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# Internet websites statistics expressed in the framework of the Ursell-Mayer cluster formalism

## Internet websites statistics expressed in the framework of the Ursell-Mayer cluster formalism

D. Bara

aDepartment of Physics, Bar Ilan University, Ramat Gan, Israel

We show that it is possible to generalize the Ursell-Mayer cluster formalism so that it may cover also the statistics of Internet websites. Our starting point is the introduction of an extra variable that is assumed to take account, as will be explained, of the nature of the Internet statistics. We then show, following the arguments in Mayer, that one may obtain a phase transition-like phenomena.

Keywords: Internet, Ursell-Mayer formalism, Phase transition, Combinatorics

## 1 INTRODUCTION

The use of the Internet as a necessary tool for easing the application of an increasing number of diverse tasks, and not only for web surfing, is fastly growing. There has been lately an ongoing research that discusses the Internet topology  where use is made of the fractal  and the percolation theories . In these works the Internet is regarded as random network  and the websites as its building blocks.

We focus our attention here on the unique nature of the websites which enables the possible existence in them of any number of links that refer to other sites that may be downloaded by a single click of the computer mouse. As known, any fractal is built by repeated iteration (see Aharony in ) of some unique natural "microscopic" growth rule which is rather special in the Internet case. This is because not only the forms of the constituent websites, the identity and connectivity  of their links depend only on the programmers that write the relevant softwares but also the growth of the web itself depends exclusively upon them. Thus, for taking into account the nature of programming that enables one to display on the computer screen practically anything we introduce a special variable, denoted in the following by $`s`$, that corresponds to the spatial variable $`r`$ which is used to discuss the statistics of the $`N`$ particle system. The character of this variable $`s`$ will be discussed in the following section.

We note that similar situations arise in the discussion of some mathematical  and physical  situations for which one have to add a special variable that takes account of some nonphysical properties of the discussed systems. For example, in the functional generalization  of Quantum Mechanics the generalized Hilbert space (the Lax-Phillips one ) is obtained by adding an extra variable to the conventional Hilbert space. A similar addition of an extra variable has been proposed by Parisi-Wu-Namiki  in their stochastic Quantization theory which assumes that some stochatic process  occurs in the extra dimension.

As known, any web site contains one or more web pages and each of these may include one or more links to other places on the same page or to other sites or other web servers. The user that clicks, through the keyboard, on any link (the highlighted addresses (URL)) downloads its relevant site to the screen. The number of the links in a web site may be small (or even zero for the unlinked web sites) or it may be very large. We do not consider here the secondary links that may be found on the sites referred to by the first links.

We discuss the connectivity  among the Internet websites where by this term we mean the amount and degree of the interconnection among the sites that compose the Internet network. Thus, a large connection among the sites of the Internet denotes a corresponding large connectivity and vice versa. Our aim in this work is to show that if we consider large clusters of mutually linked sites then adding even a very small amount of connecting links results in a disproportionally large growth of the total connectivity  of these clusters. We use, for that purpose, a generalized version of Ursell  and Mayer  cluster formalism. This generalization is obtained by the introduction of the remarked extra variable that takes account of the unique Internet statistics. We note that similar discussion in Ursell  and Mayer  with regard to the large clusters of particles results in demonstrating phase-transition phenomena .

In Section 2 we discuss the Internet using the partition function method  where the relevant "configuration integral" is discussed by generalizing the cluster formalism of Ursell  and Mayer . This generalization is imposed by the unique nature of the Internet websites which allows, as will be shown, more than one kind of linkage between the sites. Thus, the typical numbering procedure and the combinatorics of the Ursell-Mayer method, which was originally formulated for discussing the $`N`$-particle system, has to be appropriately expanded. In Section 3 we discuss and generalize the relevant statistical integrals and in Section 4 we show the mentioned phase transition of the connectivity among the Internet websites. Note that our discussion in this work is general in that we do not specify the nature and identity of the relevant sites.

## 2 THE ADAPTATION OF THE URSELL-MAYER CLUSTER FORMALISM FOR THE INTERNET WEBSITES

### 2.1 The definitions of the "position", the "distance" and the "potential" between websites

We show in this work that the connectivity  in large $`N`$-site clusters, which is determined by the links in all the sites, is so sensitive to these connecting links that adding even a small number of them to the cluster results in a giant increase of its overall connectivity. This large growth of the connectivity, compared to the small addition of links that causes it, constitutes a phase transition which should be discussed in the appropriate terms and terminology. For that purpose we adapt a generalized version of the virial expansion of the equation of state  which is discussed by using the cluster formalism developed by Ursell  and Mayer . We assume that the web sites system discussed here is composed of $`N`$ sites where $`N`$ is generally a large number. We note that when one discuss the potential energy of the $`N`$ particle system in the configuration space  the relevant variable is the distance $`r_{ij}`$ between any two particles $`i`$ and $`j`$ which depends only on their positions. Thus, the potential between them $`u(r_{ij})`$ is assumed to be effective for small ranges of $`r_{ij}`$ and vanishes when $`r_{ij}`$ grows.

Here, also for the $`N`$ site system we denote by $`u(s_{ij})`$ the "potential" between the two sites $`i`$ and $`j`$ which depends upon the "distance", denoted here by $`s_{ij}`$, between them. This “distance” signifies how much these sites differ from each other so that it is shorter the more “similar” they are and longer for unrelated sites. The distance between $`i`$ and $`j`$ may be assigned a Quantitative aspect by taking into account the number of common links to both so that the larger this number is the shorter this distance becomes. That is, each site $`i`$ is characterized by all its links so that its "position" in $`s`$ space may be written as $`s_i(s_{i1},s_{i2},s_{i3},\mathrm{})`$, where, $`s_{i1}`$, $`s_{i2}`$, $`s_{i3}`$ etc denote the links in $`i`$ to the sites 1, 2, 3, etc. Thus, as the real positions in configuration space are measured relative to the origin (zero values for coordinates) so the "positions" of the sites here are "measured" relative to the unlinked site which has zero link. That is, the more linked some site is the larger is its "distance" from the "origin" (the unlinked site). In this context we may use Figure 1 in order to make this point clearer. Thus, the unlinked sites denoted  and  at the right hand side of the planar diagram of Figure 1 are at the largest "distance" from each other and from the other sites of the figure. On the other hand, the doubly linked sites , ,  and  in this figure have a very small "distance"

from each other. In such a manner one may write the "distance" between $`i`$ and $`j`$, for example, as $`s_{ij}(s_{i1},s_{i2},\mathrm{},s_{j1},s_{j2},\mathrm{})=s_i(s_{i1},s_{i2}\mathrm{})s_j(s_{j1},s_{j2},\mathrm{})`$. Thus, we may define a "potential" $`u(s_{ij})`$, in analogy to the $`N`$ particle system, for example, as

$$u(s_{ij})=\frac{1}{s_i(s_{i1},s_{i2},\mathrm{})s_j(s_{j1},s_{j2},\mathrm{})}$$
(1)
The potential $`u(s_{ij})`$ between the sites $`i`$ and $`j`$ does not have a physical meaning but only a statistical one. This is because it depends upon the distance $`s_{ij}`$ between these sites which is, as remarked, determined not only by their mutual links (to each other) but also by all the other shared and common links which may be very large in number. Thus, this potential have a statistical meaning (see the discussion after Eq (6) and (7) and the Appendix) which is expressed using Combinatorical analysis.

The potential $`u(s_{ij})`$ from the last equation, as for the corresponding $`u(r_{ij})`$, is effective for small “distances” $`s_{ij}`$ and vanishes when $`s_{ij}`$ grows. However, in contrast to the $`N`$ particle system in which the distance $`r_{ij}`$ between any two members $`i`$ and $`j`$ is sharply and uniquely determined by their positions only here the "distance" between any two sites is also characterized, as has been remarked, by other links to other sites that are common to both, besides the links that refer to each other. Moreover, since, as remarked, the linking among the sites are effected through the highlighted places (upon which one press with the mouse pointer to download the linked site to the screen) a site may have such a link to another one whereas the second have no link to the first. Thus, in order to discuss appropriately the potential between any two sites $`i`$ and $`j`$ one must differentiate between four different situations; (1): $`i`$ has a link to $`j`$ and $`j`$ has no one to $`i`$. (2): $`j`$ has a link to $`i`$ and $`i`$ has no one to $`j`$. (3): both $`i`$ and $`j`$ have no links to each other. (4): both $`i`$ and $`j`$ have links to each other in which case the connectivity between them is larger than in cases 1 and 2.

### 2.2 The "Thermodynamical" discussion and representation of the Internet

The mentioned possible different kinds of linkings between the sites influences the standard expressions and formulas of the Ursell-Mayer expansion  in such a manner that the application of it to the Internet statistics becomes, as will be shown, delicate and complicated. First, we note that the use of physical thermodynamical methods for discussing the Internet structure enables one not only to use the variable $`s`$ in an analogous manner to the spatial variable $`r`$ but also to use other thermodynamical quantities. We note in this context that the use of Thermodynamics terminology and terms for discussing other (nonphysical) branches of science may be found in the general literature (see, for example, ). Thus, we may discuss an appropriately defined partition function $`Z(s)`$ as well as the related "pressure" $`P(s)`$ and the "free energy" $`F(s)`$ in the linked cluster of websites. We show by applying these fundamental concepts to the Internet that the remarked phase transition of the cluster’s connectivity may be related to the internetic "pressure" $`P(s)`$ of its sites. This will be demonstrated for large clusters of sites which are doubly connected to each other as in (4) above (see the discussion after Eq (1)) in which case adding even a small number of links results in a disproportional enormous strengthening of the overall connectivity. We first define the appropriate "partition function" $`Z(s)`$ that determines the states of the $`N`$ site ensemble and the correlation among them

$$Z(s)=\underset{N=0}{\overset{N=\mathrm{}}{}}f(s)C_N(V(s))$$
(2)
As seen, we use the same expression for $`Z(s)`$ as used in  except for the dependence upon the variable $`s`$. The $`f(s)`$ is generally an exponential function that does not depend upon the potential $`V(s)`$ and $`C_N(V(s))`$ is the “configuration integral” in $`s`$ space which is given here by the same form, except for the $`s`$ dependence, as that of the particle system

$$C_N(V(s))=\mathrm{}e^{\beta _sV(s)}𝑑s_1𝑑s_2\mathrm{}𝑑s_i\mathrm{}𝑑s_N,$$
(3)
The variable $`s`$ denotes that we discuss Internet sites and each of the differentials $`ds_1ds_2\mathrm{}ds_N`$ signifies an infinitesimal "volume" element in $`s`$-space. Thus, if we assume, analogously to the configuration space, that this space may be projected into three axes denoted by $`a1`$, $`a2`$ and $`a3`$ then the $`i`$ differential in Eq (3) may be written as $`ds_i=ds_{i_{a1}}ds_{i_{a2}}ds_{i_{a3}}`$. Now, since $`s_{ij}`$ denotes, as remarked, the “distance” between the sites $`i`$ and $`j`$ (see discussion before Eq (1)) then we may regard the integrals in Eq (3) as ranged over all "distances" from a reference site which corresponds to the origin of the configuration space. This reference site is, as remarked before Eq (1), the unlinked site (with zero links). The $`\beta _s`$ in the exponent has dimension of "inverse energy" and corresponds to the $`\beta `$ of the particle ensemble . Thus, from Eqs (2)-(3), and analogously to the $`N`$ particle system , one may define the appropriate "pressure" $`P(s)`$ and "free energy" $`F(s)`$ as

