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# 1. Introduction

## 1. Introduction

The Einstein-Hilbert action includes only scalar curvature

$$S_{\mathrm{Einstein}}=d^{d+1}x\sqrt{g}\left\{\frac{1}{\kappa ^2}R\mathrm{\Lambda }\right\}+S_{\mathrm{matter}},$$
(1)
Here $`S_{\mathrm{matter}}`$ is the action of matter fields. On the other hand the action of $`R^2`$-gravity includes the square of the curvatures

$`S`$ $`=`$ $`{\displaystyle }d^{d+1}x\sqrt{g}\{aR^2+bR_{\mu \nu }R^{\mu \nu }`$ (2)
$`+cR_{\mu \nu \xi \sigma }R^{\mu \nu \xi \sigma }\}+S_{\mathrm{Einstein}}.`$
One of the reasons why we consider the $`R^2`$-gravity is because the limit of $`\alpha ^{}0`$ limit in string theory corresponds the Einstein gravity but if we include the first order correction with respect to $`\alpha ^{}`$, we obtain $`R^2`$-gravity. From the viewpoint of the AdS/CFT correspondence  (or recent dS/CFT correspondence), $`\alpha ^{}`$ correction corresponds to $`1/N`$ corrections in the field theory side. The equations of motion of the $`R^2`$-gravity, which correspond to the Einstein equation has the following form:

$`0={\displaystyle \frac{1}{2}}g^{\mu \nu }(aR^2+bR_{\mu \nu }R^{\mu \nu }+cR_{\mu \nu \xi \sigma }R^{\mu \nu \xi \sigma }`$
$`+{\displaystyle \frac{1}{\kappa ^2}}R\mathrm{\Lambda })+a(2RR^{\mu \nu }`$
$`+^\mu ^\nu R+^\nu ^\mu R2g^{\mu \nu }_\rho ^\rho R)`$
$`+b(2R_\rho ^\mu R^{\nu \rho }+_\rho ^\mu R^{\rho \nu }+_\rho ^\nu R^{\rho \mu }`$
$`\mathrm{}R^{\mu \nu }g^{\mu \nu }^\rho ^\sigma R_{\rho \sigma })`$
$`+c(2R^{\mu \rho \sigma \tau }R_{\rho \sigma \tau }^\nu 2_\rho _\sigma R^{\mu \rho \nu \sigma }`$
$`2_\rho _\sigma R^{\nu \rho \mu \sigma }){\displaystyle \frac{1}{\kappa ^2}}R^{\mu \nu }+T^{\mu \nu }.`$ (3)
Here $`T^{\mu \nu }`$ is energy-momentum tensor of matter: $`T^{\mu \nu }=\frac{1}{\sqrt{g}}\frac{\delta S_{\mathrm{matter}}}{\delta g_{\mu \nu }}`$. The above equation (1.) is very complicated but there are several solvable cases. One is $`c=0`$ case, where the Riemann tensor $`R_{\nu \rho \mu \sigma }`$ does not appear in the equation of motion, then the solutions can be constructed from the solutions of the Einstein equation. The other is the Gauss-Bonnet (GB) invariant combination ($`a=c`$, $`b=4c`$) case. Of course, the GB term is trivial (topological) in 4 dimensions but non-trivial when the dimensions of the spacetime are more than 4.

We find the black hole (BH) solutions for the $`c=0`$ case in Section 2. and for the Gauss-Bonnet combination case in Section 3.. By using the obtained solution, we investigate the thermodynamics of the $`R^2`$-gravity in Section 4. and we find the Hawking-Page like phase transition, which is the phase transition between the black hole spacetime and the pure AdS spacetime. From the viewpoint of the AdS/CFT correspondence, such a phase transition may be that of the field theory when we include $`1/N`$ corrections. An interesting feature of higher derivative gravity is the possibility of the negative (or zero) dS (or AdS) BH entropy which depends on the parameters of higher derivative terms. In Section 5., we investigate the problem of the negative entropy and we speculate that the appearence of negative entropy may indicate a new type instability where a transition between dS (AdS) BH with negative entropy and AdS (dS) BH with positive entropy occurs. In Section 5., we apply the GB gravity to the brane cosmology, where the brane moves in the bulk AdS black hole spacetime. By investigating the FRW-like equation, which describes the motion of the brane, we find the behavior of the matter fields on the brane. When the radius of the brane is large, the matter fields behave as CFT but when the radius is small, the brane universe behaves as the universe with dust or curvature dominant universe, depending on the parameters. The last section is devoted to the summary.

This report is mainly based on .

## 2. Solutions of $`c=0`$ case

We first consider the solutions of $`c=0`$ case. The $`D=d+1`$ dimensional Einstein equation without matter is, of course, given by

$$R_{\mu \nu }\frac{1}{2}g_{\mu \nu }R=\frac{\kappa ^2}{2}\mathrm{\Lambda }g_{\mu \nu }.$$
(4)
Then by multiplying $`g^{\mu \nu }`$, we find the scalar curvature is constant $`\frac{d1}{2}R=\frac{d+1}{2}\kappa ^2\mathrm{\Lambda }`$ and the Ricci tensor is proportional to the metric $`R_{\mu \nu }=\frac{d}{2(d1)}\kappa ^2\mathrm{\Lambda }g_{\mu \nu }`$ and therefore covariantly constant $`_\rho R_{\mu \nu }`$ due to the condition of the metricity $`_\rho g_{\mu \nu }=0`$. We now apply this results to the $`R^2`$-gravity with $`c=0`$.

By assuming

$$R=\frac{d(d+1)}{l^2},R_{\mu \nu }=\frac{d}{l^2}g_{\mu \nu },$$
(5)
and substituting these expressions of the curvatures to Eq.(1.) with $`c=0`$, we obtain

$$0=\frac{d^2(d+1)(d3)a}{l^4}+\frac{d^2(d3)b}{l^4}\frac{d(d1)}{\kappa ^2l^2}\mathrm{\Lambda },$$
(6)
from which $`l^2`$ can be determined. Then if we choose $`\frac{1}{l^2}=\frac{d}{2(d1)}\kappa ^2\mathrm{\Lambda }`$ in the Einstein equation (4), we can construct a solution of $`R^2`$-gravity (with $`c=0`$) from the solution of the vacuum Einstein equation.

## 3. Solutions in the Gauss-Bonnet combination case

In this section, we consider the solutions in the Gauss-Bonnet combination.

By using Bianchi identity

$$_\mu R_{\sigma \nu \rho }^\lambda +_\rho R_{\sigma \mu \nu }^\lambda +_\nu R_{\sigma \rho \mu }^\lambda =0,$$
(7)
we obtain

$`_\rho _\sigma R^{\mu \rho \nu \sigma }`$
$`=\mathrm{}R^{\mu \nu }{\displaystyle \frac{1}{2}}^\mu ^\nu R+R^{\mu \rho \nu \sigma }R_{\rho \sigma }R_\rho ^\mu R^{\nu \rho },`$
$`_\rho ^\mu R^{\rho \nu }+_\rho ^\nu R^{\rho \mu }`$
$`={\displaystyle \frac{1}{2}}\left(^\mu ^\nu R+^\nu ^\mu R\right)`$
$`2R^{\mu \rho \nu \sigma }R_{\rho \sigma }+2R_\rho ^\mu R^{\nu \rho },`$
$`_\rho _\sigma R^{\rho \sigma }={\displaystyle \frac{1}{2}}\mathrm{}R.`$ (8)
By using the above equations (3.), we can rewrite the equations of motion (1.) as follows:

$`0={\displaystyle \frac{1}{2}}g^{\mu \nu }(aR^2+bR_{\mu \nu }R^{\mu \nu }+cR_{\mu \nu \xi \sigma }R^{\mu \nu \xi \sigma }`$
$`+{\displaystyle \frac{1}{\kappa ^2}}R\mathrm{\Lambda })`$
$`+a\left(2RR^{\mu \nu }+^\mu ^\nu R+^\nu ^\mu R2g^{\mu \nu }\mathrm{}R\right)`$
$`+b\{{\displaystyle \frac{1}{2}}(^\mu ^\nu R+^\nu ^\mu R)2R^{\mu \rho \nu \sigma }R_{\rho \sigma }`$
$`\mathrm{}R^{\mu \nu }{\displaystyle \frac{1}{2}}g^{\mu \nu }\mathrm{}R\}`$
$`+c(2R^{\mu \rho \sigma \tau }R_{\rho \sigma \tau }^\nu 4\mathrm{}R^{\mu \nu }+^\mu ^\nu R`$
$`+^\nu ^\mu R4R^{\mu \rho \nu \sigma }R_{\rho \sigma }+4R_\rho ^\mu R^{\nu \rho })`$
$`{\displaystyle \frac{1}{\kappa ^2}}R^{\mu \nu }T_{\mathrm{matter}}^{\mu \nu }.`$ (9)
When the coefficients $`a`$, $`b`$, $`c`$ are Gauss-Bonnet combination: $`a=c`$ and $`b=4c`$, one finds

$`0={\displaystyle \frac{1}{2}}g^{\mu \nu }\left\{c\right(R^24R_{\mu \nu }R^{\mu \nu }+R_{\mu \nu \xi \sigma }R^{\mu \nu \xi \sigma })`$
$`+{\displaystyle \frac{1}{\kappa ^2}}R\mathrm{\Lambda }\}+c(2RR^{\mu \nu }+4R_\rho ^\mu R^{\nu \rho }`$
$`+4R^{\mu \rho \nu \sigma }R_{\rho \sigma }2R^{\mu \rho \sigma \tau }R_{\rho \sigma \tau }^\nu )`$
$`{\displaystyle \frac{1}{\kappa ^2}}R^{\mu \nu }+T^{\mu \nu }.`$ (10)
Since the above equation does not contain the derivative of the curvarutre, the equation contains only second order derivative of the metric tensor. As a classical theory, if we impose the initial conditions for metric tesor and its first derivative with respect to time, the metric tensor can be determined uniquely.

We now find a solution. We now assume the metric in the following form:

$$ds^2=\mathrm{e}^{2\nu (r)}dt^2+\mathrm{e}^{2\lambda (r)}dr^2+r^2\underset{i,j=1}{\overset{d1}{}}\stackrel{~}{g}_{ij}dx^idx^j.$$
(11)
Here $`\stackrel{~}{g}_{ij}`$ : the metric tensor of the Einstein manifold defined by $`\stackrel{~}{R}_{ij}=kg_{ij}`$. Here $`\stackrel{~}{R}_{ij}`$ is the Ricci tensor given by $`\stackrel{~}{g}_{ij}`$ and $`k`$ is a constant. For example, $`k=d2`$ corresponds to the $`d1`$-dimensional unit sphere, $`k=(d2)`$ to $`d1`$-dimensional unit hyperboloid and $`k=0`$ to a flat surface.

