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# Effective degrees of freedom during the radiation era

## Abstract

We update the curves of the effective degrees of freedom for energy density $`g_{}(T)`$ and for the entropy density $`g_S(T)`$ during the era of radiation domination in the Universe. We find that a plain count of effective degrees of freedom sets an upper limit to the temperature of the quark-hadron transition at $`T_c<235`$ MeV for the energy density and $`T_c<245`$ MeV for the entropy density.

As is well known, the thermal history of the Universe during the radiation era depends on the effective degrees of freedom $`g_{eff}(T)`$ or $`g_{}(T)`$ contributed by the particles in thermal equilibrium at temperature $`T`$. The function $`g_{}(T)`$ was first computed over the eV to TeV range in 1981 Olive  and later updated in 1988 Srednicki  and 1990 Kolb , and has often been quoted without updating since then (e.g. Sarkar , Roos ). Over time our knowledge of the properties of the particles determining this function have undergone various modifications, particularly at high temperatures due to improved values for the top quark mass, improved limits for the Higgs boson, and improved detail on the hadron spectrum Hagiwara . This calls for an updating of $`g_{}(T)`$.

Recall that the light nuclei are synthesized at temperatures $`Tm_e`$ when all particles have decoupled and $`g_{}`$ receives contributions only from the three relativistic neutrino species and the photon. Each neutrino species then contributes 7/4 degrees of freedom, corrected for the evolution of the neutrino temperature through the period of $`e^\pm `$ annihilation, and the photon contributes $`g_\gamma =2`$. The function $`g_{}(T)`$ then has the low-energy limit

$$g_{}=g_\gamma +3\frac{7}{4}\left(\frac{4}{11}\right)^{4/3}3.363.$$
(1)
At temperatures above this low-energy limit but in the ‘confined’ phase below the quark-hadron phase transition $`T_c`$, the hadrons contribute by the pions, $`g_\pi =3`$, and by the low-energy tails of the heavier mesons and baryons. At all temperatures the three charged leptons contribute by $`g_{\mathrm{}}=3\times \frac{7}{2}`$, and the vector bosons by $`g_{W^\pm }=6`$ and $`g_{Z^0}=3`$. In the ‘deconfined’ phase above $`T_c`$ the hadron contributions are replaced by the six quarks, each of which contribute $`g_q=12`$, and by the gluons, $`g_g=16`$, and the Higgs boson, $`g_{H^0}=1`$. We take their masses from the Review of Particle Physics Hagiwara  which, for the $`u,d`$ and $`s`$ quarks implies current-quark masses.

The total energy density of all species in equilibrium at photon temperature $`T`$ can be written Kolb

$$\rho =\frac{\pi ^2}{30}g_{}T^4.$$
(2)
Summing over all species $`i`$ with mass $`m_i`$, the effective degrees of freedom $`g_{}`$ for the energy density is given Kolb  by

$$g_{}=\underset{i}{}\left(\frac{T_i}{T}\right)^4g_i\frac{15}{\pi ^4}_{x_i}^{\mathrm{}}\frac{(u^2x_i^2)^{1/2}u^2}{e^u\pm 1}𝑑u.$$
(3)
Here $`T_i`$ is the temperature of species $`i`$ if it has a thermal distribution with a different temperature than photons (e.g. neutrinos), $`x_im_i/T_i`$, and the $`\pm `$ sign implies + for fermions and – for bosons. A difference from Kolb and Turner Kolb  is that we neglect the chemical potential which one can do for a thermal radiation background.

The entropy density is defined by

$$s=\frac{2\pi ^2}{45}g_ST^3,$$
(4)
where $`g_S`$ is the effective degrees of freedom . The contribution from all species $`i`$ to the entropy density is then Kolb

$$g_S=\underset{i}{}\left(\frac{T_i}{T}\right)^3\frac{15g_i}{4\pi ^4}(3_{x_i}^{\mathrm{}}\frac{\sqrt{u^2x_i^2}u^2}{e^u\pm 1}du+$$

$$_{x_i}^{\mathrm{}}\frac{\sqrt{u^2x_i^2}^{3}}{e^u\pm 1}du).$$
(5)
These integrals can be evaluated numerically once one knows which particle species should be included in the sums, and what value to take for the transition temperature $`T_c`$.

To answer the first question, consider the thermalization of the $`\rho (750)`$ meson (in units of $`\mathrm{}=c=k=1`$). The $`\rho (750)`$ number density at temperature $`T=0.2`$ GeV is

$$N_\rho =n_{spin}(2\pi m_\rho T)^{3/2}e^{m_\rho /T}0.065\text{GeV}^3.$$
(6)
The cms velocity in elastic $`\pi +\rho \pi +\rho `$ collisions is $`v_{cms}0.15`$. Taking the cross-section to be about 30 mb or $`\sigma 7.7\times 10^7\text{GeV}^2`$ we find the reaction rate

$$\mathrm{\Gamma }=N_\rho v_{cms}\sigma 7.5\times 10^5\text{GeV}.$$
(7)
This should be compared to the decay rate of the rho meson, $`\mathrm{\Gamma }_\rho =0.15`$ GeV. Thus there is plenty of time for rho mesons in the tail of their thermal distribution to thermalize in collisions against pions.

One comes to the same conclusion when one studies the reaction $`\gamma +\rho \gamma +\rho `$ : the reaction rate is then $`1.7\times 10^4`$ GeV for an approximate cross-section of 0.1 mb.

One also comes to the same conclusion when one turns to heavier meson resonances and to baryon resonances. We therefore include all known meson and baryon resonances Hagiwara  up to 3 GeV mass in the sums in $`g_{}`$ and $`g_S`$ at temperatures below $`T_c`$. This is the procedure followed also by the earlier studies Olive ; Srednicki ; Kolb ; Kolb2 .

In spite of the strong exponential decrease in the number density of non-relativistic species with heavy masses $`m_i>T_c`$, such species will contribute significantly below $`T_c`$. For example the proton and neutron contribute 0.25 each to $`g_{}(T)`$ at $`T=150`$ MeV (versus an unattenuated 3.5) even though their mass of roughly 939 MeV is 6.3 times higher. The sum of unattenuated mesonic and baryonic degrees of freedom below 3 GeV mass is $`g_{mesons}=495`$ and $`g_{baryons}=320`$, respectively. As a result $`g_{}(T)`$ rises quite rapidly for temperatures above $`T=100`$ MeV.

Near the transition temperature $`T_c`$ the ideal gas approximation breaks down and the transition from the deconfined quark phase to the confined hadronic phase can only be studied with finite temperature lattice simulations. No reliable value for $`T_c`$ has yet been obtained, but it is believed to be near 170 MeV Laine . Srednicki et al. Srednicki  proposed that the transition my be smooth and bracketed by the cases $`T_c=150`$ MeV and 400 MeV. Their procedure to obtain smooth curves in the context of the ‘bag’ model has only been elucidated by Sarkar in a footnote on p. 1513 Sarkar  which refers to a private communication from K. A. Olive. But whether the change is smooth or discontinuous still remains open Laine .

In Fig. 1 we plot $`g_{}(T)`$ and $`g_S(T)`$ as (almost) discontinuous functions of $`\mathrm{log}T`$ for the range 100 GeV $`>T>`$ 10 keV. For purposes of the figure we have somewhat arbitrarily chosen the discontinuity at $`T_c=200`$ MeV (as in Kolb ) and a smoothing naive transition function that mixes the quark and hadronic phases over a range of roughly 5 MeV on either side of $`T_c`$. Since it is quite laborious to calculate the curves in Fig. 1 and difficult to read them precisely there, we give here some numerical approximations over the range $`T=155300`$ MeV. For the hadronic phase we have

$$g_{}(T)=2.388\times 10^4T^{2.287},\text{max error}5.3\%,$$

$$g_S(T)=3.631\times 10^4T^{2.192},\text{max error}5.5\%.$$
(8)
For the quark phase we have

$$g_{}(T)=24.604\times T^{0.1713},\text{max error}0.2\%,$$

$$g_S(T)=22.961\times T^{0.1810},\text{max error}0.2\%.$$
(9)
It is instructive to exhibit $`g_{}(T)`$ in the quark phase and the hadronic phase separately, as we have done in Fig. 2. This shows a very well defined cross-over at 235 MeV. Taking this temperature to be $`T_c`$ one obtains a curve which is indistinguishable from the curves in Fig. 1 (because of the logarithmic scales). The cross-over temperature is defined quite precisely due to the steepness of the hadronic phase, but it does of course depend to some extent on the precision of the hadronic resonance energies, as well as on unknown particles and interactions above 1 TeV.

Our most interesting conclusion is that a plain count of effective degrees of freedom sets an upper limit to the temperature of the quark-hadron transition. From the $`g_{}(T)`$ cross-over one has

$$T_c235\text{MeV},$$
(10)
and from the $`g_S(T)`$ cross-over

$$T_c245\text{MeV}.$$
(11)
Higher $`T_c`$ values would give an unphysical spike and lower values would increase the discontinuous drop in $`g_{}(T)`$ just below $`T_c`$.

###### Acknowledgements.

We thank Kari Enqvist and Rocky Kolb for useful discussions.


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# Gravitational Field of Static Thin Planar Walls in Weak-Field Approximation

## I Introduction

The study of the gravitational properties of topological defects from a cosmological point of view is not an academic exercise VILENKINBOOK . Topological defects can be point-like (monopoles), string-like (cosmic strings) or planar (domain walls), depending on the particle physics model; also important defects are textures, point-like defects in space-time. In general topological defects are regions in space in which the energy density is trapped. These regions of ”surplus” of energy might act as seed for formation of structure, by means of the gravitational accretion mechanism BRANDENBERGER1 . Moreover, if the seeds for galaxy formation are indeed provided by topological defects, one expects that the resulting power spectrum of cosmic background radiation anisotropy to differ from that predicted by inflation TUROK . Therefore it is important to investigate these cosmological objects from a gravitational point of view. On the other hand many of the proposed observational tests for the existence of topological defects are based on their gravitational interactions. The more relevant aspect is connected with the unusual sources of gravity of topological defects. For example, the gravitational field around a static string is very peculiar VILENKIN:81 . In fact when we consider the Newtonian limit of Einstein’s equations with a source term given by $`T_\nu ^\mu =\text{diag}(\sigma ,p_1,p_2,p_3)`$, we find that the Newtonian potential $`\mathrm{\Phi }`$ satisfies $`^2\mathrm{\Phi }=4\pi G(\sigma +p_1+p_2+p_3)`$, the pressure terms also contribute to the ”gravitational mass”. If the string is infinite in the $`x`$ direction, we have $`p_1=\sigma `$, in other terms it has a large relativistic tension (negative pressure). For $`y`$ and $`z`$ directions we have $`^2\mathrm{\Phi }=0`$. All this indicates that space out of the infinite straight cosmic string is flat and therefore a test particle does not feel any gravitational attraction. In general cosmic strings do not produce gravitational force on the surrounding matter but they deflect light A ; B ; C ; D ; E ; F ; G , while domain walls are repulsive but do not deflect light. In any case the metric describing the exterior of a gauge cosmological string was derived by Vilenkin VILENKIN:81  linearizing Einstein’s equations. Later the solution was shown to be exact and unique in the full non linear theory of general relativity HISCOCK ; LINET .
Moreover the gravitational properties of domain walls are important due to their striking cosmological implications. The repulsive gravitational properties of domain walls lead to the interesting proposal that the energy density of the Universe could be dominated by a network of low-tension domain walls Friedland ; Bucher ; Battye ; Fabris . This is in relation to the recent evidence Perlmutter ; Riess  of an accelerating Universe from the distance measurements of supernovae Ia with redshift between 0 and 1. This proposed is alternative to the two most famous candidates of dark energy: cosmological constant and quintessence.
The metric for infinite, static plane-symmetric domain wall is rather peculiar and is different from that of a massive plane. The energy-momentum tensor of a wall lying in the (y-z)-plane is

$$T_\nu ^\mu =\sigma \delta (x)\text{diag}(1,0,1,1),$$
(1)
where $`\sigma `$ is the energy density of the wall. Vilenkin VILENKIN:81  studied the gravitational properties of static domain walls and strings in the linear approximation of general relativity. The Newtonian limit of the Einstein equations for domain walls is $`^2\varphi =4\pi G\sigma `$, that is to say the domain walls are repulsive. The only static solution with $`T_\nu ^\mu 0`$ in $`x=0`$ and $`T_\nu ^\mu =0`$ everywhere, is TAUB

$$ds^2=\frac{1}{\sqrt{1k|x|}}(dt^2dx^2)(1k|x|)(dy^2dz^2)$$
(2)
with $`T_\nu ^\mu =\frac{k}{8\pi G}\delta (x)\text{diag}(1,0,1/4,1/4)`$. Note that this form of $`T_\nu ^\mu `$ is not consistent with Eq. (1). Therefore is not possible to have a static gravitational field for a planar wall. Indeed, the time-dependent solution of Einstein’s equation in the case of planar domain walls was found by Vilenkin VILENKIN:83  and by Ipser and Sikivie E . They found the following metric:

$$ds^2=(12\pi G\sigma |x|)^2dt^2dx^2(12\pi G\sigma |x|)^2e^{4\pi G\sigma t}(dy^2+dz^2),$$
(3)
obtained in the thin wall approximation. The gravitational field of thick walls have been studied by Widrow WIDROW .
In this paper we investigate the gravitational properties if thin planar domain walls by solving Einstein’s equations in the weak field approximation. In Section II we discuss the general solution of linearized Einstein’s equations for static domain walls, ferromagnetic domain walls and shell dust. Section III is devoted to non-reflection-symmetric solutions. Finally in Section IV we draw our conclusions.

