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# On certain canonical diffeomorphisms in symplectic and Poisson geometry

## 1.

The three canonical diffeomorphisms with which the paper begins are associated with iterated tangent and cotangent bundles:

(1) The canonical involution on an iterated tangent bundle

$$J:T^2MT^2M,$$

which can be loosely described as ‘interchanging the order of differentiation’.

Regard elements of $`T^2M=T(TM)`$ as represented by equivalence classes of squares $`\phi :I^2M`$. Thus $`\phi =\phi (s,t)`$ differentiates to a curve of tangent vectors $`X_t=\frac{\phi }{s}(0,t)`$ and $`X_t`$ in turn differentiates to $`\xi =\frac{d}{dt}X_t|_0T_{X_0}(TM)`$. Now $`J`$ is induced by the map $`\phi \phi \sigma `$ where $`\sigma (s,t)=(t,s)`$.

(2) The Poisson anchor for the canonical symplectic structure on a cotangent bundle $`T^{}M`$:

$$\pi _{d\theta }^\mathrm{\#}:T^{}(T^{}M)T(T^{}M).$$

Any Poisson structure on a manifold $`P`$ induces a map $`\mathrm{\#}:T^{}PTP`$ which sends an exact differential $`\delta f`$ to the Hamiltonian vector field $`X_f`$. This map serves as the anchor of the Lie algebroid structure defined by the bracket of 1–forms. When $`P`$ is the cotangent bundle $`c:T^{}MM`$, the canonical symplectic structure is $`\omega =\delta \theta `$ where $`\theta `$ is the 1–form which associates to $`\eta T_\alpha (T^{}M)`$ the pairing of $`\alpha `$ with $`T(c)(\eta )TM`$.

(3) The canonical diffeomorphism

$$\mathrm{\Theta }:T(T^{}M)T^{}(TM)$$

defined intrinsically by Tulczyjew in \[12, p.97\] and locally in, for example, \[1, p.424\]. We call this the *Tulczyjew diffeomorphism.* Giving $`T(T^{}M)`$ the tangent lift of the symplectic structure on $`T^{}M`$, this $`\mathrm{\Theta }`$ is a symplectic diffeomorphism to the canonical structure on $`T^{}(TM)`$.

Anyone who meets these diffeomorphisms for the first time must surely suspect that they are related. For example, one would like (2) and (3) to be duals of (1). However, it is not at first clear what one might mean by this.

The best way to understand these maps is to extend them into a more general framework.

## 2.

In this section we consider those aspects of the constructions which do not depend upon the bracket of vector fields or the dual symplectic structure.

First consider $`T^2M`$. It has two vector bundle structures, the standard structure as the tangent bundle of $`TM`$, for which the projection is denoted $`p_{TM}`$, and what we call the *prolongation* structure, with projection $`T(p_M)`$ and operations which are obtained by applying the tangent functor $`T`$ to the operations in $`TM`$. These two structures are represented in the diagram:

$$\begin{array}{ccccc}& & T(p_M)& & \\ & T^2M& & TM& \\ & & & & \\ p_{TM}& & & & \\ & & & & \\ & TM& & M& \end{array}$$

It is easier to keep the role of the two structures clear in one’s mind if one replaces $`TM`$ by an arbitrary vector bundle $`(E,q,M)`$:

(1)
$$\begin{array}{ccccc}& & T(q)& & \\ & TE& & TM& \\ & & & & \\ p_E& & & & \\ & & & & \\ & E& & M& \end{array}$$

Question: If we dualize $`TEE`$, is there a second structure which completes the square in

$$\begin{array}{ccccc}& T^{}E& & \mathrm{?}& \\ & & & & \\ & & & & \\ & & & & \\ & E& & M& \end{array}$$

To see the answer, consider the two short exact sequences associated with $`TE`$:

$$q^!E>>TEq^!TM$$

$$p_M^!>>TEp_M^!E$$

Here shrieks denote pullback bundles. The first sequence is a short exact sequence of vector bundles over base $`E`$ and the surjection is the map induced by $`T(q)`$. The second sequence is over $`TM`$ and the surjection is induced by $`p_E`$. The two surjections are actually the same map $`TEE\times _MTM`$, but are considered with respect to different bundle structures.

The kernel of the first surjection is the vertical bundle of $`q`$; that is, the bundle of vectors tangent to the fibres of $`E`$. Such a vector is determined by its base point and by a vector in $`E`$ itself to which it is parallel, and the injection $`q^!ETE`$ maps $`(e_1,e_2)`$ to the vertical tangent vector with base point $`e_1`$ and parallel to $`e_2`$.

The kernel of the second surjection consists of the tangent vectors to $`E`$ along the zero section. Such a vector $`\xi `$ may be written as $`T(0)(x)+e`$ where $`x=T(q)(\xi )T_m(M)`$ and $`eE_m`$ is identified with the vertical vector based at $`0_m`$ and parallel to $`e`$.

Thus the $`E`$ which occurs in both kernels is precisely the set of tangent vectors to $`E`$ which are vertical and based at points of the zero section; that is, it is $`\mathrm{ker}(T(q))\mathrm{ker}(p_E).`$

Dualizing the first short exact sequence gives

$$q^!T^{}M>>T^{}Eq^!E^{}$$

and this suggests that the answer to the question is

(2)
$$\begin{array}{ccccc}& T^{}E& & E^{}& \\ & & & & \\ & & & & \\ & & & & \\ & E& & M& \end{array}$$

That this is indeed so was proved in .

To find the dual of the other structure, $`TETM`$, apply $`T`$ to the pairing $`E\times _ME^{}`$. This gives a pairing $`TE\times _{TM}T(E^{})`$ which is again non–degenerate. So

(3)
$$(TETM)^{}(T(E^{})TM)$$

and so dualizing the horizontal structure in (1) gives

(4)
$$\begin{array}{ccccc}& T(E^{})& & TM& \\ & & & & \\ & & & & \\ & & & & \\ & E^{}& & M& \end{array}$$

This is precisely the structure (1) with $`E`$ replaced by $`E^{}`$.

Now consider more general structures of this type.

A *double vector bundle* (; see also \[5, §1\]) is a manifold $`D`$ with two vector bundle structures, on bases $`A`$ and $`B`$, each of which is a vector bundle on base $`M`$,

$$\begin{array}{ccccc}& & \stackrel{~}{q}_H& & \\ & D& & B& \\ & & & & \\ \stackrel{~}{q}_V& & & & q_B\\ & & & & \\ & A& & M& \\ & & q_A& & \end{array}$$

such that the structure maps of each vector bundle structure on $`D`$ are vector bundle morphisms with respect to the other. Precisely: for the horizontal structure,

$``$ the projection $`\stackrel{~}{q}_H:DB`$ is a vector bundle morphism over the projection $`q_A:AM`$;

$``$ the zero section $`BD`$ is a vector bundle morphism over the zero section $`MA`$;

$``$ the addition $`D\times _BDD`$ is a vector bundle morphism over the addition $`A\times _MAA`$;

$``$ the scalar multiplication $`D\times D`$ is a vector bundle morphism over the scalar multiplication $`A\times A`$.

The first three conditions are precisely those which ensure that for four elements $`d_1,d_2,d_3,d_4D`$ such that the LHS of

$$(d_1\stackrel{+}{H}d_2)\stackrel{+}{V}(d_3\stackrel{+}{H}d_4)=(d_1\stackrel{+}{V}d_2)\stackrel{+}{H}(d_3\stackrel{+}{V}d_4)$$

is defined, the RHS is defined and the two sides are equal. That (1) is indeed a double vector bundle is easily verified.

Now consider the intersection of the two kernels

$$C=\mathrm{ker}(\stackrel{~}{q}_H)\mathrm{ker}(\stackrel{~}{q}_V).$$

A priori, there is no reason to expect this to have a natural algebraic structure. However, each structure on $`D`$ induces a vector bundle structure on $`C`$ with base $`M`$, and these two structures coincide. Pradines’ terminology in  was *cœur*; we call it the *core* of $`D`$ .

There is again a short exact sequence

$$q_A^!C>>Dq_A^!B$$

of vector bundles over $`A`$ and dualizing this gives

$$q_A^!B^{}>>D^Vq_A^!C^{}$$

and we get another double vector bundle

$$\begin{array}{ccccc}& D^V& & C^{}& \\ & & & & \\ & & & & \\ & & & & \\ & A& & M& \end{array}$$

called the *vertical dual* of $`D`$. Likewise there is a *horizontal dual*

$$\begin{array}{ccccc}& D^H& & B& \\ & & & & \\ & & & & \\ & & & & \\ & C^{}& & M& \end{array}$$

Theorem 1: (, ) The vector bundles $`D^VC^{}`$ and $`D^HC^{}`$ are themselves dual under a pairing which is canonical up to sign and which respects the double vector bundle structures.

