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# I. Introduction

## I. Introduction

Non-exponential relaxation behavior is found to be rather common when dealing with disordered materials like glasses, spin-glasses, disordered crystals or proteins. In the last decade particular attention has been payed to the question to which extent the relaxation is to be viewed as dynamic heterogeneous. Different experimental techniques have been invented in order to investigate the detailed nature of the relaxation particularly of amorphous systems. These techniques allow to specifically select a slow sub-ensemble and afterwards monitor its relaxation. Various applications of these techniques have shown that the primary response in amorphous polymers and supercooled liquids is to be viewed as heterogeneous in the sense that it is possible to select slow sub-ensembles relaxing at smaller rates than the average. Throughout this paper I use the definition given in ref. according to which a system will be called dynamic heterogeneous if it is possible to select dynamically distinguishable (slow and/or fast) contributions to a relaxation.

In addition it has been found that after a certain re-equilibration time the relaxation properties of the selected sub-ensemble return to those of the bulk. Therefore, these experiments indicate that the response can be described as a superposition of exponentially decaying entities with different relaxation rates. The various relaxation rates, however, are not static quantities but apparently fluctuate in time. Different interpretations have been provided for this behavior. The NMR-techniques have the advantage of a simple interpretation in terms of equilibrium 4-time correlation functions but are restricted to a rather narrow temperature regime and to certain materials. The optical deep bleach technique has the advantage that it can be applied in a wider temperature range with the shortcoming that up to now it has not been interpreted in terms of equilibrium correlation functions. At this point it is important to note that these experimental methods monitor molecular reorientations and therefore are not able to address the question of spatial aspects of the dynamic heterogeneities. The only exception is provided by a new variant of the 4d-NMR technique, which allows to extract a length scale via monitoring spin-diffusion. Originally, this technique has been applied to a polymeric liquid and later on the length scale of the dynamic heterogeneities has been extracted for low-molecular glass-forming systems. The corresponding length scales have been found to be on the order of $`1\mathrm{}4`$nm.

Another experimental technique allowing to monitor dynamic heterogeneities is provided by the nonresonant spectral hole burning (NHB) experiment. This method is based on a pump-wait-probe field sequence with a large pump field amplitude beyond the linear response regime. Though originally applied to supercooled liquids, NHB in the meantime has been used to investigate the relaxation of several materials, including disordered crystals (relaxor ferroelectrics), ion-conducting glasses and spin glasses. Also the application of NHB to a solvable glass-model has been presented. The interpretation of the obtained results has mainly been guided by the fact that via the application of a large amplitude ac field of frequency $`\mathrm{\Omega }`$ the sample absorbs energy of an amount proportional to the imaginary part of the susceptibility evaluated at the pump frequency $`\mathrm{\Omega }`$. In case of a homogeneously broadened response one does not expect that it is possible to modify the response in a frequency selective way. By contrast such a goal could be achieved if the response is given by a superposition of differently fast relaxing entities (heterogeneous scenario). This is because in this case energy absorbtion should be largest for those sub-ensembles with a relaxation time on the scale of the inverse pump frequency. This intuitive picture is confirmed in the framework of a response-theory for NHB for the particular case of stochastic dipole reorientations, which I have developed recently.

In the quoted experiments it always has been found that a frequency selective modification of the response indeed is possible. Regarding the re-equilibration of this modification, however, the results differ not only with respect to the frequency dependence but also regarding the time scale of the recovery. For the latter a time scale longer than the inverse burn frequency has been observed in the case of the relaxor ferroelectrics.

As long as one is concerned with supercooled liquids, one can safely consider the system to be in (metastable) equilibrium prior to the NHB field sequence. This, however, is not necessarily true for the relaxor materials or the spin glasses. In particular, it was argued in ref. that the results obtained for the solvable p-spin-glass model are mainly to be interpreted in terms of out-of-equilibrium effects. In equilibrium, the $`p=3`$-model studied shows an exponential relaxation at long times. Therefore, according to what was said above one does not expect to be able to select a sub-ensemble in a frequency dependent way in the equilibrated version of the model. It has to be mentioned here that dynamic heterogeneities as monitored by NHB have also been observed in Monte Carlo simulations on an equilibrated Sherrington-Kirkpatrick mean-field spin-glass model. These calculations explicitly demonstrate that from the observation of dynamic heterogeneities one cannot conclude on the existence of spatial heterogeneities. Also, this finding appears to be independent of whether the system was in thermal equilibrium before the application of the pump-field.

In this paper I consider the application of the NHB field sequence to the spherical Sherrington-Kirkpatrick (s-SK) model, i.e. the p-spin model with $`p=2`$ and the spherical ferromagnet (s-FM) in arbitrary dimension. The Langevin dynamics for these models has been solved analytically. Additionally, the s-FM model is equivalent to the O(N)-model in the limit of large N and therefore is a typical model for domain coarsening processes.

I will solely consider a thermal history protocol in which the system is quenched to a temperature below the critical temperature $`T_c`$ from infinite temperature prior to the experiment. The behavior at and above $`T_c`$ will be investigated in a forthcoming publication. Therefore, all effects observed are intimately related to the out-of-equilibrium dynamics of the model. This is because the system never reaches equilibrium in this temperature regime. The outline of the paper is as follows. In the next Section I will briefly recall the dynamic features of the models and calculate the response to the NHB field sequence in second order regarding the pump-field amplitude and linearly in the small step-field. In Section III the results of the calculations are presented and discussed. The paper closes with some conclusions in Section IV.

## II. NHB in spherical two-spin interaction models

The spherical models under consideration are defined by the Hamiltonian

$$𝐇=\frac{1}{2}\underset{ik}{}J_{ik}s_is_k\underset{i}{}h_is_i$$
(1)
where in case of the s-SK model the $`J_{ik}`$ are chosen at random from a Gaussian probability distribution with zero mean and variance $`\sigma =1/N`$ and are restricted to a ferromagnetic coupling $`J`$ (to be set to unity in the following) for the s-FM model on a simple hypercubic lattice in d dimensions. In addition the spin-variables are subject to the spherical constraint $`_is_i^2=N`$. The Langevin equations governing the dynamics of the model read as

$$\dot{s}_i(t)=\underset{k}{}J_{ik}s_k(t)+h_iz(t)s_i(t)+\xi _i(t)$$
(2)
where $`z(t)`$ is the Lagrange multiplier enforcing the spherical constraint and $`\xi _i(t)`$ is a $`\delta `$-correlated Gaussian white noise. These equations have been solved analytically by Cugliandolo and Dean (CD) in two papers. The dynamical properties of the s-FM model are discussed in ref.. Further information regarding the correspondence between the two models can be found in ref.. Here, I briefly summarize the results relevant in the present context.

Of particular importance are the violations of the fluctuation-dissipation theorem (FDT), which relates the response function to the time-derivative of the two-time correlation function,

$$R(\tau )=\frac{1}{T}\frac{dC(\tau )}{d\tau }$$
(3)
In particular, it has proven extremely useful in out-of -equilibrium situations to define the so-called fluctuation-dissipation ratio $`X(t,t_w)`$ via,

$$R(t,t_w)=\frac{X(t,t_w)}{T}\frac{C(t,t_w)}{t_w}$$
(4)
the limiting long-time behavior, $`X_{\mathrm{}}`$, of which is known to vanish for domain coarsening models. Here, $`t_w`$ denotes the time that has elapsed after a quench to the working temperature prior to the measurement. Also for the models considered in the present paper one has $`X_{\mathrm{}}=0`$. Thus, concerning this measure of typical distances from equilibrium, the domain coarsening models in finite dimension do not show any differences to the mean-field s-SK model.

The response of the system, $`R_h(t,t^{})=_i^Ns_i(t)\xi _i(t^{})/(2NT)`$, in the presesence of a field $`h(t)`$ can be obtained in the same way as calculated by CD for the zero field case. As shown by Berthier et al. this yields:

$$R_h(t,t^{})=\theta (tt^{})\frac{W_h(t^{})}{W_h(t)}g\left(\frac{tt^{}}{2}\right)$$
(5)
where the function $`g(t)`$ is defined by

$`g(t)=\left[\mathrm{exp}(4t)I_0(4t)\right]^d\text{s-FM}`$
$`g(t)=\mathrm{exp}(4t){\displaystyle \frac{I_1(4t)}{2t}}\text{s-SK}`$ (6)
with $`I_n(x)`$ denoting the generalized Bessel function and $`W_h(t)`$ is the solution of

$`W_h(t)^2=`$ $`g(t)+2T{\displaystyle _0^t}𝑑\tau W_h(\tau )^2g(t\tau )`$ (7)
$`+{\displaystyle _0^t}𝑑t_1{\displaystyle _0^t}𝑑t_2h(t_1)h(t_2)W_h(t_1)W_h(t_2)g\left(t{\displaystyle \frac{t_1+t_2}{2}}\right)`$
which has its origin in the normalization of the equal-time correlation, $`C(t,t)=1`$, i.e. the spherical constraint.

### Zero field response

Before I turn to the calculation of the response following the NHB pulse sequence, it is appropriate to summarize the known results for the reponse and the correlation in zero field, for a more detailed discussion see refs.. In zero field, eq.(7) simplifies to the following Volterra equation:

$$W(t)^2=g(t)+2T_0^t𝑑\tau W(\tau )^2g(t\tau )$$
(8)
For the s-SK model, this equation has been solved by CD for random initial conditions (i.e. a quench from $`T=\mathrm{}`$ at $`t=0`$). No simple analytical solution exists for the s-FM model. However, for $`t1`$ it can be shown that for $`T<T_c`$

$$W(t)^2=\frac{1}{(1T/T_c)^2}g_{as}(t)$$
(9)
Here, the asymptotic behavior of the $`g(t)`$ are given by

$`g_{as}(t)=(8\pi t)^{d/2}\text{s-FM}`$
$`g_{as}(t)=(32\pi )^{1/2}t^{3/2}\text{s-SK}`$ (10)
The critical temperatures are given by $`T_c=1`$ for the s-SK model and $`T_c`$ depends on the spatial dimension in case of the s-FM model, with $`T_c(d=3)3.9568`$. For the other dimensions used in the present paper I find $`T_c(d=5)8.6482`$, $`T_c(d=7)12.7982`$ and $`T_c(d=9)16.8579`$.