$$P(s)=\frac{1}{\beta _sN}\frac{(\mathrm{ln}(\frac{C(V(s))}{N!}))}{𝐬}$$
(4)
$$F(s)=A(s)+𝐒P(s)=\frac{1}{\beta _s}\mathrm{ln}(Z(s))+\frac{𝐒}{\beta _sN}\frac{(\mathrm{ln}(\frac{C(V(s))}{N!}))}{𝐬}$$
(5)
Note that the forms of $`P(s)`$ and $`F(s)`$ are the same, except for the $`s`$ dependence, as those of the $`N`$ particle system . The boldfaced $`𝐒`$ and $`𝐬`$ in Eqs (4)-(5) denote respectively the volumes in $`s`$ space available for $`N`$ and one sites and the $`A(s)`$ in Eq (5) is the work function in this space which corresponds in its expression to the analogous work function or the Helmholtz free energy of the $`N`$ particle system . In order to be able to use and interpret the Quantity $`P(s)`$ (and $`F(s)`$), and especially to show that it is related to the mentioned phase transition, we have first to express $`C(V(s))`$ from Eqs (2)-(5) in a form appropriate for discussing Internet websites. This form is found if we first ascertain the proper numbering procedure suitable for the linked sites and which is taken care of by the potential $`V(s)`$. Thus, we write this $`V(s)`$ as a sum of terms each of which depends on the “distance” $`s_{ij}`$ between any two sites $`i`$ and $`j`$ which denotes, as remarked, the connectivity between them. Now, since each two sites may be connected to each other in three different ways as in the situations labelled $`(1)`$, $`(2)`$, and $`(4)`$ in the discussion after Eq (1) we get the result that in a system of $`N`$ sites there are $`\frac{3N(N1)}{2}`$ different pairs so that the potential is

$$V(s)=\underset{ij}{\overset{i=N}{}}\underset{j=1}{\overset{j=N1}{}}u(s_{ij})+\underset{i>j}{\overset{i=N}{}}\underset{j=1}{\overset{j=N1}{}}u(s_{ij})u(s_{ji})$$
(6)
The first double sum takes account of the $`N(N1)`$ pairs that are singly connected to each other and the second covers the $`\frac{N(N1)}{2}`$ that are doubly connected and $`u(s_{ij})`$ is the potential of the pair of sites $`i`$ and $`j`$ as a function of the “distance” $`s_{ij}`$ between them (see Eq (1)). Note that the number of doubly connected pairs is half that of the singly connected ones since a single connection between any two sites $`i`$ and $`j`$ may be realized in two different ways (see the situations $`(1)`$, and $`(2)`$ in the former discussion) compared to the double connection between them which is realized in only one way. We define, as done when discussing the cluster function theory , the function $`g_{ij}`$

$$g_{ij}=g(s_{ij})=e^{u(s_{ij})}1$$
(7)
We see that $`g_{ij}=0`$ for a large “distance” $`s_{ij}`$ (unrelated web sites) where $`u(s_{ij})`$ tends to zero (see Eq (1)). Note that when the sites $`i`$ and $`j`$ have no links to each other (unrelated sites) then they, naturally, also have no other common links so that $`g_{ij}`$ and $`u(s_{ij})`$ are both zero. Also, as one may realize the probability to find two sites that are entirely identical to each other is very small so that $`u(s_{ij})`$ in this case becomes very large (see Eq (1)) such that $`g(s_{ij})1`$. By $`g_{ij}`$ we denote the one-way connection from site $`i`$ to site $`j`$ when there is a link in $`i`$ to $`j`$, and the double connection between them is denoted by $`g_{ij}g_{ji}`$ where, obviously, we have (see Eqs (1) and (7)) $`g_{ij}g_{ji}`$. The “configuration integral” from Eq (3) becomes using the last equations

$$C_N(V(s))=\mathrm{}(1+\underset{Nij1}{}g_{ij}+\underset{Nij1}{}\underset{N\stackrel{`}{i}\stackrel{`}{j}1}{}g_{ij}g_{\stackrel{`}{i}\stackrel{`}{j}}+\mathrm{})𝑑s_1\mathrm{}𝑑s_N$$
(8)
Note that due to the special character of the websites, as discussed after Eq (1), the counting relation between the general sites $`i`$ and $`j`$ is as written in the subscripts of the summation signs of the last equation (compare with the analogous expression in the $`N`$ particle system (see Eq (13.3) in p. 277 in )).

### 2.3 The plane diagrammatic structure of the linkings among the websites

Now, in order to be able to cope with the terms under the parentheses signs in Eq (8) we use an extended version of the one to one correspondence  made between the terms of $`C`$ of the $`N`$-particle ensemble and certain planar diagrams. For example, the diagram shown in Figure 1 for $`N=24`$ corresponds to the term in Eq (8) that involves $`g_{1,2}`$, $`g_{3,4}`$, $`g_{5,6}`$, $`g_{9,10}`$, $`g_{11,12}`$, $`g_{11,19}`$, $`g_{12,19}`$, $`g_{12,20}`$, $`g_{13,20}`$, $`g_{15,16}`$, $`g_{15,23}`$, $`g_{16,23}`$, $`g_{16,24}`$, $`g_{19,20}`$ and $`g_{23,24}`$ (we have inserted commas between the $`i`$ and $`j`$ components of $`g_{ij}`$). As seen from the diagram the sites (denoted in this paragraph by curly brackets) are assembled in clusters, so that the sites {7}, {8}, {14}, and {22} each constitutes a single cluster of 1 member. The sites {1}{2}, {5}{6}, and {17}{18} are in clusters of two where the pairs {1}{2} and {17}{18} are doubly connected. The sites {3}{4}{9}{10} and {15}{16}{23}{24} are clusters of 4 where the members of the first are singly connected to each other whereas those of the second are doubly connected. The sites {11}{12}{13}{19}{20}{21} constitute a six-member cluster. As seen from Figure 1 the sites in a cluster are connected in a different manner to each other so that one may be doubly connected to all the other sites of the cluster in which case its connectivity is maximal whereas another may be singly connected to only one site so that its connectivity is minimal. For example, in the six member cluster of Figure 1 the site {20} is doubly connected to the sites {11}, {12}, and {19} and singly connected to {13} and {21}, whereas the sites {13} and {21} are each singly connected to only the site {20}. This difference between the connected sites and the less connected ones is realized when one remove from the cluster one site and all its connecting lines. Thus, if the removed site is the densely connected one the connectivity of the remained cluster is weakened considerably whereas if the removed site is slightly connected the effect on the connectivity of the remaining cluster is less influential. For example, if the site {20} and all its connecting lines in the six-member cluster of Figure 1 is removed the cluster is actually broken into three different smaller ones whereas if either the site {13} (or {21}) is removed together with its single connecting line the connectivity of the remaining 5-member cluster is only slightly affected.

We note that Figure 1 is reminiscent of Fig 13.1 in page 278 in  which shows a similar diagram for 28 molecules. The principal difference between the two diagrams is that in Figure 13.1 in  the connection, if exists, between any two molecules is unique and not directed as in the plane diagram of Figure 1 here. That is, as remarked, the linking between any two sites may be of three kinds and the lines that connect them reflect this diversity of connection.

### 2.4 The ordering of the sums of the integrals of $`C_N(V(s))`$ into clusters $`c_l`$

We denote the number of times an $`l`$-site cluster appears in a term by $`m_l`$ so that the total number $`N`$ of all the sites may be written, as for the analogous $`N`$ particle system , as $`N=_{l=1}^{l=N}lm_l`$. Note that the integrals over the sites in different clusters of one term in Eq (8) are independent of each other. Thus, the integral of a term in Eq (8) is the product of the integrals over the sites in the same cluster where the meaning of the integral over the $`s`$ variable is as discussed after Eq (3). As for the $`N`$ particle system  we sum the integrals of all the products that occur when a specified $`l`$-sites are in one cluster and, because of the different counting of Internet websites, we divide this sum, denoted by $`c_l`$, into two different parts as

$$c_l=c_{l_m}+c_{l_d}=\frac{1}{l!𝐒}\mathrm{}(\underset{lij1}{}g_{ij}+\underset{li>j1}{}g_{ij}g_{ji})ds_1\mathrm{}ds_l,$$
(9)
where $`c_{l_m}`$, $`c_{l_d}`$ denote the products over the mixed and doubly connected sites respectively. By the term mixed we mean that the sites in the relevant cluster may be either only singly connected or both singly connected (to some sites) and doubly (to others, see the example of $`c_3`$ in Eq (10)). Note the different counting relations between the general sites $`i`$ and $`j`$ for the mixed and doubly connected sites as expressed respectively in the subscripts of the two product signs of Eq (9). The counting relation of $`li>j1`$ for the doubly connected sites, which is the same as in the analogous $`N`$ particle system (see p. 277 in ), is because this kind of connection is unique and does not depend on direction. The number of $`g_{ij}`$ in each term of the $`c_{l_m}`$ ranges from a minimum of $`(l1)`$ to a maximum of $`(l(l1)1)`$ and the corresponding number in the $`c_{l_d}`$ part ranges from a minimum of $`2(l1)`$ to a maximum of $`l(l1)`$ where these numbers are always even for $`c_{l_d}`$. The product $`l!𝐒`$ is a normalization factor where $`𝐒`$ is, as remarked, the total volume in $`s`$-space of all the $`N`$ sites. For example, $`c_3`$ is

$`c_3=c_{3d}+c_{3m}={\displaystyle \frac{1}{3!𝐒}}{\displaystyle }{\displaystyle }{\displaystyle }ds_1ds_2ds_3[(g_{31}g_{13}g_{21}g_{12}+g_{32}g_{23}g_{31}g_{13}+`$
$`+g_{32}g_{23}g_{21}g_{12}+g_{32}g_{23}g_{31}g_{13}g_{21}g_{12})+(4g_{31}g_{21}+4g_{32}g_{31}+4g_{32}g_{21}+8g_{32}g_{31}g_{21}+`$
$`+4g_{31}g_{13}g_{21}+4g_{32}g_{23}g_{31}+4g_{21}g_{12}g_{32}+4g_{32}g_{23}g_{31}g_{21}+4g_{31}g_{13}g_{32}g_{21}+`$ (10)
$`+4g_{21}g_{12}g_{31}g_{32}+2g_{31}g_{13}g_{21}g_{12}g_{32}+2g_{32}g_{23}g_{31}g_{13}g_{21}+2g_{32}g_{23}g_{21}g_{12}g_{31})]`$
The $`c_{3d}`$ is given by the first four terms and $`c_{3m}`$ is given by the rest. Note that since each mixed connection between any two sites may be, as remarked, of three kinds there are 50 terms in $`c_{3_m}`$ whereas only 4 terms in $`c_{3_d}`$ because the double connection is unique. We thus see that $`c_l`$ becomes very large for increasing values of $`l`$ as may be realized from Appendix A in which we use combinatorical analysis for calculating the number of terms in $`c_l`$ for general $`l`$.

