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# 1 Introduction

## 1 Introduction

Recently it has been proposed to use matrix models to extract information about holomorphic quantities of a certain class of $`𝒩=1`$ gauge theories. More precisely, the exact superpotential and the condensates of chiral operators in the gauge theory can be computed from the free energy of an associated matrix model . This proposal has been extensively tested in the case of a pure $`U(N)`$ theory with an adjoint field with potential $`W(\mathrm{\Phi })`$ (and possibly matter in the fundamental representation), showing that the matrix model results and the quantum field theory ones agree. This model has an interesting geometrical structure in terms of a Riemann surface . In particular, the resolvents in the matrix model and in the field theory seem to be related to geometrical quantities on this surface. This geometrical structure is deeply related to the Seiberg-Witten curve of the $`𝒩=2`$ theory of which the $`𝒩=1`$ theory is a deformation. In this paper we will focus on the geometry of the $`𝒩=1`$ theories that are obtained as deformations of the $`𝒩=4`$ SYM. More precisely, we consider the model with three adjoint fields, a mass term for two of them and a generic potential for the third one. The associated matrix model was solved in the case of a single cut in , showing remarkable agreement with the quantum field theory results. In this paper, we are interested in the geometry of the matrix model for arbitrary number of cuts. Since the model can be considered as an $`𝒩=1`$ deformation of an $`𝒩=2`$ theory with a massive hypermultiplet, the corresponding geometry is expected to be related to the Donagi-Witten curve . The emergence of an elliptic curve in the case of a single cut  is a first example of this connection. We will investigate the relation between the matrix model and the Donagi-Witten curve, and the geometrical structure that emerges in this way.

To be more concrete, we will study an $`𝒩=1`$ supersymmetric gauge theory with gauge group $`U(N)`$ and three chiral fields $`\mathrm{\Phi }`$, $`X`$, $`Y`$ in the adjoint representation. The theory is characterized by the superpotential

$$𝒲(\mathrm{\Phi },X,Y)=i\mathrm{\Phi }[X,Y]+mXY+W(\mathrm{\Phi }),$$
(1.1)
where $`W=_{k=1}^{n+1}g_k\mathrm{Tr}\mathrm{\Phi }^k`$ is a polynomial in $`\mathrm{\Phi }`$ of degree $`n+1`$. This model can be seen as a deformation of the $`𝒩=2`$ theory with a massive adjoint hypermultiplet considered by Donagi and Witten . We are mainly interested in a classical vacuum where $`X`$ and $`Y`$ vanish and $`W^{}(\mathrm{\Phi })=0`$, even though our results can be applied also to other vacua. The $`N`$ classical eigenvalues of $`\mathrm{\Phi }`$ can be distributed over the $`n`$ points $`\varphi _i`$ where $`W^{}(x)=_{i=1}^n(x\varphi _i)=0`$. The gauge group is correspondingly broken to $`_{i=1}^nU(N_i)`$, where $`N_i`$ is the number of eigenvalues corresponding to the $`\varphi _i`$ critical point of $`W`$. At low energy, we can write an effective superpotential

$$W_{\mathrm{eff}}(S_i,\varphi _i,m,\tau )$$
(1.2)
for the condensate superfields $`S_i=\mathrm{Tr}(W_\alpha W^\alpha )_{(i)}`$.

In quantum field theory, the vacuum expectation value of $`W_{\mathrm{eff}}`$ can be computed (in principle) from the knowledge of the underlying $`𝒩=2`$ Seiberg-Witten curve. The addition of the superpotential $`W(\mathrm{\Phi })`$ indeed selects particular points in the moduli space of the $`𝒩=2`$ theory, which can be found by explicitly solving the equations of motion. Once these points are found, $`W_{\mathrm{eff}}`$ can be determined via

$$W_{\mathrm{eff}}=W(\mathrm{\Phi })_{𝒩=2}=\underset{k=1}{\overset{n+1}{}}g_k\mathrm{Tr}\mathrm{\Phi }^k_{𝒩=2}.$$
(1.3)
In our case the $`𝒩=2`$ theory is described by the Donagi-Witten curve for $`U(N)`$, which is an $`N`$-sheeted covering of a torus. The points selected by the equations of motion are typically points of partial or maximal degeneracy of the curve. In the generic vacuum $`_{i=1}^nU(N_i)`$ we indeed expect that $`Nn`$ monopoles are massless.

In the corresponding matrix model, the vacuum $`_{i=1}^nU(N_i)`$ is associated with an $`n`$-cut solution of the equations of motion. We will show that, as in , the matrix model can be associated with a Riemann surface of genus equal to the number of cuts. $`W_{\mathrm{eff}}`$ is then computed from geometrical data on this surface. It is then interesting to investigate the relation of this geometrical structure with the Donagi-Witten curve. The single cut case was solved in . It corresponds to a field theory massive vacuum where the $`𝒩=2`$ spectral curve has maximal degeneracy and itself becomes a torus with modular parameter $`\tau /N`$. The emergence of such torus on the matrix model side was explicitly determined in . The connection with the $`𝒩=2`$ curve becomes more explicit when one considers the opposite case of maximal number of cuts. As in , we can introduce a degree $`N+1`$ superpotential with $`W^{}(x)=ϵ_{i=1}^N(x\varphi _i)=0`$. In the vacuum where all the $`N`$ eigenvalues of $`\mathrm{\Phi }`$ are distinct the gauge group is broken to the maximal abelian subgroup $`U(1)^N`$. In the limit where the superpotential is turned off ($`ϵ0`$), we should recover the dynamic of the $`𝒩=2`$ theory. We will show that the Riemann surface of the associated matrix model with $`N`$ cuts becomes in this limit the Donagi-Witten curve.

We will also analyze the geometry of the matrix model for an arbitrary number of cuts. We will show that, upon minimization, the Riemann surface always becomes a covering of a torus and we will discuss the relation of this surface with the Donagi-Witten construction. We will also identify the field theory resolvents with geometrical quantities on the Riemann surface. All the results have a direct analogue in the case of a pure $`U(N)`$ theory . We will mainly consider the on-shell theory, where a minimization with respect to the moduli has been performed. The organization of the paper is as follows. In Section 2, we discuss the Riemann surface associated with the off-shell theory. In Section 3, we will discuss the conditions following from the minimization and the relation of the on-shell theory with the Donagi-Witten curve. In Section 4, we discuss the identification of the field theory resolvents with geometrical quantities on the Riemann surface. Finally, in the Appendix we briefly discuss the loop equations and some identities for the off-shell theory.

## 2 The Riemann surface

Following , we can compute $`W_{\mathrm{eff}}`$ from the large $`\widehat{N}`$ expansion of a matrix model:

$$𝒟\widehat{\mathrm{\Phi }}𝒟\widehat{X}𝒟\widehat{Y}e^{\frac{1}{g_s}\mathrm{Tr}\{i\widehat{\mathrm{\Phi }}[\widehat{X},\widehat{Y}]+m\widehat{X}\widehat{Y}+W(\widehat{\mathrm{\Phi }})\}},$$
(2.1)
where $`\widehat{\mathrm{\Phi }},\widehat{X},\widehat{Y}`$ are $`\widehat{N}\times \widehat{N}`$ hermitian matrices. The model can be solved integrating out the matrices $`\widehat{X},\widehat{Y}`$ and diagonalizing the remaining matrix $`\widehat{\mathrm{\Phi }}`$. The saddle point equation of motion reads

$$W^{}(\lambda _I)=g_s\underset{JI}{}\left[2\frac{1}{\lambda _I\lambda _J}\frac{1}{\lambda _I\lambda _J+im}\frac{1}{\lambda _I\lambda _Jim}\right],$$
(2.2)
where $`\lambda _I`$ are the eigenvalues of $`\widehat{\mathrm{\Phi }}`$. As usual, in the large $`\widehat{N}`$ limit, the eigenvalues will be spread over $`n`$ cuts around each solution of $`W^{}(\widehat{\mathrm{\Phi }})`$. We will denote the fraction of eigenvalues for each cut as $`\widehat{N}_i`$. According to the Dijkgraaf–Vafa prescription the filling fractions $`S_i=g_s\widehat{N}_i`$ are identified with the field theory condensates and the effective superpotential corresponding to the $`_{i=1}^nU(N_i)`$ vacuum is

$$W_{\mathrm{eff}}=\underset{i}{}\left(N_i\frac{}{S_i}2\pi i\tau S_i\right),$$
(2.3)
where $`(S_i)`$ is the matrix model free energy. Unless explicitly stated, we will consider the case with the maximal allowed number of cuts.

Information about the model is encoded in the resolvent $`\omega (x)\frac{1}{\widehat{N}}\mathrm{Tr}\frac{1}{x\widehat{\mathrm{\Phi }}}`$. As usual, $`\omega (x)`$ has cuts corresponding to the distribution of the matrix model eigenvalues. For this particular model, it is useful to define  the function

$$G(x)=U(x)+iS\left[\omega \left(x+\frac{i}{2}m\right)\omega \left(x\frac{i}{2}m\right)\right],$$
(2.4)
where $`Sg_s\widehat{N}`$ is the ’t Hooft coupling and $`U(x)`$ is defined by the property

$$U\left(x+\frac{i}{2}m\right)U\left(x\frac{i}{2}m\right)=W^{}(x).$$
(2.5)
Then as a consequence of (2.2)

$$G\left(x+\frac{i}{2}m\pm iϵ\right)=G\left(x\frac{i}{2}miϵ\right)\mathrm{for}x\mathrm{on}\mathrm{a}\mathrm{cut}.$$
(2.6)
Equation (2.6) means that $`G`$ is well-defined on a surface obtained from the $`x`$ plane after $`n`$ identifications, as shown in figure 1. If one adds the point $`x=\mathrm{}`$, this space is topologically a Riemann surface $`\mathrm{\Sigma }`$ of genus $`n`$. Notice that this way of describing a Riemann surface is somewhat reminiscent of the light cone parameterization of moduli space of punctured Riemann surfaces .

