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# 1 Introduction

## 1 Introduction

It is believed that supersymmetric field theories have a rich structure which make it possible to study some nonperturbative dynamics of the theory such as gaugino condensation or confinement and chiral symmetry braking exactly (for a review, see e.g ). This is mainly because one can find the exact form of the effective superpotential and thereby the structure of supersymmetric vacuum.

Recently an interesting step toward describing the vacuum structure, as well as low energy coupling for a wide class of $`𝒩=1`$ supersymmetric gauge theories was given by Dijkgraaf and Vafa . Motivated by earlier works - these authors have conjectured that the exact superpotential and gauge coupling for these $`𝒩=1`$ theories can be obtained using perturbative computations in a related matrix model. Given an $`𝒩=1`$ SYM with a tree level superpotential, the potential of the corresponding matrix model is given in terms of the gauge theory tree level superpotential. This conjecture has been verified using superspace perturbation formalism  or anomalies .

More recently, in another attempt to study exact results in three dimensions, the authors of  have considered $`𝒩=2U(N)`$ supersymmetric gauge theory deformed by a tree level superpotential on $`R^3\times S^1`$.333The compactification of the $`𝒩=2`$ SYM theory to three dimensions was considered in . For further discussions see for example -. In fact, based on earlier works , they have observed that the vacuum structure of the theory can be described using an integrable model that underlies the four dimensional theory which in their case is the periodic Toda lattice based on the root system of the affine Lie algebra $`A_{N1}^{(1)}`$.444The relation between $`𝒩=2`$ SYM theories and integrable system was discussed in several papers including -. For recent discussion in this direction and its relation with Dijkgraaf-Vafa conjecture see also . More precisely the authors of  have conjectured that if the classical superpotential is $`\mathrm{Tr}W(\varphi )`$, then the quantum superpotential is given by $`\mathrm{Tr}W(M)`$, where $`M`$ is the Lax matrix of the corresponding integrable model. They have also shown that the structure of the supersymmetric vacuum can also be studied in this framework, in particular it was shown that the vacuum structure of $`SU(N)`$ gauge theory can be lifted to that of $`SU(KN)`$ gauge theory.

It is the aim of this article to further investigate this proposal. In fact we will see that the proposal also works for $`𝒩=2`$ SYM theory with $`SO/SP`$ gauge groups. In this case the integrable model is also given in terms of the periodic Toda lattice, though in the case of nonsimply laced group one needs to work with the dual gauge group where the short roots and long roots are exchanged .

The paper is organized as follows. In section 2 we shall review some field theory aspects of $`𝒩=2`$ $`SO(2N)`$ supersymmetric gauge theory on $`R^3\times S^1`$ and its reduction to three dimensions as well. In section 3 we will demonstrate the way in which the effective superpotential can be obtained for $`𝒩=2`$ $`SO(2N)`$ supersymmetric gauge theory on $`R^3\times S^1`$ deformed by a tree level superpotential $`W`$. This has been done by making use of an integrable system. In fact we will see that the Lax matrix of the corresponding integrable model plays an essential role. In section 4 we shall show that the lifting of supersymmetric vacua of $`SO(2N)`$ to $`SO(2KN2K+2)`$ can also be understood in the context of integrable model. In the section 5 the same scenario has been applied for $`SO(2N+1)`$ and $`SP(2N)`$ gauge groups. The last section is devoted to conclusion and comments.

## 2 Field theory description

### 2.1 Three dimensional $`𝒩=2SO(2N)`$ SYM theory

In this section we shall consider $`𝒩=2`$ $`SO(2N)`$ supersymmetric gauge theory in three dimensions. Having a gauge theory one should deal with the vector multiplet of three dimensional SUSY theory.

The vector multiplet $`V`$, of three dimensional $`𝒩=2`$ supersymmetric theory contains the gauge field, an adjoint scalar and two real fermion gauginos which can be combined into a complex fermion. The chiral/anti-chiral field strengths are defined by $`W_\alpha =\frac{1}{4}\overline{D}^2e^VD_\alpha e^V`$ and $`\overline{W}_\alpha =\frac{1}{4}D^2e^V\overline{D}_\alpha e^V`$, and the kinetic term of the classical action is given by

$$\frac{1}{g_3^2}d^3xd^2\theta \mathrm{Tr}(W^\alpha W_\alpha )+\mathrm{h}.\mathrm{c}..$$
(1)
The theory has a Coulomb branch where the real scalar $`\varphi `$, which is taken in the Cartan subalgebra of the gauge group, gets an expectation value. In a generic point of the moduli space the gauge group is broken to the Cartan subgroup where the gauge group is $`U(1)^N`$, while at the boundaries of the Weyl chamber there is classically enhanced gauge symmetry.

The $`U(1)^N`$ gauge fields, in the bulk of Coulomb branch, can be dualized to scalars, $`F_{\mu \nu }^a=ϵ_{\mu \nu \rho }^\rho \sigma ^a,a=1,\mathrm{}N`$. The $`\sigma ^a`$ which parameterize the Cartan torus of the gauge group, can be combined with the $`\varphi ^a`$ into chiral superfield $`\mathrm{\Phi }^a`$ whose scalar components are $`\varphi ^a+i\sigma ^a`$. One can also think about this theory as compactification of four dimensional $`𝒩=1`$ gauge theory in which $`\varphi `$ can be thought of as the component of the gauge field in the reduced direction.

For three dimensional $`𝒩=2`$ gauge theory one expects to get a superpotential. The nonperturbative contribution is due to three dimensional instantons which are monopoles in the four dimensional theory. These three dimensional instantons are associated with $`\pi _2`$ and since $`\pi _2(SO(2N))=0`$ there can only be instantons in the Coulomb branch where the gauge group is broken to $`U(1)^N`$ and one has $`\pi _2(SO(2N)/U(1)^N)=Z^N`$. Therefore there are $`N`$ independent fundamental instantons associated with the simple roots of the gauge group. Their contribution to the nonperturbative superpotential is given by

$$W=\underset{i=1}{\overset{N1}{}}e^{\frac{\varphi _i\varphi _{i+1}}{g_3^2}}+e^{\frac{\varphi _{N1}+\varphi _N}{g_3^2}}.$$
(2)
### 2.2 Four dimensional SYM theory on $`R^3\times S^1`$

If we think about this three dimensional theory as a theory which comes from reduction of a four dimensional $`𝒩=1`$ gauge theory on a circle of radius $`R`$ with $`g_3^2=Rg_4^2`$, the superpotential develops an $`R`$ dependent term  which in the case of $`SO(2N)`$ gauge theory is given by

$$W=\underset{i=1}{\overset{N1}{}}e^{\frac{\varphi _i\varphi _{i+1}}{g_3^2}}+e^{\frac{\varphi _{N1}+\varphi _N}{g_3^2}}+\gamma e^{(\frac{\varphi _1+\varphi _2}{g_3^2})}.$$
(3)
where $`\gamma =e^{1/Rg_3^2}`$. From group theory point of view the last term corresponds to the extra node one can add to the Dynkin diagram to make an affine Dynkin diagram. The three dimensional theory is obtained in the limit of $`R0`$ while the four dimensional theory is recovered in large $`R`$ limit.

The theory could also have a mass term for real scalar fields $`\varphi _i`$’s and therefore the whole superpotential reads

$$W=\frac{1}{2}m\underset{i=1}{\overset{N}{}}\varphi _i^2+\underset{i=1}{\overset{N1}{}}e^{\frac{\varphi _i\varphi _{i+1}}{g_3^2}}+e^{\frac{\varphi _{N1}+\varphi _N}{g_3^2}}+\gamma e^{(\frac{\varphi _1+\varphi _2}{g_3^2})},$$
(4)
which under a field redefinition can be recast to the following form

$$W=\frac{1}{2}m\underset{i=1}{\overset{N}{}}\varphi _i^2+m\underset{i=0}{\overset{N}{}}y_0,$$
(5)
where

$$my_0=\gamma e^{(\frac{\varphi _1+\varphi _2}{g_3^2})},my_N=e^{\frac{\varphi _{N1}+\varphi _N}{g_3^2}},my_i=e^{\frac{\varphi _i\varphi _{i+1}}{g_3^2}}\mathrm{for}i=1,\mathrm{}N1.$$
(6)
We note, however, that there is a constraint on the variables $`y_i`$ which is

$$\underset{i=0}{\overset{N}{}}y_i\underset{j=2}{\overset{N2}{}}y_j=\gamma m^{(2N2)}=\mathrm{\Lambda }^{4N4},$$
(7)
with $`\mathrm{\Lambda }`$ being the dynamical scale. Therefore one needs to impose this constraint in the superpotential using a Lagrange multiplier $`L`$, as

$$W=\frac{1}{2}m\underset{i=1}{\overset{N}{}}\varphi _i^2+m\underset{i=0}{\overset{N}{}}y_0+L\mathrm{log}\left(\frac{\mathrm{\Lambda }^{4N4}}{_{i=0}^Ny_i_{j=2}^{N2}y_j}\right).$$
(8)
We could also consider the theory with a general classical superpotential given by a holomorphic function $`W(\mathrm{\Phi })`$ on $`R^3\times S^1`$. Then the question would be how one can find the exact superpotential in this case. In the next section we will study this problem using the fact that this model is related to an integrable model.

## 3 Quantum superpotential

In this section we would like to study the exact superpotential of $`𝒩=1SO(2N)`$ SYM theory on $`R^3\times S^1`$ which can be obtained from $`𝒩=2`$ Seiberg-Witten model deformed by a classical superpotential $`d^4xd^2\theta W(\mathrm{\Phi })`$. To do this we note that the Seiberg-Witten model is related to an integrable system which is the periodic Toda lattice .

The periodic Toda lattice associated to $`SO(2N)`$ gauge group is given by the following Hamiltonian

$$H=\frac{1}{2}\underset{i=1}{\overset{N}{}}p_N^2+\underset{i=0}{\overset{N}{}}V_i,$$
(9)
where

$$\begin{array}{cc}V_i=\mathrm{\Lambda }^2e^{q_iq_{i+1}}\hfill & \mathrm{for}i=1,\mathrm{},N1,\hfill \\ & \\ V_N=\mathrm{\Lambda }^2e^{q_{N1}+q_N},\hfill & V_0=\mathrm{\Lambda }^2e^{(q_1+q_2)},\hfill \end{array}$$
(10)
here $`q_i`$ are coordinates and $`p_i`$ are their corresponding momenta, and $`\mathrm{\Lambda }^2`$ is a parameter which will play the role of the dynamical scale in the gauge theory side. This model is an integrable model which means that there exists a Lax pair given by two matrices $`M_{2N\times 2N}`$ and $`A_{2N\times 2N}`$ that are functions of coordinates and momenta such that evolution of the theory can be described by the Lax equation

$$\frac{M}{t}=[M,A].$$
(11)
The Lax matrix $`M`$, for $`SO(2N)`$ group is given by

$`M=\left(\begin{array}{cccccccccc}p_1& V_1& & & & & & & z& 0\\ 1& p_2& V_2& & & & & & & z\\ 0& 1& & & & & & & & \\ & & & & V_{N1}& V_N& & & & \\ & & & 1& p_n& 0& V_N& & & \\ & & & 1& 0& p_N& V_{N1}& & & \\ & & & & 1& 1& p_{N1}& V_{N2}& & \\ & & & & & & 1& & & \\ \frac{V_0}{z}& & & & & & & & & V_1\\ 0& \frac{V_0}{z}& & & & & & & 1& p_1\end{array}\right).`$
We note also that there is a constraint on $`V_i`$’s, namely $`_{i=0}^NV_i_{i=2}^{N2}V_i=\mathrm{\Lambda }^{4N4}`$. To make a connection with our discussion in the previous section it is useful to make a change of variable in which $`p_i=\varphi _i`$ and $`V_i=y_i`$. In particular we note that

$$\mathrm{Tr}(M^2)=4(\frac{1}{2}\underset{i=1}{\overset{N}{}}\varphi _i^2+\underset{j=0}{\overset{N}{}}y_i)$$
(12)
which is the same as (8) up to a factor of two which is because of $`Z_2`$ symmetry of the root system of $`SO(2N)`$. In fact this is a special case of the proposal made in , namely the quantum superpotential can be obtained from the classical one by replacing $`\varphi `$ with the Lax matrix $`M`$

$$𝑑x^4d^2\theta W(\mathrm{\Phi })𝑑x^4d^2\theta W(M).$$
(13)
Of course to compare this with the gauge theory result one needs to identify the integrable system parameters $`(p_i,q_i)`$ with the gauge theory fields as what we have done in equation (12). Finally we note that the spectral parameter $`z`$, does not appear in the quantum potential as long as we consider the classical superpotential with powers less than $`2N2`$. For a potential with a term of $`\mathrm{Tr}(\varphi ^{2N2})`$ one finds a constant $`z`$ dependent term in the form of $`(4N4)(z+\frac{\mathrm{\Lambda }^{4N4}}{z})`$ which, following , we will simply drop!

### 3.1 An example

To see how the proposal works for the $`SO(2N)`$ gauge theory, let us consider the theory with the gauge group $`SO(8)`$ with tree level superpotential

$$W=\frac{g_2}{2}\mathrm{Tr}(\varphi ^2)+\frac{g_4}{4}\mathrm{Tr}(\varphi ^4).$$
(14)
The corresponding Lax matrix for gauge group $`SO(8)`$ is given by

$$M=\left(\begin{array}{cccccccc}\varphi _1& y_1& 0& 0& 0& 0& z& 0\\ 1& \varphi _2& y_2& 0& 0& 0& 0& z\\ 0& 1& \varphi _3& y_3& y_4& 0& 0& 0\\ 0& 0& 1& \varphi _4& 0& y_4& 0& 0\\ 0& 0& 1& 0& \varphi _4& y_3& 0& 0\\ 0& 0& 0& 1& 1& \varphi _3& y_2& 0\\ \frac{y_0}{z}& 0& 0& 0& 0& 1& \varphi _2& y_1\\ 0& \frac{y_0}{z}& 0& 0& 0& 0& 1& \varphi _1\end{array}\right),$$
(15)
The Seiberg-Witten curve is obtained from the spectral curve given by $`det(x\mathrm{𝟏}M)=0`$ which reads555The Seiberg-Witten curve for $`SO(2N)`$ SYM theory was first obtained in .

$$x^2(z+\frac{\mathrm{\Lambda }^{12}}{z})\frac{1}{4}(x^8u_2x^6+\mathrm{}+u_8)=0,$$
(16)
where $`y_2_{i=0}^4y_i=\mathrm{\Lambda }^{12}`$.

