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# 1 Introduction

## 1 Introduction

In a recent insightful paper, Dijkgraaf and Vafa  have proposed a very simple recipe to calculate the exact quantum effective superpotential $`W(S)`$ for the glueball superfield

$$S=\frac{trW^\alpha W_\alpha }{16N\pi ^2}=\frac{W^{a\alpha }W_\alpha ^a}{32N\pi ^2}$$
(1)
in the confining vacua of a large class of $`𝒩=1`$ supersymmetric Yang-Mills theories. The superpotential $`W(S)`$ contains highly non-trivial information about the non-perturbative dynamics of the theory. For example, it can be used to derive dynamical chiral symmetry breaking and calculate the tension of the associated domain walls. The work of Dijkgraaf and Vafa is the outcome of a long series of work on a large $`N`$ string theory duality, first proposed in  and further developed in  and . The result is particularly useful because field theoretic derivations of exact glueball superpotentials in non-trivial cases have not appeared.

The purpose of the present paper is to remedy this situation, by providing a full field theoretic derivation in the archetypal example of the $`\mathrm{U}(N)`$ or $`\mathrm{SU}(N)`$ theory with one adjoint Higgs supermultiplet $`\mathrm{\Phi }`$ and a tree level superpotential of the general form

$$W_{\mathrm{tree}}=\underset{p1}{}\frac{g_p}{p}tr\mathrm{\Phi }^p=\underset{p1}{}g_pu_p.$$
(2)
The lagrangian of the theory is

$$=\frac{N}{4\pi }Imtr\tau \left[\mathrm{d}^2\theta W^\alpha W_\alpha +2\mathrm{d}^2\theta \mathrm{d}^2\overline{\theta }\mathrm{\Phi }^{}e^{2V}\mathrm{\Phi }\right]+2NRe\mathrm{d}^2\theta W_{\mathrm{tree}}(\mathrm{\Phi }),$$
(3)
where $`\tau `$ is the complexified ’t Hooft coupling constant. The classical glueball superpotential can be read off from (3),

$$W_{\mathrm{cl}}(S)=2i\pi N\tau S.$$
(4)
We will focus in Section 2 on the field theory calculation yielding the exact quantum superpotential $`W(S)`$ in the confining vacua where classically $`\varphi =0`$. Non-trivial field theoretic results on this theory can be found in . Our main tools are the Seiberg-Witten solution for the $`𝒩=2`$ theory which is obtained by turning off $`W_{\mathrm{tree}}`$ , and the Intriligator-Leigh-Seiberg linearity principle . For the sake of clarity, and since this is an important aspect of our work, we give a self-contained account of this principle. We then analyse in Section 3 the Dijkgraaf-Vafa proposal for our model. We use some matrix model technology to put the solution in a simple form. We can then straightforwardly compare the matrix model and the field theory results, and we find perfect agreement. In Section 4 we recapitulate our findings and add a few comments on future directions of research.

The original motivation for the present work was actually to use the results in  to work out some new interesting physics along the lines of preceding papers by the author . These developments will appear in a separate publication .

## 2 Field theoretic analysis

### 2.1 The Intriligator-Leigh-Seiberg linearity principle

The basic tools to analyse $`𝒩=1`$ supersymmetric gauge theories were provided by Seiberg long ago . An excellent review with a list of references is . A general procedure consists in using holomorphy, symmetries, and various known asymptotics and consistencies to derive the most general form of the quantum 1PI superpotential for a set of fields $`X_r`$ as a function of the complex mass scale $`\mathrm{\Lambda }`$ governing the one-loop running of the gauge coupling constant (we limit the discussion for simplicity to the case where only one mass scale is present). In a wealth of examples, particularly when there is no tree level superpotential $`W_{\mathrm{tree}}`$, those constraints actually fix the superpotential $`W_\mathrm{q}^0(X_r,\mathrm{\Lambda })`$ uniquely. An interesting problem is then to turn on

$$W_{\mathrm{tree}}=\underset{r}{}g_r\stackrel{~}{X}_r,$$
(5)
where the $`\stackrel{~}{X}_r`$ form a subset of the $`X_r`$ which can be expressed locally in terms of the elementary fields and can thus be included consistently in the bare lagrangian. In some examples, the use of the general constraints may still determine uniquely $`W_\mathrm{q}(X_r,\mathrm{\Lambda },g_r)`$, but usually this is no longer the case. Intriligator, Leigh and Seiberg (ILS for short) then proposed in  that the exact superpotential should be a simple linear function in the bare couplings $`g_r`$,

$$W_\mathrm{q}(X_r,\mathrm{\Lambda },g_r)=W_\mathrm{q}^0(X_r,\mathrm{\Lambda })+\underset{r}{}g_r\stackrel{~}{X}_r.$$
(6)
This states that the tree level superpotential for the $`\stackrel{~}{X}_r`$ is not renormalized, neither perturbatively (as is well-known) nor non-perturbatively. Of course, that does not preclude a possible renormalization of the fields and the couplings taken individually. When such a renormalization does not occur perturbatively, we will also assume that it does not non-perturbatively. The non-trivial renormalizations forbidden by the ILS principle are not to be confused with possible vacuum independent ambiguities in the definition of operators, as discussed for example in .

A particularly important physical consequence is that, since there is no renormalization at work, the fields $`\stackrel{~}{X}_r`$ can be integrated out without loosing any information. Mathematically, this comes from the linearity in the couplings $`g_r`$. This linearity implies that the integrating out can be reversed by a simple Legendre transform, a procedure called “integrating in” . In practice, one can then work with a superpotential for which all the fields have been integrated out,

$$W_{\mathrm{low}}(\mathrm{\Lambda },g_r)=W_\mathrm{q}(X_r,\mathrm{\Lambda },g_r).$$
(7)
If necessary, the fields $`\stackrel{~}{X}_r`$ can then be integrated in by using the relation

$$\frac{W_{\mathrm{low}}}{g_r}=\stackrel{~}{X}_r.$$
(8)
To understand more concretely the significance of the ILS hypothesis, let us consider the $`\mathrm{U}(N)`$ theory with lagrangian (3). In that case, a standard set of fields $`X_r`$ includes the monopole fields $`M_m`$ and $`\stackrel{~}{M}_m`$, $`1mN1`$, and the $`u_p=tr\varphi ^p/p`$, $`1pN`$. The fields $`\stackrel{~}{X}_r`$ correspond to the $`u_p`$s only. When $`W_{\mathrm{tree}}0`$, the effective superpotential is given by

$$W_\mathrm{q}^0(\stackrel{~}{M}_mM_m,u_p,\mathrm{\Lambda })=\sqrt{2}\underset{m=1}{\overset{N1}{}}\stackrel{~}{M}_mM_mA_{D,m}(u_p,\mathrm{\Lambda }),$$
(9)
where the $`A_{D,m}`$ are dual $`𝒩=2`$ $`\mathrm{U}(1)`$ vector multiplets scalars, which are known functions of the moduli $`u_p`$ and scale $`\mathrm{\Lambda }`$ . Let us now add the tree level superpotential (2). The ILS hypothesis implies that the new exact effective superpotential is

$$W_\mathrm{q}=\sqrt{2}\underset{m=1}{\overset{N1}{}}\stackrel{~}{M}_mM_mA_{D,m}(u_p,\mathrm{\Lambda })+\underset{p1}{}g_pu_p.$$
(10)
Because we have $`𝒩=2`$ supersymmetry when $`W_{\mathrm{tree}}=0`$, and with the normalization for the kinetic term of $`\mathrm{\Phi }`$ in (3), there is no renormalization for the individual fields $`u_p`$. The $`u_p`$s appearing in (10) are thus the same as the UV operators $`u_p`$ of the $`W_{\mathrm{tree}}=0`$ theory. These facts can actually be proven from symmetry and regularity arguments for a purely quadratic tree level superpotential . However, in general, the same symmetry and regularity arguments are no longer able to fully determine $`W_{\mathrm{eff}}`$. For example, if $`g_2`$ and $`g_3`$ are turned on, one can form the parameter $`r=g_3^2\mathrm{\Lambda }^2/g_2^2`$ which is neutral under all the symmetries of the problem. Non-trivial renormalizations involving arbitrary functions of this parameter are possible in principle. The ILS hypothesis implies that those renormalizations do not occur.

An important fact is that the gauge kinetic term can be viewed as an $`F`$-term with a superpotential given by (4). Of course, this is also a $`D`$-term, and is thus renormalized. By working with renormalized matter fields in the path integral measure (the kinetic terms then include the non-trivial wave function renormalization factors Z), the renormalization of the gauge kinetic term is exhausted at one loop,

$$N\tau =\frac{iNb}{\pi }\mathrm{ln}\frac{\mathrm{\Lambda }_0}{\mathrm{\Lambda }}$$
(11)
The scale $`\mathrm{\Lambda }_0`$ is the ultraviolet cutoff, $`b`$ a number of order one given by the one-loop $`\beta `$ function ($`b=1`$ for (3)), and $`\mathrm{\Lambda }`$ a complexified mass scale. This is the famous perturbative non-renormalization theorem for the holomorphic Wilson gauge coupling . Extending this result to the non-perturbative realm by applying the ILS principle, we find that the exact 1PI superpotential including the glueball superfield (1) is of the general form

$$W_{1\mathrm{P}\mathrm{I}}(X_r,S,\mathrm{\Lambda },g_r)=W^0(X_r,S)+S\mathrm{ln}\mathrm{\Lambda }^{2Nb}+\underset{r}{}g_r\stackrel{~}{X}_r,$$
(12)
where we have indicated the dependence in all the variables explicitly. A most crucial point for our purposes is that the “universal,” coupling independent, superpotential $`W^0`$ can be obtained, without making any further assumption, from $`W_\mathrm{q}^0`$ in (6) by integrating in. This is because the full $`\mathrm{\Lambda }`$ dependence is always taken into account in (6), even though the $`S`$ field does not appear (technically, there is no $`W_I`$ in the notations of , equation 2.2). Explicitly, one solves

$$\frac{W_\mathrm{q}^0}{\mathrm{ln}\mathrm{\Lambda }^{2bN}}=S$$
(13)
to express $`\mathrm{\Lambda }`$ as a function $`f(X_r,S)`$, and writes

$$W^0(X_r,S)=S\mathrm{ln}f(X_r,S)^{2Nb}+W_\mathrm{q}^0\left(X_r,\mathrm{\Lambda }=f(X_r,S)\right).$$
(14)
Another subtle issue, that must be kept in mind when dealing with general $`𝒩=1`$ models, is that the fields $`S`$ or $`X_r`$, scale $`\mathrm{\Lambda }`$, and couplings $`g_r`$, that enter formulas like (12) or the Dijkgraaf-Vafa superpotential $`W(S)`$ , are not physical, RG invariant quantities. In particular, they do not have a finite limit when the UV cut-off $`\mathrm{\Lambda }_0`$ is taken to infinity. (Of course the effective superpotentials themselves are physical and RG invariant). The reason is that, to maintain holomorphicity, one must work with the Wilson gauge coupling (11) and renormalized fields and couplings that are related to the physical quantities through non-holomorphic $`Z`$ factors (a useful discussion of this problem, with a complete list of references, can be found in ). For the model (3) studied in the present paper, as well as for any model that can be viewed as a perturbation of an $`𝒩=2`$ theory, the $`Z`$ factors are trivial and thus this aspect is irrelevant. In particular, $`\mathrm{\Lambda }`$ corresponds in that case to a physical dynamically generated mass scale.