If $`t_w`$ denotes the time elapsed after a quench from $`T=\mathrm{}`$ to $`T<T_c`$, the following behavior is found for $`R(t+t_w,t_w)`$ from eqns.(5,9,Zero field response) in the limit of long $`t_w`$:

$`R(\tau +t_w,t_w)=\lambda ^{ϵ/4}g(\tau /2)\text{with}\lambda ={\displaystyle \frac{t_w}{t_w+\tau }};t_w1`$
$`ϵ=d\text{(s-FM)};ϵ=3\text{(s-SK)}`$ (11)
From this expression it is evident already that the dynamic properties of the s-SK model are very similar to those of the s-FM in $`d=3`$. Therefore, the following expressions are given for the s-FM model. The only differences between the s-FM model in $`d=3`$ and the s-SK model stem from the different prefactors in eq.(Zero field response). In particular, it is evident from eq.(Zero field response) that the temperature is an irrelevant variable in the whole low-temperature phase.

Two time-sectors are to be distinguished:

* For short times $`\tau `$ such that $`\tau t_w`$ \- the so-called stationary regime - one has $`\lambda 1`$ and accordingly:

$$R(\tau +t_w,t_w)=R(\tau )=g(\tau /2)\tau t_w$$
(12)
In particular, in this stationary regime the FDT, eq.(3), holds. In the long time limit, $`1\tau `$, eq.(12) shows that $`R(\tau )`$ decays according to $`R(\tau )\tau ^{d/2}`$.
* In the so-called aging regime $`1\tau t_w`$, one finds from eq.(Zero field response):

$$R(\tau +t_w,t_w)=\lambda ^{d/4}(4\pi \tau )^{d/2}1\tau t_w$$
(13)
In this regime the FDT is strongly violated. If in addition $`\tau t_w`$, the response behaves as $`R(\tau ,t_w)\tau ^{d/4}`$.

The overall behavior is shown for various values of the waiting time in Fig.1. From this plot it is seen that for all dimensions shown, $`d=3,5,7`$, there is a crossover from the $`\tau ^{d/2}`$ to the $`\tau ^{d/4}`$ behavior. Also the explicit dependence on the waiting time in the aging regime is evident. It should be pointed out that the crossover from the stationary regime to the aging (domain growth) regime takes place around $`\tau t_w`$ independent of spatial dimension. Remember, that only in the stationary regime the FDT holds. In particular, the behavior of the response (and also the two-time correlation function) does not change qualitatively around $`d=4`$, above which the model behaves mean-field like concerning the statics and the exponents. (The same holds for the dynamic fluctuations, as will be shown elsewhere.)

The above discussion shows that the relaxation is extremely non-exponential. Therefore, the question as to what extent the response can be viewed as dynamic heterogeneous naturally arises.

### Nonresonant hole burning

In the following, the response will be calculated for the NHB-field-sequence, cf. Fig.2. At $`t=0`$ the system is quenched from $`T=\mathrm{}`$ to the working temperature $`T`$. One (or more) cycles of the pump-field $`h_p(t)=h_p\mathrm{sin}[\mathrm{\Omega }(tt_q)]`$ are applied after a time $`t_q`$ has elapsed. Following a waiting time $`t_w`$ the response $`R^{}(\widehat{t}+\tau ,\widehat{t}+\tau ^{})`$ is measured, where I defined

$$\widehat{t}=t_q+t_p+t_w\text{and}t_p=2N\pi /\mathrm{\Omega }$$

for brevity. Here, $`N`$ denotes the number of cycles of the sinusoidal pump-field. In the following calculations of $`R^{}`$ the $`W_h(t)`$ are needed in second order with respect to the pump-field amplitude $`h_p`$. From eq.(7) it is evident that a perturbation expansion follows from

$$W_{h_p}(t)^2=W(t)^2+h_p^2\mathrm{\Delta }(t)^2+𝒪(h_p^4)$$
(14)
Inserting this expression into eq.(7) yields eq.(8) for the zero’th order term and, assuming a time-dependent field of the form $`h(t)=h_p\mathrm{sin}[\mathrm{\Omega }(tt_q)]\theta (tt_q)`$ according to Fig.2:

$`\mathrm{\Delta }(t_q+\tau )^2=2T{\displaystyle _0^\tau }𝑑s\mathrm{\Delta }(t_q+s)^2g(\tau s)+\mathrm{\Delta }_0(t_q+\tau )`$ (15)
$`\mathrm{\Delta }_0(t_q+\tau )={\displaystyle _0^{t_m}}𝑑t_1{\displaystyle _0^{t_m}}𝑑t_2\mathrm{sin}(\mathrm{\Omega }t_1)\mathrm{sin}(\mathrm{\Omega }t_2)W(t_q+t_1)W(t_q+t_2)g\left(\tau {\displaystyle \frac{t_1+t_2}{2}}\right)`$
where $`t_m=`$Min$`(\tau ,t_p)`$. Using eq.(14) the response function in $`𝒪(h_p^2)`$ then is found to be given by ($`\tau >\tau ^{}`$):

$`R^{}(\widehat{t}+\tau ,\widehat{t}+\tau ^{})=R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})+\mathrm{\Delta }R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})`$
$`R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})={\displaystyle \frac{W(\widehat{t}+\tau ^{})}{W(\widehat{t}+\tau )}}g\left({\displaystyle \frac{\tau \tau ^{}}{2}}\right)`$ (16)
$`\mathrm{\Delta }R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})={\displaystyle \frac{h_p^2}{2}}\left[{\displaystyle \frac{\mathrm{\Delta }(\widehat{t}+\tau )^2}{W(\widehat{t}+\tau )^2}}{\displaystyle \frac{\mathrm{\Delta }(\widehat{t}+\tau ^{})^2}{W(\widehat{t}+\tau ^{})^2}}\right]R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})`$
In the NHB-protocol of Fig.2, however, the response to a small step field is recorded, i.e. the integrated response (the thermoremanent magnetization):

$$\chi ^{}(\widehat{t},\tau )=\chi (\widehat{t},\tau )+\mathrm{\Delta }\chi (\widehat{t},\tau )=_0^\tau 𝑑sR^{}(\widehat{t}+\tau ,\widehat{t}+s)$$
(17)
according to eq.(Nonresonant hole burning) with the zero-field integrated response $`\chi (\widehat{t},\tau )=_0^\tau 𝑑sR(\widehat{t}+\tau ,\widehat{t}+s)`$. Eqns.(15)$`\mathrm{}`$(17) allow the calculation of the results of a NHB experiment at any desired temperature.

## III. Results and discussion

Many of the general features of the modification $`\mathrm{\Delta }\chi (\widehat{t},\tau )`$ can already be seen for $`T=0`$, which is the simplest case. Afterwards finite temperatures will be discussed as well as the dependence of the observed features on spatial dimension. Finally, a direct comparison between the three-dimensional s-FM model and the s-SK model will by carried out.

Throughout the remainder of the paper the dependence on $`\widehat{t}`$ will be skipped whenever no confusion can occur, i.e. the shorthand notation $`\chi (\tau )\chi (\widehat{t},\tau )`$ and $`\mathrm{\Delta }\chi (\tau )\mathrm{\Delta }\chi (\widehat{t},\tau )`$ will be used. Times and frequencies will be given in dimensionless units.

### A. Spherical ferromagnet

In this subsection the details of the results for calculations of the response following the NHB field sequence are discussed. The discussion is kept general with regard to spatial dimension but the actual calculations are carried out for $`d=3`$, cf. Figs.3$`\mathrm{}`$6. The dependence of the results on spatial dimension will be presented in the next subsection.

#### T=0:

For $`T=0`$, eq.(15) can be solved trivially and the modified response is easily calculated. From eq.(8) one explicitly has

$$W(t)^2=g(t)\text{and}\mathrm{\Delta }(t)^2=\mathrm{\Delta }_0(t);T=0$$
(18)
The corresponding expressions for $`\chi (\tau )`$ and $`\mathrm{\Delta }\chi (\tau )`$ are easily obtained from eqns.(Nonresonant hole burning,17).