Following  the effective superpotential reads

$$W_{\mathrm{eff}}=\frac{g_2}{2}\mathrm{Tr}(M^2)+\frac{g_4}{4}\mathrm{Tr}(M^4)+2L\mathrm{log}\left(\frac{\mathrm{\Lambda }^{12}}{y_2^2_{i=0}^4y_i}\right).$$
(17)
Here we have also imposed the constraint on $`y_i`$’s using a Lagrange multiplier $`L`$. The equations of motion for $`\varphi _i`$’s are given by

$`W^{}(\varphi _1)+g_4(y_1\varphi _2y_0\varphi _2+2y_1\varphi _1+2y_0\varphi _1)`$ $`=`$ $`0,`$ (18)
$`W^{}(\varphi _2)+g_4(y_2\varphi _3+y_1\varphi _1y_0\varphi _1+2y_1\varphi _2+2y_2\varphi _2+2y_0\varphi _2)`$ $`=`$ $`0,`$ (19)
$`W^{}(\varphi _3)+g_4(y_3\varphi _4y_4\varphi _4+y_2\varphi _2+2y_3\varphi _3+2y_4\varphi _3+2y_2\varphi _3)`$ $`=`$ $`0,`$ (20)
$`W^{}(\varphi _4)+g_4(y_3\varphi _3y_4\varphi _3+2y_3\varphi _4+2y_4\varphi _4)`$ $`=`$ $`0,`$ (21)
where $`W^{}(\varphi _i)=g_2\varphi _i+g_4\varphi _i^3`$, while the equations of motion for $`y_i`$’s read

$`g_2+g_4(y_0+y_2+3y_1+\varphi _2^2+\varphi _1^2\varphi _1\varphi _2)`$ $`=`$ $`Ly_0^1,`$ (22)
$`g_2+g_4(y_1+y_2+3y_0+\varphi _2^2+\varphi _1^2+\varphi _1\varphi _2)`$ $`=`$ $`Ly_1^1,`$ (23)
$`g_2+g_4(y_2+y_1+y_3+y_4+y_0+\varphi _3^2+\varphi _2^2+\varphi _2\varphi _3)`$ $`=`$ $`2Ly_2^1,`$ (24)
$`g_2+g_4(y_3+y_2+3y_4+\varphi _3^2+\varphi _4^2+\varphi _3\varphi _4)`$ $`=`$ $`Ly_3^1,`$ (25)
$`g_2+g_4(y_4+y_2+3y_3+\varphi _3^2+\varphi _4^2\varphi _3\varphi _4)`$ $`=`$ $`Ly_4^1.`$ (26)
Moreover the equation of motion of $`L`$ gives $`y_2_{i=1}^4y_i=\mathrm{\Lambda }^{12}`$.

Any solution of these equations would lead to a supersymmetric vacuum of the theory. In particular one could consider solutions with $`\varphi _1=\varphi _4=0`$, $`\varphi _2=\varphi _3=\varphi `$ and $`y_i=y`$ for $`i2`$. In this case we are left with the following equations for $`\varphi ,y`$ and $`y_2`$

$`W^{}(\varphi )+g_4(4y+3y_2)\varphi `$ $`=`$ $`0,`$ (27)
$`g_2+g_4(y_2+4y+\varphi ^2)`$ $`=`$ $`{\displaystyle \frac{L}{y}},`$ (28)
$`g_2+g_4(y_2+4y+3\varphi ^2)`$ $`=`$ $`{\displaystyle \frac{2L}{y_2}}.`$ (29)
Let us first study a situation where $`\varphi =0`$. For this case one finds

$$\varphi _i=0,y_2=2y,y_i=y\mathrm{for}i=0,1,3,4,L=y(g_2+6g_4y).$$
(30)
where $`y=\frac{1}{2^{1/3}}\mathrm{\Lambda }^2`$. This solution corresponds to the case where classically the gauge group remains unbroken and thus we get maximally confining vacuum.

Plugging this solution into the effective superpotential (17) one finds

$$W_{\mathrm{eff}}=6(2^{2/3}g_2\mathrm{\Lambda }^2+\mathrm{3\hspace{0.33em}2}^{1/3}g_4\mathrm{\Lambda }^4).$$
(31)
Let us now assume that $`\varphi 0`$ then the solution is give by

$$\varphi ^2=(\frac{g_2}{4g_4}+\frac{5}{2}y),y_2=(\frac{g_2}{4g_4}+\frac{1}{2}y),y_i=2\mathrm{for}i=0,1,3,4.$$
(32)
where $`y`$ is obtained from the following equation

$$\frac{1}{2}y^3+\frac{g_2}{4g_4}y^2+\mathrm{\Lambda }^6=0,$$
(33)
which can be solved in power series of $`\mathrm{\Lambda }`$. The result is

$$y=\frac{g_2}{2g_4}8\frac{g_4^2}{g_2^2}\mathrm{\Lambda }^6+256\frac{g_4^5}{g_2^5}\mathrm{\Lambda }^{12}14336\frac{g_4^8}{g_2^8}\mathrm{\Lambda }^{18}+983040\frac{g_4^{11}}{g_2^{11}}\mathrm{\Lambda }^{24}+𝒪(\mathrm{\Lambda }^{28}).$$
(34)
Therefore the effective superpotential (17) for this solution reads

$$W_{\mathrm{eff}}=\frac{g_2^2}{g_4}\left(1+16\frac{g_4^3}{g_2^3}\mathrm{\Lambda }^6128\frac{g_4^6}{g_6^3}\mathrm{\Lambda }^{12}+4096\frac{g_4^9}{g_2^9}\mathrm{\Lambda }^{18}196608\frac{g_4^{12}}{g_2^{12}}\mathrm{\Lambda }^{24}\right)+𝒪(\mathrm{\Lambda }^{28}).$$
(35)
From the solution we found, one can see that this vacuum corresponds to the case where the gauge group is classically broken as $`SO(8)SO(4)\times U(2)`$.

These results should be compared with the 4-dimensional field theory. To do this we note that the 4-dimensional field theory result could be obtained using factorization of the corresponding Seiberg-Witten curve. In general the factorization problem is hard to solve, but for the maximally confining vacuum there is a general solution given by Chebyshev polynomials. For $`SO(N)`$ gauge group the solution is

$$u_{2p}=\frac{\stackrel{~}{h}}{2p}\left(\begin{array}{c}2p\\ p\end{array}\right)\mathrm{\Lambda }^{2p}.$$
(36)
where $`\stackrel{~}{h}`$ is dual Coxeter number of the gauge group. Therefore in our model the effective superpotential reads

$$W_{\mathrm{eff}}=g_2u_2+g_4u_4=6(g_2\mathrm{\Lambda }^2+\frac{3}{2}g_4\mathrm{\Lambda }^4)$$
(37)
which is the same as (31) if we rescale $`\mathrm{\Lambda }2^{1/3}\mathrm{\Lambda }`$. This rescaling can also be understood from the spectral curve we have found using our notation for Lax matrix $`M`$. In fact in comparison with the spectral curve in  we have an extra factor of $`\frac{1}{4}`$ which can be absorbed by a redefinition of $`z`$ and $`\mathrm{\Lambda }`$. Actually one needs to rescale $`zz/4`$ and $`\mathrm{\Lambda }\mathrm{\Lambda }/4^{(4/4N4)}`$ to make our notation as that in . Therefore in the case of $`SO(8)`$ one gets a rescaling factor of $`2^{1/3}`$.

In the case where the gauge symmetry is also broken as $`SO(8)SO(4)\times U(2)`$, the factorization of Seiberg-Witten can also be worked out. In fact this model has been studied in  where the effective superpotential was given in a power series of $`\mathrm{\Lambda }`$ as following

$$W_{\mathrm{eff}}=\frac{g_2^2}{g_4}\left(1+4\frac{g_4^3}{g_2^3}\mathrm{\Lambda }^68\frac{g_4^6}{g_6^3}\mathrm{\Lambda }^{12}+64\frac{g_4^9}{g_2^9}\mathrm{\Lambda }^{18}768\frac{g_4^{12}}{g_2^{12}}\mathrm{\Lambda }^{24}\right)+𝒪(\mathrm{\Lambda }^{28}),$$
(38)
which is the same as $`(\text{35})`$ upon the rescaling of $`\mathrm{\Lambda }2^{1/3}\mathrm{\Lambda }`$, as expected.

Note that if we had considered a $`\frac{g_6}{6}\mathrm{Tr}(\varphi ^6)`$ term in the classical superpotential one would have got the following quantum superpotential

$$W=6(2^{2/3}g_2\mathrm{\Lambda }^2+\mathrm{3\hspace{0.33em}2}^{1/3}g_4\mathrm{\Lambda }^4+\frac{40}{3}g_6\mathrm{\Lambda }^6)+4g_6(z+\frac{\mathrm{\Lambda }^{12}}{z}),$$
(39)
which has a $`z`$ dependent term. We note also that the $`\mathrm{\Lambda }^6`$ term is indeed in agreement with the field theory result coming from (36). Therefore, as we mentioned before, it seems that the $`z`$ dependent term has no contribution and should be dropped , though we do not have any strong physical reason for it.

## 4 $`SO(2KN2K+2)`$ gauge theory from $`SO(2N)`$ theory

It has been shown  that a solution for the massless monopole constraints of the $`SO(2KN2K+2)`$ can be obtained from that of $`SO(N)`$ via Chebyshev polynomials. Since the compactified theory is closely related to an integrable system one might wonder if such a structure could also be seen in this framework. In this section we shall examine this relation using their corresponding integrable systems. In fact we will show that this information is indeed encoded in the structure of the Lax matrix of both theories. Actually our discussion in this section is parallel to that in  where the lifting from $`SU(N)`$ to $`SU(KN)`$ was studied.

Consider the following $`2KN\times 2KN`$ matrix made out of the Lax matrix of the $`SO(2N)`$ periodic Toda lattice

$`M_{2KN}=`$ (40)
(41)
$`\left(\begin{array}{cccccccccccc}\varphi _1& y_1& & & & & & & & & z& 0\\ 1& & & & & & & & & & 0& z\\ & & & y_{N1}& y_N& & & & & & & \\ & & 1& \varphi _N& 0& y_N& & & & & & \\ & & 1& 0& \varphi _N& y_{N1}& & & & & & \\ & & & 1& 1& & & & & & & \\ & & & & & & & & & & & \\ & & & & & & & y_1& y_0& & & \\ & & & & & & 1& \varphi _1& 0& y_0& & \\ & & & & & & 1& 0& \varphi _1& y_1& & \\ & & & & & & & 1& 1& & & \\ & & & & & & & & & & & & \\ {\displaystyle \frac{y_0}{z}}\hfill & 0& & & & & & & & & & y_1\\ 0& {\displaystyle \frac{y_0}{z}}\hfill & & & & & & & & & 1& \varphi _1\end{array}\right).`$
Following  let us define a matrix $`G`$ as

$$G=\mathrm{diag}(1,z^{1/2KN},z^{2/2KN},\mathrm{},z^{(2KN1)/2KN})$$
(42)
and map the matrix $`M`$ into $`\stackrel{~}{M}`$ using a similarity transformation $`\stackrel{~}{M}=GMG^1`$. It can be seen that the obtained matrix $`\stackrel{~}{M}`$ satisfies $`S\stackrel{~}{M}S^1=\stackrel{~}{M}`$, where

$$S=\left(\begin{array}{cc}0& I_{2(K1)N}\\ I_{2N}\end{array}\right)$$
(43)
is a matrix that generates a cyclic permutation of order $`2N`$ on $`2KN`$ elements. For the later use we note that the eigenvectors of $`S`$ are $`2KN`$-dimensional space which is a direct sum of $`K`$ $`2N`$-dimensional subspaces labeled by a different $`Kth`$ root of unity $`e^{\frac{2r\pi i}{2N}}`$. Thus a basis for eigenvectors of $`S`$ might be recast to $`v_r^j=v^j(1,e^{\frac{2r\pi i}{2N}},e^{\frac{4r\pi i}{2N}},\mathrm{},e^{\frac{(K1)r\pi i}{2N}})`$ for $`j=1,2,\mathrm{},2N`$.