We consider the electromagnetic fields as a matter:

$`S_{\mathrm{matter}}`$ $`=`$ $`{\displaystyle \frac{1}{4g^2}}{\displaystyle d^{d+1}x\sqrt{g}g^{\mu \nu }g^{\rho \sigma }F_{\mu \rho }F_{\nu \sigma }},`$ (12)
$`F_{\mu \nu }`$ $`=`$ $`_\mu A_\nu _\nu A_\mu .`$ (13)
Here $`A_\mu `$ is a vector potential (gauge field) and $`g`$ is the gauge coupling. If $`F_{tr}=F_{rt}`$ only depend on $`r`$ and the other components of $`F_{\mu \nu }`$ vanish, one finds

$$F_{tr}=\mathrm{e}^{\nu +\lambda }r^{1d}Q$$
(14)
Here $`Q`$ is a constant corresponding to the electric charge. Then the solution, which was first found in , appears

$`\mathrm{e}^{2\nu }=\mathrm{e}^{2\lambda }`$
$`={\displaystyle \frac{1}{2c}}[{\displaystyle \frac{2ck}{d2}}+{\displaystyle \frac{r^2}{\kappa ^2(d2)(d3)}}`$
$`\pm \{{\displaystyle \frac{r^4}{\kappa ^4(d2)^2(d3)^2}}`$
$`+{\displaystyle \frac{4c\mathrm{\Lambda }r^4}{d(d1)(d2)(d3)}}{\displaystyle \frac{2cQ^2r^{62d}}{g^2(d1)(d3)}}`$
$`{\displaystyle \frac{4cCr^{4d}}{(d1)(d2)(d3)}}\}^{\frac{1}{2}}].`$ (15)
The radius $`r=r_H`$ of the event horizon, where $`\mathrm{e}^{2\nu }=0`$ or $`\mathrm{e}^{2\lambda }=0`$, is given by

$`0`$ $`=`$ $`{\displaystyle \frac{(d1)(d3)}{d2}}ck^2r_H^{d4}+{\displaystyle \frac{(d1)k}{(d2)\kappa ^2}}r_H^{d2}`$ (16)
$`{\displaystyle \frac{\mathrm{\Lambda }}{d}}r_H^d+{\displaystyle \frac{(d2)Q^2}{2g^2}}r_H^{2d}+C,`$
The Haking temperature $`T_H`$ is also given by

$`4\pi T_H=\left(\mathrm{e}^{2\nu }\right)^{}|_{r=r_H}`$
$`={\displaystyle \frac{1}{2}}\left({\displaystyle \frac{2ck}{d2}}+{\displaystyle \frac{r_H^2}{\kappa ^2(d2)(d3)}}\right)^1`$
$`\times [{\displaystyle \frac{4kr_H}{\kappa ^2(d2)^2(d3)}}`$
$`{\displaystyle \frac{8\mathrm{\Lambda }r_H^3}{d(d1)(d2)(d3)}}{\displaystyle \frac{2Q^2r_H^{52d}}{(d1)g^2}}`$
$`{\displaystyle \frac{2(d4)Cr_H^{3d}}{(d1)(d2)(d3)}}].`$ (17)
Especially for $`d=4`$, we have

$`\mathrm{e}^{2\nu }=\mathrm{e}^{2\lambda }`$
$`={\displaystyle \frac{1}{2c}}[ck+{\displaystyle \frac{r^2}{2\kappa ^2}}`$
$`\pm \{{\displaystyle \frac{r^4}{4\kappa ^4}}+{\displaystyle \frac{c\mathrm{\Lambda }r^4}{6}}{\displaystyle \frac{2cQ^2}{3g^2r^2}}{\displaystyle \frac{2cC}{3}}\}^{\frac{1}{2}}].`$ (18)
When $`r`$ is large, the obtained solution behaves as

$`\mathrm{e}^{2\nu }=\mathrm{e}^{2\lambda }`$
$`={\displaystyle \frac{1}{2c}}[{\displaystyle \frac{r^2}{2\kappa ^2}}(1\pm \sqrt{1+{\displaystyle \frac{2c\mathrm{\Lambda }\kappa ^4}{3}}})+ck`$
$`{\displaystyle \frac{2\kappa ^2cC}{3r^2\sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}}`$
$`{\displaystyle \frac{2cQ^2}{3g^2r^4\sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}}+𝒪\left(r^4\right)].`$ (19)
We compare the above behavior with the Reissner-Nordstrøm-AdS solution in the Einstein gravity:

$$\mathrm{e}^{2\nu _{\mathrm{RNAdS}}}=\mathrm{e}^{2\lambda _{\mathrm{RNAdS}}}=\frac{r^2}{l^2}+\frac{k}{2}\frac{\mu }{r^2}+\frac{q^2}{r^4},$$
(20)
and we find

$`{\displaystyle \frac{1}{l^2}}={\displaystyle \frac{1}{4c\kappa ^2}}\left(1\pm \sqrt{1+{\displaystyle \frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}\right),`$
$`\mu =\pm {\displaystyle \frac{\kappa ^2C}{3\sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}},`$
$`q^2={\displaystyle \frac{Q^2}{3g^2\sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}},`$ (21)
that is

$`\mathrm{\Lambda }={\displaystyle \frac{12}{\kappa ^2l^2}}+{\displaystyle \frac{24c}{l^4}},C=\mu \left({\displaystyle \frac{12c}{l^2}}{\displaystyle \frac{3}{\kappa ^2}}\right),`$
$`{\displaystyle \frac{Q^2}{g^2}}=3q^2\left(1{\displaystyle \frac{4c\kappa ^2}{l^2}}\right).`$ (22)
## 4. Hawking-Page phase transition in $`R^2`$-gravity

Since the black hole has temperature, one can consider the thermodynamics of the spacetime. The theory with finite temperature for an action $`S(\varphi )`$ is given by Wick-rotating the time coordinate ($`tit`$) and imposing the periodic boundary condition for $`t`$ with the period $`\beta `$: $`Z(\beta )=[d\varphi ]\mathrm{e}^{S(\varphi )}`$. The period $`\beta `$ can be regarded as the inverse of the temperature $`T`$: $`\beta =\frac{1}{k_BT}`$. Here $`k_B`$ is the Boltzmann constant and we put $`k_B=1`$ in the following. Then $`Z(\beta )`$ can be regarded as the thermodynamical partition function. In the WKB approximation, by substituting the classical solution $`\varphi =\varphi _{\mathrm{class}}`$ into the action, we obtain the free energy $`F`$ by $`F=T\mathrm{ln}Z(\beta )=TS\left(\varphi _{\mathrm{class}}\right)`$. In the following, we concentrate on the $`D=d+1=5`$ dimensional asymptotically AdS spacetime.

Before going to the $`R^2`$-gravity, we consider the case of Einstein gravity without matter. When the spacetime metric is given by

$$ds^2=\mathrm{e}^{2\nu (r)}dt^2+\mathrm{e}^{2\nu (r)}dr^2+r^2\underset{i,j=1}{\overset{3}{}}\stackrel{~}{g}_{ij}dx^idx^j,$$
(23)
we find

$`F=T\mathrm{ln}Z(\beta )=TS_{\mathrm{Einstein}}`$
$`S_{\mathrm{Einstein}}={\displaystyle d^5x\sqrt{g}\left\{\frac{1}{\kappa ^2}R\mathrm{\Lambda }\right\}}`$
$`={\displaystyle \frac{8V_3}{Tl^2\kappa ^2}}{\displaystyle _{r_H}^{\mathrm{}}}𝑑rr^3,`$
$`\mathrm{\Lambda }={\displaystyle \frac{12}{l^2\kappa ^2}},V_3={\displaystyle d^3x\sqrt{\stackrel{~}{g}}}.`$ (24)
Then $`S_{\mathrm{Einstein}}`$ diverges. The regularization of the divergence is given by cutting off the integral at a large radius $`r=r_{\mathrm{max}}`$ and subtracting the solution of pure but finite temperature AdS:

$`S_{\mathrm{reg}}={\displaystyle \frac{8V_3}{T\kappa ^2l^2}}\{{\displaystyle _{r_H}^{r_{\mathrm{max}}}}drr^3`$
$`\mathrm{e}^{\nu (r=r_{max})\rho (r=r_{\mathrm{max}};\mu =0)}{\displaystyle _0^{r_{\mathrm{max}}}}drr^3\}`$ (25)
The factor $`\mathrm{e}^{\nu (r=r_{\mathrm{max}})\nu (r=r_{\mathrm{max}};\mu =0)}`$ is chosen so that the proper length of the circle which corresponds to the period $`\beta =\frac{1}{T_H}`$ in the Euclidean time at $`r=r_{\mathrm{max}}`$ coincides with each other in the two solutions. Especially for $`k=2`$, we find in the limit of $`r_{\mathrm{max}}\mathrm{}`$

$$F=\frac{V_3}{\kappa ^2}r_H^2\left(\frac{r_H^2}{l^2}1\right).$$
(26)
When $`\frac{r_H^2}{l^2}>1`$, the free energy becomes negative: $`F<0`$, which tells that black hole spacetime is more stable than the pure AdS spacetime. That is, large black holes are stable but small ones are instable and there is a critical point at $`\frac{r_H^2}{l^2}=1`$, which is the famous Hawking-Page phase transition .

In $`c=0`$ $`R^2`$-gravity case, we find

$$F=\frac{V_3}{8}r_H^2\left(\frac{r_H^2}{l^2}\frac{k}{2}\right)\left(\frac{8}{\kappa ^2}\frac{320a}{l^2}\frac{64b}{l^2}\right),$$
(27)
which is similar to that in the Einstein gravity case (26) but there is a critical point (surface) at

$$\frac{8}{\kappa ^2}\frac{320a}{l^2}\frac{64b}{l^2}=0.$$
(28)
Therefore when $`\frac{8}{\kappa ^2}\frac{320a}{l^2}\frac{64b}{l^2}<0`$, small black hole is stable.

In case of the Gauss-Bonnet-Maxwell black hole case, we find

$`F`$ $`=`$ $`V_3\{3({\displaystyle \frac{2c}{l^4}}{\displaystyle \frac{1}{\kappa ^2l^2}})r_H^4`$ (29)
$`2\pi T_Hr_H({\displaystyle \frac{r_H^2}{\kappa ^2}}12c)\}.`$
Since we have two independent parameters $`\mu `$ and $`Q^2`$, $`r_H`$ can be independent of $`T_H`$. Then the critical line, where $`F=0`$, is given by

$$T_H=T_c\frac{3}{2\pi }\left(\frac{r_H^2}{\kappa ^2}6ck\right)^1\left(\frac{1}{\kappa ^2l^2}\frac{2c}{l^4}\right)r_H^3.$$
(30)
If $`T_H>T_c`$ and $`r_H^2>12c\kappa `$ (or, $`T_H<T_c`$ and $`r_H^2<12c\kappa `$), pure anti-de Sitter spacetime is more stable than the black hole spacetime. On the other hand, if $`T_H<T_c`$ and $`r_H^2>12c\kappa `$ (or, $`T_H>T_c`$ and $`r_H^2<12c\kappa `$), vice versa. In order to simplify the expressions, we (re)define the following parameters and the variables:

$$ϵ\frac{c\kappa ^2}{l^2},r_Hlr_H,T_H\frac{T_H}{l}.$$
(31)
Then the critical temperature $`T_c`$ is expressed as

$$T_c=\frac{3\left(12ϵ\right)r_H^3}{2\pi \left(r_H^212ϵ\right)}.$$
(32)
¿From the above expression (32), one gets:

* When $`ϵ<0`$ $`\left(<\frac{1}{2}\right)`$, $`T_c`$ is always positive. Then if $`T_H>T_c`$ $`\left(T_H<T_c\right)`$, the pure AdS (black hole) spacetime is more stable than black hole (pure AdS) spacetime.
* When $`0<ϵ<\frac{1}{2}`$, the critical temperature $`T_c`$ is positive when $`r_H^2>12ϵ`$ and there is a critical line, where if $`T_H>T_c`$ $`\left(T_H<T_c\right)`$, the pure AdS (black hole) spacetime is more stable than the black hole (pure AdS) spacetime. When $`r_H^2<12ϵ`$, $`T_c`$ is negative, then the black hole spacetime is always stable.
* When $`ϵ>\frac{1}{2}`$, if $`r_H^2>12ϵ`$, $`T_c`$ is negative and the pure AdS spacetime is more stable than the black hole spacetime. If $`r_H^2<12ϵ`$, $`T_c`$ is positive and if $`T_H>T_c`$ $`\left(T_H<T_c\right)`$, the black hole (pure AdS) spacetime is more stable than the pure AdS (black hole) spacetime.