### 2.2 Exact superpotentials

We could now go on and, from the superpotential (10), obtain the universal superpotential $`W^0(\stackrel{~}{M}_mM_m,u_p,S)`$. This would amount to calculating the Legendre transform of the periods $`A_{D,m}`$. An elegant formula for $`A_{D,m}/\mathrm{ln}\mathrm{\Lambda }^{2N}`$ can be found by using the exact RG equations derived in , but it is not clear how to find a useful expression for $`W^0`$. Since our purpose is mainly to compute the superpotential $`W(S)`$ for $`S`$ alone, we will first integrate out the monopole fields from (10), and then integrate in $`S`$. This is of course strictly equivalent to integrating in $`S`$ first and then integrating out the monopoles. We thus have to solve the equations $`W_\mathrm{q}/(\stackrel{~}{M}_mM_m)=0`$, which yield

$$A_{D,m}(u_p,\mathrm{\Lambda })=0,1mN1.$$
(15)
As explained in , the $`A_{D,m}`$ are given by integrals of a known differential form over cycles of the genus $`N1`$ Riemann surface defined by the equation

$$y^2=P(x)=\underset{k=1}{\overset{N}{}}(xx_k)^24\mathrm{\Lambda }^{2N},$$
(16)
where the $`x_k`$s are such that

$$u_p=\frac{1}{p}\underset{k=1}{\overset{N}{}}x_k^p.$$
(17)
We have normalized the scale $`\mathrm{\Lambda }`$ in (16) to obtain a simple match with the matrix model in the next Section. The $`A_{D,m}`$ are zero when the corresponding cycles vanish, and this yields a factorization constraint on the polynomial $`P(x)`$. This constraint was solved for the case of $`\mathrm{SU}(N)`$ in  with the help of Chebyshev polynomials. There are $`N`$ solutions, corresponding to the $`N`$ vacua of our $`𝒩=1`$ theory. We will generally use the solution

$$x_k=2\mathrm{\Lambda }\mathrm{cos}\frac{\pi (k1/2)}{N}pu_p=\{\begin{array}{cc}0& \mathrm{if}p\mathrm{is}\mathrm{odd},\\ N\mathrm{\Lambda }^p\mathrm{C}_p^{p/2}& \mathrm{if}p\mathrm{is}\mathrm{even},\end{array}$$
(18)
with the understanding that the other vacua are obtained by $`2\pi `$ shifts of the $`\theta `$ angle, $`\mathrm{\Lambda }^2\mathrm{\Lambda }^2e^{2i\pi k/N}`$, $`1kN1`$. The $`\mathrm{C}_n^p`$ are the binomial coefficients. The case of $`\mathrm{U}(N)`$ can be boiled down to the case of $`\mathrm{SU}(N)`$ by shifting the variables $`x_kx_k+u_1/N`$. The most general solution to (15) is then straightforwardly obtained,

$$u_p=U_p(z,\mathrm{\Lambda }^2)=\frac{N}{p}\underset{q=0}{\overset{[p/2]}{}}\mathrm{C}_p^{2q}\mathrm{C}_{2q}^q\mathrm{\Lambda }^{2q}z^{p2q},$$
(19)
where the variable $`z`$ is defined to be

$$z=u_1/N.$$
(20)
The exact superpotential for the field $`z`$ can then be written down explicitly by replacing the solution (19) in (10),

$$𝒲(z,\mathrm{\Lambda }^2,g_p)=\underset{p1}{}g_pU_p(z,\mathrm{\Lambda }^2).$$
(21)
Integrating in $`S`$ then yields the effective superpotential $`W_{\mathrm{eff}}`$ for $`z`$ and $`S`$,

$$W_{\mathrm{eff}}(z,S,\mathrm{\Lambda }^2,g_p)=S\mathrm{ln}\mathrm{\Lambda }^{2N}+Ng_1zS\mathrm{ln}\mathrm{\Delta }(z,S,g_{p2})^N+\underset{p2}{}g_pU_p(z,\mathrm{\Lambda }^2=\mathrm{\Delta }),$$
(22)
where $`\mathrm{\Delta }(z,S,g_{p2})`$ satisfies the condition

$$\mathrm{\Lambda }^2_{\mathrm{\Lambda }^2}𝒲(z,\mathrm{\Lambda }^2=\mathrm{\Delta },g_p)=NS,$$
(23)
together with the requirement that in the classical limit $`S0`$, $`\mathrm{\Delta }0`$.

The superpotential $`W_{\mathrm{eff}}`$ is very convenient to use. For example, in the case of a cubic tree level superpotential, whose physics is discussed in details in , it takes the form

$$W_{\mathrm{eff}}^{\mathrm{cubic}}(z,S,\mathrm{\Lambda }^2,g_p)=N(g_1z+\frac{1}{2}g_2z^2+\frac{1}{3}g_3z^3)+S\mathrm{ln}\left(\frac{e\mathrm{\Lambda }^2(g_2+2g_3z)}{S}\right)^N$$
(24)
The superpotential (24) can be used to describe all the vacua, because only $`\mathrm{\Lambda }^{2N}`$ enters the formula.

The derivatives of $`W_{\mathrm{eff}}`$ take simple forms,

$`_SW_{\mathrm{eff}}(z,S,\mathrm{\Lambda }^2,g_p)=\mathrm{ln}(\mathrm{\Delta }(z,S,g_{p2})/\mathrm{\Lambda }^2)^N,`$ (25)
$`_zW_{\mathrm{eff}}(z,S,\mathrm{\Lambda }^2,g_p)=_z𝒲(z,\mathrm{\Lambda }^2=\mathrm{\Delta }(z,S,g_{p2}),g_p).`$ (26)
We can use the condition

$$_zW_{\mathrm{eff}}(z,S,\mathrm{\Lambda }^2,g_p)=0$$
(27)
to integrate out $`z`$ and obtain the superpotential for the glueball superfield only. This yields

$$W(S,\mathrm{\Lambda }^2,g_p)=S\mathrm{ln}(\mathrm{\Delta }/\mathrm{\Lambda }^2)^N+\underset{p1}{}g_pU_p(z,\mathrm{\Delta }),$$
(28)
where the polynomials $`U_p`$ are defined in (19), and $`\mathrm{\Delta }`$ and $`z`$ are expressed in terms of $`S`$ by using the two conditions (23) and (27). Explicitly, those conditions are

$`S={\displaystyle \underset{p2}{}}g_p{\displaystyle \underset{q=1}{\overset{[p/2]}{}}}{\displaystyle \frac{q}{p}}\mathrm{C}_p^{2q}\mathrm{C}_{2q}^qz^{p2q}\mathrm{\Delta }^q,`$ (29)
$`0={\displaystyle \underset{p1}{}}g_p{\displaystyle \underset{q=0}{\overset{[(p1)/2]}{}}}{\displaystyle \frac{p2q}{p}}\mathrm{C}_p^{2q}\mathrm{C}_{2q}^qz^{p2q1}\mathrm{\Delta }^q.`$ (30)
To compare with the matrix model result discussed in the next Section, it is convenient to use the derivative of $`W`$. From (25) we deduce the fundamental field theory formula

$$_SW(S,\mathrm{\Lambda }^2,g_p)=\mathrm{ln}(\mathrm{\Delta }/\mathrm{\Lambda }^2)^N.$$
(31)
Note that the full dependence in $`\mathrm{\Lambda }`$ is explicit in (31), since the equations (29) and (30) that determine $`\mathrm{\Delta }`$ are independent of $`\mathrm{\Lambda }`$. The linearity in $`\mathrm{ln}\mathrm{\Lambda }^{2N}`$ is of course a direct consequence of the ILS principle. Equation (31) shows that to calculate $`S`$, one must simply set $`\mathrm{\Delta }=\mathrm{\Lambda }^2`$ in (29) and (30) and solve the algebraic equations so obtained.

The formulas simplify when $`W_{\mathrm{tree}}`$ is an even function, because the solution to (30) is then simply $`z=0`$, and thus (28) and (29) reduce to

$`W(S,\mathrm{\Lambda }^2,g_{2p})=S\mathrm{ln}(\mathrm{\Delta }/\mathrm{\Lambda }^2)^N+N{\displaystyle \underset{p1}{}}{\displaystyle \frac{1}{2p}}g_{2p}\mathrm{C}_{2p}^p\mathrm{\Delta }^p,`$ (32)
$`S={\displaystyle \frac{1}{2}}{\displaystyle \underset{p1}{}}g_{2p}\mathrm{C}_{2p}^p\mathrm{\Delta }^p.`$ (33)
The preceding equations also give the solution of the $`\mathrm{SU}(N)`$ theory for an arbitrary tree level superpotential. This is proven by treating the coupling $`g_1`$ as a Lagrange multiplier in (28), which automatically sets $`z=0`$.

## 3 Matrix model analysis

### 3.1 The Dijkgraaf-Vafa proposal

Dijkgraaf and Vafa have conjectured in  that the superpotential $`W(S)`$ can actually be computed by summing the zero momentum planar diagrams of the $`𝒩=1`$ theory under consideration. In our case, their ansätz for the $`\mathrm{U}(N)`$ theory is simply an holomorphic integral over $`n\times n`$ complex matrices $`\varphi `$,

$$\mathrm{exp}\left(n^2/S^2\right)=_{\mathrm{planar}}\mathrm{d}^{n^2}(\varphi /\mathrm{\Lambda })\mathrm{exp}\left[\frac{n}{S}W_{\mathrm{tree}}(\varphi ,g_p)\right],$$
(34)
from which the superpotential can be deduced,

$$W(S,\mathrm{\Lambda }^2,g_p)=N_S(S,g_p).$$
(35)
It is convenient to introduce the dummy variable $`n`$ (which is not to be confused with the number of color $`N`$) because the planar diagrams can be extracted by taking the $`n\mathrm{}`$ limit. The full $`N`$ dependence of the superpotential is then given explicitly in (35). Strictly speaking, the integral (34) involves complex matrices and couplings $`g_p`$, but the calculation is the same as for hermitian matrices and real couplings. There is no ambiguity in the analytic continuation because we restrict ourselves to planar diagrams. This implies that the standard matrix model techniques, which are reviewed for example in , do apply. For the $`\mathrm{SU}(N)`$ gauge theory, the integral (34) must be restricted to traceless matrices, or equivalently one must treat $`g_1`$ as a Lagrange multiplier. There is no difference between the $`\mathrm{U}(N)`$ and $`\mathrm{SU}(N)`$ theory when the function $`W_{\mathrm{tree}}`$ is even, because the $`\mathrm{U}(1)`$ part of $`\varphi `$ in the $`\mathrm{U}(N)`$ theory has then zero vev and its couplings are subleading. In general, however, the $`\mathrm{U}(N)`$ and $`\mathrm{SU}(N)`$ theories are very different . This is perfectly consistent with the field theory results discussed at the end of the preceding Section.

