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# Spin-Dependent Transport Through An Interacting Quantum Dot

## Abstract

We study the nonequilibrium spin transport through a quantum dot containing two spin levels coupled to the magnetic electrodes. A formula for the spin-dependent current is obtained and is applied to discuss the linear conductance and magnetoresistance in the interacting regime, where the so-called Kondo effect arises. We show that the Kondo resonance and the correlation-induced spin splitting of the dot levels may be systematically controlled by internal magnetization in the electrodes. As a result, when the electrodes are in parallel magnetic configuration, the linear conductance is characterized by two spin-resolved peaks. Furthermore, the presence of the spin-flip process in the dot splits the Kondo resonance into three peaks.
PACS number(s): 73.23.-b, 73.63.-b, 75.25.+z
Key words: Kondo effect, magnetoresistance, quantum dot

Spin-polarized transport in magnetic nanostructures, in particular, single-electron tunneling in ferromagnetic (F) double junctions, has become a very active area of research, mainly because of its possible applications in information storage and processing devices. In these junctions, the transport properties depend on the relative orientation of the magnetic moments of external electrodes. When the magnetic moments of the electrodes are antiparallel, the tunnel resistance increases. This is called as the tunnel magnetoresistance (TMR). When the central grain in double junctions is small enough to form a quantum dot (QD), the effects of the discrete quantized energy levels as well as Coulomb blockade become significant, which has been considered theoretically and experimentally in the sequential tunneling regime.

In the low temperature regime, a more subtle effect of large charging energies is the creation of new states of many-body character at the Fermi level by the Kondo effect. For a QD coupled to the normal (N) electrodes, the Kondo effect is well understood in and out of equilibrium. It is a consequence of a special kind of high-order tunneling process in which the electron inside the QD tunnels out followed by an electron with opposite spin tunneling into the QD. The whole system forms a spin singlet state and the net magnetic moment in the QD is zero. For the F-QD-F system, a very important question is, what are the consequence and characteristics of the Kondo effect when the magnetic moments of the electrodes are taken into account?

In this Letter we have studied spin-dependent transport in an interacting QD coupled to two magnetic electrodes as shown schematically in Fig. 1. Different from the conventional Kondo problem in a N-QD-N system, here the characteristics induced by the strong electronic correlation is sensitive to the relative orientation of magnetization between the two electrodes, namely, the parallel and antiparallel configurations as shown in Fig. 1.

The model Hamiltonian for the F-QD-F system under consideration can be written as

$`H`$ $`=`$ $`{\displaystyle \underset{\sigma }{}}\epsilon _dd_\sigma ^+d_\sigma +Ud_{}^+d_{}d_{}^+d_{}+R(d_{}^+d_{}+\text{H.c.})`$ ()
$`+{\displaystyle \underset{k\alpha L,R\sigma }{}}ϵ_{k\alpha \sigma }a_{k\alpha \sigma }^+a_{k\alpha \sigma }+{\displaystyle \underset{k\alpha L,R\sigma }{}}\left[V_{k\alpha \sigma }a_{k\alpha \sigma }^+d_\alpha +\text{H.c.}\right]`$
Here, the single particle energy $`\epsilon _d`$ is double degenerate in the spin index $`\sigma `$, and the interaction is included through the Coulomb repulsion $`U`$. The first two terms in $`H`$ represent the correlated level of the QD, the third term is used to describe potential spin-orbit coupling which may cause the spin rotation of an electron while in the QD. The spin-flip mechanisms that are relevant to the GaAs-based QD have been studied recently. The fourth term describes the free magnetic electrodes and the last term is the spin-dependent hybridization of the QD to the magnetic electrodes. Model (1) has been employed to study tunnel magnetoresistance in the sequential-tunneling regime.

Since the spin quantization axes in the electrodes are fixed by the internal magnetization of the magnets, the electrons tunnel into a superposition of spin-up and spin-down states. This coherence has to be taken into account when calculating current. Technically, we introduce a spin rotation transformation $`d_{()}=(1/\sqrt{2})(c_{}c_{})`$, in terms of which the dot Hamiltonian in Eq. (1) is rewritten as $`_\sigma \epsilon _{c\sigma }c_\sigma ^+c_\sigma +Uc_{}^+c_{}c_{}^+c_{}`$ with $`\epsilon _{c\sigma }=\epsilon _d\pm R`$ for up and down spins, respectively. The current through the left electrode can be calculated from the time evolution of the occupation number $`N_L=_{k\sigma }a_{kL\sigma }^+a_{kL\sigma }`$ for electrons in the left electrode using nonequilibrium Green functions. The result is

$$J=e\underset{L}{\overset{.}{N}}=\frac{2e}{\mathrm{}}\underset{k}{}\frac{dϵ}{2\pi }\text{Tr}[𝐕_{kL}𝐆_{kL}^<(ϵ)],$$
(2)
where we have defined the tunneling amplitude matrix

$$𝐕_{k\alpha }=\frac{1}{\sqrt{2}}\left(\begin{array}{cc}V_{k\alpha }\hfill & V_{k\alpha }\hfill \\ V_{k\alpha }\hfill & V_{k\alpha }\hfill \end{array}\right),$$
(3)
$`\alpha =L`$, $`R`$, and lesser Green functions $`[𝐆_{kL}^<(t)]_{\sigma \sigma ^{}}=ia_{kL\sigma }^+(0)c_\sigma ^{}(t)`$. Next, we use Dyson’s equation to calculate the non-equilibrium Green functions and express $`J`$ by the Green functions $`𝐆_c`$ of the dot as follows

$$J=\frac{e}{\mathrm{}}\frac{dϵ}{2\pi }\text{Tr}\{𝚪^L(ϵ)[i𝐆_c^<(ϵ)+f_L(ϵ)𝐀(ϵ)]\},$$
(4)
where $`[𝐆_c^<(t)]_{\sigma \sigma ^{}}=ic_\sigma ^{}^+(t)c_\sigma (0)`$ is the matrix expression for the lesser Green functions. $`𝐀(ϵ)=i[𝐆_c^R(ϵ)𝐆_c^A(ϵ)]`$ is the spectral function. $`f_\alpha (ϵ)`$ is the Fermi-distribution function in the $`\alpha `$ electrode, and

$$𝚪^\alpha (ϵ)=\frac{1}{2}\left(\begin{array}{cc}\mathrm{\Gamma }_{}^\alpha (ϵ)+\mathrm{\Gamma }_{}^\alpha (ϵ)\hfill & \mathrm{\Gamma }_{}^\alpha (ϵ)\mathrm{\Gamma }_{}^\alpha (ϵ)\hfill \\ \mathrm{\Gamma }_{}^\alpha (ϵ)\mathrm{\Gamma }_{}^\alpha (ϵ)\hfill & \mathrm{\Gamma }_{}^\alpha (ϵ)+\mathrm{\Gamma }_{}^\alpha (ϵ)\hfill \end{array}\right)$$
(5)
is the line-width matrix with $`\mathrm{\Gamma }_\sigma ^\alpha (ϵ)=2\pi _{k\alpha }|V_{k\alpha \sigma }|^2\delta (ϵϵ_{k\alpha \sigma })`$. The spin-dependence of $`\mathrm{\Gamma }_\sigma ^\alpha (ϵ)`$ originates from the bulk magnetization of the electrodes.

In order to determine the retarded Green functions we choose the equation of motion (EOM) method. Although this method does not provide quantitative results in the Kondo regime, it gives the qualitative feature both in equilibrium and nonequilibrium cases. The method generates higher-order Green functions, which have to be truncated to close the equation. In the infinite-$`U`$ limit we obtain

$$𝐆_c^R(ϵ)=[ϵ𝐈\widehat{\epsilon }_c𝚺_0^R(ϵ)𝚺_1^R(ϵ)]^1(𝐈𝐧_c)$$
(6)
where $`𝐈`$ is a $`2\times 2`$ unit matrix, $`(\widehat{\epsilon }_c)_{\sigma \sigma ^{}}=\delta _{\sigma \sigma ^{}}\epsilon _{c\sigma }`$, $`𝚺_0^R=i(𝚪^L+𝚪^R)/2`$ is the self-energy matrix due to the tunneling coupling between the electrodes and dot, $`𝚺_1^R`$ is due to the many-body correlation, with the matrix elements $`[𝚺_1^R(ϵ)]_{\sigma \sigma }=_{k\alpha }[\frac{|V_{k\alpha }|^2f(ϵ_{k\alpha })}{ϵϵ_{k\alpha }\epsilon _c+\epsilon _c}+\frac{|V_{k\alpha }|^2f(ϵ_{k\alpha })}{ϵϵ_{k\alpha }\epsilon _c+\epsilon _c}]`$, and $`[𝚺_1^R(ϵ)]_{\sigma \overline{\sigma }}=_{k\alpha }[\frac{|V_{k\alpha }|^2f(ϵ_{k\alpha })}{ϵϵ_{k\alpha }}\frac{|V_{k\alpha }|^2f(ϵ_{k\alpha })}{ϵϵ_{k\alpha }}]`$, $`(𝐧_c)_{\sigma \sigma ^{}}=\delta _{\sigma \sigma ^{}}c_{\overline{\sigma }}^+c_{\overline{\sigma }}`$ must be calculated self-consistently.

To solve the lesser Green functions $`𝐆_c^<`$ we generalize Ng’s ansatz to the present case. The interacting lesser and greater self-energies are assumed to be of the form $`𝚺^{<,>}=𝚺_0^{<,>}𝐁`$, where $`𝐁`$ is a matrix to be determined by the condition $`𝚺^<𝚺^>=𝚺^R𝚺^A`$. This ansatz is exact in the non-interacting limit ($`U=0`$) and guarantees automatically the current conservation law. As a result one obtains $`𝚺^<=𝚺_0^<[𝚺_0^R𝚺_0^A]^1[𝚺^R𝚺^A]`$. Using this ansatz, $`𝐆_c^<`$ can be obtained by Keldysh equation $`𝐆_c^<=𝐆_c^R`$ $`𝚺^<𝐆_c^A`$. Substituting the expressions of the QD’s Green functions in Eq. (4), defining $`\overline{𝚺}^<=𝚪^R(𝚪^L+𝚪^R)^1(𝚺^R𝚺^A)`$, and after a straightforward calculation, one obtains a compact expression of the tunneling current

$$J=\frac{e}{\mathrm{}}\frac{dϵ}{2\pi }\text{Tr}[𝚪^L𝐆_c^R\overline{𝚺}^<𝐆_c^A][f_L(ϵ)f_R(ϵ)]$$
(7)
This expression generalizes the current formula in Ref.  to the spin-dependent Anderson model with additional spin-flip relaxation and allows one to describe the coherent spin transport through an interacting quantum dot coupled to magnetic electrodes.

In the following calculations, for simplicity we neglect the energy dependence in the tunneling matrix elements. The intrinsic linewidth of the dot energies has a form $`\mathrm{\Gamma }_\sigma ^\alpha (ϵ)=\mathrm{\Gamma }_\sigma ^\alpha \theta (W|ϵ|)`$ with the electrode band width $`2W\mathrm{max}(k_BT`$, $`eV`$, $`\mathrm{\Gamma }^\alpha )`$. We consider two magnetic configurations, namely, parallel and antiparallel configurations. When the magnetic electrodes are in parallel configuration, we assume that the spin-majority electrons are up ($`\sigma =`$) and the spin-minority electrons are down ($`\sigma =`$). We further assume that in the antiparallel configuration the magnetization of the right electrode is reversed. Therefore the spin dependence of the coherent transport can be conveniently considered by introducing magnetic polarization factors $`p_L`$ and $`p_R`$ for the left and right barriers, respectively. $`\mathrm{\Gamma }_{()}^L=\mathrm{\Gamma }_0(1\pm p_L)`$, $`\mathrm{\Gamma }_{()}^R=\alpha \mathrm{\Gamma }_0(1\pm p_R)`$ is for the parallel configuration, and $`\mathrm{\Gamma }_{()}^R=\alpha \mathrm{\Gamma }_0(1p_R)`$ for the antiparallel configuration. $`\mathrm{\Gamma }_0`$ describes the coupling between the quantum dot and the left electrode without internal magnetization and $`\alpha `$ denotes tunnel asymmetry between the left and right barriers. In this work we assume the symmetric barriers, i.e., $`\alpha =1`$, $`p_L=p_R=p`$.

