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# Non-Abelian Fluid Dynamics in Lagrangian Formulation

## I Introduction

When different species of particles compose a fluid, it may be that the collective variables describing the fluid (density $`\rho `$, velocity $`𝐯`$ in an Eulerian formulation), and the dynamical equations that govern them, can reflect the compositional variety. In this paper we develop models for fluids where the variety of constituents arises from an internal symmetry group. We envision applying our theory to high densities of non-Abelian quarks, with or without additional interaction to a dynamical gauge field.

High energy collisions of heavy nuclei can produce of a plasma state of quarks and gluons. This new state of matter has recently been of great interest both theoretically and in experiments at the RHIC facility and at CERN. Most of the theoretical work in this area has been based on perturbative Quantum Chromodynamics at high temperatures with hard thermal loop resummations and other improvements ref-pisarski . This can be a good description at high temperatures and for plasma states that are not too far from equilibrium. An alternative approach, which may be more suitable for nondilute plasmas or for situations far from equilibrium, would be to use a fluid mechanical description.

It is well known that the equations of fluid mechanics can be derived from particle dynamics by taking suitable averages of Boltzmann-type equations. Specifically for the quark-gluon plasma, some work along these lines was done many years ago using single particle kinetic equations ref-heinz . These kinetic equations form a hierarchy, the so-called BBGKY hierarchy, involving higher and higher correlated $`N`$-particle distribution functions. To be able to solve them, one needs to truncate the hierarchy, very often at just the single particle distribution function. Therefore, the feasibility of solving these equations limits the kinetic approach to dilute systems near equilibrium, where the truncation can be justified. We might therefore expect that the regime of validity of equations derived within kinetic theory is likewise limited. However, fluid dynamical equations can also be derived from very general principles, showing that they have a much wider regime of validity, and, indeed in practice, we apply them over such a wider range. This is the ‘universality’ of fluid dynamics.

In the context of a non-Abelian plasma, in analogy with the ordinary fluid mechanics, we may therefore ask for an a priori derivation of a non-Abelian fluid mechanics, which incorporates the non-Abelian degrees of freedom, coupling to a non-Abelian gauge field, etc. This theory may be valid for dense, nonperturbative and nondilute systems. Further, a canonical or symplectic formulation (at least in the conservative limit) is important for quantization. At the same time, the analysis based on the kinetic equations remains useful to us as a guide for arriving at Lagrangian, canonical description.

Our goal is to provide plausible equations that generalize to the non-Abelian situation the continuity

$$_t\rho (t,𝐫)+\left(\rho (t,𝐫)𝐯(t,𝐫)\right)=0$$
(1)
and Euler equations

$$_t𝐯(t,𝐫)+𝐯𝐯(t,𝐫)=\mathrm{𝐟𝐨𝐫𝐜𝐞}$$
(2)
which govern conventional Eulerian perfect fluids. In (2) $`\mathrm{𝐟𝐨𝐫𝐜𝐞}`$ denotes forces acting on a unit volume of the fluid. The above four equations or their relativistic versions can be equivalently presented as the four conservation laws for the energy and momentum densities (either nonrelativistic or relativistic).

In the non-Abelian generalizations one must first fix the group transformation law for the collective variables and the covariance properties of the equations, which now may number more than four, and cannot be comprised solely in energy-momentum conservation. An obvious additional equation is the (covariant) conservation equation for the non-Abelian current, but the relation of this current to the collective variables needs to be established.

Our constructions begin by postulating collective variable Lagrangians that are invariant against space-time translations and internal symmetry transformations. Thus energy-momentum conservation and current conservation are assured by Noether’s theorem, while the Euler-Lagrange equations describe the temporal evolution of the collective variables. In the Section II we review the Lagrangian as well as other aspects of nonrelativistic and relativistic Abelian fluids. This is done to motivate and contrast our non-Abelian constructions, which we develop in Sections III and IV. Derivations are postponed to the Appendices; in the text only results are presented and discussed.

## II Review of Abelian Fluids

Equations (1) and (2) can be found as the Euler-Lagrange equations for the Lagrange density ref-jackiw-1

$$=j^\mu a_\mu +\frac{1}{2}\rho 𝐯^2V$$
(3)
where our coordinates are $`x^\mu =(ct,𝐫)`$. The various quantities are defined as

$`j^\mu `$ $`=`$ $`(c\rho ,\rho 𝐯)`$ (4)
$`a_\mu `$ $``$ $`_\mu \theta +\alpha _\mu \beta `$ (5)
and $`V`$ is a $`\rho `$-dependent potential that gives rise to the $`\mathrm{𝐟𝐨𝐫𝐜𝐞}`$. (In the usual theory, $`V`$ depends only on $`\rho `$, but we allow dependence on derivatives of $`\rho `$ as well.) The canonical 1-form is determined by the first contribution to $``$ while the dynamics is encoded in the $`\frac{1}{2}\rho 𝐯^2V`$ term. Specifically, variation of $`𝐯`$ shows that $`𝐯`$ is given by the Clebsch parametrization ref-clebsch

$$𝐯=\theta +\alpha \beta .$$
(6)
Variation of $`\theta `$ results in (1), while variation of the Clebsch potentials $`(\alpha ,\beta )`$ produces subsidiary equations

$$\begin{array}{ccc}\hfill j^\mu _\mu \alpha & =& \rho \left(_t\alpha +𝐯\alpha \right)=0\hfill \\ \hfill j^\mu _\mu \beta & =& \rho \left(_t\beta +𝐯\beta \right)=0\hfill \end{array}$$
(7)
which are needed in the subsequent derivation of the Euler equation. Finally, the “Bernoulli” equation emerges by varying $`\rho `$

$$_t\theta +\alpha _t\beta +\frac{𝐯^2}{2}=\frac{\delta }{\delta \rho }𝑑rV.$$
(8)
($`\frac{\delta }{\delta \rho }𝑑rV`$ is just the Euler-Lagrange derivative of $`V`$.) The Euler equation (2) then follows by taking the gradient of (8) and using (7). The force on the right of (2) is now seen to be

$$\mathrm{𝐟𝐨𝐫𝐜𝐞}=\frac{\delta }{\delta \rho }𝑑rV$$
(9)
The energy $``$ and momentum $`𝒫`$ densities carried by the fields are

$``$ $`=`$ $`{\displaystyle \frac{1}{2}}\rho 𝐯^2+V`$ (10)
$`𝒫`$ $`=`$ $`\rho 𝐯.`$ (11)
These satisfy continuity equations as a consequence of (or equivalent to) (1) and (2).

Interaction with electromagnetic fields is accommodated by including the Maxwell Lagrange density and adding the electromagnetic vector potential to $`a_\mu `$, whereupon $`j^\mu `$ becomes the electromagnetic current. This gives rise to the Lorentz force in the Euler equations, thereby producing magnetohydrodynamics. Note that in this model the mass density moves with the same velocity as the charge density as is seen by inspecting $`𝒫`$ and $`𝐣`$.

An interesting realization of the above equations is provided by Mädelung’s “hydrodynamical” rewriting of the Schrödinger equation ref-madelung

$$i\mathrm{}_t\psi (t,𝐫)=\frac{\mathrm{}^2}{2m}^2\psi (t,𝐫)$$
(12)
where the wave function is presented as

$$\psi (t,𝐫)=\sqrt{\rho (t,𝐫)}e^{im\theta (t,𝐫)/\mathrm{}}.$$
(13)
The imaginary part of (12) reproduces the continuity equation (1), when $`\theta `$ is identified as the velocity $`𝐯`$, with vanishing vorticity $`\times 𝐯=0`$. Also the quantum current $`\frac{\mathrm{}}{m}\text{Im}\psi ^{}\psi `$ become $`\rho 𝐯`$. The real part of (12) gives the Bernoulli equation with $`\alpha `$ and $`\beta `$ set to zero and with a “quantum” force derived from

$$V=\frac{\mathrm{}^2}{2m^2}\left(\sqrt{\rho }\right)^2=\frac{\mathrm{}^2}{8m^2}\frac{\left(\rho \right)^2}{\rho }.$$
(14)
The Euler equation (2) follows by taking the gradient of the Bernoulli equation.

The Lagrange density for a relativistic fluid is chosen as ref-jackiw-1

$$=j^\mu a_\mu f(n),n\sqrt{j^\mu j_\mu /c^2}.$$
(15)
The canonical 1-form is as in the nonrelativistic case (4)-(5) and now $`j^\mu `$ is written in the Eckart form ref-degroot

$$j^\mu =nu^\mu ,u^\mu u_\mu =c^2,u^\mu =(c,𝐯)/\sqrt{1v^2/c^2},n=\rho \sqrt{1v^2/c^2}$$
(16)
$`f(n)`$ encodes the dynamics; for the free theory $`f(n)=nc^2`$. Variations of $`\theta `$, $`\alpha `$ and $`\beta `$ still produce equations (1) and (7) while variation of $`j^\mu `$ evaluates $`a_\mu `$

$$a_\mu =\frac{u_\mu }{c^2}f^{}(n)$$
(17)
where dash denotes differentiation with respect to the argument of the function. We call (17) the relativistic Bernoulli equation, which leads to the Euler equation with the following steps. The curl of (17) reads

$$_\mu a_\nu _\nu a_\mu =_\nu \left(\frac{u_\mu }{c^2}f^{}(n)\right)_\mu \left(\frac{u_\nu }{c^2}f^{}(n)\right)$$
(18)
Since according to (6) the left side is equal to $`_\mu \alpha _\nu \beta _\nu \alpha _\mu \beta `$, it vanishes by (7) when projected on $`u^\mu `$. Thus there remains the relativistic Euler equation

$$\frac{u^\mu }{c^2}_\mu \left(u_\nu f^{}(n)\right)\frac{u^\mu }{c^2}_\nu \left(u_\mu f^{}(n)\right)=\frac{u^\mu }{c^2}_\mu \left(u_\nu f^{}(n)\right)_\nu f^{}(n)=0.$$
(19)
It is easy to show that in the nonrelativistic limit, with

$`n`$ $``$ $`\rho {\displaystyle \frac{1}{2c^2}}\rho 𝐯^2`$ (20)
$`u^\mu `$ $``$ $`(c,𝐯)`$ (21)
and

$$f=nc^2+V(n),$$
(22)
the Lagrange density (15) passes to (3) (apart from an irrelevant term $`\rho c^2`$) and the spatial component of (19) reproduces the Euler equation (2).

The energy-momentum tensor for (15) reads, after $`a_\mu `$ is eliminated with (17) ref-6

$$T^{\mu \nu }=g^{\mu \nu }\left(nf^{}(n)f(n)\right)+\frac{u^\mu u^\nu }{c^2}nf^{}(n).$$
(23)
Its divergence $`_\mu T^{\mu \nu }`$ can be expressed as

$$_\mu T^{\mu \nu }=_\mu \left(nu^\mu \right)\frac{u^\nu f^{}(n)}{c^2}+n\left[\frac{u^\mu }{c^2}_\mu \left(u^\nu f^{}(n)\right)^\nu f^{}(n)\right]$$
(24)
The first term on the right vanishes by the virtue of the continuity equation (1) and the second vanishes by the relativistic Euler equation (19); or vice versa: since the two terms in (24) are linearly independent (the first is parallel to $`u^\nu `$ and the second is orthogonal to it), conservation of $`T^{\mu \nu }`$ implies (1) and (19). Relativistic magnetohydrodynamics is achieved, as in the nonrelativistic case, by adding the electrodynamical potential to $`a^\mu `$.

Finally we record one fact, which we shall use below, about the alternative, Lagrange, formulation of fluid mechanics. Here one describes the fluid with co-moving coordinates $`𝐗(t,𝐱)`$ where $`𝐱`$ is a (continuously) varying particle label. It may be chosen to coincide with $`𝐗`$ at $`t=0`$. The relation between Euler and Lagrange variables is the following. For the density we have

$$\rho (t,𝐫)=𝑑x\delta \left(𝐗(t,𝐱)𝐫\right)$$
(25)
which is normalized to unity at $`t=0`$. (The integral and the $`\delta `$-function follow the dimensionality of space.) Evidently, in the course of the $`𝐱`$ integral, the $`\delta `$-function evaluates $`𝐱`$ at an expression $`\chi (t,𝐱)`$ such that $`𝐗(t,\chi (t,𝐫))=𝐫`$; i.e., $`\chi `$ is the inverse of $`𝐗`$. There is also a Jacobian. Thus

$$\frac{1}{\rho }=det\frac{X^i}{x^j}|_{𝐱=\chi }$$
(26)
The Euler velocity is given by

$$𝐯=_t𝐗|_{𝐱=\chi }$$
(27)
or

$$\rho (t,𝐫)𝐯(t,𝐫)=𝑑x_t𝐗(t,𝐱)\delta \left(𝐗(t,𝐱)𝐫\right).$$
(28)
A simple calculation shows that the density $`\rho `$ and current $`𝐣=\rho 𝐯`$ defined by these equations satisfy the continuity equation (1). \[The Euler equation follows by differentiating (28) with respect to time, positing a force that determines $`^2𝐗/t^2`$, and performing the corresponding $`𝐱`$ integral; we shall not need this here.\]

## III Non-Abelian Models Based on a Particle Substratum

### III.1 Non-Abelian current

Before presenting a specific model, we give a general analysis of the non-Abelian current $`J_a^\mu =(c\rho _a,𝐉_a)`$.

