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# 1 Introduction

## 1 Introduction

A Higgs boson in the so-called low-mass region ($`115<m_H(\mathrm{GeV})<140`$) decays predominantly in $`b\overline{b}`$ final states. Due to the large inclusive QCD backgrounds, detection of this decay is however extremely challenging. In particular, the extraction of the most copious signal, namely inclusive $`ggHb\overline{b}`$ production, has never been shown to be viable. The only production channels which have so far been proven to be suitable for a determination of the $`Hb\overline{b}`$ coupling are the associate production $`Ht\overline{t}`$ and $`HW`$ .

In this note we document a study of the $`Hb\overline{b}`$ decay in the electroweak boson fusion (WBF) production channel and of its backgrounds, and we discuss the potential of this process for the determination of the $`y_{Hbb}`$ Yukawa coupling. The signal rate is proportional to the product of the $`y_{HVV}`$ coupling, where $`V`$ denotes a weak $`W`$ or $`Z`$ boson, times the $`(Hb\overline{b})`$ branching ratio. The contamination to the signal coming from QCD production of Higgs plus two jets (mediated by a loop of virtual top quarks) are not included in this analysis. Following the study of ref. , these will be suppressed by the particular set of kinematical cuts chosen in our analysis (see Section 2).

The results obtained are based on a leading order partonic calculation of the matrix elements (ME) describing signal and background processes. The latter include the following channels: QCD $`b\overline{b}jj`$ production, $`Z(b\overline{b})jj`$, $`W/Z(jj)b\overline{b}`$, $`t\overline{t}b\overline{b}+jets`$, QCD four jets production (where two light jets are misidentified as generated by $`b`$ quarks), and contributions from multiple overlapping events.

We identify a set of kinematical cuts leading to signal significances in the range of $`25\sigma `$, depending on the Higgs mass. In the lowest mass region, this provides a determination of the $`(Hb\overline{b})`$ branching ratio with a precision of the order of $`20\%`$. The $`Hb\overline{b}`$ decay in the WBF channel could be used together with other processes already examined in literature for a model independent determination of the ratio of Yukawa couplings $`y_{Hbb}/y_{H\tau \tau }`$ . We therefore conclude that the $`Hb\overline{b}`$ channel produced in association with two jets should be considered as an additional channel to be exploited for interesting measurements of the Higgs couplings to fermions.

This letter is organized as follows. In Section 2 we describe the kinematical constraints introduced to perform the event selection. Section 3 is devoted to the discussion of signal and backgrounds, while the signal significance and the accuracy of the branching ratio $`Hb\overline{b}`$ and Yukawa coupling determination are presented in Section 4. In the Conclusions we summarise and discuss our final results.

## 2 Event selection

The choice of selection criteria is guided by two main requirements: the optimization of the signal significance ($`S/\sqrt{B}`$), and the compatibility with trigger and data acquisition constraints. The main features of the signal, to be exploited in the event selection, are: presence of two, high-$`p_\mathrm{T}`$, $`b`$ jets, showing an invariant-mass peak; presence of a pair of jets in the forward and backward rapidity regions. In principle such a signal could also exhibit rapidity gaps, due to the colour-singlet exchange of EW bosons among the incoming hadrons; this fact has been used recently in . Because of the high luminosity (and the large number of overlapping events) required to study this final state, and because of the large emission rate for extra jets in WBF processes (see ), we do not feel comfortable with applying this additional constraint in our study.

The tagging of the $`b`$ jets is only possible in the central region $`|\eta _b|<2.5`$. The efficiency of the tagging algorithm, furthermore, suggests using a $`p_\mathrm{T}^j`$ cut as large as possible. Since the measurement of the Higgs boson in this channel will take place only after its discovery and the determination of its mass, we can optimize the mass requirement by selecting only $`b`$ pairs in a mass window centred around the known value of $`m_H`$, up to the dijet mass resolution. These considerations lead to the following set of cuts:

$`p_\mathrm{T}^b`$ $`>`$ $`30\mathrm{GeV}`$ (1)
$`|\eta _b|`$ $`<`$ $`2.5`$ (2)
$`\mathrm{\Delta }R_{bb}`$ $`>`$ $`0.7`$ (3)
$`|m_{bb}m_H|`$ $`<`$ $`\delta _mm_H,`$ (4)
$`\delta _m`$ being the experimental resolution $`12\%`$. Given the very small width of the Higgs boson in the mass range we shall consider ($`m_H<140`$ GeV), this last requirement reduces the signal to 68% of what obtained with perfect mass resolution. In the following we shall assume a $`b`$-tagging efficiency $`ϵ_b=0.5`$. While harder cuts on $`p_\mathrm{T}^b`$ would improve the $`S/B`$ ratio, they would also risk sculpting the mass distribution, setting a higher value for the dijet mass threshold and therefore making it harder to extract the background shape directly from the data.

The large momentum exchange required for the emission of the space-like gauge bosons will lead to a hard $`p_\mathrm{T}^j`$ spectrum for the forward and backward light jets. This is clearly shown in Fig. 1333The distributions shown in the first two figures are obtained by applying no cuts to the signal, and the following minimal cuts on the background: $`p_\mathrm{T}^j>20`$ GeV, $`|\eta |<5`$ GeV, $`\mathrm{\Delta }R_{jj,bb,jb}>0.2`$., where we see that the jet $`p_\mathrm{T}`$ peaks at approximately 30 GeV. The spectrum of typical QCD backgrounds will viceversa peak at low $`p_\mathrm{T}^j`$. The large momentum of the forward jets, and their large rapidity separation, favours large dijet invariant masses, as can be seen from Fig. 2. The cuts we select for the two jets are:

$`p_\mathrm{T}^j`$ $`>`$ $`60\mathrm{or}\mathrm{\hspace{0.33em}80}\mathrm{GeV}`$ (5)
$`|\eta _{j_1}\eta _{j_2}|`$ $`>`$ $`4.2`$ (6)
$`\mathrm{\Delta }R_{jj},\mathrm{\Delta }R_{jb}`$ $`>`$ $`0.7`$ (7)
$`m_{jj}`$ $`>`$ $`1000\mathrm{GeV}.`$ (8)
The large $`p_\mathrm{T}^j`$ cut is driven by the requirement that trigger rates be kept at acceptable levels (see later). We present the two cases of 60 and 80 GeV to display the sensitivity to this threshold. A final choice will presumably only be possible with a complete detector simulation, or once the background data will be available. As we will comment later, the cut on $`p_\mathrm{T}^j`$ above $`80`$ GeV is also very efficient in decreasing the backgrounds due to multiple overlapping events. The large mass cut is selected to reduce as much as possible the QCD jet backgrounds. This cut, in addition to the rapidity cut, is also efficient in removing the contamination from the process $`ggHgg`$, as shown in ref. .

In addition to the above cuts, we shall consider two alternative selection criteria for the light-jet rapidities, labelled $`(a)`$ and $`(b)`$. The case $`(a)`$ is given by:

$$2.5<|\eta _j|<5,\eta _{j_1}\eta _{j_2}<0,$$
(9)
while for the the case $`(b)`$, we only have the condition:

$$|\eta _j|<5.$$
(10)
In the case $`(b)`$ we verified that requiring $`m_{jj}>1000`$ GeV forces the product $`\eta _1\eta _2`$ to be negative for the largest fraction of the events.

By inspection of the differential distributions for the variable $`\mathrm{\Delta }R_{bb}`$ we find that cutting $`\mathrm{\Delta }R_{bb}<2`$ for the configuration $`(a)`$ gives an additional enhancement of the signal with respect to the backgrounds.

## 3 The study of signal and backgrounds

The background sources we considered include:

1. QCD production of $`b\overline{b}jj`$ final states, where $`j`$ indicates a jet originating from a light quark ($`u,d,s,c`$) or a gluon;
2. QCD production of $`jjjj`$ final states.
3. Associated production of $`Z^{}/\gamma ^{}b\overline{b}`$ and light jets, where the invariant mass of the $`b\overline{b}`$ pair is in the Higgs signal region either because of imperfect mass resolution, or because of the high-mass tail of the intermediate vector boson.
4. $`t\overline{t}`$ production
5. $`t\overline{t}j`$ production
6. $`b\overline{b}jj`$ and $`jjjj`$ production via overlapping events.

The cases with 4 light-jet events are considered since the experimental resolution leads, for any tagging algorithm, to a finite probability of $`b`$ tags in light jets (fake tags). We shall label light jets mistagged as $`b`$ jets with the notation $`j_b`$, and assume two possible values of fake tagging efficiencies $`ϵ_{fake}`$, 1% and 5%. While the first choice is probably optimistic, given the presence of real secondary vertices in jets containing a charm quark, the second is likely to be too conservative. As we shall see, however, the requirement of tagging both $`b`$ jets renders in any case the backgrounds with real $`b`$ quarks the dominant ones.

The calculation of signal and background events is based on the numerical iterative procedure ALPHA , as implemented in the library of MC codes ALPGEN . While ALPGEN allows for the full showering of the final states, both in the case of signals and backgrounds, all our calculations are limited to the parton level. This is because a realistic estimate of the rates would anyway require a full detector simulation, which is beyond the scope of this paper.

The event rates are obtained using the parametrization of parton densities CTEQ4L. Given the overall uncertainties of the background estimates, the results are not sensitive to this choice. The renormalization and factorization scales have been chosen equal ($`Q`$). In order to be conservative in the background estimates, we selected as a default for our study a rather low scale, namely $`Q^2=p_\mathrm{T}^2`$, where the average is taken over all light and $`b`$ jets in the event444We also repeated our analyses with $`Q^2=m_H^2`$, finding comparable results.. In view of the large $`\widehat{s}`$ values of the elementary processes involved, due in particular to the large mass threshold for the pair of forward jets, we believe that our background rates may be overestimated by a factor of at least 2. In spite of this we prefered the conservative approach, in order to present a worse-case scenario. The backgrounds are much more sensitive to the scale choice than the signal, due to the larger power of $`\alpha _s`$. The background uncertainty will not however be a limitation to the experimental search, since the background rate should be determined directly from the data, as we shall discuss.

Tables 1-4 present our results for signal and backgrounds, for the following cases: (i) $`p_\mathrm{T}^j>60`$ GeV and rapidity configuration (a); (ii) $`p_\mathrm{T}^j>60`$ GeV and rapidity configuration (b); (iii) $`p_\mathrm{T}^j>80`$ GeV and rapidity configuration (a); (iv) $`p_\mathrm{T}^j>80`$ GeV and rapidity configuration (b). The numbers correspond to $`600`$ fb-1 of integrated luminosity, namely the expected value for three years of running of ATLAS and CMS with an instantaneous luminosity of $`10^{34}\mathrm{cm}^2\mathrm{sec}^1`$. The numbers relative to final states with mistagged jets include the square of the mistagging probability $`ϵ_{fake}=0.01`$.

We shall now discuss each individual background contribution in detail.

### 3.1 Single-interaction events

The 4-jet backgrounds originating from a single hard collision are shown in the second and third rows of Tables 1-4. In the case of the $`j_bj_bjj`$ background, we accept all events in which at least one pair of light jets passes the cuts in eqs.(1)-(4), and the other two jets satisfy eqs.(5)-(8), in addition to the appropriate rapidity cut (eq.(9) or (10)). As anticipated, the contribution from real $`b`$ jets is the dominant one, even assuming $`ϵ_{fake}=0.05`$.

