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# Sally Modules and Associated Graded Rings

## 1 Introduction

To frame and motivate the goals pursued in the present article we recall that, loosely speaking, the most common among the blowup algebras are the Rees algebra $`R[It]=_{n=0}^{\mathrm{}}I^nt^n`$ and the associated graded ring $`\text{gr}_I(R)=_{n=0}^{\mathrm{}}I^n/I^{n+1}`$ of an ideal $`I`$ in a commutative Noetherian local ring $`(R,𝔪)`$. The three main clusters around which most of the current research on blowup algebras has been developed are: $`(`$a$`)`$ the study of the depth properties of $`R[It]`$, or of an appropriate object related to it such as its Proj; $`(`$b$`)`$ the comparison between the arithmetical properties of $`R[It]`$ and $`\text{gr}_I(R)`$; $`(`$c$`)`$ the correspondence between the Hilbert$`/`$Hilbert–Samuel functions and the properties of $`\text{gr}_I(R)`$ for an $`𝔪`$-primary ideal $`I`$.

In this paper we address the relation mentioned in $`(`$c$`)`$. To make the terminology more precise, the Hilbert–Samuel function is the numerical function that measures the growth of the length of $`R/I^n`$, $`\lambda (R/I^n)`$, for all $`n1`$. It is well known that for $`n0`$ this function is a polynomial in $`n`$ of degree $`d`$, namely

$$e_0\left(\genfrac{}{}{0pt}{}{n+d1}{d}\right)e_1\left(\genfrac{}{}{0pt}{}{n+d2}{d1}\right)+\mathrm{}+(1)^de_d,$$

where $`d`$ denotes the dimension of the ring $`R`$ and $`e_0,e_1,\mathrm{},e_d`$ are the normalized coefficients of the Hilbert–Samuel polynomial of $`I`$.

Pioneering work on the interplay described in $`(`$c$`)`$ was made by Judith Sally in a sequence of papers . A major recognition of her important contribution came with the introduction of the Sally module $`(`$see $`)`$. Its definition requires a notion that has proved to be quite useful in the theory of Rees algebras: We say that the ideal $`JI`$ is a reduction of $`I`$ if $`I^{n+1}=JI^n`$ for some $`n0`$. The least such $`n`$ is called the reduction number of $`I`$ with respect to $`J`$ and denoted by $`r_J(I)`$. A minimal reduction is a reduction which is minimal with respect to inclusion. Minimal reductions always exist and if the residue field of the ring $`R`$ is infinite the number of generators of any minimal reduction of $`I`$ equals the analytic spread of the ideal $`I`$, namely $`\text{dim}(R[It]R/𝔪)`$. If $`I`$ is an $`𝔪`$-primary ideal with a minimal reduction $`J`$, the Sally module of $`I`$ with respect to $`J`$, $`S_J(I)`$, is the graded $`R[Jt]`$-module, of dimension $`d`$ whenever $`S_J(I)0`$, defined by the short exact sequence

$$0IR[Jt]IR[It]S_J(I)=\underset{n=2}{\overset{\mathrm{}}{}}I^n/J^{n1}I0.$$
(1)
This new object is the outgrowth of a successful attempt made by W.V. Vasconcelos to give a unified and at the same time simplified treatment of several results by J. Sally and others. This comes about as follows. For $`n0`$, the growth of the length of the graded pieces of the Sally module $`S_J(I)`$ is also measured by a polynomial in $`n`$ of degree $`d1`$

$$s_0\left(\genfrac{}{}{0pt}{}{n+d2}{d1}\right)s_1\left(\genfrac{}{}{0pt}{}{n+d3}{d2}\right)+\mathrm{}+(1)^{d1}s_{d1}.$$

The $`e_i`$’s relate to the $`s_i`$’s in the following manner $`(`$see $`)`$

$$e_0=\lambda (R/J)e_1=\lambda (I/J)+s_0e_i=s_{i1}\mathrm{for}i=2,\mathrm{},d$$

so that: $`(`$a$`)`$ $`e_0e_1\lambda (R/I)`$ $`(`$due to Northcott, see $`)`$; $`(`$b$`)`$ $`e_0e_1=\lambda (R/I)`$ if and only if $`I^2=JI`$ $`(`$due to Huneke, see , and Ooishi, see $`)`$; $`(`$c$`)`$ $`e_10`$. In this spirit, one of the results we give in Section 2 is a simple proof of the positivity of $`e_2`$ $`(`$due to Narita, see $`)`$ and another lower bound for $`e_1`$ $`(`$see Proposition 2.5$`)`$. We also show the independence from the minimal reduction of the length of the graded components of the Sally module $`(`$see Proposition 2.1$`)`$.

A recurring theme in the work of J. Sally is the discovery of conditions on the multiplicity $`e`$ of the local ring $`(R,𝔪)`$ that assure that $`\text{gr}_𝔪(R)`$ is Cohen–Macaulay. By , the multiplicity $`e`$ of $`R`$ satisfies the inequality $`e\mu (𝔪)d+1`$, where $`\mu (𝔪)`$ denotes the minimal number of generators of $`𝔪`$. More precisely, the closed formula is: $`e=\mu (𝔪)d+1+\lambda (𝔪^2/J𝔪)`$, where $`J`$ is a minimal reduction of $`𝔪`$. If $`\lambda (𝔪^2/J𝔪)=0`$, i.e., $`R`$ has minimal multiplicity, J. Sally proved in  that $`\text{gr}_𝔪(R)`$ is always Cohen–Macaulay. After this case was settled it was natural to investigate the case in which $`\lambda (𝔪^2/J𝔪)=1`$, i.e., $`e=\mu (𝔪)d+2`$. In  she proved that if in addition $`R`$ is Gorenstein then $`\text{gr}_𝔪(R)`$ is also Gorenstein. Later, in  she established the Cohen–Macaulayness of $`\text{gr}_𝔪(R)`$ for an arbitrary Cohen–Macaulay ring $`R`$ having type $`s`$ different from $`\mu (𝔪)d`$ $`(`$we recall that the type of a Cohen–Macaulay local ring $`(R,𝔪)`$ of dimension $`d`$ is given by $`\text{dim}_{R/𝔪}(\text{Ext}_R^d(R/𝔪,R)))`$. Still in  she exhibited examples of rings having type $`\mu (𝔪)d`$ and with $`\text{gr}_𝔪(R)`$ not Cohen–Macaulay; however, in all the given examples $`\text{depth}(\text{gr}_𝔪(R))`$ always turned out to be $`d1`$. Therefore the conjecture that arose from this kind of scenario was whether, in the critical case, the depth of $`\text{gr}_𝔪(R)`$ is always at least $`d1`$. A simpler proof of Sally’s results was given in the Ph.D. theses of two of the authors $`(`$see $`)`$. There, they also verified the conjecture with the additional assumption that the reduction number of $`𝔪`$ with respect to $`J`$ is at most $`4`$. Finally, in 1996, M.E. Rossi and G. Valla $`(`$see $`)`$ and H. Wang $`(`$see $`)`$ positively solved, at the same time, Sally’s conjecture using two different methods. Based on the proof of Rossi–Valla, later S. Huckaba proved that if $`\lambda (𝔪^3/J𝔪^2)1`$ then $`\text{gr}_𝔪(R)`$ has depth at least $`d1`$. In fact, he showed that the same conclusion holds for any $`𝔪`$-primary ideal $`I`$ such that $`JI^2=JI`$ and $`\lambda (I^3/JI^2)1`$.

The original trust of our work was to see to which extent one could generalize the above results. The main theorems of the paper appear in the third section and, roughly speaking, deal with the class of $`𝔪`$-primary ideals $`I`$ in a Cohen–Macaulay $`(`$sometimes even Gorenstein$`)`$ local ring $`(R,𝔪)`$ such that: $`(`$a$`)`$ $`JI^k=JI^{k1}`$ for $`k=1,\mathrm{},n`$; and $`(`$b$`)`$ $`\lambda (I^{n+1}/JI^n)=1`$. To be more precise, we show:

Theorem 3.3 Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$ with $`\lambda (I^{n+1}/JI^n)=1`$ for some $`n1`$. If the following hold

* $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$;
* the vector space dimension of $`V=I+J:I^n/J:I^n`$ is at least $`2`$;

then the associated graded ring of $`I`$ is Cohen–Macaulay.

Theorem 3.6 Let $`(R,𝔪)`$ be a Gorenstein local ring of dimension $`d>0`$ and infinite residue field. Let $`J`$ be a minimal reduction of $`𝔪`$ with $`\lambda (𝔪^3/J𝔪^2)=1`$. Then the associated graded ring of $`𝔪`$ is Cohen–Macaulay.

Theorem 3.10 Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ with a minimal reduction $`J`$ satisfying the following conditions

* $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$;
* $`\lambda (I^{n+1}/JI^n)1`$.

Then $`\text{depth}(\text{gr}_I(R))d1`$.

The results stated in the previous theorems require conditions on the length of $`I^{n+1}/JI^n`$, where $`I`$ is an $`𝔪`$-primary ideal with minimal reduction $`J`$. It is therefore natural to investigate the independence, from the minimal reduction, of such lengths. We show in Proposition 2.3 that the depth of $`\text{gr}_I(R)`$ being at least $`d1`$ is a sufficient condition. The independence of these lengths was first observed by T. Marley in \[11, Corollary 2.9\] and then later recovered by S. Huckaba in \[7, Corollary 2.6\]. In each case, the means of the proof are different: Our proof is a consequence of the existence and the properties of a natural filtration of the Sally module $`S_J(I)`$ introduced in . The result about the independence of $`\lambda (R/JI^n)`$ is instead still open.

Section 4 ends the paper by describing various classes of ideals where the hypotheses required in Theorem 3.10 are satisfied.

Throughout the paper, the notation and terminology are the ones of  and .

### Acknowledgements

The authors sincerely thank Luisa Doering, Bernd Ulrich, and Wolmer V. Vasconcelos for useful discussions they had concerning the material in this paper.

## 2 On the Hilbert–Samuel coefficients, Sally modules, and independence of lengths

Given any minimal reduction $`J`$ of an $`𝔪`$-primary ideal $`I`$ one can define, using $`(`$1$`)`$, the Sally module of $`I`$ with respect of $`J`$, $`S_J(I)`$. The following proposition shows, in particular, that the length of each graded component is in fact an invariant of $`I`$.

###### Proposition 2.1

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field $`R/𝔪`$. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$. Then the following lengths are independent of $`J`$

* $`\lambda (I/J)`$ and $`\lambda (I^n/J^{n1}I)`$ for $`n2`$;
* $`\lambda (R/J:I)`$;
* $`\lambda (S_2(I/J))`$, where $`S_2(I/J)`$ denotes the second component of the symmetric algebra of $`I/J`$.

Proof. $`(`$a$`)`$ We can write $`\lambda (I/J)=\lambda (R/J)\lambda (R/I)=e_0\lambda (R/I)`$, where $`e_0`$ denotes the multiplicity of $`I`$. For $`n2`$ one has that $`I^n/J^{n1}I`$ is the component of degree $`n1`$ of the Sally module of $`I`$ with respect to $`J`$. From  it follows that

$$\lambda (I^n/J^{n1}I)=e_0\left(\genfrac{}{}{0pt}{}{n+d2}{d}\right)+\lambda (R/I)\left(\genfrac{}{}{0pt}{}{n+d2}{d}\right)\lambda (R/I^n).$$

$`(`$b$`)`$ The claim follows from the fact that $`\lambda (R/J:I)=\lambda (R/J)\lambda (J:I/J)=e_0\lambda (H_{md}(I))`$, where $`m`$ denotes the minimal number of generators of $`I`$ and $`H_{md}(I)`$ is the last nonvanishing Koszul homology of $`I`$.

$`(`$c$`)`$ One has the following short exact sequence

$$0\delta (I)S_2(I/J)I^2/JI0,$$

where $`\delta (I)`$ denotes the kernel of the natural surjection from $`S_2(I)`$ to $`I^2`$ $`(`$see \[4, Proof of Remark 2.7\]$`)`$. Now again the assertion follows from $`(`$a$`)`$.

###### Remark 2.2

Proposition 2.1 shows that $`\lambda (I/J)`$ and $`\lambda (I^2/JI)`$ never depends on the minimal reduction $`J`$ of $`I`$. It is natural then to address the issue of the independence from $`J`$ of $`\lambda (I^n/JI^{n1})`$ for any $`n`$. In general, though, such an independence fails for $`n3`$ as the reduction number $`r`$ of $`I`$ may depend on the chosen minimal reduction $`J`$, unless the depth of the associated graded ring of $`I`$ is at least $`d1`$ $`(`$see $`)`$. On the other hand, the sum of the previous lengths gives an upper bound for the coefficient $`e_1`$ of the Hilbert–Samuel polynomial of $`I`$. To be more precise one has the inequalities

$$\underset{n=1}{\overset{r}{}}\lambda ((I^n,J)/J)e_1\underset{n=1}{\overset{r}{}}\lambda (I^n/JI^{n1})$$
(2)
$`(`$see $`)`$ and  shows that $`e_1=_{n=1}^r\lambda (I^n/JI^{n1})`$ if and only if the depth of the associated graded ring of $`I`$ is at least $`d1`$. In Proposition 2.3 we show that this lower bound on the depth of the associated graded ring of $`I`$ is also sufficient for the independence of each single length and not just of the entire sum $`(`$see also \[11, Corollary 2.9\] and \[7, Corollary 2.6\]$`)`$.

###### Proposition 2.3

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field $`R/𝔪`$. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$. If $`\text{depth}(\text{gr}_I(R))d1`$ then $`\lambda (I^n/JI^{n1})`$ does not depend on $`J`$, for all $`n1`$.

