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# An O(N) symmetric extension of the Sine-Gordon Equation

## I Introduction

Although the Sine-Gordon equation has previously been studied using variational methods, ref:Coleman  ref:Boy  a systematic expansion around the mean field theory result has been lacking. Here we use the method of auxiliary fields to study going beyond mean field theory using a systematic expansion based on the the parameter $`N`$ obtained when we consider a particular O(N) extension of the orginal S-G model. Using the methodology of div  ref:Eyal  we first extend the problem to having O(N) symmetry and then introduce an auxiliary field $`\rho =\frac{\varphi _i\varphi _i}{N}`$ by the insertion of a functional delta function into the path integral. The large-N expansion is then obtained by integrating out exactly the $`\varphi `$ field and then performing a steepest descent evaluation of the remaining path integral. Unlike the case of polynomial interactions, at leading order in the Gaussian approximation there is a distinct difference in the equations of motion when $`N=1`$ and $`N`$ large. We display this by comparing the $`\varphi ^6`$ results with those of the S-G equation. As in the original S-G equation, our $`O(N)`$ extended model has an unstable vacuum as a function of the coupling constant. We find that in leading order in large-N that the vacuum is unstable for $`\beta ^224\pi `$.

## II Time Dependent Variational Approach

One method for obtaining a time dependent variational approximation to a quantum field theory is to start with Dirac’s Variational principle ref:Dirac  ref:Hartree for obtaining the functional Schrodinger Equation. By using wave functionals which become “exact” in the large-N limit– namely Gaussians we will obtain the time-dependent Hartree approximation to the exact field equations.

Dirac’s variational principle

$$\mathrm{\Gamma }=𝑑t<\mathrm{\Psi }|i\frac{}{t}H|\mathrm{\Psi }>$$
(1)
leads directly to the Schrodinger equation:

$$\delta \mathrm{\Gamma }=0\{i\frac{}{t}H\}|\mathrm{\Psi }>=0$$
(2)
In the $`\phi `$ representation

$$\mathrm{\Psi }[\phi ,t]=<\phi |\mathrm{\Psi }>$$

and

$$H=d^nx[\frac{1}{2}\delta ^2/[\delta \phi (x)]^2+\frac{1}{2}\phi (x)\phi (x)+V[\phi ]]$$
(3)
In this representation one can choose a Gaussian trial wave functional:

$`<\phi |\mathrm{\Psi }_v>=\psi _v[\phi ,t]=A\mathrm{exp}\{{\displaystyle _{x,y}}\{[\phi (x)\varphi _c(x,t)]`$
$`[G^1(x,y,t)/4i\mathrm{\Sigma }(x,y,t)][\phi (y)\varphi _c(y,t)]\}+i{\displaystyle _x}\pi _c(x,t)[\phi (x)\varphi _c(x,t)]\},`$ (4)
where $`\varphi _c(x,t)=\mathrm{\Psi }_v|\phi (x)|\mathrm{\Psi }_v`$; $`\pi _c(x,t)=\mathrm{\Psi }_v|i\delta /\delta \phi (x)|\mathrm{\Psi }_v`$ and

$$G(x,y,t)=\mathrm{\Psi }_v|\phi (x)\phi (y)|\mathrm{\Psi }_v\varphi _c(x,t)\varphi _c(y,t).$$
(5)
Then the effective action for the trial wave functional is

$`\mathrm{\Gamma }(\varphi _c,\pi _c,G,\mathrm{\Sigma })`$ $`={\displaystyle 𝑑t<\mathrm{\Psi }_v|i/tH|\mathrm{\Psi }_v>}`$ (6)
$`={\displaystyle 𝑑t𝑑x[\pi _c(x,t)\varphi _c(x,t)/t+𝑑t𝑑x𝑑y\mathrm{\Sigma }(x,y;t)G(x,y;t)/t]}`$
$`{\displaystyle 𝑑t<H>}`$
where

$`<H>`$ $`={\displaystyle }dx\{{\displaystyle \frac{1}{2}}\pi ^2+2[\mathrm{\Sigma }G\mathrm{\Sigma }](x,x)+{\displaystyle \frac{1}{8}}G^1(x,x)+{\displaystyle \frac{1}{2}}(\phi )^2`$ (7)
$`+{\displaystyle \frac{1}{2}}\underset{xy}{lim}_x_yG(x,y)+<V>\}.`$
$`<H>`$ is a constant of the motion and is a first integral of the motion. The equations one gets by varying the effective action with respect to the variational parameters are:

$`\dot{\pi }_c(x,t)`$ $`=^2\varphi _c(x,t){\displaystyle \frac{<V>}{\varphi _c}};`$
$`\dot{\varphi }_c(x,t)`$ $`=\pi _c(x,t)`$
$`\dot{G}(x,y;t)`$ $`=2{\displaystyle 𝑑z[\mathrm{\Sigma }(x,z)G(z,y)+G(x,z)\mathrm{\Sigma }(z,y)]}`$
$`\dot{\mathrm{\Sigma }}(x,y;t)`$ $`={\displaystyle 𝑑z[2\mathrm{\Sigma }(x,z)\mathrm{\Sigma }(z,y)+\frac{1}{8}G^1(x,z)G^1(z,y)]}`$
$`+[{\displaystyle \frac{1}{2}}_x^2{\displaystyle \frac{<V>}{G}}]\delta (xy)`$
For calculating expectation values,

$$P[\varphi ]=A^2\mathrm{exp}\{_{x,y}[\phi (x)\varphi _c(x,t)][\frac{G^1(x,y;t)}{2}[\phi (y)\varphi _c(y,t)]]$$
(8)
with the normalization $`A`$ determined from the conservation of probability:

$$𝒟\varphi P[\varphi ]=1$$
(9)
To get a general expression for $`V`$ one can use the method of the generating functional:

$$Z[j]=\mathrm{exp}[j(x,t)\{\varphi (x,t)\varphi _c(x,t)\}]=\mathrm{exp}[\frac{1}{2}j(x,t)G(xy,t)j(y,t)].$$
(10)
In the single field case (N=1) for example one has

$$(\varphi (x,t)\varphi _c(x,t))^{2n}=\frac{\delta ^{2n}Z[j]}{\delta j^{2n}(x)}|_{j=0}.$$
(11)
and we obtain the simple result

$$(\varphi (x,t)\varphi _c(x,t))^{2n}=(2n1)!!G(x,x;t)^n$$
(12)
To obtain the expectation value of an arbitrary potential we assume that the potential has a Taylor series expansion about the classical field $`\varphi _c=\varphi `$ and the expectation value is taken with respect to the Gaussian trial wave function. At N=1 we obtain the result:

$$V[\varphi ]=\underset{n}{}\frac{1}{(2n)!}\frac{d^{2n}V[\varphi _c]}{d\varphi _c^{2n}}(\varphi \varphi _c)^{2n}=\underset{n}{}\frac{1}{2^nn!}G^n\frac{d^{2n}V[\varphi _c]}{d\varphi _c^{2n}}$$
(13)
For the O(N) extension of the potential, $`\varphi \varphi _i;i=1\mathrm{}N`$ and the Green’s function $`G`$ is now an $`N\times N`$ matrix. One then finds making the Gaussian ansatz and ignoring non-leading terms in $`1/N`$ that (see ref:BMB )

$$(\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N})^n\rho ^n$$
(14)
where

$$\rho =\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}=G+\frac{\stackrel{}{\varphi }_c\stackrel{}{\varphi }_c}{N}G+\varphi _c^2.$$
(15)
Thus at leading order in large-$`N`$ the expectation value of the potential becomes

$$V[\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}]=V_{cl}[\varphi _c^2+G]$$
(16)
### II.1 $`\varphi ^6`$ Model

First let us look at a typical polynomial model such as the $`\varphi ^6`$ model described by the classical potential

$$V_{cl}[\varphi ]=\frac{\mu ^2}{2}\stackrel{}{\varphi }\stackrel{}{\varphi }+\frac{\lambda _0}{4N}(\stackrel{}{\varphi }\stackrel{}{\varphi })^2+\frac{\eta }{6N^2}(\stackrel{}{\varphi }\stackrel{}{\varphi })^3$$
(17)
For $`N=1`$ one gets the Hartree approximation result

$`V`$ $`={\displaystyle \frac{\mu ^2}{2}}[\varphi ^2+G]+{\displaystyle \frac{\lambda _0}{4}}[\varphi ^4+6\varphi ^2G+3G^2]`$ (18)
$`+{\displaystyle \frac{\eta }{6}}[\varphi ^6+15\varphi ^4G+45\varphi ^2G^2+15G^2]`$
where in the above $`G=G(x,x)`$ and $`G(x,y;t)`$ is the variational function.

To obtain the phase structure one calculates the effective potential which is the expectation value of the Hamiltonian in the Gaussian trial state for spatially homoogenous time independent fields:

$$V_{eff}=\frac{G^1(x,x)}{8}+\frac{1}{2}lim_{xy}_x_yG(x,y)+V.$$
(19)
We can change variables from $`G(x,y)`$ to the effective mass $`\chi `$ for constant (homogeneous) external sources and in that case parametrize $`G(x,y)`$ via

$$G(x,y)=\frac{dk}{2\pi }e^{ik(xy)}\frac{1}{2\sqrt{k^2+\chi }},$$
(20)
So that if we introduce a cutoff $`\mathrm{\Lambda }`$

$$G(x,x)=\frac{1}{4\pi }\mathrm{ln}\frac{\mathrm{\Lambda }^2}{\chi }$$
(21)
The first two terms in the effective potential coming from the kinetic energy can now be written as

$$KE=\frac{dk}{2\pi }[\frac{\sqrt{k^2+\chi }}{4}+\frac{k^2}{4\sqrt{k^2+\chi }}]$$
(22)
This has an infinite $`\chi `$ independent term which is the cosmological constant and needs to be subtracted by hand.

In general $`V_{eff}`$ is a functional of $`\varphi ,G`$ or $`\varphi ,\chi `$. Using the chain rule we have

$$\frac{V}{\chi }=\frac{V}{G}\frac{G}{\chi }$$
(23)
with

$$\frac{G}{\chi }=\frac{1}{4\pi \chi }$$
(24)
Here

$`{\displaystyle \frac{V}{G}}`$ $`={\displaystyle \frac{1}{2}}[\chi +\mu ^2+3\lambda \{\varphi ^2+G[\chi ]\}`$ (25)
$`+5\eta \{\varphi ^4+6\varphi ^2G[\chi ]+3G^2[\chi ]\}]`$
Another way of writing the Kinetic energy which removes the cosmological constant term is used in ref:BMB  and leads to a result independent of the cutoff. There one lets $`\chi m^2`$ in the definition of $`G`$ and sets

$$K[\chi ]=\frac{1}{2}_0^\chi m^2\frac{G[m^2]}{m^2}=\frac{\chi }{8\pi }.$$
(26)
The potential energy also has divergences which are related to mass and coupling constant renormalization if one does not do any normal ordering. Here we will first use conventional renormalization and then show it is equivalent (in 1+1 dimensions) to normal ordering the unrenormalized result with respect to the renormalized mass. First let us look at the case $`N=1`$. We define the renormalized mass as the value of $`\chi `$ determined from the gap equation obtained from setting $`\frac{V}{G}|_{\varphi =0}=0`$ i.e.

$$m^2=\mu ^2+3\lambda _0G[m^2]+15\eta G^2[m^2]$$
(27)
The gap equation for $`\chi `$ is fully renormalized if we solve the above for $`\mu `$ in terms of $`m`$ and also perform the coupling constant renormalization

$$\lambda _r=\lambda _0+10\eta G[m^2]$$
(28)
Defining

$$G_r[\chi ]=G[\chi ]G[m^2]=\frac{1}{4\pi }\mathrm{ln}\frac{m^2}{\chi }$$
(29)
one then obtains the renormalized equation

$`{\displaystyle \frac{V}{G}}`$ $`={\displaystyle \frac{1}{2}}[\chi +m^2+3\lambda _r\{\varphi ^2+G_r[\chi ]\}`$ (30)
$`+5\eta \{\varphi ^4+6\varphi ^2G_r[\chi ]+3G_r^2[\chi ]\}]`$
We notice here by comparing Eq. 25 and Eq. 30 that the only difference between the unrenormalized and renormalized gap equations are the replacement of:

$$\mu m;\lambda \lambda _r;GG_r.$$
(31)
This is an example of the result in two space-time dimensions (see also ref:chang ) that if one did no mass and coupling constant renormalization, but normal ordered the two point function with respect to the renormalized mass parameter $`m`$ the theory would be rendered finite.

