format: text

text:
# A fundamental limit for integrated atom optics with Bose-Einstein condensates

## I Introduction

The central idea of integrated atom optics is to miniaturize the size of active and passive atom optical components such as atom lasers, wave guides, beam splitters, and interferometers, and to combine them in integrated devices Weinstein ; Fortagh ; Reichel ; Prentiss ; Muller ; Dekker ; Hinds ; Folman ; Andersson ; Fortagha ; ketterle ; Jones . Potential future applications include hand-carried high-precision measurement devices such as gravimeters and gyroscopes. Integrated atom-optical chips may also prove useful to control neutral atoms in integrated and scalable microtrap arrays for quantum information processing. For example, microfabricated atom optical components can be fabricated with current-carrying wires or microstructured surfaces, combined with homogeneous magnetic bias fields and periodically magnetized substrates. Optical fields or electric fields may also be involved in the hybrid construction of such devices.

However, the future of integrated atom optics still depends on finding solutions of a number of both technical and fundamental issues. For example, it will be essential to maintain the coherence of the matter waves to be manipulated, a step still to be demonstrated in waveguide-based beam splitters. Atoms confined in wire-based microtraps on atom chips face a relatively noisy environment, due e.g. to the heating from the chip substrate, which can cause the decoherence of atomic matter wave Henkel . In addition, fluctuating currents in micro-wires may perturb the atoms when they are brought near its surface: Recent experiments have revealed the fragmentation of atomic Bose-Einstein condensates (BECs) confined in wire-based microtraps when the atom-surface distance is reduced to micrometer scale Fortagha ; ketterle ; Jones , and the experimental data seems to support the argument that the fluctuating currents in the wire and corrugations due to imperfect microfabrication are responsible for that fragmentation.

While such experiments illustrate the technical limitations for the coherent control of atoms in the microtraps, it can be hoped that these will be eliminated by better engineering solutions. In addition, though, it is also important to understand the fundamental limitations to integrated atom optics. For example, the strong compression typical of microtraps or waveguides can significantly increase the density of the atomic BECs, thereby enhancing inelastic collisions and resulting in a fundamental source of decoherence that reduces the lifetime of the confined BECs Fortagha .

In this paper, we discuss an additional effect that limits the coherent control of atomic BECs in microtraps or microfabricated waveguides. Specifically, we show that when the miniaturization of the device results in a sufficiently high condensate density, three-body interactions lead to a spatial modulational instability that leads to the fragmentation of the condensate, thereby imposing a fundamental limit on the densities that can be stably propagated and manipulated in atomic waveguides.

The paper is organized as follows: Section II introduces our model and establishes the notation. Section III uses a linear stability analysis to show analytically the existence of a modulational instability in the condensate dynamics when three-body collisions become important. Section IV presents the results of selected numerical simulations that confirm the analytical predictions and show the onset of condensate fragmentation. Section V expands our analysis and presents arguments that reinforce the conclusions of the numerical simulations and argue that the modulational instability eventually leads to a collapse of the condensate. Finally, section VI is a summary and outlook.

## II The model

For concreteness, we consider in this paper an atomic waveguide resulting from the combination of a current-carrying wire (for instance) electroplated on a substrate, and a static, homogeneous bias magnetic field $`B_{\mathrm{bias}}`$ Fortagha  perpendicular to the conductor. Assuming a linear wire, the distance $`d`$ of the waveguide to the chip surface is

$`d=\left({\displaystyle \frac{\mu _0}{2\pi }}\right){\displaystyle \frac{I}{B_{\mathrm{bias}}}},`$ (1)
where $`\mu _0`$ is the vacuum permeability and $`I`$ the current through the wire. Since the guide height can be reduced using smaller currents or stronger bias field, the setup is ideal for the requirement of miniaturization in integrated atom optics.

The radial oscillation frequency of this trap is

$$\omega _r=\frac{2\pi }{\mu _0}\sqrt{\frac{\mu _Bg_Fm_F}{mB_0}}\frac{B_{\mathrm{bias}}^2}{I},$$
(2)
where $`\mu _B`$ is the Bohr magneton, $`g_F`$ and $`m_F`$ the gyromagnetic ratio and magnetic moment of the hyperfine state of the alkali atoms of mass $`m`$ being trapped, and we have assumed that the axial confinement of the atoms is achieved by a Ioffe-Pritchard-type trap that provides a field $`B_0`$ in the center of the trap.

Since the radial oscillation frequency $`\omega _r`$ scales as $`B_{\mathrm{bias}}^2/I`$, any miniaturization of the trap achieved through a reduction of $`d`$ results in an increase of $`\omega _r`$, and hence in the density of the confined condensate. The closer to the chip surface the condensate is brought, the higher its density. In some of the current experiments, the condensate densities can already reach values in excess of $`1\times 10^{15}`$ cm-3. For such high densities, the effects of three-body interactions on the dynamics of BECs are expected to become important. Our goal in this paper is to understand their impact on the dynamics of the guided condensate.

Our starting point is the three-dimensional Gross-Pitaevskii equation for the wave function $`\mathrm{\Psi }(𝐫,t)`$ of a trapped condensate, generalized to include three-body interactions,

$`i\mathrm{}{\displaystyle \frac{\mathrm{\Psi }}{t}}`$ $`=`$ $`\left[{\displaystyle \frac{\mathrm{}^2}{2m}}^2+{\displaystyle \frac{1}{2}}m\omega _z^2[\xi ^2(t)r^2+z^2]\mu \right]\mathrm{\Psi }`$ (3)
$`+\mathrm{}g_2N|\mathrm{\Psi }|^2\mathrm{\Psi }+\mathrm{}g_3N^2|\mathrm{\Psi }|^4\mathrm{\Psi }.`$
Here $`\mu `$ is the chemical potential, $`g_2`$ and $`g_3`$ measure the strength of the two-body and three-body interactions, respectively, $`\mathrm{\Psi }(𝐫,t)`$ is normalized to unity and $`N`$ is the number of atoms in the condensate. We have also introduced the dimensionless ratio

$$\xi (t)=\omega _r(t)/\omega _z,$$
(4)
which determines the strength of the transverse confinement relative to the longitudinal trapping. (We allow $`\xi (t)`$ to be time-dependent to include possible time variations of bias magnetic field $`B_{\mathrm{bias}}`$ or of the current $`I`$, and hence of $`\omega _r`$.)

In the following, we assume that the microtrap is operating in the regime of tight transverse confinement, $`\xi (t)>>1`$ and also that the transverse trapping potential is much larger than the interatomic interaction. We further assume that the time variation of $`\omega _r(t)`$ is slow enough that the transverse profile of the BEC adiabatically follows the ground transverse oscillator state

$$\varphi _0(r,t)=\sqrt{\frac{1}{\pi l_r^2(t)}}e^{r^2/2l_r^2(t)},$$
(5)
with $`l_r(t)=\sqrt{\mathrm{}/m\omega _r(t)}`$.

We can then proceed by approximating the condensate wave function $`\mathrm{\Psi }(𝐫,t)`$ as

$$\mathrm{\Psi }(𝐫,t)u(z,t)\varphi _0(r,t)e^{i^t𝑑t^{}\omega _r(t^{})},$$
(6)
where it is understood that the radial wave function $`\varphi _0(r,t)`$ contains only slow time variations, and the envelope function $`u(z,t)`$ incorporates all other time variations. We then obtain the approximate equation for the envelope function

$`i\mathrm{}{\displaystyle \frac{u}{t}}`$ $`=`$ $`\left[{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2}{z^2}}+{\displaystyle \frac{1}{2}}m\omega _z^2z^2\mu \right]u`$ (7)
$`+\mathrm{}g_{2,z}(t)|u|^2u+\mathrm{}g_{3,z}(t)|u|^4u,`$
where the reduced interatomic interaction coefficients $`g_{2,z}`$ and $`g_{3,z}`$ are

$`g_{2,z}(t)`$ $`=`$ $`g_2N{\displaystyle 2\pi r𝑑r|\varphi _0(r,t)|^4}=\left({\displaystyle \frac{g_2N}{2\pi l_z^2}}\right)\xi (t),`$
$`g_{3,z}(t)`$ $`=`$ $`g_3N^2{\displaystyle 2\pi r𝑑r|\varphi _0(r,t)|^6}=\left({\displaystyle \frac{g_3N^2}{3\pi ^2l_z^4}}\right)\xi ^2(t),`$ (8)
with $`l_z=\sqrt{\mathrm{}/m\omega _z}`$. From these definitions we see that the reduced two-body interaction coefficient varies linearly with the transverse oscillator frequency or the ratio $`\xi (t)=\omega _t(t)/\omega _z`$, whereas the three-body coefficient scales as $`\xi ^2(t)`$. This implies that the relative significance of two- and three-body interactions depends on the level of transverse confinement.

For alkali atoms, the two-body interaction coefficient has fully been determined by experiments. Although information for three-body interactions is still sketchy, recent theoretical studies have provided a way to estimate the three-body interaction coefficient $`g_3`$ Bedaque ; Braatena ; Braatenb ; Jack ; Kohler . For rubidium atoms, it may be expected to be negative, with $`|g_3|`$ of the order of $`10^{26}10^{27}`$ cm6/s. With this in mind, we focus our discussion on atoms with repulsive two-body interactions ($`g_2>0`$) and attractive three-body interactions ($`g_3<0`$).

## III Modulational instability

To expose the basic modulational instability that arises at high densities we first consider the case where the longitudinal trapping potential is switched off, the transverse trapping is fixed, so that $`\xi >>1`$ is constant, and the condensate has a homogeneous longitudinal distribution $`u_0`$ over a length $`L`$. The chemical potential is then $`\mu =\mathrm{}g_{2,z}|u_0|^2\mathrm{}|g_{3,z}||u_0|^4`$.

We are interested in the condensate dynamics in the presence of the attractive three-body interaction. For this purpose, we first carry out a linear stability analysis by setting

$$u(z,t)=[u_0+\delta u(z,t)]e^{i\mu t/\mathrm{}},$$
(9)
and looking at longitudinal excitations of the form

$`\delta u(z,t)={\displaystyle \underset{k}{}}\left[\alpha _kU_k(z)e^{i\nu _kt}\alpha _k^{}V_k(z)^{}e^{i\nu _kt}\right].`$
Substituting Eqs. (9) and (III) into Eq. (7), we obtain

$`\left({\displaystyle \frac{\mathrm{}}{2m}}{\displaystyle \frac{^2}{z^2}}+\eta \right)U_k\eta V_k`$ $`=`$ $`\nu _kU_k`$
$`\left({\displaystyle \frac{\mathrm{}}{2m}}{\displaystyle \frac{^2}{z^2}}+\eta \right)V_k\eta U_k`$ $`=`$ $`\nu _kU_k`$ (10)
where we have defined

$$\eta =g_{2,z}|u_0|^22|g_{3,z}||u_0|^4.$$
(11)
Considering plane-wave excitations $`U_k=(1/L)\mathrm{exp}(ikz)`$ and $`V_k=(1/L)\mathrm{exp}(ikz)`$, Eq. (10) gives the excitation frequencies

$$\nu _k=\sqrt{\frac{\mathrm{}k^2}{2m}\left(\frac{\mathrm{}k^2}{2m}+2\eta \right)},$$
(12)
which reduce to the familiar Bogoliubov spectrum in the absence of three-body excitations. In that limit, the excitation energies are always positive and the condensate is stable. However, the situation changes completely when $`g_{2,z}<2|g_{3,z}||u_0|^2`$, or $`\eta <0`$, in which case the excitation energies can become imaginary. Physically, such complex frequencies imply that spatially modulated perturbations can grow with time, that is, a modulational instability may occur. The maximum gain occurs for the wave number $`k`$ such that $`\mathrm{}k^2/2m=|\eta |`$, which yields the spatial period of the most unstable wave as $`L_m=\sqrt{2\pi ^2\mathrm{}/(m|\eta |)}`$. Provided that the length of the BEC satisfies $`L>L_m`$, it will then become modulationally unstable due to the attractive three-body interactions. As a result, a spatial inhomogeneity will develop in the condensate density profile along the $`z`$-axis. Three-body interactions impose a fundamental limit on the linear densities that can be stably propagated and manipulated in the waveguide.

Consider a 87Rb BEC as an example. The two-body interaction coefficient of 87Rb is $`g_2=4\pi \mathrm{}a_s/m4.95\times 10^{11}`$ cm3/s. The theoretical estimate of the three-body interaction coefficient is $`|g_3|10^{26}10^{27}`$ cm6/s. The onset of the modulational instability occurs then at $`|g_3|\rho _0g_2/2`$, with $`\rho _0`$ being the three-dimensional density of the condensate. This yields a threshold density of the order of $`10^{15}10^{16}`$ cm-3 beyond which the condensate becomes dynamically unstable. We remark that such densities might have already been achieved in recent experiments. The corresponding modulational length is on the order of a few microns.

## IV Numerical simulations

In this Section we present numerical simulations that illustrate the effect of the modulational instability on the condensate dynamics. In particular, we consider the case the magnitude of the bias magnetic field $`B_{\mathrm{bias}}`$ is decreased to lower a magnetically trapped gas towards the atom chip surface. We assume that the initial trapped gas is stable against modulational instabilities. As the condensate approaches the surface of the chip, its linear density increases concomitantly with the increasing transverse trapping frequency. The gas can then become modulationally unstable. Our numerics give illustrative examples of the development of this instability.