Proof. By , $`\text{depth}(\text{gr}_I(R))d1`$ is equivalent to $`s_0=_{n=2}^r\lambda (I^n/JI^{n1})`$, where $`s_0`$ is the multiplicity of $`S_J(I)`$. Hence the Hilbert–Poincaré series of $`\text{gr}_I(R)`$ has the form

$$HP(\text{gr}_I(R),t)=\frac{\lambda (R/I)+\underset{n=1}{\overset{r}{}}\left[\lambda (I^n/JI^{n1})\lambda (I^{n+1}/JI^n)\right]t^n}{(1t)^d}$$
(3)
$`(`$see \[34, Corollary 1.2\]$`)`$. In particular, the numerator of $`(`$3$`)`$ is a polynomial, say $`p(t)`$, with coefficients independent from $`J`$.

We now proceed by induction on $`n`$. The cases $`n=0,1`$ are taken care of by Proposition 2.1. For $`n2`$ consider the identity

$$\lambda (I^{n+1}/JI^n)=\lambda (I^n/JI^{n1})\left[\lambda (I^n/JI^{n1})\lambda (I^{n+1}/JI^n)\right];$$

the assertion now follows by induction.

###### Remark 2.4

The first inequality in $`(`$2$`)`$ also raises the issue of whether or not the condition $`\text{depth}(\text{gr}_I(R))d1`$ guarantees that $`\lambda ((I^n,J)/J)=\lambda (I^n/JI^n)`$ does not depend on $`J`$ for $`n0`$. By Proposition 2.3, the question has a positive answer if the associated graded ring of $`I`$ is Cohen–Macaulay $`(`$see \[30, Corollary 2.7\]$`)`$. The case in which $`\text{depth}(\text{gr}_I(R))=d1`$ is still open.

We end this section by proving two results on the normalized Hilbert–Samuel coefficients of $`I`$ by means of the Sally module. The first result gives a lower bound for $`e_1`$; it is in general less sharp than the one in $`(`$2$`)`$ but it has the advantage of being independent of the minimal reduction of $`I`$. The second one is a simpler proof of the positivity of $`e_2`$.

###### Proposition 2.5

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$. Then the following hold

* $`e_12e_0\lambda (R/I^2)`$;
* $`(`$Narita, see $`)`$ if $`d2`$ then $`e_20`$. Moreover, if $`d=2`$ then $`e_2=0`$ if and only if $`I^q`$ has reduction number one for $`q0`$.

Proof. $`(`$a$`)`$ By passing to the faithfully flat extension $`RR[X]_{𝔪[X]}`$ we may assume that the residue field of $`R`$ is infinite and that $`J`$ is a minimal reduction of $`I`$. After tensoring with $`R/I`$ the defining sequence $`(`$1$`)`$ of $`S_J(I)`$ one has

$$I/I^2R[Jt]\text{gr}_I(R)_+=\underset{i=1}{\overset{\mathrm{}}{}}I^i/I^{i+1}S_J(I)R/I0.$$

Notice that the dimension of $`S_J(I)R/I`$ is either $`d`$ or $`0`$, since the set of associated primes of $`S_J(I)`$, as $`R[Jt]`$-module, is either given by $`𝔪R[Jt]`$ or it is empty $`(`$see \[31, Proposition 2.2\]$`)`$. Thus we obtain the following multiplicity estimate

$$e_0=e(\text{gr}_I(R)_+)e(I/I^2R[Jt])+e(S_J(I)R/I).$$

Observe that $`e(I/I^2R[Jt])`$ is less than or equal to $`\lambda (I/I^2)`$, as $`I/I^2R[Jt]`$ is the homomorphic image of the polynomial module $`I/I^2[T_1,\mathrm{},T_d]`$. On the other hand, $`e(S_J(I)R/I)`$ is less than or equal to $`s_0=e(S_J(I))`$. Hence $`e_0\lambda (I/I^2)+s_0`$. The asserted inequality now follows from the fact that $`s_0=e_1e_0+\lambda (R/I)`$ $`(`$see \[31, Corollary 3.3\]$`)`$.

$`(`$b$`)`$ By \[14, Section 22\], we only need to show the statement in the case $`d=2`$. For $`n0`$ the Hilbert–Samuel function of $`I`$ can be written as

$$\lambda (R/I^n)=e_0\left(\genfrac{}{}{0pt}{}{n+1}{2}\right)e_1\left(\genfrac{}{}{0pt}{}{n}{1}\right)+e_2.$$
(4)
Let $`q`$ be an integer large enough so that $`\lambda (R/I^q)`$ is given by $`(`$4$`)`$ and consider the Hilbert function of $`I^q`$. For $`n0`$ one has that

$$\lambda (R/(I^q)^n)=\stackrel{~}{e}_0\left(\genfrac{}{}{0pt}{}{n+1}{2}\right)\stackrel{~}{e}_1\left(\genfrac{}{}{0pt}{}{n}{1}\right)+\stackrel{~}{e}_2.$$
(5)
As $`\lambda (R/(I^q)^n)=\lambda (R/I^{nq})`$, an easy comparison between $`(`$4$`)`$, with $`nq`$ in place of $`n`$, and $`(`$5$`)`$ yields

$$e_0\left(\genfrac{}{}{0pt}{}{nq+1}{2}\right)e_1\left(\genfrac{}{}{0pt}{}{nq}{1}\right)+e_2=\stackrel{~}{e}_0\left(\genfrac{}{}{0pt}{}{n+1}{2}\right)\stackrel{~}{e}_1\left(\genfrac{}{}{0pt}{}{n}{1}\right)+\stackrel{~}{e}_2$$

or, equivalently,

$$\frac{1}{2}q^2e_0n^2+\left(\frac{1}{2}qe_0qe_1\right)n+e_2=\frac{1}{2}\stackrel{~}{e}_0n^2+\left(\frac{1}{2}\stackrel{~}{e}_0\stackrel{~}{e}_1\right)n+\stackrel{~}{e}_2.$$

Hence one concludes that

$$\stackrel{~}{e}_0=q^2e_0\stackrel{~}{e}_1=qe_1+\frac{1}{2}q^2e_0\frac{1}{2}qe_0\stackrel{~}{e}_2=e_2.$$

Let $`\stackrel{~}{s}_0`$ denote the multiplicity of the Hilbert–Samuel polynomial of the Sally module of $`I^q`$. By \[31, Corollary 3.3\] it satisfies the identity $`\stackrel{~}{s}_0=\stackrel{~}{e}_1\stackrel{~}{e}_0+\lambda (R/I^q)`$. Hence the following calculation goes through

$`\stackrel{~}{s}_0`$ $`=`$ $`\stackrel{~}{e}_1\stackrel{~}{e}_0+\lambda (R/I^q)`$
$`=`$ $`\left(qe_1+{\displaystyle \frac{1}{2}}q^2e_0{\displaystyle \frac{1}{2}}qe_0\right)q^2e_0+\left(e_0\left({\displaystyle \genfrac{}{}{0pt}{}{q+1}{2}}\right)e_1\left({\displaystyle \genfrac{}{}{0pt}{}{q}{1}}\right)+e_2\right)`$
$`=`$ $`e_2.`$
This implies that $`e_2=\stackrel{~}{s}_00`$, as $`\stackrel{~}{s}_0`$ is the leading coefficient of a polynomial that measures lengths. Moreover, $`e_2=\stackrel{~}{s}_0=0`$ if and only if the Sally module of $`I^q`$ is zero, i.e., $`I^q`$ has reduction number one.

## 3 On the depth properties of the associated graded ring of a class of $`𝔪`$-primary ideals

In this section we study the depth properties of the associated graded ring of any $`𝔪`$-primary ideal $`I`$ in a Cohen–Macaulay local ring $`(R,𝔪)`$ for which there exists a positive integer $`n`$ such that $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$ and $`\lambda (I^{n+1}/JI^n)1`$. In Theorem 3.10 we show that the associated graded ring of any such ideal $`I`$ has always depth at least $`d1`$, where $`d`$ is the dimension of the ring $`R`$, while in Proposition 3.1 we single out those ideals whose associated graded ring is Cohen–Macaulay.

###### Proposition 3.1

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$ with $`\lambda (I^{n+1}/JI^n)=1`$ for some $`n0`$. Then the following conditions are equivalent

* $`\text{gr}_I(R)`$ is Cohen–Macaulay;
* $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$, $`I^{n+1}J`$, and $`I^{n+2}=JI^{n+1}`$.

Proof. Suppose that $`\text{gr}_I(R)`$ is Cohen–Macaulay. Then by \[30, Corollary 2.7\] one has that $`JI^k=JI^{k1}`$ for all $`k`$. In particular, $`JI^{n+1}=JI^n`$ and $`I^{n+1}J`$, as $`JI^nI^{n+1}`$. Moreover, from the fact that $`\lambda (I^{n+1}/JI^n)=1`$ one concludes that $`I^{n+2}𝔪I^{n+1}JI^nJ`$. Hence $`I^{n+2}=JI^{n+2}=JI^{n+1}`$.

Conversely, from the short exact sequence

$$0JI^{n+1}/JI^nI^{n+1}/JI^nI^{n+1}/JI^{n+1}0$$

together with the fact that $`\lambda (I^{n+1}/JI^n)=1`$ and $`I^{n+1}/JI^{n+1}0`$ $`(`$as $`I^{n+1}J)`$ it follows that $`JI^{n+1}=JI^n`$. However, $`I^{n+2}=JI^{n+1}`$ implies that $`JI^k=JI^{k1}`$ for all $`kn+2`$. Hence by \[30, Corollary 2.7\] we conclude that the associated graded ring of $`I`$ is Cohen–Macaulay.

Theorem 3.3 and Theorem 3.6 below describe interesting cases in which condition $`(`$b$`)`$ of Proposition 3.1 is verified. A lemma is needed first.

###### Lemma 3.2

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$. Suppose $`\lambda (I^{n+1}/JI^n)=1`$ for some $`n1`$ and $`I^{n+1}J`$. Then

* $`I^{n+1}(\alpha )+J`$ for some $`\alpha I^{n+1}J`$;
* $`V=\stackrel{~}{I}=I+J:I^n/J:I^n`$ is a finite dimensional $`R/𝔪`$-vector space;
* by letting

$$V^{n+1}(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{i}_{n+1})f(i_1,\mathrm{},i_{n+1})+𝔪,$$

where $`i_1\mathrm{}i_{n+1}f(i_1,\mathrm{},i_{n+1})\alpha J`$, one defines a non-degenerate, symmetric, $`(n+1)`$-linear form $`f`$ on $`V^{n+1}`$.

If, in addition, the vector space dimension of $`V`$ is at least $`2`$ then $`\alpha IJI^{n+1}`$.

Proof. $`(`$a$`)`$ By the proof of Proposition 3.1 we have that $`I^{n+1}J=JI^n`$, hence $`\lambda (I^{n+1}+J/J)=\lambda (I^{n+1}/JI^n)=1`$. Therefore $`I^{n+1}+J/J=(\alpha )+J/J`$ for some $`\alpha I^{n+1}J`$.

$`(`$b$`)`$ $`V=\stackrel{~}{I}=I+J:I^n/J:I^n`$ is an $`R/𝔪`$-vector space since $`I^{n+1}/JI^n`$ is.

$`(`$c$`)`$ For any given $`(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{i}_{n+1})V^{n+1}`$ it follows that $`i_1\mathrm{}i_{n+1}I^{n+1}(\alpha )+J`$. Thus one has $`i_1\mathrm{}i_{n+1}f(i_1,\mathrm{},i_{n+1})\alpha J`$, for some $`f(i_1,\mathrm{},i_{n+1})R`$. By letting

$$(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{i}_{n+1})f(i_1,\mathrm{},i_{n+1})+𝔪$$

one obtains a well-defined, non-degenerate, symmetric $`(n+1)`$-linear form on $`V^{n+1}`$. We only check that it is well-defined and non-degenerate, the other properties being trivial. For the well-definiteness it is enough to show that if for all $`t=1,\mathrm{},n+1`$ one has that $`(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{i}_t,\mathrm{},\stackrel{~}{i}_{n+1})`$ and $`(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{l}_t,\mathrm{},\stackrel{~}{i}_{n+1})`$ are two representatives of the same $`(n+1)`$-tuple of $`V^{n+1}`$, i.e., $`i_tl_tJ:I^n`$, then $`f(i_1,\mathrm{},i_t,\mathrm{},i_{n+1})f(i_1,\mathrm{},l_t,\mathrm{},i_{n+1})𝔪`$. By assumption we have that

$$i_1\mathrm{}i_{t1}i_{t+1}\mathrm{}i_{n+1}(i_tl_t)(f(i_1,\mathrm{},i_t,\mathrm{},i_{n+1})f(i_1,\mathrm{},l_t,\mathrm{},i_{n+1}))\alpha $$

is an element in $`J`$. But $`i_1\mathrm{}i_{t1}i_{t+1}\mathrm{}i_{n+1}(i_tl_t)J`$, so that

$$(f(i_1,\mathrm{},i_t,\mathrm{},i_{n+1})f(i_1,\mathrm{},l_t,\mathrm{},i_{n+1}))\alpha J$$

as well. Therefore, $`f(i_1,\mathrm{},i_t,\mathrm{},i_{n+1})f(i_1,\mathrm{},l_t,\mathrm{},i_{n+1})`$ cannot be an invertible element of $`R`$, as otherwise this implies $`\alpha J`$. For the non-degeneracy of the form, suppose that for any $`t=1,\mathrm{},n+1`$ one has $`f(i_1,\mathrm{},i_t,\mathrm{},i_{n+1})𝔪`$ for all $`i_jI`$ with $`jt`$. By the definition of the form, this implies that $`i_1\mathrm{}i_t\mathrm{}i_{n+1}J`$ for all $`i_jI`$ with $`jt`$. Hence $`i_tJ:I^n`$ or, equivalently, $`\stackrel{~}{i}_t=0`$.

