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# Renormalization group analysis of magnetic and superconducting instabilities near van Hove band fillings

## I Introduction

The close relation between antiferromagnetism (AF) and $`d`$-wave superconductivity (dSC) was the subject of intensive investigations during the last two decades (see e.g. Refs. ). In particular, it was argued that the superconducting properties of high-$`T_c`$ (HTSC) materials are intimately related to their inherent antiferromagnetic correlations and many features of these materials were explained from the point of view of competition between antiferromagnetic and superconducting correlations . On the other hand, AF spin fluctuations also serve as the natural candidate for the pairing mechanism of dSC. A distinctly different physical situation is realized in the layered ruthenate Sr2RuO$`_4,`$ which is an unconvential and most likely triplet superconductor . It was proposed, that the pairing in this material results from ferromagnetic spin fluctuations. Although inelastic neutron scattering has so far been unsuccesful to detect significant low-energy ferromagnetic spin fluctuations in this material, this idea finds experimental support from the recent measurements of the susceptibility of the electron doped compound Sr2-xLaxRuO4 which revealed the tendency towards ferromagnetism with La doping. Furthermore, the isoelectronic compound Ca2RuO4 also shows ferromagnetism under hydrostatic pressure.

Both, copper-oxide systems and Sr2RuO4, are layered materials. Therefore both systems motivate the investigation of the competition and the mutual interplay between magnetic and superconducting instabilities in two-dimensional (2D) correlated electron systems. For this type of analysis it is important to account for specific band structure related phenomena, namely for the form of the Fermi surface (FS) and the electronic dispersion. The influence of the shape of the FS on superconducting and magnetic properties is of interest from both, theoretical and experimental points of view and the theoretical analysis can be guided by material-specific information obtained from angle-resolved photoemission (ARPES) experiments.

The simplest theoretical model which allows to investigate the effect of the band dispersion on magnetic ordering and superconductivity of 2D systems is the single-band $`t`$-$`t^{}`$ Hubbard model on a square lattice which takes into account both nearest-neighbor $`t`$ and next-nearest-neighbor $`t^{}`$ hopping. This model is often discussed in connection with HTSC compounds, and it describes well the shape of the FSs of cuprate superconductors observed in ARPES . In particular, the value $`t^{}/t=0.15`$ was chosen for La2CuO4 and the value $`t^{}/t=0.30`$ for the Bi2212 system  in the tight-binding parametrization of the relevant electronic band for the CuO2-planes, although the realistic modelling of the latter bilayer material requires the inclusion of interlayer hopping as well. On the other hand, Sr2RuO4 has three relevant bands. Interband effects are not negligible in this material, and may even prove important for the origin of unconventional superconductivity .

Already in early mean-field and quantum Monte Carlo (QMC) studies of the $`t`$-$`t^{}`$ Hubbard model  it was found that depending on the ratio $`t^{}/t`$ and the band filling, different types of instabilities are possible. For small $`t^{}/t`$ near half-filling the FS is almost nested, which is the origin for antiferromagnetism in the weak-coupling regime. $`t^{}`$ hopping destroys the perfect nesting property of the FS and therefore leads to “frustration” of antiferromagnetism due to the hopping processes on the same sublattice and may therefore favor the emergence of a superconducting state . Furthermore, $`t^{}`$ hopping also weakens the tendency towards stripe formation and by the suppression of this alternative instability superconducting fluctuations may get enhanced. At the same time, larger values of $`t^{}`$ move the system closer to a ferromagnetic instability, since for $`t^{}/t`$ close to $`1/2`$ the dispersion is flattened close to the bottom of the band. This leads to flat-band ferromagnetism  at low densities which was investigated earlier for the $`2D`$ $`t`$-$`t^{}`$ Hubbard model within the $`T`$-matrix approximation  and projected QMC simulations .

The interplay of antiferromagnetism and $`d`$-wave superconductivity in the one-band $`t`$-$`t^{}`$ Hubbard model was recently reconsidered within many-patch renormalization-group (RG) approaches. It was indeed verified that with increasing $`t^{}`$ and/or decreasing band filling antiferromagnetism is replaced by $`d`$-wave superconductivity. In the early RG approaches of Refs.  particle-hole scattering at small momenta was not treated on equal footing with other types of scattering, and therefore these analyses were unable to search for a possible ferromagnetic instability (see the discussion in Refs. ). It was shown in Ref.  however, that particle-hole scattering at small momenta does indeed lead to the appearance of a ferromagnetic phase at large enough $`t^{}/t`$ and at van Hove (vH) band fillings; the onset of dominant ferromagnetic correlations was found to occur for $`t^{}/t>0.27`$. However, unlike in Refs., the contribution of the Cooper channel was not taken into account in Ref. . The possibility of a ferromagnetic instability was also investigated within a simplified two-patch RG scheme , which considers only the scattering of electrons in the vicinity of the “singular” points $`(\pi ,0)`$ and $`(0,\pi )`$ in momentum space and therefore gives only a rough picture for the RG scaling behavior of the coupling constants. The temperature-cutoff version of the many-patch RG approach (TCRG) recently introduced by Honerkamp and Salmhofer  includes the contributions of the whole Brillouin zone and uses the temperature as a natural low-energy cutoff parameter in order to avoid the technical difficulties with the inclusion of small-momentum particle-hole scattering. It was demonstrated in Refs.  that the proper account of all scattering channels indeed leads to ferromagnetism at large enough $`t^{}/t.`$ Moreover, the critical value of $`(t^{}/t)_c`$ for the stability of ferromagnetism is $`U`$-dependent  (unlike the results of Ref. ), in particular for $`U0`$ ferromagnetism exists only in the flat-band low-density limit $`(t^{}/t)_c1/2`$ in qualitative agreement with the results of the $`T`$-matrix approximation for the effective electron-electron interaction vertex. Naturally, ferromagnetic and $`d`$-wave superconducting fluctuations tend to suppress each other. The suppression of ferromagnetism by superconducting fluctuations is reminiscent of the well-known Kanamori screening . On the other hand, as shown in Ref. , the tendency towards triplet superconductivity is enhanced by ferromagnetic fluctuations and may exist in the vicinity of a ferromagnetic phase. Note that the Pomeranchuk instability, which was proposed for small $`t^{}`$ in Ref. , was shown to be a non-leading instability in the $`t`$-$`t^{}`$ Hubbard model .

With these recent results it appears as a natural task to investigate systematically the weak-coupling phase diagram of the 2D Hubbard model within the RG approach. Earlier, such an analysis was performed only with the momentum cutoff RG versions , which, as we discussed above, do not allow to include the contribution of ferromagnetic fluctuations. Previous studies of the model with the inclusion of all electron scattering channels were performed either in the two-patch RG scheme , which is restricted to vH band fillings or within the TCRG approach, which however was applied only for some selected parameter values and therefore results for a phase diagram in the weak-coupling regime were not obtained.

The purpose of the present paper is to investigate systematically different types of instabilities of the $`t`$-$`t^{}`$ Hubbard model within two-patch and the many-patch TCRG approach. The paper is organized as follows. In Section II we give a summary of the RG methods we use. In Section III we present the phase diagrams obtained and compare the results with previous investigations of the $`tt^{}`$ Hubbard model. In Section IV we discuss the results and conclude.

## II Renormalization-group approaches

We consider the $`t`$-$`t^{}`$ Hubbard model

$$H=\underset{ij\sigma }{}t_{ij}c_{i\sigma }^{}c_{j\sigma }+U\underset{i}{}n_in_i(\mu 4t^{})N$$
(1)
where the hopping amplitude $`t_{ij}=t`$ for nearest neighbor sites $`i`$ and $`j`$ and $`t_{ij}=t^{}`$ for next-nearest neighbor sites ($`t,t^{}>0`$) on a square lattice (we have shifted the chemical potential $`\mu `$ by $`4t^{}`$ for further convenience). In momentum space Eq. (1) reads

$$H=\underset{𝐤\sigma }{}\epsilon _𝐤c_{𝐤\sigma }^{}c_{𝐤\sigma }+\frac{U}{2N^2}\underset{𝐤_1𝐤_2𝐤_3𝐤_4}{}\underset{\sigma \sigma ^{}}{}c_{𝐤_1\sigma }^{}c_{𝐤_2\sigma ^{}}^{}c_{𝐤_3\sigma ^{}}c_{𝐤_4\sigma }\delta _{𝐤_1+𝐤_2𝐤_3𝐤_4}$$
(2)
where the Kronecker $`\delta `$-symbol ensures momentum conservation and the dispersion has the form

$$\epsilon _𝐤=2t(\mathrm{cos}k_x+\mathrm{cos}k_y)+4t^{}(\mathrm{cos}k_x\mathrm{cos}k_y+1)\mu $$
(3)
where the lattice constant is set to unity. The tight-binding spectrum (3) leads to vH singularities (vHS) in the density of states arising from the contributions around the points $`𝐤_A=(\pi ,0)`$and $`𝐤_B=(0,\pi ).`$ These singularities lie at the FS if $`\mu =0`$. For $`t^{}=0`$ the corresponding filling is $`n_{VH}=1`$ and the FS is nested, but the nesting is removed for any $`t^{}0.`$ The dependence of the vH band filling on $`t^{}`$ is shown in Fig.1, and the shape of the FS at different $`t^{}/t`$ and vH band fillings is shown in Fig. 2.

The standard RG strategy for fermion systems is to integrate out step by step the electronic states which are far from the FS (i.e. the states with the energy $`\mathrm{\Lambda }d\mathrm{\Lambda }<\epsilon _𝐤<\mathrm{\Lambda }`$ at each RG step). This procedure meets a difficulty when it is applied to a FS with singular points, i.e. the points $`𝐤_F^s`$ with vanishing Fermi velocity $`\epsilon _𝐤|_{𝐤=𝐤_F^s}=\mathrm{𝟎},`$ as in points $`𝐤_A`$ and $`𝐤_B.`$ In this case, the states with the same excitation energy $`\epsilon _𝐤`$ become inequivalent: the excitations with momenta closer to the singular points produce more divergent contributions to the renormalization of the electron-electron interaction vertices than the excitations with momenta far from the singular points. Therefore, an additional separation of the momenta besides the standard separation into “slow” ($`\epsilon _𝐤<\mathrm{\Lambda }`$) and “fast” ($`\epsilon _𝐤>\mathrm{\Lambda }`$) modes is needed. The two-patch approach which we consider in Sect. IIIa accounts only for the most singular contributions coming from the immediate vicinities of the singular points. The more sophisticated many-patch approaches of Refs.  (see Sect. IIIb) take into account the momentum dependence of the interaction in a more accurate way by introducing a set of patches which cover the entire Brillouin zone and parametrize the interactions by the position of incoming and outgoing momenta on the patched FS.