The conceptual (not-exact) Hawking-Page phase diagrams are given by Figures 1, 2 and 3.

## 5. Negative Entropy?

In this section, based on the entropy, we investigate the relation between Schwarzschild-de Sitter black hole and Schwarzschild-anti de Sitter black hole.

In the spacetime with black hole, we put a boundary, which is a surface with constant $`r`$. On the boundary, one takes an action, which makes the variational principle well-defined (like Gibbons-Hawking term) and further makes the total action finite. Then we can define an energy-momentum tensor on the boundary and we can determine the mass $`M`$ ($`d=4`$):

$`E`$ $`=`$ $`M`$ (33)
$`=`$ $`{\displaystyle \frac{3l^2}{16}}V_3\left({\displaystyle \frac{1}{\kappa ^2}}{\displaystyle \frac{40a}{l^2}}{\displaystyle \frac{8b}{l^2}}{\displaystyle \frac{4c}{l^2}}\right)`$
$`\times \left(k^2+{\displaystyle \frac{16\mu }{l^2}}\right).`$
$`M`$ is thermodynamical energy $`E`$ .

By using the thermodynamical relation $`d𝒮=\frac{dE}{T}`$, in $`c=0`$ case, one arrives at

$$𝒮=\frac{dE}{T_H}=\frac{V_3\pi r_H^3}{2}\left(\frac{8}{\kappa ^2}\frac{320a}{l^2}\frac{64b}{l^2}\right)+𝒮_0.$$
(34)
Here $`S_0`$ is a constant of the integration. Then there might appear a natural question, that is, when

$$\frac{8}{\kappa ^2}\frac{320a}{l^2}\frac{64b}{l^2}<0,$$
(35)
is entropy negative? Even if $`S_00`$, the entropy becomes negative for the large (large $`r_H`$) black hole. We should note that $`l^2`$ ($`d=4`$) is given by solving Eq.(6) with $`d=4`$, which can be rewritten as

$`0`$ $`=`$ $`l^4+{\displaystyle \frac{12l^2}{\kappa ^2\mathrm{\Lambda }}}{\displaystyle \frac{80a+16b}{\mathrm{\Lambda }}}`$ (36)
$`=`$ $`\left(l^2+{\displaystyle \frac{5}{\kappa ^2\mathrm{\Lambda }}}\right)^2{\displaystyle \frac{36}{\kappa ^4\mathrm{\Lambda }^2}}{\displaystyle \frac{80a+16b}{\mathrm{\Lambda }}}.`$
Then if

$$\frac{36}{\kappa ^4\mathrm{\Lambda }^2}+\frac{80a+16b}{\mathrm{\Lambda }}0,$$
(37)
there are real solution of $`l^2`$:

$$\frac{1}{l^2}=\frac{\frac{6}{\kappa ^2}\pm \sqrt{\frac{36}{\kappa ^4}+\mathrm{\Lambda }(80a+16b)}}{80a+16b}.$$
(38)
Then from Figure 4, we find

1. When $`80a+16b>0`$ and $`\mathrm{\Lambda }>0`$, or $`80a+16b<0`$ and $`\mathrm{\Lambda }<0`$, one of the solutions of $`l^2`$ is positive but another is negative. Then there are two kind of solution, one is asymptotically anti-de Sitter and another is asymptotically de Sitter.
2. When $`80a+16b>0`$ and $`\mathrm{\Lambda }<0`$, $`l^2`$ is always positive. Both of two solutions express the asymptotically anti-de Sitter spacetime.
3. When $`80a+16b<0`$ and $`\mathrm{\Lambda }>0`$, $`l^2<0`$. Both of two solutions correspond to asymptotically de Sitter spacetime.

The expression of the entropy (34) can be applied even for asymptotically de Sitter spacetime by putting $`l^2=l_{\mathrm{dS}}^2<0`$. By the explicit expression of $`l^2`$ via $`\mathrm{\Lambda }`$, $`a`$, $`b`$, and $`\kappa ^2`$, we obtain

$$𝒮=\frac{V_3\pi r_H^3}{2}\left(\frac{16}{\kappa ^2}\sqrt{\frac{36}{\kappa ^4}+\mathrm{\Lambda }(80a+16b)}\right).$$
(39)
If we assume the entropy should be positive, we need to choose the lower sign $`+`$ in $`\pm `$ since the entropy always becomes negative if we choose the upper sign $``$. Even if one chooses the lower sign $`+`$, the entropy is not always positive but it becomes positive when

$$\frac{20}{\kappa ^4\mathrm{\Lambda }^2}+\frac{80a+16b}{\mathrm{\Lambda }}0.$$
(40)
Then we obtain the diagram in Figure 5.

In the Gauss-Bonnet case, we obtain

$$E=M=\frac{3l^2}{16}V_3\left(\frac{1}{\kappa ^2}\frac{12c}{l^2}\right)\left(k^2+\frac{16\mu }{l^2}\right)$$
(41)
and therefore

$$𝒮=\frac{V_3}{\kappa ^2}\left(\frac{112ϵ}{14ϵ}\right)\left(4\pi r_H^3+24ϵk\pi r_H\right)+𝒮_0,$$
(42)
Here $`ϵ\frac{c\kappa ^2}{l^2}`$ and the length parameter $`l^2`$ is given by

$$\frac{1}{l^2}=\frac{1}{4c\kappa ^2}\left(1\pm \sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}\right).$$
(43)
Then in order that $`l^2`$ is a real number, we have

$$c\mathrm{\Lambda }\frac{3}{2\kappa ^4}.$$
(44)
Then we find

1. When $`c\mathrm{\Lambda }>0`$, there exist two kind of solutions, one expresses asymptotically AdS spacetime and another expresses the asymptotically dS spacetime.
2. When $`c>0`$ and $`\mathrm{\Lambda }<0`$, both of two solutions expresses asymptotically AdS spacetime.
3. When $`c<0`$ and $`\mathrm{\Lambda }>0`$, both of solutions correspond to asymptotically dS spacetime.

Substituting the expression of $`l^2`$, we obtain

$`𝒮`$ $`=`$ $`{\displaystyle \frac{V_3}{\kappa ^2}}\left(3\pm {\displaystyle \frac{2}{\sqrt{1+\frac{2c\mathrm{\Lambda }\kappa ^4}{3}}}}\right)\left(4\pi r_H^3+24ϵk\pi r_H\right)`$ (45)
$`+𝒮_0.`$
Therefore when

$$c\mathrm{\Lambda }>\frac{5}{6\kappa ^4},$$
(46)
the entropy is always positive for both of solutions corresponding to the $`\pm `$ sign. Especially when $`c\mathrm{\Lambda }>0`$, both of solutions expressing asymptotically AdS and dS spacetime. Then we cannot exclude one of the solution from the viewpoint of the entropy.

## 6. Application to the brane cosmology

We now consider application of the Gauss-Bonnet gravity to the brane cosmology. Here we consider $`Q=0`$ case for the simplicity. In the bulk black hole spacetime in the Gauss-Bonnet gravity, the motion of the brane can be described by the Friedmann-like equation. One may employ the method developed in Ref. to derive the Friedmann equation. Then we obtain

$$H^2=\frac{𝒢^2}{^2}\frac{X(a)}{a^2}f(a),$$
(47)
where

$`𝒢`$ $`=`$ $`4\eta \pm {\displaystyle \frac{12X^{1/2}}{Y^{3/2}}}\left\{16ϵ^2\stackrel{~}{\mu }^2(4ϵ1)^2a^3\right\}`$
$`\eta `$ $``$ $`{\displaystyle \frac{6}{\kappa _g^2l}}\left(12ϵ1\right).`$ (48)
and

$`={\displaystyle \frac{48}{\kappa _g^2}}{\displaystyle \frac{24}{Y^{3/2}}}(5\left(2ϵ\stackrel{~}{\mu }(4ϵ1)\right)^2a^2`$
$`+6\left({\displaystyle \frac{\left(4ϵ1\right)^2}{4\kappa _g^4}}\right)^2a^6{\displaystyle \frac{9\left(4ϵ1\right)^3ϵ\stackrel{~}{\mu }}{2\kappa _g^4}}a^2),`$ (49)
$`X{\displaystyle \frac{k}{2}}+{\displaystyle \frac{a^2}{4ϵl^2}}\pm {\displaystyle \frac{Y^{1/2}\kappa _g^2}{2ϵl^2}},`$
$`Y2ϵ\stackrel{~}{\mu }(4ϵ1)+{\displaystyle \frac{(4ϵ1)^2}{4\kappa _g^4}}a^4.`$ (50)
Here we have defined the rescaled parameters: $`ϵ\frac{c\kappa _g^2}{l^2}`$ and $`\stackrel{~}{\mu }\frac{l^2\mu }{\kappa _g^4}`$. The standard FRW equations for 4-dimensions can be written as

$`H^2`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3}}\rho {\displaystyle \frac{k}{2a^2}},`$
$`\dot{H}`$ $`=`$ $`4\pi G\left(\rho +p\right)+{\displaystyle \frac{k}{2a^2}}.`$ (51)
Here, $`\dot{}`$ is the derivative with respect to cosmological time. Then $`\rho `$ and $`p`$ are

$`\rho `$ $`=`$ $`{\displaystyle \frac{3}{8\pi G}}\left(f(a)+{\displaystyle \frac{k}{2a^2}}\right)`$ (52)
$`p`$ $`=`$ $`{\displaystyle \frac{1}{8\pi G}}\left({\displaystyle \frac{k}{2a^2}}+af^{}(a)+3f(a)\right),`$ (53)
where  denotes the derivative with respect to $`a`$. Similarly, FRW equations from the bulk dS BH can be constructed (see ).