## II Gravitational field of thin planar wall in weak-field
approximation

In previous papers the study of gravitational field of planar wall has been made in the framework of thin-wall approximation with planar symmetry. The thin wall limit permits, in four dimensional space-time, to treat the wall as an infinitely thin (2+1)-surface. The weak field approximation gives an interesting feature of the wall’s gravitational field. In fact it does not correspond to any exact static solution of the Einstein’s equation. The reflection-symmetric solutions by Vilenkin are inconsistent with the Kasner solution LANDAU .
Let us write the metric tensor as a flat-space Lorentz metric $`\eta _{\mu \nu }=\text{diag}(1,1,1,1)`$ plus a perturbation term $`h_{\mu \nu }`$:

$$g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu },$$
(4)
where $`|h_{\mu \nu }|1`$ everywhere in space-time. In this approximation the linearized Einstein’s field equations read

$$\left(^2_t^{\mathrm{\hspace{0.33em}2}}\right)h_{\mu \nu }=16\pi G(T_{\mu \nu }\frac{1}{2}\eta _{\mu \nu }T),$$
(5)
where $`T=T_\mu ^\mu `$ denotes the trace of the energy equations of the linearized theory and $`h_\mu ^\mu `$ satisfies the so called harmonic gauge or de Donder gauge conditions:

$$_\mu \left(h_\nu ^\mu \frac{1}{2}\delta _\nu ^\mu h\right)=0.$$
(6)
The remaining coordinates are restricted to the transformation:

$$h_{\mu \nu }^{}=h_{\mu \nu }\xi _{\mu ,\nu }\xi _{\nu ,\mu },$$
(7)
with

$$(_t^2^2)\xi _\nu =0.$$
(8)
In the limit of vanishing thickness the planar configuration can be considered as an infinitely thin three-dimensional hypersurface with the energy-momentum tensor $`T_\nu ^\mu `$ having in general singularities on the hypersurface. The energy-momentum tensor for thin homogeneous massive plane is taken to be

$$T_\nu ^\mu =\delta (x)\text{diag}(\sigma ,0,p,p),$$
(9)
where $`\sigma `$ is the energy density of the wall and $`p`$ the pressure density; the plane is at the surface $`x=0`$, the $`x`$-axis being perpendicular to the wall.
Eqs. (5) and (6) with the tensor (9), give

$`h_{00}`$ $`=`$ $`At+\mathrm{\hspace{0.17em}4}\pi G(\sigma +2p)|x|,`$ (10)
$`h_{11}`$ $`=`$ $`Bt+\mathrm{\hspace{0.17em}4}\pi G(\sigma 2p)|x|,`$ (11)
$`h_{22}`$ $`=`$ $`h_{33}=Ct+\mathrm{\hspace{0.17em}4}\pi G\sigma |x|,`$ (12)
where $`A`$, $`B`$ and $`C`$ are constants and $`h_{\mu \nu }=0`$ for $`\mu \nu `$. If we impose the harmonic gauge conditions (6), we have $`C=\frac{1}{2}(A+B)`$, therefore the non static massive plane metric in the linear approximation is:

$`ds^2`$ $`=`$ $`[1+At+4\pi G(\sigma +2p)|x|]dt^2+[1+Bt+4\pi G(\sigma 2p)|x|]dx^2+`$ (13)
$`+`$ $`\left[{\displaystyle \frac{A+B}{2}}+4\pi G\sigma |x|\right](dx^2+dz^2).`$
which depends on two constants $`A`$ and $`B`$.
Taub TAUB  has shown that, in the vacuum, any plane-symmetric metric can be written as:

$$ds^2=e^{2u}(dt^2dx^2)e^{2v}(dy^2+dz^2),$$
(14)
where $`u`$ and $`v`$ are functions of $`t`$ and $`x`$, and from symmetry of the problem we have $`u(x,t)=u(x,t)`$ and $`v(x,t)=v(x,t)`$. The functions $`u`$ and $`v`$ satisfy the following conditions:

$`e^{2v}`$ $`=`$ $`f(x+t)+g(xt),`$ (15)
$`u`$ $`=`$ $`\frac{1}{2}v+h(x+t)+k(xt),`$ (16)
where $`f`$ and $`g`$ are arbitrary functions of the variables indicated, and the functions $`h`$ and $`k`$ satisfy the following conditions:

$`h(x+t)`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{2}\mathrm{ln}f^{}+\text{constant}\hfill & \text{if }f^{}0,\hfill \\ \text{arbitrary}\hfill & \text{if }f^{}=0,\hfill \end{array}`$ (19)
$`k(xt)`$ $`=`$ $`\{\begin{array}{cc}\frac{1}{2}\mathrm{ln}g^{}+\text{constant}\hfill & \text{if }g^{}0,\hfill \\ \text{arbitrary}\hfill & \text{if }g^{}=0,\hfill \end{array}`$ (22)
where primes indicate derivatives of the functions with respect to its arguments.
In the weak-field approximation, that is $`|u|1`$ and $`|v|1`$, from Eq. (14) we have:

$`h_{00}`$ $`=`$ $`2u,`$ (23)
$`h_{11}`$ $`=`$ $`2u,`$ (24)
$`h_{22}`$ $`=`$ $`h_{33}=2v,`$ (25)
all others $`h_{\mu \nu }`$ being zero. These $`h_{\mu \nu }`$ cannot be directly compared with Eqs. (10)–(11)–(12) since they satisfy the harmonic coordinate conditions (6) only if $`v`$ is constant. But, by comparing Eq. (12) with Eq. (25) we see this it is not the case.
A coordinate transformation (7) with

$`\xi _0`$ $`=`$ $`\alpha t^2,`$ (26)
$`\xi _1`$ $`=`$ $`\beta x^2\text{sign}x,`$ (27)
$`\xi _2`$ $`=`$ $`\xi _3=0,`$ (28)
where $`\alpha `$ and $`\beta `$ are free parameters, brings the metric (23),(24) and (25) to the form:

$`h_{00}^{}`$ $`=`$ $`2u4\alpha t,`$ (29)
$`h_{11}^{}`$ $`=`$ $`2u4\beta |x|,`$ (30)
$`h_{22}^{}`$ $`=`$ $`h_{33}^{}=2v.`$ (31)
These $`h_{\mu \nu }^{}`$ satisfy the harmonic coordinate conditions (6) if and only if $`_tv=\alpha `$ and $`_xv=\beta \text{sign}x`$, that is

$$v=\beta |x|\alpha t.$$
(32)
Thus, the coordinate transformation (26),(27) and (28) brings the metric (23), (24) and (25) to an harmonic form:

$`h_{00}^{}`$ $`=`$ $`2u4\alpha t,`$ (33)
$`h_{11}^{}`$ $`=`$ $`2u4\beta |x|,`$ (34)
$`h_{22}^{}`$ $`=`$ $`h_{33}^{}=2\beta |x|+2\alpha t.`$ (35)
In the weak-field approximation, Eq. (15) became

$$1+2v=f(x+t)+g(xt).$$
(36)
Now, for simplicity, we restrict to the half-space $`x>0`$. Since the functions $`u`$ and $`v`$ are linear in the variable $`x`$ and $`t`$, we can write:

$`f(x+t)`$ $`=`$ $`a_1(x+t)+1,`$ (37)
$`g(xt)`$ $`=`$ $`a_2(xt),`$ (38)
where $`a_1`$ and $`a_2`$ are constants. Inserting Eqs. (37) and (38) in Eq. (36) we have:

$$2v=(a_1+a_2)x+(a_1a_2)t.$$
(39)
Now, there are three cases, that is:

$`a_1`$ $``$ $`0,a_20,`$ (40)
$`a_1`$ $`=`$ $`0,a_20,`$ (41)
$`a_1`$ $``$ $`0,a_2=0.`$ (42)
By using Eqs. (15)-(22), Eq. (32) and Eq. (39), we find for the three case, respectively:

$$u=\frac{1}{2}v,$$
(43)
$$\{\begin{array}{cc}u=\frac{1}{2}v+c_1(x+t),\hfill & \\ \alpha =\beta ,\hfill & \end{array}$$
(44)
and

$$\{\begin{array}{cc}u=\frac{1}{2}v+c_2(xt),\hfill & \\ \alpha =\beta ,\hfill & \end{array}$$
(45)
where $`c_1`$ and $`c_2`$ are constants. Inserting Eqs. (43), (44) and (45) in Eqs. (33)-(35), we have respectively:

$`h_{00}^{}`$ $`=`$ $`5\alpha t+\beta x,`$ (46)
$`h_{11}^{}`$ $`=`$ $`5\beta x+\alpha t,`$ (47)
$`h_{22}^{}`$ $`=`$ $`h_{33}^{}=2\alpha t2\beta x,`$ (48)
$`h_{00}^{}`$ $`=`$ $`(2c_15\alpha )t+(2c_1+\alpha )x,`$ (49)
$`h_{11}^{}`$ $`=`$ $`(\alpha 2c_1)t(2c_1+5\alpha )x,`$ (50)
$`h_{22}^{}`$ $`=`$ $`h_{33}^{}=2\alpha t2\alpha x,`$ (51)
and

$`h_{00}^{}`$ $`=`$ $`(2c_2+5\alpha )t+(2c_2\alpha )x,`$ (52)
$`h_{11}^{}`$ $`=`$ $`(2c_2+\alpha )t+(5\alpha 2c_2)x,`$ (53)
$`h_{22}^{}`$ $`=`$ $`h_{33}^{}=2\alpha t+2\alpha x.`$ (54)
Comparing the metrics (49)-(51) and (52)-(54) with the metric (10)-(12), we find respectively:

$`A`$ $`=`$ $`8\pi G(2\sigma +p),`$ (55)
$`B`$ $`=`$ $`8\pi G(\sigma +p),`$ (56)
$`\alpha `$ $`=`$ $`2\pi G\sigma ,`$ (57)
$`c_1`$ $`=`$ $`\pi G(3\sigma +4p),`$ (58)
and

$`A`$ $`=`$ $`8\pi G(2\sigma +p),`$ (59)
$`B`$ $`=`$ $`8\pi G(\sigma +p),`$ (60)
$`\alpha `$ $`=`$ $`2\pi G\sigma ,`$ (61)
$`c_1`$ $`=`$ $`\pi G(3\sigma +4p).`$ (62)
We note that the metric (46)-(48) does not match with the metric (10)-(12) for any values of the constants $`A`$, $`B`$, $`\alpha `$ and $`\beta `$. Finally, in the weak-field approximation, the metrics are:

$`ds^2`$ $`=`$ $`[1+\mathrm{\hspace{0.17em}8}\pi G(2\sigma +p)t+\mathrm{\hspace{0.17em}4}\pi G(\sigma +2p)|x|]dt^2`$ (63)
$``$ $`[1+\mathrm{\hspace{0.17em}8}\pi G(\sigma +p)t\mathrm{\hspace{0.17em}4}\pi G(\sigma 2p)|x|]dx^2`$
$``$ $`[1+\mathrm{\hspace{0.17em}4}\pi G\sigma t4\pi G\sigma |x|](dy^2+dz^2),`$
in the second case and