Now the task is to show that the $`M_{2KN}`$ is somehow related to the proper Lax matrix of the $`SO(2KN2K+2)`$ gauge group. The invariance under cyclic permutation ensures that the equations resulting from $`\stackrel{~}{M}_{2KM}`$ collapse to those resulting from $`M_{2N}`$. In order to find the spectral curve resulting from $`M_{2KN}`$, we note that the matrix $`\stackrel{~}{M}`$ can explicitly be written as the following

$$\stackrel{~}{M}=\left(\begin{array}{ccccccc}A& B& 0& .& .& .& C\\ C& A& B& 0& .& .& 0\\ 0& C& A& B& .& .& .\\ .& .& .& .& .& .& B\\ B& 0& 0& 0& .& C& A\end{array}\right)$$
(44)
where $`A,B`$ and $`C`$ are $`2N\times 2N`$ matrices given by

$`A=\left(\begin{array}{cccccccc}\varphi _1& \frac{y_1}{z^{1/2KN}}& & & & & & 0\\ z^{1/2KN}& & & & & & & \\ & & & \frac{y_{N1}}{z^{1/2KN}}& {\displaystyle \frac{y_N}{z^{1/KN}}}\hfill & & & & \\ & & & \varphi _N& 0& \frac{y_N}{z^{1/KN}}& & \\ & & z^{1/KN}& 0& \varphi _N& \frac{y_{N1}}{z^{1/2KN}}& & \\ & & & z^{1/KN}& & & & \\ & & & & & & & \\ & & & & & & & \frac{y_1}{z^{1/2KN}}\\ 0& & & & & & & \varphi _1\end{array}\right),`$
$$B=y_0z^{1/KN}\left(\begin{array}{cccc}0& .& .& 0\\ .& .& .& .\\ 1& 0& .& 0\\ 0& 1& .& 0\end{array}\right),C=z^{1/KN}\left(\begin{array}{cccc}0& .& 1& 0\\ 0& .& 0& 1\\ .& .& .& .& \\ 0& .& .& 0\end{array}\right).$$
(45)
Since the matrix $`\stackrel{~}{M}`$ commutes with $`S`$ one can use the basis of eigenvectors of $`S`$ to diagonalize it and thereby to compute its determinant in terms of $`A,B`$ and $`C`$ matrices as the following

$$det(\stackrel{~}{M})=\underset{t=1}{\overset{K}{}}det(A+e^{\frac{2i\pi t}{K}}B+e^{\frac{2i\pi t}{K}}C).$$
(46)
By making use of this relation, let us now evaluate the spectral curve coming from the auxiliary Lax matrix $`\stackrel{~}{M}`$. From the structure of matrix $`\stackrel{~}{M}`$ one finds

$$det(x\mathrm{𝟏}\stackrel{~}{M})=\underset{t=1}{\overset{K}{}}\left[P_{2N}(x)x^2\left(e^{\frac{2t\pi i}{K}}z^{\frac{1}{t}}+\eta ^2e^{\frac{2t\pi i}{K}}z^{\frac{1}{t}}\right)\right]+x^{2K}(z+\frac{\lambda ^{4KN4K}}{z})=0,$$
(47)
where $`\eta `$ is a $`2K`$-th root of unity. Note that the $`x`$-dependent factor in front of the $`z`$ term comes from the fact that the matrix $`\stackrel{~}{M}`$ is made out of $`K`$ copies of the $`SO(2N)`$ Lax matrix in such a way that each one contributes a factor of $`x^2`$ and therefore altogether we get $`x^{2K}`$. We note also that the first term in the above expression, by construction, is $`z`$-independent. So one can fix it with a proper value for $`z`$. Indeed setting $`z=i|\mathrm{\Lambda }^{2KN2K}|`$ the first term can be written as

$`P_{2KN}(x)`$ $`=`$ $`{\displaystyle \underset{t=1}{\overset{K}{}}}\left[P_{2N}(x)x^2\eta \mathrm{\Lambda }^{2N2}\left(e^{i\pi \frac{4t1}{2K}}+e^{i\pi \frac{4t1}{2K}}\right)\right]`$ (48)
$`=`$ $`2^kx^{2K}\eta ^K\mathrm{\Lambda }^{2KN2K}{\displaystyle \underset{t=1}{\overset{K}{}}}\left[{\displaystyle \frac{P_{2N}(x)}{2x^2\eta \mathrm{\Lambda }^{2N2}}}\mathrm{cos}\left(\pi {\displaystyle \frac{4t1}{2K}}\right)\right]`$ (50)
$`=`$ $`2x^K\eta ^K\mathrm{\Lambda }^{2NK2K}T_K\left({\displaystyle \frac{P_{2N}(x)}{2\eta x^2\mathrm{\Lambda }^{2N2}}}\right),`$ (52)
where $`T_K(x)`$ is the $`K`$-th Chebyshev polynomial of the first kind. Plugging the final result into the auxiliary spectral curve (47) we get

$$x^{K2}\left\{2x^2\eta ^K\mathrm{\Lambda }^{2NK2K}T_K\left(\frac{P_{2N}(x)}{2\eta x^2\mathrm{\Lambda }^{2N2}}\right)+x^2(z+\frac{\lambda ^{4KN4K}}{z})\right\}=0.$$
(53)
Since in general $`x0`$ we have

$$P_{2KN2K+2}(x)+x^2(z+\frac{\lambda ^{4KN4K}}{z})=0$$
(54)
with

$$P_{2KN2K+2}(x)=2x^2\eta ^K\mathrm{\Lambda }^{2KN2K}T_K\left(\frac{P_{2N}(x)}{2\eta x^2\mathrm{\Lambda }^{2N2}}\right)$$
(55)
which is exactly the spectral curve for $`SO(2KN2K+2)`$ gauge group.

## 5 SYM theory with $`SO(2N+1)`$ and $`SP(2N)`$ gauge groups

### 5.1 $`SO(2N+1)`$

In this section we shall briefly study $`𝒩=2`$ SYM theory with gauge group $`SO(2N+1)`$ on $`R^3\times S^1`$. We note, however, that since the group is nonsimply laced one will have to work with its dual  where the short loots and long roots are exchanged. Therefore the integrable model one should deal with is a periodic Toda lattice based on the root system of dual gauge group  which for the case of $`B_N`$ is given in terms of twisted Kac-Moody algebra $`A_{2N1}^{(2)}`$.

The corresponding Lax matrix $`M`$ can be expressed as the following

$$M=\underset{i=1}{\overset{N}{}}(\varphi _ih_i+y_ie_{\alpha _i}+e_{\alpha _i})+ze_{\alpha _0}+\frac{y_0}{z}e_{\alpha _0},$$
(56)
where $`h_i,e_{\alpha _i}`$ and $`e_{\alpha _0}`$ are generators of Cartan subalgebra, simple roots and affine root respectively. We note also that there is a constraint on $`y_i`$’s given by $`_{j=0}^Ny_j_{i=1}^{N2}y_i=\mathrm{\Lambda }^{4N2}`$.

Using this Lax matrix the Seiberg-Witten curve for the four dimensional $`𝒩=2`$ $`SO(2N+1)`$ SYM theory can be obtained from the spectral curve $`det(x\mathrm{𝟏}M)=0`$ which is666 The Seiberg-Witten curve for gauge group $`SO(2N+1)`$ was first proposed in .

$$x(z+\frac{\mathrm{\Lambda }^{4N2}}{z})+\frac{1}{2}(x^{2N}+u_2x^{2N2}+\mathrm{}+u_{2N})=0.$$
(57)
Let us now consider the theory on $`R^3\times S^1`$ with the following tree level superpotential

$$W=\frac{g_2}{2}\mathrm{Tr}\varphi ^2+\frac{g_4}{4}\mathrm{Tr}\varphi ^4.$$
(58)
According to the proposal (13) the quantum superpotential is given by

$$W=\frac{g_2}{2}\mathrm{Tr}M^2+\frac{g_4}{4}\mathrm{Tr}M^4+2L\mathrm{log}\left(\frac{\mathrm{\Lambda }^{4N2}}{_{j=0}^Ny_j_{i=1}^{N2}y_i}\right),$$
(59)
where $`M`$ is the Lax matrix (56). Moreover we have also imposed the constraint on $`y_i`$ using a Lagrange multiplier $`L`$. This superpotential is a function of $`\varphi _i,y_i`$ and $`L`$.

To be specific let us consider $`SO(9)`$ gauge group. By making use of the explicit form of the Lax matrix $`M`$ and plugging it into the superpotential one can read the equations of motion of $`\varphi _i`$ as the following

$`W^{}(\varphi _1)+g_4(2y_1\varphi _1+y_0\varphi _1+y_1\varphi _2)`$ $`=`$ $`0,`$ (60)
$`W^{}(\varphi _2)+g_4(y_1\varphi _1+2y_1\varphi _2+2y_2\varphi _2+y_2\varphi _3)`$ $`=`$ $`0,`$ (61)
$`W^{}(\varphi _3)+g_4(y_2\varphi _2+2y_2\varphi _3+2y_3\varphi _3+2y_4\varphi _3+y_3\varphi _4y_4\varphi _4)`$ $`=`$ $`0,`$ (62)
$`W^{}(\varphi _4)+g_4(y_3\varphi _3+2y_3\varphi _4y_4\varphi _3+2y_4\varphi _4)`$ $`=`$ $`0,`$ (63)
and for $`y_i`$’s one finds

$`g_2+g_4(2y_1+y_0+\varphi _1^2)`$ $`=`$ $`2Ly_0^1,`$ (64)
$`g_2+g_4(y_2+y_1+y_0+\varphi _1^2+\varphi _2\varphi _1+\varphi _2^2)`$ $`=`$ $`2Ly_1^1,`$ (65)
$`g_2+g_4(y_1+y_2+y_3+y_4+\varphi _2^2+\varphi _2\varphi _3+\varphi _3^2)`$ $`=`$ $`2Ly_2^1,`$ (66)
$`g_2+g_4(3y_4+y_3+y_2+\varphi _3^2+\varphi _3\varphi _4+\varphi _4^2)`$ $`=`$ $`Ly_3^1,`$ (67)
$`g_2+g_4(y_4+3y_3+y_2+\varphi _3^2\varphi _3\varphi _4+\varphi _4^2)`$ $`=`$ $`Ly_4^1,`$ (68)
finally for $`L`$ we get $`y_0y_1^2y_2^2y_3y_4=\mathrm{\Lambda }^{14}`$. These equations can be solved to find the minimum of the corresponding supersymmetric vacuum. For example consider a solution such that $`\varphi _i=0`$ for $`i=1,2,3,4`$. Then the equations for $`y_i`$’s can be solved leading to the following solution

$$y_0=y_1=y_2=2y,y_3=y_4=y,y=\frac{1}{2^{5/7}}\mathrm{\Lambda }^2.$$
(69)
Plugging this solution into the superpotential one finds

$$W=7\left(2^{2/7}g_2\mathrm{\Lambda }^2+2^{4/7}\frac{3}{2}g_4\mathrm{\Lambda }^4\right),$$
(70)
which is exactly what we get from four dimensional field theory  if we rescale $`\mathrm{\Lambda }`$ as $`\mathrm{\Lambda }\frac{1}{2^{1/7}}\mathrm{\Lambda }`$. This can, for example, be seen from the Seiberg-Witten factorization (36). The same as that in the previous section this rescaling factor can also be understood from the spectral curve (57). In fact we have again an extra factor of $`1/2`$ which can be absorbed in rescaling of $`z`$ and $`\mathrm{\Lambda }`$ as $`zz/2`$ and $`\mathrm{\Lambda }\mathrm{\Lambda }/2^{(2/4N2)}`$.

The supersymmetric vacua of $`SO(2N+1)`$ gauge theory with given superpotential can also be lifted to the supersymmetric vacua of $`SO(2NKK+1)`$ with the same superpotential using the Chebyshev polynomials. This correspondence can also be seen using its corresponding integrable model. In fact the situation is the same as that in the previous section, of course with the Lax matrix of $`SO(2N+1)`$ gauge group. The final result is

$$2x\eta ^K\mathrm{\Lambda }^{2NKK}T_K\left(\frac{P_{2N}(x)}{2\eta x^2\mathrm{\Lambda }^{2N1}}\right)+x(z+\frac{\lambda ^{4KN2K}}{z})=0.$$
(71)
### 5.2 $`SP(2N)`$

Similarly one can also study the theory with gauge group $`SP(2N)`$. Being a nonsimply laced group points that we will have to work with its dual. In fact in was shown  that the Seiberg-Witten curve for this theory can be obtained from a periodic Toda lattice based on the dual root system of $`C_N^{(1)}`$ which is given in terms of twisted Kac-Moody algebra $`D_{N+1}^{(2)}`$. Its Lax matrix has the same form as (56) but, of course, written in terms of $`D_{N+1}^{(2)}`$ root system. Moreover the constraint which should be imposed on $`y_i`$ now becomes $`_{i=0}^Ny_i^2=\mathrm{\Lambda }^{2N+2}`$. Using this Lax matrix the spectral curve $`det(x\mathrm{𝟏}M)=0`$, reads

$$(z\frac{\mathrm{\Lambda }^{2N+2}}{z})^2+x^{2N}+u_2x^{2N2}+\mathrm{}+u_{2n}=0.$$
(72)
The same as in the previous section let us consider $`𝒩=2SP(2N)`$ SYM theory on $`R^3\times S^1`$ deformed by a tree level superpotential given by (58). Following the proposal (13) the quantum superpotential reads

$$W=\frac{g_2}{2}\mathrm{Tr}M^2+\frac{g_4}{4}\mathrm{Tr}M^4+2L\mathrm{log}\left(\frac{\mathrm{\Lambda }^{2N+2}}{_{i=0}^Ny_i^2}\right).$$
(73)
Using the explicit form of Lax matrix we have evaluated the effective superpotential for the case of $`SP(6)`$. In the case of maximally confining vacuum we have found

$$W=8(g_2\mathrm{\Lambda }^2+\frac{3}{2}g_4\mathrm{\Lambda }^4).$$
(74)
To compare this with the four-dimensional field theory we could, for example, study the factorization of the corresponding Seiberg-Witten curve given by

$$y^2=(x^2P_{2N}+2\mathrm{\Lambda }^{2N+2})^24\mathrm{\Lambda }^{4N+4}.$$
(75)
In general the factorization corresponding to the situation where gauge group is broken as $`SP(2N)SP(2N_0)\times _{i=1}^nU(N_i)`$ is given by

$$(x^2P_{2N}+2\mathrm{\Lambda }^{2N+2})^24\mathrm{\Lambda }^{4N+4}=x^2H_{2N2n}F_{2(2n+1)}.$$
(76)
In the case of the maximally confining vacuum where $`n=0`$ the solution for this problem is given in terms of Chebyshev polynomials (see also )

$$P_{2N}(x)=\frac{2\mathrm{\Lambda }^{2N+2}}{x^2}T_{N+1}\left(\frac{x^2}{2\mathrm{\Lambda }^2}1\right)\frac{2\mathrm{\Lambda }^{2N+2}}{x^2}.$$
(77)
Plugging this solution to the above hyperelliptic curve one finds

$`y^2`$ $`=`$ $`\left[2\mathrm{\Lambda }^{2N+2}T_{N+1}\left({\displaystyle \frac{x^2}{2\mathrm{\Lambda }^2}}1\right)\right]^24\mathrm{\Lambda }^{4N+4}`$ (78)
$`=`$ $`4\mathrm{\Lambda }^{4N+4}\left[T_{N+1}^2\left({\displaystyle \frac{x^2}{2\mathrm{\Lambda }^2}}1\right)^21\right]`$ (79)
$`=`$ $`x^2\mathrm{\Lambda }^{4N}(x^24\mathrm{\Lambda }^2)U_N^2\left({\displaystyle \frac{x^2}{2\mathrm{\Lambda }^2}}1\right).`$ (80)
Form this solution one can read off the factorization points which can be found as the following

$$T_{N+1}(\frac{x_r^2}{2\mathrm{\Lambda }^2}1)=0,x_r^2=(2\mathrm{\Lambda })^2\mathrm{cos}^2\left(\frac{(r\frac{1}{2})\pi }{2(N+1)}\right),$$
(81)
and therefore the gauge invariant parameters of the theory are given by

$$u_{2p}=\frac{N+1}{p}\left(\begin{array}{c}2p\\ p\end{array}\right)\mathrm{\Lambda }^{2p}.$$
(82)
By making use of this solution the exact superpotential reads

$$W=g_2u_2+g_4u_4=8(g_2\mathrm{\Lambda }^2+\frac{3}{2}g_4\mathrm{\Lambda }^4),$$
(83)
in agreement with (74).