In case of $`a\mathrm{}`$, we obtain

$`\rho `$ $`=`$ $`{\displaystyle \frac{3}{8\pi G}}({\displaystyle \frac{1}{l^2}}(12ϵ1)^2(2\pm 3(4ϵ1))^2`$
$`{\displaystyle \frac{1}{4ϵl^2}}{\displaystyle \frac{4ϵ1}{4ϵl^2}}(1ϵ\stackrel{~}{\mu }{\displaystyle \frac{4\kappa _g^4}{(4ϵ1)a^4}}))`$
$`p`$ $`=`$ $`{\displaystyle \frac{1}{8\pi G}}({\displaystyle \frac{3}{l^2}}(12ϵ1)^2(2\pm 3(4ϵ1))^2`$ (55)
$`{\displaystyle \frac{3}{4ϵl^2}}{\displaystyle \frac{3(4ϵ1)}{4ϵl^2}}{\displaystyle \frac{1}{l^2}}\stackrel{~}{\mu }\kappa _g^4a^4).`$
When we choose the upper sign of $`\pm `$ and $``$, the expressions in (6.) and (55) are simplified as

$$\rho =\frac{3}{8\pi G}\frac{\stackrel{~}{\mu }\kappa _g^4}{l^2a^4},p=\frac{1}{8\pi G}\frac{\stackrel{~}{\mu }\kappa _g^4}{l^2a^4}.$$
(56)
Then the energy-momentum tensor is traceless ($`T_\mu ^\mu =\rho 3p=0`$.) and there should be CFT on the brane. On the other hand, if we choose the lower signs, we find the FRW equations with the cosmological term:

$`H^2`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3}}\rho _m{\displaystyle \frac{k}{2a^2}}+{\displaystyle \frac{\mathrm{\Lambda }}{3}},`$
$`\dot{H}`$ $`=`$ $`4\pi G\left(\rho +p\right)+{\displaystyle \frac{k}{2a^2}},`$ (57)
We can divide $`\rho `$ and $`p`$ into the sums of the contributions from the matter and those from the cosmological term:

$$\rho =\rho _m+\rho _0,p=p_m\rho _0,\rho _0=\frac{\mathrm{\Lambda }}{8\pi G}.$$
(58)
Then we obtain

$`\rho _0={\displaystyle \frac{3}{8\pi G}}\{{\displaystyle \frac{1}{l^2}}(12ϵ1)^2(512ϵ)^2`$
$`{\displaystyle \frac{12ϵ}{2ϵl^2}}\},`$
$`\rho _m={\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{\stackrel{~}{\mu }\kappa _g^4}{l^2a^4}},p_m={\displaystyle \frac{1}{8\pi G}}{\displaystyle \frac{\stackrel{~}{\mu }\kappa _g^4}{l^2a^4}}.`$ (59)
On the other hand, the energy-momentum tensor $`T_{\mu \nu }^m`$ of the matter is again traceless,

$$T_\mu ^{m\mu }=\rho _m3p_m=0.$$
(60)
Then the matter field should be CFT again.

We now consider the limit of $`a0`$ when $`2ϵ\stackrel{~}{\mu }(4ϵ1)>0`$.

$`\rho `$ $`=`$ $`3p`$ (61)
$`=`$ $`{\displaystyle \frac{3}{8\pi G}}\{{\displaystyle \frac{2k}{25}}`$
$`{\displaystyle \frac{21}{25}}{\displaystyle \frac{\kappa _g^2}{2ϵl^2}}(2ϵ\stackrel{~}{\mu }(4ϵ1))^{1/2}\}a^2.`$
Then the energy-momentum tensor is not traceless. Since $`\rho `$, $`p`$ $`a^2`$, this limit corresponds to the curvature dominant case. We now rewrite the FRW equation in the following form:

$`H^2`$ $`=`$ $`{\displaystyle \frac{8\pi G}{3}}\left(\rho _m{\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{k}{2a^2}}\right)+{\displaystyle \frac{\mathrm{\Lambda }}{3}}`$ (62)
$`=`$ $`{\displaystyle \frac{8\pi G}{3}}\stackrel{~}{\rho }{\displaystyle \frac{\stackrel{~}{k}}{2a^2}}+{\displaystyle \frac{\mathrm{\Lambda }}{3}}.`$
Here $`\stackrel{~}{\rho }`$ and $`\stackrel{~}{k}`$ can be regarded as the effective energy density and effective $`k`$:

$$\stackrel{~}{\rho }=\rho _m\frac{3}{8\pi G}\frac{k}{2a^2},\stackrel{~}{k}=0.$$
(63)
When $`k`$ is large, $`\stackrel{~}{\rho }`$ behaves as $`a^2`$.

When $`2ϵ\stackrel{~}{\mu }(4ϵ1)<0`$, $`X`$ in (6.), $``$ in (6.) and $`𝒢`$ in (6.) become complex at $`a=0`$, which may tell that there is a minimum of $`a`$ given by $`Y=0`$:

$$a=a_{\mathrm{min}}\left(\frac{8ϵ\stackrel{~}{\mu }}{(4ϵ1)}\right)^{\frac{1}{4}}\kappa _g.$$
(64)
When $`a=a_{\mathrm{min}}`$, we have

$`\rho `$ $`=`$ $`3p`$ (65)
$`=`$ $`{\displaystyle \frac{3}{8\pi G}}\{{\displaystyle \frac{2k}{81}}\left({\displaystyle \frac{2ϵ\stackrel{~}{\mu }}{(4ϵ1)}}\right)^{\frac{1}{2}}(2\kappa _g^2)^1`$
$`{\displaystyle \frac{77}{81}}{\displaystyle \frac{1}{4ϵl^2}}\}.`$
Then by dividing them into the contributions from the cosmological term and the matter, we find

$`\rho _0`$ $`=`$ $`{\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{77}{81}}{\displaystyle \frac{1}{4ϵl^2}},`$
$`\rho _m`$ $`=`$ $`{\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{2k}{81}}\left({\displaystyle \frac{2ϵ\stackrel{~}{\mu }}{(4ϵ1)}}\right)^{\frac{1}{2}}(2\kappa _g^2)^1`$
$`p_m`$ $`=`$ $`{\displaystyle \frac{1}{8\pi G}}{\displaystyle \frac{2k}{81}}\left({\displaystyle \frac{2ϵ\stackrel{~}{\mu }}{(4ϵ1)}}\right)^{\frac{1}{2}}(2\kappa _g^2)^1.`$ (66)
As a special case, we can consider the case of $`ϵ=1/4`$. Since

$$f(a)=\frac{k}{2a^2},$$
(67)
and $`f(a)=H^20`$, we find $`k0`$. In this case, the energy density and the pressure vanish: $`rho=0`$, $`p=0`$. If one put $`ϵ=1/4\delta ^2`$ and $`\delta `$ is small, the energy density and the pressure are given by

$`\rho `$ $`=`$ $`3p`$ (68)
$`=`$ $`\pm {\displaystyle \frac{3}{8\pi G}}{\displaystyle \frac{\kappa _g^2}{l^2}}\{{\displaystyle \frac{2l}{a^3}}({\displaystyle \frac{k}{2}}`$
$`+{\displaystyle \frac{a^2}{l^2}})^{1/2}{\displaystyle \frac{7}{a^2}}\}(2\stackrel{~}{\mu })^{1/2}\delta .`$
Then in the limit of $`a0`$, we have $`|\rho ||p|`$ and $`\rho a^3`$, which corresponds to “dust”. On the other hand, when $`a\mathrm{}`$, we find (if $`k0`$) $`\rho `$, $`pa^2`$, which tells curvature dominant. When $`k=2<0`$, $`a`$ has a minimum $`a=l`$.

More applications to the cosmology are given in . Especially the solution describing the bounce universe has been found.

## 7. Summary

We have obtained exact solutions in $`R^2`$-gravity when the action does not contain the term of the square of the Riemann tensor ($`c=0`$) and when the $`R^2`$-terms are the Gauss-Bonnet combination with the electromagnetic fields. We have also investigated the thermodynamics of the $`R^2`$-gravity and we have found that the entropy often becomes negative. The application to the brane cosmology is interesting and given in .

### Acknowledgement

This research is supported in part by the Ministry of Education, Science, Sports and Culture of Japan under the grant number 13135208. The author is especially indebted to the discussion with S.D. Odintsov and S. Ogushi. He is also very grateful for warm hospitality at GRG11 in Tomsk.


text:
# Dynamical Mean Field Theory of Double Perovskite Ferrimagnets

## I Introduction

The calculation of non-zero-temperature and dynamical properties, such as magnetic transition temperatures and conductivities, is a long-standing and difficult problem in materials theory, but one for which the recent theoretical development of the ’dynamical mean field’ method Georges96  offers a promising avenue for progress. This method, which allows an exact (in principle) treatment of local correlations has been recently used in combination with ’ab initio’ band calculations to estimate the transition temperatures of $`Fe`$ and $`Ni`$ Fe  , and in combination with a tight binding parametrization of band theory to elucidate the physics of the ’colossal’ magnetoresistance manganites Furukawa95 ; Millis96b ; Quijada98 ; Chattopadhyay00  and models of magnetic semiconductors Chattopadhyay01b ; Hwang02 .

In this paper we apply the method to study ferrimagnetic members of the ’double perovskite’ family of materials. These are compounds of chemical formula $`ABB^{}O_6`$, with $`A`$ an alkaline earth such as $`Sr`$, $`Ca`$ or $`Ba`$, and $`B,B^{}`$ two different transition metal ions. In the ferrimagnets of present interest the $`B`$ site is occupied by $`Fe`$ and $`B^{}`$ site by a member of the $`4d`$ or $`5d`$ transition metal series such as $`Re`$ or $`Mo`$. The double perovskite family of materials have long been known Sleight68  but the ferrimagetic members listed above have become the subject of recent interest Kobayashi98 ; Terakura99 ; Sarma00 ; Gopalakrishnan00 ; Ray01  because they seem to be to be metallic (except perhaps in the $`Ca`$ case Gopalakrishnan00  ferrimagnets with magnetic transition temperatures greater than room temperature and apparently highly spin-polarized conduction bands, raising the possibility of interesting device applications as ’spin valves’ spinvalve , elements in magnetic information storage systems media  and as sources of spin polarized electrons for spintronic applications spintronic .

The materials are also of fundamental interest, because their physics and materials science are far from understood. For example, apparently minor changes in chemical composition or processing conditions can change the electrical behavior from metallic to insulating, or the magnetic transition temperature from $`400K`$ to $`200K`$. More generally, the materials provide examples of novel behaviors associated with partial filling of transition metal $`4d/5d`$ shells, which have been little studied in comparison to the $`3d`$ transition metal series TokuraRMP . Further, the specific materials we wish to study are believed to be half metallic ferrimagnets, but the obvious strong interaction which could give rise to half metallicity (a Hunds coupling on the $`Fe`$) exists on only one of the two sites, unlike the situation in the somewhat analogous CMR materials. Thus behavior arising from the interplay of magnetic order and carrier motion may be different. Finally, the origin of the magnetism is not settled. A natural guess is that it is due to the strong Hunds coupling on the $`Fe`$ site, but other interactions have been proposed to be important Sarma00

In this paper we present a model for the low (less than, say $`3eV`$) lying electronic states, which are important for transport and magnetism. Our model consists of a tight binding description of the bands, which we derive from previously published first principles calculations Terakura99 ; Sarma00  and general arguments, and a local interaction (namely a Hunds coupling on the $`Fe`$ site). The key physical assumption made in our model is that the magnetism is driven by the strong Hunds coupling on the $`Fe`$ site. Important technical issues include the two dimensional nature of the underlying band structure and the multiorbital nature of the material. We solve the model in the dynamical mean field approximation, and from our solution determine the magnetic transition temperature and optical conductivity, and attempt to determine the general materials aspects which control $`T_c`$. This paper supercedes a previous paper Chattopadhyay01a , in which the model Hamiltonian used did not provide an adequate approximation to the underlying band structure.