To obtain the renormalized effective potential one needs to do an integration of the renormalized equaition for $`\frac{V}{\chi }`$ and add the pure $`\varphi `$ dependent terms.

We have

$`{\displaystyle \frac{V}{\chi }}`$ $`={\displaystyle \frac{1}{8\pi \chi }}[\chi +m^2+3\lambda _r\{\varphi ^2+G_r[\chi ]\}`$ (32)
$`+5\eta \{\varphi ^4+6\varphi ^2G_r[\chi ]+3G_r^2[\chi ]\}]`$
Integrating and adding the pure $`\varphi `$ dependent terms we obtain:

$`V[\varphi ,\chi ]`$ $`={\displaystyle \frac{1}{2}}m^2\varphi ^2+{\displaystyle \frac{1}{4}}\lambda _r\varphi ^4+{\displaystyle \frac{1}{6}}\eta \varphi ^6`$ (33)
$`{\displaystyle \frac{1}{8\pi }}[\chi m^2+(m^2+3\lambda _r\varphi ^2+5\eta \varphi ^4)\mathrm{ln}{\displaystyle \frac{m^2}{\chi }}]`$
$`{\displaystyle \frac{3}{64\pi ^2}}(\lambda _r+10\eta \varphi ^2)\mathrm{ln}^2{\displaystyle \frac{m^2}{\chi }}+{\displaystyle \frac{5}{128\pi ^3}}\eta \mathrm{ln}^3{\displaystyle \frac{m^2}{\chi }}.`$
### II.2  $`\varphi ^6`$at large $`N`$

At leading order in large $`N`$ one has as discussed before that

$$V/N=\frac{1}{2}\mu ^2[\varphi _c^2+G(x,x)]+\frac{\lambda _0}{4}[\varphi _c^2+G(x,x)]^2+\frac{\eta }{6}[\varphi _c^2+G(x,x)]^3,$$
(34)
where here we use the shorthand $`\varphi _c^2\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}`$. Performing the mass renormalization we find now:

$$m^2=\mu ^2+\lambda _0G(x,x;m^2)+\eta _0G^2(x,x;m^2).$$
(35)
The equation for the coupling constant renormalization is also slightly changed and reads:

$$\lambda _r=\lambda _0+2\eta G(x,x;m^2)$$
(36)
then the renormalized gap equation is

$$\frac{V}{G}=\frac{1}{2}[\chi +m^2+\lambda _r\{\varphi ^2+G_r(x,x;\chi )\}+\eta \{\varphi ^2+G_r(x,x;\chi )\}^2].$$
(37)
Thus apart from the factors in front of $`\lambda `$ and $`\eta `$ reflecting $`3=1+2/N`$ etc, the renormalization at large $`N`$ is quite similar to what happens in the Hartree approximation. We also find

$$\frac{H}{\chi }=\frac{H}{G}\frac{G}{\chi }$$
(38)
which after renormalization can be written (using $`V_{eff}`$ for $`H`$ at constant fields)

$$\frac{V_{eff}}{\chi }=\frac{1}{8\pi \chi }[\chi m^2\lambda _r(\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi })\eta (\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }])^2]$$
(39)
This result again could have been obtained if we did NOT renormalize the coupling constant or the mass and instead used $`m^2`$ for the mass parameter and everywhere made the subtraction:

$$G(xx,\chi )G(xx,\chi )G(xx,m^2)G_r(x,x;\chi ).$$
(40)
Integrating as before we find the renormalized effective potential can be written in the form

$`V[\varphi ,\chi ]/N=`$ $`{\displaystyle \frac{1}{8\pi }}[\chi m^2]+{\displaystyle \frac{1}{2}}m^2[\varphi ^2+G_r[\chi ]]`$ (41)
$`+{\displaystyle \frac{1}{4}}\lambda _r[\varphi ^2+G_r]^2+{\displaystyle \frac{1}{6}}\eta [\varphi ^2+G_r]^3`$
which has the advertised form.

### II.3 sine-Gordon equation

The sine-Gordon equation is quite interesting since the classical equation has a kink solution which remains after quantization and there is also a phase transition as we increase the effective coupling constant as discussed by Coleman ref:Coleman . The usual sine-Gordon equation is described by the Hamiltonian:

$$H=𝑑x[\frac{1}{2}\pi (x,t)^2+\frac{1}{2}(\phi (x,t))^2\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \phi +\gamma ]$$
(42)
where in the “$`\phi `$” representation

$$\pi (x)=i\frac{\delta }{\delta \phi }$$

Taking the expectation value of this Hamiltonian in the trial Gaussian wave functional state one now has

$$<V>=<\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \phi >=\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \varphi e^{\frac{\beta ^2}{2}G(x,x)}$$
(43)
Varying the action we obtain the following field equations for the variational functions:

$$\ddot{\varphi }^2\varphi +\frac{\alpha _0}{\beta }\mathrm{sin}\beta \varphi e^{\frac{\beta ^2}{2}G(x,x)}=0,$$
(44)
$$\dot{G}(x,y)=2𝑑z\{G(x,z)\mathrm{\Sigma }(z,y)+\mathrm{\Sigma }(x,z)G(z,y)\}$$
(45)
$`\dot{\mathrm{\Sigma }}(x,y;t)`$ $`={\displaystyle 𝑑z[2\mathrm{\Sigma }(x,z)\mathrm{\Sigma }(z,y)+\frac{1}{8}G^1(x,z)G^1(z,y)]}`$ (46)
$`+[{\displaystyle \frac{1}{2}}_x^2{\displaystyle \frac{1}{2}}\alpha _0\mathrm{cos}\beta \varphi (x,t)e^{\frac{\beta ^2}{2}G(x,x)}]\delta (xy)`$
In the Heisenberg picture, making the same the Hartree approximation gives the following covariant equation for the nonequaltime correlation function:

$$[\mathrm{}+\frac{^2V}{\varphi ^2}]𝒢(x,x^{})=\delta ^2(xx^{})$$
(47)
where

$$\frac{^2V}{\varphi ^2}=\alpha _0\mathrm{cos}\beta \varphi (x,t)e^{\frac{\beta ^2}{2}G(x,x)}\chi (x).$$
(48)
Again the connection between the covariant and noncovariant Green’s functions at equal spatio-temporal points is: $`\frac{𝒢(x,x;t,t)}{i}=G(x,x;t)`$.

When $`\chi `$ is independent of $`x`$ one can again introduce the Fourier Transform:

$$G(x,y)=\frac{1}{2\pi }𝑑k\stackrel{~}{G}(k)e^{ik(xy)}$$
(49)
where now

$$\stackrel{~}{G}(k)=\frac{1}{2(k^2+\chi )^{1/2}}$$

In particular, when $`\varphi =0`$ one has the gap equation:

$$\chi =\alpha _0e^{\frac{\beta ^2}{2}G(x,x;\chi )}=\alpha _0(\frac{\mathrm{\Lambda }^2}{\chi })^{\frac{\beta ^2}{8\pi }}$$
(50)
This equation tells one how to choose $`\alpha _0`$ as a function of the cutoff $`\mathrm{\Lambda }`$ to insure that the physical mass $`\chi `$ is finite.

To study the phase transition in this theory in this approximation we follow ref:Coleman  ref:Boy . We determine for what values of the coupling constant one can have $`\varphi =0`$ be a minimum of the energy.

In the vacuum sector we have for the Hamiltonian Density:

$$<>=\frac{1}{8}G^1(xx;\chi )+\frac{1}{2}\underset{xy}{lim}_x_yG(x,y;\chi )\frac{\alpha _0}{\beta ^2}e^{\frac{\beta ^2}{2}G(x,x;\chi )}$$
(51)
Inserting a momentum space cutoff $`\mathrm{\Lambda }`$

$$(\mu ^2)=\frac{1}{8\pi }_\mathrm{\Lambda }^\mathrm{\Lambda }𝑑k\frac{2k^2+\mu ^2}{(k^2+\mu ^2)^{1/2}}\frac{\alpha _0}{\beta ^2}(\frac{\mathrm{\Lambda }^2}{\mu ^2})^{\beta ^2/8\pi }$$
(52)
Let us define an arbitrary renormalized mass squared parameter $`\alpha _r`$ by

$$\alpha _r(m^2)=\alpha _0(\frac{m^2}{\mathrm{\Lambda }^2})^{\beta ^2/8\pi }$$
(53)
which has the property that

$$\alpha _r(\chi )=\chi $$
(54)
we find that the once subtracted (at $`m^2`$) energy density is given by

$$(\chi )(m^2)=\frac{1}{8\pi }(\chi m^2)\frac{\alpha _r}{\beta ^2}(\frac{\chi }{m^2})^{\beta ^2/8\pi }$$
(55)
The first derivative is given by:

$$\frac{H}{\chi }=\frac{1}{8\pi }[1\frac{\alpha _r(m^2)}{m^2}(\frac{\chi }{m^2})^{\beta ^2/8\pi 1}]$$
(56)
The minimum for $`\varphi =0`$ is at

$$(\frac{\chi }{m^2})^{\beta ^2/8\pi 1}=\frac{m^2}{\alpha _r(m^2)}$$
(57)
We notice that if we choose

$$m^2=\alpha _r(m^2)$$

then the extrema of the energy is at

$$\chi =m^2.$$

Since the second derivative of the energy is given by:

$$\frac{^2}{^2\chi }=\frac{1}{8\pi m^2}(\frac{\beta ^2}{8\pi }1)(\frac{\chi }{m^2})^{(\beta ^2/8\pi )2}$$
(58)
we find that a stable ground state with unbroken symmetry ($`\varphi =0`$) exists only for

$$\frac{\beta ^2}{8\pi }<1$$
(59)
which is in accord with the result of Coleman ref:Coleman .

The resulting renormalized effective potential is

$$V[\varphi ,\chi ]=\frac{1}{8\pi }[\chi m^2]\frac{m^2}{\beta ^2}(\frac{\chi }{m^2})^{(\beta ^2/8\pi )}\mathrm{cos}\beta \varphi $$
(60)
For the Schrodinger picture update equations we can defined a finite spatially and temporally varying renormalized mass $`M^2(x,t)`$ via

$$M^2(x,t)m^2\mathrm{exp}[\frac{\beta ^2}{2}\{G(xx;\chi )G(xx;m^2)\}]=m^2\mathrm{exp}[\frac{\beta ^2}{2}G_r(xx;\chi )]$$
(61)
This mass renormalization will render the resulting update equations for the time evolution problem finite. In terms of the renormalized mass $`M^2(x,t)`$ the renormalized TDHF equations are :

$$\ddot{\varphi }^2\varphi +\frac{M^2(x,t)}{\beta }\mathrm{sin}\beta \varphi =0,$$
(62)
$$\dot{G}(x,y)=2𝑑z\{G(x,z)\mathrm{\Sigma }(z,y)+\mathrm{\Sigma }(x,z)G(z,y)\}$$
(63)
$`\dot{\mathrm{\Sigma }}(x,y;t)`$ $`={\displaystyle 𝑑z[2\mathrm{\Sigma }(x,z)\mathrm{\Sigma }(z,y)+\frac{1}{8}G^1(x,z)G^1(z,y)]}`$ (64)
$`+[{\displaystyle \frac{1}{2}}_x^2{\displaystyle \frac{1}{2}}M^2(x,t)\mathrm{cos}\beta \varphi (x,t)]\delta ^d(xy)`$
In the Heisenberg picture, the covariant time dependent equations in terms of $`M^2(x,t)`$ are

$$[\mathrm{}+M^2(x,t)\mathrm{cos}\beta \varphi (x)]𝒢(x,x^{})=\delta ^2(xx^{})$$
(65)
thus the space and time dependent effective mass is

$$\chi (x)=m^2\mathrm{cos}\beta \varphi (x)e^{\frac{\beta ^2𝒢_r(x,x;\chi )}{2i}}=M^2(x,t)\mathrm{cos}\beta \varphi (x)$$
(66)
The expectation value of the field obeys the equation

$$\mathrm{}\varphi (x)+M^2(x,t)\mathrm{sin}\beta \varphi (x)=0.$$
(67)
The subscript $`r`$ in Eq. 66 means that one uses the once subtracted covariant Green’s function. Here we see that the main effect of the Hartree approximation on the kink evolution equation is to replace $`m^2`$ by a self consistently determined $`M^2(x,t)`$. We notice that the ”classical” field evolves quite differently than the propogator. As we shall see next, making the Gaussian approximation but keeping only leading order terms at large-N dramatically alters the evolution equation in a manner that can be interpreted as a change in the behavior of the periodicity itself, but with the evolution of $`\varphi `$ and $`𝒢`$ being similar. For the N-component field we will consider instead the classical potential:

$$V_{cl}=N\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \sqrt{\rho };\rho \frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}.$$
(68)
Using the previous result at large $`N`$ that $`H=K[\chi ]+V_{cl}\left[\varphi _c^2+G[\chi ]\right]`$, we have that the effective potential is now:

$$V_{eff}/N=\frac{\chi }{8\pi }\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \sqrt{\varphi _c^2+G[\chi ]}.$$
(69)
The renormalized effective potental is thus given by

$$V_{eff}/N=\frac{\chi }{8\pi }\frac{\alpha }{\beta ^2}\mathrm{cos}\beta \sqrt{\varphi _c^2+G_r[\chi ;m^2]}.$$
(70)
with $`m^2`$ an arbitrary subtraction point. If we choose the extremum of energy when $`\varphi =0`$ to be at $`\chi =m^2`$ than the renormalized effective potential can be written as:

$$V[\varphi ,\chi ]=\frac{1}{8\pi }[\chi m^2]\frac{m^2}{\beta ^2}\mathrm{cos}\left(\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}\right)$$
(71)
We notice now that the effective mass (pole in the propagator) is at

$$\chi =m^2\frac{\mathrm{sin}\left(\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}\right)}{\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}}$$
(72)
which is functionally totally different than the $`N=1`$ Hartree result that

$$\chi (x)=m^2\mathrm{cos}\beta \varphi (x)e^{\frac{\beta ^2𝒢_r(x,x;\chi )}{2i}}=M^2(x,t)\mathrm{cos}\beta \varphi (x)$$
(73)
## III Path Integral Approach