From the numbers in the Tables 5 and 6, we see that the $`S/\sqrt{B}`$ can be as large as $`5`$. However, the ratio $`S/B`$ is only a fraction of a percent. This implies that the background itself will have to be known with accuracies at the permille level. There is no way that this precision can be obtained from theoretical calculations. The background should therefore be determined entirely from the data. We expect our kinematical thresholds to be low enough not to sculpt the shape of the $`b\overline{b}`$ mass distribution at masses close to the Higgs mass. This is true for the leading 4 jet backgrounds, as shown in Fig. 3. The $`b\overline{b}`$ invariant mass of the simulated $`b\overline{b}jj`$ background is shown here to be well behaved in the $`[100,150]`$ GeV region. The distribution in the case of the $`j_bj_bjj`$ final states is similar. As a result, we expect that the sidebands of the Higgs signal (the regions of mass below $`m_H(1\delta _m)`$ and above $`m_H(1+\delta _m)`$) can be safely interpolated in the region under the Higgs peak, similarly to what was done by UA2 in the extraction of the $`W/Zjj`$ decay .

For this extraction to be possible, however, full background samples have to be collected. The large rate of untagged $`jjjj`$ events could therefore give problems with the triggers and with the data acquisition. This is because the $`b`$ tagging algorithm is typically applied only offline, and therefore a number of untagged $`jjjj`$ events larger than what is acceptable by the trigger and by the data acquisition would force higher cuts, or a trigger prescaling, strongly reducing the number of recorded signal events. Removing the fake-tagging probability from the numbers in the Tables 1-4, leaves untagged $`jjjj`$ rates in the range of few$`\times 10^7`$ and $`10^9`$, depending on whether configuration (a) or (b) is chosen. Since the mass window for the signal is approximately 30 GeV wide, these rates must be increased by a factor of 3-4, to allow for a sufficient coverage of the sidebands of the $`b\overline{b}`$ mass distribution, coverage which is required to enable the interpolation of the background rate under the Higgs mass peak. The numbers in the Tables 1-4 refer to 6 years of data taking, corresponding to $`6\times 10^7`$s, distributed among the two experiments. The result is a rate of events to tape in the range of 1 Hz (for configuration (a) with 80 GeV jet threshold) up to 50 Hz (for configuration (b) with 60 GeV jet threshold). While a 1 Hz rate to tape is acceptable, 50 Hz would almost saturate the expected data acquisition capability of 100 Hz. In this last case, some extra information would have to be brought into the trigger. The best candidate is some crude $`b`$-tagging. If a rejection against non-$`b`$ jets at the level of 20% per jet could be achieved at the trigger level, the rates would be reduced by a factor of 20, down to perfectly acceptable levels.

While the above processes represent the largest contribution to the backgrounds, the smoothness of their mass distribution in the signal region allows to estimate their size with statistical accuracy, without significant systematic uncertainties. The situation is potentially different in the case of the backgrounds from the tails of the $`Z`$ decays. The $`Z`$ mass peak is sufficiently close to $`m_H`$, especially in the case of the lowest masses allowed by current limits, to possibly distort the $`m_{bb}`$ spectrum and spoil the ability to accurately reconstruct the noise level from the data. The size of the two possible effects (smearing induced by the finite experimental energy resolution and the intrinsic tail of the Drell-Yan spectrum) are given in the 4th and 5th rows of the Tables 1-4. Aside from the case of the largest $`m_H`$ value, where these backgrounds are anyway negligible, the dominant effect is given by the detector resolution. For the configurations (a) these backgrounds represent a fraction of the order of at most 40% of the signal, at small $`m_H`$, rapidly decreasing at higher $`m_H`$. For the configuration (b), the rates are comparable to the signal at low $`m_H`$. A 10% determination of these final states, which should be easily achievable using the $`(Z\mathrm{}^+\mathrm{}^{})jj`$ control sample and folding in the detector energy resolution for jets, should therefore be sufficient to fix these background levels with the required accuracy. As for the contribution of the on-peak $`(Zb\overline{b})jj`$ events to the determination of the sideband rates, we verified that their impact is negligible. We obtain a number of the order of 60K events with 600 fb-1 in the mass range 83-100 GeV, for configuration (b) and $`p_T>80`$ GeV for the forward jets. These events can therefore be subtracted from the sidebands with a statistical accuracy better than 1% using the measurement of the on-peak $`(Z\mathrm{}^+\mathrm{}^{})jj`$ final states. It should be pointed out that extrapolating from the leptonic to the $`b\overline{b}`$ rates with this accuracy requires a matching precision in the knowledge of the tagging efficiencies, something which remains to be proven.

Before concluding the list of single-interaction backgrounds, we briefly comment on the smaller contributions, $`ppt\overline{t}`$ and $`ppt\overline{t}j`$, with $`t`$ decaying hadronically. Before applying the cuts, we adopt a clustering algorithm for the jets coming from the decay of a $`W`$. We sum the four-momenta every time the separation between the two jets is below the threshold $`\mathrm{\Delta }R=0.4`$. This happens quite often, since in order to have a pair of jets in the event with an invariant mass above 1 TeV at least one of the two $`W`$s coming from the $`t`$ decays must have a large boost. After this clustering algorithm, using the event selection $`(b)`$, about $`300`$ $`t\overline{t}j`$ events survive the cuts at $`600`$ fb-1, while the number of $`t\overline{t}`$ events is negligible. The configuration $`(a)`$ leads to even smaller rates. The absolute rate can be fixed using the data, by reconstructing the individual tops. This should be particularly simple, since the request of large dijet mass forces the $`t`$ and $`\overline{t}`$ to be very well separated, and the large momentum of the $`W`$’s will reduce the combinatorial background in the association of the $`b`$ jets with the $`W`$ jets.

### 3.2 Overlapping events

We come now to the study of events due to the superposition of multiple $`pp`$ interactions. The reason why these events are a potential problem is that while production of large dijet invariant masses in individual events is strongly suppressed energetically, these can accidentally appear when mixing jets produced in separate events (after all the overall energy available in 2 collisions is twice that for a single $`pp`$ collisions): for example, we can consider two events, one in which a small-mass dijet pair is produced with large positive rapidity, the other in which a low-mass pair is produced at large negative rapidity; the pairing of jets from the two events will lead to large rapidity separations, and to large dijet masses.

In the simplest case of two overlapping events, we have four possible combinations of events leading to a $`b\overline{b}jj`$ background: $`(jj)(b\overline{b})`$, $`(jj)(j_bj_b)`$, $`(jj_b)(jj_b)`$ and $`(b\overline{b})(b\overline{b})`$, where $`(ab)ppab`$. Since we do not veto on the presence of extra jets, triple events such as $`(j_1j_b)(jj_2)(j_bj)`$ are also possible. The probability of having $`n`$ simultaneous events with a $`jj`$ final state during a bunch crossing, assuming a bunch crossing frequency of $`(25`$ ns)-1, is given by the Poisson probability distribution function $`\pi _n(\mu )`$ with average $`\mu =0.25\times \sigma (ppjj)/\mathrm{mbarn}\times /_0`$, where $``$ is the instantaneous luminosity and $`_0=10^{34}\mathrm{cm}^2\mathrm{sec}^1`$.

To estimate the rates, we first generate a sample of unweighted events of the type $`ppjj`$. We then randomly extract from this sample $`n`$-tuples of dijet events, which are associated to events where $`n`$ dijet pairs from $`n`$ proton-proton collisions are created in the same bunch crossing. The background can be then estimated as:

$$N_{bg}=B\times (\pi _2(\mu )p_2+\pi _3(\mu )p_3+\mathrm{}),$$
(11)
where B is the number of bunch crossings accumulated during the run time, and $`p_n=f_n/N_n,(n=2,3)`$, where $`N_n`$ is the total number of $`n`$-tuple events generated, $`f_2,f_3`$ are the number of double and triple events passing the selection cuts found in the sample of generated events. Ellipses denote simultaneous collisions of higher order. Since $`\pi _n(\mu )`$ drops quite rapidly with increasing $`n`$, we limit our analysis at $`n=3`$. The above formula can be easily modified to include the presence of $`\sigma (ppb\overline{b})`$ events. All numbers given below refer to the case of high luminosity, namely $`10^{34}`$cm-2s-1. Since these rates scale quadratically, they should be reduced by a factor of 100 in the case of $`10^{33}`$cm-2s-1.

We verified that the most dangerous background comes from events of the type $`(jj_b)(jj_b)`$. The main reason is as follows: since the forward, non-tagged jets are required to have a large $`p_\mathrm{T}`$ threshold (60 or 80 GeV), the fake $`b`$ jets in the central region will inherit the same transverse momentum cut, as they are produced back-to-back with the related forward jet. As a result, the invariant mass spectrum of the $`j_bj_b`$ pair will have a shape peaked at about twice the cut, and therefore right in the middle of the signal region. Typical shapes of the $`m_{bb}`$ spectra are given in Fig. 4, for configuration (a) (The shapes for configuration (b) are very similar). In the case of 60 GeV, the signal regions are right in the middle of the background peak, or on its rising slope; this makes the background estimate very sensitive to the assumed energy resolution, both in the forward region (since the energy scale in the forward region affects the onset of the trigger for the forward jets, thus affecting the spectra of the central jets recoiling against them) and in the central region as well (since the mass spectrum is rapidly rising in the 100-150 GeV range. Our results were obtained by assuming a forward jet energy resolution given by $`\sigma _{fwd}=\sqrt{E}0.07E`$, in addition to the 12% mass resolution used earlier for the central jets. The distributions in Fig. 4 include this resolution smearing. The rates obtained after including the resolution effects are approximately twice as large as those obtained with perfect resolution, stressing the importance of these effects. In absolute terms, the Tables 1-4 show that these contributions are of the same order of magnitude as the signal when $`p_\mathrm{T}^j>60`$ GeV is used, but much smaller when the higher $`p_\mathrm{T}^j`$ thereshold is used. In the former case, these final states are a potential threat, unless a way can be found to estimate from the data their exact size. This cannot be done using the mass spectrum in the sideband regions, since the rate is too small compared to the leading 4-jet processes. We believe that it should be possible however to use the distribution of the $`z`$ vertex separation between the two events as a diagnostic tool. Since the two tagged jets come from different $`pp`$ events, and given that the spread of the interaction point in $`z`$ is of the order of few cm, the fraction of overlapping events where the $`z`$ positions of the two vertices cannot be separated should be of the order of 10%, a number measurable by extrapolating the $`\mathrm{\Delta }z`$ distribution from large values, down to the range in which $`\mathrm{\Delta }z`$ is of the order of the experimental resolution.

Other sources of backgrounds from overlapping events are less dangerous. Events where the $`b\overline{b}`$ or $`j_bj_b`$ pair comes from the same hard interaction ($`(b\overline{b})(jj)`$ and $`(j_bj_b)(jj)`$) have a smooth mass spectrum in the 100-150 GeV region, and rates smaller than those of the single-interaction $`b\overline{b}jj`$ or $`j_bj_bjj`$ events. The mass spectrum of $`(b\overline{b})(jj)`$ events is shown in Fig. 3555The sharp threshold at approximately 70 GeV is due to the fact that the $`b`$ and $`\overline{b}`$ are mostly produced back-to-back, coming from a $`22`$ scattering; in the case of the single-interaction $`b\overline{b}jj`$ events the $`b`$ and $`\overline{b}`$ can be produced at relative angles as small as allowed by the $`\mathrm{\Delta }R_{bb}>0.7`$ cut, and the threshold onset is smoother.. Their contribution can therefore be estimated precisely from the data666Of course their individual contribution may not be easily obtained; what can be estimated is the overall rate of 4-jet events, including both double- and single-collision contributions.. In the specific case of $`m_H=120`$ GeV, for example, we obtain the following numbers of events: $`10^5`$ and $`4\times 10^5`$ $`(jj)(b\overline{b})`$ events for $`p_\mathrm{T}^j>60`$ GeV in the configurations (a) and (b), respectively; $`6\times 10^4`$ and $`2\times 10^5`$ $`(jj)(b\overline{b})`$ events for $`p_\mathrm{T}^j>80`$ GeV in the configurations (a) and (b), respectively. The contributions from $`(jj)(j_bj_b)`$ final state are smaller by a factor of approximately 12, independently of the configuration and transverse momentum thresholds, and assuming $`ϵ_{fake}=0.01`$.

