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# Untitled Document

The Rotating Magnet

P. Hraskó***peter@hrasko.com

Abstract: Axisymmetric permanent magnets become electrically polarized due to their rotation around the symmetry axis. This phenomenon is considered in detail for both conducting and dielectric magnets. The results are applied to the Earth which is predicted to be electrically polarized. It is suggested that this polarization can be detected in a tethered satellite experiment.

The World Dynamo

Many years ago I read as a schoolboy an exciting book about a dogged ingeneer who took it into his head to lay down a massive electric cable along a large segment of a meridian, for, according to his calculations, the rotation of the Earth in its own magnetic field should induce in the cable currents of enormous strength and this ”world dynamo” — that was the name of the book — would supply mankind with cheep electricity.

Though I was charmed with the idea I had something on my mind: What if the magnetic field rotated together with the Earth? If it did the cable would never cross the lines of force of the field and no current would be induced. I did not realized until much later that my question itself was rather problematic since the meaning of rotation of an axisymmetric magnetic field around its symmetry axis was far from being obvious. If lines of force existed in reality and the motion of either of them could be followed in time, my question would be all right and could in principle be answered. But these lines are only mathematical abstractions deviced to aid the visualization of the field structure and have no real existence. The magnetic field of a magnet is in fact independent of whether the magnet rotates around its symmetry axis or not — in this respect the engineer was certainly right.

In what follows we will consider a homogeneous spherical magnet of radius $`a`$, rotating with a constant angular velocity $`𝛀`$, whose magnetization density $`𝑴`$ is parallel to the axis of rotation (assumed to be the $`z`$-axis). The cable of the world dynamo will be represented by a rigid linear conductor $``$, not necessarily a plane curve, which connects the ”north pole” and the ”equator” of the sphere. The conductor $``$ may also rotate with an angular velocity $`𝝎`$ which is parallel to $`𝛀`$ but may differ from it in magnitude. (In the world dynamo we have $`𝝎=𝛀`$ and $``$ lies along a meridian on the surface of the Earth but it will turn out expedient to deal with the more general case.) At the endpoints $`A`$ ($`\vartheta =0^{}`$) and $`B`$ ($`\vartheta =90^{}`$) the linear conductor is connected electrically to the magnet by means of sliding contacts so as to make $``$ part of an electric circuit closed through the magnet.

Below we will restrict ourselves to the discussion of the physical basis, underlying the world dynamo idea. It will be left to the reader to judge whether such an extraordinary power plant if realized in practice would indeed be continuously supplying electric power or not.

The Rotating Conducting Magnet

Consider a rotating metallic magnet of conductivity $`\gamma `$ temporarily stripped of the linear conductor $``$. In a conductor at rest the connection between the current density $`𝑱`$ and the electric field $`𝑬`$ is given by the Ohm’s law $`𝑱=\gamma 𝑬`$. When the conductor is moving the electric field must be supplemented by the electromotive force $`(𝑽\times 𝑩)`$ and in this more general case the Ohm’s law becomes

$$𝑱=\gamma [𝑬+(𝑽\times 𝑩)].$$
(1)
Let us choose the origin of the coordinate system at the center of the sphere. Then the element of the magnet at $`𝒓`$ will have the velocity

$$𝑽=(𝛀\times 𝒓).$$
(2)
From this formula it is obvious that we are working in the inertial system in which the center of the magnet is at rest rather than in the system, rotating together with the magnet around this point. In what follows we will never replace our reference frame with the corotating one.

Just as it is in the case of a conductor at rest the current density in a rotating conducting sphere also vanishes under stationary conditions. In the latter case, however, the electric field does not disappear together with the current density since when $`𝑱=0`$ we obtain from (1) the electric field

$$𝑬=(𝑽\times 𝑩)(r<a)$$
(3)
which is associated with some definite volume and surface charge densities $`\rho `$ and $`\sigma `$. Eq. (3) and the Maxwell-equation $`\mathrm{div}𝑬=\rho /ϵ_0`$ determine the volume charge density:

$$\rho =ϵ_0\mathrm{div}(𝑽\times 𝑩).$$

As it is known from magnetostatics the induction within a homogeneously magnetized sphere is equal to

$$𝑩=\frac{2}{3}\mu _0𝑴(r<a).$$
(4)
Therefore,

$$(𝑽\times 𝑩)=\frac{2}{3}\mu _0(𝑽\times 𝑴)$$

and, using (2), we obtain

$`(𝑽\times 𝑴)`$ $`=\left((𝛀\times 𝒓)\times 𝑴\right)=`$ (5)
$`=(𝑴𝛀)𝒓(𝑴𝒓)𝛀.`$
Let us take now into account that the constant vectors $`𝑴`$ and $`𝛀`$ are parallel to each other, $`\mathrm{div}𝒓=3`$ and, finally,

$$\mathrm{div}\left((𝑴𝒓)𝛀\right)=M\mathrm{\Omega }.$$

Then

$$\mathrm{div}(𝑽\times 𝑴)=2M\mathrm{\Omega }$$
(6)
and
$$\rho =\frac{4}{3}ϵ_0\mu _0M\mathrm{\Omega }.$$
(7)
Using (4) it is easy to show that for the electric field (3) $`\mathrm{rot}𝑬=0`$ which is the second Maxwell-equation for $`𝑬`$ when the fields are constant in time.

The surface charge density can be calculated as in electrostatics. We have

$$\sigma =ϵ_0(E_r^+E_r^{}),(r=a)$$
(8)
where $`E_r^+`$ and $`E_r^{}`$ are the radial components of the electric field on the outer (+) and inner (–) side of the surface of the magnet. Our previous formulae permit us to write

$$E_r^{}=(𝑽\times 𝑩)_r=V_\vartheta B_\phi +V_\phi B_\vartheta .$$
(9)
Since $`𝑩`$ has only a $`z`$-component we have

$$B_\phi =0\text{and}B_\vartheta =\frac{2}{3}\mu _0M\mathrm{sin}\vartheta .$$
(10)
The only nonzero component of $`𝑽`$ is $`V_\phi `$ which is equal to $`\mathrm{\Omega }r\mathrm{sin}\vartheta `$. Hence

$$E_r^{}=\frac{2}{3}a\mu _0M\mathrm{\Omega }\mathrm{sin}^2\vartheta (r=a).$$
(11)
In order to calculate $`E_r^+`$ the electrostatic potential $`\mathrm{\Phi }`$ outside the sphere must be known. From the potential the electric field is obtained as a gradient:

$$𝑬=\mathbf{}\mathrm{\Phi }.$$
(12)
Outside the sphere the charge density is zero and $`\mathrm{\Phi }`$ obeys the Laplace-equation

$$\mathrm{}\mathrm{\Phi }=0,(r>a)$$
(13)
from the solution of which $`E_r^+`$ can be calculated as

$$E_r^+=\frac{\mathrm{\Phi }}{r}|_{r=a}.$$
(14)
In Appendix 1 we show that

$$\mathrm{\Phi }=\frac{1}{9}a^5\mu _0M\mathrm{\Omega }\frac{1}{r^3}(3\mathrm{cos}^2\vartheta 1)(ra),$$
(15)
from which we obtain
$$E_r^+=\frac{1}{3}a\mu _0M\mathrm{\Omega }(3\mathrm{cos}^2\vartheta 1).$$
(16)
Therefore, the surface charge density is given by the formula

$$\sigma =\frac{1}{3}aϵ_0\mu _0M\mathrm{\Omega }(1+\mathrm{cos}^2\vartheta ).$$
(17)
It is straightforward to show that the total surface charge compensates exactly the total volume charge.

Since both the induced volume and surface charges rotate together with the magnet they give rise to corresponding current densities. In the case of the volume charge density this current density is equal to

$$\mathrm{\Delta }𝑱=\rho 𝑽=\frac{4}{3}ϵ_0\mu _0M\mathrm{\Omega }𝑽.$$
(18)
This $`\mathrm{\Delta }𝑱`$ does not contribute to the l.h.s. of the Ohm’s law (1) because it arises from the rotation rather from the effect of the field $`𝑬`$. However, $`\mathrm{\Delta }𝑱`$ generates, through the Maxwell-equation $`\mathrm{rot}\mathrm{\Delta }𝑩=\mu _0\mathrm{\Delta }𝑱`$, the magnetic field $`\mathrm{\Delta }𝑩`$ which must be added to $`𝑩`$ on the r.h.s. of (1). As a consequence this same correction appears on the r.h.s. of (3) also but, as we now show, gives only vanishingly small contribution to $`𝑬`$.

Dimensional considerations based on both physical and geometrical dimensions lead to the solution $`|\mathrm{\Delta }𝑩|a\mu _0|\mathrm{\Delta }𝑱|`$ ($``$ denotes ”order of magnitude equality”). Hence, taking into account (18) and (4), we have

$$\left|\frac{\mathrm{\Delta }𝑩}{𝑩}\right|a\mu _0\frac{ϵ_0\mu _0M\mathrm{\Omega }V}{\mu _0M}=\frac{a\mathrm{\Omega }V}{c^2}\frac{V^2}{c^2}.$$

This correction is indeed very small for both laboratory magnets and celestial bodies and so will be neglected. The factors $`(1V^2/c^2)^{1/2}`$ which should be included at certain places into our formulae are left out of consideration for the same reason.

The Rigidly Fixed Contour

Let us assume now that the contour $``$ is rigidly fixed to the magnet ($`𝝎=𝛀`$). If it did not rotate the electromotive force in it would be given by the formula

$$=_{}𝑬𝑑𝒍.$$

For a rotating contour an electromotive force induced by the motion also contributes to $``$:

$$=_{}\left[𝑬+(𝑽\times 𝑩)\right]𝑑𝒍.$$
(19)
When calculating the integral the contour must be assumed fixed in our coordinate system since its motion is already taken into account by the second term of the integrand111This method of calculation is justified if the displacement of the contour is negligible during the time interval the electromagnetic signal passes through it. Problems which we are interested in do not require higher accuracy..

