.

Acknowledgments
I wish to acknowledge useful discussions with Prof. Pran Nath. The encouraging support of the Physics Department at Alexandria University is also acknowledged.

Figure Captions
Fig.1: Plot of $`log_{10}|d_e|`$ components as functions of $`\mathrm{tan}\beta `$; the solid curve represents chargino contribution and the dashed curve is the neutralino: the input parameters are $`m_A=300`$, $`m_0=500`$, $`m_{\frac{1}{2}}=400`$, $`|A_0|=1.0`$, $`\alpha _0=0.5`$, $`\xi _1=0.3`$, $`\xi _2=0.2`$, $`\xi _3=0.1`$ and $`\theta _\mu =.4`$, where all masses are in GeV and all angles are in rad.

Fig. 2: Plot of $`log_{10}|d_n|`$ components as functions of $`\mathrm{tan}\beta `$; the solid curve represents electric dipole operator, the curve with squars is the chromoelectric operator and the dashed curve is the purely gluonic operator contribution for the same input parameters of Fig. 1.

Fig.3: Plot of the CP even component $`\varphi _1`$ of $`H_1`$ (solid curve) and the CP odd component $`\psi _{1D}`$ of $`H_1`$ (dashed curve) including the stop, the sbottom and the chargino sector contributions as a function of $`\mathrm{tan}\beta `$ for the same inputs as in Fig.1.

Fig.4: . Plot of the CP even component $`\varphi _1`$ of $`H_1`$ (dashed curves) and the CP odd component $`\psi _{1D}`$ of $`H_1`$ (solid curves) including the stop, the sbottom and the chargino sector contributions as a function of the scale $`\lambda `$. The inputs for the far left points of all cuves are those of points $`1,2,3`$ of Table. 2 and then scale both $`m_0`$ and $`m_{1/2}`$ as one goes to the right.


text:
# Minimal surfaces that attain equality in the Chern-Osserman inequality

## Preliminaries

We shall review the properties of minimal surfaces in $`^n`$ (cf. \[L\]). Let $`f=(f_1,\mathrm{},f_n):M^n`$ be a conformal minimal immersion of a Riemann surface $`M`$, where $`n3`$ is an integer. Then $`f`$ is a $`^n`$-valued holomorphic $`1`$-form on $`M`$. We define the Gauss map $`\nu :M^{n1}`$ of $`f`$ as

$$\nu :=[f]=[\frac{f_1}{z}:\frac{f_2}{z}:\mathrm{}:\frac{f_n}{z}],$$

where $`z`$ is a complex coordinate of $`M`$. Since $`f`$ is conformal, we have

(2)
$$f,f=\underset{j=1}{\overset{n}{}}\left(\frac{f_j}{z}\right)^2dz^2=0.$$

Thus, the Gauss map $`\nu `$ is valued in the complex quadric $`𝑸^{n2}^{n1}`$.

We assume that $`f`$ is complete and of finite total curvature. Under this assumption, the following properties are well-known:

* $`M`$ is biholomorphic to a compact Riemann surface $`\overline{M}`$ punctured at finitely many points $`\{p_1,\mathrm{},p_m\}`$. Each point $`p_j`$ is called an end.
* The Gauss map $`\nu `$ can be extended holomorphically on $`\overline{M}`$, and the total curvature is given by $`2\pi d`$ where $`d`$ is the homology degree of $`\nu (\overline{M})`$ in $`^{n1}`$.
* For each end $`p_j`$, there exists a local complex coordinate $`z`$ on $`\overline{M}`$ centered at $`p_j`$ such that the first fundamental form $`ds^2`$ is written as

$$ds^2=|z|^{2\mu _j}dzd\overline{z}(\mu _j2).$$

We call $`\mu _j`$ the order of the metric $`ds^2`$ at the end $`p_j`$ and denote by $`\mathrm{ord}_{p_j}ds^2=\mu _j`$. Since $`ds^2=2f,\overline{}f`$, $`\mu _j`$ coincides with the order of $`f`$ at the end $`p_j`$.

###### Definition 1.

An end $`p_j`$ of $`f:M=\overline{M}\{p_1,\mathrm{},p_m\}^n`$ is said to be asymptotic to a catenoid-type (resp. planar) end if there exists a piece of the catenoid (resp. the plane)

$$f_0:\{|zp_j|<\epsilon \}^3^n$$

which is complete at $`p_j`$ such that $`|f(z)f_0(z)|=O(|zp_j|)`$, that is,

$$\frac{|f(z)f_0(z)|}{|zp_j|}$$

is bounded on $`\{|zp_j|<\epsilon \}`$ for sufficiently small $`\epsilon >0`$.

## Proof of the Main Theorem

The Chern-Osserman inequality follows from the fact $`\mathrm{ord}_{p_j}ds^22`$ at each end $`p_j`$. Moreover, equality holds if and only if $`\mathrm{ord}_{p_j}ds^2=2`$ (see \[L, pp. 135–136\], for example). Thus the Main Theorem immediately follows from the following Lemma.