The function $`G`$ and the Riemann surface $`\mathrm{\Sigma }`$ allow to write the effective superpotential (2.3) in a more convenient form. First of all, integrating equation (2.4) around the cuts we obtain the relation

$$S_i=\frac{1}{2\pi }_{A_i}G𝑑x,$$
(2.7)
where $`A_i`$ are the cycles encircling the cuts in the $`x`$ plane. Moreover, as shown in , $`/S_i`$ can be written in terms of integrals over the cycles $`B_i`$ going from a lower cut to an upper one. The superpotential then reads

$$W_{\mathrm{eff}}=i\underset{i}{}\left(N_i_{B_i}G𝑑x\tau _{A_i}G𝑑x\right).$$
(2.8)
We are interested in the geometrical structure of the problem. To this purpose, we can re-formulate the matrix model data in the following way. The coordinate $`x`$ of the matrix model plane is not a well-defined function on the Riemann surface $`\mathrm{\Sigma }`$. Its differential $`dx`$, though, is well-defined. It has a double pole in the point $`x=\mathrm{}`$ and is regular otherwise; its $`A`$ periods are zero, and its $`B`$ periods are $`im`$. Moreover we can see from eq. (2.4) that the function $`G`$ has a single pole of order $`n+1`$ at the point $`x=\mathrm{}`$. By Riemann-Roch this property singles out $`G`$ up to an additive constant. Thus our geometrical data are

* a Riemann surface $`\mathrm{\Sigma }`$ of genus $`n`$
* a differential $`dx`$ with a double pole and periods

$$_{A_i}𝑑x=0,_{B_i}𝑑x=im.$$
(2.9)

Let us count the number of moduli of our data. We have $`3n3+1`$ moduli from the moduli space of Riemann surfaces of genus $`n`$ with one puncture. Again from Riemann-Roch one gets $`n+1`$ for the number of differentials with a double pole; integrating this to obtain $`x`$ involves an extra additive constant. Taking away $`2n`$ from (2.9) one gets finally

$$(3n2)+(n+1)+1(2n)=2n.$$

From the matrix model point of view, these $`2n`$ moduli are easily interpreted as the classical vacua (points $`\varphi _i`$ in which $`W^{}(\varphi _i)=0`$), and the filling fractions $`S_i`$. Alternatively, we can also interpret the $`2n`$ moduli as the zeros of $`dx`$. A meromorphic differential with a double pole must indeed have $`2n`$ zeros: in the $`x`$ plane they are the end-points of the cuts, denoted by small circles in figure 1. We see then that $`dx`$ has precisely the role played by $`dw`$ in the light-cone parameterization of the moduli space of Riemann surfaces with punctures in 111The condition of having specified periods has an analogue in that case, where the differential was required to have purely imaginary periods. A differential with a double pole and purely imaginary periods is uniquely determined on any Riemann surface by a procedure similar to that in ; then imposing the actual value of these periods as in (2.9) constrains to a sub-variety of the moduli space. The only real difference with  is that $`dw`$ has two single poles while our $`dx`$ has one double pole..

It is interesting to compare our data with the case of a pure $`U(N)`$ gauge theory. In that case, the Riemann surface has genus $`n`$ and can be explicitly written as

$$y^2=W^{}(x)^2+f_{n1}(x),$$
(2.10)
where $`f_{n1}`$ is a polynomial of degree $`n1`$, whose coefficients are related to the moduli $`S_i`$. The role of the meromorphic function $`G`$ is played by $`y`$: all the relevant formulae are obtained with the substitution $`Gdxydx`$. An important difference with respect to our case, is that the matrix model plane for pure $`U(N)`$ corresponds to just one sheet of the surface (2.10). On this sheet we have the relation $`y=W^{}(x)2\omega (x)`$, instead of equation (2.4). All quantities are then continued to the second sheet. In our case, the matrix model plane is topologically identified with the entire Riemann surface.

## 3 Minimizing the superpotential

The results obtained so far from the matrix model apply to an off-shell theory. In order to obtain the vacuum value of the superpotential we further have to minimized equation (2.8) with respect to $`S_i`$. We refer to the theory after minimization as the on-shell theory.

Define the differentials

$$\omega _i=\frac{1}{2\pi }\frac{}{S_i}Gdx.$$
(3.11)
The $`\omega _i`$ have no poles and are therefore holomorphic differentials. Indeed, when we differentiate equation (2.4), the $`\omega _i`$ get contributions only from the difference of the resolvents; the simple pole in the resolvent, which behaves at infinity as $`\omega (x)1/x`$, cancels in the difference 222Notice the difference with the case of pure gauge  where one of the derivatives of $`ydx`$ with respect to the $`S_i`$ is a meromorphic differential with a simple pole. This difference is consistent with the fact that $`\mathrm{\Sigma }`$ has genus$`N`$, while the hyperelliptic curve considered in  has only genus $`N1`$.. From equation (2.7) it also follows that the $`\omega _i`$ form a basis of canonically normalized holomorphic differentials: $`_{A_i}\omega _j=\delta _{ij}`$. Minimizing equation (2.8) with respect to $`S_i`$ we obtain

$$\underset{i}{}N_i_{B_i}\omega _j=_{B_j}\underset{i}{}N_i\omega _i=\tau ,$$
(3.12)
where we used the symmetry of the period matrix $`_{B_j}\omega _i`$.

The effects of the minimization translate into the behavior of the holomorphic differential $`\mathrm{\Omega }=_iN_i\omega _i`$. Its $`A`$-periods are $`_{A_i}\mathrm{\Omega }=N_i`$. The minimization tells us that, on-shell, the $`B`$-periods of $`\mathrm{\Omega }`$ are all equal, $`_{B_i}\mathrm{\Omega }=\tau `$. To see what this means, consider the map

$$Pz(P)_{P_0}^P\mathrm{\Omega }$$
(3.13)
from the Riemann surface to $``$. The map (3.13) could be considered an “incomplete Jacobi map”, in the sense that we only consider the integral of one of the holomorphic differentials. For a generic Riemann surface, one would not be able to do better and identify points to make the image compact. However, in our case, since all the $`B`$-periods are equal and all the $`A`$-periods are integers, (3.13) is a well–defined map to a torus defined by the identifications

$$zz+\tau ,zz+\stackrel{~}{N},$$
(3.14)
where $`\stackrel{~}{N}`$ is the highest common factor of the $`N_i`$. Thus, we have shown that using the equations of motion for $`S_i`$, $`\mathrm{\Sigma }`$ becomes a covering of a torus of modular parameter $`\tau /\stackrel{~}{N}`$.

### 3.1 The $`𝒩=2`$ case

To understand our result better, it is convenient to consider first the case $`n=N`$, maximal number of cuts $`N`$ and $`N_i=1`$. The gauge group is completely broken to the maximal abelian subgroup $`U(1)^N`$. This is the situation where we expect to recover information about the underlying $`𝒩=2`$ theory. Following , we take a potential $`W(\mathrm{\Phi })`$ of degree $`N+1`$ with $`W^{}(x)=ϵ\mathrm{\Pi }_i(x\varphi _i)`$. Since all $`N_i=1`$, the eigenvalues of $`\mathrm{\Phi }`$ are all distinct and classically coincide with the $`N`$ number $`\varphi _i`$. The $`𝒩=1`$ theory we are considering differs from an $`𝒩=2`$ theory only for the presence of the potential $`W(\mathrm{\Phi })`$. If we turn off the deformation by sending $`ϵ0`$, we recover the $`𝒩=2`$ theory in the point of the moduli space specified by the VEVs $`\varphi _i`$ .

The $`𝒩=2`$ theory we obtain in this way has gauge group $`U(N)`$, a massive adjoint hypermultiplet  and coupling constant $`\tau `$. The corresponding Seiberg-Witten curve was determined in . The curve can be written as an $`N`$-sheeted covering of a base torus (of modular parameter $`\tau `$) expressed by the equation

$$F_N(v,z)=\mathrm{det}(v\mathrm{\Phi }(z))=0,$$
(3.15)
where $`\mathrm{\Phi }`$ is a section of a $`U(N)`$-Higgs-bundle on the torus. The theory is a massive deformation of $`𝒩=4`$ SYM and the presence of the torus reflects the S-duality of the original $`𝒩=4`$ theory. Equation (3.15) gives the Donagi-Witten curve as a degree $`N`$ polynomial in $`v`$ with coefficients that are elliptic functions on the base torus. The curve (3.15) is uniquely characterized by the existence of a meromorphic function, $`v`$, with $`N`$ single poles at the $`N`$ counter-images $`p_i`$ of the point $`z=0`$ on the base torus. In one of the points, $`p_0`$, the residue has to be $`(N1)m`$, while the other $`N1`$ points have residue $`m`$. The existence of a meromorphic function with these properties uniquely determines the curve (3.15) .

We will now show that, after minimization, the matrix model Riemann surface $`\mathrm{\Sigma }`$ for $`n=N`$ and $`N_i=1`$ becomes the Donagi-Witten curve describing the $`𝒩=2`$ theory. We have already seen that the surface $`\mathrm{\Sigma }`$ becomes a covering of a torus of modular parameter $`\tau `$ ($`\stackrel{~}{N}=1`$ in this case). We will shortly see that the order $`\stackrel{~}{n}`$ of this covering is actually $`N`$. We can construct, on shell, the meromorphic function $`v`$ that characterizes a Donagi-Witten curve. It is easier to find first the differential $`dv`$, which should have poles of order 2 with coefficient equal to minus the residue of $`v`$. We have at our disposal at least two differentials with double poles in some or all the points $`p_i`$. One is the pull-back of the differential $`𝒫(z)dz`$ on the base torus. Once pulled back from $`T^2`$ to $`\mathrm{\Sigma }`$, this indeed provides double poles with coefficient one on every point $`p_i`$ over $`z=0`$. Another one is $`dx`$ which has a double pole at $`x=\mathrm{}`$. It is natural to suppose that $`x=\mathrm{}`$ corresponds to $`p_0`$333Notice that $`dz`$ is not vanishing in $`x=\mathrm{}`$. This is consistent with the fact that the point at infinity is not a branch point in the Donagi-Witten curve.. We can construct a differential with the desired properties by adding $`dx`$ and $`𝒫(z)dz`$. This easily provides us with a differential with double poles in $`p_i`$ with coefficients $`m(\stackrel{~}{n}+1,1,\mathrm{},1)`$. We should also require $`dv`$ to have zero periods, since we want to integrate it to give a well defined meromorphic function $`v`$ on $`\mathrm{\Sigma }`$. We can still add a piece with $`dz`$ without adding any pole. This way we end up with a differential $`adxm(𝒫(z)+b)dz`$, where the constants $`a`$ and $`b`$ have to be determined imposing the vanishing of all periods. Only two of the $`2N`$ conditions on periods are non trivial. Indeed, the pull-back of any $`f(z)dz`$ has possibly non–vanishing periods only around the two cycles of $`T^2`$. The same statement holds for $`dx`$; since the periods of $`dx`$ are all equal (2.9), the only independent non–vanishing period is around the cycle $`B`$, corresponding to one of the cycle of the base torus. Thus, we reduce to only two equations, which determine uniquely $`a`$ and $`b`$. The result is