To define the pairing, consider elements $`\mathrm{\Phi }D^V`$ and $`\mathrm{\Psi }D^H`$, shown with their various projections as follows:

$$\begin{array}{ccc}\mathrm{\Phi }& & \kappa \\ \text{}& & \text{}\\ & & \\ a& & m\end{array}\begin{array}{ccc}\mathrm{\Psi }& & b\\ \text{}& & \text{}\\ & & \\ \kappa & & m\end{array}$$

where $`aA,bB`$ and $`\kappa C^{}`$. The given elements must of course lie over the same point of $`C^{}`$. Now given $`a`$ and $`b`$ over the same $`mM`$, there exist elements $`dD`$ of the form

$$\begin{array}{ccc}d& & b\\ \text{}& & \text{}\\ & & \\ a& & m\end{array}$$

and we define

$$\mathrm{\Phi },\mathrm{\Psi }_C^{}=\mathrm{\Phi },d_A\mathrm{\Psi },d_B$$

where the subscripts indicate the bases of the pairings.

We could equally well reverse the order on the RHS. The statement in the theorem that this duality respects the double vector bundle structures means that the induced isomorphism from the dual of $`D^VC^{}`$ to $`D^HC^{}`$ is in fact an isomorphism of double vector bundles.

Example: Consider $`D=TE`$ as in (1). We observed that the two duals are $`D^V=T^{}E`$ as in (2) and $`D^H=T(E^{})`$ as in (4). So Theorem 1 implies that there is a non–degenerate pairing of the two bundles

$$T^{}EE^{}\text{and}T(E^{})E^{}.$$

To recognize what this is, write $`A=E^{}`$. Then the statement is that the two bundles

$$T^{}(A^{})A\text{and}T^{}(A)A$$

are isomorphic as double vector bundles. That this is so was proved (by different methods) in . To state the result precisely: Given a vector bundle $`AM`$, there is a canonical isomorphism of double vector bundles $`R_A:T^{}(A^{})T^{}(A)`$ over $`A`$ and $`A^{}`$, which is an anti–symplectomorphism and which induces the negative of the identity on the cores $`T^{}MT^{}M`$.

A proof of the next result is also in .

Proposition: For any manifold $`M`$, the composite

$$T^{}(T^{}M)\stackrel{\pi _{d\theta }^\mathrm{\#}}{}T(T^{}M)\stackrel{\mathrm{\Theta }}{}T^{}(TM)$$

is equal to $`R_{TM}`$.

The significance of this is that $`R`$ is defined for arbitrary vector bundles, without reference to any structures of bracket type. Thus the Tulczyjew isomorphism could be intrinsically defined in terms of the symplectic structure on $`T^{}M`$ and the map $`R`$. (The definition in  uses the canonical involution on $`T^2M`$ and the pairing which induces (3); see the example at the end of §3 below.)

Before we move on to consider the role of bracket structures in this context, it is interesting to observe that Theorem 1 is forced upon us by the simple pursuit of diagrams. Take an arbitrary double vector bundle and apply the tangent functor to get the triple structure in Figure 1(a).

(The diagrams should be viewed as coming out of the page to the right.) Now dualize the bundle $`TDD`$. The rear square is precisely of the form (1), but when we dualize $`D`$ we do so over $`B`$ and so the dual is the horizontal dual. Likewise the left side face is of the form (1) but when we dualize $`D`$ we do so over $`A`$, and so obtain the vertical dual. Now it is easy to guess that the eighth vertex must be $`C^{}`$ and one can then verify that Figure 1(b) is indeed a triple vector bundle. Using the isomorphisms $`R`$ for the left and rear sides, we know that $`T^{}DT^{}(D^V)`$ and $`T^{}DT^{}(D^H)`$ as double vector bundles and we are forced to the conclusion that the top face must also be of the form (2), and that $`D^V`$ and $`D^H`$ must be duals.

## 3.

Bracket structures arise naturally from the differentiation of Lie groupoids. To proceed further, we thus need to consider general double Lie groupoids as in .

(5)
$$\begin{array}{ccccc}& S& & V& \\ & & & & \\ & & & & \\ & & & & \\ & H& & M& \end{array}$$

Applying the Lie functor to the vertical structures gives the diagram on the left below . That the Lie algebroid $`A_VS`$ of the vertical structure inherits a groupoid structure with base $`AV`$ follows directly by observing that the Lie functor — like the tangent functor — preserves diagrams and pullbacks. The horizontal groupoid structures and the vertical Lie algebroid structures are compatible in the same way as in the definition of a double vector bundle above. Now applying the Lie functor a second time, to the horizontal structures, gives the diagram on the right . This is a double Lie algebroid, but for the moment we will be concerned with it as a double vector bundle.

(6)
$$\begin{array}{ccccc}& A_VS& & AV& \\ & & & & \\ & & & & \\ & & & & \\ & H& & M& \end{array}\begin{array}{ccccc}& A_H(A_VS)& & AV& \\ & & & & \\ & & & & \\ & & & & \\ & AH& & M& \end{array}$$

We could equally well apply the Lie functor first horizontally and then vertically, obtaining the following structures.

(7)
$$\begin{array}{ccccc}& A_HS& & V& \\ & & & & \\ & & & & \\ & & & & \\ & AH& & M& \end{array}\begin{array}{ccccc}& A_V(A_HS)& & AV& \\ & & & & \\ & & & & \\ & & & & \\ & AH& & M& \end{array}$$

The concept of core extends to double groupoids ,  and in the case of $`S`$ above yields a Lie groupoid $`K`$ on base $`M`$, the Lie algebroid of which is the core of the two double vector bundles $`A_V(A_HS)`$ and $`A_H(A_VS)`$.

The Lie functor is a kind of generalized tangent functor, and both $`A_V(A_HS)`$ and $`A_H(A_VS)`$ are submanifolds of $`T^2S`$. Further, the canonical involution $`J`$ carries $`A_V(A_HS)`$ onto $`A_H(A_VS)`$ . Denote this restricted map by $`j_S`$. This is an isomorphism of double vector bundles, as in Figure 2.

Dualizing $`j_S`$ over $`AH`$ we obtain a map

$$j^V:A_V^{}(A_HS)A_H^{}(A_VS).$$

The structure on the domain is the ordinary dual of the Lie algebroid of a Lie groupoid. On the target, however, the solidus indicates that we have taken the dual of a prolongation structure. As with the case

$$\left(\begin{array}{c}TE\\ \\ TM\end{array}\right)^{}\left(\begin{array}{c}T(E^{})\\ \\ TM\end{array}\right)$$

in (3), we can show that

$$\left(\begin{array}{c}A_H(A_VS)\\ \\ AH\end{array}\right)^{}\left(\begin{array}{c}A(A_V^{}S)\\ \\ AH\end{array}\right)$$

where

(8)
$$\begin{array}{ccccc}& A_V^{}S& & A^{}K& \\ & & & & \\ & & & & \\ & & & & \\ & H& & M& \end{array}$$

is a structure obtained by applying to $`A_VS`$ an extended form of the duality for double vector bundles (see  or ).

Denote the isomorphism $`A(A_V^{}S)A_H^{}(A_VS)`$ by $`I_V`$. We then define a generalization of the Tulczyjew isomorphism by

$$\mathrm{\Theta }=I_V^1j^V:A_V^{}(A_HS)A(A_V^{}S)$$

(In  the inverse of this map is denoted $`j_{}^{}{}_{}{}^{V}`$.)

Example: To recover the classical case, consider the double groupoid

$$\begin{array}{ccccc}S=& M^4& & M^2& \\ & & & & \\ & M^2& & M& \end{array}$$

in which elements are quadruples of points, regarded as the corners of empty squares. Applying the Lie functor vertically, we obtain

$$\begin{array}{ccccc}A_VS=& TM\times TM& & TM& \\ & & & & \\ & M\times M& & M& \end{array}$$

Here $`TM\times TM`$ is both the tangent Lie algebroid of $`M\times M`$ and the pair groupoid on base $`TM`$. The dualization process then produces

$$\begin{array}{ccccc}A_V^{}S=& T^{}M\times T^{}M& & T^{}M& \\ & & & & \\ & M\times M& & M& \end{array}$$

in which again the horizontal groupoid structure is a pair groupoid. Applying the Lie functor to this horizontally we obtain

$$\begin{array}{ccccc}A(A_V^{}S)=& T(T^{}M)& & T^{}M& \\ & & & & \\ & TM& & M& \end{array}$$

The reader can similarly check that $`A_V^{}(A_HS)=T^{}(TM)`$. In this case $`I_V`$ is precisely the isomorphism induced by the tangent pairing (3) of $`T^2M`$ and $`T(T^{}M)`$, and the definition of $`\mathrm{\Theta }`$ in this case thus reduces exactly to that in .

## 4.

Finally we consider a general form of the map $`T^{}(T^{}M)T(T^{}M)`$ obtained from the symplectic structure on a cotangent bundle.

Theorem 2:  Given any double Lie groupoid (5) with core groupoid $`KM`$, there is a structure of double Lie groupoid on $`T^{}S`$ which makes it a symplectic double groupoid

$$\begin{array}{ccccc}& T^{}S& & A_V^{}S& \\ & & & & \\ & & & & \\ & & & & \\ & A_H^{}S& & A^{}K& \end{array}$$

and which induces on $`A_V^{}S`$, $`A_H^{}S`$ and $`A^{}K`$ their standard Poisson structures. In particular, $`A_H^{}SA^{}K`$ and $`A_V^{}SA^{}K`$ are Poisson groupoids in duality.