From the discussion of the zero field response in the last section it is evident that the time $`t_q`$ elapsed after the quench and before application of the pump-field is a very important parameter. For small $`t_q`$ some transient features are expected due to the interplay of the approach of the aging-regime and the additional non-equilibrium features induced by the application of the pump-field. Of course, the cross-over to a $`\mathrm{\Omega }`$ independent behavior will depend crucially on the pump-frequency $`\mathrm{\Omega }`$ as this determines the time $`t_p`$ of the imposed non-equilibrium situation. This is demonstrated in Fig.3a, where $`\mathrm{\Delta }\chi (\tau )`$ is plotted for $`d=3`$, $`T=0`$, $`t_w=0`$, $`\mathrm{\Omega }=0.1,10`$ and several values of $`t_q`$. From this figure two features are evident immediately. First of all it is seen that $`\mathrm{\Delta }\chi (\tau )`$ is non-zero only in a limited time interval and the time of the maximum modification depends on the burn frequency $`\mathrm{\Omega }`$, thus demonstrating dynamic heterogeneous behavior. Additionally, the curves for $`t_q=0`$ differ from the others in that they change from positive to negative values in a limited time range. This transient behavior also depends on $`\mathrm{\Omega }`$. However, it is always possible to choose $`t_q`$ in a way that the mentioned interplay between the two sources of transient features can be neglected. Thus, it is interesting to consider the asymptotic regime determined by

$$t_q1\text{where}t_q=t_q(\mathrm{\Omega }).$$

The detailed dependence of $`t_q`$ on $`\mathrm{\Omega }`$ has to be found empirically in the sense that no transient effects should show up in the modified response for a given pump frequency $`\mathrm{\Omega }`$. In order to further demonstrate the relative independence of the results from the chosen value of $`t_q`$, in Fig.3b I have plotted the value of the maximum modification, $`\mathrm{\Delta }\chi _{max}=\mathrm{\Delta }\chi (\tau _{max})`$ vs. $`t_q`$ for $`\mathrm{\Omega }=0.01,0.1,10`$ in a scaled way. This plot demonstrates the features already mentioned above. For small $`t_q`$ there is some time interval in which $`\mathrm{\Delta }\chi (\tau )`$ is negative and therefore the maximum is reduced. The small hump around $`t_q2\pi /\mathrm{\Omega }`$ in the curves is roughly located at those values of $`t_q`$ where also the negative part vanishes. Finally for long $`t_q`$ a plateau is observed and the results are independent of $`t_q`$. Obviously, the minimum value of $`t_q`$ satisfying the constraint that $`\mathrm{\Delta }\chi (\tau )`$ is independent of $`t_q`$ depends on $`\mathrm{\Omega }`$. In the whole range of $`\mathrm{\Omega }`$ considered in the present paper it turned out that a value of $`t_q=10^6`$ is sufficient. Therefore all further calculations are performed for $`t_q=10^6`$ unless stated otherwise. (I have checked via explicit calculations that $`\chi (t_q+t_p,\tau )\chi (t_q,\tau )0`$ independent of $`\mathrm{\Omega }`$. Otherwise, the interpretation of the $`\mathrm{\Omega }`$-dependence of $`\mathrm{\Delta }\chi (\widehat{t},\tau )`$ in terms of dynamic heterogeneities would be meaningless.) From eqns.(Zero field response) and (15) it is seen that in this regime one has for $`\mathrm{\Delta }_0(t_q+\tau )`$ for arbitrary dimension ($`t_m=`$Min$`(\tau ,t_p)`$):

$$\mathrm{\Delta }_0(t_q+\tau )=(8\pi )^{d/2}_0^{t_m}𝑑t_1_0^{t_m}𝑑t_2\mathrm{sin}(\mathrm{\Omega }t_1)\mathrm{sin}(\mathrm{\Omega }t_2)\frac{g\left(\tau \frac{t_1+t_2}{2}\right)}{[(t_q+t_1)(t_q+t_2)]^{d/4}}t_q1$$
(19)
This expression along with eq.(Nonresonant hole burning) for the modification of the response also explains the observed relatively weak dependence of $`\mathrm{\Delta }\chi (\tau )`$ on $`t_q`$. In lowest order $`\mathrm{\Delta }_0(\widehat{t}+\tau ^{})`$ behaves as $`t_q^{d/2}`$ and according to eq.(9) the same holds for $`W(\widehat{t}+\tau ^{})`$. Therefore, $`R`$ and $`\mathrm{\Delta }R`$ are independent of $`t_q`$ in this order and the same holds for $`\mathrm{\Delta }\chi `$. An explicit $`t_q`$-dependence enters only in higher order.

For $`T=0`$, the above expression is only needed for $`t_m=t_p=2N\pi /\mathrm{\Omega }`$, where $`N`$ denotes the number of cycles of the sinusoidal field. The reason for the fact that smaller values of $`t_m`$ are irrelevant in this case is that according to eq.(18) $`\mathrm{\Delta }(t)^2=\mathrm{\Delta }_0(t)`$ and that the response is measured only after the pump-field is switched off. Therefore, the question as to which extent the results depend on the number of cycles naturally occurs. Fig.3c shows $`\mathrm{\Delta }\chi (\tau )`$ as a function of $`\tau `$ for $`N=1,5,10`$ for $`\mathrm{\Omega }=0.1`$. The curves for $`N=5`$ and $`N=10`$ are hardly distinguishable in this plot. The saturation of the maximum amplitude is demonstrated in Fig.3d, where $`\mathrm{\Delta }\chi _{max}`$ is plotted vs. $`N`$ for $`\mathrm{\Omega }=0.1`$ and $`10`$ ($`t_q=10^6`$). For $`N`$ values larger than roughly 6, $`\mathrm{\Delta }\chi _{max}`$ become $`N`$-independent. In all of these calculations one has $`t_qt_p`$, whereas the opposite limit is met at small $`t_q`$ as discussed above, although for $`N=1`$. This demonstrates that the field sequence of NHB is unable to drive the system much further away from equilibrium than it already is due to the quench at $`t=0`$.

After this consideration of the influence of the parameters $`t_q`$ and $`N`$ now the more important issue of the $`\mathrm{\Omega }`$-dependence of $`\mathrm{\Delta }\chi (\tau )`$ will be discussed. Before presenting the results of model calculations it is instructive to investigate analytically the limiting behavior of $`\mathrm{\Delta }_0(t_q+\tau )`$ according to eq.(19) which in turn determines the behavior of $`\mathrm{\Delta }\chi (\tau )`$. One finds that $`\mathrm{\Delta }_0`$ vanishes in the limits of large and small $`\mathrm{\Omega }`$ according to

$`\mathrm{\Omega }0:\mathrm{\Delta }_0(\widehat{t}+\tau )\mathrm{\Omega }^{d/22}(\mathrm{\Omega }t_q1)`$
$`\mathrm{\Delta }_0(\widehat{t}+\tau )\mathrm{\Omega }^{d2}(\mathrm{\Omega }t_q1)`$ (20)
$`\mathrm{\Omega }\mathrm{}:\mathrm{\Delta }_0(\widehat{t}+\tau )\mathrm{\Omega }^4\text{ d}`$
demonstrating that the modification induced by the NHB pulse sequence in principle depends on $`\mathrm{\Omega }`$. The universal $`\mathrm{\Omega }^4`$-dependence for large $`\mathrm{\Omega }`$ can easily be understood by slightly rewriting eq.(15) in the form ($`M\mathrm{\Omega }t_m`$)

$$\mathrm{\Delta }_0(t_q+\tau )=\mathrm{\Omega }^2_0^M𝑑t_1_0^M𝑑t_2\mathrm{sin}t_1\mathrm{sin}t_2W\left(t_q+\frac{t_1}{\mathrm{\Omega }}\right)W\left(t_q+\frac{t_2}{\mathrm{\Omega }}\right)g\left(\tau \frac{t_1+t_2}{2\mathrm{\Omega }}\right)$$

The behavior for large $`\mathrm{\Omega }`$ is obtained via second-order expansions of $`W(t_q+\mathrm{\Omega }^1x)`$ and of $`g(\tau \mathrm{\Omega }^1x)`$. In a simple calculation one then finds the quoted $`\mathrm{\Omega }^4`$ behavior. Therefore, this represents a universal result which is valid for any model obeying eq.(15). As the $`\mathrm{\Omega }`$-dependence of $`\mathrm{\Delta }_0(t_q+t)`$ uniquely determines the one of $`\mathrm{\Delta }(t_q+t)^2`$, this result additionally holds for all temperatures, including the disordered paramagnetic phase.

In Fig.4a the dependence of $`\mathrm{\Delta }\chi (\tau )`$ on $`\mathrm{\Omega }`$ is demonstrated in detail for $`d=3`$. It is clearly seen that $`\mathrm{\Delta }\chi (\tau )`$ shows a very pronounced $`\mathrm{\Omega }`$-dependence for $`\mathrm{\Omega }<0.1`$ which, however, diminishes with increasing $`\mathrm{\Omega }`$. Additionally, it is evident that the spectral modifications become ’broader’, i.e. are non-vanishing in a larger time interval, as $`\mathrm{\Omega }`$ decreases.

In Fig.4b I have plotted the time of the maximum modification, $`\tau _{max}`$ vs. $`\mathrm{\Omega }`$. From this plot one can see that $`\tau _{max}`$ varies as $`\mathrm{\Omega }^1`$ for small $`\mathrm{\Omega }`$. This is the behavior typical for an extremely broad distribution of relaxation times. Additionally, $`\tau _{max}`$ becomes independent of $`\mathrm{\Omega }`$ for $`\mathrm{\Omega }10`$. Thus, for the s-FM model in $`d=3`$, the response is dynamic homogeneous in the short time regime, whereas it is dynamic heterogeneous for long times. Therefore, the aging dynamics in this model is dynamic heterogeneous. Also, it is seen from Fig.4b that the behavior is independent of the time $`t_q`$ elapsed after the quench.

Another important question regards the time scale of the ’recovery’ of the modification, i.e. the waiting time dependence. In ref. I have found that in a model of reorientational dynamics there is no extra time scale for the recovery. However, in the experiments on the relaxor materials a very long recovery time scale has been found. In order to investigate this question, in Fig.5a I have plotted the maximum modification (normalized to the value at $`t_w=0`$), $`\mathrm{\Delta }\chi (\tau _{max})_{norm.}`$, vs. scaled waiting time $`\mathrm{\Omega }t_w`$ for a variety of burn frequencies $`\mathrm{\Omega }`$. It is evident that the life-time strongly depends on $`\mathrm{\Omega }`$ for small $`\mathrm{\Omega }`$ and that this dependence diminishes for larger $`\mathrm{\Omega }`$. It has to be mentioned at this point that the form of the modifications hardly change for different waiting times. In order to have a simple measure for the recovery times, I have fitted the curves of Fig.5a to a Kohlrausch function, $`\mathrm{exp}\{(t_w/\tau _K)^{\beta _K}\}`$, and plotted the resulting time scales $`\tau _K`$ vs. $`\mathrm{\Omega }`$ in Fig.5b. I included the time of the maximum modification for $`t_w=0`$ (cf. Fig.4b) in this plot (dot-dashed line). As the behavior of these two time scales is almost identical to within a factor of two, the conclusion to be drawn from these calculations is that there does not exist an extra time scale for the recovery in the s-FM model. This appears plausible on intuitive grounds because the only time scale set by the pump is roughly $`1/(2\pi \mathrm{\Omega })`$ in the domain growth regime and just unity ($`1/(2\pi ))`$ in the short-time regime. This is qualitatively different from a complex domain-structured system like the relaxor materials, where pinning effects play a dominant role.