To obtain the large-N expansion for an arbitrary even polynomial interaction we follow the work of Eyal et. al. ref:Eyal . Starting from the usual path integral for the generating functional

$$Z[j]=D\varphi \mathrm{Exp}\left[i\{\frac{1}{2}[_\mu \varphi _i]^2NV[\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}]+\stackrel{}{j}\stackrel{}{\varphi }\}\right]$$
(74)
one introduces the composite field $`\rho `$ using :

$$1=𝑑\chi \delta (\rho \frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N})=𝑑\rho 𝑑\chi \mathrm{exp}^{\left[iN\frac{\chi }{2}(\rho \frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N})\right]}$$
(75)
This allows us to rewrite the generating functional (also adding sources for $`\chi `$ and $`\rho `$) as

$$Z=D\varphi D\chi D\rho \mathrm{Exp}\left[i\{\frac{1}{2}[_\mu \varphi _i]^2\frac{1}{2}\chi \stackrel{}{\varphi }\stackrel{}{\varphi }NV[\rho ]+\frac{N}{2}\rho \chi +\stackrel{}{j}\stackrel{}{\varphi }+NS\chi +NJ\rho \}\right]$$
(76)
The equations resulting from the second form of the action are

$$[\mathrm{}+\chi ]\varphi _i=j_i;\chi =2J2V^{}[\rho ];\rho =\stackrel{}{\varphi }\stackrel{}{\varphi }/N2S$$
(77)
The large-N expansion is obtained by integrating out the $`\varphi `$ fields and, recognizing that the resulting action is proportional to $`N`$ performing the remaining integral by Stationary Phase. The first integration yields

$`Z[j,S,J]={\displaystyle D\chi D\rho e^{iNS_{eff}[\rho ,\chi ,j,S,J]}}`$ (78)
where

$$S_{eff}=i\{[\frac{\stackrel{}{j}(x)\stackrel{}{j}(y)}{2N}𝒢[x,y;\chi ]V[\rho ]+\frac{1}{2}\rho \chi +S\chi +J\rho +\frac{i}{2}Tr\mathrm{Ln}𝒢^1[x,y,\chi ]\}]$$
(79)
and here

$$𝒢^1[x,y,\chi ]=[\mathrm{}+\chi ]\delta ^2(xy)$$
(80)
is now the covariant two time Green function. The stationary phase conditions are:

$`{\displaystyle \frac{1}{i}}{\displaystyle \frac{\delta S}{\delta \chi }}`$ $`=S+{\displaystyle \frac{\rho }{2}}+{\displaystyle \frac{i}{2}}\mathrm{Tr}𝒢{\displaystyle \frac{1}{2}}\varphi _c^2=0,`$
$`{\displaystyle \frac{1}{i}}{\displaystyle \frac{\delta S}{\delta \rho }}`$ $`={\displaystyle \frac{\chi }{2}}V^{}[\rho ]+J=0`$ (81)
where $`\stackrel{}{\varphi }_c=𝒢\stackrel{}{j}`$ and $`\varphi _c^2=\stackrel{}{\varphi }\stackrel{}{\varphi }/N`$. In the absence of sources, this leads to the constraint equation for $`\rho `$

$$\rho =\varphi _c^2+\frac{1}{i}\mathrm{Tr}𝒢$$
(82)
and the equation for the effective mass (gap equation) in leading order:

$$\chi =2V^{}[\rho ].$$
(83)
At leading order we also have from the definition of $`\varphi _c=\frac{1}{1}\frac{\delta lnZ}{\delta j}`$ that

$$[\mathrm{}+\chi ]\stackrel{}{\varphi }_c=\stackrel{}{j}$$
(84)
so that unlike the Hartree case the mass for the classical field $`\varphi `$ is the same as the mass entering into the propagator. The Gaussian fluctuations about this mean field (Stationary point of the effective action) is obtained from the second derivative of the effective action at the stationary point. This matrix is actually the inverse propagator of the two component field made up of $`\chi `$ and $`\rho `$. The stability of the large-N approximation is related to the eigenvalues of this matrix being positive. Critical behavior is related to the deteminant of the matrix being zero. The second derivatives are given by

$$\frac{1}{i}\frac{\delta ^2S}{\delta \chi (x)\delta \chi (y)}=\frac{i}{2}𝒢(x,y)𝒢(y,x)+\varphi _c(x)𝒢(x,y)\varphi _c(y)\frac{\mathrm{\Sigma }(x,y)}{2}$$
(85)
$$\frac{1}{i}\frac{\delta ^2S}{\delta \chi (x)\delta \rho (y)}=\frac{1}{i}\frac{\delta ^2S}{\delta \chi (x)\delta \rho (y)}=\frac{1}{2}\delta (xy)$$
(86)
$$\frac{1}{i}\frac{\delta ^2S}{\delta \rho (x)\delta \rho (y)}=V\mathrm{"}[\rho ]\delta (xy).$$
(87)
For constant fields, the Fourier transform of the inverse propagator is given by

$$D^1[p;\chi ,\rho ,\varphi ]=\left(\begin{array}{cc}\frac{\mathrm{\Sigma }(p)}{2}& \frac{1}{2}\\ \frac{1}{2}& V\mathrm{"}[\rho ]\end{array}\right)$$
(88)
Expanding $`S`$ about the stationary phase point, keeping up to Gaussian fluctuations and Legendre transforming one has the effective action to $`1/N`$ is

$$\frac{\mathrm{\Gamma }}{N}=dx_{cl}[\varphi ,\rho ,\chi ]+\frac{i}{2}Tr\mathrm{ln}𝒢^1[x,y,\chi ]\}+\frac{i}{2N}Tr\mathrm{ln}D^1[x,y,\chi ,\rho ,\varphi ]\}$$
(89)
and the inverse matrix propagator $`D^1`$is defined in terms of the second derivatives of the effective action at the stationary phase point with respect to the fields $`\rho `$ and $`\chi `$.

In 1+1 dimensions, $`\mathrm{\Sigma }(q)`$ is finite and (for the case of zero classical field) given by the integral

$$\mathrm{\Sigma }(q;\chi )=\frac{1}{i}\frac{d^2p}{(2\pi )^2}\frac{1}{(p^2+\chi )((pq)^2+\chi )}=\frac{d^2p_E}{(2\pi )^2}\frac{1}{(p_E^2+\chi )(p_Eq_E)^2+\chi )}$$
(90)
where in the last equality we have made the Wick rotation $`p_0ip_{0E}`$. The value of $`\mathrm{\Sigma }(0)`$ is important in studying the critical points of the theory where the determinant of the quadratic fluctuations around the mean field becomes zero and one has a massless excitation. At that point the large-N expansion breaks down and a resummation technique is needed as discussed in ref:Eyal . Explicitly

$$\mathrm{\Sigma }(q=0,\chi )=\frac{1}{4\pi \chi }.$$
(91)
and the condition for the determinant to vanish becomes

$$\mathrm{\Sigma }(0)V^{\prime \prime }[\rho ]+\frac{1}{2}=0.$$
(92)
### III.1 $`\varphi ^6`$ model at large-N

We start with the usual Lagrangian for the $`\varphi ^6`$ model is (see ref:BMB )

$$=\frac{1}{2}(_\mu \varphi _i)^2\frac{1}{2}\mu ^2\stackrel{}{\varphi }\stackrel{}{\varphi }\frac{\lambda _0}{4N}(\stackrel{}{\varphi }\stackrel{}{\varphi })^2\frac{\eta }{6N^2}(\stackrel{}{\varphi }\stackrel{}{\varphi })^3$$
(93)
and $`i=1\mathrm{}N`$.

Introducing the functional $`\delta `$ function that $`\rho =\frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}`$ we get the second form of the Lagrangian

$$\frac{}{N}=\frac{1}{2N}(_\mu \varphi _i)^2\frac{1}{2}\mu ^2\rho \frac{\lambda _0}{4}\rho ^2\frac{\eta }{6}\rho ^3+\frac{\chi }{2}(\rho \frac{\stackrel{}{\varphi }\stackrel{}{\varphi }}{N}).$$
(94)
The effective potential obtained at leading order in large N for $`\varphi ^6`$ theory written in terms of the auxiliary fields $`\chi ,\rho `$ is simply (scaling out the $`N`$)

$$V_{eff}=\frac{1}{2}\chi (\varphi ^2\rho )+\frac{1}{2}\mu ^2\rho +\frac{\lambda _0}{4}\rho ^2+\frac{\eta }{6}\rho ^3+\frac{1}{2iN}\mathrm{tr}\mathrm{ln}𝒢^1[\chi ]$$
(95)
where here $`𝒢`$ is the covariant two time Green function

$$𝒢^1(x,y;\chi )=[\mathrm{}+\chi (x)]\delta ^2(xy).$$
(96)
The gap equation is obtained from

$$\frac{V_{eff}}{\rho }=\frac{1}{2}[\mu ^2\chi +\lambda _0\rho +\eta \rho ^2]=0$$
(97)
and $`\rho `$ can be eliminated in favor of $`\chi `$ using

$$\frac{V_{eff}}{\chi }=0\rho =\varphi ^2+\frac{1}{i}𝒢(x,x;\chi )$$
(98)
However, $`\frac{1}{i}𝒢(x,x;\chi )=G(x,x;\chi )=\{\varphi (x)\varphi (x)\}^2`$ where $`G(x,y)`$ was defined earlier in the variational approach. This is seen by considering

$$\frac{1}{i}𝒢(x,x;\chi )=\frac{1}{(2\pi )^2}\frac{d^2k_E}{(k_E^2+\chi )}\frac{1}{(2\pi )}\frac{dk}{2\sqrt{k^2+\chi }}$$
(99)
Once we rewrite $`V_{eff}`$ solely in terms of $`\chi `$ as $`V_{eff}[\varphi ^2,\chi ,\rho [\chi ]]`$, then we obtain that

$$\frac{V_{eff}}{\chi }|_\varphi =\frac{V}{\rho }\frac{\rho }{\chi }$$
(100)
This yields the unrenormalized equation:

$$\frac{V_{eff}}{\chi }|_\varphi =\frac{1}{2}[\mu ^2\chi +\lambda _0\rho +\eta \rho ^2][\frac{1}{4\pi \chi }]$$
(101)
using the same mass and coupling constant renormalization as in the variational aproach we get exactly the same result:

$$\frac{V_{eff}}{\chi }=\frac{1}{8\pi \chi }\left[\chi m^2\lambda _r\left(\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]\right)\eta \left(\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]\right)^2\right]$$
(102)
Integrating this with respect to $`\chi `$ we obtain the renormalized effective potential:

$`V_{eff}[\varphi ,\chi ]`$ $`={\displaystyle \frac{1}{2}}m^2\varphi ^2+{\displaystyle \frac{1}{4}}\lambda _r\varphi ^4+{\displaystyle \frac{1}{6}}\eta \varphi ^6`$ (103)
$`{\displaystyle \frac{1}{8\pi }}[\chi m^2+(m^2+\lambda _r\varphi ^2+\eta \varphi ^4)\mathrm{ln}{\displaystyle \frac{m^2}{\chi }}]`$
$`{\displaystyle \frac{1}{64\pi ^2}}(\lambda _r+2\eta \varphi ^2)\mathrm{ln}^2{\displaystyle \frac{m^2}{\chi }}+{\displaystyle \frac{1}{384\pi ^3}}\eta \mathrm{ln}^3{\displaystyle \frac{m^2}{\chi }}.`$
We can rewrite this as:

$`V_{eff}[\varphi ,\chi ]=`$ $`{\displaystyle \frac{1}{8\pi }}[\chi m^2]+{\displaystyle \frac{1}{2}}m^2[\varphi ^2+G_r[\chi ]]`$ (104)
$`+{\displaystyle \frac{1}{4}}\lambda _r[\varphi ^2+G_r]^2+{\displaystyle \frac{1}{6}}\eta [\varphi ^2+G_r]^3`$
This is exactly what we got from the variational method. However now we can systematically improve on the variational result in terms of a series in $`1/N`$.