Events of the kind $`ppb\overline{b}ppb\overline{b}`$ turn out to be totally negligible, at the level of 40 with the $`p_\mathrm{T}^j>80`$ GeV cut.

The events from three separate $`pp`$ collisions contribute less than 10% of the two-collision rates shown in the Tables 1-4, at $`10^{34}`$ cm-2s-1.

## 4 Results

Tables 5-8 summarize our results for the sensitivity defined as the ratio of the number of signal events divided by the square root of the number of background events for different values of the mistagging efficiency $`ϵ_{fake}`$. Tables 9,10 show our results on the determination of the branching ratio $`(Hb\overline{b})`$ and accordingly on the $`Hb\overline{b}`$ Yukawa coupling $`y_{Hbb}`$, assuming the knowledge of the $`HWW`$ coupling. This can be determined using other channels, as discussed in the literature . These results rely also on the assumption of $`SU(2)`$ invariance to relate the contributions to the signal coming from the $`HWW`$ and $`HZZ`$ couplings, which can not be experimentally disentangled in the WBF production mechanism. With a total luminosity of 600 fb-1, a relative precision of about 20% on the $`(Hb\overline{b})`$ branching ratio can be attained. This represents an improvement with respect to what obtained in other channels . As for the $`Hb\overline{b}`$ Yukawa coupling, a statistical significance of at best $`30\%`$ is reachable 777The statistical significance of the $`b`$-quark Yukawa coupling is linked to the one of the branching ratio by the following formula: $`\delta y_{Hbb}/y_{Hbb}=\delta /(2(1))`$, where $``$ stands for the branching ratio $`Hb\overline{b}`$.. The significance is rather flat in the 115-140 GeV mass range, as a result of the compensation between overall rate (which decreases at larger masses) and sensitivity of the BR to the Yukawa coupling (sensitivity which increases at smaller BR, for larger masses). The effect of applying a larger cut (80 GeV) on the transverse momentum of forward jets is to reduce by approximately 10% the statistical accuracy of the measurement. This choice could however turn out to be more reasonable in view of the reduced experimental difficulties at larger $`p_\mathrm{T}^j`$.

The $`Hb\overline{b}`$ decay in the WBF channel also allows for a model independent determination of the ratio of widths $`\mathrm{\Gamma }(Hb\overline{b})/\mathrm{\Gamma }(H\tau ^+\tau ^{})`$ when combined with the $`qqqq(H\tau ^+\tau ^{})`$ mode . This determination can be compared with what obtained in the $`t\overline{t}H`$ production channel by . Moreover, comparing the WBF mechanism studied in this paper with the associated $`W(Hb\overline{b})`$ production, one could test the $`SU(2)`$ relation between the SM $`HWW`$ and $`HZZ`$ couplings for low Higgs masses.

## 5 Conclusions

In this letter we examined $`(Hb\overline{b})jj`$ production at the LHC, with the goal of assessing the potential accuracy in the determination of the $`y_{Hbb}`$ Yukawa coupling. A study of the observability of this channel has also been presented in ref. . We believe our paper provides a more realistic evaluation of the experimental challenges of this measurement, and find less optimistic results.

In particular, we identified two main sources of backgrounds:

* 4 jet final states: these are over 100 times larger than the signal, but could be evaluated with accuracy using the sidebands of the $`b\overline{b}`$ mass spectrum. This requires however some tagging information to be available at the trigger level, to reduce to acceptable levels the data storage needs for inclusive, untagged, 4 jet final states.
* 4 jet final states from multiple collisions: a large contribution comes from events of the type $`(jj_b)(jj_b)`$, where the $`b\overline{b}`$ mass spectrum has a broad peak in the middle of the signal region. The absolute rate of these events (of the order of the signal rate, when using the lower transverse momentum threshold of 60 GeV) can be determined if the distribution of the $`z`$ vertex separation between the two overlapping events can be determined with a resolution of the order of 5-10mm. These events are significantly reduced in number when using the higher threshold of 80 GeV for the forward jets.

Our parton-level analysis should be completed with a full detector simulation, but, already at this stage, it provides a strong indication for the relevance of this channel for the $`(Hb\overline{b})`$ branching ratio. We have shown in fact that the $`(Hb\overline{b})`$ can be measured with a $`20\%`$ precision for an Higgs mass around $`120`$ GeV assuming that the coupling $`HWW`$ is the one predicted by the Standard Model or determined in other reactions already studied in the literature. We also observe that the WBF channel we study, combined with other processes, can be used for a model independent determination of the $`y_{Hbb}/y_{H\tau \tau }`$ ratio and for a test of the ratio of the couplings $`g_{HWW}/g_{ZWW}`$ for low Higgs masses.

To conclude, we should point out that all statistical accuracies listed in this study should be matched by an excellent control over experimental systematics, including the knowledge of $`b`$-tagging efficiencies (needed for example to allow the determination of $`Zb\overline{b}`$ backgrounds from the measurement of $`Z\mathrm{}^+\mathrm{}^{}`$ final states) and their dependence on the $`b`$ momentum, and of forward jet tagging efficiencies and fake (pile-up or calorimeter noise) rates. On the other hand, as mentioned at the beginning, we expect our estimates of the physics backgrounds to be very conservative, being based on very low $`Q^2`$ scales for the evaluation of the strong coupling constant; furthermore, we anticipate that more sophisticated analyses based on kinematical correlations in the event (exploiting for example the scalar nature of the $`Hb\overline{b}`$ coupling) will help improving the signal significance.

Acknowledgements

We wish to thank A. Djouadi, F. Gianotti, K. Jakobs and G. Polesello for useful discussions. FP thanks the Pavia Gruppo IV of INFN for access to the local computing resources. We thank in particular A. Djouadi for pointing out a silly mistake in our evaluation of the Yukawa coupling significance in the first version of this work.


text:
# The mass of the neutron star in the low–mass X–ray binary 2A 1822–371 ∗

## 1 Introduction

Low–mass X–ray binaries (LMXBs) are generally old ($`>10^8`$ yr) binary systems in which a low–mass star ($`1M_{\mathrm{}}`$) transfers matter to a neutron star or a black hole. The neutron star LMXBs are thought to be progenitors of millisecond radio pulsars. Due to accretion of matter and decay of the magnetic field during the LMXB–phase the neutron star spins–up to millisecond periods (?; ?; see ? for a review). To date, only eight out of several hundred LMXBs, among which three with millisecond periods, are known to show pulsations. Measuring Doppler delays of the pulse arrival times allowed for an accurate measurement of both the orbital period and the size of the orbit of the neutron star in six cases (Her X–1, which is in fact an intermediate–mass X–ray binary, ?; GRO J1744–28, ?; SAX J1808.4–3658, ?; 2A 1822–371, ?; XTE J1751–305, ?; XTE J0929–314, ?). The orbit of the companion star can be determined by observing periodic shifts in the central wavelengths of (absorption) lines in its stellar spectrum. If the orbital inclination is known, one can solve for the masses of the stellar components.

The initial mass of newly formed neutron stars is highly uncertain but theoretical calculations show that they most likely fall in a small range around 1.32 $`M_{}`$ (?; ? derived that 81–96 percent of the initial neutron star masses fall in the range of 1.2–1.6 $`M_{}`$). Theories on the equation of state (EoS) of neutron–star matter at supranuclear density provide a firm upper limit on the neutron star mass which is different for each EoS. Therefore, measuring a high mass for even one neutron star would imply the firm rejection of many proposed EoS (see discussion by van Paradijs & McClintock 1995). The measured masses of radio pulsars, including millisecond radio pulsars, are consistent with 1.4$`M_{}`$ (Thorsett & Chakrabarty 1999). Some theories explaining the presence of kHz quasi–periodic oscillations in accreting non–pulsating LMXBs (see van der Klis 2000 for a review) suggest a neutron star mass of $`2M_{}`$.

The lightcurve of 2A 1822–371 shows clear signs of orbital modulation in both the X–ray and optical bands (e.g. partial eclipses and a sinusoidal modulation in optical and X–rays; ?; ?; ?) with an orbital period of 5.57 hours. The implied inclination of 2A 1822–371 is $`i=82^{}87^{}`$ (?). ? used ASCA and RXTE data to model the lightcurve; they found $`81^{}<i<84^{}`$. Recently, 0.59 s pulsations were discovered from this system and from pulse arrival time delay measurements it was found that the neutron star in 2A 1822–371 has an asin$`i`$ of 1.006 lightseconds (?). From eclipse and pulse timing an accurate ephemeris is known (?; ?). Clearly, spectroscopic measurements of the radial velocity curve of the companion are indicated at this stage in order to check on the mass of the neutron star.

Cowley, Crampton, & Hutchings (1982) detected weak absorption lines in the spectrum of 2A 1822–371 (H$`\delta `$, H$`\gamma `$, and some HeI absorption lines) but due to the lack of signal–to–noise a radial velocity could not be measured. Later, Harlaftis, Charles, & Horne (1997) measured the radial velocity of the companion in 4U 1822–37 using the He I absorption line at 5875.966Å. The presence of an extra absorption component in the same part of the spectrum and the relatively low resolution ($``$75 km s-1 for H$`\alpha `$) which kept them from resolving the two components, yielded a lower limit on the radial velocity of the companion star and mass of the neutron star of 225 km s-1 and $`0.6_{0.3}^{+1.0}`$M, respectively.

In this Letter we report on the spectroscopic observations of 2A 1822–371 obtained with the Ultraviolet and Visible Echelle Spectrograph on ESO’s 8.2-m Kueyen Very Large Telescope and on spectroscopic observations obtained with the Boller and Chivens Spectrograph on the 6.5-m Walter Baade Magellan Telescope.

## 2 Observations and analysis

2A 1822–371 was observed with the Ultraviolet and Visible Echelle Spectrograph (UVES) mounted on the Kueyen Very Large Telescope (VLT) from UT 00:51–07:10 July 20, 2001 (HJD 2452110.546–2452110.808). Due to a technical problem with the telescope no observations were obtained from UT 05:27–06:20; this led to a gap in the coverage of the binary orbit from phase 0.38 to 0.50. The integration time was 900 s. UVES was operated in its 390$`+`$564 standard mode with a slit width of 1 arcsecond. This yielded spectra with a resolution of $``$0.1Å per pixel. The night was photometric with a seeing less than 1 arcsecond. Thorium–Argon lamp spectra were obtained after each observing block of one hour.

Spectroscopic observations with the Walter Baade Magellan Telescope were obtained on June 30 (UT 01:48–09:28; HJD 2452090.584–2452090.896), July 1 (UT 03:17–09:39; HJD 2452091.646–2452091.904), and July 2 (UT 03:22–09:25; HJD 2452092.649–2452092.894) 2001 using the Boller and Chivens Spectrograph. The slit–length and width were 72 and 0.75 arcseconds, respectively, providing a resolution of 0.9Å per pixel. The integration time was 600 s. Helium–Argon lamp spectra were obtained approximately every hour. The spectra were bias–subtracted, flatfielded, extracted using the echelle (VLT) and specred (Magellan) reduction packages and fitted with routines in the stsdas package in IRAF111IRAF is distributed by the National Optical Astronomy Observatories.