###### Lemma 2.

Let $`f:\mathrm{\Delta }^{}^n`$ be a conformal minimal immersion of a punctured disc $`\mathrm{\Delta }^{}=\{z|0<|z|<1\}`$ into $`^n`$ which is complete at the origin $`0`$. Then $`\mathrm{ord}_0ds^2=2`$ holds if and only if the end $`0`$ is asymptotic to a catenoid-type end or a planar end in $`^3(^n)`$. In particular, it is an embedded end.

###### Proof.

Suppose that $`\mathrm{ord}_0ds^2=2`$. It implies that the Laurent expansion of $`f`$ is given by

(3)
$$f=\left(\frac{1}{z^2}𝒂_2+\frac{1}{z}𝒂_1+\mathrm{}\right)dz,𝒂_2^n\{0\},𝒂_1^n$$

because the residue of $`f`$ must be real. Moreover, it follows from (2) that

$$𝒂_2,𝒂_2=0,\text{and}𝒂_2,𝒂_1=0.$$

Therefore we have

$$|\mathrm{Re}𝒂_2|=|\mathrm{Im}𝒂_2|,\mathrm{Re}𝒂_2,\mathrm{Im}𝒂_2=0,$$

$$\mathrm{Re}𝒂_2,𝒂_1=0,\mathrm{Im}𝒂_2,𝒂_1=0.$$

Hence we can choose an orthonormal basis $`𝒆_1,\mathrm{},𝒆_n`$ of $`^n`$ so that

$$\mathrm{Re}𝒂_2=a𝒆_1,\mathrm{Im}𝒂_2=a𝒆_2,𝒂_1=b𝒆_3$$

for some real constants $`a(0)`$, $`b`$. With respect to this basis, we have

$$f=\left(\frac{a}{z^2}(𝒆_1+i𝒆_2)+\frac{b}{z}𝒆_3+\mathrm{}\right)dz,a,b,(a0)$$

Then using the polar coordinate $`z=re^{i\theta }`$, we have

(4)
$$f(z)=2_{z_0}^zf=\frac{2a\mathrm{cos}\theta }{r}𝒆_1\frac{2a\mathrm{sin}\theta }{r}𝒆_2+2b\mathrm{log}r𝒆_3+O(r),$$

where $`z_0`$ is a base point. Here, we have dropped the constant terms in $`f(z)`$ by a suitable parallel translation. By Definition 1, the formula (4) implies that the surface $`f(\mathrm{\Delta }^{})`$ is asymptotic to the catenoid (resp. the plane) for the sufficiently small $`r`$ if $`b0`$ (resp. if $`b=0`$).

Conversely, suppose that $`\mathrm{ord}_0ds^22`$. It implies that $`\mathrm{ord}_0ds^2=k`$ ($`k3`$) and

(5)
$$f=\left(\frac{1}{z^k}𝒂_k+\mathrm{}+\frac{1}{z}𝒂_1+\mathrm{}\right)dz,𝒂_k0^n,𝒂_1^n.$$

It is obvious that the end is asymptotic to neither a catenoid-type end nor a planar end.

From now on, we shall prove that an end is embedded if it is asymptotic to a catenoid-type end or a planar end. Assume that the end is not embedded. Then there exist two sequences $`\{z_j\}`$, $`\{z_j^{}\}`$ convergent to $`0`$ such that $`f(z_j)=f(z_j^{})`$ for all $`j`$. Then by (4), there exists a positive constant $`C`$ such that

$$\left|\frac{\mathrm{cos}\theta _j}{r_j}\frac{\mathrm{cos}\theta _j^{}}{r_j^{}}\right|C|r_jr_j^{}|,\left|\frac{\mathrm{sin}\theta _j}{r_j}\frac{\mathrm{sin}\theta _j^{}}{r_j^{}}\right|C|r_jr_j^{}|,$$

where $`z_j=r_je^{i\theta _j}`$ and $`z_j^{}=r_j^{}e^{i\theta _j^{}}`$ ($`j=1,2,\mathrm{}`$). With these estimates, we have

$`\left({\displaystyle \frac{1}{r_j}}{\displaystyle \frac{1}{r_j^{}}}\right)^2`$ $`{\displaystyle \frac{1}{r_{j}^{}{}_{}{}^{2}}}+{\displaystyle \frac{1}{r_{j}^{}{}_{}{}^{2}}}{\displaystyle \frac{2}{r_jr_j^{}}}\mathrm{cos}(\theta _j\theta _j^{})`$
$`=\left|{\displaystyle \frac{\mathrm{cos}\theta _j}{r_j}}{\displaystyle \frac{\mathrm{cos}\theta _j^{}}{r_j^{}}}\right|^2+\left|{\displaystyle \frac{\mathrm{sin}\theta _j}{r_j}}{\displaystyle \frac{\mathrm{sin}\theta _j^{}}{r_j^{}}}\right|^2`$
$`2C^2|r_jr_j^{}|^2,`$
and then,

(6)
$$\frac{1}{(r_jr_j^{})^2}2C^2$$

holds. However the left hand side of (6) diverges to $`+\mathrm{}`$ as $`j\mathrm{}`$. This is a contradiction. ∎

Besides the Chern-Osserman inequality (1), the following inequalities for fully immersed complete minimal surfaces are known. (We say that the immersion $`f`$ is full if the image $`f(M)`$ is not contained in any hyperplanes of $`^n`$.)