To study the critical behavior of $`\varphi ^6`$ and the stability of the large-N expansion one needs to study the condition for the determinant of the Gaussian fluctuations to vanish, namely:

$$\mathrm{\Sigma }(0)V^{\prime \prime }[\rho ]+\frac{1}{2}=0.$$
(105)
where

$$\mathrm{\Sigma }(q=0,\chi )=\frac{1}{4\pi \chi }.$$
(106)
Here the potential in terms of $`\rho `$ is given by

$$V[\rho ]=\frac{\mu ^2}{2}\rho +\frac{\lambda _0}{4}\rho ^2+\frac{\eta }{6}\rho ^3$$
(107)
The second derivative is to be evaluated at the stationary point where $`\chi =m^2[\varphi ]`$, $`\rho =\varphi ^2+G[\chi ,\varphi ]`$

We can rewrite everything in terms of renormalized parameters by having $`\mu m`$; $`\lambda _0\lambda _r`$ and $`\rho >\varphi ^2+G_r`$ where everything is normal ordered with respect to the renormalized mass of the $`\varphi `$ field $`m`$. Taking the second derivative at the stationary phase point we obtain when $`\varphi 0`$ and $`\chi m^2`$ that (since $`G_r[\chi =m]=0`$)

$$V^{\prime \prime }[\rho ]=\lambda _r+\eta \rho \lambda _r$$
(108)
. Thus the critical condition for the existence of a zero in the inverse propagator is

$$\frac{\lambda _r}{4\pi m^2}+\frac{1}{2}=0.$$
(109)
In $`\varphi ^6`$ we can have the renormalized $`\lambda _r`$ negative and still have a positive definite theory as long as $`\eta >0`$.

### III.2 O(N) Sine-Gordon

Here the Lagrangian divided by $`N`$ written in terms of the auxiliary fields $`\chi ,\rho `$ is given by

$$\frac{1}{2N}[_\mu \varphi _i]^2\frac{1}{2N}\chi \stackrel{}{\varphi }\stackrel{}{\varphi }V[\rho ]$$
(110)
where

$$V[\rho ]=\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \sqrt{\rho }$$
(111)
Following what we did for $`\varphi ^6`$ field theory we have that the effective potential is now:

$$V_{eff}=\frac{1}{2}\chi (\varphi ^2\rho )\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \sqrt{\rho }+\frac{1}{2i}Tr\mathrm{Ln}𝒢^1[\chi ]$$
(112)
where again $`𝒢`$ is the covariant Green’s function with

$$𝒢^1=[\mathrm{}+\chi ]\delta ^2(xy).$$
(113)
The gap equation is obtained from

$$\frac{V_{eff}}{\rho }=\frac{1}{2}[\alpha _0\frac{\mathrm{sin}\beta \sqrt{\rho }}{\beta \sqrt{\rho }}\chi ]=0$$
(114)
and $`\rho `$ again can be eliminated in favor of $`\chi `$ using

$$\frac{V_{eff}}{\chi }=0\rho =\varphi ^2+\frac{1}{i}𝒢(x,x;\chi )$$
(115)
As in the polynomial potential cases, we can render the theory finite by just regulating $`\rho `$ with respect to an arbitrary mass parameter $`m_1`$

$$\rho _R=\varphi ^2+\frac{1}{i}[𝒢(x,x;\chi )𝒢(x,x;m_1^2)]$$
(116)
so that

$$\rho _R=\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m_1^2}{\chi }]$$
(117)
The gap equation for $`\chi `$ at $`\varphi =0`$ gives the renormalized mass $`m^2`$:

$$m^2=\alpha _0\frac{\mathrm{sin}\left(\beta \sqrt{\frac{1}{4\pi }\mathrm{ln}[\frac{m_1^2}{m^2}]}\right)}{\beta \sqrt{\frac{1}{4\pi }\mathrm{ln}[\frac{m_1^2}{m^2}]}}$$
(118)
so that choosing our subtraction point to be $`m_1=m`$ we obtain that

$$\alpha _0=m^2$$
(119)
Next we have again

$$\frac{V}{\chi }|_\varphi =\frac{V}{\rho }\frac{\rho }{\chi }$$
(120)
Using our renormalization scheme $`\rho \rho _R`$, we obtain

$$\frac{V_{eff}}{\chi }=\frac{1}{8\pi \chi }\left[\chi m^2\frac{\mathrm{sin}\left(\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}\right)}{\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}}\right]$$
(121)
Integrating this with respect to $`\chi `$ gives the renormalized effective potential

$$V[\varphi ,\chi ]=\frac{1}{8\pi }[\chi m^2]\frac{m^2}{\beta ^2}\mathrm{cos}\left(\beta \sqrt{\varphi ^2+\frac{1}{4\pi }\mathrm{ln}[\frac{m^2}{\chi }]}\right)$$
(122)
which again displays the usual result at large-N that the renormalized expectation of the Classical potential has the property:

$$V[\varphi ^2]V[\varphi ^2+G_r[\chi ]]$$
(123)
The second derivative of $`V_{eff}`$ with respect to $`\chi `$ at the minimum $`\chi =m^2`$ (for the unbroken vacuum $`\varphi =0`$) is

$$\frac{\beta ^224\pi }{192\pi ^2\chi }.$$
(124)
Thus the vacuum is stable as long as

$$\beta ^224\pi .$$
(125)
Let us now show that this result is the same as demanding that the large-N expansion be an expansion about a minimum by considering the determinant of the fluctuations around the minimum. Critical behavior is given by the vanishing of the determinant (Eq. 92). We have, using our renormalization scheme,

$$V[\rho ]=\frac{\alpha _0}{\beta ^2}\mathrm{cos}\beta \sqrt{\rho }V_r[\rho _r]$$
(126)
where now

$$V_r[\rho _r]=\frac{m^2}{\beta ^2}\mathrm{cos}\beta \sqrt{\rho _r}$$
(127)
and $`\rho _r=\varphi ^2+G_r`$ with the subtraction being made at the physical mass $`m`$. Taking two derivatives we find that

$$V^{\prime \prime }[\rho ]=m^2\frac{\beta ^2}{4x^2}\left[\mathrm{cos}x\frac{\mathrm{sin}x}{x}\right]$$
(128)
where $`x=\beta \sqrt{\rho }_r`$ , $`\rho _r=\frac{1}{4\pi }\mathrm{ln}\frac{m^2}{\chi }`$ At the stationary phase pont we need the limit of $`V^{\prime \prime }`$ as $`x0`$ This is

$$V^{\prime \prime }[\rho ]m^2\frac{\beta ^2}{12}$$
(129)
The condition for the determinant of the fluctuations to be positive is

$$\mathrm{\Sigma }(0)V^{\prime \prime }[\rho ]+\frac{1}{2}>0,$$
(130)
where

$$\mathrm{\Sigma }(q=0,\chi )=\frac{1}{4\pi \chi }.$$
(131)
Eq. 130 leads to the condition (when $`\chi m^2`$)

$$\beta ^224\pi .$$
(132)
This is the same result as that we found for the stability of the vacuum

To go beyond the lowest order approximation one first includes the Gaussian fluctuations and considers $`\rho `$ and $`\chi `$ as components of a new two component field with matrix inverse propagator $`D^1`$. The one particle irreducible generating functional now gets a contribution

$$\frac{i}{2N}TrLn[D^1]$$
(133)
However this naive $`1/N`$ expansion is secular for time evolution problems as shown in ref:Bogdan . A better approximation which avoids secularity is a resummed next to leading order in 1/N expansion obtained from the two-particle irreducible formalism ref:CJT  written in terms of the fields $`\varphi ,\chi ,\rho `$ and propagators $`𝒢`$ and $`D`$. The self-consistent $`1/N`$ correction is found from the Graph in $`\mathrm{\Gamma }_2[\mathrm{\Phi },𝒢]`$

$$\mathrm{\Gamma }_2=\frac{i}{4}Tr𝑑x𝑑y𝒢(x,y)D(x,y)𝒢(y,x)$$
(134)
which will give the same Schwinger Dyson equations as the standard 1-PI 1/N expansion except with FULL propagators and not leading order ones in the self energy graphs. This is discussed in detail in ref:dawson  ref:berges .

## IV Conclusions

In this paper we have shown how to generalize the Sine-Gordon equation to the case of O(N) symmetry. This then allows us to go beyond the Gaussian approximation (at large-N) in a systematic, controlable way. We found that at leading order in large N, the pole in the propagator looks functionally different from that found in the Hartree approximation for $`N=1`$. Thus the combinatorics of large-N for non-polynomial potentials leads to expressions for the evolution of the one and two point function which look qualitatively different from what is found for polynomial potentials. We also found that the stability of the mean-field vacuum found using a Hamiltonian approach leads to the same condition as the stability of the large-N approximation found by studying Gaussian fluctuations about the leading order. We briefly discussed the fact that the naive $`1/N`$ expansion is secular beyond leading order and has to be replaced by a resummed $`1/N`$ expansion obtainable from a two particle irreducibility approach.

###### Acknowledgements.

This research is supported by the DOE under contract W-7405-ENG-36.


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# Quantum Spin Chain, Toeplitz Determinants and Fisher-Hartwig Conjecture

## 1 Introduction

In this paper we study entropy of a spin chain. The entropy is the main object in thermodynamics and statistical physics. It is also interesting for information theory . We study the how entropy of a subsystem scales with the size of the subsystem. We discover an interesting dependence on the magnetic field interacting with spins. The physical system we consider is $`\mathrm{XX}`$ model in a transverse magnetic field. Hamiltonian for this model can be written as

$`H_{\mathrm{XX}}(h)={\displaystyle \underset{n=1}{\overset{N}{}}}(\sigma _n^x\sigma _{n+1}^x+\sigma _n^y\sigma _{n+1}^y+h\sigma _n^z).`$ (1)
Here $`\sigma _n^x`$, $`\sigma _n^y`$, $`\sigma _n^z`$ are Pauli matrix, which describe spin operators on $`n`$-th lattice site, $`h`$ is the magnetic field and $`N`$ is the number of total lattice sites of spin chain (we take $`N\mathrm{}`$ in this paper). This model has been solved by E. Lieb, T. Schultz and D. Mattis in zero-magnetic field case  and by E. Barouch and B.M. McCoy in the presence of a constant magnetic field . Some exact calculation of time-dependent properties also exists, for examples, see Ref.  by E. Barouch, B.M. McCoy and Refs.  by M. Dresden and D.B. Abraham, E. Barouch, G. Gallavotti and A. Martin-Löf. We shall consider the model in thermodynamic limit $`N\mathrm{}`$. The ground state is ferromagnetic for $`|h|>2`$ while it’s critical for $`|h|<2`$. The ground state $`|GS`$ is unique. So the entropy of the whole infinite ground state is zero, but it can be positive for a subsystem \[a part of the ground state\]. We shall calculate the entropy of $`\mathrm{L}`$ neighboring spins. We shall call the first $`\mathrm{L}`$ neighboring spins as sub-system A and the rest as sub-system B. We shall consider von Neumann entropy ($`S(\rho _A)`$), Rényi  and Tsallis  entropies for sub-system A:

$`S_{\text{von Neumann }}=S(\rho _A)`$ $`=`$ $`Tr(\rho _A\mathrm{ln}\rho _A),`$ (2)
$`S_{\text{Rényi}}=S_\alpha (\rho _A)`$ $`=`$ $`{\displaystyle \frac{1}{1\alpha }}\mathrm{ln}Tr(\rho _A^\alpha ),\alpha 1\text{and}\alpha >0.`$ (3)
$`S_{\text{Tsallis}}`$ $`=`$ $`{\displaystyle \frac{\text{Tr}\rho ^\alpha 1}{1\alpha }}`$ (4)
Von Neumann entropy is the standard one. Tsallis and Rényi entropy may also be important for both information theory and statistical physics, see  and . When $`\alpha 1`$, Tsallis and Rényi entropy turns into von Neumann entropy.111Tsallis entropy and Rényi entropy are algebraically related: $`S_{\text{Tsallis}}=\frac{e^{(1\alpha )S_\alpha }1}{1\alpha }`$  Here $`\rho _A`$ is the reduced density matrix of sub-system A:

$$\rho _A=Tr_B(\rho _{AB})$$

and the density matrix of the whole system is

$$\rho _{AB}=|GSGS|$$

for zero temperature. Since calculations for von Neumann entropy and Rényi entropy are much similar, we give the detail calculation for von Neumann entropy only. The explicit result for Rényi entropy will be given without derivation.