The statement that two Poisson groupoids are in duality means that the Lie algebroid of each, constructed from the Lie groupoid structure, is isomorphic (or anti–isomorphic) to the Lie algebroid dual of the other with the Lie algebroid structure which it acquires from the Poisson groupoid structure . (We will not consider how to arrange signs here; there are various possibilities.) Thus Theorem 2 asserts the existence of Lie algebroid isomorphisms

$$𝒟_H:A^{}(A_H^{}S)A(A_V^{}S),𝒟_V:A^{}(A_V^{}S)A(A_H^{}S).$$

Following through the Example at the end of §3, the reader can verify that these generalize the map $`\pi _{d\theta }^\mathrm{\#}`$. Whereas $`\pi _{d\theta }^\mathrm{\#}`$ arises from the symplectic structure on $`T^{}M`$, the maps $`𝒟_H`$ and $`𝒟_V`$ arise from the Poisson structures on the duals of Lie algebroids.

In order to express the relationship between these maps $`𝒟`$ and the Tulczyjew diffeomorphism in the general case, we need one more ingredient. Consider the structure $`A_HS`$ from (7). Applying the duality process mentioned in connection with (8), we obtain the structure on the left below. Applying the Lie functor vertically we obtain the double vector bundle on the right below.

(9)
$$\begin{array}{ccccc}& A_H^{}S& & V& \\ & & & & \\ & & & & \\ & & & & \\ & A^{}K& & M& \end{array}\begin{array}{ccccc}& A(A_H^{}S)& & AV& \\ & & & & \\ & & & & \\ & & & & \\ & A^{}K& & M& \end{array}$$

Now consider the vertical dual of the double vector bundle $`A_V(A_HS)`$ in (7). By an extension of the methods used in §2, one can define a non–degenerate pairing of the double vector bundles $`A(A_H^{}S)`$ and $`A_V^{}(A_HS)`$which induces an isomorphism of double vector bundles

$$R_H:A_V^{}(A_H^{}S)A^{}(A_HS).$$

In the case where $`S`$ is actually a double vector bundle, this reduces to the $`R`$ of §2.

Theorem 3: For a double Lie groupoid $`S`$ as in (5), the following diagram of diffeomorphisms commutes.

In particular, it follows that $`\mathrm{\Theta }`$ is a Poisson diffeomorphism, since both $`𝒟_H`$ and $`R_H`$ are anti–Poisson .

In conclusion, it is worthwhile noticing the different degrees of development required by the various canonical diffeomorphims which we have discussed. The map $`R_A:T^{}(A^{})T^{}(A)`$ is the simplest, requiring only a single ordinary vector bundle. The Tulczyjew diffeomorphism requires the notion of double Lie groupoid, and of its associated double Lie algebroid, but involves only the simpler aspects of that construction — a dualization of the map $`j`$ as a morphism of double vector bundles and the prolongation of a pairing which exists on the level of the intermediate structures $`A_VS`$. The maps $`𝒟_V`$ and $`𝒟_H`$, on the other hand, require a detailed consideration of the structure of the symplectic double groupoid associated with a double Lie groupoid. As was shown in  and , this structure is the key to the general notion of double Lie algebroid.


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# Leading-twist two gluon distribution amplitude and exclusive processes involving 𝜂 and 𝜂' mesons

## 1 Introduction

The description of the hard exclusive processes involving light mesons is based on the factorization of the short- and long-distance dynamics and the application of the perturbative QCD. The former is represented by the process-dependent and perturbatively calculable elementary hard-scattering amplitude, in which meson is replaced by its (valent) Fock states, while the latter is described by the process-independent meson distribution amplitude (DA), which encodes the soft physics. The lowest Fock state of flavour-nonsinglet mesons consists of quark and antiquark, while for flavour-singlet meson the two-gluon state appears additionally. In this paper I give a status report on work of Ref. , and discuss the proper treatment and the importance of these two-gluon states.

On the basis of recent results on $`\eta `$ and $`\eta ^{}`$ mixing, we adopt the following representation of $`\eta `$ and $`\eta ^{}`$ in a octet-singlet basis:

$`|\eta `$ $`=`$ $`\mathrm{cos}\theta _8|\stackrel{~}{\eta }_8\mathrm{sin}\theta _1|\stackrel{~}{\eta }_1,`$
$`|\eta ^{}`$ $`=`$ $`\mathrm{sin}\theta _8|\stackrel{~}{\eta }_8+\mathrm{cos}\theta _1|\stackrel{~}{\eta }_1,`$ (1)
where the pure octet ($`\stackrel{~}{\eta }_8`$) and singlet ($`\stackrel{~}{\eta }_1`$) states are given by

$`|\stackrel{~}{\eta }_1`$ $`=`$ $`{\displaystyle \frac{f_1}{2\sqrt{6}}}\left[\varphi _1(x)|(u\overline{u}+d\overline{d}+s\overline{s})/\sqrt{3}>+\varphi _g(x)|gg\right],`$
$`|\stackrel{~}{\eta }_8`$ $`=`$ $`{\displaystyle \frac{f_8}{2\sqrt{6}}}\varphi _8(x)|(u\overline{u}+d\overline{d}2s\overline{s})/\sqrt{6}>,`$ (2)
and higher Fock states are neglected. In this representation, the mixing dependence is solely embedded in the $`\theta _8`$ and $`\theta _1`$ angles, while in more general approach different distribution amplitudes $`\varphi _8^P`$ and $`\varphi _1^P`$ could be assumed for $`P=\eta ,\eta ^{}`$. The numerical values $`f_8=1.26f_\pi `$, $`f_1=1.17f_\pi `$, $`\theta _8=21.2^{}`$, and $`\theta _1=9.2^{}`$ are used in this work. Alternatively, one could use the recently suggested quark-flavour basis, but the analysis of DA evolution is more straightforward in the above given octet-singlet basis.

## 2 Two gluon distribution amplitude and the transition form factor for the flavour-singlet meson

Employing for this section more transparent notation $`\varphi _q\varphi _1`$, the DA evolution equation for $`\stackrel{~}{\eta }_1`$ takes the matrix form

$$\mu _F^2\frac{}{\mu _F^2}\left(\begin{array}{c}\varphi _q(x,\mu _F^2)\\ \varphi _g(x,\mu _F^2)\end{array}\right)=V(x,u,\alpha _S(\mu _F^2))\left(\begin{array}{c}\varphi _q(u,\mu _F^2)\\ \varphi _g(u,\mu _F^2)\end{array}\right),$$
(3)
where $``$ denotes the usual convolution symbol. The kernel $`V`$ is 2x2 matrix with a well defined expansion in $`\alpha _S`$. The evolution of the flavour-singlet pseudoscalar meson distribution amplitude (DA) has been investigated in a number of papers. Most of the results are in agreement up to differences in conventions. On the other hand, the consistent set of conventions has to be used in calculation of both the hard-scattering and the distribution amplitude, and these are not easy to extract from the literature.

Following the recent analysis of the pion transition form factor, we have performed a detailed next-to-leading order (NLO) analysis of the $`\stackrel{~}{\eta }_1`$ transition form factor taking into account both hard-scattering and perturbatively calculable DA part, and this enabled us to fix and test the convention we are using, and to make a connection with other conventions.

The hard-scattering amplitude one obtains by evaluating the $`\gamma ^{}+\gamma q\overline{q}`$ and $`\gamma ^{}+\gamma gg`$ amplitudes which we denote by $`T_{q\overline{q}}(u,Q^2)`$ and $`T_{gg}(u,Q^2)`$, respectively. Owing to the fact that final state quarks and gluons are taken to be massless and onshell, $`T_{q\overline{q}}`$ and $`T_{gg}`$ contain collinear singularities, which have to be factorized out in order to obtain the finite quantities $`T_{H,q\overline{q}}`$ and $`T_{H,gg}`$:

$`T(u,Q^2)`$ $`=`$ $`\left(T_{H,q\overline{q}}(x,Q^2,\mu _F^2)T_{H,gg}(x,Q^2,\mu _F^2)\right)Z^1(x,u,\mu _F^2).`$ (4)
On the other hand, the unrenormalized quark and gluon distribution amplitudes $`\varphi _q(u)`$ and $`\varphi _g(u)`$ are defined in terms of $`0|\overline{\mathrm{\Psi }}(z)\gamma ^+\gamma _5\mathrm{\Omega }\mathrm{\Psi }(z)|\stackrel{~}{\eta }_1`$and $`0|G^{+\alpha }(z)\mathrm{\Omega }\stackrel{~}{G}_\alpha ^+(z)|\stackrel{~}{\eta }_1`$, respectively. The renormalization introduces the mixing of these quark and gluon composite operators and

$$\varphi (u)=\left(\begin{array}{c}\varphi _q(u)\\ \varphi _g(u)\end{array}\right)=Z(u,x,\mu _F^2)\left(\begin{array}{c}\varphi _q(x,\mu _F^2)\\ \varphi _g(x,\mu _F^2)\end{array}\right).$$
(5)
We note that $`Z`$ represents a 2x2 matrix. Perturbation theory cannot be used for a direct evaluation of $`\mathrm{\Phi }(u)`$, but replacing $`|\stackrel{~}{\eta }_1`$ by $`|q\overline{q}`$ or $`|gg`$ enables us to obtain the perturbatively calculable DA part and to determine matrix $`Z`$. Finally, the $`\stackrel{~}{\eta }_1`$ transition form factor is given by

$$F_{\gamma ^{}\gamma \stackrel{~}{\eta }_1}(Q^2)=\frac{f_1}{2\sqrt{6}}T(u,Q^2)\varphi (u)=\frac{f_1}{2\sqrt{6}}T_H(x,Q^2,\mu _F^2)\varphi (u,\mu _F^2).$$
(6)
Hence, the singularities, which appear in the calculation of the hard-scattering (4) and the DA part (5) should cancel, and we have used this requirement to check the consistency of our calculation.