The conventional formula for the current of a single, non-Abelian point particle, moving in a 4-dimensional space-time $`\{t,𝐫\}`$, along a space-time path $`X^\mu (\tau )`$ ($`\tau `$ parametrizes the path) is

$$J_a^\mu (t,𝐫)=c𝑑\tau 𝒬_a(\tau )\frac{dX^\mu (\tau )}{d\tau }\delta (X^0(\tau )ct)\delta (𝐗(\tau )𝐫).$$
(29)
This is covariantly conserved

$$_\mu J_a^\mu +f_{abc}A_\mu ^bJ_c^\mu (D_\mu J^\mu )_a=0$$
(30)
proved that $`𝒬_a`$ satisfies the Wong equation ref-wong

$$\frac{d𝒬_a(\tau )}{d\tau }+f_{abc}\frac{d}{d\tau }X^\mu (\tau )A_\mu ^b(X(\tau ))𝒬_c(\tau )=0$$
(31)
For several particles $`𝒬_a`$ and $`X^\mu `$ are indexed by a discrete particle label $`n`$, which is summed in the definition of the current $`J_a^\mu `$. In a continuum limit $`n𝐱`$ we have

$$J_a^\mu (t,𝐫)=c𝑑x𝑑\tau 𝒬_a(\tau ,𝐱)\frac{X^\mu (\tau ,𝐱)}{\tau }\delta \left(X^0(\tau ,𝐱)ct\right)\delta \left(𝐗(\tau ,𝐱)𝐫\right)$$
(32)
$$\frac{}{\tau }𝒬_a(\tau ,𝐱)+f_{abc}\frac{}{\tau }X^\mu (\tau ,𝐱)A_\mu ^b(X(\tau ,𝐱))𝒬_c(\tau ,𝐱)=0$$
(33)
\[Notice that, since we replace a sum over $`n`$ with an integral over $`𝐱`$, $`𝒬_a(\tau ,𝐱)`$ is now a charge density.\] The parametrization may be fixed at $`X^0(\tau ,𝐱)=c\tau `$ so that the equations read

$$\begin{array}{ccc}\hfill \rho _a(t,𝐫)& =& 𝑑x𝒬_a(t,𝐱)\delta \left(𝐗(t,𝐱)𝐫\right)\hfill \\ \hfill 𝐉_a(t,𝐫)& =& 𝑑x𝒬_a(t,𝐱)_t𝐗(t,𝐱)\delta \left(𝐗(t,𝐱)𝐫\right)\hfill \end{array}$$
(34)
$$_t𝒬_a(t,𝐱)+f_{abc}\left[cA_0^b(t,𝐗(t,𝐱))+_t𝐗(t,𝐱)𝐀^b(t,𝐗(t,𝐱))\right]𝒬_c(t,𝐱)=0$$
(35)
Observe that just as in the Abelian case discussed above, the $`𝐱`$ integration evaluates $`𝐱`$ at $`\chi (t,𝐫)`$, the inverse of $`𝐗`$, and the Jacobian factor $`\left(detX^i/x^j\right)^1`$ is just the Abelian charge density $`\rho `$ \[see (26) \]. Thus

$$\begin{array}{ccc}\hfill \rho _a(t,𝐫)& =& Q_a(t,𝐫)\rho (t,𝐫)\hfill \\ \hfill 𝐉_a(t,𝐫)& =& Q_a(t,𝐫)\rho (t,𝐫)𝐯(t,𝐫)\hfill \end{array}$$
(36)
or

$$J_a^\mu (t,𝐫)=Q_a(t,𝐫)j^\mu (t,𝐫),$$
(37)
where

$`Q_a(t,𝐫)`$ $`=`$ $`𝒬_a(t,𝐱)|_{𝐱=\chi }`$ (38)
$`\rho (t,𝐫)Q_a(t,𝐫)`$ $`=`$ $`{\displaystyle 𝑑x𝒬_a(t,𝐱)\delta \left(𝐗(t,𝐱)𝐫\right)}`$ (39)
Moreover, differentiating (39) with respect to time and using (1) and (35) results in an equation for $`Q^a/t`$,

$$_tQ_a(t,𝐫)+𝐯(t,𝐫)Q_a(t,𝐫)=f_{abc}\left(cA_0^b(t,𝐫)+𝐯(t,𝐫)𝐀^b(t,𝐫)\right)Q_c(t,𝐫)$$
(40)
which can also be written as

$$j^\mu (D_\mu Q)_a=0.$$
(41)
This is analogous to the Abelian equations (7). Equations (40) and (41) can be understood from the fact that the covariantly conserved current (30) factorizes according to (37) into a group variable $`Q_a`$ and a conserved Abelian current $`j^\mu `$. Consistency of (1), (30) and (37) then enforces (41).

We recognize that formulas (32) and (34) are the non-Abelian version of the Lagrange variable – Euler variable correspondence \[see (25) and (28)\]. Also, (35), (40) and (41) are the field generalizations of the particle Wong equation (31), with (35) being presented in the Lagrange formalism and (40), (41) in the Euler formalism. The decomposition of the non-Abelian current in (37) is the non-Abelian version of the Eckart decomposition (16) ref-heinz . Indeed, (37) may be further factored as in (16)

$$J_a^\mu (t,𝐫)=Q_a(t,𝐫)n(t,𝐫)u^\mu (t,𝐫),$$
(42)
In the remainder of Section III, we are guided in our construction of a dynamical model for non-Abelian fluid mechanics and “color” hydrodynamics by the above properties of the non-Abelian current, which follow from the very general arguments, based on a particle picture for the substratum of a fluid. In Section IV we present a different model, based on a field theoretic fluid substratum.

### III.2 A Model for non-Abelian Color Hydrodynamics

The model that we present is based on a group with group elements $`g`$, and anti-Hermitian Lie algebra elements with basis $`T^a`$.

$`[T^a,T^b]=f^{abc}T^c`$ (43)
$`\mathrm{tr}(T^aT^b)={\displaystyle \frac{1}{2}}\delta ^{ab}.`$ (44)
The Lagrange density for an Eulerian fluid built on such a group is taken to be the following generalization of the Abelian expression (15)

$$=j^\mu 2\mathrm{tr}\left[Kg^1D_\mu g\right]f(n)+_{gauge}.$$
(45)
Here $`j^\mu `$ is an Abelian vector field (current) which can also be decomposed as in (16)

$$j^\mu =(c\rho ,\rho 𝐯)=nu^\mu ,u^\mu u_\mu =c^2$$
(46)
The covariant derivative

$$D_\mu g=_\mu g+A_\mu g$$
(47)
involves a dynamical non-Abelian gauge potential $`A_\mu =A_\mu ^aT_a`$ whose dynamics is provided by $`_{gauge}`$. $`K`$ is a fixed, constant element of the Lie algebra. The first term in $``$ contains the canonical 1-form for our theory and determines the canonical brackets, while $`f(n)`$ describes the fluid dynamics. The theory is invariant under gauge transformations with group element $`U`$

$$\begin{array}{ccc}\hfill g& & U^1g\hfill \\ \hfill A_\mu & & U^1\left(A_\mu +_\mu \right)U.\hfill \end{array}$$
(48)
According to (45), the current $`J_a^\mu `$ to which $`A_\mu ^a`$ couples is of the Eckart form (42)

$$J_a^\mu =Q_aj^\mu $$
(49)
with

$$QQ_aT^a=gKg^1.$$
(50)
For consistency of the gauge field dynamics $`J^\mu J_a^\mu T^a`$ must be covariantly conserved. To satisfy the general arguments of Section III.1, $`j^\mu `$ must be divergenceless and then the Wong equation (41) will follow. In Appendix A we show that both conservation laws are a consequence of invariance of the action with respect to variations of the group element $`g`$; arbitrary variations of $`g`$ lead to covariant conservation of $`J^\mu `$ (30) while the particular variation $`\delta g=gK\lambda `$ ensures that $`j^\mu `$ is conserved (1). Therefore the Wong equation (41) is also a consequence.

Thus our model reproduces all the equations satisfied by the current that were established in Section III.1 from general principles. Indeed the canonical (first) term of the Lagrangian (45) is like a Kirillov-Kostant $`1`$-form, which has been previously used to give a Lagrangian for the point particle Wong’s equation (31) ref-bal . Moreover, as we show in the Appendix B, the canonical brackets implied by the canonical 1-form ensure that the charge density algebra is represented canonically

$$\{\rho _a(t,𝐫),\rho _b(t,𝐫^{})\}=f_{abc}\rho _c(t,𝐫)\delta (𝐫𝐫^{}).$$
(51)
It remains to derive the Euler equation. This is accomplished by varying $`j^\mu `$; stationary variation requires

$$2\mathrm{tr}\left[Q(D_\mu g)g^1\right]=\frac{u_\mu }{c^2}f^{}(n)$$
(52)
which we call the non-Abelian Bernoulli equation. The Euler equation then follows, as in the Abelian case, by taking the curl

$$_\mu \left(2\mathrm{tr}\left[Q(D_\nu g)g^1\right]\right)_\nu \left(2\mathrm{tr}\left[Q(D_\mu g)g^1\right]\right)=_\mu \left(\frac{u_\nu }{c^2}f^{}(n)\right)_\nu \left(\frac{u_\mu }{c^2}f^{}(n)\right).$$
(53)
In the Appendix C we show that manipulating the left side allows rewriting (53) as

$$2\mathrm{tr}\left[(D_\mu Q)(D_\nu g)g^1\right]+2\mathrm{tr}\left[QF_{\mu \nu }\right]=_\mu \left(\frac{u_\nu }{c^2}f^{}(n)\right)_\nu \left(\frac{u_\mu }{c^2}f^{}(n)\right).$$
(54)
Finally, contracting with $`j^\mu =nu^\mu `$ and using (41) produces the relativistic, non-Abelian Euler equation

$$\frac{nu^\mu }{c^2}_\mu \left(u_\nu f^{}(n)\right)n_\nu f^{}(n)=2\mathrm{tr}\left[J^\mu F_{\mu \nu }\right].$$
(55)
The left side is as in (19) while the right side describes the non-Abelian Lorentz force acting on the charged fluid.

Apart from the gauge field contribution, the energy-momentum tensor for the Lagrange density (45) is the same as in (23) when (52) is used to eliminate $`\mathrm{tr}Kg^1D_\mu g`$

$$T^{\mu \nu }=g^{\mu \nu }\left(nf^{}(n)f(n)\right)+\frac{u^\mu u^\nu }{c^2}nf^{}(n)$$
(56)
Just as in the Abelian case, the divergence of $`T^{\mu \nu }`$ entails two independent parts: one proportional to $`u^\nu `$ and the other orthogonal to it

$$_\mu T^{\mu \nu }=_\mu (nu^\mu )\frac{u^\nu f^{}(n)}{c^2}+n\left[\frac{u^\mu }{c^2}_\mu (u^\nu f^{}(n))^\nu f^{}(n)\right].$$
(57)
The first vanishes by the virtue of (1) and the rest is evaluated from Euler equation (55), leaving

$$_\mu T^{\mu \nu }=2\mathrm{tr}\left[J_\mu F^{\mu \nu }\right]$$
(58)
which is canceled by the divergence of the gauge-field energy-momentum tensor

$$_\mu T_{gauge}^{\mu \nu }=2\mathrm{tr}\left[J_\mu F^{\mu \nu }\right].$$
(59)
Thus energy-momentum conservation reproduces Abelian current conservation (1) and the non-Abelian Euler force equation (56), but the Wong equation (41) has to be enforced additionally. This is achieved by our Lagrangian (45).

We record the nonrelativistic limit of (55); using (20) – (22), we find that the nonrelativistic limit for the spatial component of (55) gives the Euler equation with a non-Abelian Lorentz force

$$_t𝐯+𝐯𝐯=\mathrm{𝐟𝐨𝐫𝐜𝐞}+Q^a𝐄_a+\frac{𝐯}{c}\times Q^a𝐁_a$$
(60)
where $`\mathrm{𝐟𝐨𝐫𝐜𝐞}`$ is the pressure force coming from the potential $`V`$ (and is therefore Abelian in nature), while non-Abelian force terms involve the chromoelectric and chromomagnetic fields

$$E_a^i=cF_{0i}^a,B_a^i=\frac{c}{2}ϵ_{ijk}F_{ij}^a$$
(61)
It is seen that our non-Abelian fluid moves effectively in a single direction specified by $`𝐣=\rho 𝐯`$. Nevertheless, it experiences a non-Abelian Lorentz force. In the next subsection we present a generalization wherein the non-Abelian fluid develops several independent directions of motion.

### III.3 Generalization

A generalization of our Lagrange density (45) that will give rise to several fluid components carrying various densities and moving with various velocities is obtained by choosing several directions in the Lie algebra, $`K_{(s)}`$, and coupling to different Abelian currents ref-jackiw-2

$$\begin{array}{ccc}\hfill & =& \underset{s=1}{\overset{r}{}}j_{(s)}^\mu 2\mathrm{tr}\left[K_{(s)}g^1D_\mu g\right]f(n_{(1)},n_{(2)},\mathrm{},n_{(r)})+_{gauge}\hfill \\ \hfill j_{(s)}^\mu & =& (c\rho _{(s)},\rho _{(s)}𝐯_{(s)})=n_{(s)}u_{(s)}^\mu \hfill \\ \hfill u_{(s)}^\mu u_{(s)\mu }& =& c^2\hfill \\ \hfill n_{(s)}& =& \sqrt{j_{(s)}^\mu j_{(s)\mu }/c^2}\hfill \end{array}$$
(62)
(Sums over $`s`$ are indicated explicitly; the summation convention does not apply.) Evidently the current which couples to the gauge potential is now

$$J^\mu =\underset{s=1}{\overset{r}{}}Q_{(s)}j_{(s)}^\mu ,\text{with}Q_{(s)}=gK_{(s)}g^1.$$
(63)
Arbitrary variation of $`g`$ ensures that (63) is covariantly conserved, but we also need the conservation of individual $`j_{(s)}^\mu `$. This is achieved by choosing special forms for $`\delta _{(s)}g=gK_{(s)}\lambda _{(s)}`$ which will work provided that different $`K_{(s)}`$ commute (see Appendix A). Therefore, we choose the $`K_{(s)}`$ to belong to the Cartan subalgebra of the Lie algebra and the total number of different channels equals the rank $`r`$ of the group. With this choice for the $`K_{(s)}`$, special variations of $`g`$ ensure

$$_\mu j_{(s)}^\mu =_t\rho _{(s)}+(\rho _{(s)}𝐯_{(s)})=0$$
(64)
The Wong equation which follows from the conservation of the non-Abelian current now reads

$$\underset{s=1}{\overset{r}{}}j_{(s)}^\mu D_\mu Q_{(s)}=0.$$
(65)
Varying the individual $`j_{(s)}^\mu `$ produces the Bernoulli equations

$$2\mathrm{tr}\left[Q_{(s)}(D_\mu g)g^1\right]=\frac{u_\mu }{c^2}f^{(s)}\text{where }f^{(s)}\frac{}{n_{(s)}}f(n_{(1)},n_{(2)},\mathrm{},n_{(r)})$$
(66)
Again, the curl of the above can be cast in the form

$$\frac{1}{c^2}\left\{^\mu \left(u_{(s)}^\nu f^{(s)}\right)^\nu \left(u_{(s)}^\mu f^{(s)}\right)\right\}=2\mathrm{tr}\left[(D^\mu Q_{(s)})(D^\nu g)g^1\right]+2\mathrm{tr}\left[Q_{(s)}F^{\mu \nu }\right].$$
(67)
When contracted with $`j_{(s)}^\mu =n_{(s)}u_{(s)}^\mu `$, this leaves

$$\frac{n_{(s)}u_{(s)}^\mu }{c^2}_\mu \left(u_{(s)}^\nu f^{(s)}\right)n_{(s)}^\nu f^{(s)}=2\mathrm{tr}\left[j_{(s)}^\mu (D_\mu Q_{(s)})(D^\nu g)g^1\right]+2\mathrm{tr}\left[j_{\mu (s)}Q_{(s)}F^{\mu \nu }\right].$$
(68)
However, unlike in the single channel case, the right side does not simplify since $`j_{\mu (s)}Q_{(s)}`$ cannot be replaced by $`J_\mu `$ because the latter requires summing over $`s`$. Also the first right-hand term in (68) does not vanish since (65) requires summation over $`s`$.