The spin-resolved spectral densities are calculated via the relation $`\rho _{()}(ϵ)=\frac{1}{\pi }Im\{(𝐆_c^R)_{}+(𝐆_c^R)_{}(𝐆_c^R)_{}(𝐆_c^R)_{}\}`$. Figure 2 shows the behavior of the spectral densities in parallel and antiparallel magnetic configurations, which will be used to discuss the conductance results below. The Kondo resonance for each spin is clearly manifested by a sharp peak at $`ϵ=0`$ (the chemical potential is set to be zero) in spectral densities for both magnetic configurations. However, the peak shape is sensitive to the magnetic configurations of the electrodes. As observed from Fig. 2(a), in parallel configuration the excitation characteristics of the spectral densities are remarkably different from the normal case in two prominent ways: (i) the Kondo resonance for down spin is enhanced, while the up-spin resonance is suppressed; (ii) interestingly, the broad single-particle resonances shift away from the dot level $`\epsilon _d`$, but in opposite directions for different spins. The excitations for the down spin shifts towards higher energy, while it shifts to lower energy for the up spin. This splitting is due to the spin-dependence of the interacting self-energy matrix $`𝚺_1^R(ϵ)`$, whose real part is different for the up and down spins and sensitive to the values of the spin polarization factor $`p`$. From the expression of $`𝚺_1^R(ϵ)`$, the renormalized spin levels $`\stackrel{~}{\epsilon }_{d\sigma }`$ are given by the self-consistent equation

$`\stackrel{~}{\epsilon }_{d\sigma }`$ $`=`$ $`\epsilon _d+{\displaystyle \underset{k\alpha }{}}{\displaystyle \frac{|V_{k\alpha \overline{\sigma }}|^2f(ϵ_{k\alpha \overline{\sigma }})}{\stackrel{~}{\epsilon }_{d\sigma }ϵ_{k\alpha \overline{\sigma }}}}`$ (8)
$`=`$ $`\epsilon _d+{\displaystyle \underset{\alpha }{}}{\displaystyle \frac{\mathrm{\Gamma }_{\overline{\sigma }}^\alpha }{2\pi }}\{\mathrm{ln}{\displaystyle \frac{2\pi k_BT}{W}}+Re\mathrm{\Psi }[{\displaystyle \frac{1}{2}}i{\displaystyle \frac{\stackrel{~}{\epsilon }_d\mu _\alpha }{2\pi k_BT}}]\},`$ ()
where $`\mathrm{\Psi }`$ is the digamma function. The result of Eq. (8) is shown in the inset of Fig. 2 (a), where the dressed dot levels $`\stackrel{~}{\epsilon }_{d\sigma }`$ are plotted as a function of $`p`$. This spin splitting of the dot levels in the interacting regime due to the magnetic properties of the electrodes leads to essential changes in the transport properties (see below). In addition, as $`p`$ increases, the spectral weight of $`\rho _{}(ϵ)`$ goes up, while the spectral weight of $`\rho _{}(ϵ)`$ is reduced. Thus a net magnetic moment is induced by the magnetic coupling. In the case of antiparallel configuration, the spectral densities of two spins are identical and the Kondo peak is not influenced by the presence of magnetic polarization of the electrodes \[see Fig. 2(b)\].

The level dressing and Kondo resonances in Fig. 2(a) are suppressed when taking into account the spin-flip process. Remarkably, it shows in Fig. 3(a) that a large spin-flip transition $`R`$ splits the original Kondo peak into three well-defined peaks. As seen from the expression of $`𝚺_1^R(ϵ)`$, besides the peak at $`ϵ=0`$, the additional two peaks appear at $`ϵ=\pm R`$, respectively. It is different from the antiparallel case with symmetric barriers, in which, as in the normal case, only the two Kondo peaks evolves from the presence of the spin-flip process \[see Fig. 3(b)\].

The dramatic changes in the spectral densities when rotating magnetic moments of the electrodes from parallel to antiparallel configuration suggests substantial different transport properties for these two configurations. Figure 4 shows the linear response conductance $`G`$ as a function of $`\epsilon _d`$, which can be tuned via the external gate voltage, for different temperatures. In the antiparallel configuration, as observed from Fig. 4(a), the temperature dependence of the conductance is similar to the normal case although with a lower amplitude: the Kondo resonance broadens the conductance peak and saturates the peak amplitude at low temperatures. In addition, the peak shape remains nearly symmetric over a broad range of temperatures. In the parallel configuration, however, the conductance peak becomes asymmetric with decreasing temperature as shown in Fig. 4(b). This asymmetry is even more pronounced in the spin-resolved conductance $`G_\sigma `$ \[see the inset of Fig. 4(b)\]. The peak splitting in $`G_{}`$ and $`G_{}`$ is in the same manner as shown in Fig. 2 due to the magnetic dressing of spin levels. Thus their superposition results in a double-peak structure at low temperatures and for large $`p`$ as shown in Fig. 4(b) (doted line). The main peak with larger amplitude is dominated by the up-spin resonance, while the other peak with lower amplitude nearly comes from the down-spin resonance. This novel spin filtering effect is fully caused by the interplay between the dot correlation and the magnetic coupling. When spin-flip transition is included, as shown in Fig. 4(c), the splitting of the conductance is suppressed.

To describe the dramatic change of $`G`$ when the magnetic moments in the electrodes are rotated from antiparallel to parallel configuration, we define the linear magnetoresistance as $`MR=(G_pG_{ap})/G_{ap}`$, where $`G_p`$ and $`G_{ap}`$ are the linear conductance in the parallel and the antiparallel configurations, respectively. Figure 5 shows the magnetoresistance as a function of $`\epsilon _d`$ for different temperatures. One can see that when the dot level is far from resonance, the magnetoresistances approach to the same value for different temperatures, coinciding with the non-interacting case. At low temperatures, however, dramatic changes occur in the resonant tunneling regime. The magnetoresistance develops into a dip with a negative value. This means that the linear magnetoresistance significantly decreases and even changes its sign at low gate voltages. In the empty orbital regime where the dot level is higher than the chemical potential of the electrodes, the magnetoresistance may be enhanced to a value as large as 160%.

In summary, using Anderson model, it is shown that the magnetic moment arrangement in the electrodes plays an essential role in spin-dependent transport of a F-QD-F system in the interacting regime. For parallel magnetic configuration, the Kondo resonance and QD energy levels can be controlled by the magnetic polarization in the electrodes. Consequently, the linear conductance appears as a spin-resolved double-peak structure and a net magnetic moment emerges in the QD. The spin-flip process in the QD results in a splitting of the Kondo peak into three peaks. We expect these results are useful in exploiting the role of electronic correlation in spintronics.

This work is supported by CNSF under Grant No. 69625608 and by US-DOE.

Note added.—After the work was completed, we noticed that Kondo problem in TMR has also been considered by Sergueev et al.. However, they did not discuss spin splitting of the conductance and spin-flip effects, which compose essential points in this paper.

Figure captions

Fig. 1. Schematic plot of the F-QD-F system considered in this work.

Fig. 2. $`\rho _{}(ϵ)`$ (solid line) and $`\rho _{}(ϵ)`$ (dotted line) as a function of $`ϵ`$ in the (a) parallel, and (b) antiparallel magnetic configurations for $`p=0.5`$, $`k_BT=0.02\mathrm{\Gamma }_0,`$ $`\epsilon _d=4\mathrm{\Gamma }_0`$, and $`R=0`$. Inset in (a) indicates spin splitting of the dot levels as a function of $`p`$.

Fig. 3. $`\rho (ϵ)`$ as a function of $`ϵ`$ in the (a) parallel, and (b) antiparallel magnetic configurations with $`R=0.2\mathrm{\Gamma }_0`$. Other parameters are the same as in Fig. 2.

Fig. 4. Linear conductance $`G`$ as a function of $`\epsilon _d`$ in the (a) antiparallel, and (b) parallel magnetic configurations in the absence of spin-flip process with $`p=0.5`$. Inset indicates spin-resolved conductance $`G_{}`$ and $`G_{}`$. The effect of of intradot spin-flipping on the parallel conductance is shown in (c).

Fig. 5. Linear magnetoresistance as a function of $`\epsilon _d`$ for several values of temperature. Other parameters are the same as in Fig. 4.


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# What ‘shape’ is space-time?

## 1  Introduction and Physical Background

Even from the start, the space-time ‘manifold’ was considered ‘unphysical’. It involved numerous powerful mathematical concepts that were inherently beyond observation, although providing apparently essential tools for developing the physical theory. More recently this ‘unphysicality’ has stimulated attempts to use an ‘observational’ approach to model the differential, dynamic aspects of space-time (and eventually to quantise it) using discrete, algebraic or combinatorial models.

One of the finitary approaches to discrete space-time was pioneered by Sorkin, . This approach assumes space-time is modelled by a manifold, $`M`$, then assumes an open cover $``$ of $`M`$ is given. This $``$ is thought of as corresponding to the set of observations being considered. If $`U`$, then the events within $`U`$ are thought of as being operationally indistiguishable by that observation. Of course, if $`xU`$ and $`yU`$, then the observation distinguishes $`x`$ and $`y`$. If one considers the equivalence relation corresponding to ‘operational indistinguishability’ relative to $``$, the result is a $`T_0`$-space which is a ‘finitary substitute for $`M`$’ with respect to the covering $``$.

As has been remarked on elsewhere, e.g. in the papers of Raptis and Zapatrin, , this construction of Sorkin is closely related to that of the nerve of the open cover $``$, a construction from algebraic topology usually attributed to Čech, . This yields a simplicial complex that will be denoted $`N(M,)`$ or $`N()`$, if $`M`$ is understood. The $`T_0`$ space given by Sorkin’s construction is merely the abstract simplicial complex, $`N(M,)`$, provided that $``$ is *irredundant* or *minimal* (i.e. none of its elements can be omitted without loss of the property that it covers $`M`$) and *generic* (that is, all non-empty intersections are different). (Without these two conditions, one still has that any $`T_0`$-space has the homotopy type of a simplicial complex by an old result of McCord, .)

In this ‘finitary substitute for $`M`$’ game, a result of importance is that essentially all the important structure of $`M`$ can be recovered in the classical limit. Although true, this seems to be a bit of ‘sleight of hand’. It assumes $`M`$ is a manifold and retrieves $`M`$, but, ignoring questions of the physical interpretation of the limiting process beyond the Planck level, this still seems back to front. To postulate $`M`$ is a manifold is unnecessary for a limit space to exist and the initial $`M`$ is known to be recoverable from the limit space. This suggests a slightly provocative pair of questions:

1. If $`M`$ was replaced with a more general space than a manifold, for instance a fractal version of a manifold (such ‘fractafolds’ are known to exist, but have been little studied) how could the difference be observed?
2. If $`M`$ was replaced by a pointless space (i.e. a locale or better still a quantale (that is its non-commutative ‘cousin’)), how could one know the difference?

In this paper we will concentrate on the first of these, not to answer it but to examine some toy examples to illustrate the problem, showing that it suggests some more thought should be given to the physical interpretation of the refinement of observations. The examples are standard spatial examples from the mathematical area of Shape Theory and its better structured variant Strong Shape Theory. This theory has strong links with parts of $`C^{}`$-algebra theory (cf. Blackadar,  and Dadarlat, ).