For convenience of numerical calculation, we introduce the dimensionless variables $`\tau =\omega _zt,\zeta =z/l_z,`$ and $`\mathrm{\Phi }(\zeta ,\tau )=\sqrt{l_z}u`$, to yield

$`i{\displaystyle \frac{\mathrm{\Phi }}{\tau }}`$ $`=`$ $`\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{^2}{\zeta ^2}}+{\displaystyle \frac{1}{2}}\zeta ^2\right)\mathrm{\Phi }`$ (13)
$`+`$ $`\beta _2f(\tau )|\mathrm{\Phi }|^2\mathrm{\Phi }+\beta _3f^2(\tau )|\mathrm{\Phi }|^4\mathrm{\Phi },`$
where

$$\beta _2=\frac{(g_2N/2\pi l_z^3)}{\mathrm{}\omega _z}\xi _0,\beta _3=\frac{(g_3N^2/3\pi ^2l_z^6)}{\mathrm{}\omega _z}\xi _0^2.$$
(14)
Here we have written

$$\xi (\tau )=\omega _r(\tau )/\omega _z=\xi _0f(\tau ),$$

$`\xi _0=\omega _r(0)/\omega _z`$ being the initial ratio of the transverse and longitudinal trapping frequencies. The function $`f(\tau )`$ incorporates the time variation of the magnetic bias field. We choose $`\xi _0`$ such that three-body interactions are initially negligible for the trapped gas and the condensate is initially stable. As it is lowered the transverse trapping frequency and linear density increase, and so $`f(\tau )`$ increases from unity. We note from Eq. (13) that the two-body interaction term is proportional to $`f(\tau )`$ and the three-body term is proportional to $`f^2(\tau )`$, so that as the BEC approaches the surface the importance of three-body interactions increases, as we have seen.

We take parameters appropriate to a 87Rb BEC composed of $`N=10^4`$ atoms, $`m=1.44\times 10^{25}`$ kg, $`g_2=4.95\times 10^{11}`$ cm3/s, $`g_3=4\times 10^{26}`$ cm6/s, with a longitudinal trap frequency $`\omega _z=2\pi \times 14`$ rad/s, giving $`l_z=2.8`$ $`\mu `$m note . With these parameters we find $`\beta _2=375`$ and $`|\beta _3|=270`$. We choose the initial transverse trapping frequency such that $`\xi _0=\omega _r(0)/\omega _z=10`$, and assume a linear ramp of $`\omega _r(\tau )`$, $`f(\tau )=1+\alpha \tau `$, with $`\alpha =1.5`$. The initial macroscopic wave function $`\mathrm{\Phi }(\zeta ,0)`$ is chosen as the ground state $`\chi (\zeta )`$ of the trap, neglecting three-body interactions. An approximation to the ground state is obtained in the Thomas-Fermi approximation by setting $`\mathrm{\Phi }(\zeta ,\tau )=\mathrm{exp}(i\gamma \tau )\chi (\zeta )`$ and imposing the normalization condition $`𝑑\zeta |\chi (\zeta )|^2=1`$ to yield

$`|\chi (\zeta )|^2`$ $`=`$ $`{\displaystyle \frac{1}{\beta _2}}\left(\mu \zeta ^2/2\right)\theta \left(\mu \zeta ^2/2\right),`$
$`\gamma `$ $`=`$ $`{\displaystyle \frac{1}{2}}\left({\displaystyle \frac{3\beta _2}{2}}\right)^{2/3},`$ (15)
with $`\theta (y)`$ the Heaviside step function. Our condition that the transverse trapping frequency varies slowly compared to the longitudinal dynamics requires $`\gamma >>\alpha `$, which is satisfied by our chosen parameters.

Figure 1 shows the evolution of the scaled linear density $`|\mathrm{\Phi }(\zeta ,\tau )|^2`$ versus $`\zeta `$ and $`\tau `$ in the absence of ramping of the transverse trapping frequency ($`\alpha =0`$). The density profile remains intact in time, except for a small modulation that arises from the fact that the initial macroscopic wave function is the ground state without three-body interactions, whereas the numerical simulation in Fig. 1 incorporates three-body interactions. This results in some small rearrangement of the density profile. The robustness of the density profile to the inclusion of the three-body interactions shows that the initial state is stable and the three-body effects are not important for these initial parameters. This also justifies our use of this particular initial wave function.

This result should be compared and contrasted with Fig. 2, which shows the evolution of the scaled linear density $`|\mathrm{\Phi }(\zeta ,\tau )|^2`$ versus $`\tau `$ for $`\tau =07.5`$ for a situation where the transverse trapping frequency is ramped ($`\alpha =1.5`$). As the transverse trapping frequency $`\xi (\tau )=\omega (\tau )/\omega _z=10\times (1+1.5\tau )`$ increases in time, the initial effect is a broadening of condensate width. This is a consequence of the fact that the dominant repulsive two-body interactions are becoming stronger. The density undulations seen in Fig. 2 arise from the interplay between the attractive harmonic trapping and the increasing two-body repulsion.

As time increases further, the role of the attractive three-body interactions starts to become important, with the onset of the modulational instability kicking for $`\tau >7.5`$. Figure 3 shows the development of the instability around the center of the trap at the dimensionless times $`\tau =`$7.64 (dotted line), $`\tau `$ =7.68 (dashed line), and $`\tau `$=7.72 (solid line). A spatial modulation of the condensate density of period $`L/l_z0.8`$ is clearly seen to be developing, resulting in a fragmentation of the density profile of the trapped gas.

One can compare this period with the analytical predictions of Sec. III by treating the center of the BEC as approximately homogeneous. Converting to dimensionless units, the period of the most unstable wave vector becomes

$$\frac{L_m}{l_z}\sqrt{\frac{2\pi ^2}{|\beta _2f_{\mathrm{max}}n_c2|\beta _3|f_{\mathrm{max}}^2n_c^2|}},$$
(16)
where $`f_{\mathrm{max}}=13`$ is the value of $`f(\tau =8)`$ for times in the vicinity of where the instability develops, and $`n_c0.06`$ is the value of the scaled linear density at the trap center. From this we obtain $`L_m/l_z0.74`$, in reasonable agreement with the period $`0.8`$ between the peaks in Fig. 3. We remark that the threshold for the modulational instability occurs when the denominator in Eq. (16) vanishes, that is, $`|\beta _2f_{\mathrm{max}}n_c2|\beta _3|f_{\mathrm{max}}^2n_c^2|=0`$.

For times $`\tau >8`$ the main density peaks generated by the modulational instability in Fig. 3 continue growing, and the numerical simulations quickly break down thereafter. Indeed, the numerical solutions indicate that the density peaks are undergoing a collapse whereby the density locally increases towards infinity within a finite time. Abdullaev et. al. AbdGamTom01  have previously shown that collapse is possible in a trapped gas with repulsive two-body interactions. This collapse is analogous to the corresponding case for two- or three-dimensional condensates, where a collapse occurs for condensates large enough that the attractive two-body interactions overcome the “quantum pressure” associated with the trap ground state. By contrast, the present system is effectively one-dimensional, (in $`\zeta `$) but with a combination of repulsive two-body interactions and attractive three-body interactions, and it is the competition between these two mechanisms that leads to condensate collapse for sufficiently high densities. This places a fundamental limitation on the linear densities that can be stably sustained in atom microtraps and waveguides.

In practice, the predicted collapse will be regularized by some additional physical process, such as three-body losses as in the case of higher-dimensional collapse in the Bose-Novae. We conjecture that a form of soliton turbulence will ensue Zak ; Dya . In addition, as the linear density continues to grow the mean-field energy will eventually exceed the transverse mode energy, in which case multiple transverse modes will be excited thereby arresting the collapse.

## V Collapse and modulational instability

In this section, we present a discussion that reinforces the argument that the modulational instability eventually leads to condensate collapse. We proceed by reexamining the generalized Gross-Pitaevskii Eq. (13), which can be interpreted as resulting from the effective potential

$`U_{eff}(\zeta )={\displaystyle \frac{1}{2}}\zeta ^2+\beta _2f|\mathrm{\Phi }|^2+\beta _3f^2|\mathrm{\Phi }|^4,`$ (17)
Consider a normalized Gaussian approximate trial solution of width $`l`$

$`\mathrm{\Phi }(\zeta )\left({\displaystyle \frac{1}{\pi l^2}}\right)^{1/4}e^{\zeta ^2/(2l^2)},`$ (18)
which relates the peak density $`|\mathrm{\Phi }(0)|^2`$ at trap center to $`l`$ via

$$n_c=|\mathrm{\Phi }(0)|^2=1/\sqrt{\pi l^2}.$$
(19)
Near the center, and evaluating the potential for parameters $`f_{\mathrm{max}}`$, $`n_c`$ in the vicinity of where the modulational instability develops, we have

$`U_{eff}(\zeta )\left(\beta _2f_{\mathrm{max}}n_c|\beta _3|f_{\mathrm{max}}^2n_c^2\right)+{\displaystyle \frac{\zeta ^2}{l^2}}\underset{}{\left({\displaystyle \frac{l^2}{2}}\beta _2\pi f_{\mathrm{max}}n_c+2|\beta _3|\pi f_{\mathrm{max}}^2n_c^2\right)}+\mathrm{}`$ (20)
We are interested in the under-braced term, which controls the dominant confinement properties due to the combined effects of the linear trap and two- and three-body interactions. At densities low enough for two-body interactions to dominate over three-body processes, the two-body collisions oppose the focusing of the trap, and their balance produces a stable and confined solution. In contrast, when attractive three-body interactions dominate, both the trap and three-body interactions work to compress the density, causing a strong focusing of the density distribution and collapse. We therefore anticipate that the cross-over from stability to collapse will occur when the two- and three-body focusing terms in the under-braced term cancel each other,

$`\beta _2\pi f_{\mathrm{max}}n_c2|\beta _3|\pi f_{\mathrm{max}}^2n_c^2=0.`$ (21)
This coincides precisely with the modulational instability threshold from Eq. (16). Thus, the appearance of a modulational instability also signals that the condensate will collapse if the trapped gas is too close to the atom chip surface. This conclusion is also in agreement with the results of Abdullaev et. al. AbdGamTom01  regarding the stability of trapped gases. We remark that although we have considered a magnetically trapped gas, the same conclusions clearly apply to an optically trapped gas at sufficiently high densities.

We can also use a variational approach to treat the collapse of the condensate more rigorously. Take Eq. (18) as the variational wave function with the width $`l`$ being the variational parameter. The energy functional associated with the dimensionless Schrödinger Eq. (13) is then given by

$`E(l)`$ $`=`$ $`{\displaystyle 𝑑z\mathrm{\Phi }(\zeta )\left[\frac{1}{2}\frac{^2}{\zeta ^2}+\frac{1}{2}\zeta ^2+\frac{1}{2}\beta _2f|\mathrm{\Phi }(\zeta )|^2+\frac{1}{3}\beta _3f^2|\mathrm{\Phi }(\zeta )|^4\right]\mathrm{\Phi }(\zeta )},`$ (22)
$`=`$ $`{\displaystyle \frac{l^2}{4}}+{\displaystyle \frac{𝒜}{l}}{\displaystyle \frac{}{l^2}},`$
where we used Eq. (19), $`𝒜=\beta _2f/(2\sqrt{2\pi })`$ and $`=|\beta _3|f^2/(3\sqrt{3}\pi )1/4.`$

From Eq. (22), we have that $`E(l)\mathrm{}`$ as $`l0`$ provided that $`>0`$. This means that under such a condition, the condensate is not stable against collapse. However the system can still become metastable if $`E(l)`$ possesses a local minimum at finite $`l`$. This is analogous to the metastability of an attractive condensate with a sufficiently small number of atoms metastable . The condition for the existence of a local minimum is $`dE(l)/dl=0`$ and $`d^2E(l)/d^2l>0`$, which yields

$`F(l)`$ $``$ $`{\displaystyle \frac{1}{2}}l^4𝒜l+2=0,`$
$`l`$ $`>`$ $`{\displaystyle \frac{8}{3𝒜}}.`$
It can be shown that the above conditions are satisfied if and only if

$$F\left(\frac{8}{3𝒜}\right)=\frac{1}{2}\left(\frac{8}{3𝒜}\right)^4\frac{2}{3}<0.$$
(23)
The local minimum vanishes when the above inequality becomes an equality. For the parameters of our numerical calculations this happens at $`\tau 8.4`$ which is in reasonable agreement with the onset of collapse $`\tau >8`$ found in the simulations. This not only further establishes the connection between the modulational instability and condensate collapse, but also provides the condition for the threshold of the instability through Eq. (23).

## VI Summary and conclusions

Generic microtraps and atomic waveguides based on chip technology are characterized by an increased level of transverse confinement, and hence increased atomic density, as their distance from the chip is reduced. As a result, three-body collisions become increasingly important. We have shown that for attractive collisions they can lead to a modulational instability in the dynamics of the condensate, and its eventual collapse, in agreement with the prior work of Abdullaev et. al. AbdGamTom01  on the stability of trapped gases. The physics underlying this collapse, which involves the competition between repulsive two-body collisions and attractive three-body collisions, is reminiscent of the physics underlying the collapse of condensates with attractive two-body interactions, except that in that latter case, the competition is between the effect of collisions ant the quantum pressure associated with the trap ground state. In both cases, though, the competition leads to a fundamental limit on the size of condensates that can be stably trapped and coherently manipulated, since the modulational instability and collapse correspond to a form of spatial fragmentation which will persist for trapped gases even though current technical sources of noise are eliminated.

In addition to predicting a fundamental limit in integrated atom optics, the present study also opens up intriguing new directions of investigation. For instance, we recall that the use of Feshbach resonances to switch the sign of the scattering length from positive to negative has lead to the discovery of fascinating dynamical effects such as Bose-Novae in three-dimensional condensates. Similar studies, but in one dimension, should now become possible simply by modulating either the bias field $`B_{\mathrm{bias}}`$ or the current $`I`$ in wire microtraps. In practice, the predicted collapse, and the subsequent dynamics of the collapsing filaments, will be regularized by some additional physical process, such as three-body losses as in the case of higher-dimensional collapse in the Bose-Novae, or excitation of higher-order transverse modes as the mean-field energy rises due to collapse. In future work we shall investigate the detailed dynamics of this one-dimensional Bose-Novae beyond the initial growth of the modulational instability considered here.