## 3 THE "CONFIGURATION INTEGRAL" $`C_N(V(s))`$, THE CLUSTER INTEGRALS $`c_l`$ AND THE IRREDUCIBLE INTEGRALS $`\zeta _k`$

### 3.1 The expression of $`C_N(V(s))`$ in terms of $`c_l`$

From the discussion of the former section we realize that the total contribution to the “configuration integral” from each specific $`l`$-cluster is

$$C(V(s))_{specificlcluster}=\underset{l}{}(l!𝐒c_l)^{m_l},$$
(11)
which is the expression obtained also for the $`N`$ particle system (see p. 280 in ) except that here we use the volume in $`s`$ space. The product $`(l!𝐒)`$ has been introduced to cancel the effect of the normalization constant (see Eq (9) and the discussion following it) and $`m_l`$ is, as noted, the number of times an $`l`$-cluster appears in a term. Now, we add all the similar contributions from the other $`l`$-site clusters which is obtained by mutiplying the expression from the last equation by $`\frac{N!}{_lm_l!l!}`$ which is the number of ways to distribute $`N`$ different sites into clusters so that $`m_1`$ clusters have one site each, $`m_2`$ clusters have two sites each … and $`m_l`$ clusters have $`l`$ sites each. The division by $`_lm_l!l!`$ (and not by $`_lm_l!(l!)^{m_l}`$ as for the $`N`$ particle system (see page 281 in )) is because of the unique nature of the websites which are not only different from each other but also render their clusters, even those with the same number of sites, different. That is, the division $`_lm_l!l!`$ takes into account the permutations of the sites inside the clusters and also the permutations of the clusters that have identical number of sites. The overall contribution from all the $`l`$ site clusters is therefore

$$C(V(s))_{alllclusters}=\underset{l}{}\frac{(l!𝐒c_l)^{m_l}N!}{m_l!l!}=\underset{l}{}\frac{N!(𝐒c_l)^{m_l}l!^{(m_l1)}}{m_l!}$$
(12)
The last step is to sum over all values of $`m_l`$ so that we obtain for the total value of the “configuration integral” divided by $`N!`$

$$\frac{C(V(s))}{N!}=\underset{_{l=1}^{l=N}lm_l=N}{\underset{}{\underset{m_l}{}\underset{l}{}}}\frac{(𝐬Nc_l)^{m_l}l!^{(m_l1)}}{m_l!},$$
(13)
where we have used the relation $`𝐬=\frac{𝐒}{N}`$ which is the volume in $`s`$ space per site. As seen from the last equation the indices $`m_l`$ and $`l`$ over which the sum and the product are respectively run must satisfy the condition  $`_{l=1}^{l=N}lm_l=N`$ (see the discussion before Eq (9)).

### 3.2 The ordering of the cluster integrals $`c_l`$ into irreducible integrals $`\zeta _k`$

As realized from the last equations, there are many terms in $`c_l`$ which represent clusters that are composed of two parts that are connected by only one link, so that removing it splits the relevant integral into a product of two. Thus, the cluster integrals $`c_l`$’s may be simplified as in the $`N`$ particle system  by representing them as sums of integrals that can not be further reduced into a product of integrals. That is, these irreducible integrals, denoted as $`\zeta _k`$, correspond to clusters all the members of which are more than singly connected as follows

$$\zeta _k=\frac{1}{k!𝐒}\mathrm{}\underset{k+1ij1}{}g_{ij}ds_1\mathrm{}ds_{k+1},$$
(14)
where, the product is over all the sites each of which is connected to at least two other sites. Note that since, as remarked, the connection between any two sites $`i`$ and $`j`$ may be of more than one kind (see the discussion after Eq (1)) the counting relation is as written in the subscript of the product sign (and not $`k+1i>j1`$ which is appropriate for the $`N`$ particle system (see p. 287 in )). As for the $`c_l`$ from Eq (9) we differentiate between $`\zeta _{k_m}`$ and $`\zeta _{k_d}`$ which denote mixedly and doubly connected sites respectively where by the term mixedly we mean that the sites in the relevant cluster may be, as for the $`c_{l_m}`$, either only singly connected or both singly connected (to some sites) and doubly (to others). From Eqs (7), (9) and (14) we see that the terms of $`c_{l_m}`$ and $`\zeta _{k_m}`$ may be positive or negative depending upon the evenness or oddness respectively of the numbers of $`g_{ij}`$ in these terms. The terms of $`c_{l_d}`$ and $`\zeta _{k_d}`$, on the other hand, are always positive since the number of their $`g_{ij}`$ is always even.

The first two $`\zeta _k`$, for example, are

$`\zeta _1={\displaystyle \frac{1}{𝐒}}{\displaystyle (2g_{12}+g_{12}g_{21})𝑑s_1𝑑s_2}`$
$`\zeta _2={\displaystyle \frac{1}{2𝐒}}{\displaystyle }{\displaystyle }{\displaystyle }(6g_{32}g_{31}g_{21}+12g_{32}g_{23}g_{31}g_{21}+6g_{32}g_{23}g_{31}g_{13}g_{21}+`$ (15)
$`+g_{32}g_{23}g_{31}g_{13}g_{21}g_{12})ds_1ds_2ds_3`$
The coefficients of 2, 6, and 12 signify the number of similar terms that differ only by the direction of the connecting lines between the sites. Thus, the term $`6g_{32}g_{31}g_{21}`$ denotes the six possible different ways to construct a 3-cluster from three singly connected sites since each of these sites may be connected in two different ways to its neighbour. Likewise, the term $`12g_{32}g_{23}g_{31}g_{21}`$ denotes the 12 different possible ways to construct a 3-cluster from two doubly connected sites which are singly connected to the third. This is because there are 3 different ways to select the two doubly connected sites from three and for each of these there are four different ways to singly connect these two sites to the third one. Now, we can write, analogously to the $`N`$ particle system , any cluster integral $`c_l`$ as a sum of terms each of which depends upon the powers $`n_k`$ of the integrals $`\zeta _k`$ where $`n_k`$ and $`k`$ are related by $`_{k=1}^{k=l1}kn_k=l1`$. The $`(1)`$ in the last relation is because one site is left over due to the definition of $`\zeta _k`$ (see the discussion before Eq (14)). Thus, using the arguments in the Appendix in  (see p. 455-459 there) with respect to the $`N`$ particle system we write the following dependence of $`c_l`$ upon $`\zeta _k`$

$$c_l=\frac{1}{3l^2}\underset{_{k=1}^{k=l1}kn_k=(l1)}{\underset{}{\underset{n_k}{}\underset{k}{}}}\frac{l^{n_k}\zeta _k^{n_k}k!^{(n_k1)}}{n_k!},$$
(16)
where we take into account that the number of ways to distribute $`l`$ different objects into $`n_k`$ clusters of $`k`$ objects each (with $`_{k=1}^{k=l1}kn_k=(l1)`$) is $`\frac{l!}{_kk!n_k!}`$. The expression (16) results also from considering the three possible connections between any two sites that introduce different counting (see the discussion before Eq (12) and after (15) and note the similarity between Eqs (13) and (16)).

### 3.3 The general term of $`C_N(V(s))`$ as a function of $`c_l`$ and that of $`c_l`$ as a function of $`\zeta _k`$

We follow in this subsection the same steps and the same expressions, used by Mayer  in his demonstration of phase transition for the $`N`$ particle system, except for the $`s`$ variable and the mentioned generalization necessary for discussing the Internet websites. That is, we demonstrate, using the following equations (17)-(23), that the overall connectivity of the doubly linked cluster may undergoes phase-transition.

We begin by using the Stirling approximation  for $`\mathrm{ln}l!`$, $`\mathrm{ln}m_l!`$, $`\mathrm{ln}k!`$ and $`\mathrm{ln}n_k!`$ so one may write the logarithms of the general terms of the sums of Eqs (13) and (16), denoted by $`\mathrm{ln}\mathrm{\Gamma }_c`$ and $`\mathrm{ln}\mathrm{\Gamma }_\zeta `$ respectively as (compare with Eqs (13.13) and (14.2) in )

$`\mathrm{ln}\mathrm{\Gamma }_c={\displaystyle \underset{l=1}{\overset{l=N}{}}}(m_l\mathrm{ln}(𝐬Nc_l)+(m_l1)(l\mathrm{ln}ll)m_l\mathrm{ln}m_l+m_l)`$
$`\mathrm{ln}\mathrm{\Gamma }_\zeta ={\displaystyle \underset{k=1}{\overset{k=l1}{}}}(n_k\mathrm{ln}(\zeta _k)+(n_k1)(k\mathrm{ln}kk)+n_k\mathrm{ln}ln_k\mathrm{ln}n_k+n_k)`$ (17)
$`\mathrm{ln}32\mathrm{ln}l`$
Now, if all the $`\zeta _k`$’s are positive one may replace , for large values of $`l`$, the logarithm of the sums in Eqs (13) and (16) by that of their largest terms. These are obtained from Eqs (17) by subtracting from the first of which the constant $`(\mathrm{ln}Z)`$ multiplied by the condition $`_{l=1}^{l=N}lm_l=N`$ and from the second the constant $`(\mathrm{ln}\rho )`$ multiplied by the condition $`_{k=1}^{k=l1}kn_k=(l1)`$. These kinds of operation and the denotation of the constants as $`(\mathrm{ln}Z)`$ and $`(\mathrm{ln}\rho )`$ are done, as in , for a clear representation of the relevant calculations.

We, now, differentiate the first of the resulting expressions (related to $`\mathrm{ln}\mathrm{\Gamma }_c`$) with respect to $`m_l`$ and the second (related to $`\mathrm{ln}\mathrm{\Gamma }_\zeta `$) with respect to $`n_k`$ and equate to zero so that the values of $`m_l`$ and $`n_k`$ that maximize $`\mathrm{ln}\mathrm{\Gamma }_b`$ and $`\mathrm{ln}\mathrm{\Gamma }_\zeta `$ respectively are

$$m_l=𝐬Nc_ll^le^lZ^l,n_k=l\zeta _kk^ke^k\rho ^k$$
(18)
Note that, due to the nature of $`c_l`$ and $`\zeta _k`$ (see Eqs (9) and (14)), both $`Z`$ and $`\rho `$ have dimension of inverse $`s`$. Substituting for $`n_k`$ in the second of Eqs (17) and regarding the resulting expression, in the limit of very large $`l`$, as representing the logarithm of the sum in (16) one obtains, neglecting the terms $`(\mathrm{ln}3)`$ and $`(2\mathrm{ln}l)`$ compared to $`l`$ and using the condition for large $`l`$ $`kn_k=l`$ (instead of $`kn_k=(l1)`$)

$$\underset{l\mathrm{}}{lim}\mathrm{ln}\mathrm{\Gamma }_\zeta =\underset{l\mathrm{}}{lim}\mathrm{ln}c_l=\underset{l\mathrm{}}{lim}l(\underset{k=1}{\overset{k=l1}{}}\zeta _kk^ke^k\rho ^k\mathrm{ln}\rho )=\underset{l\mathrm{}}{lim}l\mathrm{ln}b_0,$$
(19)
where $`\mathrm{ln}b_0=_{k=1}^{k=l1}\zeta _kk^ke^k\rho ^k\mathrm{ln}\rho `$, which leads to

$$b_0=\frac{\mathrm{exp}(_{k=1}^{k=l1}\zeta _kk^ke^k\rho ^k)}{\rho }$$
(20)
Compare with the analogous expressions (14.6)-(14.7) in  for the $`N`$ particle system. From the last two equations one obtains, in analogy to the $`N`$ particle system

$$c_l=f(l,\zeta )b_0^l,$$
(21)
where $`f(l,\zeta )`$ is small compared to $`l`$ so that it satisfies $`lim_l\mathrm{}\frac{\mathrm{ln}f(l,\zeta )}{l}=0`$. Now, the condition $`_{l=1}^{l=N}lm_l=N`$ may be written, using the first of Eq (18), as

$$\underset{l=1}{\overset{l=N}{}}lm_l=\underset{l=1}{\overset{l=N}{}}N𝐬l^{l+1}e^lc_lZ^l=N$$
(22)
Substituting for $`c_l`$ from Eq (21) into the last equation, dividing by $`N`$, and using for large $`l`$ the approximation $`l^{l+1}l^l`$ one obtains

$$\underset{l=1}{\overset{l=N}{}}𝐬f(l,\zeta )(le^1b_0Z)^l=1$$
(23)
The last equation, as shown in the next section, is central in demonstrating that enlarging the remarked connectivity even slightly, by adding the same links to them, results in an enormous strengthening of the overall connectivity.