G. Vidal, J.I. Latorre, E. Rico, and A. Kitaev emphasized the role of the entropy of the subsystem in information theory \[it describes entanglement of the subsystem with the rest of the ground state\]. They showed that for subsystems of the large size $`L`$ von Neumann entropy scales logarithmically $`S(\rho _A)(1/3)\mathrm{ln}L`$, see . In this paper we prove this formula and calculate the next term of asymptotic decomposition. We also evaluated Rényi entropy of the subsystem. Before we give the full derivation in the following sections, we first summarize our results here. We discovered that one can introduce a universal scaling variable:

$$=2\mathrm{L}\sqrt{1\left(\frac{h}{2}\right)^2}$$

We consider the magnetic field to be less then critical value for $`|h|<h_c`$. When the magnetic field is larger then the critical value $`h_c=2`$ then the ground state is ferromagnetic \[all spins are parallel\], it does not have any entropy. We calculated von Neumann entropy and Rényi entropy of block spins for the magnetic field smaller then critical value. Here we present the expression for entropies for large $``$ and small $``$

$`S_\alpha (\rho _A)\{\begin{array}{cc}\{\begin{array}{cc}\frac{1}{1\alpha }\mathrm{ln}\left(\left(\frac{}{2\pi }\right)^\alpha +\left(1\frac{}{2\pi }\right)^\alpha \right)\hfill & \text{(}\alpha 1\text{)}\hfill \\ \frac{}{\pi }\mathrm{ln}\frac{\pi }{}\hfill & \text{(}\alpha =1\text{)}\hfill \end{array}\hfill & \text{if }0<<1\hfill \\ \frac{1+\alpha ^1}{6}\mathrm{ln}+\mathrm{{\rm Y}}_1^{\{\alpha \}}\hfill & \text{if }1\hfill \end{array}`$ (9)
Here $`\mathrm{{\rm Y}}_1^{\{\alpha \}}`$ is a constant defined in Eq. 94. When $`\alpha =1`$, Rényi entropy $`S_\alpha (\rho _A)`$ becomes von Neumann entropy, the coefficient for $`\mathrm{log}`$ in large $``$ expression becomes $`\frac{1}{3}`$ and $`\mathrm{{\rm Y}}_1^{\{\alpha \}}`$ becomes

$`\mathrm{{\rm Y}}_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}dt\left\{{\displaystyle \frac{e^t}{3t}}+{\displaystyle \frac{1}{t\mathrm{sinh}^2(t/2)}}{\displaystyle \frac{\mathrm{cosh}(t/2)}{2\mathrm{sinh}^3(t/2)}}\right\}.`$
Following Ref. , let us introduce two Majorana operators

$`c_{2l1}=({\displaystyle \underset{n=1}{\overset{l1}{}}}\sigma _n^z)\sigma _l^x\text{and}c_{2l}=({\displaystyle \underset{n=1}{\overset{l1}{}}}\sigma _n^z)\sigma _l^y,`$ (10)
on each site of the spin chain. Operators $`c_n`$ are hermitian and obey the anti-commutation relations $`\{c_m,c_n\}=2\delta _{mn}`$. In terms of operators $`c_n`$, Hamiltonian $`H_{\mathrm{XX}}`$ can be rewritten as

$`H_{\mathrm{XX}}(h)=i{\displaystyle \underset{n=1}{\overset{N}{}}}(c_{2n}c_{2n+1}c_{2n1}c_{2n+2}+hc_{2n1}c_{2n}).`$ (11)
Here different boundary effects can be ignored because we are only interested in cases with $`N\mathrm{}`$. This Hamiltonian can be subsequently diagonalized by linearly transforming the operators $`c_n`$. It has been obtained  (also see ) that

$`GS|c_m|GS=0,GS|c_mc_n|GS=\delta _{mn}+i(𝐁_N)_{mn}.`$ (12)
Here matrix $`𝐁_N`$ can be written in a block form as

$`𝐁_N=\left(\begin{array}{cccc}\mathrm{\Pi }_0& \mathrm{\Pi }_1& \mathrm{}& \mathrm{\Pi }_{1N}\\ \mathrm{\Pi }_1& \mathrm{\Pi }_0& & \mathrm{}\\ \mathrm{}& & \mathrm{}& \mathrm{}\\ \mathrm{\Pi }_{N1}& \mathrm{}& \mathrm{}& \mathrm{\Pi }_0\end{array}\right)\text{and}\mathrm{\Pi }_l={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^{2\pi }}d\theta e^{\mathrm{i}l\theta }𝒢(\theta ),`$ (17)
where both $`\mathrm{\Pi }_l`$ and $`𝒢(\theta )`$ (for $`N\mathrm{}`$) are $`2\times 2`$ matrix,

$`𝒢(\theta )=\left(\begin{array}{cc}0& g(\theta )\\ g(\theta )& 0\end{array}\right),g(\theta )=\{\begin{array}{cc}\hfill 1,& k_F<\theta <k_F,\hfill \\ \hfill 1,& k_F<\theta <(2\pi k_F)\hfill \end{array}`$ (22)
and $`k_F=\mathrm{arccos}(|h|/2)`$. Other correlations such as $`GS|c_m\mathrm{}c_n|GS`$ are obtainable by Wick theorem. The Hilbert space of sub-system A can be spanned by $`_{i=1}^\mathrm{L}\{\sigma _i^{}\}^{p_i}|0_F`$, where $`\sigma _i^\pm `$ is Pauli matrix, $`p_i`$ takes value $`0`$ or $`1`$, and vector $`|0_F`$ denotes the ferromagnetic state with all spins up. We are also able to construct a set of fermionic operators $`b_i`$ and $`b_i^+`$ by defining

$`d_m={\displaystyle \underset{n=1}{\overset{2\mathrm{L}}{}}}v_{mn}c_n,m=1,\mathrm{},2\mathrm{L};b_l=(d_{2l}+id_{2l+1})/2,l=1,\mathrm{},\mathrm{L}`$ (23)
with $`v_{mn}(𝐕)_{mn}`$. Here matrix $`𝐕`$ is an orthogonal matrix. It’s easy to verify that $`d_m`$ is hermitian operator and

$`b_l^+=(d_{2l}id_{2l+1})/2,\{b_i,b_j\}=0,\{b_i^+,b_j^+\}=0,\{b_i^+,b_j\}=\delta _{i,j}.`$ (24)
In terms of fermionic operators $`b_i`$ and $`b_i^+`$, the Hilbert space can also be spanned by $`_{i=1}^\mathrm{L}\{b_i^+\}^{p_i}|0_{vac}`$. Here $`p_i`$ takes value $`0`$ or $`1`$, $`2\mathrm{L}`$ fermionic operators $`b_i`$, $`b_i^+`$ and vacuum state $`|0_{vac}`$ can be constructed by requiring

$`b_l|0_{vac}=0,l=1,\mathrm{},\mathrm{L}.`$ (25)
We shall choose a specific orthogonal matrix $`𝐕`$ later.

## 2 Density Matrix of Sub-system A

Let $`\{\psi _I\}`$ be a set of orthogonal basis for Hilbert space of any physical system. Then the most general form for density matrix of this physical system can be written as

$`\rho ={\displaystyle \underset{I,J}{}}c(I,J)|\psi _I\psi _J|.`$ (26)
Here $`c(I,J)`$ are complex coefficients. We can introduce a set of operators $`P(I,J)`$ by $`P(I,J)|\psi _I\psi _J|`$ and $`\stackrel{~}{P}(I,J)`$ satisfying

$`\stackrel{~}{P}(I,J)P(J,K)=\delta _{I,K}|\psi _I\psi _I|,P(I,J)\stackrel{~}{P}(J,K)=\delta _{I,K}|\psi _I\psi _I|.`$ (27)
There is no summation over repeated index in these formula. We shall use an explicit summation symbol through the whole paper. Then we can write the density matrix as

$`\rho ={\displaystyle \underset{I,J}{}}\stackrel{~}{c}(I,J)P(I,J),\stackrel{~}{c}(I,J)=Tr(\rho \stackrel{~}{P}(J,I)).`$ (28)
Now let us consider quantum spin chain defined in Eq. 1. For the sub-system A, the complete set of operators $`P(I,J)`$ can be generated by $`_{i=1}^\mathrm{L}O_i`$. Here we take operator $`O_i`$ to be any one of the four operators $`\{b_i^+,b_i,b_i^+b_i,b_ib_i^+\}`$ (Remember that $`b_i`$ and $`b_i^+`$ are fermionic operators defined in Eq. 23). It’s easy to find that $`\stackrel{~}{P}(J,I)=(_{i=1}^\mathrm{L}O_i)^{}`$ if $`P(I,J)=_{i=1}^\mathrm{L}O_i`$. Here $``$ means hermitian conjugation. Therefore, the reduced density matrix for sub-system A can be represented as

$`\rho _A={\displaystyle Tr_{AB}\left(\rho _{AB}(\underset{i=1}{\overset{\mathrm{L}}{}}O_i)^{}\right)\underset{i=1}{\overset{\mathrm{L}}{}}O_i}.`$ (29)
Here the summation is over all possible different terms $`_{i=1}^\mathrm{L}O_i`$. For the whole system to be in pure state $`|GS`$, the density matrix $`\rho _{AB}`$ is represented by $`|GSGS|`$. Then we have the expression for $`\rho _A`$ as following

$`\rho _A={\displaystyle GS|(\underset{i=1}{\overset{\mathrm{L}}{}}O_i)^{}|GS\underset{i=1}{\overset{\mathrm{L}}{}}O_i}.`$ (30)
This is the expression of density matrix with the coefficients related to multi-point correlation functions. These correlation functions are well studied in the physics literature . Now let us choose matrix $`𝐕`$ in Eq. 23 so that the set of fermionic basis $`\{b_i^+\}`$ and $`\{b_i\}`$ satisfy an equation

$`GS|b_ib_j|GS=0,GS|b_i^+b_j|GS=\delta _{i,j}GS|b_i^+b_i|GS.`$ (31)
Then the reduced density matrix $`\rho _A`$ represented as sum of products in Eq. 30 can be represented as a product of sums

$`\rho _A={\displaystyle \underset{i=1}{\overset{\mathrm{L}}{}}}\left(GS|b_i^+b_i|GSb_i^+b_i+GS|b_ib_i^+|GSb_ib_i^+\right).`$ (32)
Here we used the equations $`GS|b_i|GS=0=GS|b_i^+|GS`$ and Wick theorem. This fermionic basis was suggested by G. Vidal, J.I. Latorre, E. Rico and A. Kitaev in Ref. . A similar result for the density matrix of a subsystem in terms of free spinless fermion model was obtained by C.A. Cheong and C.L. Henley in Ref. .