It is convenient to work with dimensionless variables and to write

$$\mathrm{exp}\left(n^2/S^2\right)=_{\mathrm{planar}}\mathrm{d}^{n^2}\phi \mathrm{exp}\left[\frac{n}{\sigma }trV(\phi ,\lambda _p)\right],$$
(36)
where

$$\sigma =S/\mathrm{\Lambda }_\mathrm{d}^3,V(\phi ,\lambda _p)=\underset{p1}{}\frac{\lambda _p}{p}\phi ^p,\lambda _p=\frac{g_p\mathrm{\Lambda }_\mathrm{d}^{3(p2)/2}}{g_2^{p/2}}$$
(37)
The scale

$$\mathrm{\Lambda }_\mathrm{d}^3=g_2\mathrm{\Lambda }^2$$
(38)
is the dynamically generated scale of the low energy pure $`𝒩=1`$ super Yang-Mills theory.

### 3.2 Matrix model technology

The method to calculate explicitly (36) has been known for a long time . The eigenvalues of $`\varphi `$, which are all zero classically in the vacua we consider, are described in the planar limit by a continuous distribution $`\rho (\phi ,\sigma )`$ with support on a finite interval $`[a,b]`$ containing zero (we will no longer indicate explicitly the dependence in the couplings $`\lambda _p`$). The solution is easily expressed in terms of $`\rho `$,

$$\frac{}{\mathrm{\Lambda }_\mathrm{d}^6}=\sigma d\phi \rho (\phi ,\sigma )V(\phi )+\sigma ^2d\phi d\psi \rho (\phi ,\sigma )\rho (\psi ,\sigma )\mathrm{ln}|\phi \psi |.$$
(39)
For our purposes, the most useful way to present the solution for $`\rho `$, $`a`$ and $`b`$ is in terms of the following three equations (see  for a derivation),

$`_\sigma \left(\sigma \rho (\phi ,\sigma )\right)={\displaystyle \frac{1}{\pi \sqrt{(\phi a)(b\phi )}}}\text{,}`$ (40)
$`\sigma ={\displaystyle _a^b}{\displaystyle \frac{\mathrm{d}\phi }{2\pi }}{\displaystyle \frac{\phi V^{}(\phi )}{\sqrt{(\phi a)(b\phi )}}}\text{,}`$ (41)
$`0={\displaystyle _a^b}\mathrm{d}\phi {\displaystyle \frac{V^{}(\phi )}{\sqrt{(\phi a)(b\phi )}}}`$ (42)
The formulas (41) and (42) give two algebraic equations that determine $`a`$ and $`b`$ as a function of $`\sigma `$ and the couplings, and (40) may then be used to deduce $`\rho `$. The superpotential (35) is related to the derivative of $``$. To make this calculation,<sup>1</sup><sup>1</sup>1This calculation is undoubtedly known to experts in the field of matrix models, since the result (with a minor misprint) appears for example in , but I have been unable to find a derivation in the literature. we will need two identities,

$`{\displaystyle _a^b}{\displaystyle \frac{\mathrm{d}\phi }{\pi }}{\displaystyle \frac{\mathrm{ln}|\phi \psi |}{\sqrt{(\phi a)(b\phi )}}}=\mathrm{ln}{\displaystyle \frac{ba}{4}}\mathrm{for}\mathrm{any}\psi [a,b],`$ (43)
$`_\sigma `$ $`{\displaystyle _a^b}{\displaystyle \frac{\mathrm{d}\phi }{\pi }}{\displaystyle \frac{V(\phi )}{\sqrt{(\phi a)(b\phi )}}}=2\sigma _\sigma \mathrm{ln}(ba),`$ (44)
that we derive in the Appendix. By using (39), (40) and (43), we get

$$\frac{W}{N\mathrm{\Lambda }_\mathrm{d}^3}=\frac{_\sigma }{\mathrm{\Lambda }_\mathrm{d}^3}=_a^b\frac{\mathrm{d}\phi }{\pi }\frac{V(\phi )}{\sqrt{(\phi a)(b\phi )}}2\sigma \mathrm{ln}\frac{ba}{4}$$
(45)
Then, by using (44), we finally obtain our fundamental matrix model equation

$$_SW(S,\mathrm{\Lambda }^2,g_p)=\mathrm{ln}\left(\frac{ba}{4}\right)^{2N}.$$
(46)
This equation shows in particular that the condition for a critical point, that yields $`S`$, is simply $`ba=4`$.

### 3.3 Field theory and matrix model results are equivalent

Comparison between (31) and (46) immediately yields the relationship between field theory and matrix model variables,

$$\frac{(ba)^2}{16}=\frac{\mathrm{\Delta }}{\mathrm{\Lambda }^2}$$
(47)
It remains to check that the equations (29) and (30) that determine $`\mathrm{\Delta }`$ are equivalent to the equations (41) and (42) that determine $`ba`$. The simplest way to do that is to work out explicitly the integrals in (41) and (42). This is very elementary. One changes the variable from $`\phi `$ to $`\psi =2\left(\phi (a+b)/2\right)/(ba)`$, expands the polynomial $`V^{}`$ as a power series in $`\psi `$, and uses the identity

$$_1^1\frac{\mathrm{d}\psi }{2\pi }\frac{\psi ^{2p}}{\sqrt{1\psi ^2}}=\frac{\mathrm{C}_{2p}^p}{2^{2p+1}}$$
(48)
Formulas (41) and (42) are then exactly mapped onto (29) and (30) respectively, provided one identifies

$$\frac{1}{2}(a+b)=\frac{z}{\mathrm{\Lambda }}$$
(49)
This completes the proof.

## 4 Conclusion

The non-trivial part of the field theory calculation made in Section 2 is the Intriligator-Leigh-Seiberg non-renormalization hypothesis , while the non-trivial part of the matrix model calculation made in Section 3 is the assumption that only planar diagrams contribute . In the model studied in the present paper, those two hypothesis turn out to be equivalent. The fact that the linearity in the couplings $`g_p`$ is implemented in the large $`n`$ matrix model was a priori non-trivial. It is remarkable that the planar matrix model formulas (41) and (42), which are manifestly linear, could be identified with the integrating in relation (23) for $`S`$ and the integrating out relation (27) for $`z`$, with the suitable mapping between field theory and matrix model variables (47) and (49). Linearity would be violated by non-planar contributions. More generally, we conjecture that the ILS linearity principle can be deduced from corresponding linearity properties of the sum over planar diagrams.

There are two obvious directions of research that open up. The first is to try to generalize the approach of the present paper. It should not be too difficult, for example, to study the most general vacua of the theory (3), in particular by using the results of . From the matrix model point of view, this amounts to generalizing equations like (46) to the multi-cut solutions. The second is to try to use the exact superpotentials to work out some new interesting physics. For example, we have shown in  that (24) has several unexpected consequences. One can also use the Dijkgraaf-Vafa proposal to full power, for theories that are not simple perturbations of $`𝒩=2`$. The interesting case of a Leigh-Strassler deformation of $`𝒩=4`$ has been treated in . More generally, for pure $`𝒩=1`$ models, the holomorphic variables that enter the DV superpotential are not physical, RG invariant, quantities. Nevertheless, the superpotential itself is physical, and it should contain some very interesting information. We are presently investigating a two-matrix model  of this type.

## Appendix

We wish first to derive equation (43),

$$I(\psi )=_a^bd\phi \frac{\mathrm{ln}|\phi \psi |}{\sqrt{(\phi a)(b\phi )}}=\pi \mathrm{ln}\frac{ba}{4}\mathrm{for}\mathrm{any}\psi [a,b].$$
(50)
The derivative of $`I(\psi )`$ can be expressed as

$$\frac{\mathrm{d}I}{\mathrm{d}\psi }=\frac{1}{2}\left(f(\psi +iϵ)+f(\psi iϵ)\right)$$
(51)
for

$$f(\psi )=_a^b\frac{\mathrm{d}\phi }{(\psi \phi )\sqrt{(\phi a)(b\phi )}}$$
(52)
From

$$\frac{1}{2i\pi }\left(f(\psi +iϵ)f(\psi iϵ)\right)=\frac{1}{\sqrt{(\psi a)(b\psi )}}$$
(53)
and

$$f(\psi )\underset{\psi \mathrm{}}{}\frac{1}{\psi }_a^b\frac{\mathrm{d}\phi }{\sqrt{(\phi a)(b\phi )}}=\frac{\pi }{\psi }\text{,}$$
(54)
we deduce

$$f(\psi )=\frac{\pi }{\sqrt{(\psi a)(\psi b)}}$$
(55)
The relation (51) then implies

$$\frac{\mathrm{d}I}{\mathrm{d}\psi }=\{\begin{array}{cc}0& \mathrm{for}\psi [a,b],\\ f(\psi )& \mathrm{for}\psi [a,b].\end{array}$$
(56)
It is then straightforward to compute $`I(\psi )`$ for $`\psi >b`$ by integrating (56) and using the asymptotics at infinity $`I(\psi )=\pi \mathrm{ln}|\psi |+𝒪(1/\psi )`$. The formula (50) follows from continuity.

We now turn to the derivation of equation (44). We have

$$_\sigma _a^b\frac{\mathrm{d}\phi }{\pi }\frac{V(\phi )}{\sqrt{(\phi a)(b\phi )}}=\frac{a}{\sigma }_\gamma \frac{\mathrm{d}\phi }{4i\pi }\frac{V(\phi )}{(\phi a)^{3/2}(\phi b)^{1/2}}+(ab),$$
(57)
where $`\gamma `$ is a contour encircling the cut $`[a,b]`$ counterclockwise. We then use

$$0=_\gamma \mathrm{d}\left[\frac{V(\phi )}{\sqrt{(\phi a)(\phi b)}}\right]$$
(58)
and the condition (42) to deduce

$$_\gamma \frac{\mathrm{d}\phi V(\phi )}{(\phi a)^{3/2}(\phi b)^{1/2}}=_\gamma \frac{\mathrm{d}\phi V(\phi )}{(\phi a)^{1/2}(\phi b)^{3/2}}\text{,}$$
(59)
and we use

$$0=_\gamma \mathrm{d}\left[\frac{\phi V(\phi )}{\sqrt{(\phi a)(\phi b)}}\right],$$
(60)
together with (41) and (59), to deduce

$$_\gamma \frac{\mathrm{d}\phi }{2i\pi }\frac{V(\phi )}{(\phi a)^{3/2}(\phi b)^{1/2}}=\frac{4\sigma }{ab}$$
(61)
Equation (44) then follows immediately from (61), (59) and (57).