## II Material and Model

### II.1 Material

Double perovskite systems form in the $`ABB^{}O_6`$ crystal structure which generalizes the $`ABO_3`$ perovskite structure familiar from ferroelectrics, high temperature superconductors and the ’colossal’ magnetoresistance rare earth manganites by having two different $`B`$ site ions. In the double perovskite materials of interest here, $`A`$ is an alkaline earth such as $`Sr`$, $`Ca`$ or $`Ba`$ and the $`B,B^{}`$ sites form a rocksalt structure, i.e. a simple cubic lattice with a doubled unit cell and one sublattice occupied by $`Fe`$ and the other by a transition metal from the $`4d`$ or $`5d`$ series such as $`Mo`$ or $`Re`$. The crystal fields and atomic energetics are such that the formal valences correspond to $`Fe`$ with a half filled, maximally polarized $`d`$-shell while the $`Mo/\mathrm{Re}`$ has one or two d electrons distributed over the $`t_{2g}`$ levels Sleight68 ; Terakura99 ; Sarma00 . We will focus on electronic states arising from the transition metal d-levels.

### II.2 Hamiltonian

#### II.2.1 Overview

The Hamiltonian describing the low lying, electronically active degrees of freedom may be written as the sum of a ’hopping’ part arising from the band structure and an interaction part:

$$H=H_{band}+H_{int}$$
(1)
The relevant portions of the calculated Terakura99 ; Sarma00  band structure involve three bands (degenerate in the ideal double perovskite structure) arising from the three transition metal $`t_{2g}`$ levels $`d_{xy,yz,xz}`$ To a high degree of accuracy these three bands do not hybridize with each other and the physics is therefore described by a three-fold degenerate tight binding model. The planar character of the $`t_{2g}`$ levels implies that the tight binding model has an interesting two dimensionality, which may be summarized as follows. The $`d_{xy}`$ orbital on a $`Fe`$ site hybridizes via a matrix element $`t_1`$ with the $`d_{xy}`$ levels on the four nearest neighbor ($`Mo/Re`$), sites in the same plane and via a much smaller matrix element $`t_3`$ to the four nearest $`Fe`$ ions also in the same plane. The hopping in the third direction is negligible, because of the planar character and $`xy`$ orbital symmetry of the $`d_{xy}`$ wave function. The $`d_{xy}`$ orbital on a $`Mo/\mathrm{Re}`$ site hybridizes with the four in-plane near neighbor $`Fe`$ sites via the same hopping matrix element $`t_1`$ and with the four in-plane second nearest neighbor ($`Mo/\mathrm{Re})`$ sites, via another matrix element $`t_2,`$ which is not particularly small, because of the more spatially extended character of the $`d`$-electrons in $`4d/5d`$ orbitals. Further neighbor hoppings are also found to be important in other $`t_{2g}`$-based $`4d`$ systems such as $`Sr_2RuO_4`$ Ruthenateband .

It is natural to assume that the magnetic character of the material derives from the strongly magentic nature of the $`Fe`$ ion and we therefore assume that the dominant interaction arises from the strong atomic Hunds coupling of the $`Fe`$.

#### II.2.2 Hopping Hamiltonian

To write the Hamiltonian explicitly we focus the cubic lattice of $`B,B^{}`$ sites in the underlying single perovskite structure, labelling these sites by $`i`$ and the operator creating an electron into orbital $`a(=xy,yz,xz)`$ and spin $`\sigma `$ by $`c_{a,i,\sigma }^+`$. Although we refer to this orbital as a $`{}_{}{}^{}d`$-orbital’ it in fact represents a hybrid, composed mainly of transition metal $`d`$ and oxygen $`p`$ orbitals, of the correct local symmetry. We introduce a nearest neighbor ($`FeMo/\mathrm{Re}`$) hopping $`t_1`$ and two second neighbor (same sublattice) hoppings $`t_2`$ and $`t_3`$ representing $`MoMo`$ or $`FeFe`$ hoppings respectively. As noted above we expect that $`t_2`$ corresponding to to $`MoMo`$ hopping is relatively large, because of the larger spatial extent of the $`4d/5d`$ orbitals while $`t_3`$ is essentially negligible. To obtain the conductivity we couple in the electric field by using a vector potential and the Peierls phase ansatz. This approximation has been shown to be accurate in other transition metal oxide contexts Ahn00 ; Millis01a .Thus the hopping portion of the Hamiltonian is the sum of three identical tight binding models, one for each orbital. The Hamiltonians take the general form (note that the first sum runs over all lattice sites, the second over the $`B^{}`$ (non-Fe) and the third over the B (Fe) sites, while $`\delta _a`$ labels the in-plane direction relevant to orbital $`a`$ and we have set the electric charge $`e`$ and the speed of light $`c`$ equal to unity)

$`H_{band}=`$ $`{\displaystyle \underset{a,i,\delta _a,\sigma }{}}(t_{1,a}e^{i𝐀\delta _a}c_{a,i,\sigma }^+c_{a,i+\delta _a,\sigma }+H.c.)`$
$`{\displaystyle \underset{a,iB^{},\delta _a^{}}{}}(t_{2,\alpha }e^{i𝐀\delta _a^{}}c_{i,a,\sigma }^+c_{i+\delta _a^{},a,\sigma }+H.c)`$ (2)
$`{\displaystyle \underset{a,iB,\delta _a^{}}{}}(t_{3,\alpha }e^{i𝐀\delta _a^{}}c_{i,a,\sigma }^+c_{i+\delta _a^{},a,\sigma }+H.c)`$
$`H_{band}`$ implies an interesting band structure, which is most plainly revealed by writing $`H_{band}`$ in momentum space in a matrix notation where the upper left entry corresponds to $`Fe`$ and the lower right to $`Mo`$, thus if $`A=0`$ we have, for the $`xy`$ orbitals

$`H_{band,xy}`$ $`[A=0]=`$ (3)
$`\left(\begin{array}{cc}0& 2t_1\left(\mathrm{cos}p_x+\mathrm{cos}p_y\right)\\ 2t_1\left(\mathrm{cos}p_x+\mathrm{cos}p_y\right)& 4t_2\mathrm{cos}p_x\mathrm{cos}p_y\end{array}\right)`$ (6)
where we have set the $`FeMo`$ distance to unity and the momenta are restricted to the reduced Brillouin zone $`\left|p_x\right|+\left|p_y\right|<\pi .`$

#### II.2.3 Interaction

The most important interaction effect constrains the occupancy of the $`B`$ ($`Fe)`$ site. The formal valence of $`Fe`$ is $`d^5`$ and the strong Hunds coupling characteristic of $`Fe`$ (and found in the local spin density approximation to band theory) means that in the $`d^5`$ configuration all of the $`Fe`$ $`d`$-electrons are aligned, leading to a filled, completely spin-polarized $`d`$-shell. Two charge fluctuation processes are possible: $`Fed^5Fed^4`$ or $`Fed^5Fed^6`$ The strongly stable nature of the filled d-shell implies that the $`d^5d^6`$ process is dominant. To express this physics we introduce a strong Hunds coupling on the $`B`$ ($`Fe`$) site, expressing the fact that in the ground state the $`Fe`$ is in the $`d^5`$ maximal spin configuration, and an energy splitting parameter $`\mathrm{\Delta }`$ expressing the differing electronegativities of the $`B`$ and $`B^{}`$ sites. Thus we write

$`H_{int}=`$ $`J{\displaystyle \underset{a,iB\alpha \beta }{}}\stackrel{}{S}_ic_{a,i,\alpha }^+\stackrel{}{\sigma }_{\alpha \beta }c_{a,i,\beta }+`$
$`{\displaystyle \underset{a,iB^{},\sigma }{}}\mathrm{\Delta }^ac_{a,i,\sigma }^+c_{a,i,\sigma }`$ (7)
For the calculations presented in this paper we will specialize to cubic symmetry, so the $`\mathrm{\Delta }`$ are the same for all three orbitals, but this restriction may easily be lifted. The energy scale relevant for the $`Fed^5Fed^6`$ valence fluctuation is $`J\mathrm{\Delta }.`$ Examination of published band structures Terakura99 ; Sarma00  indicates that $`J\mathrm{\Delta }1eV`$ while the $`d^5d^4`$ process has a much larger energy of $`\left|J+\mathrm{\Delta }\right|5eV.`$ In a fully spin polarized ground state, the interaction terms simply become level shifts, $`\mathrm{\Delta }_{maj}=J+\mathrm{\Delta }`$ and $`\mathrm{\Delta }_{min}=J+\mathrm{\Delta }`$ for the majority and minority spin bands. Transitions onto the majority-spin $`Fe`$ orbital involve very large energies, so to simplify the calculations at $`T>T_c`$ we will take the limit $`J+\mathrm{\Delta }\mathrm{}`$ with $`J\mathrm{\Delta }`$ fixed. We henceforth refer to the quantity $`J\mathrm{\Delta }`$ as $`\mathrm{\Delta }`$. Because the local spin density approximation may not be accurate for strongly interacting systems such as the double perovskites, we will consider a range of $`\mathrm{\Delta }`$ here.

Other authors Ray01  have argued that an additional Hunds-type coupling on the $`B^{}`$ site is important. Technical limitations prevent us from treating such an interaction accurately, so we do not include it here.

#### II.2.4 Discussion: T=0 Band structure, ferromagnetic case

Eq 3 may be thought of as describing two bands of electrons: one on the $`Fe`$ sites, with ’intrinsic’ bandwidth set by $`t_3`$ and one on the non-$`Fe`$ sites, with ’intrinsic’ bandwidth set by $`t_2`$. The two bands hybridize via the overlap $`2t_1\left(\mathrm{cos}p_x+\mathrm{cos}p_y\right)`$. We see immediately that the hybridization vanishes along the line $`\mathrm{cos}p_x+\mathrm{cos}p_y=0`$ which also contains the van Hove points $`0,\pi `$ and $`\pi ,0`$ at which the density of states of the two individual bands diverges. Near these points a complicated structure including divergences in the density of states is expected.

The full density of states and the projection of this density of states onto the $`Fe`$ orbitals are shown in the upper panels of Fig. 1 for parameters $`t_1=0.25`$ eV, $`t_2=0.15eV`$, $`t_3=0.03eV`$ (note that most of the majority spin $`Fe`$ density of states is at a low energy outside the range of this plot). Comparison of this density of states to the published band theory results Terakura99 ; Sarma00  shows that these parameters reproduce the band density of states accurately. The main difference is that if the $`J`$ and $`\mathrm{\Delta }`$ are adjusted to correctly reproduce the minority spin band, then the upper (non-$`Fe`$-portion of the majority spin band is positioned about $`0.5eV`$ too low in energy. The extra shift in the majority spin $`Mo`$ orbitals must be attributed to a Hunds coupling on the non-Fe site, not included here.

The two features seen in our calculated density of states near $`0.5eV`$ arise from states in the vicinity of the van Hove points $`(0,\pi )`$ and $`(\pi ,0)`$ where the hybridization vanishes and the $`B`$ and $`B^{}`$ sites have energy $`\mathrm{\Delta }+4t_30.4eV`$ and $`4t_20.6eV`$ respectively, whereas the peak at $`\omega =0`$ arises from the van Hove point $`(\pi /2,\pi /2)`$ of the $`B^{}`$ (non-Fe) band, where as noted above the hybridization to the $`Fe`$ vanishes.

Formal valence arguments indicate that the material contains one or two d-electrons beyond the filled shell $`Fed^5`$ $`Re/Mod^0`$ configuration. Fig 1 shows that for the band theory parameters, these carriers go into states with only a small admixture of $`Fe`$. The physics behind this result is that for this sign of $`t_2`$ the strongly hybridized states near $`p_x=p_y=0`$ are at the bottom of the band described by the $`t_2`$only term in $`H_{band}`$, and are pushed further away from the $`Fe`$ states by usual level repulsion, leading to a mainly non-Fe character of the lowest states. For $`n1`$ ($`Re`$) only the minority spin band is occupied (the majority spins occupy low-lying $`Fe`$ states off of the plotted scale). However, for $`n=2`$ within this approximation, chemical potential is $`\mu _20`$ and the majority spin band is somewhat occupied, so the material is not a ’half-metal’ in this approximation. These features will be seen to be of importance for the calculated transition temperature and optical conductivity.