By differentiating (5) with respect to $`\mu _F^2`$ one obtains the DA evolution equation (3) with evolution potential $`V`$ expressed in terms of $`Z`$ $`V=Z^1\left(\mu _F^2/\mu _F^2Z\right)`$. The solutions of the leading-order (LO) evolution equation are given by

$`\varphi _q(x,\mu _F^2)`$ $`=`$ $`6x(1x)\left[1+{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{}_{}{}^{}B_{n}^{q}(\mu _F^2)C_n^{3/2}(2x1)\right]`$
$`\varphi _g(x,\mu _F^2)`$ $`=`$ $`x^2(1x)^2{\displaystyle \underset{n=2}{\overset{\mathrm{}}{}}}{}_{}{}^{}B_{n}^{g}(\mu _F^2)C_{n1}^{5/2}(2x1),`$ (7)
where

$`B_n^q(\mu _F^2)`$ $`=`$ $`B_n^+(\mu _0^2)\left({\displaystyle \frac{\alpha _S(\mu _0^2)}{\alpha _S(\mu _F^2)}}\right)^{\frac{\gamma _+^n}{\beta _0}}+\rho _n^{}B_n^{}(\mu _0^2)\left({\displaystyle \frac{\alpha _S(\mu _0^2)}{\alpha _S(\mu _F^2)}}\right)^{\frac{\gamma _{}^n}{\beta _0}}`$
$`B_n^q(\mu _F^2)`$ $`=`$ $`\rho _n^+B_n^+(\mu _0^2)\left({\displaystyle \frac{\alpha _S(\mu _0^2)}{\alpha _S(\mu _F^2)}}\right)^{\frac{\gamma _+^n}{\beta _0}}+B_n^{}(\mu _0^2)\left({\displaystyle \frac{\alpha _S(\mu _0^2)}{\alpha _S(\mu _F^2)}}\right)^{\frac{\gamma _{}^n}{\beta _0}}.`$ (8)
The coefficients $`B_n^\pm (\mu _0^2)`$, i.e., $`B_n^{q,(g)}(\mu _0^2)`$, represent nonperturbative input at scale $`\mu _0^2`$, while $`\gamma _n^\pm =1/2\left[\left(\gamma _n^{qq}+\gamma _n^{gg}\right)\pm \sqrt{\left(\gamma _n^{qq}\gamma _n^{gg}\right)^2+4\gamma _n^{qg}\gamma _n^{gq}}\right]`$ and

$$\rho _n^+=6\frac{\gamma _n^{gq}}{\gamma _n^+\gamma _n^{gg}},\rho _n^{}=\frac{1}{6}\frac{\gamma _n^{qg}}{\gamma _n^{}\gamma _n^{qq}}$$
(9)
are defined in terms of anomalous dimensions $`\gamma _n^{qq}=\gamma _n^{(0)}`$, $`\gamma _n^{gg}`$,

$$\gamma _n^{qg}=\sqrt{n_fC_F}\frac{n(n+3)}{3(n+1)(n+2)}\gamma _n^{gq}=\sqrt{n_fC_F}\frac{12}{(n+1)(n+2)}.$$
(10)
The DA $`\varphi _q`$ is normalized to 1, but, since $`_0^1𝑑x\varphi _g(x,\mu _F^2)=0`$, there is no such natural way to normalize $`\varphi _g`$. It is important to emphasize that any change of the normalization of the gluon DA is accompanied by the corresponding change in the hard-scattering part. Namely, for $`\varphi _g\sigma \varphi _g`$, the projection of $`gg`$ state on the $`\stackrel{~}{\eta }_1`$ state, which can be derived from the definition of the gluon distribution amplitude, gets modified by factor $`1/\sigma `$, i.e.,

$$\frac{i}{2}ϵ^{\mu \nu \alpha \beta }\frac{n_\alpha P_\beta }{nP}\frac{1}{x(1x)}\frac{1}{\sigma }\frac{i}{2}ϵ^{\mu \nu \alpha \beta }\frac{n_\alpha P_\beta }{nP}\frac{1}{x(1x)},$$
(11)
and, thus, the hard-scattering amplitude changes while the physical quantity ($`F_{\gamma \gamma \stackrel{~}{\eta }_1}`$, in this case) remains independent of the choice of convention. By inspecting Eqs. (7-9), it is easy to see that the change of the normalization of $`\varphi _g`$ can be translated into the change of the off-diagonal anomalous dimensions

$$\gamma _n^{qg}\frac{1}{\sigma }\gamma _n^{qg}\gamma _n^{gq}\sigma \gamma _n^{gq}$$
(12)
and of the coefficient $`B_n^{}(\mu _0^2)\sigma B_n^{}(\mu _0^2)`$. The former can be easily understood in the “operator” language, i.e., by considering the impact of the change of the normalization of the gluon operator on the anomalous dimensions. Hence, by employing (12) along with (10) and (11), we can consistently change our conventions in order to compare our results with other calculations from the literature. For historical reasons (comparison with the forward case), in what follows $`\sigma =\sqrt{n_f/C_F}`$ is used.

## 3 Applications

Using the mixing scheme defined in Eq. (1), we have obtained the NLO leading-twist prediction for the $`\eta `$ and $`\eta ^{}`$ transition form factors. For the treatment of $`\varphi _8(x,\mu _F^2)`$, we use the well-known LO result for the flavour-nonsinglet meson distribution amplitude. We truncate the Gegenbauer series at $`n=2`$, and fit our results to the experimental data. The fits are carried through with $`\mu _R=Q/\sqrt{2}`$ and $`\mu _F=Q`$, with $`\alpha _S`$ evaluated from the two-loop expression with $`n_f=4`$ and $`\mathrm{\Lambda }_{\overline{MS}}^{(4)}=305`$ MeV. For $`Q^22`$ GeV2 and $`\mu _0=1`$ GeV, the results of the fits read

$$B_2^8(\mu _0^2)=0.04\pm 0.04B_2^1(\mu _0^2)=0.08\pm 0.04B_2^g(\mu _0^2)=9\pm 12.$$
(13)
The existing experimental data and their quality allow us to obtain not more than a constraint on the value of $`B_2^g`$. As expected, we have observed a strong correlation between $`B_2^1`$ and $`B_2^g`$. The quality of the fit is shown in Fig. 1.

As a first application of the above given results, we have analyzed the $`\chi _{c0}\eta \eta ,\eta ^{}\eta ^{}`$ decays. Following previous work, we take $`\chi _{c0}`$ as a non-relativistic $`c\overline{c}`$ bound state, and obtain the decay amplitudes for $`c\overline{c}(q\overline{q})(q\overline{q})`$ and $`c\overline{c}(gg)(gg)`$. The ratio $`\mathrm{\Gamma }_{\eta ^{}\eta ^{}}/\mathrm{\Gamma }_{\eta \eta }`$ is suitable for investigating the sensitivity to the gluon contributions. Despite possibly large value of $`B_2^g`$, we have observed only modest dependence on the variations of $`B_1`$ and $`B_g`$ in the allowed range (13) (up to 20 % difference).

Finally, I report on our result for the two gluon contribution to the deeply virtual electroproduction of $`\eta `$, $`\eta ^{}`$ mesons. In this case, the subprocess amplitudes $`q+\gamma _L^{}(q\overline{q})+q`$ and $`q+\gamma _L^{}(gg)+q`$ have to be evaluated. Our result for the former amplitude $`H_{0+,0+}^{P(q)}`$ is in agreement with the results from the literature. In terms of subprocess Mandelstam variables ($`\widehat{s}`$,$`\widehat{u}`$,$`\widehat{t}=t`$), the latter amplitude reads

$$H_{0+,0+}^{P(g)}=\frac{4\pi \alpha _s}{Q}\frac{C_F}{N_C}\frac{1}{2}\frac{1}{\sqrt{n_f}}\frac{Q\sqrt{\widehat{u}\widehat{s}}}{Q^2+\widehat{s}}_0^1𝑑\tau \frac{\varphi _g(\tau )}{\tau (1\tau )}\frac{t}{\widehat{u}\widehat{s}}\left(\frac{1}{\tau }\frac{1}{1\tau }\right).$$
(14)
In deeply virtual electroproduction of mesons (DVEM), the limit $`t0`$ has to be considered. For $`t=0`$ and $`\widehat{s}+\widehat{u}=Q^2`$, our result (14) gives $`H_{0+,0+}^{P(g)}=0`$. We conclude that the two-gluon contribution is suppressed.