Finally, if the vector space dimension of $`V`$ is at least $`2`$ for any $`cI`$ one can find an element $`\stackrel{~}{d}_2V`$ such that $`f(c,d_2,\text{ }\text{ },\mathrm{},\text{ }\text{ })𝔪`$. By the non-degeneracy of the form we can also find $`\stackrel{~}{d}_1,\stackrel{~}{d}_3,\mathrm{}\stackrel{~}{d}_{n+1}`$ in $`V`$ such that $`f(d_1,d_2,d_3,\mathrm{},d_{n+1})=1`$; it follows that $`d_1d_2d_3\mathrm{}d_{n+1}\alpha I^{n+1}J=JI^n`$. Hence $`cd_1d_2d_3\mathrm{}d_{n+1}c\alpha JI^{n+1}`$. On the other hand, $`f(c,d_2,d_3,\mathrm{},d_{n+1})𝔪`$ implies $`cd_2d_3\mathrm{}d_{n+1}I^{n+1}J=JI^n`$. Hence $`d_1(cd_2d_3\mathrm{}d_{n+1})JI^{n+1}`$, thus yielding $`c\alpha JI^{n+1}`$ as desired.

###### Theorem 3.3

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ and let $`J`$ be a minimal reduction of $`I`$ with $`\lambda (I^{n+1}/JI^n)=1`$ for some $`n1`$. If the following hold

* $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$;
* the vector space dimension of $`V=I+J:I^n/J:I^n`$ is at least $`2`$;

then the associated graded ring of $`I`$ is Cohen–Macaulay.

Proof. By Proposition 3.1 we only need to check that $`I^{n+1}J`$ and $`I^{n+2}=JI^{n+1}`$. If $`I^{n+1}J`$ then $`IJ:I^n`$; this forces the vector space $`V`$ to be zero thus contradicting the assumption on its dimension. Let now $`i_1,i_2,\mathrm{},i_{n+1},i_{n+2}`$ be $`n+2`$ arbitrary elements of $`I`$. If one of them, say $`i_1`$, belongs to $`J:I^n`$ then we have that $`i_1(i_2\mathrm{}i_{n+1})JI^{n+1}=JI^n`$ $`(`$by the proof of Proposition 3.1$`)`$ and $`i_1i_2\mathrm{}i_{n+1}i_{n+2}JI^{n+1}`$. Therefore, we may assume that none of the $`i_k`$’s is in $`J:I^n`$. The first $`n+1`$ of them, for example, define a non-zero element $`(\stackrel{~}{i}_1,\mathrm{},\stackrel{~}{i}_{n+1})`$ of $`V^{n+1}`$. Making use of the terminology and the results in Lemma 3.2 we have that $`i_1\mathrm{}i_{n+1}f(i_1,\mathrm{},i_{n+1})\alpha JI^{n+1}=JI^n`$. Therefore, $`i_1\mathrm{}i_{n+1}i_{n+2}f(i_1,\mathrm{},i_{n+1})\alpha i_{n+2}JI^{n+1}`$. However, the dimension of $`V`$ is at least $`2`$ so that $`\alpha IJI^{n+1}`$ by Lemma 3.2; in particular $`\alpha i_{n+2}JI^{n+1}`$. Thus $`i_1\mathrm{}i_{n+1}i_{n+2}JI^{n+1}`$ as well.

###### Remark 3.4

In the case of Theorem 3.3 with $`I=𝔪`$ and $`n=1`$ $`(`$so that $`e=\mu (𝔪)d+2)`$, an easy length comparison in the short exact sequence

$$0J:𝔪/J𝔪/JV=𝔪/J:𝔪0$$

yields the following set of equalities

$`\text{dim}(𝔪/J:𝔪)`$ $`=`$ $`\lambda (𝔪/J:𝔪)=\lambda (𝔪/J)\lambda (J:𝔪/J)`$
$`=`$ $`e1\text{type}(R)=\mu (𝔪)d+1\text{type}(R).`$
Hence $`\text{dim}(𝔪/J:𝔪)2`$ is equivalent to $`\mu (𝔪)d>\text{type}(R)`$. Therefore Theorem 3.3 recovers the result in .

###### Lemma 3.5

Let $`(R,𝔪)`$ be a Gorenstein local ring of dimension $`d>0`$ and infinite residue field. Let $`J`$ be a minimal reduction of $`𝔪`$ such that $`𝔪^{n+1}+J/J`$ is the socle of the Gorenstein ring $`R/J`$. Then

$$\lambda (𝔪/J:𝔪^n)=\lambda (𝔪^n+J/𝔪^{n+1}+J).$$

Proof. As $`R`$ is Gorenstein one has that $`J:(𝔪^n+J)/J`$ is isomorphic to the canonical module of $`R/(𝔪^n+J)`$. Hence it follows that $`\lambda (J:𝔪^n/J)=\lambda (J:(𝔪^n+J)/J)=\lambda (R/𝔪^n+J)=\lambda (𝔪/𝔪^n+J)+1`$. Thus, an easy diagram chase together with the fact that $`𝔪^{n+1}+J/J`$ is the socle of $`R/J`$ yields

$`\lambda (𝔪/J:𝔪^n)`$ $`=`$ $`\lambda (𝔪^n+J/J)1`$
$`=`$ $`\lambda (𝔪^n+J/𝔪^{n+1}+J)+\lambda (𝔪^{n+1}+J/J)1`$
$`=`$ $`\lambda (𝔪^n+J/𝔪^{n+1}+J),`$
as claimed.

###### Theorem 3.6

Let $`(R,𝔪)`$ be a Gorenstein local ring of dimension $`d>0`$ and infinite residue field. Let $`J`$ be a minimal reduction of $`𝔪`$ with $`\lambda (𝔪^3/J𝔪^2)=1`$. Then the associated graded ring of $`𝔪`$ is Cohen–Macaulay.

Proof. We first observe that $`J𝔪^2=J𝔪`$, by the analytic independence of the generators of $`J`$, and $`𝔪^3J`$. Indeed, if $`𝔪^3J`$ then $`R`$ has multiplicity $`e=nd+2`$, where $`n`$ denotes the embedding dimension of $`R`$. In this case $`\lambda (𝔪^3/J𝔪^2)=0`$ by , thus contradicting our assumption.

By Lemma 3.5, with $`n=2`$, we have that $`\lambda (𝔪/J:𝔪^2)=\lambda (𝔪^2+J/𝔪^3+J)`$. By Theorem 3.3 the statement is taken care of if the previous length is greater than or equal to $`2`$. Hence we only have to consider the case in which $`\lambda (𝔪^2+J/𝔪^3+J)=1`$. But this condition implies that $`R`$ has multiplicity $`e=nd+3`$; in this case the Cohen–Macaulayness of $`\mathrm{gr}_𝔪(R)`$ follows from \[27, Theorem 1\].

In Theorem 3.6, the hypothesis of $`R`$ being Gorenstein cannot be dropped; moreover, there are examples of Gorenstein rings with $`\text{gr}_𝔪(R)`$ not Gorenstein.

###### Example 3.7

* Let $`k`$ be a field. The ring $`k[[t^6,t^7,t^9,t^{17}]]`$ is Cohen–Macaulay, but not Gorenstein, with $`\lambda (𝔪^3/J𝔪^2)=1`$, where $`J=(t^6)`$. In this case, the associated graded ring of $`𝔪`$ is not Cohen–Macaulay.
* Let $`k`$ be a field. The ring $`k[[t^5,t^6,t^9]]`$ is Gorenstein with $`\lambda (𝔪^3/J𝔪^2)=1`$, where $`J=(t^5)`$. By Theorem 3.6 the associated graded ring of $`𝔪`$ is Cohen–Macaulay. However, it is not Gorenstein.

The lemmata below are inspired by and at the same time generalize the following list of results: \[7, Lemma 2.1 and Lemma 2.2\], \[21, Lemma 1.1, Proposition 1.2, and Corollary 2.3\], \[33, Lemma 2.1.2\], and \[35, Lemma 2.1, Lemma 2.3, and Corollary 2.7\].

###### Lemma 3.8

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring and let $`I`$ be an $`𝔪`$-primary ideal of $`R`$. Let $`J`$ be a minimal reduction of $`I`$ such that $`\lambda (I^{n+1}/JI^n)=1`$. Then either there exists $`zI`$ such that $`I^{t+1}=JI^t+(z^{t+1})`$ for all $`tn`$, or $`I^{n+2}=JI^{n+1}`$. In particular, $`\lambda (I^{t+1}/JI^t)1`$ for all $`tn`$.

Proof. Let us write $`I=(J,z_1,\mathrm{},z_l)`$ for some $`l1`$. If there exists a $`k`$ such that $`z_k^{n+1}JI^n`$ then we may set $`z=z_k`$ and we are done. Otherwise, suppose that $`z_i^{n+1}JI^n`$ for all $`i=1,\mathrm{},l`$. Since $`JI^nI^{n+1}`$ there exists $`f`$ such that $`I^{n+1}=JI^n+(f)`$ of the form $`f=z_1^{p_1}\mathrm{}z_l^{p_l}`$ with $`p_1+\mathrm{}+p_l=n+1`$. Choose $`i`$ such that $`p_i>0`$ is maximal with respect to the property that $`fJI^n`$. By assumption $`p_i<n+1`$ so that there exists $`ji`$ with $`p_j>0`$. Note that $`(z_1,\mathrm{},z_l)fz_iI^{n+1}=z_i(JI^n+(f))JI^{n+1}+(z_if)=JI^{n+1}+(z_jg)=JI^{n+1}`$, as $`z_if=z_jg`$ and $`gJI^n`$ by the choice of $`f`$. This implies that

$$JI^{n+1}I^{n+2}=II^{n+1}=(J,z_1,\mathrm{},z_l)(JI^n+(f))JI^{n+1}+(z_1,\mathrm{},z_l)f=JI^{n+1},$$

as claimed.

To complete the proof, let us assume that there exists $`zI`$ such that $`I^{n+1}=JI^n+(z^{n+1})`$. We will show that $`I^{t+1}=JI^t+(z^{t+1})`$ for any $`tn`$ by inducting on the difference $`tn0`$. If $`tn=0`$ there is nothing to prove. Hence by inductive hypothesis we have

$$JI^{t+1}+(z^{t+2})II^{t+1}=I(JI^t+(z^{t+1})).$$

Since $`I=(J,z_1,\mathrm{},z_l)`$ and $`(z_1,\mathrm{},z_l)z^nI^{n+1}=JI^n+(z^{n+1})`$ one can also write

$`I(JI^t+(z^{t+1}))`$ $`=`$ $`J(JI^t+(z^{t+1}))+(z_1,\mathrm{},z_l)z^{t+1}JI^{t+1}+z^{t+1n}(z_1,\mathrm{},z_l)z^n`$
$``$ $`JI^{t+1}+z^{t+1n}(JI^n+(z^{n+1}))=JI^{t+1}+(z^{t+2}).`$
Hence $`I^{(t+1)+1}=JI^{t+1}+(z^{(t+1)+1})`$ as requested. The assertion on $`\lambda (I^{t+1}/JI^t)`$ for all $`tn`$ is now obvious.

For the definition and properties of superficial elements$`/`$sequences see \[14, Section 22\].

###### Lemma 3.9

Let $`(R,𝔪)`$ be a two dimensional Cohen–Macaulay local ring and let $`I`$ be an $`𝔪`$-primary ideal of $`R`$. Let $`J`$ be a minimal reduction of $`I`$, assume that $`J=(x,y)`$ where both $`x`$ and $`y`$ are superficial for $`I`$, and set $`r=r_J(I)`$ , $`s=r_{J/(x)}(I/(x))`$. If $`\lambda (I^{n+1}/JI^n)=1`$ and $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$, then the following statements hold

* $`e_1=\underset{t=1}{\overset{s}{}}\lambda (I^t/JI^{t1})`$;
* $`\text{depth}(\text{gr}_I(R))1`$ if and only if $`s=r`$.

Proof. $`(`$a$`)`$ As $`x`$ is a superficial element $`e_1=e_1(I)=e_1(I/(x))`$. Moreover, by \[9, Corollary 4.13\] one has that

$`e_1(I/(x))`$ $`=`$ $`{\displaystyle \underset{t=1}{\overset{s}{}}}\lambda ((I/(x))^t/(J/(x))(I/(x))^{t1})={\displaystyle \underset{t=1}{\overset{s}{}}}\lambda (I^t+(x)/JI^{t1}+(x))`$
$`=`$ $`{\displaystyle \underset{t=1}{\overset{s}{}}}\lambda (I^t/JI^{t1}+((x)I^t)).`$
However, by assumption one has that $`(x)I^tJI^{t1}`$ for $`t=1,\mathrm{},n`$. On the other hand, for $`t=n+1,\mathrm{},s`$ it follows from Lemma 3.8 that

$$0<\lambda ((I/(x))^t/(J/(x))(I/(x))^{t1})=\lambda (I^t/JI^{t1}+((x)I^t))\lambda (I^t/JI^{t1})1,$$

which implies that $`(x)I^tJI^{t1}`$ for $`t=n+1,\mathrm{},s`$ as well. This yields the conclusion.

$`(`$b$`)`$ The statement follows from \[7, Theorem 3.1\].

The next theorem contains the third main result of this paper. Its proof is a simplified version of the one of \[8, Theorem 2.6\], which in turn was inspired by and follows the steps of the one of \[21, Theorem 2.5\]. The result requires three ingredients: $`(`$a$`)`$ a reduction to the two dimensional case; $`(`$b$`)`$ the fact that $`e_1`$ can be written in two different ways $`(`$one using the $`I`$-adic filtration of $`I`$ and the other using the filtration given by the Ratliff–Rush closure of the powers of $`I`$, see $`)`$; and $`(`$c$`)`$ a key reduction bound due to Rossi–Valla.

###### Theorem 3.10

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ with a minimal reduction $`J`$ satisfying the following conditions

* $`JI^k=JI^{k1}`$ for all $`k=1,\mathrm{},n`$;
* $`\lambda (I^{n+1}/JI^n)1`$.

