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# Collision of One-Dimensional Nonlinear Chains

## I Introduction

In collisions between two bodies which have internal degrees of freedom, some of the initial translational energy is transformed into internal energy of the two bodies. This is the major cause of energy dissipation. To characterize the macroscopic features, a phenomenological parameter, the coefficient of restitution (COR),

$`\eta ={\displaystyle \frac{K_r}{K_i}},`$ (1)
where $`K_i`$ and $`K_r`$ are translational kinetic energy before and after the collision, respectively, is commonly used. Recent studies of collisions are mainly focused on the determination of $`\eta `$ from microscopic mechanisms.

Hertz developed the theory of collision between frictionless elastic bodies Landau ; Timo  based on his static theory of elastic contact Hertz . In the theory, it is assumed that in low-velocity collisions, the deformation of colliding bodies is given by the static theory and the production of vibration is totally ignored. Hence, the theory gives no information on energy dissipation. Plastic deformation is one of the possible means of kinetic energy dissipation during collisions. Taking this into account, the energy dissipation rate $`1\eta `$ is found to increase with collision velocity with a power law with the exponent $`1/2`$ Johnson . Considering viscoelastic properties, the dissipation rate increases with the exponent $`2/5`$ Kuwabara ; Thomas ; Roza . These results were confirmed experimentally Raman ; Sondergaard ; Labous .

The results presented above are based on quasi-static approximation, hence it is expected that they are restricted to low-velocity collisions. We believe that more general results will be obtained through microscopic simulations Gotz ; Gerl ; HH .

Sugiyama and Sasaki Sugiyama  and Basile and Dumont Basile  considered collisions between simple one-dimensional chains and a rigid wall. A chain is composed of $`n`$ identical point particles which interact with nearest-neighbor particles. If we choose linear force as the interaction between the particles, the COR is independent of collision velocity and approaches unity in the thermodynamic limit.

For collision between metallic bodies, plastic deformation usually occurs even if collision velocity is low. The deformation exceeds the elastic regime in which Hooke’s law remains valid Johnson ; Zukas . Hence nonlinear effects are important in realistic collisions. In this study, we choose nonlinear force as the interparticle interaction and perform the one-dimensional simulations of collision between a “nonlinear chain” and a rigid wall. We find that the COR of this collision has a minimum value at a certain velocity and derive the velocity dependence of the COR for low-velocity collisions using perturbation methods.

This paper is organized as follows. In the next section, we briefly review the studies of Sugiyama and Sasaki Sugiyama  and Basile and Dumont Basile . In section 3, we present our results for collision between nonlinear chains and a wall. Finally, we summarize our results.

## II Collisions of one-dimensional harmonic chains

First we briefly discuss the collision of one-dimensional harmonic chains (model A) with a rigid wall as discussed by Sugiyama and Sasaki Sugiyama . Consider a chain composed of $`n`$ identical point particles labeled $`j=1,2,\mathrm{}n`$. Each particle in the chain is linked to nearest-neighbor particles with a Hooke’s spring, as illustrated in Fig.1. The Hamiltonian of this system is written as

$`={\displaystyle \frac{m}{2}}{\displaystyle \underset{j=1}{\overset{n}{}}}\dot{x}_j^2+{\displaystyle \frac{1}{2}}m\omega ^2{\displaystyle \underset{j=1}{\overset{n1}{}}}(x_{i+1}x_i\mathrm{})^2+V_w,`$ (2)
where $`x_j`$ and $`\dot{x}_j`$ are the position and velocity of the $`j`$-th particle, respectively, and $`\mathrm{}`$ is the natural length of the springs. We assume the chain is homogeneous and all springs have the same spring constant $`k(=m\omega ^2)`$. $`V_w`$ represents the hard-core potential of a rigid wall located at $`x=0`$ where collision takes place. During the collision process, only the particle $`j=1`$, which is at the end of the chain, interacts with the wall since the positional order of the particles is always kept as $`x_n<x_{n1}<\mathrm{}<x_2<x_1`$. In the following discussion, we assume that the wall is so rigid that the particle $`x_1`$ simply reverses its velocity as $`\dot{x}_1\dot{x}_1`$.

Although there is no dissipation term in the Hamiltonian, vibration energy which remains after the collision is regarded as the “dissipated” portion of energy. The COR $`\eta `$ is therefore evaluated as

$`\eta =1{\displaystyle \frac{E_{vib.}}{E}},`$ (3)
where $`E`$ is the total energy and $`E_{vib.}`$ is the vibration energy which remains after the collision.

In the absence of $`V_w`$, the equation of motion is written as

$`\ddot{𝐱}=\omega ^2(A𝐱+𝐛),`$ (4)
where $`𝐱=(x_1,x_2,\mathrm{},x_n)`$, $`𝐛=(\mathrm{},0,\mathrm{},0,\mathrm{})`$ and $`A`$ is an $`n\times n`$ matrix of the form

$`A=\left(\begin{array}{ccccccc}1& 1& 0& & & \mathrm{}& 0\\ 1& 2& 1& 0& & \mathrm{}& 0\\ 0& 1& 2& 1& 0& \mathrm{}& 0\\ \mathrm{}& & & \mathrm{}& & & \mathrm{}\\ 0& & \mathrm{}& & 0& 1& 1\end{array}\right).`$ (10)
Taking a principal-axis coordinate system in which $`A`$ is diagonal, internal vibration of the chain can be represented using $`n`$ noninteracting fundamental modes. In the presence of $`V_w`$, collision between the chain and the wall is realized as follows. Assume that the particle $`j=1`$ collides with the wall $`f(n)`$ times at $`t_1,t_2,\mathrm{},t_{f(n)}`$. The fundamental modes describe equi-energy elliptical orbits in phase space. The orbits are discontinuous at $`t=t_1,t_2,\mathrm{},t_{f(n)}`$.

For the following numerical simulations, we choose initial conditions

$`\{\begin{array}{cccc}x_j& =& \mathrm{}j,& \\ \dot{x}_j& =& v_0& (j=1,2,\mathrm{},n).\end{array}`$ (13)
Before collision, the chain has no internal vibration, i.e., zero temperature. Figure 2 shows the collision between the wall and the chain with $`n=19`$. Each line is a trace of the trajectory of a particle. In the plot, units on the time axis are taken as $`\tau =(n1)\mathrm{}/c_l`$. $`\tau `$ indicates the duration in which the longitudinal sound wave propagates from one end of the chain to the other. Let us call the time $`t_c`$ during which the collision takes place ”contact time”. Here we note that contact time is almost equal to $`2\tau `$ for large $`n`$. COR and contact time are independent of the collision velocity of the chain because time intervals $`\mathrm{}t_q=t_{q+1}t_q`$ are independent of initial velocity for every $`q`$ and the orbits retain similar forms even if initial velocity of the chain varies. Therefore, $`E_j/E`$, the ratio of the $`j`$-th fundamental mode energy to total energy, does not depend on initial velocity. The COR, which is a ratio of energy, also does not depend on initial velocity. Hereafter, we use the reduced unit $`c_l=\tau =1`$, setting $`\mathrm{}`$, $`m`$ and $`k`$ as unity.

In model A, the coefficient of restitution $`\eta `$ depends only on $`n`$. An approximate expression of $`\eta `$ was derived by Basile and DumontBasile . To simplify the problem, we assume that $`\mathrm{}t_q`$ and the velocity before the $`q`$-th collision $`v_q`$ are constant for every $`q`$. Numerical simulations show that these are good approximations. Under this assumption, the vibration energy of the $`j`$-th mode after the collision process is given as

$`E_j={\displaystyle \frac{4m}{n}}v^2\mathrm{cos}^2\left({\displaystyle \frac{\pi j}{2n}}\right){\displaystyle \frac{\mathrm{sin}^2\{\omega _jf(n)\mathrm{}t/2\}}{\mathrm{sin}^2\{\omega _j\mathrm{}t/2\}}},`$ (14)
where $`\omega _j`$ is the frequency of the $`j`$-th mode, which is $`\omega _j=\mathrm{sin}(\pi j/n)`$. $`\mathrm{}t`$, $`f(n)`$ and $`v`$ are determined from numerical simulations Basile . However we can also estimate these values by solving the collision of the chain with $`n=2`$:

$`\mathrm{}t`$ $`=`$ $`{\displaystyle \frac{\pi }{\sqrt{2}\omega }}=2.22/\omega (2.31/\omega ),`$ (15)
$`f(n)`$ $``$ $`{\displaystyle \frac{2\sqrt{2}}{\pi }}n=0.90n(0.867n),`$ (16)
$`v`$ $`=`$ $`{\displaystyle \frac{\pi }{2\sqrt{2}}}v_0=1.11v_0(1.15v_0),`$ (17)
where the values in brackets were obtained from a numerical simulation of an $`n=500`$ chain. We can estimate an approximate value of $`\eta `$ by using Eqs. (15), (16) and (17).

To obtain the asymptotic behavior of $`1\eta `$ for large $`n`$, we expand the dispersion relation.

$`\omega _j=\sqrt{k/m}{\displaystyle \frac{\pi j}{n}}\left(1{\displaystyle \frac{\pi ^2j^2}{24n^2}}+\mathrm{}\right)`$ (18)
Substituting only the leading order of Eq.(18) into Eq.(14), we have $`\eta =1`$. Taking the second order into account, we obtain

$`1\eta 0.652n^{\frac{2}{3}},`$ (19)
in the limit $`n\mathrm{}`$. This relationship agrees very well with the numerical result. In Fig. 3, we plot the dissipation rate $`1\eta `$ versus $`n`$.

## III Unharmonic chains

In the case of harmonic chains, COR and contact time were independent of initial velocity $`v_0`$. Here, we introduce nonlinearity to the springs in the chain (model B).

In order to maintain a universal viewpoint, we first consider a velocity scale characterized by the nonlinearity of the spring. Let $`U(x)`$ be the potential energy of the spring, which is chosen to be $`U(1)=0`$ assuming the natural length of the spring to be unity. We can define the amplitude $`x^{}`$ at which the harmonic term and the sum of the remaining terms are equal in the Taylor expansion, i.e., $`x^{}`$ is given by the solution of

$`{\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2U(x)}{dx^2}}|_{x=1}(x^{}1)^2=U(x){\displaystyle \frac{1}{2}}{\displaystyle \frac{d^2U(x)}{dx^2}}|_{x=1}(x^{}1)^2.`$
The velocity which corresponds to $`x^{}`$ is

$`v^{}=\sqrt{2U(x^{})}.`$
Hereafter, we discuss the velocity dependence of the collisions on the scale of $`v^{}`$.

Let us choose the following three types of potential and compare the results of simulation.

(a) Lennard-Jones potential

$`U_{LJ}(x)={\displaystyle \frac{1}{72}}\left\{\left({\displaystyle \frac{1}{x}}\right)^{12}2\left({\displaystyle \frac{1}{x}}\right)^6\right\}`$
(b) Toda potential

$`U_{toda}(x)`$ $`=`$ $`{\displaystyle \frac{a}{b}}e^{b(x1)}+a(x1)`$
(c) Log-type potential

$`U_{log}(x)`$ $`=`$ $`x\mathrm{log}\left(x\right)`$
For the Toda potential, we set $`ab=1`$ and $`b=10`$. Each potential has one minimum at $`x=1`$ and the function forms are similar. However, increasing behaviors of the repulsive forces derived from the three potentials are, in a very short distance, different from one another. In Fig. 4, we plot the COR versus initial velocity for each case, as determined by numerical simulations. In the limit of small velocity, it is clear that COR approaches the value obtained for the harmonic chain. The COR decreases with increasing initial velocity and has a minimum near $`v=1`$. We note that the COR lies on almost the same curve for all three types of potential.

Figure 5 shows $`n`$-dependence of $`\eta `$ for different values of initial velocity. In very low-velocity collision, as expected from the result for model A, dissipation rate $`1\eta `$ will approach to zero in the thermodynamic limit. Near $`v_0=1`$, the COR does not approach unity but remains a constant less than unity even in the thermodynamic limit. We can hence conclude that nonlinearity of the potential $`U(x)`$ causes the dissipation, which does not appear in model A.