#### T$`>`$0:

So far, I have considered $`T=0`$ solely. As already mentioned in the last section, the response in the ferromagnetic phase is independent of temperature. For the NHB field sequence, however, eqns.(15) and (Nonresonant hole burning) show that $`\mathrm{\Delta }R`$ and correspondingly also $`\mathrm{\Delta }\chi (\tau )`$ do depend on temperature. The physical reason for this dependence is quite clear. Though the thermal noise is irrelevant for the linear response, this changes under NHB conditions due to the aligning effect of the pump-field. Here, thermal fluctuations tend to counterbalance the induced alignment.

In order to investigate the importance of this effect, eq.(15) is solved numerically for finite temperatures for $`t_q1`$, i.e. using eq.(9) in the expression for $`\mathrm{\Delta }_0(t)`$. (To ensure that the physical solution of the equation is met, I first performed calculations for very small T, in which case eq.(15) can be solved in terms of an expansion in $`T/T_c`$.) The results of such temperature dependent calculations are shown in Fig.6a, where $`\mathrm{\Delta }\chi (\tau )`$ is plotted for various $`\mathrm{\Omega }`$ and for temperatures up to $`0.5T_c`$ using $`t_q=10^6`$ and $`t_w=0`$. Two features are evident by inspection of that plot. First, the position of the maximum modification hardly changes as a function of temperature. It should be mentioned that also the shape of the $`\mathrm{\Delta }\chi (\tau )`$ does not change as a function of temperature. This means that no effect of ’motional narrowing’ is observable.

The most prominent feature is the increasing intensity of $`\mathrm{\Delta }\chi (\tau )`$. In order to demonstrate this behavior in more detail, the intensity at the time of the maximum modification, $`\mathrm{\Delta }\chi (\tau _{max})`$, is shown as a function of reduced temperature $`1T/T_c`$ in Fig.6b for $`\mathrm{\Omega }=0.01,100`$. This plot demonstrates a scaling behavior of these quantities. The exponents, however, are different for various frequencies and do not seem to have an obvious explanation. It would be interesting to further analyze the $`\mathrm{\Omega }`$-dependence of $`\mathrm{\Delta }\chi (\tau _{max})`$, which, however, is beyond the scope of the present study.

The conclusion to be drawn from these calculations is that the effect of temperature is seen mainly in the amplitude of the modification, but narrowing effects are absent. This means that the nature of the dynamic heterogeneities are not affected by temperature-effects. Therefore, in the following, I will concentrate on $`T=0`$ for simplicity.

### B. Spherical-ferromagnet: NHB for varying dimension

In contrast to the s-SK model the s-FM model offers the opportunity to study the behavior of the observed dynamic heterogeneities as a function of spatial dimension. As already mentioned in Sect.II the fluctuation-dissipation ratio $`X_{\mathrm{}}`$ vanishes for the s-FM model independent of spatial dimension. Additionally, it is known that the usual static critical exponents take on their mean-field values for $`d>4`$ while some dynamical exponents depend on dimension for arbitrary $`d`$. The only hint for a change in the dynamic properties of coarsening models for $`d>4`$ stems from the large N-model, where it has been shown that the aging contribution to the integrated response changes qualitatively for $`d>4`$. The two-time quantities in the spherical models considered here, however, do not show any signature of a change in behavior around $`d=4`$. Therefore, in this subsection, the dependence of the behavior of $`\mathrm{\Delta }\chi (\tau )`$ and thus of the dynamic heterogeneities on spatial dimension will be investigated for $`T=0`$.

Fig.7a shows a plot of $`\mathrm{\Delta }\chi (\tau )`$ versus $`\tau `$ for $`d=5`$ (upper panel) and $`d=7`$ (lower panel), which is to be compared to Fig.4a. (I do not consider even spatial dimensions like $`d=6`$, because the calculations are much more involved for technical reasons.) In both cases the $`\mathrm{\Omega }`$-dependence is much weaker than in $`d=3`$. Whereas there is some weak $`\mathrm{\Omega }`$-dependence for $`d=5`$, such a dependence is hardly visible for $`d=7`$. To quantify this diminishing $`\mathrm{\Omega }`$-dependence, in Fig.7b I have plotted the time, $`\tau _{max}`$, of the maximum modification as a function of $`\mathrm{\Omega }`$. Whereas one has a $`\mathrm{\Omega }^1`$ dependence in the long-time regime for $`d=3`$, this is weaker, roughly $`\mathrm{\Omega }^{1/2}`$, for $`d=5`$ and finally in $`d=7`$ and $`d=9`$ there is no visible $`\mathrm{\Omega }`$-dependence. This means that the dynamics in $`d=7`$ an $`d=9`$ is dynamic homogeneous in the short-time and the long-time regime. Thus, also the aging dynamics becomes dynamic homogeneous for higher spatial dimension.

The conclusion from these calculations is that the dynamics of the s-FM model becomes dynamic homogeneous in the mean-field limit, $`d1`$. However, as pointed out earlier, the mean-field limit holds for all $`d>4`$ when concerned with static properties. For $`d=5`$, Fig.7 reveals that the aging dynamics still is heterogeneous, although the shape of an effective distribution of relaxation times is changed relative to $`d=3`$.

### C. NHB in the spherical Sherrington-Kirkpatrick model

As already noted in the preceeding section the dynamic behavior of the s-FM model in $`d=3`$ and the s-SK model is very similar in the low temperature phase. Concerning the modified response $`\chi ^{}(\tau )`$ the same holds true, in particular in the limit of large $`t_q`$. The only difference stems from the functions $`g(t)`$ occuring in the expressions for $`\mathrm{\Delta }_0(t_q+\tau )`$ and $`R(\widehat{t}+\tau ,\widehat{t}+\tau ^{})`$, eqns.(Nonresonant hole burning,19), for the two models. Plotting the two functions $`g_{FM}(t)`$ and $`g_{SK}(t)`$ reveals that $`g_{FM}(t)g_{SK}(t/3)`$ in a good approximation for moderate $`t`$ and asymptotically one has $`g_{SK}(t)[(8\pi )^{3/2}/(32\pi )^{1/2}]g_{FM}(t)12.57g_{FM}(t)`$, cf. eq.(Zero field response). For large $`\mathrm{\Omega }`$ small times $`\tau `$ are relevant and therefore one expects $`\mathrm{\Delta }\chi _{SK}(\tau )\mathrm{\Delta }\chi _{FM}(\tau )`$ to hold with the difference that the maximum modification occurs at $`\tau _{max}^{SK}3\tau _{max}^{FM}`$. On the other hand, for small $`\mathrm{\Omega }`$ long times are most important and all functions $`g(t)`$ can be replaced by their asymptotic values. Thus, one roughly has $`\mathrm{\Delta }\chi _{SK}(\tau )[(8\pi )^3/(32\pi )]\mathrm{\Delta }\chi _{FM}(\tau )`$ and $`\tau _{max}^{SK}\tau _{max}^{FM}`$. In Fig.8a I have plotted $`\mathrm{\Delta }\chi (\tau )`$ for both models for $`\mathrm{\Omega }=10^4`$ (upper panel) and $`\mathrm{\Omega }=100`$ (lower panel). Apart from a factor of two in the amplitude for the larger frequency the behavior just discussed is recovered.

Fig.8b shows the time of the maximum modification, $`\tau _{max}`$ versus frequency $`\mathrm{\Omega }`$. The full line is for the 3d s-FM, cf. Fig.4b, and the dashed line is for the s-SK model. Also included is $`(\tau _{max}^{SK}/3)`$ for $`\mathrm{\Omega }>1`$ (dot-dashed line). From the above discussion it is clear that one just finds the expected behavior: for very small $`\mathrm{\Omega }`$ one has $`\tau _{max}^{SK}\tau _{max}^{FM}`$ whereas $`\tau _{max}^{SK}3\tau _{max}^{FM}`$ holds for large $`\mathrm{\Omega }`$.

These considerations show that the qualitative behavior of the s-FM model for $`d=3`$ and the s-SK model are extremely similar in the low temperature phase, including the dynamic heterogeneities. The similarity between the 3d s-FM and the s-SK model is well known and it has been argued earlier that the s-SK model does not generically behave like a spin glas, concerning both, the statics and the dynamics.

The fact that there are dynamic heterogeneities observable in the s-SK model might appear somewhat astonishing in view of the fact that the s-SK model is a mean-field model. However, this result is not unique. The first observation of dynamic heterogeneous relaxation in a mean-field model was reported in ref.. Also the Monte Carlo simulations on the Sherrington-Kirkpatrick model mentioned above show dynamic heterogeneous behavior. The present results therefore confirm the fact that an identification of dynamic and spatial heterogeneities is not possible in general.

## IV. Conclusions

In the present paper I presented calculations of the response of simple spherical spin models to the field sequence of the nonresonant hole burning experiment, a technique allowing the detection of dynamic heterogeneities if they exist. The calculations were restricted to the generic situation of aging in the low temperature phase. It was assumed that the system is quenched from infinite temperature to $`T<T_c`$ at the beginning, correlations in the initial conditions thus being neglected completely. The equilibrium dynamics will be considered in a forthcoming publication.