Then $`\text{depth}(\text{gr}_I(R))d1`$.

Proof. By \[9, Lemma 2.2\] the conclusion of the theorem holds in $`R`$ if and only if it holds in $`R/(x_1,\mathrm{},x_{d2})`$, where $`x_1,\mathrm{},x_{d2}J`$ is a superficial sequence for $`I`$: this is the so called Sally machine. Moreover, conditions $`(`$a$`)`$ and $`(`$b$`)`$ are preserved modulo $`𝐱=(x_1,\mathrm{},x_{d2})`$. Clearly, $`\lambda ((I/𝐱)^{n+1}/(J/𝐱)(I/𝐱)^n)1`$ $`(`$see the proof of Lemma 3.9$`)`$ so we only need to verify that $`(J/𝐱)(I/𝐱)^k=(J/𝐱)(I/𝐱)^{k1}`$ for all $`k=1,\mathrm{},n`$. But for that it will be enough to show that $`(J/(x))(I/(x))^k=JI^{k1}+(x)/(x)`$ holds for any $`xJ`$ and for all $`k=1,\mathrm{},n`$. Let $`\overline{ı}=j+ax=i_k+bx`$ for some $`jJ`$, $`i_kI^k`$, and $`a,bR`$. Thus $`i_kJ`$ and then, by assumption, $`i_kJI^k=JI^{k1}`$. Hence $`\overline{ı}JI^{k1}+(x)/(x)`$.

Therefore we may assume $`R`$ to be two dimensional and $`J=(x,y)`$ with $`x,y`$ superficial elements for $`I`$. Let $`s=r_{J/(x)}(I/(x))`$ and $`r=r_J(I)`$ as in Lemma 3.9. If $`rn`$ the associated graded ring of $`I`$ is Cohen–Macaulay by Valabrega–Valla (see \[30, Corollary 2.7\]). If $`r=n+1`$ then the associated graded ring has depth at least $`1`$ $`(`$or $`d1`$ after lifting back$`)`$ by \[5, Theorem 3.2\]. Thus we may assume $`rn+2`$. The proof will be completed once we show that $`s=r`$ $`(`$see Lemma 3.9$`(`$b$`))`$. By Lemma 3.8, there exists $`zI`$ such that $`I^{t+1}=JI^t+(z^{t+1})`$ for all $`tn`$ and $`\lambda (I^{t+1}/JI^t)1`$ for all $`tn`$ $`(`$equality holds if in addition $`t<r)`$. The integers

$$p=inf\{k:J\stackrel{~}{I^k}=\stackrel{~}{I^{k+1}}\}q=inf\{k:I^{k+1}J\stackrel{~}{I^k}\}$$

satisfy the following inequalities

$$nqps.$$

Indeed, if $`q<n`$ we have that $`I^{q+1}=JI^{q+1}=JI^q`$ as $`I^{q+1}J\stackrel{~}{I^q}J`$. But this contradicts the fact that $`rn+2`$. Hence $`nq`$. Since $`I^{p+1}\stackrel{~}{I^{p+1}}=J\stackrel{~}{I^p}`$ it also follows that $`qp`$. In order to prove the last inequality notice that $`J\stackrel{~}{I^{k1}}I^k=JI^{k1}`$ for $`1kn`$. Hence, we obtain the following family of short exact sequences

$$0J\stackrel{~}{I^{k1}}/JI^{k1}\stackrel{\phi _k}{}\stackrel{~}{I^k}/I^k\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}}+I^k0.$$

Therefore for $`k=2,\mathrm{},n`$ we have that the following expression

$$\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}}+I^k)=\lambda (\stackrel{~}{I^k}/I^k)\lambda (J\stackrel{~}{I^{k1}}/JI^{k1})=\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})\lambda (I^k/JI^{k1})$$

is positive. Moreover, $`\lambda (\stackrel{~}{I}/I)=\lambda (\stackrel{~}{I}/J)\lambda (I/J)0`$, as $`I\stackrel{~}{I}`$. Consider now the identity

$$e_1=\underset{k=1}{\overset{s}{}}\lambda (I^k/JI^{k1})=\underset{k1}{}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})$$

that holds by \[7, Corollary 2.10\] and Lemma 3.9$`(`$a$`)`$. We can rewrite the previous formula as

$$\underset{k=1}{\overset{n}{}}\left(\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})\lambda (I^k/JI^{k1})\right)=\underset{k=n+1}{\overset{s}{}}\lambda (I^k/JI^{k1})\underset{kn+1}{}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}}).$$
(6)
¿From $`(`$6$`)`$ and Lemma 3.8 one concludes that

$$0sn\underset{kn+1}{}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}}).$$

Hence $`sp`$. Let $`\mu _k`$ denote the minimal number of generators of $`\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}}+I^k`$, for each $`k1`$. We have that

$$\mu _k<\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})\text{for all }k=1,\mathrm{},q$$

and also

$$\mu _k\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})\lambda (I^k/JI^{k1})\text{for all }k=1,\mathrm{},n.$$

By letting $`\mu =\mu _1+\mathrm{}+\mu _q`$ it follows from \[21, Proposition 2.4 and Proof of Theorem 2.5\] $`(`$see also \[8, Proposition 2.3 and Proof of Theorem 2.6\]$`)`$ that

$$I^{\mu +q+1}=JI^{\mu +q};$$

this means that $`r\mu +q`$. We now show that $`\mu +qs`$ thus yielding $`s=r`$. From $`(`$6$`)`$ we have that

$`\mu `$ $`=`$ $`(\mu _1+\mathrm{}+\mu _n)+(\mu _{n+1}+\mathrm{}+\mu _q)`$
$``$ $`{\displaystyle \underset{k=n+1}{\overset{s}{}}}\lambda (I^k/JI^{k1}){\displaystyle \underset{kn+1}{}}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})+(\mu _{n+1}+\mathrm{}+\mu _q)`$
$`=`$ $`sn+{\displaystyle \underset{k=n+1}{\overset{q}{}}}\left(\mu _k\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})\right){\displaystyle \underset{kq+1}{}}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})`$
$``$ $`sn(qn){\displaystyle \underset{kq+1}{}}\lambda (\stackrel{~}{I^k}/J\stackrel{~}{I^{k1}})`$
$``$ $`sq`$
or, equivalently, $`\mu +qs`$.

It is worth pointing out the following consequence of Theorem 3.10 as it describes a situation that quite frequently occurs in nature. We note that this result was previously known only in the case of an ideal $`I`$ with reduction number two $`(`$see \[32, Proposition 5.1.4$`(`$a$`)`$\]$`)`$.

###### Corollary 3.11

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring of dimension $`d>0`$ and infinite residue field. Let $`I`$ be an $`𝔪`$-primary ideal of $`R`$ with a minimal reduction $`J`$ such that $`\lambda (I^2/JI)=1`$. Then the associated graded ring of $`I`$ has depth at least $`d1`$.

## 4 Classes of Examples

We now describe two situations where the previous results apply.

### 4.1 Stretched Cohen–Macaulay rings

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring with dimension $`d`$, infinite residue field, multiplicity $`e`$, and embedding dimension $`\mu (𝔪)=e+dn`$ for some $`n1`$. The ring $`R`$ is said to be stretched if there exists a minimal reduction $`J`$ of $`𝔪`$ such that $`𝔪^nJ`$. As $`R/J`$ is an Artin local ring of length $`e`$ and embedding dimension $`en`$ one has that $`𝔪^{n+1}J`$.

By combining Theorem 3.10 and some results of J. Sally, one obtains the following

###### Proposition 4.1

Let $`(R,𝔪)`$ be a Cohen–Macaulay local ring with dimension $`d`$, infinite residue field, and embedding dimension $`e+dn`$. Let $`J`$ be a minimal reduction of $`𝔪`$ such that $`𝔪^nJ`$.

* $`(`$Sally, see \[25, Corollary 2.4\]$`)`$ The associated graded ring $`\text{gr}_𝔪(R)`$ of $`𝔪`$ is Cohen–Macaulay if and only if $`𝔪^{n+1}=J𝔪^n`$.
* If $`\lambda (𝔪^n/J𝔪^{n1})=1`$ then the depth of the associated graded ring $`\text{gr}_𝔪(R)`$ of $`𝔪`$ is at least $`d1`$.

Proof. $`(`$b$`)`$ By \[25, Theorem 2.3\] it follows that $`J𝔪^k=J𝔪^{k1}`$ for all $`k=1,\mathrm{},n`$, since $`𝔪^{n+1}J𝔪^{n1}`$. Hence Theorem 3.10 applies.

### 4.2 Ideals arising from graphs

Let $`k`$ be a field and let $`R`$ be the polynomial ring over $`k`$ in the $`d=2n+1`$ variables $`x_1,\mathrm{},x_{n+2},y_1,\mathrm{},y_{n1}`$, where $`n1`$. Let

$$\text{M}=(x_1,\mathrm{},x_{n+2},y_1,\mathrm{},y_{n1})\text{J}=(x_1^2,\mathrm{},x_{n+2}^2,y_1^2,\mathrm{},y_{n1}^2)$$

and define a new family of ideals, say $`\text{I}_{(3,2(n1))}`$, as follows

$$\text{I}_{(3,2(n1))}=(\text{J},\text{M}^3,f),$$

where $`f`$ is the form of degree two given by

$$f=\underset{i=1}{\overset{n+1}{}}x_ix_{i+1}+x_{n+2}x_1+\underset{i=1}{\overset{n1}{}}x_iy_i.$$

The ideal $`\text{I}_{(3,2(n1))}`$, or I for short, has a simple combinatorial description which arises from the following graph

More precisely, the element $`f`$ is obtained by adding together all the products $`x_ix_{i+1}`$, where the pair $`(x_i,x_{i+1})`$ consists of adjacent vertices on the cycle, and all the products $`x_iy_i`$, where the pair $`(x_i,y_i)`$ is a whisker.

###### Example 4.2

If $`n=1`$ then $`2(n1)=0`$ and the ideal $`\text{I}=\text{I}_{(3,0)}`$ corresponds to the case of a cycle with three vertices and no whisker. More precisely

$$\text{I}=(x_1^2,x_2^2,x_3^2,f),$$

where $`f=x_1x_2+x_2x_3+x_3x_1`$. It turns out that $`\lambda (R/\text{I})=6`$, $`\lambda (R/\text{J})=8`$, $`\lambda (\text{I}/\text{J})=2`$, $`\lambda (\text{I}^2/\text{J}\text{I})=1`$, $`\text{I}^2\text{J}`$ so that $`\text{J}\text{I}^2=\text{I}^2\text{J}\text{I}`$. Hence the depth of the associated graded ring of I is exactly $`d1=31=2`$.

###### Example 4.3

If $`n=2`$ then $`2(n1)=2`$ and the ideal $`\text{I}=\text{I}_{(3,2)}`$ corresponds to the case of a cycle with four vertices and one whisker. More precisely

$$\text{I}=(x_1^2,x_2^2,x_3^2,x_4^2,y_1^2,x_1x_3x_4,x_2x_3x_4,x_1x_4y_1,x_3x_4y_1,x_2x_4y_1,f),$$

where $`f=x_1x_2+x_2x_3+x_3x_4+x_4x_1+x_1y_1`$. This example appears in \[8, Example 2.13\]. It turns out that $`\lambda (R/\text{I})=15`$, $`\lambda (R/\text{J})=32`$, $`\lambda (\text{I}/\text{J})=17`$, $`\lambda (\text{I}^2/\text{J}\text{I})=2`$, $`\text{J}\text{I}^2=\text{J}\text{I}`$, $`\lambda (\text{I}^3/\text{J}\text{I}^2)=1`$, $`\text{I}^3\text{J}`$ so that $`\text{J}\text{I}^3=\text{I}^3\text{J}\text{I}^2`$. Hence the depth of the associated graded ring of I is exactly $`d1=51=4`$.

###### Example 4.4

If $`n=3`$ then $`2(n1)=4`$ and the ideal $`\text{I}=\text{I}_{(3,4)}`$ corresponds to the case of a cycle with five vertices and two whiskers. More precisely

$$\text{I}=(x_1^2,x_2^2,x_3^2,x_4^2,x_5^2,y_1^2,y_2^2,\text{M}^3,f),$$

where $`f=x_1x_2+x_2x_3+x_3x_4+x_4x_5+x_5x_1+x_1y_1+x_2y_2`$. It turns out that $`\lambda (R/\text{I})=28`$, $`\lambda (R/\text{J})=128`$, $`\lambda (\text{I}/\text{J})=100`$, $`\lambda (\text{I}^2/\text{J}\text{I})=30`$, $`\text{J}\text{I}^2=\text{J}\text{I}`$, $`\lambda (\text{I}^3/\text{J}\text{I}^2)=2`$, $`\text{J}\text{I}^3=\text{J}\text{I}^2`$, and $`\lambda (\text{I}^4/\text{J}\text{I}^3)=1`$, $`\text{I}^4\text{J}`$ so that $`\text{J}\text{I}^4=\text{I}^4\text{J}\text{I}^3`$. Hence the depth of the associated graded ring of I is exactly $`d1=71=6`$.

###### Question 4.5

It is natural then to ask whether or not in general the ideals $`\text{I}=\text{I}_{(3,2(n1))}`$ and J satisfy the following properties: $`(`$a$`)`$ $`\text{J}\text{I}^k=\text{J}\text{I}^{k1}`$ for all $`k=1,\mathrm{},n`$; $`(`$b$`)`$ $`\lambda (\text{I}^{n+1}/\text{J}\text{I}^n)=1`$; $`(`$c$`)`$ $`\text{I}^{n+1}\text{J}`$.

### Note added in proof

After this paper was completed, the authors learned that both M.E. Rossi and J. Elias independently wrote articles that partially overlap with ours.