## 4 Conclusions

We have performed a detailed analysis of the proper inclusion of the two gluon states in the (octet-singlet scheme based) description of the hard exclusive processes involving $`\eta `$ and $`\eta ^{}`$ mesons. Normalization and conventions have been fixed and discrepancies found in the literature have been resolved. From the fit of the $`\eta `$, $`\eta ^{}`$ transition form factors to experimental data, we have obtained the range for the $`B_2^1`$, $`B_2^g`$ and $`B_2^8`$ coefficients of the $`\varphi _1`$, $`\varphi _g`$ and $`\varphi _8`$ DAs, respectively. Expected strong correlation between $`B_2^1`$ and $`B_2^g`$ has been observed. The results have been applied to $`\chi _{c0}\eta \eta (\eta ^{}\eta ^{})`$ decay, where only a moderate dependence on $`B_2^g`$ has been found. For DVEM, the $`\gamma ^{}q(gg)q`$ subprocess has been found to be suppressed for small momentum transfer $`t`$. We conclude that for considered processes the theoretical and experimental uncertainties do not allow further restriction of the parameter range since only a modest dependence on the value of $`B_2^g`$ has been observed. This contrasts the findings for $`\eta ^{}g^{}g^{}`$ vertex.

## Acknowledgments

This work is supported by Deutsche Forschungs Gemeinschaft and partially supported by the Ministry of Science and Tech., Croatia (No. 0098002).


text:
# Phase diagram of a probabilistic cellular automaton with three-site interactions

## I Introduction

Probabilistic cellular automata (PCA) are widely used to model systems with local interactions in physics, chemistry, biology and social sciences . Despite their simplicity, these models exhibit complex behavior and are used to investigate fundamental problems in statistical mechanics, such as spin models  and nonequilibrium phenomena . In particular, the problem of phase transitions in the presence of absorbing states has attracted increasing interest in recent years; PCA play a major role in these studies . The PCA introduced by Domany and Kinzel  is, along with the contact process , one of the simplest models exhibiting an absorbing-state phase transition.

The one-dimensional Domany-Kinzel stochastic cellular automaton (DKCA) is a completely discrete system - temporally, spatially and in its state space - which attracts interest as a particle system affording a test of ideas on scaling in nonequilibrium critical phenomena . The DKCA has a unique absorbing (“vacuum”) state; its phase diagram presents a critical line separating this absorbing phase from an active one. Continuous phase transitions to an absorbing state are conjectured to belong generically to the directed percolation (DP) universality class . In addition to the active-absorbing transition, Martins et al.  found a damage spreading (DS) transition separating the active phase into nonchaotic and chaotic phases. There is numerical evidence that the critical behavior along this transition line also belongs to the DP class, as expected on the basis of universality .

Recently, Bagnoli et al  introduced a model that can be considered a natural extension of the DKCA: a one-dimensional PCA in which the update of a given site depends on the state of its nearest neighbors and itself, at the preceding time step. (We shall refer to this model as the BPCA.) Thus, compared with the DKCA, there is an additional parameter, $`p_3`$, representing the probability for a site to be active at time $`t`$, given that all three sites were active at time $`t1`$. Bagnoli et al. studied $`p_3=1`$, in which case the model presents two absorbing states: the empty one and the completely occupied configuration. As in the DKCA, the density is the order parameter. These authors used the mean field approximation (at site level), simulations, and field-theoretic arguments to study the model. They found a rich phase diagram, with first- and second-order phase transitions, a bicritical point, and a damage-spreading transition. Except for the line $`p_2=1`$ in the DKCA, this is the simplest PCA that exhibits a discontinuous phase transition .

In this work we extend the analysis of the BPCA considering two cases: the previously studied $`p_3=1`$, which corresponds to a ferromagnetic-like model, and $`p_3=0`$, representing a game-of-life-like model . We extend the mean-field analysis to the pair level, and use simulations to construct the phase diagram. In simulations, we apply the growth-exponent method  to identify transitions.

This paper is structured as follows: in Section II we define the model and its interface representation; the site and pair mean-field approximations are discussed in Section III. Simulation results are presented in Section IV. We summarize our findings in Section V.

## II Model

The one-dimensional PCA with three-site neighborhood (BPCA) was proposed by Bagnoli et al. . It consists of a ring of $`L`$ sites ($`i=1,2,\mathrm{},L`$), with periodic boundaries, in which each site $`i`$ has two possible states, conveniently denoted by $`\sigma _i=0,1`$. The state of the system at time $`t`$ is given by the set {$`\sigma _i(t)`$}. In contrast to the deterministic CA studied by Wolfram , the present model is a discrete time Markov process: the rules for updating the system are given by transition probabilities. In particular, state of site $`i`$ at time $`t+1`$ depends on $`\sigma _{i1}(t)`$, $`\sigma _i(t)`$ and $`\sigma _{i+1}(t)`$, via the transition probability $`P(\sigma _i(t+1)|\sigma _{i1}(t),\sigma _i(t),\sigma _{i+1}(t))`$. The latter is of totalistic form, i.e., the dependence is through $`S_i(t)=\sigma _{i1}(t)+\sigma _i(t)+\sigma _{i+1}(t)`$. Since $`S(t)=0`$ implies $`\sigma _i(t+1)=0`$ with probability 1, there remain three free parameters for defining the transition probability. Specifically:
$`P(1|0,0,1)=P(1|0,1,0)=P(1|1,0,0)=p_1,`$
$`P(1|0,1,1)=P(1|1,0,1)=P(1|1,1,0)=p_2,`$
$`P(1|1,1,1)=p_3.`$
Evidently, $`P(0|\sigma _{i1},\sigma ,\sigma _{i+1})=1P(1|\sigma _{i1},\sigma _i,\sigma _{i+1})`$.

Depending on the values of ($`p_1,p_2,p_3`$), the asymptotic ($`t\mathrm{}`$) state of the system is either in an absorbing phase (phase 0, with all sites in state 0, or phase 1, with all sites in state 1), or in the active phase, in which the stationary density $`\rho `$ of sites in state 1 takes a value different from zero or one. Complete determination of the phase diagram in the three-dimensional parameter space is a rather difficult open problem. In this work we focus on two cases: $`p_3=1`$ and $`p_3=0`$. In the first case, the model possesses the two absorbing phases cited above, as well as an active phase and a chaotic region (associated with damage spreading). For $`p_3=0`$, the phase 1 is no longer absorbing (though the phase 0 of course remains so), and there is again an active phase; the chaotic region is reentrant. $`p_3=0`$ describes a situation in which “crowding” of individuals leads to their destruction, similar to Conway’s Game of Life model , while $`p_3=1`$ corresponds to a ferromagnetic-like model.

The absorbing/active transitions are continuous phase transitions, characterized by critical exponents which belong to the DP universality class. The phase 0/phase 1 transition is discontinuous , and the exponents are those of compact directed percolation. The DS transitions are also in the DP class, consistent with Grassberger’s prediction . The termination of two critical lines at a line of discontinuous transitions marks a bicritical point, as has been found in the BPCA for $`p_3=1`$. For $`p_3<1`$, the phase 1 is no longer absorbing, so that one of the phase boundaries (i.e., between the active and phase 1-absorbing phases) is no longer present. We find (using the two-site mean-field approximation, discussed in Sec. IIIB), that the bicritical point is actually one terminus of a line of tricritical points: for each fixed $`p_3`$ in the range $`1>p_3>p_3^t1/3`$, the absorbing-active transition is discontinuous for $`(p_1,p_2)<(p_1^t,p_2^t)`$ and continuous for larger values, $`(p_1,p_2)>(p_1^t,p_2^t)`$, where $`(p_1^t,p_2^t)`$ is the tricritical point. For $`p_3p_3^t`$, the absorbing/active transition is always continuous.

### A Surface Representation

The mapping of dynamical systems to a surface-growth representation is an interesting problem, since in many cases the resulting scaling properties are unknown a priori. Integration of the local activity (with respect to time) is the most natural procedure. The present method employs the interface representation proposed by de Salles et al. . The procedure consists in transforming the spatiotemporal patterns generated by the PCA to a solid-on-solid (SOS) particle deposition. The surface-growth process is attended by kinetic roughening; the associated critical exponents can be measured  following the scaling concepts developed by Family and Vicsék . Atman and Moreira  demonstrated that the growth exponent $`\beta _w`$ exhibits a cusp at criticality, and is very useful for detecting phase transitions.

Height variables are defined by summing the variables $`\sigma _i(\tau )`$ over the first $`t`$ time steps:

$$h_i(t)\underset{\tau =0}{\overset{t}{}}\sigma _i(\tau ).$$
(1)
In this way we generate a growth process, with correlations embodied in the roughness $`w(L,t)`$ , defined by

$$w^2(L,t)=\frac{1}{L}\underset{i=1}{\overset{L}{}}\left(h_i(t)\overline{h}(t)\right)^2,$$
(2)
where $`\overline{h}(t)`$ is the mean value of $`h_i(t)`$ at time $`t`$, and $`<\mathrm{}>`$ denotes an average over realizations.