The energy-momentum tensor is

$$T^{\mu \nu }=g^{\mu \nu }\left(\underset{s=1}{\overset{r}{}}n_{(s)}f^{(s)}f\right)+\underset{s=1}{\overset{r}{}}\frac{u_{(s)}^\mu u_{(s)}^\nu }{c^2}n_{(s)}f^{(s)}.$$
(69)
Its divergence of course reproduces (57)

$$_\mu T^{\mu \nu }=\underset{s=1}{\overset{r}{}}\left\{\left(_\mu (n_{(s)}u_{(s)}^\mu )\right)\frac{u_{(s)}^\nu f^{(s)}}{c^2}+n_{(s)}\left[\frac{u_{(s)}^\mu }{c^2}_\mu \left(u_{(s)}^\nu f^{(s)}\right)^\nu f^{(s)}\right]\right\}.$$
(70)
The first term in the brackets vanishes according to (64) and the remainder is evaluated from (68) as

$$\underset{s=1}{\overset{r}{}}\left(2\mathrm{tr}\left[(j_{(s)}^\mu D_\mu Q_{(s)})(D^\nu g)g^1\right]+2\mathrm{tr}\left[j_{\mu (s)}Q_{(s)}F^{\mu \nu }\right]\right)$$

Since now we are summing over all channels, it follows from (63) and (65) that, as before,

$$_\mu T^{\mu \nu }=2\mathrm{tr}\left[J_\mu F^{\mu \nu }\right]$$
(71)
A more transparent picture of what is happening is given if the dynamical potential separates

$`f(n_{(1)},\mathrm{},n_{(r)})`$ $`=`$ $`{\displaystyle \underset{s=1}{\overset{r}{}}}f_{(s)}(n_{(s)})`$ (72)
$`f^{(s)}`$ $`=`$ $`f_{(s)}^{}`$ (73)
Then the left side of (68) refers only to variables labeled $`s`$, while the right side may be rewritten with the help of (62) and (65) to give

$$\frac{n_{(s)}u_{(s)}^\mu }{c^2}_\mu \left(u_{(s)}^\nu f_{(s)}^{}\right)n_{(s)}^\nu f_{(s)}^{}=2\mathrm{tr}\left[J_\mu F^{\mu \nu }\right]2\underset{s^{}s}{\overset{r}{}}\mathrm{tr}\left[j_{\mu (s^{})}\left(Q_{(s^{})}F^{\mu \nu }+(D^\mu Q_{(s^{})})(D^\nu g)g^1\right)\right].$$
(74)
Thus in the addition to the Lorentz force, there are forces arising from the other channels $`s^{}s`$. Note that for separated dynamics (72), the energy-momentum tensor also separates

$$T^{\mu \nu }=\underset{s=1}{\overset{r}{}}T_{(s)}^{\mu \nu }=\underset{s=1}{\overset{r}{}}\left\{g^{\mu \nu }\left(n_{(s)}f_{(s)}^{}f_{(s)}(n_{(s)})\right)+\frac{u_{(s)}^\mu u_{(s)}^\nu }{c^2}n_{(s)}f_{(s)}^{}\right\}.$$
(75)
but the divergence of individual $`T_{(s)}^{\mu \nu }`$ does not vanish. This reflects that energy is exchanged between the different channels and with the gauge field, as is also evident from the equation of motion (74). It is clear that this fluid moves with $`r`$ different velocities $`𝐯_{(s)}`$.

The single-channel Euler equation (55) is expressed in terms of physically relevant quantities (currents, chromomagnetic fields); the many-channel equation (68) involves, additionally, the the gauge group element $`g`$. One may simplify that equation by going to special gauge, for example $`g=I`$, so that the right side of (68) reduces to

$$2\mathrm{tr}\left[j_{\mu (s)}(D^\mu Q_{(s)})(D_\nu g)g^1\right]+2\mathrm{tr}\left[j_{(s)}^\mu Q_{(s)}F_{\mu \nu }\right]=2\mathrm{tr}\left[K_{(s)}j_{(s)}^\mu (_\mu A_\nu _\nu A_\mu )\right]$$
(76)
while the Wong equation (65) becomes

$$\underset{s=1}{\overset{r}{}}j_{(s)}^\mu [A_\mu ,K_{(s)}]=0$$
(77)
It is interesting that in this gauge the non-linear terms in $`F^{\mu \nu }`$ disappear.

## IV Non-Abelian Fluids with a Field Substratum

In the Abelian case, the Mädelung parametrization (13) of the Schrödinger equation gives the conventional nonrelativistic Euler equation, \[even while the forces are derived from a potential that depends on density and (unconventionally) on its derivatives\] (see Section II). We are therefore led to examine a Mädelung-like construction for a non-Abelian, “colored” Schrödinger equation

$$i\mathrm{}_t\psi =\frac{\mathrm{}^2}{2m}^2\psi $$
(78)
We consider only the free, nonrelativistic case, and the “non-Abelian” structure resides solely in the fact that the $`\psi `$ is a multi-component object, transforming under some representation of a group. The color degrees of freedom also lead to the conserved color current

$$J_a^\mu =(c\rho _a,𝐉_a),\rho _a=i\psi ^{}T^a\psi ,𝐉_a=\frac{\mathrm{}}{m}\mathrm{Re}\psi ^{}T^a\psi .$$
(79)
Of course, the singlet current

$$j^\mu =(c\rho ,𝐣),\rho =\psi ^{}\psi ,𝐣=\frac{\mathrm{}}{m}\mathrm{Im}\psi ^{}\psi .$$
(80)
is also conserved. For definiteness and simplicity, we shall henceforth assume that the group is $`SU(2)`$ and that the representation is the fundamental one: $`T^a=\sigma ^a/(2i)`$, $`\{T^a,T^b\}=\delta ^{ab}/2`$. We shall also set the mass $`m`$ and Planck’s constant $`\mathrm{}`$ to unity. The non-Abelian analog of the Mädelung decomposition (13) is

$$\psi =\sqrt{\rho }gu$$
(81)
where $`\rho `$ is the scalar $`\psi ^{}\psi `$, $`g`$ is a group element, and $`u`$ is a constant vector that points in a fixed direction \[e.g., for $`SU(2)`$ $`u`$ could be $`\left(\begin{array}{c}1\\ 0\end{array}\right)`$, then $`iu^{}T^au=\delta ^{a3}/2`$\]. The singlet density is $`\rho `$, while the singlet current $`𝐣`$ is

$$𝐣=\rho 𝐯,𝐯iu^{}g^1gu.$$
(82)
With the decomposition (81), the color density (79) becomes

$$\rho _a=Q_a\rho ,Q_a=iu^{}g^1T^agu=iR_{ab}u^{}T^bu=R_{ab}t^b/2$$
(83)
where $`R_{ab}`$ is in the adjoint representation of the group and the unit vector $`t^a`$ is defined as $`t^a/2=iu^{}T^au`$. On the other hand, the color current reads

$$𝐉_a=\frac{1}{2}\rho R_{ab}u^{}(T^bg^1g+g^1gT^b)u,$$
(84)
which with the introduction of

$`g^1g`$ $``$ $`2𝐯^aT^a`$ (85)
$`𝐯`$ $`=`$ $`𝐯^at^a`$ (86)
becomes

$$𝐉_𝐚=\frac{\rho }{2}R_{ab}𝐯^b.$$
(87)
Unlike the Abelian model, the vorticity is nonvanishing

$$\times 𝐯^a=ϵ^{abc}𝐯^b\times 𝐯^c$$
(88)
A difference between the Mädelung approach and the previous particle based one is that the color current is not proportional to the singlet current. Equation (87) may be written as

$$𝐉_a=Q_a\rho 𝐯+\frac{\rho }{2}R_{ab}𝐯_{}^b$$
(89)
where the “orthogonal” velocity $`𝐯_{}^a`$ is defined as

$$𝐯_{}^a=\left(\delta ^{ab}t^at^b\right)𝐯^b.$$
(90)
Equation (88) shows that color current possesses components that are orthogonal to the singlet current.

In Appendix D we derive for the $`SU(2)`$ case the decomposition of the Schrödinger equation with the parametrization (81). Two equations emerge: one regains the conservation of the Abelian current (1) and the other is the “Bernoulli” equation

$$\left(g^1_tg\right)^a=\left[𝐯^b𝐯^b\frac{^2\sqrt{\rho }}{\sqrt{\rho }}\right]t^a+\frac{1}{\rho }\left(\rho ϵ^{abc}𝐯^bt^c\right)$$
(91)
It is further verified that the covariant conservation of the color current is enforced by both (1) and (91). However, there is no Wong equation because the color current is not proportional to the conserved singlet current. Finally, using the identity, which is a consequence of the definition (85)

$$_t𝐯^a=\frac{1}{2}\left(g^1_tg\right)^a+ϵ^{abc}𝐯^b\left(g^1_tg\right)^c$$
(92)
one can deduce an Euler equation for $`_t𝐯^a`$ from (91).

We record the energy and momentum density

$``$ $`=`$ $`{\displaystyle \frac{1}{2}}\psi ^{}\psi ={\displaystyle \frac{1}{2}}\rho 𝐯^a𝐯^a+{\displaystyle \frac{\rho \rho }{8\rho }}`$ (93)
$`𝒫`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left(\psi ^{}\psi \psi ^{}\psi \right)=\rho 𝐯`$ (94)
Both parallel and orthogonal components of the velocity contribute to the energy density but only the parallel component $`𝐯`$ contributes to the momentum density. It is clear that within the present approach the fluid color flows in every direction in the group space, but the mass density is carried by the unique velocity $`𝐯`$. This is in contrast to our previous approach where all motion is in a single direction (Section III.2) or at most in the directions of the Cartan elements of the Lie algebra (Section III.3).

The difference between the two approaches is best seen from a comparison of Lagrangians. For the color Schrödinger theory in the Mädelung representation

$`_{Schrodinger}`$ $`=`$ $`{\displaystyle \frac{i}{2}}\left(\psi ^{}_t\psi _t\psi ^{}\psi \right){\displaystyle \frac{1}{2}}\psi ^{}\psi `$ (95)
$`=`$ $`i\rho u^{}g^1_tgu{\displaystyle \frac{1}{2}}\rho 𝐯^a𝐯^a{\displaystyle \frac{(\rho )^2}{8\rho }}`$ (96)
With $`uu^{}I/22iK`$, the free part of the above reads

$$_{Schrodinger}^0=\rho \mathrm{\hspace{0.25em}2}\mathrm{tr}\left[Kg^1_tg\right]\frac{1}{2}\rho 𝐯^a𝐯^a$$
(97)
On the other hand, the free part of the Lagrange density (45) in the nonrelativistic limit is

$`^0`$ $`=`$ $`\rho \mathrm{\hspace{0.25em}2}\mathrm{tr}\left[Kg^1_tg\right]+\rho 𝐯2\mathrm{tr}\left[Kg^1g\right]\sqrt{\rho ^2(c^2v^2)}`$ (98)
$``$ $`\rho \mathrm{\hspace{0.25em}2}\mathrm{tr}\left[Kg^1_tg\right]+\rho 𝐯2\mathrm{tr}\left[Kg^1g\right]\rho c^2+{\displaystyle \frac{1}{2}}\rho v^2`$
$`=`$ $`\rho \mathrm{\hspace{0.25em}2}\mathrm{tr}\left[Kg^1_tg\right]{\displaystyle \frac{1}{2}}\rho v^2\rho c^2`$
where we have used $`𝐯=2\mathrm{tr}\left[Kg^1g\right]`$, which follows upon the variation of $`𝐯`$, in the next-to-last equality above. Thus the canonical $`1`$-form is the same for both models while the difference resides in the velocity dependence of their respective Hamiltonians. Only the singlet $`𝐯`$ enters (98) while the Mädelung construction uses the group vector $`𝐯^a`$.

Finally, note that while the Euler equation, which emerges when (91) and (92) are combined, intricately couples all directions of the fluid velocity $`𝐯^a`$, it does admit the simple solution $`𝐯^a=𝐯t^a`$, with $`𝐯`$ obeying the Abelian equations that arise from (12)-(14).

## V Discussion

In this paper, we have presented in Section III two distinct non-Abelian generalizations of ordinary particle based Abelian fluid dynamics. Both versions use a fluid generalization of the Kirillov-Kostant form that naturally encodes the algebra of charge densities (51), which is needed if the charge density is to be identified as the generator of non-Abelian symmetry transformations. In Section III.3 we generalized the first version, given in Section III.2 so that the density is specified in terms of a set of Abelian densities equal in number to the rank $`r`$ of the Lie algebra, rather than a single density as in the first version. Since the charge density at a point in the fluid is an element of the Lie algebra, diagonalization shows that an invariant specification must use $`r`$ eigenvalues. Alternatively, we may use the $`r`$ Casimir invariants of $`\rho _a`$ at a point to characterize it. Therefore the appearance of $`r`$ Abelian currents in the Lagrangian is entirely natural. This is also in accord with what happens with the Kirillov-Kostant form where our $`j_{(s)}^\mu `$ are replaced by the fixed weights of a representation of the Lie algebra and lead to that representation upon quantization.

The two versions also differ in the formula for the current. Our first version, which is mathematically more concise, gives the non-Abelian Eckart decomposition, (49), while the second version does not allow the factorization of the current into a non-Abelian charge density and an Abelian velocity, rather it is a sum of such factorized expressions – a generalized Eckart decomposition as in (50). The Eckart decomposition shows that we can choose a local Lorentz frame for which a given fluid element can be brought to rest. The charge density is then related to the charge carried by this element. By contrast, in the second version, with a generalized Eckart decomposition, we see that even if we choose a frame where one Lie algebra component of the velocity is zero, the other color velocities need not be. Thus the latter applies to a situation where color separating flows can occur. Physically, it is not yet clear what kinematic regimes of a quark-gluon plasma, for example, would admit or require such flows.

We note that the currents we have obtained are the non-Abelian analogues of the irrotational part of the Abelian current, even though the vorticity is nonvanishing. The other components can be easily incorporated, if needed , by generalizing the Lagrangian in (62) as

$$=\underset{s=1}{\overset{r}{}}j_{(s)}^\mu \left\{2\mathrm{tr}\left[K_{(s)}g^1D_\mu g\right]+a_{\mu (s)}\right\}f(n_{(1)},n_{(2)},\mathrm{},n_{(r)})+_{gauge}$$
(99)
where $`a_{\mu (s)}`$ is given by

$$a_{\mu (s)}=\alpha _{(s)}_\mu \beta _{(s)}$$
(100)
The final fluid equations remain unchanged.

We have also derived in Section IV a field based fluid mechanics by extending the Mädelung construction to the non-Abelian situation. Here the “Euler” equations are much less appealing because they involve velocities in all group directions. We know of no compelling physical reason for preferring this field based model over the particle based one, even though in the Abelian case it coincides with the particle-based construction.

## Acknowledgements

This work was supported in part by DOE grants Nos. DE-FC02-94-ER40818, DE-FG02-91-ER40676, by NSF grant number PHY-0070883 and by a PSC-CUNY grant.