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# 𝐽/𝜓 production in direct and resolved 𝛾𝛾 collisions

## 1 MOTIVATION

One of the most interesting features of quantum chromodynamics (QCD) is the apparent discrepancy between the fundamental role of color as a conserved quantum number carried by quarks and gluons and the non-observation of color in physical hadronic states. As a non-perturbative phenomenon, the confinement mechanism responsible for the color-singlet nature of hadrons is still not fully understood. One can hope to gain more insight by studying the relatively simple bound states of heavy charm and bottom quarks, such as $`J/\psi `$ or $`\mathrm{{\rm Y}}`$ mesons.

Ever since QCD emerged as the fundamental theory of the strong interaction, models have been designed to explain the compensation of color in heavy quarkonia. Well-known examples are the Color Evaporation  and Hard Comover Scattering Models , which assume that color is restored by soft and hard gluon exchange with the underlying event, respectively, and the Color Singlet Model (CSM) , which requires the heavy quark pair to be produced in a color singlet state. The CSM leads to strong selection rules and connects the production cross section with the quarkonium wave function. Today, a rigorous effective field theory exists in the form of non-relativistic QCD (NRQCD) , which utilizes a double expansion in the strong coupling constant $`\alpha _s`$ and the relative quark-antiquark velocity $`v`$ in order to factorize the hard production from the soft binding process . Left-over singularities in the CSM can be removed systematically into non-perturbative color-octet operator matrix elements (OMEs), and their numerical values can be fitted to describe the hadroproduction cross sections observed at the Tevatron. However, it is necessary to demonstrate the universality of these OMEs in other production processes, such as $`\gamma \gamma `$ collisions. Since the theoretical uncertainties from scale variations in leading order (LO) of $`\alpha _s`$ are quite substantial, it is furthermore important to include also contributions from next-to-leading order (NLO) virtual loop and real emission processes. In this paper, we report on recent progress along these lines.

## 2 REAL CORRECTIONS TO $`J/\psi `$ PRODUCTION IN DIRECT $`\gamma \gamma `$ COLLISIONS

In direct $`\gamma \gamma `$ collisions, $`J/\psi `$ mesons with mass $`M=2m_c`$ and finite transverse momentum $`p_T`$ are produced in association with either a photon (see Fig. 1)

or a jet, where the final state photon in Fig. 1 has to be replaced by a gluon. In the first case, the physical color-singlet state ($`{}_{}{}^{3}S_{1}^{[1]}`$ in spectroscopic notation) is produced directly, whereas in the second case the intermediate color-octet state ($`{}_{}{}^{3}S_{1}^{[8]}`$) transforms into the physical $`J/\psi `$ through soft gluon emission. Although the strong coupling of the hard gluon enhances the second process, it is strongly suppressed by the relevant color-octet OME, which is subleading in $`v`$. In NLO of $`\alpha _s`$, an unresolved dijet system with invariant mass $`s_{jj}`$, originating from two gluons or a light quark-antiquark pair, allows for the production of intermediate $`{}_{}{}^{1}S_{0}^{[8]}`$, $`{}_{}{}^{3}S_{1}^{[8]}`$, and $`{}_{}{}^{3}P_{J}^{[8]}`$ states. At small $`p_T`$, virtual loop corrections have to be included to cancel the unphysical dependence on the cut-off $`s_{jj}>M^2`$, but at large $`p_T`$ these contributions become unimportant. As can be observed clearly in Fig. 2, the

cut-off dependence is reduced and the corrections from real particle emission become large . At small $`p_T`$, one does, however, not expect large radiative corrections, as has also been shown in a full NLO calculation for direct color-singlet $`J/\psi `$ photoproduction .

## 3 COMPARISON OF $`J/\psi `$ PRODUCTION IN COMPLETE $`\gamma \gamma `$ COLLISIONS WITH CERN LEP2 DATA

$`J/\psi `$ production in $`\gamma \gamma `$ collisions proceeds not only through direct interactions of photons with charm quarks, but also through resolved processes, where one or two of the photons emit quarks and gluons which then interact with the heavy quarks. In the small-$`p_T`$ range recently studied by the DELPHI experiment at CERN LEP2 , $`J/\psi `$ production is dominated by the single-resolved process $`\gamma gJ/\psi g`$, where one initial state photon and the final state photon in Fig. 1 have to be replaced with gluons. In addition, processes with non-abelian coupling of the gluons and processes involving light quarks have to be taken into account using the relevant color-octet OMEs. Furthermore, contributions from $`\chi _{cJ}`$ and $`\psi ^{}`$ decays have to be included, whereas those from $`B`$ meson decays are suppressed by the small branching fraction.

The differential cross section of $`e^+e^{}e^+e^{}H+X`$, where $`H`$ denotes a generic charmonium state, can be written as

$`d\sigma (e^+e^{}e^+e^{}H+X)={\displaystyle 𝑑x_+f_{\gamma /e}(x_+)}`$ (1)
$`\times {\displaystyle }dx_{}f_{\gamma /e}(x_{}){\displaystyle \underset{a,b,d}{}}{\displaystyle }dx_af_{a/\gamma }(x_a,\mu _f)`$
$`\times {\displaystyle }dx_bf_{b/\gamma }(x_b,\mu _f){\displaystyle \underset{n}{}}𝒪^H[n]`$
$`\times d\sigma (abc\overline{c}[n]+d),`$
where $`f_{\gamma /e}(x_\pm )`$ is the equivalent number of transverse photons radiated by the initial-state positrons and electrons , $`f_{a/\gamma }(x_a,\mu _f)`$ are the PDFs of the photon, $`𝒪^H[n]`$ are the OMEs of the $`H`$ meson, $`d\sigma (abc\overline{c}[n]+d)`$ are the differential partonic cross sections, the integrals are over the longitudinal-momentum fractions of the emitted particles w.r.t. the emitting ones, and it is summed over $`a,b=\gamma ,g,q,\overline{q}`$ and $`d=g,q,\overline{q}`$, with $`q=u,d,s`$. To leading order in $`v`$, we need to include the $`c\overline{c}`$ Fock states $`n={}_{}{}^{3}S_{1}^{[1]},{}_{}{}^{1}S_{0}^{[8]},{}_{}{}^{3}S_{1}^{[8]},{}_{}{}^{3}P_{J}^{[8]}`$ if $`H=J/\psi ,\psi ^{}`$ and $`n={}_{}{}^{3}P_{J}^{[1]},{}_{}{}^{3}S_{1}^{[8]}`$ if $`H=\chi _{cJ}`$, where $`J=0,1,2`$. With the definition $`f_{\gamma /\gamma }(x_\gamma ,\mu _f)=\delta (1x_\gamma )`$, Eq. (1) accommodates the direct, single-resolved, and double-resolved channels.

In our numerical analysis, we use $`m_c=(1.5\pm 0.1)`$ GeV, $`\alpha =1/137.036`$, and the LO formula for $`\alpha _s^{(n_f)}(\mu )`$ with $`n_f=3`$ active quark flavors. As for the photon PDFs, we use the LO set from Glück, Reya, and Schienbein (GRS) , which is the only available one that is implemented in the fixed-flavor-number scheme, with $`n_f=3`$. We choose the renormalization and factorization scales to be $`\mu =\xi _\mu m_T`$ and $`\mu _f=\xi _fm_T`$, respectively, where $`m_T=\sqrt{M^2+p_T^2}`$ is the transverse mass of the $`J/\psi `$ meson, and independently vary the scale parameters $`\xi _\mu `$ and $`\xi _f`$ between 1/2 and 2 about the default value 1. As for the $`J/\psi `$, $`\chi _{cJ}`$, and $`\psi ^{}`$ OMEs, we adopt the set determined in Ref.  by fitting the Tevatron data using the LO proton PDFs from Martin, Roberts, Stirling, and Thorne (MRST98LO)  as our default and the one referring to the LO proton PDFs from the CTEQ Collaboration (CTEQ5L)  for comparison (see Table I in Ref. ). In the first (second) case, we employ $`\mathrm{\Lambda }_{\mathrm{QCD}}^{(3)}=204`$ MeV (224 MeV), which corresponds to $`\mathrm{\Lambda }_{\mathrm{QCD}}^{(4)}=174`$ MeV  (192 MeV ), so as to conform with the fit . Incidentally, the GRS photon PDFs are also implemented with $`\mathrm{\Lambda }_{\mathrm{QCD}}^{(3)}=204`$ MeV . In the cases $`\psi =J/\psi ,\psi ^{}`$, the fit results for $`𝒪^\psi [{}_{}{}^{1}S_{0}^{[8]}]`$ and $`𝒪^\psi [{}_{}{}^{3}P_{0}^{[8]}]`$ are strongly correlated, and one is only sensitive to the linear combination

$$M_r^\psi =𝒪^\psi [{}_{}{}^{1}S_{0}^{[8]}]+\frac{r}{m_c^2}𝒪^\psi [{}_{}{}^{3}P_{0}^{[8]}],$$
(2)
with an appropriate value of $`r`$. Since Eq. (1) is sensitive to a different linear combination of $`𝒪^\psi [{}_{}{}^{1}S_{0}^{[8]}]`$ and $`𝒪^\psi [{}_{}{}^{3}P_{0}^{[8]}]`$ than appears in Eq. (2), we write $`𝒪^\psi [{}_{}{}^{1}S_{0}^{[8]}]=\kappa M_r^\psi `$ and $`𝒪^\psi [{}_{}{}^{3}P_{0}^{[8]}]=(1\kappa )\left(m_c^2/r\right)M_r^\psi `$ and vary $`\kappa `$ between 0 and 1 about the default value 1/2. The $`J`$-dependent OMEs $`𝒪^\psi [{}_{}{}^{3}P_{J}^{[8]}]`$, $`𝒪^{\chi _{cJ}}[{}_{}{}^{3}P_{J}^{[1]}]`$, and $`𝒪^{\chi _{cJ}}[{}_{}{}^{3}S_{1}^{[8]}]`$ satisfy multiplicity relations, which follow to leading order in $`v`$ from heavy-quark spin symmetry. In order to estimate the theoretical uncertainties in our predictions, we vary the unphysical parameters $`\xi _\mu `$, $`\xi _f`$, and $`\kappa `$ as indicated above, take into account the experimental errors on $`m_c`$, the decay branching fractions, and the default OMEs, and switch from our default OME set to the CTEQ5L one, properly adjusting $`\mathrm{\Lambda }_{\mathrm{QCD}}^{(3)}`$. We then combine the individual shifts in quadrature, allowing for the upper and lower half-errors to be different.

In Fig. 3, we confront the $`p_T^2`$ distribution of $`e^+e^{}e^+e^{}J/\psi +X`$ measured by DELPHI  with our NRQCD and CSM predictions. The solid lines and shaded bands represent the central results, evaluated with our default settings, and their uncertainties, respectively. We observe that the DELPHI data clearly favors the NRQCD prediction, while it significantly overshoots the CSM one .

## 4 CONCLUSION

In summary, the production of $`J/\psi `$ mesons in $`\gamma \gamma `$ collisions allows for a test of factorization in color-octet processes as predicted by NRQCD and observed at the Tevatron. We have calculated the contributions from direct and resolved photons to $`J/\psi `$ mesons produced directly or from $`\chi _{cJ}`$ and $`\psi ^{}`$ decays. Our NRQCD predictions are nicely confirmed by recent data from the DELPHI collaboration at CERN LEP2, whereas the CSM prediction is clearly disfavored.

## ACKNOWLEDGMENT

The author thanks the organizers of the RADCOR/LL 2002 conference for the kind invitation and B.A. Kniehl, L. Mihaila, and M. Steinhauser for a fruitful collaboration.


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# Nonlinear Strain Theory of Plastic Flow in Solids

## 1 Introduction

Most previous papers on glass transitions so far are concerned with near-equilibrium properties such as relaxations of the density time correlation functions or dielectric response. However, these quantities are too restricted or indirect, and there remains a rich group of unexplored problems in far-from-equilibrium states. In particular, shear is a relevant perturbation drastically changing the glassy dynamics when the shear rate $`\dot{\gamma }`$ exceeds the inverse of the structural relaxation time $`\tau _\alpha `$ . In supercooled liquids, the microscopic rearrangement processes occur on the time scale of $`\tau _\alpha `$ in quiescent states, whereas they are much accelerated even by extremely small $`\dot{\gamma }`$ (if larger than $`\tau _\alpha ^1`$). Similar jamming rheology has been studied in systems composed of large elements such as colloidal suspensions, dense microemulsions, and granular materials .

Experimentally, Simmons et al.  observed shear-thinning behavior, where the steady-state viscosity $`\eta (\dot{\gamma })`$ was represented by

$$\eta (\dot{\gamma })=\sigma _{xy}/\dot{\gamma }\eta (0)/(1+\dot{\gamma }\tau _\eta ),$$
(1)
in the range $`7\times 10^5<\eta (0)<6\times 10^{13}`$ (Poise) in soda-lime-silica glass. The characteristic time $`\tau _\eta `$ is expected to be of order $`\tau _\alpha `$. Remarkably, the shear stress $`\sigma _{xy}`$ tends to a limiting shear stress, $`\sigma _{\mathrm{lim}}=\eta (0)/\tau _\eta `$, of order $`10^2\mu _0`$, $`\mu _0`$ being the shear modulus for infinitesimal strains. After application of shear, they also observed an overshoot of the shear stress before approach to a steady state.

As a closely related problem, understanding of mechanical properties of amorphous metals has been of great technological importance . They are usually ductile in spite of their high strength. At low temperatures $`T<0.60.7T_g`$, localized shear bands, where zonal slip occurs, have been observed above a yield stress. At relatively high temperatures $`T>0.60.7T_g`$, on the other hand, shear deformations are induced homogeneously (on macroscopic scales) throughout samples, giving rise to viscous flow with strong shear thinning behavior. In a model amorphous metal in 3D, Takeuchi et al.  numerically followed atomic motions after application of a small shear strain to observe heterogeneities among poorly and closely packed regions. Such dynamic heterogeneities have been reported in recent simulations in sheared states  and also in quiescent states .