Using a technique based on the perturbative theory, we consider the collision of model B for small initial incident velocity $`v_01`$. During collision processes, the particle $`j=1`$ transmits vibration force to its neighbor particle. Let us regard this force as external force $`F(t)`$ which acts on the chain. The characteristic frequency of this force is $`\omega _{ext}=2\pi /\mathrm{}t2\sqrt{2}\omega `$. This frequency is higher than any frequency of fundamental modes of the chain. Hence, no fundamental mode is excited by the force. In this situation, the amplitude of each particle’s vibration is rapidly damped progressively into the chain, $`i.e.,`$ the particle $`j=1`$ has the largest amplitude during collision. It is expected that $`\mathrm{}t`$ will shorten with increasing initial velocity. As a first approximation, we take into account only the change of $`\mathrm{}t`$ against initial velocity $`v_0`$ in Eq. (14). To estimate the velocity dependence of $`\mathrm{}t`$, let us consider the collision of a Lennard-Jones-type chain with $`n=2`$. In this case, particle $`j=1`$ collides with the wall two times. The Hamiltonian is

$`={\displaystyle \frac{m}{2}}(\dot{x}_1^2+\dot{x}_2^2)+U_{LJ}(x_2x_11)+V_w.`$ (20)
Let $`x=x_2x_1\mathrm{}`$ and $`x_g=(x_2+x_1)/2`$. For initial conditions, we adopt Eq. (13). Immediately after the first collision of particle $`x_1`$, $`x`$ and $`x_g`$ and their time derivatives become

$`\{\begin{array}{cccc}x& =& 0& \\ \dot{x}& =& 2v_0& ,\end{array}\{\begin{array}{cccc}x_g& =& \mathrm{}/2& \\ \dot{x}_g& =& 0& .\end{array}`$ (25)
Taking into account the second order of $`U_{LJ}`$ and solving the equation of motion with the initial conditions of Eq. (25) in the first-order perturbation theory, one can obtain the interval $`\mathrm{}t`$ between first and second collisions of particle $`x_1`$ as

$`\mathrm{}t{\displaystyle \frac{\pi }{\sqrt{2}}}\left(1\alpha {\displaystyle \frac{v_0}{v^{}}}\right),`$ (26)
with $`\alpha =0.808`$. Substituting this into Eq. (14), we have

$`E_j={\displaystyle \frac{4}{n}}\mathrm{cos}^2\left({\displaystyle \frac{\pi j}{2n}}\right){\displaystyle \frac{\mathrm{sin}^2[\frac{1}{2}\omega _jf(n)\mathrm{}t(1\alpha \stackrel{~}{v})]}{\mathrm{sin}^2[\frac{1}{2}\omega _j\mathrm{}t(1\alpha \stackrel{~}{v})]}}.`$ (27)
In the limit $`n\mathrm{}`$, $`\omega _j`$ can be replaced with the linear form

$`\omega _j=\omega {\displaystyle \frac{\pi j}{n}}.`$ (28)
When $`v/c_l1`$, Eq. (27) can be approximated as

$`E_j{\displaystyle \frac{32}{n\pi ^2}}\left({\displaystyle \frac{n}{j}}\right)^2\mathrm{sin}^2\left[\alpha v\pi n\left({\displaystyle \frac{j}{n}}\right)\right].`$
Substituting this into Eq. (3), we have the dissipation rate

$`1\eta ={\displaystyle \underset{j=1}{\overset{n}{}}}{\displaystyle \frac{E_j}{E}}`$ $``$ $`{\displaystyle \frac{64}{n\pi ^4}}{\displaystyle _0^1}𝑑x{\displaystyle \frac{1}{x^2}}\mathrm{sin}^2(\alpha vnx)`$ (29)
$``$ $`{\displaystyle \frac{64}{\pi ^3}}\alpha v{\displaystyle _0^{\mathrm{}}}𝑑x{\displaystyle \frac{\mathrm{sin}^2(\alpha x)}{x^2}}`$
$`=`$ $`Cv,`$
where $`C=\frac{32}{\pi ^2}\alpha 2.61`$. This implies that the dissipation rate $`1\eta `$ increases with the power law $`v^p`$ where $`p=1`$. This result agrees with numerical simulation for low-velocity collision. However the constant $`C`$ is not in accord with the above result (our numerical simulation gives $`C=0.66`$).

The above result directly depends on the exponent of the lowest un-harmonic term of interparticle potential energy. In the case of Lennard-Jones potential, the exponent $`r=3`$. The exponent is the same for other types of chains. Let us discuss more general cases. Suppose that the interparticle potential energy can be expanded around its equilibrium position as

$`U(x)={\displaystyle \frac{1}{2}}x^2+cx^r+\mathrm{higher}\mathrm{order},`$ (30)
where the constant $`c`$ is a positive (negative) number when $`r`$ is even (odd). In this case, the contact time shortens as $`v_0^{r2}`$. The dissipation rate hence increases as

$`1\eta \left({\displaystyle \frac{v}{v^{}}}\right)^{r2}.`$ (31)
Taking potential energy Eq.(30) for the interaction of particles in model B, we plot numerical results of COR in Fig. 6 for $`v1`$. The results agree with Eq. (31).

When the particles in the chain can be regarded as rigid spheres, interparticle interaction is of the $`\delta `$ function type. Collision between the two spheres is reduced to a simple exchange of their momenta. We can exactly solve the entire dynamics of the collision between the chain and a rigid wall. The sphere $`j=1`$ collides with the wall $`n`$ times and no internal vibration remains after the collision, i.e., the COR is exactly unity in this case.

In the limit of high-velocity collision of model B, particles interact like rigid spheres because $`U_{LJ}`$, $`U_{toda}`$ and $`U_{log}`$ all behave like hard core potentials within a very short distance. In Fig. 7, we show the COR of a Lennard-Jones-type chain and $`f(n)/n`$ versus collision velocity on the same plot. The rate $`f(n)/n`$ approaches unity for $`v>1`$. This indicates that particles interact like rigid spheres in high-velocity collision. Consequently COR increases in the high-velocity regime. This is a feature which only the one-dimensional model exhibits and is unrealistic. In real systems, plastic deformation is crucial in such high-velocity collisions.

## IV Summary

We have presented a simple one-dimensional microscopic model of colliding bodies to understand the energy dissipation process. Lennard-Jones, Toda and Log-type potentials are chosen as interactions between particles. We found that the COR depends on the initial velocity and is minimum at $`v/v1`$. These behaviors are independent of the potential form. In low-velocity collisions, the relationship between the energy dissipation rate and collision velocity is derived using perturbation methods.


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# 1 Introduction

## 1 Introduction

In three-dimensional quantum field theory it is often possible to derive non-perturbative results using a large $`N`$ expansion. Typically, $`N`$ is the number of scalar fields or fermions. To a given order of the $`1/N`$ expansion infinitely many graphs can be collected by means of simple resummations and the resulting number of effective graphs is finite. In some cases it is not necessary to assume that the couplings $`g`$ of the theory are small and expand perturbatively in $`g`$, but it is possible to calculate the exact $`g`$-dependence at each order of the $`1/N`$ expansion. Then, the computation of a finite number of effective graphs allows us to integrate the RG flow and study the interpolation between the fixed points. If the theories satisfy a duality $`g1/g`$, then this symmetry is implemented exactly at each order of the $`1/N`$ expansion. The purpose of this paper, which is an elaboration of the ideas of ref. , is to study a variety of models with these features.

Specifically, I study two classes of flows. The first class of models involves $`K+1`$ sets of $`N_I`$, $`I=0,1,\mathrm{}K`$, fermions interacting by means of a $`\sigma `$-field, that is to say a dynamical source for a composite operator. The source $`\sigma `$ is called dynamical because the functional integral is performed also over $`\sigma `$. The large $`N`$ limit is obtained by assuming that the numbers $`N_I`$ of fermions tend to infinity with equal velocity. At the leading order of the $`1/N`$ expansion the RG flow is trivial, in the sense that the UV and IR fixed points are indistinguishable. A nontrivial RG flow appears at the level of $`𝒪(1/N)`$ corrections. In the simplest version of these models, the fixed points of these flows coincide with the UV fixed points of the four-fermion models  plus decoupled massless fermions. In a variant of these models there are also fixed points of new type.

The second class of models is a scalar-field counterpart of the first class. Sets of scalar fields interact by means of a $`\sigma `$-field. Due to the radiative corrections, $`\phi ^6`$-potential terms are generated. The RG structure of these flows is more involved and the fixed points include known conformal field theories (Wilson-Fischer, $`\phi _3^6`$ fixed points) and new ones.

The theories satisfy certain duality symmetries, associated with the exchange of fermions (or scalars) belonging to different sets. The duality symmetries are exact at each order of the $`1/N`$ expansion. Nevertheless, due to some subtleties of the regularization technique , the implementation of the duality symmetry at the regularized level needs to be studied carefully.

The integration of the RG flow allows us to write all correlation functions exactly in $`g`$ to a given order in the $`1/N`$ expansion. I stress again that the expansion is not around one fixed point. Normally, an infinite resummation is necessary to reach an interacting fixed point from a Gaussian fixed point. Here, instead, the entire RG flow is expanded at the same time in $`1/N`$ and no expansion is made in the running couplings $`g`$. At each order of the $`1/N`$ expansion the fixed points and the flow are determined with equal and consistent precision. Typically, both the UV and IR fixed points are interacting.

The large $`N`$ expansion is crucial to make the integration of the RG flow possible as described. To the order $`𝒪(1/N)`$, the integration of the RG flow is equivalent to the resummation of the leading logs, but in general (in QCD and non-Abelian Yang-Mills theory with matter, for example) the resummation of the leading logs is not sufficient to connect the UV and IR fixed points, or the high- and low-energy limits of the theory, although it gives a sort of result beyond the perturbative expansion.

A known theory exhibiting some of the features of the models studied here is the large $`N`$ $`\phi _3^6`$ theory. As a classically conformal (tricritical) theory, it is IR free and its $`𝒪(1/N)`$-order beta function has a nontrivial ultraviolet fixed point . The $`\phi _3^6`$ theory, however, does not have a duality symmetry. Viewed as a particular case of the models analysed in this paper, it belongs to a more general family of theories which do satisfy duality.

In the study of critical phenomena, stability puts some limits on the values of the $`\phi _3^6`$ coupling  and the UV fixed point of , which lies in the instability region, is superseded by a different fixed point. No attempt is made here to apply the approach of  to the models of this paper. This study is left to a separate research, in view of the possible interest of these theories for condensed matter physics. In this paper I study only the tricritical domain.

Other types of “exact” results about RG flows exist in the literature. For example, in four-dimensional supersymmetric theories it is often possible to write an exact beta function . The NSVZ beta function, however, depends on the subtraction scheme and the present knowledge of this scheme does not allow us to integrate the RG flow. The NSVZ formula can be used to obtain exact results about the fixed points .

Since the models treated here are classically conformal, it is possible to work with a classically conformal subtraction scheme. In practice this means that, by default, the linear and quadratic divergences are subtracted away, i.e. the associated renormalized dimensionful coupling constants are set to zero. This is automatic in the framework of the dimensional regularization. I recall that in these theories the naive dimensional regularization has to be modified adding an evanescent, RG invariant, non-local term to the lagrangian .

The RG flow is scheme independent to the order $`O(1/N)`$. Scheme dependences appear at the order $`𝒪(1/N^2)`$, but scheme-independent correlation functions can be written to arbitrary order in the $`1/N`$ expansion.