For surface growth models , we expect $`w(L,t)`$ to follow the scaling form ,

$$w(L,t)L^\alpha f\left(\frac{t}{L^z}\right),$$
(3)
where $`f(u)`$ is a universal scaling function, $`\alpha `$ is the roughness exponent, $`z=\alpha /\beta _w`$ the dynamic exponent and $`\beta _w`$ the growth exponent. The function $`f(u)=constant`$ for large $`u`$, while $`f(u)u^{\beta _w}`$ for small $`u`$ ($`tL^z`$). At short times, therefore, we expect $`w(t)t^{\beta _w}`$. It is possible to measure $`\beta _w`$ from the slope of a $`\mathrm{log}\mathrm{log}`$ plot of $`w(L,t)`$ versus $`t`$. In the active phase, the roughness does not saturate, growing instead as $`w(L,t)t^{1/2}`$, corresponding to uncorrelated growth , since the correlation length is finite, away from the critical point.

In previous work, Atman and Moreira  showed that $`\beta _w`$ attains a maximum at the phase transition, and measured its value along the transition line of the DKCA. DP values for others critical exponents in the surface representation of DKCA are verified in Ref. LABEL:atman2.

### B Damage Spreading

Martins et al.  used the damage-spreading technique to show that the active phase of the DKCA consists of two phases, chaotic and nonchaotic. The order parameter of this transition is the difference between two replicas initialized with different configurations, but subject to the same sequence of random events during the subsequent evolution. In practice, we let the system evolve until it attains a stationary state, and then copy the configuration, introducing some alterations (“damage”). The two replicas, one with state $`\sigma _i(t)`$ and the other with state $`\varrho _i(t)`$, then evolve using the same sequence of random numbers, and the difference between them,

$`\mathrm{\Gamma }_i(t)=|\sigma _i(t)\varrho _i(t)|,`$is monitored. The fraction of sites in the two replicas with $`\sigma _i\varrho _i`$ defines their Hamming distance:

$$D_H(t)=\frac{1}{L}\underset{i}{}\mathrm{\Gamma }_i(t).$$
(4)
The stationary Hamming distance is null in the non-chaotic phase and positive in the chaotic phase.

To study the chaotic/non-chaotic boundary, we use a slightly different method, in which the difference between the replicas is used to generate a surface growth process, as described above. In this case,

$$h_i(t)=\underset{\tau =0}{\overset{t}{}}\mathrm{\Gamma }_i(\tau ).$$
(5)
Thus, the profile generated by the difference between the replicas behaves just as the profiles at the phase 0/active boundary: the roughness reaches a stationary value in the non-chaotic phase and grows indefinitely in the chaotic phase, with a cusp in the $`\beta _w`$ value at the transition.

Since the system has already relaxed to the stationary state when we initiate the damage experiment, creating the damage by randomly altering sites in one copy is likely to perturb the particle density and correlation functions away from their stationary values. This in turn would introduce an undesirable assymetry between the replicas, since the dynamics of damage spreading would be mixed with that of relaxation back to the stationary state (in the copy but not in the original). To avoid such complications, we generate the damage by rotating the copy by 1800 with respect to the original, with no further modifications, that is, $`\varrho (i,t_0)=\sigma (i+L/2,t_0)`$, subject to periodic boundary conditions. This represents a large initial damage (a Hamming distance of $`2\rho (1\rho )`$, with $`\rho `$ the stationary particle density), which is statistically uniform over the system.

## III Mean-Field Theory

### A One-site approximation

To begin, we present the mean-field approximation at the site level, for $`p_3=1`$ and $`p_3=0`$, and construct the phase diagram from the equations obtained in this approximation. The BPCA is a Markov process in which all sites are updated simultaneously. The configuration $`\{\sigma \}`$ is a set of stochastic variables with probability distribution at time $`t`$ given by $`P_t(\sigma )`$. The evolution of the latter is governed by

$$P_{t+1}=\underset{\sigma ^{}}{}\omega (\sigma |\sigma ^{})P_t(\sigma ^{}),$$
(6)
where $`\omega (\sigma |\sigma ^{})`$ denotes the probability of the transition $`\sigma ^{}\sigma `$, with the properties $`\omega (\sigma |\sigma ^{})0`$ and $`_\sigma \omega (\sigma |\sigma ^{})=1`$. The transition probability for the BPCA is a product of factors associated with each site:

$$\omega (\sigma |\sigma ^{})=\underset{i=1}{\overset{L}{}}w_i(\sigma _i|\sigma ^{}),$$
(7)
where $`w_i(\sigma _i|\sigma ^{})0`$ is the conditional probability for site $`i`$ to be active at time $`t+1`$ given the configuration $`\sigma ^{}`$ at the preceding step. The probabilities $`w_i`$ are translationally invariant and in fact depend only on the states $`\sigma _{i1}`$, $`\sigma _i`$ and $`\sigma _{i+1}`$ at the previous step:

$$w_i(\sigma _i|\sigma ^{})=w_{3s}(\sigma _i|\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{}).$$
(8)
We list the $`w_{3s}`$ in Table I.

Of interest are the $`n`$-site marginal probabilities. The evolution of the one-site distribution $`P_t(\sigma _i)`$, is given by

$$P_{t+1}(\sigma _i)=\underset{\sigma _{i1}^{}}{}\underset{\sigma _i^{}}{}\underset{\sigma _{i+1}^{}}{}w_{3s}(\sigma _i|\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{})P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{}),$$
(9)
where $`P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{})`$ is the marginal distribution for a set of three nearest-neighbor sites. The evolution of the two-site distribution is given by:

$`P_{t+1}(\sigma _i,\sigma _{i+1})`$ $`=`$ $`{\displaystyle \underset{\sigma _{i1}^{}}{}}{\displaystyle \underset{\sigma _i^{}}{}}{\displaystyle \underset{\sigma _{i+1}^{}}{}}{\displaystyle \underset{\sigma _{i+2}^{}}{}}w_{3s}(\sigma _i|\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{})`$ (10)
$`\times `$ $`w_{3s}(\sigma _{i+1}|\sigma _i^{},\sigma _{i+1}^{},\sigma _{i+2}^{})P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{},\sigma _{i+2}^{}).`$ (11)
Evidently we have an infinite hierarchy of equations. In the $`n`$-site approximation the hierarchy is truncated by estimating the $`(n+1)`$-site (and higher) probabilities on the basis of those for $`n`$ sites.

The simplest case is the one-site approximation, in which $`P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{})`$ is factored so: $`P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{})=P_t(\sigma _{i1}^{})P_t(\sigma _i^{})P_t(\sigma _{i+1}^{})`$. This yields the recurrence relation,

$$\rho _{t+1}=p_3\rho _t^3+3p_2\rho _t^2(1\rho _t)+3p_1\rho _t(1\rho _t)^2,$$
(12)
where $`\rho _tP_t(1)`$ is the density of active sites (i.e., the order parameter).

Depending on the value of ($`p_1,p_2,p_3`$), Eq. (12) admits different stationary solutions, corresponding to the possible BPCA phases discussed above: phase 0 ($`\rho =0`$), phase 1 ($`\rho =1`$) and active ($`0<\rho <1`$). In order to verify the stability of the stationary solutions, we consider a small perturbation in the stationary value $`\rho ^{}`$, $`\rho _t=\rho ^{}+\mathrm{\Delta }\rho _t`$. Applying this variable change in the Eq. (12), we obtain for the mean-field approximation at the site level,

$`\mathrm{\Delta }\rho _{t+1}`$ $`=`$ $`\mathrm{\Delta }\rho _t[3\rho _{}^{}{}_{}{}^{2}(p_3+3p_13p_2)+6\rho ^{}(p_22p_1)+3p_1]+`$ (15)
$`(\mathrm{\Delta }\rho _t)^2[3\rho ^{}(p_3+3p_13p_2)+3(p_22p_1)]+`$
$`(\mathrm{\Delta }\rho _t)^3[p_3+3p_13p_2].`$
We can write Eq. (15) in a simplified manner,

$`\mathrm{\Delta }\rho _{t+1}=a(\rho ^{})\mathrm{\Delta }\rho _t+b(\rho ^{})\mathrm{\Delta }^2\rho _t+c\mathrm{\Delta }^3\rho _t,`$where the coefficients $`a(\rho ^{})`$, $`b(\rho ^{})`$ and $`c`$ can be associated with the stability of the solutions.

Considering the solution, $`\rho ^{}=0`$, the stability condition is $`a(\rho ^{})<1`$, which implies $`p_1<1/3`$. In the case $`a(\rho ^{})=1`$, $`(p_1=1/3)`$, the solution will be stable only if $`b(\rho ^{})<0`$ and $`c<0`$; the first condition implies $`p_3<2/3`$. For $`a(\rho ^{})=1`$ and $`b(\rho ^{})=0`$, the stability the condition $`c<0`$ leads to $`p_3<1`$. Thus, the solution $`\rho ^{}=0`$ is always stable for $`p_1<1/3`$, $`p_2<2/3`$ and $`p_3<1`$. The point (1/3, 2/3, 1) corresponds to a tricritical point in this aproximation.