## 4 THE PHASE TRANSITIONAL STRENGTHENING OF THE CONNECTIVITY AMONG THE INTERNET WEBSITES

### 4.1 The results for a cluster of $`l=N=10^5`$ sites

We, now, assume that the number of sites $`l`$ of the $`l`$-cluster is large and that they are doubly connected to each other, in which case both $`c_l`$ and $`\zeta _k`$ are, as remarked, positive due to the even number of their $`g_{ij}`$. Thus, dividing both sides of Eq (23) by $`𝐬`$ and taking the logarithm of the term that corresponds to $`l=N`$ we obtain for this term (denoted $`\mathrm{\Gamma }_N`$)

$$\mathrm{ln}\mathrm{\Gamma }_N=\mathrm{ln}f(N,\zeta )+N\mathrm{ln}(Ne^1b_0Z)$$
(24)
The expression $`Nb_0Ze^1`$ may be written as $`e^ϵ`$ so that if $`ϵ=0`$ then $`Nb_0Ze^1=1`$, and when $`ϵ`$ is negative $`Nb_0Ze^1`$ is smaller than unity and the relevant term $`N\mathrm{ln}(Ne^1b_0Z)`$ in Eq (24) is negative. In this case since it is the dominant term $`\mathrm{ln}\mathrm{\Gamma }_N`$ on the left hand side of Eq (24) is also negative, which implies that $`\mathrm{\Gamma }_N`$ is smaller than unity and its contribution to the sum in Eq (23) is small. Thus, for exemplifying the remarked giant increase of the connectivity we assign to $`N`$ the value of $`N=10^5`$ and take into account the former result of $`lim_l\mathrm{}\frac{\mathrm{ln}f(l,\zeta )}{l}=0`$, which requires $`\mathrm{ln}f(N,\zeta )`$ to be much smaller than $`N`$. So, if $`ϵ`$ increases from zero by only the small amount of $`10^4`$, due to adding a small Quantity of linked sites to the cluster, the value of $`\mathrm{ln}\mathrm{\Gamma }_N`$ grows, as a result of this, by $`10^1`$ and the contribution of $`\mathrm{\Gamma }_N`$ to the sum increases by $`10^{10^1}`$. That is, adding even a small number of connecting links to a large cluster of connected sites results in a disproportional strengthening of the connectivity of this specific cluster.

The previous results may be realized from the two Subfigures of Figure 2 which show $`\mathrm{ln}(\mathrm{\Gamma }_N)`$ and $`\mathrm{\Gamma }_N`$ from Eq (24) as functions of $`ϵ`$ in the range $`0.01ϵ0.01`$ and for $`N=10^5`$. The left hand side Subfigure shows the change of $`\mathrm{ln}(\mathrm{\Gamma }_N)=Nϵ`$ from Eq (24) in the neighbourhood of $`ϵ=0`$ where we have written $`Nb_0Ze^1=e^ϵ`$ and ignore the term $`\mathrm{ln}(f(N,\zeta ))`$ which vanishes for large $`N`$. Thus, one may see that $`\mathrm{ln}(\mathrm{\Gamma }_N)`$ is proportional to $`ϵ`$ where the coefficient of proportion is $`N`$. But the behaviour of $`\mathrm{\Gamma }_N=e^{Nϵ}`$ (compared to that of $`\mathrm{ln}(\mathrm{\Gamma }_N)`$) is not the same for positive and negative $`ϵ`$ as may be seen from the right hand side Subfigure of Figure 2. That is, although negative $`ϵ`$ may produce large negative values of $`\mathrm{ln}(\mathrm{\Gamma }_N)`$ as seen in the left hand side subfigure it yields a rather negligible change of $`\mathrm{\Gamma }_N`$. But when $`ϵ`$ departs slightly from zero towards positive values the produced change in $`\mathrm{\Gamma }_N`$ becomes so enormous that even the small change of $`\delta ϵ0.006`$, yields the giant change of $`\mathrm{\Delta }\mathrm{\Gamma }_N1010^{303}`$. That is, the overall connectivity of the large cluster has undergones, as remarked, a phase transition change.

### 4.2 The inverse proportionality between the connectivity in a large $`l`$ cluster and the "volume" per site in $`s`$ space

Now, remembering that Eq (24) was obtained after dividing both sides of Eq (23) by $`𝐬`$ we have to conclude, in order to retain Eq (23), that $`𝐬`$ must decrease in this case to a correspondingly very small value where, as noted, $`𝐬`$ is the "volume" in $`s`$ space per site. For a better understanding of the meaning of a small $`𝐬`$ we return to Eq (4) for the "pressure" $`P(s)`$ and evaluate it in the limit of large $`l`$. In such case one may replace, as remarked, $`\mathrm{ln}(\frac{C(V(s))}{N!})`$, where $`\frac{C(V(s))}{N!}`$ is given by Eq (13), by $`\mathrm{ln}(\mathrm{\Gamma }_c)`$ from the first of Eqs (17). Thus, using $`m_l=𝐬Nc_ll^le^lZ^l𝐬Nc_ll^{(l+1)}e^lZ^l`$ and $`lm_l=N`$ (see the first of Eqs (18) and Eq (13)) we may evaluate the "pressure" $`P(s)`$ from Eq (4) as follows

$`P(s)={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{(\mathrm{ln}(\frac{C(V(s))}{N!}))}{𝐬}}={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{(\mathrm{ln}(\mathrm{\Gamma }_c))}{𝐬}}=`$ (25)
$`={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{(\mathrm{ln}(_{l=1}^{l=N}(m_l(\mathrm{ln}(𝐬Nc_l)+(l\mathrm{ln}ll)\mathrm{ln}m_l+1)l(\mathrm{ln}l1))))}{𝐬}}=`$
$`={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{(\mathrm{ln}(_{l=1}^{l=N}(𝐬Nc_ll^le^lZ^l(1\mathrm{ln}(l^le^lZ^l)+l(\mathrm{ln}l1))l(\mathrm{ln}l1))))}{𝐬}}=`$
$`={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{(\mathrm{ln}(_{l=1}^{l=N}(𝐬Nc_ll^le^1Z^ll(\mathrm{ln}l1))N\mathrm{ln}Z))}{𝐬}}={\displaystyle \frac{1}{\beta _sN}}{\displaystyle \frac{N}{𝐬}}={\displaystyle \frac{1}{\beta _s𝐬}}`$
Substituting the last result in the expression for the "free energy" from Eq (5) we obtain $`F(s)=A(s)+𝐒P(s)=\frac{1}{\beta _s}\mathrm{ln}(Z(s))+\frac{𝐒}{\beta _s𝐬}`$. Note that although $`c_l`$ contains the total "volume" $`𝐒`$ in its denominator (see Eq (9)) it certainly does not depend on it since the integrals of $`c_l`$ always lead to a factor $`𝐒`$ that cancels that in the denominator. Thus, from the last equations we see that the "pressure" $`P(s)`$ (and the "free energy" $`F(s)`$) becomes very large for very small $`𝐬`$. The meaning of small $`𝐬`$ may now be understood by recalling that the sites of the relevant linked cluster are related to each other by the variable $`s`$ that denotes the “distance” between them in the sense of how much they are similar to each other (see the discussion before Eq (1)). That is, small $`𝐬`$ for the large cluster of doubly linked sites means that the "distances" that signify the differences between them become also very small and they all turn out to be similar to each other. The vanishing "distances" between the sites in this case results in high values for the "pressure" and the "free energy" (see the last equations) of these "jammed" sites. This occurs, as remarked, when adding a small amount of links to the larger terms of the sum in Eq (23) which results in the outcome that the overall connectivity among the component sites becomes maximal in the sense that they have the same links and so they are similar to each other.

Note that the former discussion depends on the assumption that all the $`\zeta _k`$ are positive whereas we know that the signs of $`c_l`$ and $`\zeta _k`$ alternate due to the evennes and oddness of the number of $`g_{ij}`$ (see the discussion after Eq (14)). But if we confine our discussion to only the doubly connected sites then all the $`c_l`$ and $`\zeta _k`$ are, as remarked, positive (in addition to their being mutually connected as required) so all the former discussion is obviously valid. That is, the doubly connected clusters may show this kind of phase transition-like of the connectivity by only adding a very small amount of connecting links. Note that the mathematical expressions of the doubly connected $`N`$ site system are the same as the $`N`$ particle system discussed in  except that in the websites system all the $`c_{l_d}`$ and $`\zeta _{k_d}`$ are positive whereas they alternate in sign for the particle system. Also, this kind of avalanche (or condensation as termed in ) have been shown in  for the $`N`$ particle system provided one assumes that all the $`\zeta _k`$ are positive (as here).

We note that the process just described of a large increase in the fraction of the connectivity in linked large-size clusters is frequently encountered in ensembles of shared computers connected to each other and to the Internet. In this case an additional web site in the form of a file that has been programmed intentionally for the purpose of adding and connecting it to the other files of the shared ensemble enhances the connectivity of these members to a very high degree. For example, suppose that all these members use some utility program and that not all of them have the same version of it but use several ones. Thus, adding an updation file of this program to them turns all the different versions into one that is common to all thereby increasing very much the total connectivity of them.

## 5 CONCLUDING REMARKS

We have discussed the Internet statistics using a generalized version of the Ursell-Mayer cluster formalism . We discuss the relevant elements of the Internet, which are the websites, by introducing a new variable that takes account of the unique nature of them. The special character of the Internet, unlike any other common fractal web, is especially demonstrated through the links in its websites which may be of several kinds as discussed after Eq (1). Taking into account this unique character and introducing the relevant expressions into the Ursell-Mayer framework we have shown that one may obtain a phase-transition phenomena. This occurs when a large cluster of doubly linked sites are added an extra small amount of connecting links in which case the contribution of this cluster to the overall connectivity of the entire ensemble becomes enormous. These phase transition changes were also seen to characterize the "pressure" $`P(s)`$ and the "free energy" $`F(s)`$.

## 6 ACKNOWLEDGEMENT

I wish to thank L. P. Horwitz for discussion on this subject and for reading the manuscript.

## Appendix A APPENDIX: THE COMBINATORICS OF THE $`l`$-SITE CLUSTER

We calculate in this Appendix the number of terms contributed to the “configuration integral” by any specific $`c_l`$. This contribution is valid only when the sites in the same cluster are linked to each other and is obtained by exploiting the special character of the $`c_l`$ from Eq (9) in order to find all the possible ways by which it contributes to the configuration integral. We take into account that the number of $`g_{ij}`$ in the terms of $`c_l`$ ranges, as noted, from $`(l1)`$ to $`l(l1)`$ and that each $`g_{ij}`$ denotes, as remarked, a link to site $`j`$ in site $`i`$. Thus, the contribution of each $`c_l`$ may be obtained by calculating the number of possible ways by which each of the Quantities of links $`(l1),l,\mathrm{}l(l1)`$, may link $`l`$ sites among them so as to construct an $`l`$-site cluster. We begin from the least linked $`l`$-cluster which is constructed by using only $`(l1)`$ different links. The number of ways to construct such cluster is (we denote this number $`W_l(l1)`$)