$`ds^2`$ $`=`$ $`[1\mathrm{\hspace{0.17em}8}\pi G(2\sigma +p)t+\mathrm{\hspace{0.17em}4}\pi G(\sigma +2p)|x|]dt^2`$ (64)
$``$ $`[1\mathrm{\hspace{0.17em}8}\pi G(\sigma +p)t\mathrm{\hspace{0.17em}4}\pi G(\sigma 2p)|x|]dx^2`$
$``$ $`[1\mathrm{\hspace{0.17em}4}\pi G\sigma t4\pi G\sigma |x|](dy^2+dz^2),`$
in the third case. We observe that it is possible to obtain the metric (64) by time-reversing the metric (63).
It is interesting to calculate acceleration of a test particle initially at rest at small distance from wall plane.
The geodesic motion of the particle is given by

$$U^\alpha U_{}^{\beta }{}_{;\alpha }{}^{}=0.$$
(65)
where $`U^\alpha `$ is the four velocity. We wish to find the acceleration $`a^\alpha =dU^\alpha /d\tau `$; moreover we assume the particle initially at rest, so that $`U=(1,0,0,0)`$. The geodesic equation, under these initial conditions becomes $`dU^\alpha /d\tau =\mathrm{\Gamma }_{}^{\beta }{}_{\mathrm{0\hspace{0.33em}0}}{}^{}`$. Therefore the acceleration is

$$a^x=\frac{2\pi G(\sigma +2p)\text{sign}x}{1+8\pi G(\sigma +p)t+4\pi G(\sigma 2p)}.$$
(66)
that in weak field approximation and in the case $`x>0`$, becomes

$$a^x=2\pi G(\sigma +2p).$$
(67)
Let us analyze this equation in three different cases.
1) Domain walls.
Domain walls are two dimensional surfaces interpolating between separate vacua with different vacuum expectation value of the scalar field. They are produced through the breakdown of discrete symmetry. These defects are formed by the Kibble mechanism Kibble  when different regions cool in a hot Universe into different minima of the potential. They have been studied intensively in the past, mainly because of their notable cosmological implications VILENK . Domain walls are characterized by an equation of state for which the surface energy density is equal to minus the surface pressure

$$\sigma =p.$$
(68)
Therefore the acceleration of the test particle is

$$a^x=2\pi G\sigma >0$$
(69)
that is to say the domain walls repels a test particle placed near the wall, the tension acts as a repulsive source of gravity whereas the pressure is attractive (see also gron ). The cosmological consequences of domain walls is strictly connected to these unusual and interesting source of ”antigravity”. In fact we are faced with the recent problem of understanding a Universe with an equation of state $`w<1/3`$ in order to explain the nature of the so called dark energy of the Universe. From this point of view, domain walls are natural candidates to obtain $`w<1/3`$.
2) Ferromagnetic domain walls.
These particular walls have been recently proposed to account the primordial magnetic field in the Universe cea . The ferromagnetic domain walls are domain walls in which a uniform magnetic condensate is localized on the wall, originating from a peculiar magnetic condensation induced by fermion zero mode localized on the wall. In a recent paper it has been investigate the gravitational properties of these objects FOGLI , and it has been found that the equation of state is

$$p=\frac{\sigma }{2}.$$
(70)
As a consequence the acceleration is, from Eq. (63)

$$a^x=4\pi G\sigma <0.$$
(71)
The acceleration is negative, the particle accelerates toward the wall.
3) Shell dust
In this case we consider the plane formed by shell dust. The pressure is null $`p=0`$, therefore the expression of the acceleration is

$$a^x=2\pi G\sigma <0$$
(72)
the plane is attractive as i the previous case.
Topological defects could provide the seeds for the gravitational clustering of galaxies and other structures. From this point of view the most studied and promising defects are cosmic strings. In fact cosmic strings carry energy density, curve space-time and can act as the seed for the gravitational accretion, due to the Newtonian gravitational attractive force on the surrounding matter.
In this context the domain wall do not give rise to a structure formation model and are ruled out for two reasons: 1) stable domain walls are a cosmological disaster, a single wall stretching across the Universe would overclose it ZELDOVICH ; 2) domain walls act, as we already seen, in order to repel matter therefore they contribute to break up the seeds.
On the other hand, ferromagnetic domain walls are able to overcome these two problems. The first problem regarding the so called ”domain wall problem” is solved because of the surface energy density of these walls scales as $`R^3`$ FOGLI  therefore these defects do not give rise to problems from a cosmological point of view. The second problem is solved because, as discussed before, ferromagnetic domain walls are attractive allowing the growth of cosmological perturbations in an expanding Universe.

## III Non-reflection-symmetric gravitational field of ferromagnetic domain walls

In previous section we have studied the solutions, in the weak field approximation, of the Einstein’s equations for an energy-momentum tensor given by Eq.(12). As we have seen, Vilenkin derived reflection-symmetric static solutions for vacuum domain walls and these solutions are inconsistent with the Kasner solution111We remember that the Kasner metric is the most general static solution of Einstein’s equations in the vacuum depending from one spatial coordinate.. Tomita TOMITA  studied solutions that are not-reflection-symmetric and he found that these solutions are consistent with Kasner solution. In this section we consider the static non-reflection-symmetric solutions, in the general case of energy-momentum tensor given by Eq.(12). The solutions of Eqs.(8),(9) with the tensor (12) are

$`h_{00}(x)`$ $`=`$ $`4\pi G|x|(\sigma +2p)+(\beta +\gamma \alpha )x+a_0`$
$`h_{11}(x)`$ $`=`$ $`4\pi G|x|(\sigma 2p)+\alpha x+a_1`$
$`h_{22}(x)`$ $`=`$ $`4\pi G|x|\sigma +\beta x+a_2`$ (73)
$`h_{33}(x)`$ $`=`$ $`4\pi G|x|\sigma +\gamma x+a_3`$
with $`\alpha ,\beta ,\gamma ,a_0,a_1,a_2,a_3`$ constants that were not present in the symmetric Vilenkin’s solutions. Now we compare the solutions (III) with the Kasner metric in the region $`x>0`$, given by

$$dS^2=X^{2p_1}dT^2dX^2X^{2p_2}dY^2X^{2p_3}dZ^2,$$
(74)
with

$$p_1+p_2+p_3=1$$
(75)
and

$$p_1^2+p_2^2+p_3^2=1.$$
(76)
Let us consider the following transformation of coordinate:

$`T`$ $`=`$ $`K^{p_1}t`$
$`X`$ $`=`$ $`K^1e^{Kx}`$
$`Y`$ $`=`$ $`K^{p_2}y`$ (77)
$`Z`$ $`=`$ $`K^{p_3}z`$
with $`K>0`$, constant. Let us consider the region of small gravitational potentials, namely the region where $`0<x1`$. The metric (74), with the transformations (III), gives the following relations among harmonic coordinate:

$`h_{00}`$ $`=`$ $`2p_1Kx`$
$`h_{11}`$ $`=`$ $`2Kx`$
$`h_{22}`$ $`=`$ $`2p_2Kx`$ (78)
$`h_{33}`$ $`=`$ $`2p_3Kx.`$
If we comparing the metrics (III) and (III), we have

$`a_0`$ $`=a_1=a_2=a_3=0`$
$`K`$ $`=2\pi G(\sigma 2p+\alpha )`$
$`p_1`$ $`=2\pi GK^1(\sigma +2p+\beta +\gamma \alpha )`$
$`p_2`$ $`=2\pi GK^1(\sigma +\beta )`$
$`p_3`$ $`=2\pi GK^1(\sigma +\gamma ).`$
Moreover the conditions (75) and (76) give

$`{\displaystyle \underset{i=1}{\overset{3}{}}}p_i`$ $`=`$ $`1\sigma 2p+\alpha ={\displaystyle \frac{K}{2\pi G}}`$ (80)
$`{\displaystyle \underset{i=1}{\overset{3}{}}}p_i^2`$ $`=`$ $`1(\sigma +2p+\beta +\gamma \alpha )^2+(\sigma +\beta )^2+(\sigma +\gamma )^2=\left({\displaystyle \frac{K}{2\pi G}}\right)^2.`$ (81)
When we consider the case $`x<0`$, it is necessary to introduce another Kasner metrics:

$$ds^2=\overline{X}^{2\overline{p_1}}d\overline{T}^2d\overline{X}^2\overline{X}^{2\overline{p_2}}d\overline{Y}^2\overline{X}^{2\overline{p_3}}d\overline{Z}^2$$
(82)
with

$`\overline{p}_1+\overline{p}_2+\overline{p}_3`$ $`=`$ $`1`$ (83)
$`\overline{p}_1^2+\overline{p}_2^2+\overline{p}_3^2`$ $`=`$ $`1`$ (84)
and the analogous coordinate transformations in Eqs. (III)

$`\overline{T}`$ $`=`$ $`\overline{K}^{\overline{p}_1}t`$
$`\overline{X}`$ $`=`$ $`\overline{K}^1e^{\overline{K}x}`$
$`\overline{Y}`$ $`=`$ $`\overline{K}^{\overline{p}_2}y`$ (85)
$`\overline{Z}`$ $`=`$ $`\overline{K}^{\overline{p}_3}z.`$
As in the previous case, considering small gravitational regions, $`0<x1`$, we have

$`h_{00}`$ $`=`$ $`2\overline{p}_1Kx`$
$`h_{11}`$ $`=`$ $`2Kx`$
$`h_{22}`$ $`=`$ $`2\overline{p}_2Kx`$ (86)
$`h_{33}`$ $`=`$ $`2\overline{p}_3Kx.`$
Analogously to the case $`x>0`$, if we compare the metrics (III) and (III) we have

$`a_0`$ $`=a_1=a_2=a_3=0`$
$`K`$ $`=2\pi G(\sigma 2p\alpha )`$
$`\overline{p}_1`$ $`=2\pi GK^1(\sigma 2p\beta +\gamma \alpha )`$
$`\overline{p}_2`$ $`=2\pi GK^1(\sigma \beta )`$
$`\overline{p}_3`$ $`=2\pi GK^1(\sigma \gamma )`$
and the conditions (83) and (84) give respectively

$`{\displaystyle \underset{i=1}{\overset{3}{}}}\overline{p}_i`$ $`=`$ $`1\sigma 2p\alpha ={\displaystyle \frac{K}{2\pi G}}`$ (88)
$`{\displaystyle \underset{i=1}{\overset{3}{}}}\overline{p}_i^2`$ $`=`$ $`1(\sigma +2p\beta \gamma +\alpha )^2+(\sigma \beta )^2+(\sigma \gamma )^2=\left({\displaystyle \frac{K}{2\pi G}}\right)^2.`$ (89)
Now, comparing the second equation in Eq.(III) with the second equation in Eq.(III), and the second equation in Eq.(82) with the second equation in Eq.(89) we get:

$`\alpha `$ $`=`$ $`0`$ (90)
$`2\pi G(\sigma 2p)`$ $`=`$ $`K`$ (91)
$`(\beta +\gamma )(\sigma +p)`$ $`=`$ $`0.`$ (92)
Therefore, if Eqs.(90)-(88) are satisfied, then it is possible to identify the metrics in the regions $`0<x1`$ and $`0<x1`$. For completeness we write the relations between $`p_i`$ and $`\overline{p}_i`$:

$`p_1+\overline{p}_1`$ $`=`$ $`{\displaystyle \frac{2(\sigma +2p)}{\sigma 2p}},`$ (93)
$`p_2+\overline{p}_2=p_3+\overline{p}_3`$ $`=`$ $`{\displaystyle \frac{2\sigma }{\sigma 2p}}.`$ (94)
Note that Tomita’s results are recovered if we consider the case of a vacuum domain wall: $`\sigma +p=0`$. If we impose spatial reflection symmetry with respect to the plane of the wall, we obtain the Vilenkin’s case, $`4p+\sigma =0`$. But it is important to observe that from Eq.(91), in order to have static solution, it must be $`K>0`$, namely $`p<\sigma /2`$. In the case of ferromagnetic domain walls, we have $`p=\sigma /2`$. So that there are not non-reflection static solutions for ferromagnetic domain walls.

## IV conclusion

In this paper we have discussed the gravitational properties of plane walls in the weak field approximations. In this approximation we found the general time-dependent metric. We have discussed the case of domain walls where an observer experience a repulsion from the wall. On the other hand, ferromagnetic domain walls and shell dust are gravitationally attractive. In other words, the plane exercises a gravitational attraction that could make object interesting for the formation of large scale structure in the Universe. We have obtained the non-static metrics Eqs. (63),(64), in the weak-field approximation from the exact metric of an homogeneous massive plane TAUB . In particular we have obtained for the coefficients $`A`$ and $`B`$, in Eq. (13), the following values: $`A=\pm 8\pi G(2\sigma +p)`$ and $`B=8\pi G(\sigma +p)`$. Therefore to get a static solution it is necessary that $`A=B=0`$, and this is obtained only when $`\sigma =p=0`$ which is obviously not physically relevant. Therefore we conclude that it is impossible to obtain static metric in weak-field approximation VILENKIN:81  in the case of plane vacuum domain walls ($`\sigma =p0`$) according to VILENKIN:83 . Moreover we have found that there is not static non-reflection-symmetric gravitational field for ferromagnetic domain walls, while is possible in the case of domain walls as already pointed out in TOMITA  have been already studied by Tomita.


text:
# 1 The projection to fixed (𝑡,𝜃,𝜓) plane of a null geodesic which is tangent to the velocity of light surface at an instant and spirals in towards the horizon in the future and in the past. The dotted line is the velocity of light surface and the shaded region is the region inside the horizon.

## Acknowledgements

We would like to thank S. Cherkis, M. Cvetic, G. Horowitz, N. Itzhaki, and J. Maldacena for discussions. The work of AH is supported in part by DOE grant DE-FG02-90ER40542 and the Marvin L. Goldberger Fund. EGG is supported by NSF grant PHY-0070928 and by Frank and Peggy Taplin.


text:
# 1 Introduction

## 1 Introduction

The problem of identifying the spin components of the polarized nucleon has been attracting the attention of the high-energy community since many years . The data obtained in 1988 by the EMC collaboration  showed that the total participation of quarks in the proton spin was very small. This contradicted theoretical predictions, obtained with the well-founded Ellis-Jaffe sum rule . That sum rule connected the moments of quark distributions to the nucleon axial coupling constants. Following that rule, the quarks should participate in about three-fifth of the total nucleon spin with the parton quark model. The discrepancy between the theoretical expectations and the experimental data for the polarized proton has been often referred as the ”puzzle of the proton spin” .

Since 1988 several observations contributing to this problem have been made. New experimental data were collected. They showed that neglecting the participation of the strange quarks at the Ellis-Jaffe sum rule was not correct .