In the study of elasto-plastic dynamics of solids, microscopic simulations are informative , while mean-field theories are instructive . In the latter theories, the problem was reduced to to that of one element obeying a stochastic process under the influence of the average stress. The aim of this paper is then to present a space-time dependent, elasto-plastic dynamical model on the basis of well-defined nonlinear elastic theory. Although our theory is still preliminary, we shall see that introduction of an order parameter, representing the vacancy or the local free volume, can give rise to dramatic effects similar to those reported in Ref..

## 2 Plastic flow in one dimension

To introduce the fundamental concepts in our problem in the simplest manner, we first present a one-dimensional model which mimics a solid with shear deformations varying only in one direction (1D slip model). We here write down the dynamic equations in the continuum representation (for simplicity). The velocity $`v(x,t)=u(x,t)/t`$ of the shear displacement $`u(x,t)`$ (along the $`y`$ axis) is governed by

$$\rho \frac{}{t}v=_x[\mu _0\gamma _0\mathrm{sin}(\gamma _{0}^{}{}_{}{}^{1}_xu)]+\eta _0_x^2v+_x\sigma _\mathrm{R},$$
(2)
where $`_x=/x`$, $`\rho `$ is the mass density, $`\mu _0`$ is the shear modulus, $`\gamma _0`$ is a constant determined by the underlying crystal structure, and $`\eta _0`$ is a vicosity. The period of the strain is given by $`\gamma _\mathrm{p}=2\pi \gamma _0`$. To ensure equilibrium in the absence of applied force, we introduce the random stress $`\sigma _\mathrm{R}(x,t)`$ related to $`\eta _0`$ via the fluctuation-disipation relation $`\sigma _\mathrm{R}(x,t)\sigma _\mathrm{R}(x^{},t^{})=2k_\mathrm{B}T\eta _0\delta (xx^{})\delta (tt)`$, where $`T`$ is the temperature. Hereafter space and time will be measured in units of $`\mathrm{}\eta _0/(\rho \mu _0)^{1/2}`$ and $`\omega _0^1\eta _0/\mu _0`$, respectively. The dimensionless noise strength is given by $`ϵ=k_\mathrm{B}T/\mu _0\gamma _0^2\mathrm{}`$.

We numerically solve (2) on a 1D chain ($`j=0,1,\mathrm{},N=600)`$ with $`ϵ=0.25`$, setting $`u(x,t)u_j(t)`$ and $`u/x\gamma _ju_{j+1}u_j`$. We apply a constant shear rate $`\dot{\gamma }`$ at $`t=0`$ with $`u_0=0`$ and $`u_N/\gamma _0=N\dot{\gamma }t`$. In Fig.1 the average dimensionless stress $`\sigma (t)=N^1_j\mathrm{sin}(\gamma _j(t)/\gamma _0)+\dot{\gamma }`$ is plotted as a function of the scaled strain $`\dot{\gamma }t/\gamma _\mathrm{p}`$. The system undergoes a pure elastic deformation $`\gamma _j(t)/\gamma _0\dot{\gamma }t`$ in the initial stage, but slips (jumps of $`\gamma _j`$ by multiples of $`\gamma _\mathrm{p}`$) appear randomly throughout the system with increasing the average strain $`\dot{\gamma }t`$. The inset shows slips and continuously strained regions. The average slope of the latter regions gives the average stress. For the range of the shear rates in Fig.1, we can see shear-thinning $`\sigma _{xy}\dot{\gamma }^{0.7}`$ in steady states (if averaged over time).

It is also straighforward to integrate (2) under a fixed shear stress $`\sigma _{\mathrm{ext}}`$ applied at one end with the other end being pinned. For small $`\sigma _{\mathrm{ext}}`$ below a yield stress $`\sigma _\mathrm{y}`$, we observe no slip formation, while for $`\sigma _{\mathrm{ext}}>\sigma _\mathrm{y}`$ plastic flow is produced. For the noise strength of $`ϵ=0.25`$, we find $`\sigma _\mathrm{y}0.2`$.

## 3 Plastic flow without vacancies

As a direct generalization of (2), we set up a plastic flow model in two dimensions (2D slip odel). In the continuum limit the strain components are defined by

$$e_1=_xu_x+_yu_y,e_2=_xu_x_yu_y,e_3=_xu_y+_yu_x,$$
(3)
where $`_x=/x`$ and $`_y=/y`$. If we suppose a triangular lattice, the elasticity is isotropic in the harmonic approximation , being characterized by the bulk and shear moduli, $`K_0`$ and $`\mu _0`$, but it depends on the orientational angle $`\theta `$ of one of the crystal axes for large shear deformations. Note that, under rotation of the reference frame by $`\theta `$, the shear strains $`e_2`$ and $`e_3`$ are changed to $`e_2^{}`$ and $`e_3^{}`$, where

$$e_2^{}=e_2\mathrm{cos}2\theta +e_3\mathrm{sin}2\theta ,e_3^{}=e_2\mathrm{sin}2\theta +e_3\mathrm{cos}2\theta .$$
(4)
We write the elastic energy density in the form, $`f_{\mathrm{el}}=K_0e_1^2/2+\mu _0(e_3^{},e_2^{})`$. The simplest form of the scaling function $``$ is of the form

$$(e_3^{},e_2^{})=\frac{1}{6\pi ^2}\left[3\mathrm{cos}\pi (\sqrt{3}e_3^{}e_2^{})\mathrm{cos}\pi (\sqrt{3}e_3^{}+e_2^{})\mathrm{cos}(2\pi e_2^{})\right]$$
(5)
and is shown in Fig.2, The $``$ is invariant with respect to the rotation $`\theta \theta +\pi /3`$, is a periodic function of $`e_3^{}`$ with period $`\gamma _\mathrm{p}=2/\sqrt{3}`$ for $`e_2^{}=0`$ (simple shear deformation), and becomes $`(e_2^2+e_3^2)/2`$ for small strains. If we assume $`\theta /t=(_xv_y_yv_x)/2`$ for the angle rotation rate, its time integration yields

$$\theta =\frac{1}{2}(_xu_y_yu_x)+\theta _0,$$
(6)
where $`\theta _0`$ is independent of $`t`$ but may depend on $`𝒓=(x,y)`$. For $`\theta =0`$ one of the crystal axes is along the $`x`$ axis. Then the elastic energy $`F_{\mathrm{el}}=𝑑𝒓f_{\mathrm{el}}`$ is a functional of $`𝒖`$. We assume that the lattice velocity $`𝒗=𝒖/t`$ obeys

$$\rho \frac{}{t}𝒗=\frac{\delta }{\delta 𝒖}F_{\mathrm{el}}+\eta _0^2v+\underset{\mathrm{R}}{\overset{}{\sigma }},$$
(7)
where the first term on the right hand side is also written as $`\stackrel{}{\sigma }`$ in term of the elastic stress tensor $`\stackrel{}{\sigma }`$. The symmetric random stress tensor $`\underset{\mathrm{R}}{\overset{}{\sigma }}=\{\sigma _{\alpha \beta }^\mathrm{R}\}=\{\sigma _{\beta \alpha }^\mathrm{R}\}`$ satisfies $`\sigma _{xx}^\mathrm{R}+\sigma _{yy}^\mathrm{R}=0`$, because the bulk viscosity is neglected in (7), and

$$\sigma _{\alpha \beta }^\mathrm{R}(𝒓,t)\sigma _{\alpha \beta }^\mathrm{R}(𝒓^{},t^{})=2k_\mathrm{B}T\eta _0\delta (𝒓𝒓^{})\delta (tt^{}).$$
(8)
We measure space and time in units of $`\eta _0/(\rho \mu _0)^{1/2}`$ and $`\eta _0/\mu _0`$ and the strains in units of $`\gamma _\mathrm{p}=2/\sqrt{3}`$. If these scaling units are used, the noise strength $`k_\mathrm{B}T\eta _0`$ in (8) is replaced by

$$ϵ=k_\mathrm{B}T\rho /\gamma _\mathrm{p}^2\eta _0^2.$$
(9)
We integrate (7) on a $`128\times 128`$ square lattice by applying a constant shear rate $`\dot{\gamma }`$ at $`t=0`$ with $`ϵ=0.1`$. The periodic boundary condition is imposed in the $`x`$ direction, while $`𝒖=\mathrm{𝟎}`$ at the bottom $`y=0`$ and $`u_x=\dot{\gamma }t`$ and $`u_y=0`$ at the top $`y=128`$. At $`t=0`$, the values of $`𝒗`$ at the lattice sites are Gaussian random numbers with variance $`ϵ^{1/2}`$ but $`𝒖=\mathrm{𝟎}`$ and $`\theta =0.1`$. In Fig.3 we show the average scaled stress $`\sigma _{xy}/\mu _0`$ as a function of the scaled strain $`\dot{\gamma }t/\gamma _\mathrm{p}`$ for $`\dot{\gamma }=10^3`$ and $`10^4`$. In the inset we display snapshots of $`e_3`$ and $`e_2`$. Because we start with a perfect crystal with the initial fluctuations only in the velocity, the stress curve drops sharply after the peak with catastrophic formation of slips. Then structurally disordered states are produced where defects are proliferated (strain-induced disordering). Note that slips are accumulations of dislocations $`[17]`$. In the initial stage of plastic flow we have simple slips consisting of two dislocations with opposite Burgers vectors $`\pm a`$ with $`a`$ being the lattice constant. The elastic energy to create such a slip is minimum in the $`x`$ and $`y`$ directions under shear deformation. This is the reason why the slips in Fig.3 are parallel to the $`x`$ or $`y`$ direction. In Fig.4 the shear $`(=10^3)`$ is swiched off at (a) $`t=190`$ before the peak time of the stress, (b) $`t=220`$ just after the peak time, and (c) $`t=440`$. The top and bottom boundaries are kept at rest afterwards. Pure elastic deformation is maintained in (a), while no appreciable time evolution is detected after transients in (b) and (c). This means that the structurely disordered states are metastable.

## 4 Plastic flow with vacancies

Usually in the literature, the density deviation $`\delta \rho `$ is equated with $`\overline{\rho }𝒖=\overline{\rho }e_1`$ in solids , where $`\overline{\rho }(\rho )`$ is the average density and $`|\delta \rho |\overline{\rho }`$ is assumeed. In the presence of vacancies or interstitials, however, there can be a small difference between these two quantities. Cohen, Flemming, and Gibbs  constructed a hydrodynamic description of solids including the new variable $`m\delta \rho /\overline{\rho }+e_1`$. According to their theory, the vacancy concentration $`c`$ may be defined by

$$c=c_0m=c_0(\delta \rho /\overline{\rho }+e_1)$$
(10)
where $`c_0`$ is the average $`c`$ dependent on $`T`$ and $`\overline{\rho }`$. On the other hand, Granato claimed relevance of interstitials in amorphous solids because they can greatly decrease the shear modulus . However, because vacancies and interstitials are point defects, it may be more appropriate to treat $`c`$ as the local free-volume fraction  which can take continuous values at each lattice site. Then $`c_0`$ is the average free-volume fraction and we may assume $`0c_01`$. The role of $`m`$ or $`c`$ is expected to be crucial in amorphous solids. We try to include the vacancy variable in our nonlinear slip model (2D vacancy model),

The dynamic equations obeyed by the mass density and the momentum density are of the usual forms,

$$\frac{}{t}\delta \rho =\overline{\rho }𝒗,$$
(11)
$$\overline{\rho }\frac{}{t}𝒗=\stackrel{}{\sigma }+\eta _0^2𝒗+\underset{\mathrm{R}}{\overset{}{\sigma }}.$$
(12)
In (12) the force density, the first term on the right hand side, is written in terms of the free energy functional $`F=F\{\rho ,𝒖\}`$ as

$$\stackrel{}{\sigma }=\overline{\rho }(\delta F/\delta \rho )_𝒖(\delta F/\delta 𝒖)_\rho =(\delta F/\delta 𝒖)_m,$$
(13)
where use has been made of the identities $`(\delta /\delta 𝒖)_\rho =(\delta /\delta 𝒖)_m(\delta /\delta m)_𝒖`$ and $`(\delta /\delta m)_𝒖=\overline{\rho }(\delta /\delta \rho )_𝒖`$. The random stress tensor $`\underset{\mathrm{R}}{\overset{}{\sigma }}`$ satisfies (8). It is important that, in the presence of the vacancy field, the lattice velocity $`𝒖/t`$ is different from the mass velocity $`𝒗`$ and is assumed to be of the form,

$$\frac{}{t}𝒖=𝒗\lambda _0\left(\frac{\delta }{\delta 𝒖}F\right)_\rho +𝜻_\mathrm{R},$$
(14)
where $`\lambda _0`$ is the kinetic coefficient and the components $`\zeta _\alpha ^\mathrm{R}`$ of the random force vector $`𝜻_\mathrm{R}`$ are characterized by

$$\zeta _\alpha ^\mathrm{R}(𝒓,t)\zeta _\beta ^\mathrm{R}(𝒓^{},t^{})=2k_\mathrm{B}T\lambda _0\delta _{\alpha \beta }\delta (𝒓𝒓^{})\delta (tt^{}).$$
(15)
From (12) and (14) the equation for $`m`$ is expressed as

$$\frac{}{t}m=\lambda _0[\left(\frac{\delta }{\delta m}F\right)_𝒖+\stackrel{}{\sigma }]+𝜻_\mathrm{R}.$$
(16)
It is worth noting that (16) is similar to the dynamic equation for the concentration in visccoelastic fluid mixtures . In passing, owing to the special form of (13), the time derivative of the total free energy $`F\{\rho ,𝒖\}+𝑑𝒓\overline{\rho }v^2/2`$ becomes nonnegative-definite in the absence of applied stress if the random noises are neglected. This is a self-consistent condition of Langevin equations ensuring attainment of equilibrium .