The main result of the present paper is the fact that the non-equilibrium dynamics of the s-FM model in $`d=3`$ is dynamic heterogeneous in the aging regime whereas it appears homogeneous in the short-time regime. In higher dimensions, $`d7`$, the response becomes dynamic homogeneous also in the aging regime. Therefore, the nature of the aging dynamics changes and in the mean-field limit, $`d1`$, the model displays homogeneous dynamics. This is what one would expect as in this limit each spin interacts with an infinite number of neighboring spins. However, for the s-SK model, a simple mean-field spin glass model, a behavior very similar to that of the s-FM model in $`d=3`$ is found. This explicitly demonstrates that the existence of dynamic heterogenities does not tell us anything about spatial heterogeneities in the system. Furthermore, a strongly heterogeneous dynamics has also been observed in the aging behavior of a short range spin glass model showing strong relations between local responses and correlations. The mere existence of dynamic heterogeneities in a short range spin glass is of course to be expected and here also the spatial aspects of these heterogeneities are of importance.

When considering the spherical two-spin interaction models, it is tempting to associate some disorder with the spherical constraint which forces the equal time correlation function to unity at all times. The lengths of the spins are not static quantities and are random to some extent. This might be viewed as a kind of ’dynamic’ disorder and the similarities between the s-FM model in $`d=3`$ and the s-SK model hint towards the irrelevance of the quenched disorder in the latter when concerned with dynamic quantities. On a speculative level the fact that the dynamics in the s-FM model becomes homogeneous for $`d1`$ can be understood from the following argument. Assuming the existence of an effective distribution of relaxation rates at a given instant of time, i.e. for a given distribution of $`s_i(t)^2`$ the width of this distribution is expected to decrease with an increasing number of nearest neighbor interactions and consequently the dynamics becomes more homogeneous. This of course does not mean that the response decays in an exponential way for large $`d`$ because the considered distribution is not a static quantity. Notice that this argument also implies that the life-time of the heterogeneities is finite. Unfortunately, NHB does not allow to determine this life-time. It is, however, important to point out that the argument concerning the increasing number of neighbors, though appealing with respect to the s-FM model, has important drawbacks. Taking it serious in case of the s-SK model would predict homogeneous dynamics in contrast to what is observed.

Although the s-FM model is a typical model for phase-ordering kinetics, there is no obvious relationship between the observed dynamic heterogeneities and the domain size distribution in a coarsening system. A possible way to investigate such a relationship could be to perform calculations on the Ising model using spatially varying magnetic fields. It would also be interesting to perform an analysis along the lines of refs. in order to see whether the dynamic heterogeneities in a coarsening system behave similar to those observed in glassy systems. Furthermore, such calculations would allow to investigate the dependence on spatial dimension and therefore to check whether the one observed in the present paper for the s-FM model also is found for other domain-coarsening models.

In summary, I have shown that heterogeneous aging can be observed in the low-temperature phase of the spherical model of a ferromagnet. The aging dynamics becomes homogeneous on increase of the spatial dimension despite the fact that no qualitative change in the two-time quantities like the correlation function or the response is observed. Quenched disorder does not play any significant role with respect to heterogeneities in spherical models.

### Acknowledgements

I thank R. Böhmer, G. Hinze, U. Häberle and R. Schilling for fruitful discussions. This work was supported by the DFG under contract Di693/1-1.

## Figure captions

The response function $`R(\tau +t_w,t_w)`$ for the s-FM model in the ferromagnetic phase, $`T<T_c`$, for $`t_w=10^2,10^3,10^4,10^5`$ (from upper to lowest line). Upper panel: $`d=3`$, middle panel: $`d=5`$, lower panel: $`d=7`$.

The field sequence for the nonresonant hole burning (NHB) experiment: A time $`t_q`$ after a quench from $`T=\mathrm{}`$ one or more cycles of a strong sinusoidal field $`h_p(t)=h_p\mathrm{sin}(\mathrm{\Omega }(tt_q))`$ are applied. After a waiting time $`t_w`$ the response to an infinitesimally small field is monitored.

a: The modification of the response, $`\mathrm{\Delta }\chi (\tau )`$ vs. $`\tau `$ for the s-FM, $`d=3`$. Upper panel: $`\mathrm{\Omega }=0.1`$; lower panel: $`\mathrm{\Omega }=10`$. The time after the quench from infinite temperature, $`t_q`$, is chosen as $`t_q=0,10,10^6`$.
b: $`\mathrm{\Delta }\chi _{max,sc.}=\mathrm{\Delta }\chi _{max}(t_q)/\mathrm{\Delta }\chi _{max}(t_q=10^6)`$ versus $`t_q`$ for $`\mathrm{\Omega }=0.01,0.1,10`$.
c: $`\mathrm{\Delta }\chi (\tau )`$ versus $`\tau `$ for $`\mathrm{\Omega }=0.1`$ and $`t_q=10^6`$ for $`N=1`$ (full line), $`N=5`$ (dashed line) and $`N=10`$ (dotted line). The curves for $`N=5`$ and $`N=10`$ are hardly to distinguish.
d: $`\mathrm{\Delta }\chi _{max,sc.}=\mathrm{\Delta }\chi _{max}(N)/\mathrm{\Delta }\chi _{max}(N=1)`$ as a function of the number of cycles of the sinusoidal field, $`N`$ ($`t_q=10^6`$).

a: $`\mathrm{\Delta }\chi (\tau )`$ vs. $`\tau `$ for $`t_q=10^6`$, $`t_w=0`$, $`d=3`$ and $`\mathrm{log}(\mathrm{\Omega })=1,0,1,2,3,4`$ (from left to right).
b: Full line: $`\tau _{max}`$ vs. $`\mathrm{\Omega }`$, dashed line: $`\mathrm{\Omega }\tau _{max}`$ vs. $`\mathrm{\Omega }`$ for $`t_q=10^6`$, $`t_w=0`$. Additionally shown as the dot-dashed line is $`\tau _{max}`$ vs. $`\mathrm{\Omega }`$ for $`t_q=1`$ and $`t_w=0`$, demonstrating that the behavior does not depende on $`t_q`$.

a: $`\mathrm{\Delta }\chi (\tau _{max})_{norm.}`$ vs. the scaled waiting time $`\mathrm{\Omega }t_w`$ for $`\mathrm{\Omega }=10^4,1,5,10,25,50,10^2`$ (from left to right).
b: Characteristic decay time $`\tau _K`$ of a Kohlrausch-fit of the from $`\mathrm{\Delta }\chi (\tau _{max})_{norm.}=\mathrm{exp}\{(t_w/\tau _K)^{\beta _K}\}`$ ($`t_q=10^6`$). The stretching parameter is approximately constant, $`\beta _K0.9`$. The dot-dashed line represents $`\tau _{max}`$ for $`t_w=0`$ for comparison, cf. Fig.4b.

a: $`\mathrm{\Delta }\chi (\tau )`$ vs. temperature for $`T=0,0.1,0.2,0.3,0.4,0.5`$ for the burn frequencies given in the respective panels. The remaining parameters are $`t_q=10^6`$, $`t_w=0`$ and $`d=3`$.
b: The value of the maximum modification, $`\mathrm{\Delta }\chi (\tau _{max})`$, vs. $`1T/T_c`$. The other parameters are the same as in a.

a: $`\mathrm{\Delta }\chi (\tau )`$ vs. $`\tau `$ for burn frequencies $`\mathrm{\Omega }=1,10,20,50,100`$ for $`d=5`$ (upper panel) and $`d=7`$ (lower panel). The remaining parameters are $`t_q=10^6`$ and $`t_w=0`$.
b: The time of the maximum modification, $`\tau _{max}`$, for $`d=3`$, $`d=5`$ and $`d=7`$ vs. $`\mathrm{\Omega }`$. In the upper panel $`\tau _{max}`$ is shown and in the lower one the product $`\mathrm{\Omega }\tau _{max}`$. Full lines are for $`t_q=10^6`$ and the dot-dashed lines for $`t_q=0`$.

a: $`\mathrm{\Delta }\chi (\tau )`$ vs. $`\tau `$ for the 3-dimensional s-FM (full line) and the s-SK model (dashed line). Upper panel: $`\mathrm{\Omega }=10^4`$ and the factors muliplying $`\mathrm{\Delta }\chi (\tau )`$ are $`N(SK)=32\pi `$ and $`N(FM)=(8\pi )^3`$. Lower panel: $`\mathrm{\Omega }=10^2`$. The remaining parameters are $`t_q=10^6`$ and $`t_w=0`$.
b: The time of the maximum modification, $`\tau _{max}`$, for the 3d s-FM model (c.f. Fig.4b, full line) and the s-SK model (dashed line) vs. $`\mathrm{\Omega }`$ for the same parameters as in a. Also included is $`\tau _{max}^{SK}/3`$ (dot-dashed line) for $`\mathrm{\Omega }>1`$.


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# Simplicial localization of monoidal structures, and a non-linear version of Deligne’s conjecture

## 0. Introduction

* Deligne’s conjecture (stated informally in a letter in 1993) states that the Hochschild cohomology $`HH(A)`$ of an associative algebra $`A`$ is a $`2`$-algebra — this means that up to homotopy it has two compatible multiplication laws.

Various versions of this conjecture have been proved, cf. e.g. , , , , , , , , . All these proofs are technical, and a more conceptual proof would certainly be desirable (we refer for example to  for a conceptual point of view on Deligne’s conjecture based on higher category theory). In the present work we state a non-linear version of this conjecture, and provide an elementary proof of it based on model category theory and simplicial localization techniques à la Dwyer-Kan.

The main result of this work is the following. It can reasonably be considered as a model category version of the well known fact that the endomorphisms of the unit of a monoidal category form a commutative monoid.