### A Two-patch renormalization-group approach

The two-patch approach is restricted to the vH band fillings only. At these fillings the density of states at the Fermi energy and the electron-electron interaction vertices at momenta $`𝐤_i=𝐤_{A,B}`$ contain logarithmic divergencies arising from the momentum integrations in the vicinity of the points $`𝐤_{A,B}`$. Therefore these contributions are the most important for the calculation of the renormalized interaction vertices. Accordingly, we subdivide the momentum space into three types of regions (see Fig. 3). Regions I with $`𝐤O(A)O(B)`$ where

$$O(A)=\{𝐤:|𝐤𝐤_A|<\mathrm{\Lambda }|\epsilon _𝐤/t|>e^{\mathrm{\Lambda }/|𝐤𝐤_A|}\}$$
(4)
and similar for $`O(B)`$ ($`\mathrm{\Lambda }`$ is a momentum cutoff parameter) produce the most singular contribution to the renormalization of the vertices. Regions II contain the electronic states which are close to the FS but far from vH singularities. It can be proven that the contributions of regions II to the renormalization of the vertices is subleading in comparison with the contributions of regions I, provided that $`t^{}/t`$ is not small, i.e. if the nesting effects are not important. Finally, regions III contain the excitations which are far from both, the FS and vHS and do not produce diverging contributions to any quantity. Therefore, in the simplest approximation it is reasonable to neglect the contributions of regions II and III altogether. A more accurate treatment within the many-patch RG approach will be performed in the next section.

To account for the excitations with momenta in regions I, it is convenient to introduce new electron operators $`a_𝐤`$ and $`b_𝐤`$ by

$`c_{𝐤\sigma }=\{\begin{array}{cc}a_{𝐤𝐤_A,\sigma }& 𝐤O(A)\\ b_{𝐤𝐤_B,\sigma }& 𝐤O(B)\end{array}.`$

For momenta $`𝐤O(A)O(B)`$ in the vicinity of the vH points the dispersion is expanded as

$`\epsilon _{𝐤_A+𝐩}`$ $``$ $`\epsilon _𝐩^A=2t(\mathrm{sin}^2\phi p_x^2\mathrm{cos}^2\phi p_y^2)\mu `$ (6)
$`=`$ $`2tp_+p_{}\mu `$ (7)
$`\epsilon _{𝐤_B+𝐩}`$ $``$ $`\epsilon _𝐩^B=2t(\mathrm{cos}^2\phi p_x^2\mathrm{sin}^2\phi p_y^2)\mu `$ (8)
$`=`$ $`2t\stackrel{~}{p}_+\stackrel{~}{p}_{}\mu `$ (9)
where $`\mathrm{cos}(2\phi )=R=2t^{}/t,p_\pm =p_x\mathrm{sin}\phi \pm p_y\mathrm{cos}\phi ,`$ and $`\stackrel{~}{p}_\pm =p_x\mathrm{cos}\phi \pm p_y\mathrm{sin}\phi .`$ Using the new electron operators we write the effective Hamiltonian in the form

$`H`$ $`=`$ $`{\displaystyle \underset{𝐩\sigma }{}}\epsilon _𝐩^Aa_{𝐩\sigma }^{}a_{𝐩\sigma }+{\displaystyle \underset{𝐩\sigma }{}}\epsilon _𝐩^Bb_{𝐩\sigma }^{}b_{𝐩\sigma }`$ (13)
$`+{\displaystyle \frac{2\pi ^2t}{N^2}}{\displaystyle \underset{𝐩_i,\sigma \sigma ^{}}{}}[g_1(\lambda )a_{𝐩_1\sigma }^{}b_{𝐩_2\sigma ^{}}^{}a_{𝐩_3\sigma ^{}}b_{𝐩_4\sigma }+g_2(\lambda )a_{𝐩_1\sigma }^{}b_{𝐩_2\sigma ^{}}^{}b_{𝐩_3\sigma ^{}}a_{𝐩_4\sigma }]\delta _{𝐩_1+𝐩_2𝐩_3𝐩_4}`$
$`+{\displaystyle \frac{\pi ^2t}{N^2}}{\displaystyle \underset{𝐩_i,\sigma \sigma ^{}}{}}[g_3(\lambda )a_{𝐩_1\sigma }^{}a_{𝐩_2\sigma ^{}}^{}b_{𝐩_3\sigma ^{}}b_{𝐩_4\sigma }+g_4(\lambda )a_{𝐩_1\sigma }^{}a_{𝐩_2\sigma ^{}}^{}a_{𝐩_3\sigma ^{}}a_{𝐩_4\sigma }+a\begin{array}{c}\end{array}b]\delta _{𝐩_1+𝐩_2𝐩_3𝐩_4}`$
where

$$\lambda =\mathrm{ln}(\mathrm{\Lambda }/\mathrm{max}(p_{i+},p_i,\stackrel{~}{p}_{i+},\stackrel{~}{p}_i,T/t);$$
(14)
the summation in Eq. (13) is restricted to momenta $`𝐩_i`$ with $`|𝐩_i|<\mathrm{\Lambda }`$and $`|\epsilon _{𝐤_{A,B}+𝐩_i}/t|>e^{\mathrm{\Lambda }/|𝐩_i|}.`$

As shown in Fig. 4, the vertices $`g_1`$ to $`g_4`$ represent different types of scattering processes of electrons with momenta close to the vHS. The bare value for all four vertices is $`g_i^0=U/(4\pi ^2t).`$ The momentum dependence of the vertex inside regions I is accounted for through the scaling variable $`\lambda `$ only. Note however, that the momentum dependence of the electronic spectrum within each patch is correctly taken into account in the two-patch approach.

To obtain the dependence of the vertices $`g_i`$ on $`\lambda `$ we integrate out at each RG step the fermions $`a_𝐩`$ with momenta $`\mathrm{\Lambda }e^\lambda <p_\pm <\mathrm{\Lambda }e^{\lambda d\lambda },`$ and fermions $`b_𝐩`$ with momenta $`\mathrm{\Lambda }e^\lambda <\stackrel{~}{p}_\pm <\mathrm{\Lambda }e^{\lambda d\lambda }`$ (see the detailed description in Ref. ). As argued above we neglect the renormalization of the $`g_i`$ arising from the regions II and III of Fig. 3 since this leads to subleading corrections at weak coupling. We determine the RG equations for the vertices $`g_i(\lambda )`$ in the form

$`\mathrm{d}g_1/\mathrm{d}\lambda `$ $`=`$ $`2d_1(\lambda )g_1(g_2g_1)+2d_2g_1g_42d_3g_1g_2,`$ (15)
$`\mathrm{d}g_2/\mathrm{d}\lambda `$ $`=`$ $`d_1(\lambda )(g_2^2+g_3^2)+2d_2(g_1g_2)g_4d_3(g_1^2+g_2^2),`$ (16)
$`\mathrm{d}g_3/\mathrm{d}\lambda `$ $`=`$ $`2d_0(\lambda )g_3g_4+2d_1(\lambda )g_3(2g_2g_1),`$ (17)
$`\mathrm{d}g_4/\mathrm{d}\lambda `$ $`=`$ $`d_0(\lambda )(g_3^2+g_4^2)+d_2(g_1^2+2g_1g_22g_2^2+g_4^2),`$ (18)
where

$`d_0(\lambda )`$ $`=`$ $`2\lambda /\sqrt{1R^2},d_2=2/\sqrt{1R^2};`$ (19)
$`d_3`$ $`=`$ $`2\mathrm{tan}^1(R/\sqrt{1R^2})/R;`$ (20)
$`d_1(\lambda )`$ $`=`$ $`2\mathrm{min}\{\lambda ,\mathrm{ln}[(1+\sqrt{1R^2})/R]\}.`$ (21)
Eqs. (18) have to be solved with the initial conditions $`g_i(0)=g_i^0`$.

The authors of Ref.  argued that the kinematic restrictions lead to the absence of particle-particle scattering contributions to the vertices $`g_i`$ ($`d_0=d_3=0`$ in our notations). This conclusion however is connected with the difficulty of the infinitesimal version of Wilson’s RG approach with a sharp momentum cutoff, since this approach does not allow to treat correctly the vertices with nonzero momentum transfer and gives artificially no renormalization for such vertices. That is why in the present approach we consider the vertices at the special vH points only, rather than considering vertices with arbitrary momentum transfers. Note that this difficulty does not arise in Wilson’s RG approach with a smooth cutoff and/or discrete RG transformations ; in this case particle-particle scattering does contribute to the renormalization of the vertices with arbitrary momenta.

In order to explore the possible instabilities of the system, we consider the behavior of the zero-frequency, time-ordered response functions

$$\chi _m=\underset{0}{\overset{1/T}{}}d\tau 𝒯[\widehat{O}_m^{}(\tau )\widehat{O}_m(0)]$$
(22)
in the zero-temperature limit $`T0.`$ $`\widehat{O}_m(\tau )`$ are the following operators

$`\widehat{O}_{\mathrm{AF}}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐤}{}}\sigma c_{𝐤,\sigma }^{}c_{𝐤+𝐐,\sigma },`$ (23)
$`\widehat{O}_{\mathrm{dSC}}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐤\sigma }{}}f_𝐤\sigma c_{𝐤,\sigma }^{}c_{𝐤,\sigma }^{},`$ (24)
$`\widehat{O}_\mathrm{F}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐤\sigma }{}}\sigma c_{𝐤,\sigma }^{}c_{𝐤,\sigma },`$ (25)
in the Heisenberg representation, $`𝒯`$ is the imaginary time ordering operation, and $`𝐐=(\pi ,\pi ).`$ The order parameters which correspond to $`p`$-wave pairing

$$\widehat{O}_{\mathrm{pSC}}^{x,y}=\frac{1}{N}\underset{𝐤\sigma }{}h_𝐤^{x,y}c_{𝐤,\sigma }^{}c_{𝐤,\sigma }^{},$$
(26)
with $`h_𝐤^{x,y}=\mathrm{sin}k_{x,y}`$ are irrelevant with the restriction of momenta to the vicinities of vH points, since $`h_{𝐤_{A,B}}=0`$ and therefore the possibility of triplet pairing can not be considered within the two-patch approach. However, these order parameters can be taken into account in many-patch approaches (see Section IIIb).