## 3 Closed Form for The Entropy

Now let us find a matrix $`𝐕`$ in Eq. 23, which will block-diagonalize correlation functions of Majorana operators $`c_n`$. From Eqs. 23 and 17, we have the following expression for correlation function of $`d_n`$ operators:

$`GS|d_md_n|GS`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2\mathrm{L}}{}}}{\displaystyle \underset{j=1}{\overset{2\mathrm{L}}{}}}v_{mi}GS|c_ic_j|GSv_{jn},`$
$`GS|c_mc_n|GS`$ $`=`$ $`\delta _{mn}+\mathrm{i}(𝐁_\mathrm{L})_{mn},`$
$`GS|d_md_n|GS`$ $`=`$ $`\delta _{mn}+\mathrm{i}(\stackrel{~}{𝐁}_\mathrm{L})_{mn}.`$ (33)
The last equation is the definition of a matrix $`\stackrel{~}{𝐁}_\mathrm{L}`$. Matrix $`𝐁_\mathrm{L}`$ is the sub-matrix of $`𝐁_\mathrm{N}`$ defined in Eq. 17 with $`m,n=1,2,\mathrm{},\mathrm{L}`$. We also require $`\stackrel{~}{𝐁}_\mathrm{L}`$ to be the form

$`\stackrel{~}{𝐁}_\mathrm{L}=V𝐁_\mathrm{L}V^T=_{m=1}^\mathrm{L}\nu _m\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)=𝛀\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right).`$ (38)
Here matrix $`𝛀`$ is a diagonal matrix with elements $`\nu _m`$ (all $`\nu _m`$ are real numbers). Therefore, choosing matrix $`𝐕`$ satisfying Eq. 38 in Eq. 23, we obtain $`2\mathrm{L}`$ operators $`\{b_l\}`$ and $`\{b_l^+\}`$ with following expectation values

$`GS|b_m|GS=0,GS|b_mb_n|GS=0,GS|b_m^+b_n|GS=\delta _{mn}{\displaystyle \frac{1+\nu _m}{2}}.`$ (39)
Using the simple expression for reduced density matrix $`\rho _A`$ in Eq. 32, we obtain

$`\rho _A={\displaystyle \underset{i=1}{\overset{\mathrm{L}}{}}}\left({\displaystyle \frac{1+\nu _i}{2}}b_i^+b_i+{\displaystyle \frac{1\nu _i}{2}}b_ib_i^+\right).`$ (40)
This form immediately gives us all the eigenvalues $`\lambda _{x_1x_2\mathrm{}x_\mathrm{L}}`$ of reduced density matrix $`\rho _A`$,

$`\lambda _{x_1x_2\mathrm{}x_\mathrm{L}}={\displaystyle \underset{i=1}{\overset{\mathrm{L}}{}}}{\displaystyle \frac{1+(1)^{x_i}\nu _i}{2}},x_i=0,1i.`$ (41)
Note that in total we have $`2^\mathrm{L}`$ eigenvalues. Hence, the entropy of $`\rho _A`$ from Eq. 2 becomes

$`S(\rho _A)`$ $`=`$ $`{\displaystyle \underset{m=1}{\overset{\mathrm{L}}{}}}e(1,\nu _m)`$ (42)
with

$`e(x,\nu )={\displaystyle \frac{x+\nu }{2}}\mathrm{ln}({\displaystyle \frac{x+\nu }{2}}){\displaystyle \frac{x\nu }{2}}\mathrm{ln}({\displaystyle \frac{x\nu }{2}}).`$ (43)
We shall use this result further to obtain analytical asymptotic. Function $`e(1,\nu )`$ in Eq. 42 is equal to the Shannon entropy function $`H(\frac{1+\nu }{2})`$. However, in the following calculation (Eq. 56), we will need the more general function $`e(x,\nu )`$ instead of $`H(\nu )`$. Notice further that matrix $`𝐁_\mathrm{L}`$ can have a direct product form, i.e.

$`𝐁_\mathrm{L}=𝐆_\mathrm{L}\left(\begin{array}{cc}0& 1\\ 1& 0\end{array}\right)\text{with}𝐆_\mathrm{L}=\left(\begin{array}{cccc}g_0& g_1& \mathrm{}& g_{1L}\\ g_1& g_0& & \mathrm{}\\ \mathrm{}& & \mathrm{}& \mathrm{}\\ g_{L1}& \mathrm{}& \mathrm{}& g_0\end{array}\right),`$ (50)
where $`g_l`$ is defined as

$`g_l={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^{2\pi }}d\theta e^{\mathrm{i}l\theta }g(\theta )\text{and}g(\theta )=\{\begin{array}{cc}\hfill 1,& k_F<\theta <k_F,\hfill \\ \hfill 1,& k_F<\theta <(2\pi k_F)\hfill \end{array}`$ (53)
and $`k_F=\mathrm{arccos}(|h|/2)`$. From Eqs. 38 and 50, we conclude that all $`\nu _m`$ are just the eigenvalues of real symmetric matrix $`𝐆_\mathrm{L}`$.

However, to obtain all eigenvalues $`\nu _m`$ directly from matrix $`𝐆_\mathrm{L}`$ is a non-trivial task. Let us introduce

$`D_\mathrm{L}(\lambda )=det(\stackrel{~}{𝐆}_\mathrm{L}(\lambda )\lambda I_\mathrm{L}𝐆_\mathrm{L}).`$ (54)
Here $`\stackrel{~}{𝐆}_\mathrm{L}`$ is a Toeplitz matrix (see ) and $`I_\mathrm{L}`$ is the identity matrix of dimension $`\mathrm{L}`$. Obviously we also have

$`D_\mathrm{L}(\lambda )={\displaystyle \underset{m=1}{\overset{\mathrm{L}}{}}}(\lambda \nu _m).`$ (55)
From the Cauchy residue theorem and analytical property of $`e(x,\nu )`$, then $`S(\rho _A)`$ can be rewritten as

$`S(\rho _A)=\underset{ϵ0^+}{lim}\underset{\delta 0^+}{lim}{\displaystyle \frac{1}{2\pi \mathrm{i}}}{\displaystyle _{c(ϵ,\delta )}}e(1+ϵ,\lambda )\mathrm{d}\mathrm{ln}D_\mathrm{L}(\lambda ).`$ (56)
Here the contour $`c(ϵ,\delta )`$ in Fig 1 encircles all zeros of $`D_\mathrm{L}(\lambda )`$, but function $`e(1+ϵ,\lambda )`$ is analytic within the contour.

Just like Toeplitz matrix $`𝐆_\mathrm{L}`$ is generated by function $`g(\theta )`$ in Eqs. 50 and 53 \[see next section\], Toeplitz matrix $`\stackrel{~}{𝐆}_\mathrm{L}(\lambda )`$ is generated by function $`\stackrel{~}{g}(\theta )`$ defined by

$`\stackrel{~}{g}(\theta )=\{\begin{array}{cc}\hfill \lambda 1,& k_F<\theta <k_F,\hfill \\ \hfill \lambda +1,& k_F<\theta <(2\pi k_F).\hfill \end{array}`$ (59)
Notice that $`\stackrel{~}{g}(\theta )`$ is a piecewise constant function of $`\theta `$ on the unit circle, with jumps at $`\theta =\pm k_F`$. Hence, if one can obtain the determinant of this Toeplitz matrix analytically, one will be able to get a closed analytical result for $`S(\rho _A)`$ which is our new result. Now, the calculation of $`S(\rho _A)`$ reduces to the calculation of the determinant of Toeplitz matrix $`\stackrel{~}{𝐆}_\mathrm{L}(\lambda )`$. Before we calculate the determinant of Toeplitz matrix $`\stackrel{~}{𝐆}_\mathrm{L}(\lambda )`$, we also want to point out two special cases which allow us to obtain an explicit form for these eigenvalues $`\nu _m`$ and hence the entropy $`S(\rho _A)`$. These are cases with small lattice size of subsystem A and magnetic $`h`$ close to critical values $`\pm 2`$. Let us take $`\stackrel{~}{k}_F=k_F`$ for $`k_F<\frac{\pi }{2}`$ or $`\stackrel{~}{k}_F=\pi k_F`$ for $`k_F>\frac{\pi }{2}`$. For cases $`\stackrel{~}{k}_FL1`$, Toeplitz matrix $`𝐆_\mathrm{L}`$ can be well approximated by a matrix with diagonal elements ($`2\stackrel{~}{k}_F/\pi 1`$) and all other matrix elements equal to $`2\stackrel{~}{k}_F/\pi `$. Hence, we can obtain all eigenvalues for Toeplitz matrix $`𝐆_\mathrm{L}`$ as $`\{2\mathrm{L}\stackrel{~}{k}_F/\pi 1,1,1,\mathrm{},1\}`$ and $`S(\rho _A)`$ becomes

$`S(\rho _A){\displaystyle \frac{2\mathrm{L}\stackrel{~}{k}_F}{\pi }}\mathrm{ln}{\displaystyle \frac{\pi }{2\mathrm{L}\stackrel{~}{k}_F}},0<\stackrel{~}{k}_F\mathrm{L}1.`$ (60)
Expression above can also be re-expressed in terms of $`h`$ as

$`S(\rho _A){\displaystyle \frac{2\mathrm{L}(1h^2/4)^{\frac{1}{2}}}{\pi }}\mathrm{ln}{\displaystyle \frac{\pi }{2\mathrm{L}(1h^2/4)^{\frac{1}{2}}}},0<(1h^2/4)^{\frac{1}{2}}\mathrm{L}1.`$ (61)
## 4 Toeplitz Matrix and Fisher-Hartwig Conjecture

Toeplitz matrix $`T_\mathrm{L}[\varphi ]`$ is said to be generated by function $`\varphi (\theta )`$ if

$`T_\mathrm{L}[\varphi ]=(\varphi _{ij}),i,j=1,\mathrm{},\mathrm{L}1`$ (62)
where

$`\varphi _l={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^{2\pi }}\varphi (\theta )e^{\mathrm{i}l\theta }d\theta `$ (63)
is the $`l`$-th Fourier coefficient of generating function $`\varphi (\theta )`$. The determinant of $`T_\mathrm{L}[\varphi ]`$ is denoted by $`D_\mathrm{L}`$. The asymptotic behavior of the determinant of Toeplitz matrix with singular generating function was initiated by T.T. Wu  in his study of spin correlation in two-dimensional Ising model and later incorporated into a more general conjecture, i.e., the famous Fisher-Hartwig conjecture .

Fisher-Hartwig Conjecture: Suppose the generating function of Toeplitz matrix $`\varphi (\theta )`$ is singular in the following form

$$\varphi (\theta )=\psi (\theta )\underset{r=1}{\overset{R}{}}t_{\beta _r,\theta _r}(\theta )u_{\alpha _r,\theta _r}(\theta )$$
(64)
where

$`t_{\beta _r,\theta _r}(\theta )`$ $`=`$ $`\mathrm{exp}[i\beta _r(\pi \theta +\theta _r)],\theta _r<\theta <2\pi +\theta _r`$ (65)
$`u_{\alpha _r,\theta _r}(\theta )`$ $`=`$ $`\left(22\mathrm{cos}(\theta \theta _r)\right)^{\alpha _r},\mathrm{}\alpha _r>{\displaystyle \frac{1}{2}}`$ (66)
and $`\psi `$: $`𝐓𝐂`$ is a smooth non-vanishing function with zero winding number. Then as $`n\mathrm{}`$, the determinant of $`T_\mathrm{L}[\varphi ]`$

$`D_\mathrm{L}=\left([\psi ]\right)^\mathrm{L}\left({\displaystyle \underset{i=1}{\overset{R}{}}}\mathrm{L}^{\alpha _i^2\beta _i^2}\right)[\psi ,\{\alpha _i\},\{\beta _i\},\{\theta _i\}],\mathrm{L}\mathrm{}.`$ (67)
Here $`[\psi ]=\mathrm{exp}\left(\frac{1}{2\pi }_0^{2\pi }\mathrm{ln}\psi (\theta )d\theta \right)`$. Further assuming that there exists Weiner-Hopf factorization

$$\psi (\theta )=[\psi ]\psi _+\left(\mathrm{exp}(\mathrm{i}\theta )\right)\psi _{}\left(\mathrm{exp}(\mathrm{i}\theta )\right),$$
(68)
then constant $`[\psi ,\{\alpha _i\},\{\beta _i\},\{\theta _i\}]`$ in Eq. 67 can be written as

$`[\psi ,\{\alpha _i\},\{\beta _i\},\{\theta _i\}]`$ $`=`$ $`[\psi ]{\displaystyle \underset{i=1}{\overset{R}{}}}G(1+\alpha _i+\beta _i)G(1+\alpha _i\beta _i)/G(1+2\alpha _i)`$ (69)
$`\times `$ $`{\displaystyle \underset{i=1}{\overset{R}{}}}\left(\psi _{}\left(\mathrm{exp}(\mathrm{i}\theta _i)\right)\right)^{\alpha _i\beta _i}\left(\psi _+\left(\mathrm{exp}(\mathrm{i}\theta _i)\right)\right)^{\alpha _i+\beta _i}`$
$`\times `$ $`{\displaystyle \underset{1ijR}{}}\left(1\mathrm{exp}\left(\mathrm{i}(\theta _i\theta _j)\right)\right)^{(\alpha _i+\beta _i)(\alpha _j\beta _j)},`$
$`G`$ is the Barnes $`G`$-function, $`[\psi ]=\mathrm{exp}(_{k=1}^{\mathrm{}}ks_ks_k)`$, and $`s_k`$ is the $`k`$-th Fourier coefficient of $`\mathrm{ln}\psi (\theta )`$. The Barnes $`G`$-function is defined as

$`G(1+z)=(2\pi )^{z/2}e^{(z+1)z/2\gamma _Ez^2/2}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\{(1+z/n)^ne^{z+z^2/(2n)}\},`$ (70)
where $`\gamma _E`$ is Euler constant and its numerical value is $`0.5772156649\mathrm{}`$. This conjecture has not been proven for general case. However, there are various special cases for which the conjecture was proven.