###### Theorem.

Let $`(M,,I)`$ be a monoidal model category. The simplicial set of derived endomorphisms of the unit, $`\underset{¯}{\mathrm{End}}_M(I)`$, is a simplicial $`2`$-monoid (cf. 1.2).

The theorem applies in particular when $`M`$ is the category of $`A`$-bimodules over a simplicial monoid $`A`$. Then the Hochschild cohomology $`HH(A)`$ is naturally identified with $`\underset{¯}{\mathrm{End}}_{\text{Bimod}_A}(A)`$, and hence becomes a $`2`$-monoid in sSet. This is what we refer to as the non-linear analogue of Deligne’s conjecture.

The proof of our theorem relies heavily on ideas of Segal  and Dwyer-Kan . Once the statements have been formulated in terms of Segal categories, the theorem follows from two easy observations and an application of a theorem of Dwyer and Kan.

First it is observed that if a monoidal structure on a category is strictly compatible with a notion of equivalence, the Dwyer-Kan localization is a monoid111We warn the reader that the word *monoid* is used in this work in a much weaker sense than usual, and always refers to an underlying notion of *equimorphisms*. See 1.2 for details. in the category of simplicial categories (see 1.2), and by taking the endomorphism space of the unit object we get instead a monoid in the category of simplicial monoids, i.e., what we call a simplicial $`2`$-monoid.

Second, in the case of a monoidal model category (in the sense of Hovey ), the monoidal operation does not preserve equivalences, but we observe that Hovey’s ‘unit axiom’ expresses exactly that a suitable equivalent full subcategory has the strict compatibility and hence we have reduced to the first case.

The theorem of Dwyer-Kan  describes the derived homomorphisms of a model category (the simplicial function complexes) in terms of its simplicial localization.

It is fair to point out that our viewpoint and proof do not seem to work for the original Deligne conjecture, since currently the theory of Segal categories does not work well in linear contexts (like chain complexes), but only in cartesian monoidal contexts. Also, we did not investigate the relations between $`2`$-monoids and simplicial sets with an action of the little $`2`$-cube operad, and therefore our version of Deligne’s conjecture might be considered as a bit far from the original one. However, our original motivation was not to give an additional proof of Deligne’s conjecture, but rather to try to understand it from a more conceptual point of view. The new insight provided by our approach may also shed light on related subjects. We also think it is an interesting application of simplicial localization techniques.

* We are thankful to André Hirschowitz and Clemens Berger for fruitful discussions, and to V. Hinich and A. Voronov for pointing out some references on Deligne’s conjecture. The first named author wishes to thank the University of Nice for support.

## 1. Localization of monoidal coloured categories

###### 1.1.

Coloured categories and simplicial localization. By a coloured category we mean a pair $`(C,W)`$ where $`C`$ is a category and $`W`$ is a subclass of arrows, called equimorphisms (or coloured arrows), closed under composition, and comprising all isomorphisms. Key examples are Top, sSet, and Cat with the usual notions of (weak) equivalences as equimorphisms. For the present purposes, an equally important example is sCat, the category of simplicial categories (cf. ): a simplicial functor $`F:AB`$ is coloured if $`\pi _0F:\pi _0A\pi _0B`$ is an equivalence of categories and for each pair of objects $`x,yA`$, the map $`A(x,y)B(Fx,Fy)`$ is a weak equivalence of simplicial sets.

The importance of coloured categories is that they can be localised and thus serve as context for expressing weak structures. Let CCat denote the category whose objects are coloured categories and whose arrows are functors that preserve equimorphisms. The classical notion of localization  is the functor $`\text{Ho}:\text{CCat}\text{Cat}`$ defined by formally inverting all equimorphisms. A much more sophisticated construction is the simplicial localization introduced by Dwyer-Kan , which can be seen as a derived version of Ho. It is a functor $`L:\text{CCat}\text{sCat}`$. It reflects much more homotopy theoretic information than the classical localization, and in many respects it seems to be the ‘correct’ localization, of which the classical localization is just a truncation. (Indeed, the category of connected components of $`LC`$ is equivalent to $`\text{Ho}(C)`$.)

There are several possible ways of turning CCat into a coloured category itself — the crucial desired property is that $`L`$ should be colour-preserving. For simplicity we take this as the definition: a (colour-preserving) functor $`F:(C,W)(C^{},W^{})`$ between coloured categories is called an equifunctor if $`LF`$ is an equivalence of simplicial categories.

###### 1.2.

Monoids and $`2`$-monoids. Let $`(S,W)`$ be any of the coloured categories mentioned above — in particular $`S`$ is monoidal with cartesian product as multiplication and the singleton object $``$ as unit. A monoid in $`(S,W)`$ is a functor $`X:\mathrm{\Delta }^{\text{op}}S`$ satisfying

1. $`X_0=`$
2. The natural maps $`X_kX_1\times \mathrm{}\times X_1`$ are equimorphisms ($`k1`$).

This last axiom is the Segal condition. It played a crucial rôle in Segal’s work  and was subsequently named after him by Tamsamani . A monoid homomorphism is a natural transformation of such functors. The category $`\text{Mon}(S)`$ of monoids and monoid homomorphisms is coloured via the forgetful functor to $`S`$. A $`2`$-monoid in $`(S,W)`$ is by definition a monoid in $`\text{Mon}(S)`$.

In the case $`S=\text{sSet}`$, a monoid is just a Segal category with a single object, and a $`2`$-monoid is a Segal category with a single $`0`$-cell and a single $`1`$-cell. For the basic theory of Segal categories see  or . Note that this notion of monoid makes sense only in cartesian monoidal categories (in the ususal sense), since it depends on the universal property of the product.

###### 1.3.

Monoidal categories as weak monoids. A monoidal category can be described as a sort of weak monoid object in Cat. The weakness is usually described in terms of $`2`$-cells subject to coherence constraints (e.g., as a bicategory with a single object). Here, we will adopt instead the simplicial viewpoint, and define a monoidal category as a monoid in Cat, in the sense of 1.2, conveniently hiding all questions of coherence from the user interface.

This notion is not the same as the usual one defined in terms of coherence, but since monoidal categories in either sense are equivalent to strict monoidal categories, the two notions lead to the same homotopy theory. It is not trivial to make specific translation between the two languages (cf. Leinster ; see also Segal ).

###### 1.4.

Monoidal coloured categories. A monoidal coloured category is a monoidal structure on a coloured category $`(C,W)`$ whose structure functors are colour preserving. Precisely, we define a monoidal coloured category to be a functor $`\mathrm{\Delta }^{\text{op}}\text{CCat}`$ satisfying \[S0\] and \[S1\].

###### 1.5.

Localization of monoidal coloured categories. The way we have set things up it is immediate that the localization of a monoidal coloured category is a monoidal simplicial category. Indeed, it is just the composite

$$\mathrm{\Delta }^{\text{op}}\text{CCat}\stackrel{L}{}\text{sCat}.$$

Since $`L`$ preserves the terminal object, preserves products up to equivalence (see \[25, Cor. 4.1.2\]), and preserves equivalences, this composite will again satisfy \[S0\] and \[S1\]. (Similar remarks hold of course for the classical localization.)

###### 1.6.

Endomorphisms of the unit. In fact the simplicial categories appearing in the image are all pointed — the base point is simply the image of $`[0]`$. Thus we can in a canonical way compose with the endomorphism functor $`\text{sCat}_{}\text{Mon}(\text{sSet})`$, associating to each pointed simplicial category the endomorphism monoid of the base point. This is a strict simplicial monoid, and this functor preserves products, terminal object, and equimorphisms. The whole composite is therefore a monoid object in $`\text{Mon}(\text{sSet}`$), i.e., a simplicial $`2`$-monoid. Hence:

###### Theorem 1.

Let $`((C,W),,I)`$ be a monoidal coloured category. Then $`LC(I,I)`$ is a simplicial $`2`$-monoid. ∎

## 2. Localization of monoidal model categories

Model categories are prominent examples of coloured categories, and their richer structure allows for important variations on the localization theme.

###### 2.1.

The pushout product axiom. Localization of monoidal structure in a model category $`M`$ was considered from the very beginning of model category theory: Quillen  observed that in order to induce a monoidal structure on $`\text{Ho}(M)`$, it is not necessary for a monoidal structure on $`M`$ to preserve equivalences on the nose, as in the general coloured case 1.4. It is enough that the unit is cofibrant and that $``$ satisfies the pushout product axiom: given cofibrations $`A_1A_2`$ and $`B_1B_2`$ then the induced map

$$(A_1B_2)\underset{A_1B_1}{}(A_2B_1)A_2B_2$$

is again a cofibration, and if furthermore one of the two original maps is a trivial cofibration then the induced map is too. Indeed, in this case it follows easily from Ken Brown’s Lemma that the full subcategory of cofibrant objects $`M^\text{c}`$ is a monoidal coloured category, and in any case $`M^\text{c}`$ and $`M`$ have the same homotopy type, so one can induce a monoidal structure on $`\text{Ho}(M)`$ by taking it from $`\text{Ho}(M^\text{c})`$.

###### 2.2.

The unit axiom. Later, Hovey  remarked that the requirement that the unit be cofibrant can be relaxed: assuming the pushout product axiom holds, it is enough that $`M`$ satisfies the unit axiom: for a given cofibrant replacement functor $`Q:MM^\text{c}`$, and for every cofibrant $`X`$, the composite $`QIXIXX`$ is an equivalence (and similarly from the right). In this situation, even though the multiplication law on $`M^\text{c}`$ is not unital, the induced multiplication on $`\text{Ho}(M)\text{Ho}(M^\text{c})`$ does in fact acquire a unit. This justifies the terminology of Hovey  which has become standard:

###### Definition.

A monoidal model category is a model category with a monoidal structure satisfying the pushout product axiom and the unit axiom.