## 2 Finitary substitutes for topological spaces.

The basic idea of Sorkin’s ‘algorithm’ is to replace the existing topology of a space $`X`$ by that generated by an open covering $``$ of $`X`$. (To keep the examples simple, we will assume $`X`$ is a compact metric space, so that we can assume $``$ is finite.) This process is known as *coarse graining* and is in many ways similar to the digitalisation process within image analysis, cf. . The idea of coarse graining is that ‘large’, ‘coarse’ or ‘fuzzy’ open sets are nearer the reality of observation than are points, but that the geometric point-like underlying space $`X`$ will be recoverable at the ideal limit of infinite refinement of the $``$s.

Formally Sorkin’s construction is as follows:
Given $`X`$ and an open cover $``$, introduce an equivalence relation $`_{}`$ on $`X`$ by:
if $`x,yX`$,

$`x_{}y`$ if and only if $`U,xUyU`$.

The quotient $`X_{}:=X/_{}`$ will be a finite topological space if $``$ is a finite open cover. We will give it the quotient topology with respect to the obvious projection

$$XX_{}.$$

This space $`X_{}`$ will be a $`T_0`$-space, and every point $`x`$ in $`X_{}`$ is in a unique minimal open set, $`U_x`$. This gives a partial order on $`X_{}`$ given by

$$xyU_xU_yxU_y.$$

Example 1.

A circle, $`S^1`$, with open cover $`=\{U_1,U_2,U_3\}`$ with, in polar coordinates,

$`U_1`$ $`=`$ $`({\displaystyle \frac{2\pi }{3}},{\displaystyle \frac{2\pi }{3}});`$
$`U_2`$ $`=`$ $`\mathrm{`}\mathrm{`}(0,{\displaystyle \frac{2\pi }{3}})\mathrm{"}\text{ i.e. }(0,\pi ](\pi ,{\displaystyle \frac{2\pi }{3}});`$
$`U_3`$ $`=`$ $`\mathrm{`}\mathrm{`}({\displaystyle \frac{2\pi }{3}},0)\mathrm{"}\text{ i.e. }({\displaystyle \frac{2\pi }{3}},\pi ](\pi ,0).`$
Every point of $`S^1`$, with the exception of $`0`$, $`\frac{2\pi }{3}`$ and $`\frac{2\pi }{3}`$, is in exactly two of these. There are, in all, six equivalence classes. Picking three representatives for the non-singleton classes, we have the minimal open sets are as follows

$$U_0=U_1,U_{\frac{2\pi }{3}}=U_2,U_{\frac{2\pi }{3}}=U_3,$$

$$U_{\frac{\pi }{3}}=U_1U_2=:U_{12},U_{\frac{\pi }{3}}=U_1U_3=:U_{13},U_\pi =U_2U_3=:U_{23}.$$

This gives a partially ordered set whose Hasse diagram is

Thus $`S_{}^1`$ has 6 points. (The basic ‘geometry’ of $`S_{}^1`$ is a circle and, in fact, its homotopy type is that of $`S^1`$.)

## 3 Nerves

Another way of extracting information from a cover $``$ of a space $`X`$ is by forming the nerve of the covering. The construction gives a simplicial complex and can be attributed to Čech, . First we recall the definition of simplicial complex.

A simplicial complex $`K`$ is a set of objects, $`V(K)`$, called *vertices* and a set of finite subsets of $`V(K)`$, called *simplices*. The simplices satisfy the condition that if $`\sigma V(K)`$ is a simplex and $`\tau \sigma `$, then $`\tau `$ is also a simplex.

To each simplicial complex $`K`$, one can classically associate a topological space called the *polyhedron* of $`K`$ (or sometimes the *geometric realisation* of $`K`$) and denoted $`|K|`$. This is formed from the set of all functions from $`V(K)`$ to $`[0,1]`$ such that

* if $`\alpha |K|`$, the set

$$\{vV(K)|\alpha (v)0\}$$

is a simplex of $`K`$;
* $`{\displaystyle \underset{\alpha V(K)}{}}\alpha (v)=1`$.

If $`sK`$ we denote by $`|s|`$ the set

$$|s|=\{\alpha |K||\alpha (v)0\text{ implies }vs\},$$

and

$$s=\{\alpha |K||\alpha (v)0\text{ if and only if }vs\}.$$

$`\alpha (v)`$ is called the $`v^{th}`$ barycentric coordinate of $`\alpha `$ and the mapping from $`|K|`$ to $`[0,1]`$ defined by $`p_v(\alpha )=\alpha (v)`$ is called the $`v^{th}`$ barycentric projection.

We can put a metric $`d`$ on $`|K|`$ by

$$d(\alpha ,\beta )=\left(\underset{vV(K)}{}(p_v(\alpha )p_v(\beta ))^2\right)^{\frac{1}{2}}$$

and the topology that results is the initial topology for the barycentric projections. (For more on $`|K|`$, see Cordier and Porter, , Ch. 3 or most books on algebraic topology, e.g. Spanier . Recently non-commutative geometric realisations for simplicial complexes have been introduced by Cuntz and his collaborators , but we will not be looking in that direction in this paper. Other realisations can also be useful, cf. the discussion in .)

From coverings to simplicial complexes.

As before, let $`X`$ be a space and $``$ be an open covering of $`X`$. The nerve of $``$, denoted $`N(X,)`$ or $`N()`$ if no confusion will arise, is the simplicial complex having as vertices the open sets in $``$ and for simplices those finite families of open sets in $``$ whose intersection is non-empty:

i.e. $`\{U_0,\mathrm{},U_n\}`$ is a simplex of $`N()`$ if and only if $`{\displaystyle \underset{i=0}{\overset{n}{}}}U_i\mathrm{}.`$

(This would be an $`n`$-simplex and we will write $`U_0,\mathrm{},U_n`$ for it.)

Example 1 revisited.

For $`X=S^1`$, $`=\{U_1,U_2,U_3\}`$ as before,
Vertices of $`N()=U_1,U_2,U_3`$,
1-simplices of $`N()=U_1,U_2,U_1,U_3,U_2,U_3`$.
Schematically one might represent $`N()`$ by a diagram

Any simplicial complex determines a poset (partially ordered set) by subset inclusion of the simplices. It is clear in this example that the resulting poset is the opposite of that representing $`X_{}`$.

Various remarks are in order here. Firstly, this is standard elementary material from algebraic topology, so we are, in some sense, not doing that much as yet, however the physical interpretation of $``$ implies various physical interpretations for constructions based on $``$. For instance, a point in $`|N()|`$ corresponds to a function $`\alpha `$ from the ‘set of observations’, $``$ to $`[0,1]`$ and the conditions imply it is a linear (in fact, convex) combination of the observations, so interpolates between them. The coordinates of points of $`|N()|`$ can also be thought of as measuring ‘levels of confidence’, ‘levels of contribution’ or a sort of ‘fuzzy combination’ of the attributes corresponding to the observations. We may sometimes use the term ‘fuzzy superposition of observations’ to try to capture this intuition.

The close fit between the poset associated with $`|N()|`$ and that of $`X_{}`$ is due to the fact that the covering $``$ in the example is minimal and generic (as mentioned earlier). More precisely:

A covering $``$ is *minimal* or *irredundant* if for any $`U`$, $`(\{U\})X`$, i.e. none of the open sets in the covering can be left out without missing out some of $`X`$ from the region covered.

The covering $``$ is *generic* if all non-empty intersections are distinct. If $``$ is generic, an intersection $`A_0\mathrm{}A_n`$ of sets in $``$ is *uniquely* determined by the simplex $`A_0,\mathrm{},A_n`$ of $`N()`$.

Assume that $``$ is minimal and generic.

With any equivalence class $`[x]_{}`$ of points under the equivalence relation $`_{}`$, we can associate the simplex

$$P_x=\{A|[x]_{}A\}.$$

Of course, by definition

$$x_{}yU,(xUyU).$$

The point $`[x]_{}`$ of $`X_{}`$ determines a minimal open set of $`X_{}`$ as there are only finitely many open sets in $`X_{}`$. Explicitly the minimal open set $`U_x`$ containing $`[x]_{}`$ is the intersection of the open sets of $`X_{}`$ that contain $`[x]_{}`$. As the space $`X_{}`$ has the quotient topology with respect to the projection

$$p:XX_{},$$

we have

$$p^1(U_x)=\{p^1(U)|[x]_{}U\}=P_x.$$

As $``$ is generic, $`[x]_{}`$ determines $`P_x`$ and vice versa. The simplexes of $`N()`$ are ordered by the face relation, or equivalently by inclusion. The imnplication of the minimality of $``$ is that each set $`U`$ of $``$ is needed for at least one point, i.e. there is an $`xU`$ that is in no other set of the covering, hence $`p^1(U_x)=U`$ and thus the vertices of $`N()`$ corrrespond to points in $`X_{}`$ . Without minimality, there could be vertices of $`N()`$ that do not correspond to minmal elements of the poset of the topology of $`X_{}`$. (As an example take the cover $`=\{U_1,U_2,U_3\}`$ of the circle, $`S^1`$, in example 1. Form a non-minimal covering by adding in $`S^1`$ itself into the covering giving $`_1=\{U_1,U_2,U_3,S^1\}`$. There is no effect on $`X_{}`$, but $`N(_1)`$ takes the form of a cone with base $`N()`$. It has one extra vertex $`S^1`$, three extra 1-simplices $`U_i,S^1`$, $`i=1,2,3`$, and has 2-simplices as well, $`U_1,U_2,S^1`$, etc.)

We thus have that the poset of $`X_{}`$ and the face poset of $`N()`$ have “the same” points. The correspondence, of course, reverses the order on the points:

$$xyU_xU_y,$$

but if $`\tau \sigma `$ in $`N()`$, then $`\tau \sigma `$.

The face poset of any simplicial complex, $`K`$, itself yields a new simplicial complex. If $`P`$ is any poset, we form its nerve $`N(P)`$ (with a slightly different meaning of ‘nerve’) by taking the points of $`P`$ as vertices of $`N(P)`$ and taking as simplices the totally ordered finite subsets of $`P`$, i.e. the chains:

$$\sigma =\{p_0<p_1<\mathrm{}<p_q\}N(P)_q.$$

If we apply this construction to a face poset, we get an abstract simplicial complex corresponding to an important subdivision of $`K`$. As this ‘barycentric subdivision’ will be needed when discussing triangulations later and there is a physical interpretation of its vertices, we will recall its main attributes. First we need the exact sense in which ‘subdivision’ will be used.

If $`K`$ is a simplicial complex, a *subdivision* of $`K`$ is a simplicial complex, $`K^{}`$, such that
a) the vertices of $`K^{}`$ are (identified with) points of $`|K|`$;
b) if $`s^{}`$ is a simplex of $`K^{}`$ , there is a simplex, $`s`$ of $`K`$ such that $`s^{}|s|`$; and
c) the mapping from $`|K^{}|`$ to $`|K|`$, that extends the mapping of vertices of $`K^{}`$ to the corresponding points of $`|K|`$, is a homeomorphism (thus continuous with a continuous inverse).

Our earlier interpretation of the points of $`|K|`$ as combinations of the ‘observations’ corresponding to the vertices, allows a physical interpretation to be ascribed to $`K^{}`$. The barycentric subdivision is one of the best known and most useful natural subdivisions available in general. (Other are also used, for instance, the middle edge subdivision.) The barycentric subdivision has the good property that it exists without recourse to the realisation process, although usually introduced via that process.