Finally we note that the lifting from $`SP(2N)`$ to $`SP(2N+2K2)`$ gauge theory can also be done using the corresponding Lax matrices.

## 6 Conclusions

In this paper we have studied deformed $`𝒩=2`$ supersymmetric gauge theory with classical gauge group on $`R^3\times S^1`$. The deformation is given by a tree level superpotential. We have seen that the effective quantum superpotential can be obtained by making use of an integrable model which is related to the four dimensional theory. This integrable model is the periodic Toda lattice which is based on the root lattice of the affine Lie algebra corresponding to the gauge group. We note, however, that for nonsimply laced gauge group we need to use its dual which turns out to be twisted Kac-Moody algebra . This is, of course, what we expected from the relation between periodic Toda lattice and Seiberg-Witten models .

The prescription to find the effective superpotential is simple and it just needs a substitution. More precisely if the tree level superpotential is $`\mathrm{Tr}W(\varphi )`$ then the effective superpotential is given by $`\mathrm{Tr}W(M)`$ where $`M`$ is the Lax matrix of the corresponding integrable model. As we see we do not even need performing any integrations. This might be understood from the point that a $`(4+d)`$-dimensional gauge theory could be studied by a $`d`$-dimensional auxiliary theory . Therefore in a three dimensional theory it seems that no integrations are indeed needed.

We note also that since the structure of the supersymmetric vacua on $`R^3\times S^1`$ is $`R`$ independent one could compare our results with that on $`R^4`$ theory. In fact we have shown that it precisely gives the same vacuum structure of $`R^4`$ theory.

In our expressions for the effective superpotential a Lagrange multiplier is involved which has been used to impose the constraint on the parameters of the integrable model. Following  this Lagrange multiplier can be identified with the glueball field $`S`$. Although in the case where classically the gauge group remains unbroken one can integrate in the glueball field $`S`$, for the situation where the gauge group is classically broken this procedure remains unsolved. Moreover even in the first case it would be quite interesting to see how one can go from $`R^3\times S^1`$ to $`R^4`$ getting for example the Veneziano-Yankielowicz superpotential.


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# Variable survival exponents in history-dependent random walks: hard movable reflector

## I Introduction

Random walks with absorbing or reflecting boundaries, or with memory, serve as important models in statistical physics, often admitting an exact analysis. Among the many examples are equilibrium models for polymer adsorption  and absorbing-state phase transitions . Another motivation for the study of such problems is provided by the spreading of an epidemic in a medium with a long memory .

In addition to the intrinsic interest of such an infection with memory, our study is motivated by the spread of activity in models exhibiting an infinite number of absorbing configurations (INAC), typified by the pair contact process . Anomalies in critical spreading for INAC, such as continuously variable critical exponents, have been traced to a long memory in the dynamics of the order parameter, $`\rho `$, due to coupling to an auxiliary field that remains frozen in regions where $`\rho =0`$ . INAC appears to be particularly relevant to the transition to spatiotemporal chaos, as shown in a recent study of a coupled-map lattice with “laminar” and “turbulent” states, which revealed continuously variable spreading exponents .

Grassberger, Chaté and Rousseau  proposed that spreading in INAC could be understood by studying a model with a unique absorbing configuration, but in which the spreading rate of activity into previously inactive regions is different than for revisiting a region that has already been active. In light of the anomalies found in spreading in models with INAC or with a memory, we are interested in studying the effect of such a memory on the scaling behavior in a model whose asymptotic behavior can be determined exactly. Of particular interest is the survival probability $`S(t)`$ (i.e., not to have fallen into the absorbing state up to time $`t`$).

In the present work, we review previous results on survival of random walks with memory, and analyze the asymptotic behavior of a random walk subject to a hard movable reflector. On the basis of an exact solution for the probability generating function, we obtain the decay exponent $`\delta `$.

The balance of this paper is organized as follows. Section II reviews previous results on variable survival exponents for random walks with memory. In Sec. III we define the hard reflector model and obtain a formal solution for the generating function. An asymptotic analysis of this function is presented in Sec. IV, leading to an expression for the decay exponent $`\delta `$ in terms of the reflection probability $`r`$. In Sec. V we present exact numerical results for finite times (from iteration of the probability transfer matrix) that complement and extend the asymptotic analysis. Sec. VI contains a brief summary and discussion.

## II Variable survival exponents in random walks with memory

Relatively simple random walk problems often serve as reduced examples of much more complicated many-body phemomena. So it is with phase transitions between an active and an absorbing state. In these systems  the stationary state of a Markov process exhibits (in the infinite-size limit) a phase transition from a frozen, inactive regime to one with sustained activity, as a control parameter is varied. Broadly speaking, the control parameter represents the reproduction rate of activity (A $``$ 2A) relative to its extinction (A $``$ 0). The simplest examples are the contact process  and directed percolation (DP).

Consider now, instead of the stationary state, the spread of activity from a localized source, in an infinite system. In the subcritical regime (for which the only stationary state is the inactive, absorbing one), the initial activity decays (typically, exponentially fast), while in the supercritical regime there is a finite probability for it to spread indefinitely. Just at the critical point, one finds a scale-invariant evolution: the survival probability $`S(t)`$, the integrated activity $`n(t)`$, and the mean-square distance, $`R^2(t)`$, of the activity from the initial seed, all follow asymptotic power laws.

The question of survival arises naturally in the context of a random walk in the presence of an absorbing boundary. The survival probability $`S(t)`$ is the probability never to have visited an absorbing boundary until time $`t`$. The simplest example is a one-dimensional random walk $`x_t`$ (in discrete time) on the non-negative integers, with the origin absorbing, and $`x_01`$. Let the walker jump, at each time step, to the right ($`x_{t+1}=x_t+1`$) with probability $`p`$, and the left ($`x_{t+1}=x_t1`$) with probability $`q=1p`$. If $`p<q`$ then the survival probability decays exponentially, while for $`p>q`$ it approaches (again exponentially) a nonzero value, so that the walker has a finite probability to escape to infinity. In the absence of drift ($`p=q=1/2`$), $`S(t)t^{1/2}`$ for large $`t`$; associated with this power-law decay is an infinite mean lifetime. In the analogy with an absorbing-state phase transition, $`p=1/2`$ evidently marks the transition, with extinction certain for $`p1/2`$, and a finite asymptotic survival probability for $`p>1/2`$. The same qualitative situation holds in the contact process, starting for example from a single active site .

The analogy is in fact exact for the rather special case of compact directed percolation (CDP), in which active regions are delimited by independent random walks that annihilate on contact. (CDP is a particular limit of the Domany-Kinzel model .) In this case ‘drift’ corresponds to a tendency of the walkers at the boundaries of an active region to approach, or separate from, one another; the critical point corresponds to zero drift, or unbiased random walkers ($`p=1/2`$). Initializing CDP with a finite interval (say, 1, 2,…,m) of active sites, is equivalent to placing random walkers ($`x_t`$ and $`y_t`$) at 0 and $`m+1`$. The active region at any subsequent time corresponds to the interval between the walkers $`x_t`$ and $`y_t`$; the process ends when the two meet. To make the analogy between CDP and a random walk with the origin absorbing complete, we may fix $`x_t=0`$ for all times, so that only the right frontier of the active region is free to fluctuate, while the left frontier is pinned, as it were, at a wall.

Given the connection with phase transitions, we shall think of the power law for the survival probabilty as defining a critical exponent, and write $`S(t)t^\delta `$. The main interest of the examples discussed in this paper is that the exponent $`\delta `$ can be shown to vary continuously as a function of a parameter. This in turn may help to understand scaling in more complex examples, such as the pair contact process , for which a variable survival exponent has been reported numerically, but cannot be established rigorously.

Random walk models exhibiting variable survival exponents fall in two classes. In one, the position of the absorbing boundary is a given (deterministic) function of time. A random walk in the presence of such a boundary defines a nonstationary stochastic process. The second class (which is our principal interest here) involves memory, either in the form of a reflector that moves when it encounters the walker, or of a history-dependent step length.

We begin with a brief review of the first class. In a highly readable paper, Krapivsky and Redner  considered what happens when a random walker on the line is subject to two absorbing boundaries, $`R(t)`$ and $`L(t)`$, which are prescribed functions of time (initially the walker is at the origin). The absorbers are initially near the origin, and follow $`R(t)=a+(At)^\alpha `$, $`L(t)=R(t)`$. For $`\alpha >1/2`$, the absorbers rapidly leave the region explored by the walker, which therefore enjoys a finite probability of survival as $`t\mathrm{}`$. If the absorbers are stationary we of course expect $`S(t)`$ to decay exponentially; but if their motion is characterized by $`0<\alpha <1/2`$, this changes to a stretched exponential decay, $`S\mathrm{exp}[t^{12\alpha }]`$. For $`\alpha =1/2`$, the ‘safe’ region expands with the same power law as the region explored by the walker. The result is power-law decay of the survival probability, with a variable exponent which depends on $`A`$.

The problem studied by Krapivsky and Redner may be pictured as a random walk confined to a parabola in the $`tx`$ plane, whose equation (for $`t0`$) is $`x=\pm (At)^\alpha `$. When $`\alpha =1/2`$, as noted, there is power-law decay of $`S(t)`$, with a nonuniversal exponent. Similar conclusions apply for DP and for directed self-avoiding walks , and for CDP , when these processes are confined to a fixed parabola.

We now turn to studies of a random walk subject to some special condition when it enters virgin territory, i.e., when it attempts to visit a site for the first time. Here there is no fixed confining boundary; the condition depends on the history of the walk. But since the region explored by the walker grows $`t^{1/2}`$, it effectively creates its own parabola.

It was recently shown  that an unbiased random walk on the nonnegative integers, with the origin absorbing, exhibits a continuously variable exponent $`\delta `$ when subject to a mobile, partial reflector. The latter is initially one site to the right of the walker. Each time the walker steps onto the site occupied by the reflector, it is reflected one step to the left with probability $`r`$ (it remains at its new location with probability $`1r`$); in either case, the reflector is pushed forward one site in this encounter. The survival exponent $`\delta =(1+r)/2`$ in this process . Since the reflector effectively records the span of the walk (i.e., the rightmost site yet visited), its interaction with the walker represents a memory. We shall refer to this model as the soft reflector, to highlight the fact that the refector obligingly moves forward, even if the walker is reflected back. Note that in this case $`\delta `$ never exceeds unity.

The analysis of the random walk with soft reflector was subsequently extended to compact directed percolation . The active region initially consists of a single site (the origin), and, as already noted, is bounded by a pair of independent, unbiased random walkers, originally at $`x=0`$ and $`x=1`$. The two walkers are subject to movable partial (“soft”) reflectors, such that the walker on the right is reflected toward the left and vice-versa. The results for the survival exponent are qualitatively similar to those for the single walker, but $`\delta `$ now varies between 1/2 and 1.160 as the reflection probability $`r`$ varies between zero and one. The results (coming in this case from iteration of the transition matrix, rather than from an asymptotic analysis of the generating function), are well fit by the simple expression $`\delta =1/2+2r/3`$; small but significant deviations from this simple formula are found, however. CDP with reflectors has so far defied exact analysis, and the reason for the specific value $`\delta =1.160`$ for $`r=1`$ is not understood.

Most recently, the methods developed in Ref.  were applied to a one-dimensional random walk with memory of a different form: if the target site $`x`$ lies in the region that has been visited before (that is, if $`x`$ itself has been visited, or lies between two sites that have been visited), then the step length is $`v`$; otherwise the step length is $`n`$. In this case one finds $`\delta =v/2n`$ . Thus $`\delta `$ can take any rational value between zero and infinity.

With this background we may now describe the problem to be analyzed here as a random walk subject to a hard partial, movable reflector. This is because the reflector now moves forward if and only if the walker succeeds in occupying the new position; when the walker is reflected, the reflector maintains its position. This, as will be shown, can lead to much larger values of $`\delta `$ than in the soft reflector case.

Before embarking on the technical discussion, we summarize our approach, as developed in Refs.  and . After formulating the problem, we enlarge the state space so that the process becomes Markovian in the expanded representation . We then write down the equation of motion for the probability distribution and its associated boundary and initial conditions. Since these are discrete models, the equation of motion corresponds to a set of difference equations, first-order in time, and second-order in space. It is convenient to eliminate the time variable by passing to a generating function $`\widehat{P}(z)`$ (effectively, a discrete Laplace transform). Using separation of variables, we obtain a formal solution for the generating function. Finally, the asymptotic long-time behavior is found by studying the generating function for the survival probability in the limit $`z1`$.

## III Model

Consider an unbiased, discrete-time random walk on the nonnegative integers, with the origin absorbing. We denote the position of the walker at time $`t`$ by $`x_t`$, with $`x_0=1`$. The movement of the walker is affected by the presence of a movable partial reflector, whose position is denoted by $`R_t`$, with $`R_0=2`$. At each time step the walker hops from its current position $`x_t`$ to either $`x_t+1`$ or $`x_t1`$ with probabilities of 1/2. If, however, $`x_t+1=R_t`$, the walker is reflected back to $`x_t`$ with probability $`r`$, and remains at $`x_t+1`$ with probability $`\overline{r}1r`$; in the latter case the reflector simultaneously moves to $`R_t+1`$. Summarizing, the transition probabilities for the walker are

$$x_{t+1}=\{\begin{array}{cc}x_t1\hfill & \text{, w.p. }1/2\hfill \\ x_t+1\hfill & \text{, w.p. }1/2\hfill \end{array}$$
(1)
in case $`x_tR_t2`$. When $`x_t=R_t1`$, we have instead

$$x_{t+1}=\{\begin{array}{cc}x_t1\hfill & \text{, w.p. }1/2\hfill \\ x_t+1\hfill & \text{, w.p. }\overline{r}/2\hfill \\ x_t\hfill & \text{, w.p. }r/2\hfill \end{array}$$
(2)
The position of the reflector at any moment is given by $`R_t=1+\mathrm{max}_{t^{}t}\{x_t^{}\}`$.