The following simple observation seems not to have been made before. Assume the pushout property axiom holds in $`(M,,I)`$, and let $`M^\text{¢}`$ denote the full subcategory of all cofibrant objects together with the unit.

###### 2.3.

Lemma. The unit axiom holds in $`(M,,I)`$ if and only if $`(M^\text{¢},,I)`$ is a monoidal coloured category (i.e., the monoidal operation preserves equivalences).

###### Proof.

Simply note that the unit axiom holds for $`QI\stackrel{}{}I`$ if and only if for any cofibrant $`Z`$ with an equivalence $`Z\stackrel{}{}I`$ the conclusion of the unit axiom holds: for cofibrant $`X`$, the map $`ZXIXX`$ is an equivalence.

Now an equivalence in $`M^\text{¢}`$ is either one between cofibrant objects (which case is covered by the pushout product axiom), or of the type $`Z\stackrel{}{}I`$ (the situation just analysed), or $`I\stackrel{}{}Z`$. But this last type of equivalences is preserved under $``$, provided the unit axioms holds, as it readily follows by taking a cofibrant replacement of the map and invoking the 2-out-of-3 axiom for a model category. ∎

It is easy to see that the monoidal structure induced on $`\text{Ho}(M)`$ by Hovey’s arguments (resp. on $`LM`$) is merely the one coming from $`\text{Ho}(M^\text{¢})`$ (resp. from $`LM^\text{¢}`$) via the direct construction of 1.5. One observation is due for this to make sense:

###### 2.4.

Lemma. The full embedding $`F:M^\text{¢}M`$ induces an equivalence $`LM^\text{¢}\stackrel{}{}LM`$ of simplicial categories.

###### Proof.

In fact this is true for any full subcategory sandwiched between $`M^\text{c}`$ and $`M`$. A cofibrant replacement functor $`Q:MM^\text{c}M^\text{¢}`$ comes with natural transformations $`QF\mathrm{id}_{M^\text{¢}}`$ and $`FQ\mathrm{id}_M`$, whose components are equivalences. By standard arguments (see \[10, Lemma 8.1\] for all details), this induces an equivalence after simplicial localization. ∎

###### 2.5.

Derived endomorphisms. The derived hom set (simplicial function complex) of a pair of objects in a model category is usually defined in terms of fibrant-cofibrant resolutions functors (see e.g. ). We will denote them by $`\underset{¯}{\mathrm{Hom}}_M(,)`$. For two objects $`A`$ and $`B`$ in $`M`$, $`\underset{¯}{\mathrm{Hom}}_M(A,B)`$ is an object in sSet defined up to equivalence. Of course, $`\underset{¯}{\mathrm{Hom}}_M(A,A)`$ is denoted by $`\underset{¯}{\mathrm{End}}_M(A)`$.

A deep result of Dwyer-Kan  states that this simplicial set is equivalent to the simplicial hom sets of the simplicial localization:

$$\underset{¯}{\mathrm{Hom}}_M(A,B)LM(A,B)LM^\text{¢}(A,B).$$

(This was actually the original motivation for introducing simplicial localization.) In particular, by lemma 2.4 we have $`\underset{¯}{\mathrm{End}}_M(I)LM^\text{¢}(I,I)`$, and in combination with Theorem 1 we get

###### Theorem 2.

Let $`(M,,I)`$ be a monoidal model category. Then $`\underset{¯}{\mathrm{End}}_M(I)`$ is a simplicial $`2`$-monoid. ∎

Of course, the expression is in the above theorem really means is equivalent to the underlying simplicial set of a $`2`$-monoid in sSet.

###### 2.6 Remark.

In some cases the trick of just adding the non-cofibrant unit by hand is not appropriate: for example in K-theory one studies Waldhausen categories which are subcategories of the category of cofibrant objects, and one cannot just add the unit. In a similar vein, Spitzweck  works with a notion of monoidal model category with pseudo-unit: this pseudo-unit does not act as a unit, but its cofibrant replacements do, up to homotopy. In these cases the important structure is not the ‘unit’ itself but rather the space of cofibrant replacements. These cases are accounted for by the theory of monoidal categories with weak units, and more generally higher categories with weak identity arrows, where instead of strict identities each object has a contractible space of up-to-homotopy identity arrows. The basics of this theory is worked out elsewhere; see  for an introduction. In fact our original approach to the theorem was with weak units, but for the present purpose the $`M^\text{¢}`$ trick seems simpler.

## 3. A simplicial version of Deligne’s conjecture

###### 3.1.

Bimodules. Let $`A`$ be a simplicial monoid (in the strict sense, i.e. a simplicial object in the category of monoids), then $`A\times A^{\text{op}}`$ is again a simplicial monoid, and we can consider the category of $`(A\times A^{\text{op}})`$-modules (i.e., simplicial sets with a $`(A\times A^{\text{op}})`$-action). $`(A\times A^{\text{op}})`$-modules will be called $`A`$-bimodules, and the category of $`A`$-bimodules is denoted by $`\text{Bimod}_A`$. This category carries a natural model structure whose fibrations and equivalences are induced via the forgetful functor $`\text{Bimod}_A\text{sSet}`$ (this is standard, see e.g. Schwede-Shipley ). There is a tensor product defined on $`\text{Bimod}_A`$ as the coequalizer $`M\times A\times NM\times NM_AN`$. The bimodule $`A`$ itself is the unit for $`_A`$.

###### 3.2.

Lemma. $`(\text{Bimod}_A,_A,A)`$ is a monoidal model category.

###### Proof.

The proof of the lemma relies on a small object argument, using the standard generating sets of cofibrations and trivial cofibrations (described in ), as explained in \[11, §4.3\].

Let us recall that the forgetful functor $`\text{Bimod}_A\text{sSet}`$ possesses a left adjoint $`F:\text{sSet}\text{Bimod}_A`$, sending a simplicial set $`X`$ to the free $`A`$-bimodule $`F(X)=A\times X\times A`$. If $`I_0`$ (resp. $`J_0`$) is a set of generating cofibrations (resp. trivial cofibrations) in sSet then $`I=F(I_0)`$ (resp. $`J=F(J_0)`$) is a set of generating cofibrations (resp. trivial cofibrations) in $`\text{Bimod}_A`$.

To prove the pushout product axiom in $`\text{Bimod}_A`$ it is enough by \[11, §4.3\] to notice that for two simplicial sets $`X`$ and $`Y`$ one has a natural isomorphism of $`A`$-bimodule

$$F(X)_AF(Y)F(X\times A\times Y).$$

The pushout product axiom in $`\text{Bimod}_A`$ is then a direct consequence of the well-known facts that the functor $`F`$ is left Quillen and that the pushout product axiom holds in sSet.

It remains to prove the unit axiom in $`\text{Bimod}_A`$. For this we use the standard free resolution associated to the forgetful functor $`\text{Bimod}_A\text{sSet}`$ (see e.g. Illusie ). Let us recall that for any $`A`$-bimodule $`M`$, one constructs a simplicial object $`P_{}(M)`$ in $`\text{Bimod}_A`$, together with an augmentation $`P_0(M)M`$ such that the natural morphism

$$\underset{n\mathrm{\Delta }^{\text{op}}}{\mathrm{hocolim}}P_n(M)M$$

is an equivalence in $`\text{Bimod}_A`$. Furthermore, each $`A`$-bimodule $`P_n(M)`$ is free and given by $`P_n(M)\text{:}=F(P_{n1}(M))`$, and the various face and degeneracy morphisms are given by using the adjunction between the forgetful functor and $`F`$. Since each $`P_n(M)`$ is a cofibrant object in $`\text{Bimod}_A`$ (as it is free), we can use Hirschhorn \[9, Thm. 19.4.2\] to see that $`\mathrm{hocolim}_nP_n(M)`$ is a cofibrant model for $`M`$. To check the unit axiom it is therefore enough by \[11, §4.3\] to prove that for any simplicial set $`X`$ the natural morphism

$$(\mathrm{hocolim}_nP_n(A))_AF(X)A_AF(X)F(X)$$

is an equivalence. Clearly this morphism is isomorphic to

$$\mathrm{hocolim}_n(P_n(A)_AF(X))A_AF(X)F(X).$$

But, $`P_n(A)_AF(X)P_n(A)\times X\times A`$, at least in sSet, and therefore the morphism is in fact isomorphic, as a morphism in sSet, to

$$\mathrm{hocolim}_n(P_n(A)\times X\times A)A\times X\times A=F(X).$$

The fact that this last morphism is an equivalence follows simply from the fact that $`P_{}(A)`$ is a simplicial resolution of $`A`$ and that homotopy colimits commute, up to equivalences, with products. ∎

Note that the unit object $`A`$ of the model category $`\text{Bimod}_A`$ is not cofibrant. Indeed, cofibrant means roughly ‘free’, i.e., direct sum of copies of $`A\times A^{\text{op}}`$, but $`A`$ is rather a quotient.

###### 3.3.

The Hochschild cohomology. The Hochschild cohomology of a simplicial monoid $`A`$ can naturally be defined as

$$HH(A)\text{:}=\underset{¯}{\mathrm{End}}_{\text{Bimod}_A}(A).$$

The Hochschild cohomology of a simplicial monoid is clearly a homotopy version of its centre. Indeed, if $`M`$ is a monoid (in the category of sets), the endomorphisms of $`M`$ as a $`M`$-bimodule is naturally isomorphic to the centre of $`M`$.

There exist also more explicit descriptions of the Hochschild cohomology of a simplicial monoid $`A`$, more in the style of the Hochschild complex of an associative algebra. They can be obtained by taking explicit cofibrant replacement of $`A`$ as an $`A`$-bimodule.