###### Acknowledgements.

This work is supported in part by the US Office of Naval Research under Contract No. 14-91-J1205 and No. N00014-99-1-0806, by the National Science Foundation under Grant No. PHY98-01099, by the US Army Research Office, by the NASA Microgravity Fundamental Physics Program and by the Joint Services Optics Program.


text:
# A convexity property for real orbits in complexified Riemannian symmetric spaces

## Introduction

For real semisimple Lie groups $`G`$ and their Lie algebras $`𝔤`$ interesting features of convexity have been discovered. This paper makes a contribution which is related to certain $`G`$-orbits in the complexification $`X_{}=G_{}/K_{}`$ of a Riemannian symmetric space $`X=G/K`$ of the non-compact type. Applications to analytically continued spherical functions will be given.

Our results borrow in spirit and techniques from the well understood situation on the real space $`X`$. Therefore it is useful to review some of these results and methods. Let $`𝔤`$ and $`𝔨`$ denote the Lie algebras of $`G`$ and $`K`$. Then there is a Cartan decomposition $`𝔤=𝔨+𝔭`$. We fix a maximal abelian subspace $`𝔞𝔭`$. Then Kostant’s linear convexity theorem  reads

$$(Y𝔞)\text{pr}(\text{Ad}(K)Y)=\text{conv}(𝒲Y).$$
$`(1)`$
In this formula $`\text{pr}:𝔭𝔞`$ is the orthogonal projection, $`𝒲=Z_K(𝔞)\backslash N_K(𝔞)`$ is the Weyl group and $`\text{conv}()`$ denotes the convex hull of $`()`$.

There is a related version of (1) on the Riemannian symmetric space $`X=G/K`$. For that let $`G=NAK`$ be an Iwasawa decomposition of $`G`$ and $`a:GA`$ the corresponding middle projection. Then Kostant’s non-linear convexity theorem  says

$$(Y𝔞)\mathrm{log}a(K\mathrm{exp}(Y))=\text{conv}(𝒲Y).$$
$`(2)`$
Let us mention that for all applications of (1) and (2) to harmonic analysis one only needs the inclusion $`{}_{}{}^{\prime \prime }_{}^{\prime \prime }`$. For this part (1) and (2) can easily seen to be equivalent: Let $`\lambda 𝔞^{}`$ and $`Y𝔞`$ be both regular. Then with $`M=Z_K(𝔞)`$ the linear/non-linear phase functions on $`M\backslash K`$ are defined by

$$f_{\lambda ,Y}:M\backslash K,Mk\lambda (\text{pr}(\text{Ad}(k)Y))$$

$$F_{\lambda ,Y}:M\backslash K,Mka(k\mathrm{exp}(Y))^\lambda .$$

Standard arguments show that $`f_{\lambda ,Y}`$ and $`F_{\lambda ,Y}`$ have the same critical set which is computed to be $`𝒲`$ (cf. ). From that one easily derives both inclusions $`\mathrm{`}\mathrm{`}^{\prime \prime }`$ in (1) and (2).

The phase function $`F_{\lambda ,Y}`$ (as well as $`f_{\lambda ,Y}`$) is Morse. This means that the method of stationary phase applies for computing the asypmtotics of the oscillatory integral associated to $`F_{\lambda ,Y}`$ (cf. ). Up to a spectral shift by $`\rho 𝔞^{}`$ this oscillatory integral is the spherical function $`\phi _\lambda `$ on $`X=G/K`$

$$\phi _\lambda (a)=_{M\backslash K}F_{\rho i\lambda ,Y}(Mk)𝑑Mk(a=\mathrm{exp}(Y)).$$

The conclusion is that convexity associated to the Riemannian symmetric space $`X=G/K`$ is intimately related to the asymptotics of spherical functions in the spectral parameter $`\lambda `$. It is important for us that this dictionary remains true once we analytically continue from $`X`$ to certain domains in $`X_{}`$ (although the method of stationary phase does not apply anymore). We will comment more on this later.

There is another convexity result for $`X`$ which is related to the polar decomposition $`X=K\overline{A^+}K/K`$:

$$(Y_1,Y_2\overline{𝔞^+})\mathrm{exp}(Y_1)K\mathrm{exp}(Y_2)K\mathrm{exp}\left(\text{conv}\left(𝒲(Y_1+Y_2)\right)\right)K$$
$`(3)`$
(cf. )

The main result of this paper is a certain complex version of (3). Let us be more specific. Denote by $`\mathrm{\Sigma }`$ the root system of $`𝔤`$ w.r.t. $`𝔞`$ and define a bounded convex domain in $`𝔞`$ by

$$\mathrm{\Omega }=\{Y𝔞:(\alpha \mathrm{\Sigma })|\alpha (Y)|<\frac{\pi }{2}\}$$

If $`x_o`$ denotes the base point in $`X_{}`$, then we shall be interested in those $`G`$-orbits in $`X_{}`$ which pass through $`\mathrm{exp}(i\mathrm{\Omega }).x_o`$. The union of those orbits gives us the complex crown of the Riemannian symmetric space $`X`$:

$$\mathrm{\Xi }=G\mathrm{exp}(i\mathrm{\Omega }).x_oX_{}.$$

The complex crown is a $`G`$-invariant Stein neighborhood of $`X`$ in $`X_{}`$ which was subject of many recent investigations.

Finally we set $`X_{,s}=K_{}A_{}.x_o`$ and notice that $`X_{,s}`$ is set of all points in $`X_{}`$ with closed $`K_{}`$-orbits. This set is large in the sense that it contains an open and dense subset of $`X_{}`$ (regular semisimple elements). The appropriate holomorphic extension of (3) now is (cf. Theorem 2.1 and Corollary 2.2 below):

###### Theorem 1

Let $`Y\mathrm{\Omega }`$. Then

$$G\mathrm{exp}(iY).x_oX_{,s}K_{}A\mathrm{exp}(i\text{conv}(𝒲Y)).x_o.$$

In particular, $`\mathrm{\Xi }X_{,s}K_{}A\mathrm{exp}(i\mathrm{\Omega }).x_o.`$

For the Lorentzian groups $`G=\text{SO}_e(1,n)`$ this convexity inclusion was proved in  by explicit computation. In the classical cases of $`G=\text{Sl}(n,𝕂)`$, i.e. when $`X`$ has a canonical realization in symmetric matrices, it might be interesting to observe that Theorem 1 is not obvious from elementary linear algebra (see Section 3 for a detailed discussion).

We describe briefly the method of the proof. It was observed in  that spherical functions $`\phi _\lambda `$ on $`X`$ admit a holomorphic continuation $`\stackrel{~}{\phi }_\lambda `$ to $`\mathrm{\Xi }`$. Equally spherical functions extend to $`K_{}`$-invariant holomorphic functions on $`K_{}A\mathrm{exp}(2i\mathrm{\Omega }).x_o`$ (cf. ). For fixed generic elements $`aA\mathrm{exp}(i\mathrm{\Omega })`$ we give near optimal estimates for $`\stackrel{~}{\phi }_\lambda (a)`$ for large spectral parameters $`\lambda `$. The upper estimate hereby is obtained from the complex version of the non-linear convexity theorem . For the lower estimate we use Harish-Chandra’s power series expansion for spherical functions. From these estimates one then derives the convexity inclusion of Theorem 1.

The above convexity theorem features various applications to harmonic analysis. In summary we show (cf. Theorem 2.3.1 and Theorem 2.3.2 below):

###### Theorem 2

The following assertions hold:

The author would like to thank M. Otto, C. Rader and M. Stenzel for several useful discussions.

## 1. Basic facts on $`K_{}`$-double cosets and complex crowns

This section is organized as follows. We begin with introducing the standard notation neded for the discussion of Riemannian symmetric spaces $`X=G/K`$ and their complexifications $`X_{}=G_{}/K_{}`$. Then we summarize the basic facts of the $`K_{}`$ -action on the affine variety $`X_{}`$. Finally we provide the reader with the definition and main features of the complex crown $`\mathrm{\Xi }X_{}`$ of a Riemannian symmetric space $`X`$.

### 1.1. Notation

Let us denote by $`𝔤`$ a real semisimple Lie algebra with Cartan decomposition $`𝔤=𝔨+𝔭`$. We fix a maximal abelian subspace $`𝔞𝔭`$ and set $`𝔪=𝔷_𝔨(𝔞)`$. Then one has the root space decomposition

$$𝔤=𝔞𝔪\underset{\alpha \mathrm{\Sigma }}{}𝔤^\alpha $$

with $`\mathrm{\Sigma }𝔞^{}`$ the corresponding restricted root system. Select a positive system $`\mathrm{\Sigma }^+\mathrm{\Sigma }`$ and form the nilpotent subalgebra $`𝔫=_{\alpha \mathrm{\Sigma }^+}𝔤^\alpha `$.

If $`𝔩`$ is a Lie algebra, then we write $`𝔩_{}`$ for its complexification.

On the group level we let $`G_{}`$ be a simply connected Lie group with Lie algebra $`𝔤_{}`$. Write $`A`$, $`A_{}`$, $`G`$, $`K`$, $`K_{}`$, $`N`$ and $`N_{}`$ for the analytic subgroups of $`G_{}`$ with Lie algebra $`𝔞`$, $`𝔞_{}`$, $`𝔤`$, $`𝔨`$, $`𝔨_{}`$, $`𝔫`$ and $`𝔫_{}`$. The Weyl group of $`\mathrm{\Sigma }`$ is given by $`𝒲=N_K(𝔞)/Z_K(𝔞)`$.

For every $`\alpha \mathrm{\Sigma }`$ we define a character $`\xi _\alpha `$ of $`A_{}`$ by

$$\xi _\alpha (a)=a^\alpha :=e^{\alpha (\mathrm{log}a)}.$$

Regular and singular elements in $`A_{}`$ are defined by

$$A_{,\text{reg}}=\{aA_{}:(\alpha \mathrm{\Sigma })\xi _\alpha ^2(a)1\}\text{and}A_{,\text{sing}}=A_{}\backslash A_{,\text{reg}}.$$

### 1.2. Algebraic aspects and categorical quotients

Write $`X=G/K`$ for the Riemannian symmetric space associated with $`G`$ and $`K`$. We denote by $`X_{}=G_{}/K_{}`$ the complexification of $`X`$. Notice that $`X_{}`$ is an affine $`K_{}`$-variety. As we are interested in the $`K_{}`$-action on $`X_{}`$ an algebraic view point is useful for our geometric studies.

The results collected below are not new, but sometimes we include short proofs for readability. We first recall the basic facts concerning affine varieties with reductive group action.

Let $`H`$ be a complex reductive group and $`V`$ be an affine $`H`$-variety. Define semisimple and regular elements in $`V`$ by

$$V_s=\{vV:Hv\text{is closed}\}$$

and

$$V_r=\{vV:dimHv\text{is maximal}\}.$$

Further we set $`V_{rs}=V_rV_s`$.

Denote by $`[V]`$ the algebra of regular (polynomial) functions on $`V`$ and write $`[V]^H`$ for the $`H`$-invariants in $`[V]`$. According to Hilbert, $`[V]^H`$ is finitely generated and so corresponds to an affine variety $`V//H`$, the categorical quotient of $`V`$ by $`H`$. Let us denote by

$$P:VV//H$$

the map corresponding to the inclusion $`[V]^H[V]`$. Recall from \[6, II.3.2-3\] the following properties of $`P`$.

###### Lemma 1.2.1

The quotient map $`P:VV//H`$ has the following properties:

Let us now switch to our special situation of $`V=X_{}`$ and $`H=K_{}`$. We denote by $`x_o=K_{}`$ the base point in $`X_{}`$. Then, as a special case of general results of Matsuki , we obtain that:

###### Lemma 1.2.2

The following assertions hold:

We continue with a discussion of the set $`X_{,rs}`$. Define a finite $`2`$-group by $`F=A_{}K_{}`$. Notice that $`𝒲`$ normalizes $`F`$ and that both sets $`A_{,\text{reg}}`$ and $`A_{,\text{sing}}`$ are invariant under multiplication by $`F`$. Write $`M_{}=Z_K_{}(A)`$. We define a right action of $`𝒲`$ on $`K_{}/M_{}\times A_{,\text{reg}}/F`$ by $`(kM_{},aF).w=(kwM_{},w^1awF)`$. The resulting quotient will be denoted by $`K_{}/M_{}\times _𝒲A_{,\text{reg}}/F`$. Then it was essentially shown in \[6, Lemma 2.1\] that:

###### Proposition 1.2.3

The set $`X_{,rs}`$ is open and dense in $`X_{}`$. Moreover, the mapping

$$\mathrm{\Phi }:K_{}/M_{}\times _𝒲A_{,\text{reg}}/FX_{,rs},[kM_{},aF]ka.x_o$$

is a $`K_{}`$-equivariant biholomorphism. ∎

In the remainder of this subsection we discuss more specifically the structure of the quotient mapping $`P:X_{}X_{}//K_{}`$.

Recall that the algebra $`[X_{}]^K_{}`$ of invariants is free in $`n=dim_{}𝔞`$ generators, say

$$[X_{}]^K_{}=[p_1,\mathrm{},p_n][x_1,\mathrm{},x_n].$$

Thus $`X_{}//K_{}=^n`$ and the projection mapping is given by

$$P:X_{}^n,z(p_1(z),\mathrm{},p_n(z)).$$

Notice that $`A_{}/FA_{}.x_o,aFa.x_o`$ is a biholomorphism . We denote by $`P_A:A_{}.x_o^n`$ the restriction of the projection $`P`$ to $`A_{}.x_o`$. We summarize some (known) facts of the map $`P_A`$:

###### Proposition 1.2.4

The restriction $`P_A:A_{}.x_o^n`$ of $`P`$ to $`A_{}.x_o`$ has the following properties:

###### Demonstration Proof

As $`P`$ is a polynomial map, its restriction $`P_A`$ is holomorphic. Next $`P_A`$ is onto because of Lemma 1.2.1(1) and Lemma 1.2.2(1). We do not show that $`P_A`$ is proper but remark that it is a known fact which can be deduced from the fact that the polynomials $`p_1,\mathrm{},p_n`$ are the elementary spherical functions. Standard finite dimensional representation theory then gives the properness of $`P_A`$.