The free energy $`F=𝑑𝒓f`$ is a functional of $`𝒖`$ and $`\delta \rho `$ (or $`m`$). We assume the free energy density $`f`$ in the form,

$$f=\frac{A}{2}m^2+\frac{B}{4}m^4+\alpha me_1++\frac{C}{2}|\delta \rho |^2+\frac{K_0}{2}e_1^2+\mu (m)(e_3^{},e_2^{}),$$
(17)
where $`A`$, $`B`$, and $`C`$ are positive constants and $`\alpha `$ is a coupling constant. The gradient term ($`C`$) is introduced to suppress the density fluctuations with short length scales. (We are considering the density fluctuations longer than the peak distance of the pair correlation function.) For simplicity, we neglect the other gradient terms involving the gradients of $`m`$ and the strains. In our theory it is most important that the shear modulus $`\mu (m)`$ sensitively depends on $`m`$. Near glass transitions, with decreasing $`m`$ or increasing $`c`$, $`\mu (m)`$ is expected to decrease abruptly from a finite value $`\mu _0`$ to zero ($`=`$ fluid value) around a threshold value of $`m`$ or $`c`$.

Analytic calculations of the above model are difficult except for idealized situations. As a simple exercise, let us consider small deviations with wave vector $`𝒌`$ around a homogeneously strained state with $`e_3=\gamma `$, where the sytem is at rest and the harmonic approximation can be made for the elastic energy. Then the mechanical equilibrium condition allows elimination of $`𝒖`$ from (16) . We consider the steady-state variance of m in the long wavelength limit, $`\chi _\mathrm{v}=lim_{k0}|m_𝒌|^2`$, in 2D. In the linear approximation it becomes dependent on the angle of $`𝒌`$:

$$\frac{k_\mathrm{B}T}{\chi _\mathrm{v}}=A\frac{\alpha ^2}{L_0}\frac{2\alpha }{L_0}\mu _1\gamma \mathrm{sin}2\phi \frac{1}{L_0}(\mu _1\gamma )^2[1+(\mathrm{cos}2\phi )^2K_0/\mu _0],$$
(18)
where $`\mathrm{sin}2\phi =2k_xk_y/k^2`$, $`\mu (m)=\mu _0+\mu _1m+\mathrm{}`$ and $`L_0=K_0+\mu _0`$. The vacancy diffusion constant is written as $`D_\mathrm{v}=\lambda _0k_{|rmB}T/\chi _\mathrm{v}`$. The steady-state density variance $`\chi _\rho =lim_{k0}|\rho _𝒌|^2/\rho ^2`$ in 2D is written as

$$\chi _\rho =\frac{k_\mathrm{B}T}{L_0}+\left[1+\frac{1}{L_0}(\alpha +\mu _1\gamma \mathrm{sin}2\phi )\right]^2\chi _\mathrm{v}.$$
(19)
The first term is the usual term, while the second term arises from the vacancy fluctuations. The dependence of these quantities on $`\gamma `$ and the angle $`\phi `$ can become appreciable with increasing $`\mu _1`$ and$`/`$or decreasing $`A`$. For $`\alpha =0`$, for example, the homogeneous state is unstable for $`\gamma >\gamma _\mathrm{c}=(\mu _0A)^{1/2}/\mu _1`$ against the flluctuations with $`𝒌`$ along the $`x`$ or $`y`$ axis. Note that $`\gamma _\mathrm{c}1`$ can hold if $`\mu _1/\mu _01`$. It is easy to confirm that essentially the same result follows in 3D in both shear and elongational deformations. Thus, in elastically deformed amorphous solids (before onset of plastic flow), we predict enhancement of the density fluctuations in particular directions of the wave vector.

We then show our numerical results of our model in (11)-(17) obtained on a $`128\times 128`$ square lattice for the case of applying a constant $`\dot{\gamma }`$. Again the units of space, time, and strains are $`\eta _0/(\rho \mu _0)^{1/2}`$, $`\eta _0/\mu _0`$, and $`\gamma _\mathrm{p}=2/\sqrt{3}`$, respectively. The $`m`$ is also divided by $`\gamma _\mathrm{p}`$. The dimensionless mass density is given by $`\delta \rho /\rho \gamma _\mathrm{p}`$. Though it is not clear what functional form of $`\mu (m)`$ is appropriate, we tentatively use

$$\mu (m)=\mu _0\mathrm{exp}[A_0/(m+m_0)]$$
(20)
for $`m+m_0>0`$ and $`\mu (m)=0`$ for $`m+m_00`$. Here $`A_0`$ is a constant and is set equal to 0.1 in our simulation, while $`m_0`$ is a control parameter representing the closeness to the glass transition. In fact, if $`\mu (m)`$ goes to zero at $`c=c_\mathrm{c}`$, we have $`m_0=c_cc_0`$ from (10). However, essentially the same numerical results follow as long as $`\mu (m)`$ strongly depends on $`m`$ (for example, from the simpler form $`G(m)(m+m_0)^2`$ instead of (20)). The other parameter values used are $`A=C=1`$, $`B=10`$, $`\alpha =0`$, $`\lambda _0=0.1`$ and $`ϵ=0.1`$. While the initial conditions for $`𝒗`$, $`𝒖`$ and $`\theta `$ are the same as in the previous case of Figs.3 and 4, we assign random Gaussian randum numbers with variance $`0.1`$ to $`m`$. In Fig.5 we show time evolution of the scaled shear stress as a function of the scaled average strain $`\dot{\gamma }t/\gamma _\mathrm{p}`$ at $`\dot{\gamma }=10^3`$ for $`m_0=1,0.6`$, and $`0.2`$. Fig.6a and Fig.6b display snapshots of $`e_3`$, $`e_2`$, $`cc_0=m`$, and $`\delta \rho `$ at $`t=250`$ and $`420`$ on the curve of $`m_0=0.6`$ in Fig.5. Fig.7 demonstrates that these strain-induced disordered states are metastable as in Fig.4. Salient features are as follows: (i) Plastic flow is induced earlier than in the absence of vacancies, because slip formation is easier in regions with smaller $`m`$. Onset of plastic flow is sensitive to the initial randomness of $`m`$. (ii) The effective viscosity $`\eta _{\mathrm{eff}}=\sigma _{xy}/\dot{\gamma }`$ becomes smaller with decreasing the parameter $`m_0`$ in (17) or increasing the elastic inhomgeneity. (iii) The $`\eta _{\mathrm{eff}}`$ also decreases as a function of time on long time scales because of slow accumulation of vacancies around slips. In our model, though this tendency is considerably suppressed by the quartic term ($`B)`$ in (16), vacancy accumulation can lead to fluidization at long times after percolation of the slips. (iii) The density fluctuations are induced and are frozen after cessation of shear. As demonstared in Fig.7, the fluctuation variances of the vacancy and the density are much enhanced than in the initial state. Owing to the gradient term in (16), the density smoothly varies in space (compared with $`m`$).

## 5 Concluding remarks

We have presented a first time-dependent Ginzburg-Landau theory accounting for inhomogeneous nonlinear elastic deformations. It is a coarse-grained theory and the sharp peak of the structure factor, which is essential in the mode coupling theory , does not come into play. Instead, periodicity of the elastic energy with respect to the strains $`e_3^{}`$ and $`e_2^{}`$ and vacancy-dependence of the shear modulus are two major ingredients of our theory, which bring about metastable structural disordered states with heterogeneities in the vacancy and mass densities. As a closely related effect, Fischer  observed excess scattering from nearly static density fluctuations with sizes in a range of 20-200 nm in glass-forming fluids. We believe that such large-scale frozen fluctuations can arise only as a result of nonlinear elastic deformations induced by structural disorder. We also mention previous simulations. Argon et al.  applied a tensile (elongational) strain to a 2D model to produce slips and shear bands making angles of $`\pm 45^{}`$ with respect to the stretched direction in agreement with experiments. The same results also follow from our model and will be reported shortly. We will show that the elastic energy to create a slip under tension is minimum for these directions. Ikeda et al.  applied a tensile strain to a 3D model to induce a change from a perfect crystal to an amorphous solid.

However, we admit that our results are still preliminary and it remains unclear how our theory corresponds to real physical effects. In particular, the initial conditions ($`𝒖=\mathrm{𝟎}`$ and $`\theta =`$const.) should be inappropriate for amorphous solids (where structural disorder should preexist even before applying strain). In future work, we should start with initial states with various amounts of disorder and should also examine what parameter values are appropriate for amorphous solids.

We mention analogous and instructive examples. In solids undergoing phase separation or structural transitions, the dependence of the shear modulus on the order parameter, written as $`m`$, in the form $`\mu =\mu _0+\mu _1m`$ is of crucial importance in phase ordering . In all these cases, local minimization of the nonlinear elastic energy ($`(\delta F/\delta 𝒖)_m=\mathrm{𝟎}`$) gives rise to heterogeneous metastable states where time-evolution is pinned. In viscoelastic polymer systems, the composition-dependence of the viscoelastic properties can give rise to shear-induced phase separation , where the scattered light intensity takes a form similar to $`\chi _\mathrm{v}`$ in (18).

## References

Figure Captions

Fig.1, Stress vs strain in units of $`\mu _0\gamma _0`$ and $`\gamma _\mathrm{p}`$ obtained from the discretized version of the 1D model (1) after application of constant shear rate. Here $`\dot{\gamma }/\omega _0=10^3,10^4,10^5,`$ and $`10^6`$ from above. The inset displays a snapshot of the deviations $`u_j/\gamma _0\dot{\gamma }tj`$ ($`0j600)`$ at $`t=720`$ for $`\dot{\gamma }=10^3`$.

Fig.2, Function $`(e_3,e_2)`$ defined by (5), which represents the 2D shear deformation energy density divided by $`\mu _0`$ for $`\theta =0`$.

Fig.3, Stress vs strain for $`\dot{\gamma }=10^3`$ and $`10^4`$ obtained from the 2D slip model (7). In the inset $`e_3`$ and $`e_2`$ at $`t=400`$ for $`\dot{\gamma }=10^3`$ are shown.

Fig.4, Scaled stress and elastic energy vs time, which demonstates freezing of strain-induced diordered states of (7) at long times. The shear is switched off at (a) $`t=190`$, (b) $`t=220`$, and (c) $`t=440`$, as indicated by arrows, using the same parameters as for the curve of $`\dot{\gamma }=10^3`$ in Fig.3.

Fig.5, Stress vs strain for $`\dot{\gamma }=10^3`$ obtained from integration of (11), (12), and (14) using (16) and (17) at $`\dot{\gamma }=10^3`$. Here $`m_0=1,0.6`$, and $`0.2`$ from above.

Fig.6, Snapshots of $`e_3`$, $`e_2`$, $`cc_0=m`$, and $`\delta \rho `$ at (a) $`t=250`$ and (b) $`420`$ for $`\dot{\gamma }=10^3`$ on the curve of $`m_0=0.6`$ in Fig.5.

Fig.7, Freezing of strain-induced diordered states of the vacancy model. Shown are the density variance $`[(\delta \rho )^2]^{1/2}/\rho \gamma _p`$, the vacancy variance $`[(\delta m)^2]^{1/2}/\gamma _p`$, and the average elastic energy $`f_{\mathrm{el}}`$. As in Fig.4, the shear rate is switched off at $`t=220`$. The frozen density profile at $`t=2\times 10^4`$ is shown in the inset.


text:
# A VLT/FORS2 spectroscopic survey in the HDF-S Based on observations collected at the European Southern Observatory, Paranal, Chile

## 1 Introduction

The Hubble Deep Field South (HDF-S) is a region of intense astrophysical interest. A large set of observations of an otherwise unremarkable field around the QSO J2233-606 (z $`=`$ 2.24) has been taken in parallel by three instruments aboard the Hubble Space Telescope (HST): the Wide Field and Planetary Camera 2 (WFPC2), the Space Telescope Imaging Spectrograph (STIS) and the Near Infrared Camera and Multi-Object Spectrometer (NICMOS). This unique database has been complemented with a vigorous campaign of ground-based observations from the optical to the radio by virtually all the major observatories in the southern hemisphere.

In a series of papers we have presented deep near-IR observations of the HDF-S (Saracco et al. (2001)), a multicolor ($`U,B,V,I,Js,H,Ks`$) catalog in the WFPC2 area (Vanzella et al. (2001)), preliminary spectroscopic identifications (Cristiani et al. (2000)), photometric redshifts (Fontana et al. (2002); Vanzella et al. in preparation), studies of the redshift distribution and evolution of the galaxy luminosity function (Fontana et al. (1999, 2000); Poli et al. (2001)) and clustering (Arnouts et al. (2002)), as well as high-resolution spectroscopy of the HDF-S QSO J2233-606 (Cristiani & D’Odorico (2000)).

In the present paper we report the results of a spectroscopic campaign aiming at the confirmation of all the high-redshift galaxy candidates in the WFPC2 area brighter than $`I(AB)=24.25`$. A cosmology with $`H_o=70Kms^1Mpc^1`$, $`\mathrm{\Omega }_M=0.3`$ and $`\mathrm{\Omega }_\mathrm{\Lambda }=0.7`$ is assumed throughout.

## 2 The photometric databases and the selection of the candidates

Deep multicolor imaging of the HDF-S has been obtained from the space and from the ground. In particular the WFPC2 data, consisting of deep images in the F300W, F450W, F606W and F814W filters, cover an area of 4.7 sq.arcmin reaching $`10\sigma `$ AB magnitude limits of 26.8, 27.7, 28.2 and 27.7 (in a 0.2 sq.arcsec area). $`UBVRIJHK`$ data over an area of 25 sq.arcmin, including the WFPC2 field, have been obtained at the ESO 3.5m New Technology Telescope (NTT) as a part of the ESO Imaging Survey (EIS) program (da Costa et al. (1998)). They reach $`2\sigma `$ limiting magnitudes of $`U_{AB}27`$, $`B_{AB}26.5`$, $`V_{AB}26`$, $`R_{AB}26`$, $`I_{AB}25`$, $`J_{AB}25`$, $`H_{AB}24`$ and $`K_{AB}24`$, in 2xFWHM diameter apertures. Near infrared images centered in the WFPC2 field have been obtained with the ISAAC instrument at the VLT in the filters Js, H and Ks. A first set of observations, obtained in 1999, have been published by Saracco et al. (2001) and reach the AB-magnitude 24.4, 23.5, 24.0 in the Js, H and Ks band respectively, at $`5\sigma `$ in a 2$`\times `$FWHM diameter aperture. The photometric catalog is described in (Vanzella et al. (2001)). The final set with the complete reduction is currently being analyzed and reaches 25.0, 24.0, 24.5 in the Js, H and Ks band, respectively.