### Acknowledgements

I am particularly indebted to Ken Intriligator. Without his insistence on the generality of the linearity principle, and his patient explanations of his work with F. Cachazo and C. Vafa , the present paper would not have been written. I would also like to thank J.-P. Derendinger, R. Hernández, B. Pioline, K. Sfetsos, C. Vafa and particularly T. Hollowood for useful discussions and/or correspondences. This work was supported in part by the Swiss National Science Foundation.


text:
# Separable integral extensions and plus closure

## 1 Introduction

Let $`R`$ be an excellent domain of characteristic $`p`$, and let $`R^+`$ denote the integral closure of $`R`$ in an algebraic closure of its fraction field. A celebrated theorem of M. Hochster and C. Huneke states that $`R^+`$ is a big Cohen–Macaulay algebra for $`R`$, see HH (2). The plus closure $`I^+`$ of an ideal $`I`$ of $`R`$ is defined as $`I^+=IR^+R`$, and has close connections with tight closure theory: the containment $`I^+I^{}`$ is easily verified, and in Sm  K. E. Smith showed that $`I^+=I^{}`$ if the ideal $`I`$ is generated by part of a system of parameters for $`R`$. In this paper we establish the somewhat surprising result that for any element $`zI^+`$ there exists an integral domain $`S`$, which is a separable module–finite extension of $`R`$, such that $`zIS`$. We use this idea to obtain a separable big Cohen–Macaulay algebra $`R^{+\mathrm{sep}}`$ for any excellent local domain $`(R,m)`$ of characteristic $`p`$.

For related work on $`R^+`$ and plus closure see Ab (2) and AH . Our references for the theory of tight closure are HH (1), HH (3) and HH (4).

In Section 4 we present an explicit computation of plus closure, specifically we show that $`xyz(x^2,y^2,z^2)^+`$ in the cubic hypersurface $`R=K[X,Y,Z]/(X^3+Y^3+Z^3)`$. This strengthens a result obtained in Si (2) where it was established that $`xyz(x^2,y^2,z^2)^{}`$.

## 2 Preliminaries

Let $`R`$ be a Noetherian ring of characteristic $`p>0`$. The letter $`e`$ shall denote a variable nonnegative integer, and $`q`$ shall denote the corresponding power of the characteristic, i.e., $`q=p^e`$. For an ideal $`I=(x_1,\mathrm{},x_n)R`$, let $`I^{[q]}=(x_1^q,\mathrm{},x_n^q)`$. For a reduced ring $`R`$ of characteristic $`p>0`$, $`R^{1/q}`$ shall denote the ring obtained by adjoining all $`q`$th roots of elements of $`R`$.

For an element $`x`$ of $`R`$ we say that $`xI^F`$, the Frobenius closure of $`I`$, if there exists an integer $`q=p^e`$ such that $`x^qI^{[q]}`$. The ring $`R`$ is said to be F–pure  if the Frobenius homomorphism is pure, i.e., if $`F:MF(M)`$ is injective for all $`R`$–modules $`M`$.

In specific examples which are homomorphic images of polynomial rings, we shall use lower case letters to denote the images of the corresponding variables.

## 3 Separable integral extensions

Our main result regarding Frobenius closure and separable extensions is the following theorem:

###### Theorem 3.1

Let $`R`$ be a excellent domain of characteristic $`p>0`$, $`IR`$ an ideal, and $`zR`$ an element such that $`zI^F`$. Then there exists an integral domain $`S`$, which is a module–finite separable extension of $`R`$, such that $`zIS`$.

###### Proof.

Since $`zI^F`$, there exists a positive integer $`q=p^e`$, nonzero elements $`x_0,\mathrm{},x_nI`$, and $`a_0,\mathrm{},a_nR`$ such that

$$z^q=\underset{i=0}{\overset{n}{}}a_ix_i^q.$$

For $`1in`$, consider the equations

$$U_i^q+U_ix_0^qa_i=0.$$

These are monic separable equations in the variables $`U_i`$, and therefore have solutions $`u_i`$ in a separable field extension of the fraction field of $`R`$. Let $`S`$ be the integral closure of the ring $`R[u_1,\mathrm{},u_n]`$ in its field of fractions. We shall show that $`zIS`$. Let

$$u_0=(z\underset{i=1}{\overset{n}{}}x_iu_i)/x_0,$$

which is an element of the fraction field of $`S`$. Taking the $`q`$ th power of this element, we have

$`u_0^q`$ $`=(z^q{\displaystyle \underset{i=1}{\overset{n}{}}}x_i^qu_i^q)/x_0^q=({\displaystyle \underset{i=0}{\overset{n}{}}}a_ix_i^q{\displaystyle \underset{i=1}{\overset{n}{}}}x_i^qu_i^q)/x_0^q`$
$`=a_0+{\displaystyle \underset{i=1}{\overset{n}{}}}(a_iu_i^q)x_i^q/x_0^q=a_0+{\displaystyle \underset{i=1}{\overset{n}{}}}u_ix_i^q.`$
Consequently $`u_0`$ is integral over $`S`$, but since $`S`$ is a normal domain, we then have $`u_0S`$. This implies that $`z=_{i=0}^nx_iu_iIS`$. ∎∎

###### Remark 1

Let $`GL_n(𝔽_q)`$ be the general linear group over the finite field $`𝔽_q`$. In Si (1) the author constructed examples to show that the ring of invariants for the natural action of a subgroup $`G`$ of $`GL_n(𝔽_q)`$ on the polynomial ring $`𝔽_q[X_1,\mathrm{},X_n]`$ need not be F–pure. Specifically, consider the natural action of the symplectic group $`Sp_4(𝔽_q)`$ on the polynomial ring $`𝔽_q[X_1,X_2,X_3,X_4]`$. Then the ring of invariants is isomorphic to the hypersurface

$$R=𝔽_q[X,Y,Z,A,B]/(Z^qAX^qBY^q)$$

which is not F–pure since $`zI=(x,y)^F`$, more precisely the element $`z`$ is forced into the expanded ideal $`IR^{1/q}`$ in the purely inseparable extension $`R^{1/q}`$. However $`z`$ is also forced into the expansion of $`I`$ to the linearly disjoint separable extension $`𝔽_q[X_1,X_2,X_3,X_4]`$. These examples provided the basic case of the equational construction used in the proof of Theorem 3.1 above.

###### Definition 1

Let $`R`$ be an integral domain with fraction field $`𝒦`$. Let $`\overline{𝒦}`$ be an algebraic closure of the field $`𝒦`$, and $``$ be the maximal separable field extension of $`𝒦`$ in $`\overline{𝒦}`$. Then $`R^{+\mathrm{sep}}`$ shall denote the integral closure of $`R`$ in $``$.

With this notation, Theorem 3.1 gives us the following corollary:

###### Corollary 1

Let $`R`$ be a excellent integral domain of characteristic $`p`$. If $`I`$ is an ideal of $`R`$ and $`z`$ an element of $`R`$ such that $`zI^+`$, then there exists a module–finite separable extension domain $`S`$ such that $`zIS`$. Consequently for all ideals $`I`$ of $`R`$ we have

$$IR^+R=IR^{+\mathrm{sep}}R.$$

###### Proof.

Since $`zI^+`$ there exists a integral domain $`R_1`$, module–finite over $`R`$, such that $`zIR_1`$. If $`R_2`$ denotes the largest separable extension of $`R`$ contained in $`R_1`$, we have $`z(IR_2)^F`$. By Theorem 3.1 there exists a separable module–finite extension $`S`$ of $`R_2`$ such that $`zIS`$. ∎∎

Let $`R=_iR_i`$ be an $``$–graded integral domain over a field $`K=R_0`$ of characteristic $`p`$. An element $`zR^+`$ is said to be homogeneous if it satisfies an equation of integral dependence over $`R`$ of the form

$$z^n+a_1z^{n1}+\mathrm{}+a_n=0$$

where $`a_iR_{id}`$ for some $`d`$, for all $`1in`$. (The element $`z`$ can then be assigned weight $`d`$, and satisfies a homogeneous equation of integral dependence over $`R`$.) Let $`R^{+\mathrm{GR}}`$ denote the $``$–graded subalgebra of $`R^+`$ which is generated by homogeneous elements $`zR^+`$. In this setting, Hochster and Huneke show that $`R^{+\mathrm{GR}}`$ is a graded big Cohen–Macaulay algebra for $`R`$, i.e., that every homogeneous system of parameters for $`R`$ is a regular sequence on $`R^{+\mathrm{GR}}`$, see HH (2).

The following example shows that for $`R`$ as above, a homogeneous ideal $`I`$ of $`R`$, and a homogeneous element $`\xi I^+`$, there need not exist a graded separable module–finite extension $`S`$ with $`\xi IS`$.

###### Example 1

Let $`R=K[X,Y,Z]/(X^3+Y^3+Z^3)`$ where $`K`$ is an algebraically closed field of characteristic $`2`$. Note that $`z^2(x,y)^F`$ since $`z^4=zx^3+zy^3`$. We claim $`R`$ has no module–finite graded separable extension $`S`$ with $`z^2IS`$. If $`S`$ were such an extension, there exist homogeneous elements $`u,vS`$ (of weight $`1`$) with $`z^2=ux+vy`$. In $`R^{+\mathrm{GR}}`$ we then have

$$z^2=ux+vy=x\sqrt{xz}+y\sqrt{yz},$$

and since $`R^{+\mathrm{GR}}`$ is a graded big Cohen–Macaulay algebra for $`R`$, the relation $`x(u+\sqrt{xz})=y(v+\sqrt{yz})`$ must be trivial in $`R^{+\mathrm{GR}}`$. Hence there exists $`cR^{+\mathrm{GR}}`$ such that $`u+\sqrt{xz}=cy`$ and $`v+\sqrt{yz}=cx`$, but then $`c`$ must have weight $`0`$, and so satisfies an equation of integral dependence over the algebraically closed field $`K`$. Consequently $`cK`$, and therefore $`\sqrt{xz}`$ and $`\sqrt{yz}`$ are elements of a separable extension of $`R`$, a contradiction.

###### Remark 2

Let $`R`$ be a ring of characteristic $`p`$ which is not F–pure, i.e., such that there exists $`zR`$ with $`zI^FI`$. By Theorem 3.1 there exists a module–finite separable extension $`S`$ such that $`zIS`$. In general we cannot expect $`S`$ to be F–regular or even F–rational: if $`R`$ is the coordinate ring of an elliptic curve, a normal module–finite extension domain $`S`$ will continue to have elements of infinite order in the divisor class group $`Cl(S)`$, and consequently the two dimensional ring $`S`$ cannot be F–rational by a result of J. Lipman, Li . However there do exist examples where the separable extension is F–regular, moreover is a polynomial ring.

###### Example 2

Let $`R=K[X,Y,Z,A,B]/(Z^qAX^qBY^q)`$ where $`K`$ is a field of characteristic $`p`$ and $`q=p^e`$. Then $`z(x,y)^F`$, and we construct a separable module–finite extension $`S`$ such that $`z(x,y)S`$. Let $`u`$ be a root of the separable equation

$$U^qa+Uy^q=0$$

and let $`S`$ be the normalization of $`R[u]`$. Then $`v=(zux)/y`$ is easily seen to be an element of $`S`$ and we have $`S=K[X,Y,u,v]`$, which is a polynomial ring.

We next recall a definition from Ma :

###### Definition 2

A Noetherian integral domain $`R`$ is said to be a splinter if it is a direct summand, as an $`R`$–module, of every module–finite extension ring of $`R`$.