The models of this paper have been inspired by the study of the irreversibility of the RG flow . This research singles out, in even dimensions, the specialness of classically conformal theories. In odd dimensions the investigation of the irreversibility of the RG flow is more difficult, since we miss the tools provided, in even dimensions, by the embedding in external gravity. It is useful to construct a large class of classically conformal theories as a laboratory to test some ideas on this issue. The interpretation of  suggests a more physical choice for the expansion parameter, which is the scheme-invariant area of graph of the beta function between the fixed points, defined as

$$\mathrm{\Delta }a^{}=\mathrm{d}^3x|x|^3\mathrm{\Theta }(x)\mathrm{\Theta }(0),$$

where $`\mathrm{\Theta }`$ is the trace of the stress tensor. The study of the quantity $`\mathrm{\Delta }a^{}`$ is left to a separate work , where the implications on irreversibility are discussed.

In section 2 the fermionic models are studied in detail. In section 3 correlation functions are computed explicitly and the RG interpolation between the fixed points is studied. In section 4 I solve a particularly simple, but non-trivial, limit, in which the ratios $`N_I/N_0`$ are sent to zero after the large $`N`$ expansion. In section 5 I study the models with two-component spinors, which have peculiar features and fixed points of new type. Section 6 is devoted to the study of the scalar models, their beta functions, anomalous dimensions and flows. Section 7 contains the conclusions. In the appendix I discuss some subtleties concerning the implementation of the duality symmetry in the framework of the modified dimensional-regularization technique of ref. .

## 2 Fermion models

The model we study was defined in ref.  and describes $`K+1`$ sets of $`(N_0,\mathrm{},N_K)`$ fermions interacting by means of a $`\sigma `$-field. The lagrangian is

$$=\underset{I=0}{\overset{K}{}}\underset{i=1}{\overset{N_I}{}}\overline{\psi }_i^I(/+\lambda _I\sigma )\psi _i^I.$$
(2.1)
To simplify various arguments, I first choose four-component complex spinors. The generalization to models with two-component spinors, which have fixed points of new type, is discussed later. I work in the Euclidean framework, where $`\psi `$ and $`\psi ^{}`$ are independent from each other. The gamma matrices are Hermitian and $`\overline{\psi }=\psi ^{}\gamma _3`$. A basis with $`\gamma _{1,3}^T=\gamma _{1,3}`$ and $`\gamma _2^T=\gamma _2`$ is used for charge conjugation (see below). The matrices $`\gamma _4`$ and $`\gamma _5`$ of the four-dimensional Dirac algebra act on our spinors as flavour matrices. Since the fundamental spinor in three dimensions is real (Majorana) and has two components, a set of $`N_f`$ massless four-component complex spinors has a flavour symmetry $`O(4N_f)`$, while a set of $`N_f`$ massive four-component complex spinors has symmetry $`O(2N_f)O(2N_f).`$ For other details see for example . The field $`\sigma `$ is a sort of dynamical fermion mass, but our fermions are otherwise massless. The $`\sigma `$ expectation value is zero in the classically conformal phase.

Symmetries. The theory is manifestly invariant under reflection positivity (Hermitian conjugation combined with a sign-change of the “time” coordinate $`x_3`$), parity, charge conjugation and time-reversal. The P, C and T transformations are

$`P_1`$ $`:`$ $`x_1x_1,x_{2,3}x_{2,3},\psi _i^I\gamma _1\gamma _4\psi _i^I,\sigma \sigma ;`$
$`C`$ $`:`$ $`x_{1,2,3}x_{1,2,3},\psi _i^I\gamma _2\left(\overline{\psi }_i^I\right)^T,\sigma \sigma ;`$
$`T`$ $`:`$ $`x_3x_3,x_{1,2}x_{1,2},\psi _i^I\gamma _3\gamma _4\psi _i^I,\overline{\psi }_i^I\overline{\psi }_i^I\gamma _4\gamma _3,\sigma \sigma .`$
Further symmetris are obtained replacing $`\gamma _4`$ with $`\gamma _5`$. It is understood that, unless otherwise stated, the transformation of $`\overline{\psi }`$ is obtained from the one of $`\psi `$ as if $`\psi ^{}`$ were the adjoint of $`\psi `$. In the list above, only time reversal requires to transform $`\psi `$ and $`\psi ^{}`$ independently.

The theory is also invariant under the chiral transformation

$$\psi _i^I\gamma _4\psi _i^I,\sigma \sigma ,$$
(2.2)
and the analogous transformation with $`\gamma _4\gamma _5.`$ A consequence of chiral invariance is that the graphs with an odd number of external $`\sigma `$-legs vanish. In particular, no vertex $`\sigma ^3`$ is generated by renormalization.

The global symmetry group of the theory (2.1) is $`_{I=0}^K\left(O(2N_I)O(2N_I)\right)`$, enhanced at the fixed points as discussed below.

Further simmetries are the $`g1/g`$ dualities, which I present after fixing some other notation.

If we perform a transformation

$$\psi _i^{\overline{I}}\gamma _4\psi _i^{\overline{I}},\sigma \sigma ,$$
(2.3)
for some $`\overline{I}`$ only, we change the sign of the corresponding coupling $`\lambda _{\overline{I}}`$. So, we can assume that all of the $`\lambda _I`$s are non-negative.

Renormalization. The field $`\sigma `$ has no propagator at the classical level, but has a propagator proportional to $`1/\sqrt{k^2}`$ at the quantum level, generated by the fermion bubble. The theory is defined using the Parisi large $`N`$ approach of ref. . The field $`\sigma `$ has, by definition, the same dimension as the fermions, namely $`(d1)/2`$.

Since the theory is classically conformal, we can choose the classically conformal subtraction scheme, in which the linear divergences are just ignored, which is equivalent to say that the renormalized fermion mass and the renormalized expectation value of $`\sigma `$ vanish.

The dimensional regularization ($`d=3\epsilon `$) and the minimal subtraction scheme are used. Having chosen doublets of complex spinors, we can set the trace of an arbitrary odd number of gamma matrices to zero. The symmetries listed in the previous paragraph are manifestly preserved at the quantum level.

It was shown in  that the naive dimensional-regularization technique does not work properly, because the fermion bubble generates a $`\sigma `$-propagator proportional to $`1/(k^2)^{2d/2}`$, which is responsible for the appearance of $`\mathrm{\Gamma }[0]`$s at the subleading orders. To properly regularize the theory, it is necessary to manually convert the $`\sigma `$-propagator to $`1/\sqrt{k^2}`$. This can be achieved adding an RG-invariant evanescent non-local term to the lagrangian.

We choose a preferred set of fermions, say $`I=0`$, as a reference for the large $`N`$ expansion. We define $`\lambda \lambda _0`$, $`NN_0`$, $`\psi _i\psi _i^0`$, etc. We take $`N`$ large, with $`r_J=N_J/N_0`$, $`\alpha _J=\lambda _J^2/\lambda _0^2`$ and

$$\lambda ^2N=4$$
(2.4)
fixed. The numerical value in (2.4) is conventional. (2.4) holds only in $`d=3`$, because for $`d=3\epsilon `$ the dimensionality of $`\sigma `$ and the identity $`\lambda _\mathrm{B}=\lambda \mu ^{\epsilon /2}`$ give an evanescent $`\lambda `$ beta function, equal to

$$\beta _\lambda =\frac{1}{2}\epsilon .$$

The couplings $`\alpha _J`$ are exactly dimensionless. We define their renormalization constants by $`(\alpha _I)_\mathrm{B}=\alpha _IZ_I`$. The renormalized lagrangian reads

$$=\underset{i=1}{\overset{N}{}}Z_\psi \overline{\psi }_i(/+\lambda \mu ^{\epsilon /2}Z_\sigma ^{1/2}\sigma )\psi _i+\underset{I=1}{\overset{K}{}}\underset{i=1}{\overset{N_I}{}}Z_\psi ^I\overline{\psi }_i^I(/+\lambda _I\mu ^{\epsilon /2}Z_I^{1/2}Z_\sigma ^{1/2}\sigma )\psi _i^I.$$

Dualities. The duality symmetries of the theory are related to the exchanges of fermions belonging to different sets . First of all, the theory is evidently symmetric under the exchange of $`\overline{I}`$ with $`\overline{J}`$ with $`\overline{I},\overline{J}>0`$, which means $`\psi _{\overline{I}}\psi _{\overline{J}}`$, $`\alpha _{\overline{I}}\alpha _{\overline{J}}`$ and $`r_{\overline{I}}r_{\overline{J}}`$.

Let us now exchange the $`\overline{I}`$th set of fermions, $`\overline{I}>0`$, with the zeroth set of fermions. The theory is symmetric under the duality transformation

$`\psi _{\overline{I}}\psi _0,\psi _J\psi _J,N_{\overline{I}}N_0,N_JN_J,\lambda _0{\displaystyle \frac{\lambda _0}{\sqrt{r_{\overline{I}}}}},`$
$`\sigma \sigma {\displaystyle \frac{\lambda _{\overline{I}}}{\lambda _0}}\sqrt{r_{\overline{I}}},\alpha _{\overline{I}}{\displaystyle \frac{1}{\alpha _{\overline{I}}}},\alpha _J{\displaystyle \frac{\alpha _J}{\alpha _{\overline{I}}}},r_{\overline{I}}{\displaystyle \frac{1}{r_{\overline{I}}}},r_J{\displaystyle \frac{r_J}{r_{\overline{I}}}},`$ (2.5)
with $`J\overline{I},0`$. The normalization condition (2.4) is duality invariant. The transformation (2.5) will be called “the $`\overline{I}`$th duality transformation”.

I now prove that, without loss of generality, we can take all of the $`\alpha `$s to have values between zero and one. Suppose that $`\alpha _1>1`$. (If $`\alpha _11`$ then skip to $`\alpha _2`$.) The first duality transformation changes $`\alpha _1`$ to $`\alpha _1^{}=1/\alpha _1<1`$ and $`\alpha _I`$ to $`\alpha _I^{}=\alpha _I/\alpha _1`$ for $`I>1`$. Now suppose that $`\alpha _2^{}>1`$. (If $`\alpha _2^{}1`$ then skip to $`\alpha _3^{}`$.) The second duality transformation changes $`\alpha _1^{}<1`$ to $`\alpha _1^{\prime \prime }=\alpha _1^{}/\alpha _2^{}<1`$, $`\alpha _2^{}`$ to $`\alpha _2^{\prime \prime }=1/\alpha _2^{}<1`$ and $`\alpha _I^{}`$ to $`\alpha _I^{\prime \prime }=\alpha _I^{}/\alpha _2^{}`$, for $`I>2`$. The important point is that the duality transformation sends couplings with values $`1`$ into couplings with values $`1`$. Clearly, after at most $`K`$ steps we have $`0\alpha _I1`$ for every $`I`$.

In conclusion, it is not restrictive to assume

$$0\alpha _I1,I,$$

which will be understood henceforth.

Fixed points. The conformal fixed points of the RG flow are the models where $`(\alpha _1,\mathrm{}\alpha _K)`$ is any string made of $`0`$s and $`1`$s. These theories are always the direct product

$$\mathrm{\Psi }_{N_f}F\mathrm{\Sigma }_{N_\sigma },$$
(2.6)
of a theory $`\mathrm{\Psi }_{N_f}`$ of $`N_f`$ free massless fermions and the interacting conformal field theory (called $`\sigma _{N_\sigma }`$ in ref. ) identified by the lagrangian

$$=\underset{i=1}{\overset{N_\sigma }{}}\overline{\psi }_i(/+\lambda \sigma )\psi _i.$$
(2.7)
For practical convenience, this theory will be called $`F\mathrm{\Sigma }_{N_\sigma }`$ henceforth. Here $`N_f`$ is the total number of decoupled fermions ($`\alpha _I=0`$) and $`N_\sigma `$ is the total number of fermions coupled to $`\sigma `$ with $`\alpha _I=1`$. The theory (2.6) has an enhanced flavor symmetry group $`O(4N_f)O(2N_\sigma )O(2N_\sigma )`$. The conformal field theory $`F\mathrm{\Sigma }_{N_\sigma }`$ coincides with the UV fixed point of the four-fermion models

$$\underset{i=1}{\overset{N}{}}\overline{\psi }_i/\psi _i\frac{1}{M}\left(\underset{i=1}{\overset{N}{}}\overline{\psi }_i\psi _i\right)^2.$$

Following  these conformal field theories can be formulated per se, in a classically conformal framework, with no reference to a flow originating them as its large- or small-distance limit.