## 3 Spectroscopic Observations

The main emphasis of the present work is on high-redshift galaxies.

In the HDF-S proper, i.e. in the WFPC2 deep area, high redshift ($`z2`$) galaxy candidates were selected on the basis of two-color diagrams F300-F450 vs. F450-F814, see Fig. 1). Spectroscopic observations of the nine high-z galaxy candidates with $`I(AB)<24.25`$ have been carried out, confirming all of them to be galaxies with $`2<z<3.5`$.

Outside the WFPC2 field, targets were selected from a list of Lyman-break candidates produced by the EIS project (astro-ph/9812105).

The present spectroscopic observations were carried out with the FORS2 instrument (Nicklas et al. (1997)) in multiple object spectroscopy (MOS) mode on September 2000.

In the FORS2 MOS mode, 19 pairs of movable slit blades can be placed in a FOV of $`6.8\times 6.8`$ sq.arcmin. The actual useful field in the direction of the dispersion is somewhat smaller and depends on the length of the spectra/dispersion. In the present case the grism I150 was used, providing a useful field of $`3.5\times 6.8`$ sq.arcmin. The journal of the observations is given in Table LABEL:tab:obs. Three different pointings were observed.

In the choice of the objects to be observed priority was given to high redshift galaxy candidates with $`I(AB)<24.25`$. When no suitable candidate was available for the allowed range of positions of a given slit, a random object in the field was chosen. In a number of cases more than one object has been placed in a given slit and/or the position of the slit has been changed from one exposure to another of a given pointing. In this way the final number of obtained spectra exceeds 19 per pointing.

The MOS observations were reduced with the MIDAS package, using commands of the LONG and MOS contexts. For each object the available 2-D spectra were stacked and then an optimal extraction was carried out. The resulting spectroscopic identifications are listed in Table LABEL:tab:HDFS and the spectra of the 15 galaxies with redshifts larger than 2 are shown in Fig. 2 and Fig. 3.

The photometric data of Table LABEL:tab:HDFS Column 5 have been taken from the multicolor catalog of the HDF-S produced by Vanzella et al. (2001).

Fig. 4 shows the magnitude distribution (upper panel) and the redshift distribution (lower panel) for the spectroscopic sample in the WFPC2, including previous observation in the literature (Glazebrook et al. http://www.aao.gov.au/hdfs/Redshifts/, Cristiani et al. (2000), Rigopoulou et al. (2000), Franceschini et al. (2002)). It is worth to note that the spectroscopic sample is $`100\%`$ complete down to $`I_{AB}21`$, and $`75\%`$ down to $`I_{AB}22.5`$.

The behavior of the redshift distribution shows an evident peak at redshift $`z0.58`$, indicating the presence of large scale structure, (see also, Dennefeld (2001)). More details will be discussed in a forthcoming paper (Dennefeld et al. in preparation).

## 4 Reliability of the photometric redshift

The present observations, together with previously published data (Glazebrook et al. http://www.aao.gov.au/hdfs/Redshifts/, Cristiani et al. (2000), Rigopoulou et al. (2000), Franceschini et al. (2002)) provide 46 spectroscopic identifications in the WFPC2 area, the full list is given in Table LABEL:tab:zspecALL. Eight objects, marked with a colon (:) in Col. 1, have unreliable photometry (they are near the border of the WF camera).

Photometric redshifts in the WFPC2 field have been computed adopting two techniques. The first method is based on a $`\chi ^2`$ minimization comparing the observed magnitudes (SED) with synthetic libraries (Arnouts et al. (2002), Fontana et al. (2000)). Fig. 5 shows the comparison between photometric and spectroscopic redshifts for the sample available in the WFPC2 field using the GISSEL00 version of the package by Bruzual & Charlot (1993). Objects with unreliable photometry have not been considered. More details will be discussed in a companion paper (Fontana et al. (2002)).

The second method is based on a neural network ($`NN`$) approach (Vanzella et al. in preparation). Fig. 6 shows the results of the prediction on the spectroscopic sample of the HDF-S. The network used is the classical $`multilayerperceptron`$ (MLP) with the standard $`backpropagation`$ learning algorithm (for an introduction to artificial neural networks see C.A.L. Bailer-Jones et al. astro-ph/0102224).

The $`backpropagation`$ has been used to train the MLP on the available spectroscopic sample in the HDF-N (Cohen et al. (2000)) mixed with a set of SEDs computed from the templates of Coleman, Wu & Weedman (1980).

After a suitable training, based on a bootstrap technique, the $`NNs`$ have been applied to the HDF-S spectroscopic sample.

A $`NN`$ with different architecture has been used as a binary classifier to divide the sources into the two classes of high ($`z>1.75`$) and low ($`z<1.75`$) redshift, corresponding to 1. and 0. respectively (upper panel of Fig. 6). The classification is correct for all the spectroscopically identified objects. The input pattern in this case contains the colors, the apparent luminosity in the $`I`$ band and the isophotal area of the object (obtained on the basis of the SExtractor package, Bertin & Arnouts (1996)).

The middle panel of Fig. 6 shows the direct evaluation of the redshift for the same sample. In this case the input pattern consists of the colors.

The two methods have produced a similar dispersion, $`\sigma _z0.13`$ for the neural approach and $`\sigma _z0.16`$ for the $`\chi ^2`$ minimization technique, in a sample where the objects with unreliable photometry are not included (38 galaxies). Including also these objects the neural approach gives again $`\sigma _z0.13`$.

The general agreement of the photometric redshifts with the observed ones is remarkable. It should be noted, however, that the high-redshift galaxy candidates have been selected on the basis of color criteria, which are not entirely independent of the photometric redshift approach. For example, if there are galaxies truly at high redshift with peculiar colors that the photometric redshift technique would predict to be at low-z, they might not have been selected with the color criteria described in Sect.2, biasing the measured scatter in redshift.

## 5 High Redshift Galaxies

In this spectroscopic survey 15 high redshift galaxies ($`z>2`$) have been identified (9 are inside the WFPC2 area and one is near its border).

A $`F300F450`$ vs. $`F450F814`$ diagram of the objects in the WFPC2 area with $`I(AB)<24.25`$ is shown in Fig. 1. Such a plot is customarily used to find high redshift galaxies and in the present case 7 galaxies with $`z>2`$ have been selected according to a standard color criterion (Madau et al. (1996)). The photometric redshift techniques make it possible to increase the completeness of the sample, leading to the selection of two more galaxies with $`z>2`$.

The redshift distributions of high redshift galaxies ($`2<z<3.5`$) in the HDF-N and HDF-S with $`I(AB)<24.25`$ are shown in Fig. 7. Two groups of redshift are apparent in the HDF-S around z$`2.1`$ (4 galaxies) and z$`2.7`$ (4 galaxies). The KS test excludes at the 2$`\%`$ level the hypothesis that (neglecting any selection function) the distribution of redshift in the HDF-S is uniform between $`z=2`$ and $`z=3.5`$.

The comparison with the HDF-N spectroscopic sample at the same magnitude limit gives a KS probability less than 10$`\%`$ that the two samples are drawn from the same parent population.

It is interesting to note that the galaxy HDF-S 1432 ($`z=2.077`$) has the same redshift as a metal absorption system at $`z=2.07728`$ identified by Cristiani & D’Odorico (2000) in the spectrum of the HDF-S QSO J2233-606. The system shows at least two components and the CIV $`\lambda 15481550`$ doublet, SiII $`\lambda 1260`$, SiIII $`\lambda 1206`$ and FeII $`\lambda 2382`$ transitions are observed in addition to a strong $`\mathrm{log}(N_{HI})>15`$ Ly$`\alpha `$ . Coincidences of absorption systems on scales up to several arcminutes (D’Odorico, Petitjean & Cristiani (2002)) are observed in the spectra of quasars as the signature of spatial correlation of high density peaks. In the present case the distance between the galaxy HDF-S 1432 and the absorber, 6.2 arcmin, corresponds to 3.1 proper Mpc and is suggestive of a large scale structure at $`z2`$, which would be extremely interesting to further investigate by carrying out the identification of Lyman-break galaxies in correspondence of the HDF-S STIS field.

A bright pair ($`I(AB)=23.28,22.92`$ and $`ID=1277,1242`$ respectively) of interacting galaxies has been identified at redshift 2.789. The angular separation is $`1.76^{\prime \prime }`$, corresponding to a proper separation of 13.8 Kpc.

Fig. 8 shows the morphology of each high redshift galaxy in the optical (WFPC2) and near infrared bands.

The properties of the high-z galaxies confirmed with the present observations are summarized in Table LABEL:tab:physics. They have been inferred from the GISSEL models best-fitting the photometric data (Arnouts et al. (1999)), imposing the redshift at the spectroscopic value and assuming a continuous star formation. Col. 4, 5, 6 and 7 list the estimated star formation rate (SFR), age, stellar mass and $`E_{BV}`$ extinction, respectively.

Column 8 lists the SFR empirically derived from the photometry and corrected for the intrinsic absorption according to the calibration of Meurer et al. (1999). The UV slope, $`\beta `$, of the SED is estimated on the basis of the $`VI`$ color and the redshift with the relation

$$\beta =3.23(V_{606}I_{814})_{\mathrm{AB}}5.22+2.66z0.545z^2$$
(1)
and the absorption at 160nm $`A_{1600}`$ is obtained using the conversion:

$$A_{1600}=4.43+1.99\beta .$$
(2)
The Calzetti extinction law (Calzetti (1997)) has been adopted to estimate the empirical $`E_{BV}`$ (Column 9) from $`A_{1600}`$. For a Salpeter IMF ($`0.1M_{}<M<100M_{}`$) with constant SFR, a galaxy with SFR $`=1M_{}`$ yr -1 produces $`L(160`$nm$`)=9.19\times 10^{39}`$ erg s-1 Å-1 (Meurer et al. (1999)). The inferred star formation rates in the present sample range from a few tens to few hundred $`M_{}`$ yr-1.

By summing all the SFRs of Col. 4, we obtain an estimate for the global star formation rate of the Universe of 0.056 $`M_{}`$ yr-1 Mpc-3 at $`<z>2.4`$. The completeness limit of the present sample, $`I_{AB}=24.25`$ corresponds to a $`M_{1700}=20.47`$=$`M_{}`$+0.37 (assuming a typical $`VI=0.25`$ for our Lyman break galaxies), where $`M_{}=20.84`$ at 1700Å is derived from Poli et al. (2001). Integrating over the whole luminosity range of the luminosity function a correction factor of 2.7 is readily obtained, corresponding to an estimate for the universal SFR of 0.15 $`\pm `$ 0.04 $`M_{}`$ yr-1 Mpc-3. This is in good agreement with recent estimates in the literature as shown in Fig. 9. The same procedure carried out on the HDF-N (Cohen et al. (2000), Fernández-Soto et al. (1999)) down to $`I_{AB}=25.35`$ provides an estimate for the universal SFR of 0.11 $`\pm `$ 0.03 $`M_{}`$ yr-1 Mpc-3 at a median redshift of 2.8.

## 6 Individual notes

An evident gravitational lensing effect is present in the HDF-S field. The system consists of an arc at a radius of 0.9” around an elliptical galaxy (Barkana et al. (2000)). We have obtained a spectrum of the lensing galaxy ($`ID=1088`$, $`Nobj=37`$), which turns out to be an elliptical at redshift 0.577 (see also Dennefeld (2001)). In this way the results obtained by Barkana et al. assuming $`z_{phot}0.6`$ for the lensing galaxy are confirmed.

We have also tried to obtain a redshift for the arc by comparing two spectra taken at different position angles. In the first configuration the slits includes both the galaxy and the arc, while in the second only the galaxy falls in the slit. Unfortunately, better S/N spectra are needed to distinguish useful spectroscopic features and obtain a reliable redshift of the arc.

Since the arc is not a U-dropout, we can put an upper limit to its redshift of about 2.5, while a lower limit is provided by the redshift of the lensing galaxy, 0.577.

In the HDF-S there is an interesting radio source identified and discussed by Norris et al. (1999). This object (ID=373) is unusual in that its radio-optical ratio is about 1000 times higher than that of any galaxy known in the local Universe. It has also been identified as an Extremely Red Object (ERO) with an $`(IKs)_{AB}=3.45`$. In absence of strong emission lines the faintness of the object ($`I_{AB}=25.75`$) has not allowed us to measure a spectroscopic redshift. The absence of strong emission lines, however, suggest that the photometric redshift estimated by Fontana et al. (2002), $`z_{phot}1.7`$, is more likely than other, higher redshift possibilities (Norris et al. (1999)).

###### Acknowledgements.

We warmly thank A. Aragón-Salamanca, C.Chiosi, A. Renzini, P. van der Werf and S. White for stimulating the conception and the development of this work. This study has been conducted with partial support by the TMR program Formation and Evolution of Galaxies set up by the European Community under the contract FMRX-CT96-0086. This work was also partially supported by the ASI grants under the contract number ARS-98-226 and ARS-96-176, by the research contract of the University of Padova “The High redshift Universe: from HST and VLT to NGST” and by the Research Training Network “The Physics of the Intergalactic Medium” set up by the European Community under the contract HPRN-C12000-00126 RG29185. We also thank the referee for comments and suggestions that greatly improved the paper.