$$dv=2\pi dxm\left(𝒫(z)+\frac{\pi ^2}{3}E_2(\tau )\right)dz,$$
(3.16)
where $`E_2(\tau )`$ is a standard Eisenstein series. This can be integrated up to a constant to give 444Here $`h_1(z)=\zeta (z)\frac{\zeta (\omega _1)}{\omega _1}z`$ for a torus with periods $`2\omega _1`$ and $`2\omega _2`$. $`\zeta (z)`$ is the Weierstrass zeta function: it is defined by having a simple pole in $`z=0`$ and quasi-periodicity properties $`\zeta (z+2\omega _i)=\zeta (z)+2\zeta (\omega _i)`$. $`h_1(z)`$ is periodic along $`A`$ and $`h_1(z+2\omega _2)=h_1(z)\frac{\pi i}{\omega _1}`$. Other useful identities are: $`\zeta ^{}(z)=𝒫(z)`$, $`\omega _2\zeta (\omega _1)\omega _1\zeta (\omega _2)=\pi i/2`$, $`\zeta (\omega _1)\omega _1=\pi ^2E_2(\tau )/12`$.

$$v=2\pi x+m\pi \frac{\theta _1^{}(\pi z|\tau )}{\theta _1(\pi z|\tau )}2\pi x+mh_1(z).$$
(3.17)
This expression is well-defined since $`x`$ and $`h_1(z)`$ are both periodic along the $`A`$ cycle and the coefficients are chosen in order to cancel their jump along $`B`$. To determine the order $`\stackrel{~}{n}`$ of the covering, it is now enough to compute the value of the residue of $`x`$ at $`x=\mathrm{}`$. From equation (2.4) it follows

$$\frac{}{S_i}Gdx=m\frac{dx}{x^2},$$
(3.18)
so that $`dz\mathrm{\Omega }=(mN/2\pi )dx/x^2`$. It follows that, in local coordinates, $`x=mN/(2\pi z)`$. This fixes the residue of $`v`$ near $`x=\mathrm{}`$ to be $`(N1)m`$. Thus $`\stackrel{~}{n}=N`$, and our proof is completed.

Once the algebraic curve is given, eq. (3.17) determines the map to the matrix model plane $`x`$. The function $`G`$ is also uniquely determined by the requirement of having a single pole of order $`N+1`$ at $`x=\mathrm{}`$, even though its explicit form can be difficult to find. Using the results of , we can determine the expression of the curve and $`G`$ for small values of $`N`$. The spectral curve (3.15) can be written as a pair of equations

$`y^2=(te_1)(te_2)(te_3),`$
$`F_N(v,t,y)=0,`$ (3.19)
where the first equation is the standard representation of the torus as a cubic, while the second is a polynomial of degree $`N`$ in $`v`$, giving the $`N`$-sheeted covering of the torus. As shown in , $`F`$ is also a polynomial in $`x`$ and $`y`$.

For example, for $`N=2`$ and $`W^{}(\mathrm{\Phi })=\mathrm{\Phi }^2A_2`$, we have

$`F_2(v,x,y)=v^2tA_2,`$
$`G=y+v^3{\displaystyle \frac{3A_2}{2}}v.`$ (3.20)
Analogously, for $`N=3`$ and $`W^{}(\mathrm{\Phi })=\mathrm{\Phi }^3A_2\mathrm{\Phi }A_3`$ we have

$`F_3(v,x,y)=v^3v(3t+A_2)+2yA_3,`$
$`G=v^4v^2(6t{\displaystyle \frac{2}{3}}A_2)+8vy3t^2{\displaystyle \frac{2}{3}}A_2t.`$ (3.21)
The degree $`N`$ polynomial in $`F`$ can be related to $`W^{}`$ by analyzing the large $`x`$ behavior of $`G`$ (see equation 2.4). In both cases, $`x`$ is determined by equation (3.17). The structure of these two examples suggests that in general $`G`$ is a linear combination of the polynomials $`P_k`$ defined in .

For generic $`N`$ it is probably more convenient to use an alternative expression for the Donagi-Witten curve ,

$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}()^nq^{\frac{1}{2}n(n1)}e^{nz}H(xnm)=0,$$
(3.22)
where $`H`$ is a degree $`N`$ polynomial, which we can roughly identify with $`W^{}`$. Another advantage of this expression is that it is naturally written in terms of the matrix model variable $`x`$. Indeed, as shown in , to go from the polynomial equation (3.19) to the expression above, a change of variables $`vvmh_1(z)`$ is required, which, by equation (3.17) exactly defines the function $`x`$.

### 3.2 The general case

We can also study the general case with arbitrary $`n`$ and $`N`$. In this case, the group is broken to $`_{i=1}^nU(N_i)`$ and there are some non-abelian gauge factors at low energy. For these vacua, we could also introduce, as in , integer numbers $`b_i`$ labeling the type of confinement in each factor. The numbers $`b_i`$ appear in the matrix model expression for $`W_{eff}`$ as

$$W_{\mathrm{eff}}=\underset{i}{}\left(N_i\frac{}{S_i}2\pi i\tau S_i\right)\underset{i=2}{\overset{n}{}}2\pi ib_iS_i.$$
(3.23)
The minimization procedure then fixes the periods of $`\mathrm{\Omega }`$ to be $`N_i`$ and $`\tau +b_i`$. As before, we conclude that the map $`z:\mathrm{\Sigma }`$ is well defined if we make the identifications $`zz+\tau `$ and $`zz+t`$, where $`t`$ is the highest common factor of the integers $`N_i`$ and $`b_i`$. It was shown in  that $`t`$ defines the index of confinement of the vacuum.

We see that $`\mathrm{\Sigma }`$ becomes a covering of a torus of modular parameter $`\tau /t`$. We can further show that $`\mathrm{\Sigma }`$ is a $`N/t`$-sheeted covering of the base torus, and express $`\mathrm{\Sigma }`$ as an algebraic equation. Indeed, the argument we used to identify the function $`v`$ can be repeated almost verbatim in the general case. The only difference is now the ratio of the residues in the points $`p_i`$: equation (3.17) is replaced by

$$v=\frac{2\pi }{t}dx+mh_1(z).$$
(3.24)
Since the behavior of $`x`$ at infinity is still given by $`x=mN/(2\pi z)`$, the residue at infinity is now $`N/t`$. It follows that the number of sheets is $`\stackrel{~}{n}=N/t`$. The genus $`n`$ curve $`\mathrm{\Sigma }`$ is then expressed as an element of the spectral family $`F_{\stackrel{~}{n}}(v,z)=0`$. Since the arithmetic genus of a curve of the family $`F_{\stackrel{~}{n}}(v,z)=0`$ is $`\stackrel{~}{n}>n`$, the algebraic curve will be singular and $`\mathrm{\Sigma }`$ will correspond to its normalization.

This result deserves some comments. We know that the relevant geometry for arbitrary $`n`$ and $`N`$ can be determined as a particular point in the moduli space of the underlying $`U(N)`$ $`𝒩=2`$ theory. In a vacuum with $`_{i=1}^nU(N_i)`$ only $`n`$ photons remain massless and this requires that $`Nn`$ monopoles are massless and condensate in order to give mass to all the other degrees of freedom. The associated curve has then $`Nn`$ nodes. The sub-variety of the moduli space where $`Nn`$ monopoles are massless has dimension $`n`$. The point in this sub-variety associated to the $`𝒩=1`$ vacuum can be determined by explicitly solving the equations of motion for the potential $`W(\mathrm{\Phi })`$. This minimization was explicitly done in the case of a pure gauge theory in . In that case, one can explicitly check that a potential $`W(\mathrm{\Phi })`$ of degree $`n+1`$ selects a point in the $`𝒩=2`$ moduli space of the form

$$y^2=P_N(x)^21=\underset{k=1}{\overset{Nn}{}}(xu_i)^2(W^{}(x)^2+f_{n1}),$$
(3.25)
where the $`Nn`$ double zeros correspond to a degeneracy of the curve associated with $`Nn`$ massless monopoles. The reduced genus $`n1`$ curve $`y^2=(W^{}(x)^2+f_{n1})`$ is exactly that describing the matrix model geometry. It would be interesting to repeat this analysis for the case with a massive hypermultiplet. The $`𝒩=1`$ vacuum $`_{i=1}^nU(N_i)`$ should be associated with an element of the spectral family $`F_N(v,z)=0`$ with $`Nn`$ nodes, thus degenerating to a genus $`n`$ surface. The matrix model computation suggests that the normalization of such curve can be also find by normalizing a curve $`F_{\stackrel{~}{n}}(v,z)`$ of Donagi-Witten type but with a different base torus of modular parameter $`\tau /t`$.

Finally we would like to comment about the cases where some of the cuts coincide. In such cases, the genus $`n`$ curve $`\mathrm{\Sigma }`$ degenerates. The normalization of the resulting curve has genus equal to the number of cuts. We can for example make contact with the examples discussed in . These correspond to completely massive vacua and are associated with a single cut. The previous discussion can be repeated with $`n`$ replaced by the number of cuts ($`n1`$) and the only non trivial $`N_i=N`$. We exhibited $`\mathrm{\Sigma }`$ as a $`1`$-sheeted covering (i.e. an isomorphism) of a torus of modular parameter $`\tau /N`$. For $`n=1`$, the Donagi-Witten curve becomes quite trivial, $`F_1(v,x,y)=vA`$, and indeed describes a torus. Equation (3.17) then gives $`\frac{2\pi }{m}x=A\pi \frac{\theta _1^{}(z|\tau )}{\theta _1(z|\tau )}`$. This is exactly the map from the torus to the matrix model plane given in . The field theory interpretation of this result is simple. Indeed, as it is well known , the massive vacua of the $`U(N)`$ theory with bare coupling $`\tau `$ correspond to points in the moduli space of the $`𝒩=2`$ theory where the genus $`N`$ curve $`F_N(v,x,y)=0`$ maximally degenerates and becomes a torus of modular parameter $`\tau /N`$.