$$W_l(l1)=\left(\begin{array}{c}l(l1)\\ (l1)\end{array}\right)=\frac{(l(l1))!}{(l1)!(l1)^2)!}$$
$`(A.1)`$
$`\left(\begin{array}{c}l(l1)\\ (l1)\end{array}\right)`$ in the middle expression is the number of combinations required to construct this least $`l`$-site cluster where there are no two links in any of these combinations that refer to each other such as $`g_{ij}`$ and $`g_{ji}`$. Now, since, as remarked, the number of $`g_{ij}`$ in the terms of Eq (9) ranges from $`(l1)`$ to $`l(l1)`$ we have, in order to find all the possible different contributions of each $`c_l`$, to calculate also the $`W_l(l),W_l(l+1)\mathrm{}W_l(l(l1))`$. Each of these is found by first constructing the minimally connected $`l`$-cluster from $`(l1)`$ sites as in Eq (A.1) and since each site in the $`l`$-cluster may be linked to all the other $`(l1)`$ sites, except to itself, the next step is to link each of the sites to all the others. That is, the total number of ways to compose an $`l`$ cluster using a number of links that ranges from $`(l1)`$ to $`l(l1)`$ is $`W_l(l1)+W_l(l)+\mathrm{}+W_l(l+k)+\mathrm{}W_l(l(l1))`$. $`W_l(l1)`$ in the former sum is given by Eq (A.1) and each one of the other $`W`$’s is obtained by noting that after composing the minimally linked $`l`$-cluster using the $`(l1)`$ links, from the possible $`l(l1)`$, one remains with $`l(l1)(l1)=(l1)^2`$ links. These links, in contrast to the former least linked $`l`$ cluster, may be formed so that it is allowed to count also mutually linked sites such as $`g_{ij}`$ and $`g_{ji}`$. That is, for calculating the number of ways to link these $`(l1)^2`$ additional links we may permute them instead of the former combinations used for the initial $`(l1)`$ links. Thus, as remarked, for calculating $`W_l(l),\mathrm{}W_l(l+k),\mathrm{}W_l(l(l1))`$ we first construct the least linked $`l`$ cluster, using $`(l1)`$ links as in Eq (A.1), and then we link the remaining links which range from 1 for $`W_l(l)`$ to $`(l1)^2`$ for $`W_l(l(l1))`$. For example, the number of possible ways to construct an $`l`$ site cluster using $`(l+k)`$ links, where $`0kl(l2)`$ is given by the recursive relation

$$W_l(l+k)=W_l(l+k1)(l(l1)(l+k1))=W_l(l+k1)((l1)^2k)$$
$`(A.2)`$
The factor $`(l(l1)(l+k1))`$ in the middle expression is the number of ways to link the remaining links, from the initial possible $`l(l1)`$, after linking $`(l+k1)`$ links. When $`k=0`$ we obtain from Eq (A.2) $`W_l(l)=W_l(l1)(l1)^2`$. From the last equation one obtains the number of ways for using $`l`$ links, from a total of $`l(l1)`$, to construct an $`l`$ cluster where the first $`(l1)`$ links are used to initially compose the least linked cluster and the additional link may be anyone from the remaining $`(l1)^2`$. When $`k=l(l2)`$ one obtains from Eq (A.2) $`W_l(l(l1))=W_l(l(l1)1)`$. Now, we can calculate the sum $`W_l(l1)+W_l(l)+\mathrm{}+W_l(l+k)+\mathrm{}+W_l(l(l1))`$ in order to find the number of ways by which one may build an $`l`$-site cluster. That is, we write, using the former equations

$$W_l(l1)+W_l(l)+\mathrm{}+W_l(l+k)+\mathrm{}+W_l(l(l1))=$$

$$=W_l(l1)[1+(l1)^2[1+((l1)^21)+((l1)^21)((l1)^22)+$$

$$+\mathrm{}+\underset{m=1}{\overset{m=k}{}}((l1)^2m)+\mathrm{}+\underset{m=1}{\overset{m=l(l1)}{}}((l1)^2m)]]=$$
$`(A.3)`$
$$=W_l(l1)[1+(l1)^2[1+\underset{k=1}{\overset{k=l(l1)}{}}\underset{m=1}{\overset{m=k}{}}((l1)^2m)]]$$

The last result is the number of terms of $`c_l`$ and it is very large for large $`l`$.


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# Immersions with fractal set of points of zero Gauss-Kronecker curvature

## 1 Introduction

Let $`x:M^n^{n+1}`$ be a codimension one Euclidean immersion of an orientable manifold $`M`$. Let $`N:M^nS^n`$ be the associated Gauss map in the given orientation. Recall that $`A=dN`$ is self-adjoint and its eigenvalues are the principal curvatures. We denote $`H_n=det(dN)`$ the Gauss-Kronecker curvature and $`rank(x):=rank(N):=\underset{pM}{\mathrm{min}}rank(d_pN)`$.

A compact set $`FS^n`$ is called a *good* Cantor set if $`S^nF=_iU_i`$, is the disjoint union of open balls $`U_i`$ in $`S^n`$ (with the standard metric) of radius bounded by a small constant $`\delta _0=\delta _0(n)`$ (to be choosen later).

Our main result is :

###### Theorem A.

For any $`FS^{n1}`$ a good Cantor set, there are immersions $`x:S^n^{n+1}`$ such that $`rank(x)=n1`$, the Gauss-Kronecker curvature is non-negative and $`\{pS^n:H_n(p)=0\}=F\times D^1`$, where $`D^1`$ is the $`1`$-dimensional disk.

Before starting some comments, we briefly recall the definition :

###### Definition 1.1.

A complete orientable hypersurface $`M`$ has finite geometrical type (in \[BFM\] sense) if $`M`$ is equal to a compact manifold $`\overline{M}`$ minus a finite number of points (called *ends*), the Gauss map $`N:MS^n`$ extends continuously to each “end” and the set of points of zero Gauss-Kronecker curvature is contained in a finite union of submanifolds of dimension $`n2`$ ; $`M`$ has finite total curvature if $`_M|A|^n<\mathrm{}`$, where $`|A|=(\underset{i=1}{\overset{n}{}}k_i^2)^{1/2}`$, $`k_i`$ are the principal curvatures. We remark that, as showed in \[dCE\], if $`M`$ has finite total curvature then $`M`$ has finite geometrical type.

The motivation of our theorem A are the following results. In a recent work, do Carmo and Elbert \[dCE\] show that :

###### Theorem 1.2 (do Carmo, Elbert).

If $`M`$ is a hypersurface of finite total curvature with Gauss-Kronecker curvature $`H_n0`$ everywhere then $`M`$ is topologically a sphere minus a finite number of points.

In fact, this result can be improved, as showed in \[BFM\] :

###### Theorem 1.3 (Barbosa, Fukuoka, Mercuri).

If $`M`$ is a $`2n`$ dimensional hypersurface of finite geometrical type such that $`\{pM:H_n(p)=0\}`$ is a subset of a finite union of submanifolds with dimension less than $`n1`$ then the hypersurface is a sphere minus *two* points. If $`M`$ is minimal, $`M`$ is the $`2n`$-catenoid.

In general, it is not easy to obtain the hypothesis of the result by Barbosa, Fukuoka and Mercuri for arbitrary immersions, since the classical theorems (Sard, Moreira \[M\]) treat only the critical values (in our case, the spherical image of points of zero curvature). With this difficult in mind, Matheus and Oliveira \[MO\], using the concept of Hausdorff dimension, generalize the previous results :

###### Theorem 1.4 (Matheus, Oliveira).

If $`x:M^{n+1}`$ is an immersion of finite geometrical type such that $`rank(x)k`$ and the $`(k[\frac{n}{2}])`$\- dimensional Hausdorff measure of $`N(\{pM:H_n(p)=0\})`$ is zero then $`M`$ is topologically a sphere minus a finite number of points ($`[r]=\text{integer part of }r`$). If $`M`$ is minimal, $`M`$ is the catenoid.

However, it is not obvious the existence of immersions satisfying Matheus-Oliveira’s hypothesis which does not satisfies the assumptions of Barbosa-Fukuoka-Mercuri. The question about existence of “fractal immersions” was posed to second author by Walcy Santos during the Differential Geometry seminar at IMPA. The main goal of this paper is to show how one can construct immersions with “large” fractal set of points of zero curvature. Clearly, the existence of such immersions follows from our theorem A. The outline of proof of theorem A is :

* First, we construct immersions $`\phi `$ of $`S^n`$ with rank equal to $`k`$, $`\{H_n=0\}:=\{p:H_n(p)=0\}=S^k\times D^{nk}`$ ($`D^{nk}`$ is a $`(nk)`$-dimensional disk and $`S^k`$ is a round sphere) and $`N(\{H_n=0\})=S^k`$;
* Second, if $`U`$ is a ball in $`S^{n1}`$, we produce a modification $`\phi |_U`$ of $`\phi `$ such that $`\phi _U=\phi `$ in $`(S^{n1}U)\times D^1`$ and the Gauss-Kronecker curvature of $`\phi _U(U\times D^1)`$ does not vanishes;
* Finally, we consider $`F=S^{n1}\underset{i=1}{\overset{\mathrm{}}{}}U_i`$ and we produce the desired immersion by induction, using the two steps above.

In next three sections, we are going to make precise the steps described above. In other words, we describe explicitly the immersions with the properties commented in the previous outline.

To finish this introduction, we observe that in the special case of “good” Cantor sets, even if it has positive measure, the manifold can be the sphere (this occurs because the “singular” set has “good” geometry). In particular, the theorems of Matheus-Oliveira are not sharp. Moreover, the proof of our theorem A shows that the round balls can be replaced by sets with a well-defined “distance function”. However, the proof only works in codimension 1 (i.e., for good Cantor sets $`FS^{n1}`$), by technical reasons. Also, we can apply these technics in the non-compact case. This is showed in last section of this paper.

## 2 Some immersions with cylindrical pieces

The main result of this section is the following lemma :

###### Lemma 2.1.

There are immersions $`\phi :S^n^{n+1}`$ such that $`rank(\phi )=k`$ and $`\{pS^n:H_n(p)=0\}=S^k\times D^{nk}`$, where $`S^k`$ is a round sphere in $`^{k+1}`$ with radius $`0<\sqrt{\gamma }<1`$, $`D^{nk}`$ is the $`(nk)`$-dimensional disk of radius $`\sqrt{\alpha }`$, $`\alpha <\frac{1}{2}`$ and $`\alpha <\gamma <1\alpha `$.

The ideia of the proof of this lemma is flatten the boundary of a hemisphere such that the curvature is positive everywhere except at the boundary. Now take a cylinder and glue isometrically the boundaries of the cylinder and the hemisphere (see figure 1 after the proof of lemma 2.1). Gromov \[G\] uses this ideia (in other context) to construct some examples of manifolds of nonpositive curvature with special properties. Because the authors does not know any reference in literature where these examples are constructed in details (the known references deals only with higher codimension surgeries \[GL\]), we present the proof of the lemma 2.1.

###### Proof of lemma 2.1.

Fix some $`\alpha <\beta <\gamma `$. We write $`^{n+1}p=(x,y)`$, where $`x^{k+1}`$ and $`y^{nk}`$. We denote $`||.||`$ the Euclidean metric. Consider some real function $`\nu C^{\mathrm{}}`$ s.t. $`\nu (r)\gamma `$ if $`0r\alpha `$, $`\nu (r)1`$ if $`\beta r1`$ and $`\nu `$ is strictly increasing in $`[\alpha ,\beta ]`$. The immersion $`\phi :S^n^{n+1}`$ is:

$$\phi (x,y)=(\theta (y^2)x,y)=(z,w),\text{ where }\theta (r)=\sqrt{\frac{\nu (r)r\mu (r)}{1r}},$$

and $`\mu `$ is a convenient real function (it will be defined later). We take $`\mu `$ such that $`\mu (r)0`$ if $`0r\alpha `$ and $`\mu (r)1`$ if $`\beta r1`$. These implies that $`\phi (x,y)=(x,y)`$ if $`y^2\beta `$, $`\phi (x,y)=(\frac{\sqrt{\gamma }}{\sqrt{1y^2}}x,y)`$ if $`y^2\alpha `$. In other words, $`\phi `$ has a spherical piece and a cylindrical piece. Now, it is sufficient to define $`\phi `$ (i.e., $`\mu `$) in such way that the Gauss-Kronecker curvature is positive except at the cylindrical piece.