The zeroth order of the large $`N`$ expansion. The $`\sigma `$-propagator is dynamically generated by the one-loop fermion bubble (graph ($`a`$) of Fig. 1) and reads

$$\sigma (k)\sigma (k)=\frac{1}{\sqrt{k^2}}D(\alpha _J,r_J),D^1(\alpha _J,r_J)=1+\underset{J=1}{\overset{K}{}}\alpha _Jr_J.$$
(2.8)
To the leading order of the large $`N`$ expansion the quantum action reads

$$\mathrm{\Gamma }=\mathrm{d}^dx\underset{I=0}{\overset{K}{}}\underset{i=1}{\overset{N_I}{}}\overline{\psi }_i^I/\psi _i^I+\frac{\mathrm{d}^dk}{(2\pi )^d}|\sigma (k)|^2\sqrt{k^2}D^1(\alpha _J,r_J),$$
(2.9)
This is a Gaussian theory, with a non-local kinetic term for $`\sigma `$. The couplings are inert and no flow takes place. In this limit, the UV and IR fixed points are indistinguishable, and the constant $`D(\alpha _J,r_J)`$ can be reabsorbed in $`\sigma `$. It is immediate to check that the zeroth-order expression (2.9) of $`\mathrm{\Gamma }`$ is invariant under the duality transformation (2.5).

The first order of the large $`N`$ expansion. The RG flow can be inspected computing the $`𝒪(1/N)`$ corrections. The relevant graphs are the one-loop fermion self-energy and the one-loop vertex (see Fig. 1) . A two-loop graph ($`d`$) containing a fermion triangle could in principle contribute to the vertex, but it is zero because of the conservation of chirality.

After resumming the fermion bubbles, the number of relevant graphs becomes finite at each order of the $`1/N`$ expansion. This means that the $`\alpha _I`$-dependence can be determined exactly, order by order in the $`1/N`$ expansion. Moreover, this knowledge is sufficient to connect the fixed points, so that it is possible to write $`\alpha _I`$-exact beta functions and correlation functions to any given order of the $`1/N`$ expansion. The order-$`𝒪(1/N)`$ expressions of the beta functions and anomalous dimensions allow us to resum the leading logs (see next section).

The order-$`𝒪(1/N)`$ renormalization constants can be written using the results of  and read

$`Z_\psi ^I`$ $`=`$ $`1{\displaystyle \frac{2}{3\pi ^2N\epsilon }}\alpha _I\mu ^\epsilon D(\alpha _J,r_J),Z_\sigma =1+{\displaystyle \frac{16}{3\pi ^2N\epsilon }}\mu ^\epsilon D(\alpha _J,r_J),`$ (2.10)
$`Z_I`$ $`=`$ $`1+{\displaystyle \frac{16}{3\pi ^2N\epsilon }}(\alpha _I1)\mu ^\epsilon D(\alpha _J,r_J).`$
These expressions are correct also for $`I=0`$. The factors $`D(\alpha _J,r_J)`$ are brought by the $`\sigma `$-propagators. The factor $`\mu ^\epsilon `$ should be understood as a short form for $`\lambda _\mathrm{B}^2N\mu ^\epsilon /4`$, so that, using (2.4),

$$\underset{\epsilon 0}{lim}\frac{\mathrm{d}}{\mathrm{d}\mathrm{ln}\mu }\left[\frac{1}{\epsilon }\left(\frac{\lambda _\mathrm{B}^2N\mu ^\epsilon }{4}\right)^m\right]=m.$$

We immediately derive anomalous dimensions and beta functions:

$`\gamma _\psi ^I`$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}\mathrm{ln}Z_\psi ^I}{\mathrm{d}\mathrm{ln}\mu }}={\displaystyle \frac{1}{3\pi ^2N}}\alpha _ID(\alpha _J,r_J),\gamma _\sigma ={\displaystyle \frac{1}{2}}{\displaystyle \frac{\mathrm{d}\mathrm{ln}Z_\sigma }{\mathrm{d}\mathrm{ln}\mu }}={\displaystyle \frac{8}{3\pi ^2N}}D(\alpha _J,r_J),`$
$`\beta _I(\alpha )`$ $`=`$ $`\alpha _I{\displaystyle \frac{\mathrm{d}\mathrm{ln}Z_I}{\mathrm{d}\mathrm{ln}\mu }}={\displaystyle \frac{16}{3\pi ^2N}}\alpha _I(\alpha _I1)D(\alpha _J,r_J).`$ (2.11)
The duality (2.5) can be checked explicitly in these formulas. The only non-straightforward step in this check is the trasformation of $`\gamma _\sigma `$:

$$\gamma _\sigma \gamma _\sigma \frac{1}{2\alpha _{\overline{I}}}\beta _{\overline{I}}\stackrel{~}{\gamma }_\sigma ^{\overline{I}},$$
(2.12)
which is implied by $`\sigma \sigma \sqrt{r_{\overline{I}}}\lambda _{\overline{I}}/\lambda _0`$. We are going to check duality also in the exact expressions of the correlation functions of the next section. From the duality relation (2.12) we recover the formula for the beta function derived in ,

$$\beta _{\overline{I}}=2\alpha _{\overline{I}}\left(\gamma _\sigma \stackrel{~}{\gamma }_\sigma ^{\overline{I}}\right),$$

which is exact.

Solution of the RG equations. The RG flow can be integrated immediately in the space of couplings. We have

$$\frac{\mathrm{d}\alpha _I}{\alpha _I(\alpha _I1)}=\frac{\mathrm{d}\alpha _J}{\alpha _J(\alpha _J1)}$$
(2.13)
for every $`I`$ and $`J`$. The solution of (2.13) is

$$\frac{1}{\alpha _I}1=C_{IJ}\left(\frac{1}{\alpha _J}1\right),$$
(2.14)
with no summation over $`J`$. The matrix $`C_{IJ}`$ is a matrix of arbitrary constants. Restricting to $`0\alpha _I1`$, self-consistency of (2.14) demands that $`C_{IJ}`$ satisfies

$$C_{IJ}0,C_{IJ}C_{JL}=C_{IL},C_{IJ}=\frac{1}{C_{JI}},$$

where, again, no summation on $`J`$ is understood. The most general solution to these constraints is determined by the constants $`C_IC_{1I}`$ with $`C_{IJ}=C_J/C_I`$. We can write

$$\alpha _I=\frac{C_I\alpha }{1+(C_I1)\alpha },$$
(2.15)
where $`\alpha \alpha _1`$. The choices $`C_I=0,1,\mathrm{}`$ for some $`I`$s correspond to freeze some sets of fermions or glue them to other sets of fermions.

The dependence on the energy is obtained solving the RG equation

$$\beta (\alpha )=\frac{16}{3\pi ^2N}\frac{\alpha (\alpha 1)}{1+r_1\alpha +_{J=2}^KC_Jr_J\alpha /\left(1+(C_J1)\alpha \right)}=\frac{\mathrm{d}\alpha }{\mathrm{d}t},$$

where $`t=\mathrm{ln}|x|\mu `$ and $`|x|`$ is the overall scale of the correlation function. This equation can always be solved implicitly in the form $`t=t(\alpha )`$. In general, the function $`t(\alpha )`$ can be inverted only numerically, but in the simplest case ($`K=1`$, $`r_1=1`$) it can be inverted also explicitly. The solution is then

$$\alpha (1/|x|)=1+u\sqrt{u(u+2)},u=\frac{(1\alpha (\mu ))^2}{2\alpha (\mu )}\left(|x|\mu \right)^{16/(3\pi ^2N)}.$$

We have $`\alpha (1/|x|)0`$ for $`|x|0`$ (ultraviolet) and $`\alpha (1/|x|)1`$ for $`|x|\mathrm{}`$ (infrared). For $`K=1`$ and $`r_1=r`$ generic we have

$$\left(|x|\mu \right)^{16/(3\pi ^2N)}=\frac{\alpha (\mu )}{\alpha (1/|x|)}\left(\frac{1\alpha (1/|x|)}{1\alpha (\mu )}\right)^{r+1}.$$

## 3 Correlation functions in fermion models

In this section I show how the integration of the RG flow allows us to write all correlation functions exactly in $`\alpha `$ to any given order in $`1/N`$. Here it is understood that $`\mathrm{ln}\mu N`$, because the powers of $`(\mathrm{ln}\mu )/N`$ are resummed. In particular, to write the correlation functions at the leading-log level, it is sufficient to know the beta function and renormalization constants to the order $`1/N`$. For concreteness, I choose $`K=1`$ and $`r=1`$. This model has two sets of fermions, $`\psi ^0`$ and $`\psi ^1`$, and one coupling constant $`\alpha `$.

The $`\sigma `$ two-point function. Using the Callan-Symanzik equations we know that the $`\sigma `$ two-point function has the form

$$\sigma (x)\sigma (0)=Z_\sigma ^1(\alpha (1/|x|),\alpha (\mu ))\frac{A(\alpha (1/|x|))}{2\pi ^2|x|^2}.$$

At the leading-log level, we need $`\gamma _\sigma `$ to $`𝒪(1/N)`$, given by (2.11), and $`A`$ to $`𝒪(1)`$, which is just $`1/(1+\alpha )`$, from (2.8). We find

$$Z_\sigma (\alpha (1/|x|),\alpha (\mu ))=\mathrm{exp}\left(2_{\mathrm{ln}\mu }^{\mathrm{ln}|x|}\gamma _\sigma (\mu ^{})\mathrm{d}\mathrm{ln}\mu ^{}\right)=\frac{1\alpha (1/|x|)}{\alpha (1/|x|)}\frac{\alpha (\mu )}{1\alpha (\mu )}$$

and therefore

$$\sigma (x)\sigma (0)=\frac{1}{2\pi ^2|x|^2}\frac{\alpha (1/|x|)}{1\alpha ^2(1/|x|)}\frac{1\alpha (\mu )}{\alpha (\mu )}=\frac{1}{4\pi ^2|x|^2}\frac{1}{\sqrt{u(u+2)}}\frac{1\alpha (\mu )}{\alpha (\mu )}.$$
(3.1)
It is amusing to check the invariance of this correlation function under the duality transformation (2.5). In doing this, remember that two $`\sigma `$s get a factor $`\alpha (\mu )`$ in the transformation.

The exact formula (3.1) exhibits the dependence on the reference scale $`\mu `$, which survives at both critical points and is different in the UV and IR limits. The anomalous dimension varies from $`18/(3\pi ^2N)`$ in the ultraviolet, to $`14/(3\pi ^2N)`$ in the infrared, as expected. The UV and IR behaviors are

$$\sigma (x)\sigma (0)\frac{1}{2\pi ^2|x|^{2(18/(3\pi ^2N))}}\frac{\mu ^{16/(3\pi ^2N)}}{1\alpha (\mu )}\text{ and }\frac{1}{4\pi ^2|x|^{2(14/(3\pi ^2N))}}\frac{\mu ^{8/(3\pi ^2N)}}{\sqrt{\alpha (\mu )}},$$

respectively.

The fermion two-point functions. With the same procedure, the fermion two-point functions are found to be

$`\overline{\psi }^0(x)\psi ^0(0)`$ $`=`$ $`{\displaystyle \frac{x/}{4\pi |x|^3}}\left[{\displaystyle \frac{1\alpha (1/|x|)}{\alpha (1/|x|)}}{\displaystyle \frac{\alpha (\mu )}{1\alpha (\mu )}}\right]^{1/8},`$
$`\overline{\psi }^1(x)\psi ^1(0)`$ $`=`$ $`{\displaystyle \frac{x/}{4\pi |x|^3}}\left[{\displaystyle \frac{1\alpha (1/|x|)}{1\alpha (\mu )}}\right]^{1/8}.`$
There formulas are interchanged by the duality transformation (2.5) (observe that under duality $`\alpha (1/|x|)1/\alpha (1/|x|)`$ and $`\alpha (\mu )1/\alpha (\mu )`$).