## Appendix A Variations of $`g`$

We determine the variation of

$$I^0=𝑑t𝑑r\underset{s=1}{\overset{r}{}}j_{(s)}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}K_{(s)}g^1D_\mu g$$
(101)
when $`g`$ is varied either arbitrarily or in the specific manner

$$g^1\delta g=K_{(s^{})}\lambda $$
(102)
where $`\lambda `$ is an arbitrary function on space-time. This will provide the needed results (1) and (30) for the single channel situation as well as (64) and (65) for many channels.

Recall the definitions $`Q_{(s)}=gK_{(s)}g^1`$ and $`D_\mu g=_\mu g+A_\mu g`$, which implies $`D_\mu g^1=_\mu g^1g^1A_\mu `$. First, the variation of $`g^1D_\mu g`$ is established

$$\delta \left(g^1D_\mu g\right)=g^1\delta gg^1D_\mu g+g^1D_\mu \delta g$$
(103)
To evaluate the last term, note that $`D_\mu \delta g=D_\mu \left(gg^1\delta g\right)=(D_\mu g)g^1\delta g+gD_\mu \left(g^1\delta g\right)`$. Thus

$$\delta \left(g^1D_\mu g\right)=_\mu \left(g^1\delta g\right)+[g^1D_\mu g,g^1\delta g].$$
(104)
Inserting (104) into the variation of $`I^0`$ in (101), integrating by parts, and rearranging the trace with $`K_{(s)}`$ gives

$$\delta I^0=𝑑t𝑑r\underset{s=1}{\overset{r}{}}\left(_\mu j_{(s)}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}K_{(s)}g^1\delta g+j_{(s)}^\mu 2\mathrm{tr}[g^1D_\mu g,K_{(s)}]g^1\delta g\right).$$
(105)
Considering first arbitrary variations: the vanishing of $`\delta I^0`$ requires

$$\underset{s=1}{\overset{r}{}}\left(_\mu j_{(s)}^\mu K_{(s)}+j_{(s)}^\mu [g^1D_\mu g,K_{(s)}]\right)=0$$
(106)
or, after sandwiching the above between $`g\mathrm{}g^1`$,

$$\underset{s=1}{\overset{r}{}}\left(_\mu j_{(s)}^\mu Q_{(s)}+j_{(s)}^\mu [\left(D_\mu g\right)g^1,Q_{(s)}]\right)=0.$$
(107)
Finally we verify that

$$[D_\mu gg^1,Q_{(s)}]=D_\mu Q_{(s)},$$
(108)
so that the desired results (30) and (65) follow

$$\underset{s=1}{\overset{r}{}}\left(_\mu j_{(s)}^\mu Q_{(s)}+j_{(s)}^\mu D_\mu Q_{(s)}\right)=D_\mu \left(\underset{s=1}{\overset{r}{}}j_{(s)}^\mu Q_{(s)}\right)=D_\mu J^\mu =0.$$
(109)
Next we consider the specific variation (102) and separate the sum (105) into the term $`s=s^{}`$ and $`ss^{}`$. After a rearrangement of the last term in (105), we get

$`\delta I^0`$ $`=`$ $`{\displaystyle 𝑑t𝑑r\left(_\mu j_{(s^{})}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}K_{(s^{})}K_{(s^{})}\lambda +j_{(s^{})}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}g^1D_\mu g[K_{(s^{})},K_{(s^{})}]\lambda \right)}`$ (110)
$`+{\displaystyle \underset{ss^{}}{}}\left(_\mu j_{(s)}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}K_{(s)}K_{(s^{})}\lambda +j_{(s)}^\mu \mathrm{\hspace{0.17em}2}\mathrm{tr}g^1D_\mu g[K_{(s)},K_{(s^{})}]\lambda \right)`$
The first commutator vanishes; so does the second when $`K_{(s)}`$ and $`K_{(s^{})}`$ commute, i.e., when they belong to the Cartan subalgebra. Also $`2\mathrm{tr}K_{(s)}K_{(s^{})}=K_{(s)}^aK_{(s^{})}^a`$; for $`s^{}=s`$ this is constant, while for $`s^{}s`$ it vanishes when it is arranged that distinct elements of the Cartan algebra are selected. Thus for stationary variations $`j_{(s)}^\mu `$ must be conserved, and (1) as well as (30) are validated.

## Appendix B Charge density algebra

The portion of the Lagrange density (45) that determines the Poisson bracket is

$$_{canonical}=\rho \mathrm{\hspace{0.17em}2}\mathrm{tr}Kg^1_tg=\rho \mathrm{\hspace{0.17em}2}\mathrm{tr}Q_tgg^1.$$
(111)
With a parametrization of the group element, e.g., $`g(\phi )=e^{T^a\phi _a}`$, one sees that $`\left(_tg\right)g^1`$ has the form $`_t\phi _aC_b^a(\phi )T^b`$, where the non-singular matrix $`C_b^a(\phi )`$ is defined by

$$C_b^a(\phi )T^b=\frac{g(\phi )}{\phi _a}g^1(\phi ).$$
(112)
Thus

$$_{canonical}=\rho _t\phi _aC_b^aQ_b=_t\phi _aC_b^a\rho _b$$
(113)
and the momentum conjugate to $`\phi _a`$ is

$$\mathrm{\Pi }^a=C_b^a\rho _b.$$
(114)
With inverse to $`C_b^a`$ defined as $`c_a^b`$,

$$\rho _a=c_b^a\mathrm{\Pi }^b.$$
(115)
The non-Abelian charge density $`\rho _a`$ is a function of $`(t,𝐫)`$ and for (51) we need the bracket with another density evaluated at $`(t,𝐫^{})`$. Since the dependence of $`c_b^a`$ on $`\phi `$ involves no spatial derivatives of $`\phi `$, it is clear that the brackets will be local in $`𝐫𝐫^{}`$; just as is the bracket between $`\phi `$ and $`\mathrm{\Pi }`$.

$`\{\rho _a(t,𝐫),\rho _b(t,𝐫^{})\}`$ $`=`$ $`(c_b^{}^b{\displaystyle \frac{c_a^{}^a}{\phi _b^{}}}\mathrm{\Pi }^a^{}ab)\delta (𝐫𝐫^{})`$ (116)
$`=`$ $`(c_b^{}^bc_c^{}^a{\displaystyle \frac{C_{c^{\prime \prime }}^c^{}}{\phi _b^{}}}c_a^{}^{c^{\prime \prime }}\mathrm{\Pi }^a^{}ab)\delta (𝐫𝐫^{})`$
$`=`$ $`(c_b^{}^bc_c^{}^a{\displaystyle \frac{C_{c^{\prime \prime }}^c^{}}{\phi _b^{}}}\rho _{c^{\prime \prime }}ab)\delta (𝐫𝐫^{})`$
To evaluate the derivative with respect to $`\phi `$, return to (112) and observe

$`{\displaystyle \frac{C_{c^{\prime \prime }}^c^{}}{\phi _b^{}}}`$ $`=`$ $`{\displaystyle \frac{}{\phi _b^{}}}\left(2\mathrm{tr}{\displaystyle \frac{g}{\phi _c^{}}}g^1T^{c^{\prime \prime }}\right)`$ (117)
$`=`$ $`2\mathrm{tr}\left({\displaystyle \frac{^2g}{\phi _c^{}\phi _c^{}}}g^1C_d^{}^c^{}T^d^{}C_{d^{\prime \prime }}^b^{}T^{d^{\prime \prime }}\right)T^{c^{\prime \prime }}`$
The first term in the parentheses is symmetric in $`(b^{},c^{})`$; when inserted in (116) it produces a symmetric contribution in $`(a,b)`$ and does not contribute when antisymmetrization in $`(a,b)`$ is effected. What is left establishes (45).

$`\{\rho _a(t,𝐫),\rho _b(t,𝐫^{})\}`$ $`=`$ $`(c_b^{}^bc_c^{}^aC_d^{}^c^{}C_{d^{\prime \prime }}^b^{}2\mathrm{tr}T^d^{}T^{d^{\prime \prime }}T^{c^{\prime \prime }}\rho _{c^{\prime \prime }}ab)\delta (𝐫𝐫^{})`$ (118)
$`=`$ $`(2\mathrm{tr}T^aT^bT^{c^{\prime \prime }}\rho _{c^{\prime \prime }}ab)\delta (𝐫𝐫^{})`$
$`=`$ $`2\mathrm{tr}f^{abd}T^dT^{c^{\prime \prime }}\rho _{c^{\prime \prime }}\delta \left(𝐫𝐫^{}\right)`$
$`=`$ $`f^{abc}\rho _c(t,𝐫)\delta \left(𝐫𝐫^{}\right)`$
## Appendix C  Manipulating equation (53)

Observe that the first term in (53) equals

$$_\mu 2\mathrm{tr}\left[Q(D_\nu g)g^1\right]=2\mathrm{tr}[(D_\mu Q)(D_\nu g)g^1+Q(D_\mu D_\nu g)g^1Q(D_\nu g)g^1(D_\mu g)g^1.]$$
(119)
The first term on the right side is rewritten with the help of (108) and combined with the last term, leaving

$$2\mathrm{tr}\left(Q(D_\mu D_\nu g)g^1Q(D_\mu g)g^1(D_\nu g)g^1\right)$$

After antisymmetrization in $`(\mu ,\nu )`$, the left side of (53) reads

$$2\mathrm{tr}Q\left(([D_\mu ,D_\nu ]g)g^1[(D_\mu g)g^1,(D_\nu g)g^1]\right)=2\mathrm{tr}\left(QF_{\mu \nu }[Q,(D_\mu g)g^1](D_\nu g)g^1\right)$$
(120)
When (108) is used again, (120) becomes the left side of (55).

## Appendix D  Non-Abelian Mädelung Parametrization

When (81) is inserted into (78), and use is made of the definition (85), we find in the $`SU(2)`$ case

$$\frac{1}{2}i_t\rho u+i\rho (g^1_tg)^aT^au=\frac{1}{2}\sqrt{\rho }^2\sqrt{\rho }u+(\rho 𝐯^a)T^au+\frac{1}{2}\rho 𝐯^a𝐯^au$$
(121)
Next (121) is premultiplied by $`u^{}`$, where it implies

$$i_t\rho +\rho (g^1_tg)^at^a=\sqrt{\rho }^2\sqrt{\rho }i\left(\rho 𝐯^at^a\right)+\rho 𝐯^a𝐯^a.$$
(122)
The imaginary part reproduces the continuity equation for the singlet current (82), while the real part gives

$$(g^1_tg)^at^a=\frac{1}{\sqrt{\rho }}^2\sqrt{\rho }+𝐯^a𝐯^a.$$
(123)
To obtain further information, we premultiply (121) with $`u^{}T^b`$. This gives

$$_t\rho t^bi\rho (g^1_tg)^b+\rho (g^1_tg)^aϵ^{bac}t^c=i\sqrt{\rho }^2\sqrt{\rho }t^b\left(\rho 𝐯^b\right)i\left(\rho 𝐯^a\right)ϵ^{bac}t^ci\rho 𝐯^a𝐯^at^b.$$
(124)
The imaginary part gives (91) while the real part is identically satisfied by virtue of (1) and (91).


text:
# Integral representations of unbounded operators by arbitrarily smooth Carleman kernels

## 1. Introduction

Throughout, $``$ will denote a separable Hilbert space, $`()`$ the set of all closed linear operators densely defined in $``$, $`()`$ the algebra of all bounded linear operators on $``$, and $``$, and $``$, and $``$, the complex plane, the set of all positive integers, the set of all integers, respectively. For an operator $`S`$ in $`()`$, $`S^{}`$ will denote the Hilbert space adjoint of $`S`$.

Let $`S:D_S`$ be an operator of $`()`$. A number $`\lambda `$ is said to belong to the limit spectrum $`\sigma _c(S)`$ of $`S`$ if there exists an orthonormal sequence $`\{e_n\}D_S`$ such that $`\underset{n\mathrm{}}{lim}(S\lambda )e_n_{}=0`$. Let $`_\lambda ()`$ denote the collection of all operators $`S()`$ for which $`\lambda \sigma _c(S^{})`$.

Let $``$ be the real line $`(\mathrm{},+\mathrm{})`$ equipped with the Lebesgue measure, and let $`L_2=L_2()`$ be the Hilbert space of (equivalence classes of) measurable complex–valued functions on $``$ equipped with the inner product

$$f,g=_{}f(s)\overline{g(s)}𝑑s$$

and the norm $`f=f,f^{\frac{1}{2}}`$. A linear operator $`T:D_TL_2`$, where the domain $`D_T`$ is a dense linear manifold in $`L_2`$, is said to be integral if there exists a measurable function $`𝑻`$ on $`^2`$, a kernel, such that, for every $`fD_T`$,

$$(Tf)(s)=_{}𝑻(s,t)f(t)𝑑t$$

for almost every $`s`$ in $``$. If $`T`$ is an integral operator such that $`D_T=L_2`$ then $`T(L_2)`$ (see \[4, Theorem I.2.8\], \[3, Theorem 3.10\]). A kernel $`𝑻`$ on $`^2`$ is said to be Carleman if $`𝑻(s,)L_2`$ for almost every fixed $`s`$ in $``$. An integral operator with a kernel $`𝑻`$ is called Carleman if $`𝑻`$ is a Carleman kernel, and it is called bi-Carleman if both $`𝑻`$ and $`𝑻^{}`$ ($`𝑻^{}(s,t)=\overline{𝑻(t,s)}`$) are Carleman kernels. Every Carleman kernel, $`𝑻`$, defines a Carleman function $`𝒕`$ from $``$ to $`L_2`$ by $`𝒕(s)=\overline{𝑻(s,)}`$ for all $`s`$ in $``$ for which $`𝑻(s,)L_2`$.

We shall recall a characterization of Carleman representable operators \[4, Theorem IV.3.6\]:

###### Proposition 1.

A necessary and sufficient condition that an operator $`S()`$ be unitarily equivalent to an integral operator with Carleman kernel is that $`S`$ belong to $`_0()`$.

While this result deals with Carleman operators in general, and the question whether their kernels can have certain analytic properties is largely beside the point, given any non-negative integer $`m`$, we impose on a Carleman kernel $`𝑲`$ the following smoothness conditions:

1. the function $`𝑲`$ and all its partial derivatives on $`^2`$ up to order $`m`$ are in $`C(^2,)`$,
2. the Carleman function $`𝒌`$, $`𝒌(s)=\overline{𝑲(s,)}`$, and all its (strong) derivatives on $``$ up to order $`m`$ are in $`C(,L_2)`$.

Here and throughout $`C(X,B)`$, where $`B`$ is a Banach space (with norm $`_B`$), denote the Banach space (with the norm $`f_{C(X,B)}=\underset{xX}{sup}f(x)_B`$) of continuous $`B`$-valued functions defined on a locally compact space $`X`$ and vanishing at infinity (that is, given any $`fC(X,B)`$ and $`\epsilon >0`$, there exists a compact subset $`X(\epsilon ,f)X`$ such that $`f(x)_B<\epsilon `$ whenever $`xX(\epsilon ,f)`$).