In (19) the electromotive force is a sum of an electric component $`_e={\displaystyle _{}}𝑬𝑑𝒍`$ and a magnetic (or motional) component $`_m={\displaystyle _{}}(𝑽\times 𝑩)𝑑𝒍`$. Since the former is originated from the electric polarization of the rotating magnet it is equal to the potential difference

$$_e=\mathrm{\Phi }_B\mathrm{\Phi }_A,$$
(20)
which, for fixed endpoints, is independent of the form of the contour.

But $`_m`$ is contour independent as well since for a closed contour

$$(𝑽\times 𝑩)𝑑𝒍=0.$$
(21)
This is the consequence of the Stokes-theorem

$$(𝑽\times 𝑩)𝑑𝒍=_\mathrm{\Sigma }\mathrm{rot}(𝑽\times 𝑩)𝒏𝑑\mathrm{\Sigma },$$

in which $`\mathrm{\Sigma }`$ is any surface bounded by the closed contour and $`𝒏`$ is its normal vector. In Appendix 2 we will prove that at any point of space (i.e. both inside and outside the sphere) the equality

$$\mathrm{rot}(𝑽\times 𝑩)=0$$
(22)
holds from which (21) and the contour independence of $`_m`$ follow (for fixed endpoints).

Since both $`_e`$ and $`_m`$ are contour independent the same is true for the total electromotive force $``$ too, therefore, the contour in (19) may be chosen for convenience. The best choice is to direct it entirely within the magnet since, according to (3), along such a contour the integrand of (19) vanishes. Hence we conclude that in any linear contour which rotates together with the magnet and whose endpoints lie on the surface no electromotive force is induced. As it follows from Appendix 2 this conclusion remains valid also for an axisymmetric conducting magnet of any form, rotating around its symmetry axis.

The Unipolar Induction

When $``$ rotates with respect to the magnet $`(𝝎𝛀)`$ the electromotive force in it consists of the same kind of terms as in the corotating contour. For $`_e`$ (15) remains valid. The potentials $`\mathrm{\Phi }_A`$ and $`\mathrm{\Phi }_B`$ can be calculated from (15). In $`A`$ and $`B`$ we have $`\vartheta =0^{}`$ and $`90^{}`$ respectively and in both cases $`r=a`$, therefore

$$_e=\mathrm{\Phi }_B\mathrm{\Phi }_A=\frac{1}{3}a^2\mu _0M\mathrm{\Omega }.$$
(23)
As we saw in the preceding section for a corotating contour $`_m=_e`$. This electromotive force depends on the velocity of the points of the contour in the reference frame chosen and in the case of corotation it is proportional to $`\mathrm{\Omega }`$. Then, for a contour, rotating independently of the magnet, $`_m`$ coincides with the negative of (23) in which $`\mathrm{\Omega }`$ is replaced by $`\omega `$:

$$_m=\frac{1}{3}a^2\mu _0M\omega .$$
(24)
Therefore, the full electromotive force is given by the equation

$$=\frac{1}{3}a^2\mu _0M(\mathrm{\Omega }\omega ).$$
(25)
Owing to the sliding contacts, $``$ closes through the magnet and since the latter’s conductivity is different from zero a current will flow in $``$.

According to (25) electromotive force and current arise even in a contour at rest ($`𝝎=0`$). This phenomenon known as the unipolar induction is rather paradoxical since the current can explain neither by the law of induction (since the magnetic field is constant in time) nor as a motional induction (since the contour is at rest). Unipolar induction originates solely from the electric polarization of the magnet. For a spherical magnet its magnitude can be calculated from (23) but the sphericity is, of course, not essential for the phenomenon to occur. In a Faraday-disk magnetized along its axis of rotation current will be generated even in the absence of an external magnetic field.

As it is seen from (25) the electromotive force depends on the relative rotation of the magnet and the contour. This is quite an unexpected result since rotation is absolute: A deformable sphere, rotating in an inertial frame takes on the shape of an ellipsoid of rotation. This deformation is the manifestation of the absolute rotation since it exists irrespective of the frame of reference from which the sphere is observed.

The role of rotation in electrodynamics is by no means different. The electric polarization of the rotating magnet is an objective (absolute) phenomenon in the same sense as the deformation of a rotating sphere since it demonstrates unequivocally that it is the magnet — and not the contour — which is rotating. Curiously enough, in the special case of the electromotive force in $``$ it is only the relative rotation which counts. But this is so only when the magnet conducts electricity. For a magnet made of insulator relation (25) ceases to be valid and $``$ turns out to depend on the angular velocities separately rather than on their difference. This question will be studied in the next section.

The Rotating Dielectric Magnet

Assume now that our magnet does not conduct electricity ($`\gamma =0`$) but, instead, electrically polarizable ($`ϵϵ_0`$). Then, under stationary conditions, the l.h.s. of (1) is obviously equal to zero but since now $`\gamma =0`$ Eq. (3) does not follow from this fact.

The field $`𝑬+(𝑽\times 𝑩)`$ which in a moving conductor determines the current through the Ohm’s law makes a dielectric polarized:

$$𝑷=\chi ϵ_0\left[𝑬+(𝑽\times 𝑩)\right]=𝑷^{(1)}+𝑷^{(2)}$$
(26)
($`\chi `$ is the dielectric susceptibility). In the above equation $`𝑷^{(1)}=\chi ϵ_0𝑬`$ is the electrostatic while $`𝑷^{(2)}=\chi ϵ_0(𝑽\times 𝑩)`$ is the magnetically induced (or motional) polarization.

This is, however, not yet the full polarization since there is a third contribution

$$𝑷^{(3)}=ϵ_0\mu _0(𝑽\times 𝑴)$$
(27)
predicted by relativity theory, according to which elementary magnetic dipoles $`𝒎`$ of a moving permanent magnet acquire electric dipole moment equal to $`ϵ_0\mu _0(𝑽\times 𝒎)`$.

The origin of this phenomenon may be understood directly from the equivalence of the inertial frames of reference without resort to the apparatus of relativity theory.

Consider an elementary magnetic dipole $`𝒎`$ which is at rest in an inertial frame of reference and an elementary linear conductor $`d𝒍`$ which is moving with constant velocity $`𝒗`$. The electromotive force $`d`$ induced in this elementary conductor by its motion is equal to $`d=(𝒗\times 𝑩)d𝒍`$ in which $`𝑩`$ is the field of the dipole at the position of the conductor. The absence of any absolute frame of reference requires that when the conductor is at rest and the dipole is moving with constant velocity $`𝒗`$ the electromotive force induced remain the same as before.

The magnetic field of the moving dipole at the fixed position of $`d𝒍`$ varies in time and, therefore, it brings about, through Maxwell-equations, an electric field $`𝑬`$ which in turn produces an electromotive force $`𝑬d𝒍`$. Simple calculation shows that, contrary to the expectation, $`𝑬d𝒍d`$. Equality is obtained only if in $`𝑬`$ one takes into account the electric field of the electric dipole moment $`ϵ_0\mu _0((𝒗)\times 𝒎)`$ acquired by $`𝒎`$ due to its velocity $`𝒗`$.

The volume charge densities produced by all three types of polarization are given by the equation

$$\rho _i=\mathrm{div}𝑷^{(i)}(i=1,2,3).$$
(28)
Through Gauss-theorem this formula determines the surface charge densities as

$$\sigma _i=P_r^{(i)}(r=a,i=1,2,3).$$
(29)
In words: The surface charge densities are given by the normal component of the polarization vectors on the inner side of the surface.

According to the first Maxwell-equation

$$\mathrm{div}ϵ_0𝑬=\rho _1+\rho _2+\rho _3.$$

If we introduce the induction vector by the formula

$$𝑫=ϵ_0𝑬+𝑷^{(1)}$$

the above equation takes on the form

$$\mathrm{div}𝑫=\rho _2+\rho _3$$
(30)
and we arrive at a standard electrostatic problem: Consider a sphere of constant dielectric permeability $`ϵ`$. Calculate the electrostatic potential for given volume and surface charge densities $`(\rho _2+\rho _3)`$ and $`(\sigma _2+\sigma _3)`$.

Eq. (4) and the relation $`\chi ϵ_0=(ϵϵ_0)`$ permit us to write

$$𝑷^{(2)}+𝑷^{(3)}=\frac{1}{3}(2ϵ+ϵ_0)(𝑽\times \mu _0𝑴)$$

which in turn leads through (6) to

$`\rho _2+\rho _3`$ $`=\mathrm{div}(𝑷^{(2)}+𝑷^{(3)})=`$ (31)
$`={\displaystyle \frac{2}{3}}(2ϵ+ϵ_0)\mu _0M\mathrm{\Omega }.`$
This expression will be substituted into the r.h.s. of (30).