By standard structure theory we have for $`z,z^{}A_{}.x_o`$ that

$$K_{}z=K_{}z^{}(w𝒲)w.z=z^{}.$$

Thus Lemma 1.2.1(1) and Lemma 1.2.2(1) give us that $`P_A`$ is finite as well as the second assertion 2. in the proposition.

That $`P_A`$ is open now follows from the properness and 2. This completes the proof of 1.

Finally, the third assertion 3. follows from 1. and 2. ∎

If $`M`$ is a complex manifold, then we write $`𝒪(M)`$ for the space of holomorphic functions on $`M`$. If in addition a group $`L`$ acts on $`M`$, then we denote by $`𝒪(M)^L`$ the subspace of $`𝒪(M)`$ which consists of $`L`$-invariant functions. Then we obtain from Proposition 1.2.4 the following (known) corollary:

###### Corollary 1.2.5

Let $`MX_{}`$ be a connected open $`K_{}`$-invariant subset. Then $`M_A=MA_{}.x_o`$ is open and $`𝒲`$-invariant in $`A_{}.x_o`$ and the restriction mapping

$$\text{Res}:𝒪(M)^K_{}𝒪(M_A)^𝒲,ff_{M_A}$$

is an isomorphism.

###### Demonstration Proof

Let us first show that $`\text{Res}`$ is injective. Let $`f𝒪(M)^K_{}`$ such that $`f_{M_A}=0`$. The $`K_{}`$-invariance of $`f`$ implies that $`f`$ vanishes on $`K_{}M_A=MX_{,s}`$. As $`X_{,s}M`$ is dense in $`M`$ by Proposition 1.2.3, it follows that $`f0`$. Hence $`\text{Res}`$ is injective.

To show that $`\text{Res}`$ is onto, let $`F𝒪(M_A)`$. We have to show that there exists an $`f𝒪(M)^K_{}`$ such that $`f_{M_A}=F`$. Let us define a function on $`M`$ by

$$(zM)f(z)=F(P_A^1(P(z))).$$

This map $`f`$ is well defined as every fiber of $`P_A`$ is a $`𝒲`$-orbit (cf. Proposition 1.2.4(2)) and $`F`$ is invariant under $`𝒲`$. The properness of $`P_A`$ gives us that $`f`$ is continuous. It is also clear that $`f_{M_A}=F`$ and that $`F`$ is $`K_{}`$-invariant. It remains to see that $`f`$ is holomorphic. From Proposition 1.2.4(3) we deduce that $`f`$ is holomorphic on $`X_{,rs}M`$. As $`f`$ is also continuous, the Riemann removable singularity theorem applies and yields the holomorphicity of $`f`$. ∎

### 1.3. Complex crowns

Define a $`𝒲`$-invariant, convex and relatively compact subset of $`𝔞`$ by

$$\mathrm{\Omega }=\{Y𝔞:(\alpha \mathrm{\Sigma })|\alpha (Y)|<\frac{\pi }{2}\}.$$

Following  we define the complex crown $`\mathrm{\Xi }`$ of $`X`$ by

$$\mathrm{\Xi }=G\mathrm{exp}(i\mathrm{\Omega }).x_oX_{}.$$

It was shown in  that $`\mathrm{\Xi }`$ is an open $`G`$-invariant neighborhood of $`X`$ with proper $`G`$-action. Notice that $`\mathrm{\Xi }`$ is independent of the choice of $`𝔞`$ hence canonically attached to $`X`$. Recently it was shown by many authors that $`\mathrm{\Xi }`$ is actually Stein.

For a subset $`\omega 2\mathrm{\Omega }`$ we define the set

$$T(\omega )=A\mathrm{exp}(i\omega )$$

and notice that $`T_\omega `$ is homeomorphic to $`𝔞+i\omega `$ via the exponential mapping $`\mathrm{exp}_𝔞_{}:𝔞_{}A_{}`$. Moreover, as $`T(2\mathrm{\Omega })F=\{1\}`$ it follows that the mapping $`T(2\mathrm{\Omega })X_{},aa.x_o`$ is an injection.

Another important feature of the crown is that

$$\mathrm{\Xi }N_{}T(\mathrm{\Omega }).x_o$$
$`(\mathrm{1.3.2})`$
(cf. ). In particular we have a well defined holomorphic mapping

$$a:\mathrm{\Xi }T(\mathrm{\Omega }),nu.x_ou(nN_{},uT(\mathrm{\Omega })).$$

Further we have the complex convexity theorem  which states that

$$(Y\mathrm{\Omega })\text{Im}\mathrm{log}a(G\mathrm{exp}(iY).x_o)\text{conv}(𝒲Y).$$
$`(\mathrm{1.3.3})`$
Here $`\text{conv}()`$ denotes the convex hull of $`()`$.

Set $`𝔞^+=\{Y𝔞:(\alpha \mathrm{\Sigma }^+)\alpha (Y)>0\}`$ and $`A^+=\mathrm{exp}(𝔞^+)`$. Later we will need also the following subsets of $`\mathrm{\Omega }`$:

$$\mathrm{\Omega }^+=\mathrm{\Omega }𝔞^+\text{and}\mathrm{\Omega }^{}=𝒲\mathrm{\Omega }^+.$$

It is useful to introduce some further terminology and define for very $`𝒲`$-invariant convex subset $`\omega 2\mathrm{\Omega }`$ the $`K_{}`$-invariant set

$$X_{,\omega }=K_{}T(\omega ).x_o$$

in $`X_{}`$. Notice that even for $`\omega `$ open the set $`X_{,\omega }`$ is not open in $`X_{}`$. To overcome this difficulty we define

$$\widehat{X}_{,\omega }=P^1(P(T(\omega ).x_o)).$$

From the definition it follows immediately that $`\widehat{X}_{,\omega }`$ is a $`K_{}`$-invariant subset of $`X_{}`$ containing $`X_{,\omega }`$. Moreover it follows from Proposition 1.2.4(1) that $`\widehat{X}_{,\omega }`$ is open if $`\omega `$ is open.

## 2. The convexity theorem

For $`Y𝔞`$ let us denote by $`\text{co}(Y)`$ the convex hull of the Weyl group orbit $`𝒲Y`$. We start with stating the main result.

###### Theorem 2.1

Let $`Y\mathrm{\Omega }`$. Then

$$G\mathrm{exp}(iY).x_oX_{,s}X_{,\text{co}(Y)}=K_{}T(\text{co}(Y)).x_o.$$
$`(2.1)`$
In particular,

$$G\mathrm{exp}(iY).x_o\widehat{X}_{,\text{co}(Y)}.$$
$`(2.2)`$
Before we start proving Theorem 2.1 let us mention an interesting consequence:

###### Corollary 2.2

The following inclusions hold:

It seems to us that giving a direct geometric proof of Theorem 2.1 is rather difficult. Instead we will proceed indirectly. We will use spherical functions on $`X`$. These functions have an analytic continuation to a holomorphic function on $`\mathrm{\Xi }`$ as well as to a $`\widehat{X}_{,2\mathrm{\Omega }}`$ (cf. ). Below we will give pointwise estimates of the analytically extended spherical functions which are uniform in the spectral parameter. From that we will deduce Theorem 2.1.

### 2.1. Spherical functions

We begin with recalling Harish-Chandra’s integral representation of spherical functions. For $`\alpha \mathrm{\Sigma }`$ we set $`m_\alpha =dim𝔤^\alpha `$ and define $`\rho =\frac{1}{2}_{\alpha \mathrm{\Sigma }^+}m_\alpha \alpha 𝔞^{}`$.

If $`\lambda 𝔞_{}^{}`$, then one defines the spherical function on $`X`$ with parameter $`\lambda `$ to be the $`K`$-invariant eigenfunction

$$\phi _\lambda (gK)=_Ka(kg)^{\rho \lambda }𝑑k(gG).$$

Here $`dk`$ is the normalized Haar measure on the compact group $`K`$. It follows from (1.3.2) that $`\phi _\lambda `$ has a holomorphic extension to $`\mathrm{\Xi }`$ which we will denote by $`\stackrel{~}{\phi }_\lambda `$ (cf. ).

On the other hand $`\phi _\lambda _A`$ extends to a $`𝒲`$-invariant holomorphic function on $`T(2\mathrm{\Omega })`$ . Thus Corollary 1.2.5 applied to $`M=\widehat{X}_{,2\mathrm{\Omega }}`$ implies:

###### Proposition 2.1.1

Let $`\lambda 𝔞_{}^{}`$. Then $`\phi _\lambda `$ uniquely extends to a $`K_{}`$-invariant holomorphic function on $`\widehat{X}_{,2\mathrm{\Omega }}`$.∎

We shall prove point-wise estimates for analytically continued spherical functions which are uniform in the spectral paramter. The upper bound is easy to obtain:

###### Lemma 2.1.2

Let $`Q\mathrm{\Xi }`$ be a compact subset. Then there exists a constant $`C>0`$ such that for all $`g\mathrm{exp}(iY).x_oQ`$ with $`gG,Y\mathrm{\Omega }`$ one has

$$(\lambda i𝔞^{})|\stackrel{~}{\phi }_\lambda (g\mathrm{exp}(iY).x_o)|C\text{sup}_{w𝒲}e^{i\lambda (wY)}.$$

###### Demonstration Proof

Fix $`g\mathrm{exp}(iY).x_oQ`$ and recall the definition

$$\stackrel{~}{\phi }_\lambda (g\mathrm{exp}(iY).x_o)=_Ka(kg\mathrm{exp}(iY))^{\rho \lambda }dk.$$

Thus (1.3.3) implies that

$$|\stackrel{~}{\phi }_\lambda (g\mathrm{exp}(iY).x_o)|_K\left|a(kg\mathrm{exp}(iY))^{\rho \lambda }\right|dkC\text{sup}_{w𝒲}e^{i\lambda (wY)}$$

with

$$C=\text{sup}_{zQ}_K\left|a(kz)^\rho \right|𝑑k<\mathrm{}.$$

Now we switch to the lower estimates. For that we will use Harish-Chandra’s power series expansion of spherical function (cf. ).

We briefly recall the standard notation. Define a semigroup $`\mathrm{\Lambda }=_0[\mathrm{\Sigma }^+]𝔞^{}`$. As usual we denote by $`\text{c}(\lambda )`$ the Harish-Chandra $`c`$-function. This is a meromorphic function on $`𝔞_{}^{}`$ with no poles on the imaginary axis $`i𝔞^{}`$; it can be explicitely computed (Gindikin-Karpelevic formula, see \[4, Ch. IV, Th. 6.14\]).

For $`\sigma 𝔞_{}^{}`$ and $`aT(\mathrm{\Omega })`$ we write $`a^\sigma =e^{\sigma (\mathrm{log}a)}`$.

Fix $`\lambda i𝔞^{}`$. Then for $`aA^+`$ Harish Chandra’s expansion of $`\phi _\lambda `$ is given as follows (cf. \[4, Ch. IV, Th. 5.5\]):

$$\phi _\lambda (a)=\underset{w𝒲}{}\text{c}(w\lambda )a^{w\lambda \rho }\mathrm{\Psi }_{w\lambda }(a),$$
$`(\mathrm{2.1.1})`$
where

$$\mathrm{\Psi }_{w\lambda }(a)=\underset{\mu \mathrm{\Lambda }}{}\mathrm{\Gamma }_\mu (w\lambda )a^\mu .$$

For $`\sigma i𝔞^{}`$ the coefficients $`\mathrm{\Gamma }_\mu (\sigma )`$ are defined recursively by $`\mathrm{\Gamma }_0(\sigma )=1`$ and

$$\mathrm{\Gamma }_\mu (\sigma )=\frac{2}{\mu ,\mu +2\mu ,\sigma }\underset{\alpha \mathrm{\Sigma }^+}{}m_\alpha \underset{k1}{}\mathrm{\Gamma }_{\mu 2k\alpha }(\sigma )(\mu +\rho 2k\alpha ,\alpha +\alpha ,\sigma ).$$
$`(\mathrm{2.1.2})`$
The power series $`\mathrm{\Psi }_{w\lambda }`$ are locally abolutely convergent on $`A^+`$. One can deduce this from the following fact (\[4, Ch. IV, Lemma 5.6\]): for all $`H𝔞^+`$ there is a constant $`C_H>0`$ such that

$$(\mu \mathrm{\Lambda })(\lambda i𝔞^{})|\mathrm{\Gamma }_\mu (\lambda )|C_He^{\mu (H)}.$$
$`(\mathrm{2.1.3})`$
It is clear that (2.1.1) is also valid for all $`aA^+\mathrm{exp}(i\mathrm{\Omega })`$.

###### Lemma 2.1.3

Fix $`\lambda _0i𝔞^{}`$. Then the following assertions hold:

###### Demonstration Proof

1. Let $`\alpha _1,\mathrm{},\alpha _n`$ be a basis of $`\mathrm{\Sigma }^+`$. If $`\mu =m_1\alpha _1+\mathrm{}+m_n\alpha _n\mathrm{\Lambda }`$, then define its degree by $`\mathrm{deg}\mu =m_1+\mathrm{}+m_n`$. We use the recurrence relation (2.1.3) and induction on $`\mathrm{deg}\mu `$ to deduce that for every $`\mu \mathrm{\Lambda }`$ the function

$$F_\mu :,t\mathrm{\Gamma }_\mu (t\lambda _0)$$

is rational with no poles. Moreover (2.1.3) implies that $`F_\mu `$ is bounded. Thus if $`F_\mu =\frac{p_\mu }{q_\mu }`$ with polynomials $`p_\mu `$ and $`q_\mu `$ we obtain that $`\mathrm{deg}p_\mu \mathrm{deg}q_\mu `$. From that the assertion follows.

2. This follows from 1. and the estimate (2.1.3).∎

Let us call an element $`\lambda 𝔞_{}^{}`$ regular if $`\lambda ,\alpha 0`$ for all $`\alpha \mathrm{\Sigma }`$.