A significant progress in the theoretical analysis of the nucleon spin structure function has been also made. A derivation of $`g_1`$ in the subleading approximation of the quantum chromodynamics (NLO DGLAP) showed a difficulty with the unique defining the quark component of the polarized nucleon. In the standard $`\overline{MS}`$ factorization scheme at the NLO QCD  the first moment of the singlet parton distribution, $`\mathrm{\Delta }\mathrm{\Sigma }(Q^2)`$, is not conserved. The singlet moments calculated at different factorization schemes differ by a term, $`\stackrel{~}{\alpha _s}(Q^2){\displaystyle _0^1}𝑑x\mathrm{\Delta }g(x,Q^2)O(\alpha _S^0)`$, which can be large even at $`Q^2\mathrm{}`$. This is a direct consequence of the axial anomaly . Therefore the differences between the quark moments at different schemes can be large. This makes the physical interpretation of these moments difficult.

It is also not clear how the orbital angular momentum, $`L`$, participates in the total nucleon spin . Again, there is a problem with the unique definition of this momentum. The total angular momenta of quarks and gluons, $`J_q`$ and $`J_g`$, are well defined and gauge invariant. However, separation of their spin and orbital components is not unique. It depends on the gauge transformation used.

New experiments emerge, and they will possibly help explaining the puzzle of the nucleon spin. The data from the region of low values of Bjorken $`x`$, $`x<10^3`$, will be of special importance. Theoretical predictions show that at low $`x`$ the structure function, $`g_1(x,Q^2)`$, is influenced by large logarithmic corrections, $`ln^2(1/x)`$, . As a consequence, large contributions to the moments of the structure functions from this region are expected . Including the region of low $`x`$ into the experimental analysis will improve the estimation of the parton contributions to the nucleon spin. This may lead to a better understanding the spin components of the nucleon.

In Refs.  we investigated how those logarithmic corrections, $`ln^2(1/x)`$, influenced the spin structure function, $`g_1`$, at low values of Bjorken $`x`$. We formulated the evolution equations for the unintegrated parton distributions which included the complete resummation of the double logarithmic contributions, $`\mathrm{ln}^2(1/x)`$. Afterwards, those equations were completed with the standard LO DGLAP evolution terms, in order to obtain the proper behaviour of the parton distributions at the moderate and large values of $`x`$.

The equations obtained were applied to the following observables and processes: (i) to the nucleon structure function, $`g_1`$, in the polarized deep inelastic scattering, (ii) to the structure function of the polarized photon, $`g_1^\gamma `$, in the scattering of a lepton on a polarized photon, and (iii) to the differential structure function, $`x_J^2g_1/x_Jk_J^2`$, in the polarized deep inelastic scattering accompanied by a forward jet. Case (iii) was proposed to be a test process for the presence and the magnitude of the $`\mathrm{ln}^2(1/x)`$ contributions. For each process the consequences of including the logarithmic corrections were studied in a detail.

Finally, some predictions for the observables, the asymmetry and the cross sections, in the processes (i)-(iii) were obtained. They were important to planned experiments with the polarized HERA and linear colliders, which would probe the region of low values of Bjorken $`x`$.

## 2 Nucleon spin structure function, $`g_1`$

The total cross section for the polarized deep inelastic scattering is expressed by a contraction of two tensors: the leptonic tensor, $`L_{\mu \nu }`$ and the hadronic tensor, $`W^{\mu \nu }`$, $`\sigma L_{\mu \nu }W^{\mu \nu }`$ . The hadronic tensor can be expanded in terms of the Lorentz invariants, and the expansion coefficients define measurable structure functions . The spin structure function, $`g_1`$, is an expansion coefficient at the asymmetric spin term, $`ϵ^{\mu \nu \rho \sigma }q_\rho S_\sigma `$, where $`q`$ denotes the momentum transfer, and $`S`$ is a polarization vector of the nucleon.

At low values of Bjorken $`x`$ the asymptote of $`g_1`$ predicted by the Regge model shows a weak scaling with $`x`$ :

$$g_1^i(x,Q^2)=\gamma _i(Q^2)x^{\alpha _i(0)},$$
(1)
where $`g_1^i(x,Q^2)`$ is either a singlet ($`i=S`$) or a non-singlet ($`i=NS`$) combination of the nucleon structure functions, $`g_1^p`$ and $`g_1^n`$. It is expected that $`\alpha _{S,NS}(0)0`$ and that $`\alpha _S(0)\alpha _{NS}(0)`$ i.e. the singlet spin structure function with the Regge model is expected to show similar behaviour at low $`x`$ as the non-singlet one .

The asymptotic form of $`g_1`$ obtained with the standard DGLAP evolution in QCD is more singular than this obtained with the Regge model .

However, these predictions do not involve the contribution of the logarithms, $`\mathrm{ln}(1/x)`$, which is significant at low $`x`$. In the unpolarized DIS the resummation of the logarithms, $`\mathrm{ln}(1/x)`$, was performed by the BFKL equation . The analysis of the polarized DIS showed that at low $`x`$ the structure function of the polarized nucleon, $`g_1(x,Q^2)`$, was influenced by large double logarithmic corrections, $`ln^2(1/x)`$, . Those corrections originated from the ladder diagrams and the nonladder (”bremsstrahlung”) diagrams with the requirement of ordering the ratios, $`k_n^2/x_n`$, for the exchanged partons . The momentum, $`k_n`$, was the transverse momentum, and the fraction, $`x_n`$, was the longitudinal momentum fraction of the $`n`$th parton exchanged. Ladder diagrams corresponded to the diagrams describing the forward scattering of a photon on a nucleon with a ladder of partons radiatively generated . Nonladder diagrams were the ladder diagrams of the forward $`\gamma N`$ scattering with some extra parton propagators attached. They were resummed with the infrared evolution equation .

Those logarithmic corrections were studied in a detail in Refs. . Recursive equations for the resummation of the double logarithmic contributions were there formulated, both for the singlet and the nonsinglet component of $`g_1`$. Those equations transformed to the moment space gave proper anomalous dimensions as derived from the infrared evolution equations .

The resummation of $`ln^2(1/x)`$was performed for the unintegrated parton distributions, $`f_i`$ ($`i=S,NS,g`$). Therefore the ordering requirement, $`k_n^2/x_n<k_{n+1}^2/x_{n+1}`$, for the exchanged partons was naturally included into the evolution equations. Moreover, the evolution $`ln^2(1/x)`$was included into the equation kernels, and the nonperturbative input was separated as an inhomogeneous term. This allowed for including the kernels of the standard DGLAP evolution into the equations, which was necessary, in order to obtain a proper behaviour of the parton distributions at moderate and large values of $`x`$.

The full (unified) equation for the nonsinglet unintegrated parton distribution, $`f_{NS}`$ was:

$`f_{NS}(x,Q^2)`$ $`=`$ $`\stackrel{~}{\alpha _s}(Q^2)(\mathrm{\Delta }P\mathrm{\Delta }q_{NS}^{(0)})(x)+\stackrel{~}{\alpha _s}(Q^2){\displaystyle _{k_0^2}^{Q^2}}{\displaystyle \frac{dk^2}{k^2}}(\mathrm{\Delta }Pf_{NS})(x,k^2)`$ (2)
$`(\mathrm{𝐃𝐆𝐋𝐀𝐏})`$
$`+`$ $`\stackrel{~}{\alpha _s}(Q^2){\displaystyle \frac{4}{3}}{\displaystyle _x^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{Q^2}^{Q^2/z}}{\displaystyle \frac{dk^2}{k^2}}f_{NS}({\displaystyle \frac{x}{z}},k^2)`$
$`(\mathrm{𝐋𝐚𝐝𝐝𝐞𝐫})`$
$``$ $`\stackrel{~}{\alpha _s}(Q^2){\displaystyle _x^1}{\displaystyle \frac{dz}{z}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right](z){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qq}{\displaystyle _{k_0^2}^{Q^2}}{\displaystyle \frac{dk^2}{k^2}}f_{NS}({\displaystyle \frac{x}{z}},k^2)`$
$``$ $`\stackrel{~}{\alpha _s}(Q^2){\displaystyle _x^1}{\displaystyle \frac{dz}{z}}{\displaystyle _{Q^2}^{Q^2/z}}{\displaystyle \frac{dk^2}{k^2}}\left(\left[{\displaystyle \frac{\stackrel{~}{𝐅}_8}{\omega ^2}}\right]\left({\displaystyle \frac{k^2}{Q^2}}z\right){\displaystyle \frac{𝐆_0}{2\pi ^2}}\right)_{qq}f_{NS}({\displaystyle \frac{x}{z}},k^2).`$
$`(\mathrm{𝐍𝐨𝐧𝐥𝐚𝐝𝐝𝐞𝐫})`$
For a detailed form of the kernels see Appendix A. Matrices, $`𝐅_8`$ and $`𝐆_0`$, represent the octet partial waves and the colour factors respectively. They are described in a detail in Appendix A. Symbol $`\left[\stackrel{~}{𝐅_8}/\omega ^2\right](z)`$ denotes the inverse Mellin transform of $`𝐅_8/\omega ^2`$ :

$$\left[\stackrel{~}{𝐅_8}/\omega ^2\right](z)=_{\delta i\mathrm{}}^{\delta +i\mathrm{}}\frac{d\omega }{2\pi i}z^\omega 𝐅_8(\omega )/\omega ^2.$$
(3)
with the integration contour located to the right of the singularities of the function $`𝐅_8(\omega )/\omega ^2`$.

The singlet distribution, $`f_S=\left(\begin{array}{c}f_\mathrm{\Sigma }\\ f_g\end{array}\right)`$, was resummed by a similar vector equation, formulated for the quark and the gluon components .

The integrated parton distributions, $`\mathrm{\Delta }q_i(x,Q^2)`$, were obtained with the unintegrated ones, using the relation:

$$\mathrm{\Delta }q_i(x,Q^2)=\mathrm{\Delta }q_i^{(0)}(x)+_{k_0^2}^{W^2}\frac{dk^2}{k^2}f_i(x^{}=x(1+\frac{k^2}{Q^2}),k^2),$$
(4)
where the phase-space was extended from $`Q^2`$ to $`W^2=Q^2(1/x1)`$ corresponding to the total energy squared measured in the center-of-mass frame . The index, $`i=S,NS,g`$, and $`\mathrm{\Delta }q_i^{(0)}(x)`$ was the input parton distribution including the contributions from the nonperturbative region.

Finally, the structure function, $`g_1`$, at the LO accuracy was:

$`g_1(x,Q^2)={\displaystyle \frac{e^2}{2}}\left\{\mathrm{\Delta }q_{NS}(x,Q^2)+\mathrm{\Delta }q_S(x,Q^2)\right\},`$ (5)
where $`e^2=\frac{1}{N_f}_{l=1}^{N_f}e_l^2`$, and $`N_f`$ denoted the number of active flavours ($`N_f=3`$).

The analysis of $`g_1`$ obtained with the unified evolution including the DGLAP terms at the LO accuracy was performed in . The results obtained with the standard LO DGLAP evolution and the unified evolution (DL+LO DGLAP) were similar at $`x>10^3`$. Significant discrepancies appeared at very low $`x`$, $`x<10^4`$, when the corrections, $`ln^2(1/x)`$, were predominant (Fig. 1).

For the gluon distribution, $`\mathrm{\Delta }g`$, the discrepancies between the LO DGLAP and DL+LO DGLAP curves were large (Fig. 2). This shows that the unified evolution of gluon distribution is driven by the ladder and the nonladder terms.

Recently, the unified equation were completed by the NLO DGLAP terms . The relations between the NLO DGLAP and the DL+NLO DGLAP curves of Refs.  were similar as the relations between the LO DGLAP and the DL+NLO DGLAP curves obtained in .

## 3 Spin structure of the polarized photon

Unified evolution equations may be also applied to investigate the structure of the polarized photon in a deep inelastic scattering of an electron on photon beams . The spin structure function of the polarized photon, $`g_1^\gamma `$, will be measured with future linear colliders $`e^+e^{}`$ and $`e\gamma `$ . In particular, the scattering $`e\gamma `$ will probe the $`g_1^\gamma `$ at low values of Bjorken $`x`$. The partonic content of the polarized photon can be also measured with the process of the dijet photoproduction at the scattering of an electron on a proton .

Using the unified equations for the description of $`e\gamma `$ scattering requires an extra inhomogeneous term, $`\mathrm{\Delta }k_i(x,Q^2)`$, to be included into these equations. This term describes the pointlike coupling of the photon to quarks, antiquarks and gluons . It joins the DGLAP evolution equations in the following way:

$`{\displaystyle \frac{d\text{ }}{d\mathrm{ln}Q^2}}\mathrm{\Delta }q_i(x,Q^2)`$ $`=`$ $`\mathrm{\Delta }k_i(x,Q^2)+\stackrel{~}{\alpha _s}(Q^2)(\mathrm{\Delta }P\mathrm{\Delta }q_i)(x,Q^2),`$ (6)
where $`i=S,NS,g`$. There is no photon-gluon coupling at the LO of DGLAP, $`\mathrm{\Delta }k_g(x,Q^2)=0`$ .

In Ref.  we found an analytic solution of the simplified evolution equations. They described the DL evolution in an approximation, where the nonladder terms were neglected. We got the asymptotic form of $`g_1^\gamma `$ at the limit, $`x0`$. As expected, $`g_1^\gamma `$ scaled with $`x`$. The scaling coefficient was negative, and it was related in a simple way to the asymptotic scaling coefficients of the nucleon structure function, $`g_1`$.