###### Definition 1.

A function $`𝑲`$ that satisfies Conditions (i), (ii) is called a $`SK^m`$-kernel . In addition, a $`SK^m`$-kernel $`𝑲`$ is called a $`K^m`$-kernel (see , ) if the conjugate transpose function $`𝑲^{}`$, $`𝑲^{}(s,t)=\overline{𝑲(t,s)}`$, is also a $`SK^m`$-kernel, that is, its Carleman function $`𝒌^{}`$, $`𝒌^{}(s)=\overline{𝑲^{}(s,)}`$, satisfies Condition (ii).

We are now in a position to formulate a series of known results on integral representations of operators by $`SK^m`$-kernels.

###### Proposition 2.

Let $`m`$ be a fixed non-negative integer. Then

1. if for an operator $`S_0()`$ there exist a dense in $``$ linear manifold $`D`$ and an orthonormal sequence $`\{e_n\}`$ such that

$$\{e_n\}DD_SD_S^{},\underset{n\mathrm{}}{lim}Se_n_{}=0,\underset{n\mathrm{}}{lim}S^{}e_n_{}=0,$$

then there exists an explicitly computable unitary operator $`U_m:L_2`$ such that $`T=U_mSU_m^1`$ is a bi-Carleman operator having a $`K^m`$-kernel (see , ),
2. if for an operator family $`\{S_\alpha :\alpha 𝒜\}_0()()`$ there exists an orthonormal sequence $`\left\{e_n\right\}`$ such that

$$\underset{n\mathrm{}}{lim}\underset{\alpha 𝒜}{sup}S_\alpha ^{}e_n_{}=0,\underset{n\mathrm{}}{lim}\underset{\alpha 𝒜}{sup}S_\alpha e_n_{}=0,$$

then there exists an explicitly computable unitary operator $`U_m:L_2`$ such that all the operators $`U_mS_\alpha U_m^1`$ $`(\alpha 𝒜)`$ are bounded bi-Carleman operators having $`K^m`$-kernels (see ),
3. if for a countable family $`\{S_r:r\}_0()()`$ there exists an orthonormal sequence $`\left\{e_n\right\}`$ such that

$$\underset{r}{sup}S_r^{}e_n_{}0\text{as }n\mathrm{},$$

then there exists an explicitly computable unitary operator $`U_m:L_2`$ such that all the operators $`U_mS_rU_m^1`$ $`(r)`$ are bounded Carleman operators having $`SK^m`$-kernels (see ).

In the proposition just formulated, the “explicit computability” of the unitary operators $`U_m`$ means that they are given by

(1)
$$U_mf_n=u_n(n),$$

where $`\{f_n\}`$, $`\{u_n\}`$ are orthonormal bases in $``$ and $`L_2`$, respectively. As the basis $`\{f_n\}`$, the proof of Proposition uses an arbitrary orthonormal basis in $``$ provided that $`\{e_n\}\{f_n\}`$. Given a non-negative integer $`m`$, the general method to obtain the second desired basis $`\{u_n\}`$ for $`L_2`$ is to rearrange in a special way the functions

(2)
$$u_{k,l}(s)=\{\begin{array}{cc}\frac{1}{\sqrt{|t_{l+1}t_l|}}y_k\left(\frac{st_l}{|t_{l+1}t_l|}\right)\hfill & \text{if }s[t_l,t_{l+1}],\hfill \\ 0\hfill & \text{if }s[t_l,t_{l+1}]\hfill \end{array}(k,l),$$

where $`\mathrm{}<\mathrm{}<t_l<t_{l+1}<\mathrm{}<+\mathrm{}`$, with $`t_l\pm \mathrm{}`$ as $`l\pm \mathrm{}`$, and $`\{y_k\}`$ is an orthonormal basis in $`L_2[0,1]`$ whose terms are eigenfunctions of a self-adjoint differential operator $`L`$ on $`[0,1]`$ induced by the differential expression $`l(y)=y^{2m+2}`$ and by the boundary conditions $`y^{(i)}(0)=y^{(i)}(1)=0`$ ($`i=0,\mathrm{},m`$).

The purpose of this paper is to restrict the conclusion of Proposition 1 to arbitrarily smooth Carleman kernels. Now define these kernels.

###### Definition 2.

We say that a function $`𝑲`$ is a $`SK^{\mathrm{}}`$-kernel ($`K^{\mathrm{}}`$-kernel) if it is a $`SK^m`$-kernel ($`K^m`$-kernel) for each non-negative integer $`m`$.

###### Theorem.

If $`S_0()`$, then there exists a unitary operator $`U_{\mathrm{}}:L_2`$ such that the operator $`T=U_{\mathrm{}}SU_{\mathrm{}}^1`$ is a Carleman operator having $`SK^{\mathrm{}}`$-kernel.

It should be noted that this theorem, which is our main result, both extends the singleton case of the statement (C) of Proposition 2 to unbounded operators of $`_0()`$ and restricts its conclusion to $`SK^{\mathrm{}}`$-kernels.

Theorem will be proved in the next section of the present paper. The proof yields an explicit construction of the unitary operator $`U_{\mathrm{}}:L_2`$. The construction of $`U_{\mathrm{}}`$ is independent of those spectral points of $`S`$ that are different from $`0`$, and is defined, as in (1), by $`U_{\mathrm{}}f_n=u_n`$ ($`n`$), where $`\{f_n\}`$, $`\{u_n\}`$ are orthonormal bases in $``$ and $`L_2`$, respectively, whose elements can be explicitly described in terms of the operator $`S`$. Unlike the functions (2), the functions $`u_n`$ ($`n`$) in the proof below are naturally required to be arbitrarily smooth on $``$, and Section 3 of this paper exhibits an explicit example of such a basis $`\{u_n\}`$ adopted from the wavelet theory.

## 2. Proof of Theorem

The proof consists of three steps. The first step is some preparation for the next two steps. In this step we split the operator $`S_0()`$ in order to construct auxiliary operators $`J`$, $`\mathrm{\Gamma }`$, $`B`$, $`Q`$. Using these operators, in the second step we describe suitable orthonormal bases $`\{u_n\}`$, $`\{f_n\}`$ in $`L_2`$, $``$, respectively, and suggest (as $`U_{\mathrm{}}`$ in the theorem) a certain unitary operator from $``$ to $`L_2`$ that sends the basis $`\{f_n\}`$ onto the basis $`\{u_n\}`$. The rest of the proof is a straightforward verification that the constructed unitary operator is indeed as desired.

### Preparing

Let $`S_0()`$, and let $`\{e_k\}D_S^{}`$ be that orthonormal sequence for which

(3)
$$\underset{k}{}S^{}e_k_{}^{\frac{1}{4}}<\mathrm{}$$

will do (the sum notation $`\underset{k}{}`$ will always be used instead of the more detailed symbol $`\underset{k=1}{\overset{\mathrm{}}{}}`$). Let $`H`$ be the closed linear span of the $`e_k`$’s, and let $`H^{}`$ be the orthogonal complement of $`H`$ in $``$. Since $`S^{}()`$, we have

(4)
$$HD_S^{}.$$

If $`E`$ is the orthogonal projection onto $`H`$, consider the decomposition

(5)
$$S=(1E)S+ES.$$

Since $`E()`$, it follows via definition of the adjoint that $`(ES)^{}=S^{}E`$. Observe that the operator $`J=S^{}E`$ is nuclear; this property follows immediately from (3) and (4). Assume, with no loss of generality, that $`dimH^{}=dimH=\mathrm{}`$, and choose an orthonormal basis $`\left\{e_k^{}\right\}`$ in $`H^{}`$ so that

(6)
$$\left\{e_k^{}\right\}(1E)D_S^{}.$$

For each $`fD_S^{}`$ and for each $`h`$, let

(7)
$$z(f)=S^{}f_{}+1,d(h)=Jh_{}^{\frac{1}{4}}+J^{}h_{}^{\frac{1}{4}}+\mathrm{\Gamma }^{}h_{},$$

where

(8)
$$\mathrm{\Gamma }=S^{}\mathrm{\Lambda },\text{ and }\mathrm{\Lambda }=\underset{k}{}\frac{1}{kz\left(e_k^{}\right)},e_k^{}_{}e_k^{}.$$

Since, for the basis $`\{f_n\}=\{e_k\}\left\{e_k^{}\right\}`$,

$$\underset{n}{}S^{}\mathrm{\Lambda }f_n_{}^2=\underset{k}{}\frac{S^{}e_k^{}_{}^2}{k^2(S^{}e_k^{}_{}+1)^2}\frac{\pi ^2}{6},$$

it follows that $`\mathrm{\Gamma }^{}`$ is a Hilbert-Schmidt operator.

If $`J=_ns_n,p_n_{}q_n`$ is the Schmidt decomposition for $`J`$, then the closedness of $`S`$ implies that, for every $`gD_S`$,

(9)
$$ESg=(ES)^{}g=(S^{}E)^{}g=J^{}g=\underset{n}{}s_ng,q_n_{}p_n;$$

here the $`s_n`$ are the singular values of $`J`$ (eigenvalues of $`\left(JJ^{}\right)^{\frac{1}{2}}`$), $`\left\{p_n\right\}`$, $`\left\{q_n\right\}`$ are orthonormal sets (the $`p_n`$ are eigenfunctions for $`J^{}J`$ and $`q_n`$ are eigenfunctions for $`JJ^{}`$).

Introduce one more auxiliary operator $`B`$ by

(10)
$$B=\underset{n}{}s_n^{\frac{1}{4}},p_n_{}q_n,$$

and observe that, by the Schwarz inequality,

(11)
$$Bf_{}=\left(J^{}J\right)^{\frac{1}{8}}f_{}Jf_{}^{\frac{1}{4}},B^{}f_{}=\left(JJ^{}\right)^{\frac{1}{8}}f_{}J^{}f_{}^{\frac{1}{4}}$$

if $`f=1`$.

Now consider the operator $`Q=(1E)S`$. The property (6) provides the representation

(12)
$$Qg=\underset{k}{}Qg,e_k^{}_{}e_k^{}=\underset{k}{}g,S^{}e_k^{}_{}e_k^{}\text{for all }gD_S.$$

### Defining a unitary $`𝑼_{\mathbf{}}`$

This step is to construct a candidate for the desired unitary operator $`U_{\mathrm{}}`$ in the theorem.

###### Notation.

If an equivalence class $`fL_2`$ contains a function belonging to $`C(,)`$, then we shall use $`\left[f\right]`$ to denote that function.

Take any orthonormal basis $`\{u_n\}`$ for $`L_2`$ which satisfies conditions:

1. the terms of the derivative sequence $`\left\{\left[u_n\right]^{(i)}\right\}`$ are in $`C(,)`$, for each $`i`$ (here and throughout, the letter $`i`$ is reserved for integers in $`[0,+\mathrm{})`$),
2. $`\{u_n\}=\{g_k\}_{k=1}^{\mathrm{}}\{h_k\}_{k=1}^{\mathrm{}}`$, where $`\{g_k\}_{k=1}^{\mathrm{}}\{h_k\}_{k=1}^{\mathrm{}}=\mathrm{}`$, and, for each $`i`$,

(13)
$$\underset{k}{}H_{k,i}<\mathrm{}\text{with }H_{k,i}=\left[h_k\right]^{(i)}_{C(,)}(k),$$
3. there exist a subsequence $`\left\{x_k\right\}_{k=1}^{\mathrm{}}\{e_k\}`$ and a strictly increasing sequence $`\left\{n(k)\right\}_{k=1}^{\mathrm{}}`$ of positive integers such that, for each $`i`$,

(14)
$$\underset{k}{}d(x_k)\left(G_{k,i}+1\right)<\mathrm{}\text{with }G_{k,i}=\left[g_k\right]^{(i)}_{C(,)}(k),$$

(15)
$$\underset{k}{}kz\left(e_k^{}\right)H_{n(k),i}<\mathrm{}.$$

###### Remark.

Let $`\{u_n\}`$ be an orthonormal basis for $`L_2`$ such that, for each $`i`$,

(16)
$$\left[u_n\right]^{(i)}C(,)(n),$$

(17)
$$\left[u_n\right]^{(i)}_{C(,)}D_nA_i(n),$$

(18)
$$\underset{k}{}D_{n_k}<\mathrm{},$$

where $`\{D_n\}_{n=1}^{\mathrm{}}`$, $`\{A_i\}_{i=0}^{\mathrm{}}`$ are sequences of positive numbers, and $`\{n_k\}_{k=1}^{\mathrm{}}`$ is a subsequence of $``$. Since $`d(e_k)0`$ as $`k\mathrm{}`$, the basis $`\{u_n\}`$ satisfies Conditions (a) through (c) with $`h_k=u_{n_k}`$ ($`k`$) and $`\{g_k\}_{k=1}^{\mathrm{}}=\{u_n\}\{h_k\}_{k=1}^{\mathrm{}}`$. The next section of the present paper exemplifies the existence of such a basis $`\{u_n\}`$.

Let us return to the proof of the theorem. Let $`\left\{x_k^{}\right\}=\left\{e_k^{}\right\}(\{e_k\}\{x_k\})`$, and let $`\{f_n\}=\{x_k\}\left\{x_k^{}\right\}`$. Define a unitary operator $`U_{\mathrm{}}:L_2`$ on the basis vectors by setting

(19)
$$U_{\mathrm{}}x_k^{}=h_k,U_{\mathrm{}}x_k=g_k\text{for all }k,$$

in the harmless assumption that, for each $`k`$,

(20)
$$U_{\mathrm{}}f_k=u_k,U_{\mathrm{}}e_k^{}=h_{n(k)},$$

where $`n(k)`$ is just that sequence which occurs in Condition (c).

### Verifying

To show that the unitary operator $`U_{\mathrm{}}`$ defined in (19) has the desired properties, it is to be proved that $`T=U_{\mathrm{}}SU_{\mathrm{}}^1`$ is an integral operator having a $`SK^{\mathrm{}}`$-kernel. For this purpose, verify that so are the operators $`P=U_{\mathrm{}}QU_{\mathrm{}}^1`$ and $`F=U_{\mathrm{}}J^{}U_{\mathrm{}}^1`$.