Similarly, we obtain for the surface density the equation

$$\sigma _2+\sigma _3=P_r^{(2)}+P_r^{(3)}=\frac{1}{3}(2ϵ+ϵ_0)(𝑽\times \mu _0𝑴)_r.$$

Using (5), the relation $`(𝒓𝑴)=rM\mathrm{cos}\vartheta `$ and $`\mathrm{\Omega }_r=\mathrm{\Omega }\mathrm{cos}\vartheta `$ we have

$$\sigma _2+\sigma _3=\frac{1}{3}(2ϵ+ϵ_0)a\mu _0M\mathrm{\Omega }\mathrm{sin}^2\vartheta .$$
(32)
We write in (30) $`𝑫=ϵ𝑬`$ and through $`E=\mathbf{}\mathrm{\Phi }`$ introduce the potential $`\mathrm{\Phi }`$ again. Then

$$\mathrm{}\mathrm{\Phi }=\{\begin{array}{cc}\frac{1}{ϵ}(\rho _2+\rho _3)\hfill & (ra)\text{.}\hfill \end{array}$$
(33)
The boundary condition for $`𝑫`$ is fixed by the surface densities as

$$D_r^+D_r^{}=\sigma _2+\sigma _3,$$

in which $`𝑫^+`$ and $`𝑫^{}`$ are the inductions on the outer and inner sides of the surface. This condition expressed through the potential becomes

$$ϵ_0\frac{\mathrm{\Phi }_+}{r}+ϵ\frac{\mathrm{\Phi }_{}}{r}=\sigma _2+\sigma _3(r=a)$$
(34)
($`\mathrm{\Phi }_+`$ and $`\mathrm{\Phi }_{}`$ are the potentials outside and inside the sphere).

Eq. (33) will be solved in Appendix 3 with the result

$`\mathrm{\Phi }=`$ $`{\displaystyle \frac{2ϵ+ϵ_0}{9(2ϵ+3ϵ_0)}}\mu _0M\mathrm{\Omega }(3\mathrm{cos}^2\vartheta 1)\times `$ (35)
$`\times \{\begin{array}{cc}r^2\hfill & (r<a)\hfill \\ {\displaystyle \frac{a^5}{r^3}}\hfill & (r>a)\text{,}\hfill \end{array}`$
From this we obtain for the electric part of the electromotive force $``$ the expression

$$_e=\mathrm{\Phi }_B\mathrm{\Phi }_A=\frac{2ϵ+ϵ_0}{3(2ϵ+3ϵ_0)}a^2\mu _0M\mathrm{\Omega }.$$
(36)
The magnetic part is still given by (24). Hence, the full electromotive force is given as

$$=\frac{1}{3}a^2\mu _0M\left(\frac{2ϵ+ϵ_0}{2ϵ+3ϵ_0}\mathrm{\Omega }\omega \right).$$
(37)
As we have already mentioned in this case it is not the relative rotation which determines $``$ . In spite of the existence of this electromotive force no stationary current will flow through $``$ since the magnet’s conductivity is zero but the potential difference between the points $`A`$ and $`B`$ may be observed.

Since conductors are ”infinitely easily” polarizable substances (37) must be reduced in the limit $`ϵ\mathrm{}`$ to (25) which is indeed the case.

The numerator of (36) can be written in the form $`\left[2(ϵϵ_0)+3ϵ_0\right]`$ in which the term $`3ϵ_0`$ derives from $`𝑷^{(3)}`$. Since this term does not contain $`ϵ`$ it drops out of the limit $`ϵ\mathrm{}`$. Does this mean that the elementary magnets in a conducting permanent magnet do not acquire electric dipole moment due to their motion?

Of course, not. According to (3), in a conducting magnet the rotation determines the electric field directly, independently of whether the latter is produced by polarization charges or motion-induced electric dipole moments. In a dielectric magnet, on the contrary, it is the polarization rather than the field itself which is fixed by the rotation and so in this case it is crucial to take into account all possible types of polarizations.

When the magnet is neither conducting ($`\gamma =0`$) nor polarizable ($`ϵ=ϵ_0`$) the electromotive force in $``$ is still different from zero:

$$=\frac{1}{3}A^2\mu _0M\left(\frac{3}{5}\mathrm{\Omega }\omega \right).$$

This electromotive force originates solely from $`𝑷^{(3)}`$.

The Tethered Satellite

In march of 1996 a spherical 1.6-meter diameter satellite was released out into space from the payload bay of Space Shuttle Columbia during its orbiting at a height about 90 km above the Earth. Its tether, a long conducting cable, served (among others) to generate electric power due to the electromotive force $`_m`$ induced in it by the Erth’s magnetic field. Free electrons in the thin ionosphere where the Space Shuttle operated were attracted to the satellite. The electrons travelled along the tether to the orbiter. The electric circuit was closed by means of an electron generator on the orbiter which returned charged particles back into the ionosphere.

The electromotive force $`_m`$ is the greater the longer the tether is. The latter was a 21-kilometer-long leash but it broke when the satellite was extended 19.7 kilometers. The experiment, however, could not be considered as a failure. Up to the time of the severing of the tether, the orbiter-tether-satellite system had been generating 3,500 volts and up to 0.5 amps of current.

Considerations of the preceding sections suggest that, since the Earth rotates in its own magnetic field, it must be electrically polarized and the electric field of the polarization charges must give rise to an electromotive force $`_e`$ in the tether which also contributes to the current in it. To have an order of magnitude estimate we assume that (1) the Earth core is a homogeneous permanent magnet of nonzero conductivity $`\gamma `$, (2) the rotational and magnetic axes of the Earth coincide and (3) the mantle’s and the atmosphere’s polarizabilities are negligible. Neither of these assumptions is correct but, perhaps, they provide an acceptable starting point.

Consider a tethered orbiter-satellite system, orbiting above the Equator ($`xy`$ plane) on a circular orbit of radius $`r`$. Assume further that the tether, a linear conductor of length $`\mathrm{\Delta }lr`$ is oriented along the radius and the positive direction on it points toward the increase of $`r`$. Then

$$\mathrm{\Delta }_m=(𝒗\times 𝑩)_r\mathrm{\Delta }l.$$

$`𝒗`$ is the orbiting velocity with respect to the (practically inertial) frame of reference with its origin in the center of the Earth and orientation defined by the fixed starts. The magnitude of $`𝒗`$ is equal to $`\omega r`$ where $`\omega `$ is the angular velocity of the orbiter. In the orbital plane the Earth’s magnetic field $`𝑩`$ has only $`z`$-component equal to

$$+\frac{1}{3}\mu _0M\left(\frac{a_c}{r}\right)^3$$

where $`a_c`$ is the radius of the Earth core. Hence

$$\mathrm{\Delta }_m=+\frac{1}{3}\mu _0M\omega \frac{a_c^3}{r^2}\mathrm{\Delta }l.$$

This positive $`\mathrm{\Delta }_m`$ gives rise to an electron current directed toward the Earth and, therefore, the satellite has to be orbiting above the shuttle.

On the other hand,

$$\mathrm{\Delta }_e=E_r\mathrm{\Delta }l=\frac{\mathrm{\Phi }}{r}\mathrm{\Delta }l.$$

The r.h.s. is to be calculated at $`\vartheta =90^{}`$. According to (15)

$$\mathrm{\Delta }_e=\frac{1}{3}\mu _0M\mathrm{\Omega }\frac{a_c^5}{r^4}\mathrm{\Delta }l,$$

therefore,

$$\left|\frac{\mathrm{\Delta }_e}{\mathrm{\Delta }_m}\right|=\left(\frac{a_c}{r}\right)^2\frac{\mathrm{\Omega }}{\omega }$$

where $`\mathrm{\Omega }`$ is the angular velocity of the Earth’s rotation. Since $`a_c/r1/2`$ and $`\mathrm{\Omega }/\omega 1/20`$, $`\mathrm{\Delta }_e`$ is less than $`\mathrm{\Delta }_m`$ only by about two orders of magnitude.222 Since charged particles move much faster than the tethered system, the effect of the Coulomb-force due to the Earth’s polarization for them is negligible with respect to the Lorentz-force. Moreover, if the orbital plane is perpendicular to the Equator (i.e. it goes through the Poles and is, of course, at rest with respect to the fixed stars) then, since $`𝒗\times 𝑩`$ is perpendicular to the radial direction, $`\mathrm{\Delta }_m=0`$ and it is $`\mathrm{\Delta }_e`$ alone which contributes to the electric current in the tether. Though polarizability of the ionospher may substantially alter (or even invalidate) this conclusion the possibility of the electric polarization of the Earth seems worth of further consideration.

Appendix 1

We are looking for the solution of the equation (13) at $`a>r`$ which tends to zero faster than $`1/r`$ (the total charge of the sphere is zero) and the tangential component of the electric field on the outer side of the surface $`r=a`$ coincides with the tangential component of the field (3) inside the sphere. Owing to the surface charges which compensate the volume charge the normal component of $`𝑬`$ will be discontinuous at $`r=a`$.

Axial symmetry requires $`E_\phi `$ to vanish and so the tangential component is given by

$$E_\vartheta =\frac{1}{a}\frac{\mathrm{\Phi }}{\vartheta }|_a$$

alone. According to (3) it is equal to

$$E_\vartheta =(𝑽\times 𝑩)_\vartheta =V_\phi B_r+V_rB_\phi .$$

Both factors of the second term are equal to zero while in the first term

$$V_\phi =\mathrm{\Omega }r\mathrm{sin}\vartheta ,B_r=\frac{2}{3}\mu _0M\mathrm{cos}\vartheta .$$

Hence

$$\frac{1}{a}\frac{\mathrm{\Phi }}{\vartheta }|_a=\frac{2}{3}\mu _0M\mathrm{\Omega }a\mathrm{sin}\vartheta \mathrm{cos}\vartheta .$$
(38)
The axisymmetric solution of (13) which obeys all the requirements formulated is given by the equation

$$\mathrm{\Phi }(r,\vartheta )=\frac{A}{r^3}P_2(\mathrm{cos}\vartheta )=\frac{A}{2r^3}(3\mathrm{cos}^2\vartheta 1)(ra).$$
(39)
$`P_2(\mathrm{cos}\vartheta )`$ is the 2-nd Legendre-polynomial, $`A`$ is a constant which is fixed by (38) as

$$A=\frac{2}{9}a^5\mu _0M\mathrm{\Omega }$$

Substituting this into (39) we obtain (15).