Picking up the logarithmical divergences in $`\lambda `$ we obtain the RG equations for the dimensionless susceptibilities $`\overline{\chi }_m=2\pi ^2t\chi _m`$ in the same approximations as discussed above (cf. Refs. ):

$`\mathrm{d}\overline{\chi }_m(\lambda )/\mathrm{d}\lambda `$ $`=`$ $`d_{a_m}(\lambda )_m^2(\lambda ),`$ (27)
$`\mathrm{d}\mathrm{ln}_m(\lambda )/\mathrm{d}\lambda `$ $`=`$ $`d_{a_m}(\lambda )\mathrm{\Gamma }_m(\lambda ),`$ (28)
where the coefficients $`\mathrm{\Gamma }_m`$ ($`m=`$AF, dSC, or F) are given by

$$\begin{array}{cc}\mathrm{\Gamma }_{\mathrm{AF}}=g_2+g_3;\hfill & \mathrm{\Gamma }_\mathrm{F}=g_1+g_4;\hfill \\ \mathrm{\Gamma }_{\mathrm{dSC}}=g_3g_4.\hfill & \end{array}$$
(29)
In Eqs. (27) $`a_{\text{dSC}}=0`$, $`a_{\text{AF}}=1`$, and $`a_\text{F}=2`$. Eqs. (27) have to be solved with the initial conditions $`_m(0)=1,`$ $`\chi _m(0)=0.`$

The numerical solutions of Eqs. (18) show, that at a critical value $`\lambda _c`$ of the scaling parameter $`\lambda `$ some of the vertices and susceptibilities are divergent. For a given $`\lambda _c`$ the size $`\mathrm{\Lambda }`$ of the patches is restricted by $`\mathrm{ln}(4/\mathrm{\Lambda })\lambda _c.`$ The latter criterion follows from the condition that the contribution of the electrons with $`|k_\pm |<\mathrm{\Lambda }`$ to particle-hole and particle-particle bubbles is dominant (see e.g. Ref. ). We choose $`\mathrm{\Lambda }=1`$ and require $`\lambda _c\mathrm{ln}41.`$ Since $`\lambda _c`$ decreases with increasing interaction strength, this criterion defines the interaction range where the two-patch RG approach is valid.

As an example, we show in Figs. 5,6 the result of the numerical solutions of Eqs. (18) for $`U=2t`$ and two different choises of $`t^{}/t=0.1`$ and $`t^{}/t=0.45`$. The behavior of the coupling constants is qualitatively different in these two cases. While in the first case we have $`g_{2,3}`$ flowing to $`+\mathrm{}`$, $`g_4`$ to $`\mathrm{},`$ and $`g_1`$ is mostly unchanged during the RG flow (we denote the corresponding combination ($`m++`$), the signs correspond to the behavior of the coupling constants $`g_1`$-$`g_4,`$ $`m`$ means marginal. In the second case $`g_{1,2,4}`$ grow to $`+\mathrm{}`$ while $`g_3`$ goes to zero, i.e. we observe ($`++0+`$) behavior of the coupling constants. The comparison of the corresponding susceptibilities shows that for $`t^{}/t=0.1`$ the antiferromagnetic susceptibility is the most divergent, while in the case $`t^{}/t=0.45`$ the ferromagnetic susceptibility dominates and therefore the two different coupling constant flows reflect two different instabilities of the system. We discuss the complete phase diagram at vH band fillings in Sect. IIIa.

### B Many-patch renormalization-group analysis

In the many-patch analysis we follow the temperature-cutoff RG for one-particle irreducible Green functions proposed recently by Honerkamp and Salmhofer in Ref. . This version of the RG uses the temperature as a natural cutoff parameter, allowing to account for both the excitations with momenta close to the FS and far from it, which is necessary for the description of instabilities which arise from zero-momentum particle-hole scattering, e.g. ferromagnetism. Neglecting the frequency dependence of the vertices, which is considered not important in the weak-coupling regime, the RG differential equation for the temperature- and momentum-dependent electron-electron interaction vertex has the form (see Fig. 7)

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}T}}V_T(𝐤_1,𝐤_2,𝐤_3)\begin{array}{c}=\end{array}{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐩}{}}V_T(𝐤_1,𝐤_2,𝐩)L_{\text{pp}}(𝐩,𝐩+𝐤_1+𝐤_2)V_T(𝐩,𝐩+𝐤_1+𝐤_2,𝐤_3)`$ (31)
$`+{\displaystyle \frac{1}{N}}{\displaystyle \underset{𝐩}{}}[2V_T(𝐤_1,𝐩,𝐤_3)V_T(𝐩+𝐤_1𝐤_3,𝐤_2,𝐩)+V_T(𝐤_1,𝐩,𝐤_3)V_T(𝐤_2,𝐩+𝐤_1𝐤_3,𝐩)`$ (32)
$`+V_T(𝐤_1,𝐩,𝐩+𝐤_1𝐤_3)V_T(𝐩+𝐤_1𝐤_3,𝐤_2,𝐩)]L_{\text{ph}}(𝐩,𝐩+𝐤_1𝐤_3)`$ (33)
$`+{\displaystyle \underset{𝐩}{}}V_T(𝐤_1,𝐩+𝐤_2𝐤_3,𝐩)L_{\text{ph}}(𝐩,𝐩+𝐤_2𝐤_3)V_T(𝐩,𝐤_2,𝐤_3)`$ (34)
where

$`L_{\text{ph}}(𝐤,𝐤^{})`$ $`=`$ $`{\displaystyle \frac{f_T^{}(\epsilon _𝐤)f_T^{}(\epsilon _𝐤^{})}{\epsilon _𝐤\epsilon _𝐤^{}}},`$ (35)
$`L_{\text{pp}}(𝐤,𝐤^{})`$ $`=`$ $`{\displaystyle \frac{f_T^{}(\epsilon _𝐤)+f_T^{}(\epsilon _𝐤^{})}{\epsilon _𝐤+\epsilon _𝐤^{}}},`$ (36)
and $`f_T^{}(\epsilon )=\mathrm{d}f(\epsilon )/\mathrm{d}T,`$ $`f(\epsilon )`$ is the Fermi function. Eq. (34) has to be solved with the initial condition $`V_{T_0}(𝐤_1,𝐤_2,𝐤_3)=U`$ where the initial temperature $`T_0`$ is of the order of the bandwidth.

The evolution of the vertices with decreasing temperature determines the temperature dependence of the susceptibilities according to

$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}T}}\chi _{mT}`$ $`=`$ $`{\displaystyle \underset{𝐤^{}}{}}_{mT}(𝐤^{})_{mT}(𝐤^{}+𝐪_m)L_{\text{pp},\text{ph}}(𝐤^{},𝐤^{}+𝐪_m),`$ (37)
$`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}T}}_{mT}(𝐤)`$ $`=`$ $`{\displaystyle \underset{𝐤^{}}{}}_{mT}(𝐤^{})\mathrm{\Gamma }_{mT}(𝐤,𝐤^{})L_{\text{pp},\text{ph}}(𝐤^{},𝐤^{}+𝐪_m)`$ (38)
where

$$\mathrm{\Gamma }_{mT}(𝐤,𝐤^{})=\{\begin{array}{cc}V_T(𝐤,𝐤^{},𝐤^{}+𝐪_m)& \text{for }m=\text{AF or F}\hfill \\ V_T(𝐤,𝐤,𝐤^{})& \text{for }m=\text{dSC or pSC}\hfill \end{array}.$$
(39)
$`𝐪_m=𝐐`$ for the AF susceptibility and $`𝐪_m=\mathrm{𝟎}`$ otherwise. The upper signs and $`pp`$ indices in Eq. (37) refer to the superconducting instabilities (dSC and pSC), and the lower signs and $`ph`$ indices to the other susceptibilities. The initial conditions for Eqs. (37) are

$$_{m,T_0}(𝐤)=\{\begin{array}{cc}\mathrm{cos}k_x\mathrm{cos}k_y& \text{for dSC}\hfill \\ \mathrm{sin}k_{x,y}& \text{for pSC}\hfill \\ 1& \text{otherwise}\hfill \end{array},$$
(40)
and $`\chi _{m,T_0}=0.`$ To solve numerically Eqs. (34) and (37), we use the discretization of momentum space in $`N_p=48`$ patches and the same patching scheme as proposed in Ref. . By exploiting the symmetries of the square lattice, this reduces the above integro-differential equations (34) and (37) to a set of 5824 differential equations which were solved numerically. We use the value of the starting temperature $`T_0=12t,`$ which is slightly larger than the bandwidth, and we stop the flow of the coupling constants at the temperature $`T_X`$ when the maximum absolute value of the vertex function is larger than $`V_{\mathrm{max}}=18t`$. Note that the initial $`𝐤`$-dependence of the vertices (40) is slightly changed during the RG flow: the vertices which correspond to $`d`$\- and $`p`$-wave superconductivity acquire $`g`$\- and $`f`$-wave (and even higher order) harmonics, respectively, and the vertices which have $`s`$-wave symmetry (F, AF) acquire an additional extended $`s`$-wave ($`\mathrm{cos}k_x+\mathrm{cos}k_y`$) component. However, these additional corrections are small.

To extract more detailed information about different instabilities we extrapolate the inverse susceptibilities $`\chi _{mT}^1`$ to temperatures lower than $`T_X`$. For magnetically ordered or superconducting ground states the corresponding extrapolated inverse susceptibilities $`\chi _{mT}^1`$ vanish at some temperature $`T_m^{}`$ below $`T_X.`$ The vanishing of the inverse susceptibilities at finite temperatures is an artifact of the one-loop RG approach and should be understood to determine a crossover temperature into a renormalized classical regime with strong magnetic or superconducting fluctuations and exponentially large correlation length $`\xi \mathrm{exp}(A/T)`$ for F and AF instabilities (see Appendix) and $`\xi \mathrm{exp}(A/\sqrt{TT_{\text{BKT}}})`$ for superconducting instabilities. $`T_{\text{BKT}}`$ is the Berezinskii-Kosterlitz-Thouless transition temperature which arises because the superconducting transition in 2D is in the same symmetry class as the classical 2D XY model . Although the inverse magnetic susceptibilities must be finite at $`T<T_{\text{F,AF}}^{},`$ they are exponentially small, since in this regime $`\chi _{\text{F,AF}}^1\xi ^2`$, cf. Refs. . The same concerns the superconducting susceptibilities in the temperature range $`T_{\text{BKT}}<T<T_{\text{dSC,pSC}}^{},`$ where critical behavior $`\chi _{\text{dSC,\hspace{0.17em}pSC}}^1\xi ^{2+\eta }`$ ($`\eta 1/4`$ is the critical exponent for the susceptibility) as for the XY model is expected. At $`T<T_{\text{BKT}}`$ the superconducting correlations have power law decay in real space and the inverse static uniform order parameter susceptibility does indeed vanish.