The $`\sigma ^2`$ two-point function. As a further example, we study the two-point function of the composite operator $`\sigma ^2`$. This operator has dimension 2, but to the order $`1/N`$ it does not mix with the fermion bilinears $`\overline{\psi }^0\psi ^0`$ and $`\overline{\psi }^1\psi ^1`$ (it is sufficient to consider only one such bilinear, since the $`\sigma `$ field equation relates the two to each other). The calculation of the order-$`𝒪(1/N)`$ anomalous dimension of $`\sigma ^2`$ requires the evaluation of the divergent parts of two two-loop diagrams with a fermion loop (see Fig. 2). Since both the fermions with $`I=0,1`$ circulate in the loops, the result is multiplied by $`1+\alpha ^2`$. Since there are two $`\sigma `$-propagators in these diagrams, the result has also a factor $`1/(1+\alpha )^2`$ . We obtain, taking into account of the combinatorial factor and the number of ways in which the fermions can circulate in the loop,

$$Z_{\sigma ^2}^1Z_\sigma =1+\frac{4}{N\pi ^2\epsilon }\mu ^{2\epsilon }\frac{1+\alpha ^2}{(1+\alpha )^2}$$

and therefore

$$\gamma _{\sigma ^2}=\frac{8}{3N\pi ^2}\frac{12\alpha +3\alpha ^2}{(1+\alpha )^2}.$$

Integrating the RG equations we find

$$\sigma ^2(x)\sigma ^2(0)=Z_{\sigma ^2}^2(\alpha (1/|x|),\alpha (\mu ))\frac{A_2(\alpha (1/|x|))}{8\pi ^4|x|^4}=\frac{\sqrt{u(u+2)}}{4\pi ^4|x|^4}\frac{\alpha (\mu )}{(1\alpha ^2(\mu ))(1+\alpha (\mu ))^2}.$$

The function $`A_2(\alpha )`$ can be read from the order-$`𝒪(1)`$ expression of the correlation function, which is the $`\sigma `$-bubble. We have $`A_2(\alpha )=1/(1+\alpha )^2`$.

Again, the correlation function transforms correctly under the duality (2.5).

In the ultraviolet and infrared limits we have

$$\frac{1}{8\pi ^4|x|^{2(2+8/(3\pi ^2N))}}\frac{\mu ^{16/(3\pi ^2N)}(1\alpha (\mu ))}{(1+\alpha (\mu ))^3}\text{and }\frac{1}{4\pi ^4|x|^{2(2+4/(3\pi ^2N))}}\frac{\mu ^{8/(3\pi ^2N)}\sqrt{\alpha (\mu )}}{(1+\alpha (\mu ))^3},$$

respectively.

In more generality, the anomalous dimension of the operator $`\sigma ^2`$ is

$$\gamma _{\sigma ^2}=\frac{8}{3\pi ^2N}D^2(\alpha _J,r_J)\left(1+\underset{J=1}{\overset{K}{}}\alpha _Jr_J(3\alpha _J2)\right)$$

and its transformation under the $`\overline{I}`$th duality reads $`\gamma _{\sigma ^2}\gamma _{\sigma ^2}\beta _{\overline{I}}/\alpha _{\overline{I}}.`$

Other correlation functions. The integration of the RG flow solves the $`\alpha `$-dependence and allows us to write the correlation functions exactly in $`\alpha `$ to any given order in $`1/N`$. In this expansion, if $`s`$ denotes the overall scale of the correlation function, $`\mathrm{ln}s\mu `$ is considered of order $`N`$ and the powers of $`(\mathrm{ln}s\mu )/N`$ are resummed. In the previous paragraph I have considered two-point functions explicitly, but the procedure is general.

Let us consider the three-point function

$$\sigma ^2(x)\sigma ^2(y)\sigma ^2(0)G(|x|,|y|,|xy|).$$

This correlation function can be more conveniently expressed in terms of the variables

$$s=|x|+|y|+|xy|,\nu _1=\frac{|x|}{|y|}+\frac{|y|}{|x|},\nu _2=\frac{(xy)^2}{|x||y|}.$$

The variables $`\nu _{1,2}`$ are scale-independent and $`s`$ is the overall scale. We can write

$$G(s,\nu _1,\nu _2,\alpha (\mu ),N)=\frac{1}{s^3}\underset{k}{}\frac{(\mathrm{ln}s\mu )^k}{N^k}f_k(\nu _1,\nu _2,\alpha (\mu ),N).$$

For the leading-log approximation it is sufficient to know the functions $`f_k`$ to the leading order. The Callan-Symanzik equations give

$$G(s,\nu _1,\nu _2,\alpha (\mu ),N)=\frac{1}{s^3}Z_{\sigma ^2}^3(\alpha (1/s),\alpha (\mu ))G_{\mathrm{red}}(\nu _1,\nu _2,\alpha (1/s),N)$$

and it is sufficient to compute $`G_{\mathrm{red}}(\nu _1,\nu _2,\alpha (1/s),N)`$ to the leading order in $`1/N`$. We have

$$\sigma ^2(x)\sigma ^2(y)\sigma ^2(0)=\frac{1}{\pi ^6|x||y||xy|}\left(4u(s)(u(s)+2)\right)^{3/4}\left(\frac{\alpha (\mu )}{(1\alpha ^2(\mu ))(1+\alpha (\mu ))^2}\right)^{3/2},$$
(3.2)
where $`u(s)=(s\mu )^{16/(3\pi ^2N)}(1\alpha (\mu ))^2/(2\alpha (\mu ))`$. If we choose a different definition of the variable $`s`$, formula (3.2) is unaffected at the level of leading logs.

## 4 The $`r=0`$ limit

A particularly simple limit is the case in which the $`r_I`$s are zero. Setting $`r_I=0`$, $`I=1,\mathrm{}K`$, after expanding in $`1/N`$ is not equivalent to kill the fermions with $`I=1,\mathrm{}K`$. The large $`N`$ and $`r_I0`$ limits conflict and leave a non-trivial remnant. When $`r_I=0`$, however, duality is not manifest. We can see this immediately from the expression of the beta function:

$$\beta _I(\alpha )=\frac{16}{3\pi ^2N}\alpha _I(\alpha _I1).$$

The RG flow interpolates between $`\alpha =0`$ and $`\alpha =1`$, but cannot reach the fixed point at $`\alpha =\mathrm{}`$. To reach $`\alpha =\mathrm{}`$ we have to perform a dual limit in which some or all of the $`r_I`$s tend to infinity. The solution reads

$$\alpha _I(1/|x|)=\frac{\alpha (\mu )}{\alpha (\mu )+(1\alpha (\mu ))C_I^1(|x|\mu )^{16/(3\pi ^2N)}},$$

where $`\alpha \alpha _1`$ and $`C_1=1`$. Formula (2.15) still holds. The anomalous dimensions are

$$\gamma _\psi ^I=\frac{1}{3\pi ^2N}\alpha _I,\gamma _\sigma =\frac{8}{3\pi ^2N},\gamma _{\sigma ^2}=\frac{8}{3\pi ^2N}.$$

$`\gamma _\sigma `$ and $`\gamma _{\sigma ^2}`$ do not depend on the energy. The other results can be generalized straightforwardly to this case.

## 5 Models with two-component spinors and new fixed points

Let us now consider a variant of the model (2.1) in which the spinors have two complex components instead of four.

We have no chiral invariance (2.2) and the transformation (2.3) does not apply. For this reason, the signs of the couplings $`g_I`$ cannot be assumed to be positive. The P and T transformations are modified as follows:

$`P_1`$ $`:`$ $`x_1x_1,x_{2,3}x_{2,3},\psi _i^I\gamma _1\psi _i^I,\sigma \sigma ;`$ (5.1)
$`T`$ $`:`$ $`x_3x_3,x_{1,2}x_{1,2},\psi _i^I\gamma _3\psi _i^I,\overline{\psi }_i^I\overline{\psi }_i^I\gamma _3,\sigma \sigma .`$
The theory is still invariant under the duality (2.5) and we can assume that $`1g_I1`$.

To avoid the problem of extending to $`d`$ dimensions a Dirac algebra in which the trace of an odd number of gamma matrices does not vanish, it is better to keep $`d=3`$ and regularize the theory modifying the $`\psi `$\- and $`\sigma `$-quadratic terms with a cut-off as follows:

$$\overline{\psi }/\left(1\frac{\mathrm{}}{\mathrm{\Lambda }^2}\right)\psi ,\mathrm{and}\frac{1}{2}|\sigma (k)|^2\sqrt{k^2}\left(1+\frac{k^2}{\mathrm{\Lambda }^2}\right)D(g_I^2,r_I).$$

This regularization framework manifestly preserves the P and T symmetries (5.1) (a Pauli-Villars framework does not) and ensures that no $`\sigma ^3`$ term is generated by renormalization. The graphs with an odd number of $`\sigma `$ external legs are finite, but need not vanish.

The wave-function renormalization constants and beta functions are the same as in (2.10) and (2.11) with $`NN/2`$. In particular, the $`g_I`$ beta functions read

$$\beta _I(g)=\frac{g_I}{2}\frac{\mathrm{d}\mathrm{ln}Z_I}{\mathrm{d}\mathrm{ln}\mu }=\frac{8}{3\pi ^2N}g{}_{I}{}^{}(g_I^21)D(g_J^2,r_J).$$
(5.2)
We see that the fixed points of this model are $`\left\{g_I\right\}`$= any string made of $`1,0,1`$. These fixed points have the form

$$\mathrm{\Psi }_{N_f}F_2\mathrm{\Sigma }_{N_\sigma ,N_\sigma ^{}},$$

where $`N_f`$ is the number of decoupled fermions (coupling $`g_I=0`$), $`N_\sigma `$ is the number of fermions interacting with $`\sigma `$ with coupling $`g_I=1`$ and $`N_\sigma ^{}`$ is the number of fermions interacting with $`\sigma `$ with coupling $`g_I=1`$. The conformal field theories $`F_2\mathrm{\Sigma }_{N_\sigma ,N_\sigma ^{}}`$ are defined by the lagrangian

$$=\underset{i=1}{\overset{N_\sigma }{}}\overline{\psi }_i(/+\lambda \sigma )\psi _i+\underset{i=j}{\overset{N_\sigma ^{}}{}}\overline{\chi }_j(/\lambda \sigma )\chi _j.$$
(5.3)
and have symmetry $`O(2N_\sigma )O(2N_\sigma ^{})`$. The subscript 2 in $`F_2\mathrm{\Sigma }_{N_\sigma ,N_\sigma ^{}}`$ means that the spinors are two-component. In general ($`r1`$), the conformality of (5.3) does not seem to be implied by more general principles than the vanishing of the beta function (5.2) at $`g=1`$. The symmetries of the model allow us to construct a local, dimension-3 operator $`O`$ that does not vanish using the field equations (for example $`\sigma \overline{\psi }\psi `$) and could appear in the trace anomaly, $`\mathrm{\Theta }=\beta O`$. Instead, at $`r=1`$ the two-component spinors $`\psi `$ and $`\chi `$ can be grouped into a four-component spinor and we have $`F_2\mathrm{\Sigma }_{N,N}=F_4\mathrm{\Sigma }_N`$, whose conformality follows from the general arguments of .

The $`F_2\mathrm{\Sigma }_{N_\sigma ,N_\sigma ^{}}`$ theories have also a duality

$$\psi \chi ,\sigma \sigma \sqrt{r},\lambda \lambda /\sqrt{r},r1/r,N_\sigma N_\sigma ^{},$$

where $`r=N_\sigma ^{}/N_\sigma `$ and $`\lambda ^2N_\sigma =8`$.

The order $`𝒪(1/N)`$ anomalous dimensions $`\gamma _\psi ^I`$ and $`\gamma _\sigma `$ of the theories $`F_2\mathrm{\Sigma }_{N,N^{}}`$ coincide with those of the theories $`F_2\mathrm{\Sigma }_{N+N^{}}`$ (and $`F_4\mathrm{\Sigma }_{N/2,N^{}/2}`$, $`F_4\mathrm{\Sigma }_{(N+N^{})/2}`$), but the symmetry groups differ.