If $`\sigma =\{v_0,\mathrm{},v_q\}K_q`$, the set of $`q`$-simplices of a simplicial complex, $`K`$, then its barycentre, $`b(\sigma )`$, is the point

$$b(\sigma )=\underset{0iq}{}\frac{1}{q+1}v_i|K|.$$

The barycentric subdivision $`sdK`$ of $`K`$ is the simplicial complex whose vertices are the barycentres of the simplices of $`K`$ and whose simplices are finite non-empty collections of barycentres of simplices, which are totally ordered by the face relation of $`K`$.

As $`b(\sigma )`$ is completely determined by $`\sigma `$, this can be rephrased as:

* the vertices of $`sdK`$ *are* the simplices of $`K`$;
* the subset $`\{\sigma _0,\mathrm{}\sigma _q\}`$ is a simplex of $`sdK`$ if there is a total order on its elements (which will be assumed to be the given order, as written) such that

$$\sigma _0\mathrm{}\sigma _q.$$

For any open cover $``$ ( so system of ‘observations’) and any $`U_0,\mathrm{},U_q`$ with $`U_i\mathrm{}`$, the barycentre of $`\sigma =U_0,\mathrm{},U_q,`$ is the ‘averaged’ observation of the simplex, alternatively, it is the renormalised union of the observations. Thus one can attempt to assign a physical meaning to the vertices of $`sdN()`$. Comparison with the general construction, $`N(P)`$, for the case where $`P`$ is the face poset of $`N()`$ shows that $`sdN()`$ is just the nerve of the face poset of $`N()`$, and so we are back with $`X_{}`$, but viewed slightly differently. The important point to note is that the nerve $`N()`$ and thus its barycentric subdivision, *does not require the unphysical space $`X`$ to consist of points for it itself to make sense*. Any space determines a locale / topology which is a lattice of the open sets of the space. Within that context, ‘covering’ makes perfect sense as does the nerve of such a ‘covering’ and hence $`X_{}`$ is a valid construct even if $`X`$ has no ‘points’, (cf. the general use of ‘pointless topology’ by Isham et al. ).

## 4 Triangulations

In many papers on quantum gravity, the structures are imposed on a ‘triangulated manifold’. This, in turn, leads to a dual decomposition of the manifold to which are assigned representations of some group or perhaps, quantum group. For us, triangulated spaces provide a good source of examples to use to investigate what is the observational and informational content of the nerves of open covers. We will use a classical definition and some associated results (cf. Spanier, , p. 114 and p. 125).

A *triangulation* $`(K,f)`$ of a space $`X`$ consists of a simplicial complex $`K`$ and a homeomorphism $`f:|K|X`$. We will usually confuse $`|K|`$ with $`X`$ and call $`X`$ a *polyhedron* in this case. Given any vertex $`v`$ of $`K`$, its *star* is defined by

$$st(v)=\{\alpha |K||\alpha (v)0\}.$$

The set, $`st(v)`$, is open in $`|K|`$ and, if $`\alpha :V(K)[0,1]`$ is loosely interpreted as a ‘fuzzy observation’ or measure of a ‘confidence level’, then $`st(v)`$ consists of those such ‘fuzzy observations’ that ‘observe’ the notional point, $`v`$. We have

$$st(v)=\{s|v\text{ is a vertex of }s\},$$

the union of the interiors of those simplices that have $`s`$ as a vertex. These vertex stars give an open covering of $`|K|`$ and the following classical result tells us that the nerve of this covering is $`K`$ itself (up to isomorphism):

###### Proposition 1

(cf. Spanier , p. 114)

Let $`𝒰=\{st(v)|vK\}`$. The vertex map $`\varphi `$ from $`K`$ to $`N(𝒰)`$ defined by

$$\varphi (v)=st(v)$$

is a simplicial isomorphism

$$\varphi :KN(𝒰).$$

$`\mathrm{}`$

As an example, the triangle, as simplicial complex, has vertices

$$V(K)=\{1,2,3\}$$

and simplices $`\{1\},\{2\},\{3\},\{1,2\},\{1,3\},\{2,3\}`$. (This is the triangle not the 2-simplex, so there is no 2-dimensional face.) This obviously provides a triangulation of the circle, $`S^1`$, and this can be done in such a way that the vertex star covering of $`S^1`$ that results is precisely that considered in example 1.

The above result, and the example, illustrate that for polyhedra (and thus for triangulated manifolds), the approach via triangulations is at least as strong as that via open coverings. Another classical result (Spanier, , p.125) tells us that they are of equal strength:

###### Theorem 1

Let $``$ be any open covering of a (compact) polyhedron $`X`$. Then $`X`$ has triangulations finer than $``$ $`\mathrm{}`$

Here a triangulation $`(K,f)`$ of $`X`$ is said to be *finer than* $``$ if for every vertex $`vK`$, there is a $`U`$ such that $`f(st(v))U`$. Note that compactness is not necessary for the result, but if $`X`$ is compact, the triangulations can be obtained via iterated barycentric subdivisions.

Thus, for polyhedra, the triangulations give open coverings and, modulo refinement of coverings, we can always replace an open covering of a polyhedron by a vertex star covering. This has two implications for us.

(i) Given the finitary substitutes of a polyhedral space, $`X`$, with respect to vertex star coverings, we clearly will get the space back again in the limit. Thus the results on retrieval of the underlying ‘manifold’ of spacetime from the finitary substitutes, although new results mathematically, were not that surprising. If one tests for possible non-manifold models of space-time, then each finitary substitute gives a polyhedral space whose physical significance may be examined via the realisation of the poset. The key to its ‘non-manifoldness’ must lie not in the finitary substitutes themselves, as they would yield polyhedra, but in the relationships *between* the finitary substitutes for different coverings, that is the *refinement maps*.

(ii) These results say that for polyhedral spaces, open coverings can always be replaced by vertex star coverings that are ‘finer’. This focusses attention on the comparison between triangulations as one aspect of the problem of refinements mentioned in (i). This is easier to see in the case of polyhedra than is the general refinement map problem for general open coverings of general spaces.

There is thus here an interaction between several concepts. Basing models on a ‘manifold’, there are a large number of theories that use triangulations of that manifold to define the physical model (cf. all the material on spin networks, spin foams, etc. and much of quantum field theory in general). There is some good physical intuition underlying these triangulations, but if one bases the triangulation on ‘observations’, as in the combinatorial interpretation of Sorkin’s theory, it would seem that the triangulation is not ‘imposed’ on the ‘manifold’, a terminology sometimes used leading to questions of ‘invariance’ of some theory and ‘independence’ of an ‘invariant’ from the choice of the ‘imposed triangulation’. If the Sorkin model is used, the triangulation is not ‘imposed’, it is ‘observed’ or rather *it organises the observations*! This change of perspective is fairly benign, but in some calculations, e.g. within spin network theory, the number of top dimensional simplices is allowed to go to infinity as part of the construction (this is usually obtained by taking the dual of the triangulation that gives a cell complex structure to the manifold, and then this number is the number of vertices of that cell complex.) If the underlying space (or space-time) is a manifold, the limiting process is fairly uncontentious, although, typically, questions of convergence of certain power series, or path-integral analogues, do cause problems, but the assumption that there is an underlying ‘manifold’ itself is all important here, yet receives scant attention. What if it was not a manifold? What if it was not even a polyhedron? (The author believes these are not the right questions, but, even so, feels that to get a perspective on what are the right ones, they are a possible first step.) In the next section, some ‘toy’ non-manifolds will be ‘observed’ and compared with some polyhedra.

## 5 Refinements: what can go wrong?

If the ‘triangulations’ are thought of as the netwoeks of interacting observables, one has to ask how to compare two such networks. To start with assume that we have an underlying simplicial cp,\[lex $`K`$ (or if you prefer the corresponding polyhedron, $`|K|`$). To compare simplicial complexes, one uses ‘simplicial maps’:

If $`\varphi :K_1K_2`$ is a simplicial map, then $`\varphi `$ is a mapping from the vertices of $`K_1`$ to those of $`K_2`$ such that if $`s`$ is a simplex of $`K_1`$ (so $`sV(K_1)`$), then $`\varphi (s)`$ is a simplex of $`K_2`$.

Example

Consider $`K_2`$ to be the triangle (with $`V(K_2)=\{1,2,3\}`$) and $`K_1=sdK_2`$, its barycentric subdivision. Intuitively one would expect a ‘sensible’ simplicial mapping from $`K_1`$ to $`K_2`$ and that there would be some ‘natural’ choice of one. Recall that the vertices of $`K_1`$ are $`\{1\}`$, $`\{2\}`$, $`\{3\}`$, $`\{1,2\}`$, $`\{1,3\}`$, $`\{2,3\}`$. If the mapping $`\varphi `$ is to be as ‘natural’ as possible then one would expect $`\varphi (\{1\})=1`$, etc., but what should be the image of $`\{1,2\}`$. It can be either $`\{1\}`$ or $`\{2\}`$. If it is $`\{1\}`$, then the 1-simplex $`\{\{1\},\{1,2\}\}`$ gets squashed to the vertex $`\{1\}`$, whilst $`\{\{2\},\{1,2\}\}`$ goes to $`\{1,2\}K_2`$. Similarly if $`\varphi (\{1,2\})=2`$, $`\varphi `$ will squash $`\{\{2\},\{1,2\}\}`$ and ‘expand’ $`\{\{1\},\{1,2\}\}`$ . There will, of course, be similar choices to be made for $`\{1,3\}`$ and $`\{2,3\}`$.

Remark

It is instructive to examine what these approximations to the identity map on the triangle look like if considered via the Sorkin model:
there is absolutely no choice when defining the map. More exactly the triangulation of the triangle and its barycentric subdivision yield two vertes star open coverings of $`S^1`$. For the coarser one, one gets the poset of example 1:

and the barycentric subdivision (with, it is hoped, the obvious notation):

The finitary approximation to the identity yields a map of posets

$$X_{^{}}X_{},$$

which collapses the links $`11212`$, $`21212`$, etc., to identities, so every other vertex in the top row gets sent to a vertex in the second row of $`X_{}`$.

This corresponds at the level of the nerves of these posets to the fact that there is a natural map from the double barycentric subdivision of the triangle to $`K_1`$, namely that which collapses the middle two edges of each edge, ($`a`$ and $`b`$ in the diagram,

to $`v_{12}`$, (cf. Landi et al, ).

This looks simple but unfortunately its simplicity is due largely to the one dimensionality of the example.

The point of the example is that at the level of simplicial complexes, refinement yields non-determinism. There is no natural choice of simplicial map. At the level of the Sorkin model, there is no such problem, but if the physicality of the underlying space, based on non-physical points, is questioned, then there is a second question relating to the atomicity of observations. If open sets correspond to observations in the physical semantics of the mathematics, and intersections correspond to combined observations, then which are the ‘atomic’ observations and which the combined ones? Mathematically, which of the vertices of the barycentric subdicvision are original ones and which are ones added as barycentres of ‘original’ simplices. (Remember the barycentres are averages of the surrounding vertices/ observations). In the end, this problem may be not that difficult to handle, but it is the physical analogue of a mathematically challenging problem, that of the possiblity of choosing refinements in a coherent way. It is to this problem we will need to turn shortly.

If we make no assumptions about the space $`X`$ which will be ‘observed’, i.e. we do not assume given a triangulation nor that it is a polyhedron, there is still an obvious definition of a refinement of an open covering, and thus of refined observations. Again the definition is ‘classical’.

Suppose $`𝒰`$ and $`𝒱`$ are two open coverings of $`X`$, then $`𝒱`$ is a *refinement* of $`𝒰`$ if for any $`V𝒱`$, there is some $`U𝒰`$ with $`VU`$. A *refinement map* (called by Spanier, , p.152, a canonical projection) is a function

$$\phi :𝒱𝒰$$

on the indexing sets of the open coverings such that for any $`V𝒱`$

$$V\phi (V).$$

Example

If $`𝒰`$ and $`𝒱`$ are vertex star coverings corresponding to a triangulation of a polyhedron and its barycentric subdivision, then refinement maps were discussed in the previous example.