UVES spectra were extracted from 3700–4500Å, 4640–5580Å, and 5670–6660Å. The rms scatter of the wavelength calibration obtained by applying a fourth order polynomial fit to the wavelengths of more than 50 lamp lines was $`0.003`$Å. The source spectra were rebinned to a resolution of $``$0.3Å. The normalisation of the spectra occured in three stages. First, for each order, the average blaze profile was determined by fitting a cubic spline to the average spectrum of all observations combined. The regions where lines were known to be present from previous spectroscopic observations of the source (see Section 1) were masked during the fit. Second, each order, for each spectrum, was divided by this fit. Finally, all orders were combined and scaled to a mean level of 1.

The Magellan spectra cover 5310Å–6300Å. The wavelength calibration was obtained from a second order polynomial fit to 12 lamp lines (rms of $``$0.05Å). A second order cubic spline fit to the continuum was used to take out the instrumental profile and normalise the spectrum.

Using the ephemeris provided by the pulse timing (?) we determined the phase at the centre of each spectrum. The Magellan observations falling in the same phase bin (bin–width 0.03) were averaged to increase the signal–to–noise. The error in the phase is dominated by the integration time used to obtain the spectrum and/or the spread in phase when averaging the Magellan data, and not by the propagation of the ephemeris to the date of the observation. Phase zero is defined as superior conjunction of the neutron star (X–ray eclipse).

## 3 Results

In Figure 1 we show as an example the full UVES spectrum at orbital phase 0.67$`\pm `$0.02 rebinned to a wavelength resolution of 0.6Å. Since the spectra are varying strongly as a function of orbital phase, we were not able to cross–correlate the spectra in order to determine the radial velocity. Instead, we fitted Gaussians to the line profiles and compared the central wavelength with the rest wavelength of the line. Fitting was done using a downhill simplex method (amoeba; ?) and errors on the parameters were determined using an independent Monte Carlo resampling technique.

We detected several lines of the hydrogen Balmer series (among which the double–peaked H$`\alpha `$ emission line). Their profiles varied as a function of orbital phase. To show the variablity of the hydrogen absorption lines in more detail we plotted a blow–up of the region of H$`\beta `$ as a function of phase in Figure 2 (left panel). H$`\beta `$ changed from a double–peaked emission line into a strong absorption line with a single emission line on the red side, and back into a strong double–peaked emission line with a weak absorption to the blue side. This pattern is detected in the two strongest hydrogen Balmer absorption lines (H$`\beta `$ and H$`\gamma `$). Hints of the presence of the same pattern were found for the weaker hydrogen Balmer lines below 4000Å as well, but due to the limited signal–to–noise the presence or absence of such components could not always be determined. These double–peaked lines are most likely formed in the optically thin outer parts of the accretion disk.

Several He I lines were detected (e.g. the He I 5875.966Å absorption line also reported by ?, the He I 4026.357Å absorption line and the He I 3809.10Å and 3888.60Å emission lines). The He I lines did not show evidence for changes in line–profile such as those found for the hydrogen Balmer lines, although since the lines are often weak we cannot always exclude that the lines are composites of lines originating both in the accretion disk and in the secondary star. The Bowen blend, detected in 2A 1822–371 by ? was not clearly detected because it fell close to the edge of the CCD. Double–peaked He II emission lines with rest wavelength of 4685.71Å and 5411.53Å were also detected. Their strength and profile changed strongly as a function of orbital phase, similar to the double–peaked H$`\beta `$ and H$`\gamma `$ lines. A list of lines which were clearly detected is given in Table 1.

For our radial velocity study we only used the He I absorption lines at 4026.357Å and 5875.966Å (see Figure 2; right panel; dots are measurements using VLT data and crosses are measurements using Magellan data. Note that the two sets of measurements are completely consistent without any evidence for a systematic offset.) We excluded the hydrogen Balmer lines since we could not always unambiguously separate the emission component(s) from the absorption component. When the hydrogen absorption and emission components could unambiguously be separated the velocities determined from the hydrogen absorption lines were consistent with those of the He I absorption lines. The He I lines were always detected at phases 0.3 to 0.95. We fitted a sinusoid to the measured radial–velocity curve using the orthogonal distance regression (ODR) technique to minimize the $`\chi ^2`$ (the reported errors indicate the 1$`\sigma `$ uncertainties throughout this paper).

Fixing the orbital period and phase to the values predicted from pulse timing did not result in a good fit ($`\chi ^2=436`$ for 45 degrees of freedom). Inspection of the fit reveals that the phase of minimal velocity occurs earlier than expected on the basis of the orbital ephemeris (see Figure 2; right panel dotted line). Such effects have been noticed before in radial velocity curves of several Cataclysmic Variables (CVs; e.g. ?) and are thought to be caused by asymmetric heating of the companion star; i.e. the centre of light is offset from the centre of mass of the secondary, and not on the binary axis. Since one side of the companion star contributes disproportionally, the rotational broadening of the absorption profile is not uniform; this leads to a systematic velocity shift (?). We will come back to this in the Discussion. This heating effect can be accommodated by allowing for a phase shift in the sinusoid or by introducing a small apparent eccentricity (?).

Leaving the phase of the sinusoid as a free parameter improved the fit dramatically ($`\chi ^2=90`$ for 44 degrees of freedom; see Figure 2, right panel, solid line; the phase shifts from 0.0 to –0.08$`\pm `$0.01). This yields a systemic velocity, vsys, of 67$`\pm `$15 km s-1 and a radial velocity semi–amplitude, K, of 327$`\pm `$17 km s-1. We note that the vsys and K are correlated in the fit since the absorption line measurements are predominantly located at phases 0.5 to 1. After ? we tried to improve the fit by including the second harmonic of the sinusoid to accommodate a small, apparent, eccentricity. The fit with two sinusoids was not significantly better (cf. $`\chi ^2=82`$ for 42 degrees of freedom for a two–sinusoids fit vs. $`\chi ^2=90`$ for 44 degrees of freedom for a single sinusoid fit).

## 4 Discussion

We determined the radial velocity of the companion star of 2A 1822–371 using VLT and Magellan spectroscopic observations. Fitting a sinusoid to radial velocity measurements using two He I stellar absorption lines a semi–amplitude of 327$`\pm `$17 km s-1 was found, with a best fit systemic velocity of 67$`\pm `$15 km s-1. We could combine this with the velocity amplitude of the neutron star (derived from pulse–timing analysis; ?) to derive a neutron and companion star mass. However, we found that the epoch of minimum velocity occurs early with respect to the epoch calculated from the ephemeris derived from pulse timing. Together with the fact that the absorption lines were predominantly detected around phase 0.75 this is strong evidence that the companion star suffers from asymmetric heating (see also ?; that 2A 1822–371 suffers from X–ray heating was also shown by ? and ?). Therefore, it is likely that the centre–of–light of the companion star does not coincide with its centre of mass, nor with the binary axis.

The effect this has on the determined radial velocity amplitude depends on what part of the companion star is observed and whether as assumed here and below the companion star is in co–rotation. In several CVs absorption lines from the non–irradiated side of the companion star, the side pointing towards the observer at phase 0 (for an inclination, $`i`$, of 90) are observed (?). In that case the measured radial velocity amplitude is an upper limit to the true amplitude. If we were to observe the irradiated side in such a case the determined radial velocity amplitude would be a lower limit. Furthermore, the minimum and maximum of the radial velocity curve would both move closer to phase 0.5 whereas the velocities at phase 0 and 0.5 should be the same (and they should be zero). However, from Figure 2 (right panel) it is clear that in case of 2A 1822–371 these velocities are unequal and thus this model is not applicable here.

The distribution of points in Figure 2 (right panel) indicates that the leading side of the companion star was observed predominantly, i.e., the side pointing towards the observer at phase 0.75 ($`i=90^{}`$). If we assume a uniform contribution from this leading hemisphere to the line profiles, then, due to the rotation of the companion star, the velocities at phase 0 and 0.5 will be red and blue shifted, respectively, but the magnitude of the shift will be the same. The velocity measured at phase 0.25 and 0.75 with respect to the average of the velocities at phase 0 and 0.5 (which is the systemic velocity) represents the true radial velocity amplitude in such a model. Since only part of the sinusoid is observed in case of 2A 1822–371 the radial velocity semi–amplitude is calculated from the difference between the average of the velocities at phases 0 and 0.5, and the velocity at 0.75 only. Using this model we derive a systemic velocity of 54$`\pm `$24 km s-1 and a radial velocity semi–amplitude of 280$`\pm `$26 km s-1. Combining this with the velocity amplitude of the neutron star a neutron star mass of 0.97$`\pm `$0.24 M is found (1 $`\sigma `$; the uncertainty in the system inclination, $`i=82.5^{}\pm 1.5^{}`$, was included; for the determination of the inclination see references given in the Introduction). The companion star mass is 0.33$`\pm `$0.05 M for $`i=82.5^{}\pm 1.5^{}`$.

If instead the orientation of the hemisphere we observe is, as the data suggest, somewhat more towards the side facing the X–ray source, then these quoted values of K and the masses are likely to be underestimates. Clearly, phase–resolved observations detecting lines from the cold hemisphere of the companion star are needed in order to investigate the systematic effects further. We note however that radial velocity measurements using lines from the non–irradiated side only would lead to an upper limit on the mass of the neutron star. ? determined that the masses of neutron stars in radio pulsar binaries are consistent with a Gaussian distribution around M$`=1.35\pm 0.04`$ M. The lower limit to the mass of the neutron star in 2A 1822–371 is consistent with this within 2 $`\sigma `$.

? observed several He I absorption lines among which the two we observed in 2A 1822–371 in the spectrum of the source AC 211 in M 15 (the source is thought to be in the class of Accretion Disk Corona, ADC, sources of which 2A 1822–371 is the prototype; ?). They argue that the He I absorption in AC 211 is due to disk edge material, which when illuminated by the hot inner part of the accretion disk gives rise to the He I absorption lines. Unexplained in such a scenario is the fact that even at orbital phases where the inner part of the accretion disk is not observed through localized disk edge material (e.g. at phases 0.2–0.7) still absorption lines are observed. Furthermore, they argue that the radial velocity measurements using these lines in AC 211 reflect the orbital motion of the compact object. In case of 2A 1822–371 we know from the pulse timing measurements of the orbit of the neutron star that this is not the case.

As for several CVs (most notably U Gem; ?), the observed, irradiated, side of the companion star seems not centred towards the neutron star or white dwarf in the case of CVs. The reason for this is unclear. It has been speculated that the hot spot plays an important role in heating the companion star in CVs (?). However, as for CVs (?) this seems unlikely in case of 2A 1822–371 since the centre of the accretion disk and the neutron star in LMXBs such as 2A 1822–371 should be much brighter than the hot spot. Even though shielding of the companion star by the accretion disk could be important the large ADC should circumvent shielding at least partially. Modelling irradiation–induced motions in the secondary stars in CVs ? showed that the heated material is deflected towards the leading hemisphere as a result of the Coriolis force; this is in accordance with our findings (see ? for a review).

Comparing our data with previous spectroscopic observations (?; ?; ?; ?) we note that ? measured the He I 5875.966Å line to be present over the whole orbit. Furthermore, a separate absorption component arose near phase 0.0–0.2. In our higher resolution UVES data we did not find evidence for this extra component, nor were we able to measure the He I line at all phases. ? already pointed out that the spectra showed evidence for long term variability. With our new high–resolution UVES spectra we can settle the issue of the presence of emission or absorption lines in the blue part of the spectrum (see Discussion in ?); we now know that at certain phases both (He I) emission and hydrogen Balmer absorption lines are present.