###### Proposition 2.1.4

Fix $`\lambda _0i𝔞^{}`$ regular. Let $`H𝔞^+`$ and $`Y\mathrm{\Omega }^{}`$ and set $`a=\mathrm{exp}(H+iY)`$. Then there exists a constant $`C_{a,\lambda _0}0`$ such that for all $`t>>0`$ one has

$$|\stackrel{~}{\phi }_{t\lambda _0}(a.x_o)|\frac{C_{a,\lambda _0}}{t^p}\text{sup}_{w𝒲}e^{it\lambda _0(wY)},$$

where $`p=\frac{1}{2}dimN`$. Moreover $`C_{a,\lambda _0}>0`$ for all elements $`a`$ in a dense open subset of $`A^+\mathrm{exp}(i\mathrm{\Omega }^{})`$.

###### Demonstration Proof

A basic result of Harish-Chandra asserts that $`\phi _\lambda =\phi _{w\lambda }`$ for all $`\lambda 𝔞_{}^{}`$ and $`w𝒲`$. Thus by the regularity of $`\lambda _0`$ and $`Y`$ we may assume that $`\lambda _0(iY)>\lambda _0(iwY)`$ for all $`w𝒲`$, $`w\text{1}`$. Therefore it suffices to show that

$$(t>>0)|\stackrel{~}{\phi }_{t\lambda _0}(a.x_o)|\frac{C_{a,\lambda _0}}{t^p}e^{it\lambda _0(Y)}$$
$`(\mathrm{2.1.4})`$
for a constant $`C_{a,\lambda _0}0`$ which is actually positive for $`a`$ ranging in a dense open subset of $`A^+\mathrm{exp}(i\mathrm{\Omega }^{})`$.

From (2.1.1) we obtain that:

$$\stackrel{~}{\phi }_{t\lambda _0}(a.x_o)=a^\rho \underset{w𝒲}{}\text{c}(tw\lambda _0)e^{it\lambda _0(wY)}e^{t\lambda _0(wH)}\mathrm{\Psi }_{tw\lambda _0}(a).$$
$`(\mathrm{2.1.5})`$
Contemplating on (2.1.5) we notice the following facts:

$``$$`|e^{t\lambda _0(wH)}|=1`$ for all $`t`$ and $`w𝒲`$ as $`\lambda _0`$ is imaginary.

$``$$`|a^\rho |>0`$ is independent of $`\lambda `$.

$``$$`|\text{c}(tw\lambda _0)|=|\text{c}(t\lambda _0)|`$ for all $`w𝒲`$ (Maaß-Selberg relations, cf. \[4, p. 451, (16)\]).

$``$There is a constant $`C>0`$ such that $`|\text{c}(t\lambda _0)|\frac{C}{t^p}`$ for $`t>>0`$ (cf. \[4, Ch. IV, Prop. 7.2\]).

$``$$`\mathrm{\Psi }_{tw\lambda _0}(a)`$ is uniformly bounded in $`t`$ for all $`w𝒲`$ by Lemma 2.1.2 (2). Combining these facts with (2.1.5) we obtain (2.1.4) for some $`C_{a,\lambda _0}0`$. To be more precise we have $`C_{a,\lambda _0}>0`$ provided that $`\mathrm{\Psi }_{[\lambda _0]}(a)0`$ (cf. Lemma 2.1.3(2)), and this finishes the proof. ∎

### 2.2. Proof of Theorem 2.1

During the proof we will frequently use the fact that the mapping

$$G/M\times \mathrm{\Omega }^+\mathrm{\Xi },(gM,Y)g\mathrm{exp}(iY).x_o$$
$`(\mathrm{2.2.1})`$
is a diffeomorphism with open and dense image (cf. \[9, Cor. 4.2\]).

Due to the statement of the theorem we may assume that $`Y\mathrm{\Omega }^+`$. We now proceed by contradiction. If the statement were false, there would exist a $`gG`$ such that $`g\mathrm{exp}(iY).x_oX_{,s}`$ but $`g\mathrm{exp}(iY).x_oK_{}T(\text{co}(Y)).x_o`$. Let $`g(t)`$, $`t[0,1]`$, be a continuous path in $`G`$ such that $`g(0)=\text{1}`$ and $`g(1)=g`$. Recall the quotient mapping $`P:X_{}^n`$ from Subsection 1.2. Define a continuous path in $`^n`$ by $`\gamma (t)=P(g(t)\mathrm{exp}(iY).x_o)`$. Then $`\gamma (0)=P(\mathrm{exp}(iY).x_o)P(T(\text{co}(Y)).x_o)`$. As $`P_A=P_{A_{}.x_o}`$ is proper (cf. Proposition 1.2.4(1)), we conclude that $`P(T(\text{co}(Y)).x_o)`$ is closed. Thus there exists a $`0t_0<1`$ which is maximal with respect to the property that $`\gamma (t)P(T(\text{co}(Y)).x_o)`$ for all $`0tt_0`$. Again it follows from Proposition 1.2.4(1) that $`P(T(\mathrm{\Omega }).x_o)`$ is an open neighborhood of $`\gamma (t_0)`$. Thus we find a $`t_0<t_11`$ such that $`\gamma (t)P(T(\mathrm{\Omega }).x_o)`$ for all $`0tt_1`$. Now pick $`t_0<t_2t_1`$ such that $`\gamma (t_2)=P(a.x_o)`$ for some $`aT(\mathrm{\Omega })\backslash T(\text{co}(Y))`$. It is no loss of generality to assume now that $`g=g(t_2)`$ and reparametrizing $`g(t)`$ we may also assume that $`t_2=1`$.

To sum up, if the statement were false we find a $`gG`$ and a continuous path $`g(t)`$, $`t[0,1]`$, in $`G`$ with $`g(0)=\text{1}`$ and $`g(1)=g`$ such that $`g(t)\mathrm{exp}(iY).x_o\widehat{X}_{,\mathrm{\Omega }}`$ for all $`t[0,1]`$ and $`P(g\mathrm{exp}(iY).x_o)=P(a.x_o)`$ for some $`aT(\mathrm{\Omega })\backslash T(\text{co}(Y))`$. In particular, it follows from Proposition 2.1.1 that

$$(\lambda 𝔞_{}^{})\stackrel{~}{\phi }_\lambda (g\mathrm{exp}(iY).x_o)=\stackrel{~}{\phi }_\lambda (a.x_o).$$
$`(\mathrm{2.2.2})`$
Using (2.2.1) we can vary $`g`$ and $`Y`$ slighty to obtain $`aA^+\mathrm{exp}(i\mathrm{\Omega }^{})`$, say $`a=\mathrm{exp}(H+iZ)`$ for some $`H𝔞^+`$ and $`Z\mathrm{\Omega }^{}`$.

As $`Z\mathrm{\Omega }\backslash \text{co}(Y)`$, we can use the theorem of Hahn-Banach to find a $`\lambda _0i𝔞^{}`$ regular such that $`|\lambda _0(Z)|>|\lambda _0(wY)|`$ for all $`w𝒲`$.

Lemma 2.1.2 implies

$$(t>0)|\stackrel{~}{\phi }_{t\lambda _0}(g\mathrm{exp}(iY).x_o)|C\text{sup}_{w𝒲}e^{ti\lambda _0(wY)}$$
$`(\mathrm{2.2.3})`$
for a constant $`C>0`$.

On the other hand (2.2.2) combined with Proposition 2.1.4 gives us for all $`t>>0`$ that

$$|\stackrel{~}{\phi }_{t\lambda _0}(g\mathrm{exp}(iY).x_o)|=|\stackrel{~}{\phi }_{t\lambda _0}(\mathrm{exp}(H+iZ).x_o)|\frac{C^{}}{t^p}\text{sup}_{wW}e^{ti\lambda _0(wZ)}$$
$`(\mathrm{2.2.4})`$
for a constant $`C^{}0`$. Moreover varying $`g`$ and $`Y`$ slightly if necessary we may assume that $`C^{}>0`$ (cf. Proposition 2.1.4). Then (2.2.4) clearly contradicts (2.2.3), concluding the proof of the theorem.∎

### 2.3. Applications

Define a subset of $`𝔞_{}^{}`$ by

$$\mathrm{\Pi }=\{\lambda 𝔞_{}^{}:\phi _\lambda \text{is positive definite}\}.$$

Recall that $`i𝔞^{}\mathrm{\Pi }`$ and that for all $`\lambda \mathrm{\Pi }`$ the spherical function $`\phi _\lambda `$ is bounded on $`X`$.

Using Theorem 2.1 and the same reasoning as in  we now obtain that:

###### Theorem 2.3.1

Let $`\lambda \mathrm{\Pi }`$. Then the analytically continued spherical function $`\stackrel{~}{\phi }_\lambda `$ is bounded on $`\mathrm{\Xi }`$.∎

###### Demonstration Proof

For $`\lambda \mathrm{\Pi }`$ it was established in  that $`\stackrel{~}{\phi }_\lambda `$ is bounded on $`X_{,\mathrm{\Omega }}`$. Now the assertion follows from Corollary 2.2. ∎

Another application of Theorem 2.1 is related to the heat kernel which was suggested to us by M. Stenzel. In the sequel $`t>0`$ denotes a positive number. We denote by $`\rho _t(x)`$, $`xX`$, the heat kernel on $`X`$.

Using the spectral resolution of $`\rho _t`$ it was shown in  that $`\rho _t`$ has an analytic continuation to a holomorphic function on $`\mathrm{\Xi }`$ which we will denote by $`\stackrel{~}{\rho }_t`$. Then it follows readily from Theorem 2.1, Lemma 2.1.2 and the spectral resolution of $`\rho _t`$ that:

###### Theorem 2.3.2

Fix $`t>0`$ and let $`\rho _t`$ be the heat kernel on $`X`$. Then the analytically continued heat kernel $`\stackrel{~}{\rho }_t`$ is bounded on $`\mathrm{\Xi }`$. ∎

## 3. Examples: Symmetric matrices

In this section we will illustrate Theorem 2.1 for the choices of $`G=\text{Sl}(n,)`$ and $`G=\text{Sl}(n,)`$. Then $`X=G/K`$ has a canonical realization in real/complex symmetric matrices. It might be interesting to observe that even in these classical cases Theorem 2.1 seems to be new and likely forfeits a proof using only techniques from elementary linear algebra.

### 3.1. Real symmetric matrices

Let now $`G=\text{Sl}(n,)`$ and $`K=\text{SO}(n)`$. Then $`G_{}=\text{Sl}(n,)`$ and $`K_{}=\text{SO}(n,)`$. The mapping $`gK_{}gg^t`$ identifies $`X_{}`$ with the complex symmetric matrices of determinant one

$$X_{}=\{ZM(n,):Z=Z^t,detZ=1\}.$$

Within this identification $`X`$ is the set of all real positive definite symmetric matrices of determinant one

$$X=\{YM(n,):Y=Y^t,Y>>0,detY=1\}.$$

We choose $`A`$ to be the positive diagonal matrices in $`G=\text{Sl}(n,)`$. Then $`𝒲`$ becomes the symmetric group $`𝔖_n`$ in $`n`$ letters permuting the diagonal entries. The set $`\mathrm{\Omega }`$ is given by

$$\mathrm{\Omega }=\{\text{diag}(y_1,\mathrm{},y_n)M(n,):\underset{i=1}{\overset{n}{}}y_i=0,|y_iy_j|<\frac{\pi }{2}\}.$$

Accordingly we have

$$T(\mathrm{\Omega })=\{a=\text{diag}(a_1,\mathrm{},a_n)\text{Sl}(n,):(1i,jn)\text{Re}\left(\frac{a_i}{a_j}\right)>0\}.$$

Let us write $`D_{}`$ for the diagonal matrices in $`X`$ and $`D_{}`$ for the diagonal matrices in $`X_{}`$. Notice that the mapping $`A_{}D_{},aa.x_o=a^2`$ is the square mapping. If $`D(\mathrm{\Omega })`$ denotes the isomorphic image of $`T(\mathrm{\Omega })`$ in $`X_{}`$, then we have

$$D(\mathrm{\Omega })=\{a=\text{diag}(a_1,\mathrm{},a_n)X_{}:(1i,jn)\frac{a_i}{a_j}_+\},$$

where $`_+=\backslash ]\mathrm{},0]`$.

Notice that

$$\mathrm{\Xi }=\underset{gG}{}gD(\mathrm{\Omega })g^t.$$

Now Theorem 2.1 in this special situation reads as follows:

###### Proposition 3.1.1

Let $`Y=\text{diag}(y_1,\mathrm{},y_n)`$ be a real diagonal matrix with zero trace and $`|y_iy_j|<\pi `$ for all $`1i,jn`$. Then

$$\text{co}(Y)=\text{conv}\{\text{diag}(y_{\sigma (1)},\mathrm{},y_{\sigma (n)}):\sigma 𝔖_n\}$$

and

$$\left[\underset{g\text{Sl}(n,)}{}ge^{iY}g^t\right]\left[\underset{k\text{SO}(n,)}{}kD_{}k^1\right]\underset{k\text{SO}(n,)}{}kD_{}e^{i\text{co}(Y)}k^1.$$

### 3.2. Complex symmetric matrices

Let us now consider the case of $`G=\text{Sl}(n,)`$ and $`K=\text{SU}(n)`$. Then we have canonical biholomorphisms $`K_{}G`$ and $`X_{}G`$. Within this identifications the actions of $`G`$ and $`K_{}`$ on $`X_{}`$ are given by

$$G\times X_{}X_{},(g,z)gzg^{},$$

$$K_{}\times X_{}X_{},(k,z)kzk^1$$

(cf. \[3, Sect. 3\]). As before we choose $`A<G`$ to be the group of diagonal matrices with positive entries and write $`D(\mathrm{\Omega })`$ for the faithful image of $`T(\mathrm{\Omega })`$ in $`X_{}=G`$. Then

$$D(\mathrm{\Omega })=\{a=\text{diag}(a_1,\mathrm{},a_n)X_{}:(1i,jn)\frac{a_i}{a_j}_+\}.$$

In particular we obtain

$$\mathrm{\Xi }=\underset{g\text{Sl}(n,)}{}gD(\mathrm{\Omega })g^{}.$$

With the notation introduced above Theorem 2.1 now reads as follows:

###### Proposition 3.2.1

Let $`Y=\text{diag}(y_1,\mathrm{},y_n)`$ be a real diagonal matrix with zero trace and $`|y_iy_j|<\pi `$ for all $`1i,jn`$. Then

$$\left[\underset{g\text{Sl}(n,)}{}ge^{iY}g^{}\right]\left[\underset{k\text{Sl}(n,)}{}kD_{}k^1\right]\underset{k\text{Sl}(n,)}{}kD_{}e^{i\text{co}(Y)}k^1,$$

where $`\text{co}(Y)=\text{conv}\{\text{diag}(y_{\sigma (1)},\mathrm{},y_{\sigma (n)}):\sigma 𝔖_n\}`$. ∎


text:
# Analysis of a quenched lattice-QCD dressed-quark propagator

## I Introduction

It is a longstanding prediction that the Schwinger functions which characterise the propagation of QCD’s elementary excitations: gluons, ghosts and quarks, are strongly modified at infrared momentum scales, namely, spacelike momenta $`k^22`$GeV2 Roberts and Williams (1994); Roberts and Schmidt (2000); Alkofer and von Smekal (2001). Indeed, this property of asymptotically free theories was elucidated in Refs. Lane (1974); Politzer (1976) and could be anticipated from studies of strong coupling QED Johnson et al. (1964). Such momentum-dependent dressing is a fundamental feature of strong QCD that is observable in hadronic phenomena Maris and Roberts (2003). For example: it is the mechanism by which the current-quark mass evolves to assume the scale of a constituent-quark mass at infrared momenta, and thereby that dynamical chiral symmetry breaking (DCSB) is exhibited; and it may also provide an understanding of confinement, as we canvass in Sec. III.4. These are keystones of hadron physics Capstick et al. (2000).