## III Results and phase diagrams

### A van Hove band fillings

First we trace the vH band fillings at different $`t^{}`$, which are determined by the condition $`\mu =0`$. The corresponding phase diagram in $`t^{}U`$ coordinates is plotted in Fig. 8. Solid lines correspond to the phase boundaries obtained within the two-patch approach, while the symbols show different types of instabilities obtained within the many-patch RG scheme. Our many-patch results for $`U=3t`$ agree quantatively with those obtained previously in Ref. .

In both approaches we find antiferromagnetism for small $`t^{}`$, ferromagnetism for $`t^{}`$ close to $`1/2`$ and $`d`$-wave superconductivity for intermediate $`t^{}.`$ The $`t^{}`$ range with a tendency towards $`d`$SC decreases with increasing $`U.`$ For intermediate $`t^{}/t`$ the susceptibilities with momenta $`𝐐=(\pi \delta ,\pi )`$ are stronger than the antiferromagnetic susceptibility. The incommensurate magnetic regions are indicated in Fig. 8 as well. In the region $`t^{}/t0.3`$ the behavior of the coupling constants in the two-patch approach becomes “frustrated”, namely all $`g_i0`$ with increasing $`\lambda .`$ This frustration is the consequence of the competition of antiferromagnetic and superconducting instabilities from one side and the ferromagnetic instability from the other side and therefore at $`t^{}/t>0.2`$ neither the antiferromagnetic nor the superconducting susceptibility diverges in the two-patch approach. The many-patch approach suffers less from this problem; the frustrated behavior of the vertices is observed only very close to the boundary of ferromagnetic and antiferromagnetic or superconducting phases.

The boundary to the ferromagnetic phase appears almost identical in two- and many-patch approaches, but the two-patch approach fails to reproduce the location of the phase boundary between the antiferromagnetic and superconducting phases for small $`t^{}`$. This is similar to the results for the extended $`U`$-$`V`$-$`J`$ Hubbard model. As mentioned in Section IIa, this difference is traced to the same behavior $`(m++)`$ of the coupling constants on approaching AF and dSC instabilities, while the ferromagnetic phase is signalled by a different behavior of the coupling constants $`(++0+).`$ Furthermore, the near-nesting effects, which are not accounted for in the two-patch RG approach become particularly important at small $`t^{}/t.`$

We also mark in Fig. 8 the result of Alvarez et al.  for the boundary of the ferromagnetic phase, obtained by neglecting the contribution of particle-particle scattering. In this case the corresponding two-patch RG equations can be solved analytically, since the coefficients $`d_i`$ in Eq. (18) become $`\lambda `$-independent. The main difference in comparison with Ref. is that particle-particle scattering leads to a $`U`$-dependence of the critical value $`(t^{}/t)_c`$ for the appearance of ferromagnetism so that $`(t^{}/t)_c1/2`$ for $`U0`$ in qualitative agreement with the results of the $`T`$-matrix approximation . At the same time, neglecting particle-particle scattering gives $`(t^{}/t)_c0.27`$ independent of $`U.`$ Note that the value $`(t^{}/t)_c`$ is determined by the condition of equal non-interacting particle-hole susceptibilities $`\chi _0(\mathrm{𝟎})=\chi _0(𝐐)`$ and therefore coincides with the $`\mathrm{`}\mathrm{`}`$mean-field” criterion for the boundary of the ferromagnetic phase.

### B Antiferromagnetic instability at small $`𝐭^{}`$

The case $`t^{}=0`$ for fillings close to $`n=1`$ was intensively studied previously within momentum-cutoff RG approaches. We plot the results of TCRG at $`t^{}=0`$ in Fig. 9. There is a line of critical concentrations $`n_c(U)`$ such that for $`n<n_c(U)`$ the extrapolated inverse susceptibility $`\chi _{\text{AF}}^1`$ does not reach zero for any temperature and the ground state is expected not to have long-range antiferromagnetic order. For comparison, we also plot the result for the critical concentrations obtained within the momentum-cutoff RG approach, Ref. . Both approaches give practically indistinguishable results for the critical fillings where antiferromagnetism disappears. Mean-field theory predicts a broader concentration range for the stability of antiferromagnetism, see Fig. 9. It was proven by van Dongen  that for large space dimensionality $`d1`$ and $`Ut`$ the critical hole concentration $`\delta _c=1n_c`$ is reduced in comparison with its mean-field value $`\delta _c^{\text{MF}}`$ by a finite factor $`q_d.`$ To analyze wether this remains true for $`d=2`$ we consider the $`U`$-dependence of the ratio $`q(U)=\delta _c/\delta _c^{\text{MF}}.`$ We find that $`q(U)`$ slightly decreases with decreasing $`U`$ and it is saturating at $`q(0)0.4\pm 0.025`$. Surprisingly, the formal application of the results of $`1/d`$ expansion in Ref.  to $`d=2`$ gives a close value, $`q_2=0.3.`$

We have verified that within the antiferromagnetic phase at $`t^{}=0`$ the susceptibilities at wavevectors $`𝐐(\pi ,\pi )`$ are always smaller than the susceptibility $`\chi _{\text{AF}},`$ so that the tendency towards incommensurate magnetic order is subleading in comparison with commensurate $`(\pi ,\pi )`$ order. The fact that we identify commensurate AF even away from half filling may be reconciled with the possibility that the system develops inhomogeneous spin and charge structures (e.g. phase separation), as was obtained in the mean-field studies of the Hubbard model  and the weak-coupling results in high dimensions .

Outside the antiferromagnetic region we find the tendency towards $`d`$SC as observed previously in Refs. . The values of the crossover temperature $`T_{\text{dSC}}^{}`$ rapidly decrease away from the antiferromagnetic phase; we show in Fig. 9 the contour lines with $`\mathrm{ln}(t/T_{\text{dSC}}^{})=5,6,7.`$ The contour lines with larger $`T_{\text{dSC}}^{}`$ can not be traced within the present RG analysis: because of strong fluctuations near the AF phase, the coupling constants reach $`V_{\mathrm{max}}=18t`$ before the $`d`$-wave susceptibility becomes large. On the other hand, smaller $`T_{\text{dSC}}^{}`$ (and correspondingly larger deviations from half filling) are hard to treat, too, because of the difficulties with the numerical integrations in Eqs. (34) since the integrands contain sharp Fermi functions at small temperatures.

The half-filled case at different $`t^{}`$ was investigated previously within a mean-field analysis , QMC calculations , and path-integral RG . Different methods predict different values of the critical interaction $`U_c`$ for the onset of antiferromagnetism at fixed $`t^{}`$. In particular for $`t^{}/t=0.2`$ QMC results on an $`8\times 8`$ lattice  at $`T=0.25t`$ yield $`U_c=2.5t,`$ while path-integral RG  gives $`U_c=3.4t.`$ The result of the mean-field approach for the same $`t^{}/t`$ is $`U_c=2t`$ . We present our phase diagram as obtained from the many-patch RG analysis in Fig. 10; symbols show the critical values $`U_c`$ obtained by other methods. As expected and in agreement with previous studies, the critical $`U_c`$ is larger than the mean-field value for all $`t^{}`$. At the same time, the $`U_c`$ result of the TCRG at $`t^{}/t=0.2`$ is larger than that from QMC calculations, but it agrees well with the path-integral RG result in Ref. .

Again, we find the tendency towards $`d`$SC away from the AF region; we show in Fig. 10 the contour lines which correspond to $`\mathrm{ln}(t/T_{\text{dSC}}^{})=5,6,7`$. Note that from the extrapolation of these data to larger $`U`$ in the paramagnetic phase ($`U<U_c`$) we always find $`\mathrm{ln}(t/T_{\text{dSC}}^{})>3`$ in the weak-coupling regime, i.e. a temperature regime which is far below the accessible temperature range in QMC simulations. Therefore, it may be difficult if not impossible to observe the corresponding superconducting fluctuations in QMC calculations on finite lattice sizes - at least in the weak-to intermediate coupling regime.

### C Ferromagnetic instability

Now we investigate the ferromagnetic instability, which arises for $`t^{}/t`$ close to $`1/2.`$ We start with $`t^{}/t=1/2,`$ when the dispersion at the bottom of the band at small $`k_x`$ or $`k_y`$ can be expanded as

$$\epsilon _𝐤=\{\begin{array}{cc}tk_x^2(1\mathrm{cos}k_y)\mu ,& k_x1\\ tk_y^2(1\mathrm{cos}k_x)\mu ,& k_y1\end{array},$$
(41)
i.e. it has extended minima along the lines $`k_x=0`$ and $`k_y=0`$ (see Fig. 11a) rather than a single minimum at the origin, as for $`t^{}/t<1/2`$. This peculiar flatness of the spectrum leads to a square-root divergence of the density of states, $`\rho (\epsilon )\epsilon ^{1/2}`$ at the bottom of the band (Fig. 11b). Therefore in the low density limit (which is close to a vH band filling, since $`n_{VH}=0`$ for $`t^{}/t=1/2)`$, saturated ferromagnetism is expected. At $`t^{}/t=1/2`$ the $`T`$-matrix approximation  predicts rather high critical densities for the stability of ferromagnetism, e.g. $`n_c=0.57`$ for $`U=4t.`$ For $`t^{}/t=0.45`$ and $`U=4t`$ the same approach predicts ferromagnetism for densities $`0.3<n<0.5`$; the smallest value of $`t^{}`$ at which ferromagnetism can exist was predicted to be $`(t^{}/t)_c=0.43`$ for $`U=4t.`$ The projected QMC calculations confirmed the existence of ferromagnetism for $`(t^{}/t)_c0.47`$.

The phase diagram obtained within the TCRG approach for $`t^{}/t=1/2`$ is shown in Fig. 12. Similar to the antiferromagnetic instability, mean-field theory overestimates the tendency to magnetic order. The result of the $`T`$-matrix analysis of Ref.  for the critical concentration of the stability of ferromagnetism at $`U=4t`$ is marked by a cross. Surprisingly, this result is very close to the result of the RG approach. Similar to Ref.  one may introduce the quantity $`q_\text{F}(U)=n_c/n_c^{\text{MF}}`$ to measure the deviation from the mean-field result at $`t^{}/t=1/2.`$ The analysis of the data shows that $`q_\text{F}(U)`$ slightly increases with decreasing $`U`$ and $`q_\text{F}(U0)0.8`$.

We have also explored the possibility for triplet ($`p`$-wave) pairing in the vicinity of the ferromagnetic phase. Although the $`p`$-wave pairing susceptibility is dominant in this region, a conclusive low-temperature extrapolation for the inverse susceptibility is not possible. Therefore it is not clear whether a finite crossover temperature $`T_{\text{pSC}}^{}`$ exists. In any case the possible values for $`T_{\text{pSC}}^{}`$ must be significantly smaller than the crossover temperatures for $`d`$-wave superconductivity. The region where $`\mathrm{ln}(t/T_X)<8`$ is shown in Fig. 12, too. The growing of the vertices near the ferromagnetic phase results from the triplet $`p`$-wave superconducting fluctuations, but, unfortunately, the smallness of the temperature crossover scale, which is far below the range of applicability of the TCRG method prevents a safe conclusion about the possibility of a $`p`$-wave superconducting ground state.