In the case that $`R`$ contains the field of rational numbers, it is easily seen that $`R`$ is a splinter if and only if it is a normal ring, but the notion is more subtle for rings of characteristic $`p`$. F–regular rings are always splinter and the converse is known to hold for $``$–Gorenstein rings, see Si (3). Corollary 1 above gives a new characterization of splinter rings of characteristic $`p`$:

###### Corollary 2

Let $`R`$ be an excellent integral domain on characteristic $`p`$. Then $`R`$ is a splinter if and only if it is a direct summand of every module–finite separable extension domain.

###### Proof.

Excellent integral domains are approximately Gorenstein, and so an inclusion $`RS`$ splits if and only if $`ISR=I`$ for all ideals $`I`$ of $`R`$, see Ho . The result now follows from Corollary 1. ∎∎

We also obtain the following theorem which is separable analogue of the main result of HH (2).

###### Theorem 3.2

Let $`(R,m)`$ be an excellent local domain of characteristic $`p`$. Then every sequence of elements which is part of a system of parameters for $`R`$ is a regular sequence on $`R^{+\mathrm{sep}}`$. Consequently $`R^{+\mathrm{sep}}`$ is a balanced big Cohen–Macaulay module for $`R`$.

###### Proof.

Let $`x_1,\mathrm{},x_k`$ be part of a system of parameters for $`R`$. Given a relation $`_{i=1}^kr_ix_i=0`$ with $`r_iR^{+\mathrm{sep}}`$ we may replace $`R`$ by a module–finite separable extension and (after a change of notation) assume that $`r_iR`$. Since $`R^+`$ is a big Cohen–Macaulay algebra for $`R`$, (HH, 2, Theorem 1.1), we have $`r_k(x_1,\mathrm{},x_{k1})R^+R`$, but then $`r_k(x_1,\mathrm{},x_{k1})R^{+\mathrm{sep}}`$ by Corollary 1. ∎∎

## 4 A computation of plus closure

In Si (2) we showed that $`xyz(x^2,y^2,z^2)^{}`$ in the cubic hypersurface $`R=K[X,Y,Z]/(X^3+Y^3+Z^3)`$ where $`K`$ is a field of prime characteristic $`p3`$. This question arose in M. McDermott’s study of the tight closure and plus of various irreducible ideals in $`R`$, see Mc . We furthermore showed that $`xyz(x^2,y^2,z^2)^F`$ whenever $`R`$ is not F–pure, i.e., when $`p2mod3`$. In this section we settle the one unresolved issue by establishing that $`xyz(x^2,y^2,z^2)^+`$ when the characteristic of the field is $`p1mod3`$.

The following lemma is a basic version of a more powerful equational criterion, but will suffice for our needs.

###### Lemma 1

Let $`R`$ be a integral domain of characteristic $`p`$ and consider nonzero elements $`z,x_1,\mathrm{},x_kR`$ which satisfy

$$z^p(x_1^p,\mathrm{},x_k^p)+z((x_1^p,\mathrm{},x_k^p):(x_1,\mathrm{},x_k)).$$

Then there exists an integral domain $`S`$ which is a module–finite extension of $`R`$ such that $`z(x_1,\mathrm{},x_k)S`$.

###### Proof.

See Ab (1). ∎∎

We record a determinant identity that we shall find useful. For integers $`n`$ and $`m`$ where $`m1`$, we shall use the notation:

$$\left(\genfrac{}{}{0pt}{}{n}{m}\right)=\frac{(n)(n1)\mathrm{}(nm+1)}{(m)(m1)\mathrm{}(1)}.$$

###### Lemma 2

$$det\left(\begin{array}{cccc}\left(\genfrac{}{}{0pt}{}{n}{a+k}\right)& \left(\genfrac{}{}{0pt}{}{n}{a+k+1}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{n}{a+2k}\right)\\ \left(\genfrac{}{}{0pt}{}{n}{a+k1}\right)& \left(\genfrac{}{}{0pt}{}{n}{a+k}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{n}{a+2k1}\right)\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \left(\genfrac{}{}{0pt}{}{n}{a}\right)& \left(\genfrac{}{}{0pt}{}{n}{a+1}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{n}{a+k}\right)\end{array}\right)=\frac{\left(\genfrac{}{}{0pt}{}{n}{a+k}\right)\left(\genfrac{}{}{0pt}{}{n+1}{a+k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{n+k}{a+k}\right)}{\left(\genfrac{}{}{0pt}{}{a+k}{a+k}\right)\left(\genfrac{}{}{0pt}{}{a+k+1}{a+k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{a+2k}{a+k}\right)}.$$

###### Proof.

This is evaluated in (Mu, , page 682) as well as Ro . ∎∎

As a first application of this, we prove the following lemma:

###### Lemma 3

Let $`K[A,B]`$ be a polynomial ring over a field $`K`$ of characteristic $`p=3k+1`$, where $`k`$ is a positive integer. Then

$$(A,B)^{3k}I=(A^{2k+1},B^{2k+1},(A+B)^{2k}).$$

###### Proof.

Note that $`I`$ contains the following elements:

$$(A+B)^{2k}A^k,(A+B)^{2k}A^{k1}B,\mathrm{},(A+B)^{2k}B^k.$$

We consider the binomial expansions of these elements modulo the ideal $`(A^{2k+1},B^{2k+1})`$. Consequently the following elements are in $`I:`$

$$\begin{array}{ccccccc}\hfill \left(\genfrac{}{}{0pt}{}{2k}{k}\right)A^{2k}B^k& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{k+1}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{2k}\right)A^kB^{2k},\\ \hfill \left(\genfrac{}{}{0pt}{}{2k}{k1}\right)A^{2k}B^k& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{k}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{2k1}\right)A^kB^{2k},\\ \hfill \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}& & & & & & \\ \hfill \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}& & & & & & \\ \hfill \left(\genfrac{}{}{0pt}{}{2k}{0}\right)A^{2k}B^k& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{1}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k}{k}\right)A^kB^{2k}.\end{array}$$

The coefficients of $`A^{2k}B^k,A^{2k1}B^{k+1},\mathrm{},A^kB^{2k}`$ form the matrix:

$$\left(\begin{array}{cccc}\left(\genfrac{}{}{0pt}{}{2k}{k}\right)& \left(\genfrac{}{}{0pt}{}{2k}{k+1}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k}{2k}\right)\\ \left(\genfrac{}{}{0pt}{}{2k}{k1}\right)& \left(\genfrac{}{}{0pt}{}{2k}{k}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k}{2k1}\right)\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \left(\genfrac{}{}{0pt}{}{2k}{0}\right)& \left(\genfrac{}{}{0pt}{}{2k}{1}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k}{k}\right)\end{array}\right).$$

To show that all monomials of degree $`3k`$ in $`A`$ and $`B`$ are in $`I`$, it suffices to show that this matrix is invertible. By Lemma 2, the determinant of this matrix is

$$\frac{\left(\genfrac{}{}{0pt}{}{2k}{k}\right)\left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{3k}{k}\right)}{\left(\genfrac{}{}{0pt}{}{k}{k}\right)\left(\genfrac{}{}{0pt}{}{k+1}{k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{2k}{k}\right)}$$

which is immediately seen to be invertible since the characteristic of the field is $`p=3k+1`$. ∎∎

###### Lemma 4

Let $`R=K[X,Y,Z]/(X^3+Y^3+Z^3)`$ where $`K`$ is a field of prime characteristic $`p=3k+1`$. Then

$$x^{p1}y^{2p2}(x^{2p},y^{2p},z^{2p}):(x^2,y^2,z^2).$$

###### Proof.

We first show that $`x^{p+1}y^{2p2}(x^{2p},y^{2p},z^{2p})`$, i.e., that

$$x^{3k+2}y^{6k}(x^{6k+2},y^{6k+2},z^{6k+2}).$$

This would follow if we establish that

$$x^{3k}y^{6k}(x^{6k},y^{6k+3},z^{6k+3}).$$

Setting $`A=y^3`$, $`B=z^3`$ and $`A+B=x^3`$, we need to show

$$(A+B)^kA^{2k}I=((A+B)^{2k},A^{2k+1},B^{2k+1}).$$

This follows immediately from Lemma 3.

It remains to check that $`x^{p1}y^{2p2}z^2(x^{2p},y^{2p},z^{2p})`$. This would follow if we show

$$x^{3k}y^{6k}(x^{6k+3},y^{6k+3},z^{6k}).$$

Setting $`A=x^3,B=y^3`$ and $`A+B=z^3`$, we now need to show

$$A^kB^{2k}I=(A^{2k+1},B^{2k+1},(A+B)^{2k}),$$

which again follows from Lemma 3. ∎∎

We are now ready to prove our main result of this section.

###### Theorem 4.1

Let $`R=K[X,Y,Z]/(X^3+Y^3+Z^3)`$ where $`K`$ is a field of prime characteristic $`p1mod3`$. Then $`xyz(x^2,y^2,z^2)^+`$.

###### Proof.

By Lemma 1, it suffices to show

$$(xyz)^p(x^{2p},y^{2p},z^{2p})+xyz((x^{2p},y^{2p},z^{2p}):(x^2,y^2,z^2)).$$

By Lemma 4 we have

$$(x^{p1}y^{2p2},x^{2p2}y^{p1})(x^{2p},y^{2p},z^{2p}):(x^2,y^2,z^2)),$$

and hence it is enough to show

$$(xyz)^p(x^{2p},y^{2p},z^{2p},x^py^{2p1}z,x^{2p1}y^pz),$$

i.e., that

$$(xyz)^{3k+1}(x^{6k+2},y^{6k+2},z^{6k+2},x^{3k+1}y^{6k+1}z,x^{6k+1}y^{3k+1}z).$$

This follows if we show

$$(xyz)^{3k}(z^{6k+3},x^{3k}y^{6k},x^{6k}y^{3k}).$$

Setting $`A=x^3,B=y^3`$ and $`A+B=z^3`$, we need to show

$$(AB(A+B))^kI=((A+B)^{2k+1},A^kB^{2k},A^{2k}B^k).$$

Note that $`I`$ contains the following elements:

$$(A+B)^{2k+1}A^{k2}B,(A+B)^{2k+1}A^{k3}B^2,\mathrm{},(A+B)^{2k+1}B^{k1}.$$

We consider the binomial expansions of these elements modulo the ideal $`(A^kB^{2k},A^{2k}B^k)`$. This shows that the following are elements of $`I:`$

$$\begin{array}{ccccccc}\hfill \left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{k+1}\right)A^{2k2}B^{k+2}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{2k2}\right)A^{k+1}B^{2k1},\\ \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{k1}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)A^{2k2}B^{k+2}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{2k3}\right)A^{k+1}B^{2k1},\\ \hfill \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}& & & & & & \\ \hfill \mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}\mathrm{}& & & & & & \\ \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{2}\right)A^{2k1}B^{k+1}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{3}\right)A^{2k2}B^{k+2}& \hfill +& \hfill \mathrm{}& \hfill +& \hfill \left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)A^{k+1}B^{2k1}.\end{array}$$