Although the process $`x_t`$ is non-Markovian (since the transition probability into a given site depends on whether it has been visited previously), we can define a Markov process by expanding the state space to include the variable $`y_tR_t1=\mathrm{max}_{t^{}t}\{x_t^{}\}`$. The state space $`E^2`$ is given by by

$`E=\{(x,y)^2:x0,y1,xy\},`$as represented in Fig. 1.

The probability distribution $`P(x,y,t)`$ follows the evolution equation

$$P(x,y,t+1)=\frac{1}{2}P(x+1,y,t)+\frac{1}{2}P(x1,y,t),\text{for }x<y1,$$
(3)
with $`P(x,y,0)=\delta _{x,1}\delta _{y,1}`$. Eq. (3) is subject to two boundary conditions. The first is the absorbing condition for $`x0`$

$$P(x,y,t)=0,\text{for }x0\text{.}$$
(4)
The second applies along the diagonal $`x=y`$. Defining $`D(y,t)P(y,y,t)`$, we have

$$D(y,t+1)=\frac{1}{2}P(y1,y,t)+\frac{\overline{r}}{2}D(y1,t)+\frac{r}{2}D(y,t),\text{for }y2.$$
(5)
For $`y=1`$ the equation is simply $`D(1,t+1)=(r/2)D(1,t)`$, and since $`D(1,0)=1`$, one has $`D(1,t)=(r/2)^t`$. Finally, for $`x=y1`$,

$$P(y1,y,t+1)=\frac{1}{2}P(y2,y,t)+\frac{1}{2}D(y,t),\text{for }x<y1,$$
(6)
We next introduce the generating function:

$$\widehat{P}(x,y,z)=\underset{t=0}{\overset{\mathrm{}}{}}P(x,y,t)z^t.$$
(7)
Multiplying Eqs. (3), (6) by $`z^t`$, summing over $`t`$ and shifting the sum index where necessary, one finds that the generating function satisfies

$`{\displaystyle \frac{1}{z}}\widehat{P}(x,y)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\widehat{P}(x+1,y)+{\displaystyle \frac{1}{2}}\widehat{P}(x1,y),\text{for }xy2`$ (8)
$`{\displaystyle \frac{1}{z}}\widehat{P}(y1,y)`$ $`=`$ $`{\displaystyle \frac{1}{2}}\widehat{D}(y)+{\displaystyle \frac{1}{2}}\widehat{P}(y2,y),\text{for }x=y1,`$ (9)
(we drop the argument $`z`$ for brevity), where $`\widehat{D}(y)`$ is defined by an expression analogous to Eq. (7). The initial condition implies $`\widehat{D}(1)=(1zr/2)^1`$; the boundary conditions are

$$\widehat{P}(0,y)=0,$$
(10)
and

$$\frac{1}{z}\widehat{D}(y)=\frac{1}{2}\widehat{P}(y1,y)+\frac{\overline{r}}{2}\widehat{D}(y1)+\frac{r}{2}\widehat{D}(y),\text{for }y2.$$
(11)
Eq. (8) relates $`\widehat{P}`$ at different values of $`x`$, for the same $`y`$. Specifically, on the interior of each line of constant $`y`$, $`\widehat{P}`$ satisfies a diffusion equation, with a source at $`x=y`$ and a sink at $`x=0`$. It is therefore natural to attempt separation of variables,

$$\widehat{P}(x,y)=\widehat{A}(x)\widehat{B}(y).$$
(12)
Inserting this expression in Eq. (8) one obtains

$$\frac{1}{z}\widehat{A}(x)\frac{1}{2}\widehat{A}(x1)\frac{1}{2}\widehat{A}(x+1)=0,$$
(13)
with $`A(0)=0`$. The solution satisfying this boundary condition is

$$\widehat{A}(x)=\lambda ^x\lambda ^x,$$
(14)
with

$$\lambda =\frac{1}{z}+\sqrt{\frac{1}{z^2}1}.$$
(15)
Our next task is to determine $`\widehat{B}(y)`$; for this we require a relation between generating functions with different arguments $`y`$. Relations of this kind arise along the diagonal, but involve the function $`\widehat{D}(y)`$, which we proceed to eliminate. Combining Eqs. (9) and (11), we find

$$Q(z)\widehat{D}(y)=\frac{z\overline{r}}{2}\widehat{D}(y1)+\frac{z^2}{4}\widehat{P}(y2,y)$$
(16)
where

$$Q(z)=1\frac{zr}{2}\frac{z^2}{4}.$$
(17)
Equation (11) may also be written as

$$\left(1\frac{zr}{2}\right)\widehat{D}(y)\frac{z\overline{r}}{2}\widehat{D}(y1)=\frac{z}{2}\widehat{P}(y1,y),$$
(18)
We now multiply Eq. (16) for $`y1`$ by $`\beta z\overline{r}/(2zr)`$ and subtract the result from the same equation for $`y`$. This yields

$$Q\left[\widehat{D}(y)\beta \widehat{D}(y1)\right]=\frac{z\overline{r}}{2}\left[\widehat{D}(y1)\beta \widehat{D}(y2)\right]+\frac{z^2}{4}\left[\widehat{P}(y2,y)\beta \widehat{P}(y3,y1)\right].$$
(19)
¿From Eq. (18) we have

$$\widehat{D}(y)\beta \widehat{D}(y1)=\frac{z}{2zr}\widehat{P}(y1,y),$$
(20)
allowing us to eliminate $`\widehat{D}`$ from Eq. (19):

$$\frac{4Q}{z(2zr)}\widehat{P}(y1,y)\widehat{P}(y2,y)=\beta \left[\frac{2}{z}\widehat{P}(y2,y1)\widehat{P}(y3,y1)\right].$$
(21)
Inserting Eq. (12) one readily finds a recursion relation for $`\widehat{B}`$:

$$\frac{\widehat{B}(y)}{\widehat{B}(y1)}=\frac{z\overline{r}[2\widehat{A}(y2)z\widehat{A}(y3)]}{(42zrz^2)\widehat{A}(y1)z(2zr)\widehat{A}(y2)}.$$
(22)
Given $`\widehat{B}(1)=\widehat{D}(1)/\widehat{A}(1)`$ with $`\widehat{D}(1)`$ and $`\widehat{A}(y)`$ as found above, Eqs. (12), (14), and (22) represent a complete formal solution for the generating function $`\widehat{P}(x,y)`$.

## IV Asymptotic analysis

Our goal is to find the survival probability $`S(t)`$ for large $`t`$. This can be found analysing the associated generating function,

$$\widehat{S}(z)=\underset{t=0}{\overset{\mathrm{}}{}}S(t)z^t$$
(23)
in the limit $`z1`$. Specifically, if $`S(t)t^\delta `$, then the radius of convergence of $`\widehat{S}(z)`$ is $`|z|=1`$, and the singular behavior of the generating function as $`z1`$ determines $`\delta `$. Indeed, in this case, with $`z=1ϵ`$, we have

$`\widehat{S}`$ $``$ $`{\displaystyle \underset{t=1}{\overset{\mathrm{}}{}}}t^\delta (1ϵ)^t`$ (24)
$``$ $`{\displaystyle _1^{\mathrm{}}}𝑑tt^\delta \mathrm{exp}[t|\mathrm{ln}(1ϵ)|]`$ (25)
$``$ $`ϵ^{\delta 1}\mathrm{\Gamma }(1\delta ),`$ (26)
so that the scaling exponent $`\delta `$ can be read off from the power-law dependence of $`\widehat{S}`$ on $`ϵ=1z`$ as $`ϵ0`$. This simplifies considerably the determination of the long-time asymptotic behavior of $`S(t)`$.

The generating function $`\widehat{S}`$ has two contributions, coming from the “interior” ($`x<y`$) and the diagonal:

$`\widehat{S}`$ $`=`$ $`{\displaystyle \underset{y=1}{\overset{\mathrm{}}{}}}{\displaystyle \underset{x=1}{\overset{y1}{}}}\widehat{P}(x,y)+{\displaystyle \underset{y=1}{\overset{\mathrm{}}{}}}\widehat{D}(y)`$ (27)
$``$ $`\widehat{S}_P+\widehat{S}_D.`$ (28)
Using Eq. (20) one readily shows that

$$\widehat{S}_D=\frac{z}{2z}\underset{y=1}{\overset{\mathrm{}}{}}\widehat{P}(y1,y)<\widehat{S}_P,$$
(29)
so that it suffices to analyze the behavior of $`\widehat{S}_P`$.

Consider

$$\widehat{S}_P=\underset{y=1}{\overset{\mathrm{}}{}}\widehat{B}(y)\underset{x=1}{\overset{y1}{}}\widehat{A}(x).$$
(30)
The sum over $`x`$ can be evaluated as

$`{\displaystyle \underset{x=1}{\overset{y1}{}}}\widehat{A}(x)`$ $`=`$ $`{\displaystyle \frac{\lambda ^y1}{\lambda 1}}{\displaystyle \frac{\lambda ^y1}{\lambda ^11}}`$ (31)
$``$ $`{\displaystyle \frac{4}{\mathrm{\Lambda }}}\mathrm{sinh}^2{\displaystyle \frac{\mathrm{\Lambda }y}{2}}`$ (32)
where in the last step we used $`\mathrm{\Lambda }\mathrm{ln}\lambda \sqrt{2ϵ}`$ as $`ϵ0`$.

To evaluate $`\widehat{S}_P`$ we also require an expression for $`\widehat{B}(y)`$ in the limit $`ϵ0`$; this can be obtained from Eq. (22). We begin by setting all explicit factors of $`z`$ equal to unity, since the $`𝒪(ϵ)`$ corrections thereby discarded do not contribute to the singular behavior of $`\widehat{S}_P`$. The singular contributions in fact originate from the functions $`\widehat{A}`$, through their dependence on $`\lambda `$. Writing $`\widehat{A}(y)=2\mathrm{sinh}\mathrm{\Lambda }y`$, we therefore have

$$\frac{\widehat{B}(y)}{\widehat{B}(y1)}\frac{\overline{r}[2\mathrm{sinh}\mathrm{\Lambda }(y2)\mathrm{sinh}\mathrm{\Lambda }(y3)]}{(32r)\mathrm{sinh}\mathrm{\Lambda }(y1)(2r)\mathrm{sinh}\mathrm{\Lambda }(y2)}.$$
(33)
Using the identity $`\mathrm{sinh}(a+b)=\mathrm{sinh}a\mathrm{cosh}b+\mathrm{sinh}b\mathrm{cosh}a`$, and neglecting terms $`𝒪(\mathrm{\Lambda }^2)`$, we obtain

$$\frac{\widehat{B}(y)}{\widehat{B}(y1)}\frac{\mathrm{tanh}\mathrm{\Lambda }y\mathrm{\Lambda }}{\mathrm{tanh}\mathrm{\Lambda }y+\mathrm{\Lambda }/\overline{r}}.$$
(34)
For $`yy_0=[2/\overline{r}]+1`$ (here $`[\mathrm{}]`$ denotes the integer part of its argument), we can write, for small $`\mathrm{\Lambda }`$

$$\widehat{B}(y)=\widehat{B}(1)\underset{k=2}{\overset{y}{}}\frac{k1}{k+1/\overline{r}}=C\widehat{B}(1),$$
(35)
where $`C`$ depends on $`r`$ and $`y`$ but is independent of $`\mathrm{\Lambda }`$. We shall in fact discard the contribution due to $`y<y_0`$ in $`\widehat{S}_P`$. The reason is that the contribution to the survival probability from any fixed, finite set of transient states must decay exponentially at long times, and so will not affect our result for the scaling exponent.

Noting that $`\widehat{B}(1)=\widehat{D}(1)/\widehat{A}(1)1/\mathrm{\Lambda }`$, we have, for $`y>y_0`$,

$$\widehat{B}(y)=\frac{C}{\mathrm{\Lambda }}\underset{k=y_0}{\overset{y}{}}\frac{\widehat{B}(k)}{\widehat{B}(k1)},$$
(36)
where $`C`$ is a constant. Since all terms have $`k2/\overline{r}`$, we may use Eq. (34) to write, with $`\varphi _k\mathrm{tanh}\mathrm{\Lambda }k`$,

$`\mathrm{ln}{\displaystyle \frac{\widehat{B}(y)}{\widehat{B}(y_0)}}`$ $``$ $`{\displaystyle \underset{k=y_0}{\overset{y}{}}}\mathrm{ln}{\displaystyle \frac{1\mathrm{\Lambda }/\varphi _k}{1+\mathrm{\Lambda }/(\overline{r}\varphi _k)}}`$ (37)
$``$ $`\left(1+{\displaystyle \frac{1}{\overline{r}}}\right)\mathrm{\Lambda }{\displaystyle \underset{k=y_0}{\overset{y}{}}}{\displaystyle \frac{1}{\varphi _k}}.`$ (38)
Approximating the sum by an integral we find

$$\mathrm{ln}\frac{\widehat{B}(y)}{\widehat{B}(y_0)}\left(1+\frac{1}{\overline{r}}\right)\mathrm{ln}\frac{\mathrm{sinh}\mathrm{\Lambda }y_0}{\mathrm{sinh}\mathrm{\Lambda }y}.$$
(39)
Now, inserting Eqs. (32) and (39) in Eq. (30), the generating function for $`ϵ0`$ is:

$$\widehat{S}_P\mathrm{\Lambda }^{1/\overline{r}1}\underset{y=y_0}{\overset{\mathrm{}}{}}\frac{\mathrm{sinh}^2\mathrm{\Lambda }y/2}{\mathrm{sinh}^{1+1/\overline{r}}\mathrm{\Lambda }y},$$
(40)
where ‘$``$’ denotes asymptotic proportionality as $`ϵ0`$. Approximating, as before, the sum by an integral, we have

$$\widehat{S}_P\mathrm{\Lambda }^{1/\overline{r}2}_{\mathrm{\Lambda }y_0}^{\mathrm{}}𝑑u\frac{\mathrm{sinh}^2u/2}{\mathrm{sinh}^{1+1/\overline{r}}u}.$$
(41)
Since $`1+1/\overline{r}2`$, the integral converges at its upper limit. For $`r<1/2`$, $`1+1/\overline{r}<3`$ and the integral remains finite as $`\mathrm{\Lambda }0`$. Then

$$\widehat{S}_P\mathrm{\Lambda }^{1/\overline{r}2}ϵ^{1/(2\overline{r})1},$$
(42)
so that the survival probability decays as $`S(t)t^\delta `$ with $`\delta =1/2\overline{r}`$. For $`r=1/2`$, the prefactor in Eq. (41) is independent of $`\mathrm{\Lambda }`$ and

$$\widehat{S}_P_{\mathrm{\Lambda }y_0}^{\mathrm{}}\frac{du}{u}\mathrm{ln}(1z).$$
(43)
Expanding the logarithm, we find $`\widehat{S}(z)_nz^n/n`$, yielding directly $`S(t)t^1`$. Finally, when $`r>1/2`$, $`1+1/\overline{r}>3`$ and the integral in Eq. (41) contains two principal contributions: one finite (due to the interval from say, 1, to infinity), the other arising from the lower limit, and diverging as $`\mathrm{\Lambda }^{21/\overline{r}}`$. Combined with the prefactor $`\mathrm{\Lambda }^{1/\overline{r}2}`$ however, the latter contribution is nonsingular, while the former is again proportional to $`\mathrm{\Lambda }^{1/\overline{r}2}`$.