By definition, using $`y=w`$, $`(x,y)S^nx^2+y^2=1`$, we have $`z^2+\mu (w^2)w^2=\nu (w^2)`$. That’s it, if

$$f(z,w)=z^2+\mu (w^2)w^2\nu (w^2),$$

then $`f|_{\phi (S^n)}0`$. As usual, the Gauss map is $`N(z,w)=\frac{\text{grad}f}{\text{grad}f}`$. But $`\frac{f}{z_i}=2z_i`$ and $`\frac{f}{w_j}=2w_j\{\mu +w^2\mu ^{}\nu ^{}\}`$. For sake of simplicity, we will denote $`c_1(r)=\mu +r\mu ^{}\nu ^{}`$. Then, $`\text{grad}f=2\sqrt{\nu +w^2(c_1^2\mu )}`$. We denote $`c_2(r)=\sqrt{\nu +r(c_1^2\mu )}`$. Now we have:

$$N(z,w)=\frac{1}{c_2(w^2)}(z,c_1(w^2)w).$$

Clearly, $`\frac{N_l}{z_i}=0`$ if $`li`$, $`\frac{N_l}{z_i}=\frac{1}{c_2}`$ if $`l=i`$. Analogously, $`\frac{N_l}{w_j}=2(\frac{1}{c_2})^{}z_lw_j`$ if $`lk+1`$ and, if $`lk+2`$,

$$\frac{N_l}{w_j}=\{\begin{array}{cc}2(\frac{c_1}{c_2})^{}w_jw_l\hfill & \text{if }lj\hfill \\ 2(\frac{c_1}{c_2})^{}w_jw_l+\frac{c_1}{c_2}\hfill & \text{if }l=j\hfill \end{array}$$

These computations implies that :

$$\mathrm{𝐝𝐍}=\left(\begin{array}{cc}\frac{1}{c_2}I_{k+1}& \mathrm{}\\ 0& A+\frac{c_1}{c_2}I_{nk}\end{array}\right),$$

where $`I_m`$ is the $`(m\times m)`$-identity matrix and $`A=2(\frac{c_1}{c_2})^{}[w_jw_l]_{jl}`$ ($`w_j`$ is the $`j`$-th component of $`w`$). We observe that $`A`$ has eigenvalues $`0`$ with multiplicity $`(nk1)`$ and $`2(\frac{c_1}{c_2})^{}w^2`$ with multiplicity $`1`$. In particular, the principal curvatures of $`\phi `$ are : $`\frac{1}{c_2}`$ with multiplicity $`k`$, $`\frac{c_1}{c_2}`$ with multiplicity $`nk1`$ and $`2(\frac{c_1}{c_2})^{}w^2+\frac{c_1}{c_2}`$ with multiplicity $`1`$. Because $`det(dN\lambda Id)=det(\frac{1}{c_2}Id)det(A+\frac{c_1}{c_2}Id\lambda Id)`$.

We need $`H_n>0`$ if $`y^2=w^2>\alpha `$, $`H_n=0`$ if $`w^2\alpha `$. To solve this, we consider $`\psi C^{\mathrm{}}`$, $`\psi |_{[0,\alpha ]}0`$ and $`\psi |_{[\beta ,1]}1`$. The admissible $`\mu `$ needs to satisfy:

$`{\displaystyle \frac{c_1}{c_2}}=\rho `$ (1)
$`2r\rho ^{}+\rho =\psi `$ (2)
where $`\rho |_{[0,\alpha ]}0`$, $`\rho |_{[\beta ,1]}1`$ also. As we will see later, this property is sufficient to conclude the proof.

In order to make the following rigorous, fix any $`0<\stackrel{~}{\alpha }<\alpha `$ and $`\beta <\stackrel{~}{\beta }<1`$. The ODE (2) can be explicitly solved : $`(2)\rho ^{}+\frac{\rho }{2r}=\frac{\psi }{2r}\left(e^{_\alpha ^r\frac{1}{2s}𝑑s}\rho \right)^{}=\frac{\psi }{2r}`$. Integrating (and using $`\rho (\alpha )=0`$), we get $`(2)\rho (r)=\frac{1}{\sqrt{2r}}\underset{\alpha }{\overset{r}{}}\frac{\psi }{\sqrt{2s}}𝑑s`$, for $`r[\stackrel{~}{\alpha },\stackrel{~}{\beta }]`$.

Now, we solve the (implicit) ODE (1). Observe that $`(1)c_1^2=\rho ^2\nu +c_1^2r\rho \mu r\rho ^2\frac{c_1^2}{\nu r\mu }=\frac{\rho ^2}{1r\rho ^2}:=\mathrm{\Delta }^2`$. Integrating and making the change of variables $`u=\nu r\mu `$, we obtain, by definition of $`c_1`$, $`_\gamma ^{\nu r\mu }\frac{du}{\sqrt{u}}=_\alpha ^r\mathrm{\Delta }(s)𝑑s2\sqrt{\gamma }2\sqrt{\nu r\mu }=_\alpha ^r\mathrm{\Delta }`$. Then:

$$\mu =\frac{1}{r}\left[\nu \left(\sqrt{\gamma }\frac{1}{2}_\alpha ^r\mathrm{\Delta }\right)^2\right]$$

(in the interval $`[\stackrel{~}{\alpha },\stackrel{~}{\beta }]`$, where $`\frac{1}{r}`$ makes sense). Because $`\psi `$ satisfies $`\psi |_{[0,\alpha ]}0`$, $`\mu |_{[0,\alpha ]}0`$ holds.

It remains only $`\mu |_{[\beta ,1]}1`$, for some $`\psi `$ carefully choosen. However,

$$\mu =1()r=\nu \left(\sqrt{\gamma }\frac{1}{2}_\alpha ^r\mathrm{\Delta }\right)^2,\text{ for all }r\beta .$$

By definition, $`\mathrm{\Delta }=\frac{1}{\sqrt{1r}}`$, for $`r\beta `$. In particular, if $`r\beta `$, $`_\alpha ^r\mathrm{\Delta }=_\alpha ^\beta \mathrm{\Delta }+_\beta ^r\mathrm{\Delta }=_\alpha ^\beta \mathrm{\Delta }+2\sqrt{1\beta }2\sqrt{1r}`$. Then $`()\frac{1}{2}_\alpha ^\beta \mathrm{\Delta }=\sqrt{\gamma }\sqrt{1\beta }`$.

Fix $`ϵ>0`$ small and consider $`\psi _1`$ s.t. $`\psi _1|_{[\alpha +ϵ,\beta ]}1ϵ`$, $`\psi _1`$ strictly increasing in $`[\alpha ,\beta ]`$ and $`\psi _1|_{[0,\alpha ]}0`$, $`\psi _1|_{[\beta ,1]}1`$. For a sufficiently small $`ϵ>0`$, if $`\rho _1`$ and $`\mathrm{\Delta }_1`$ denotes the functions associated to $`\psi _1`$, then $`\rho _1|_{[\alpha +ϵ,\beta ]}12ϵ`$. In particular,

$$\mathrm{\Delta }_1(13ϵ)\frac{1}{\sqrt{1r}}\frac{1}{2}_\alpha ^\beta \mathrm{\Delta }_1(14ϵ)\{\sqrt{1\alpha }\sqrt{1\beta }\}.$$

By hypothesis, $`\gamma <1\alpha `$ that imply $`\frac{1}{2}_\alpha ^\beta \mathrm{\Delta }_1\sqrt{\gamma }\sqrt{1\beta }`$. With a similar argument, we can take $`\psi _0`$ s.t. $`\psi _0|_{[0,\alpha ]}0`$, $`\psi _0|_{[\beta ,1]}1`$ and $`\psi _0|_{[\alpha ,\beta ϵ]}ϵ`$. If $`ϵ>0`$ is small, we get $`\frac{1}{2}_\alpha ^\beta \mathrm{\Delta }_0\sqrt{\gamma }\sqrt{1\beta }`$, where $`\mathrm{\Delta }_0`$ is the associated function to $`\psi _0`$. Now, consider the linear combination $`\psi _t=(1t)\psi _0+t\psi _1`$. An easy verification is that $`\psi _t`$ has the desired values in the intervals $`[0,\alpha ]`$ and $`[\beta ,1]`$, for any $`t[0,1]`$. By a continuity argument, it is not difficult that there is some $`t_0`$ such that $`\frac{1}{2}_\alpha ^\beta \mathrm{\Delta }_{t_0}=\sqrt{\gamma }\sqrt{1\beta }`$. Finally, we consider $`\psi =\psi _{t_0}`$.

The Gauss-Kronecker curvature has the properties of the lemma for the previous $`\psi `$. Indeed, by the definitions, $`rank(\phi )=k`$, since $`H_n`$ is positive everywhere except at the cylindrical piece $`S^k\times D^{nk}`$ and $`S^k\times D^{nk}`$ has exactly $`k`$ positive principal curvatures. Moreover, $`\psi >0`$ if $`r>\alpha `$ implies that $`\{H_n=0\}=S^k\times D^{nk}`$. At this point, the informations about the radii of $`S^k`$ and $`D^{nk}`$ are clear. This concludes the proof. q.e.d.

The proof of lemma 2.1 is illustrated in figure 1. The conditions on the numbers $`\alpha ,\beta ,\gamma `$ are necessary. In other case, our immersions creates some undesired regions of negative Gauss-Kronecker. The role of these numbers in the construction of $`\phi `$ is explained in figure 1.

In next section, we show how one can perturbate $`\phi `$ to destroy regions of zero curvature. With this is easy to obtain fractal immersions, by sucessively destroying “large” regions of zero curvature in such way that the set of zero curvature is fractal at the end of this process.

## 3 Removing zero Gauss-Kronecker curvature

Before giving the statement and the proof of the main result of this paragraph, we briefly describe the ideia of the lemma. Take the immersion $`\phi `$ and an open set $`U`$ of $`S^{n1}`$. We want to perturbe $`\phi `$ such that the region correspondent to $`U\times D^1`$ has positive curvature (i.e., we want to “inflate” the set), and this perturbation should glue smoothly with the other region $`(S^{n1}U)\times D^1`$ of the cylinder $`S^{n1}\times D^1`$. This can be done because the region of positive curvature $`\{(z,w):|w|>\alpha \}`$ permits the change of curvature in the “goal” region. Moreover, this method does not have points of negative curvature since the curvature of $`S^{n1}`$ is positive. The ideia is more clear contained in figure 2 below.

With this figure in mind, the main lemma of this section is :

###### Lemma 3.1.

If $`U`$ is an open ball of $`S^{n1}`$ with radius bounded by $`\delta _0=\delta _0(n1)`$, and $`\phi :S^n^{n+1}`$ is the immersion constructed above, then there exists a perturbation $`\phi _U`$ of $`\phi `$ such that $`\phi _U=\phi `$ in $`(S^{n1}U)\times D^1\{(z,w):|w|\beta \}`$ and the Gauss-Kronecker curvature of $`\phi _U(U\times D^1)`$ is positive.

###### Proof of lemma 3.1.

Let $`US^{n1}`$ be a round ball of radius $`\delta `$ and center $`c`$. Denote by $`d(z)=\frac{1}{2}\text{dist}(z,c)^2`$, where dist is the distance function in $`S^{n1}`$. We will consider a perturbation of $`\phi `$ by normal variation, i.e., $`F_t(q)=q+tf(q)N(q)`$, for $`q\phi (S^n)`$ (here $`N(q)`$ denotes the normal vector to $`M:=\phi (S^n)`$ at $`q`$). To prove the result, we need to show that a suitable $`f:M`$, $`t>0`$ have the desired properties. In order to verify these properties, we first calculate the normal vector $`N_t(q_t)`$ to $`M_t:=F_t(M)`$ at $`q_t:=F_t(q)`$. By definition,

$$dF_t(q)v=v+t.f(q).dN(q)v+t.(df(q).v)N(q).$$

In particular,

$`0`$ $`=`$ $`<N_t(q_t),dF_t(q).v>`$
$`=`$ $`<N_t(q_t),v>+t.(df(q).v).<N_t(q_t),N(q)>+`$
$`+t.f(q).<N_t(q_t),dN(q).v>`$
$`vT_qM`$.