Appendix 2

In the textbook formula

$$\mathrm{rot}(𝑽\times 𝑩)=(𝑩\mathbf{})𝑽(𝑽\mathbf{})𝑩+𝑽\mathrm{div}𝑩𝑩\mathrm{div}𝑽$$

the last two terms vanish as a consequence of $`\mathrm{div}𝑩=0`$ and $`\mathrm{div}𝑽=0`$. In Cartesian-coordinates $`\mathbf{}=(_x,_y,_z)`$ and we have

$$\mathrm{rot}_j(𝑽\times 𝑩)=B_i_iV_jV_i_iB_j$$
(40)
where summation convention over repeated indices is understood (e.g. $`B_i_i=B_x_x+B_y_y+B_z_z`$).

Consider now Eq. (2) . For the components in Cartesian coordinates we have the formula $`(𝛀\times 𝒓)_i=ϵ_{ijk}\mathrm{\Omega }_jx_k`$ in which $`(x_1,x_2,x_3)(x,y,z)`$, and $`ϵ_{ijk}`$ is the fully antisymmetric unit tensor ($`ϵ`$-symbol)333$`ϵ_{ijk}=+1\text{or}1`$ depending on whether $`ijk`$ is an even or odd permutation of $`123`$. If some of the indices $`ijk`$ coincide the value of the symbol is zero.. Using this in (40), we have

$$\mathrm{rot}_j(𝑽\times 𝑩)=ϵ_{jkl}B_i_i(\mathrm{\Omega }_kx_l)ϵ_{ikl}\mathrm{\Omega }_kx_l_iB_j.$$

Since the current desity is zero throughout, $`𝑩`$ is rotation-free and $`_iB_j=_jB_i`$. Hence

$$\mathrm{rot}_j(𝑽\times 𝑩)=ϵ_{jkl}B_i_i(\mathrm{\Omega }_kx_l)ϵ_{ikl}\mathrm{\Omega }_kx_l_jB_i.$$

In the first term

$$_i(\mathrm{\Omega }_kx_l)=\mathrm{\Omega }_k\frac{x_l}{x_i}=\mathrm{\Omega }\delta _{il}$$

which is equal to $`\mathrm{\Omega }_k`$ at $`i=l`$ and vanishes at $`il`$, therefore

$$\mathrm{rot}_j(𝑽\times 𝑩)=ϵ_{jki}B_i\mathrm{\Omega }_kϵ_{ikl}\mathrm{\Omega }_kx_l_jB_i.$$

In the second term we perform a transformation of the opposite sense: $`x_l_jB_i=_j(x_lB_i)\delta _{lj}B_i`$. If we substitute this into the previous formula and use the constancy of $`\mathrm{\Omega }_k`$ and the $`ϵ`$-symbol we obtain

$$\mathrm{rot}_j(𝑽\times 𝑩)=_j(ϵ_{ikl}B_i\mathrm{\Omega }_kx_l)+(ϵ_{jki}+ϵ_{ikj})B_i\mathrm{\Omega }_k.$$

The sum of the $`ϵ`$-symbols is zero and under the sign of partial derivation we recognize the mixed product of the vectors $`𝑩,𝛀`$ and $`𝒓`$:

$$\mathrm{rot}_j(𝑽\times 𝑩)=_j\left[𝑩(𝛀\times 𝒓)\right].$$

The mixed product of three vectors is equal to the determinant formed from their Cartesian-components. Since the magnet is assumed axisymmetric the vector $`𝑩`$ at the point $`𝒓`$ lies in the plane defined by $`\mathrm{\Omega }`$ (i.e. the $`z`$-axis) and the direction of $`𝒓`$. Hence the determinant vanishes and the field $`(𝑽\times 𝑩)`$ is indeed rotationless. Our proof of this fact is obviously valid for any axisymmetric magnet which rotates around its symmetry axis.

Appendix 3

We are seeking the solution of (34) which is everywhere finite and continuous (even at $`r=a`$). (32) suggests the expected $`\vartheta `$ dependence of the solution:

$`\mathrm{\Phi }_{}`$ $`=Ar^2P_2(\mathrm{cos}\vartheta )+f(r)={\displaystyle \frac{A}{2}}r^2(3\mathrm{cos}^2\vartheta 1)+f(r)`$
$`\mathrm{\Phi }_+`$ $`={\displaystyle \frac{B}{r^3}}P_2(\mathrm{cos}\vartheta )={\displaystyle \frac{B}{2r^3}}(3\mathrm{cos}^2\vartheta 1)`$
in which $`A`$ and $`B`$ are constants and $`f(r)`$ is a particular solution of

$$\mathrm{}f=\frac{1}{r^2}\frac{d}{dr}\left(r^2\frac{df}{dr}\right)=\frac{1}{ϵ}(\rho _2+\rho _3)$$
(41)
which will be chosen to vanish at $`r=a`$:

$$f(r)=\frac{\rho _2+\rho _3}{6ϵ}(a^2r^2).$$

Continuity requires $`B=Aa^5`$, hence

$`\mathrm{\Phi }_{}`$ $`={\displaystyle \frac{A}{2}}r^2(3\mathrm{cos}^2\vartheta 1)+{\displaystyle \frac{\rho _2+\rho _3}{6ϵ}}(a^2r^2)`$
$`\mathrm{\Phi }_+`$ $`={\displaystyle \frac{a^5A}{2r^3}}(3\mathrm{cos}^2\vartheta 1).`$
Using (32), the r.h.s. of (34) may be written in the form

$$\sigma _2+\sigma _3=\frac{1}{9}(2ϵ+ϵ_0)a\mu _0M\mathrm{\Omega }[2(3\mathrm{cos}^2\vartheta 1)].$$

Then (34) becomes

$$\begin{array}{c}ϵ_0\frac{3}{2}aA(3\mathrm{cos}^2\vartheta 1)+ϵaA(3\mathrm{cos}^2\vartheta 1)\frac{1}{3}(\rho _2+\rho _3)a=\\ =\frac{1}{9}(2ϵ+ϵ_0)a\mu _0M\mathrm{\Omega }[2(3\mathrm{cos}^2\vartheta 1)]\end{array}$$
(42)
As it follows from (31) the terms which do not contain $`(3\mathrm{cos}^2\vartheta 1)`$ cancel and the remaining equation determines the value of $`A`$:

$$A=\frac{2}{9}\frac{2ϵ+ϵ_0}{2ϵ+3ϵ_0}\mu _0M\mathrm{\Omega }.$$

From this (35) follows. The cancellation of the terms which do not contain $`P_2(\mathrm{cos}\vartheta )`$ is the consequence of the fact that, according to (28) and (29), the volume and surface charges compensate to zero separately for all three types of polarization charges.


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# Stochastic Maps, Wealth Distribution in Random Asset Exchange Models and the Marginal Utility of Relative Wealth

## I Introduction

Recently, there has been a considerable amount of work done in developing the statistical mechanics of economic activities leading to wealth accumulation and distribution in society . One of the simplest class of models which explore these mechanisms are the “asset exchange models” . In analogy with the physics of ideal gases, economic agents can be viewed as particles which have random elastic collisions with each other, resulting in wealth circulation throughout the system. One reliable indicator of whether these models reflect economic reality is to test whether they reproduce the observed wealth distribution in various societies.

It has been known now for over a century that almost all human societies tend to exhibit the same type of wealth distribution. If $`P(x)`$ is the probability distribution for income or wealth $`x`$ of individuals, then for large $`x`$, it follows the so-called Pareto law:

$$P(x)x^{(1+\nu )},$$

i.e., a power law distribution with the exponent $`\nu `$ between 1 and 2 , while for small $`x`$, an exponential distribution is observed .

Unfortunately, the simplest asset exchange models do not show this distribution. The asymptotic states of these models exhibit either an exponential phase, or even more extremely, all the wealth condensing into the hands of a single individual; power-law distributions, if seen at all, turn out to be transient . However, recent work on the effects of introducing random saving propensities in the asset exchange models, have shown asymptotic power law distribution similar to those observed in reality . In this paper, we look at another possible modification of the asset exchange model: the same amount of money may have different relative values to a rich agent and a poor agent. In other words, the relative importance of making a net gain in a round of trading is dependent on the relative wealths of the agents involved. By introducing this simple principle into the model, we observe a wide range of distributions: from an exponential phase to a condensate phase, with a power-law distribution appearing in the transition region between the two phases.

We consider a simple model of a closed economic system where the total wealth (amount of money) available for exchange, $`M`$, and the total number of agents, $`N`$, trading with each other, are fixed. Wealth is neither created nor destroyed, but only change hands through trading between agents. Further, the system is observed only at discrete time intervals $`t=0,1,2,3,\mathrm{}`$. Each agent $`i`$ has some wealth $`x_i(t)`$ associated with it at some time step $`t`$. Starting from an arbitrary initial distribution of wealth ($`x_i(0)`$, $`i=1,2,3,\mathrm{}.`$), during each time step two randomly chosen agents $`i`$ and $`j`$ exchange a fraction of their combined wealth. Each such transaction is obeying the constraint that the combined wealth of the two agents is conserved by the trade, and that neither of the two has negative wealth after the trade (i.e., debt is not allowed). In general, one of the players will gain and the other player will lose as a result of the trade.

Different types of exchange models are defined based on the choice of the fraction of wealth that will be exchanged in a trade. If the wealth exchanged is a fraction of the wealth owned by the poorer of the two agents, then the model (in accordance with the terminology introduced in Ref. ) is the so-called “Yard-Sale” model (YS), whereas if the exchanged amount is a fraction of the losing agent’s wealth, it is the “Theft-and-Fraud” model (TF) . These names reflect the fact that usually (e.g., in a yard sale) the richer agent is unlikely to stake its entire holdings in a trade with a poorer agent. The only circumstances during which such an event is likely to occur is when the poorer agent is dishonest, and either the exchange itself, or the wealth of the poorer agent, is unknown to the richer agent (corresponding to theft and fraud respectively).