Considering the solution, $`\rho ^{}=1`$, the stability condition $`a(\rho ^{})<1`$ implies $`p_3p_2<1/3`$. In case $`a(\rho ^{})=1`$, $`(p_3=p_2+1/3)`$, the condition $`b(\rho ^{})<0`$ yields $`p_2p_1>1/3`$. For $`a(\rho ^{})=1`$ and $`b(\rho ^{})=0`$, the stability condition $`c<0`$ implies $`p_3<1`$. So, the point (1/3, 2/3, 1) is also a tricritical point for the solution $`\rho ^{}=1`$! Thus, the point (1/3, 2/3, 1) corresponds to a bicritical point, as Bagnoli et al. have already shown. In fact, the solution $`\rho ^{}=1`$ is absorbing only for $`p_3=1`$ (since for $`p_3<1`$, the dynamics of updating destroys the phase 1), and this solution is stable for $`p_2>2/3`$.

For $`0<\rho ^{}<1`$, the stability condition $`a(\rho ^{})<1`$ implies a inequality of second degree in terms of $`\rho ^{}`$. Considering $`a=1`$, we can solve the corresponding equation, and obtain

$`\rho ^{}={\displaystyle \frac{(2p_1p_2)\pm \sqrt{(p_22p_1)^2(p_3+3p_13p_2)(3p_11)}}{p_33p_13p_2}}.`$Note that $`\rho ^{}`$ vanishes on the line $`(1/3,2/3,p_3)`$. It is easy to see that the positive solution, $`\rho _+^{}`$, is valid for any ($`p_1,p_2,p_3`$), but the negative solution, $`\rho _{}^{}`$, is valid only for $`p_2<2p_1`$. Considering the plane $`p_1=1/3`$, the transition line for $`p_2>2/3`$ coincides with the vanishing of the square root, since $`\rho ^{}`$ must be real. This implies a discontinuous transition for $`p_2>2/3`$, and the line $`(1/3,2/3,p_3)`$ corresponds to the tricritical line in ($`p_1,p_2,p_3`$) space, in the site approximation.

In the simulations we consider two cases: $`p_3=1`$ and $`p_3=0`$. Considering the stability analysis above, we can summarize the phase diagram in these two cases in the following way: for $`p_3=1`$, Eq. (15) can be written as,

$$\rho \left((3p_13p_2+1)\rho ^2+(3p_26p_1)\rho +3p_11\right)=0.$$
(16)
The three solutions of this equation are:

* $`\rho =0`$ \- Phase 0, stable for $`p_1<1/3`$ and $`p_2<2/3`$;
* $`\rho =1`$ \- Phase 1, stable for $`p_2>2/3`$ and $`p_1>1/3`$;
* Active phase, for $`p_2<2/3`$ and $`p_1>1/3`$, where the stationary density is given by:

$$\rho =\frac{3p_11}{3p_13p_2+1}.$$
(17)

For $`p_2>2/3`$ and $`p_1<1/3`$, we have a discontinuous transition line separating the phase 0/phase 1 (both stable) at $`p_2=1p_1`$.

In case $`p_3=0`$, we have:

$$\rho \left((3p_13p_2)\rho ^2+(3p_26p_1)\rho +(3p_11)\right)=0.$$
(18)
For this equation there are only two distinct phases:

* $`\rho =0`$ \- Frozen phase, stable for $`p_1<1/3`$, $`p_22/3`$;
* Active phase, valid for $`p_1>1/3`$ and $`p_1p_2`$, where the stationary density is given by:

$$\rho =\frac{6p_13p_2\pm \sqrt{9p_2^212p_2+12p_1}}{6p_16p_2};$$
(19)
the negative root is valid for $`p_2<2p_1`$, while the positive root is valid for $`p_2>2p_1`$.

For $`p_2>2/3`$, the solution of eq. (19) is either complex or strictly $`>0`$, implying a discontinuous transition from the phase 0 to the active phase, as we antecipate.

The phase diagram in the one-site approximation, for $`p_3=1`$, is shown in Fig. 1; that for $`p_3=0`$ is shown in Fig. 2. For $`p_3=1`$, the phase diagram is as expected . For $`p_3=0`$, we expect a single absorbing state, but the behavior for $`p_2>2/3`$, where the transition line is discontinuous is not expected on the basis of simulations. (At the transition the r.h.s. of Eq. (19) changes from a complex to real, nonzero value.)

### B Pair approximation

At the pair level, the probability $`P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{},\sigma _{i+2}^{})`$ is factored in the following way

$$P_t(\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{},\sigma _{i+2}^{})=\frac{P_t(\sigma _{i1}^{},\sigma _i^{})P_t(\sigma _i^{},\sigma _{i+1}^{})P_t(\sigma _{i+1}^{},\sigma _{i+2}^{})}{P_t(\sigma _i^{})P_t(\sigma _{i+1}^{})}.$$
(20)
Calling $`zP(1,1)`$, and noting that $`P(1)=P(1,0)+P(1,1)`$, we can write $`P(1,0)=P(0,1)=\rho z`$, and $`P(0,0)12\rho +z`$. The recursion relations for the density of active sites $`\rho `$ and for the density of active pairs $`z`$ are:

$`\rho _{t+1}`$ $`=`$ $`p_3{\displaystyle \frac{z_t^2}{\rho _t}}+p_2(\rho _tz_t)\left({\displaystyle \frac{2z_t}{\rho _t}}+{\displaystyle \frac{(\rho _tz_t)}{1\rho _t}}\right)`$ (21)
$`+`$ $`p_1(\rho _tz_t)\left({\displaystyle \frac{2(12\rho _t+z_t)}{1\rho _t}}+{\displaystyle \frac{(\rho _tz_t)}{\rho _t}}\right),`$ (22)
$`z_{t+1}`$ $`=`$ $`p_1^2\left({\displaystyle \frac{(\rho _tz_t)^2(12\rho _t+z_t)(2\rho _t)}{\rho _t(1\rho _t)^2}}\right)`$ (23)
$`+`$ $`2p_1p_2\left({\displaystyle \frac{(\rho _tz_t)}{\rho _t(1\rho _t)}}\right)\left(z_t(12\rho _t+z_t)+(\rho _tz_t)^2\right)`$ (24)
$`+`$ $`p_2^2\left({\displaystyle \frac{z_t(\rho _tz_t)^2(1+\rho _t)}{\rho _t^2(1\rho _t)}}\right)+2p_2p_3\left({\displaystyle \frac{z_t^2(\rho _tz_t)}{\rho _t^2}}\right)+p_3^2{\displaystyle \frac{z_t^3}{\rho _t^2}}.`$ (25)
Iterating these relations numerically until a steady state is reached, we construct the phase diagram in the pair approximation. Results for $`p_3=1`$ and $`p_3=0`$ are shown in Figs. 1 and 2, respectively.

Using the pair approximation, Eq. (22) and Eq. (25), we find numerically the critical surface in the ($`p_1,p_2,p_3`$) parameter space and the line of tricritical points, for $`p_3<1`$, as sketched in Fig. 3. In the region $`p_3<1`$, the phase 1 disappears and the discontinuous absorbing transition lines meet the continuous transition lines at the tricritical points, as shown in Fig. 3. Each one of the eight vertices in this diagram corresponds to a different deterministic rule in the automata studied by Wolfram ; for example, ($`p_1=1,p_2=0,p_3=0`$) corresponds to the rule 22; ($`p_1=1,p_2=1,p_3=0`$) to rule 126; etc.

### C Damage Spreading Transition at Site Level

Bagnoli et al.  derived a mean-field approximation for the DS transition at $`p_3=1`$, showing that there is a chaotic region in the active phase of the BPCA. To obtain the one-site approximation for the BPCA at $`p_3=0`$, we use the approach of Tomé ; denoting the configurations by $`\{\sigma _i\}`$ and $`\{\tau _i\}`$, the Hamming distance is given by

$$H_t=(\sigma _i\tau _i)^2,$$
(26)
where the brakets denote an average over realizations. The evolution of the joint probability follows

$$P_{t+1}(\sigma ;\tau )=\underset{\sigma ,\tau }{}W(\sigma ;\tau \sigma ^{};\tau ^{})P_t(\sigma ^{};\tau ^{}),$$
(27)
where

$$W(\sigma ;\tau \sigma ^{};\tau ^{})=\underset{i}{}\varpi (\sigma _i;\tau _i\sigma _{i1}^{},\sigma _i^{},\sigma _{i+1}^{};\tau _{i1}^{},\tau _i^{},\tau _{i+1}^{}),$$
(28)
is the transition probability for two the two systems (subject to the same noise), from the state ($`\sigma ^{};\tau ^{}`$) to ($`\sigma ;\tau `$). Using the transition probabilities defined in Table I, we can calculate the joint transition probabilities, as shown in Table II.