Numerical simulations of lattice-QCD provide direct access to QCD’s Schwinger functions, and recent studies of the quenched theory yield dressed-gluon Leinweber et al. (1999); Alexandrou et al. (2002); Bowman et al. (2002a); Bloch et al. (2002) and -quark Bowman et al. (2002b, c) two-point functions (“propagators”) that are in semi-quantitative agreement with Dyson-Schwinger equation (DSE) calculations von Smekal et al. (1998); Atkinson and Bloch (1998); Maris and Roberts (1997); Maris and Tandy (1999); Tandy (2003); Fischer and Alkofer (2003); Zwanziger (2003). However, these dressed-gluon and -quark propagators are not obviously consistent with each other in the following sense: use of the lattice dressed-gluon two-point function as the sole basis for the kernel of QCD’s gap equation cannot yield the lattice dressed-quark propagator without a material infrared modification (enhancement) of the dressed-quark-gluon vertex Hawes et al. (1994, 1998); Papavassiliou and Cornwall (1991). Fortunately, just such behaviour can be understood to arise owing to multiplicative renormalisability of the gap equation Bloch (2002); Maris et al. (2002) and is observed in lattice estimates of this three-point function Skullerud and Kızılersü (2002); Skullerud et al. (2002, 2003).

Herein we elucidate these points using a concrete model for the gap equation’s kernel. Naturally, since the ultraviolet behaviour of this kernel is fixed by perturbative QCD and hence model-independent, our study will focus on and expose aspects of the infrared behaviour of the Schwinger functions described above.

Furthermore, as indicated at the outset, DCSB is encoded in the chiral-limit behaviour of the dressed-quark propagator. However, contemporary lattice-QCD simulations are restricted to current-quark masses that are too large for unambiguous statements to be made about the magnitude of this effect. With a well-constrained model for the gap equation’s kernel it is straightforward to calculate the dressed-quark propagator in the chiral limit. Hence our analysis will also provide an informed estimate of the chiral limit behaviour of the lattice results.

Finally, we consider two additional questions; namely, how do Schwinger functions obtained in simulations of quenched lattice-QCD differ from those in full QCD, and can that difference be used to estimate the effect of quenching on physical observables? Our model for the gap equation’s kernel provides a foundation from which we believe these problems can fruitfully be addressed.

The article is organised as follows. In Sec. II we review the gap equation, the form of its solution and the nature of its kernel. Section III describes the construction of a model for the gap equation’s kernel that correlates lattice results for the dressed-gluon and -quark two point functions, and explains aspects of the dressed-quark function obtained therewith. The kernel is exploited further in Sec. IV, wherein it provides the basis for calculating informed estimates of observable quantities in quenched-QCD. Section V is an epilogue.

## II Gap Equation

The renormalised dressed-quark propagator, $`S(p)`$, is the solution of the DSE

$$S^1(p)=Z_2(\zeta ,\mathrm{\Lambda })i\gamma p+Z_4(\zeta ,\mathrm{\Lambda })m(\zeta )+\mathrm{\Sigma }^{}(p,\mathrm{\Lambda }),$$
(1)
wherein the dressed-quark self-energy is 111footnotetext: We use a Euclidean metric wherewith the scalar product of two four vectors is $`ab=_{i=1}^4a_ib_i`$, and Hermitian Dirac-$`\gamma `$ matrices that obey $`\{\gamma _\mu ,\gamma _\nu \}=2\delta _{\mu \nu }`$.

$$\mathrm{\Sigma }^{}(p,\mathrm{\Lambda })=Z_1(\zeta ,\mathrm{\Lambda })_q^\mathrm{\Lambda }g^2D_{\mu \nu }(pq)\frac{\lambda ^i}{2}\gamma _\mu S(q)\mathrm{\Gamma }_\nu ^i(q,p).$$
(2)
Here $`D_{\mu \nu }(k)`$ is the renormalised dressed gluon propagator; $`\mathrm{\Gamma }_\nu ^i(q,p)`$ is the renormalised dressed quark-gluon vertex; and $`Z_1(\zeta ,\mathrm{\Lambda })`$, $`Z_2(\zeta ,\mathrm{\Lambda })`$ and $`Z_4(\zeta ,\mathrm{\Lambda })`$ are, respectively, Lagrangian renormalisation constants for the quark-gluon vertex, quark wave function and current-quark mass.

In Eq. (2), $`_q^\mathrm{\Lambda }:=^\mathrm{\Lambda }d^4q/(2\pi )^4`$ denotes a translationally invariant ultraviolet regularisation of the momentum space integral, with regularisation mass-scale $`\mathrm{\Lambda }`$. In practice a Pauli-Villars scheme is used, in which an additional factor of $`\mathrm{\Lambda }^2/(\mathrm{\Lambda }^2+(pq)^2)`$ is included with the gluon propagator. The resulting integral is finite $`\mathrm{\Lambda }<\mathrm{}`$, and develops a logarithmic divergence when the regularisation is removed; i.e., $`\mathrm{\Lambda }\mathrm{}`$, which is the final stage of any calculation. We emphasise that it is only with a translationally invariant regularisation scheme that Ward-Takahashi identities can be preserved, something that is crucial to ensuring, e.g., axial-vector current conservation in the chiral limit.

The general form of the dressed-quark propagator is

$$S(p)=\frac{Z(p^2;\zeta ^2)}{i\gamma p+M(p^2)}$$
(3)
where the Lorentz scalar functions $`Z(p^2;\zeta ^2)`$ and $`M(p^2)`$ are respectively referred to as the quark wave function renormalisation and running quark mass (or dressed-quark mass-function). The renormalisation constants $`Z_2`$ and $`Z_4`$ are determined by solving the gap equation, Eq. (1), subject to the renormalisation condition that at some large spacelike $`\zeta ^2`$

$$S^1(p)|_{p^2=\zeta ^2}=i\gamma p+m(\zeta ),$$
(4)
where $`m(\zeta )`$ is the renormalised current-quark mass. The renormalised dressed-quark propagator is independent of the regularisation mass-scale, $`\mathrm{\Lambda }`$. It depends on the renormalisation point, $`\zeta `$, in a manner prescribed by the theory’s dynamics. This dependence is expressed in the calculable $`\zeta `$-dependence of the wave function renormalisation. The dressed-quark mass-function is independent of the regularisation mass-scale and of the renormalisation point. Once the renormalisation scheme has been faithfully applied the regularisation mass-scale may be removed to infinity.

Given the form of the dressed gluon propagator, $`D_{\mu \nu }(pq)`$, and dressed quark-gluon vertex, $`\mathrm{\Gamma }_\mu ^i(q,p)`$, it is straightforward to determine the corresponding dressed quark propagator using well-established numerical methods. A particularly important characteristic of the non-linear integral equation in Eq. (1) is that it yields a nonzero solution for $`M(p^2)`$ in the chiral limit Maris and Roberts (1997); Maris et al. (1998):

$$Z_4(\zeta ,\mathrm{\Lambda })m(\zeta )0,\mathrm{\Lambda }\zeta ,$$
(5)
if, and only if, there is sufficient infrared support in the integrand. This is dynamical chiral symmetry breaking, which we discuss further in Sec. IV.1. It is noteworthy that for finite $`\zeta `$ and $`\mathrm{\Lambda }\mathrm{}`$, the left hand side (l.h.s.) of Eq. (5) is identically zero, by definition, because the mass term in QCD’s Lagrangian density is renormalisation-point-independent. The condition specified in Eq. (5), on the other hand, effects the result that at the (perturbative) renormalisation point there is no mass-scale associated with explicit chiral symmetry breaking, which is the essence of the chiral limit.

As will now be plain, the kernel of the gap equation, Eq. (1), is formed from the product of the dressed-gluon propagator and dressed-quark-gluon vertex. The equation is therefore coupled to the DSEs satisfied by these functions. Those equations in turn involve other $`n`$-point functions and hence a tractable problem is only realised once a truncation scheme is specified. At least one nonperturbative, chiral symmetry preserving truncation exists Bender et al. (1996a, 2002) and the first term in that scheme is the renormalisation-group-improved rainbow gap equation, wherein the self-energy, Eq. (2), assumes the form

$$_q^\mathrm{\Lambda }𝒢(Q^2)D_{\mu \nu }^{\mathrm{free}}(Q)\frac{\lambda ^a}{2}\gamma _\mu S(q)\frac{\lambda ^a}{2}\gamma _\nu ,$$
(6)
where $`Q=pq`$ and $`D_{\mu \nu }^{\mathrm{free}}(Q)`$ is the Landau gauge free-gluon propagator.

In Eq. (6), $`𝒢(Q^2)`$ is an effective interaction, which expresses the combined effect of dressing both the gluon propagator and quark-gluon vertex consistent with the constraints imposed by, e.g., vector and axial-vector Ward-Takahashi identities. Asymptotic freedom entails

$$𝒢(Q^2)=4\pi \alpha (Q^2),Q^22\mathrm{GeV}^2;$$
(7)
viz., the effective interaction is proportional to the strong running coupling in the ultraviolet. However, its form is unknown for $`Q^22`$GeV2. An explanation of many diverse hadron phenomena has been obtained by modelling this behaviour Maris and Roberts (2003) but our goal is different. Hereinafter we explore the ramifications of employing the dressed-gluon propagator inferred from numerical simulations of lattice-QCD in building the effective interaction.

## III Analysing lattice data

### III.1 Lattice gluon propagator

In Ref. Leinweber et al. (1999) the Landau gauge dressed gluon propagator was computed using quenched lattice-QCD configurations and the result was parametrised as:

$$D(k^2)=Z_g\left[\frac{A\mathrm{\Lambda }_g^{2\alpha }}{(k^2+\mathrm{\Lambda }_g^2)^{1+\alpha }}+\frac{L(k^2,\mathrm{\Lambda }_g)}{k^2+\mathrm{\Lambda }_g^2}\right],$$
(8)
with

$$\begin{array}{ccccccc}A\hfill & =\hfill & 9.8_{0.9}^{+0.1},\hfill & & \mathrm{\Lambda }_g\hfill & =\hfill & 1.020\pm 0.1\pm 0.025\mathrm{GeV},\hfill \\ \alpha \hfill & =\hfill & 2.2_{0.20.3}^{+0.1+0.2},\hfill & & Z_g\hfill & =\hfill & 2.01_{0.05}^{+0.04},\hfill \end{array}$$
(9)
where the first pair of errors are statistical and the second, when present, denote systematic errors associated with finite lattice spacing and volume. In the simulation the lattice spacing $`a=1/[1.885`$GeV$`]`$. The numerator in the second term of Eq. (8) is

$$L(k^2,\mathrm{\Lambda }_g)=\left(\frac{1}{2}\mathrm{ln}\left[(k^2+\mathrm{\Lambda }_g^2)(\frac{1}{k^2}+\frac{1}{\mathrm{\Lambda }_g^2})\right]\right)^{d_D},$$
(10)
with $`d_D=[399\xi 4N_f]/[2(332N_f)]`$, an expression which ensures the parametrisation expresses the correct one-loop behaviour at ultraviolet momenta. In the quenched, Landau-gauge study, $`N_f=0`$ , $`\xi =0`$, so

$$d_D=13/22.$$
(11)
### III.2 Effective quark-gluon vertex

We have noted that for $`Q^22`$GeV2 in Eq. (6)

$$𝒢(Q^2)=\frac{4\pi ^2\gamma _m}{\mathrm{ln}(Q^2/\mathrm{\Lambda }_{\mathrm{QCD}}^2)},$$
(12)
where $`\gamma _m=`$ $`12/(332N_f)`$ is the anomalous mass dimension. To proceed we therefore write

$$\frac{1}{Q^2}𝒢(Q^2)=D(Q^2)\mathrm{\Gamma }_1(Q^2),$$
(13)
with $`D(Q^2)`$ given in Eq. (8) and

$$\mathrm{\Gamma }_1(Q^2)=4\pi ^2\gamma _m\frac{1}{Z_g}\frac{[\frac{1}{2}\mathrm{ln}(\tau +Q^2/\mathrm{\Lambda }_g^2)]^{d_D}}{[\mathrm{ln}(\tau +Q^2/\mathrm{\Lambda }_{\mathrm{QCD}}^2)]}v(Q^2),$$
(14)
where $`\tau =e^21>1`$ is an infrared cutoff. Equation (13) factorises the effective interaction into a contribution from the lattice dressed-gluon propagator multiplied by a contribution from the vertex, which we shall subsequently determine phenomenologically.