If we consider an arbitrarily chosen pair of agents ($`i`$, $`j`$) who trade at a time step $`t`$ resulting in a net gain of wealth by agent $`i`$, then the change in their wealth as a result of trading is:

$$x_i(t+1)=x_i(t)+\mathrm{\Delta }x;x_j(t+1)=x_j(t)\mathrm{\Delta }x,$$
(1)
where, $`\mathrm{\Delta }x`$ is the net wealth exchanged between the two agents. In the YS model

$$\mathrm{\Delta }x=\alpha min(x_i(t),x_j(t)),$$
(2)
while in the TF model

$$\mathrm{\Delta }x=\alpha x_j(t)(\mathrm{agent}j\mathrm{has}\mathrm{lost}),$$
(3)
with $`\alpha `$ as a uniformly distributed random number in the interval $`[0,1]`$. Whether agent $`i`$ or $`j`$ will ‘win’ in a particular trading encounter is decided by the toss of a fair coin, i.e., each has a probability 1/2 of making a net gain. A possible variant, where, the two agents randomly redistribute their total wealth can be seen as a manifestation of the TF model.

In the next section, the asset exchange models are seen as a class of random dynamical systems. This picture allows us to understand in simple terms various features of the distribution seen in the two models. Section 3 introduces the concept of diminishing bargaining efficiency as the wealth of an agent is increased. Results of 2-agent and $`N`$-agent asset exchange models are given. Finally, we conclude with a summary and discussion of possible directions for future work.

## II Asset Exchange Models as Stochastic IFS

If we consider $`\alpha `$ to be a constant in Eqs. (2) and (3), then for $`N`$ = 2, the asset exchange model (YS or TF) is a system of two maps of the unit interval  onto itself, with the system randomly switching between the two maps. The map selected at a particular instant depends upon which agent wins in that particular trading round. Such stochastic dynamical systems are called Iterated Function Systems (IFS) . The 2 map IFS corresponding to the YS and TF models are shown in Fig. 1 for $`\alpha `$ = 0.5.

### A 2-agent models

Let us consider the YS model with $`N`$ = 2, and total wealth $`M=\mathrm{\Sigma }_{i=1}^Nx`$ =1 (i.e., normalized). Then, the state of such an economy at any given time $`t`$, is completely specified by the wealth of any one of the agents, $`x(t)`$ (since the other agent’s wealth is $`1x(t)`$). For constant $`\alpha `$, the corresponding IFS is given by

$$\mathrm{Map}1:x(t+1)=(1+\alpha )x(t),\mathrm{if}x(t)<0.5,$$
(4)
$$=x(t)+\alpha (1x(t)),\mathrm{otherwise},$$

and,

$$\mathrm{Map}2:x(t+1)=(1\alpha )x(t),\mathrm{if}x(t)<0.5,$$
(5)
$$=x(t)\alpha (1x(t)),\mathrm{otherwise}.$$

For $`\alpha =0`$, the initial distribution is unchanged by the IFS, but for any $`\alpha >0`$, the final distribution corresponds to two delta function peaks at $`x=0`$ and $`x=1`$. In other words, the entire wealth eventually ends up in the hands of one of the two agents through a process of gradual wealth condensation. The transition to this condensate phase from an arbitrary initial distribution takes longer and longer time as $`\alpha 0`$, in a process analogous to critical slowing down.

In the TF model with $`N`$ = 2, the wealth dynamics is given by the IFS:

$$\mathrm{Map}1:x(t+1)=(1\alpha )x(t)+\alpha ,$$
(6)
and,

$$\mathrm{Map}2:x(t+1)=(1\alpha )x(t).$$
(7)
The asymptotic state for a constant value of $`\alpha (>0.5)`$ is a Cantor set fractal distribution. In particular, for $`\alpha `$ = 2/3, the final distribution is the middle-third Cantor set, generated by successively dividing intervals into three equal parts and then removing the central section. Therefore, the wealth possessed by an agent at any given time form a discontinuous range of values.

For randomly varying $`\alpha `$, the asymptotic distribution of TF model is composed of an infinite number of Cantor sets generated by the different values of $`\alpha `$. This turns out to be a power law distribution with an exponent $`0.45`$. The occurrence of a power-law or scale-free distribution can be understood as follows. Each of the Cantor set distributions generated for a fixed $`\alpha `$ has a length scale associated with it, corresponding to the fraction of an interval removed recursively during its generation. For random $`\alpha `$, since all Cantor sets are represented, this implies that all length scales are present in the asymptotic distribution. This results in a scale-free distribution for randomly varying $`\alpha `$.

To understand why YS and TF models lead to very different asymptotic distributions, we look at the effect of a sequence of unfavorable outcomes (i.e., losses) on the wealth of the richer agent (Fig. 2). Let us suppose that in both models, the rich agent (A, say) owns a significant fraction of the total wealth ($`x=0.95`$, say). If we now look at the result of a series of losses, we find that agent A is much less affected in the YS model than in the TF model, and the larger the initial wealth of A, the greater is the difference between the two models. This means that, if initially one of the agents acquire a significant fraction of the total wealth (by random fluctuations), then the dynamics of the YS model assures that the agent will consolidate this position. The greater the value of wealth acquired by the agent, the larger is the number of successive unfavorable outcomes needed (and therefore, more and more unlikely to occur) to shift it from the status of the richer agent.

This observation is further strengthened by observing the $`n`$-th return maps for each of the two systems (Fig. 3). For the YS model, all the higher iterate maps have stable fixed points only at $`x=0`$ and $`x=1`$. The TF model on the other hand have increasing number of stable fixed points distributed over a wide range as the order of the return map is increased. This immediately implies that randomly switching between maps in the TF model will lead to a fairer distribution of wealth, whereas that will not be the case in the YS model. Further, for YS model we find that the attractor where the system will eventually end up in, is decided by the first few outcomes of bargaining among the two agents. Once the system enters the basin of attraction of one of the attractors ($`x=0`$ or $`x=1`$) through a series of favorable outcomes, it takes many more unfavorable outcomes for it to come out and enter the other attractor’s domain. If one of the agents, by chance, wins the first few successive bargaining rounds then it is almost bound to be the eventual winner. This is reminiscent of the phenomena of positive feedback leading to ‘lock-in’ in real economic systems .

### B 3-agent models

The 3-agent TF model (with the total wealth normalized to 1) can be represented in the triangular region \[(0,0), (0,1), (1,0)\] in the two-dimensional plane. This is because we need to only explicitly specify the wealths $`x_1(t)`$ and $`x_2(t)`$ of two agents (A and B, say), the third agent (C) having wealth $`1x_1(t)x_2(t)`$.

The 3-agent model is the simplest case where we can study the effect of different types of interaction coupling among agents. For example, instead of allowing all the agents to trade among themselves, we can forbid trade between agents B and C (say). Therefore, B and C can only trade with each other through a “go-between” (in this case, agent A). Our simulations showed no differences in the results for the two schemes. Fig. 4 (a) shows the attractors corresponding to the two types of coupling among agents. The asymptotic distribution is again a power law, with the exponent value of $`0.5\pm 0.005`$ (Fig. 4 (b)) for both types of network interaction structure.

### C $`N`$-agent models

As the number of agents $`N`$ is increased, the models become increasingly difficult to understand in terms of dynamical systems. However, most of the features of the 2- and 3-agent games carry over to the $`N`$-agent case. For example, the observation that all wealth condenses into the hands of a single agent, holds true in the $`N`$-agent YS model as $`N\mathrm{}`$. In the TF model, as $`N`$ increases, the asymptotic wealth distribution becomes exponential.

A few special cases can be understood completely even in the $`N\mathrm{}`$ limit. One of these is the case when $`\alpha =1`$. For the YS model, this corresponds to a “Double-or-nothing” scenario, where the poorer agent stands to either double its wealth (if it wins) or lose everything to the richer agent (if it loses). The richer agent, on the other hand, stands to lose or gain only an amount of wealth equal to that owned currently by the poorer agent. The corresponding situation in the TF model gives the winner (independent of whether the richer or the poorer agent wins) all the assets of the loser. Therefore, this situation corresponds to a “Winner-take-all” scenario. It can be easily seen that both cases quickly lead to the concentration of wealth into the hands of a steadily decreasing minority.

## III Diminishing Bargaining Efficiency with Wealth

We have so far assumed that the probability that an agent will gain net wealth is independent of its wealth. However, in any real situation, it is unlikely that an agent who owns 1,000 units of wealth (say) will be as concerned about winning or losing 1 additional unit, as an agent who has only 1 unit. Therefore, the relative value of the amount of wealth won or lost by an agent is clearly a function of its wealth at that given time. This results in the increasing aggressiveness of the poorer agent in getting a favorable deal during any trade with a wealthier agent.

This is implemented in the asset exchange model by expressing the probability that agent $`i`$ will win when trading with agent $`j`$, $`p(i|i,j)`$, as a ‘Fermi function’:

$$p(i|i,j)=\frac{1}{1+exp(\beta [\frac{x_i}{x_j}1])},$$
(8)
with $`\beta `$ parametrising the significance of the relative value of wealth between trading agents. For $`\beta `$ = 0, the original asset exchange model is retrieved, where the probability that any agent wins a round of trading is 1/2, independent of their wealth. When $`\beta >0`$, the poorer agent has a higher probability of winning, the difference from the original probability ($`=1/2`$) depending on the value of $`\beta `$. In the special circumstance when the two agents have the same wealth, the probability of each of them winning is 1/2, irrespective of the value of $`\beta `$.