The coefficients of $`A^{2k1}B^{k+1},A^{2k2}B^{k+2},\mathrm{},A^{k+1}B^{2k1}`$ form the matrix:

$$\left(\begin{array}{cccc}\left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)& \left(\genfrac{}{}{0pt}{}{2k+1}{k+1}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k+1}{2k2}\right)\\ \left(\genfrac{}{}{0pt}{}{2k+1}{k1}\right)& \left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k+1}{2k3}\right)\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \mathrm{}\mathrm{}\mathrm{}\mathrm{}\\ \left(\genfrac{}{}{0pt}{}{2k+1}{2}\right)& \left(\genfrac{}{}{0pt}{}{2k+1}{3}\right)& \mathrm{}& \left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)\end{array}\right).$$

By Lemma 2, the determinant of this matrix is

$$\frac{\left(\genfrac{}{}{0pt}{}{2k+1}{k}\right)\left(\genfrac{}{}{0pt}{}{2k+2}{k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{3k1}{k}\right)}{\left(\genfrac{}{}{0pt}{}{k}{k}\right)\left(\genfrac{}{}{0pt}{}{k+1}{k}\right)\mathrm{}\left(\genfrac{}{}{0pt}{}{2k2}{k}\right)}$$

which is invertible since the characteristic of the field is $`p=3k+1`$. Hence all monomials of degree $`3k`$ in $`A`$ and $`B`$ are elements of the ideal $`I`$. ∎∎

###### Acknowledgements.

It is a pleasure to thank Mel Hochster for several valuable discussions on tight closure theory.


text:
# Forced Burgers Equation in an Unbounded Domain

## I Introduction

The $`d`$-dimensional forced Burgers equation

$$_t𝒖+\left(𝒖\right)𝒖=\nu ^2𝒖F(𝒙,t),𝒖=\psi $$
(1)
which describes the dynamics of a stirred, pressure less and vorticity-free fluid, has found interesting applications in a wide range of non-equilibrium statistical physics problems. It arises, for instance, in cosmology where it is known as the adhesion model gss89 , in vehicular traffic css00  or in the study of directed polymers in random media bmp95 . The associated Hamilton–Jacobi equation, satisfied by the velocity potential $`\psi `$,

$$_t\psi \frac{1}{2}\left|\psi \right|^2=\nu ^2\psi +F(𝒙,t),$$
(2)
has been frequently studied as a nonlinear model for the motion of an interface under deposition : when the forcing potential $`F`$ is random, delta-correlated in both space and time, Eq. (2) is the well-known Kardar–Parisi–Zhang (KPZ) equation kpz86 . The case with large-scale forcing was considered in Refs. s91 ; cy95  as a natural way to pump energy in order to maintain a statistical steady state. Burgers equation is then a simple model for studying the influence of well-understood structures (shocks, preshocks, etc) on the statistical properties of the flow. As it is well known, Eq. (1) in the limit of vanishing viscosity ($`\nu 0`$) displays after a finite time dissipative singularities, namely shocks, corresponding to discontinuities in the velocity field. In the presence of large-scale forcing, it was recently stressed for the one-dimensional case ekms97 ; ekms00  and also for higher dimensions ik01 ; bik02 , that the global topological structure of such singularities is strongly related to the boundary conditions associated to the equation. More precisely, when, for instance, space periodicity is assumed, a generic topological shock structure can be outlined. It plays an essential role in understanding the qualitative features of the statistically stationary regime.

So far, the singular structure of the forced Burgers equation was mostly investigated in the case of finite-size systems with periodic boundary conditions. It is however frequently of physical interest to investigate instances where the size of the domain is much larger than the scale, so as to examine, for example, the role of Galilean invariance p95 . The main goal of the present paper is to describe the singular structure of Burgers equation (1) in unbounded domains. To achieve this goal we consider the case of spatially periodic forcing with a forcing scale $`L_f`$ much smaller than the system size $`L`$. More precisely, we assume that the force is random and white in time, homogeneous, isotropic, smooth and $`L`$-periodic in space and investigate the limit $`L/L_f1`$, while keeping a constant injection rate of energy. Hence, for a fixed size of a system $`L`$ we consider a stationary regime corresponding to the limit $`t\mathrm{}`$ and then study the limit $`L\mathrm{}`$ with the $`^2`$ norm of the forcing growing like $`L`$. As we will see, most of the concepts associated to infinite time asymptotics introduced for the periodic case can be generalized in this limit as intermediate time asymptotics.

It is important to mention that the problem we are discussing has also another interpretation which has no direct relation to Burgers equation. In fact, we are studying the structure of singularities for variational problems associated to generic time-dependent Lagrangians in unbounded domains. From this point of view the random forcing is just a natural way to characterize generic time-dependence.

The paper is organized as follows. In Sec. II we give a brief exposition of the theory in the case of periodic forcing. In particular, we introduce the variational approach to Burgers turbulence and present results on the existence and the uniqueness of the main shock and the global minimizer. In Sec. III we introduce the notion of $`T`$-global shocks and describe their behavior in the time asymptotics $`L_f/u_{\mathrm{rms}}TL/u_{\mathrm{rms}}`$, where $`u_{\mathrm{rms}}`$ is the root-mean-square velocity. We also discuss theoretical and numerical results for the density of $`T`$-global shocks and the probability density function (PDF) of the age of shocks. In Sec. IV, we discuss an analogy with stability theory for one-dimensional stochastic ordinary differential equation (ODE) and present a simple statistical model for the interaction of shocks. Section V contains concluding remarks and, in particular, an interpretation of the results in terms of an inverse cascade. Most of the results of this paper are focusing on the one-dimensional case. We finish with a brief discussion of possible extensions to the multi-dimensional case.

## II Periodic forcing

In the case of smooth spatially periodic forcing potential $`F(𝒙,t)`$, it was shown in the one-dimensional case ekms00  and for higher dimensions ik01  that a statistical steady state is reached at large times by the solution to the Burgers equation. Taking the initial time at $`\mathrm{}`$, the velocity field is periodic in space and uniquely determined by the realization of the forcing. At an arbitrary time $`t`$, this unique solution can be expressed in terms of the following variational principle l57 ; o57 ; l82  involving the Lagrangian action $`𝒜`$ :

$`𝒖(𝒙,t)`$ $`=`$ $`_𝒙\underset{𝜸:𝜸(t)=x}{\mathrm{min}}\left[𝒜(𝜸,t)\right],`$ (3)
$`𝒜(𝜸,t)`$ $``$ $`{\displaystyle _{\mathrm{}}^t}\left[{\displaystyle \frac{1}{2}}\left|\dot{𝜸}(\tau )\right|^2F(𝜸(\tau ),\tau )\right]𝑑\tau .`$ (4)
The minimum in (3) is taken over all absolutely continuous curves $`𝜸(\tau )`$ of $`^d`$ with $`\tau (\mathrm{},t]`$ such that $`𝜸(t)=𝒙`$. A curve minimizing the action in (3) is called a one-sided minimizer. It corresponds to a fluid particle trajectory which is not absorbed by shocks till time $`t`$. For all times $`\tau <t`$, such a minimizer is a trajectory of the dynamical system corresponding to the Lagrangian flow and thus satisfies the Newton equation

$$\ddot{𝜸}(\tau )=F(𝜸(\tau ),\tau ).$$
(5)
Since the force is potential and spatially periodic, the mean velocity

$$𝒃\frac{1}{L^d}_{[0,L]^d}𝒖(𝒙,t)𝑑𝒙$$
(6)
is the first integral of (1). When the initial time is taken at $`\mathrm{}`$, so that the statistically stationary regime is reached, the mean velocity $`𝒃`$ is the only information remaining from the initial condition. For simplicity, we consider in the sequel the case of a vanishing mean velocity ($`𝒃=0`$), but all the results remain true for arbitrary $`𝒃`$.

It is easy to show that for Lebesgue almost all $`𝒙`$ there exists a unique one-sided minimizer. The locations where there are more than one minimizer correspond to shock positions. Those are exactly the positions where the velocity potential $`\psi (𝒙,t)`$, which is a Lipschitz function, is not differentiable, so that the piecewise continuous velocity field $`𝒖(𝒙,t)=\psi (𝒙,t)`$ has jump discontinuities. As $`t\mathrm{}`$, all the one-sided minimizers which originated at time $`t`$ converge backward-in-time to the trajectory of the unique fluid particle which is never absorbed by a shock. This trajectory, denoted $`𝜸_{\mathrm{gm}}()`$, is called the global minimizer because it is an action-minimizing trajectory at any time. The statement about uniqueness of the global minimizer holds under some natural conditions on the forcing potential (see, e.g., Refs. ekms00 ; ik01 ). Shocks are generically born at some finite time and then grow and merge. There exist a particular shock structure, called the main shock ($`d=1`$) or the topological shock ($`d>1`$) which has always existed in the past. This shock can be constructed by unwrapping the picture to the whole space $`^d`$ (see Fig. 1 for the case $`d=1`$). We then obtain a lattice of periodic boxes, each of them containing a periodic image of the global minimizer and the topological shock corresponds to the set of $`𝒙`$-positions giving rise to several minimizers that approach different global minimizers belonging to different images of the periodic box.

We focus now on the one-dimensional case with a space-periodic forcing potential of period $`L`$. In this case, the global minimizer is a hyperbolic trajectory of (5) and is thus associated to a smooth unstable manifold which is a smooth curve in the position-velocity phase-space $`(x,u)`$. The main shock is defined as the unique position giving rise to the left-most and the right-most one-sided minimizers approaching the global one backward-in-time. By definition, the trajectory of the global minimizer $`\gamma _{\mathrm{gm}}(t)`$ and the main shock trajectory $`X_{\mathrm{ms}}(t)`$ never intersect, so that they have to satisfy $`X_{\mathrm{ms}}(t)<\gamma _{\mathrm{gm}}(t)<X_{\mathrm{ms}}(t)+L`$. Hence, the large-scale displacement of the two-sided minimizer is the same as for the main shock. The Lagrangian flow (5) is a second-order stochastic ODE. Assuming the vanishing of the mean velocity $`b`$, one may be tempted to think that the displacement of a typical trajectory $`\gamma (t)`$ scales like the integral of the Brownian motion :

$$\left(\gamma (t)\gamma (0)\right)^2|t|^3\text{when }|t|\mathrm{}.$$
(7)
However this scaling does not apply to the minimizers because the particularity of such trajectories cannot be ignored. Indeed, when investigating the typical displacement of the global minimizer, we find that

$$\left(\gamma _{\mathrm{gm}}(t)\gamma _{\mathrm{gm}}(0)\right)^2|t|\text{when }|t|\mathrm{}.$$
(8)
This result was obtained by numerical study of the behavior at large times of the position of the main shock. This gives the large-time typical displacement of the position of the main shock which, as we have seen above, coincides up to a constant with the displacement of the global minimizer.

For the numerical investigation, we chose a forcing which is the sum of independent random impulses acting at discrete “kicking” times bfk00 . Between successive kicks, the solution to the Burgers equation decays. This method is particularly efficient for obtaining the solution in the limit of vanishing viscosity, as one can use between kicks the fast Legendre transform method nv94  which is directly connected with the variational principle (3) and the Lagrangian picture of the flow. The position of the main shock is obtained by a Lagrangian method which is based on the analysis of the right-most and the left-most positions from which the two-sided minimizer is approached. Figure 2 shows the diffusive-like behavior of the main shock trajectory for a Gaussian forcing confined to the first three Fourier modes in the case when the mean velocity $`b`$ vanishes.