Using (12), (20), one can write

(21)
$$Pf=\underset{k}{}f,T^{}h_{n(k)}h_{n(k)}\text{for all }fD_T=U_{\mathrm{}}D_S,$$

where, by (8),

(22)
$$\begin{array}{c}T^{}h_{n(k)}=\underset{n}{}S^{}e_k^{},f_n_{}u_n\hfill \\ \hfill =kz\left(e_k^{}\right)\underset{n}{}e_k^{},\mathrm{\Gamma }^{}f_n_{}u_n(k).\end{array}$$

Prove that, for any fixed $`i`$, the series

$$\underset{n}{}e_k^{},\mathrm{\Gamma }^{}f_n_{}\left[u_n\right]^{(i)}(s)(k)$$

converge in the norm of $`C(,)`$. Indeed, all these series are pointwise dominated on $``$ by one series

$$\underset{n}{}\mathrm{\Gamma }^{}f_n_{}\left|\left[u_n\right]^{(i)}(s)\right|,$$

which converges uniformly in $``$ because its component subseries

$$\underset{k}{}\mathrm{\Gamma }^{}x_k_{}\left|\left[g_k\right]^{(i)}(s)\right|,$$

$$\underset{k}{}\mathrm{\Gamma }^{}x_k^{}_{}\left|\left[h_k\right]^{(i)}(s)\right|$$

are in turn dominated by the convergent series

$$\underset{k}{}d(x_k)G_{k,i},\underset{k}{}\mathrm{\Gamma }^{}H_{k,i},$$

respectively (see (19), (7), (14), (13)). Whence it follows via (22) that, for each $`k`$,

(23)
$$\left[T^{}h_{n(k)}\right]^{(i)}_{C(,)}C_ikz\left(e_k^{}\right),$$

with a constant $`C_i`$ independent of $`k`$. From (22) it follows also that

(24)
$$T^{}h_{n(k)}kz\left(e_k^{}\right)\mathrm{\Gamma }(k).$$

Consider functions $`𝑷:^2`$, $`𝒑:L_2`$, defined, for all $`s`$, $`t`$, by

(25)
$$\begin{array}{c}𝑷(s,t)=\underset{k}{}\left[h_{n(k)}\right](s)\overline{\left[T^{}h_{n(k)}\right](t)},\\ 𝒑(s)=\overline{𝑷(s,)}=\underset{k}{}\overline{\left[h_{n(k)}\right](s)}T^{}h_{n(k)}.\end{array}$$

The termwise differentiation theorem implies that, for each $`i`$ and each integer $`j[0,+\mathrm{})`$,

$$\frac{^{i+j}𝑷}{s^it^j}(s,t)=\underset{k}{}\left[h_{n(k)}\right]^{(i)}(s)\overline{\left[T^{}h_{n(k)}\right]^{(j)}(t)},$$

$$\frac{d^i𝒑}{ds^i}(s)=\underset{k}{}\overline{\left[h_{n(k)}\right]^{(i)}(s)}T^{}h_{n(k)},$$

since, by (23), (24), and (15), the series displayed converge (absolutely) in $`C(^2,)`$, $`C(,L_2)`$, respectively. Thus, $`{\displaystyle \frac{^{i+j}𝑷}{s^it^j}}C(^2,)`$, and $`{\displaystyle \frac{d^i𝒑}{ds^i}}C(,L_2)`$. Observe also that, by (24), (15), and (25), the series (21) (viewed, of course, as one with terms belonging to $`C(,)`$) converges (absolutely) in $`C(,)`$-norm to the function

$$\left[Pf\right](s)f,𝒑(s)_{}𝑷(s,t)f(t)𝑑t.$$

Thus, $`P`$ is an integral operator, and $`𝑷`$ is its $`SK^{\mathrm{}}`$-kernel.

Since $`S^{}e_k_{}=Je_k_{}`$ for all $`k`$, from (3) it follows via (11) that the operator $`B`$ defined in (10) is nuclear, and hence

(26)
$$\underset{n}{}s_n^{\frac{1}{2}}<\mathrm{}.$$

Then, according to (9) and (10), a kernel which induces the nuclear operator $`F`$ can be represented by the series

(27)
$$\underset{n}{}s_n^{\frac{1}{2}}U_{\mathrm{}}B^{}q_n(s)\overline{U_{\mathrm{}}Bp_n(t)}$$

convergent almost everywhere in $`^2`$. The functions used in this bilinear expansion can be written as the series convergent in $`L_2`$:

$$U_{\mathrm{}}Bp_k=\underset{n}{}p_k,B^{}f_n_{}u_n,U_{\mathrm{}}B^{}q_k=\underset{n}{}q_k,Bf_n_{}u_n(k).$$

Show that, for any fixed $`i`$, the functions $`\left[U_{\mathrm{}}Bp_k\right]^{(i)}`$, $`\left[U_{\mathrm{}}B^{}q_k\right]^{(i)}`$ ($`k`$) make sense, are all in $`C(,)`$, and their $`C(,)`$-norms are bounded independent of $`k`$. Indeed, all the series

$$\underset{n}{}p_k,B^{}f_n_{}\left[u_n\right]^{(i)}(s),\underset{n}{}q_k,Bf_n_{}\left[u_n\right]^{(i)}(s)(k)$$

are dominated by one series

$$\underset{n}{}(B^{}f_n_{}+Bf_n_{})\left|\left[u_n\right]^{(i)}(s)\right|.$$

This series converges uniformly in $``$, since it consists of two uniformly convergent in $``$ subseries

$$\begin{array}{c}\underset{k}{}\left(B^{}x_k_{}+Bx_k_{}\right)\left|\left[g_k\right]^{(i)}(s)\right|,\\ \underset{k}{}\left(B^{}x_k^{}_{}+Bx_k^{}_{}\right)\left|\left[h_k\right]^{(i)}(s)\right|,\end{array}$$

which are dominated by the following convergent series

$$\underset{k}{}d(x_k)G_{k,i},\underset{k}{}2BH_{k,i},$$

respectively (see (7), (11), (14), (13)). Thus, for functions $`F:^2`$, $`f:L_2`$, defined by

$$\begin{array}{c}𝑭(s,t)=\underset{n}{}s_n^{\frac{1}{2}}\left[U_{\mathrm{}}B^{}q_n\right](s)\overline{\left[U_{\mathrm{}}Bp_n\right](t)},\\ 𝒇(s)=\overline{𝑭(s,)}=\underset{n}{}s_n^{\frac{1}{2}}\overline{\left[U_{\mathrm{}}B^{}q_n\right](s)}U_{\mathrm{}}Bp_n,\end{array}$$

one can write, for all non-negative integers $`i`$, $`j`$ and all $`s`$, $`t`$,

$$\begin{array}{c}\frac{^{i+j}𝑭}{s^it^j}(s,t)=\underset{n}{}s_n^{\frac{1}{2}}\left[U_{\mathrm{}}B^{}q_n\right]^{(i)}(s)\overline{\left[U_{\mathrm{}}Bp_n\right]^{(j)}(t)},\\ \frac{d^i𝒇}{ds^i}(s)=\underset{n}{}s_n^{\frac{1}{2}}\overline{\left[U_{\mathrm{}}B^{}q_n\right]^{(i)}(s)}U_{\mathrm{}}Bp_n,\end{array}$$

where the series converge in $`C(^2,)`$, $`C(,L_2)`$, respectively, because of (26). This implies that $`𝑭`$ is a $`SK^{\mathrm{}}`$-kernel of $`F`$.

In accordance with (5) and (9), we have, for each $`fD_T=U_{\mathrm{}}D_S`$,

$$(Tf)(s)=_{}𝑷(s,t)f(t)𝑑t+_{}𝑭(s,t)f(t)𝑑t=_{}(𝑷(s,t)+𝑭(s,t))f(t)𝑑t$$

for almost every $`s`$ in $``$. Therefore $`T`$ is a Carleman operator, and that kernel $`𝑲`$ of $`T`$, which is defined by $`𝑲(s,t)=𝑷(s,t)+𝑭(s,t)`$ ($`s`$, $`t`$), inherits the $`SK^m`$-kernel properties (i), (ii) from its terms, for each $`m`$. Consequently, $`𝑲`$ is a $`SK^{\mathrm{}}`$-kernel. The proof of the theorem is complete.

## 3. Example of the basis $`\{u_n\}`$

What follows is an example of a basis satisfying (16) through (18). Let $`u`$ be Lemarié-Meyer wavelet,

$$u(s)=\frac{1}{2\pi }_{}e^{i\xi (\frac{1}{2}+s)}\mathrm{sgn}\xi b(|\xi |)𝑑\xi (s),$$

with the bell function $`b`$ belonging to $`C^{\mathrm{}}()`$ (for construction of the Lemarié-Meyer wavelets we refer to , \[1, § 4\], \[2, Example D, p. 62\]). Then $`u`$ belongs to the Schwartz class $`𝒮()`$, and hence all the derivatives $`\left[u\right]^{(i)}`$ are in $`C(,)`$. The “mother function” $`u`$ generates an orthonormal basis for $`L_2`$ by

$$u_{jk}(s)=2^{\frac{j}{2}}u(2^jsk)(j,k).$$

Rearrange, in a completely arbitrary manner, the orthonormal set $`\{u_{jk}\}_{j,k}`$ into a simple sequence, so that it becomes $`\{u_n\}_n`$. Since, in view of this rearrangement, to each $`n`$ there corresponds a unique pair of integers $`j_n`$, $`k_n`$, and conversely, we can write, for each $`i`$,

$$\left[u_n\right]^{(i)}_{C(,)}=\left[u_{j_nk_n}\right]^{(i)}_{C(,)}D_nA_i,$$

where

$$D_n=\{\begin{array}{cc}2^{j_n^2}\hfill & \text{if }j_n>0\text{,}\hfill \\ \left(\frac{1}{\sqrt{2}}\right)^{\left|j_n\right|}\hfill & \text{if }j_n0\text{,}\hfill \end{array}A_i=2^{\left(i+\frac{1}{2}\right)^2}\left[u\right]^{(i)}_{C(,)}.$$

Whence it follows that if $`\{n_k\}_{k=1}^{\mathrm{}}`$ is a subsequence such that $`j_{n_k}\mathrm{}`$ as $`k\mathrm{}`$, then

$$\underset{k}{}D_{n_k}<\mathrm{}.$$

Thus, the basis $`\{u_n\}`$ satisfies Conditions (16) through (18) and, consequently, Conditions (a) through (c) in the proof of Theorem.

## Concluding remark

We conclude this paper by claiming that statements (A), (B), (C) of Proposition 2 hold if we replace everywhere the number $`m`$ by $`\mathrm{}`$.

## Acknowledgements

The author thanks the Mathematical Institute of the University of Jena for its hospitality, and specially Prof. W. Sickel and Prof. H.-J. Schmeißer for fruitful discussion on applying wavelets in integral representation theory.


text:
# Effects of finite arm-length of LISA on analysis of gravitational waves from MBH binaries

## I Introduction

The Laser Interferometer Space Antenna (LISA), a joint project of NASA and ESA, is planed to be launched in 2011 . LISA is sensitive to low frequency gravitational waves at $`10^4\mathrm{Hz}f10^1`$Hz, and would directly confirm gravitational radiation from some known Galactic binaries . Thousands of closed white dwarf binaries would be also detected by LISA. They can be regarded as insurances of the project, but other exciting phenomena might be observed . Coalescence of a massive black hole (MBH) binary is the most spectacular and energetic event. Gravitational wave from a MBH binary is in itself very interesting for studies of general relativity, but would also bring significant impacts on astrophysics and cosmology , even though event rate is highly unknown at present . Parameter estimation errors are basic measures for discussion of gravitational wave astronomy. For example, with small error box for the position of a MBH binary we might specify its host galaxy and investigate it with various observational tools.

LISA is constituted by three space crafts that keep a triangle configuration with side (arm-length) $`l=5.0\times 10^6`$km and trail $`20^{}`$ behind the Earth . Response of a detector becomes complicated for gravitational waves with wave-length $`\lambda l`$, as the nature of wave appears strongly . This interesting feature might be an advantage for signal analysis but has not been taken in properly so far. In this paper we discuss how the parameter estimation errors are changed by this effect.

This paper is organized as follows. In Section II we study the effect of a finite arm-length on the phase shift $`\delta \varphi `$ of the detector, and introduce the past analysis that is based on the simple picture using the variations of the arm-lengths $`\delta l`$ under the long wave approximation. In Sec III A gravitational wave forms from MBH binaries are briefly discussed. Noise spectrum for both the variations $`\delta l`$ and the phase sifts $`\delta \varphi `$ are presented in Sec III B. The spectrum for the latter is simply reproduced from that for the former. In Sec IV our numerical results are shown, and signal to noise ratio and the parameter estimation errors are compared for the two methods (with and without the long wave approximation). Though we mainly study gravitational waves from MBHs, results for nearly monochromatic sources (from e.g. Galactic binaries) are also presented. Sec V is devoted to discussion. In Appendix A we make same kind of comparisons for the noise canceling combination of data streams. In Appendix B we present explicit expressions for detector’s response to gravitational wave from a binary.

## II Detectors with finite arm-length

We name the three vertexes (space crafts) of LISA as A, B and C. Cutler  studied parameter estimation of binaries from variations of arm-lengths in the following forms

$$\delta l_{AB}(t)\delta l_{AC}(t),\left\{(\delta l_{BA}(t)\delta l_{BC}(t))(\delta l_{CB}(t)\delta l_{CA}(t))\right\}/\sqrt{3}.$$
(1)
The normalization factor $`1/\sqrt{3}`$ in the second expression is explained later. Here $`\delta l_{XY}`$ is the variation of the arm-length between two space crafts $`X`$ and $`Y`$ ($`X,Y\{A,B,C\},XY`$). This simple picture for detector’s response is valid only at long wave limit where gravitational wave-length is much larger than the detector’s arm-length (see also ). With quantities more close to detector’s output  these two data should be replaced by

$$\delta \varphi _{AB}(t)\delta \varphi _{AC}(t),\left\{(\delta \varphi _{BA}(t)\delta \varphi _{BC}(t))(\delta \varphi _{CB}(t)\delta \varphi _{CA}(t))\right\}/\sqrt{3},$$
(2)
where $`\delta \varphi _{XY}`$ represents the single-arm phase shift of the laser beam that leaves a detector (vertex of the triangle) X for Y and then returns back to X. The quantity $`\delta \varphi _{AB}\delta \varphi _{AC}`$ is an interferometer signal obtained at the detector A.

In Ref. it is assumed that the noise for the time variations $`\delta l_{XY}`$ is stationary, Gaussian and symmetric among three arms. We make same assumption for the corresponding phase shifts $`\delta \varphi _{XY}`$ In this case noises of the above two data (2) (or (1)) do not correlate to each other.