We remark that the renormalisation-group-improved rainbow truncation retains only that single element of the dressed-quark-gluon vertex which is ultraviolet divergent at one-loop level and this explains the simple form of Eq. (14). Systematic analyses of corrections to the rainbow truncation show $`\mathrm{\Gamma }_1`$ to be the dominant amplitude of the dressed vertex: the remaining amplitudes do not significantly affect observables Bender et al. (2002). In proceeding phenomenologically solely with $`\mathrm{\Gamma }_1`$, we force $`v(Q^2)`$ to assume the role of the omitted amplitudes to the maximum extent possible.

In Eq. (14), so long as $`v(Q^2)1`$ for $`Q^22`$GeV2, Eq. (12) is satisfied and consequently the rainbow gap equation preserves the renormalisation group flow of QCD at one-loop. We therefore consider a simple Ansatz with this property:

$$v(Q^2)=\frac{a_v(m)+Q^2/\mathrm{\Lambda }_g^2}{b+Q^2/\mathrm{\Lambda }_g^2},$$
(15)
where

$$a_v(m)=\frac{a_1}{1+a_2[m(\zeta )/\mathrm{\Lambda }_g]+a_3[m(\zeta )/\mathrm{\Lambda }_g]^2}$$
(16)
and $`a_{1,2,3}`$ and $`b`$ are dimensionless parameters, which are fitted by requiring that the gap equation yield a solution for the dressed-quark propagator that agrees well pointwise with the results obtained in numerical simulations of quenched lattice-QCD Bowman et al. (2002b, c). It is important to note that a good fit to lattice data is impossible unless $`a_v(m)`$ depends on the current-quark mass. While more complicated forms are clearly possible, the Ansatz of Eq. (16) is adequate.

### III.3 Fit to lattice results

Now, to be explicit, the parameters in Eqs. (15), (16) were determined by the following procedure. The rainbow gap equation; viz., Eq. (1) simplified via Eq. (6), was solved using the effective interaction specified by Eqs. (13)–(16), with $`D(Q^2)`$ exactly as given in Eq. (8).

The ultraviolet behaviour of the mass function, $`M(p^2)`$, is determined by perturbative QCD and is therefore model independent. Hence the current-quark mass, $`m(\zeta )`$, was fixed by requiring agreement between the DSE and lattice results for $`M(p^2)`$ on $`p^21`$GeV2. We selected three lattice data sets from Ref. Bowman et al. (2002c) and, for consistency with Refs. Maris and Roberts (1997); Maris and Tandy (1999), used a renormalisation point $`\zeta =19`$GeV, which is well into the perturbative domain. This gave

$$\begin{array}{cccc}am_{\mathrm{lattice}}\hfill & 0.018\hfill & 0.036\hfill & 0.072\hfill \\ & & & \\ m(\zeta )(\mathrm{GeV})\hfill & 0.030\hfill & 0.055\hfill & 0.110\hfill \end{array}.$$
(17)
The dimensionless parameters $`a_{1,2,3}`$ and $`b`$ were subsequently determined in a simultaneous least-squares fit of DSE solutions for $`M(p^2)`$ at these current-quark masses to all the lattice data. This necessarily required the gap equation to be solved repeatedly. Nevertheless, the fit required only hours on a modern workstation, and yielded:

$$\begin{array}{cccc}a_1& a_2& a_3& b\\ & & & \\ 1.5& 7.35& 63.0& 0.005\end{array}.$$
(18)
These parameters completely determine the “best-fit effective-interaction” and hence our lattice-constrained model for the gap equation’s kernel.

We emphasise that because the comparison is with simulations of quenched lattice-QCD, we used $`N_f=0`$ throughout and Skullerud and Kızılersü (2002); Skullerud et al. (2002, 2003); El-Khadra et al. (1992)

$$\mathrm{\Lambda }_{\mathrm{qu}\mathrm{QCD}}=0.234\mathrm{GeV}.$$
(19)
The strength of the running strong coupling is underestimated in simulations of quenched lattice-QCD Aoki et al. (1995). (NB. Halving or doubling $`\mathrm{\Lambda }_{\mathrm{qu}\mathrm{QCD}}`$ has no material quantitative impact on the results reported in Sec. IV, nor does it qualitatively affect our conclusions.)

#### III.3.1 Fidelity and quiddity of the procedure

In Fig. 1 we compare DSE solutions for $`M(p^2)`$, obtained using the optimised effective interaction, with lattice results. In addition, we depict the DSE solution for $`M(p^2)`$ calculated in the chiral limit along with the linear extrapolation of the lattice data to $`am=0`$, as described in Ref. Bowman et al. (2002b). It is apparent that the lattice-gluon and lattice-quark propagators can be correlated via the renormalisation-group-improved gap equation. That was achieved via $`v(Q^2)`$ in Eq. (15), and the required form is depicted in Fig. 2. Plainly, consistency between the propagators via this gap equation requires an infrared enhancement of the vertex, as anticipated in Refs. Hawes et al. (1994, 1998); Bloch (2002); Maris et al. (2002). Our inferred form is in semi-quantitative agreement with the result of recent, exploratory lattice-QCD simulations of the dressed-quark-gluon vertex Skullerud and Kızılersü (2002); Skullerud et al. (2002, 2003).

Dynamical chiral symmetry breaking is another important feature evident in Fig. 1; viz., the existence of a $`M(p^2)0`$ solution of the gap equation in the chiral limit. We deduce that DCSB is manifest in quenched-QCD and, in the following, quantify the magnitude of that effect. It should be observed that a linear extrapolation to $`am=0`$ of the lattice data obtained with nonzero current-quark masses overestimates the mass function calculated directly as the solution of the gap equation.

Figure 3 focuses on the lattice simulations for the intermediate value of the current-quark mass; namely, $`am=0.036`$, and compares lattice output for both $`M(p^2)`$ and the quark wave function renormalisation, $`Z(p^2)`$, with our results. We emphasise that the form of $`Z(p^2)`$ was not used in fitting $`v(Q^2)`$. Hence the pointwise agreement between the gap equation’s solution and the lattice result indicates that our simple expression for the effective interaction captures the dominant dynamical content and, in particular, that omitting the subdominant amplitudes in the dressed-quark-gluon vertex is not a serious flaw in this study.

### III.4 Spectral properties

In a quantum field theory defined by a Euclidean measure Glimm and Jaffee (1981) the Osterwalder-Schrader axioms Osterwalder and Schrader (1973, 1975) are five conditions which any moment of this measure ($`n`$-point Schwinger function) must satisfy if it is to have an analytic continuation to Minkowski space and hence an association with observable quantities. One of these is “OS3”: the axiom of reflection positivity, which is violated if the Schwinger function’s Fourier transform to configuration space is not positive definite. The space of observable asymptotic states is spanned by eigenvectors of the theory’s infrared Hamiltonian and no Schwinger function that breaches OS3 has a correspondent in this space. Consequently, the violation of OS3 is a sufficient condition for confinement.

This connection has long been of interest Cornwall (1980); Munczek and Nemirovsky (1983), and is discussed at length in Refs. Krein et al. (1992); Habel et al. (1990); Stingl (1996), and reviewed in Sec. 6.2 of Ref. Roberts and Williams (1994), Sec. 2.2 of Ref. Roberts and Schmidt (2000) and Sec. 2.4 of Ref. Alkofer and von Smekal (2001). It suggests and admits a practical test Hawes et al. (1994) that has been exploited in Refs. Fischer and Alkofer (2003); Hawes et al. (1994, 1998); Bender et al. (1996b, 1998); Bender and Alkofer (1996); Maris (1995); Gomez Dumm and Scoccola (2002); Sauli (2003); Bhagwat et al. (2003) and which for the quark $`2`$-point function is based on the behaviour of

$`\mathrm{\Delta }_S(T)`$ $`=`$ $`{\displaystyle d^3x\frac{d^4p}{(2\pi )^4}\mathrm{e}^{ipx}\sigma _S(p^2)}`$ (20)
$`=`$ $`{\displaystyle \frac{1}{\pi }}{\displaystyle _0^{\mathrm{}}}𝑑\epsilon \mathrm{cos}(\epsilon T)\sigma _S(\epsilon ^2),`$ (21)
where $`\sigma _S`$ is the Dirac-scalar projection of the dressed-quark propagator. For a noninteracting fermion with mass $`\mu `$,

$$\mathrm{\Delta }_S^{\mathrm{free}}(T)=\frac{1}{\pi }_0^{\mathrm{}}𝑑\epsilon \mathrm{cos}(\epsilon T)\frac{\mu }{\epsilon ^2+\mu ^2}=\frac{1}{2}\mathrm{e}^{\mu T}.$$
(22)
The r.h.s. is positive definite. It is also plainly related via analytic continuation ($`Tit`$) to the free-particle solution of the Minkowski space Dirac equation. The existence of an associated asymptotic state is indubitable.

If instead one encountered a theory in which Habel et al. (1990); Stingl (1996); Bhagwat et al. (2003)

$$\sigma _S(p^2)=\frac{\mu }{2}\left[\frac{1}{p^2+\mu ^2i\rho ^2}+\frac{1}{p^2+\mu ^2+i\rho ^2}\right],$$
(23)
a function with poles at $`p^2+\sigma ^2\mathrm{exp}(\pm i\theta )=0`$, where

$$\sigma ^4=\mu ^4+\rho ^4,\mathrm{tan}\theta =\rho ^2/\mu ^2,$$
(24)
then

$$\mathrm{\Delta }_S(T)=\frac{\mu }{2\sigma }\mathrm{e}^{\sigma T\mathrm{cos}\frac{\theta }{2}}\mathrm{cos}\left(\sigma T\mathrm{sin}\frac{\theta }{2}+\frac{\theta }{2}\right).$$
(25)
This Fourier transform has infinitely many, regularly spaced zeros and hence OS3 is violated. Thus the fermion described by this Schwinger function has no correspondent in the space of observable asymptotic states.

It is readily apparent that Eq. (23) evolves to a free particle propagator when $`\rho 0`$. This limit is expressed in Eq. (25) via $`\theta 0`$, $`\sigma \mu `$, wherewith Eq. (22) is recovered; a result that is tied to the feature that the first zero of $`\mathrm{\Delta }_S(T)`$ in Eq. (25) occurs at

$$z_1=\frac{\pi \theta }{2\sigma }\mathrm{csc}\frac{\theta }{2}$$
(26)
and hence $`z_1\mathrm{}`$ for $`\rho 0`$ Bender et al. (1996b, 1998).

We calculated $`\mathrm{\Delta }_S(T)`$ using the gap equation solutions discussed above and the form of $`|\mathrm{\Delta }_S(T)|`$ obtained with the chiral limit solution is depicted in Fig. 4. The violation of OS3 is manifest in the appearance of cusps: $`\mathrm{ln}|\mathrm{\Delta }_S(T)|`$ is negative and infinite in magnitude at zeros of $`\mathrm{\Delta }_S(T)`$. The differences evident in a comparison with the result obtained from Eq. (25) indicate that the singularity structure of the dressed-quark $`2`$-point Schwinger function obtained from the lattice-constrained kernel is more complicated than just a single pair of complex conjugate poles. However, the similarities suggest that this picture may serve well as an idealisation Bhagwat et al. (2003). (NB. Qualitatively identical results are obtained using $`\sigma _V(p^2)`$, the Dirac-vector projection of the dressed-quark propagator, instead of $`\sigma _S(p^2)`$.)

Figure 4 also portrays the result obtained with the effective interaction proposed in Ref. Maris and Tandy (1999) and used efficaciously in studies of meson properties Maris and Roberts (2003). Significantly, the first zero appears at a smaller value of $`T`$ in this case. Using the model of Eq. (23) as a guide, that shift indicates a larger value of $`\sigma `$. This sits well with the fact that the mass-scale generated dynamically by the interaction of Ref. Maris and Tandy (1999) is larger than that produced by the interaction used herein, which is only required to correlate quenched lattice data for the gluon and quark two-point functions.

From the results and analysis reported in this subsection, we deduce that light-quarks do not appear in the space of observable asymptotic states associated with quenched-QCD; an outcome anticipated in Ref. Maris et al. (2002).

## IV Chiral and Physical Pion Observables

### IV.1 Chiral limit

The scale of DCSB is measured by the value of the renormalisation-point dependent vacuum quark condensate, which is obtained directly from the chiral limit dressed-quark propagator Maris et al. (1998); Maris and Roberts (1997):

$$\overline{q}q_\zeta ^0=\underset{\mathrm{\Lambda }\mathrm{}}{lim}Z_4(\zeta ,\mathrm{\Lambda })N_c\mathrm{tr}_q^\mathrm{\Lambda }S_0(q),$$
(27)
where “tr” denotes a trace only over Dirac indices and the index “$`0`$” labels a quantity calculated in the chiral limit, Eq. (5). In Eq. (27) the gauge parameter dependence of the renormalisation constant $`Z_4`$ is precisely that required to ensure the vacuum quark condensate is gauge independent. This constant is fixed by the renormalisation condition, Eq. (4), which entails

$$Z_4(\zeta ,\mathrm{\Lambda })=\frac{1}{m(\zeta )}\frac{1}{4}\mathrm{tr}\mathrm{\Sigma }^{}(\zeta ,\mathrm{\Lambda })$$
(28)
wherein the right hand side is well-defined in the chiral limit Maris and Roberts (1997). (It may also be determined by studying the fully amputated pseudoscalar-quark-antiquark $`3`$-point function Maris et al. (1998).) A straightforward calculation using our chiral limit result; i.e, the propagator corresponding to the dashed-curve in Fig. 1, yields

$$\overline{q}q_{\zeta =19\mathrm{GeV}}^0=(0.22\mathrm{GeV})^3.$$
(29)
To evolve the condensate to a “typical hadronic scale,” e.g., $`\zeta =1`$GeV, one may use Langfeld et al. (2003)

$$\overline{q}q_\zeta ^{}^0=Z_4(\zeta ^{},\zeta )Z_2^1(\zeta ^{},\zeta )\overline{q}q_\zeta ^0=:Z_m(\zeta ^{},\zeta )\overline{q}q_\zeta ^0,$$
(30)
where $`Z_m`$ is the gauge invariant mass renormalisation constant. Contemporary phenomenological approaches employ the one-loop expression for $`Z_m`$ and following this expedient we obtain, practically as a matter of definition,

$`\overline{q}q_{1\mathrm{GeV}}^0`$ $`=`$ $`\left({\displaystyle \frac{\mathrm{ln}[1/\mathrm{\Lambda }_{\mathrm{qu}\mathrm{QCD}}]}{\mathrm{ln}[19/\mathrm{\Lambda }_{\mathrm{qu}\mathrm{QCD}}]}}\right)^{\gamma _m}(\overline{q}q_{19\mathrm{GeV}}^0)`$ (31)
$`=`$ $`(0.19\mathrm{GeV})^2,`$
which may be compared with a best-fit phenomenological value Leinweber (1997): $`(0.24\pm 0.01\mathrm{GeV})^3`$. It is notable that DSE models which efficaciously describe light-meson physics; e.g., Refs. Maris and Roberts (1997); Maris and Tandy (1999), give $`\overline{q}q_{1\mathrm{GeV}}^0=(0.24\mathrm{GeV})^3`$.