Summarizing, the asymptotic survival probability decays as a power law,

$$S(t)t^{1/2\overline{r}},$$
(44)
which is the result we set out to prove.

## V Numerical Results

The foregoing analysis provides the $`t\mathrm{}`$ scaling behavior of the survival probability, but does not indicate the rate of convergence to the asymptotic power law. To determine how the corrections to scaling decay, we iterate the discrete time evolution equation for $`P(x,y,t)`$ directly. In Fig. 2 we show the decay of $`S(t)`$ for reflection probability $`r=0.85`$, corresponding to $`\delta =10/3`$. For very late times, the graph indeed approaches a power law with the expected exponent. The approach is, however, extremely slow.

Since our asymptotic analysis only retains the leading dominant term in the long-time behavior of $`S(t)`$, we have no specific information on correction to scaling terms. It is easy to see, nonetheless, that corrections $`t^{1/2}`$ will be generated, since $`\mathrm{\Lambda }\sqrt{2ϵ}+𝒪(ϵ)`$. In fact, we are able to fit the long-time evolution of the survival probability by adding a suitable $`𝒪(t^{1/2})`$ term to the power law, but further terms ($`t^1)`$, etc.) are required for intermediate times.

We have found a particularly simple transformation of variable that appears to take the dominant correction to scaling into account. It consists in defining a shifted time variable

$$T=t+bt^{1/2},$$
(45)
with parameter $`b`$ adjusted to make the graph of $`S`$ versus $`T`$ (on log scales) as linear as possible. Fig. 3 shows the survival probability data for $`r=1/2`$, 2/3, 0.75 and 0.85 versus $`T`$ (the corresponding $`b`$ values are 1.754, 4.167, 7.042, and 16.67). In each case the numerical data (points) follow the modified power law,

$$S(T)=AT^\delta ,$$
(46)
to very high precision. \[Here $`A`$ is an amplitude determined by extrapolating $`T^\delta S(T)`$ to $`T\mathrm{}`$.\] The numerical data appear to converge rapidly (faster than a power law) to the fit. While this ‘shifted time’ analysis is for the moment without theoretical basis, it clearly confirms the asymptotic power laws found analytically, and suggests a simple form for describing slowly decaying corrections to scaling.

The slowly decaying correction to scaling would likely frustrate efforts to extract the correct long-time behavior from simulations. Looking at Fig. 2, we see that the asymptotic power law is barely evident when $`S(t)`$ has decayed to $`e^{15}`$. To obtain even marginally useful simulation data in this situation we would need to perform $`10e^{15}3\times 10^7`$ independent realizations of the process, extending to a maximum time of about 2000 steps. This is feasible for a simple random walk, but becomes a computational challenge for a many-particle system. Thus, if lattice models such as the PCP behave in a manner analogous to what is found for the random walk with a hard reflector, it will be very difficult to confirm power-law scaling in simulations. Data for limited times (or limited samples) may well give the impression of faster than exponential decay of $`S(t)`$.

## VI Discussion

We have reviewed examples of confined random walks, and random walks with memory, that lead to a continuously variable scaling exponent for the survival probability, and analysed in detail the ‘hard reflector’ case. The latter problem appears to be particularly relevant to spreading in the pair contact process, since modification of the background density of isolated particles can only occur when activity invades a previously inactive region . The strong correction to scaling found numerically for the hard reflector is reminiscent of the slow convergence (interpreted as faster than power-law decay in Ref. ), found in spreading studies of the PCP.

Several interesting issues remain open. First, the nature of correction to scaling terms needs to be investigated using a more complete asymptotic expansion of the generating function. Second, one would like to understand the exponent values for CDP (obtained numerically in Ref. ) on the basis of the generating function approach. Finally, extension of any of the models discussed here to two or more dimensions promises to be a difficult but potentially fascinating challenge.

###### Acknowledgements.

We thank Deepak Dhar and Miguel A. Muñoz for helpful discussions. R.D. and F.F.A. acknowledge financial support from CNPq (Brazil); D. b-A. acknowledges support of NSF (USA) under grant PHY-0140094.

Figure Captions

Fig. 1. Random walk subject to hard reflector: transitions in the $`x`$-$`y`$ plane.

Fig. 2. Decay of survival probability $`S(t)`$ for reflection probability $`r=0.85`$ (solid curve); the slope of the straight line is -10/3.

Fig. 3. Survival probability $`S`$ as a function of the shifted time variable $`T`$, for reflection probabilities $`r=1/2`$, 2/3, 3/4 and 0.85 (data points); the straight lines have slopes of -1, -3/2, -2, and -10/3.


text:
# Continuous Quantum Phase Transition in a Kondo Lattice Model

## Abstract

We study the magnetic quantum phase transition in an anisotropic Kondo lattice model. The dynamical competition between the RKKY and Kondo interactions is treated using an extended dynamic mean field theory (EDMFT) appropriate for both the antiferromagnetic and paramagnetic phases. A quantum Monte Carlo approach is used, which is able to reach very low temperatures, of the order of 1% of the bare Kondo scale. We find that the finite-temperature magnetic transition, which occurs for sufficiently large RKKY interactions, is first order. The extrapolated zero-temperature magnetic transition, on the other hand, is continuous and locally critical.

The observation of magnetic quantum critical points and associated non-Fermi liquid behavior has raised a renewed interest in Kondo lattice systems StewartRMP01 . An antiferromagnetic phase transition in dimensions higher than one was anticipated very early on Hewson-book93 ; Doniach77 ; VarmaNFL02 . For a spin $`S=\frac{1}{2}`$ Kondo lattice system that is not too far away from half-filling, an antiferromagnetic metal phase is expected if the RKKY interactions dominate over the Kondo interactions, whereas a paramagnetic heavy fermion phase should occur in the opposite limit. Except for some special cases TsunetsuguRMP97 , however, there has been a lack of dynamical treatments of the competition between antiferromagnetism and Kondo effects in lattice problems. A key issue that has been left open is whether the zero-temperature magnetic phase transition is first order or continuous; certainly quantum critical fluctuations can be of any relevance only if the transition is either continuous or, at most, very weakly first order. This issue is generally important, but takes a particularly significant role in the context of the local quantum critical point (LQCP) Lcp-Nature01 ; GrempelSi02 . The latter has been invoked to explain some of the non-Gaussian quantum critical properties observed in the heavy fermion metals StewartRMP01 ; Schroder00 ; Kuchler ; Aronson95 ; Questions01 .

In this paper, we study the dynamical competition between the RKKY and Kondo interactions using an extended dynamical mean field theory (EDMFT) SiSmith96 ; Chitra00 ; Spinglass . We analyze the global phase diagram of the model by carrying out EDMFT studies that cover not only the paramagnetic phase but also the antiferromagnetically ordered phase. Our analysis involves a numerical approach to the self-consistent EDMFT equations. To understand the nature of the quantum phase transition requires a study at sufficiently low temperatures, and this is in general very difficult to achieve numerically. We have overcome this difficulty by focusing on a Kondo lattice model with Ising anisotropy. We are able to reach temperatures of the order of about 1% of the bare Kondo scale, adapting a quantum Monte Carlo (QMC) methodGrempelRozenberg99 ; Grempel-QMC98 . Our most important conclusion is that the zero-temperature transition is indeed continuous and locally critical. We have also determined in some detail the dynamics in the ordered and paramagnetic phases.

The model is specified by the following Hamiltonian:

$$=\underset{ij\sigma }{}t_{ij}c_{i\sigma }^{}c_{j\sigma }+\underset{i}{}J_K𝐒_i𝐬_{c,i}+\underset{ij}{}(I_{ij}/2)S_i^zS_j^z.$$
(1)
Here, $`c_{i\sigma }^{}`$ creates a conduction electron of spin projection $`\sigma `$ at the $`i`$-th site, and $`𝐒_i`$ and $`𝐬_{c,i}`$ represent the spins of the $`S=\frac{1}{2}`$ local moment and conduction electrons respectively; $`t_{ij}`$ is the hopping integral \[corresponding to a band dispersion $`ϵ_𝐤`$ \] and $`J_K`$ the Kondo coupling. The chemical potential ($`\mu `$) is chosen so that the system is less than half-filled; all the phases we will consider are metallic. Finally, $`I_{ij}`$ denote the Ising-exchange interactions between the local moments. The corresponding Fourier transform, $`I_𝐪`$, is most negative at an antiferromagnetic wavevector $`𝐐`$ ($`I_𝐐=I`$). To access a LQCP, we will consider two-dimensional magnetism Lcp-Nature01 ; GrempelSi02  and take the RKKY -density-of-states in the form:

$$\rho _I(ϵ)\underset{𝐪}{}\delta (ϵI_𝐪)=(1/2I)\mathrm{\Theta }(I|ϵ|),$$
(2)
where $`\mathrm{\Theta }`$ is the Heaviside function. In addition, we consider a featureless $`\rho _0(ϵ)_𝐤\delta (ϵϵ_𝐤)`$.

We seek to determine the transition into an antiferromagnetic state. To incorporate an order parameter, we separate the inter-site exchange interaction term into its Hartree and normal-ordered parts SiSmith96 ; Chitra00 : $`_I=_{ij}I_{ij}[(1/2):S_i^z::S_j^z:+S_j^zS_i(1/2)S_i^zS_j^z]`$, where $`:S_i^z:S_i^zS_i^z`$. In the EDMFT mapping to a self-consistent impurity model, the first term on the RHS of $`_I`$ leads to a coupling of $`:S^z:`$ (at the selected site) to a fluctuating magnetic field. Up to constant terms, the effective impurity action takes the form:

$`𝒮_{\text{imp}}`$ $`=`$ $`𝒮_{\text{top}}+{\displaystyle _0^\beta }𝑑\tau [h_{\text{loc}}S^z(\tau )+J_K𝐒(\tau )𝐬_c(\tau )]`$ (3)
$`{\displaystyle _0^\beta 𝑑\tau 𝑑\tau ^{}\underset{\sigma }{}c_\sigma ^{}(\tau )G_{0,\sigma }^1(\tau \tau ^{})c_\sigma (\tau ^{})}`$
$`{\displaystyle \frac{1}{2}}{\displaystyle _0^\beta 𝑑\tau 𝑑\tau ^{}S^z(\tau )\chi _0^1(\tau \tau ^{})S^z(\tau ^{})},`$
where $`\beta =1/k_BT`$, $`𝒮_{\text{top}}`$ describes the Berry phase of the local moment, and $`h_{\text{loc}}`$, $`G_{0,\sigma }^1`$, and $`\chi _0^1`$ are the static and dynamical Weiss fields. These fields are subject to the self-consistency condition:

$`h_{\text{loc}}`$ $`=`$ $`[I\chi _0^1(\omega =0)]m_{\text{AF}}`$ (4a)
$`\chi _{\text{loc}}(\omega )`$ $`=`$ $`{\displaystyle _I^I}𝑑ϵ{\displaystyle \frac{\rho _I(ϵ)}{M(\omega )+ϵ}},`$ (4b)
$`G_{\text{loc},\sigma }(\omega )`$ $`=`$ $`{\displaystyle _D^D}𝑑ϵ{\displaystyle \frac{\rho _0(ϵ)}{\omega +\mu ϵ\mathrm{\Sigma }_\sigma (\omega )}},`$ (4c)
with the aid of Dyson-like equations: $`\mathrm{\Sigma }_\sigma (\omega )=G_{0,\sigma }^1(\omega )\frac{1}{G_{\text{loc},\sigma }(\omega )}`$, $`M(\omega )=\chi _0^1(\omega )+\frac{1}{\chi _{\text{loc}}(\omega )}`$. Here $`M(\omega )`$ and $`\mathrm{\Sigma }_\sigma (\omega )`$ are the spin and conduction-electron self-energies, respectively; $`m_{\text{AF}}=S^z_{\text{imp}}`$ is the staggered magnetization; $`\chi _{\text{loc}}(\omega )`$ and $`G_{\text{loc},\sigma }(\omega )`$ are the Fourier transforms of $`T_\tau [:S^z(\tau )::S^z(0):]_{\text{imp}}`$ and $`T_\tau [c_\sigma (\tau )c_\sigma ^{}(0)]_{\text{imp}}`$, respectively. The lattice spin susceptibility is SiSmith96 :