As $`\beta \mathrm{}`$, it becomes certain that in any encounter the poorer agent will win. Intuitively it is clear that this will ensure a fairer distribution of wealth. In fact, when $`\alpha `$ is a constant, the corresponding stochastic IFS reduces to a deterministic map; when $`N`$ = 2, it is a map of the unit interval  onto itself (Fig. 5).

In the YS model, with $`\alpha `$ = 1 (“Double-or-nothing” for the poorer agent), the wealth distribution remains in the condensate phase even as $`\beta \mathrm{}`$. This is because, although wealth changes hands frequently, the number of solvent agents who can trade steadily decreases over time. Wealth gets accumulated into the hands of a steadily diminishing number of agents, although the label of the wealthiest agent keeps changing. But for any $`\alpha <1`$, the wealth distribution will tend to be fairer, i.e., the asymptotic distribution no longer corresponds to all the wealth ending up with just one agent. The chaotic map corresponding to the YS model at $`\beta \mathrm{}`$ (for a fixed value of $`\alpha `$) ensures a more uniform distribution of wealth among the agents.

When we implement this principle in the 2-agent YS model with randomly varying $`\alpha `$, we immediately find that varying $`\beta `$ completely alters the asymptotic wealth distribution. At the limit $`\beta \mathrm{}`$ the distribution function is triangular or ‘tent’-shaped:

$$P(x)=4x,\mathrm{if}x0.5;=4(1x),\mathrm{otherwise},$$

where $`x`$ is confined to the unit interval. As $`\beta `$ is decreased, we find that the central peak of the distribution (at $`x=0.5`$) gradually diminishes, while the tails of the distribution (at $`x=0`$ and $`1`$) gradually start rising (Fig. 6). The distribution finally becomes identical to the delta function peak distribution of the conventional YS model as $`\beta 0`$.

In the 2-agent TF model (Fig. 5 (right)), if $`\alpha `$ is fixed, then at $`\beta \mathrm{}`$, the asymptotic state is a 2-cycle, with the two players alternately switching between two wealth values $`x_1,x_2`$ ($`x_1>0.5>x_2`$). The exact numerical value of $`x_1,x_2`$ depends on $`\alpha `$. With randomly varying $`\alpha `$ we find a smooth asymptotic distribution which peaks at the center ($`x=0.5`$). Unlike the TF model, here the distribution is not piecewise linear. With decreasing $`\beta `$, the central peak diminishes with corresponding increase at the tails of the distribution (Fig. 7).

When we implement the principle in the $`N`$-agent YS model, with $`\alpha `$ fixed to a constant value ($`=0.5`$, say), we find that a power-law distribution is observed at intermediate values of $`\beta `$. The same result is seen when $`\alpha `$ is randomly varied (Fig. 8). For large value of $`\beta `$, the asymptotic distribution is exponential for large wealth (Fig. 8 (a)), with an initial power law increase (which disappears with decreasing $`\beta `$). With increasing $`\beta `$, the distribution shows an increasing peak at the most probable value of $`x=1`$, i.e., the average wealth per agent. In other words, as the effect of the relative value of wealth becomes more pronounced, it becomes more likely that every agent will have the same amount of money (on average). As already mentioned, at intermediate values of $`\beta `$, a power-law distribution is observed (Fig. 8 (b)). As $`\beta `$ is decreased further, a condensation at very high value of wealth is observed in addition to the power law distribution. Further decrease of $`\beta `$ leads to the increasing condensation of the wealth in the hands of fewer and fewer agents, until, at $`\beta =0`$, a single agent acquires all the wealth (the conventional YS model).

Note that if we implement increasing bargaining efficiency with increasing wealth, we have a situation essentially similar to the ‘greedy exchange’ model investigated in Ref. . This possibly corresponds to the condition that the wealthier agent has greater chance of dictating terms to the poorer agent during any bargaining.

## IV Discussion

In this paper we have first discussed random asset exchange models as a class of stochastic dynamical systems. This allows us to understand why different asymptotic distribution are observed in the YS and TF models. We can also connect the features observed in these models with phenomena like positive feedback (‘lock-in’) seen in real economic situations. We have then introduced the realistic notion that the ‘value’ of a certain quantity of wealth is relative to the wealth currently owned by an agent, i.e., to a very wealthy agent the gain or loss of a very small quantity is not as important as it is to a very poor agent. Implementing this principle, we observe exponential distribution of wealth among agents, in addition to the condensate phase observed in the original YS model. More interestingly, we see a power-law distribution of wealth in the region of transition between the exponential and condensate phases.

The use of a Fermi function (Eq. (8)) to express the probability of an agent to win a particular exchange with another agent, $`p(i|i,j)`$, as a function of their relative wealth, $`x_i/x_j`$, can be interpreted as an implementation of a principle of diminishing marginal utility of relative wealth. If the utility $`U`$ is expressed as a function of the relative wealth $`w`$, then the probability $`p(i|i,j)`$ is related to the marginal utility $`U/w`$. Therefore, the probability of winning, and hence, the marginal utility corresponding to an utility function which initially rises rapidly with $`w`$, but for higher values of $`w`$ shows very little or no growth, is represented very well by a Fermi function. In the $`\beta \mathrm{}`$ limit, Eq. (8) implies that the utility function increases linearly upto some maximum value $`U=U_{max}`$ (when the relative wealth $`w=1`$), and then stays constant at all higher values of $`w`$. On the other hand, when $`\beta =0`$, the utility function is a strictly linear increasing function of the relative wealth.

A possible interesting aspect not fully explored is the role of the network structure of interaction among the agents. There has been some study of small-world effects in wealth distribution through interactive multiplicative stochastic process . In the conventional YS model, the introduction of small-world or regular structure, requiring agents to interact preferentially with some agents, does not change the eventual delta-function peak distribution of wealth. The only effect of a regular network structure is that multiple delta-function peaks coexist, depending upon the allowed range of interaction. We have not carried out a corresponding study of the model under the condition of diminishing bargaining efficiency with wealth.

Another possibly fruitful area of future work is the connection of the models studied in this paper to mass-aggregation models allowing diffusion, aggregation and dissociation . Such models show nonequilibrium phase transitions, from a state where the steady state mass distribution decays exponentially to another state where an infinite aggregate is observed in addition to a power law distribution. The principal difference with the models that we study here is that in mass aggregation all the units exchanged have the same fixed mass value, whereas here we have no limit to the smallest amount of wealth an agent can possess and exchange. However, it is striking that both types of models show similar phases.

I thank Bikas K. Chakrabarti and Maitreesh Ghatak for helpful discussions. This work was partly inspired by the article of Brian Hayes (Ref. ).

FIGURES


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# 1 Introduction

## 1  <br>Introduction

A field theory predictivity, or the ability to obtain results valid to all orders of perturbation theory, relies on logical conditions: the renormalization program has to be a systematic and unambiguously fixed algorithm that satisfies the fundamental properties of locality and causality: it should correspond to the addition of local counterterms to the Lagrangian density. In general, any renormalization procedure involves two steps : 1) A choice of Regularization followed by a subtraction procedure. 2) A set of renormalization conditions in order to define the parameters of theory at a given scale.

This scale acquires a very crucial role. From the most naive point of view it is an arbitrariness coming from the fact that the separation of a divergent amplitude in a finite plus divergent part is defined up to a constant. In several approaches in the literature it appears in different ways, for example in Dimensional Regularization  it appears for dimensional reasons. In Differential Renormalization  it appears as an integration constant. In our scheme it appears in the rather subtle way, as we will see.

The purpose of this rather technical work is to perform an analytical evaluation of all amplitudes at one loop level which are necessary for an explicit verification of the Ward identities of the chiral linear sigma model with fermions. In this work we illustrate the importance of mass scales and their relation in the specific case of this model within the context of its one loop Ward identities. Besides, we use the unrenormalized amplitude to illustrate the communication between finite(physical) and divergent (counterterms) parts of the amplitude in order to check the Ward identities. The examples show how to use mass scales identities which are absolutely necessary to manipulate graphs involving several masses. Furthermore, in the context of the Implicitly Regularization  , finite(physical) and divergent (counterterms) parts of the amplitude can and must be written in terms of a single scale which is the renormalization group scale. This facilitates, e.g., obtaining symmetric counterterms and immediately leads to the proper definition of Renormalization Group Constants.

Our technique to handle such amplitudes is to assume only implicitly the presence of a regulator in the integrals and algebraically manipulate the integrand until such a separation is achieved. The divergent parts are left in the form of integrals which enable us to recover the result of any regularization prescription.

The reason we have chosen the chiral model is related to the presence of the $`\gamma ^5`$ matrix, and to show it can be handled in 4-dimensions without difficulties. The presence of three different masses in this model help us illustrate the scale change mechanism in the context of Ward identities.

This work is organized as follows: in the section 2 we present the model and the relevant Ward-Takahaski identities . In section 3 we verify that chiral symmetry helps ”taming” the divergent content of this model. In the section 4 we briefly recall the Implicit Regularization Prescription. In the section 5 we show the mechanism of using the relations between mass scales. Final comments can be found in section 6.

## 2 The linear sigma model

The linear sigma model has a renormalizable Lagrangian constructed by J. Schwinger, J.C . Polkingorne , M. Gell-Mann and M.Levy . In this model the fields are: $`N_o(p,n)`$ the nucleon isodublect (fermions), $`\stackrel{}{\pi _o}(\pi _1,\pi _2,\pi _3)`$ pion isotriplect (pseudoscalar), $`\sigma _o`$ sigma (isoscalar). The chiral symmetric Lagrangian is

$`_o`$ $`=`$ $`i\overline{N}_o\partial ̸N_o+{\displaystyle \frac{1}{2}}\left[(_\mu \sigma _o)^2+(_\mu \stackrel{}{\pi }_o)^2\right]`$
$`{\displaystyle \frac{\mu _o^2}{2}}(\sigma _o^2+\stackrel{}{\pi }_o^2){\displaystyle \frac{\lambda _o}{4}}(\sigma _o^2+\stackrel{}{\pi }_o^2)^2`$
$`G_o\overline{N}_o(\sigma _o+i\gamma ^5\stackrel{}{\tau }.\stackrel{}{\pi }_o)N_o`$
The chiral breaking term is usually

$$_q=c_o\sigma _o$$
(2)
where $`c_o`$ is a parameter.