Finally, Theorem 2 applies, yielding the following corollary, which we call a theorem for emphasis:

###### Theorem 3.

Let $`A`$ be a simplicial monoid. Then the Hochschild cohomology $`HH(A)`$ is a simplicial $`2`$-monoid. ∎

## 4. Higher dimensional generalization

Theorem 3 can be generalized in the following way in terms of Segal categories (starting from the observation that a simplicial monoid is a Segal $`1`$-monoid). First of all, the definition of monoids in a coloured category as described in 1.2 can be iterated. Starting by letting 0-SeMon be the coloured category of simplicial sets and equivalences, one defines (for $`d1`$) the coloured category d-SeMon of Segal $`d`$-monoids as

$$\text{d-SeMon}\text{:}=\text{Mon}\left(\text{(}\text{d-1}\text{)}\text{-SeMon}\right),$$

in the sense of 1.2.

Any Segal $`d`$-monoid $`M`$ has an underlying Segal $`1`$-monoid, which up to equivalence can be chosen to be a simplicial monoid in the usual sense (i.e. a simplicial object in the category of monoids), cf. e.g. \[10, §8\]. We define the Hochschild cohomology of a Segal $`d`$-monoid to be the Hochschild cohomology of its underlying simplicial monoid, as defined in 3.3. Theorem 3 now has the following generalization.

###### Theorem 4.

Let $`A`$ be a Segal $`d`$-monoid. Then the Hochschild cohomology $`HH(A)`$ is a Segal $`(d+1)`$-monoid. ∎

We will not include the proof of this theorem as it uses the theory of Segal categories and the so-called strictification theorem stated in . It would be interesting however to have a model category proof of Theorem 4. A possible approach would be through a suitable notion of iterated model category, which roughly would be an iterated monoidal category in the sense of , together with a compatible model category structure. Our Theorem 2 should then generalize as follows: if $`M`$ is a $`d`$-times iterated monoidal model category then $`\underset{¯}{\mathrm{End}}_M(I)`$ is a $`(d+1)`$-monoid.


text:
# Analytic treatment of a trading market model

## Abstract

We mathematically analyze a simple market model where trading at each point in time involves only two agents with the sum of their money being conserved and with neither parties resulting with negative money after the interaction process. The exchange involves random re-distribution among the two players of a fixed fraction of their total money. We obtain a simple integral nonlinear equation for the money distribution. We find that the zero savings and finite savings cases belong to different universality classes. While the zero savings case can be solved analytically, the finite savings solution is obtained by numerically solving the integral equation. We find remarkable agreement with results obtained by other researchers using sophisticated numerical techniques chat .

The distribution of wealth in a nation among its people has been of considerable interest over the ages. If one succeeds in mathematically modeling the distribution it has serious implications. One of the empirical laws known is that due to Pareto pareto  which states that the higher income group distribution decays like a power law with exponent between $`2`$ and $`3`$. On the other hand the lower income group distribution is Gibb’s like. The Gibb’s law has been numerically demonstrated to be obtainable when trading between two agents is completely random and does not involve any savings chak ; chatchak ; drag . Also the finite savings case has been studied numerically by Chakraborti and Chakrabarti chatchak . However an analytic treatment of these models is lacking and hence the present work is aimed at meeting this need.

In this paper we derive analytically an integral equation for the probability distribution function of the money in the system. The model describes trading between two agents $`i`$ and $`j`$ each with money $`m_i(t)`$ and $`m_j(t)`$ at instant $`t`$. Each agent saves a fraction $`\lambda `$ of his or her money and the rest is traded. Trading involves a random re-distribution of the money available for trading \[$`(1\lambda )(m_i(t)+m_j(t))`$\] among the two agents $`i`$ and $`j`$. After trading , i.e., at instant $`t+1`$, $`m_i(t+1)=m_i(t)+\mathrm{\Delta }m`$ and $`m_j(t+1)=m_j(t)\mathrm{\Delta }m`$ where $`\mathrm{\Delta }m=[ϵ(m_i+m_j)m_i(t)](1\lambda )`$ with $`0\lambda 1`$ and $`ϵ`$ being a random number between $`0`$ and $`1`$.

We will now derive the equilibrium distribution function $`f(y)dy`$ which gives the probability of an agent having money between $`y`$ and $`y+dy`$. We assume that, irrespective of what the starting point is, the system evolves to the equilibrium distribution after sufficiently long time. We will now consider interactions after the system has attained steady state. The joint probability that, before interaction, money of $`i`$ lies between $`x`$ and $`x+dx`$ and money of $`j`$ lies between $`z`$ and $`z+dz`$ is $`f(x)dxf(z)dz`$. Since the total money is conserved in the interaction, we let $`L=x+z`$ and analyze in terms of $`L`$. Then the joint probability becomes $`f(x)dxf(Lx)dL`$. We will now generate equilibrium distribution after interaction by noting that at steady state the distribution is the same before and after interaction. Probability that $`L`$ is distributed to give money of $`i`$ between $`y`$ and $`y+dy`$ is

$$\frac{dy}{(1\lambda )L}f(x)dxf(Lx)dL,$$
(1)
with $`x\lambda yx\lambda +(1\lambda )L`$. Thus we see that $`xy/\lambda `$ and $`x[y(1\lambda )L]/\lambda `$. Actually $`x`$ should also satisfy the constraint $`0xL`$ because the agents cannot have negative money. Thus the upper limit on $`x`$ is $`\mathrm{min}\{L,y/\lambda \}`$ (i.e., minimum of $`L`$ and $`y/\lambda `$) and the lower limit is $`\mathrm{max}\{0,[y(1\lambda )L]/\lambda \}`$. Now, we know that the total money $`L`$ has to be greater than $`y`$ so that the agents have non-negative money. Thus we get the following distribution function for the money of $`i`$ to lie between $`y`$ and $`y+dy`$

$`f(y)dy`$ $`=`$ $`dy{\displaystyle _y^{\mathrm{}}}{\displaystyle \frac{dL}{(1\lambda )L}}`$ (2)
$`{\displaystyle _{\mathrm{max}[0,\{y(1\lambda )L\}/\lambda ]}^{\mathrm{min}[L,y/\lambda ]}}𝑑xf(x)f(Lx).`$
It is of interest to note that when $`\lambda =0`$, the upper and lower limits of the $`x`$ integration become $`0`$ and $`L`$ and we get

$$f(y)dy=dy_y^{\mathrm{}}\frac{dL}{L}_0^L𝑑xf(x)f(Lx).$$
(3)
We will now provide an analytic solution for the above zero savings case. We first note that the double derivative with respect to $`y`$ of the above Eq. (3) yields

$$f^{}(y)+yf^{\prime \prime }(y)=f(y)f(0)_0^yf(x)f^{}(yx)𝑑x.$$
(4)
For small $`y`$ we assume that the function $`f(y)`$ and its first and second derivatives are well behaved. Then as $`y0`$ we get

$$f^{}(y)f(y)f(0).$$
(5)
Then the solution for small $`y`$, after using the constraint $`_0^{\mathrm{}}f(y)𝑑y=1`$, is given by

$$f(y)f(0)exp[yf(0)].$$
(6)
Next we also note that the above function (in Eq. (6)) also solves the parent Eq. (3) exactly. It is of interest to note that there are similarities between this distribution and the classical $`MaxwellBoltzmann`$ distribution with the maximum corresponding to $`y=0`$.

We will now make a few observations regarding $`f(y)`$. On examination of Eq. (2), assuming $`f(y)0`$ as $`y\mathrm{}`$ and that $`f(y)`$ is well behaved as $`y0`$, it is clear that $`lim_{y0}f(y)0`$. Physically this makes sense because if everyone has non-zero savings, then a person with zero money will, due to interactions, tend to non-zero money faster than returning to zero money. A person with zero money after a single interaction has probability $`1`$ of getting non-zero money. Also, once a person has non-zero money it takes an infinite number of interactions for that person to end up with zero money. Thus the $`\lambda =0`$ case and $`\lambda >0`$ case belong to different universality classes. Moreover $`\lambda =1`$ also belongs to a different universality because it is a static situation. Also it can be shown that for $`0<\lambda <1`$ as $`y\mathrm{}`$ the function decays exponentially.

We have solved the integral equation given by Eq. (2) for the non-trivial case of $`f(y)\delta (y)`$. Our approach is based on solving for $`f(y)`$ iteratively by starting with a trial function. To achieve convergence, we use a novel approach, wherein as soon as $`f(y)`$ is calculated at any $`y`$ it is immediately used to evaluate $`f(y)`$ at other values of $`y`$. Thus we do not need to wait till $`f(y)`$ is evaluated completely for all values of $`y`$ to use it to get the next approximation for $`f(y)`$ as one might naively expect. Details of this iterative procedure and a critical analysis will be presented elsewhere. We give here results (see Fig. 1) for integrations done with rectangular boxes of width $`0.01`$ and upper limit of $`L=10`$. All the curves are normalized and correspond to average money being unity. As $`\lambda `$ increases, for $`\lambda >0`$, the peak value of the bell-shaped curves increases and shifts to the right and also the width decreases. It is of interest to note the rather striking similarity between our plots and those reported by A. Chatterjee, B. K. Chakrabarti, and S.S. Manna chat . It is very gratifying to note that by using completely different approaches one gets very similar results which lends confidence to these approaches.

In future we hope to extend our treatment to obtain a model that is consistent with Pareto law. Numerical advances in obtaining the Pareto law have been reported in Ref. condmat .

The authors are very grateful to B. K. Chakrabarti for inspiring and useful discussions. One of the authors (S. Y.) also thanks R. Ramakumar for support and helpful discussions.

FIG. 1: Plot of the money probability distribution function for various savings values ($`\lambda =0.0,0.1,0.5,0.9`$). The average money per person is set to unity.