For our case, the generating function $`\stackrel{~}{g}(\theta )`$ has two jumps at $`\theta =\pm k_F`$ and it has the following canonical factorization

$`\stackrel{~}{g}(\theta )=\psi (\theta )t_{\beta _1(\lambda ),k_F}(\theta )t_{\beta _2(\lambda ),k_F}(\theta )`$ (71)
with

$`\psi (\theta )=(\lambda +1)\left({\displaystyle \frac{\lambda +1}{\lambda 1}}\right)^{k_F/\pi },\beta (\lambda )=\beta _1(\lambda )=\beta _2(\lambda )={\displaystyle \frac{1}{2\pi \mathrm{i}}}\mathrm{ln}{\displaystyle \frac{\lambda +1}{\lambda 1}}.`$ (72)
The function $`t`$ was defined in Eq. 65. We fix the branch of the logarithm in the following way

$`\pi \mathrm{arg}\left({\displaystyle \frac{\lambda +1}{\lambda 1}}\right)<\pi .`$ (73)
For $`\lambda [1,1]`$, we know that $`|\mathrm{}(\beta _1(\lambda ))|<\frac{1}{2}`$ and $`|\mathrm{}(\beta _2(\lambda ))|<\frac{1}{2}`$ and Fisher-Hartwig conjecture was PROVEN by E.L. Basor for this case . Therefore, we will call it the theorem instead of conjecture for our application. Hence following the theorem in Eq. 67, the determinant $`D_\mathrm{L}(\lambda )`$ of $`\lambda I_\mathrm{L}𝐆_\mathrm{L}`$ can be asymptotically represented as

$`D_\mathrm{L}(\lambda )`$ $`=`$ $`\left(22\mathrm{cos}(2k_F)\right)^{\beta ^2(\lambda )}\left\{G\left(1+\beta (\lambda )\right)G\left(1\beta (\lambda )\right)\right\}^2`$ (74)
$`\left\{(\lambda +1)\left((\lambda +1)/(\lambda 1)\right)^{k_F/\pi }\right\}^\mathrm{L}\mathrm{L}^{2\beta ^2(\lambda )}.`$
Here $`\mathrm{L}`$ is the length of sub-system A and $`G`$ is the Barnes $`G`$-function and

$`G(1+\beta (\lambda ))G(1\beta (\lambda ))=e^{(1+\gamma _E)\beta ^2(\lambda )}{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}\left\{\left(1{\displaystyle \frac{\beta ^2(\lambda )}{n^2}}\right)^ne^{\beta ^2(\lambda )/n^2}\right\}.`$ (75)
## 5 Asymptotic Form of The Entropy

Now, let us come back to the calculation of entropy $`S(\rho _A)`$. For later convenience, let us define

$`\mathrm{{\rm Y}}(\lambda )={\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{n^1\beta ^2(\lambda )}{n^2\beta ^2(\lambda )}}.`$ (76)
Taking logarithmic derivative of $`D_\mathrm{L}(\lambda )`$ (Eq. 74), we obtain

$`{\displaystyle \frac{\mathrm{d}\mathrm{ln}D_\mathrm{L}(\lambda )}{\mathrm{d}\lambda }}`$ $`=`$ $`\left({\displaystyle \frac{1k_F/\pi }{1+\lambda }}{\displaystyle \frac{k_F/\pi }{1\lambda }}\right)\mathrm{L}`$ (77)
$``$ $`{\displaystyle \frac{4}{\mathrm{i}\pi }}{\displaystyle \frac{\beta (\lambda )}{(1+\lambda )(1\lambda )}}\left(\mathrm{ln}\mathrm{L}+\mathrm{ln}(2|\mathrm{sin}k_F|)+(1+\gamma _E)+\mathrm{{\rm Y}}(\lambda )\right).`$
Let us substitute the asymptotic form above for $`\mathrm{d}\mathrm{ln}D_\mathrm{L}(\lambda )/\mathrm{d}\lambda `$ into Eq. 56 for entropy $`S(\rho _A)`$:

$`S(\rho _A)=\underset{ϵ0^+}{lim}\underset{\delta 0^+}{lim}{\displaystyle \frac{1}{2\pi \mathrm{i}}}{\displaystyle _{c(ϵ,\delta )}}e(1+ϵ,\lambda )\left({\displaystyle \frac{1k_F/\pi }{1+\lambda }}{\displaystyle \frac{k_F/\pi }{1\lambda }}\right)\mathrm{L}+`$
$`\underset{ϵ0^+}{lim}\underset{\delta 0^+}{lim}{\displaystyle \frac{2}{\pi ^2}}{\displaystyle _{c(ϵ,\delta )}}d\lambda {\displaystyle \frac{e(1+ϵ,\lambda )\beta (\lambda )}{(1+\lambda )(1\lambda )}}\left(\mathrm{ln}\mathrm{L}+\mathrm{ln}(2|\mathrm{sin}k_F|)+(1+\gamma _E)+\mathrm{{\rm Y}}(\lambda )\right),`$ (78)
where the contour is taken as shown in Fig. 1. The first integral in Eq. 78 can be carried out by using the residue theorem and the definition of function $`e(x,\nu )`$ in Eq. 43. We found that the linear term in $`\mathrm{L}`$ for entropy $`S(\rho _A)`$ vanishes. The second integral can be calculated as follows: First, we notice that

$`{\displaystyle _{c(ϵ,\delta )}}d\lambda (\mathrm{})=\left({\displaystyle _{\stackrel{}{\text{AF}}}}+{\displaystyle _{\stackrel{}{\text{FED}}}}+{\displaystyle _{\stackrel{}{\text{DC}}}}+{\displaystyle _{\stackrel{}{\text{CBA}}}}\right)\mathrm{d}\lambda (\mathrm{})`$ (79)
Second, we can show that the contribution of integral from the circular arcs $`\stackrel{}{\text{FED}}`$ and $`\stackrel{}{\text{CBA}}`$ vanishes. Therefore, the entropy (Eq. 78) can be written as

$`S(\rho _A)`$ $`=`$ $`\underset{ϵ0^+}{lim}{\displaystyle \frac{2}{\pi ^2}}\left({\displaystyle _{1+\mathrm{i0}^+}^{1+\mathrm{i0}^+}}+{\displaystyle _{1+\mathrm{i0}^{}}^{1+\mathrm{i0}^{}}}\right)\mathrm{d}\lambda {\displaystyle \frac{e(1+ϵ,\lambda )\beta (\lambda )}{(1+\lambda )(1\lambda )}}`$ (80)
$`\times `$ $`\left(\mathrm{ln}L+\mathrm{ln}(2|\mathrm{sin}k_F|)+(1+\gamma _E)+\mathrm{{\rm Y}}(\lambda )\right).`$
For further simplification, we shall use the fact that

$`\beta (x+\mathrm{i0}^\pm )={\displaystyle \frac{1}{2\mathrm{i}\pi }}\left(\mathrm{ln}{\displaystyle \frac{1+x}{1x}}\mathrm{i}(\pi 0^+)\right)=\mathrm{i}W(x)({\displaystyle \frac{1}{2}}0^+)`$ (81)
for $`x(1,1)`$ and

$`W(x)={\displaystyle \frac{1}{2\pi }}\mathrm{ln}{\displaystyle \frac{1+x}{1x}}.`$ (82)
We can now write the entropy $`S(\rho _A)`$ as

$`S(\rho _A)`$ $`=`$ $`{\displaystyle \frac{2}{\pi ^2}}{\displaystyle _1^1}dx{\displaystyle \frac{e(1,x)}{1x^2}}\left(\mathrm{ln}\mathrm{L}+\mathrm{ln}(2|\mathrm{sin}k_F|)+(1+\gamma _E)\right)`$ (83)
$`+`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2n^1}{\pi ^2}}{\displaystyle _1^1}dx{\displaystyle \frac{e(1,x)}{1x^2}}\left({\displaystyle \frac{(\frac{1}{2}+\mathrm{i}W(x))^3}{n^2(\frac{1}{2}+\mathrm{i}W(x))^2}}+{\displaystyle \frac{(\frac{1}{2}\mathrm{i}W(x))^3}{n^2(\frac{1}{2}\mathrm{i}W(x))^2}}\right),`$
where $`e(1,x)`$ is defined in Eq. 43. This expression for $`S(\rho _A)`$ contains two integrals. The first integral can be done exactly as

$`{\displaystyle \frac{2}{\pi ^2}}{\displaystyle _1^1}dx({\displaystyle \frac{1+x}{2}}\mathrm{ln}{\displaystyle \frac{1+x}{2}}{\displaystyle \frac{1x}{2}}\mathrm{ln}{\displaystyle \frac{1x}{2}}){\displaystyle \frac{1}{1x^2}}={\displaystyle \frac{1}{3}}.`$ (84)
The second integral in Eq. 83 can be written as

$`\mathrm{{\rm Y}}_0`$ $`=`$ $`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{n^1}{\pi ^2}}{\displaystyle _1^1}dx({\displaystyle \frac{1}{1x}}\mathrm{ln}{\displaystyle \frac{1+x}{2}}{\displaystyle \frac{1}{1+x}}\mathrm{ln}{\displaystyle \frac{1x}{2}})`$ (85)
$`\times \left({\displaystyle \frac{(\frac{1}{2}+\mathrm{i}W(x))^3}{n^2(\frac{1}{2}+\mathrm{i}W(x))^2}}+{\displaystyle \frac{(\frac{1}{2}\mathrm{i}W(x))^3}{n^2(\frac{1}{2}\mathrm{i}W(x))^2}}\right),`$
which can be further simplified . Finally we have that

$`S(\rho _A)={\displaystyle \frac{1}{3}}\mathrm{ln}\mathrm{L}+{\displaystyle \frac{1}{6}}\mathrm{ln}\left(1\left({\displaystyle \frac{h}{2}}\right)^2\right)+{\displaystyle \frac{\mathrm{ln}2}{3}}+\mathrm{{\rm Y}}_1,\mathrm{L}\mathrm{}`$ (86)
with

$`\mathrm{{\rm Y}}_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}dt\left\{{\displaystyle \frac{e^t}{3t}}+{\displaystyle \frac{1}{t\mathrm{sinh}^2(t/2)}}{\displaystyle \frac{\mathrm{cosh}(t/2)}{2\mathrm{sinh}^3(t/2)}}\right\}.`$ (87)
for $`\mathrm{XX}`$ model. The leading term of asymptotic of the entropy $`\frac{1}{3}\mathrm{ln}\mathrm{L}`$ in Eq. 86 was first obtained based on numerical calculation and a simple conformal argument in Ref.  in the context of entanglement. We also want to mention that a complete conformal derivation for this entropy was found in Ref. . One can numerically evaluate $`\mathrm{{\rm Y}}_1`$ to very high accuracy to be $`0.4950179\mathrm{}`$. For zero magnetic field ($`h=0`$) case, the constant term $`\mathrm{{\rm Y}}_1+\mathrm{ln}2/3`$ for $`S(\rho _A)`$ is close to but different from $`(\pi /3)\mathrm{ln}2`$, which can be found by taking numerical accuracy to be more than five digits.