It is straightforward to extend the other results of the previous sections to the flows interpolating between the $`F\mathrm{\Sigma }_{N,N^{}}`$ models.

## 6 Scalar models

We now consider the scalar models

$$=\frac{1}{2}\underset{I=0}{\overset{K}{}}\underset{i=1}{\overset{N_I}{}}\left[(_\mu \phi _i^I)^2+i\lambda _I\sigma (\phi _i^I)^2\right]+V_6(\phi ),$$
(6.1)
with symmetry group $`_{I=0}^KO(N_I)`$, possibly enhanced at the fixed points. The $`\lambda _I`$s are not necessarily positive and $`V_6(\phi )`$ denotes a potential term of the form $`\phi ^6`$ induced by renormalization.

Scalar $`\mathrm{\Sigma }_N`$ conformal field theories. I define the scalar $`\mathrm{\Sigma }_N`$ conformal theories by means of the lagrangian

$$=\frac{1}{2}\underset{i=1}{\overset{N}{}}\left[(_\mu \phi _i)^2+i\lambda _I\sigma (\phi _i)^2\right],$$
(6.2)
which I briefly denote with $`S\mathrm{\Sigma }_N`$. This theory coincides with the UV (Wilson-Fischer) fixed point of the $`O(N)`$ sigma model. In the approach of , the $`S\mathrm{\Sigma }_N`$ model can be studied per se, with no reference to an RG flow generating it as a critical limit. The construction of the theories $`S\mathrm{\Sigma }_N`$ follows the lines of the construction of the fermionic theories $`F\mathrm{\Sigma }_N`$ of . A caveat is that renormalization generates a $`\phi ^6`$ term. Due to the $`O(N)`$ symmetry, this term can only have the form

$$\left(\underset{i=1}{\overset{N}{}}\phi _i^2\right)^3$$
(6.3)
and so can be reabsorbed with an (imaginary) translation of the field $`\sigma `$. This is equivalent to say that (6.3) is “trivial” because proportional to the $`\sigma `$ field equation. The $`\sigma `$ field equation formally sets the composite operator $`\phi ^2`$ to zero, but does not trivialize the theory. More details on the use of the $`\sigma `$ field equation can be found in the appendix.

The theory is classically conformal and we choose the classically conformal subtraction scheme, in which the renormalized $`\phi ^2`$\- and $`\phi ^4`$-terms are set to zero by default.

The $`\sigma `$-propagator is generated by the one-loop scalar bubble, which is proportional to $`(k^2)^{d/22}`$. If unmodified, a $`\sigma `$-propagator $`(k^2)^{2d/2}`$ generates $`\mathrm{\Gamma }[0]`$s at the subleading orders. It is therefore necessary to add an evanescent, RG-invariant, non-local term to the lagrangian and convert the $`\sigma `$-propagator to $`\sqrt{k^2}`$. This means, in particular, that the field $`\sigma `$ has dimension $`\left(d+1\right)/2`$ and $`\lambda _\mathrm{B}=\lambda \mu ^{\epsilon /2}`$. The $`O(1/N)`$ diagrams are the same as in Fig. 1. The diagram ($`d`$) does not vanish identically, but is finite. Finally, the $`O(1/N)`$ results for $`\gamma _\phi `$ and $`\gamma _\sigma `$ are equal to those of the $`F\mathrm{\Sigma }_N`$ models (2.7), with the replacement $`NN/4`$.

The running $`S\mathrm{\Sigma }_N`$ models. Let us now consider the theories (6.1). We can still use the classically conformal substraction scheme, and therefore assume that the terms of the form $`\phi ^2`$ and $`\phi ^4`$ are subtracted away by default. However, nothing forbids the generation of terms of the form $`\phi ^6`$ and this time they cannot be removed with a translation of the field $`\sigma `$. The reason is that $`\sigma `$ multiplies

$$\underset{I=0}{\overset{K}{}}\lambda _I(\phi ^I)^2,$$

but the $`\phi ^6`$ divergences can be proportional to

$$\left(\underset{I=0}{\overset{K}{}}\alpha _I^m(\phi ^I)^2\right)\left(\underset{I=0}{\overset{K}{}}\alpha _J^n(\phi ^J)^2\right)\left(\underset{I=0}{\overset{K}{}}\alpha _L^p(\phi ^L)^2\right)$$

with $`m`$, $`n`$ and $`p`$ generic. It is therefore necessary to introduce the most general $`\phi ^6`$-vertices in the lagrangian, multiplied by independent couplings.

For simplicity, I focus on a model with two sets of scalar fields, $`\phi _i`$, $`i=1,\mathrm{}N`$ and $`\chi _j`$, $`j=1,\mathrm{}Nr`$, $`K=2`$. The lagrangian reads

$$=\frac{1}{2}\underset{i=1}{\overset{N}{}}(_\mu \phi _i)^2+\frac{1}{2}\underset{j=1}{\overset{Nr}{}}(_\mu \chi _j)^2+i\frac{\lambda }{2}\sigma \left(\underset{i=1}{\overset{N}{}}\phi _i^2+g\underset{j=1}{\overset{Nr}{}}\chi _j^2\right)+\frac{32\lambda _{60}}{N^2}\left(\underset{i=1}{\overset{N}{}}\phi _i^2\right)^3+\frac{32\lambda _{06}}{N^2r^2}\left(\underset{j=1}{\overset{Nr}{}}\chi _j^2\right)^3.$$
(6.4)
The factors in front of the $`V_6`$-vertices are chosen for notational convenience.

The duality transformation is

$$g\frac{1}{g},\phi \chi ,r\frac{1}{r},\lambda _{60}\lambda _{06},\lambda \frac{\lambda }{\sqrt{r}},\sigma \sigma g\sqrt{r}.$$
(6.5)
I have dropped vertices of the form $`\phi ^4\chi ^2`$ and $`\phi ^2\chi ^4`$, since they can always be reabsorbed with a $`\sigma `$-translation while keeping duality manifest. The remaining $`V_6`$-vertices are redundant (one suffices), but cannot be reduced to a single vertex in the full space of parameters using the $`\sigma `$-field equation. We have to divide the parameter space into two charts, one contaning $`g=0`$ and the other containing $`g=\mathrm{}`$. In the first chart, the $`\phi ^6`$ vertex is trivial and can be reabsorbed into a $`\sigma `$-translation. However, the $`\chi ^6`$ vertex cannot be reabsorbed into a $`\sigma `$ translation at the point $`g=0`$. Therefore, in the first chart we remove the $`\phi ^6`$ vertex setting $`\lambda _{60}=0`$ and take $`\lambda _{06}`$ as the unique $`V_6`$-coupling. In the second chart, which contains $`g=\mathrm{}`$, we have a symmetric situation: the $`\chi ^6`$ vertex can be reabsorbed away, but the $`\phi ^6`$ vertex cannot, so we set $`\lambda _{06}=0`$ and the true coupling is $`\lambda _{60}`$.

In each chart we have an appropriate specialization of the duality transformation (6.5). For example, when we apply duality in the first chart, we transform the potential $`\lambda _{60}\phi ^6/N^2`$ into $`\stackrel{~}{\lambda }_{60}\chi ^6/(N^2r^2)`$. Then, we can use the $`\sigma `$-field equation $`\chi ^2=\phi ^2/g`$ and rewrite the potential as $`\stackrel{~}{\lambda }_{60}\phi ^6/(r^2g^3N^2)`$. To recover the initial potential we define $`\stackrel{~}{\lambda }_{60}=r^2g^3\lambda _{60}`$, so that duality in the first chart reads

$$g\frac{1}{g},\phi \chi ,r\frac{1}{r},\lambda _{60}r^2g^3\lambda _{60},\lambda \frac{\lambda }{\sqrt{r}},\sigma \sigma g\sqrt{r}.$$
(6.6)
A symmetric argument allows us to specialize the duality transformation to the second chart. Invariance under duality is a powerful tool to check the calculations.

The leading and subleading order in the $`\sigma `$-sector. The effective $`\sigma `$-propagator is obtained resumming the scalar bubbles and reads

$$\sigma (k)\sigma (k)=\sqrt{k^2}D(\alpha _J,r_J).$$

To the order $`𝒪(1/N)`$, the $`\phi ^6`$ and $`\chi ^6`$ vertices have no effect on the renormalization of the scalar kinetic terms and the $`\sigma `$-scalar-scalar vertices. This can be proved observing that the relevant graphs are in one-to-one correspondence with the graphs of Fig. 4 contaning four scalar external legs exiting from the same six-leg vertex. I call these graphs $`𝒢_{4,2}`$ for clarity.

$`i`$) The graphs contributing to the renormalization of the scalar propagator are obtained from $`𝒢_{4,2}`$ suppressing the four external scalar legs exiting from the same six-leg vertex. We obtain the graph (b) of Fig.1 plus tadpoles, finite graphs and a graph with a scalar bubble (from the third of Fig. 4). This graph should not be counted, since the scalar bubbles are resummed into the $`\sigma `$-propagator.

$`ii`$) The graphs contributing to the renormalization of the $`\sigma `$-scalar-scalar vertices are obtained from $`𝒢_{4,2}`$ replacing the four external scalar legs exiting from the same six-leg vertex with one external $`\sigma `$ leg. We obtain the graphs (c) and (d) of Fig. 1 plus tadpoles and finite graphs.

In summary, the order $`𝒪(1/N)`$ anomalous dimensions and beta functions are exactly the same as in (2.11), with $`NN/4`$. In particular, we have

$$\beta _g=\frac{32}{3N\pi ^2}\frac{g(g^21)}{1+rg^2}.$$

The zeroes are at $`g=\mathrm{},1,0,1,\mathrm{}`$.

The $`\phi ^6`$-terms. Now we study the induction of a $`V_6`$-coupling by renormalization. The order $`𝒪(1/N)`$ beta function of the $`\phi ^6`$-coupling reads in the first chart

$`\beta _{60}`$ $`=`$ $`{\displaystyle \frac{32}{3N\pi ^2(1+rg^2)^3}}[(1g)^3+3\lambda _{60}(1+3g^2+2rg^2+6rg^3+4r^2g^4)`$ (6.7)
$`27\lambda _{60}^2rg^3(1r^2g^3)27\lambda _{60}^3r^3g^6].`$
Graphs and details on the calculation are given in the appendix. This formula transforms correctly under the duality (6.6), i.e.

$$\beta _{60}r^2g^3\beta _{60}3\lambda _{60}r^2g^2\beta _g.$$
(6.8)
In the second chart we have

$`\beta _{06}`$ $`=`$ $`{\displaystyle \frac{32}{3Nr\pi ^2(1+rg^2)^3}}[r^3g^3(1g)^3+3\lambda _{06}rg^2(4+6rg+2rg^2+3r^2g^2+r^2g^4)`$
$`+27\lambda _{06}^2(1r^2g^3)27\lambda _{06}^3].`$
Fixed points. At $`g=\mathrm{}`$ and $`g=0`$ we work in the first and second chart, respectively, and find the beta function of ref.s , namely

$$\beta _{60}=\frac{288}{N\pi ^2}\lambda _{60}^2(1\lambda _{60}),\beta _{06}=\frac{288}{Nr\pi ^2}\lambda _{06}^2(1\lambda _{06}).$$
(6.9)
The solutions of $`\beta _{60}=0`$ are $`\lambda _{60}^{}=0`$ and $`\lambda _{60}^{}=1`$. At $`\lambda _{60}^{}=0`$ the fixed point is the direct product of an $`S\mathrm{\Sigma }_{Nr}`$ model and $`N`$ free scalars. At $`\lambda _{60}=1`$ the fixed point is the direct product of $`S\mathrm{\Sigma }_{Nr}`$ and the interacting $`\phi _3^6`$ fixed point. In both cases, the flavor symmetry group is $`O(N)O(Nr)`$. The negative values of $`\lambda _{60}`$ and $`\lambda _{60}`$ are unphysical at $`g=\mathrm{}`$ and $`g=0`$, becuse the potential is unbounded from below.