Then we found a numerical solution for $`g_1^\gamma `$ with the full evolution equations, taking into account the standard DGLAP evolution at the LO accuracy. The input parametrization fulfilled the sum rule for $`g_1^\gamma `$ :

$$_0^1𝑑xg_1^\gamma (x,Q^2)=0.$$
(7)
We considered two limiting cases for the input parametrization of the quark and gluon distributions:(i) the case, when $`\mathrm{\Delta }q^{(0)}=0`$ and $`\mathrm{\Delta }g^{(0)}=0`$, and the solutions of the evolution equations were generated radiatively from the inhomogeneous terms, $`\mathrm{\Delta }k`$, (ii) the case, when $`\mathrm{\Delta }q^{(0)}=0`$ but the gluon input was nonzero. In that case the input paraterization of gluon distribution was obtained with the vector-meson-dominance model (VMD), assuming the dominance of the mesons, $`\rho `$ and $`\omega `$ .

Including the double logarithmic corrections significantly influcenced the behaviour of $`g_1^\gamma `$. The differences between the curves obtained with the LO DGLAP, NLO DGLAP and DL+LO DGLAP evolution strongly depended on the input parametrization of the parton distributions used (Figs. 3,4). It depended also on the infrared cut-off, $`k_0^2`$ (not shown). However, the estimated value of asymmetry, $`g_1^\gamma /F_1^\gamma `$ was small, $`10^3`$ at $`x=10^4`$, i.e. it was difficult to measure.

The gluon distribution, $`\mathrm{\Delta }g`$, obtained strongly depended on the input parametrization used (Figs. 5,6). In case (i) $`\mathrm{\Delta }g`$ was negative at low values of $`x`$, in case (ii) it was positive. Future experiments will be then able to determine which parametrization is correct.

## 4 Logarithmic corrections tested

The presence and the magnitude of the logarithmic corrections, $`ln^2(1/x)`$, can be tested in the polarized deep inelastic scattering accompanied by a forward jet. This idea was first applied for testing the BFKL resummation in the unpolarized DIS .

Assume, that a forward jet is produced in the DIS of an electron on a proton. The momentum coordinates of the jet are, $`(x_J,k_J^2)`$, where $`x_J`$ is the longitudinal momentum fraction, and $`k_J^2`$ denotes the transverse momentum of the jet squared. The momentum transfer carried by the photon is $`q`$, and the Bjorken variable $`x`$ is defined as: $`x=Q^2/(2pq)`$, where $`Q^2=q^2`$ and $`p`$ is the momentum of the proton.

If the jet coordinates fulfill the requirement:

$`x_J`$ $``$ $`x,`$
$`k_J^2`$ $``$ $`Q^2,`$ (8)
the jet is produced at low values of $`x/x_J`$. A contribution to this process coming from the standard DGLAP evolution is then supressed ($`k_J^2Q^2`$) , and the nonperturbative region is unpenetrated by the evolution, $`\mathrm{ln}^2(1/x)`$ .

In this process we measure the differential cross section. It is related to the momentum transfer, $`Q^2`$, the electron energy fraction, $`y`$, and the differential structure function $`x_J^2g_1/x_Jk_J^2`$. In analogy to the full structure function, $`g_1`$, the differential structure function may be expressed through the integrated parton distributions in a proton and the unintegrated distributions of quarks and antiquarks in a parton .

In Ref.  we formulated the $`ln^2(1/x)`$evolution equations for the unintegrated distributions of (anti)quarks in a parton. In those equations we included the leading ladder terms, and neglected the subleading ones. We neglected also the DGLAP terms as the DGLAP evolution was supressed . We found an analytic solution of those equations in the following cases: (i) for the fixed coupling constant, $`\alpha _s(\mu ^2)`$, where $`\mu =(k_J^2+Q^2)/2`$ , (ii) for the running coupling constant, $`\alpha _S(\mu ^2)`$, where $`\mu ^2=k_f^2/\zeta `$, and $`k_f^2`$ denotes the transverse momentum of (anti)quark squared, and $`\zeta `$ is its longitudinal momentum fraction. After numerical integrating the unintegrated distributions we got the differential structure function, $`x_J^2g_1/x_Jk_J^2`$ (Figs. 7,8). This function strongly changed with the value of the ratio, $`x/x_J`$, and it depended also on the transverse momentum of the jet, $`k_J^2`$. The strong dependence on $`x/x_J`$ was a direct effect of the logarithmic resummation. Comparing the results, we found that the case (ii) with the running coupling constant was more realistic than the case (i) with the fixed coupling constant. In both cases the $`ln^2(1/x)`$effects were much larger than the background described by the Born approximation (not shown).

In Ref.  we estimated the cross section and the asymmetry for the DIS accompanied by a forward jet. We used the kinematical cuts as planned for the future collider, the polarized HERA . The effects of $`ln^2(1/x)`$resummation contributed significantly to the asymmetric cross section $`d\sigma /dx`$, where $`x`$ was the Bjorken variable (Fig. 9). The asymmetry obtained was, however, small, and changed between $`0.01`$ and $`0.04`$ at low $`x`$.

## 5 Summary

We performed the analysis of the polarized deep inelastic scattering in the region of low values of Bjorken $`x`$. We used the evolution equations formulated for the unintegrated parton distributions. Those equations included the complete resummation of the double logarithmic contributions, $`\mathrm{ln}^2(1/x)`$, and the standard LO DGLAP evolution terms. The DGLAP evolution was included into those equations, in order to obtain the proper behaviour of the parton distributions at the moderate and large values of $`x`$.

Using that formalism, we obtained predictions for the following observables: (i) the nucleon structure function, $`g_1`$, in the polarized deep inelastic scattering, (ii) the structure function of the polarized photon, $`g_1^\gamma `$, in the scattering of a lepton on a polarized photon, and (iii) the differential structure function, $`x_J^2g_1/x_Jk_J^2`$, in the polarized deep inelastic scattering accompanied by a forward jet.

For each process the consequences of including the logarithmic corrections were studied in a detail. Generally, we observed an enhancement of the magnitude of $`g_1^p`$, $`g_1^\gamma `$ and $`\mathrm{\Delta }g`$ obtained with the unified evolution as compared to the pure LO DGLAP results. Especially, the behaviour of gluon distributions with the unified evolution at low $`x`$ was clearly dominated by the large contribution of the ladder and nonladder terms. Some predictions for the observables, the asymmetry and the cross sections, in the processes (i)-(iii) were also obtained. The case (iii) tested the presence and the magnitude of the $`\mathrm{ln}^2(1/x)`$ contributions in DIS. In that case the asymmetry parameter estimated with the kinematical cuts of the future collider, polarized HERA, was between $`0.04`$ and $`0.01`$ at low $`x`$.

To sum up, our observations suggest that the standard DGLAP evolution is not complete at low $`x`$, where the effects of $`ln^2(x)`$ resummation are large and therefore cannot be neglected. This result is important to planned experiments with the polarized HERA and linear colliders, which would probe the region of low values of Bjorken $`x`$.

## Acknowledgements

I would like to express my deep gratitude to Professor Jan Kwieciński who introduced me into the spin physics, who inspired and supported my research in this field. I learned from him so much.

This research has been supported in part by the Polish State Committee for Scientific Research with grants 2 P03B 05119, 2PO3B 14420, and European Community grant ’Training and Mobility of Researchers’, Network ’Quantum Chromodynamics and the Deep Structure of Elementary Particles’ FMRX-CT98-0194.

## Appendix A

Here a brief description of the evolution kernels of Eq. (2) is given. DGLAP kernels were taken from Ref. . Here the DGLAP kernel $`\mathrm{\Delta }P`$ includes only the LO terms:

$$\mathrm{\Delta }P=\mathrm{\Delta }P^{(0)}.$$
(9)
The ladder kernels corresponding to the LO DGLAP kernels at the longitudinal momentum transfer, $`z=0`$,  generate the double logarithmic corrections in the region of $`Q^2<k^2<Q^2/z`$.

The nonladder kernels were obtained in Ref.  from the infrared evolution equations written for the singlet partial waves $`𝐅_\mathrm{𝟎}`$, $`𝐅_\mathrm{𝟖}`$ . In  we noticed that extending the kernel of the double logarithmic evolution equations from the ladder one,

$$\stackrel{~}{\alpha _s}(Q^2)\mathrm{\Delta }P_{qq}/\omega ,$$

to the modified one,

$$\stackrel{~}{\alpha _s}(Q^2)\left(\mathrm{\Delta }P_{qq}/\omega (𝐅_\mathrm{𝟖}(\omega )𝐆_\mathrm{𝟎})_{qq}/(2\pi ^2\omega ^2)\right),$$

gave a proper anomalous dimension as derived from the infrared evolution equations.

Matrix $`𝐆_0`$ contained colour factors resulting from attaching the soft gluon to external legs of the scattering amplitude :

$`𝐆_0`$ $`=`$ $`\left(\begin{array}{cc}\frac{N^21}{2N}& 0\\ 0& N\end{array}\right),`$ (12)
where $`N`$ was the number of colours.

Further, it was checked that the Born approximation of $`𝐅_\mathrm{𝟖}`$,

$$𝐅_8^{Born}(\omega )8\pi ^2\stackrel{~}{\alpha _s}(Q^2)\frac{𝐌_8}{\omega }.$$
(13)
gave accurate results for the DL evolution. Martix $`𝐌_8`$ was a splitting function matrix in the colour octet $`t`$channel,

$`𝐌_8`$ $`=`$ $`\left(\begin{array}{cc}\frac{1}{2N}& \frac{N_F}{2}\\ N& 2N\end{array}\right).`$ (16)
The inverse Melin transform of $`𝐅_8^{Born}(\omega )`$ then read :

$$\left[\frac{\stackrel{~}{𝐅}_8^{Born}}{\omega ^2}\right](z)=4\pi ^2\stackrel{~}{\alpha _s}(Q^2)𝐌_8ln^2(z).$$
(17)
The evolution equation (2) includes the nonladder corrections in the Born approximation (17).


text:
# Localization-Delocalization Phenomena for Random Interfaces

## 1. Introduction

Gradient models are an important class of random interfaces and random surfaces. In the mathematical physics literature they are often called “effective interface models”. The (discrete) random surface is described by random variables $`\left(\varphi _x\right)_{xV},`$ where $`V`$ is $`^d`$ or a subset of it. The $`\varphi _x`$ itself are either $``$-valued or $``$-valued. We will mainly concentrate on the latter situation which is easier in some respects. If $`V`$ is a finite subset of $`^d,`$ the law $`P_V`$ of $`\varphi =\left(\varphi _x\right)_{xV}`$ is described via a Hamiltonian

$$H_V\left(\varphi \right)\stackrel{def}{=}\frac{1}{2}\underset{x,yV}{}p\left(yx\right)U\left(\varphi _x\varphi _y\right)+\underset{xV,yV}{}p\left(yx\right)U\left(\varphi _x\right),$$
(1)
where $`U:^+`$ is symmetric and convex, and $`p:^d[0,1]`$ is a symmetric probability distribution on $`^d.`$ The above choice of the Hamiltonian corresponds to $`0`$ boundary conditions. Of course, one can consider more general ones, where the second summand is replaced by $`_{xV,yV}p\left(yx\right)U\left(\varphi _x\psi _y\right),`$ $`\psi `$ being a configuration outside $`V.`$ We will be mainly interested in the nearest neighbor case $`p\left(x\right)=1/2d,`$ for $`\left|x\right|=1,`$ and $`p\left(x\right)=0`$ otherwise, but more general conditions can also be considered. We always assume that the matrix $`𝒬=\left(q_{ij}\right)`$ given by

$$q_{ij}\stackrel{def}{=}\underset{x}{}x_ix_jp\left(x\right)$$
(2)
is positive definite, and that $`p`$ has exponentially decaying tails. Furthermore, the random walk $`\left(\eta _t\right)_t`$ with transition probabilities $`p`$ is assumed to be irreducible. The Hamiltonian defines a probability distribution on $`^V`$ by

$$P_V\left(d\varphi \right)\stackrel{def}{=}\frac{1}{Z_V}\mathrm{exp}\left[H_V\left(\varphi \right)\right]\underset{xV}{}d\varphi _x,$$
(3)
where $`d\varphi _x`$ denotes the Lebesgue measure. $`Z_V`$ is the norming constant

$$Z_V\stackrel{def}{=}_^V\mathrm{exp}\left[H_V\left(\varphi \right)\right]\underset{xV}{}d\varphi _x.$$
(4)
In the one-dimensional case $`d=1,`$ $`P_V`$ is the law of a tied down random walk: Let $`\xi _i,i1,`$ be i.i.d. random variables with the density $`const\times \mathrm{e}^{U\left(x\right)}.`$ If $`V=\{1,\mathrm{},n\},`$ then $`P_V`$ is the law of the sequence $`\left(_{j=1}^i\xi _j\right)_{1in},`$ conditioned on $`_{j=1}^{n+1}\xi _j=0.`$