## 4 Resolvents

The interesting quantities to compute in quantum field theory are the resolvents

$`R(x)`$ $`=`$ $`\mathrm{Tr}({\displaystyle \frac{𝒲_\alpha 𝒲^\alpha }{x\mathrm{\Phi }}}),`$
$`T(x)`$ $`=`$ $`\mathrm{Tr}({\displaystyle \frac{1}{x\mathrm{\Phi }}}).`$ (4.1)
The knowledge of $`R(x)`$ and $`T(x)`$ allows to compute all the vacuum expectation values of operators in the chiral ring . In this section, we will discuss a possible identification of $`R`$ and $`T`$ with geometrical quantities. In the case of pure gauge, $`R`$ can be related to the meromorphic function $`y`$ defining the curve (see equation (2.10)) while $`T(x)dx`$ becomes a meromorphic differential on the curve .

### 4.1 Identification of the resolvents

We expect that, as in , $`R(x)`$ is identified with the matrix model resolvent

$$R(x)=S\omega (x).$$
(4.2)
In the case of pure gauge, this identification descends from the comparison of the matrix model loop equations with the Ward identities in field theory . As shown in , the equations for $`R(x)`$, which can be deduced in the quantum field theory using the Konishi anomaly, are formally identical to the matrix model Ward identities for $`\omega (x)`$. In our case, the Ward identities are more complicated to write (some explicit relations are discussed in the Appendix), but we expect that the general philosophy still applies.

Quantum mechanically, we may expect that small cuts are opened around the classical eigenvalues of $`\mathrm{\Phi }`$, analogously to what happens for the matrix model. Integrals of $`R(x)`$ around a critical point of $`W`$ define the condensates $`\mathrm{Tr}(W_\alpha W^\alpha )_{(i)}`$. The contour integrals of $`R`$ around a cut are mapped to integrals of $`\omega (x)`$ around its cut in the matrix model plane (these cuts are indicated with dotted lines in figure 2), which define the quantities $`S_i`$

$$\mathrm{Tr}(W_\alpha W^\alpha )_{(i)}=\frac{1}{2\pi i}R(x)𝑑x=\frac{1}{2\pi i}S\omega (x)𝑑x=S_i.$$
(4.3)
From quantum field theory it is also obvious that the integrals of $`T(x)`$ around a critical point of $`W`$ are integers

$$\frac{1}{2\pi i}T(x)𝑑x=N_i.$$
(4.4)
In analogy with , we may expect $`T(x)`$ to be associated with a differential on the Riemann surface. Consider the differential

$$t(x)dx=\left[T\left(x\frac{i}{2}m\right)T\left(x+\frac{i}{2}m\right)\right]dx;$$
(4.5)
in a similar way as for the matrix model resolvent, the residue cancels from the two $`\pm im/2`$ pieces, and the differential is holomorphic around $`x=\mathrm{}`$. We now conjecture that $`t(x)dx`$ can be extended to a holomorphic differential defined on the entire Riemann surface. Its periods around the $`A_i`$ cycles are $`N_i`$, by equation (4.4). These are the same $`A_i`$ periods as $`dz`$. Since an holomorphic differential is completely specified by its $`A_i`$ periods we conclude that

$$\mathrm{\Omega }dz=\frac{1}{2\pi i}t(x)dx=\frac{1}{2\pi i}\left[T\left(x\frac{i}{2}m\right)T\left(x+\frac{i}{2}m\right)\right]dx.$$
(4.6)
It then follows that also the $`B_i`$ periods are completely specified (this argument was also used in a similar way in )

$$\frac{1}{2\pi i}_{B_i}t(x)𝑑x=\tau .$$
(4.7)
The validity of equation (4.6) is strengthened by the following formal argument. Using the definition of $`dz`$ and the identification (4.2), we have

$$dz=\frac{1}{2\pi }\underset{i}{}N_i\frac{d}{dS_i}Gdx=\frac{1}{2\pi i}\underset{i}{}N_i\frac{d}{dS_i}\left[R\left(x+i\frac{m}{2}\right)R\left(xi\frac{m}{2}\right)\right],$$
(4.8)
which, by comparison with (4.6), leads to the suggestive equation

$$\frac{1}{N}\underset{i}{}N_i\frac{}{S_i}\mathrm{Tr}\left(𝒲_\alpha 𝒲^\alpha \frac{1}{x\mathrm{\Phi }}\right)=\mathrm{Tr}\left(\frac{1}{x\mathrm{\Phi }}\right).$$
(4.9)
### 4.2 Field theory expectation values

We can use $`t(x)dx`$ to compute the field theory expectation values of $`\mathrm{Tr}\mathrm{\Phi }^k`$. To this purpose, we can integrate $`x^kt(x)dx`$ on a small contour around $`x=\mathrm{}`$,

$$\mathrm{Tr}\left[(\mathrm{\Phi }+\frac{i}{2}m)^k(\mathrm{\Phi }\frac{i}{2}m)^k\right]=_{\mathrm{}}x^k𝑑z.$$
(4.10)
We can deform the previous contour integral in the $`x`$ plane until it encircles the cycles $`A_i`$ and $`A_i^{}`$ (see figure 2), obtaining

$$_{\mathrm{}}x^k𝑑z=\underset{i}{}(_{A_i}x^k𝑑z+_{A_i^{}}x^k𝑑z)=\underset{i}{}\left[(x_0^{(i)}+i\frac{m}{2})^k(x_0^{(i)}i\frac{m}{2})^k\right]𝑑z,$$
(4.11)
where $`x_0^{(i)}(z)`$ are maps from the $`A`$ cycle of the base torus to contours around the cuts of the resolvents on the real axis (indicated by dots in figure 2). We call $`C_i`$ these contours. Comparing equations (4.10) and (4.11) we obtain the useful formula

$$\mathrm{Tr}\mathrm{\Phi }^k=\underset{i}{}_{C_i}x^k𝑑z=\underset{i}{}x_0^{(i)}(z)^k𝑑z.$$
(4.12)
Formula (4.12) was derived in  in the case of a single cut.

We can also compute the vacuum value of the effective potential in terms of the function $`x_0`$. This will also strengthen our identification of $`t(x)dx`$ with $`dz`$. On shell, we can write $`W_{\mathrm{eff}}`$ as

$$\underset{i}{}\left(_{A_i}𝑑z_{B_i}G𝑑x_{B_i}𝑑z_{A_i}G𝑑x\right).$$

By Riemann bilinear relations , this expression is also equal to Res$`{}_{\mathrm{}}{}^{}(z(x)G(x)dx)`$. The $`U`$ piece in the definition (2.4) of $`G`$ is the only one which can contribute to this residue. We can at this point try to invert the proof of the Riemann bilinear relations. To this purpose we choose a base point, say on the real axis of $`x`$, and modify all the $`A_i`$ and $`B_i`$ periods in such a way that they bound a simply connected region (see figure 2). This way we build a polygon whose sides are $`A_i`$, $`B_i`$ and their opposites $`A_i^{}`$, $`B_i^{}`$, identified in such a way as to reconstruct the Riemann surface $`\mathrm{\Sigma }`$, similarly to . In the interior of this polygon (a simply connected region) the function $`z`$ is well-defined. The Riemann bilinear relations are then demonstrated by deforming a contour integral of $`zGdx`$ around $`x=\mathrm{}`$ to the perimeter of the polygon and by exploiting the periodicities of $`z`$. If we now substitute $`G(x)`$ with $`U(x)`$, we obtain extra contributions coming from the fact that $`U(x)`$ is a well defined function on the plane $`x`$ but not on the Riemann surface. But we can now exploit that to our advantage:

$`W_{\mathrm{eff}}=\mathrm{Res}_{\mathrm{}}(zUdx)={\displaystyle \underset{i}{}}\left({\displaystyle _{A_i+A_i^{}}}zU𝑑x+{\displaystyle _{B_i+B_i^{}}}zU𝑑x\right)`$
$`={\displaystyle \underset{i}{}}\left({\displaystyle _{A_i}}(z+\tau )U(x_0+i{\displaystyle \frac{m}{2}})+{\displaystyle _{A_i^{}}}zU(x_0i{\displaystyle \frac{m}{2}})𝑑x{\displaystyle _{B_i}}U𝑑x\right)`$
$`={\displaystyle \underset{i}{}}\left({\displaystyle _{C_i}}zW^{}(x)𝑑x{\displaystyle _{B_i}}U(x)𝑑x\right)`$
$`={\displaystyle \underset{i}{}}\left({\displaystyle _{C_i}}W(x)𝑑z\right)+N{\displaystyle _{im/2}^{im/2}}U(x)𝑑x.`$ (4.13)
In second line of 4.2, we first used equation (2.5) and the fact that $`U(x)`$ is not well-defined on $`\mathrm{\Sigma }`$ to evaluate the integrals over $`A_i`$; the integrals over $`B_i`$ instead just behave as for the usual Riemann argument. We have also used that $`_{A_i}U=0`$. We then integrated by parts the integrals over $`C_i`$, and then used appropriate integrals of (2.5) again to put the second piece in the final form.

The final expression for $`W_{\mathrm{eff}}`$ in (4.2) is consistent with the identification (4.12). Indeed, if $`W_pg_p\mathrm{Tr}\mathrm{\Phi }^p`$, we know $`W_{\mathrm{eff}}=g_p\mathrm{Tr}\mathrm{\Phi }^p`$. So equation (4.2) can be written as

$$\underset{i}{}_{C_i}W(x)𝑑z\underset{k}{}g_k\mathrm{Tr}\mathrm{\Phi }^k,$$
(4.14)
modulo pieces which, for a given $`W`$, depend on $`g_k`$, but not on $`\tau `$ and on the choice of a particular vacuum. Formula (4.2) was derived in a different way in the one-cut case in .