Now we consider the case $`t^{}/t<1/2,`$ which is very different from the above-discussed case $`t^{}/t=1/2.`$ The square-root divergence of the density of states is replaced by a logarithmical divergence at the energy of the vHS, $`\rho (\epsilon )\mathrm{ln}(t/\epsilon )`$, while the density of states is finite at the lower band edge (see Fig. 13). The phase diagram for $`t^{}/t=0.45`$ is presented in Fig. 14, where we again mark by cross the result of the $`T`$-matrix approximation. The ferromagnetic region substantially shrinks with decreasing $`t^{}`$: it reduces to a narrow density window around the vH band filling $`n_{VH}=0.465`$ (the corresponding critical densities are almost symmetrical around $`n_{VH}`$ so that only the region $`n>n_{VH}`$ is shown). Nevertheless, the ferromagnetic region is wider than in the $`T`$-matrix approximation. The same tendency is reflected in the RG result for the critical value $`(t^{}/t)_c0.3`$ for the disappearance of ferromagnetism at $`U=4t`$, which is much lower than the result of the $`T`$-matrix approximation cited above, $`(t^{}/t)_c=0.43`$. As well as for the case $`t^{}=1/2`$ we also find an increasing triplet superconducting susceptibility away from the ferromagnetic phase, while the possible corresponding crossover temperatures $`T_{\text{pSC}}^{}`$ remain undetectably small.

## IV Summary and conclusions

We have considered the phase diagrams of the $`t`$-$`t^{}`$ Hubbard model within two- and many-patch RG approaches as shown in Figs. 8, 9, 10, 12, and 14. Instabilities towards antiferro- or ferromagnetic order as well as to singlet $`d`$-wave superconductivity are identified in different parameter regimes. Near the ferromagnetic region the $`p`$-wave superconducting susceptibility is enhanced, but a conclusion about a possible triplet superconducting ground state remains elusive.

At small $`t^{}`$ and vH band fillings the antiferromagnetic instability dominates. With increasing $`t^{}`$ antiferromagnetism is replaced by $`d`$-wave superconductivity. At larger $`t^{}/t`$ ferromagnetism becomes the leading instability. The tendency towards $`d`$–wave superconductivity decreases with increasing $`U`$ while antiferromagnetism is enhanced. We found that the two-patch approach predicts correctly the boundary of the ferromagnetic phase at vH band fillings, while it fails to reproduce correctly the boundary between antiferromagnetic and superconducting phases at small $`t^{}`$ where nearly nesting effects become important.

Antiferromagnetism at small $`t^{}`$ and ferromagnetism at $`t^{}/t=1/2`$ exist in broad density ranges around vH band fillings; the antiferromagnetism remains commensurate in the part of the phase diagram where the long-range ordered ground state is expected. The density ranges for magnetic order, found from TCRG are substantially narrower ($`2.5`$ times for the AF instability and $`1.3`$ times for the F instability at small $`U`$) than the corresponding mean-field results.

At half-filling at different $`t^{}`$ we find the critical interaction strengths for the antiferromagnetic instability. From the present analysis we can not argue, wether the antiferromagnetic state we find is metallic or insulating. It was proposed  that at nonzero $`t^{}`$ there is a finite interaction range $`U_c<U`$ $`<U_c^{}`$ for metallic antiferromagnetism, at $`U>U_c^{}`$ it is replaced by the insulating AF state. On the other hand, the existence of a paramagnetic insulating state at larger $`t^{}`$ was conjectured in Ref. . Discriminating between these possibilities requires the calculation of the conductivity and the Drude weight, for which it is necessary to retain the frequency dependence of the vertices.

The boundary of ferromagnetism at $`t^{}=t/2`$ found from TCRG is surprisingly close to the $`T`$-matrix approximation result in Ref.  at $`U=4t`$ , although the corresponding filling is not small and possibly outside the region of the validity of the $`T`$-matrix approximation. In the vicinity of antiferro- and ferromagnetic phases we found regions with enhanced $`d`$-wave and $`p`$-wave superconductivity, respectively. Not too close to the antiferromagnetic phase the crossover temperatures for $`d`$-wave superconductivity into the corresponding renormalized classical regime with exponentially large correlation length can be estimated from the extrapolation to low temperatures of RG data for the order-parameter susceptibilities. At the same time, triplet $`p`$-wave superconductivity in the vicinity of the ferromagnetic phase possibly has much smaller crossover temperatures $`T_{\text{pSC}}^{}`$ which can not be determined safely from the present RG analysis.

The ferromagnetic phase substantially shrinks for $`t^{}/t<1/2`$ and the difference to the mean-field result increases. For this case, the $`T`$-matrix approach underestimates the tendency towards ferromagnetism. The tendency towards triplet $`p`$-wave superconductivity in the vicinity of the ferromagnetic phase persists, although its associated temperature crossover scale remains very low - significantly lower than for $`d`$-wave superconductivity.

It remains an open issue, how the above results change, when the two-loop corrections to the RG equations are taken into account, and how the electronic self-energy evolves in the vicinity of magnetic or superconducting instabilities. Another interesting issue for future work remains the question whether inhomogenous spin and charge structures are possible near half-filling and whether the Pomeranchuk instability may become the leading instability for anisotropic extensions of the 2D Hubbard model; if it does it is natural to connect this tendency to the stripe pattern formation in rare-earth doped La2-xSrxCuO$`_4.`$ Furthermore, the tendency towards $`p`$-wave superconductivity near the ferromagnetic phase of the $`t`$-$`t^{}`$ model suggests a possible route fo future investigations of the origin of triplet pairing in Sr2RuO$`_4.`$

## Acknowledgements

We are grateful to W. Metzner, G. Uhrig, and M. I. Katsnelson for insightful discussions. This work was supported by the Deutsche Forschungsgemeinschaft through SFB 484.

## Appendix. The temperature crossover to the renormalized classical regime

In this Appendix we discuss how the temperature dependence of the magnetic susceptibilities changes at the crossover to the renormalized-classical regime. As a first example, we consider the 2D ferro- and antiferromagnetic Heisenberg models

$$H=\pm J\underset{ij}{}𝐒_i𝐒_j$$
(42)
(plus corresponds to the antiferro-, minus to the ferromagnet, $`J>0`$). The susceptibility (staggered susceptibility in the AF case) at high temperatures $`TJ`$ obeys the Curie law

$$\chi _{\text{F,AF}}=\frac{C}{T}$$
(43)
where $`C=JS(S+1)/3`$. On the other hand, at temperatures $`TJ`$ it was found from the RG analysis of the 2D nonlinear sigma model

$$\chi _{\text{F,AF}}=C^{}\frac{T}{J^2}\xi ^2$$
(44)
where

$$\xi =C_\xi \{\begin{array}{cc}\mathrm{exp}(2\pi \rho _s/T)& \text{AF}\\ (T/J)^{1/2}\mathrm{exp}(2\pi JS/T)& \text{F}\end{array}$$
(45)
is the correlation length, $`C_\xi ,C^{}`$ are temperature-independent prefactors, and $`\rho _s`$ is the zero-temperature value of the spin stiffness, which is proportional to the ground-state (sublattice) magnetization $`\overline{S}_0.`$ Therefore, below the crossover temperature $`T^{}2\pi J\overline{S}_0`$ ($`\overline{S}_0=S`$ for a ferromagnet) the susceptibility becomes exponentially large.

Similar results can be obtained for the Hubbard model within the two-particle self-consistent approach . We have

$$\chi _{\text{F,AF}}=\frac{\chi _𝐐^0(T)}{1U_{sp}(T)\chi _𝐐^0(T)}$$
(46)
where $`𝐐=(\pi ,\pi )`$ in the AF case, $`𝐐=\mathrm{𝟎}`$ in the F case, and $`\chi _𝐐^0(T)=\chi _0(𝐐,0,T)`$ is the zero-frequency limit of the bare dynamic susceptibility

$$\chi _0(𝐪,i\omega _n,T)=\underset{𝐤}{}\frac{f_𝐤f_{𝐤+𝐪}}{i\omega _n\epsilon _𝐤+\epsilon _{𝐤+𝐪}}.$$
(47)
The effective interaction $`U_{sp}(T)`$ satisfies the self-consistent equation

$$2nn^2\frac{U_{sp}(T)}{U}=4T\underset{𝐪,i\omega _n}{}\frac{\chi _0(𝐪,i\omega _n,T)}{1U_{sp}(T)\chi _0(𝐪,i\omega _n,T)}.$$
(48)
At high temperatures $`Tt`$ we have $`U_{sp}(T)U`$ and

$$\chi _{\text{F,AF}}\chi _𝐐^0(T)\frac{1}{4T}.$$
(49)
At small temperatures the denominator in Eq. (48) can be expanded for wavevectors $`𝐪`$ close to $`𝐐`$ (cf. Ref. ) and one obtains

$$\overline{\sigma }_0^2=\frac{2T\chi _0}{AN}\underset{𝐪}{}\frac{1}{\xi ^2+(𝐪𝐐)^2}$$
(50)
where $`\chi _0=\chi _0(𝐐,0,0),`$ $`A=^2\chi _0(𝐪,0,0)|_{𝐪=𝐐},`$ and $`\overline{\sigma }_0^2=nn^2U_{sp}(0)/2𝒫/2`$ ($`𝒫`$ is the zero-temperature value of the r.h.s. of Eq. (48)), and $`\xi ^2=[1U_{sp}(T)\chi _0(𝐐,0,T)]/A`$. Momentum integration in Eq. (50) leads to

$$\xi =C_\xi \mathrm{exp}\{nA\overline{\sigma }_0^2/2T\chi _0\}$$
(51)
and

$`\chi _{\text{F,AF}}=\chi _0\xi ^2.`$

In this case the crossover temperatures $`T_{\text{F},\text{AF}}^{}t\overline{\sigma }_0^2.`$ Therefore these examples show that

$`\chi _{\text{F,AF}}=\{\begin{array}{cc}C/T& TT^{}\\ C^{}\xi ^2& TT^{}\end{array}`$

and the correlation length $`\xi \mathrm{exp}(𝒜T^{}/T)`$ is exponentially large in the low-temperature, renormalized classical regime.