It is interesting to consider a contrasting set of parameters, for which the level repulsion argument works in the opposite manner. If $`t_2`$ has an unphysical (negative) sign and $`\mathrm{\Delta }`$ is near $`0`$ then the low lying states of the $`t_2`$-band do not mix with the $`Fe`$ states, which are pushed downwards by hybridization with the higher-lying $`Re/Mo`$ levels, leading to low-lying states of mainly $`Fe`$ character, as shown in Fig 2.

### II.3 Conductivity

The current operator $`\widehat{J}=\delta H/\delta A`$ Millis01a . For electric field in the $`x`$ direction the $`xy`$ and $`xz`$ orbitals contribute, thus $`J_x=J_{x,xy}+J_{x,xz}`$ with $`\delta _x`$ the lattice vector in the $`x`$ direction and $`\delta ^{}`$ labelling the four ’second neighbor’ lattice vectors ($`\delta ^{}=\pm (\delta _x\pm \delta _y))`$ so by expanding Eq 2 in powers of $`A`$ we obtain

$`J_{x,xy}(A)`$ $`=`$
$`{\displaystyle \underset{i,\pm \delta _x,\sigma }{}}(i\delta _xt_{1,a}e^{i𝐀\delta }c_{xy,i,\sigma }^+c_{xy,i+\delta _x,\sigma }H.c.)`$ (8)
$`{\displaystyle \underset{iB^{},\delta _a^{}}{}}(it_{2,\alpha }(\delta ^{}\widehat{𝐱})e^{i𝐀\delta _a^{}}c_{i,a,\sigma }^+c_{i+\delta _a^{},a,\sigma }H.c)`$
The expectation value of the term in $`J`$ proportional to $`A`$ gives the total oscillator strength, $`S(\mathrm{})=\frac{2}{\pi }_0^{\mathrm{}}𝑑\omega \sigma _1(\omega )`$ in the conduction band contribution to the optical conductivity (see Maldague77 ; Quijada98 ; Millis01a  for details). Restoring units we have ($`a`$ is the $`FeMo/\mathrm{Re}`$ distance, the sum rule is conventionally defined in terms of the conductivity per unit volume and the factor of two comes from the $`xy`$ and $`xz`$ orbitals, whose contributions to the expectation values are identical in cubic symmetry)

$`S(\mathrm{})=`$ $`{\displaystyle \frac{2e^2}{a}}{\displaystyle \underset{i,\pm \delta _x,\sigma }{}}(t_{1,a}c_{xy,i,\sigma }^+c_{xy,i+\delta _x,\sigma }+H.c.)`$ (9)
$`+{\displaystyle \underset{iB^{},\delta _a^{}}{}}(t_{2,\alpha }c_{i,a,\sigma }^+c_{i+\delta _a^{},a,\sigma }+H.c)`$
The conductivity is

$$\sigma (\mathrm{\Omega })=\frac{S(\mathrm{})2\chi _{jj}(\mathrm{\Omega })}{i\mathrm{\Omega }}$$
(10)
with $`\chi _{jj}`$ the usual Kubo formula current-current correlation function evaluated using $`J_x(A=0)`$ (Eq 8) and again the factor of two represents the orbital degeneracy.

## III Method of Evaluation

### III.1 Overview

To evaluate the properties of $`H`$ we use the dynamical mean field method Georges96 ; Chattopadhyay00  This method is extensively described and justified elsewhere, and is relevant here because the principal interactions are local. In brief the central approximation is that the electron self energy, $`\mathrm{\Sigma }`$, is momentum independent. In this circumstance the physics may be derived from a local theory which may be viewed as a quantum impurity model combined with a self consistency condition. The application to the double perovskite systems requires some discussion. In these systems the unit cell contains two sites, each site contains three orbitals and there are two choices of spin, so the local theory has twelve degrees of freedom. However, the problem may be simplified. First, the three orbitals ($`d_{xy}`$ etc) are coupled only via the interaction. Second, the interaction exists only on the $`Fe`$ site, so that we may formally integrate out the electrons on the non-$`Fe`$ ($`B^{}`$) site, defining a single-orbital model with the inverse $`Fe`$ ($`(B)`$-site Green function for e.g. the $`xy`$ orbitals viz

$`G_{BB}^{xy,band}(p,\omega )^1=\omega {\displaystyle \frac{4t_1^2\left(\mathrm{cos}(p_x)+\mathrm{cos}p_y\right)^2}{\omega +\mathrm{\Delta }^{xy}4t_2(\mathrm{cos}(p_x)\mathrm{cos}(p_y))}}`$ (11)
We measure momenta in units of $`\pi /a`$ where $`a4\stackrel{̊}{A}`$ is the distance from a $`B`$ to a nearest neighbor $`B^{}`$ site. The two dimensional Brillouin zone is defined by $`\left|p_x+p_y\right|<\pi `$.

The physics is then described by a three-orbital local theory given by the partition function $`Z_{loc}=𝒟c^+c\mathrm{exp}[S_{loc}]`$ with an action $`S_{loc}`$ which we write in the Matsubara frequency representation as

$$S_{loc}=T\underset{\omega }{}Tr[c_{a\alpha }^+(\omega )\left(𝐚_{\alpha \beta }^{ab}(\omega )J𝐒\sigma _{\alpha \beta }\right)c_{a\beta }(\omega )]$$
(12)
involving fields $`c_{a\alpha }`$ and specified by a tensor mean field function $`𝐚`$ which has orbital ($`ab`$) and spin ($`\alpha \beta `$) indices (the trace is over the spin and orbital indices). The mean field function is fixed by the condition that the Green function defined from $`S_{loc}`$,

$$𝐆_{loc}(\tau )=\frac{\delta \mathrm{ln}Z_{loc}}{\delta 𝐚(\tau )}=\left(𝐚𝚺\right)^1$$
(13)
is equal to the local Green function defined by integrating Eq 11 over momenta using the self energy defined by Eq 13 i.e.

$$G_{loc}^{xy}(\omega )=\frac{d^2p}{(2\pi )^2}G_{BB}^{xy,band}(p,\omega \mathrm{\Sigma })$$
(14)
and the integral is over the Brillouin zone defined above.

Substitution of Eqs 12 13 into Eq 14 yields explicit equations which are solved numerically by iteration.

### III.2 Calculation of T<sub>c</sub>

We calculate the ferromagnetic transition temperature by decomposing the mean field function $`𝐚`$ into non-magnetic ($`a_0`$) and magnetic $`(a_1`$) parts

$$𝐚=a_0^a+a_1^a𝐦\sigma $$
(15)
and linearizing in $`a_1`$. We take the magnetization direction $`𝐦`$ to be parallel to $`z`$ and take the limit $`J\mathrm{}`$ so that after integrating out the fermions and redefining $`aa+J`$ we obtain ($`\mathrm{cos}(\theta )`$ is the dot product between the direction of the core spin and of the magnetization)

$$S_{imp}=Tr\mathrm{ln}\left[a_0^a(\omega )+a_1^a(\omega )\mathrm{cos}(\theta )\right]$$
(16)
where the $`Tr`$ is over the frequency index and the orbital degree of freedom.

The Green function of the impurity model becomes

$$G_{imp}^a(\omega )=\frac{1}{2}\frac{1\widehat{S}\stackrel{}{\sigma }}{a_0a_1\mathrm{cos}(\theta )}$$
(17)
where the expectation value is over the directions of the ’core spin’ $`S`$.

In the paramagnetic phase $`a_1=0`$. Expanding near the magnetic transition (assumed second order) yields

$$G^{imp}(\omega )=\frac{1}{2a_0}\left(1\left(m+\frac{a_1}{3a_0}\right)\sigma _z\right)$$
(18)
with $`m=<\mathrm{cos}\theta >`$so that

$$\mathrm{\Sigma }(\omega )=a_0\left(2a_0m\frac{a_1}{3}\right)\sigma _z$$
(19)
At $`T>T_c`$ $`m=a_1=0`$ and substitution of Eqs 19, 18 into Eq 14 yields

$$\frac{1}{2a_0(\omega )}=I_1(\omega ,a_0(\omega ))$$
(20)
where the $`n^{th}`$ order integral $`I_n`$ is given by

$$I_n=\frac{d^2p}{\left(2\pi \right)^2}\left(G_{22}(\omega )\right)^n$$
(21)
This equation is solved numerically by iteration for a sufficiently dense set of frequency points (typically frequency spacing $`0.04t_1`$). Once a solution for $`a_0`$ is obtained we may linearize Eq 14 in the magnetic part of the self energy and local Green function, obtaining

$$\frac{m}{2a_0}\frac{a_1}{6a_0^2}=I_2(\omega ,a_0(\omega ))\left(2a_0m+\frac{a_1}{3}\right)$$
(22)
where

$$m=<\mathrm{cos}\theta >=\underset{\omega ,a}{}\frac{a_1^a}{3a_0^a}$$
(23)
Solving for $`a_1`$ and then using this to obtain an expression for $`m`$ yields a self consistent equation for $`T_c`$ which in the limit of cubic symmetry becomes

$$1=\underset{n}{}\frac{14a_0^2I_2}{1+2a_0^2I_2}=\underset{n}{}\left[2+\frac{9}{1+2a_0^2I_2}\right]$$
(24)
It turns out that the transition temperatures are low compared to the other scales of the model so that that one may recast this equation via analytical continuation to the real axis as ($`\mu `$ is the chemical potential corresponding to the desired carrier density)

$$T_c=_{\mathrm{}}^\mu \frac{d\omega }{\pi }\mathrm{Im}\left[\frac{9}{1+2a_0^2I_2}\right]$$
(25)
## IV Results and Discussion

We have calculated the magnetic transiton temperature from Eq. 25, finding that for the parameters used to construct Fig. 1 (and which are the ones following from band theory) $`n=1`$ ($`\mathrm{Re}`$ case) $`T_c110K`$ and that for $`n=2`$ ($`Mo`$ case) the ground state is not ferromagnetic. These calculated values are in sharp disagreement with the experimental values $`T_c400K`$ for both $`n=1`$ and $`n=2`$. The relatively small values of $`T_c`$ found for $`n=1`$ in this calculation may be understood from the density of states, which shows that the low-lying states lie mainly on the $`nonFe`$ sites, which are far displaced in energy from the magnetic site and therefore do not hybridize strongly with it, so the effective carrier-spin interaction is not strong. That the $`n=2`$ is non-magnetic may be understood by combining the results of Chattopadhyay00  with the observation that the band structure is effectively two dimensional. In the extreme weak coupling limit, the nature of the magnetic ground state is determined by the wave vector at which the susceptibility is maximal. For the two dimensional band structures considered here this maximum is not at $`q=0`$. Ref Chattopadhyay00  showed that in the DMFT approximation, increasing the carrier-spin coupling increased the range in which ferromagnetism existed, but that as band filling is increased, a transition to an antiferromagnetic state generically occurs, and gets pushed to the half-filled band only for $`J`$ of the order of the bandwidth. These effects are more pronounced for the two dimensional band structure we consider.