All a refinement map does is represent the refinement relation by a definite choice. Different choices are related.

If $`\phi :𝒱𝒰`$ is a refinement map, then at the level of nerves, there is an induced simplicial map

$$N(\phi ):N(𝒱)N(𝒰)$$

mapping $`V_0,\mathrm{},V_p`$ to the simplex determined by the set $`\{\phi (V_i),i=0,\mathrm{},p\}`$. (Note, repetitions *can* occur in the ‘list’ $`\phi (V_0),\mathrm{},\phi (V_p)`$, so within the context of simplicial complexes that list may not be a simplex itself, but will determine one as

$$\mathrm{}V_i\phi (V_i).$$

This slightly annoying technicality can be avoided by using simplicial sets rather than simplicial complexes, but this would require too big a detour here, so the difficulty will be ‘swept under the carpet’, i.e. ignored!)

Remark

If $`\phi _0`$, $`\phi _1`$ are two refinement maps from $`𝒱`$ to $`𝒰`$, then $`N(\phi _0)`$ and $`N(\phi _1)`$ are ‘contiguous’ simplicial mappings and are thus homotopic. This suggests that the informational content of the inverse system of nerves, indexed by open coverings and refinement maps, may be filtering out details that correspond to the choices made by the refinement process. Again this problem with the refinement process may need examination at the physical/ philosophical level, but none of the sources on the physical interpretation of the nerves has yet addressed the problem explicitly, partially since the problem seems to be hidden in the Sorkin theory.

The main point of refinement maps is that the induced simplicial maps between the nerves seem to encode subtle information on the underlying spaces. The examples, below, in part explore this encoding:

Example 2: Warsaw circle

The space $`X`$ may have very little separating it from ‘manifoldness’. yet a ‘singularity’ can cause havoc! (The example is known as the Warsaw Circle as it was studied extensively by K. Borsuk and his Polish collaborators, cf. Borsuk, .)

The Warsaw circle $`S_W`$ is the subset of the plane, $`^2`$, specified by

$$\{(x,\mathrm{sin}(\frac{1}{x})|0<x\frac{1}{2\pi }\}\{(0,y)|1y1\}C,$$

where $`C`$ is an arc in $`^2`$ joining $`(0,0)`$ and $`(\frac{1}{2\pi },0)`$, disjoint fom the other two subsets specified above except at its endpoints.

If one considers an open neighbourhood of $`S_W`$ in $`^2`$, say all points within $`\frac{1}{n}`$ of the set, then it looks like an annulus with a thickenning at one section. Any open covering of $`S_W`$ by small open balls will have a nerve that is essentially the same as this, i.e. a circle with a thickened ‘bar’ at one point, transverse to the circle. (Note that the interval on the $`y`$-axis is included to make the space compact.) The Sorkin finitary substitute will, of course, be very similar. Neither method can really tell the difference between $`S_W`$ and a space obtained by adding in a thin rectangle transverse to a circle at one point:

For different open coverings, the only difference will be where the point of attachment (marked $``$) will occur and the thinnes of the rectangle. The line of singularities given by the interval $`[1,1]`$ on the $`y`$-axis cannot be observed, of course. If one passes to finer and finer covers, most of the curve does not change appreciably, but the part near $``$ will ‘spawn’ a very large number of vertices in both the nerve and the Sorkin models.

Within the htoery of Shape (cf. Borsuk, , Cordier-Porter, , Mardešić-Segal,) or its stronger form (cf. Mardešić, ), this space $`S_W`$ has the same shape as $`S^1`$. The direct physical interpretation of shape theory has yet to be explored. That it has one is probable as its dual manifestation within $`C^{}`$-algebra theory seems closely linked to deep properties of non-commutative geometry (cf. Blackadar, , Dadarlat,  and Anderson and Grodal, ). Here the question raised by this example is simply, how could a space time modelled by spaces that contained singularities of such a form as this be distiguished from a manifold model or more precisely, a polyhedral model.

The 1-dimensionality of the example is no hindrance. It is easy to construct models of 2, 3, 4 or higher dimensions containing higher dimensional analogues of this singularity.

Remark:

A similarity exists between the above and methods of numerical analysis. In the finite element method, for instance, it is often necessary to decrease the mesh size near singularities to ensure that the approximation is a sensible one there. Perhaps a closer comparison of both the theories and the underlying intuitions in that situation and ours might shed light on the problem of refinement. (The solution of the differential equation is the underlying ‘reality’ and the numerical method ‘observes’ that ‘reality’, interpolating the information by an averaging process.)

In example 2, the refinement maps are (in the limit) homotopy equivalences whether viewed in the Čech nerve or the Sorkin model. The next example shows that this is often not the case. Again it is a classical example from shape theory.

Example 3.

Let $`A`$ denote the solid torus obtained by rotating about the $`z`$-axis in $`^3`$, the disc centre $`(0,2,0)`$ of radius 1. If $`k`$ is some natural number greater than 1, let $`C_k`$ be the curve in $`A`$

$$((2+\frac{1}{2}\mathrm{sin}u)\mathrm{cos}ku,(2+\frac{1}{2}\mathrm{sin}u)\mathrm{sin}ku,\frac{1}{3}\mathrm{cos}ku)$$

for $`u[0,2\pi ]`$. Then there is an $`\epsilon _k>0`$ such that

$$A_k=\{x:\rho (c,C_k)\epsilon _k\}$$

is contained in the interior of $`A`$ and is homeomorphic to $`A`$. Let

$$h_k:AA_k$$

be that homeomorphism and $`\overline{h}_k:AA`$ the composite of $`h_k`$ with the inclusion.

Now suppose $`k_1,k_2,\mathrm{}`$ is a sequence of integers $`2`$ and set $`k_0=1`$. Denote by $`g_0`$ the identity map on $`A`$ and set

$$g_m=\overline{h}_{k_1}\overline{h}_{k_2}\mathrm{}\overline{h}_{k_m}:AA$$

and let $`B_m`$ be the image of $`g_m`$, then $`B_{m+1}`$ is in the interior of $`B_m`$ and $`B_m`$ is homeomorphic to $`A`$.

To make this more accessible consider the case $`k_1=k_2=\mathrm{}=2`$. Then $`C_2`$ is a curve within the solid torus going twice around the hole. Thus it looks something like this:

Thickenning this up, but not too much, so it gives an embedded solid torus in $`A`$, gives us $`B_1`$. Taking this $`B_1`$ within $`A`$, map $`A`$ homeomorphically onto $`B_1`$. The smaller solid torus is mapped to a new one, within $`B_1`$, going 4 times around the central hole of $`A`$. This will be $`B_2`$, now continue.

Returning to the general case, let $`\underset{¯}{k}=(k_1,\mathrm{},\mathrm{})`$ be the sequence and set

$$S(\underset{¯}{k})=B_m.$$

This is a non-empty continuum called the *$`\underset{¯}{k}`$-adic solenoid*. The special case when all the $`k_m`$ are 2 is called the *dyadic solenoid*. Here is not the place to discuss the properties of these solenoids in detail, but two points need noting.

If we let $`\kappa _m:S^1S^1`$ be the self map of the circle defined by

$$\kappa _m(e^{i\theta })=e^{ik_m\theta },$$

then writing $`\underset{¯}{k}=\{k_m\}`$ for the sequence as before, the $`\underset{¯}{k}`$-adic solenoid

$$S(\underset{¯}{k})lim\{\mathrm{}S^1\stackrel{\kappa _m}{}S^1\mathrm{}\stackrel{\kappa _1}{}S^1\},$$

the inverse limit of circles with the $`\kappa _i`$ as structure maps.

The solenoids occur as natural examples of fractals and of strange attractors in dynamical system theory. If one picks any open cover of $`S(\underset{¯}{k})`$, it can be refined to one of which the nerve is a circle. Thus also the corresponding Sorkin finitary approximation is basically a circle as well. To our observers, it will seem to be a circle at every refinement, yet the refinement mappings will not be homeomorphisms or even homotopy equivalences - far from it. For $`S(\underset{¯}{2})`$, the dyadic solenoid, they are composites of degree 2 mappings, i.e. double coverings if you prefer. It is this fact that makes $`S(\underset{¯}{2})`$ or $`S(\underset{¯}{k})`$ in general, very singular (in fact, totally disconnected).

There are few, if any, non-constant continuous mappings between solenoids $`S(\underset{¯}{k})`$ and $`S(\underset{¯}{\mathrm{}})`$ for sequences $`\underset{¯}{k}`$ and $`\underset{¯}{\mathrm{}}`$ that are very different. There are no maps from $`S^1`$ into any $`S(\underset{¯}{k})`$ other than trivial constant ones, although from $`S(\underset{¯}{k})`$ there are lots of maps to $`S^1`$. These spaces are very far from being manifolds, yet all ‘observations’ will see them as such.

Here are some naïve questions to finish with. Could space-time be fractal? Could we find out if it was? If the universe we live in, with the fundamental constants having the values they have, is optimal for some yet unknown set of conditions, might the result be a (strange) attractor in some larger systems of potential universes. What could be the conditions on such an attractor that would be consistent with our observations both of its manifold-like nature (that is adequate for many purposes) and its granularity at the quantum scale? *What on earth does refinement of observations really tell you?*

## 6 Conclusion.

If one puts aside the idea that space-time is a manifold, then one can, of course, still apply the Sorkin finitary approximation ‘algorithm’ to get useful information. Using the observed connection with the Čech nerve construction and barycentric subdivision, the insights of shape theory suggest that further thought needs to be applied to the question of refining observations. In particular it provides examples of spaces which observationally could be thought of as polyhedra, but are far from it. These ‘toy models’ have singularities of various kinds, some requiring finer and finer observations near a line of singularities, others everywhere singular. The problem of refinement seems to have received very little attention in the now considerable physics literature on this area, but could clearly benefit from a more detailed analysis.


text:
# Finite Temperature Induced Fermion Number for Quarks in a Chiral Field

## I Introduction

When second quantized fermions interact with a classical background field with a nontrivial topology (e.g, solitons, vortices, monopoles, Skyrmions etc) the resulting quantum states of the system can possess fractional eigenvalues. This intriguing phenomenon, known as fermion number fractionization, has applications ranging from particle, nuclear and atomic physics to condensed matter systems jr ; gold ; jaffe ; jackiw ; wilczek ; niemi ; heeger ; amo . At zero temperature, the fermion number of the vacuum is a topological quantity (up to spectral flow effects), and is related to the spectral asymmetry of the relevant Dirac operator, which counts the difference between the number of positive and negative energy states of the fermion spectrum. Rigorous mathematical results, such as index theorems and Levinson’s theorem, show that the fractional part of the vacuum fermion number is a topological invariant; i.e, it depends only on the asymptotic values of the background field, and is invariant under local deformations of the background niemi ; macwilczek ; boyanovsky ; farhi . This topological character of the fermion number is important for various applications in model field theories, such as soliton models for the nucleon since it allows the fermion number to be kept fixed in a variational calculation that minimizes the energy ripka ; bhaduri ; weigel . However, at finite temperature, the induced fermion number is generically nontopological, and moreover is not a sharp observable dunneian ; dunne ; fluc ; nonlinearsigma . Several explicit examples of finite temperature fermion number in kink semenoff ; dunneian , sigma model dunneian ; fluc  and monopole cp ; dunneian ; feinberg  backgrounds have been analyzed in detail. In this paper, we compute the finite temperature nontopological corrections to the induced fermion number for a (3+1) dimensional SU(2) chiral background, and show explicitly that the finite temperature correction is nontopological.