The diffusive behavior of the global minimizer has also a simple theoretical explanation. Indeed, the mean square displacement of the global minimizer can be expressed through its velocity as

$$\left(\gamma _{\mathrm{gm}}(t)\gamma _{\mathrm{gm}}(0)\right)^2=\left(_0^t\dot{\gamma }_{\mathrm{gm}}(s)𝑑s\right)^2,$$
(9)
where the velocity of the global minimizer $`\dot{\gamma }_{\mathrm{gm}}(s)`$ is a stationary random process. The hyperbolicity of the global minimizer implies that the time correlations for this process decay exponentially. Hence, there are just two possibilities: the mean-square displacement (9) either grows linearly with time, which gives (8), or it stays bounded in a limit $`t\mathrm{}`$. The latter behavior can be easily ruled out since the trajectory of the global minimizer does fluctuate.

## III Statistics of $`T`$-scales in large-size systems and PDF for the age of shocks.

As we have discussed above, the existence of the main shock in the spatially periodic situation follows from a simple topological argument. The main shock is unique when the system is considered on the torus corresponding to its period (circle for $`d=1`$). However, if the system is considered on the whole real line (universal cover), then there exists, at each moment of time, an $`L`$-periodic one-dimensional lattice of main shocks. Each of these shocks is associated to two minimizers (left-most and right-most) which also form a periodic structure. In the case of the main shocks the distance between these two minimizers tends to $`L`$ as $`t\mathrm{}`$. For all other shocks the corresponding distance tends to 0. In this sense, the main shocks are the only global shocks present in the system. There is also another way to characterize the main shock. Namely, the main shock is the only shock which existed forever in the past, that is, the main shock is infinitely old, contrary to all other (local) shocks, all of them being created at a finite time and hence having a finite age. In other words, local shocks can be traced backward in time only for a certain finite interval of time. The length of this time interval is what we call the age $`A`$ of the shock.

When we drop the periodicity condition and consider large-size systems, the main shock disappears. But one can still introduce the notion of *$`T`$-global shocks*, that is shocks which behave like the main shock when observed during a time scale of the order of $`T`$. As in the case of periodic boundary conditions, there are now also two equivalent ways to characterize $`T`$-global shock. Geometrically, one can again consider left-most and right-most minimizers associated to a given shock. After tracing them backward in time for time intervals longer than a certain “correlation time”, these two minimizers are getting close and start converging to each other exponentially fast. $`T`$-global shocks are defined as shocks for which this “correlation time” is larger than $`T`$. This means that for backward times $`tT`$, one has $`d(t)L_f`$, where $`d(t)`$ is the distance between minimizers. Equivalently, one can say that $`T`$-global shocks have a finite age larger than $`T`$. Below, we study the statistics of the $`T`$-global shocks.

We start with a numerical investigation of the forced Burgers equation in a domain of a size $`L`$, much larger than the forcing length-scale $`L_f`$. The force is taken to be Gaussian, statistically homogeneous, white-noise in time and characterized by its covariance

$$f(x+\mathrm{},t+\tau )f(x,t)=B(\mathrm{})\delta (\tau ),$$
(10)
where $`B`$ is a smooth, $`L`$-periodic function. $`L_f`$ is the correlation length, chosen such that $`B(\mathrm{})`$ is concentrated at scales $`\mathrm{}<L_fL`$. The injection rate of energy per unit length is kept constant (i.e. we choose the space correlation such that $`B(0)L`$). Such a hypothesis is essential because we found that it prevents any $`L`$ dependency of the root-mean-square velocity $`u_{\mathrm{rms}}u^2(x,t)^{1/2}`$. We will now study the behavior of the statistically stationary solution for the intermediate time asymptotics $`L_f/u_{\mathrm{rms}}tL/u_{\mathrm{rms}}`$. For very large but finite $`L`$, the problem is well-defined and we can suppose that the initial condition is taken at $`\mathrm{}`$, so that a statistical steady state is achieved for the solution of the Burgers equation.

In order to obtain a sketch of the behavior of the solution, the limit of infinite aspect ratios $`L/L_f`$ is investigated numerically using a kicked forcing and the fast Legendre transform method (see Sec. II). Moreover, we consider here the case of a forcing whose spectrum is concentrated in the wavenumber intervals $`|k|[\pi L_f/L,\mathrm{\hspace{0.17em}3}\pi L_f/L]`$. As we will see in Sec. V, the functional form of the forcing space correlation $`B(\mathrm{})`$ at large scale $`\mathrm{}L_f`$ plays an important role. Numerical observations suggest that, at any time in the statistical steady state (obtained after sufficiently long integration), the shape of the velocity profile is locally similar to the order-unity aspect ratio problem, duplicated over independent intervals of size $`L_f`$ (see Fig. 3(a)). More particularly, when tracking the trajectories of fluid particles backward in time, one can see that the convergence of the minimizers to each other is far from uniform. Figure 3(b) shows that the minimizers are forming different branches which are converging to each other backward in time, defining in space time a tree-like structure. Eventually, the number of branches decreases and a unique trunk emerges around the global minimizer. Note that the same type of behavior is also observed for shocks (see Fig. 4(a)) by running forward in time. The intermediate time asymptotics correspond to the time scale for which there is still a large number of such branches.

The velocity field at a given time, taken for convenience to be $`t=0`$, consists of smooth pieces separated by shocks. Let us denote by $`\{\mathrm{\Omega }_j\}`$ the set of intervals in $`[0,L)`$, on which the solution $`u(,0)`$ is smooth. The boundaries of the $`\mathrm{\Omega }_j`$’s are the shock positions. Each of these shocks is associated to a root-like structure formed by the trajectories of the various shocks which have merged at times $`t<0`$ to form the shock under consideration (see Fig. 4(a)). This root-like structure contains the whole history of the shock and in particular its age. Indeed, if the root has a finite depth, the shock under consideration has only existed for a finite time. A $`T`$-global shock is defined as a shock whose associated root is deeper than $`T`$. One can give the dual definition for *$`T`$-global minimizers*. All the smoothness intervals $`\mathrm{\Omega }_j`$ defined above, except that which contains the global minimizer, will be entirely absorbed by shocks after a finite time (see Fig. 4(b)). For each of these pieces, one can define a life-time $`T_j`$ as the time when the last fluid particle contained in this piece at time $`t=0`$ enters a shock. It corresponds to the first time for which the shock located on the left of this smooth interval at time $`t=0`$ merges with the shock located on the right. When the life-time of such an interval exceeds $`T`$, the trajectory of this latter fluid particle is called a $`T`$-global minimizer.

Hence, for any age $`T`$, one can define a set of $`T`$-scale objects in the spatial domain $`[0,L)`$ at a given time $`t`$. We define their spatial density as the number of such objects divided by the size of the domain $`L`$. The density $`\rho (T)`$ of $`T`$-global shocks is investigated numerically in the kicked case by using a two-step method. Firstly, the simulation is run up to some large time $`t`$ for which the statistically stationary regime is reached; secondly, each shock present at time $`t`$ is tracked backward in time down to the instant of its creation, giving an easy way to determine the density $`\rho (T)`$. We also average numerical results with respect to the forcing realizations. It can be seen from Fig. 5, on which the density for three different aspect ratios $`L=/L_f`$ is presented, that the behavior of $`\rho (T)`$ is independent of $`L`$, and that it displays a power-law $`\rho (T)T^{2/3}`$ in the intermediate asymptotic range $`L_f/u_{\mathrm{rms}}TL/u_{\mathrm{rms}}`$.

We now present a simple phenomenological argument to explain the scaling exponent $`2/3`$. Consider the solution at a given time ($`t=0`$, for instance). Denote by $`\mathrm{}(T)`$ the typical spatial separation scale for two nearest $`T`$-global shocks. Obviously, $`\mathrm{}(T)1/\rho (T)`$. The mean velocity of a spatial segment of length $`\mathrm{}`$ is given by

$$b_{\mathrm{}}=\frac{1}{\mathrm{}}_{[y,y+\mathrm{}]}u(x,\mathrm{\hspace{0.17em}0})𝑑x$$
(11)
Since the expected value $`u(x,\mathrm{\hspace{0.17em}0})=0`$ it is natural to assume that for large $`\mathrm{}`$ one has the following asymptotics

$$_{[y,y+\mathrm{}]}u(x,\mathrm{\hspace{0.17em}0})𝑑x\sqrt{\mathrm{}},$$
(12)
which gives $`b_{\mathrm{}}\mathrm{}^{1/2}`$ for the mean velocity fluctuations. Consider now the rightmost minimizer corresponding to the left $`T`$-global shock and the leftmost minimizer related to the right one. Since there are no $`T`$-global shocks in between, it follows that the two minimizers we selected approach each other backward in time for times of the order of $`T`$. This means that the backward-in-time displacement of a spatial segment of length $`O(\mathrm{})`$ is itself $`O(\mathrm{})`$ for time intervals of the order of $`T`$. The corresponding displacement is given as the sum of two competing effects: the first, a kind of drift induced by the local mean velocity $`b_{\mathrm{}}`$, is connected with the mean velocity fluctuations and gives a displacement $`b_{\mathrm{}}T`$; the second effect is a standard diffusive contribution $`T^{1/2}`$ related to the diffusive behavior of the minimizing trajectories. Taking both into account, we get

$$\mathrm{}C_1T\mathrm{}^{1/2}+C_2T^{1/2},$$
(13)
where $`C_1`$ and $`C_2`$ are numerical constants. It is easy to see that the dominant contribution comes from the first term. Indeed, if the second term dominates, i.e. $`\mathrm{}T^{1/2}`$, the first term then gives a contribution of the order of $`\mathrm{}^{3/2}`$ which contradicts to (13). Hence, one should have $`\mathrm{}C_1T\mathrm{}^{1/2}`$, leading to the scaling behavior

$$\mathrm{}(T)T^{2/3},\rho (T)T^{2/3}.$$
(14)
As we have already discussed above, $`T`$-global shocks are shocks older than $`T`$. Denote by $`p(A)`$ the PDF for the age of shocks. More precisely, $`p(A)`$ is a density in the stationary regime of a probability distribution of the age $`A(t)`$ of a shock, say the nearest to the origin. It follows from (14) that the probability of shocks whose age is larger than $`A`$ decays like $`A^{2/3}`$, which implies the following asymptotics for the PDF $`p(A)`$:

$$p(A)A^{5/3}.$$
(15)
## IV Two related statistical models

We next discuss a very close analogy between the problem just considered and the dynamical behavior of a simple first-order stochastic ODE. Consider the following one-dimensional stochastic Ito equation:

$$dX=f(X)dW(t),$$
(16)
where $`0<C_1f(x)C_2<\mathrm{}`$, $`x`$. We are interested in the stochastic flow generated by (16). In other words, the aim is to understand the dynamical properties in the large-time asymptotics of the trajectories corresponding to the solutions of (16) for different initial values. Let $`X_1(t)`$ and $`X_2(t)`$ with $`t0`$ be the two solutions associated to the initial values $`X_1(0)=x_1`$ and $`X_2(0)=x_2`$. It is well-known that the difference $`[X_1(t)X_2(t)]`$ is a martingale which does not change its sign; this implies that the limit

$$c(x_1,x_2)\underset{t\mathrm{}}{lim}\left[X_1(t)X_2(t)\right]$$
(17)
exists and is finite.