So, if $`\delta _0=\delta _0(n1)`$ is small, we can define on $`U`$ a global ortonormal frame $`\{e_i(q)\}_{i=1}^n`$ which diagonalizes $`dN(q)`$. If $`k_i(q)`$ are the respectives principal curvatures then the previous equation implies:

$$<N_t(q_t),e_i(q)>=\frac{tdf(q)e_i(q)}{1+t.f(q).k_i(q)}<N_t(q_t),N(q)>.$$

Moreover, $`N_t(q_t)^2=1`$ says that:

$$<N_t(q_t),N(q)>=\left[\sqrt{1+t^2\underset{i=1}{\overset{n}{}}\frac{(df(q)e_i(q))^2}{(1+tf(q)k_i(q))^2}}\right]^{1/2}:=\zeta _t(q).$$

In particular, we can write:

$$N_t(q_t)=\zeta _t(q).\left[\underset{i=1}{\overset{n}{}}\frac{tdf(q)e_i(q)}{1+tf(q)k_i(q)}e_i(q)+N(q)\right].$$

Differentiating the last expression:

$`dN_t(q_t)v`$ $`=`$ $`d\zeta _t(q)v\left[{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{tdf(q)e_i(q)}{1+tf(q)k_i(q)}}e_i(q)+N(q)\right]+`$
$`+\zeta _t(q)\left[{\displaystyle \underset{i=1}{\overset{n}{}}}{\displaystyle \frac{tdf(q)e_i(q)}{1+tf(q)k_i(q)}}de_i(q)v+dN(q)v\right]+`$
$`+\zeta _t(q)[{\displaystyle \underset{i=1}{\overset{n}{}}}t{\displaystyle \frac{e_i(q)}{(1+tf(q)k_i(q))}}[<d^2f(q)v,e_i(q)>`$
$`+<\text{grad}f(q),de_i(q)v>]]`$
$`\zeta _t(q)[{\displaystyle \underset{i=1}{\overset{n}{}}}te_i(q)[{\displaystyle \frac{tdf(q)e_i(q)}{(1+tf(q)k_i(q))^2}}(df(q)vk_i(q)+`$
$`+f(q)dk_i(q).v)]]`$
Recall that we want to know the value of $`detdN_t(q_t)`$. But it is not difficult to see that, $`\frac{}{t}detdN_t(q_t)|_{t=0}=(\frac{1}{c_2})^{n1}<\frac{}{t}dN_t(q_t)|_{t=0}e_n(q),e_n(q)>`$ $`+_{i=1}^{n1}(\frac{1}{c_2})^{n2}\psi <\frac{}{t}dN_t(q_t)|_{t=0}e_i(q),e_i(q)>`$. In fact this follows from the fact that the determinant $`detA`$ is the multilinear alternating $`n`$-form of the columns vectors $`det(A.e_1,\mathrm{},A.e_n)`$. Thus,

$$\frac{d}{dt}detA(t)|_{t=0}=\underset{i=1}{\overset{n}{}}det(A(t).e_1,\mathrm{},A^{}(t).e_i,\mathrm{},A(t).e_n)|_{t=0}.$$

Since $`e_i(q)`$, for $`i=1,\mathrm{},n1`$, are eigenvectors of $`dN(q)`$ with eigenvalue $`\frac{1}{c_2}`$ and $`e_n`$ is an eigenvector of $`dN(q)`$ with eigenvalue $`\psi `$ (see proof of lemma 2.1), if we define $`A(t)=dN_t(q_t)`$, $`e_i=e_i(q)`$, the formula above gives the claim.

We observe that the formula above uses (implicitly) that the codimension $`(nk)`$ of the sphere $`S^k`$ is $`1`$. See remark 5.2 below. However,

$`{\displaystyle \frac{}{t}}dN_t(q_t)|_{t=0}v`$ $`=`$ $`{\displaystyle \frac{}{t}}\zeta _t(q)|_{t=0}dN(q)v+`$
$`+\underset{t0}{lim}\zeta _t(q)[{\displaystyle \underset{i=1}{\overset{n}{}}}df(q)e_i(q)de_i(q)v`$
$`{\displaystyle \underset{i=1}{\overset{n}{}}}e_i(q)(<d^2f(q)v,e_i(q)>+<\text{grad}f(q),de_i(q)v>)]+`$
$`+{\displaystyle \frac{}{t}}d\zeta _t(q)|_{t=0}vN(q).`$
Taking $`v=e_i(q),i=1,\mathrm{},n`$, we have :

$$<\frac{}{t}dN_t(q_t)|_{t=0}.e_i(q),e_i(q)>=<d^2f(q)e_i(q),e_i(q)>.$$

By the geometry of our immersion, we choose $`f(q)=f(z,w)=l_0.\lambda (d(z))\sigma (w)`$ (see figure 2). Here $`\sigma `$ is a concave function ($`\sigma ^{\prime \prime }<0`$) s.t. $`\sigma (0)=0`$, e.g., $`\sigma (w)=w^2/2`$ (at least in $`[0,\alpha _0]`$, $`\alpha <\alpha _0<\beta `$ close to $`\alpha `$) and $`\lambda `$ is a bump function s.t. $`\lambda 1`$ if $`t0`$, $`\lambda 0`$ if $`t\delta `$, $`\lambda =e^{1/\delta t}`$ if $`t`$ is close to $`\delta `$ and $`\lambda `$ is strictly decreasing in $`(0,\delta )`$.

An easy calculation shows that

$$<d^2f(q)e_n(q),e_n(q)>=l_0.\lambda (d(z))\sigma ^{\prime \prime }(w)<\frac{}{w},e_n(q)>^2.$$

If $`\alpha _0`$ is sufficiently close to $`\alpha `$:

$$<\frac{}{w},e_n(q)>^21/2\text{ and }<d^2f(q)e_i(q),e_i(q)>=l_0.\sigma (w)[\lambda ^{\prime \prime }||\text{grad}(d)||^2+\lambda ^{}\mathrm{\Delta }d].$$

Then,

$$\frac{}{t}detdN_t|_0=l_0.(\frac{1}{c_2})^{n2}.[(\frac{1}{c_2})<\frac{}{w},e_n(q)>^2.\lambda .\sigma ^{\prime \prime }+\psi \sigma \{\lambda ^{\prime \prime }||\text{grad}(d)||^2+\lambda ^{}\mathrm{\Delta }d\}].$$

To complete the proof, we show that the last expression is positive in $`\{(z,w):d(z)<\delta ,|w|\alpha _0\}`$ and it is small in $`\{(z,w):|w|\beta \}`$. This is sufficient because the derivative is positive imply that the curvature increases in the “goal” region, and the derivative is small (possible negative) does not creates regions of negative curvature since the curvature starts positive in the construction.

Since $`\frac{1}{c_2}\sqrt{\gamma }`$, $`<\frac{}{w},e_n(q)>^2\frac{1}{2}`$, $`l_0`$ is arbitrarily small and the term:

$$(\frac{1}{c_2})\lambda .\sigma ^{\prime \prime }.<\frac{}{w},e_n(q)>^2+\psi \sigma \{\lambda ^{\prime \prime }||\text{grad}(d)||^2+\lambda ^{}\mathrm{\Delta }d\}$$

is uniformly bounded, the region $`\{(z,w):|w|\beta \}`$ remains with positive curvature. At the critcal region $`\{(z,w):d(z)<\delta ,|w|\alpha _0\}`$, we consider two cases:

1. If $`d(z)`$ is close to $`\delta `$, $`\lambda ^{\prime \prime }=\left(\frac{1}{(\delta t)^4}2\frac{1}{(\delta t)^3}\right)\lambda `$ and $`\lambda ^{}=\frac{1}{(\delta t)^2}\lambda `$. So, if $`d(z)`$ is close to $`\delta `$, i.e., $`\delta d(z)`$ is close to zero, the term $`\lambda ^{\prime \prime }\text{grad}(d)^2+\lambda ^{}\mathrm{\Delta }d`$ is positive. Since, $`\sigma ,\sigma ^{\prime \prime }`$ is negative and $`\psi `$ is positive, this concludes the first case.
2. If $`d(z)`$ is far from $`\delta `$, the term is $`\lambda ^{\prime \prime }\text{grad}(d)^2+\lambda ^{}\mathrm{\Delta }d`$ is bounded and $`\lambda `$ is positive and far away from zero. So, if $`\alpha _0`$ is sufficiently close to $`\alpha `$, $`\psi `$ is small (and positive). This concludes the second case.

This completes the proof. q.e.d.

## 4 Proof of Theorem A

###### Proof of Theorem A.

Consider the good Cantor set $`F=S^{n1}\underset{i=1}{\overset{\mathrm{}}{}}U_i`$, where $`U_i`$ are round balls. We fix an immersion $`\phi =\phi _0`$ given by lemma 2.1. For each $`i`$, let $`\phi _i=\phi _{U_i}`$ a perturbation of $`\phi `$ with support $`\{(z,w):d(z)<\delta _i,|w|\alpha _0^i\}`$, where $`\delta _i`$ is the radius of $`U_i`$, $`\alpha _0^i\alpha `$. Althought the existence of $`\phi _i`$ with the previous properties is not explicitly stated in lemma 3.1, this is contained in the proof. Finally, define $`x=lim_n\phi _n\mathrm{}\phi _1\phi _0`$. Observe that $`U_i`$ are pairwise disjoint implies that the support of $`\phi _i`$ are disjoint. So the limit immersion $`x`$ above exists and satisfies the desired properties. q.e.d.

## 5 Final Remarks

We finish the paper with three remarks. The first remark is a possible generalization of theorem A for open sets more general than round balls. The second remark is an explanation about the restrictive hypothesis on the codimension. Finally, the third is a generalization of the examples for the non-compact case.

###### Remark 5.1.

We can replace in theorem A the round balls by sets with “distance functions” (i.e., bump functions with support *equal* to the open set) whose gradient is positive and bounded Laplacian. This follows from a carefull read of lemma 3.1, the only place where properties of distance functions were used.

###### Remark 5.2.

The proof of lemma $`3.1`$ works for codimension $`1`$ since for higher codimensions, the determinat formula has a critical point of order $`(nk1)`$ (the determinant is morally $`t^{nk1}detA_t`$, where $`A_t`$ are positive matrices close to $`A_0`$). So, our trick of calculate the first derivative of this family and shows that the determinant increases does not work (the critical point is “flat”).

###### Remark 5.3.

We observe that Matheus-Oliveira have also theorems for non-compact manifolds. In this case, our techniques can be applied to give examples of non-compact manifolds (or equivalently, immersions) satisfying Matheus-Oliveira but not do Carmo-Elbert and Barbosa-Fukuoka-Mercuri hypothesis. Since the proof is essentially analogous, we present here only a brief sketch of this contruction :

* Consider the higher dimensional catenoid $`M^{n+1}`$ (which is, topologically, a sphere minus two points) and numbers $`0\alpha \beta `$. As in lemma 2.1, one can modifythe catenoid to get a cylinder in the region $`\{(z,w):|w|\alpha \}`$ and the original catenoid in $`\{(z,w):|w|\beta \}`$ ($`(z,w)^n\times `$). See figure $`3`$ below :
* Using a lemma similar to lemma 3.1, one can perturb the new “catenoid” to obtain a fractal set of points of *negative* Gauss-Kronecker curvature (although the lemma 3.1 gives positive curvature, we can obtain negative curvature if we choose in the proof of lemma $`3.1`$, $`\sigma `$ a *convex* function, because the catenoid has negative curvature).

We point out that, in \[MO\], there exist a statement about minimal immersions but our method is not able to exhibit examples of minimal hypersurfaces in Matheus-Oliveira’s hypothesis but not in Barbosa-Fukuoka-Mercuri’s hypothesis.

Acknowledgements. We are thankful to M. Viana for helpful advices and suggestions. Also to M. do Carmo and W. Santos for their interest in explicit formulas for our “geometrical description” of fractal immersions during the geometry seminar at IMPA. In addition, we are grateful to IMPA and his staff.