$`\chi (𝐪,\omega )=1/[I_𝐪+M(\omega )]`$ (5)
The self-consistent impurity model, Eq. (3), can also be written in a Hamiltonian form,

$`_{\text{imp}}=`$ $`h_{\text{loc}}S^z+J_K𝐒𝐬_c+{\displaystyle \underset{p\sigma }{}}E_{p,\sigma }c_{p\sigma }^{}c_{p\sigma }`$ (6)
$`+g{\displaystyle \underset{p}{}}S^z\left(\varphi _p+\varphi _p^{}\right)+{\displaystyle \underset{p}{}}w_p\varphi _p^{}\varphi _p.`$
It describes a local moment coupled not only to a fermionic bath ($`c_{p\sigma }`$), but also to a dissipative bosonic bath ($`\varphi _p`$) and a static field. Here $`E_{p\sigma }`$, $`w_p`$ and $`g`$ are such that $`_p2w_pg^2/(\omega ^2w_p^2)=\chi _0^1(\omega )`$, $`_p1/(\omega E_{p\sigma })=G_{0,\sigma }(\omega )`$. In order to understand the quantum phase transition, we need to reach sufficiently low temperatures; this is made possible by projecting Eq. (6) to a form that does not involve vastly different energy scales. For a Kondo lattice, the ordered staggered magnetization should be mostly associated with the localized moments. Its main effect in Eq. (6) is to generate, in addition to a finite $`h_{\text{loc}}`$, a Zeeman splitting in the fermionic bath. For featureless conduction electron density of states we are considering, however, this splitting should yield a negligible difference between the fermionic density of states at the chemical potential for the two spin species. Denoting $`_p\delta (\omega E_{p\sigma })=N_0`$, we can then adopt the same canonical transformation $`_{\text{imp}}^{}U^{}_{\mathrm{imp}}U`$ within a bosonization procedure, as used in Ref. GrempelSi02 , to transform $`_{\text{imp}}`$ into

$`_{\text{imp}}^{}=`$ $`h_{\text{loc}}S^z+\mathrm{\Gamma }S^x+\mathrm{\Gamma }_zS^zs^z+_0`$ (7)
$`+g{\displaystyle \underset{p}{}}S^z\left(\varphi _p+\varphi _p^{}\right)+{\displaystyle \underset{p}{}}w_p\varphi _p^{}\varphi _p,`$
where $`_0`$ describes the fermionic bath, $`s^z`$ is the $`z`$-component of the fermionic bath spin density, and $`\mathrm{\Gamma }`$ and $`\mathrm{\Gamma }_z`$ are respectively determined by the spin-flip and longitudinal components of the Kondo coupling. The corresponding partition function is $`Z_{\text{imp}}^{}\text{Tr}\mathrm{exp}[𝒮_{\text{imp}}^{}]`$ where the trace is taken in the spin space and

$`𝒮_{\text{imp}}^{}`$ $`=`$ $`{\displaystyle _0^\beta }d\tau [h_{\text{loc}}S^z(\tau )+\mathrm{\Gamma }S^x{\displaystyle \frac{1}{2}}{\displaystyle _0^\beta }d\tau ^{}S^z(\tau )S^z(\tau ^{})`$ (8)
$`\times (\chi _0^1(\tau \tau ^{})𝒦_c(\tau \tau ^{}))].`$
Here, $`𝒦_c(i\omega _n)=\kappa _c|\omega _n|`$ ($`\kappa _c\mathrm{\Gamma }_z^2N_0^2`$) is a retarded interaction from integrating out the fermionic bath.

The effective impurity model is solved using a quantum Monte Carlo (QMC) method GrempelRozenberg99 ; Grempel-QMC98 ; GrempelSi02 . We iterate on $`h_{\text{loc}}`$ and $`\chi _0^1(\tau )`$, through the self-consistency Eq. (4). In the following we will consider $`\kappa _c=\pi `$, and $`N_0\mathrm{\Gamma }=0.19`$, corresponding to the bare (normalized) Kondo scale $`N_0T_K^0=0.17`$. The number of time slices in the Trotter decomposition, $`N_T`$, was chosen such as to make the discretization error small enough. We found that $`N_T6\beta T_K^0`$ is appropriate. In our simulations $`N_T`$ varied between 32 for the higher temperatures and 512 for the lowest one. We used $`10^6`$ MC steps per time slice and performed between 5 and 25 iterations.

That antiferromagnetism develops for sufficiently large RKKY interactions is seen in Fig. 1(a), which shows the temperature dependence of the staggered magnetization ($`m_{\text{AF}}`$) as a function of temperature at $`I=3T_K^0`$ and $`I=1.5T_K^0`$. The order parameter $`m_{\text{AF}}`$ becomes non-zero at $`T_\text{N}0.29T_K^0`$ and $`T_\text{N}0.05T_K^0`$, respectively. The numerical data are consistent with a jump in $`m_{\text{AF}}`$ at $`T_\text{N}`$, suggesting that the finite temperature magnetic transition is first order. This is further supported by the $`T`$-dependence of the static local susceptibility shown in Fig. 1(b). It is seen that $`\chi _{\text{loc}}(T_\text{N})`$ is finite whereas, for an RKKY density of states of Eq. (2), it must be divergent if the transition were second order \[following arguments similar to those given after Eq. (9)\] note2 .

The dependence of the Néel temperature on the RKKY interaction is shown in Fig. 2(a). It is seen that $`T_\text{N}`$ vanishes at $`I_c/T_K^01.2`$. The staggered magnetization at the lowest temperature ($`T=0.011T_K^0`$) also vanishes continuously at the same value $`I_c`$ as shown in Fig. 2(b). Finally, the size of the jump of $`m_{\text{AF}}`$ at $`T_\text{N}`$ decreases with the latter as the strength of the RKKY interaction is reduced. The extrapolated value of the jump also goes to zero at $`I_c`$. These observations strongly suggest that the zero-temperature transition is second order.

We also show in Fig. 2 $`E_{\text{loc}}^{}`$, the coherence scale of the Kondo lattice as a function of $`I`$. It may be seen that $`E_{\text{loc}}^{}`$ is finite for $`I<I_c`$ but decreases with increasing $`I`$; within our numerical uncertainty, it vanishes precisely at $`I_c`$. $`E_{\text{loc}}^{}`$ characterizes the crossover from the low energy Fermi liquid regime, in which the local susceptibility has a Pauli form, to the high energy quantum critical regime where the local susceptibility is logarithmically singular. This scale is determined numerically from the frequency dependence of the local susceptibility as discussed in Ref. GrempelSi02 . In this range ($`I<I_c`$), the solution derived from starting the iteration with a zero trial $`h_{\text{loc}}`$ is identical to that with a finite trial $`h_{\text{loc}}`$. That the values of $`I_c`$ determined from the paramagnetic and ordered sides are the same provides an additional evidence for the second order nature of the quantum phase transition.

We wish to stress a subtle issue in the determination of $`I_c`$ coming from the paramagnetic side. If we apply the paramagnetic EDMFT equations (i.e., with $`h_{\text{loc}}=0`$) to $`I>I_c`$, we find that they would converge to a nominally “paramagnetic” solution (at least for $`I3T_K^0`$). These solutions are, however, characterized by free residual (but not ordered!) moments, as signaled by a $`𝒞/T`$ divergence in $`\chi _{\mathrm{loc}}(T)`$ at low temperatures; the constant $`𝒞`$ is an effective Curie constant. This Curie constant manifests also in the behavior of $`\chi _{\text{loc}}(\omega _n)`$ at $`\omega _n=0`$, as illustrated (for a particular value $`I=2T_K^0I_c`$) in the inset to Fig. 3: $`\chi _{\text{loc}}(\omega _n=0)`$ jumps by an amount $`𝒞/T`$ compared to the value extrapolated from $`\chi _{\text{loc}}(\omega _n)`$ at finite $`\omega _n`$ note . (Without going to low temperatures, this jump would have been hard to see.) From the dependence of $`𝒞`$ on $`I`$ (Fig. 3, main plot), the Curie constant is seen to vanish as $`I`$ approaches $`I_c`$ from above. The finite Curie constant for all $`I>I_c`$ shows that, in this region, the nominally “paramagnetic” solution is unstable and the true ground state is the antiferromagnetic solution.

That $`E_{\text{loc}}^{}`$ has to vanish at $`I_c`$ can in fact be understood once the continuous onset of $`T_\text{N}`$ and $`m_{\text{AF}}`$ at $`I_c`$ is established. A second order magnetic transition at zero temperature means that $`\chi (𝐐,\omega =0,T=0)`$ diverges at $`I_c`$. Using

$`\chi (𝐐,\omega =0,T=0)=1/[M(\omega =0,T=0)I]`$ (9)
\[which can be seen by inserting $`I_𝐐=I`$ into Eq. (5)\], this implies that $`M(\omega =0,T=0)=I`$. It then follows from the self-consistency Eq. (4b), together with Eq. (2), that the local susceptibility $`\chi _{\text{loc}}(\omega =0,T=0)`$ also diverges note2  at $`I=I_c`$. This places the local Kondo problem, as specified by Eq. (6) with $`h_{\text{loc}}=0`$, to be at its own critical point note2 . In other words, the criticality of the Kondo physics is embedded in the criticality of the magnetic transition in the lattice; the corresponding coherence energy scale, $`E_{\text{loc}}^{}`$, vanishes.

The overall phase diagram is now specified by Fig. 2(a). While the first order nature of the finite temperature transition is an artifact of EDMFT, reflecting the fact that EDMFT contains no spatial anomalous dimension, the LQCP at zero temperature is expected to be robust Lcp-Nature01 ; note2 . By establishing the continuous nature of the zero-temperature transition, we can identify a finite-temperature quantum-critical “fan” that is anchored by the ($`T=0`$) LQCP at $`I=I_c`$, even in the absence of a correct understanding of the finite temperature transition. This quantum critical fan can be used to describe the non-Gaussian quantum critical behavior observed in heavy fermion metals.

To better understand the dynamics in the ordered phase, we have also calculated the frequency dependence of the local susceptibility. Fig. 4 plots $`\chi _{\text{loc}}(\omega _n)`$ vs $`\omega _n`$ for various values of $`I/T_K^0`$, at $`T=0.011T_K^0`$. On the ordered side, the peak susceptibility, $`\chi (𝐐,\omega _n)`$, saturates to a finite value as a result of the finite magnetic order parameter. Correspondingly, the local susceptibility, $`\chi _{\text{loc}}(\omega _n)`$, which is equal to the $`𝐪`$-average of $`\chi (𝐪,\omega _n)`$, also saturates. The saturated value of $`\chi _{\text{loc}}(\omega _n)`$ increases as the RKKY interaction and, correspondingly, $`h_{\text{loc}}`$, is reduced. At $`I=I_c1.2T_K^0`$, $`h_{\text{loc}}`$ goes to zero and the local susceptibility becomes logarithmically singular, the form that is associated with the critical point of this self-consistent impurity model; the result at $`I=I_c`$ agrees with that of the analysis from the paramagnetic side.

One of us (JXZ) acknowledges the useful discussions with A. V. Balatsky, Y. Bang and L. Zhu, and the hospitality of Rice University, where part of the research was carried out. This work has been supported by US DOE (JXZ), NSF at KITP (DRG) and NSF, the Welch Foundation and TCSAM (QS). It was first reported in Ref. APS03 . We have recently learned that P. Sun and G. Kotliar Sun03  have independently addressed similar issues in an Anderson lattice at high temperatures.


text:
# A new method for the solution of the Schrödinger equation

## Abstract

We present a new method for the solution of the Schrödinger equation applicable to problems of non-perturbative nature. The method works by identifying three different scales in the problem, which then are treated independently: An asymptotic scale, which depends uniquely on the form of the potential at large distances; an intermediate scale, still characterized by an exponential decay of the wave function and, finally, a short distance scale, in which the wave function is sizable. The key feature of our method is the introduction of an arbitrary parameter in the last two scales, which is then used to optimize a perturbative expansion in a suitable parameter. We apply the method to the quantum anharmonic oscillator and find excellent results.

In this Letter we present a new method to find approximate solutions to eigenvalue problems in Quantum Mechanics. In particular, this method is applicable to problems where ordinary perturbation theory generates divergent asymptotic series. Actually, improving the convergence of the standard Rayleigh-Schrödinger perturbative expansion has been the subject of many studies in the past (see, e. g., Refs. Hatsuda:1996vp ; BB96 ; Gui95 ; Jan95  and references therein) and many variants of “optimized expansions” have been proposed.

Among them we would like to single out the Linear Delta Expansion (LDE) lde , which is at the base of our developments. The LDE has been extensively applied in many different settings with varying degrees of success. For example, in Ref. blencowe  it has been used to analyze disordered systems. In Ref. Jones:2000au  it has been applied to study the slow roll potential in inflationary models. Pinto and collaborators have applied it to the Bose-Einstein condensation problem Kneur:2002dn , the $`O(N)(\varphi ^2)_{3d}^2`$ model Kneur:2002kq , the Walecka model Krein:1995rp  and to the $`\varphi ^4`$ theory at high temperature Pinto:1999py . More recently the LDE has been applied with success to the study of classical nonlinear systems AA1:03 ; AA2:03 . Detailed references on the method can be found in these works.

Here, we illustrate the method we propose by applying it to the quantum anharmonic oscillator, which is the usual benchmark to test any non-perturbative method.

The cornerstone of the method is the identification of three different scales in the problem, which give rise to different behaviors of the wave function. Keeping in mind the standard separation of the Hamiltonian in a unperturbed piece (the harmonic oscillator) and a perturbative one (the anharmonic term), one can recognize that at very large distances the wave function assumes its asymptotic behavior: This is completely determined by the anharmonic potential and it is the same for all (ground and excited) states; at intermediate distances the wave function still decays exponentially, but now governed by the harmonic term; finally, there is a short distance scale, in which the wave function is sizable.

The key feature of our method is the introduction of an arbitrary parameter in the last two scales, which is then used, in the LDE spirit, to optimize a perturbative expansion in a suitable parameter.