$`\mathrm{Figure}\mathrm{captions}`$

1. The dependence of the van Hove band filling on $`t^{}/t`$.
2. The Fermi surface at van Hove band fillings: $`t^{}=0`$ and $`n=1`$ (solid line), $`t^{}/t=0.1`$ and $`n=0.92`$ (long-dashed line), and $`t^{}/t=0.3`$ and $`n=0.72`$ (short-dashed line), $`A`$ and $`B`$ are van Hove points.
3. The division of momentum space into patches in the two-patch approach. Regions I contain the momenta closest to the vH singularity points $`𝐤_A`$ and $`𝐤_B,`$ regions II contain the momenta which are close to the FS but far from vH singularities and regions III contain the momenta far from both, FS and vH singularities.
4. The four types of vertices considered in the two-patch approach: (a) and (b) correspond to exchange and direct scattering between different vH singularities respectively, (c) umklapp scattering, (d) intrapatch scattering. The incoming and outgoing momenta with equal spin are connected by solid lines inside the vertices.
5. a) Scaling behavior of the coupling constants at $`t^{}/t=0.1`$. The solid line corresponds to $`g_1,`$ dashed line to $`g_2,`$ dash-dotted line to $`g_3,`$ dotted line to $`g_4.`$ b) Scaling behavior of the susceptibilities at $`t^{}/t=0.1.`$ Solid line corresponds to the AF, dashed line to the dSC, and dotted line to the F susceptibility. The interaction strength is $`U=2t.`$
6. The same as in Fig. 5 for $`t^{}/t=0.45`$.
7. Diagrammatic representation for the many-patch RG equations, Eq. (34). Lines drawn through the vertices show the direction of spin conservation. Diagrams are drawn in the same order as the respective terms in Eq. (34). The cutting dash at the propagator lines means the derivative with respect to $`T`$ (for brevity we indicate only the derivative of one of the propagators, the same diagrams with derivatives of another propagator are included as well).
8. Phase diagram at vH band fillings as obtained from two- and many-patch RG analyses. Solid lines correspond to the phase boundaries obtained within the two-patch RG analysis. The symbols show the results of the many-patch RG approach: closed circles correspond to AF, open circles to incommensurate ($`\pi ,\pi \delta `$) order, diamonds to dSC, and triangles to the F phase. Long-dashed line is the boundary of ferromagnetic phase obtained in Ref.  (see text).
9. Phase diagram for $`t^{}=0`$. The dashed line is the mean-field phase boundary between antiferromagnetic and paramagnetic phases, the solid line is the boundary of the antiferromagnetic phase obtained from the temperature-cutoff many-patch RG approach. The corresponding result of Ref.  for the boundary of the antiferromagnetic phase is shown by dotted line. The dot-dashed, dot-dot-dashed, and dot-dot-dot-dashed lines are contour lines for the $`d`$-wave superconductiving crossover temperature into renormalized classical regime $`T_{\text{dSC}}^{}=e^5t,e^6t,`$ and $`e^7t`$ respectively (see text). The inset shows the phase diagram in $`\mu `$-$`U`$ coordinates.
10. Phase diagram at $`n=1`$ (half-filled case). The notations are the same as in Fig. 9. The cross corresponds to the critical $`U_c`$ for the stability of the antiferromagnetic phase at $`t^{}/t=0.2`$ as obtained from QMC calculations , the star marks the result of the path-integral RG approach for $`U_c`$ .
11. The electronic dispersion (a) and non-interacting density of states (b) at $`t^{}/t=1/2.`$
12. The phase diagram for $`t^{}/t=1/2.`$ The long-dashed line MF(F) is the mean-field phase boundary between ferromagnetic and paramagnetic phases, the dot-dashed line MF(S) is the mean-field result for the boundary of saturated ferromagnetism. The solid line is the boundary of ferromagnetic phase obtained from the temperature-cutoff many-patch RG approach, the short-dashed line is the contour line above which the maximal vertex reach $`V_{\mathrm{max}}=18t`$ at the temperature $`T_X>e^8t.`$ The $`T`$-matrix phase boundary for the ferromagnetic phase  at $`U=4t`$ is marked by cross. The inset shows the phase diagram in $`\mu `$-$`U`$ coordinates., pSC marks the region where the triplet superconducting susceptibility is dominating.
13. The non-interacting density of states for $`t^{}=0.45t.`$
14. The phase diagram for $`t^{}/t=0.45.`$ The notations are the same as in Fig. 12.


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# Weak Lensing from Space III: Cosmological Parameters

## 1 Introduction

Weak gravitational lensing provides a unique method to directly map the distribution of mass in the universe (for reviews see Bartelmann & Schneider 2001; Mellier et al. 2002; Hoekstra et al. 2002; Refregier 2003). The coherent distortions that lensing induces on the shape of background galaxies have now been firmly measured from the ground and from space. The amplitude and angular dependence of this ‘cosmic shear’ signal can be used to set strong constraints on cosmological parameters. Several surveys are now in progress to map larger areas and thus reduce the uncertainties in these parameters. However, future ground based surveys will eventually be limited by the systematics induced by atmospheric seeing. Space based observations do not suffer from this effect, but their statistics are currently limited by the small field of view of existing space telescopes.

In this paper series, we study how these limitations can be circumvented using wide field imaging from space, using the planned *SuperNova/Acceleration Probe* (SNAP) mission (Perlmutter et al. 2003) as a concrete example. In the first paper in this series (Rhodes et al. 2003; Paper I), we study the instrumental characteristics and survey stategy of such a mission, showing that it would provide both excellent statistics and reduced systematics relevant for weak lensing. In a subsequent paper (Massey et al. 2003; Paper II), we used detailed image simulations to compute the sensitivity for measuring the weak lensing shear from space, and thus to derive high resolution maps of the Dark Matter in the local universe.

In this paper, we use the previously derived lensing sensitivity (see Papers I and II) to determine the constraints that can be placed on cosmological parameters via weak lensing from space. We consider quintessence (QCDM) models with a dark energy component with arbitrary constant equation of state parameter $`w`$. We compute the lensing power spectrum and skewness and their associated errors for different survey strategies. We study how the photometric redshifts derived from the SNAP filter set can be used to study the evolution of the lensing power spectrum. We then compare the resulting lensing constraints on cosmological parameters with those derived from supernovae. Earlier studies of the constraints on dark energy from generic weak lensing surveys can be found in Hui (1999), Huterer (2001), Benabed & Bernardeau (2001), Hu (2001), Weinberg & Kamionkowski (2002), Munshi & Wang (2002). While these authors have considered generic weak lensing surveys, we use realistic redshift distributions, lensing sensitivities, and photometric-redshift errors relevant for the concrete case of SNAP. This allows us to include the effects of photometric-redshift errors and leakage between redshift bins, and to study the trade off between width and depth in future surveys. We also study how the measurement of the skewness can be combined with power spectrum tomography to improve the accuracy of the determination of cosmological parameters.

This paper is organized as follows. In §2, we summarize the characteristics of the SNAP mission. In §3, we describe its capabilities for deriving photometric redshifts. In §4, we describe the cosmological models we will consider. In §5, we compute the lensing power spectrum, its associated errors, and its redshift evolution. In §6, we compute the skewness of the shear field and associated errors. In §7, we compute the constraints which can be set on cosmological parameters from measurements of the power spectrum and skewness. Our conclusions are summarized in §8.

## 2 The SNAP Mission

The SNAP satellite will consist of a 2 meter telescope in space with a field of view of 0.7 deg2 (Perlmutter et al. 2003; see also Paper I). The mission lifetime will be divided between two deep 16 months survey and a 5 month wide survey. The deep surveys will cover 15 deg2 and are primarily designed for the search for Type Ia supernovae. It will also be invaluable to map the dark matter via weak lensing (see Paper II). The wide survey is designed primarily for weak lensing and will cover 300 deg2. The spacecraft will be in a high elliptical orbit with good thermal stability, thus affording stable image quality and a low level of systematics. The details of the performance of the instrument for weak lensing and of the survey strategy can be found in Paper I.

## 3 Photometric Redshifts

The SNAP focal plane will be partially covered by CCDs sensitive to 9 optical and near–IR bands. Paper II describes how this filter set affords excellent photometric redshifts. This was tested using the HyperZ code (Bolzonella et al. 2000) to generate simulated galaxy spectra and recovered photometric redshifts. Using all nine filters, we found that redshifts can be recovered with a $`1\sigma `$ precision better than 0.03. Including the near–IR detectors prevents catastrophic failures in redshift estimation by eliminating strong degeneracies between low ($`z0.5`$) and high ($`z1`$) redshift bins (see Paper II).

These high precision photometric redshifts will allow us to construct 3-dimensional maps of the dark matter (see Paper II). They will also be useful to study the evolution of the lensing statistics. Figure 1 shows how photometric redshifts can be used to group galaxies into redshift bins. The input redshift distribution $`n(z)`$ was assumed to have the form

$$n(z)z^\alpha e^{(z/z_0)^\beta }$$
(1)
where $`z_0`$, $`\alpha `$ and $`\beta `$ are parameters estimated from existing deep redshift surveys (see Paper II). Table 1 lists the values of these parameters for the deep and wide surveys, along with the associated median redshift $`z_m`$, the surface density $`n_g`$ of galaxies usable for lensing, and the survey solid angle $`A`$. The exposure time $`t_{\mathrm{exp}}`$ for each optical filter, along with the total observing $`t_{\mathrm{obs}}`$ time for the survey are also listed. The figure shows the redshift distribution resulting from binning the galaxies into 2 and 3 photometric-redshift bins, with approximately the same number of galaxies in each bin. With the near–IR detectors (left panels), the photometric redshifts afford excellent separation between the bins. In the absence of these detectors (right panels), the leakage between bins degrades, due to the increased noise and degeneracies in the photometric redshifts (see Figure 7 in Paper II). In the following, we will always assume that the near–IR detectors are available.

The redshift distributions of each bin can be described analytically by multiplying the input redshift distribution $`n(z)`$ in equation (1) by the high-$`z`$ and low-$`z`$ filter functions $`f_+(z)`$ and/or $`f_{}(z)`$ given by

$$f_\pm (z)=\left[1+e^{\pm (z_\pm z)/\zeta _\pm }\right]^1,$$
(2)
where $`z_+`$ and $`z_{}`$ are the cut off redshifts, and $`\zeta _+`$ and $`\zeta _{}`$ are smearing factors arising from the finite photometric redshift accuracy. Fits to the redshift bin distributions using these analytical forms are shown in Figure 1. The values of the resulting parameters for 2 and 3 redshift bins are listed in Table 1. In §5.3, we study how multiple redshift bins can be used to measure the evolution of the lensing power spectrum and thus improve the accuracy of the measurement of cosmological parameters.