The explicit chiral symmetry breaking terms, as is well known, will give rise to a nonvanishing vacuum expectation value of the sigma field $`<\sigma _o>=v_o`$. We therefore perform a shift in order to have the Lagrangian in terms of fields with zero expectation value as below.

$$s_o=\sigma _ov_o$$
(3)
The redefined Lagrangian reads

$$_T=_F+_I$$
(4)
where

$`_F`$ $`=`$ $`\overline{N}_o(i\partial ̸G_ov_o)N_o`$ (5)
$`+1/2[(_\mu s_o)^2(\mu _o^2+3\lambda _ov_o^2)s_o^2]`$
$`+1/2[(_\mu \stackrel{}{\pi }_o)^2(\mu _o^2+\lambda _ov_o^2)\stackrel{}{\pi }_o^2]`$
and

$`_I`$ $`=`$ $`G_o\overline{N}_o(s_o+i\gamma ^5\stackrel{}{\tau }.\stackrel{}{\pi }_o)N_o`$ (6)
$`\lambda _o/4(s_o^2+\stackrel{}{\pi }_o^2)^2`$
$`\lambda _ov_o(s_o^2+\stackrel{}{\pi }_o^2)s_o`$
We can now read off the nucleon, pion and sigma meson masses

$$M_N=G_ov_o$$
(7)
$$M_\pi ^2=\mu _o^2+\lambda _ov_o^2$$
(8)
$$M_\sigma ^2=\mu _o^2+3\lambda _ov_o^2$$
(9)
We also define, for purposes of Ward Identities, seven vertices functions, with mesons having zero momentum and the fermions on their mass shell

$$V_{N\pi N},V_{N\sigma N},V_{\pi ^4},V_{\sigma ^4},V_{\pi ^2\sigma ^2},V_{\pi ^2\sigma },V_{\sigma ^3}$$
(10)
The indices indicate the interaction involved. The set of Feynman rules we have used are those of Ref.  with $`F=<\sigma >`$ , $`\sigma `$ being the renormalized field. The renormalized quantities are introduced as follows,

$`N_o`$ $`=`$ $`\sqrt{Z_F}N`$
$`(s_o,v_o,\stackrel{}{\pi }_o)`$ $`=`$ $`\sqrt{Z_B}(s,v,\stackrel{}{\pi })`$
$`\mu _o^2`$ $`=`$ $`{\displaystyle \frac{1}{Z_B}}(\mu ^2+\delta \mu ^2)`$
$`G_o`$ $`=`$ $`Z_g/(Z_F\sqrt{Z_B})G`$
$`\lambda _o`$ $`=`$ $`(Z_\lambda /Z_B^2)\lambda `$ (11)
which are enough to render the model finite.

## 3 A Little Help from Chiral Symmetry

Now we will verify that chiral symmetry helps ”taming” the divergent content of the model. The Ward Identities relate three point functions (logarithmically divergent) with two points functions (quadratically and linearly divergent). In a general way this fact allows to establish algebraic relations among the subtraction constants of the divergent Green functions of a theory and, therefore, it is a useful tool in the renormalization procedure. Nevertheless Ward Identities can be violated by some used regularization scheme  like gauge symmetry in the Quantum Electrodynamics. For the linear sigma model chiral symmetry it is really regularization independent. In an explicit calculation of one loop amplitudes we verify that all quadratically and linearly divergent integrals cancel in the verification of the relative Ward Identities. This cancellation occurs at the level of the evaluation of the Dirac trace and therefore no specific regularization method is required.

We will use the mass parameters $`\mu `$, $`M`$ and $`m`$ corresponding respectively to the free fields of the pion, sigma and nucleon. The first Ward identity that we consider is

$$F[V_{\pi ^2\sigma }(p,0)]=D_\sigma ^1(p^2)D_\pi ^1(p^2)$$
(12)
where $`D_\sigma (p^2)`$ and $`D_\pi (p^2)`$ are the sigma field propagator and pion field respectively, $`V_{\pi ^2\sigma }(p,0)`$ is the three point function with a pion leg at zero external momentum. The second Ward identity can be written as

$$iF[V_{N\pi N}(p,0)]=\frac{1}{2}\{\tau _a\gamma _5,S^1(\mathit{})\}.$$
(13)
In the expression above $`\{\}`$ means anticomutator, $`S(\mathit{})`$ is the nucleon propagator and $`V_{N\pi N}(p,0)`$ is another three point function. Only two point functions have quadratic and linear divergences. We therefore conclude that the above two Ward Identities will be enough to verify the one loop cancellation of the integrals containing quadratic and linear divergences.

Let us first analyze the identity in equation (12). The inverse of the pion propagator is given by

$$D_\pi ^1(p^2)=p^2\mu ^2\mathrm{\Sigma }_R^\pi (p^2)$$
(14)
where

$$\mathrm{\Sigma }_R^\pi (p^2)=\mathrm{\Sigma }_{CT}^\pi (p^2)+\mathrm{\Sigma }^\pi (p^2)$$
(15)
the indices indicate renormalized amplitudes R and counterterms are indicated by CT. Since the contribution comes from only two diagrams, we write

$$\mathrm{\Sigma }^\pi (p^2)=\mathrm{\Sigma }_1^\pi (p^2)+\mathrm{\Sigma }_2^\pi (p^2)$$
(16)
where the indices 1 and 2 indicate the contributions of each diagram. The explicit perturbative expressions for this contributions are given in terms of Feynman amplitudes and can be written as

$$i\mathrm{\Sigma }_1^\pi (p^2)=8G^2[p_\mu I_{lin}^\mu (p^2,m^2)I_{quad}(p^2,m^2)]$$
(17)
and

$$i\mathrm{\Sigma }_2^\pi (p^2)=4F^2\lambda ^2I_{\mathrm{log}}(p^2,\mu ^2,M^2)$$
(18)
where

$$I_{lin}^\mu (p^2,m^2)=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{k^\mu }{(k^2m^2)[(pk)^2m^2]},$$
(19)
$$I_{quad}(p^2,m^2)=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{[(pk)^2m^2]}$$
(20)
and

$$I_{\mathrm{log}}(p^2,\mu ^2,M^2)=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{(k^2M^2)[(pk)^2\mu ^2]}$$
(21)
The index $`\mathrm{\Lambda }`$ in the integral means only an implicit regularization and a specific regulator needs never be used.

We also have the inverse sigma propagator at one loop order.

$$D_\sigma ^1(p^2)=p^2M^2\mathrm{\Sigma }_R^\sigma (p^2)$$
(22)
In the same way as before

$$\mathrm{\Sigma }_R^\sigma (p^2)=\mathrm{\Sigma }_{CT}^\sigma (p^2)+\mathrm{\Sigma }^\sigma (p^2)$$
(23)
and since the contribution comes from three diagrams, we write

$$\mathrm{\Sigma }^\sigma (p^2)=\mathrm{\Sigma }_1^\sigma (p^2)+\mathrm{\Sigma }_2^\sigma (p^2)+\mathrm{\Sigma }_3^\sigma (p^2).$$
(24)
Here

$$i\mathrm{\Sigma }_1^\sigma (p^2)=8G^2[p_\mu I_{lin}^\mu (p^2,m^2)I_{quad}(p^2,m^2)2m^2I_{\mathrm{log}}(p^2,m^2,m^2)],$$
(25)
$$i\mathrm{\Sigma }_2^\sigma (p^2)=18F^2\lambda ^2I_{\mathrm{log}}(p^2,M^2,M^2)$$
(26)
and

$$i\mathrm{\Sigma }_3^\sigma (p^2)=6F^2\lambda ^2I_{\mathrm{log}}(p^2,\mu ^2,\mu ^2)$$
(27)
The cancellation of the quadratically and linearly divergent contributions can be seen in only the terms $`\mathrm{\Sigma }_1^\pi (p^2)`$ and $`\mathrm{\Sigma }_1^\sigma (p^2)`$. Since the integrals $`I_{quad}(p^2,m^2)`$ and $`I_{lin}^\mu (p^2,m^2)`$ are the same for both contributions ( $`\mathrm{\Sigma }_1^\pi (p^2)`$ and $`\mathrm{\Sigma }_1^\sigma (p^2)`$.) and since the Ward Identity is given by the difference between them, the cancellation is obvious and no specific regularization method is required.

Let us to analyze the second Ward identity (13). In this case we must consider the inverse of the nucleon propagator including its one loop correction

$$S_F^1(\mathit{})=\mathit{}m+\mathrm{\Sigma }_R^N(\mathit{})$$
(28)
(we used the notation $`\mathit{}=\gamma ^\mu p_\mu `$).In an analogous fashion as in the preceding case, we have

$$\mathrm{\Sigma }_R^N(\mathit{})=\mathrm{\Sigma }_{CT}^N(\mathit{})+\mathrm{\Sigma }^N(\mathit{})$$
(29)
and as the contribution comes from two diagrams, we get

$$\mathrm{\Sigma }^N(\mathit{})=\mathrm{\Sigma }_1^N(\mathit{})+\mathrm{\Sigma }_2^N(\mathit{})$$
(30)
The explicit perturbative expressions for this contributions are given in terms of Feynman amplitudes

$$i\mathrm{\Sigma }_1^N(\mathit{})=G^2_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{\mathit{}+m}{(k^2m^2)[(pk)^2M^2]}$$
(31)
and

$$i\mathrm{\Sigma }_2^N(\mathit{})=3G^2_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{\mathit{}+m}{(k^2m^2)[(pk)^2\mu ^2]}$$
(32)
Since $`\{\gamma ^\mu ,\gamma ^5\}=0`$, by the Ward identity (13) one can see the cancellation of the linearly divergent contributions and as before no specific regularization method is required.