For $`g=1`$ we have

$$\beta _{60}=\frac{32\lambda _{60}}{N\pi ^2(1+r)^3}\left[4(1+r)^29\lambda _{60}r(1r^2)9\lambda _{60}^2r^3\right].$$

The solutions of $`\beta _{60}=0`$ are $`\lambda _{60}^{}=0`$ and the two interacting fixed points

$$\lambda _{60}^{}=\frac{1+r}{6r^2}\left(3(r1)\pm \sqrt{92r+9r^2}\right),$$

which are interchanged by duality. At $`\lambda _{60}=0`$ the fixed point is an $`S\mathrm{\Sigma }_{N(1+r)}`$ model.

For $`g=1`$ we have

$$\beta _{60}=\frac{32}{3N\pi ^2(1+r)^3}\left[8+12\lambda _{60}(1r+r^2)+27\lambda _{60}^2r(1+r^2)27\lambda _{60}^3r^3\right].$$

The equation $`\beta _{60}=0`$ has three real solutions, two positive and one negative. For $`r\mathrm{}`$ the largest positive solution tends to $`1`$ from above, the second positive solution $`\overline{\lambda }_{60}`$ tends to $`0^+`$ and the negative solution tends to $`0^{}`$.

The fixed point $`(g,\lambda _{60})=(0,1)`$ is UV unstable, while the fixed points $`(1,0)`$ and $`(1,\overline{\lambda }_{60})`$ are IR stable. The other fixed points are partially stable and partially unstable.

The RG flows are plotted in Fig. 3. Since at $`g=0`$ the negative values of $`\lambda _{60}`$ are unphysical, we can argue that the unphysical region is the region below the line connecting the three fixed points with $`\lambda _{60}^{}0`$.

A particularly simple case is the limit $`r\mathrm{}`$, where $`\beta _{60}`$ is independent of $`g`$ and coincides with (6.9). Here the RG flows of $`g`$ and $`\lambda _{60}`$ separate.

## 7 Conclusions

In the realm of high-energy physics, classically conformal theories play a special role. Taking inspiration from massless QCD, where hadrons and glueballs acquire masses dynamically, it is tempting to think that the ultimate theory of the universe contains no dimensionful parameter of classical origin, the classically conformal subtraction scheme should be universally used and the dynamical generation of a scale $`\mu `$ by dimensional transmutation originates all scales and dimensionful parameters of nature, including the Newton constant.

Another context in which the specialness of classically conformal theories is singled out, at least in even dimensions, is the irreversibility of the RG flow. It would be interesting to know if the RG flow is irreversible also in odd dimensions. The flows of this paper are used for this investigation in ref. .

It is useful to have a large class of classically conformal models to test ideas around the issues just mentioned and the strongly-coupled limit of quantum field theory. I believe that the models studied in this paper can help us answering various unsolved problems and have a number of potential applications, maybe also in condensed-matter physics.

I have explored two classes of theories, describing sets of fermions and scalar fields interacting by means of a $`\sigma `$-field, with a variety of fixed points, known and new. Typically, both end points of the flows are interacting conformal field theories. The remarkable properties of these theories are that $`i`$) at each order of the $`1/N`$ expansion the RG flows can be integrated for arbitrary values of the running couplings; $`ii`$) “exact” beta functions, anomalous dimensions and correlation functions interpolating between the UV and IR conformal limits can be written; $`iii`$) the models have manifest $`g1/g`$ dualities at each order of the $`1/N`$ expansion. Duality puts severe constraints on the formulas and is a powerful tool to check the calculations. In special limits ($`r0`$ in the fermionic models, $`r\mathrm{}`$ in the scalar models) the integration of the flow equations further simplifies, yet the flow remains non-trivial.

Appendix: diagrammatics and duality in the scalar models

The graphs contributing to the renormalization of $`\phi ^6`$ to the order $`𝒪(1/N)`$ are shown in Fig. 4. Some diagrams have obvious counterparts with two, four and six external $`\chi `$-legs. The divergent terms proportional to $`\phi ^2\chi ^4`$, $`\phi ^4\chi ^2`$ and $`\chi ^6`$ are converted to $`\phi ^6`$ using the $`\sigma `$-field equation $`\phi ^2+g\chi ^2=0`$. (For subtleties in the use of this field equation see below.) Several diagrams are finite, but have been drawn for completeness.

The beta function (6.7) is invariant under the duality symmetry (6.6) and (6.8). However, the renormalization constant $`Z_{60}`$ is not. The complete expression of $`\lambda _{60}Z_{60}`$ is very long and contains terms with the first three powers of $`\lambda _{60}`$ plus a term independent of $`\lambda _{60}`$. Here I focus on the terms proportional to $`\lambda _{60}^3`$, for simplicity, which are

$$\frac{288\lambda _{60}^3}{N\pi ^2}\left(\frac{\mu ^{4\epsilon }}{4\epsilon }\frac{3\mu ^{5\epsilon }}{5\epsilon (1+rg^2)}+\frac{\mu ^{6\epsilon }}{2\epsilon (1+rg^2)^2}\frac{\mu ^{7\epsilon }}{7\epsilon (1+rg^2)^3}\right).$$
(7.10)
Expanding $`\mu ^{m\epsilon }/(m\epsilon )`$ as $`1/(m\epsilon )\mathrm{ln}\mu `$ we see that the terms proportional to $`\mathrm{ln}\mu `$, which contribute to the beta function, transform correctly under duality, while the pole terms, which have no physical significance, do not transform correctly.

These facts are explained as follows. The symmetry of the theory under the duality transformation (6.6) in the first chart understands the use the $`\sigma `$ field equation. Naively, the $`\sigma `$ field equation is $`\phi ^2+g\chi ^2=0`$, but the modified regularization technique of  demands to add the non local term

$$\frac{1+rg^2}{2}\frac{\mathrm{d}^dk}{(2\pi )^d}|\sigma (k)|^2\frac{1}{\sqrt{k^2}}\left(1\frac{\lambda _\mathrm{B}^2N}{16}\left(k^2\right)^{\epsilon /2}\right)$$

to the action $`S`$. The complete $`\sigma `$ field equation reads, in momentum space,

$$\phi ^2(k)+g\chi ^2(k)=\frac{2i(1+rg^2)}{\lambda }\frac{1}{\sqrt{k^2}}\left(1\frac{\lambda _\mathrm{B}^2N}{16}\left(k^2\right)^{\epsilon /2}\right)\sigma (k).$$

The evanescent right-hand side of this formula provides extra vertices which do contribute to the pole terms. However, these corrections are always proportional to

$$\frac{\mu ^{m_1\epsilon }}{m_1\epsilon }\frac{\mu ^{m_2\epsilon }}{m_2\epsilon }$$
(7.11)
for some $`m_1`$ and $`m_2`$ and so do not affect the $`\mathrm{ln}\mu `$ terms. This fact can be easily verified in a number of examples. Moreover, the terms proportional to the $`\sigma `$ field equation $`\delta S/\delta \sigma `$ cannot be neglected. They give other contributions of the form (7.11), which can be easily computed functionally integrating by parts. Putting these ingredients together, we discover that the mismatch between $`Z_{60}`$ and its dual is due to the use of the $`\sigma `$ field equation and the difference between the naive and regularized $`\sigma `$ field equations. It is not a lengthy work to make a quantitative check for the terms (7.10). The important point is that the mismatch has no physical significance. We can neglect these nuisances if we limit ourselves to check duality within the physical quantities.

Acknowledgements

I am grateful to the Aspen Center for Physics for warm hospitality during the realization of this work and P. Calabrese, P. Parruccini and E. Vicari for discussions on three-dimensional models and critical phenomena.


text:
# RESULTS ON sin{2ϕ₂}(𝛼) FROM THE B FACTORIES

## 1 Introduction

In 1973 Kobayashi and Maskawa (KM) proposed a model where $`CP`$ violation is incorporated as an irreducible complex phase in the weak-interaction quark mixing matrix . Recent measurements of the $`CP`$-violating parameter $`\mathrm{sin}2\varphi _1`$ by the Belle  and BaBar  collaborations have clearly established $`CP`$ violation in the neutral $`B`$ meson system that is consistent with KM expectations. The next step in the program is measurements of other $`CP`$-violating parameters. Here we describe recent measurements of $`CP`$-violating asymmetries in the mode $`B^0\pi ^+\pi ^{}`$ ; these are sensitive to the parameter $`\mathrm{sin}2\varphi _2`$ (also known as $`\mathrm{sin}2\alpha `$).

## 2 Experimental Challenges

To measure $`\varphi _2`$ (a.k.a $`\alpha `$), the two most promising approaches involve the use of the decay modes $`B^0\pi ^{}\pi ^+`$ and $`B^0\rho ^\pm \pi ^{}`$. The former is an example of a CP eigenstate and is thus the most straightforward approach as well as the mode with the best senstivity. The interference in the $`B\pi ^+\pi ^{}`$ mode between the direct decay and the decay via mixing leads to a CP violating asymmetry with a sin-like time modulation as in charmonium CP eigenstate modes such as $`B^0\psi K_s`$.

The KM model predicts sizeable $`CP`$-violating asymmetries in the time-dependent rates for $`B^0`$ and $`\overline{B}^0`$ decays to a common $`CP`$ eigenstate, $`f_{CP}`$. In the decay chain $`\mathrm{{\rm Y}}(4S)B^0\overline{B}^0f_{CP}f_{\mathrm{tag}}`$, where one of $`B`$ mesons decays at time $`t_{CP}`$ to $`f_{CP}`$ and the other decays at time $`t_{\mathrm{tag}}`$ to a final state $`f_{\mathrm{tag}}`$ that distinguishes between $`B^0`$ and $`\overline{B}^0`$, the decay rate has a time dependence given by

$`𝒫_{\pi \pi }^q(\mathrm{\Delta }t)={\displaystyle \frac{e^{|\mathrm{\Delta }t|/\tau _b}}{4\tau _b}}[1+q\{𝒮_{\pi \pi }\mathrm{sin}(\mathrm{\Delta }m_d\mathrm{\Delta }t)`$
$`+𝒜_{\pi \pi }\mathrm{cos}(\mathrm{\Delta }m_d\mathrm{\Delta }t)\}],`$ (1)
where $`\tau _b`$ is the $`B^0`$ lifetime, $`\mathrm{\Delta }m_d`$ is the mass difference between the two $`B^0`$ mass eigenstates, $`\mathrm{\Delta }t`$ = $`t_{CP}`$ $``$ $`t_{\mathrm{tag}}`$, and the $`b`$-flavor charge $`q`$ = +1 ($`1`$) when the tagging $`B`$ meson is a $`B^0`$ ($`\overline{B}^0`$). The $`CP`$-violating parameters, $`S_{\pi \pi }`$ and $`A_{\pi \pi }`$, defined in Eq. (2) can be expressed by in terms of the complex parameter $`\lambda `$ that depends on both $`B^0\overline{B}^0`$ mixing and on the amplitudes for $`B^0`$ and $`\overline{B}^0`$ decay to $`\pi ^+\pi ^{}`$. In the Standard Model, to a good approximation, $`|\lambda |`$ is equal to the absolute value of the ratio of the $`\overline{B}^0`$ to $`B^0`$ decay amplitudes.

The experimental technique is similar to that used for the $`\mathrm{sin}2\varphi _1(\beta )`$ measurement . However, there are several additional complications and differences. The decay amplitude for $`B^0\pi ^+\pi ^{}`$ contains a contribution from a tree diagram ($`bu\overline{u}d`$) as well as a Cabibbo suppressed penguin diagram ($`bs\overline{u}s`$). The penguin contribution is not negligible and has a weak phase that is different from the phase of the larger tree amplitude, which is zero in the usual parameterization. In general, the penguin contribution will also have a strong phase. Therefore the time dependent asymmetry, proportional to $`\mathrm{sin}(\mathrm{\Delta }m\mathrm{\Delta }t)`$ and parameterized by $`S_{\pi \pi }`$, which is measured is not equal to $`\mathrm{sin}2\varphi _2`$ but instead will have a large unknown correction. The presence of the extra contribution also induces an additional time dependent term proportional to $`\mathrm{cos}(\mathrm{\Delta }m\mathrm{\Delta }t)`$, parameterized by $`A_{\pi \pi }`$. This is called penguin pollution. As the notation $`A_{\pi \pi }`$ suggests, the asymmetry term with $`\mathrm{cos}(\mathrm{\Delta }m\mathrm{\Delta }t)`$ modulation is due to direct CP violation. Note that unlike the mixing induced CP violation, the direct CP violation term does not time integrate to zero.