A special case is the harmonic one with $`U\left(x\right)=x^2/2.`$ Then $`P_V`$ is a Gaussian measure on $`^V`$ which is centered for $`0`$-boundary conditions. We usually write $`P_V^{\mathrm{harm}}`$ in this case. The law is therefore given by its covariances

$$\gamma _V(x,y)\stackrel{def}{=}\varphi _x\varphi _y𝑑P_V^{\mathrm{harm}}.$$

These covariances have a random walk representation: If $`V`$ is a finite set then

$$\gamma _V(x,y)=𝔼_x\left(_{s=0}^{\tau _V1}1_y\left(\eta _s\right)\right),$$
(5)
where $`\left(\eta _s\right)_{s0}`$ under $`_x`$ is a discrete time random walk on $`^d`$ starting at $`x`$ and with transition probabilities $`_x\left(\eta _1=y\right)=p\left(yx\right).`$ $`\tau _V`$ is the first exit time from $`V.`$ As a consequence of this representation one sees that the thermodynamic limit

$$P_{\mathrm{}}^{\mathrm{harm}}\stackrel{def}{=}\underset{n\mathrm{}}{lim}P_{V_n}^{\mathrm{harm}},V_n\stackrel{def}{=}\{n,n+1,\mathrm{},n\}^d$$
(6)
exists for $`d3.`$ $`P_{\mathrm{}}^{\mathrm{harm}}`$ is the centered Gaussian measure on $`^^d`$ whose covariances are given by the Green’s function of the random walk. It is important to notice that this random field has slowly decaying correlations:

$$\gamma _{\mathrm{}}(x,y)\frac{const}{\left|xy\right|^{d2}},\left|xy\right|\mathrm{}.$$

For $`d=2,`$ the thermodynamic limit does not exist, and in fact

$$E_{V_n}^{\mathrm{harm}}\left(\varphi _0^2\right)const\times \mathrm{log}n,n\mathrm{}.$$

For $`d=1,`$ the variance grows of course like $`n`$ in the bulk. The harmonic surface is therefore localized for $`d3,`$ but not for $`d=1,2.`$

Many of these properties carry over to non-harmonic cases with a convex and symmetric interaction function $`U`$ in (1). Of particular importance is that there is a generalization of the representation (5), the Helffer-Sjöstrand representation, see . The random walk $`\left(\eta _s\right)`$ has to be replaced by a random walk in a dynamically changing random environment. Using this representation, many of the results for the harmonic case can be generalized to the case of a convex $`U,`$ although often not in a quantitatively as precise form as in the harmonic case. For a probabilistic description of the Helffer-Sjöstrand representation, see .

The main topic of this paper are effects arising from interactions of the random surface $`\left(\varphi _x\right)`$ with a “wall”. The simplest case of such a wall is the configuration $`\varphi 0.`$ There are many type of interactions which had been considered in the literature, both in physics and in mathematics. The simplest one is a local attraction of the surface to this wall. It turns out that an arbitrary weak attraction localizes the random field in a strong sense, and in all dimensions. This will be discussed in a precise way in Section 2.. Interesting localization-delocalization phenomena may occur when mixed attractive and repulsive interactions are present, with phase transitions depending on the parameters regulating the strength of the interactions. Naturally, these phenomena are best understood for the one-dimensional case. A simple example is the following one, which is discussed in details in : Let $`\varphi _0=0,\varphi _1,\mathrm{},\varphi _{2n1},\varphi _{2n}=0`$ be a discrete time $``$-valued, and tied-down, simple random walk, i.e. $`P_n`$ is simply the uniform distribution on all such paths which satisfy $`\left|\varphi _x\varphi _{x1}\right|=1.`$ Introducing an arbitrary pinning to the wall in the form

$$\widehat{P}_{n,\beta }\left(\varphi \right)=\frac{1}{\widehat{Z}_{n,\beta }}\mathrm{exp}\left[\beta _{x=1}^{2n1}1_0\left(\varphi _x\right)\right]P_n\left(\varphi \right),\beta >0$$

strongly localizes the “random string”, i.e. $`sup_{n,x}\widehat{E}_{n,\beta }\left(\varphi _x^2\right)<\mathrm{}`$ holds for all $`\beta >0.`$ Furthermore, the correlations $`\widehat{E}_{n,\beta }\left(\varphi _x\varphi _y\right)`$ are exponentially decaying in $`\left|xy\right|,`$ uniformly in $`n.`$ These facts are easily checked.

On the other hand, if the string is confined to be on one side of the wall, the situation is completely different. Let $`\mathrm{\Omega }_{2n}^+\stackrel{def}{=}\{\varphi :\varphi _x0,\mathrm{\hspace{0.33em}1}x2n1\},`$ and $`\widehat{P}_{n,\beta }^+()\stackrel{def}{=}\widehat{P}_{n,\beta }(\mathrm{\Omega }_{2n}^+).`$ Then there is a critical $`\beta _c>0`$ such that the above localization property holds for $`\beta >\beta _c,`$ but not for $`\beta <\beta _c,`$ where the path measure converges, after Brownian rescaling, to the Brownian excursion. For a proof of this so called “wetting transition”, see . More precise information has been obtained recently in this one-dimensional situation in .

There are similar phase transitions for more complicated models. Some of them will be discussed in Section 3. and Section 4.. We begin in the next section by discussing the pinning effect alone mainly in the difficult two-dimensional case.

## 2. Pinning of two-dimensional gradient fields

We consider now a gradient field (3), but we modify it by introducing an attractive local pinning to the wall $`\left\{\varphi 0\right\}.`$ This is often done by modifying the Hamiltonian in the following way: Let $`\psi :^{}`$ be symmetric and with compact support. Then we put

$$H_{V,\psi }\left(\varphi \right)=H_V\left(\varphi \right)+\underset{xV}{}\psi \left(\varphi _x\right).$$
(7)
Evidently, the corresponding finite volume Gibbs measure favours surfaces which have the tendency to stick close to the wall. It should be emphasized that this is a much weaker attraction than in a so-called massive field, where one takes $`\psi `$ to be convex, for instance $`\psi \left(x\right)=x^2.`$ A formally slightly easier model can be obtained by not changing the Hamiltonian, but replacing the Lebesgue measure as the reference measure by a mixture of the Lebesgue measure and a Dirac measure at $`0.`$ This corresponds to the following probability measure on $`^V:`$

$$\widehat{P}_{V,\epsilon }\left(d\varphi \right)\stackrel{def}{=}\frac{1}{\widehat{Z}_{V,\epsilon }}\mathrm{exp}\left[H_V\left(\varphi \right)\right]\underset{xV}{}\left(d\varphi _x+\epsilon \delta _0\left(d\varphi _x\right)\right),\epsilon >0.$$
(8)
This measure can be obtained from measures defined by the Hamiltonian (7) via an appropriate limiting procedure. The nice feature of (8) is that $`\widehat{P}_{V,\epsilon }`$ can trivially be expanded into a mixture of “free” measures: We just have to expand out the product:

$`\widehat{P}_{V,\epsilon }\left(d\varphi \right)`$ $`={\displaystyle \underset{AV}{}}\epsilon ^{\left|V\backslash A\right|}{\displaystyle \frac{Z_A}{\widehat{Z}_{V,\epsilon }}}{\displaystyle \frac{1}{Z_A}}\mathrm{exp}\left[H_V\left(\varphi \right)\right]{\displaystyle \underset{xA}{}}d\varphi _x{\displaystyle \underset{xV\backslash A}{}}\delta _0\left(d\varphi _x\right)`$ (9)
$`={\displaystyle \underset{AV}{}}\epsilon ^{\left|V\backslash A\right|}{\displaystyle \frac{Z_A}{\widehat{Z}_{V,\epsilon }}}P_A\left(d\varphi \right),`$
where $`P_A`$ is the measure defined by (3), extended by $`0`$ outside $`A.`$ Remark that

$$\nu _{V,\epsilon }\left(A\right)\stackrel{def}{=}\epsilon ^{\left|V\backslash A\right|}\frac{Z_A}{\widehat{Z}_{V,\epsilon }}$$

defines a probability distribution on the set of subsets of $`V.`$ Therefore, we have represented $`\widehat{P}_{V,\epsilon }`$ as a mixture of free measures $`P_A.`$ It should be remarked that similar but technically more involved expansions are possible also in the case of the Hamiltonian (7). The case of $`\psi \left(x\right)=a1_{[b,b]}\left(x\right)`$ is discussed in . Probably, more general cases could be handled with the help of the Brydges-Fröhlich-Spencer random walk representation (see ), but the results presented here have not been derived in this more general case. For the sake of simplicity, we stick here to the $`\delta `$-pinning case (8).

The above representation easily leads to a representation of the covariances of the pinned field. This is particularly simple in the harmonic case $`U\left(x\right)=x^2/2,`$ where one gets

$$\varphi _x\varphi _y\widehat{P}_{V,\epsilon }^{\mathrm{harm}}\left(d\varphi \right)=\underset{AV}{}\nu _{V,\epsilon }\left(A\right)𝔼_x\left(_{s=0}^{\tau _A1}1_y\left(\eta _s\right)\right).$$

The problem is therefore reduced to a problem of a random walk among random traps: The distribution $`\nu _{V,\epsilon }`$ defines a random trapping configuration, let’s denote it by $`𝒜,`$ i.e. $`P_{\mathrm{trap}}\left(𝒜=V^c\left(V\backslash A\right)\right)\stackrel{def}{=}\nu _{V,\epsilon }\left(A\right),`$ and the covariances of our pinned measure are given in terms of the discrete Green’s function among these random traps which are killing the random walk when it enters one of these traps. A difficult point is a precise analysis of the distribution of $`𝒜,`$ and a crucial step is a comparison with Bernoulli measures. The two-dimensional case is the most difficult one. In three and more dimensions, a comparison of the distribution of $`𝒜`$ with a Bernoulli measure is quite easy.

It turns out that the pinning localizes the field in a strong sense. First of all, the variance of the variables stay bounded as $`V^d.`$ Secondly, there is exponential decay of the covariances, uniformly in $`V.`$ Results of this type have a long history. For $`d3,`$ and for the harmonic case with pinning of the type (7), the localization has been obtained in . In , boundedness of the absolute first moment has been proved for $`d=2`$, but no exponential decay of the correlations. The first proof of exponential decay of correlations in the two-dimensional case has been obtained in  for the harmonic case. One drawback of the method used there was that it uses reflection positivity, which holds only under restrictive assumptions on $`p.`$ Also, periodic boundary conditions are required, and so the results are not directly valid for the $`0`$-boundary case. A satisfactory approach had then been obtained in  and . The quantitatively precise results presented here are from , where the critical exponents for the depinning transition $`\epsilon 0`$ have been derived, including the correct $`\mathrm{log}`$-corrections for $`d=2.`$

We define the mass $`m_\epsilon \left(x\right),xS^{d1}`$, by

$$m_\epsilon \left(x\right)\stackrel{def}{=}\underset{k\mathrm{}}{lim}\frac{1}{k}\mathrm{log}\underset{V^d}{lim}\widehat{E}_{V,\epsilon }\left(\varphi _0\varphi _{\left[kx\right]}\right).$$

The most precise results we have are for the harmonic case:

###### Theorem 1

1. If $`d=2,`$ then for small enough $`\epsilon :`$

$$\left|\underset{V^d}{lim}\widehat{E}_{V,\epsilon }^{\mathrm{harm}}\left(\varphi _0^2\right)\frac{\left|\mathrm{log}\epsilon \right|}{2\pi \sqrt{det𝒬}}\right|const\times \mathrm{log}\left|\mathrm{log}\epsilon \right|$$
2. If $`d=2,`$ then for all $`xS^{d1}`$ and small enough $`\epsilon :`$

$$const\times \frac{\sqrt{\epsilon }}{\left|\mathrm{log}\epsilon \right|^{3/4}}m_\epsilon ^{\mathrm{harm}}\left(x\right)const\times \frac{\sqrt{\epsilon }}{\left|\mathrm{log}\epsilon \right|^{3/4}}.$$
3. If $`d3`$, then for all $`xS^{d1}`$ and small enough $`\epsilon :`$

$$const\times \sqrt{\epsilon }m_\epsilon ^{\mathrm{harm}}\left(x\right)const\times \sqrt{\epsilon }.$$

The constants depend on the dimension $`d`$ and $`p`$ only.

The proof of the results depends on a comparison of the laws of the trapping configurations with Bernoulli measures. This is particularly delicate in $`d=2`$. The following result is the key comparison of the distribution of traps with Bernoulli measures. We formulate it only in the harmonic case. Somewhat weaker results are proved in  also for the anharmonic situation.