As was noted before, for a neutron star mass of $``$1.4 M the companion star is undermassive, i.e. less massive than a main–sequence companion star filling its Roche–lobe in a 5.57 hour orbit (main–sequence mass $``$0.62 M; e.g. ?; ?; ?). Thus the density of the star, like that of evolved stars, is lower than the density of a main–sequence star. The companion stars in some CVs were also shown to be undermassive. It is believed that the companion star in those CVs is out of thermal equilibrium (see ?). However, if the companion star in 2A 1822–371 is evolved this would mean that it was considerably more massive than 0.4 M at the onset of mass transfer since such a star would not have evolved in a Hubble time. Alternatively, a scenario in which the companion star was brought into contact with its Roche lobe by transfer of angular momentum due to gravitational radiation can be envisaged. However, such losses are not sufficient to sustain the mass transfer rate of $`2\times 10^9`$ M$`{}_{}{}^{}\mathrm{yr}_{}^{1}`$ which is needed to explain the intrinsic X–ray luminosity (L$`{}_{X}{}^{}24\times 10^{37}\mathrm{erg}\mathrm{s}^1`$; ?). Since X–ray irradiation of the companion star was shown to heat the star, irradiation induced mass–transfer (?) could in principle also help to keep mass–transfer going. However, due to the presence and size of a bulge on the accretion disk edge a large fraction of the companion star will be shielded and the irradiating flux will be reduced, making it unlikely that a mass transfer rate of $`2\times 10^9`$ M$`{}_{}{}^{}\mathrm{yr}_{}^{1}`$ is induced by X–ray irradiation. In addition to gravitational radiation and X–ray irradiation angular momentum transferred by magnetic braking (?) could explain the mass–loss rate (although it was found that at present the orbit is expanding; ?). We conclude therefore that the companion star in 2A 1822–371 is either out of thermal equilibrium (possibly due to the high mass loss rate and effects of X–ray heating), or evolved and has lost more than $``$0.4 M (this would make the companion star $``$0.8 M at the start of mass transfer; such a star could just have evolved in a Hubble time), or an interplay between angular momentum losses caused by magnetic braking and gravitational radiation supplemented by mass–loss driven by X–ray irradiation is driving the evolution of this LMXB.

## Acknowledgments

PGJ is supported by EC Marie Curie Fellowship HPMF–CT–2001–01308. MK is supported in part by a Netherlands Organization for Scientific Research (NWO) grant. PGJ would like to thank Gijs Nelemans for numerous useful discussions. The authors would like to thank the referee for his/her comments and suggestions which helped improve the paper.


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# Fractal asymptotics

## 1 Introduction

Fractal sets and measures appear naturally as invariant sets (respectively measures) of many nonlinear dynamical systems. Periodic orbit theory  provides an effective approach to computing useful properties such as averages, Lyapunov exponents and dimensions, particularly when the fractal corresponds to a nonattracting set (“transient chaos”) so that direct simulation methods are harder to implement. In the case of Axiom A dynamics, the convergence of periodic orbit (or “cycle”) expansions can be spectacular, see Tab. 1 below.

Recent work has extended the theory to include chaotic systems perturbed by external noise, motivated by realism (all physical systems are coupled to unknown degrees of freedom) and smoothness (delta functions are replaced by smooth distributions). While several approaches have been attempted, including Feynman diagrams  (by analogy with quantum perturbation theory) and smooth conjugations  (by analogy with classical perturbation theory), the most computationally effective method  has been to represent the stochastic evolution (Fokker-Planck) operator by a matrix in a basis of polynomials about each periodic orbit, truncated to finite size using the fact that the elements decay exponentially, that is, the eigenfunctions are very smooth.

The previous work  computed the escape rate of a stochastically perturbed map to order 8 in the noise strength. In this paper the same matrix method, extended to high (60 digit) precision arithmetic, is used to compute the escape rate to order 64 in the noise strength. With this number of coefficients, it is meaningful to consider the asymptotic form of the late terms, the subject of this paper.

We will discover that to unlock the secrets of the noise expansion will require insights not only from the classical theory of asymptotic expansions, but also from more recent analytic calculations involving fractals. The relatively small number of numerical coefficients is compensated by their high precision, allowing a reliable fit to a functional form involving several parameters. Comparing two interpretations of the series, Borel summation and Shafer (generalised Padé) approximation to the “exact” function, we will find that exponentially small corrections will need to be considered by a future theory.

At this point we note a few other relevant works. Contour integration methods  have obtained the asymptotic form of noise coefficients for fixed periodic orbit length, however this does not directly determine the noise expansion of the escape rate since the latter requires successively longer orbits for higher noise corrections. Direct integration  has shown numerically that the cumulant expansion on which the cycle expansions are based is valid for strong as well as weak noise. Stochastically perturbed dynamical systems constitute a vast field, applying many methods other than periodic orbit theory.

Section 2 outlines the previous theory and methods needed to understand the results and their interpretation. For space reasons, readers interested in the full details are referred to the original works. Section 3 gives the coefficients, the logic used to fit them to a particular functional form, and the Borel summation or Shafer approximation needed to assign a precise meaning to the asymptotic expansion. Final discussion is given in section 4.

## 2 Preliminaries

### 2.1 Asymptotic series

This subsection gives the background for asymptotic series. A very readable review of this subject and its applications is given by Boyd . Singular perturbations of integrals or differential equations, such as perturbative approaches to physical problems, frequently have power series expansions of the form

$$\underset{m}{}(m+\alpha )!\left(\frac{x}{x_0}\right)^mM_m$$
(1)
where $`\alpha `$ is often an integer or half integer, and $`x_0`$ (or rather its inverse) is called the singulant, and is related to the nearest critical point of an integrand. $`M_m`$ is called the modifying factor and tends to a constant as $`m\mathrm{}`$; it contains all the slower varying functional behaviour.

Such series diverge for all $`x0`$, and a number of methods have been employed to make sense of them. The simplest (albeit discontinuous) is to truncate the sum at its smallest term. An alternative, which Boyd states as usually the most computationally efficient, is to replace the series by its Padé approximants, more specifically the Shafer extension  in which the function is written as the solution of a quadratic equation with polynomial coefficients; the coefficients of the polynomials are found by a set of (typically ill-conditioned) linear equations.

While Padé methods give results on average as good as any other method to this order, an alternative, Borel summation, offers the possibility of systematic exponentially accurate (“hyperasymptotic”) corrections. These methods (for example Berry and Howls ) start from the Borel summation method as formulated by Dingle , which we follow. The latter retains the decreasing terms, then performs Borel summation on the divergent “tail”. Borel summation is an approach in which the factorial is replaced by its integral representation , and the sum and integral are interchanged. In the present context, where the terms are all the same complex phase, this leads to a pole in the path of integration (corresponding to a “Stokes line”); the constraint that the result must be real then indicates that the principal value of the integral should be taken. Dingle also shows how to write the Borel summed expression in terms of a few standard functions (related to incomplete gamma functions ) which he calls terminants; we use his method based on the forward difference expansion. More details can be found in Dingle’s book .

For the bulk of this paper, we will need only Eq. (1), in order to fit the parameters, and generalise it slightly. Once the form for the coefficients has been established, the Shafer and Dingle methods will be applied, and compared with the “exact” numerical result; the Shafer method gives marginally more accurate results. Since the coefficients are fitted, not known exactly, and our calculation does not attempt to identify exponentially small corrections (although this should be possible in the future), we cannot apply the more detailed hyperasymptotic methods of Berry and Howls  and others (refer to Ref.  for extensive references). Nevertheless, we succeed in computing a function accurate to remarkably high values of the noise strength (perturbation parameter).

### 2.2 Exactly self-similar fractals

This subsection gives the background for analytic expansions pertaining to exactly selfsimilar fractals, giving additional clues to the value of the parameter $`\alpha `$ in Eq. (1) and generalisations of this equation that we might expect for the noise expansion in later sections. The first paper to introduce asymptotic methods applied to a fractal problem  discussed Julia sets, but is more technically involved than the exactly selfsimilar fractals in Refs. . The discussion in this section is based on Ref. .

The middle-third Cantor set consists of two copies of itself scaled down by a factor of three, thus it has dimension $`d=\mathrm{ln}2/\mathrm{ln}3`$ according to many definitions. The uniform measure on the set located between $`x=\pm 1/2`$ satisfies the relation

$$f(x)𝑑\mu (x)=\frac{1}{2}\left[f\left(\frac{x1}{3}\right)+f\left(\frac{x+1}{3}\right)\right]𝑑\mu (x)$$
(2)
for arbitrary smooth function $`f(x)`$, which together with the definitions of the electrostatic potential

$$V(x)=\frac{d\mu (x)}{|xx^{}|}$$
(3)
and the moments

$$C_n=x^n𝑑\mu (x)$$
(4)
lead after several steps  to the following expression for the potential near the edge of the fractal,

$$V(1/2+\xi )=\xi ^{d1}\underset{p=0}{\overset{\mathrm{}}{}}a_p\mathrm{cos}\left(\frac{2\pi p}{\mathrm{ln}3}\mathrm{ln}\xi +\varphi _p\right)+\underset{p=0}{\overset{\mathrm{}}{}}b_p\xi ^p$$
(5)
where $`a_p`$, $`b_p`$ and $`\varphi _p`$ are known series given in terms of the $`C_n`$, which are in term given as explicit rational numbers with a well understood asymptotic form. The $`a_p`$ have a large exponential decay rate for example $`a_0=1.7685`$, $`a_1=7.04977\times 10^8`$, $`a_2=6.7575\times 10^{17}`$. The oscillatory terms come from the $`p0`$ solutions

$$d=\frac{\mathrm{ln}2}{\mathrm{ln}3}+\frac{2\pi ip}{\mathrm{ln}3}$$
(6)
of the equation $`3^d=2`$ defining the dimension. Such “complex dimensions” of fractals appear in a number of physical applications .

Even though the context is different from that of the noise corrections considered below in Sec. 3.3, in particular the expansion for the potential has a finite radius of convergence while that of the noise is divergent, we may conjecture that there are a number of general principles applying to fractal expansions. In particular, the leading order of the expansion is not a single term but a sum of terms containing a variable (here $`\xi `$) raised to powers $`\alpha +ip\beta `$ for all integers $`p`$, where $`\alpha `$ and $`\beta `$ are determined by properties of the fractal:

1. The parameter $`\alpha `$ (here $`d1`$) is related to the dimension of the fractal.
2. The parameter $`\beta `$ (here $`2\pi /\mathrm{ln}3`$) is determined by the spatial scaling factor $`3`$ of the fractal.
3. Due to the rapid decay of the oscillatory coefficients, accurate results may be obtained by considering only one or two of these terms, ie $`|p|1`$.

Note that in the absence of the imaginary $`\beta `$ terms (perhaps a “nonfractal limit”), the $`\alpha `$ in this section corresponds to the $`\alpha `$ in Eq. (1) since the latter effectively has $`\alpha `$ in the exponent: $`(m+\alpha )!m!m^\alpha `$ as $`m\mathrm{}`$.

### 2.3 Periodic orbit theory of stochastically perturbed maps

This subsection gives a background to the numerical coefficients discussed in the main part of the paper. The periodic orbit theory  allows the computation of long time properties such as averages, Lyapunov exponents, and correlation functions from periodic orbits. The required properties are related to the leading eigenvalue(s) of an evolution operator (defined below), which, in the most rapidly convergent formulation, are computed using determinants. The determinant is expressed as an expansion in traces, and the traces are expressed in terms of periodic orbits.