There are a number of other purely experimental complications. The branching fraction for the $`B^0\pi ^+\pi ^{}`$ decay is quite small (see Table 1) compared to the charmonium modes, only $`(4.8\pm 0.6)\times 10^6`$. Thus, very large data samples are required. The BaBar results are based on a sample of $`88\times 10^6`$ $`B\overline{B}`$ pairs. Belle has recorded a sample of comparable size, but has published results with a subset of $`45\times 10^6`$ $`B\overline{B}`$ pairs.

The other challenging requirement for the detector is the separation of kaons from pions at high momentum. This is needed to distinguish $`\overline{B}^0\pi ^+\pi ^{}`$ from $`\overline{B}^0K^{}\pi ^+`$, which has similar kinematics and a branching fraction about three times larger. Two approaches to high momentum particle identification have been implemented at the $`B`$ factory experiments. Both are based on the use of Cerenkov radiation.

At Belle, aerogel Cerenkov radiators are used. Blocks of aerogel are readout by fine-mesh phototubes that have high-gain and operate comfortably in a 1.5 Tesla magnetic field. Since the threshold for the aerogel is around 1.5 GeV, below this momentum K/$`\pi `$ separation is carried out using high precision time-of-flight scintillators with resolution of 95 ps. The aerogel and TOF counter system are complemented by dE/dx measurements in the central drift chamber. The dE/dx system provides additional K/$`\pi `$ separation around 2.5 GeV in the relativistic rise region as well as below 0.7 GeV. For high momentum kaons, an efficiency of 88% with a misidentification probability below 9% has been achieved.

At BaBar, Cerenkov light is produced in quartz bars and then transmitted by total internal reflection outside the detector through a water tank to a large array of phototubes where the ring is imaged. The detector is referred to by the acronym DIRC. It provides $`K/\pi `$ separation that ranges from $`8\sigma `$ at 2 GeV to $`2.5\sigma `$ at 4 GeV.

Hoewever, even after the application of high momentum particle identification, the $`B^0\pi ^+\pi ^{}`$ CP eigenstate signal sits on a very large continuum background from $`e^+e^{}q\overline{q}`$ ($`q=u,d,s,c`$) processes. Several analysis techniques to reduce this background have been developed.

BaBar uses a selection on the angle between the sphericity axis of the $`B`$ candidate and the sphericity axis of the rest of the event (denoted $`\theta _S`$). The cosine of this angle is uniformly distributed for the B signal and is concentrated at $`\mathrm{cos}\theta _S=\pm 1`$ for continuum background. After requiring that $`|\mathrm{cos}(\theta _S)|<0.8`$, they form a Fisher discriminant, $`F`$, from the energies in nine cones of increasing angular aperture opposite the $`B`$ candidate. No cut is applied, instead $`F`$ is used a variable to distinguish signal from continuum in their fit. This technique was originally developed by CLEO.

Belle uses a likelihood based technique in order to suppress continuum background. Signal and background likelihood functions, $`_S`$ and $`_{BG}`$, are formed from two variables. One is a Fisher discriminant determined from six modified Fox-Wolfram moments ; the other is the $`B`$ flight direction in the cms, with respect to the $`z`$ axis ($`\mathrm{cos}\theta _B`$). The signal likelihood $`_S`$ is determined from Monte Carlo (MC) and $`_{BG}`$ from data, and $`_S/(_S+_{BG})>0.825`$ is required for candidate events.

The signal to continuum background ratio is a strong function of the tagging method; this effect must be taken into account in the CP extraction. There is also still some residual background from misidentified $`B^0K^+\pi ^{}`$ as well, although this background is reasonably well separated by the kinematic variable $`\mathrm{\Delta }E`$.

After flavor tagging and vertexing requirements are applied, a likelihood fit is applied to extract the two CP violation parameters. At Belle, an unbinned fit to the $`\mathrm{\Delta }t`$ distribution of 162 candidates in the signal region is applied. The signal of $`73.5\pm 13.8`$ events is shown in Fig. 1. The signal to background fraction is a function of tagging purity and divided into six bins. The only free parameters in the Belle fit are $`S_{\pi \pi }`$ and $`C_{\pi \pi }`$. At BaBar, a more complex fit to $`m_{ES}`$, $`\mathrm{\Delta }E`$, $`F`$ (the event shape Fisher discriminant), Cerenkov angles $`\theta _c^+`$, $`\theta _c^{}`$, and $`\mathrm{\Delta }t`$ is performed for a sample of 26070 events of which $`157\pm 19\pm 17`$ are signal events. A signal enhanced $`\mathrm{\Delta }E`$ distribution is shown for a sub-sample in Fig. 2. The fit has a total of 76 parameters. These include the values of $`S_{\pi \pi }`$ and $`A_{\pi \pi }`$ (2); signal and background yields (5); $`K\pi `$ charge asymmetries (2); signal and background tagging efficiencies (16) and efficiency asymmetries (16); signal mistag fraction and mistag fraction differences (8); signal resolution function (9); and parameterization of background shapes in $`m_{ES}`$(5), $`\mathrm{\Delta }E`$(2), $`F`$(5) and $`\mathrm{\Delta }t`$(6). This somewhat more complex approach has good statistical reach. However, the background must be accurately parameterized since events with rather poor signal to background ratios (O(1/10)) are used.

To validate the analysis, a variety of consistency checks are performed. For example, both BaBar and Belle measure the $`B`$ lifetime and mixing frequency in the $`B^0K^{}\pi ^+`$ sample. They find results consistent with the world averages. A variety of control samples are also examined. For instance, Belle takes $`D^{()+}\pi ^{}`$ events, adds additional background from the $`B\pi \pi `$ sidebands to degrade the signal to background ratio to the level of the $`\pi \pi `$ signal, and then performs the CP fit. They find $`A_{\pi \pi }=0.03\pm 0.04`$ and $`S_{\pi \pi }=0.08\pm 0.06`$. No artificial CP asymmetries are found in any of the control samples that have been studied.

## 3 Results

The observed flavor tagged $`\mathrm{\Delta }t`$ and asymmetry distributions in BaBar data with cuts to enhance the signal fraction are shown in Fig.3. No sin-like modulation is observed in the asymmetry distribution while there is a slight hint of a cos-like term. For the CP parameters, $`A_{\pi \pi }`$, BaBar obtains

$`A_{\pi \pi }=0.30\pm 0.25\pm 0.04`$ (2)
$`S_{\pi \pi }=0.02\pm 0.34\pm 0.05`$ (3)
From these results, BaBar obtains 90% confidence level intervals for $`A_{\pi \pi }`$ of $`[0.12,0.72]`$ and for $`S_{\pi \pi }`$ of $`[0.54,0.58]`$.

The Belle $`\mathrm{\Delta }t`$ distributions before and after background subtractions are shown in Fig. 4. The difference in the height of the $`B^0`$ and $`\overline{B^0}`$ tags in Fig. 4(c) is an indication of direct CP violation. The blue and red curves for $`B^0`$ and $`\overline{B}^0`$ tags are also asymmetric in time. The asymmetry distribution in Fig. 4(d) suggests the presence of sin-like as well as cos-like modulations. In contrast to BaBar, Belle finds

$`A_{\pi \pi }=0.94_{0.31}^{+0.25}\pm 0.09`$ (4)
$`S_{\pi \pi }=1.21_{0.270.13}^{+0.38+0.16}`$ (5)
Each of these two measurements is only $`2.9\sigma `$ from zero, which is not yet statistically overwhelming.

The two sets of results give somewhat different pictures of the physics. The $`S_{\pi \pi }`$ results are statistically marginally consistent. Nevertheless we can try to assess the physics content of the results. The two measurements and their weighted average are shown in the space of $`A_{\pi \pi }`$ and $`S_{\pi \pi }`$ in Fig. 5. This figure also shows the physical boundary $`A_{\pi \pi }^2+S_{\pi \pi }^2=1`$. The Belle measurement is 1.3$`\sigma `$ from the physical boundary, consistent with a statistical fluctuation. The curves in Fig. 5 correspond to different values of $`\varphi _2`$ and to $`r`$, the ratio of tree to penguin amplitudes. A given theoretical curve corresponds to the range of possible FSI phases. The ratio r is determined from data on $`B^+\pi ^+\pi ^0`$, $`B^+K_S^0\pi ^+`$ and $`B\pi \mathrm{}\nu `$.

## 4 Discussion and related modes

Gronau and London showed that it is possible to use isospin invariance and measurements of the flavor tagged branching fractions of all $`B\pi \pi `$ branching fractions to disentangle the effects of penguin pollution in time dependent measurements of asymmetries in $`B^0\pi ^+\pi ^{}`$ and determine $`\mathrm{sin}2\varphi _2`$ .

As shown in Table 1, all the $`\pi \pi `$ decay modes except for $`\pi ^0\pi ^0`$ have now been measured by Belle and Babar and are in good agreement with CLEO. Both $`B`$-factory experiments have also searched for $`B\pi ^0\pi ^0`$. With 29 $`fb^1`$ Belle finds a 2.4 $`\sigma `$ hint of a signal and sets an upper limit at 90% confidence level of $`6.4\times 10^6`$. Babar uses their full dataset and also finds a modest excess. They set an upper limit of $`(B\pi ^0\pi ^0)<3.6\times 10^6`$ at the 90% confidence level. It is possible that the excesses seen will become signals with much larger data samples and that the $`B^0\pi ^0\pi ^0`$ branching fraction is of order $`1\times 10^6`$.

It is also possible to determine ratios of partial widths of the modes $`B^+\pi ^+\pi ^0`$ and $`B^0\pi ^+\pi ^{}`$ from the measured yields. Belle finds the ratio of widths

$$\frac{\tau ^+}{\tau _0}\frac{(B^0\pi ^+\pi ^{})}{2(B^+\pi ^+\pi ^0)}=0.40\pm 0.15\pm 0.05<<1$$
(6)
The factor of two in the denominator accounts for the $`\pi ^0`$ wavefunction. A comparable ratio of $`0.46\pm 0.11`$ is obtained from BaBar data. The deviation of this ratio from unity indicates either some kind of interference in $`B\pi ^+\pi ^{}`$ or final state rescattering or the contribution of other diagrams. This is an important clue to understanding the $`B\pi \pi `$ system.

## 5 Conclusion

Although the samples of $`B\pi ^{}\pi ^+`$ events are still relatively small and the continuum backgrounds are large, the first round of measurements and attempts to determine $`\mathrm{sin}2\varphi _2`$ using the $`\pi ^+\pi ^{}`$ mode have been reported,. Unlike the case of charmonium modes, the two experiments do not agree well. With 88 million $`B\overline{B}`$ pairs, BaBar finds no evidence for indirect CP violation and a direct CP violation parameter consistent with zero. By contrast, with 45 million $`B\overline{B}`$ pairs, Belle finds indications for both indirect and direct CP violation in the $`B\pi ^+\pi ^{}`$ system. Belle plans to update their result with an additional 36 fb<sup>-1</sup> ($`39\times 10^6`$ $`B\overline{B}`$ pairs) in the near future. However, to fully resolve this discrepancy and precisely determine $`\mathrm{sin}2\varphi _2`$, much more data will be needed.

## 6 Acknowledgements

I wish to acknowledge the essential contributions of my colleagues on Belle, BaBar, KEK-B and PEP-II to the work described here. I also thank the organizers for a well run conference and especially Su Dong for his patience.