Formula (4.12) gives a prescription for computing the quantities $`<\mathrm{Tr}\mathrm{\Phi }^k>`$ purely in terms of matrix model data; the function $`x_0(z)`$ can be interpreted as the quantum distribution of field theory eigenvalues. We should note, however, that there is an ambiguity in the definition of $`<\mathrm{Tr}\mathrm{\Phi }^k>`$ in field theory. The condensates can be computed as the order parameters $`u_k=<\mathrm{Tr}\mathrm{\Phi }^k>_{𝒩=2}`$ of the $`𝒩=2`$ vacuum that is selected by the potential $`W(\mathrm{\Phi })`$. In presence of a mass $`m`$, $`u_k`$ can mix with all the other order parameters $`u_j,j<k`$ . The results for the condensates obtained with different methods could be related by a change of basis in the $`u_i`$; consistency requires the coefficients of such redefinition to be vacuum independent. In the case of a single cut, it was explicitly checked in  that the condensates computed with the matrix model prescription are indeed related by a vacuum-independent redefinition to the condensate computed using the Donagi-Witten curve.

AcknowledgmentsWe would like to thank Annamaria Sinkovics and Stefan Theisen for interesting discussions. This work is partially supported by the EU contract HPRN–CT–2000–00122. M.P. is supported by the European Commission Marie Curie Postdoctoral Fellowship under contract number HPRN–CT–2001–01277. A. Z. are partially supported by INFN and MURST, and by the European Commission TMR program HPRN-CT-2000-00131, wherein he is associated to the University of Padova.

## 5 Appendix: Loop equations

The identifications of Section 4 could be strengthened by comparing the matrix model loop equations with the Konishi anomaly equations in field theory. A complete set of loop equations uniquely determining the resolvents would also give a convenient description of the off-shell theory. In the case of pure gauge, the loop equations for the matrix model give relation (2.10) for $`y=W^{}(x)2\omega (x)`$, which uniquely determines the Riemann surface associated with the matrix model; this result is also valid off-shell. In the case of $`𝒩=1^{}`$, the loop equations are more complicated. Here we will make a first step in the study of the loop equations and we derived a suggestive relation satisfied by the resolvent. In the following, we will refer to the Ward identity for the matrix model, which are identities for $`\omega (x)`$. As shown in , identical equation for $`R(x)`$ can be deduced from the quantum field theory Ward identities. Identities for $`T(x)`$ are then obtained by differentiating those for $`R(x)`$, as a consequence of the superfield formalism introduced in .

The best way to find the loop equations is to consider the matrix model before integrating out $`\widehat{X}`$ and $`\widehat{Y}`$ (1.1), and making appropriate changes of coordinates . The ones we consider here are

$$\delta \widehat{\mathrm{\Phi }}=\frac{1}{x\widehat{\mathrm{\Phi }}},\delta \widehat{X}=\frac{1}{x\widehat{\mathrm{\Phi }}+i\frac{m}{2}}\widehat{X}\frac{1}{x\widehat{\mathrm{\Phi }}i\frac{m}{2}}.$$

The equations that we get from these are

$$\begin{array}{ccc}& & \omega ^2(x)=\mathrm{Tr}\left[\left(W^{}(\widehat{\mathrm{\Phi }})+[\widehat{X},\widehat{Y}]\right)\frac{1}{x\widehat{\mathrm{\Phi }}}\right],\hfill \\ & & \omega \left(x+i\frac{m}{2}\right)\omega \left(xi\frac{m}{2}\right)=\mathrm{Tr}\left(\widehat{Y}\widehat{X}\frac{1}{x\widehat{\mathrm{\Phi }}i\frac{m}{2}}\widehat{X}\widehat{Y}\frac{1}{x\widehat{\mathrm{\Phi }}+i\frac{m}{2}}\right).\hfill \end{array}$$
(5.15)
By considering repeated translations of (5.15) by $`\pm im/2`$, we can find a combination in which $`\widehat{X}`$ and $`\widehat{Y}`$ disappear:

$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\left[\omega \left(x+i(n+2)\frac{m}{2}\right)\omega \left(x+in\frac{m}{2}\right)\right]^2=2\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}\mathrm{Tr}\left[\frac{W^{}(\widehat{\mathrm{\Phi }})}{x\widehat{\mathrm{\Phi }}+in\frac{m}{2}}\right].$$
(5.16)
One can actually write this equation in terms of $`G`$ by completing a square. Defining $`X_n(x)X(x+in\frac{m}{2})`$ for any function $`X(x)`$, we have

$$\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}G_n^2=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}U_n^22\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}f_n,$$
(5.17)
where we have defined $`f(x)=\mathrm{Tr}[W^{}(\widehat{\mathrm{\Phi }})W^{}(x))/(x\widehat{\mathrm{\Phi }})]`$. The formal analogy with the pure gauge case is evident. In that case, the loop equations are $`y^2=W^2+f`$. In our case, $`G`$ plays the role of $`y`$ and $`U`$ the role of $`W^{}`$. This would become of course more than an analogy if one considers the limit $`m\mathrm{}`$.

It is not clear whether equation (5.17), involving and infinite series of shifts, is well-defined. If so, it could be interpreted as an equation determining $`G`$, and implicitly $`\mathrm{\Sigma }`$, in dependence of the polynomials $`U`$ and $`f`$. It would be interesting to investigate whether $`G`$ is uniquely determined by such equation. Similar issues were studied in . It would be also interesting to study equation (5.17) after minimization, where it should be related to the Donagi-Witten curve. The form of equation (5.17) is very suggestive in comparison to the Lax matrix form of the Donagi-Witten curve given in equation (3.22). We leave the investigation of all these issues to future work.


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# Some Aspects of Additive Coalescents

## 1.  Additive coalescence in the finite setting

The additive coalescence is a simple Markovian model for random aggregation that arises for instance in the study of droplet formation in clouds , gravitational clustering in the universe , phase transition for parking , … As long as only finitely many clusters are involved, it can be described as follows. A typical configuration is a finite sequence $`x_1\mathrm{}x_n>0`$ with $`_1^nx_i=1`$, which may be thought of as the ranked sequence of masses of clusters in a universe with unit total mass. Each pair of clusters, say with masses $`x`$ and $`y`$, merges as a single cluster with mass $`x+y`$ at rate $`K(x,y)=x+y`$, independently of the other pairs in the system. This means that to each pair $`(i,j)`$ of indices with $`1i<jn`$, we associate an exponential variable $`e(i,j)`$ with parameter $`x_i+x_j`$, such that to different pairs correspond independent variables. If the minimum $`\gamma _1:=\mathrm{min}_{1i<jn}e(i,j)`$ of these variables is reached, say for the pair $`(i_0,j_0)`$, i.e. $`\gamma _1=e(i_0,j_0)`$, then at time $`\gamma _1`$, we replace the clusters with labels $`i_0`$ and $`j_0`$ by a single cluster with mass $`x_{i_0}+x_{j_0}`$. Then the system keeps evolving with the same dynamics until it is reduced to a single cluster.

An additive coalescent $`(X(t),t0)`$ started from a finite number $`n`$ of masses is a Markov chain in continuous times for which the sequence of jump times $`\gamma _1<\mathrm{}<\gamma _{n1}`$ has a simple structure. Specifically, the increments between consecutive coalescence times, $`\gamma _1,\gamma _2\gamma _1,\mathrm{},\gamma _{n1}\gamma _{n2}`$, are independent exponential variables with parameters $`n1,n2,\mathrm{},1`$, and are independent of the state chain $`\left(X(\gamma _k),k=0,\mathrm{},n1\right)`$. This elementary observation enables one to focus on the chain of states, and to derive simple relations with other random processes, as we shall now see.

Pitman  pointed at the following connection with random trees. Pick a tree $`\tau ^{(n)}`$ at random, uniformly amongst the $`n^{n2}`$ trees on $`n`$ labelled vertices. Enumerate its $`n1`$ edges at random and decide that they are all closed at the initial time. At time $`k=1,\mathrm{},n1`$, open the $`k`$-th edge, and say that two vertices belong to the same sub-tree if all the edges of the path connecting those two vertices are open at time $`k`$. If we denote by $`nY^{(n)}(k)`$ the ranked sizes of sub-trees at time $`k`$, then the chain $`Y^{(n)}=(Y^{(n)}(k),k=0,\mathrm{}n1)`$ has the same law as the chain of states $`(X^{(n)}(\gamma _k),k=0,\mathrm{}n1)`$ of the additive coalescent started from the initial configuration $`(1/n,\mathrm{},1/n)`$.

Forest derived at time 10 from a tree with 14 vertices

Second, we lift from  a different construction which is closely related to hashing with linear probing, cf. . We view the initial configuration $`x_1\mathrm{}x_n>0`$ as the ranked jumps of some bridge $`b=(b(u),0u1)`$ with exchangeable increments. That is we introduce $`U_1,\mathrm{},U_n`$, $`n`$ independent and uniformly distributed variables and define

$$b(u)=\underset{i=1}{\overset{n}{}}x_i\left(\mathrm{𝟏}_{\{uU_i\}}u\right),0u1.$$
(1.1)
bridge $`b`$

Next, we consider a path transformation (see the picture below) that has been introduced by Takács  and used by Vervaat  to change a Brownian bridge into a normalized Brownian excursion. Specifically, we set

$$ϵ(u)=b(u+\mu [\mathrm{mod}1])b(\mu ),0u1,$$
(1.2)
where $`\mu `$ stands for the location of the infimum of the bridge $`b`$.

excursion $`ϵ`$

Finally, for every $`t0`$, call $`t`$-interval any maximal interval $`[a,b[[0,1]`$ on which

$$tuϵ(u)<\mathrm{max}\{(tvϵ(v))^+,0vu\},\text{for all }u[a,b].$$

graph of $`vtvϵ(v)`$ and $`t`$-intervals (hatched)

It is easy to see that the $`t`$-intervals get finer as $`t`$ increases and tend to reduce to the jump times of $`ϵ`$ when $`t\mathrm{}`$. Denote by $`F(t)`$ the ranked sequence of the sums of the jumps made by $`ϵ`$ on each $`t`$-interval, and by $`0<\delta _1<\mathrm{}<\delta _{n1}`$ the jump times of $`F()`$. Then the chain $`(F(\delta _{nk1}),k=0,\mathrm{}n1)`$ has the same law as the chain of states $`(X(\gamma _k),k=0,\mathrm{}n1)`$ of the additive coalescent started from the initial configuration $`(x_1,\mathrm{},x_n)`$.