The model of second quantized fermions chirally coupled to classical, heavy scalar and pseudoscalar fields has applications in particle and nuclear physics, where it is used in models to describe the low energy spectrum of QCD such as in chiral quark soliton models of hadrons diakonov ; ball ; ripka  and in the hybrid chiral bag model of the nucleon jaffe ; bhaduri . At zero temperature, the induced fermion number of fermions interacting with a static chiral field coincides with the winding number of the field, and this result may be interpreted in terms of a topological current density. Physically, the topological zero temperature contribution to the fermion number corresponds to the virtual dipole pairs of vacuum polarization, which do not live long enough to thermalize. The nontopological finite temperature corrections correspond to the real $`q\overline{q}`$ pairs in the thermal plasma which are sensitive to the details of the single particle spectrum.

This paper is organized as follows. In section II, we define the finite $`T`$ induced fermion number and review why it is generically nontopological. In Section III we use the derivative expansion to compute higher order $`T`$ dependent corrections to the winding number of the chiral field. As a nontrivial check we show that it vanishes in the $`T0`$ limit. We conclude in section IV and discuss the implications of the existence of nontopological $`T`$ dependent corrections for the hybrid chiral bag model for the nucleon.

## II Finite Temperature Induced Fermion Number

The induced fermion number is an expectation value of the second quantized fermion number operator, $`N=\frac{1}{2}𝑑𝐱[\mathrm{\Psi }^{},\mathrm{\Psi }]`$. For a given static classical background field configuration, the second quantized fermion field operator $`\mathrm{\Psi }`$ can be expanded in a complete set of states of the single particle Dirac Hamiltonian $`H`$. At zero temperature, the fermion number is a vacuum expectation value $`N_00|N|0`$, and by a standard Fock space calculation niemi  is related to the spectral asymmetry of the Dirac Hamiltonian

$`N_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\text{spectral asymmetry})`$ (1)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑E\sigma (E)\text{sign}(E)`$
Here $`\sigma (E)`$ is the spectral function, or density of states, of the Dirac Hamiltonian $`H`$ :

$$\sigma (E)=\frac{1}{\pi }\text{ Im Tr}\left(\frac{1}{HEiϵ}\right)$$
(2)
Thus the fermion number of the vacuum $`N_0`$ is essentially the difference between the number of positive and negative energy states of the Dirac spectrum. When fermions interact with topologically nontrivial backgrounds (solitons, vortices, monopoles, skyrmions), or are constrained by certain boundary conditions (e.g., in the chiral bag), the spectral asymmetry can be nonintegral, because of distortions in the Dirac sea jackiw ; wilczek ; niemi .

At nonzero temperature, $`T`$, the induced fermion number is a thermal expectation value :

$`N_T`$ $`=`$ $`{\displaystyle \frac{\text{Tr}(e^{\beta H}N)}{\text{Tr}(e^{\beta H})}}`$ (3)
$`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑E\sigma (E)\mathrm{tanh}\left({\displaystyle \frac{\beta E}{2}}\right)`$
where $`\beta \frac{1}{T}`$. This finite temperature expression (3) reduces smoothly to the zero temperature expression (1) in the zero temperature limit $`\beta \mathrm{}`$. The expression (3) also emphasizes the fact that the spectrum of single particle states for fermions interacting with the classical background field is completely determined by the single particle Dirac Hamiltonian $`H`$ of the system and has nothing to do with temperature. The temperature only influences the probability of each energy level being occupied. The finite temperature induced fermion number $`N_T`$ splits naturally into a zero temperature piece $`N_0`$, given by (1) and a temperature dependent correction

$$N_T=N_0+_{\mathrm{}}^{\mathrm{}}𝑑E\sigma (E)\text{sign}(E)n(|E|)$$
(4)
Here $`n(E)`$ is the Fermi-Dirac distribution function

$$n(E)=\frac{1}{e^{\beta E}+1}$$
(5)
and we have used the simple identity $`\mathrm{tanh}(\beta E/2)=12n(E)`$. Thus the temperature enters only in the second term of (4) via the Fermi-Dirac distribution $`n(E)`$. While $`N_0`$ is topological, the finite temperature correction to the induced fermion number, being dependent on the Fermi weighting factor $`n(|E|)`$, is more sensitive to the details of the fermion spectrum, which in turn depends on the precise shape of the background field. Therefore, the generic situation is that the finite temperature correction is nontopological. However, in certain special cases, when the background is such that the Dirac Hamiltonian has a quantum mechanical SUSY, then the odd part of the spectral function $`\sigma (E)`$ \[which is what is needed in (4)\] is itself topological, and therefore the finite temperature correction is also topological even though it is temperature dependent. The simplest cases where this happens are for a kink background in 1+1 dimensions semenoff ; dunneian , or for a monopole background cp ; feinberg .

The physical interpretation of the separation in (4) is the following dunneian . The zero temperature fermion number $`N_0`$ represents the vacuum polarization of the fermions in the presence of the background; it is temperature independent because the virtual dipoles do not live long enough to come to thermal equilibrium. The temperature dependent correction corresponds to the plasma response of the system in the presence of the background and is thus sensitive to the details of the spectrum. The finite temperature induced fermion number (and the rms fluctuations of the fermion number) have been computed for sigma model backgrounds in (1+1) and (2+1) dimensions dunneian ; dunne ; fluc ; nonlinearsigma . In this paper we consider second quantized fermions chirally coupled to an SU(2) background in (3+1) dimensions.

## III Induced Fermion Number in a Chiral Field

### III.1 The Model

Consider an isodoublet of fermions interacting in an $`\text{SU}(2)_L\times \text{SU}(2)_R`$ chiral invariant way with a classical, static chiral background in (3+1) dimensions

$``$ $`=`$ $`i\overline{\mathrm{\Psi }}\gamma ^\mu _\mu \mathrm{\Psi }\overline{\mathrm{\Psi }}\left(\sigma +i\gamma _5\stackrel{}{\tau }\stackrel{}{\pi }\right)\mathrm{\Psi }`$ (6)
$`=`$ $`i\overline{\mathrm{\Psi }}\gamma ^\mu _\mu \mathrm{\Psi }m\overline{\mathrm{\Psi }}\mathrm{exp}\left(\mathrm{i}\gamma _5\stackrel{}{\tau }\stackrel{}{\varphi }\right)\mathrm{\Psi }`$
Here $`\sigma `$ is a scalar field and $`\stackrel{}{\pi }`$ is a triplet of pseudoscalar (pion) fields. The Pauli matrices, $`\stackrel{}{\tau }`$, are the generators of SU(2), and $`m`$ is the mass scale in the theory. The Goldstone boson fields ($`\sigma ,\stackrel{}{\pi }`$) are constrainted to lie on the “chiral circle”, $`\sigma ^2+\stackrel{}{\pi }\stackrel{}{\pi }=m^2`$, and thus they can be parametrized by a unitary matrix $`U`$ as

$$U=\text{exp}\left(i\stackrel{}{\tau }\stackrel{}{\varphi }\right)=\frac{1}{m}(\sigma +i\stackrel{}{\tau }\stackrel{}{\pi })$$
(7)
Thus

$`\sigma `$ $`=`$ $`m\mathrm{cos}(|\stackrel{}{\varphi }|)`$
$`\stackrel{}{\pi }`$ $`=`$ $`m\mathrm{sin}(|\stackrel{}{\varphi }|)\widehat{\pi }`$ (8)
where the hat denotes a unit vector in isospin space. The model (6) is used in various quark-soliton models of baryons wherein the baryon is described in terms of quarks interacting with a soliton of the classical chiral field diakonov ; ripka . The model (6) also finds applications in extensions of the MIT bag model of the nucleon, to incorporate chiral symmetry; in these “hybrid” chiral bag models jaffe ; bhaduri , quarks confined inside a boundary are chirally coupled to scalar and pseudoscalar fields (mesons) at the bag boundary with appropriate boundary conditions to maintain continuity of the axial vector current.

At zero temperature, the induced fermion number for the model (6) can be computed using the derivative expansion technique and is given by gold ; niemi ; diakonov ; dhoker

$$N_0=\frac{1}{24\pi ^2}d^3xϵ^{ijk}\text{Tr}\left(_iUU^{}_jUU^{}_kUU^{}\right)$$
(9)
Thus, the zero temperature induced fermion number is simply the winding number of the group element $`U(𝐱)`$. The winding number is a topological invariant, determined by the asymptotic behavior of $`U(𝐱)`$. Invoking Lorentz invariance, the topological charge density (the integrand of $`N_0`$) can be interpreted as the zeroth component of a current density

$$\text{B}_\mu =\frac{1}{24\pi ^2}ϵ_{\mu \nu \rho \sigma }\text{Tr}\left(^\nu UU^{}^\rho UU^{}^\sigma UU^{}\right)$$
(10)
This current $`\text{B}_\mu `$ is often called a topological current because it is conserved, $`_\mu \text{B}^\mu =0`$, without use of the equations of motion. In fact, the current density $`\text{B}_\mu `$ in (10) has corrections involving higher order derivatives of the field $`U`$. However, these higher derivative corrections are total derivatives and thus do not contribute to an integrated quantity such as the fermion number $`N_0`$ wilczek ; diakonov . At nonzero temperature, experience with similar models in lower dimensions dunne ; nonlinearsigma  suggests that the fermion number density $`\text{B}_0`$ receives higher order derivative corrections that are not total derivatives and that are nontopological. This expectation will be confirmed by an explicit calculation in the next section for the $`3+1`$ dimensional chiral quark model (6). This appearance of nontopological corrections at finite temperature is completely consistent with the fact that the Dirac Hamiltonian for this system has no quantum mechanical SUSY. Indeed, numerical results ripka ; kahana  for the spectrum of fermions in the background of an SU(2) chiral field $`U`$, in the “hedgehog” ansatz, show that the quark energy levels are highly sensitive to the shape (in particular, the length scale) of the hedgehog profile function. By the arguments of the previous section, this means that the finite temperature corrections in (4) are necessarily nontopological.

### III.2 The Derivative Expansion Calculation

To calculate the induced fermion number at nonzero temperature we adopt the general methodology used in dunneian . Using the $`iϵ`$ prescription in the spectral density (2) we rewrite $`N_T`$ as contour integral using the Dirac resolvent

$$R(z)\text{Tr}\left(\frac{1}{Hz}\right)$$
(11)
Here $`z`$ is an arbitrary complex number, and $`H`$ is the single particle Dirac Hamiltonian corresponding to (6) in the fermion sector. Thus

$$N_T=\frac{1}{2}_𝒞\frac{dz}{2\pi i}\text{Tr}\left(\frac{1}{Hz}\right)\mathrm{tanh}\left(\frac{\beta z}{2}\right)$$
(12)
where $`𝒞`$ is the contour $`(\mathrm{}+iϵ,+\mathrm{}+iϵ)`$ and $`(+\mathrm{}iϵ,\mathrm{}iϵ)`$ in the complex energy plane. For a Hermitian Hamiltonian $`H`$, the poles and branch cuts of the resolvent lie on the real axis. On the other hand, the Matsubara poles $`z_n=(2n+1)i\pi T`$ of the $`\mathrm{tanh}(\beta z/2)`$ function lie on the imaginary axis. Thus we have two equivalent representations for $`N_T`$ : deforming the contour $`𝒞`$ around the poles and cuts of $`R(z)`$ leads to an integral representation, and deforming $`𝒞`$ around the discrete $`z_n`$ leads to a summation representation. The integral representation is just the familiar Sommerfeld-Watson transform of the summation representation. Thus the computational strategy is:

(i) Obtain an expression for the Dirac resolvent $`R(z)`$. In most cases this requires an approximation since the Dirac equation in the presence of complicated backgrounds can rarely be solved exactly, especially in higher dimensions. In this paper we use the derivative expansion to obtain an approximate expression for $`R(z)`$.