Consider the Schrödinger equation

$`\left[{\displaystyle \frac{\mathrm{}^2}{2m}}{\displaystyle \frac{^2}{x^2}}+{\displaystyle \frac{m\omega ^2}{2}}x^2+{\displaystyle \frac{\mu }{4}}x^4\right]\psi _n(x)=E_n\psi _n(x),`$ (1)
where $`\mu `$ is the anharmonic coupling. The asymptotic behavior of $`\psi _n(x)`$ in the region of large $`x`$ is determined by substituting the ansatz $`\psi _n(x)e^{\gamma |x|^p}`$ into Eq. (1). One obtains $`p=3`$ and $`\gamma =\sqrt{\mu m/2}/3\mathrm{}`$.

In order to make the three scales explicit in the wave function, we write

$`\psi _n(x)=e^{\gamma |x|^3\beta x^2}\xi _n(x),`$ (2)
where the exponential takes care of the correct behavior in the limit $`|x|\mathrm{}`$. Notice that the quadratic term in the exponential does not affect the behavior at large distances, but dominates at scales where $`|x|<\beta /\gamma `$. Here $`\beta =m\sqrt{\omega ^2+\mathrm{\Omega }^2}/2\mathrm{}`$ is the coefficient of a harmonic oscillator of frequency $`\stackrel{~}{\mathrm{\Omega }}\sqrt{\omega ^2+\mathrm{\Omega }^2}`$, where $`\mathrm{\Omega }`$ is an arbitrary parameter introduced by hand; $`\xi _n`$ is a well-behaved function, which fulfills the equation 111We are considering only the region $`x>0`$. The other region will be obtained by using the symmetry properties of the wave function.:

$`\xi _n^{\prime \prime }(x)`$ $``$ $`\left[{\displaystyle \frac{\sqrt{2m\mu }}{\mathrm{}}}x^2+{\displaystyle \frac{2m\stackrel{~}{\mathrm{\Omega }}x}{\mathrm{}}}\right]\xi _n^{}(x)`$ (3)
$`+`$ $`[{\displaystyle \frac{\sqrt{2\mu m^3\stackrel{~}{\mathrm{\Omega }}^2}}{\mathrm{}^2}}x^3+{\displaystyle \frac{m^2\mathrm{\Omega }^2}{\mathrm{}^2}}x^2{\displaystyle \frac{\sqrt{2m\mu }}{\mathrm{}}}x`$
$`+`$ $`{\displaystyle \frac{2mE_n}{\mathrm{}^2}}{\displaystyle \frac{m\stackrel{~}{\mathrm{\Omega }}}{\mathrm{}}}]\xi _n(x)=0.`$
Equation (2) has been introduced in order to single out three different regimes in the wave function: The purely asymptotic regime ($`|x|\mathrm{}`$), where the cubic term in the exponential dominates; the intermediate regime, where $`|x|`$ is not yet asymptotic but large enough to expect the wave function to be exponentially damped; the regime of small $`|x|`$ where the physics is all contained in the $`\xi `$’s. The last two regimes will display a dependence upon the arbitrary frequency $`\mathrm{\Omega }`$, although in a quite different fashion (in fact, the intermediate regime displays a truly non-perturbative dependence upon $`\mathrm{\Omega }`$). In the limits $`(\mu ,\mathrm{\Omega })0`$ one obtains the equation for the harmonic oscillator of frequency $`\omega `$, which admits polynomial solutions (the Hermite polynomials).

It is worth stressing that the energy $`E_n`$ in Eq. (3) is still the true energy, since no approximation has been used to derive this equation.

We observe in Eq. (3) that both the wave function $`\xi _n(x)`$ and the energy $`E_n`$ depend in some nontrivial way upon the anharmonic coefficient $`\mu `$. On the other hand, the dependence of $`\psi _n(x)`$ and $`E_n`$ upon the arbitrary frequency $`\mathrm{\Omega }`$ is only fictitious, since this parameter does not appear in the original equation (1). Nonetheless, we will show that $`\mathrm{\Omega }`$ can be used to generate an efficient expansion for the solution of Eq. (1).

Indeed we rewrite Eq. (3) as

$`\xi _n^{\prime \prime }(x)`$ $``$ $`\left[{\displaystyle \frac{2m\stackrel{~}{\mathrm{\Omega }}x}{\mathrm{}}}\right]\xi _n^{}(x)+\left[{\displaystyle \frac{2mE_n}{\mathrm{}^2}}{\displaystyle \frac{m\stackrel{~}{\mathrm{\Omega }}}{\mathrm{}}}\right]\xi _n(x)`$ (4)
$`=`$ $`\delta \{{\displaystyle \frac{\sqrt{2m\mu }}{\mathrm{}}}x^2\xi _n^{}(x)[{\displaystyle \frac{\sqrt{2\mu m^3\stackrel{~}{\mathrm{\Omega }}^2}}{\mathrm{}^2}}x^3`$
$`+`$ $`{\displaystyle \frac{m^2\mathrm{\Omega }^2}{\mathrm{}^2}}x^2{\displaystyle \frac{\sqrt{2m\mu }}{\mathrm{}}}x]\xi _n(x)\},`$
where the left hand side of Eq. (4) corresponds to the equation for a harmonic oscillator of frequency $`\stackrel{~}{\mathrm{\Omega }}`$. Following the spirit of the LDE, we have introduced a parameter $`\delta `$, which is going to be used as a power-counting device: When $`\delta =1`$, Eq. (4) reduces exactly to Eq. (3).

Although $`\delta `$ is not a small parameter we will treat the right hand side of Eq. (4) as a perturbation, writing down the following expansions:

$`\xi _n(x)={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}\delta ^j\xi _{nj}(x),E_n={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}\delta ^jE_{nj}.`$ (5)
Combining Eqs. (4) and (5), one can generate a hierarchy of equations, corresponding to the different orders in $`\delta `$.

Since we are doing perturbation theory, all the results, to any finite order in the expansion, will depend upon the arbitrary frequency $`\mathrm{\Omega }`$. Such dependence will therefore be minimized by applying the Principle of Minimal Sensitivity (PMS) Ste81 , i.e. by requiring that a given observable $`O`$ (the energy, for example) be locally independent of $`\mathrm{\Omega }`$:

$`{\displaystyle \frac{O}{\mathrm{\Omega }}}=0.`$ (6)
We will illustrate the method by explicitly showing the first two orders, although we have obtained results up to the eighth order. To lowest order Eq. (4) reduces to the equation of a harmonic oscillator of frequency $`\stackrel{~}{\mathrm{\Omega }}`$, whose solutions are the Hermite polynomials,

$`\xi _n(x)`$ $`=`$ $`H_n\left(\sqrt{{\displaystyle \frac{m\stackrel{~}{\mathrm{\Omega }}}{\mathrm{}}}}x\right),`$ (7)
while the energy eigenvalues are given by

$`E_{n0}`$ $`=`$ $`\mathrm{}\stackrel{~}{\mathrm{\Omega }}\left(n+{\displaystyle \frac{1}{2}}\right);n=0,1,\mathrm{}.`$ (8)
To first order we have the equation:

$`\xi _{n1}^{\prime \prime }(x)`$ $``$ $`\left[{\displaystyle \frac{2m\stackrel{~}{\mathrm{\Omega }}x}{\mathrm{}}}\right]\xi _{n1}^{}(x)+{\displaystyle \frac{2m\stackrel{~}{\mathrm{\Omega }}}{\mathrm{}}}n\xi _{n1}(x)`$ (9)
$`=`$ $`\{{\displaystyle \frac{2mE_{n1}}{\mathrm{}^2}}+{\displaystyle \frac{\sqrt{2m\mu }}{\mathrm{}}}x`$
$``$ $`{\displaystyle \frac{m^2\mathrm{\Omega }^2}{\mathrm{}^2}}x^2{\displaystyle \frac{\sqrt{2\mu m^3\stackrel{~}{\mathrm{\Omega }}^2}}{\mathrm{}^2}}x^3\}\xi _{n0}(x).`$
Although such equation is valid for any state of the AHO, for illustrative purposes we will now consider only the ground state, for which $`\xi _{00}(x)=1`$. Then, for the case $`n=0`$, the solution of Eq. (9) is a polynomial of order $`3`$ and can be cast in terms of unknown coefficients as:

$`\xi _{01}(x)`$ $`=`$ $`a_0+a_1x+a_2x^2+a_3x^3.`$ (10)
The coefficient $`a_0`$ is not determined by Eq. (9) and we impose $`a_0=0`$, since it corresponds to the same functional form of $`\xi _{00}`$ 222This is somewhat analogous of the procedure employed in the Lindstedt-Poincaré method to get rid of “secular terms” in the solutions AA1:03 ; AA2:03 .. By substituting this polynomial into Eq. (9) one gets the coefficients

$`a_1=0;a_2`$ $`=`$ $`{\displaystyle \frac{m\mathrm{\Omega }^2}{4\mathrm{}\stackrel{~}{\mathrm{\Omega }}}};a_3={\displaystyle \frac{1}{3\mathrm{}}}\sqrt{{\displaystyle \frac{m\mu }{2}}}`$ (11)
and the energy

$`E_{01}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}\mathrm{\Omega }^2}{4\stackrel{~}{\mathrm{\Omega }}}}.`$ (12)
Therefore, up to first order, we get the energy

$`E_0^{(1)}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}\stackrel{~}{\mathrm{\Omega }}}{2}}{\displaystyle \frac{\mathrm{}\mathrm{\Omega }^2}{4\stackrel{~}{\mathrm{\Omega }}}}.`$ (13)
It is important to notice that the wave function obtained up to first order does not have nodes, a desirable result for the wave function of the ground state.

The PMS to this order yields the solution $`\mathrm{\Omega }=0`$ and the corresponding energy

$`E_0^{(1)}|_{\text{PMS}}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}\omega }{2}}.`$ (14)
Here we would like to stress a point: We could have obtained a solution similar to that of Eq. (10) by direct application of the Rayleigh-Schrödinger perturbation theory to the wave functions of the harmonic oscillator. However, had we applied the LDE directly to the Rayleigh-Schrödinger expansion, we would not have been able to reproduce the correct asymptotic behavior of the wave function Hatsuda:1996vp .

The extension of the method to include higher orders is straightforward and the details will be presented elsewhere AAD03b . Here we just present the expression for the energy up to third order

$`E_0^{(3)}`$ $`=`$ $`{\displaystyle \frac{\mathrm{}}{32m^2\stackrel{~}{\mathrm{\Omega }}^5}}[6\mu \mathrm{}\stackrel{~}{\mathrm{\Omega }}(\omega ^2+2\stackrel{~}{\mathrm{\Omega }}^2)+m^2(\omega ^6`$ (15)
$`5\omega ^4\stackrel{~}{\mathrm{\Omega }}^2+15\omega ^2\stackrel{~}{\mathrm{\Omega }}^4+5\stackrel{~}{\mathrm{\Omega }}^6)].`$
The optimal value of $`\mathrm{\Omega }`$ is then obtained by using the PMS. The expression for $`\mathrm{\Omega }`$ in the general case is lengthy (see AAD03b ) and we only write here its asymptotic value in the limit of large $`\mu `$ (from now on we assume $`\mathrm{}=m=\omega =1`$):

$`\mathrm{\Omega }=2\left({\displaystyle \frac{3\mu }{5}}\right)^{1/3}+O\left[\mu ^{1/3}\right].`$ (16)
We can then substitute this expression in Eq. (15) and extract the asymptotic behavior of the energy of the ground state to third order:

$`E_0^{(3)}`$ $`=`$ $`{\displaystyle \frac{3}{16}}\left({\displaystyle \frac{75}{2}}\right)^{1/3}\left({\displaystyle \frac{\mu }{4}}\right)^{1/3}+O\left[\mu ^{1/3}\right].`$ (17)
The asymptotic behavior of the ground state energy of the AHO has been studied in Janke:1995wt , by using the exact Rayleigh-Schrödinger perturbation coefficients as an input. We use this calculation as a reference to compare to our results. Following the notation set in Janke:1995wt  we write the energy as

$`E_0`$ $`=`$ $`\alpha _0\left({\displaystyle \frac{\mu }{4}}\right)^{1/3}+O\left[\mu ^{1/3}\right],`$ (18)
and using this formula in Eq. (17) we obtain the coefficient $`\alpha _0`$ to third order in our expansion to be

$`\alpha _0^{(3)}={\displaystyle \frac{3}{16}}\left({\displaystyle \frac{75}{2}}\right)^{1/3}0.627,`$ (19)
which falls within $`6\%`$ of the true value. We have also computed $`\alpha _0`$ up to eighth order, where the agreement is within $`0.4\%`$. The results are shown if Fig. 1.

In Fig. 2 we plot the energy of the AHO as a function of $`\mu `$. The solid bold curve is the exact result obtained by numerically solving the Schrödinger equation for the AHO. The other curves are the energies computed at different perturbative orders, up to fifth order (from bottom to top). We notice from the plot that the perturbative result is always below the true result; this is to be contrasted with a variational calculation, where the exact result would be approached from above. We do not know whether this is a general property.

In Fig. 3 we show the energy of the AHO as a function of the parameter $`\mathrm{\Omega }`$, for $`\mu =5`$. The different curves correspond to different orders in perturbation theory (from second up to fifth order). We observe that the energy at different orders in the perturbative expansion develops local minima and maxima. By applying the PMS we select the extremum in which the energy is flatter, i. e. where the dependence upon $`\mathrm{\Omega }`$ is smaller.

It should be remarked that the method works equally well for the wave function. Indeed, in Fig. 4 we plot the wave function of the ground state of the AHO. The solid line is the exact (numerical) result, whereas the dashed and dotted lines refer to the wave function obtained by applying our method to third and fourth order respectively. We see that it works extremely well, even for large values of $`\mu `$ ($`\mu =200`$). Although we have not imposed that the wave function be flat at the origin, we observe that the method naturally provides this result.

Finally, we would like to stress that, although we have displayed results up to a few orders in the perturbative expansion, it is very easy to push the calculation to any order, since the method only requires the solution of algebraic equations order by order.

We are currently working on the application of our method to the calculation of the excited states of the AHO, to more general anharmonic potentials and to the double-well potential.

###### Acknowledgements.

P.A. and A.A. acknowledge support for this work to the “Fondo Alvarez-Buylla” of Colima University. P.A. also acknowledges Conacyt grant no. C01-40633/A-1.