###### Theorem 2

Let $`𝒜_{\epsilon ,V}`$ be a random subset of $`V`$ with $`P\left(𝒜_{\epsilon ,V}=V\backslash A\right)=\nu _{V,\epsilon }\left(A\right).`$ Assume $`d=2,`$ and $`U\left(x\right)=x^2/2.`$

1. Let $`\alpha >0.`$ There exists $`\epsilon _0>0`$ and $`C\left(\alpha \right)>0`$ such that for $`\epsilon \epsilon _0`$, any finite set $`V^d,`$ and any $`BV`$ with $`dist(B,V^c)>\epsilon ^\alpha ,`$ one has the estimate

$$P\left(𝒜_{\epsilon ,V}B=\mathrm{}\right)\left(1C\left(\alpha \right)\frac{\epsilon }{\sqrt{\left|\mathrm{log}\epsilon \right|}}\right)^{\left|B\right|}.$$
2. There exist $`C>0`$ and $`\epsilon _0>0`$ such that for $`\epsilon \epsilon _0`$, any finite set $`V^d,`$ and all $`BV,`$ one has

$$P\left(𝒜_{\epsilon ,V}B=\mathrm{}\right)\left(1C\frac{\epsilon }{\sqrt{\left|\mathrm{log}\epsilon \right|}}\right)^{\left|B\right|}$$

The case of dimension $`d3`$ is simpler and somewhat better estimates can be obtained. With the help of the above theorem and the random walk representation (5), a comparison can be made, relating the quantities in Theorem 1 to random trapping problems for Bernoulli traps. For instance, when investigating the variance, we get

$$\widehat{E}_{V,\epsilon }^{\mathrm{harm}}\left(\varphi _0^2\right)=E_{\mathrm{traps}}𝔼_0\left(\underset{t=0}{\overset{\tau 1}{}}1_0\left(\eta _t\right)\right)=E_{\mathrm{traps}}\underset{t=0}{\overset{\mathrm{}}{}}p_t\left(0\right)_{0,0}^{\left(t\right)}\left(𝒜\eta _{[0,t]}=\mathrm{}\right),$$

where $`𝒜`$ is the random set of points with traps, as introduced above, $`\tau `$ is the first entrance time into this trapping set and $`\eta _{[0,t]}`$ is the set of points visited by the random walk between time $`0`$ and $`t`$. $`_{0,0}^{\left(t\right)}`$ refers to a random walk bridge from $`0`$ to $`0`$ in time $`t,`$ and $`p_t\left(x\right),x^d`$ are the transition probabilities of the random walk. With the help of Theorem 2, the right hand side can be estimated in terms of a Bernoulli trapping problem. If the traps are Bernoulli on $`^d,`$ with probability $`\rho `$ that a trap is present at a given site, then (in the $`V^d`$ limit)

$$E_{\mathrm{traps}}\underset{t=0}{\overset{\mathrm{}}{}}p_t\left(0\right)_{0,0}^{\left(t\right)}\left(𝒜\eta _{[0,t]}=\mathrm{}\right)=\underset{t=0}{\overset{\mathrm{}}{}}p_t\left(0\right)𝔼_{0,0}^{\left(t\right)}\mathrm{exp}\left[\left|\eta _{[0,t]}\right|\mathrm{log}\left(1\rho \right)\right].$$

There are classical results about the right hand side, due to Donsker and Varadhan , Sznitman , and most recently in  investigating such questions. The classical Donsker-Varadhan result is not sharp enough to prove the results of Theorem 1, but a modification of the arguments in  is exactly what is needed. The following result is a discrete but somewhat weaker version of one of the main results in .

###### Proposition 3

Assume $`d=2.`$ There exists a function $`^+ar\left(a\right)^+`$, satisfying $`lim_{a0}r\left(a\right)=\mathrm{},`$ such that

$$_{0,0}^{\left(t\right)}\left(\left|\eta _{[0,t]}\right|a\frac{t}{\mathrm{log}t}\right)t^{r\left(a\right)}$$

for large enough $`t.`$

(In , a variational formula for $`r\left(a\right)`$ is given, in the continuous Wiener sausage case.) This proposition and Theorem 2 lead to the appropriate variance estimates in Theorem 1 a).

For the anharmonic case, the results are less precise, but we still get the correct leading order dependence of the variance on the pinning parameter $`\epsilon .`$ Assume that there is a $`C>0`$ such that

$$1/CU^{\prime \prime }\left(x\right)C,x.$$

Under this condition we have the following result:

###### Theorem 4

Assume $`d=2.`$ There exists a constant $`D`$, depending on $`p,`$ such that

$$\frac{1}{D}\left|\mathrm{log}\epsilon \right|\underset{V}{sup}\widehat{E}_{V,\epsilon }\left(\varphi _0^2\right)D\left|\mathrm{log}\epsilon \right|.$$

The upper bound is in  and , and the lower bound is in .

## 3. Entropic repulsion and the wetting transition

In view of the example of Fisher discussed shortly in Section 1. it is natural to ask similar question for higher-dimensional interfaces. The first task is to investigate the effect of a wall on the random surface without the presence of a pinning effect. There are different ways to take the presence of a wall into account. We have mainly worked with a “hard wall”, i.e. where the measure is simply conditioned on the event $`\mathrm{\Omega }_V^+\stackrel{def}{=}\{\varphi :\varphi _x0xV\}.`$ There are other possibilities, for instance by introducing a “soft wall”. This means that the Hamiltonian (1) is changed by adding $`_{xV}f\left(\varphi _x\right),`$ where $`f:`$ satisfies $`lim_x\mathrm{}f\left(x\right)=0,`$ $`lim_x\mathrm{}f\left(x\right)=\mathrm{}.`$ We will only work with a hard wall here, and consider the conditional law for the random field $`P(|\mathrm{\Omega }_V^+)`$.

What is the effect of the presence of the wall on the surface? The crucial point is that the surface has local fluctuations, which push the interface away from the wall. On the other hand, the long-range correlations give the surface a certain global stiffness. In order to understand what is going on, consider first the case where there are no such long-range correlations, in the extreme case, where the $`\varphi _x`$ are just i.i.d. random variables. In that case, evidently nothing interesting happens: The variables are individually conditioned to stay positive. In particular, $`E\left(\varphi _x|\mathrm{\Omega }_V^+\right)`$ stays bounded for $`V^d.`$ This picture remains the same for fields with rapidly decaying correlations. However, gradient fields behave differently, and so do interfaces in more realistic statistical physics models. As the surface has some global stiffness, the energetically best way for the surface to leave some room for the local fluctuations is to move away from the wall in some global sense. This effect is called “entropic repulsion” and is well known in the physics literature.

The first mathematically rigorous treatment of entropic repulsion appeared in the paper by Bricmont, Fröhlich and El Mellouki . In a series of papers , , , and , sharp quantitative results have been derived, the most accurate ones for the harmonic case.

In most of these and related questions, the two-dimensional case is the most difficult but also the most interesting one. In fact, interfaces in the “real world” are mostly two-dimensional.

We first present the results for $`d3.`$ For gradient non-Gaussian models, some results in the same spirit have been obtained in , but they are not as precise as the ones obtained in the Gaussian model. The case where one starts with the field $`P_{\mathrm{}}`$ (which exists for $`d3)`$ is somewhat easier than the field on the finite box $`V_n`$ with zero boundary condition. In the latter case, there are some boundary effects complicating the situation without changing it substantially. This is investigated in . Despite the fact that we consider $`P_{\mathrm{}}`$, we consider the wall only on a finite box, i.e., we consider $`P_{\mathrm{}}(|\mathrm{\Omega }_{V_n}^+),`$ and we are interested in what happens as $`n\mathrm{}.`$ We usually write $`\mathrm{\Omega }_n^+`$ for $`\mathrm{\Omega }_{V_n}^+.`$ Our first task is to get information about $`P_{\mathrm{}}\left(\mathrm{\Omega }_n^+\right).`$ The following results are proved only for the case of nearest neighbor interactions, i.e. when $`p\left(x\right)=1/2d`$ for $`\left|x\right|=1.`$

###### Theorem 5

Let $`d3`$. Then

1. $$P_{\mathrm{}}^{\mathrm{harm}}\left(\mathrm{\Omega }_n^+\right)=\mathrm{exp}\left[2\mathrm{\Gamma }(0)\mathrm{cap}\left(V\right)n^{d2}\mathrm{log}n\left(1+o(1)\right)\right],$$

where $`V=[1,1]^d,`$ $`\mathrm{cap}(A)`$ denotes the Newtonian capacity of $`A`$

$$\mathrm{cap}(A)\stackrel{def}{=}inf\{f^2:f1_A\},$$

and $`\mathrm{\Gamma }(0)=\gamma _{\mathrm{}}(0,0)`$ is the variance of $`\varphi _0`$ under $`P_{\mathrm{}}^{\mathrm{harm}}.`$
2. $$E_{\mathrm{}}^{\mathrm{harm}}\left(\varphi _0|\mathrm{\Omega }_n^+\right)=2\sqrt{\mathrm{\Gamma }(0)\mathrm{log}n}(1+o(1)).$$
3. $$_{P_{\mathrm{}}^{\mathrm{harm}}(|\mathrm{\Omega }_n^+)}\left(\left(\varphi _xE_{\mathrm{}}(\varphi _x|\mathrm{\Omega }_n^+)\right)_{x^d}\right)P_{\mathrm{}}^{\mathrm{harm}}\text{ weakly,}$$

as $`n\mathrm{},`$ where $`_{P_{\mathrm{}}^{\mathrm{harm}}(|\mathrm{\Omega }_n^+)}`$ denotes the law of the field under the conditioned measure.

Part b) gives the exact rate at which the random surface escapes to infinity, while part c) states that the effect of the entropic repulsion essentially is only this shifting: after subtraction of the shift by the expectation, the surface looks as it does without the wall. However, there is some subtlety in this picture. From the theorem in particular part c), one might conclude that $`lim_n\mathrm{}P_{\mathrm{}}^{\mathrm{harm}}\theta _{2\sqrt{\mathrm{\Gamma }(0)\mathrm{log}n}}^1\left(\mathrm{\Omega }_n^+\right)=1,`$ where $`\theta _a:^^d^^d`$ is the shift mapping $`\theta _a\left(\left(\varphi _x\right)_{x^d}\right)=\left(\varphi _x+a\right)_{x^d}.`$ But this is not the case. In fact $`P_{\mathrm{}}^{\mathrm{harm}}\theta _{2\sqrt{\mathrm{\Gamma }(0)\mathrm{log}n}}^1\left(\mathrm{\Omega }_n^+\right)`$ converges rapidly to $`0.`$ As part c) states only the weak convergence, this is no contradiction. Parts a) and b) of Theorem 5 had been proved in , part c) in .

We come now to the two-dimensional case which is considerably more delicate than the higher dimensional one. We again consider only the harmonic case. We write $`P_n`$ for $`P_{V_n}.`$ If the lattice is two-dimensional, a thermodynamic limit of the measures $`P_n`$ does not exist as the variance blows up. $`P_n^{\mathrm{harm}}(\mathrm{\Omega }_n^+)`$ is of order $`\mathrm{exp}\left[cn\right],`$ as has been shown in . As remarked above, this is mainly a boundary effect and is not really relevant for the phenomenon of the entropic repulsion. To copy somehow the procedure of the case $`d3`$, we consider a subset $`DV=[1,1]^2`$ which has a nice boundary and a positive distance from the boundary of $`V.`$ To be specific, just think of taking $`D\stackrel{def}{=}\lambda V`$ for some $`\lambda <1.`$ Then let $`D_n\stackrel{def}{=}nD^2`$ and $`\mathrm{\Omega }_{D_n}^+\stackrel{def}{=}\left\{\varphi _x0,xD_n\right\}.`$ In contrast to $`P_n(\mathrm{\Omega }_n^+),`$ $`P_n\left(\mathrm{\Omega }_{D_n}^+\right)`$ decays much slower, but still faster than any polynomial rate. In  we proved the following result:

###### Theorem 6

Assume $`d=2`$ and let $`g\stackrel{def}{=}1/2\pi .`$

1. $$\underset{n\mathrm{}}{lim}\frac{1}{(\mathrm{log}n)^2}\mathrm{log}P_n^{\mathrm{harm}}(\mathrm{\Omega }_{D_n}^+)=2g\mathrm{cap}_V(D),$$

where $`\mathrm{cap}_V(D)`$ is the relative capacity of $`D`$ with respect to $`V`$:

$$\mathrm{cap}_V(D)\stackrel{def}{=}inf\{f_2^2:fH_0^1(V),f1\mathrm{on}D\}.$$

Here, $`H_0^1(V)`$ is the Sobolev space of (weakly) differentiable functions $`f`$ with square integrable gradient and $`f|_V=0.`$
2. For any $`\epsilon >0`$

$$\underset{n\mathrm{}}{lim}\underset{xD_n}{sup}P_n^{\mathrm{harm}}\left(\left|\varphi _x2\sqrt{g}\mathrm{log}n\right|\epsilon \mathrm{log}n|\mathrm{\Omega }_{D_n}^+\right)=0.$$

This corresponds to parts a) and b) of Theorem 5. Part c) does not make sense here as $`P_{\mathrm{}}^{\mathrm{harm}}`$ does not exist. Remark that under the unconditional law $`P_n^{\mathrm{harm}},`$ $`\left|\varphi _x\right|`$ is typically of order $`\sqrt{\mathrm{log}n}`$ in the bulk.

Roughly speaking, the delicacy in the two-dimensional case is coming from the fact that the relevant “spikes” responsible for the repulsion are thicker than in the higher dimensional case, where essentially just very local spikes are responsible for the effect. This makes necessary to apply a multiscale analysis separating the scales of the spikes.