Now, we can write the equations for the evolution of the order parameter associated with the chaotic transition - the Hamming distance. Denoting the Hamming distance defined by Eq. (4) as $`\psi _tP_t(1;0)=P_t(0;1)`$, and using the relation (27), we have

$`\psi _{t+1}=<\varpi (1;0\sigma _{i1},\sigma _i,\sigma _{i+1};\tau _{i+1},\tau _i,\tau _{i+1})>;`$using the rules of Table II, we can write $`\psi _t`$ as

$`P_{t+1}(1;0)`$ $`=`$ $`p_3P_t(1,1,1;0,0,0)+3p_2P_t(1,1,0;0,0,0)+`$ (31)
$`+\mathrm{\hspace{0.25em}3}(b+c)P_t(1,1,1;1,1,0)+3p_1P_t(1,0,0;0,0,0)+`$
$`+\mathrm{\hspace{0.25em}3}(b^{}+c^{})P_t(1,1,1;1,0,0)+9(b^{\prime \prime }+c^{\prime \prime })P_t(1,1,0;1,0,0).`$
Calling $`P_t(1)x_t`$, we can write $`P_t(1;1)=x_t\psi _t`$ and $`P_t(0;0)=1x_t\psi _t`$; thus, using the one-site mean-field approximation $`P_t(\sigma _{i1},\sigma _i,\sigma _{i+1};\tau _{i1},\tau _i,\tau _{i+1})=P_t(\sigma _{i1},\sigma _i,\sigma _{i+1})P_t(\tau _{i1},\tau _i,\tau _{i+1})`$, we can write Eq. (31) as

$`\psi _{t+1}`$ $`=`$ $`\psi _t[p_3\psi _t^2+3p_2\psi _t(1x_t\psi _t)+3p_1(1x_t\psi _t)^2+3(b+c)(x_t+\psi _t)^2`$ (33)
$`+3(b^{}+c^{})\psi _t(x_t\psi _t)+9(b^{\prime \prime }+c^{\prime \prime })(x_t\psi _t)(1x_t\psi _t)].`$
Finally, considering the case $`p_3=0`$, we have $`(b+c)=p_2`$, $`(b^{}+c^{})=p_1`$ and $`(b^{\prime \prime }+c^{\prime \prime })=p_1p_2`$; inserting these values in Eq. (33) we obtain

$`\psi _{t+1}`$ $`=`$ $`3\psi _t\{3p_1p_2\psi _t^2+[(p_22p_1)3p_1p_2+3(p_1p_2)x_t]\psi _t`$ (35)
$`+[(p_1+p_23p_1p_2)x_t^2+(3p_1p_22p_1)x_t+p_1]\}.`$
This equation can be iterated numerically using the stationary values of $`x_t`$ obtained from Eq. (18); there are three possibilities for the joint solutions of Eq. (18) and Eq. (35): $`x=\psi =0`$, corresponding to the phase 0; $`x=0,\psi 0`$, corresponding to the active phase; and $`x,\psi 0`$, corresponding to the chaotic phase. In Fig. 4 we show the stationary solutions for these equations for some values of $`p_2`$. We note that there is a discontinuous DS transition line in this approximation: for $`p_2>p_t`$ ($`p_2=0.9`$ in Fig. 4, for example), $`\psi `$ is always positive if $`x>0`$. It implies that the DS transition line for $`p_2>p_t`$ falls on the discontinuous transition analysed in subsection III A.

## IV Simulation Results

We construct the BPCA phase diagram, for $`p_3=0`$ and $`p_3=1`$, using simulations of systems of up to $`L=10000`$ sites (with periodic boundaries), applying the growth exponent method  to locate the transition lines. The initial condition used in the simulations is random, with half the sites occupied. The phase diagrams for absorbing-state transitions are shown in Figs. 1 and 2, for $`p_3=1`$ and $`p_3=0`$, respectively. As expected, the pair approximation yields a better prediction than does one-site mean-field theory. Note that for $`p_3=0`$, the phase diagram is qualitatively the same as for the DKCA ; the major difference is that the active phase is quite enlarged in the BPCA.

For $`p_3=1`$, the pair approximation prediction for the phase boundaries is qualitatively correct, although the bicritical point remains in the same position ($`p_1=1/3,p_2=2/3`$), as in the site approximation. Simulations place the bicritical point at (0.460(3),0.540(3)), but the phase boundaries are in reasonable agreement with the pair approximation prediction. It is important to note that there are only three transitions in this diagram: the phase 0/phase 1 transition (discontinuous) and the phase 0/active and active/phase 1 transitions (continuous). All transitions are located using the growth-exponent method, confirming that this method is able to detect both continuous and discontinuous phase transitions.

The phase diagrams for the DS transition are shown in Figs. 5 and 6, for $`p_3=0`$ and $`p_3=1`$ respectively. In the case $`p_3=1`$, we confirm the results of Bagnoli et al., but some comments are in order. In Ref. , the authors sketched several “damaged domains” that appear along the active/absorbing phase boundary, and attributed them to the divergence of the relaxation time, or to the fact that small differences in the initial configuration can drive the system to a different absorbing state. As shown in Fig. 7, where we compare the DS transitions obtained using (1) “rotation” damage and (2) random damage in $`10\%`$ of the sites, these domains are only associated with the absorbing-state transition. We see two maxima in the $`\beta _w\times p_1`$ curves in Fig. 7: the left maximum, more pronounced, that corresponds to the absorbing/active transition, and the right maximum, which actually corresponds to the nonchaotic/chaotic transition and belongs to the DP class. The left maximum can yields to an “apparent” DS transition, as the ‘islands’ of damage commented in the Ref. .

Thus, the left maximum corresponds to the “damage domains” of the Ref. , but in fact it is due the absorbing/active transition: in this region, when the replica is created (in the stationary state), it turns out that only a small region of the ring is active, which results in a constant contribution to the Hamming distance (proportional to $`2\rho ^{}`$ with rotation damage, and to $`2\rho (t)`$, with random damage). Thus, with rotation damage, the exponent $`\beta _w`$ approaches 1 because the system is already in the stationary state, while with the random damage, $`\beta _w0.84`$, due decay of the activity, recovering the DP value. This behavior should not be confused with the true damage transition that occurs only at the second maximum, and which corresponds to a unique phase boundary, as shown in Fig. 6.

In the case $`p_3=0`$, the simulations confirm the reentrant chaotic transition predicted by the one-site mean-field approximation. As shown in Fig. 5, the DS transition line is concave inward toward the active phase, and presents distinct behaviors for $`p_1>p_2`$ and $`p_1<p_2`$, as expected. We note that the simulation results suggest a sudden cnahge in the orientation of the active/chaotic phase boundary where the latter crosses the line $`p_2=p_1`$. Such discontinuity of slope, clearly evident in the MF prediction, may be a consequence of the singular behavior of several transition probabilities on $`p_1p_2`$ parameters space, as shown in Table II and Eq. (35).

## V Conclusions

In this work we apply the growth-exponent method in Monte Carlo simulations, and one- and two-site mean-field approximations, to construct the phase diagram of the BPCA for $`p_3=1`$ and $`p_3=0`$. The method detects both first- and second-order phase transitions, and also can be used to locate DS transitions. The exponent values indicate that all continuous phase transitions belong to the directed percolation universality class, while the exponent at the discontinuous phase transition agrees with the compact directed percolation value.

We find evidence of a line of tricritical points in the ($`p_1,p_2,p_3`$) parameter space, using the mean-field pair approximations. We also find a reentrant chaotic transition for $`p_3=0`$ in the mean field approximation, that was confirmed by simulations. These observations illustrate the rich and at times surprising phase space structure found in simple nonequilibrium systems.

Acknowledgements We thank the Brazilian agencies CNPq and Fapemig for financial support of this work.

Figure Captions

Fig. 1. Phase diagram for the BPCA, $`p_3=1`$. One- and two-site mean-field approximations are compared with simulation results.

Fig. 2. Phase diagram for the BPCA, $`p_3=0`$. The mean field approximation predicts a tricritical point at ($`p_2=2/3,p_1=1/3`$), where a discontinuous boundary (dashed line) meets a continuous transition line.

Fig. 3. Line of tricritical points and the critical surface in the ($`p_1,p_2,p_3`$) parameter space, as predicted by pair level mean field approximation. The tricritical line ends near $`p_31/3`$, while at the site level it extends to $`p_3=0`$, as shown in Fig. 2.

Fig. 4. Density of active sites and Hamming distance, in the mean-field approximation, at site level, for $`p_3=0`$. Note that for $`p_2>2/3`$, the transition is discontinuous.

Fig. 5. DS transition line, for $`p_3=0`$. The one-site mean-field approximation (inset) is compared with simulation data (main graph). Reentrant behavior is observed in both cases.

Fig. 6. DS transition line for $`p_3=1`$. The DS boundary meets the absorbing transition lines for ($`p_1,p_2`$) near 1.

Fig. 7. DS growth exponent for two different initial damages, for $`p_3=1`$. The left maximum corresponds to the absorbing transition and the right maximum corresponds to the DS transition.