Consider the discrete time dynamics described by

$$x_{n+1}=f(x_n)+\sigma \xi _n$$
(7)
where $`\sigma `$ is the noise strength and $`\xi _n`$ are instances of an uncorrelated random variable. In the present case $`x`$ is a real number, but higher dimensional generalisations are straightforward, at least in the deterministic case $`\sigma =0`$. Continuous time dynamics can also be considered; the stochastic version has been discussed in Ref. . The probability density $`\rho (x)`$ evolves according to

$$\rho _{n+1}(y)=(\rho _n)(y)=\rho _n(x)\delta _\sigma (yf(x))𝑑x$$
(8)
where $``$ as defined above is the (discrete time Fokker-Planck) evolution operator. The noise distribution $`\delta _\sigma (z)`$ is an arbitrary function of standard deviation $`\sigma `$; it reduces to a Dirac delta in the deterministic case $`\sigma =0`$. We compute the trace

$$\mathrm{tr}^n=𝑑x_0𝑑x_1\mathrm{}𝑑x_{n1}\delta _\sigma (x_1f(x_0))\delta _\sigma (x_2f(x_1))\mathrm{}\delta _\sigma (x_0f(x_{n1}))$$
(9)
which is an $`n`$-dimensional integral. In the deterministic case, it reduces to a sum over periodic points $`x`$ satisfying $`f^n(x)=x`$ of the relevant Jacobian. The weak noise theory is effectively a stationary phase approximation in which the leading order behaviour is given by the deterministic limit, with corrections determined by higher derivatives of the map $`f(x)`$ evaluated at the periodic points. Exponentially small corrections are obtained by considering local extrema, which are given by the “generalised periodic orbits” of , that is, periodic orbits of the extended system $`(x,p)(f(x)+p/f^{}(x),p/f^{}(x))`$; these will be discussed later.

The characteristic determinant is

$$0=det(1z)=\mathrm{exp}\mathrm{tr}\mathrm{ln}(1z)=1z\mathrm{tr}\frac{z^2}{2}(\mathrm{tr}^2(\mathrm{tr})^2)+\mathrm{}$$
(10)
where we define the determinant in terms of its expansion in powers of the inverse eigenvalue $`z`$; this is consistent with our desire for the largest eigenvalue (smallest $`z`$). The eigenvalue itself can be obtained by truncating the above equation at some $`z^n`$, which requires computing periodic orbits up to length $`n`$, and solving numerically for the first zero. The leading eigenvalue $`\nu =z^1`$ has a direct interpretation: the quantity $`\gamma =\mathrm{ln}\nu `$ is the escape rate, that is, a uniform distribution of initial conditions leads to a number proportional to $`\mathrm{exp}(\gamma n)`$ remaining at long times $`n1`$. Other useful quantities can be obtained by small modifications of the method, for example weighting the evolution operator using the function for which an average is desired.

We note that because the eigenvalue is not directly expressed as an integral, rather an expansion of integrals or the infinite dimensional limit of an integral, the Dingle theory discussed in Sec. 2.1 does not strictly apply. In principle (although not in practice) an infinite number of critical points are required to determine the eigenvalue.

There have been two analytical approaches to evaluating the integral for the trace in the stochastic case, in particular Feynman diagrams  and smooth conjugations . These give the trace explicitly in terms of the derivatives of $`f(x)`$ at the periodic points, but have been applied only up to order $`\sigma ^4`$. A more numerical approach was used in Ref.  to obtain coefficients up to $`\sigma ^8`$, and it is the latter approach which is used in this paper.

The evolution operator is expressed in an explicit polynomial basis (in contrast to the usual situation in periodic orbit theory, where all calculations are kept independent of the basis), defined in the vicinity of each periodic point. Truncating the representation to a finite matrix is justified since the eigenfunction is very smooth, leading to exponential decay of the matrix elements. All quantities are expanded in powers of the small parameter $`\sigma `$, and the full trace is obtained as a sum over periodic points, to each order in $`\sigma `$. Finally the leading eigenvalue is obtained as a formal power series

$$\nu (\sigma )=\underset{m=0}{\overset{\mathrm{}}{}}\nu _{2m}\sigma ^{2m}$$
(11)
where odd powers vanish by the symmetry of the Gaussian noise distribution used. Further details of the calculation are given in Ref. .

## 3 Results

### 3.1 Numerical details

In the previous paper  the results were limited to $`\sigma ^8`$ since high precision is required (the cumulant expansion (10) involves many cancellations), and commercial high precision mathematical packages required too much memory and time. The results of this paper were achieved by code written in C, involving 60 digits precision, a maximum matrix size of 200 (the largest matrices are required for the shortest orbits) and periodic points up to $`n=10`$. The matrix size for each orbit length and the maximum length were determined adaptively; the precision was estimated conservatively using the results of shorter calculations. Here, as in previous calculations , the noise is Gaussian, and the map appearing in (7) is

$$f(x)=20\left[\frac{1}{16}\left(\frac{1}{2}x\right)^4\right]$$
(12)
This map is Axiom A with complete binary symbolic dynamics, so the rate of convergence of the cycle expansion with orbit length is super-exponential, both for $`\nu _0`$ (the deterministic case) and the noise corrections. Examples of this convergence (noted in the previous studies) are given in Tab. 1. The results for orbit length $`n=10`$, expressed as the logarithms of the (always positive) $`\nu _{2m}`$ are given in Tab. 2.

### 3.2 Fitting $`\nu _{2m}`$ to the form (1)

We immediately note that, while the coefficients $`\nu _{2m}`$ converge very rapidly with orbit length $`n`$, they diverge with order $`m`$. This is not surprising since the noise expansion of the eigenvalue is effectively a stationary phase expansion of an integral, albeit with an infinite number of critical points. See Secs. 2.12.3. A little curve fitting leads to the very approximate form

$$\nu (\sigma )=\nu _{2m}\sigma ^{2m}m!32^m\sigma ^{2m}$$
(13)
that is, $`\alpha =0`$ and $`\sigma _0=32^{1/2}`$ by comparison with (1). We would like to know the form of the coefficients more precisely than this, and in particular predict them from other information about the dynamics.

From the general theory of asymptotic expansions (Sec. 2.1) the singulant $`\sigma _0`$ is somehow related to the distance between the critical point we are expanding around (periodic orbits on the fractal repeller) and the nearest critical point. In the present situation, if we consider the critical point of the original map (12) at $`x_c=1/2`$, and ask for the probability for returning to the repeller, of which the most accessible point is $`x_r=1`$, to first approximation this is

$$\mathrm{exp}\left[(x_rf(x_c))^2/2\sigma ^2\right]=\mathrm{exp}\left[1/32\sigma ^2\right]$$
(14)
which indeed gives the 32. The reason that the singulant $`\sigma _0`$ should be related to the coefficient of an exponential is that this exponentially small quantity (for small $`\sigma `$), is, up to slower varying factors, the magnitude of the smallest term in the expansion, and hence the order at which exponentially small hyperasymptotic terms might contribute.

The above expression assumes that the transition from the critical point $`x=1/2`$ to the repeller $`x=1`$ takes place in a single step. Actually, for sufficiently small noise, longer trajectories may be more likely. The probability is of the form $`\mathrm{exp}[(x_{n+1}f(x_n))^2/2\sigma ^2]`$ which can be maximised over all trajectories starting at the critical point $`x=1/2`$ and reaching the repeller in the infinite time limit. The result is
$`\sigma _0=32.31850341240166^{1/2}`$ for the trajectory $`\{0.5,1.00244613635157,0.00024587488150,`$ $`2.460023246\times 10^5,`$ $`2.46015082\times 10^6,`$ $`2.4601636\times 10^7,2.460165\times 10^8,\mathrm{},0\}`$. The approach to zero is geometric with ratio $`f^{}(0)^1=1/10`$.

Another interpretation of this orbit is as the infinite length limit of a sequence of generalised periodic orbits (Sec. 2.3), responsible for exponentially small corrections to the traces; see later discussion in Sec. 3.4. For the rest of this paper, we assume that the 32 in Eq. (13) is replaced by the adjusted value $`\sigma _0^2=32.3185\mathrm{}`$.

The only remaining parameter to be fitted then seems to be the $`\alpha `$ appearing in (1). With this in mind, we plot the quantity

$$M_m=\frac{\nu _{2m}\sigma _0^{2m}}{(m+\alpha )!}$$
(15)
normalised to the highest order $`M_{32}`$ for various $`\alpha `$ in Fig. 2.

As Fig. 2 shows, the $`M_m`$ do not approach a constant for any value of $`\alpha `$. Even for the $`\alpha 1.3`$ at which the curve is roughly horizontal for the largest $`m`$, the curvature (as measured by the second derivative) is still large. There appears to be some oscillatory behaviour evident.

### 3.3 Oscillations from complex exponents

At this point we recall the discussion of Sec. 2.2, in particular the three observations relating to fractal expansions at the end of that section. If we can identify $`\alpha `$ in some way with the dimension of the fractal (at least in the Cantor set example), the oscillations noted at the end of the previous section appear naturally from a sum (over $`p`$) of terms of the form $`(m+\alpha +ip\beta )!`$ for integer $`p`$. Since the real part of $`\alpha +ip\beta `$ is a constant $`\alpha `$, all of these terms are of the same order in the large $`m`$ limit.

We return later to first observation in Sec. 2.2, that is, the question of whether $`\alpha `$ is related to one of the fractal repeller’s many dimensions, and leave it as a free parameter for the present. The second observation suggests that we look at the spatial scaling factor of the fractal repeller. The orbit discussed in the previous section reaches the fractal repeller at $`x=0`$; at this point the repeller is selfsimilar with a scaling factor of $`f^{}(0)=10`$; the same scaling factor that appears in the critical orbit of the previous section. The second observation of Sec. 2.2 then suggests $`\beta =2\pi /\mathrm{ln}10`$, which matches the oscillations well (see below). The third observation suggests that only small $`p`$ may lead to sizable contributions, hence we will ignore $`|p|2`$ and only include the real $`\alpha `$ and a single pair of complex conjugates $`\alpha \pm i\beta `$.

We thus fit the data, as represented by the $`M_m`$ of Eq. (15) to the function

$$c_0+c_1\frac{(m+\alpha +2\pi i/\mathrm{ln}10)!}{(m+\alpha )!}+c_1^{}\frac{(m+\alpha 2\pi i/\mathrm{ln}10)!}{(m+\alpha )!}$$
(16)
where the $``$ indicates complex conjugation, $`c_0`$ is a real fit parameter and $`c_1`$ is a complex fit parameter. Note that dividing through by $`(m+\alpha )!`$ in Eq. (15) permits a linear (hence more reliable) fit for $`c_0`$ and $`c_1`$. This fit is made for a range of values of $`\alpha `$, and for $`m_{\mathrm{min}}<m<32`$ with various $`m_{\mathrm{min}}`$. The error (in the least squares sense) $`\chi ^2`$ is given in Fig. 3, which shows an improvement limited by the precision of the results (14 decimal places in Tab. 2). From the optimal fit, we have $`\alpha =1.290`$, corresponding to $`c_0=0.045514`$ and $`c_1=0.000958+0.000185i`$. This fit is shown in Fig. 4.