## 2. Standard and other eternal coalescents

Dealing with a finite number of clusters may be useful to give a simple description of the dynamics, however it is a rather inconvenient restriction in practice. In fact, it is much more natural to work with the infinite simplex

$$𝒮^{}=\{x=(x_1,x_2,\mathrm{}):x_i0\text{ and }\underset{i=1}{\overset{\mathrm{}}{}}x_i=1\}$$

endowed with the uniform distance. In this direction, Evans and Pitman  have shown that the semigroup of the additive coalescence enjoys the Feller property on $`𝒮^{}`$. Approximating a general configuration $`x𝒮^{}`$ by configurations with a finite number of clusters then enables us to view the additive coalescence as a Markovian evolution on $`𝒮^{}`$. It is interesting in this setting to consider asymptotics when the coalescent starts with a large number of small clusters, which we shall now discuss.

Evans and Pitman  have first observed that the so-called standard additive coalescent $`(X^{(\mathrm{})}(t),\mathrm{}<t<\mathrm{})`$ arises at the limit as $`n\mathrm{}`$ of the additive coalescent process $`(X^{(n)}(t),\frac{1}{2}\mathrm{log}nt<\mathrm{})`$ started at time $`\frac{1}{2}\mathrm{log}n`$ with $`n`$ clusters, each with mass $`1/n`$. This limit theorem is perhaps better understood if we recall the connection with the uniform random tree $`\tau ^{(n)}`$ on $`n`$ vertices that was presented in the previous section. Indeed, if one puts a mass $`1/n`$ at each vertex and let each edge have length $`n^{1/2}`$, then $`\tau ^{(n)}`$ converges weakly as $`n\mathrm{}`$ to the so-called continuum random tree $`\tau ^{(\mathrm{})}`$; see Aldous . More precisely, $`\tau ^{(\mathrm{})}`$ is a compact metric space endowed with a probability measure (arising as the limit of the masses on vertices) which is concentrated on the leaves of the tree, and a skeleton equipped with a length measure which is used to define the distance between leaves. This suggests that the standard additive coalescent might be constructed as follows: as time passes, one creates a continuum random forest by logging the continuum random tree along its skeleton and consider the ranked sequence of masses of the subtrees. This yields a fragmentation process, and the standard additive coalescent is finally obtained by time-reversing this fragmentation process. Aldous and Pitman  have made this construction rigorous; more precisely they showed that the tree $`\tau ^{(\mathrm{})}`$ has to be cut at points that appear according to a Poisson point process on the skeleton with intensity given by the length measure. This representation yields a number of explicit statistics for the standard additive coalescent. For instance, for every $`t𝐑`$, the distribution of $`X_t^{(\mathrm{})}`$ is given by that of the ranked sequence $`\xi _1\xi _2\mathrm{}`$ of the atoms of a Poisson measure on $`]0,\mathrm{}[`$ with intensity $`\mathrm{e}^t(2\pi x^3)^{1/2}dx`$ and conditioned by $`\xi _1+\mathrm{}=1`$.

The continuum random tree bears remarkable connections with the Brownian excursion (cf. for instance Le Gall ), and one naturally expects that the standard additive coalescent could also be constructed from the latter. This is indeed feasible (see  and also ) although its does not seem obvious to relate the following construction with that based on the continuum random tree. Specifically, let $`(ϵ(s),0s1)`$ be a Brownian excursion with unit duration, and for every $`t0`$, consider the random open set

$$G(t)=\{s[0,1]:tsϵ(s)<\underset{0us}{\mathrm{max}}\left(tuϵ(u)\right)\}.$$
(2.1)
Then $`G(t)`$ decreases as $`t`$ increases, and if we denote by $`F(t)`$ the ranked sequence of the lengths of its intervals components (which of course are related to the so-called $`t`$-intervals of the preceding section), then $`(F(\mathrm{e}^t),\mathrm{}<t<\mathrm{})`$ is a standard additive coalescent.

More generally, Aldous and Pitman  have characterized all the processes that may arise as the limit of additive coalescents started with a large number of small clusters. They are referred to as eternal additive coalescents as these processes are indexed by times in $`]\mathrm{},\mathrm{}[`$. They can be constructed by the same procedure as in  after replacing the continuum random tree $`\tau ^{(\mathrm{})}`$ by a so-called inhomogeneous continuum random tree.

An alternative construction was proposed in  and . Specifically, one may replace the standard Brownian excursion $`ϵ`$ by that obtained by the Takács-Vervaat transformation (1.2) where $`(b(s),0s1)`$ is now a bridge with exchangeable increments, no positive jumps and infinite variation (which arises as the limit of elementary bridges of the type (1.1), see Kallenberg ). The ranked sequence $`F(t)`$ of the lengths of the interval components of $`G(t)`$ defined by (2.1) then yields a fragmentation process, and by time-reversal, $`(F(\mathrm{e}^t),\mathrm{}<t<\mathrm{})`$ is an eternal additive coalescent.

Roughly, this construction can be viewed as the limit of that presented in Section 1 when the additive coalescent starts from a finite number of clusters.

## 3. Eternal coagulation and certain Lévy processes

A long time before the notion of stochastic coalescence was introduced, Smoluchowski  considered a family of differential equations to model the evolution in the hydrodynamic limit of a particle system in which particles coagulate pairwise as time passes. It bears natural connections with the stochastic coalescence; we refer to the survey by Aldous  for detailed explanations, physical motivations, references … Typically, we are given a symmetric kernel $`K:]0,\mathrm{}[\times ]0,\mathrm{}[[0,\mathrm{}[`$ that specifies the rate at which two particles coagulate as a function of their masses. Here, we take of course $`K(x,y)=x+y`$. If we represent the density of particles with mass $`𝚍x`$ at time $`t`$ by a measure $`\mu _t(𝚍x)`$ on $`]0,\mathrm{}[`$, then

$$\frac{𝚍}{𝚍t}\mu _t,f=\frac{1}{2}_{]0,\mathrm{}[\times ]0,\mathrm{}[}\left(f(x+y)f(x)f(y)\right)(x+y)\mu _t(𝚍x)\mu _t(𝚍y),$$
(3.1)
where $`f`$ a test function and $`\mu _t,f=f(x)\mu _t(𝚍x)`$. Motivated by the preceding section, we are interested in the eternal solutions of (3.1), in the sense that the time parameter $`t`$ is real (possibly negative). It is proven in  that every eternal solution $`(\mu _t)_{t𝐑}`$ subject to the normalizing condition $`x\mu _t(𝚍x)=1`$ (i.e. the total mass of the system is $`1`$), can be constructed as follows.

First, define the function

$$\mathrm{\Psi }_{\sigma ^2,\mathrm{\Lambda }}(q)=\frac{1}{2}\sigma ^2q^2+_{]0,\mathrm{}[}\left(\mathrm{e}^{qx}1+qx\right)\mathrm{\Lambda }(𝚍x),q0,$$
(3.2)
where $`\sigma ^2>0`$ and $`\mathrm{\Lambda }`$ is a measure on $`]0,\mathrm{}[`$ with $`(xx^2)\mathrm{\Lambda }(𝚍x)<\mathrm{}`$. We further impose that either $`\sigma ^2>0`$ or $`x\mathrm{\Lambda }(𝚍x)=\mathrm{}`$. Next, let $`\mathrm{\Phi }(,s)`$ be the inverse of the bijection $`q\mathrm{\Psi }_{\sigma ^2,\mathrm{\Lambda }}(sq)+q`$. One can check that $`\mathrm{\Phi }(q,\mathrm{e}^t)`$ can be expressed in the form

$$\mathrm{\Phi }(q,\mathrm{e}^t)=_{]0,\mathrm{}[}(1\mathrm{e}^{qx})\mu _t(𝚍x),q0,$$
(3.3)
where $`(\mu _t)_{t𝐑}`$ is then an eternal solution to Smoluchowski’s coagulation equation. For instance, when $`\sigma ^2=1`$ and $`\mathrm{\Lambda }=0`$, $`\xi `$ is a standard Brownian motion and we recover the well-known solution

$$\mu _t(𝚍x)=\frac{\mathrm{e}^t}{\sqrt{2\pi x^3}}\mathrm{exp}\left(\frac{x\mathrm{e}^{2t}}{2}\right)𝚍x,t𝐑,x>0.$$

This invites a probabilistic interpretation. Indeed, (3.2) is a special kind of Lévy-Khintchine formula; see section VII.1 in . More precisely, there exists a Lévy process with no positive jumps, $`\xi =\left(\xi _r,r0\right)`$, such that

$$𝐄\left(\mathrm{exp}\left(q\xi _r\right)\right)=\mathrm{exp}\left(r\mathrm{\Psi }_{\sigma ^2,\mathrm{\Lambda }}(q)\right),q0.$$

It is then well-known (e.g. Theorem VII.1 in ) that the first passage process

$$T_x^{(s)}:=inf\{r0:s\xi _r+r>x\},x0$$

is a subordinator with

$$𝐄\left(\mathrm{exp}\left(qT_x^{(s)}\right)\right)=\mathrm{exp}\left(x\mathrm{\Phi }(q,s)\right),q,x0,$$

where the Laplace exponent $`\mathrm{\Phi }(,s)`$ is the inverse bijection of $`q\mathrm{\Psi }_{\sigma ^2,\mathrm{\Lambda }}(sq)+q`$. Thus (3.3) can be interpreted as the Lévy-Khintchine formula for $`\mathrm{\Phi }(,s)`$, and we conclude that the eternal solution $`\mu _t`$ can be identified as the Lévy measure of the subordinator $`T^{(s)}`$ for $`s=\mathrm{e}^t`$.

This probabilistic interpretation also points at a simple random model for aggregation of intervals. Indeed, the closed range $`𝒯^{(s)}=\left\{T_x^{(s)},x0\right\}^{\mathrm{cl}}`$ of $`T^{(s)}`$ induces a partition of $`[0,\mathrm{}[`$ into a family of random disjoint open intervals, namely the interval components of $`G(s)=[0,\mathrm{}[\backslash 𝒯^{(s)}`$. We now make the key observation that

$$𝒯^{(s)}𝒯^{(s^{})}\text{for }0<s^{}<s,$$
(3.4)
because an instant at which $`rs\xi _r+r`$ reaches a new maximum is always also an instant at which $`rs^{}\xi _r+r`$ reaches a new maximum. Roughly, (3.4) means that the random partitions get coarser as the parameter $`s`$ increases; and therefore they induce a process in which intervals aggregate. The latter is closely related to a special class of eternal additive coalescents, and has been studied in  in the Brownian case, and in  in the general case.