Response of the phase shift $`\delta \varphi _{AB}`$ for gravitational wave $`h`$ incoming from a direction $`𝛀_s`$ is expressed as follows

$$\frac{1}{2\pi \nu _0}\frac{d\delta \varphi _{AB}(t)}{dt}=\frac{1}{2}\mathrm{cos}2\psi _{AB}[(1\mathrm{cos}\theta _{AB})h(t,A)+2\mathrm{cos}\theta _{AB}h(t\tau ,B)(1+\mathrm{cos}\theta _{AB})h(t2\tau ,A)],$$
(3)
where $`\theta _{AB}`$ is the angle between the source direction $`𝛀_s`$ and the arm $`𝒙_A𝒙_B`$, and $`\nu _0`$ is the fundamental frequency of the laser. $`\psi _{AB}`$ is the principle polarization angle of the quadrupole gravitational wave $`h`$ for the arm $`𝒙_A𝒙_B`$. We denote the polarization basis tensor $`H_{ab}`$ of the wave as $`H_{ab}=p_ap_bq_aq_b`$ using two orthogonal vectors $`𝒑`$ and $`𝒒`$ with $`𝒑𝛀_s=𝒒𝛀_s=𝒑𝒒=0`$ and $`|𝒑|=|𝒒|=1`$. Then the angle $`\psi _{AB}`$ is given by $`\mathrm{tan}\psi _{AB}=(𝒒(𝒙_A𝒙_B))/(𝒑(𝒙_A𝒙_B))`$ . The quantity $`h(t,A)`$ is value of the gravitational wave at point A and time $`t`$, and can be expressed as $`h(t+𝛀_s𝒙_A(t)/c)`$ in the present case. We have denoted the propagation time of light for the arm $`l`$ by $`\tau l/c`$, and neglected very small relative motions between the vertexes in the time scale $`\tau `$. In Appendix B we present explicit expression of Eq.(3) for a binary source.

When the gravitational wave-length is much larger than the arm-length $`l`$, namely $`f(2\pi \tau )^1f_{arm}`$, structure of wave is irrelevant at the spatial scale $`l`$ and the wave $`h`$ causes variations $`\delta \varphi _{AB}`$ or $`\delta l_{AB}`$ in very simple manners. In this long wave limit the phase shift is directly proportional to the variation of the arm-length $`\delta l_{XY}`$ as $`\delta \varphi _{XY}/2\pi \nu _0=\delta l_{XY}/2c`$, and two data sets (1) and (2) are equivalent. We have the following relation by perturbative evaluation of Eq.(3) (see also Ref.)

$$\frac{\delta \varphi _{AB}}{2\pi \nu _0\tau }=\mathrm{sin}^2\theta _{AB}\mathrm{cos}2\psi h(t)=\frac{\delta l_{AB}}{2l}.$$
(4)
LISA has arm-length $`l=5.0\times 10^6`$ km, corresponding to the critical frequency $`f_{arm}=0.01`$Hz. Note that the frequency $`f`$ does not appear in the above relation (4). In this long wave limit the angular pattern function (usually denoted as $`F^{+,\times }`$ ) contains complete information of the angular dependence of the interferometer signal (e.g. $`\delta \varphi _{AB}\delta \varphi _{AC}`$). Two data streams (1) are equivalent to responses of two $`90^{}`$-interferometers rotated by $`45^{}`$ (see discussion in ). The factor $`1/\sqrt{3}`$ in the second expression of (1) or (2) is given for this purpose.

When the gravitational wavelength $`c/f`$ is comparable to or shorter than the arm-length $`l`$, the phase shifts $`\delta \varphi _{XY}`$ show complicated response that depends strongly on the frequency $`f`$ and the source direction relative to the detector (see Appendix B). As discussed earlier, this troublesome but interesting effects have been cut down so far in analysis of parameter estimation errors for binary sources. Past analysis was performed in the following manner .

(i) The angular averaged transfer function $`T(f)`$ between the phase shift $`\delta \varphi `$ and wave amplitude $`h`$ was used $`\delta \varphi T(f)h`$ to include amplitude modulation caused by finiteness of the arm-length $`l0`$. Its effect can be effectively absorbed in the noise curve $`\sqrt{S_h(f)}`$ for the wave amplitude $`h`$.

(ii) Then the simple analysis with the variation of the arm-length $`\delta l_{XY}`$ (valid only at the long wave limit) was applied with the angular pattern function $`F^{+,\times }`$ for the angular dependence of the response (and also Doppler phase caused by velocity of detectors).

At high frequency limit $`ff_{arm}`$ the transfer function becomes $`T(f)f^1`$ due to cancellation of wave within arms. The measurement sensitivity of LISA for the phase shift $`\delta \varphi `$ is $`\sqrt{S_{\delta \varphi }(f)}f^0`$ (in units of $`\mathrm{Hz}^{1/2}`$) at $`10^2\mathrm{Hz}f10^0\mathrm{Hz}`$ where the shot noise is dominant source of noise. Thus LISA has $`\sqrt{S_h(f)}\sqrt{S_{\delta \varphi }(f)}T(f)^1f`$ at high frequency region .

Here we discuss basic aspects of signal analysis with paying attention to the finiteness of the arm-length $`l`$. The most important quantity for detection of gravitational wave is the signal to noise ratio (SNR) . For its estimation the above mentioned method with the angular averaged transfer function would be effective for LISA considering its rotation and frequency average of chirping signals. But parameter estimation errors (e.g. error box for direction of a source) might become much smaller than the previous analysis when we include the complicated response of the phase shift as it is. Gravitational wave signal measured by a detector (as expression (2)) is given by values of gravitational wave $`h`$ at different positions and times. Time delay between them would also affect parameter estimation. These two effects, time delay and cancellation within the arms, are natural outcome of the finiteness of the arm-length and appear in a similar form, namely, linear combination of terms like $`\mathrm{exp}[2\pi if𝛀_s(𝒙_A𝒙_B)/c]`$ in Fourier space of the time variable $`t`$. Our primary aim in this paper is to show how the parameter estimation would be changed if we simply replace the arm-length variation $`\delta l_{XY}`$ (as in Eq.(1)) with the corresponding phase shifts $`\delta \varphi _{XY}`$ (as in Eq.(2)) without using the long wave approximation.

## III Analysis of Gravitational Waves from Merging Massive Black Hole Binaries

### A Gravitational Waveform

We investigate the parameter estimation errors expected in matched filtering method . When the wave signal contains fitting parameters $`\left\{\gamma _i\right\}`$, their estimation errors (variances) for signal analysis are evaluated with using the Fisher’s information matrix $`\mathrm{\Gamma }_{ij}`$ as $`\mathrm{\Delta }\gamma _i\mathrm{\Delta }\gamma _j=\mathrm{\Gamma }_{ij}^1`$. We analyze the phase shifts (2) by extending earlier studies to include effects caused by the arm-length, but other points are almost identical to Ref. that uses the variations (1) under the long wave approximation. Detailed analysis for the phase shift is given in Appendix B.

For gravitational wave emitted by a binary we adopt the restricted post-Newtonian approach, but higher-order harmonics could become important in some cases . We use the 1.5PN phase for a circular orbit

$$\mathrm{\Psi }(f)=2\pi ft_c\varphi _c\frac{\pi }{4}+\frac{3}{4}(8\pi Gc^3_zf)^{5/3}\left[1+\frac{20}{9}\left(\frac{943}{336}+\frac{11\mu _z}{4M_z}\right)x+(4\beta 16\pi )x^{3/2}\right],$$
(5)
where $`t_c`$ and $`\varphi _c`$ are integration constants, $`\beta `$ is the spin-orbit coupling term, $`\mu _z`$, $`M_z`$ and $`_z`$ are the reduced mass, the total mass and the chirp mass of the binary. All of the mass parameters are multiplied by the factor $`(1+z)`$ ($`z`$: redshift of the binary) with suffix $`z`$. The total mass $`M_z`$ is expressed by other two masses as $`M_z=_z^{5/2}\mu _z^{3/2}`$. The post-Newtonian expansion parameter $`x`$ is defined as $`x\left\{G\pi c^3M_zf\right\}^{2/3}`$. We have used the stationary phase approximation for the Fourier transformed waveform. In our analysis total number of the fitting parameters is 10 as $`_z,\mu _z,\beta ,\varphi _c,t_c,\mathrm{ln}D`$(luminosity distance) and $`(\theta _s,\varphi _s),(\theta _l,\varphi _l)`$. The latter four parameters define the direction $`𝛀_s`$ and the orientation $`𝛀_l`$ of the binary in a fixed frame at the barycentre of the solar system. In this paper we use the error ellipse

$$\mathrm{\Delta }𝛀_i2\pi \mathrm{sin}\theta _i\sqrt{\mathrm{\Delta }\theta _i^2\mathrm{\Delta }\varphi _i^2\mathrm{\Delta }\theta _i\mathrm{\Delta }\varphi _i^2},$$
(6)
for the angular parameters ($`i=s,l`$)  and $`\mathrm{\Delta }V\mathrm{\Delta }D\mathrm{\Delta }𝛀_s`$ for the three dimensional position error of a source. We also fix $`\beta =0`$ for the true value of the parameter $`\beta `$.

Unless stated explicitely, we put the upper cut-off frequency $`f_{cut}`$ of signal integration at $`f_{isco}`$ when the binary separation becomes $`r=6M_z/c^2(1+z)`$, roughly corresponding to the inner most stable circular orbit. The observed wave frequency at this separation becomes

$$f_{isco}=\frac{6^{3/2}c^3}{G\pi M_z}=0.022\left(\frac{M_z}{2\times 10^5M_{}}\right)^1\mathrm{Hz}.$$
(7)
We start integration of the wave signal from the time when the binary is 1yr before its coalescence in the observer’s frame. The gravitational wave frequency $`f_0`$ at this starting time is given as follows

$$f_0=1.9\times 10^4\left(\frac{_z}{0.87\times 10^5M_{}}\right)^{5/8}\mathrm{Hz}.$$
(8)
### B Noise Curve

We make quantitative analysis using noise curve of LISA that is sum of the instrumental noise and the binary confusion noise. For the instrumental noise spectrum given for the wave amplitude $`h`$ (almost equivalently for $`\delta l`$) we adopt the following function

$$S_i(f)=5.049\times 10^5[\alpha _1(f)^2+\alpha _2(f)^2+\alpha _3(f)^2]\mathrm{Hz}^1,$$
(9)
where $`\alpha _1(f)=10^{22.79}(f/10^3\mathrm{Hz})^{7/3}`$ is mainly the acceleration noise, $`\alpha _2(f)=10^{23.04}`$ is mainly the shot noise, and $`\alpha _3(f)=10^{24.54}(f/10^3\mathrm{Hz})`$ approximately represents the cancellation effects due to the finiteness of the arm-length. The last term reflects the angular averaged transfer function as explained before, and becomes important at $`f10^2`$Hz (see e.g. ). We also include the binary confusion noise $`S_c(f)`$ (estimated for one year observation) that is stronger than the instrumental one at $`f10^{2.5}`$Hz and shows strong dependence on frequency $`f`$ . Around $`f10^{2.75}`$Hz the confusion noise decreases significantly as the Galactic binaries are resolved at higher frequencies. Its explicite expression is given as follows

$$S_c(f)=\{\begin{array}{cc}10^{42.685}f^{1.9}\mathrm{Hz}^1,f10^{3.15},\hfill & \\ 10^{60.325}f^{7.5}\mathrm{Hz}^1,10^{3.15}f10^{2.75},\hfill & \\ 10^{46.85}f^{2.6}\mathrm{Hz}^1,10^{2.75}f,\hfill & \end{array}$$
(10)
where $`f`$ is written in units of Hz.

Now let us simply recover the noise spectrum $`S_{\delta \varphi }(f)`$ for the phase shift $`\delta \varphi _{AB}\delta \varphi _{AC}`$ from that for the variation $`\delta l`$. At low frequency region $`ff_{arm}`$ they are simply related to each other as expressions (1) (2) and are essentially equivalent (see Eq.(4)). We use the following functional shape for the instrumental noise of the phase shift $`S_{\delta \varphi }(f)`$ as $`S_{\delta \varphi }(f)(\alpha _1(f)^2+\alpha _2(f)^2)`$ by removing the effect of the angular averaged transfer function from $`S_i(f)`$. Note that the confusion noise is expected to be much smaller than the instrumental one at the relevant frequencies $`ff_{arm}`$. For the second data of expression (2) we use the same noise curve as the first one.

Our calculation using the phase shift is much more complicated than the past one. But our numerical results should coincide with these by past one when we decrease the arm-length $`l`$ and use the shape of the noise curve $`S_h(f)`$ instead of $`S_{\delta \varphi }(f)`$. We have confirmed that the parameter errors $`\mathrm{\Delta }\gamma _i`$ given in table 2 of Ref. (obtained by past simple calculation) is reproduced with this procedure.

## IV results

We have analyzed gravitational waves from MBH binaries with 300 realizations of random directions $`𝛀_s`$ and orientations $`𝛀_l`$. Firstly, their SNRs and estimation errors of the fitting parameters $`\left\{\gamma _i\right\}`$ are calculated in both (i) past approach (suffix $`0`$) with angular averaged transfer function under the long wave approximation, and (ii) our method (suffix $`L`$) based on the phase shifts of expression (2). In figure 1 we present distribution for ratios of SNRs by two methods $`(SNR)_L/(SNR)_0`$ and position errors $`\mathrm{\Delta }V_L/\mathrm{\Delta }V_0`$, $`(\mathrm{\Delta }𝛀_s)_L/(\mathrm{\Delta }𝛀_s)_0`$ and $`\mathrm{\Delta }D_L/\mathrm{\Delta }D_0`$ obtained for equal mass MBH binaries with redshifted masses $`M_z=10^4+10^4,10^5+10^5`$ and $`10^6+10^6M_{}`$. Note that these ratios do not depend on cosmological parameters or distance $`D`$ to the MBH binaries. As shown in the bottom panel of figure 1, ratios of SNRs are close to unity and difference of two methods is very small (within $`20\%`$). However, two methods show considerable difference for the position errors. For $`10^5+10^5M_{}`$ MBH binaries the errors $`\mathrm{\Delta }V_L`$ become typically 10 times smaller than the past estimate $`\mathrm{\Delta }V_0`$. For some samples the errors $`\mathrm{\Delta }V`$ are reduced even by a factor $`10^2`$. Comparing errors $`\mathrm{\Delta }𝛀_s`$ and $`\mathrm{\Delta }D`$, the former become smaller by the finiteness of the arm-length than the latter. But note that the angular resolution $`\mathrm{\Delta }𝛀_s`$ is, roughly speaking, a product of two errors $`\mathrm{\Delta }\theta _s`$ and $`\mathrm{\Delta }\varphi _s`$ as in Eq.(6).

Interestingly enough, difference between two methods is not a monotonic function with respect to BH mass and is most prominent around $`10^5M_{}`$. This mass dependence can be understood as follows. At higher masses $`10^5M_{}`$ the upper cut-off frequency $`f_{isco}`$ is smaller than the critical frequency $`f_{arm}`$. Therefore nothing is different between two methods with expressions (1) and (2). With the quadrupole formula for gravitational radiation the time before coalescence is given by the frequency $`f`$ and the chirp mass $`_z`$ as follows

$$t_{GW}=8.4\times 10^4\left(\frac{f}{10^{2.75}\mathrm{Hz}}\right)^{8/3}\left(\frac{_z}{0.87\times 10^5M_{}}\right)^{5/3}\mathrm{sec}.$$
(11)
For lower mass BH binaries ($`10^5M_{}`$) LISA moves longer than the arm-length $`l`$ during the phase $`f10^{2.75}`$Hz where signal becomes very strong due to decrease of the binary confusion noise. Thus effective baseline of the detector becomes larger than the arm-length $`l=5.0\times 10^6`$km for smaller mass BH binaries and impact of the finite arm-length would decrease.