The relative weakness of the virtual $`\mathrm{Re}/MoFe`$ transitions is reflected in the temperature dependence of the many-body density of states, shown for the ’band’ parameters in the lower panel of Fig. 1. Comparing these we see that disordering the $`Fe`$ spins leads to a slight narrowing of the bands, but the larger ($`30\%`$) band narrowing effects found in $`CMR`$ manganites Millis96b  are not observed for these parameters.

To understand the behavior of the model in more detail we have evaluated the predicted ferromagnetic transtion temperatures for wide range of model parameters. The results are summarized in the two panels of Fig. 3 which show via contour plots the values of $`T_c`$ predicted by the method. The contours are spaced approximately $`100K`$ apart, and the black regions indicate the areas in which the calculated $`T_c`$ vanishes. It is seen that in order to obtain a reasonably high transition temperature, especially for the $`n=2`$ band filling, one must choose the parameter $`t_2`$ to have the opposite sign from the physical one. The reason for this behavior is reveal by Fig. 2, which shows the density of states for parameters which maximize the $`n=2`$ $`T_c`$. The low-lying states for this case are seen to be of mainly $`Fe`$ character, because the level repulsion argument which pushed down the non-$`Fe`$ states for the LSDA parameters is not operative here.

We have also calculated the optical conductivity for various model parameters. Results obtained using the LSDA parameters are shown in Figs. 4 ($`Re`$-case, $`n=1`$) and fig. 5 ($`Mo`$-case, $`n=2`$). One would in principle expect two classes of transitions: a ’Drude’ peak centered at $`\omega =0`$ involving motion of electrons near the Fermi surface and an interband transition involving moving an electron from a $`Re/Mo`$ to a $`Fe`$. Our calculations indicate that for the tight binding parameters corresponding to the LSDA calculation, the interband feature is very weak, indeed not visible in the Figure again demonstrating the weakness of the $`FeMo`$ coupling for these parameters. We observe that the ’Drude’ part has a distinctly non- Drude form, which arises because in our calculation the scattering processes couple to the ’B’ ($`Fe`$) site only; although the regions of momentum space where the hybridization vanishes are of measure zero, they do lead to a frequency dependence of the scattering rate which explains the peculiar form. We also note that the main cause of the changes in conductivity and oscillator strength between $`T=0`$ and $`T=T_c`$ is the change in band filling, which leads to a change in optical matrix element. In the paramagnetic state one has three bands, each with a two-fold spin degeneracy, corresponding to a filling of $`n/6`$ (n=1,2 is the particle density), so the relevant states are quite close to the bottom of the band where the optical matrix element is small. In the ferrimagnetic state for $`n=1`$ one loses the spin degeneracy, so one has three bands each filled to a higher level, so with a correspondingly higher fermi velocity and optical matrix element, whereas for the $`n=2`$ case the temperature induced shift corresponds to a change from $`1/3`$ to $`2/3`$ filled band, with much smaller change in optical matrix elements. The temperature dependent change in the oscillator strength is therefore much less. As noted above, in the ferrimagentic case for $`n=2`$ one has a small filling of the majority spin band, leading to a small additional contribution to $`\sigma `$, shown as the dot-dashed line in Fig. 5.

The conductivity corresponding to the parameters which maximize $`T_c`$ (Fig 2) is shown in Fig. 6. We see that the different electronic structure leads to a different optical conductivity: the Drude absorbtion is weaker, and a peak corresponding to excitation of carriers from $`Fe`$ to $`Re/Mo`$ is evident.

The conductivity of $`Sr_2FeMoO_6`$ has been measured by Jung and co-workers Jung02 . These authors found a conductivity which was of roughly the Drude form, (albeit with a rather larger scattering rate than we have used) but additionally has a weak kink at a frequency of approximately $`0.6eV`$. It is interesting to speculate that this kink is a signature of the ’interband’ feature which we found only for the ’antiphysical parameters. A more detailed experimental investigation of the band structure may be warranted.

## V Conclusions

We have used the dynamical mean field method to determine the ferromagnetic transition temperature, density of states and optical conductivity of a model representing key physics (two dimensionality of band structure and strong on-site interaction on $`Fe`$ site) of the double perovskite ferrimagnets $`Sr_2Fe(Mo/\mathrm{Re})O_6`$. Our method can easily be generalized to include the effects of mis-site disorder, or lattice distortions which split the $`t_{2g}`$ levels. However, such generalization is not immediately warranted because the calculated transition temperatures are, at least for the parameters following from band structure calculations, in qualitative disagreement with experimental data–in particular, the calculation predicts that $`Sr_2FeMoO_6`$ is not ferrimagnetic,whereas experiment indicates that it is with a $`T_c`$ is excess of $`400K`$, and underpredicts the $`T_c`$ of $`Sr_2Fe\mathrm{Re}O_6`$ by a factor of almost 4.

The essential reason for this was found to be that the band theory parameters imply that the mobile carriers reside mainly on the $`nonFe`$ sites, and hybridize weakly with these sites. Optical conductivity signatures of the weak hybridization were demonstrated. The calculation indicates that transition temperatures would be substantially raised if parameters are used for which the added carriers are largely on the $`Fe`$ sites. An alternative possibility is that an interaction omitted from the model is crucially important; in particular that the magnetism should not be regarded as arising from correlations on the $`Fe`$ site, but should isntead be thought of more as a Stoner instability of the band arising from the $`Re/Mo`$ states. The additional interaction proposed in Ray01  would tend to produce this physics and an important next step would be to extend the methods developed here to the treatment of this case.

Acknowledgements: This work was supported by the University of Maryland/Rutgers MRSEC (AJM and AC) and NSF-DMR-00081075 (KP) and DARPA contract no. DAAD19-01-C-0060 (AC). We thank B. G. Kotliar, S. Ogale, H.D. Drew, B. A. Jones and S. Cheong for helpful conversations.


text:
# Instability of two interacting, quasi-monochromatic waves in shallow water

## Abstract

We study the nonlinear interactions of waves with a doubled-peaked power spectrum in shallow water. The starting point is the prototypical equation for nonlinear uni-directional waves in shallow water, i.e. the Korteweg de Vries equation. Using a multiple-scale technique two defocusing coupled Nonlinear Schrödinger equations are derived. We show analytically that plane wave solutions of such a system can be unstable to small perturbations. This surprising result suggests the existence of a new energy exchange mechanism which could influence the behaviour of ocean waves in shallow water.

The propagation of multiple wave-train systems in shallow water has historically received less attention than the propagation of one single wave-train. Nevertheless, experimental studies carried out by Thompson THOM  in representative sites near the coasts of the United States reveal that in $`65\%`$ of the analyzed data, ocean wave spectra show two or more separated peaks in the frequency domain THOM , SMITH92 . In this framework, experimental work in the laboratory has been performed by Smith and Vincent SMITH92 . They propagated irregular wave trains with two distinct spectral peaks in a wave flume with 1:30 slope for different values of the peak frequency and significant wave height. From a physical point of view, this condition mimics the interaction of two wave regimes, a “swell” and a “sea”, propagating in the same direction toward shore in shallow water. Their major observation was a decay of the higher frequency peak along the flume. They hypothesized three possible explanations for such experimental results: (i) resonant interactions among waves, (ii) bottom friction that acts differently for the two dominant wave peaks, (iii) breaking of the shorter waves enhanced by the presence of the longer waves. More recently, using a higher order Boussinesq model, Chen et al. CHEN97  have shown that inclusion of nonlinear interactions, without invoking bottom friction or wave breaking, is sufficient to account for the decay of the high frequency peak . Even though these numerical simulations of the Boussinesq equation qualitatively reproduce the experimental results, the basic physical mechanisms of interaction of wave trains with double peaked spectra in shallow water are far from being completely understood.

In this paper we discuss a fundamental instability that occurs between two quasi-monochromatic interacting wave-trains. Furthermore, the focus herein is not to attempt to model ocean waves but instead to study leading order effects using the simplest weakly nonlinear and dispersive model in shallow water, i.e. the Korteveg-de Vries (KdV) equation. A great deal of progress in understanding wave propagation in shallow water has been achieved by investigating the KdV equation, which can be considered as the basic weakly nonlinear model for unidirectional shallow water waves. The analytical properties of KdV (it is integrable by the Inverse Scattering Transform ABLSEG ) have improved basic knowledge of the nonlinear dynamics of water waves MEI , OSB1 , OSB2 ,OSB3 . In particular after the seminal work by Zabusky and Kruskal ZAB , extensive studies have been carried out on the evolution of a sine wave in shallow water (see for example MEI ). However, less attention has been paid to the evolution of two monochromatic waves with different wave-numbers. The subject of this Communication is therefore an investigation of the basic nonlinear interaction that may take place between two separated narrow-banded wave spectra in shallow water. To this aim, under suitable assumptions, using a multiple-scale technique, we derive from the KdV equation a system of two Coupled Nonlinear Schrödinger (CNLS) equations. Plane wave solutions of such a system are then studied analytically by a standard linear stability analysis, resulting in the presence of an instability region.

The KdV equation can be formally derived from the Euler equations for water waves MEI ,WHIT  under the assumption that waves are small (but finite amplitude) and long when compared with the water depth at rest. In a frame of reference moving with the velocity $`c_0=\sqrt{gh}`$, where $`h`$ is the water depth and $`g`$ is gravity acceleration, the KdV equation in nondimensional form reads:

$$\eta _t+\mu \eta \eta _x+\lambda \eta _{xxx}=0.$$
(1)
Here $`\eta =\eta (x,t)`$ is the free surface elevation, $`x`$ and $`t`$ are space and time variables; $`\mu `$ and $`\lambda `$ are the nonlinear and dispersive small parameters: $`\mu =3a/2h`$ and $`\lambda =(h/l)^2/6`$, with $`a`$ a characteristic wave amplitude and $`l`$ a characteristic wavelength. We are interested in investigating the interaction of two waves, centered at nondimensional wave-numbers $`k_1`$ and $`k_2`$, propagating in the positive $`x`$ direction. We consider the case of narrow-banded spectra, i.e. $`\mathrm{\Delta }k_i/k_i1`$, with $`i=1,2`$, $`\mathrm{\Delta }k_i`$ being the characteristic width of spectra around each peak. The approach used in our derivation of the CNLS equations resembles the one used by R. Grimshaw et al. GRIM  to derive a single higher order NLS equation starting from an extended KdV (cubic nonlinearity is included). We introduce the following slow space and time variables $`X=ϵx`$ and $`T=ϵt`$, with $`ϵ1`$, and perform a formal expansion of $`\eta =\eta (x,t,X,T)`$:

$`\eta (x,`$ $`t,X,T)={\displaystyle \frac{ϵ}{2}}[A(X,T)e^{i\mathrm{\Theta }_1}+B(X,T)e^{i\mathrm{\Theta }_2}+c.c.]`$
$`+{\displaystyle \frac{ϵ^2}{2}}[A_2(X,T)e^{2i\mathrm{\Theta }_1}+B_2(X,T)e^{2i\mathrm{\Theta }_2}`$
$`+C(X,T)e^{i(\mathrm{\Theta }_1+\mathrm{\Theta }_2)}+D(X,T)e^{i(\mathrm{\Theta }_1\mathrm{\Theta }_2)}+c.c.]`$
$`+ϵ^2M(X,T)+\mathrm{},`$ (2)
where $`\mathrm{\Theta }_i=k_ix\omega _it`$, $`M(X,T)`$ is a real quantity to be considered as a mean flow and $`c.c.`$ indicates complex conjugate. From a physical point of view this representation corresponds to a double expansion around wave numbers $`k_1`$ and $`k_2`$. Note that terms at order $`ϵ^2`$ include the complex envelopes $`A_2`$ and $`B_2`$ for the higher harmonics and the complex envelopes $`C`$ and $`D`$ for the harmonics given by the sum and difference of the fundamental wave-numbers.