Our gap equation assisted estimate therefore indicates that the chiral condensate in quenched-QCD is a factor of two smaller than that which is obtained from analyses of strong interaction observables. These results are in quantitative agreement with Ref. Maris et al. (2002).

A fit to the linear extrapolation of the lattice data; viz., to the boxes in Fig. 1, gives a significantly larger value Bowman et al. (2002c): $`\overline{q}q_{1\mathrm{GeV}}^0=(0.270\pm 0.027\mathrm{GeV})^3`$. However, the error is purely statistical. The systematic error, to which the linear extrapolation must contribute, was not estimated. That may be important given the discrepancy, conspicuous in Fig. 1, between our direct evaluation of the chiral limit mass function and the linear extrapolation of the lattice data to $`am=0`$: the linear extrapolation lies well above the result of our chiral limit calculation.

This point may be illustrated further. In Fig. 5 we plot $`M(p^2=p_{\mathrm{IR}}^2)`$, where $`p_{\mathrm{IR}}=0.62\mathrm{GeV}`$, as a function of the current-quark mass (solid curve). This value of the argument was chosen because it is the smallest $`p^2`$ for which there are two lattice results for $`M(p^2)`$ at each current-quark mass in Eq. (17). Those results are also plotted in the figure. It is evident that on the domain of current-quark masses directly accessible in lattice simulations, the lattice and DSE results lie on the same linear trajectory, of which

$$M(p_{\mathrm{IR}}^2=0.38\mathrm{GeV}^2,m(\zeta ))=0.18+1.42m(\zeta )$$
(32)
provides an adequate interpolation. However, as apparent in the figure, this fit on $`am[0.018,0.072]`$ provides a poor extrapolation to $`m(\zeta )=0`$, giving a result $`40`$% too large.

In Fig. 6 we repeat this procedure, focusing solely on our value of $`M(p^2=0`$) because directly calculated lattice data are unavailable at this extreme infrared point and published estimates obtained by extrapolating functions fitted to the lattice-$`p^2`$-dependence are inconsistent Bowman et al. (2002b). The pattern observed in Fig. 5 is again visible. On the domain of current-quark masses for which lattice data are available, the mass-dependence of $`M(p^2)`$ is well-approximated by a straight line; namely,

$$M(p^2=0,m(\zeta ))=0.37+0.68m(\zeta ),$$
(33)
but the value of $`M(0)`$ determined via extrapolation to $`m(\zeta )=0`$ is $`14`$% too large.

In all cases our calculated result possesses significant curvature. At fixed $`p^2`$, $`M(p^2,m(\zeta ))`$ is a monotonically increasing function of $`m(\zeta )`$ but, while it is concave-down for $`m(\zeta )0.1`$GeV, it inflects thereafter to become concave-up. In addition, at fixed $`m(\zeta )`$, $`M(p^2)`$ is a monotonically decreasing function of $`p^2`$. It follows that a linear extrapolation determined by data on $`am[0.018,0.072]`$ will necessarily overestimate $`M(p^2)`$ at all positive values of $`p^2`$. The figures illustrate that the error owing to extrapolation increases with increasing $`p^2`$ and hence a significant overestimate can be anticipated on the domain in which the condensate was inferred from lattice data.

It is straightforward to understand the behaviour evident in Figs. 5, 6 qualitatively. The existence of DCSB means that in the neighbourhood of the chiral limit a mass-scale other than the current-quark mass determines the magnitude of $`M(p^2)`$. As the current-quark mass increases from zero, its magnitude will come to affect that of the mass function. The gap equation is a nonlinear integral equation and hence this evolution of the mass-dependence of $`M(p^2)`$ will in general be nonlinear. Only at very large values of the current-quark mass will this scale dominate the behaviour of the mass function, as seen in studies of heavy-quark systems Ivanov et al. (1999), and the evolution become linear.

### IV.2 Pion properties

The renormalised homogeneous Bethe-Salpeter equation (BSE) for the isovector-pseudoscalar channel; i.e., the pion, is

$$\left[\mathrm{\Gamma }_\pi ^j(k;P)\right]_{tu}=_q^\mathrm{\Lambda }[\chi _\pi ^j(q;P)]_{sr}K_{tu}^{rs}(q,k;P),$$
(34)
where $`k`$ is the relative momentum of the quark-antiquark pair, $`P`$ is their total momentum; and

$$\chi _\pi ^j(q;P)=S(q_+)\mathrm{\Gamma }_\pi ^j(q;P)S(q_{}),$$
(35)
with $`\mathrm{\Gamma }_\pi ^j(k;P)`$ the pion’s Bethe-Salpeter amplitude, which has the general form

$`\mathrm{\Gamma }_\pi ^j(k;P)=\tau ^j\gamma _5[iE_\pi (k;P)+\gamma PF_\pi (k;P)\text{}`$ (36)
$`+`$ $`\text{}\gamma kkPG_\pi (k;P)+\sigma _{\mu \nu }k_\mu P_\nu H_\pi (k;P)].`$
In Eq. (34), $`K(q,k;P)`$ is the fully-amputated quark-antiquark scattering kernel, and the axial-vector Ward-Takahashi identity requires that this kernel and that of the gap equation must be intimately related. The consequences of this are elucidated in Refs. Bender et al. (1996a, 2002) and in the present case they entail

$`K_{tu}^{rs}(q,k;P)=𝒢((kq)^2)`$ (37)
$`\times D_{\mu \nu }^{\mathrm{free}}(qk)\left[\text{}{\displaystyle \frac{\lambda ^a}{2}}\gamma _\mu \right]_{ts}\left[\text{}{\displaystyle \frac{\lambda ^a}{2}}\gamma _\nu \right]_{ru},`$
which provides the renormalisation-group-improved ladder-truncation of the BSE. The efficacy of combining the renormalisation-group-improved rainbow-DSE and ladder-BSE truncations is exhibited in Ref. Maris and Roberts (2003). In particular, it guarantees that in the chiral limit the pion is both a Goldstone mode and a bound state of a strongly dressed-quark and -antiquark, and ensures consistency with chiral low energy theorems Cotanch and Maris (2002); Bicudo (2003).

All the elements involved in building the kernel of the pion’s BSE were determined in the last section and hence one can solve for the pion’s mass and Bethe-Salpeter amplitude. To complete this exercise practically we consider

$$[1\mathrm{}(P^2)]\left[\mathrm{\Gamma }_5^j(k;P)\right]_{tu}=_q^\mathrm{\Lambda }[\chi _5^j(q;P)]_{sr}K_{tu}^{rs}(q,k;P).$$
(38)
This equation has a solution for arbitrary $`P^2`$ and solving it one obtains a trajectory $`\mathrm{}(P^2)`$ whose first zero coincides with the bound state’s mass, at which point $`\mathrm{\Gamma }_5^j(k;P)`$ is the true bound state amplitude. In general, solving for $`\mathrm{}(P^2)`$ in the physical domain: $`P^2<0`$, requires that the integrand be evaluated at complex values of its argument. However, as $`m_\pi ^2M^2(0)`$; i.e., the magnitude of the zero is much smaller than the characteristic dynamically-generated scale in this problem, we avoid complex arguments by adopting the simple expedient of calculating $`\mathrm{}(P^2>0)`$ and extrapolating to locate its timelike zero. The Bethe-Salpeter amplitude is identified with the $`P^2=0`$ solution. Naturally, this expedient yields the exact solution in the chiral limit; and in cases where a comparison with the exact solution has been made for realistic, nonzero light-quark masses, the error is negligible Maris (2003), as we shall subsequently illustrate.

Once its mass and bound state amplitude are known, it is straightforward to calculate the pion’s leptonic decay constant Maris et al. (1998):

$$f_\pi \delta ^{ij}\mathrm{\hspace{0.17em}2}P_\mu =Z_2\mathrm{tr}_q^\mathrm{\Lambda }\tau ^i\gamma _5\gamma _\mu \chi _\pi ^j(q;P).$$
(39)
In this expression, the factor of $`Z_2`$ is crucial: it ensures the result is gauge invariant, and cutoff and renormalisation-point independent. (The Bethe-Salpeter amplitude is normalised canonically Llewellyn-Smith (1969).)

Table 1 lists values of pion observables calculated using the effective interaction obtained in Sec. III.3 by fitting the quenched-QCD lattice data. (The nonzero current-quark mass in the table corresponds to a one-loop evolved value of $`m(1\mathrm{GeV})=5.0`$MeV.) To aid with the consideration of these results we note that unquenched chiral-limit DSE calculations that accurately describe hadron observables give Maris and Tandy (1999) $`f_\pi ^0=0.090`$GeV. We infer from these results that the pion decay constant in quenched lattice-QCD is underestimated by $`30`$%. Quantitatively equivalent results were found in Ref. Maris et al. (2002).

The rainbow-ladder truncation of the gap and Bethe-Salpeter equations is chiral symmetry preserving: without fine-tuning it properly represents the consequences of chiral symmetry and its dynamical breaking. The truncation expresses the model-independent mass formula for flavour-nonsinglet pseudoscalar mesons Maris et al. (1998) a corollary of which, at small current-quark masses, is the Gell–Mann–Oakes–Renner relation:

$$(f_\pi ^0)^2m_\pi ^2=2m(\zeta )\overline{q}q_\zeta ^0+O(m^2(\zeta )).$$
(40)
Inserting our calculated values on the l.h.s. and r.h.s. of Eq. (40), we have

$$(0.093\mathrm{GeV})^4\mathrm{cf}.(0.091\mathrm{GeV})^4;$$
(41)
viz, the same accuracy seen in exemplary coupled DSE-BSE calculations; e.g., Ref. Maris and Roberts (1997). This establishes the fidelity of our expedient for solving the BSE.

## V Summary

We studied quenched-QCD using a rainbow-ladder truncation of the Dyson-Schwinger equations (DSEs) and demonstrated that existing results from lattice simulations of quenched-QCD for the dressed-gluon and -quark Schwinger functions can be correlated via a gap equation that employs a renormalisation-group-improved model interaction. As usual, the ultraviolet behaviour of this effective interaction is fully determined by perturbative QCD. For the infrared behaviour we employed an Ansatz whose parameters were fixed in a least squares fit of the gap equation’s solutions to lattice data on the dressed-quark mass function, $`M(p^2)`$, at available current-quark masses. With our best-fit parameters the mass functions calculated from the gap equation were indistinguishable from the lattice results. The gap equation simultaneously yields the dressed-quark renormalisation function, $`Z(p^2)`$, and, without tuning, our results agreed with those obtained in the lattice simulations.

To correlate the lattice’s dressed-gluon and -quark Schwinger functions it was necessary for the gap equation’s kernel to exhibit infrared enhancement over and above that observed in the gluon function alone. We attributed that to an infrared enhancement of the dressed-quark-gluon vertex. The magnitude of the vertex modification necessary to achieve the correlation is semi-quantitatively consistent with that observed in quenched lattice-QCD estimates of this three-point function.

With a well-defined effective interaction, the gap equation provides a solution for the dressed-quark Schwinger function at arbitrarily small current-quark masses and, in particular, in the chiral limit: no extrapolation is involved. A kernel that accurately describes dressed-quark lattice data at small current-quark masses may therefore be used as a tool with which to estimate the chiral limit behaviour of the lattice Schwinger function. Our view is that this method is a more reliable predictor than a linear extrapolation of lattice data to the chiral limit. Even failing to accept this perspective, the material difference between results obtained via the lattice-constrained gap equation and those found by linear extrapolation of the lattice data must be cause for concern in employing the latter.

In addition, from a well-defined gap equation it is straightforward to construct symmetry-preserving Bethe-Salpeter equations whose bound state solutions describe mesons. We illustrated this via the pion, and calculated its mass and decay constants in our DSE model of the quenched theory.

Finally, assuming that existing lattice-QCD data are not afflicted by large systematic errors associated with finite volume or lattice spacing, we infer from our analysis that quenched QCD exhibits dynamical chiral symmetry breaking and dressed-quark two-point functions that violate reflection positivity but that chiral and physical pion observables are significantly smaller in the quenched theory than in full QCD.

###### Acknowledgements.

We thank P.O. Bowman for the lattice data, and acknowledge valuable interactions with P. Maris, R. Alkofer and C. Fischer. CDR is grateful for support from the Special Research Centre for the Subatomic Structure of Matter at the University of Adelaide, Australia, and the hospitality of its staff during a visit in which some of this work was completed. This work was supported by: the Department of Energy, Nuclear Physics Division, under contract no. W-31-109-ENG-38; the National Science Foundation under contract nos. PHY-0071361 and INT-0129236; and benefited from the resources of the National Energy Research Scientific Computing Center.