(ii) Insert the resulting expression for $`R(z)`$ into (12) to obtain an expression for $`N_T`$ either as an integral, or as a sum over the Matsubara frequencies $`z_n`$.

We stress that these two steps are independent. In particular, the derivative expansion calculation has nothing to do with the temperature – it is simply a means to obtain approximate information about the spectral properties of the Hamiltonian in the presence of the static background.

In the derivative expansion approximation wilczek ; dhoker ; derivative  one assumes that derivatives of the background field (here the chiral field $`U`$) are much smaller than the mass scale $`m`$ in the theory,

$$|\stackrel{}{}U|m$$
(13)
Since we are considering a static background configuration all these derivatives are spatial derivatives. So the background field is assumed to be approximately constant on the length scale of the fermion Compton wavelength. First, note that to compute $`N_T`$ we need the odd part of the spectral density $`\sigma (E)`$, or equivalently the even part (in $`z`$) of the resolvent $`R(z)`$. The even part of the resolvent (11) can be written as

$$\left[\text{Tr}\left(\frac{1}{Hz}\right)\right]_{\mathrm{even}}=\text{Tr}\left(H\frac{1}{H^2z^2}\right)$$
(14)
Our strategy is to develop a systematic derivative expansion for this even part of the resolvent. From the Lagrangian (6), the corresponding Dirac Hamiltonian for the fermions in the chiral background $`U`$ is

$`H`$ $`=`$ $`iI\gamma ^0\stackrel{}{\gamma }\stackrel{}{}+m\mathrm{cos}(|\stackrel{}{\varphi }|)I\gamma ^0+im\stackrel{}{\tau }\widehat{\pi }\gamma ^0\gamma ^5\mathrm{sin}(|\stackrel{}{\varphi }|)`$ (15)
$`=`$ $`iI\sigma ^1\sigma ^i_i+{\displaystyle \frac{m}{2}}\left[(U+U^{})\sigma ^3I+i(UU^{})\sigma ^2I\right]`$
where we have used the definitions (7) and (8) and $`I`$ is the $`2\times 2`$ identity matrix. The first term is the kinetic energy of the fermions, the second is the chiral invariant fermion-meson interaction. We choose the gamma matrix convention as in niemi : $`\gamma ^0=\sigma ^3I,\gamma ^i=i\sigma ^2\sigma ^i,\gamma ^5=\sigma ^1I`$. The square of the Hamiltonian (15) is

$`H^2`$ $`=`$ $`III(\stackrel{}{}^2+m^2)+{\displaystyle \frac{m}{2}}\left[i(_iU_iU^{})\sigma ^3\sigma ^i(_iU+_iU^{})\sigma ^2\sigma ^i\right]`$ (16)
$``$ $`H_0^2+V`$
where the interaction term $`V`$ is

$$V=\frac{m}{2}\left[i(_iU_iU^{})\sigma ^3\sigma ^i(_iU+_iU^{})\sigma ^2\sigma ^i\right]$$
(17)
and $`H_0^2=(\stackrel{}{}^2+m^2)`$ is the square of the free Dirac Hamiltonian. Since $`V`$ involves one factor of $`m`$ and one derivative of $`U`$, it is small compared to the natural scale $`m^2`$ of $`H_0^2`$, owing to the derivative expansion condition (13). Hence the even part of the resolvent (14) can be systematically expanded in powers of $`V`$:

$$\left[\text{Tr}\left(\frac{1}{Hz}\right)\right]_{\mathrm{even}}=\text{Tr}(H\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{})+\text{Tr}(H\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{})\text{Tr}(H\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{})+\mathrm{}$$
(18)
where the free propagator $`\mathrm{}`$ is

$$\mathrm{}\frac{1}{\stackrel{}{}^2+m^2z^2}$$
(19)
The trace in (18) involves a matrix trace over the Dirac indices, a trace over the internal isospin indices, and a functional trace. The leading term in this expansion involves three factors of $`V`$, since the Dirac and Isospin traces involving $`H`$ and either one or two factors of $`V`$ give zero. Note that in computing these traces the operators $`H`$ and $`\mathrm{}`$ act on everything to the right of them. We thus need to know the action of $`\mathrm{}`$ on the perturbation $`V(𝐱)`$. We make use use of the following operator identity:

$`{\displaystyle \frac{1}{\stackrel{}{}^2+a^2}}V(𝐱)`$ $`=`$ $`V(𝐱){\displaystyle \frac{1}{\stackrel{}{}^2+a^2}}+2\left(\stackrel{}{}V(𝐱)\right)\stackrel{}{}{\displaystyle \frac{1}{(\stackrel{}{}^2+a^2)^2}}+\left(\stackrel{}{}^2V(𝐱)\right){\displaystyle \frac{1}{(\stackrel{}{}^2+a^2)^2}}`$ (20)
$`+4\left(_i_jV(𝐱)\right)_i_j{\displaystyle \frac{1}{(\stackrel{}{}^2+a^2)^3}}+4\left[\stackrel{}{}\left(\stackrel{}{}^2V(𝐱)\right)\right]\stackrel{}{}{\displaystyle \frac{1}{(\stackrel{}{}^2+a^2)^3}}+\mathrm{}`$
where the parentheses around the derivatives on the RHS of (20) indicate that the gradient operator acts on $`V(𝐱)`$ only. At any given order of the derivative expansion we collect together the required number of derivatives of the field $`U`$ (all possible combination of derivatives for a given order), as given by repeated application of the above identity, noting that $`V(𝐱)`$ itself already involves one derivative of $`U`$.

The leading term in the derivative expansion involves three factors of $`V`$ from the first term in (18). This corresponds to all factors of $`V`$ pulled out, with $`\mathrm{}`$ having no action on them (corresponding to the first term in (20)):

$`\left[\text{Tr}\left({\displaystyle \frac{1}{Hz}}\right)\right]_{\mathrm{even}}^{(3)}`$ $`=`$ $`\text{Tr}(H\mathrm{}V\mathrm{}V\mathrm{}V\mathrm{})^{(3)}`$ (21)
$`=`$ $`{\displaystyle \frac{m^4}{16\pi (m^2z^2)^{\frac{5}{2}}}}{\displaystyle d^3xϵ^{ijk}\text{Tr}\left(U_iU^{}_jU_kU^{}\right)}`$
Substituting this for $`N_T`$ in (12), we perform the contour integral as a sum over Matsubara modes, and find the finite $`T`$ contribution at this order of the derivative expansion to be

$`N_T^{(3)}`$ $`=`$ $`\left({\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m^4T}{16\pi \left[m^2+((2n+1)\pi T)^2\right]^{\frac{5}{2}}}}\right){\displaystyle d^3xϵ^{ijk}\text{Tr}\left(U_iU^{}_jU_kU^{}\right)}`$ (22)
$`=`$ $`\left({\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{3\pi m^4T}{2\left[m^2+((2n+1)\pi T)^2\right]^{\frac{5}{2}}}}\right)N_0`$
Notice that this leading-order term is simply the zero temperature fermion number $`N_0`$, multiplied by a temperature dependent prefactor. In the low temperature limit, this leading-order term (22) reduces smoothly to the zero temperature fermion number $`N_0`$ in (9):

$$N_T^{(3)}N_0\sqrt{\frac{\pi m^3}{2T^3}}e^{\frac{m}{T}}N_0+\mathrm{}$$
(23)
Here we have used the general low temperature expansion

$$T\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\frac{1}{(((2n+1)\pi T)^2+m^2)^p}\frac{m^{12p}}{2\sqrt{\pi }}\frac{\mathrm{\Gamma }(p\frac{1}{2})}{\mathrm{\Gamma }(p)}\frac{(2mT)^{1p}}{m\mathrm{\Gamma }(p)}e^{\frac{m}{T}}+\mathrm{}$$
(24)
Thus, in the zero temperature limit the leading derivative expansion term involving three derivative of $`U`$ gives the entire zero temperature answer (9), with temperature dependent corrections that vanish exponentially as $`T0`$.

The leading-order expression (22) is still topological since it is simply the zero temperature answer multiplied by a smooth function of temperature. The nontopological contributions to $`N_0`$ come from the next higher term in the derivative expansion which involves five derivatives of $`U`$ (the fourth order terms in the derivative expansion give zero because the functional trace over the propagators turn out to be zero). At fifth order, each of the first three terms in the derivative expansion (18) contributes. Using the operator identity (20) we collect together terms involving five derivatives of $`U`$ from each of the three terms in (18). For the last term involving five factors of $`V(𝐱)`$ this corresponds to taking all the $`V`$’s out with the $`\mathrm{}`$’s having no effect on them. For the first two terms we need to go to higher derivative terms in (20) to collect the five derivative terms. After a considerable amount of manipulation we have found the following compact expression for this fifth order contribution:

$`\left[\text{Tr}\left({\displaystyle \frac{1}{Hz}}\right)\right]_{\mathrm{even}}^{(5)}`$ $`=`$ $`{\displaystyle \frac{m^6+6m^4z^2}{256\pi (m^2z^2)^{\frac{9}{2}}}}{\displaystyle }d^3xϵ^{ijk}\text{Tr}[\{_iU_jU^{}(\stackrel{}{}U\stackrel{}{}_kU^{})_iU^{}_jU(\stackrel{}{}U^{}\stackrel{}{}_kU)\}`$ (25)
$`4\left\{U_iU^{}_jU_kU^{}(\stackrel{}{}U\stackrel{}{}U^{})\right\}]`$
$`+{\displaystyle \frac{m^4}{256\pi (m^2z^2)^{\frac{7}{2}}}}{\displaystyle }d^3xϵ^{ijk}\text{Tr}[5\stackrel{}{}\{_iU^{}_jU_kU^{}\stackrel{}{}U_iU_jU^{}_kU\stackrel{}{}U^{}\}`$
$`4_i\left\{U_jU^{}(\stackrel{}{}_kU\stackrel{}{}U^{})U_jU^{}(\stackrel{}{}U\stackrel{}{}_kU^{})\right\}`$
$`6_i\left\{U^{}_jU(\stackrel{}{}U^{}\stackrel{}{}_kU)U^{}_jU(\stackrel{}{}_kU^{}\stackrel{}{}U)\right\}`$
$`10_i\{U_jU^{}_kU\stackrel{}{}^2U^{}U^{}_jU_kU^{}\stackrel{}{}^2U\}]`$
In obtaining (25) we have used the following identity

$`\text{Tr}\left[\stackrel{}{}^2U_iU^{}_jU_kU^{}\stackrel{}{}^2U^{}_iU_jU^{}_kU\right]=\text{Tr}\left[U_iU^{}_jU_kU^{}(\stackrel{}{}U^{}\stackrel{}{}U)U^{}_iU_jU^{}_kU(\stackrel{}{}U\stackrel{}{}U^{})\right]`$
which can be easily proved using the unitarity of $`U`$, the cyclicity of the trace and the fact that $`\stackrel{}{}U^{}\stackrel{}{}U=(\stackrel{}{}\sigma \stackrel{}{}\sigma +\stackrel{}{}\pi ^a\stackrel{}{}\pi ^a)I`$, where $`U`$ is parametrized as in (7).