## 4 The Implicit Regularization

Now a word about the Implicit Regularization Technique which we are using are in order. A simple example of its working procedure can be found in several references , and we give here a simple illustration. In order to illustrate the procedure, consider the following divergent amplitude, typical of one loop order:

$$_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{[(k+p)^2m^2](k^2m^2)}$$
(33)
The symbol $`\mathrm{\Lambda }`$ under the integral sign presupposes, as discussed, an implicit regularization. Now, in order to separate the logarithmic divergence from the finite part, we use the following identity in the factor involving the external momentum $`p`$:

$$\frac{1}{[(k+p)^2m^2]}=\underset{j=0}{\overset{N}{}}\frac{\left(1\right)^j\left(p^2+2pk\right)^j}{\left(k^2m^2\right)^{j+1}}+\frac{\left(1\right)^{N+1}\left(p^2+2pk\right)^{N+1}}{\left(k^2m^2\right)^{N+1}[\left(k+p\right)^2m^2]}$$
(34)
In the above expression $`N`$ is chosen so that the last term is finite under integration over $`k`$. Notice also that in the first term in equation (34), the external momentum appears only in the numerator and thus after integration it can yield at most polynomials in $`p`$ multiplied by divergences. For our present example we need $`N=0`$, since we are dealing with a logarithmic divergence. We can rewrite (33) using (34) as

$$I=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{(k^2m^2)^2}\frac{d^4k}{(2\pi )^4}\frac{p^2+2pk}{[(k+p)^2m^2](k^2m^2)^2}$$
(35)
Now only the first of these two integrals is divergent. The others can be easily integrated out to yield

$$I=I_{log}(m^2)\frac{i}{(4\pi )^2}Z_0(m^2,p^2)$$
(36)
where

$$I_{log}(m^2)=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{(k^2m^2)^2}$$
(37)
and

$$Z_0(m^2,p^2)=_0^1𝑑z\mathrm{ln}\left(\frac{p^2z(1z)m^2}{m^2}\right).$$
(38)
Note that, since no explicit form for the regulator has been used, one can make immediate contact with other regularizations. Details of calculations of several one loop amplitudes and their associated Ward identities by using this method can be found in .

## 5  Scale Change Mechanism

In this section we will present the mechanism of using the relations between mass scales skillfully. We will see how it is possible in this scheme to change scales in the Feynman amplitudes and how this change is intimately connected to the finite parts of these same contributions. In fact, this mechanism is quite general and comes stems from the freedom we have when separating , by means of an identity, a finite from a divergent contribution in a Feynman amplitude. This becomes specially useful and adequate in theories involving different masses, as is the case of the linear sigma model or the SU(3) version of the Nambu and Jona Lasinio model. As we will see, this mechanism is rather essential in order to verify the Ward identities by using the complete amplitude, i.e., divergent plus finite contributions.

Let us begin by using the two definitions already used in the IRT . We start with a definition for basic divergent object. The log divergent quantity :

$$I_{\mathrm{log}}(\xi _1^2)=_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{(k^2\xi _1^2)^2}$$
(39)
as explained in the previous section , the index $`\mathrm{\Lambda }`$ in the integral means only an implicit regularization and $`\xi _1`$ is any mass. Alternatively we can use the identity

$$\frac{1}{(k^2\xi _1^2)}=\frac{1}{(k^2\xi _2^2)}\frac{(\xi _2^2\xi _1^2)}{(k^2\xi _2^2)(k^2\xi _1^2)}$$
(40)
and integrate without restrictions the finite integrals in order to obtain the identity

$$I_{\mathrm{log}}(\xi _1^2)=I_{\mathrm{log}}(\xi _2^2)\frac{i}{(4\pi )^2}\mathrm{ln}\left(\frac{\xi _1^2}{\xi _2^2}\right).$$
(41)
Notice that in a theory without mass an infra-red regulator can always be introduced using the identity (40) with $`\xi _1=0`$ . The function which identifies all one loop finite parts can always be written as

$$Z_0(\xi _1^2,\xi _2^2,p^2;\xi _2^2)=_0^1𝑑x\mathrm{ln}\left(\frac{p^2x(1x)+x(\xi _1^2\xi _2^2)\xi _1^2}{(\xi _2^2)}\right),$$
(42)
where the function $`Z_0(\xi _1^2,\xi _2^2,p^2;\xi _2^2)`$ is defined having $`\xi _2`$ as mass scale and then we can use the identity

$$Z_0(\xi _1^2,\xi _2^2,p^2;\xi _2^2)=Z_0(\xi _2^2,\xi _1^2,p^2;\xi _1^2)+\mathrm{ln}\left(\frac{\xi _1^2}{\xi _2^2}\right).$$
(43)
to change the scale of the functions. For an arbitrary scale $`\eta `$ we will have

$$Z_0(\xi _1^2,\xi _2^2,p^2;\eta ^2)=Z_0(\xi _1^2,\xi _2^2,p^2;\xi _2^2)+\mathrm{ln}\left(\frac{\eta ^2}{\xi _2^2}\right).$$
(44)
The final result of the IRT manipulation for integral

$$_\mathrm{\Lambda }\frac{d^4k}{(2\pi )^4}\frac{1}{(k^2\xi _1^2)[(pk)^2\xi _2^2]}$$
(45)
can be written as

$$I_{\mathrm{log}}(\xi _2^2)\frac{i}{(4\pi )^2}Z_0(\xi _1^2,\xi _2^2,p^2;\xi _2^2)$$
(46)
or

$$I_{\mathrm{log}}(\xi _1^2)\frac{i}{(4\pi )^2}Z_0(\xi _2^2,\xi _1^2,p^2;\xi _1^2)$$
(47)
or

$$I_{\mathrm{log}}(\eta ^2)\frac{i}{(4\pi )^2}Z_0(\xi _2^2,\xi _1^2,p^2;\eta ^2)$$
(48)
Let us now proceed to the explicit verification of the Ward identities (12) and (13) and show that an exchange of mass (scale) in the finite part (43) precisely corresponds to a mass exchange in the counterterms (41). After all calculations we can write the one loop Ward identity (12) as

$$16m^2G^2[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(m^2,m^2,p^2;m^2)]$$

$$+F^2\lambda ^2\{18[I_{\mathrm{log}}(M^2)\frac{i}{(4\pi )^2}Z_0(M^2,M^2,p^2;M^2)]$$

$$+6[I_{\mathrm{log}}(\mu ^2)\frac{i}{(4\pi )^2}Z_0(\mu ^2,\mu ^2,p^2;\mu ^2)]$$

$$4[I_{\mathrm{log}}(M^2)\frac{i}{(4\pi )^2}Z_0(\mu ^2,M^2,p^2;M^2)]\}$$
(49)
must be equal to

$$16m^2G^2[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(m^2,m^2,p^2;m^2)]$$

$$+F^2\lambda ^2\{[14I_{\mathrm{log}}(M^2)+6I_{\mathrm{log}}(\mu ^2)]$$

$$+\frac{i}{(4\pi )^2}[4Z_0(\mu ^2,M^2,p^2;M^2)18Z_0(M^2,M^2,p^2;M^2)6Z_0(\mu ^2,\mu ^2,p^2;\mu ^2)]\}$$
(50)
Note that in the last term of eq.(49) we have the freedom to write it as

$$4[I_{\mathrm{log}}(\mu ^2)\frac{i}{(4\pi )^2}Z_0(M^2,\mu ^2,p^2;\mu ^2)]$$
(51)
One can easily verify that whatever the choice of scale (including an arbitrary one), in the finite part by the relation (43), the counterterms are automatically adjusted by the relation (41) in such a way that the Ward identity is always completely satisfied. This becomes more clear in the Ward Identity (13), which can be expressed as

$$\tau _a\gamma _5mG^2\{3[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(\mu ^2,m^2,p^2;m^2)]$$

$$[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(M^2,m^2,p^2;m^2)]\}$$
(52)
which must be equal to

$$\tau _a\gamma _5mG^2\{[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(M^2,m^2,p^2;m^2)]$$

$$+[I_{\mathrm{log}}(m^2)\frac{i}{(4\pi )^2}Z_0(\mu ^2,m^2,p^2;m^2)]$$

$$+\frac{i}{(4\pi )^2}2[Z_0(M^2,m^2,p^2;m^2)Z_0(\mu ^2,m^2,p^2;m^2)]\}$$
(53)
where we have used the fermion mass for commodity only.

## 6 Conclusion

In the calculation it becomes apparent the delicate and essential connection between divergent and finite parts of amplitudes and the examples show how to use mass scales identities which are absolutely necessary to manipulate graphs involving several masses in a way as to show its equivalence to others involving different (than the previous) masses.

One of the advantages of the present technique is that we have all counterterms in an explicit form. This simplifies the renormalization procedure, since this can be done directly in the Lagrangian. The renormalization procedure due to some symmetry require counterterms with the same mass and then we can introduce the arbitrary scale lambda, which has been shown to play the role of the sliding scale of the theory (see Ref.).

Acknowledgments

The work of M.C. Nemes was partially supported by CNPq. S.R. Gobira would like to thank C. M. G.de Sousa and Paulo H. L. Martins for some discussions.