Consider first the case when $`f(x)`$ is periodic. It is easy to see that $`c(x_1,x_2)`$ has to be equal to a period of the function $`f(x)`$ (see, e.g., Fig. 6(a)). Let, for simplicity, the smallest period of $`f(x)`$ be equal to 1. Then, $`c(x_1,x_2)`$ can take only two values: either 0 or 1. In fact, it is possible to show (see Bax1 ; Bax2 ; Bax3 ; Cal ) that the following picture holds. There exists a random periodic sequence of points $`x(k)=x_{}(\omega )+k`$, $`k`$, $`x_{}[0,1)`$ such that $`c(x_1,x_2)=0`$ for all $`x_1,x_2(x_{}(\omega )+k,x_{}(\omega )+k+1)`$ and $`c(x_1,x_2)=1`$ for $`x_1(x_{}(\omega )+k1,x_{}(\omega )+k)`$ and $`x_2(x_{}(\omega )+k,x_{}(\omega )+k+1)`$. Moreover, in both cases, the convergence is exponential:

$$\left|c(x_1,x_2)\left(X_1(t)X_2(t)\right)\right|C\mathrm{exp}(\lambda t),$$
(18)
where $`\lambda >0`$ is a non-random Lyapunov exponent (see Fig. 6(b)). The random variable $`x_{}(\omega )`$ which determines the positions of the separation points $`x(k)`$ depends on the realization $`\omega `$ of the white noise $`dW(t)`$. If we consider the stochastic flow on the unit circle, then all the trajectories are stable except the one originating from $`x_{}(\omega )`$. The stability is governed by the non-random positive Lyapunov exponent $`\lambda `$. In contrast, the trajectory which starts at $`x_{}(\omega )`$ is unstable and pushes nearby trajectories away. Hence, $`x_{}(\omega )`$ plays a role similar to that of the global minimizer for the Burgers equation with a spatially periodic force. An exponentially small neighborhood of it gets mapped into the whole unit circle apart from another exponentially small interval which is the image of the rest of the circle. This instability island around $`x_{}(\omega )`$ is similar to the interval of fluid particles which are not absorbed by shocks until time $`t`$.

All the results above in the case of periodic $`f(x)`$ have been well-known for about 20 years and were presented here just to emphasize an analogy with the main shocks and minimizers for Burgers equation in a periodic situation. At the same time, the dynamical behavior in the non-periodic case is more complicated and much less studied. As we explain below, this behavior is also very similar to the dynamical picture governed by the repelling $`T`$-global shocks in the case of non-periodic Burgers equation. Since $`f(x)`$ is non-periodic $`c(x_1,x_2)=0`$ and all trajectories are asymptotic to each other as $`t\mathrm{}`$. However, as in the case of non-periodic Burgers equation, this convergence is very non-uniform. Although there are no globally unstable positions like $`x(k)=x_{}(\omega )+k`$, for a given time scale $`T1`$, one still has exponentially small $`T`$-instability islands which separate different intervals of stability from each other. For a given time $`T`$, the image under the stochastic flow of the $`T`$-instability islands covers almost all the real line apart from exponentially small pieces which are images of the stability intervals. Those exponentially small pieces, which we call *$`T`$-stability intervals* play a role similar to that of the $`T`$-global shocks in Burgers turbulence. For a larger time scale $`T_1T`$ a majority of $`T`$-instability island will become stable, while some of them will still be unstable. Those islands are in fact $`T_1`$-unstable. One can ask the same question as studied above about the asymptotics of the density of $`T`$-instability islands in the limit as $`T\mathrm{}`$. Our preliminary numerical results indicate that the density of $`T`$-instability islands scales as $`T^{1/2}`$. Notice that this scaling is different from the scaling $`T^{2/3}`$ in the case of Burgers equation. We believe that in the case of a stochastic flow the $`T`$-instability islands and the density of them can be defined and studied rigorously. The simplification is connected with the absence of a slow drift which one has for Burgers equation due to fluctuations of the average velocity. In the case of the stochastic flow the whole asymptotic dynamical picture is formed by just two factors: diffusion and hyperbolic contraction. As a result, the rigorous analysis of the model seems to be a realistic task.

We finally suggest a simple statistical model which captures the essential characteristics of the dynamics and the interactions of $`T`$-global shocks and $`T`$-stability intervals. We believe that this model is also quite interesting on its own. Consider an infinite system of particles on a one-dimensional integer lattice $``$. Two different particles cannot occupy the same site, and some sites are in general not occupied. Each particle is associated to an integer age $`A0`$. The model consists in describing a discrete time evolution of particles. To get a configuration of particles at the next step, we proceed as follows. First of all, with a probability $`0<p<1`$, we generate independently new particles in every non-occupied site and we set the age $`A=0`$ for all newly born particles. Then, each particle independently jumps, with a probability $`1/2`$, either to the right or to the left by a distance $`1/2`$ and we add $`1`$ to the age of all particles. Notice that, after one time step, the particles are located on the sites of the dual lattice. If there are two particles which jumped into the same point of the dual lattice, we then assume that the older one absorbs the younger, that is we ascribe to this site a particle whose age is the maximum of the two ages of the merging particles. It is easy to see that this dynamics reaches a statistical steady state and one can define an integer-valued random variable $`A`$ which is the age of the particle closest to the origin, say from the right. The probability distribution of this random variable, namely the asymptotics as $`A\mathrm{}`$ of the probability $`p(A)`$, is closely connected with the statistics of $`T`$-instability intervals for the non-periodic stochastic flow which we discussed above. A numerical study of the model suggests that $`p(A)`$ scales like $`A^{3/2}`$ which corresponds to the scaling $`T^{1/2}`$ for the density of $`T`$-instability islands. We postpone the detailed numerical and theoretical analysis of the non-periodic stochastic flow and the statistical model of interacting particles until a future publication.

## V Concluding remarks

We have studied the inviscid randomly forced Burgers equation with non-periodic forcing on the whole real line started at $`t=\mathrm{}`$. Our results indicate the existence of stationary regime which corresponds to the velocities of one-sided minimizers and suggest the following picture. At any given time $`t`$ (say $`t=0`$) and any given $`x`$, there exists at least one one-sided minimizer. However, due to fluctuations of the positions of one-sided minimizers, there are no global minimizers. This means that any fluid particle gets absorbed by a shock after a certain time. Any two one-sided minimizers are asymptotic to each other backwards-in-time, that is the distance between them tends to zero as $`t`$ tends to $`\mathrm{}`$. However, this convergence is very nonuniform. For fixed $`x,y`$ one-sided minimizers which originated at $`t=0`$ in $`x`$ and $`y`$ will approach each other exponentially fast beyond a certain correlation time $`T(x,y)`$. This correlation time is of the order of the maximum $`T`$ for which a $`T`$-global shock exists between $`x`$ and $`y`$. One can say that $`T`$-global shocks form a hierarchical structure separating different stability domains from each other. By stability domains we understand intervals for which one-sided minimizers converge exponentially fast with a correlation time of the order of the turnover time $`L_f/u_{\mathrm{rms}}`$. The separation by $`T`$-global shocks form separation “walls” between these different stability intervals for times of the order of $`T`$. For larger backward times, one-sided minimizers from the neighboring stability intervals are exponentially asymptotic to each other. Another interpretation of $`T`$-global shocks is connected with their time of creation. Every shock can be traced backward only for a finite time interval. For $`T`$-global shocks, this time interval which determines the age of the shock is larger than $`T`$. Since all shocks have a finite age, it follows that there are no true main shocks in the non-periodic situation. Our results suggest that the large-$`T`$ asymptotics of the density of $`T`$-global shocks follows the power-law $`\rho (T)T^{2/3}`$. This gives a power-law behavior with exponent $`5/3`$ for the PDF of the age of shocks: $`p(A)A^{5/3}`$. Another related exponent is connected with the absorption times, defined in the following way. The absorption time $`T(\mathrm{})`$ is the time after which all fluid particles in the spatial interval $`[\mathrm{}/2,\mathrm{}/2]`$ are absorbed by shocks. Using the duality between the forward-in-time behavior of fluid particles (minimizers) and the backward-in-time behavior of shocks, we find that the absorption times $`T(\mathrm{})\mathrm{}^{3/2}`$ at large $`\mathrm{}`$.

Notice that the power-law behavior of the density $`\rho (T)`$ of $`T`$-global shocks can be interpreted in term of a kind of inverse cascade in the spectrum of the solution (although there is no conserved energy-like quantity). Indeed, the fluctuations (12) of the mean velocity suggest that, for large-enough separations $`\mathrm{}`$, the velocity potential increment scales like

$$\left|\psi (x+\mathrm{},t)\psi (x,t)\right|\mathrm{}^{1/2}.$$
(19)
This behavior is responsible for the presence of an intermediate power-law range with exponent $`2`$ in the spectrum of the velocity potential at wavenumbers smaller than the forcing scale (see Fig. 7). This power-law range corresponds for the velocity spectrum to an equipartition of kinetic energy, meaning that the large-domain asymptotics may be considered in the same universality class as the KPZ problem for interface dynamics. It is also important to notice that, in order to obtain this $`2`$ range at small wavenumbers, the spectrum of the forcing potential must go to zero faster than $`k^2`$ as $`k0`$. Otherwise, the leading behavior is non-universal and depends on the functional form of the forcing correlation.

The randomly forced Burgers equation in an unbounded domain with a different type of forcing was also considered in Ref. hk02 , where it was assumed that the forcing potential has at any time its global maximum and its global minimum in a prescribed compact part of the space. Such a forcing leads to a completely different behavior. In particular, in this case there exists a global minimizer located in a finite spatial interval for all times and all other minimizers are asymptotic to it in the limit $`t\mathrm{}`$.

We finally stress that, in this paper, we have mostly discussed the one-dimensional case. It is of particular interest to analyze the effects of non-compactness of the domain and the intermediate time asymptotics in higher dimensions. The notion of main shock is then replaced by that of topological shock ik01 ; bik02 , which are no more isolated points, but spatially extended objects. The natural problem in this setting is to study geometrical and statistical properties of the $`T`$-global shocks and to find the asymptotic behavior of their age distribution.

## Acknowledgments

We are grateful to U. Frisch, H. Hoang, A. Kelbert, D. Khmelev, A. Kupiainen, R. Iturriaga and A. Sobolevski for illuminating discussions and useful remarks. We are also grateful to P. Baxendale who explained to us the behavior of the stochastic flows generated by the first order ODE in the periodic case. A big part of this work was carried out in Vienna during the program on Developed Turbulence in the Erwin Schroedinger Institute and we are very grateful to the staff of the Institute for their warm hospitality. This work was supported by the European Union under contract HPRN-CT-2000-00162 and by the U.S. National Science Foundation under agreement No. DMS-9729992. The numerical simulations were performed in the framework of the SIVAM project of the Observatoire de la Côte d’Azur, funded by CNRS and MENRT.