Alexander Arbieto ( alexande@impa.br )
Carlos Matheus ( matheus@impa.br )
IMPA, Est. D. Castorina 110, Jardim Botânico, 22460-320
Rio de Janeiro, RJ, Brazil


text:
# Exact String-like Solutions of the Gauged Nonlinear O(3) Model

## I Introduction

The O(3) sigma model in (2+1) dimensions is a popular model in theoretical physics and has been studied extensively sch bel . As far as static solutions are concerened, the model is integrable and of Bogomol’nyi type bog . The exact solutions are therefore available via simple analytical expressions. In contrast, similar models in (3+1) dimensions (bar ,pey ,pie ,sky ), are neither integrable nor of Bogomol’nyi type. Nevertheless, the soliton solutions of models in 3+1 dimensions are extensively studied numerically and have found application in particle and nuclear physics wit . Soliton solutions in (2+1) dimensions, modified by the addition of the Hopf term are topologically stable and are classified according to the homotopy $`\pi _2(S^2)=Z`$. These solutions are scale-invariant. This property leads to some difficulties upon quantization. Moreover, upon interacting with each other, solitons undergo change of size and tend to become singular lee . The soliton solutions of the O(3) sigma model with a suitable choice of potential are presented explicitly in lee2  together with their interaction behavior. These solitons are also called Q-lumps.

There are two natural ways for breaking the scale-invariance: gauging the symmetry, and including a potential term sch . It has been shown that gauging the U(1) subgroup by a Chern-Simons term and including a suitable potential leads to both topological and nontopological solitons which are not scale-invariant gho . The potential discussed in gho  has two discrete minima $`\varphi _3=\pm 1`$ for which the U(1) symmetry is not spontaneously broken in (2+1) dimensions. This model was further studied by Mukherjee muk , where it was shown that the degeneracy of topological solitons is removed by including a potential with symmetry-breaking minima. Solutions with azimuthal vector potentials ($`𝐀=\widehat{\theta }\frac{n}{r}`$), have quantized magnetic flux ($`\mathrm{\Phi }=2\pi n`$), spin ($`S=\pi kn^2`$), and charge ($`Q=2\pi kn`$).

In the present paper, we will show that within the framework of the model presented in muk , exact soliton solutions exist which depend on one spatial dimension, resembling domain-wall solutions of the $`\varphi ^4`$ theory. Because of the non-trivial mapping between the boundaries and the discrete vacua, the solutions are topologically stable. The stability and lack of the scale invariance are also verified using the energy functional of the system.

## II Gauged O(3) sigma model

The lagrangian of the model considered here, is the one partially studied in muk , in (2+1) dimensions:

$$=\frac{1}{2}D_\mu \varphi .D^\mu \varphi +\frac{k}{4}ϵ^{\mu \nu \lambda }A_\mu _\nu A_\lambda U(\varphi ).$$
(1)
Here $`\varphi =(\varphi _1,\varphi _2,\varphi _3)`$ is a triplet of scalar fields, constrained to a $`S^2`$:

$$\varphi _a\varphi _a=1,$$
(2)
where

$$\varphi _a=n_a.\varphi ,$$
(3)
and $`n_a`$ (a=1,2,3) are unit orthogonal vectors in the internal space. We work in the Minkowski spacetime with the metric tensor $`g_{\mu \nu }=(1,1,1)`$. $`D_\mu \varphi `$ is the covariant derivative given by sch :

$$D_\mu \varphi =_\mu \varphi +A_\mu 𝐧\times \varphi ,$$
(4)
where $`𝐧`$ is the (constant) unit vector defined by

$$𝐧=\underset{|x|\mathrm{}}{lim}\varphi (t,𝐱).$$
(5)
The U(1) subgroup is gauged by the vector potential $`A_\mu `$ whose dynamics is dictated by the Chern-Simons term. The potential

$$U(\varphi )=\frac{1}{2k^2}\varphi _3^2(1\varphi _3^2)$$
(6)
gives a self interaction of the field $`\varphi _a`$. Note that the minima of the potential reside either on,

$$\varphi _1=\varphi _2=0\mathrm{and}\varphi _3\pm 1,$$
(7)
or

$$\varphi _3=0\mathrm{and}\varphi _1^2+\varphi _2^2=1.$$
(8)
In 2+1 dimensions, soliton solutions of this system has been studied muk . In such a case, the U(1) symmetry is unbroken in (7), whereas (8) corresponds to the spontaneous breaking of this symmetry.

In 1+1 dimensions, we expect that the disconnected vacua facilitate the existence of solitons. Because of the existence of disconnected vacua, we can have non-trivial mappings between the boundaries of the 1-dimensional space and these disconnected vacua and thus topological stability (Figure 1). In order to obtain these soliton solutions, we start with Schwinger’s energy-momentum tensor shw , which in the static limit becomes:

$$E=\frac{1}{2}d^2x(D_i\varphi .D_i\varphi +\frac{k^2B^2}{1\varphi _3^2}+\frac{1}{k^2}\varphi _3^2(1\varphi _3^2)),$$
(9)
where $`B=curl(A)`$ is the magnetic field. A conserved current can also be constructed:

$$K_\mu =\frac{1}{8\pi }ϵ_{\mu \nu \lambda }[\varphi .D^\nu \varphi \times D^\lambda \varphi F^{\nu \lambda }\varphi _3].$$
(10)
For static solutions which depend on one space coordinate (say $`x`$), $`K_o`$ becomes:

$$K_o=\frac{1}{4\pi }[A_2\varphi _3\frac{\varphi }{x}.\varphi +\frac{\varphi _3}{x}]+\frac{1}{4}\varphi _3\frac{A_2}{x},$$
(11)
and the corresponding conserved total charge is:

$$T=𝑑xK_o.$$
(12)
We also have

$$B=F_{12}=\frac{A_2}{x},$$
(13)
with

$$A_2=\frac{\varphi _3}{k},$$
(14)
which leads to

$$B=\frac{1}{k}\frac{d\varphi _3}{dx}.$$
(15)
Rearranging (9), we can write gho raj :

$$E=d^2x\left[\frac{1}{2}(D_i\varphi \pm ϵ_{ij}\varphi \times D_j\varphi )^2+\frac{k^2}{1\varphi _3^2}\left(F_{12}\pm \frac{1}{k^2}\varphi _3(1\varphi _3^2)\right)^2\right]\pm 4\pi T.$$
(16)
This leads to the Bogomol’nyi conditions:

$$D_i\varphi \pm ϵ_{ij}\varphi \times D_j\varphi =0,$$
(17)
and

$$F_{12}\pm \frac{1}{k^2}\varphi _3(1\varphi _3^2)=0,$$
(18)
which minimize the energy functional in a particular topological sector.

## III Exact Domain wall solutions

In this section, we obtain analytical domain-wall-like solutions in the case where the fields depend on only one of the space coordinates (say $`x`$). The $`\varphi `$-fields, which are constrained on a $`S^2`$, are assumed to vary on a longitude. Because of the U(1) subgroup, this longitude is arbitrarily rotated to $`\varphi _2=0`$, in order to simplify the solutions. Let us expand the Bogomol’nyi equations (17) and (18) as:

$$\frac{\varphi _1}{x}\varphi _3\varphi _1A_2=0,$$
(19)
$$\frac{\varphi _3}{x}\pm A_2\varphi _3^2A_2=0,$$
(20)
$$\pm A_1\varphi _3\varphi _1=0,$$
(21)
$$\varphi _1A_2\pm (\varphi _1\frac{\varphi _3}{x}\varphi _3\frac{\varphi _1}{x})=0,$$
(22)
and

$$A_1\pm A_1\varphi _3^2=0.$$
(23)
It can be easily shown that the above equations, together with appropriate boundary conditions, lead to:

$$\frac{\varphi _3}{x}A_2(1\varphi _3^2)=0,$$
(24)
and

$$A_1(1\varphi _3^2)^{1/2}=0,$$
(25)
which implies

$$A_1=0.$$
(26)
Note that $`\varphi _3^21x`$ for the desired solutions. We also have

$$\frac{A_2}{x}\pm \frac{1}{k^2}\varphi _3(1\varphi _3^2)=0.$$
(27)
Equations (24) and (27) are readily solved to obtain

$$\varphi _3=\pm \frac{1}{(1+e^{\frac{2x}{k}})^{1/2}},$$
(28)
$$A_1=0.$$
(29)
and

$$A_2=\frac{\varphi _3}{k},$$
(30)
From these, the $`B`$ field is also calculated:

$$B=F_{12}=\frac{A_2}{x},$$
(31)
or

$$B=\pm \frac{1}{k^2}\frac{\varphi _3}{x}=\frac{e^{\frac{2x}{k}}}{k(1+e^{\frac{2x}{k}})^{3/2}}.$$
(32)
$`\varphi _3(x)=kA_2(x)`$ is plotted in Figure 2, and $`B(x)`$ is shown in Figure 3.

## IV Conserved Quantities and Stability

Using (9), the energy density can be easily calculated

$$u=\frac{4}{k^2}\frac{e^{2x/k}+e^{4x/k}}{(1+e^{2x/k})^3},$$
(33)
which is plotted in Figure (4). It is seen that the magnetic field and energy are concentrated in a thin region around $`x=0`$, quite similar to the domain wall solutions of the $`\varphi ^4`$ theory in (3+1) dimensions. Here, the solution corresponds to a string on the $`xy`$-plane which extends along the $`y`$-axis. Integrating the energy density over $`x`$, the total energy per unit length of the string is obtained:

$$E=_{\mathrm{}}^+\mathrm{}u(x)𝑑x=\frac{2}{k^2}.$$
(34)
In order to check for the stability of the solution, we apply the scale transformation

$$x\alpha x$$
(35)
which leads to

$$EE(\alpha )=\frac{1}{\alpha }f+\alpha g,$$
(36)
where $`f`$ and $`g`$ are positive quantities independent of $`\alpha `$. The energy is found to be a minimum at $`\alpha =1`$, signalling the stability.

Let us calculate the topological charge density (the zero component of topological current). From (11), we obtain

$$K_o=\frac{1}{4\pi k^2}\frac{e^{2x/k}}{(1+e^{2x/k})^{3/2}}\left[\frac{1}{(1+e^{2x/k})^{1/2}}1\right],$$
(37)
which is shown in Figure (5). The total topological charge is subsequently obtained:

$$T=_{\mathrm{}}^+\mathrm{}K_o(x)𝑑x=\frac{0.0398}{k^2}(\mathrm{numerical}).$$
(38)
The values of $`E`$ and $`T`$ are seen to satisfy the well known inequality $`E8\pi T`$.

The spin of the solution ban1a ban2  is easily shown to vanish:

$$S_i=\frac{k}{2}_{boundary}(x_iA^2A_ix_jA^j)n^i𝑑l=0.$$
(39)
## V Conclusion

In a field theory possessing the vacuum manifold $``$, formulated in a D-dimensional space plus 1 time dimension, the localized static solutions constitute a mapping $`\pi :M`$, where $`M`$ is the boundary of the D-dimensional space. If the homotopy group of this mapping is nontrivial, then topological, soliton-like solutions are expected ria . We showed that the nonlinear O(3) sigma model with a Chern-Simons term and a suitable potential is such a model. We obtained examples of these solutions which satisfy the Bogomol’nyi’s conditions. On the $`xy`$-plane, solutions correspond to a string along the $`y`$-axis, with energy density, charge density, and magnetic field confined to a thin band near to $`x=0`$. The width of this band (string) depends on the value of the parameter $`k`$. We also showed that the solutions are not scale invariant under $`x\alpha x`$. Rather, the energy is minimum for $`k=1`$, indicating the stability of the solutions.

###### Acknowledgements.

N. Riazi acknowledges the support of Shiraz University and IPM.