## 4. Sticky particle systems

Sticky particle systems evolve according to the dynamics of completely inelastic collisions with conservation of mass and momentum, which are also known as the dynamics of ballistic aggregation. This means that the velocity of particles only changes in case of collision, and in that case, a heavier cluster merges at the location of the shock with mass and momentum given by the sum of the masses and momenta of the clusters involved. This has been proposed as a model for the formation of large scale structures in the universe; see the survey article . We now have two quite different dynamics for clustering: on the one hand the ballistic aggregation which is deterministic, and on the other hand the additive coalescence which is random and may appear much more elementary as it does not take into account significant physical parameters such as distances between clusters and the relative velocities. Nonetheless, there is a striking connection between the two when randomness is introduced in the deterministic model, as we shall now see.

We henceforth focus on dimension one and assume that at the initial time, particles are infinitesimal (i.e. fluid) and uniformly distributed on the line. The evolution of the sticky particle system can then be completely analyzed in terms of the entropy solution to a single PDE, the transport equation

$$_tu+u_xu=\mathrm{\hspace{0.17em}0}.$$
(4.1)
Here $`u(x,t)`$ represents the velocity of the particle located at $`x`$ at time $`t`$, and the entropy condition imposes that for every fixed $`t>0`$, the function $`u(,t)`$ has only discontinuities of the first kind and no positive jumps (the latter restriction accounts for the total inelasticity of collisions). Provided that the initial velocity $`u(,0)`$ satisfies some very mild hypothesis on its rate of growth, there is a unique weak solution to the equation (4.1) which fulfills the entropy condition, and which can be given explicitly in terms of $`u(,0)`$.

We assume that the initial velocities in the particle system are random, and more precisely

$$u(r,0)=0\text{ for }r<0\text{and}(u(r,0),r0)\stackrel{}{=}\text{ }(\xi _r,r0),$$

where $`\xi `$ denotes the Lévy process with no positive jumps which was used in the preceding section.

Roughly, the dynamics of sticky particles are not only deterministic, but also induce a loss of information as time goes by, in the sense that the initial state of the system entirely determines the state at time $`t>0`$, but cannot be completely recovered from the latter. In this direction, let us observe the system at some fixed time $`t>0`$, i.e. we know the locations, masses and velocities of the clusters at this time. Let us pick a cluster located in $`[0,\mathrm{}[`$, using for this only the information available at time $`t`$ (for instance, we may choose the heaviest cluster located at time $`t`$ in $`[0,1]`$). We shall work conditionally on the mass of this cluster, and for simplicity, let us assume it has unit mass. For every $`r]0,t[`$, denote by $`M(r)=(m_1(r),m_2(r),\mathrm{})`$ the ranked sequence of masses of clusters at time $`r`$ which, by time $`t`$ have aggregated to form the cluster we picked, so $`M(r)`$ can be viewed as a random variable with values in $`𝒮^{}`$. Then the time-changed processes

$$M\left(t\left(1\frac{t}{t+\mathrm{e}^s}\right)\right),\mathrm{}<s<\mathrm{}$$

is an eternal additive coalescent. This was established in  in the case of Brownian initial velocity; and the recent developments on eternal additive coalescents made in  show that the arguments also applies for Lévy type initial velocities.


text:
# Mergers between elliptical galaxies and the thickening of the fundamental plane

## 1 Introduction

The radii, velocity dispersions and surface brightnesses of elliptical galaxies follow a relation known as the Fundamental Plane (hereafter FP):

$$\mathrm{log}R_e=\alpha \mathrm{log}\sigma _o+\beta SB_e+\gamma ,$$
(1)
where $`R_e`$ is the effective radius, $`\sigma _o`$ is the central velocity dispersion and $`SB_e=2.5\mathrm{log}I_e`$, with $`I_e=L/2\pi R_e^2`$ (Dressler et al. 1987; Djorgovski and Davis 1987; Bender, Burstein and Faber 1992).

The existence of the FP-relation (eq. 1) is, at least in principle, easy to understand: it follows from the condition of dynamical equilibrium (‘virial theorem’), and the regular behaviour of both mass-to-light ratio and structure (approximate homology) along the luminosity sequence (Faber et al. 1987; Gunn 1989; Renzini and Ciotti 1993). The detailed implications of the observed values of the coefficients in eq. 1 remain somewhat of a mystery however.

The question we will address below is the remarkable tightness of the FP-relation in the light of galaxy encounters and mergers. Although the frequency of galaxy encounters in our neighbourhood is low, encounters and mergers appear to have been frequent in the recent past. This is illustrated for example by the large number of merging ellipticals in a cluster at $`z=0.83`$ (van Dokkum et al. 1999). These authors conclude that about $`50\%`$ of present day cluster ellipticals experienced a major merger at $`z<1`$.

One may ask, therefore, what effect encounters and mergers will have on the FP-relation, eq. 1. If pre-merger galaxies follow the FP, will the end-product of the mergers also lie on the FP? In other words, is the FP ‘conserved’ by encounters and mergers? Or, alternatively, is the FP, in part perhaps, the outcome of frequent encounters and mergers?

We have studied these questions with N-body simulations of tidal encounters and mergers. A survey has been carried out for a large range of galaxy and orbital parameters. This survey and its results will be addressed in a forecoming paper. Here we use the information relevant for the FP.

Our approach is as follows. We simulate encounters for a range of galaxy and orbital parameters. The galaxy parameters are scaled in such a way that prior to the encounter galaxies follow a FP-relation. We then measure the relevant parameters after the tidal encounter or merger and investigate how the pre-existing FP-relation is altered.

Recent work on galaxy mergers has focused on spiral galaxies (for a recent review see Naab & Burkert 2001), and work on mergers of elliptical galaxies has usually been done for purposes other than the observed FP. Levine & Aguilar (1996) performed semi-analytic calculations to see how encounters in a cluster may affect the FP.

A number of recent papers deal with the fate of satellite galaxies with dense cores, when they sink into larger elliptical galaxies, and whether or not this preserves the so called ‘core-FP’ (Weinberg 1997; Holley-Bockelmann & Richstone 1999, 2000; Merritt & Cruz 2001; Milosavljevic & Merritt 2001). The core-FP makes use of the same observables as the FP but is based on a smaller aperture. If a dense satellite preserves its core when sinking into the inner parts of the elliptical galaxy this may alter the position of the galaxy on the core-FP. To preserve the core-FP, the dense satellite core must somehow be destroyed. It has been argued that black holes may play a role in this. The regular FP will also be affected, but is not as sensitive to sinking satellites as the core FP.

A paper with a similar aim as ours is that of Capelato, de Carvalho and Carlberg (1995, hereafter CCC). CCC argue that the FP can be understood as a sequence of non-homologous systems with essentially constant $`M/L`$. However, their progenitors have soft cores (King models with $`\mathrm{log}r_t/r_c=1.03`$), and deviate substantially from real ellipticals. Moreover, violent relaxation during the interaction may alter the initial density profile, although such an effect is not observed by CCC. This has led us to study the effect of mergers on the FP again, with progenitors following the $`R^{1/4}`$ law.

## 2 The FP-relation and the virial theorem

For galaxies in equilibrium a relation analogous to equation 1 can be derived from the virial theorem (hereafter VT). This relation will serve as the basis for the comparison of our model galaxies with the observed FP.

Let $`E_\mathrm{T}`$ and $`E_\mathrm{W}`$ be the kinetic and potential energies of a (model) galaxy with mass $`M`$. Define the velocity dispersion $`v^2`$ and the gravitational radius $`R_\mathrm{G}`$ through $`Mv^2=2E_\mathrm{T}`$ and $`GM^2/R_\mathrm{G}=E_\mathrm{W}`$. Then, according to the VT: $`v^2=GM/R_\mathrm{G}`$. Following the notation of CCC we introduce the structural constants $`C_v`$ and $`C_r`$ such that

$$C_vv^2/\sigma _o^2,$$
(2)
$$C_rR_\mathrm{G}/R_e,$$
(3)
with $`\sigma _o^2`$ the projected velocity dispersion inside a fixed radius and $`R_e`$ the effective radius of the distribution of light. Then,

$$\sigma _o^2=GM/C_rC_vR_e.$$
(4)
Further, let $`I_eL/2\pi R_e^2`$, with L the total luminosity, and $`\mathrm{\Sigma }_eM/2\pi R_e^2`$. Then: $`\mathrm{\Sigma }_e/I_e=M/L`$. Equation 4 can now be written in the following form:

$$R_e=\frac{C_rC_v}{2\pi G}\frac{\sigma _o^2}{I_e(M/L)},$$
(5)
or,

$$\mathrm{log}R_e=2\mathrm{log}\sigma _o+0.4SB_e+\mathrm{log}(C_rC_v)\mathrm{log}(M/L)+\gamma ,$$
(6)
where $`\gamma `$ is a constant. In the following this relation will be called the VT-relation. The observed FP-relation is given by (e.g. Jørgensen, Franx & Kjærgaard, 1996, hereafter JFK96):

$$\mathrm{log}R_e=1.24\mathrm{log}\sigma _o+0.328SB_e+\gamma ^{}.$$
(7)
Equation 6 shows that two ingredients may explain the so-called tilt of the FP with respect to the VT-relation: a systematic change of the structure ‘constant’ $`C_vC_r`$ with $`R_e`$, (the so called ‘non-homology’), or a change of $`M/L`$ with $`R_e`$. Most ellipticals appear to obey the $`R^{1/4}`$ law. Therefore, non-homology is probably weak. On the other hand, the luminosities of elliptical galaxies correlate with colour as well as metallicity. This indicates that $`M/L`$ probably varies with L. For discussions of these issues see Renzini & Ciotti, (1993).

## 3 N-body simulations

### 3.1 The sample

We have done a survey with the intention to map the input parameters of our systems before the interaction or merger on to the parameters of the final systems. In this survey we have several models leading to mergers (those used in this chapter) and others involving different degrees of interaction. To build our initial models we used Jaffe (1983) models (which are spherical and isotropic) as initial conditions, using an algorithm developed by Smulders & Balcells (1995).