From (25) we see that the fifth-order term in the even part of the resolvent contains two types of contributions: first, those that cannot be expressed as a total derivative (the first two terms), and second those which are total derivatives. The total derivative terms go to zero after doing the spatial integrals. The remaining terms in (25) are clearly nontopological and cannot be expressed in terms of the algebraic structure of the winding number density in (9). These terms give a nonzero contribution to the spatial integral and depend sensitively on the profile of the field $`U`$, not just on the asymptotic behavior of $`U`$. Substituting the fifth-order resolvent expression (25) into the general expression (12) for the finite temperature fermion number, it is a simple matter to evaluate the $`z`$ integral. This gives the fifth order contribution to the finite $`T`$ induced fermion number:

$`N_T^{(5)}`$ $`=`$ $`T{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m^66m^4((2n+1)\pi T)^2}{256\pi \left[m^2+((2n+1)\pi T)^2\right]^{\frac{9}{2}}}}{\displaystyle }d^3xϵ^{ijk}\text{Tr}[\{_iU_jU^{}(\stackrel{}{}U\stackrel{}{}_kU^{})_iU^{}_jU(\stackrel{}{}U^{}\stackrel{}{}_kU)\}`$ (26)
$`4\left\{U_iU^{}_jU_kU^{}(\stackrel{}{}U\stackrel{}{}U^{})\right\}]`$
Putting everything together the finite temperature induced fermion number $`N_T`$ of fermions coupled to a chiral field, up to fifth order in the derivative expansion, is the sum of (22) and (26):

$`N_T`$ $`=`$ $`\left({\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{3\pi m^4T}{2\left[m^2+((2n+1)\pi T)^2\right]^{\frac{5}{2}}}}\right){\displaystyle \frac{1}{24\pi ^2}}{\displaystyle d^3xϵ^{ijk}\text{Tr}\left(U_iU^{}_jU_kU^{}\right)}`$ (27)
$`\left(T{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m^66m^4((2n+1)\pi T)^2}{256\pi \left[m^2+((2n+1)\pi T)^2\right]^{\frac{9}{2}}}}\right){\displaystyle }d^3xϵ^{ijk}\text{Tr}[\{_iU_jU^{}(\stackrel{}{}U\stackrel{}{}_kU^{})_iU^{}_jU(\stackrel{}{}U^{}\stackrel{}{}_kU)\}`$
$`4\left\{U_iU^{}_jU_kU^{}(\stackrel{}{}U\stackrel{}{}U^{})\right\}]+\mathrm{}`$
This is the main result of this paper. The first term is proportional to the (topological) winding number (9), and as shown in (22,23), the temperature dependent prefactor smoothly reduces to one (plus exponentially decaying corrections) as $`T0`$, and we recover the well-known zero temperature answer that the fermion number is equal to the winding number of the background field $`U`$. The second set of terms in (27) (coming from $`N_T^{(5)}`$), are clearly nontopological. A nontrivial consistency check is that this nontopological contribution must vanish in the $`T0`$ limit, since the $`T=0`$ fermion number is topological and comes entirely from the third-order derivative expansion term. This is shown as follows: using the low temperature expansion (24), the $`T`$ dependent prefactor of the nontopological piece in (27) behaves as (keeping leading and next-to-leading terms)

$`T{\displaystyle \underset{n=\mathrm{}}{\overset{\mathrm{}}{}}}{\displaystyle \frac{m^66m^4((2n+1)\pi T)^2}{256\pi [m^2+((2n+1)\pi T)^2]^{\frac{9}{2}}}}`$ $``$ $`{\displaystyle \frac{m^4}{256\pi }}[7m^2({\displaystyle \frac{m^8}{2\sqrt{\pi }}}{\displaystyle \frac{\mathrm{\Gamma }(4)}{\mathrm{\Gamma }(9/2)}}{\displaystyle \frac{(2mT)^{7/2}}{m\mathrm{\Gamma }(9/2)}}e^{m/T}+\mathrm{})`$ (28)
$`6({\displaystyle \frac{m^6}{2\sqrt{\pi }}}{\displaystyle \frac{\mathrm{\Gamma }(3)}{\mathrm{\Gamma }(7/2)}}{\displaystyle \frac{(2mT)^{5/2}}{m\mathrm{\Gamma }(7/2)}}e^{m/T}+\mathrm{})]`$
$``$ $`\sqrt{{\displaystyle \frac{2mT}{\pi }}}\left({\displaystyle \frac{m}{3840\pi T^4}}\right)\left(16{\displaystyle \frac{T}{m}}+\mathrm{}\right)e^{\frac{m}{T}}`$
The important thing to note here is that the leading constant pieces cancel, leaving the leading contribution as an exponentially suppressed term which vanishes as $`T0`$. This should be contrasted with the low temperature limit of the prefactor of the third order term in (22), where a constant term survives, yielding the winding number, as in (23). The cancellation in (28) of the leading constant pieces in the prefactor of the fifth order term in (27) means that this fifth order contribution (which is nontopological) to the fermion number vanishes at $`T=0`$. This is a stringent check on the fact that the zero temperature fermion number is known to be topological. We stress that this cancellation is highly nontrivial because the compact fifth order expression (26) comes about by combining three different terms in the fifth order of the derivative expansion (18).

## IV Conclusions and Discussion

We have presented an explicit derivative expansion computation of the finite temperature corrections to the induced fermion number for fermions coupled to a static SU(2) chiral background. This calculation illustrates the splitting of the induced fermion number into a zero temperature piece, which is topological (here it is the winding number of the chiral field), and a finite temperature correction which is nontopological. That the finite $`T`$ induced fermion number will have a nontopological contribution was argued on general grounds in fluc ; nonlinearsigma  where sigma models in (1+1) and (2+1) dimensions were analyzed. It was shown in that generically there exist nontopological contributions to the induced fermion number, except for very special background fields for which the Dirac Hamiltonian has a quantum mechanical SUSY relating the positive and negative energy spectra. The Dirac spectrum in the presence of a “hedgehog” chiral background has been calculated numerically in ripka ; kahana  and clearly shows the absence of any quantum mechanical SUSY, as well as the sensitive dependence of the spectrum on the scale of the background. Since the fermion spectrum is not symmetric and is sensitive to the scale of the background (i.e., the length scale of the hedgehog profile function), the finite $`T`$ corrections must also be sensitive to this scale because of the presence of the Fermi weighting factor $`n(E)`$ in (4). Thus the finite temperature corrections must be nontopological in this model. We have given an analytic calculation that confirms this numerical expectation and moreover yields the precise compact form (27) of the next order in the derivative expansion for the fermion number at finite temperature. Our calculation of the finite $`T`$ induced fermion number was done in the derivative expansion limit which assumes that the spatial derivatives of the background field are much smaller than the fermion mass scale in the theory. A nontrivial consistency check on our result is that the nontopological finite $`T`$ contribution, coming from the fifth order in the derivative expansion, has a prefactor that vanishes exponentially in the $`T0`$ limit.

An interesting implication of our result is for the $`\text{SU}_L(2)\times \text{SU}_R(2)`$ hybrid chiral bag model of the nucleon. This model consists of quarks confined in a three dimensional spherical bag, of radius R, with appropriate boundary conditions so that the quark current vanishes outside the bag, ensuring confinement jaffe ; bhaduri . Inside the bag the quarks are free and at the bag surface they obey the chiral boundary condition

$$[i\stackrel{}{\gamma }\widehat{n}+\mathrm{exp}(\mathrm{i}\stackrel{}{\tau }\widehat{\mathrm{n}}\gamma ^5\theta )]\mathrm{\Psi }]_{\mathrm{bag}\mathrm{boundary}}=0$$
(29)
where $`\mathrm{\Psi }`$ is the quark field and $`\widehat{n}`$ is the unit normal vector at the bag boundary. From the point of view of inside the bag, the parameter $`\theta `$ is simply a boundary condition parameter. The boundary condition (29) is consistent with chiral symmetry in the sense that it ensures that the axial current is continuous across the bag surface. Goldstone and Jaffe computed the zero temperature fermion number with $`N_c=3`$ quarks inside the bag jaffe

$$\text{B}_{\mathrm{in}}(\theta )=1\frac{1}{\pi }\left[\theta \frac{1}{2}\mathrm{sin}2\theta \right]$$
(30)
The first term is simply the contribution of the valence quarks and the fractional piece comes from the contribution of the polarized Dirac sea. This polarization arises because the quark spectrum differs from the free spectrum owing to the nontrivial boundary condition (29). The topological nature of this zero temperature fermion number is illustrated by the fact that (30) does not depend on the bag radius $`R`$.

In the hybrid chiral quark bag model jaffe ; bhaduri , on the outside of the bag the quarks are coupled to meson (Skyrme) fields, which are usually taken to be spherically symmetric, with the pseudoscalar pion fields in (8) being in the “hedgehog ansatz”, $`\stackrel{}{\varphi }=\widehat{r}\theta (r)`$. Outside the bag the quarks are coupled to a chiral field exactly as in the Lagrangian (6). So the induced fermion number comming from the region outside the bag can be calculated by computing the space integral in (9), using the hedgehog ansatz for $`U`$, from R to infinity jaffe . This gives

$$\text{B}_{\mathrm{out}}=\frac{1}{\pi }\left[\theta (\mathrm{R})\frac{1}{2}\mathrm{sin}2\theta (\mathrm{R})\right]$$
(31)
The topological nature of this contribution to the zero temperature fermion number is illustrated by the fact that (31) only depends on the boundary values of the background field, not on its detailed shape. Next, the inside and outside regions are joined by identifying the boundary condition parameter $`\theta `$ with the value of the hedgehog profile field at the bag boundary: $`\theta =\theta (R)`$. Then combining (30) and (31) we observe that the fractional parts of (30) and (31) cancel, leaving the total fermion number of this hybrid chiral bag equal to one, the baryon number jaffe . One can thus model the nucleon as a chiral bag defect in a Skyrme background. Clearly, this cancellation depends crucially on the topological nature of the induced fermion number, both inside and outside the bag.

We now ask whether this cancellation persists at nonzero temperature. From our results in this paper it is clear that the contribution from outside the bag, where the quarks are coupled to a chiral field, will be nontopological at nonzero temperature. The fifth-order term in (27), when integrated over the external region from $`R`$ to spatial infinity, clearly yields a temperature dependent contribution that is highly sensitive to the details of the profile function $`\theta (r)`$ appearing in the hedgehog field $`U`$, and not just to the boundary value $`\theta (R)`$. On the inside of the bag, the finite temperature induced fermion number is also nontopological. This follows from the fact that the detailed quark spectrum, with the boundary condition (29), is sensitive to the bag radius $`R`$. This can be deduced from the explicit solutions in a grand spin basis (see farhi  for a phase shift analysis of the related external problem with boundary condition (29)). Now suppose we keep the identification $`\theta =\theta (R)`$ in order to ensure that the zero temperature cancellation occurs. Then we see immediately that this cancellation cannot persist at finite temperature – this is because we always have the freedom to modify the profile function $`\theta (r)`$ in the external region, without changing its value at $`r=R`$. This will have no effect on the contribution from inside the bag because we have not changed $`\theta `$ \[which is equal to $`\theta (R)`$\], and we have not changed $`R`$. On the other hand, we see from (27) that the contribution from outside the bag does change. Therefore, the fractional parts of the internal and external contributions to the finite temperature fermion number cannot cancel.

Thus, at finite temperature, the baryon number of the hybrid chiral bag is no longer unity for arbitrary configurations of the chiral field $`U`$. Physically, this says that the thermal expectation value (3) of the baryon number differs from its topological zero temperature value of 1 (which is a temperature independent vacuum polarization effect) due to the thermal occupation of excited quark states (which is a temperature dependent plasma response effect). The finite temperature corrections are nontopological because they are more sensitive to the details of the quark spectrum, which in turn are highly sensitive to the precise form of the chiral background.

Finally, we mention that it would be interesting to investigate these issues analytically in the simpler cases of the (1+1) and (2+1) dimensional hybrid bags, where exact analytic information is available for the quark spectrum inside the bag zahed ; wipf .

###### Acknowledgements.

We thank the U. S. Department of Energy for support through grant DE-FG02-92ER40716.