It is well-known that the two-dimensional harmonic field has much similarity with a hierarchical field defined in the following way: We call a sequence $`\alpha =\alpha _1\alpha _2\mathrm{}\alpha _m`$, $`\alpha _i\{0,1\}`$ a binary string. $`\mathrm{}(\alpha )=m`$ is the length. $`\mathrm{}`$ is the empty string of length $`0.`$ We write $`T`$ for the set of all such strings of finite length, and $`T_mT`$ for the set of strings of length $`m.`$ If $`\alpha T_m,\mathrm{\hspace{0.17em}0}km,`$ we write $`[\alpha ]_k`$ for the truncation at level $`k:`$

$$\left[\alpha _1\alpha _2\mathrm{}\alpha _m\right]_k\stackrel{def}{=}\alpha _1\alpha _2\mathrm{}\alpha _k.$$

If $`\alpha ,`$ $`\beta T_m`$ we define the hierarchical distance

$$d_H(\alpha ,\beta )\stackrel{def}{=}m\mathrm{max}\left\{km:[\alpha ]_k=[\beta ]_k\right\}.$$

We consider the following family $`(X_\alpha )_{\alpha T_m}`$ of centered Gaussian random variables by

$$\mathrm{cov}(X_\alpha ,X_\beta )=\gamma \left(md_H(\alpha ,\beta )\right),$$
(10)
with a parameter $`\gamma >0.`$ We argue now that there is much similarity between the two dimension harmonic field $`(\varphi _x)_{xD_n}`$ and the field $`\left(X_\alpha \right)_{\alpha T_m}.`$ To see this, we first match the number of variables, i.e. put $`2^m=\left|D_n\right|.`$ As $`\left|D_n\right|`$ is of order $`n^2,`$ this just means that $`m2\mathrm{log}n/\mathrm{log}2.`$ Then we should also match the variances, i.e. take $`\gamma =g/2\mathrm{log}2.`$ For the free field $`(\varphi _x)`$, it is known that $`\mathrm{cov}(\varphi _x,\varphi _y)`$ behaves like $`g\left(\mathrm{log}n\right)/\mathrm{log}\left|xy\right|`$, if $`x,y`$ are not too close to the boundary. This follows from the random walk representation. Comparing this with (10), we see that for any number $`s(0,g)`$

$$\mathrm{\#}\{yD_n:\mathrm{cov}(\varphi _x,\varphi _y)s\mathrm{log}n\}\mathrm{\#}\{\beta T_m:\mathrm{cov}(X_\alpha ,X_\beta )s\mathrm{log}n\}$$
(11)
in first order, for any $`xD_n,`$ $`\alpha T_m.`$ Therefore, the two fields have roughly the same covariance structure. The hierarchical field is much simpler and is very well investigated (see e.g. , , ), and the entropic repulsion is much easier to discuss than for the harmonic field. The approach to prove Theorem 6 consist in introducing a hierarchical structure in the $`\left(\varphi _x\right)`$-field with the help of successive conditionings on a hierarchy of scales, and then adapt the methods from the purely hierarchical case.

We come now back to the question of a wetting transition, as discussed in the one-dimensional case by Michel Fisher . One is interested in the behavior of $`\widehat{P}_{V,\epsilon }(\mathrm{\Omega }_V^+)`$ for large $`V,`$ where $`\widehat{P}_{V,\epsilon }`$ is the pinned measure introduced in (8). Unfortunately, we are not able to describe this path measure. The simplest way to discuss the wetting transition is in terms of free energy considerations. For this we expand $`\widehat{P}_{V,\epsilon }\left(\mathrm{\Omega }_V^+\right)`$ (see (9)):

$$\widehat{P}_{V,\epsilon }\left(\mathrm{\Omega }_V^+\right)=\underset{AV}{}\epsilon ^{\left|V\backslash A\right|}\frac{Z_A}{\widehat{Z}_{V,\epsilon }}P_A\left(\mathrm{\Omega }_V^+\right).$$

It is plausible, that pinning “wins” over entropic repulsion, if this sum is much larger than the contribution to the sum coming from subsets $`A`$ having essentially no pinning sites, i.e. $`AV.`$ It is therefore natural to consider the quantity

$$p_+\left(\epsilon \right)\stackrel{def}{=}\underset{V^d}{lim}\frac{1}{\left|V\right|}\mathrm{log}\frac{\widehat{Z}_{V,\epsilon }\widehat{P}_{V,\epsilon }\left(\mathrm{\Omega }_V^+\right)}{Z_VP_V\left(\mathrm{\Omega }_V^+\right)}=\underset{V^d}{lim}\frac{1}{\left|V\right|}\mathrm{log}\frac{\widehat{Z}_{V,\epsilon }\widehat{P}_{V,\epsilon }\left(\mathrm{\Omega }_V^+\right)}{Z_V}.$$

The limit is easily seen to exist. It is also not difficult to see that $`p_+\left(\epsilon \right)>0`$ for large enough $`\epsilon >0`$, and in any dimension (see ). Similar to the discrete random walk case in , the Gaussian model has a wetting transition, too, for $`d=1`$: There exists an $`\epsilon _{\mathrm{crit}}>0,`$ such that $`p_+\left(\epsilon \right)=0`$ for $`\epsilon <\epsilon _{\mathrm{crit}}.`$ This is easy to see for $`d=1.`$ For the harmonic model, there is remarkably no such transition for $`d3,`$ but for $`d=2`$ there is a wetting transition.

###### Theorem 7

 For $`d3,`$ $`p_+^{\mathrm{harm}}\left(\epsilon \right)>0`$ for all $`\epsilon >0.`$

###### Theorem 8

 For $`d=2,`$ there exists $`\epsilon _{\mathrm{crit}}^{\mathrm{harm}}>0,`$ such that $`p_+^{\mathrm{harm}}\left(\epsilon \right)=0`$ for $`\epsilon <\epsilon _{\mathrm{crit}}^{\mathrm{harm}}.`$

Remarkably, too, Caputo and Velenik have proved that such a wetting transition exists for $`d3`$ for some non-harmonic models, e.g. for $`U\left(x\right)=\left|x\right|.`$

There are many open questions concerning this wetting transition, which is very poorly understood (mathematically). For instance, the methods discussed in Section 2. do not apply, and we are not able to prove that in the pinning dominated region $`p_+\left(\epsilon \right)>0,`$ the measure is pathwise localized, i.e. that

$$\underset{V}{sup}\underset{xV}{sup}\widehat{P}_{V,\epsilon }\left(\varphi _x^2\mathrm{\Omega }_V^+\right)<\mathrm{},$$

which certainly should be expected. To discuss the nature of the transition (first order or second order?) is probably even much more delicate.

## 4. Localization-delocalization transitions for one-dimensional copolymers

We stick here to the standard simple random walk case where $`P_n`$ simply is the uniform distribution on the set of paths $`\varphi _0=0,\varphi _1,\mathrm{},\varphi _n,`$ satisfying $`\left|\varphi _i\varphi _{i1}\right|=1,\mathrm{\hspace{0.33em}1}in.`$ There is not much difference when considering more general random walks, or the tied-down situation, but most of the published results are for the simple random walk. An interesting case of a mixed attractive-repulsive interaction is given in the following way. Regard the above random walk as a (very simplified) model of a polymer chain imbedded in two liquids, say water and oil. The water is at the bottom, say at points $`(i,j)\times ,`$ $`j0,`$ and the oil above at $`j>0.`$ The polymer chain is attached with one end at the interface between the two liquids, and interacts with them in the following way: To each “node” $`(i,\varphi _i)`$ of the polymer chain, we attach a value $`\sigma _i`$ which is $`<0`$ if the node is water-repellent, and $`>0`$ if it is oil-repellent. The overall effect is described by the Hamiltonian

$$H_{n,\sigma }\left(\varphi \right)\stackrel{def}{=}\underset{i=1}{\overset{n}{}}\sigma _isign\left(\varphi _i\right),$$

where we put $`sign\left(0\right)\stackrel{def}{=}0.`$ With this Hamiltonian, we define the $`\sigma `$-dependant path measure

$$P_{n,\beta ,\sigma }\left(\varphi \right)\stackrel{def}{=}\frac{1}{Z_{n,\beta ,\sigma }}\mathrm{exp}\left[\beta H_{n,\sigma }\left(\varphi \right)\right],$$

where $`\beta >0`$ is a parameter governing the strength of the interaction. We assume that the $`\sigma _i`$ change sign either in a periodic way or randomly. There may be two competing effects. The polymer chain may try to follow the preferences described by the $`\sigma `$’s as closely as possible in which case the path evidently would have to stay close to the oil-water-interface and gets localized. On the other hand, this strategy may be entropically too costly, in particular if there is no balance between oil-repellence and water-repellence. We will always assume that

$$h\stackrel{def}{=}\underset{n\mathrm{}}{lim}\frac{1}{n}\underset{j=1}{\overset{n}{}}\sigma _j,$$

exists, and we assume it to be $`0.`$ (The case $`h0`$ can be treated symmetrically). It turns out that typically, there is a non-trivial curve in the $`(\beta ,h)`$-plane which separates the localized from the delocalized region. This phase separation line is quite model dependent, but the behavior near $`(0,0)`$ appears to be much more universal but it is completely different depending whether the $`\sigma _i`$ are random or periodic.

The first rigorous results in this direction had been obtained by Sinai  who proved the following result in the balanced case (i.e. $`h=0).`$ Let $``$ be the symmetric Bernoulli-measure on $`\{1,1\}^{}.`$

###### Theorem 9

Let $`\beta >0.`$ There exist constants $`C`$ and $`\rho \left(\beta \right)>0,`$ and for $``$-almost all $`\sigma =\left(\sigma _i\right)_{i1},`$ there exists a sequence $`\left(R_n\left(\sigma \right)\right)_n`$ of natural numbers such that

$$P_{n,\beta ,\sigma }\left(\left|\varphi _n\right|r\right)C\mathrm{exp}\left[\rho \left(\beta \right)r\right]$$

for $`rR_n\left(\sigma \right).`$ The sequence $`\left(R_n\right)`$ is stochastically bounded, i.e.

$$\underset{m\mathrm{}}{lim}\underset{n}{sup}\left(R_nm\right)=0.$$

In a paper with Frank den Hollander  we proved that there is a localization-delocalization transition in the random non-balanced case. This transition is discussed in this paper in terms of the free energy. To describe the results, let $`\sigma _i=\pm 1+h`$ with probabilities $`1/2,`$ and independently, $`h0.`$ One strategy of the path could be just to stay on the negative side all the time, i.e. $`\varphi _i<0`$ for all $`in.`$ This leads to a trivial lower bound of the free energy

$$f(\beta ,h)\stackrel{def}{=}\underset{n\mathrm{}}{lim}\frac{1}{n}\mathrm{log}Z_{n,\beta ,\sigma }$$

which is easily seen to exist, and is non-random:

$`Z_{n,\beta ,\sigma }`$ $`E_n\left(\mathrm{exp}\left[\beta H_{n,\sigma }\left(\varphi \right)\right]1_{\left\{\varphi _i<0,in\right\}}\right)`$
$`=\mathrm{exp}\left[\beta {\displaystyle _{i=1}^n}\sigma _i\right]P\left(\varphi _i<0,in\right).`$
From this we get

$$f(\beta ,h)\beta h.$$

It is quite plausible that localization dominates in the case where there is a strict inequality, and that delocalization holds if $`f(\beta ,h)=\beta h.`$

###### Theorem 10

There exists a positive, continuous, and increasing function $`\beta h^{}\left(\beta \right)`$ such that

$`f(\beta ,h)`$ $`>\beta h\mathrm{for}\mathrm{\hspace{0.33em}0}h<h^{}\left(\beta \right),`$ (12)
$`f(\beta ,h)`$ $`=\beta h\mathrm{for}h>h^{}\left(\beta \right).`$ (13)
The function $`\beta h^{}\left(\beta \right)`$ has a positive tangent at $`\beta =0.`$

The phase separating function $`h^{}`$ is certainly very much model dependent, but we expect that the tangent at $`0`$ is model independent, and would be the same for any random law of the $`\sigma `$-sequence which has variance $`1`$ and a expectation $`h`$, and has exponentially decaying tails, but this is not proved in . In physics literature, there are non-rigorous arguments claiming that the tangent is $`1,`$ but we neither have been able to prove or disprove it, yet. We prove that the tangent at $`0`$ can be described in terms of a phase separation line for a continuous model, where the random walk is replaced by a Brownian motion, and the random environment $`\sigma `$ is replaced by (biased) white noise. In this case, the phase separation line is a straight line, and we prove that this line is the tangent at $`0`$ of our model. It should be remarked that the $`(\beta ,h)(0,0)`$ situation, cannot be handled by simple perturbation techniques.

A natural question is if in the localized region $`f(\beta ,h)>\beta h`$ the path measure is really localized in the sense described in the paper of Sinai. This is indeed the case and has been proved by Biskup and den Hollander . One might also wonder if in the localized region $`f(\beta ,h)=\beta h`$ or at least in the interior of it, the path measure is really delocalized, which should mean, that it converges, after Brownian rescaling, to the limit of a random walk conditioned to stay negative, which is the negative of the Brownian meander. This seems to be a rather difficult question and has not been answered, yet.

The positive tangent is essentially tied to the randomness of the sequence. For the periodic case, the situation is different, as has recently been proved in :

###### Theorem 11

Let $`\sigma _i=\omega _i+h,`$ where $`\omega _i\{1,1\}`$ is periodic, i.e. such that there exists $`T`$ with $`\omega _{i+2T}=\omega _i`$ for all $`i,`$ and $`_{i=1}^{2T}\omega _i=0.`$ Then there is a function $`h^{}`$ such that (12) and (13) hold. In this case

$$C=\underset{\beta 0}{lim}\frac{h^{}\left(\beta \right)}{\beta ^3}$$

exists and is positive.

In this paper an expression for $`C`$ in terms of a variational problem is derived, where the exact nature of the periodic sequence enters.