Now we investigate various aspects of parameter estimation caused by the finiteness of the arm-length using a specific set of binary parameters. We pick up the binary that has the smallest volume ratio $`\mathrm{\Delta }V_L/\mathrm{\Delta }V_0=0.011`$ in 300 realization of figure 1 for $`10^5+10^5M_{}`$ MBH binaries. It has angular parameters $`\theta _s=2.49,\varphi _s=0.03,\theta _l=2.32`$ and $`\varphi _l=4.46`$. Here we present the estimation errors $`\mathrm{\Delta }\gamma _i`$, not ratios as in figure 1. To normalize the amplitude of the signal we take the redshift of MBH binaries at $`z=1`$ with cosmological parameters $`\mathrm{\Omega }_0=0.3,\lambda _0=0.7`$ and $`H_0=75`$km/sec/Mpc. In figure 2 estimation errors $`\mathrm{\Delta }𝛀_s,\mathrm{\Delta }𝛀_l,\mathrm{\Delta }D/D`$ and $`\mathrm{\Delta }\mu _z/\mu _z`$ are presented as functions of the upper cut-off frequency $`f_{cut}`$ that was fixed at $`f_{isco}`$ with Eq.(7) in the case of figure 1. We fix the lower cut-off frequency at $`f_0`$ (eq.)

We have found that the intrinsic binary parameters such as $`_z,\mu _z,\beta ,t_c`$ and $`\varphi _c`$ depend weakly on the cut-off frequency $`f_{cut}`$. However, errors for the binary position $`\mathrm{\Delta }𝛀_s`$, $`\mathrm{\Delta }D/D`$ or its orientation $`\mathrm{\Delta }𝛀_l`$ decrease significantly at $`f_{cut}0.01`$Hz where the long wave approximation breaks down. This shows remarkable contrast to the past analysis shown with thin lines. Our results seem reasonable, as the response of a detector with finite arm-length depends strongly on the direction of the source $`𝛀_s`$, and information of the distance $`D`$ or orientation $`𝛀_l`$ is tightly correlated to them (Appendix B). Significant reduction of position errors $`\mathrm{\Delta }V_L`$ at higher frequencies would give further motivation for studies of nonlinear gravitational dynamics (e.g. Post-Newtonian approach) that is a very tough problem on general relativity. By analyzing gravitational wave close to the final coalescence we might identify the host galaxy of a MBH binary!

Next let us make hypothetical experiments to clarify some interesting points. We use the same set of the parameters as in figure 2 with $`f_{cut}`$ given by Eq.(7). As commented before, the finiteness of the arm-length causes two similar effects (i) cancellation of waves within the arm and (ii) time delay between the vertexes of LISA. To extract effects only of the latter we calculate the volume error $`\mathrm{\Delta }V_L^{}`$ using data from three interferometers that exist at three vertexes of LISA but have arm-length $`l0`$ with angular averaged transfer function for sensitivity of $`h`$. Thus only the positions (separation) of the detectors are different from the past analysis that take the separation $`l=0`$. We obtain $`\mathrm{\Delta }V_L^{}/\mathrm{\Delta }V_0=0.15`$. This result indicates that two effects work cooperatively. Next we stop motion of LISA and keep its position at time $`t=t_c`$. In this case the volume error $`\mathrm{\Delta }V_{L^{\prime \prime }}`$ becomes $`\mathrm{\Delta }V_{L^{\prime \prime }}/\mathrm{\Delta }V_0=0.012`$ and is very close to $`\mathrm{\Delta }V_L/\mathrm{\Delta }V_0=0.011`$ that includes motion of LISA. In the past analysis (with $`l=0`$) we use the amplitude modulation through the pattern function and the Doppler phase modulation both caused by motion of LISA , and cannot solve degeneracy of sources direction $`𝛀_s`$ and other variables when LISA stops. The response of a detector with $`l0`$ depends strongly both on angular variables and frequency of incoming waves at $`ff_{arm}`$ (see Appendix B). Thus we can solve the degeneracy for chirping binaries even without motion of LISA, though there would be two solution for detector’s signal due to the symmetry of source-detector configuration. This is a qualitatively interesting point.

Considering the mass dependence of our results, it is expected that the past simple method using expression (1) under the long wave approximation would be effective for studying galactic compact binaries. These binaries with $`f0.1`$Hz are nearly monochromatic and have long durations $`t_{GW}1`$yr in the LISA band due to their small chirp masses . We have investigated binaries with $`m_1=m_2=1M_{}`$, and the time to coalescence $`t_{GW}=30`$yr and 100yr. The wave frequency becomes $`f=0.071`$Hz at $`t_{GW}=30`$yr and $`f=0.045`$Hz at $`t_{GW}=100`$yr. We fix the observation period at 1yr, thus do not observe the final coalescence in contrast to the analysis for MBH binaries. We calculate parameter estimation errors in this situation with random direction $`𝛀_s`$ and orientation $`𝛀_l`$. It is found that the differences between ($`\mathrm{\Delta }V_L`$,$`\mathrm{\Delta }V_0`$) or ($`(SNR)_L`$,$`(SNR)_0`$) are less than 15 percent. Recalling that we have made a simple treatment for the effects of the transfer function, this result seems excellent.

## V discussion

In this paper we have studied how data analysis of gravitational waves from MBH binaries are affected by finiteness of the arm-length of LISA with using the phase shift of detectors. We have numerically confirmed that the past method with the long wave approximation is very effective for estimation of SNRs that are the most important quantities for detection of gravitational waves. However, LISA is able to observe merging MBH binaries with significant SNRs ($`1000`$) even at cosmological distances , and aspects of gravitational wave astronomy are more relevant for them, rather than SNRs. We have examined the parameter estimation errors $`\mathrm{\Delta }\gamma _i`$ expected in both two methods, and shown that three dimensional position of MBH binaries could be determined much better than the past estimations. In the case of equal mass binaries differences between two methods are most prominent at $`10^5M_{}`$ and the volume of the error box can decrease significantly. We have shown that (i) this reduction is mainly cause by gravitational waves close to the final coalescence and (ii) position of chirping binaries can be in principle, estimated even without motion of LISA. The former would give further meaning for studies on strong gravitational dynamics, and the latter makes remarkable contrast to former discussions.

The author would like to thank an anonymous referee for helpful comments to improve the manuscript. This work was supported in part by Grant-in-Aid of Scientific Research of the Ministry of Education, Culture, Sports, Science and Technology No. 0001416.

## A Noise Canceling Combination

In the main text we have basically followed the model for signal analysis in Ref., and simply replace the variations (1) with the corresponding phase shifts (2) without resorting to the long wave approximation. It has been discussed recently that the laser phase noise can be removed well by devising combination of data at different times . This noise is caused by un-equal arm-lengths of space detectors in contrast to the ground-based ones. In this appendix we discuss parameter estimation using this combination. Let us consider the situation that the space crafts B and C coherently transmit laser beams back to the space craft A. Then the following data stream $`X(t)`$ is a noise canceling combination

$$X(t)=\delta \varphi _{AB}(t)\delta \varphi _{AC}(t)\delta \varphi _{AB}(t2l_{AC}/c)+\delta \varphi _{AC}(t2l_{AB}/c).$$
(A1)
For quantitative study we take the limit $`l_{AB}=l_{AC}=l=5.0\times 10^6`$km. Then the Fourier transformation of $`X(t)`$ is related to that for $`\delta \varphi _{AB}(t)\delta \varphi _{AC}(t)`$ as

$$X(f)=(1\mathrm{exp}(2\pi ifl/c))(\delta \varphi _{AB}(f)\delta \varphi _{AC}(f)).$$
(A2)
In this case the noise curve for the gravitational wave amplitude with data $`X`$ is identical to that with $`\delta \varphi _{AB}\delta \varphi _{AC}`$ , if we only include the acceleration and shot noises.

In figure 3 we present the two ratios $`(SNR)_L/(SNR)_0`$ and $`\mathrm{\Delta }V_L/\mathrm{\Delta }V_0`$ for the noise canceling combination $`X`$ given in Eq.(A1). Note that the factor $`(1\mathrm{exp}(2\pi ilf/c))`$ in Eq.(A2) contains none of our ten fitting parameters. Thus results for the data $`X(t)`$ is identical to that for the single data stream $`\delta \varphi _{AB}\delta \varphi _{AC}`$. Figure 3 shows same kind of mass dependence as figure 1. Difference between $`\mathrm{\Delta }V_L`$ and $`\mathrm{\Delta }V_0`$ is most prominent at mass $`10^5M_{}`$ again. But the ratio $`\mathrm{\Delta }V_L/\mathrm{\Delta }V_0`$ is generally close to unity and effects of the finite arm-length are smaller.

Note added After submitting this paper, there appears  that discusses three data streams $`A,E,T`$ whose noises do not correlate. Our study can be easily extend to these data and more realistic results would be obtained.

## B Phase shift of a detector for gravitational wave from binaries

In this appendix we give an explicit expression for the phase shift in the form (eq.)

$$\frac{1}{2\pi \nu _0}\frac{d\delta \varphi _{AB}(t)}{dt}.$$
(B1)
The shift $`\delta \varphi _{AB}`$ is defined for the laser beam that leaves the detector $`A`$ for $`B`$, and then returns back to $`A`$. For source of gravitational radiation $`h`$ we consider a chirping binary at luminosity distance $`D`$, direction $`𝛀_s`$, and orientation $`𝛀_l`$. We denote $`𝒙_Y`$ as the position vector of a detector $`Y\{A,B,C\}`$, and use a coordinate system fixed to the barycentre of the solar system. As we do not directly use the angular pattern functions $`F_+`$ and $`F_\times `$ (see ), there is no need to introduce a coordinate system fixed to detectors.

The inclination angle $`i`$ of the binary is given as

$$\mathrm{cos}i=𝛀_s𝛀_l.$$
(B2)
We denote the propagation time of light for the arm-length by $`\tau |𝒙_A𝒙_B|/c`$, and define the angle $`\theta _{AB}`$ between the direction of a binary $`𝛀_s`$ and the arm $`𝒙_A𝒙_B`$ as

$$\mathrm{cos}\theta _{AB}=\frac{𝛀_s(𝒙_A𝒙_B)}{c\tau }.$$
(B3)
It is convenient to use the principle axes $`(𝒑,𝒒)`$ for analysis of gravitational wave from a binary. These two vectors are expressed in terms of direction $`𝛀_s`$ and orientation $`𝛀_l`$ as

$$𝒑=\frac{𝛀_s\times 𝛀_l}{|𝛀_s\times 𝛀_l|},𝒒=𝛀_s\times 𝒑.$$
(B4)
With these vectors gravitational wave from a binary is decomposed to two polarization ($`+`$ and $`\times `$) modes whose phases differs by $`\pi /2`$. The plus ($`+`$) mode has polarization basis tensor $`H_{ab}^+=p_ap_bq_aq_b`$ and the amplitude $`A_+`$ at the Newtonian order as

$$A_+=\frac{2G^{5/3}_z^{5/3}}{Dc^4}(\pi f)^{2/3}(1+\mathrm{cos}^2i),$$
(B5)
where $`_z`$ is the redshifted chirp mass of the binary. For this mode the principle polarization angle $`\psi _{AB}`$ is given by

$$\mathrm{tan}\psi _{AB}=\frac{(𝒙_A𝒙_B)𝒒}{(𝒙_A𝒙_B)𝒑}.$$
(B6)
The cross ($`\times `$) mode has the amplitude

$$A_\times =\frac{4G^{5/3}_z^{5/3}}{Dc^4}(\pi f)^{2/3}\mathrm{cos}i,$$
(B7)
with the polarization tensor $`H_{ab}^\times =p_aq_b+q_ap_b`$. Its principle polarization angle differs by $`\pi /4`$ from the plus mode.

Now we can write down the phase shift (B1) with various parameters of the binary. For notational simplicities we define a function $`U(t,Y)`$ that contains information of the phase of the gravitational wave at the detector $`Y`$ and time $`t`$ (taking its origin appropriately) as

$$U(t,Y)=\mathrm{exp}[2\pi if(t+𝒙_Y𝛀_s/c)].$$
(B8)
Then the quantity $`V`$ is the real part of the following expression (Eq.(3))

$`{\displaystyle \frac{1}{2}}\left(\mathrm{cos}2\psi _{AB}A_++i\mathrm{sin}2\psi _{AB}A_\times \right)`$ (B9)
$`\times `$ $`\left[(1\mathrm{cos}\theta _{AB})U(t,A)+2\mathrm{cos}\theta _{AB}U(t\tau ,B)(1+\mathrm{cos}\theta _{AB})U(t2\tau ,A)\right].`$ (B10)
The expression in the square bracket of the above result can be written as

$$u(t,A)R(\theta _{AB},f\tau ),$$
(B11)
where we have defined the factor $`R`$ as

$$R(\theta _{AB},f\tau )\left[(1\mathrm{cos}\theta _{AB})+2\mathrm{cos}\theta _{AB}\mathrm{exp}\left\{2\pi if\tau (\mathrm{cos}\theta _{AB}1)\right\}(1+\mathrm{cos}\theta _{AB})\mathrm{exp}(4\pi if\tau )\right].$$
(B12)
It is a simple task to obtain the Fourier transformation of the phase shift $`\delta \varphi _{AB}`$. In a similar manner we can make the expression for the phase shift of another arm e.g. $`\delta \varphi _{AC}`$. Then we obtain the signals such as $`\delta \varphi _{AB}\delta \varphi _{AC}`$.

When gravitational wave-length is much smaller than the arm-length ($`f\tau 1`$), the factor $`R`$ shows complicated response that depends strongly on both the angle $`𝛀_s`$ and the frequency $`f`$. In the long wave approximation ($`f\tau 1`$) we can perturbatively expand Eq.(B12), and obtain

$$R=4\pi if\tau \mathrm{sin}^2\theta _{AB}.$$
(B13)
Now the factor $`R`$ becomes very simple.

Parameters such as $`_z`$, $`\mu _z`$, $`\beta `$ are closely related to the time evolution of the frequency (chirp signal) due to gravitational radiation reaction as given in Eq.(5). Thus the complicated response of the factor $`R`$ has weaker impact on estimation of these parameters than the direction of the source $`𝛀_s`$ (see figure 2). Distance $`D`$ or the orientation $`𝛀_l`$ of the binary are determined by using the information of the amplitudes $`\mathrm{cos}2\psi _{AB}A_+`$ and $`\mathrm{sin}2\psi _{AB}A_\times `$. As seen in the expressions (B2)(B4)(B5)(B6)(B7), they are strongly correlated to the direction $`𝛀_s`$ of the binary. Thus their estimation errors are also improved by the effect of the factor $`R`$.