We now return to the question of whether $`\alpha `$ is related to a dimension of the fractal repeller. The Renyi generalised dimensions $`D_q`$ of the repeller are straightforward to compute using the usual periodic orbit theory of deterministic systems . The results are given in Tab. 3, but do not seem to exactly match our fitted value $`\alpha =1.290`$. The closest is $`D_{\mathrm{}}`$ (or rather $`1D_{\mathrm{}}`$), however this corresponds to the most stable periodic orbit which is the fixed point at $`x0.871`$, not the (most unstable) point $`x=0`$ used in the above calculation of the complex exponents.

### 3.4 Borel summation

To conclude the analysis of the results, we apply the Shafer (generalised Padé) and Dingle (Borel summation) methods discussed briefly in Sec. 2.1 and compare the results with the exact eigenvalue $`\nu (\sigma )`$ computed using the discretized eigenfunction method of Ref.  which is accurate to about six digits. Note that the full power of the Borel summation applied to the full computed series up to order $`\sigma ^{64}`$ is not (currently) testable, since this is the smallest term when it (and hence the expected errors) is of order $`(2e)^{64/2}10^{24}`$. Instead, we will consider quite large values of $`\sigma `$, where the smallest term is very close to the beginning of the series.

The only slight extension of the Dingle approach discussed in Sec. 2.1 concerns the modifying factor $`M_m`$. Since the asymptotic series now has three components, with $`p=0,\pm 1`$, it is not clear whether each component should have a modifying factor. The point of view taken here is that a single modifying factor $`M_m`$ is used for all three components. This choice is pragmatic; while it is probably more natural to modify each series separately, there is no method of extracting this information from the numerical data.

The results of the Borel summation are shown in Fig. 5. The bunch of lower solid curves are the Borel summed series, using five forward differences (see Sec. 2.1) and from two to four terms of the series before truncation. Note that the Borel summed function is consistent for relatively large $`\sigma `$, despite the obvious approximations made in approximating the series by so few terms. The dashed line is the result of a Shafer (quadratic Padé) approximation to the first 13 nonzero coefficients, as discussed in Sec. 2.1; the exact number of coefficients fitted makes little difference. These two interpretations of the power series are quite consistent. The dotted line is the true eigenvalue, computed as in Ref. . It is extremely close to the Borel summed series for $`\sigma <0.08`$, after which it is significantly higher.

The difference may be modelled by a function which is exponentially small for $`\sigma 0`$. The most obvious candidate (but one of many) is $`C\mathrm{exp}(\sigma _0^2/\sigma ^2)`$, which is roughly the magnitude of the smallest term, and is also the first expected “hyperasymptotic” correction. The remaining solid curve in Fig. 5 gives one of the Borel summed curves, plus this function with $`C=0.09`$. The dot-dashed curve gives the equivalent result for the Shafer approximant. The result is a fit valid for roughly $`\sigma <0.16`$, indicating that the exponential part of the correction has the right form.

It is reasonable to identify this exponentially small correction as the contribution of the generalised periodic orbit in Sec. 3.2. However, there is actually a fractal set of such generalised periodic orbits, starting from the critical point of the map and limiting to each orbit on the repeller. The orbit given in Sec. 3.2 is the most probable case, but other orbits have exponents which are arbitrarily close. The nontrivial task of summing these contributions is left to a future paper.

Incidentally, there exist rigorous results pertaining to Borel summation of asymptotic series . The observation of hyperasymptotic corrections implies the presence of singularities in the complex noise domain, however it is difficult to understand what physical consequences this might have.

## 4 Conclusion

Periodic orbit theory of stochastic systems as presented in Ref.  has been used to compute the escape rate of a stochastically perturbed map to order 64 in the noise strength with sufficient precision to permit the theory of asymptotic expansions to be applied. Similar to a previous calculation of an exactly selfsimilar fractal, complex exponents appear, and the parameters in the expansion were found by a combination of analytic arguments and curve fitting. Although connections between this and the previous calculation were at a phenomenological level, the precise fit gives strong numerical evidence that the form of the expansion is correct to this order. Finally the Shafer approximation and Borel summation were performed on the series and compared with the known escape rate function, giving evidence for hyperasymptotic corrections of the same order as predicted by the theory of asymptotic expansions and independently by nonleading stationary points of the action.

In the future, the analytic connections proposed between the singulant and the probability of returning to the repeller from the critical point, and between the imaginary exponent and the spatial scaling factor of the repeller, should be verified by calculations on a variety of different systems. The remaining tentative connection, between the real exponent $`\alpha `$ and the $`D_{\mathrm{}}`$ dimension of the repeller would then either be verified or contradicted. The latter possibility is the most intriguing, since in that case $`\alpha `$ could define a new “noise dimension”.

## Acknowledgments

The author is grateful for helpful discussions with Michael Berry, Predrag Cvitanović, Giovanni Gallavotti, Jon Keating, Jonathan Robbins and Niels Søndergaard. This research was supported by the Nuffield Foundation, grant NAL/00353/G.


text:
# Supersphere

## Abstract

The spherical D2-brane solution is obtained without RR external background. The solution is shown to preserve $`(1/4)`$ supersymmetries. The configurations obtained depend on the integration constant $`R_0`$. For $`R_00`$ the shape of the solution is a deformed sphere. When, however, $`R_0=0`$, the D2-brane system seems to exhibit a brane-anti-brane configuration.

After publication of Ref. on the description of the D3-brane physics by Born-Infeld (BI) theory, much attention was paid to the stability problem of the D-brane. In Ref.  the stable cylindrical D2-brane was considered in which the electric worldvolume field and the non-trivial RR background are involved. In this case the potential allows only one locally stable vacuum, and thus the fundamental string becomes a cylindrical D2-brane via quantum tunneling. The tunneling process has been examined in more detail and generalized in Ref. . In particular, it was found in Ref.  that the RR background plays an important role in deciding the type of the quantum-classical phase transition.

If one considers a pure magnetic worldvolume field instead of the electric field, the RR background allows the D0-particles to expand to the spherical D2-brane in analogy to the dielectric effect of Ref. . This dielectric effect has been extended to the tubular case  and has also been re-examined from the viewpoint of semiclassical quantum tunneling .

More recently, a new mechanism to obtain a stable tubular D2-brane without RR background was observed in Ref. for the case when both electric and magnetic worldvolume fields are turned on. In this case angular momentum is responsible for the stability of the tubular D2-brane, and the Bogomol’nyi-Prasad-Sommerfield (BPS) nature of the solution indicates that the tubular D2-brane is generated by a ‘blowing-up’ of the D0-particle-charged fundamental string. Since the final tubular D2-brane preserves $`1/4`$ supersymmetries, it has been named ‘supertube’.

Subsequently, the supertube solution was found in supergravity theory, and it was found that the existence of the upper bound of the angular momentum is related to the global violation of causality . The supertube solution has also been examined from the viewpoint of matrix theory , and has been extended to the tubular D2-brane with arbitrary cross section in Ref.  and to the brane-anti-brane system in Ref. . Furthermore, the supersymmetric D3-brane and their dualities have been examined recently in Ref. . Although much attention was paid to the supersymmetric tubular case, upon our knowledge no further investigation has been devoted to a supersymmetric sphere which has the $`S^2`$ topology.

Here we examine the spherical supersymmetric D2-brane, or so-called ‘supersphere’ by exploring the BI action

$$S_{BI}=d^3\sigma \sqrt{det(g_{ab}+F_{ab})}$$
(1)
where $`g_{ab}`$ is the induced metric on the brane and $`F_{ab}`$ is the worldvolume field strength. Moreover we set $`T_2=1`$ and $`2\pi \alpha ^{}=1`$. As target space we choose a flat spacetime with spherical coordinates

$$ds^2=dT^2+dR^2+R^2(d\mathrm{\Theta }^2+\mathrm{sin}^2\mathrm{\Theta }d\mathrm{\Phi }^2)+ds^2(E^6),$$
(2)
and define worldvolume coordinates as $`t`$, $`\theta `$, $`\varphi `$, where

$$t=T,\theta =\mathrm{\Theta },\varphi =\mathrm{\Phi }.$$
(3)
Here we assume that $`R`$, which describes the fluctuations of the brane, is generally a function of $`t`$, $`\theta `$, and $`\varphi `$. Then the computation of the induced metric is straightforward. Defining the worldvolume field strengths as

$$E_\theta =F_{t\theta },E_\varphi =F_{t\varphi },B=F_{\theta \varphi },$$
(4)
the BI action (1) reduces to

$$S_{BI}=𝑑t𝑑\theta 𝑑\varphi _{BI}$$
(5)
where

$`_{BI}`$ $`=`$ $`_s=[R^2(R^2\mathrm{sin}^2\theta +R_\theta ^2\mathrm{sin}^2\theta +R_\varphi ^2E_\theta ^2\mathrm{sin}^2\theta E_\varphi ^2)+B^2`$ (7)
$`(E_\varphi R_\theta E_\theta R_\varphi )^2+2B(E_\varphi R_\theta E_\theta R_\varphi )\dot{R}(R^4\mathrm{sin}^2\theta +B^2)\dot{R}^2]^{\frac{1}{2}}`$
In Eq.(7) $`\dot{R}=_tR`$ and $`R_\xi _\xi R`$.

We now take $`R_\varphi =E_\varphi =0`$ for simplicity. Then $`_{BI}`$ in Eq. (7) simplifies to

$$_{BI}=_s=\sqrt{R^2\mathrm{sin}^2\theta (R^2+R_\theta ^2E_\theta ^2)+B^2(R^4\mathrm{sin}^2\theta +B^2)\dot{R}^2}.$$
(8)
Since we assumed the time-dependence of $`R`$, $`R`$ is not merely a parameter, i.e. it is a dynamical variable. Varying the BI action $`S_{BI}`$ with respect to $`R`$, one can determine the dynamics of $`R`$ governed by

$$\frac{}{t}\frac{\dot{R}(R^4\mathrm{sin}^2\theta +B^2)}{_s}=\frac{}{\theta }\frac{R^2\mathrm{sin}^2\theta R_\theta }{_s}\frac{2R^3\mathrm{sin}^2\theta (1\dot{R}^2)+R\mathrm{sin}^2\theta (R_\theta ^2E_\theta ^2)}{_s}.$$
(9)
The remaing equations of motion derived by varying $`S_{BI}`$ with respect to the worldvolume gauge fields are

$`{\displaystyle \frac{}{\theta }}\mathrm{\Pi }_{\theta ,E}`$ $`=`$ $`{\displaystyle \frac{}{\theta }}\mathrm{\Pi }_{\theta ,M}=0,`$ (10)
$`{\displaystyle \frac{}{t}}\mathrm{\Pi }_{\theta ,E}`$ $`+`$ $`{\displaystyle \frac{}{\varphi }}\mathrm{\Pi }_{\theta ,M}=0,`$ (11)
where

$`\mathrm{\Pi }_{\theta ,E}`$ $`=`$ $`{\displaystyle \frac{R^2\mathrm{sin}^2\theta E_\theta }{_s}},`$ (12)
$`\mathrm{\Pi }_{\theta ,M}`$ $`=`$ $`{\displaystyle \frac{(1\dot{R}^2)B}{_s}}.`$ (13)
In the static limit Eq.(9) reduces to

$$\frac{}{\theta }\frac{R^2\mathrm{sin}^2\theta R_\theta }{_s}=\frac{R\mathrm{sin}^2\theta (2R^2+R_\theta ^2E_\theta ^2)}{_s},$$
(14)
and Eq.(10) becomes

$$\frac{}{\theta }\mathrm{\Pi }_{\theta ,E}=\frac{}{\theta }\mathrm{\Pi }_{\theta ,M}=\frac{}{\varphi }\mathrm{\Pi }_{\theta ,M}=0,$$
(15)
where

$`_s`$ $`=`$ $`\sqrt{R^2\mathrm{sin}^2\theta (R^2+R_\theta ^2E_\theta ^2)+B^2},`$ (18)
$`\mathrm{\Pi }_{\theta ,E}={\displaystyle \frac{R^2\mathrm{sin}^2\theta E_\theta }{_s}},`$
$`\mathrm{\Pi }_{\theta ,M}={\displaystyle \frac{B}{_s}}.`$
If one considers a static theory from the beginning, the radial equation (9) is not an equation of motion because $`R`$ is not a dynamical variable. Thus, the solutions of the static theory do not need to satisfy it. In the following, however, we will show that our solutions preserving $`1/4`$ supersymmetries satisfy the radial equation automatically in a special limit.