Gackstatter \[G\] proved that

$$\mathrm{TC}(M)(2\chi _M+m1n)\pi .$$

On the other hand, Ejiri \[E\] proved the inequality

(7)
$$\mathrm{TC}(M)(\chi _M+m2n+2l)\pi $$

if its Gauss image $`\nu (M)`$ is contained in an ($`n1l`$)-dimensional subspace of $`^{n1}`$.

Here, we shall give a new example of complete minimal surfaces which satisfies the equality both in the Chern-Osserman equality (1) and in the Ejiri inequality (7).

###### Example (Generalized Jorge-Meeks’ surface).

For $`j=0,1,\mathrm{},m1`$, we put

$$g_j(z)=\frac{z^j(1z^{2m2j})}{(z^{m+1}1)^2},h_j(z)=\frac{iz^j(1+z^{2m2j})}{(z^{m+1}1)^2},$$

and define a complete conformal minimal immersion by

(8)
$$f_m:=\mathrm{Re}_{z_0}^z(g_0,h_0,g_1,h_1,\mathrm{},g_{m1},h_{m1},\frac{2\sqrt{m}z^m}{(z^{m+1}1)^2})𝑑z.$$

Then by similar computations as in \[JM\], the integrand of (8) has real residue at each pole, and then, $`f_m`$ gives a conformal minimal immersion

$$f_m:M=\left(\{\mathrm{}\}\right)\{z;z^{m+1}=1\}^{2m+1}.$$

Obviously, the genus of $`M`$ is zero, the number of ends is $`m+1`$, and $`f_m:M^{2m+1}`$ is full.

Since the degree of the Gauss map of $`f_m`$ is $`2m`$, the total curvature $`\mathrm{TC}(M)`$ is equal to $`4m\pi `$. Therefore it attains the equality in the Chern-Osserman inequality.

On the other hand, it is easy to see that $`f_m`$ has non-degenerate Gauss map, that is, $`l=0`$ in (7). Then the right hand side of (7) is $`4m\pi `$. Hence the equality in (7) holds.

## Appendix: Embedded ends in $`^3`$

For the case $`n=3`$, embeddedness of the end $`0`$ in Lemma 2 implies $`\mathrm{ord}_0ds^2=2`$, and consequently the end is asymptotic to a catenoid-type end or a planer end (\[JM, Theorem 4\] or \[S, Proposition 1\]). Here we shall give a simple proof of this fact, which is a mixture of Jorge-Meeks’ and Schoen’s. The authors hope that it will be helpful to readers. The crucial point of the Jorge-Meeks’ proof is to show that the intersection of the end and the sphere of radius $`r`$ centered at the origin converges to a finite covering of a great sphere as $`r\mathrm{}`$. According to Schoen \[S\], we prove it via the Weierstrass representation directly.

Consider the Laurent expansion as (5) for $`k2`$. Without loss of generality, we may set $`𝒂_k=(a,ia,0)`$ $`(a\{0\})`$ because of (2). Integrating this, we have

$$f(re^{i\theta })=\frac{1}{r^{k1}}\left[2a(\mathrm{cos}(k1)\theta ,\mathrm{sin}(k1)\theta ,0)+o(1)\right],$$

where $`o(1)`$ means a term tending to $`0`$ as $`r0`$. Let $`S_R^2`$ be the sphere in $`^3`$ with radius $`R`$ centered at the origin and consider the intersection of the surface and $`S_R^2`$:

$$E_R:=\frac{1}{R}\left(S_R^2f(\mathrm{\Delta }^{})\right)S_1^2,$$

which is normalized as a subset of the unit sphere.

Here, $`fS_R^2`$ if and only if

$$R^2=f_1^2+f_2^2+f_3^2=\frac{1}{r^{2k2}}(4a^2+o(1))$$

holds. Then $`r0`$ as $`R\mathrm{}`$ when $`f(re^{i\theta })S_R^2`$ because $`k2`$. In particular, $`lim_r\mathrm{}R^2r^{2k2}=4a^2`$ holds.

Then under the condition $`f(z)S_R^2`$,

$$\underset{R\mathrm{}}{lim}\frac{1}{R}f(re^{i\theta })=(\mathrm{cos}(k1)\theta ,\mathrm{sin}(k1)\theta ,0)$$

holds. This implies that, for sufficiently large $`R`$, $`E_R`$ is a closed curve in a neighborhood of the equator of $`S_1^2`$ with rotation index $`|k1|`$, which is embedded if and only if $`k=2`$. ∎

Acknowledgement. We would like to thank Wayne Rossman for valuable comments.