Initial models consist of at least $`10^4`$ particles. Although the number of particles is rather low, it is sufficient for the observables of interest. Model parameters are given in Tab. 2, which lists the model name, initial mass ratio of the progenitors, initial impact parameter, D, and orbital energy of the system. Throughout the calculations we used dimensionless units such that the constant of gravity $`G=1`$ and mass and Jaffe radius of galaxy $`P_1`$ in in Tab. 1 are equal to 1. A consistency check has been done with $`10^5`$ particles. This simulation has the same initial conditions as model $`1e`$. The results are essentially identical to the model with fewer particles. In figure 3 it lies on top of model $`1e`$.

For models involving masses different than one, the progenitor was built homologously from the progenitor of mass one, following the scaling relation $`M/R^2=constant`$ (‘Fish’s law’, Fish, 1964)

To define the initial orbit we must choose values for the impact parameter, the orbital energy and the initial separation. Three values for the impact parameter were used: zero (head-on collision), half of the radius enclosing the ‘total mass’ of the larger galaxy, and this ‘total mass’ radius (empirically determined as the radius enclosing $`99\%`$ of the mass of the galaxy). Both parabolic and hyperbolic encounters were considered. Elliptical orbits always lead to merger (Binney & Tremaine $`1987`$, fig. $`79`$) and were not included. The distance between the progenitors at the beginning of the run was set equal to the sum of the radii of both systems plus the diameter of the smaller system (this is: $`R_1+R_2+2R_1`$, where subscripts 1 and 2 refer to the smaller and larger systems respectively).

The simulations were run with Hernquist’s version of the TREECODE (Hernquist $`1990`$) on a Sun Sparc station. Softening was set to one fifth of the half mass-radius of the smaller system, while the tolerance parameter was set to $`0.8`$. Quadrupole terms were included in the force calculation. In all the simulations energy is conserved to within $`0.5\%`$, and the systems were let to evolve after merger until they were well virialized.

The merger remnants display a wide variety of morphologies. From spherical for models with a mass ratio between progenitors of $`10:1`$, to highly distorted systems for more equal masses, $`1:1`$ or $`2:1`$. Head-on collisions lead to prolate non-rotating ellipticals. In these systems the point of view variation of the FP parameters is important, given the fact that a cigar shape system can be viewed as spherical or highly flattened depending on the viewing angle. These systems are therefore expected to suffer the largest variation due to point of view with respect to their location on the FP-relation. Mergers with $`D0`$ give oblate slowly rotating systems. In these systems, a large variation with point of view is not expected.

Anisotropy has also been studied for these models, and although the progenitors are isotropic, radial and tangential anisotropies develop during the merger process, depending on the type of orbit. This is relevant for our study since anisotropy can affect the measured central velocity dispersion, also depending on the point of view, and introduce some scatter in the FP-relation.

### 3.2 The Fundamental Plane set-up

In the following sections we will study the influence of mergers on the scatter about the FP for galaxies initially on a VT-type relation, and similarly for systems placed on a FP-like relation.

The models presented here include only luminous material. Therefore, in order to place our initial models on the Fundamental Plane (FP), we have to adopt a mass-to-light ratio for the systems. In the case that we use a fixed $`M/L`$ for all our models, they will lie on the VT-relation, provided that they are built homologously fulfilling the conditions underlying equation 6. In this case, for an edge-on view of the VT-relation one should use: $`\mathrm{log}R_e`$ vs. $`\mathrm{log}(\sigma _o)+0.2SB_e`$. In order to explore the effect of merging for galaxies lying initially on the FP one must assign varying $`M/L`$ values to the progenitors. If the systems on the FP behave homologously we have the approximate relation (Renzini & Ciotti, 1993): $`\mathrm{log}(M/L)0.20\mathrm{log}(M)0.17\mathrm{log}(L)`$.

We have taken this approach using the coefficients of the FP given by JFK96, then $`\mathrm{log}L0.78\mathrm{log}M+constant`$. The luminosity of individual particles follows from $`l=L/N`$.

For the simulated systems we have measured our observables, i.e.: effective radius, mean surface brightness inside the effective radius and the central velocity dispersion, in the following way:

First, given the number of escaping particles and their luminosity, we know the total luminosity of the system (in the initial systems we have no escapers) and therefore we look, in projection, for the radius enclosing half of the luminosity. By definition, this is the effective radius. Inside this radius we calculate the mean surface brightness. In the case of the observed FP the merger remnants will have particles with different m/l ratios and so with different luminosities. Those with higher luminosity will contribute more to the central velocity dispersion. With the same criteria as before, we take $`0.2R_e`$ as the radius of the diaphragm to calculate the central velocity dispersion of the particles, luminosity weighted like:

$$\sigma _o^2=\frac{N_1l_1(\sigma _o^2)_1+N_2l_2(\sigma _o^2)_2}{N_1l_1+N_2l_2},$$
(8)
where $`N`$ is number of particles and the indices indicate different components.

Note that the velocity dispersion of the progenitor is independent of the luminosity of its particles, but this is not the case for the remnants.

The initial parameters of the VT and FP progenitors are given in Tab. 1, while values for the merger remnants are shown in Tab. 2.

## 4 Results

### 4.1 The VT-relation.

We have considered one hundred random points of view, for each of which we have computed the various observables. Our systems, as explained before, have a wide variety of morphological features. Some are prolate while others are oblate, some have radial or tangential anisotropy while others are isotropic systems, and so on. As a result, galaxies will be scattered about the VT-relation depending on the point of view.

In Fig.1 we compare our results with the VT and FP relations (eq. 6 and 7). The scatter introduced by varying the point of view is not as big as the observed scatter about the FP (dashed line, using data for ellipticals in Jørgensen et al. 1995a, 1995b), but it is not negligible. Furthermore, because our systems do not encompass the full observed range in ellipticities, point of view effects will be larger than found here, and may well be an important source of the scatter about the FP.

Taking the mean of the cloud of points for each model we obtain Fig. 2. The progenitors are plotted as large symbols and the merger remnants of different mass ratios as smaller symbols. Figure 2 shows that the merger remnants lie very close to the VT-relation of their progenitors, shown as a dashed line. This is as expected for homologous ($`R^{1/4}`$-law) systems with fixed $`M/L`$.

### 4.2 The FP-relation.

To examine the effect of mergers on the observed Fundamental Plane we use the FP-relation given by JFK96, eq. 7. Again, the FP parameters are calculated from 100 random points of view. Then, taking the mean for each of the systems we obtain Fig. 3. The initial models are given as large symbols and the merger remnants of different mass ratios as smaller symbols. The merger remnants lie very close to the original FP but the slope is slightly steeper. Our models range from equal mass mergers to mass ratios of ten to one. This confines our sample to a small region of the FP. If we scale our models to different masses the merger remnants follow the FP, with a small scatter of the order of $`0.005`$ dex, smaller than the scatter introduced by projection effects ($`0.024`$ dex).

That the merger remnants should lie so close to the FP of the progenitors is not really surprising. It is straightforward to show that for a parabolic encounter of two equal mass $`R^{1/4}`$-law progenitors, the merger remnant will lie about 0.05 dex below the FP-relation in Fig. 3 (neglecting mass loss and assuming that the merger remnant is also an $`R^{1/4}`$-law galaxy).

### 4.3 Homology vs. non-homology

Our initial models, i.e. the progenitors in the merger simulations, are homologous (spherical Jaffe models) and obey Fish’s (1964) law: $`M_1/M_2(R_1/R_2)^2`$. According to the formulation given in section 1 the homology constants are: $`C_vv^2/\sigma _o^2`$ and $`C_rR_\mathrm{G}/R_e`$. For our initial models (see also Dehnen 1993) the values for these constants are: $`C_r=2.99`$ and $`C_v=1.70`$ (due to softening the value of $`C_r`$ for the progenitors is somewhat smaller than the theoretical value).

In Fig. 4 we plot the homology constants, $`\mathrm{log}(C_v)`$ vs $`\mathrm{log}(C_r)`$ . Because the progenitors are homologous they lie at the same location. Our final systems spread out in this plot, but largely along a line $`\mathrm{log}(C_vC_r)=contant`$.

Equation 6 shows that the approximate constancy of $`C_vC_r`$ minimizes deviations from the FP-relation. $`C_vC_r`$ is essentially a mass-ratio (total mass/projected mass), but why it should show a tendency to remain approximately constant is not clear. Mergers thus do produce some non-homology, but this non-homology is masked by the near-constancy of $`C_vC_r`$.

CCC carried out merger experiments of King models with concentration parameter $`c=1.03`$ and fixed M/L. They find that substantial non-homology develops as a result of merging. ‘Second generation’ mergers show a similar effect. They conclude that the FP-relation can be largely explained by the non-homologous nature of merger remnants produced by first generation mergers or even a merger hierarchy. Simulations of Nipoti, Londrillo and Ciotti (2003) also show that the FP is (marginally) conserved in a sequence of mergers.

In our simulations the progenitors are all $`R^{1/4}`$-law galaxies and they lie on the FP-relation as a result of varying M/L. The non-homology produced by merging is weak and the FP-relation is well conserved.

Moreover, Weinberg (2001) argues that long-term dynamical evolution leads to a universal profile. If this is so, merger remnants are likely to become more homologous in the course of time.

Taking these results together we conclude that the FP is insensitive to merging.

### 4.4 Conclusions

We have performed a series of simulations of mergers of spherical Jaffe models with the aim to examine what happens to elliptical galaxies on the Fundamental Plane when they merge. In other words: is the FP destroyed or conserved during the merging process? To do so we have used purely collisionless simulations with one stellar component, and with different mass ratios for the progenitor systems. We find that mergers do not destroy the FP-relation.

As a side result from our simulations we find that projection effects lead to a small, but significant scatter, about one third of the observed scatter about the FP.

The progenitors in our simulations have the same spatial structure, but varying $`M/L`$ in order to put them on the observed FP. The merging process breaks the homology of the systems: however, since $`\mathrm{log}(C_vC_r)`$ remains more or less constant, for our merger remnants this non-homology does not lead to an appreciable scatter about the FP.