From the definition of $`\mathrm{\Pi }_{\theta ,E}`$ in Eq.(18), $`E_\theta `$ is expressed in terms of $`B`$ and $`\mathrm{\Pi }_{\theta ,E}`$ as follows;

$$E_\theta =\frac{\mathrm{\Pi }_{\theta ,E}}{R\mathrm{sin}\theta }\sqrt{\frac{B^2+R^2\mathrm{sin}^2\theta (R^2+R_\theta ^2)}{\mathrm{\Pi }_{\theta ,E}^2+R^2\mathrm{sin}^2\theta }}.$$
(19)
Before solving the equations of motion, let us consider the energy of this D2-brane system. Performing the Legendre transform and using the Gauss constraint, i.e. $`_\theta \mathrm{\Pi }_{\theta ,E}=0`$, one obtains for the energy

$$_{BI}=𝑑\theta 𝑑\varphi $$
(20)
where

$$=\mathrm{\Pi }_{\theta ,E}E_\theta _{BI}=\frac{1}{R\mathrm{sin}\theta }\sqrt{(\mathrm{\Pi }_{\theta ,E}^2+R^2\mathrm{sin}^2\theta )[B^2+R^2\mathrm{sin}^2\theta (R^2+R_\theta ^2)]}.$$
(21)
Now, we have to find the configurations $`R(\theta )`$, $`E_\theta (\theta )`$, and $`B(\theta ,\varphi )`$ which minimize the energy (20). In order to find these configurations, we have to rely on the equations of motion. In fact, however, Eq.(15) does not completely fix the minimal configurations. For example, the equations of motion for $`\mathrm{\Pi }_{\theta ,M}`$ in Eq.(15) can be solved by choosing $`E^2=R^2+R_\theta ^2`$ or by choosing differently $`B=bR\mathrm{sin}\theta \sqrt{R^2+R_\theta ^2E_\theta ^2}`$ where $`b`$ is a constant. Each choice yields different solutions. This means we need another constraint which makes it possible to fix the minimal configurations. We believe this additional constraint is obtained from the supersymmetric argument.

The number of supersymmetries preserved by any D2-brane configuration is the number of independent Killing spinors $`ϵ`$ satisfying

$$\mathrm{\Gamma }ϵ=ϵ$$
(22)
where $`\mathrm{\Gamma }`$ is a matrix defining the $`\kappa `$-symmetry transformation on the worldvolume of the D2-brane and is given in our case as

$$\mathrm{\Gamma }=_s^1(\gamma _{t\theta \varphi }+E_\theta \gamma _\varphi \mathrm{\Gamma }_{\mathrm{}}+B\gamma _t\mathrm{\Gamma }_{\mathrm{}}).$$
(23)
In Eq.(23) $`\mathrm{\Gamma }_{\mathrm{}}`$ is a constant matrix with unit square which anticommutes with all ten spacetime Dirac matrices $`\mathrm{\Gamma }_X`$ and $`(\gamma _t,\gamma _\theta ,\gamma _\varphi )`$ are the induced worldvolume Dirac matrices computed from $`\mathrm{\Gamma }_X`$ as follows;

$`\gamma _t`$ $`=`$ $`\mathrm{\Gamma }_T,`$ (24)
$`\gamma _\theta `$ $`=`$ $`R\mathrm{\Gamma }_\mathrm{\Theta }+R_\theta \mathrm{\Gamma }_R,`$ (25)
$`\gamma _\varphi `$ $`=`$ $`R\mathrm{sin}\theta \mathrm{\Gamma }_\mathrm{\Phi }+R_\varphi \mathrm{\Gamma }_R.`$ (26)
Defining the Killing spinor $`ϵ`$ in Eq.(22) as

$$ϵ=M_+ϵ_0,M_\pm \mathrm{exp}\left(\pm \frac{1}{2}\mathrm{\Phi }\mathrm{\Gamma }_{R\mathrm{\Phi }}\right)$$
(27)
where $`ϵ_0`$ is a $`32`$-component constant spinor, the Killing equation (22) is decomposed into

$`M_+[RR_\theta \mathrm{sin}\theta \mathrm{\Gamma }_{TR\mathrm{\Phi }}+R_\theta R_\varphi \mathrm{\Gamma }_T+B\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}}_s]ϵ_0+`$ (28)
$`M_{}\gamma _\varphi \mathrm{\Gamma }_{\mathrm{}}(R\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}}+E_\theta )ϵ_0=0,`$ (29)
which yields two criteria

$`(R\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}}+E_\theta )ϵ_0=0,`$ (30)
$`(RR_\theta \mathrm{sin}\theta \mathrm{\Gamma }_{TR\mathrm{\Phi }}+B\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}})ϵ_0=_sϵ_0`$ (31)
for the preservation of supersymmetry.

Comparing with the supertube case of Ref. , one can conjecture from the first of Eqs. (30) that $`E_\theta =\pm R`$, and $`ϵ_0`$ satisfies

$$\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}}ϵ_0=sgn(E_\theta )ϵ_0.$$
(32)
Since $`E^2=E_\theta ^2/R^2+E_\varphi ^2/R^2\mathrm{sin}^2\theta `$ in spherical coordinates, the supersymmetry preserving condition $`E_\theta =\pm R`$ yields $`E^2=1`$, which is a usual BPS condition.

Using $`E_\theta =\pm R`$ the second of Eqs. (30) becomes

$$(RR_\theta \mathrm{sin}\theta \mathrm{\Gamma }_{TR\mathrm{\Phi }}+B\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}})ϵ_0=\sqrt{R^2R_\theta ^2\mathrm{sin}^2\theta +B^2}ϵ_0.$$
(33)
Letting

$$B=bRR_\theta \mathrm{sin}\theta $$
(34)
where $`b`$ is some constant parameter, Eq.(33) reduces to

$$(\mathrm{\Gamma }_{TR\mathrm{\Phi }}+b\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}})ϵ_0=\sqrt{1+b^2}ϵ_0.$$
(35)
Since the two conditions (32) and (35) are compatible with each other, the configurations satisfying (34) and $`E_\theta =\pm R`$ imply a spherical D2-brane which preserves $`1/4`$ supersymmetries. Thus, the remaining problem we should clarify is to check whether the supersymmetric criteria (34) and $`E_\theta =\pm R`$ are consistent with the equations of motion or not.

To check the consistency we first note that the supersymmetric criteria reduce $`_s`$ to $`\sqrt{1+b^2}B/b`$, which automatically solves $`_\theta \mathrm{\Pi }_{\theta ,M}=_\varphi \mathrm{\Pi }_{\theta ,M}=0`$. The remaining equation $`_\theta \mathrm{\Pi }_{\theta ,E}=0`$ is consistent with the supersymmetric criteria if and only if

$$R^2\mathrm{sin}\theta =E_0R_\theta ,$$
(36)
where $`E_0`$ is another constant parameter. Eq.(36) has a solution

$$R=\frac{E_0}{|R_0+\mathrm{cos}\theta |}$$
(37)
where $`R_0`$ is an integration contant. The absolute value in the denominator of Eq.(37) is introduced to prevent $`R`$ from being negative. Thus, it is not necessary if we choose $`R_0>1`$. One can show that the solution (37) with the supersymmetric criteria is also consistent with the relation (19).

Fig. 1 shows the spherical D2-brane obtained from Eq.(37) when $`R_0=1.5`$. Since Fig. 1 is apparantly different from tube, our solution represents the ‘supersphere’. It is worthwhile noting that the supersymmetric criteria transform the radial equation (14) into $`R_\theta =R\mathrm{tan}\theta `$. Thus the solution (37) with $`R_0=0`$ also solves this radial equation as stressed before. Fig. 2 is a spherical plot of solution (37) with $`R_0=0`$. Fig. 2 seems to describe the brane-anti-brane system in the spherical coordinate.

This conjecture gets more support if one computes the energy density for our solution. It is straightforward to show that the solution (37) with the supersymmetric criteria implies that the energy density (21) has the following form

$$=T_2\left(R\mathrm{\Pi }_{\theta ,E}+\frac{\sqrt{1+b^2}}{b}(2\pi \alpha ^{})B\right)$$
(38)
where $`R`$ in front of $`\mathrm{\Pi }_{\theta ,E}`$ appears to represent the string length in the spherical coordinate as shown in the following. In Eq.(38) we have introduced $`T_2`$ and $`2\pi \alpha ^{}`$ explicitly to show that the energy of the D2-brane is

$$H=𝑑\theta 𝑑\varphi =nT_fR𝑑\theta +mT_0\frac{\sqrt{1+b^2}}{b}$$
(39)
where $`T_f`$ and $`T_0`$ are F-string tension and D0-brane tension respectively, and the charges $`m`$ and $`n`$ are introduced by usual quantization conditions $`\mathrm{\Pi }_{\theta ,E}=ng`$ and $`B𝑑\theta 𝑑\varphi =2\pi m`$. Of course, $`R𝑑\theta `$ in Eq.(39) is a length of F-string. When we take $`b\mathrm{}`$ limit in Eq.(39), $`H`$ becomes simply the sum of string and D0-brane energies like the supertube case in Ref.. This result can be also conjectured from Eq.(35). If we take a $`b\mathrm{}`$ limit in this equation, Eq.(35) becomes $`\mathrm{\Gamma }_T\mathrm{\Gamma }_{\mathrm{}}ϵ_0=ϵ_0`$, which is same with that of the supertube case.

Apart from the factor of $`R`$ the expression $``$ in (38) is exactly the same as the energy density for the super-D2-brane-anti-D2-brane tube in Ref.. This supports our interpretation of Fig. 2 as a brane-anti-brane pair.

Finally one can compute the worldvolume field strength using our solution which reduces to

$$F=\frac{E_0}{R\mathrm{sin}\theta }dtdR+bR\mathrm{sin}\theta dRd\varphi .$$
(40)
Since $`R\mathrm{sin}\theta `$ is a radial distance in the cylindrical coordinate, Eq.(40) expresses the Coulomb-like electric field and the uniform magnetic field on the brane.

In the above we have examined the spherical D2-brane which preserves $`1/4`$ supersymmetries. The shape of the D2-brane we obtained depends on the integration constant $`R_0`$. For $`R_00`$ the shape of the D2-brane is a deformed sphere which we name ‘supersphere’. However, when $`R_0=0`$, the final D2-brane has a completely different topology, which we interpret as a brane-anti-brane system. It seems to be interesting to examine the corresponding solutions in the context of supergravity theory and the matrix theory.

Acknowledgement: This work was supported by the Kyungnam University Research Fund, 2002.

Figure Captions

Figure 1

The spherical D2-brane which preserves $`1/4`$ supersymmetries. This figure is obtained as a spherical plot with $`R_0=1.5`$ using Eq.(37).

Figure 2

The brane-anti-brane system derived from the limit of the supersphere. This figure is obtained by a spherical plot with $`R_0=0`$ using Eq.(37).