After substituting the expansion (2) into Equation (1) and collecting terms for different harmonics, after some lengthy but straightforward algebra, we obtain a set of equations for the complex envelopes and the mean flow $`M`$. At order $`ϵ`$, the equations for $`A`$ or $`B`$ provide the linear dispersion relation: $`\omega _i=\lambda k_i^3`$ ($`i=1,2`$). For the second harmonics, at order $`ϵ^2`$, the following relations hold between complex envelopes:

$`A_2`$ $`={\displaystyle \frac{\mu }{12\lambda k_1^2}}A^2,B_2={\displaystyle \frac{\mu }{12\lambda k_2^2}}B^2,`$ (3)
$`C`$ $`={\displaystyle \frac{\mu }{6\lambda k_1k_2}}AB,D={\displaystyle \frac{\mu }{6\lambda k_1k_2}}AB^{}.`$
At order $`ϵ^3`$, the mean flow $`M`$ is related to the envelopes $`A`$ and $`B`$ as follows:

$$M_T+\frac{\mu }{4}\left(|A|_X^2+|B|_X^2\right)=0.$$
(4)
Using Equation (3) and neglecting terms of order higher than $`ϵ^3`$, the equations for $`A`$ and $`B`$ then read:

$`ϵ^2(A_T3\lambda k_1^2A_X)+`$ $`iϵ^3[3\lambda k_1A_{XX}+`$ (5)
$`(\mu k_1M+{\displaystyle \frac{\mu ^2}{24\lambda }}{\displaystyle \frac{1}{k_1}}|A|^2)A]=0,`$
$`ϵ^2(B_T3\lambda k_2^2B_X)+`$ $`iϵ^3[3\lambda k_2B_{XX}+`$ (6)
$`(\mu k_2M+{\displaystyle \frac{\mu ^2}{24\lambda }}{\displaystyle \frac{1}{k_2}}|B|^2)B]=0.`$
Note that the arguments used to derive Equations (5-6) are not valid when the two carrier waves $`k_1`$ and $`k_2`$ are equal (additional care in the expansion should be taken to study the case of $`k_1k_2`$). Considering that at $`ϵ^2`$ the following relations hold,

$$A_X\frac{1}{3\lambda k_1^2}A_T,B_X\frac{1}{3\lambda k_2^2}B_T,$$
(7)
the mean flow can be directly related to the complex envelopes $`A`$ and $`B`$: integrating Equation (4) in time we get

$$M=\frac{\mu }{12\lambda }\left(\frac{|A|^2}{k_1^2}+\frac{|B|^2}{k_2^2}\right).$$
(8)
After substituting Equation (8) in (5), (6), and rescaling the variable as follows: $`T=ϵt/3\lambda `$, $`X=ϵx`$, $`A^{}=Aϵk_1\mu /(\lambda 6\sqrt{2})`$, $`B^{}=Bϵk_2\mu /(\lambda 6\sqrt{2})`$, two defocusing Coupled Nonlinear Schrödinger equations are obtained:

$`A_tk_1^2A_x+ik_1A_{xx}i{\displaystyle \frac{1}{k_1^3}}|A|^2A2i{\displaystyle \frac{k_1}{k_2^4}}|B|^2A=0,`$ (9)
$`B_tk_2^2B_x+ik_2B_{xx}i{\displaystyle \frac{1}{k_2^3}}|B|^2B2i{\displaystyle \frac{k_2}{k_1^4}}|A|^2B=0,`$ (10)
where we have dropped the primes for simplicity. In these new variables the complex envelopes appearing in (9-10) are proportional to the Ursell number MEI ,OSB1  ($`U_r=ka/(kh)^3`$), therefore to the nonlinearity of the system. If we set $`B=0`$, the system reduces identically to the well known defocusing Nonlinear Schroedinger equation for the complex envelope $`A`$, originally derived from the Euler equations in the limit of shallow water, for narrow-banded spectra and small steepness HAONO . The single defocusing NLS equation has also been obtained from the KdV equation in ZAKHK , see also TRACY . For a single wave train the expansion (2) is nothing but the second-order modulated Stokes wave, i.e. the Stokes series in shallow water. It is well known that the plane wave solution of the NLS equation in shallow water (defocusing NLS) is stable to side-band perturbations. This contrasts to the Benjamin-Feir instability of the focusing NLS that describes the propagation of waves in deep water.

Systems of equations similar to (9-10) are not new in various fields of physics. For example, focusing CNLS equations have been derived in Menyuk87 , Menyuk89  for optical fibers. For particular values of the coefficients of the nonlinear terms in (9-10), the integrable Manakov system is recovered MAN  (see also FOREST ). Concerning water waves, focusing CNLS equations have been derived for the first time by Roskes ROSK  in infinite water depth. CNLS systems describing the interaction of two counterpropagating waves are discussed in OKA , KOP . Unlike the work by Roskes, the attention here is focused on the shallow water limit, i.e. in the case where the system reduces to two defocusing NLS equations.

We now consider the linear stability analysis of the system (9-10). Consider a plane wave solution of CNLS of the form:

$`A=\stackrel{~}{A}e^{i\omega _At},B=\stackrel{~}{B}e^{i\omega _Bt},`$ (11)
with

$`\omega _A=(|\stackrel{~}{A}|^2/k_1^3+2|\stackrel{~}{B}|^2k_1/k_2^4),`$ (12)
$`\omega _B=(|\stackrel{~}{B}|^2/k_2^3+2|\stackrel{~}{A}|^2k_2/k_1^4),`$ (13)
i.e. the nonlinear frequency correction in the Stokes expansion. The solutions (11) are then perturbed as follows:

$`A=\stackrel{~}{A}(1+a)e^{i(\omega _At+\alpha )},`$
$`B=\stackrel{~}{A}(1+b)e^{i(\omega _Bt+\beta )},`$ (14)
where $`a`$, $`b`$, $`\alpha `$ and $`\beta `$ are small perturbations in amplitude and phase. We substitute relations (14) into the CNLS equations and obtain a system for $`a`$, $`b`$, $`\alpha `$ and $`\beta `$; after linearization, the standard Fourier technique is used for solving it:

$`a=\stackrel{~}{a}e^{i(Kx\mathrm{\Omega }t)},b=\stackrel{~}{b}e^{i(Kx\mathrm{\Omega }t)},`$
$`\alpha =\stackrel{~}{\alpha }e^{i(Kx\mathrm{\Omega }t)},\beta =\stackrel{~}{\beta }e^{i(Kx\mathrm{\Omega }t)},`$ (15)
where $`\stackrel{~}{a}`$,$`\stackrel{~}{b}`$, $`\stackrel{~}{\alpha }`$ and $`\stackrel{~}{\beta }`$ are constant, $`\mathrm{\Omega }=\mathrm{\Omega }(K)`$ is the dispersion relation for perturbed wave-number $`K`$. After some algebra, the dispersion relation results in a fourth-order polynomial function in the variable $`\mathrm{\Omega }`$:

$`k_1^2k_2^2((k_1^2K+\mathrm{\Omega })^2k_1^2K^42|\stackrel{~}{A}|^2K^2/k_1^2)\times `$ (16)
$`\left((k_2^2K+\mathrm{\Omega })^2k_2^2K^42|\stackrel{~}{B}|^2K^2/k_2^2\right)=`$
$`16|\stackrel{~}{A}|^2|\stackrel{~}{B}|^2K^4`$ .
Equation (16) provides the dispersion relation for the perturbation: complex roots, which are functions of the parameters $`k_1`$, $`k_2`$, $`\stackrel{~}{A}`$, $`\stackrel{~}{B}`$ and $`K`$, originate instability. Note that if we set one of the two amplitudes equal to zero (for example $`\stackrel{~}{B}=0`$), the right hand-side term in (16) vanishes and roots can be found easily. In this case the roots are always real: a single monochromatic wave in shallow water is stable to side-band perturbations. Equation (16) has been investigated by applying the exact formula for the solution of a fourth-order polynomial equation. Complex roots are then found. Results are presented in the following way: we fix the nondimensional wave-number $`k_1=1`$ (this choice is natural if we take the characteristic length $`l`$ to be $`1/k`$, with $`k`$ the dimensional wave-number of the first peak in the spectrum); amplitudes $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ are then selected in order to fix the nonlinearity of the initial conditions.

We then compute the largest imaginary solution of the polynomial function $`\mathrm{\Omega }`$ and plot it as a surface for different values of $`k_2`$ and perturbation $`K`$; as $`k_2`$ is increased, the amplitude $`\stackrel{~}{B}`$ is kept constant. In dimensional variables this would correspond to increasing the wave-number $`k_2`$ and at the same time maintaining constant its Ursell number.

In Fig. 1 we show the instability region for $`\stackrel{~}{A}=0.2`$, $`\stackrel{~}{B}=0.2`$. The plot clearly exhibits an unstable region with a growth-rate different from zero. Note that on the horizontal axes $`k_2`$ starts from values slightly larger than 1, because, as has been previously stated, the CNLS system that we have derived is not valid when $`k_2k_1`$. In Fig. 2 we show the same diagram as in Fig. 1, with larger values of the amplitudes $`\stackrel{~}{A}=0.4`$ and $`\stackrel{~}{B}=0.4`$. The instability and the growth-rate have now both increased. We recall that the amplitudes $`\stackrel{~}{A}`$ and $`\stackrel{~}{B}`$ have been scaled by a combination of the steepness, of the nonlinear and dispersive parameters, respectivelly $`\mu `$ and $`\lambda `$, of the KdV equation. From a physical point of view, increasing the amplitude $`\stackrel{~}{A}`$ or $`\stackrel{~}{B}`$ implies an increase of the nonlinearity of the wave system that can be achieved for example also by a decrease in the water depth. As the the water depth decreases the instability region and the growth-rate increase and therefore, double-peak spectra are more likely to evolve naturally into single-peak spectra which are stable in shallow water. Results can be summarized as follows: in shallow water the dynamics of two wave trains can be unstable; as expected the growth-rate and the size of the instability region depend on the nonlinearity of the system.

The derived CNLS system represents a very crude simplification of the real problem: effects related to a non constant water depth could be considered; directionality could also be simply included by applying the multiple-scale method to the Kadomtsev-Petviashvili equation ABLSEG  (an extension of the KdV equation that includes the dynamics of transverse perturbations); higher order effects could also be investigated.

We believe that the present work offers new perspectives for understanding the dynamics of double-peaked spectra in shallow water. Accurate comparison with experiments and numerical simulations are definitely needed in order to validate the obtained theoretical results. As a final remark we would like to stress that we have started the derivation of the CNLS equations from the KdV; the Inverse Scattering theory furnishes a unique method for investigating all its solutions. It would be therefore interesting to interpret the unstable solutions of the CNLS equations in terms of the Inverse Scattering modes for the KdV equation.

Acknowledgements M.O. is grateful to J.M. Smith for pointing out the problem. This work was supported by the O.N.R., USA. Torino University funds (60 %) are also acknowledged. D. Resio is acknowledged for support and valuable discussions.