## 4 Cosmological Model

We consider a cosmology with an expansion parameter $`a=(1+z)^1`$ that is determined by a matter component and a dark energy (or ‘quintessence’) component with present density parameters $`\mathrm{\Omega }_m`$ and $`\mathrm{\Omega }_q`$, respectively. The equation of state of the dark energy is parametrized by $`w=p_q/\rho _q`$, which we assume to be constant and is equal to -1 in the case of a cosmological constant. The evolution of the expansion parameter is given by the Hubble constant $`H`$ through the Friedmann equation

$$H=\frac{\dot{a}}{a}=H_0\left(\mathrm{\Omega }_ma^3+\mathrm{\Omega }_qa^{3(1+w)}+\mathrm{\Omega }_\kappa a^2\right)^{\frac{1}{2}},$$
(3)
where $`\dot{a}=da/dt`$ and the total and curvature density parameters are $`\mathrm{\Omega }`$ and $`\mathrm{\Omega }_\kappa =1\mathrm{\Omega }`$, respectively. The present value of the Hubble constant is parametrized as $`H_0=100h`$ km s-1 Mpc-1.

As a reference model, we consider a fiducial $`\mathrm{\Lambda }`$CDM model with parameters $`\mathrm{\Omega }_m=0.30`$, $`\mathrm{\Omega }_b=0.047`$, $`n=1`$, $`h=0.7`$, $`w=1`$, consistent with the recent WMAP experiment (see tables 1-2 in Spergel et al. 2003). In agreement with this experiment, we assume that the universe is flat, i.e. that $`\mathrm{\Omega }=\mathrm{\Omega }_m+\mathrm{\Omega }_q=1`$. (Note that, in our notation, $`\mathrm{\Omega }_m`$ includes both dark matter and baryons). The shape parameter for the matter power spectrum is taken to be $`\mathrm{\Gamma }=\mathrm{\Omega }_mh\mathrm{exp}[\mathrm{\Omega }_b(1+\sqrt{2h}/\mathrm{\Omega }_m)]`$ as prescribed by Sugiyama (1995). The matter power spectrum is normalized according to the COBE normalization (Bunn & White 1996), which corresponds to $`\sigma _8=0.88`$. This is consistent with the WMAP results (Spergel et al. 2003) and with the average of recent cosmic shear measurements (see compilation tables in Mellier et al. 2002; Hoekstra et al. 2002; Refregier et al. 2003). In the following, we will consider deviations from this reference model.

## 5 Weak Lensing Power Spectrum

### 5.1 Theory

The weak lensing power spectrum is given by (eg. Bartelmann & Schneider 1999; Hu & Tegmark 1999; see Bacon et al. 2001 for conventions)

$$C_{\mathrm{}}=\frac{9}{16}\left(\frac{H_0}{c}\right)^4\mathrm{\Omega }_m^2_0^{\chi _h}𝑑\chi \left[\frac{g(\chi )}{ar(\chi )}\right]^2P(\frac{\mathrm{}}{r},\chi ),$$
(4)
where $`r(\chi )`$ is the comoving angular diameter distance, and $`\chi _h`$ corresponds to the comoving radius to the horizon. The non-linear matter power spectrum $`P(k,z)`$ is computed using the transfer function from Bardeen et al. (1986; with the conventions of Peacock 1997), thus ignoring the corrections on large scales for quintessence models (Ma et al. 1999). The growth factor and COBE normalization for arbitrary values of $`w`$ was computed using the fitting formulae from Ma et al. (1999). Considerable uncertainties remain for the non-linear corrections in quintessence models (see discussion in Huterer 2001). Here, we use the fitting formula from Peacock & Dodds (1996) but acknowledge that it differs significantly from that from Ma et al. (1999). The impact of this uncertainty is discussed below in §8.

The radial weight function $`g`$ is given by

$$g(\chi )=2_\chi ^{\chi _h}𝑑\chi ^{}n(\chi ^{})\frac{r(\chi )r(\chi ^{}\chi )}{r(\chi ^{})},$$
(5)
where $`n(\chi )`$ is the probability of finding a galaxy at comoving distance $`\chi `$ and is normalised as $`𝑑\chi n(\chi )=1`$. For our purposes, we use the analytical fits for $`n(z)`$ given in equations (1-2) along with the parameter values listed in table 1.

Figure 2 shows the lensing power spectrum for the fiducial $`\mathrm{\Lambda }`$CDM model. Deviations from the model corresponding to variations in $`\mathrm{\Omega }_m`$ and $`w`$ are also shown. All models shown are COBE normalised. The linear power spectrum for the fiducial model is also shown, highlighting the importance of non-linear evolution for $`\mathrm{}100`$.

### 5.2 Measurement uncertainties

Neglecting non-gaussian corrections, the rms uncertainty in measuring the lensing power spectrum $`C_{\mathrm{}}`$ is given by (Kaiser 1998; Hu & Tegmark 1999; Huterer 2001)

$$\mathrm{\Delta }C_l=\sqrt{\frac{2}{(2l+1)f_{\mathrm{sky}}}}\left(C_l+\frac{\sigma _\gamma ^2}{2n_g}\right),$$
(6)
where $`f_{\mathrm{sky}}`$ is the fraction of the sky covered by the survey, $`n_g`$ is the surface density of usable galaxies, and $`\sigma _\gamma ^2=|\gamma |^2`$ is the shear variance per galaxy arising from intrinsic shapes and measurement errors. Values of $`\sigma _\gamma `$ for the different SNAP surveys were derived from the image simulations in Paper II and are listed in table 1.

Figure 2 shows the resulting band averaged errors for the fiducial $`\mathrm{\Lambda }`$CDM model measured with the SNAP weak lensing survey. The sensitivity afforded by this survey is excellent, and will allow us to easily distinguish between the different cosmological models shown. Figure 3 compares the precision expected for the wide and deep SNAP surveys. The deep survey clearly yields lower precision for the measurement of the power spectrum, in spite of its longer observing time. It will however be ideally suited to produce high resolution maps of the dark matter (see Paper II).

### 5.3 Evolution of the Power Spectrum

As discussed in §3, the SNAP filter set will allow us to divide the galaxies into several redshift bins. Possible redshift bin configurations are shown in Figure 1. The lensing power spectrum can then be measured separately in each bin, yielding a tomography of the mass distribution along the line of sight (Hu 1999; Hu & Keeton 2002; Taylor 2001).

Figure 4 shows, for instance, the lensing power spectrum and associated error bars for the two redshift bins derived from the SNAP wide survey with median redshifts $`z_m0.96`$ and $`1.73`$ (see figure 1 and table 1). Clearly the amplitude of the power spectrum is much larger for the more distant bin. The sensitivity afforded by the SNAP wide survey will allow us to easily measure each power spectrum separately. In §7.4 below, we show how the measurement of the lensing power spectrum at different redshifts improves the precision of cosmological parameters.

## 6 Skewness

Non-linear gravitational instability is known to produce non-gaussian features in the cosmic shear field. The power spectrum therefore does not contain all the information available from weak lensing. We consider the most common measure of non-gaussianity, namely the skewness $`S_3`$ which is defined as (eg. Bernardeau et al. 1997)

$$S_3(\theta )\frac{\kappa ^3}{\kappa ^2^2}$$
(7)
where $`\kappa `$ is the convergence which can be derived from the shear field $`\gamma _i`$ and the brackets denote averages over circular top-hat cells of radius $`\theta `$. The denominator is the square of the convergence variance which is given by

$$\kappa ^2=\gamma ^2\frac{1}{2\pi }𝑑\mathrm{}\mathrm{}C_{\mathrm{}}|W_{\mathrm{}}|^2,$$
(8)
where $`W_{\mathrm{}}2J_1(\mathrm{}\theta )/(\mathrm{}\theta )`$ is the window function for such cells and $`C_{\mathrm{}}`$ is the lensing power spectrum given by equation (4).

To evaluate the numerator of equation (7) we use the approximation of Hui (1999) who used the Hyperextended perturbation theory of Scoccimarro & Frieman (1999) and obtained

$`\kappa ^3`$ $``$ $`{\displaystyle \frac{81\pi ^2}{16}}\left({\displaystyle \frac{H_0}{c}}\right)^6\mathrm{\Omega }_m^3\times `$ (9)
$`{\displaystyle _0^{\chi _h}}𝑑\chi {\displaystyle \frac{g^3}{a^3r^4}}\left[{\displaystyle d^2\mathrm{}\sqrt{Q_3}P(\frac{\mathrm{}}{r},\chi )|W_{\mathrm{}}|^2}\right]^2,`$
where $`Q_3=(42^n)/(1+2^{n+1})`$ and $`n`$ is the linear power spectral index at scale $`k=\mathrm{}/r`$. While more accurate approximations for third order statistics now exist (see van Waerbeke et al. 2001 and reference therein), the present one suffices for our purpose.

Figure 5 shows the skewness as a function of scale for the same cosmological models considered in Figure 2. The skewness is only weakly dependent on the angular scale $`\theta `$, but depends more strongly on $`\mathrm{\Omega }_m`$ and $`w`$.

The computation of the exact error for $`S_3`$ is challenging as it depends on sixth order terms, which are difficult to compute in the non-linear regime. Instead, we compute the rms error for a gaussian field (in which case $`S_3=0`$) and introduce a multiplicative factor $`f_{ng}`$ to correct for non-Gaussianity of the convergence field and obtain

$$(\mathrm{\Delta }S_3)^2=\frac{15}{N_c}\frac{\left[f_{ng}^{\frac{2}{3}}\kappa ^2+\sigma _\kappa ^2/(n_gA_c)\right]^3}{\kappa ^2^2},$$
(10)
where $`A_c=\pi \theta ^2`$ is the cell solid angle, $`N_c=A/A_c`$ is the number of cells which are assumed to be independent, and $`A`$ is the total solid angle of the survey. The rms dispersion of the convergence arising from the intrinsic dispersion of the galaxy ellipticities and from measurement noise is related to the associated rms shear by $`\sigma _\kappa ^2=\sigma _\gamma ^2`$. The non-gaussian correction factor only applies to the cosmic variance term (first term) since the noise term can be assumed to be gaussian. It is set to $`f_{ng}2`$, as estimated by White & Hu (2000) who compared gaussian estimates with errors derived from (noise-free) numerical simulations.

The resulting errors for SNAP wide survey are shown in Figure 5, for the fiducial $`\mathrm{\Lambda }`$CDM model. The sensitivity afforded by this survey will allow us to easily distinguish between these models via the skewness.

## 7 Constraints on Cosmological Parameters

### 7.1 Fisher Matrix

The constraints which can be set on cosmological parameters can be estimated using the Fisher matrix (eg. Hu & Tegmark 1999)

$$F_{ij}=\frac{\mathrm{ln}}{p_ip_j}$$
(11)
where $``$ is the Likelihood function, and $`p_i`$ is a set of model parameters. The inverse $`𝐅^1`$ provides a lower limit for the covariance matrix of the parameters.

For a measurement of the power spectrum this reduces to,

$$F_{ij}=\underset{\mathrm{}}{}(\mathrm{\Delta }C_{\mathrm{}})^2\frac{C_{\mathrm{}}}{p_i}\frac{C_{\mathrm{}}}{p_j},$$
(12)
where the summation is over modes $`\mathrm{}`$ which can be reliably measured. Note that this expression assumes that the errors are gaussian and that the multipoles are not correlated. These effects have been shown to increase the errors on cosmological parameters by only about 15% (Cooray & Hu 2001) and have been neglected here.

Since the measurement of the skewness on different scales are strongly correlated, we conservatively consider only one scale $`\theta =2^{}`$ to compute the constraints from $`S_3`$. The associated fisher matrix is then

$$F_{ij}=(\mathrm{\Delta }S_3)^2\frac{^2S_3}{p_ip_j}.$$
(13)
The joint constraints from the power spectrum combined with the skewness can be computed by adding the respective Fisher matrices.

### 7.2 Baseline surveys

Figure 6 shows the joint constraints on $`w`$ and $`\mathrm{\Omega }_m`$ which can be derived from the wide and deep wide surveys. The contours correspond to the 68% confidence level and have been marginalized over $`h`$, $`n`$ and $`\mathrm{\Omega }_b`$. A COBE prior for the power spectrum normalization $`\delta _h`$ of 7% rms (Bunn & White 1997) was also assumed and marginalized over. The range of scales considered to evaluate the power spectrum is $`10<\mathrm{}<2\times 10^5`$.

Clearly, the wide survey provides stronger constraints than the deep survey, even though its observing time is 6.4 times shorter. This follows from the fact that the increased surface density of resolved galaxies in the deep survey does not compensate for its smaller area. This can be seen by comparing the error bars for the power spectrum from each survey (see Figure 3 and the discussion in §3).

### 7.3 Survey Strategy

It is instructive to study the dependence of these constraints on the survey geometry. Figure 7 shows how the constraints on $`\mathrm{\Omega }_m`$ and $`w`$ change as the survey area $`A`$ is halved or doubled, while the depth of the survey is kept as that of the wide survey (see parameters for the wide survey in Table 1). As expected, the contours scale simply as $`A^{1/2}`$ in this case.

More realistically, Figure 8 shows the same contours, but this time keeping the survey observing time constant to $`t_{\mathrm{tot}}=5`$ months, the allocated time for the wide survey. This amounts to a trade-off between area and depth for a fixed observing time. The survey parameters for each of the 150, 300 and 600 deg2 cases are listed in table 1, with entries ‘Wide$``$’, ‘Wide’ and ‘Wide+’, respectively. As can be seen on the figure, the constraints do not improve as fast as in the earlier case. Doubling the survey area from 300 to 600 deg2, while reducing the depth correspondingly, leads to an improvement on the precision of $`w`$ of only about 10%.

A wider and shallower survey is therefore preferred compared to the nominal wide survey, but does not provide a substantial improvement. As explained in Paper I, the shallowness of the survey is limited by the finite telemetry bandwidth of the spacecraft, and can not be increased without performing lossy data compression or modification of the hardware. Moreover, a shallower survey will limit our ability to measure the redshift dependence of the lensing power spectrum (see §5.3 and §7.4 below). These considerations led to the choice of the baseline survey strategy of the SNAP wide survey (see Paper I).

### 7.4 Tomography

As discussed in §5.3, the constraints can be improved by studying the redshift dependence of the lensing power spectrum. This can be done by subdividing the galaxy sample into several redshift bins using photometric redshifts.

Figure 9 shows how the constraints on $`w`$ and $`\mathrm{\Omega }_m`$ improve when the galaxies in the SNAP wide survey are split into 2 and 3 redshift bins. The redshift distribution $`n(z)`$ of each bin are those in the bottom left panel in Figure 1. The parameters for these distributions are listed in Table 1. The constraints on both $`w`$ and $`\mathrm{\Omega }_m`$ improve by about a factor of 2 in precision when 2 bins are used instead of 1. The gain from additional bins is not very significant. This results agrees with the conclusions of Huterer (2001) and Hu (2001) who considered more generic cases and simpler redshift distributions. Note that our analysis includes the effect of photometric redshift errors and of the resulting leakage from one bin to the other (see overlapping tails in Figure 1).

### 7.5 Skewness

As discussed in §6, another way of improving the cosmological constraints is to also include a measurement of the skewness $`S_3`$. Figure 10 shows the contours on the $`\mathrm{\Omega }_m`$-$`w`$ plane corresponding to the use of the power spectrum with and without tomography (with two redshift bins) and with and without skewness. As discussed in §13, a measurement of $`S_3`$ at the single scale of $`\theta =2^{}`$ is conservatively considered. The addition of the skewness improves the precision on $`\mathrm{\Omega }_m`$ by a little less than a factor of 2, but does not appreciably improve the precision of $`w`$. The former arises from the well known fact that a measurement of $`S_3`$ helps to break the degeneracy between the power spectrum normaliszation and $`\mathrm{\Omega }_m`$ (Bernardeau et al. 1997).

The improvements on both $`\mathrm{\Omega }_m`$ and $`w`$ from the inclusion of the skewness are however overwhelmed by the corresponding improvements derived from tomography. This shows that tomography is more powerful than the skewness to study dark energy, at least for conditions similar to that of the SNAP wide survey. Note that our treatment of the skewness using the Fisher matrix provides a lower limit for the parameter errors, since the error of the skewness is non-gaussian (this is also true for the power spectrum). This conclusion will thus be a fortiori true for a full non-gaussian treatment of the skewness error. The combined constraints using both tomography and skewness are also displayed in Figure 10.

### 7.6 Comparison with Constraints from Supernovae

The results described above show that weak lensing provides powerful contraints on dark energy which can be compared with those derived with other methods. Figure 11 compares the constraints from weak lensing to those from supernovae. The filled weak lensing contours include tomography (with 2 redshift bins), the skewness, and the COBE normalization prior. The broad contours correspond to the current constraints from 42 supernovae (Perlmutter et al. 1999). The expected constraints derived from supernovae found in the SNAP deep survey are also shown (Perlmutter et al. 2003). Note that these authors have marginalised over the time derivative $`w^{}`$ of $`w`$, and have thus not assumed that $`w`$ was constant as we have done. In addition, their constraints, unlike ours, include uncertainties due to systematics (see discussion on systematics in §8). As before, all contours correspond to 68% confidence levels.

The SNAP weak lensing survey will clearly greatly improve upon the current supernovae constraints on $`w`$. It will also yield constraints which are comparable and somewhat orthogonal to those derived from the SNAP deep surpernovae survey. Note however that the SNAP weak lensing survey is obtained from 5 months of observations rather than 32 months for the deep supernovae survey.

The unfilled contours in figure 11 show the effect of dropping the COBE prior for the weak lensing constraints. The precision for $`\mathrm{\Omega }_m`$ is hardly affected, but that for $`w`$ is degraded by about 50%. Note that the above conclusions are contingent on the fact that lensing systematic uncertainties are subdominant. This will be discussed in the next section.

## 8 Conclusions

We have studied the capability of a wide-field space telescope to measure cosmological parameters with weak gravitational lensing. For this purpose, we have used the results of the image simulations described in Paper II to estimate the sensitivity of the lensing shear for several survey strategies, using the SNAP mission as a concrete example. By combining the power spectrum measured in several redshift bins and the skewness of the convergence field, we find that the SNAP wide survey will provide a measure $`w`$ and $`\mathrm{\Omega }_m`$ with a 68%CL uncertainty of approximately 12% and 1.5% respectively. These errors include marginalization over other parameters ($`h`$, $`A`$, $`n`$ and $`\mathrm{\Omega }_b`$) using COBE priors for the power spectrum normalization $`\delta _h`$ and assume a flat universe, but neglect systematics (see discussion below). These constraints are comparable and nearly orthogonal to those derived from supernovae in the SNAP deep survey. The constraints on $`w`$ and $`\mathrm{\Omega }_m`$ degrade by a factor of about 2 in the absence of tomography, but are not affected very much if the skewness only is dropped.

We also studied how the constraints on these parameters depend on the survey strategy. We found that, for a fixed observing time of 5 months, they improve slowly if the survey is made wider and shallower. This, combined with the limits imposed by the spacecraft telemetry, confirms the choice of the nominal parameters for the SNAP wide survey.

Note that our analysis relies on a number of assumptions. We first assumed that systematic errors are sub-dominant compared to statistical errors. The level of systematics will be greatly reduced for SNAP, as compared to ground based surveys, thanks to the absence of the atmospheric seeing and due to the stable thermal orbit of the spacecraft. This is confirmed by our assessment of the systematics for the SNAP design described in Paper I. Further instrument and image simulations are however required to confirm these estimates. In addition, the SNAP optical and near-IR filter set will allow us to test and limit the impact of intrinsic galaxy alignements using photometric redshifts (see Heavens 2001 for a review).

We also assumed that the errors for the power spectrum and skewness are gaussian, and thus that the fisher matrix provides good estimates of the errors. We also neglected potential cross talks between the power spectra in different redshift bins. While these effect are not expected to have a large influence on our error estimates (see White & Hu 2000), these approximations ought to be tested in the future using N-body simulations.

Another potential limitation arises from the theoretical uncertainties inherent in the computation of the matter power spectrum and bispectrum (see discussion in Huterer 2001; van Waerbeke et al. 2001). Huterer indeed remarked that significant differences exist between the different available formulae for the non-linear corrections to the matter power spectrum (eg. Peacock & Dodds 1996; Ma et al. 1999) in QCDM models. Larger and more accurate N-body simulations of QCDM models are needed to improve the accuracy of the fitting functions and to establish whether the finite accuracy of the theoretical predictions will be a limitation for the precision reached by future instruments.

Our work demonstrates that weak lensing is a powerful probe of both dark matter and dark energy. The complementarity of the constraints derived from weak lensing and supernovae validates the integration of both techniques in the science goals for SNAP. A joint analysis of the constraints which can be derived from weak lensing, supernovae and CMB anisotropies on both $`w`$ and its evolution is left to future work.

We thank Dragan Huterer for useful discussions and for sharing his results for comparison. We are grateful to Eric Linder for detailed comments on the manuscript and for fruitful discussions. The authors have also benefitted from numerous discussions with the members of the SNAP collaboration. AR was supported in Cambridge by a PPARC Advanced Fellowship and by a Wolfson College Research Fellowship. The authors acknowledge the Sackler fund in Cambridge for travel allowances.