## 6 Summary

In this paper, we study the entropy of a block of $`\mathrm{L}`$ neighboring spins in $`\mathrm{XX}`$ model with the presence of the transverse magnetic field. We obtain Eq. 61 and Eq. 86 for the von Neumann entropy of a block of $`\mathrm{L}`$ neighboring spins in $`\mathrm{XX}`$ with small $`\mathrm{L}`$ and large $`\mathrm{L}`$ respectively. It’s interesting to note that there is a natural length scale $`\mathrm{L}_h=1/\left(1\left(\frac{h}{2}\right)^2\right)^{\frac{1}{2}}`$ for $`|h|<2`$ to incorporating the magnetic field effects. When $`|h|`$ increases from less than $`2`$ into larger than $`2`$, the system evolves from critical phase into ferromagnetic phase. The ferromagnetic phase does not have any entropy. The scale $`\mathrm{L}_h`$ shows singular behavior at the critical value of the magnetic field $`h_c=2`$. We discovered that one can introduce the universal scaling variable $`=2\mathrm{L}/\mathrm{L}_h`$:

$$2\mathrm{L}\left(1\left(\frac{h}{2}\right)^2\right)^{\frac{1}{2}}$$

for $`|h|<2`$. Then we can express the von Neumann entropy of $`\mathrm{L}`$ neighboring spins in following simple form:

$`S(\rho _A)=\{\begin{array}{cc}\frac{}{\pi }\mathrm{ln}\frac{\pi }{}\hfill & \text{if }0<<1\hfill \\ \frac{1}{3}\mathrm{ln}+\mathrm{{\rm Y}}_1\hfill & \text{if }1\hfill \end{array}`$ (90)
with

$`\mathrm{{\rm Y}}_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}dt\left\{{\displaystyle \frac{e^t}{3t}}+{\displaystyle \frac{1}{t\mathrm{sinh}^2(t/2)}}{\displaystyle \frac{\mathrm{cosh}(t/2)}{2\mathrm{sinh}^3(t/2)}}\right\}.`$
For small lattice and magnetic field close to $`\pm 2`$, we obtain the result directly. To obtain the result for large $`\mathrm{L}`$ asymptotically, we first expressed the entropy in terms of the determinant of a Toeplitz matrix. Then we used a special case of Fisher-Hartwig conjecture  and this special case was PROVEN in .

From similar calculation, we also obtain the Rényi entropy in Eq. 3 to be

$`S_\alpha (\rho _A)=\{\begin{array}{cc}\frac{1}{1\alpha }\mathrm{ln}\left(\left(\frac{}{2\pi }\right)^\alpha +\left(1\frac{}{2\pi }\right)^\alpha \right)\hfill & \text{if }0<<1\hfill \\ \frac{1+\alpha ^1}{6}\mathrm{ln}+\mathrm{{\rm Y}}_1^{\{\alpha \}}\hfill & \text{if }1\hfill \end{array}`$ (93)
Here

$`\mathrm{{\rm Y}}_1^{\{\alpha \}}`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _1^1}dx{\displaystyle \frac{s_\alpha (x)}{1x^2}}\left(\psi \left({\displaystyle \frac{1}{2}}\mathrm{i}W(x)\right)+\psi \left({\displaystyle \frac{1}{2}}+\mathrm{i}W(x)\right)\right),`$ (94)
$`s_\alpha (x)`$ $`=`$ $`{\displaystyle \frac{1}{1\alpha }}\mathrm{ln}\left(\left({\displaystyle \frac{1+x}{2}}\right)^\alpha +\left({\displaystyle \frac{1x}{2}}\right)^\alpha \right),\alpha 1,`$ (95)
$`\psi (x)`$ $``$ $`{\displaystyle \frac{\mathrm{d}}{\mathrm{d}x}}\mathrm{ln}\mathrm{\Gamma }(x)=\gamma _E+{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{1}{n+1}}{\displaystyle \frac{1}{n+x}}\right),`$ (96)
$`W(x)`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}\mathrm{ln}{\displaystyle \frac{1+x}{1x}}`$ (97)
with $`\gamma _E`$ the Euler Constant and $`\mathrm{\Gamma }(x)`$ the well-known Gamma Function.

## Acknowledgments

We would like to thank Prof. B.M. McCoy, Prof. A. Abanov and Mr. F. Franchini for useful discussions. This work was supported by National Science Foundation (USA) under Grant No. DMR-0073058 and PHY-9988566.

## Appendix: Simplification of Formula

In this appendix, we show more details for simplification of $`\mathrm{{\rm Y}}_0`$ (85) in detail. In order to simplify $`\mathrm{{\rm Y}}_0`$, we will use the Function $`\psi (x)`$, which is defined as

$$\psi (x)\frac{\mathrm{d}}{\mathrm{d}x}\mathrm{ln}\mathrm{\Gamma }(x)=\gamma _E+\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n+1}\underset{n=0}{\overset{\mathrm{}}{}}\frac{1}{n+x}$$
(98)
with $`\gamma _E`$ the Euler Constant and $`\mathrm{\Gamma }(x)`$ the well-known Gamma Function, and the property

$$\psi (x+1)=\psi (x)+\frac{1}{x}.$$
(99)
Introducing $`z(\overline{z})\frac{1}{2}+()\mathrm{i}W(x)`$ and using Eqs. (98) and (99), we obtain

$`{\displaystyle \underset{n=1}{\overset{\mathrm{}}{}}}n^1\left({\displaystyle \frac{\left(\frac{1}{2}+\mathrm{i}W(x)\right)^3}{n^2\left(\frac{1}{2}+\mathrm{i}W(x)\right)^2}}+{\displaystyle \frac{\left(\frac{1}{2}\mathrm{i}W(x)\right)^3}{n^2\left(\frac{1}{2}\mathrm{i}W(x)\right)^2}}\right)`$ (100)
$`=`$ $`\psi (1)1{\displaystyle \frac{1}{2}}\psi \left({\displaystyle \frac{1}{2}}\mathrm{i}W(x)\right){\displaystyle \frac{1}{2}}\psi \left({\displaystyle \frac{1}{2}}+\mathrm{i}W(x)\right)`$
by using Eq. (99) and definition for $`z`$ and $`\overline{z}`$. Hence, we obtain

$`\mathrm{{\rm Y}}_0`$ $`=`$ $`{\displaystyle \frac{1}{\pi ^2}}{\displaystyle _1^1}dx\left({\displaystyle \frac{1}{1x}}\mathrm{ln}{\displaystyle \frac{1+x}{2}}{\displaystyle \frac{1}{1+x}}\mathrm{ln}{\displaystyle \frac{1x}{2}}\right)`$ (101)
$`\times \left[\psi (1)1{\displaystyle \frac{1}{2}}\psi \left({\displaystyle \frac{1}{2}}\mathrm{i}W(x)\right){\displaystyle \frac{1}{2}}\psi \left({\displaystyle \frac{1}{2}}+\mathrm{i}W(x)\right)\right]`$
$`=`$ $`\mathrm{{\rm Y}}_1{\displaystyle \frac{1+\gamma _E}{3}}`$
with $`\mathrm{{\rm Y}}_1`$ defined as

$`\mathrm{{\rm Y}}_1`$ $`=`$ $`{\displaystyle \frac{1}{2\pi ^2}}{\displaystyle _1^1}dx\left({\displaystyle \frac{1}{1x}}\mathrm{ln}{\displaystyle \frac{1+x}{2}}{\displaystyle \frac{1}{1+x}}\mathrm{ln}{\displaystyle \frac{1x}{2}}\right)`$ (102)
$`\times \left[\psi \left({\displaystyle \frac{1}{2}}\mathrm{i}W(x)\right)+\psi \left({\displaystyle \frac{1}{2}}+\mathrm{i}W(x)\right)\right].`$
We now perform a change of variable using $`w=\frac{1}{2\pi }\mathrm{ln}\frac{1+x}{1x}`$:

$`\mathrm{{\rm Y}}_1`$ $`=`$ $`{\displaystyle \frac{2}{\pi }}{\displaystyle _0^{\mathrm{}}}dw\left(\mathrm{ln}\left[2\mathrm{cosh}(\pi w)\right]\pi w\mathrm{tanh}(\pi w)\right)`$ (103)
$`\times \left[\psi \left({\displaystyle \frac{1}{2}}\mathrm{i}w\right)+\psi \left({\displaystyle \frac{1}{2}}+\mathrm{i}w\right)\right].`$
We note that

$$\mathrm{ln}\left[2\mathrm{cosh}(\pi w)\right]\pi w\mathrm{tanh}(\pi w)=\left(1\frac{\mathrm{d}}{\mathrm{d}\alpha }\right)\mathrm{ln}\left(1+e^{2\pi w\alpha }\right)|_{\alpha =1}.$$
(104)
Hence we can rewrite

$$\mathrm{{\rm Y}}_1=\frac{2\mathrm{i}}{\pi }_0^{\mathrm{}}dw\left(\mathrm{ln}\left[2\mathrm{cosh}(\pi w)\right]\pi w\mathrm{tanh}(\pi w)\right)\left(\frac{\mathrm{d}}{\mathrm{d}w}\right)\mathrm{ln}\frac{\mathrm{\Gamma }\left(\frac{1}{2}\mathrm{i}w\right)}{\mathrm{\Gamma }\left(\frac{1}{2}+\mathrm{i}w\right)}.$$
(105)
Using the following expression for the Logarithm of the Gamma Function:

$$\mathrm{ln}\mathrm{\Gamma }(z)=_0^{\mathrm{}}\left[z1\frac{1e^{(z1)t}}{1e^t}\right]\frac{e^t}{t}dt$$
(106)
which is particularly convenient because we need only the imaginary part of it:

$$\mathrm{ln}\frac{\mathrm{\Gamma }\left(\frac{1}{2}\mathrm{i}w\right)}{\mathrm{\Gamma }\left(\frac{1}{2}+\mathrm{i}w\right)}=\mathrm{i}_0^{\mathrm{}}\left[2we^t\frac{\mathrm{sin}(wt)}{\mathrm{sinh}(t/2)}\right]\frac{\mathrm{d}t}{t}.$$
(107)
After some elementary but tedious calculation, finally we obtain

$`\mathrm{{\rm Y}}_1={\displaystyle _0^{\mathrm{}}}dt\left\{{\displaystyle \frac{e^t}{3t}}+{\displaystyle \frac{1}{t\mathrm{sinh}^2(t/2)}}{\displaystyle \frac{\mathrm{cosh}(t/2)}{2\mathrm{sinh}^3(t/2)}}\right\}.`$ (108)


text:
# First law of black hole mechanics in Einstein-Maxwell and Einstein-Yang-Mills theories

## 1 Introduction

According to the “no hair” theorem, a general stationary black hole is a charged and rotating black hole. The first law of black hole mechanics shows that the first order variations of the area $`A`$, mass $`M`$, angular momentum $`J`$, and charge $`Q`$ are related by

$`{\displaystyle \frac{1}{8\pi }}\kappa \delta A=\delta M\mathrm{\Omega }_H\delta J\mathrm{\Phi }_{bh}\delta Q,`$ (1)
where $`\kappa `$ denotes the surface gravity of the black hole, $`\mathrm{\Omega }_H`$ denotes the angular velocity of the horizon, and $`\mathrm{\Phi }_{bh}`$ denotes the electrostatic potential of the horizon. There are two versions of this law referred to by Wald  as the “physical process version” and the “equilibrium state version.” The “physical process version” of the first law is obtained by changing a stationary black hole by some (infinitesimal) physical process. The black hole is assumed to have settled down to a new stationary final state. Then Eq. (1) is derived by comparing the final state of the black hole with the initial one . The “equilibrium state” version of the first law simply compares the areas of two infinitesimally nearby stationary black hole solutions. The original derivation was given by Bardeen et al. . However, since only a perfect fluid in circular orbit around a black hole was considered, the first law in  has a different form from Eq.(1). A simple derivation in a general manner was given by Iyer and Wald  from the Lagrangian formulation of general relativity. The derivation makes essential use of the bifurcation two-sphere where the horizon Killing vector field vanishes. This treatment requires that all fields be smooth on the bifurcation surface, and consequently the “potential-charge” term does not appear explicitly in the first law. The first task of this paper is to extend the work of  to a general charged and rotating black hole where fields are not necessarily smooth through the horizon. The major modification is that, instead of choosing the bifurcation surface as the boundary of a hypersurface extending to spatial infinity, we replace it with any cross section of the event horizon to the future of the bifurcation surface (if one exists). We require that only the pullback  of the vector potential $`A_a`$ to the horizon in the future of the bifurcation surface be smooth. Now we present such an example. The vector potential in the Reissner-Nordström spacetime is given by

$`A_a={\displaystyle \frac{Q}{r}}(dt)_a.`$ (2)
To see the behavior of $`A_a`$ on the horizon, we introduce the Kruskal coordinates $`(U,V)`$:

$`U`$ $`=`$ $`e^{\kappa u},`$ (3)
$`V`$ $`=`$ $`e^{\kappa v},`$ (4)
where

$`u`$ $`=`$ $`tr_{},`$ (5)
$`v`$ $`=`$ $`t+r_{},`$ (6)
In terms of $`(U,V)`$, $`A_a`$ can be written as

$`A_a={\displaystyle \frac{Q}{2\kappa r}}\left[{\displaystyle \frac{1}{U}}(dU)_a+{\displaystyle \frac{1}{V}}(dV)_a\right].`$ (7)
We see immediately that $`A_a`$ is divergent at the bifurcation $`U=V=0`$. Although $`A_a`$ is divergent on the future horizon $`U=0`$, $`V>0`$, the pullback of $`A_a`$ to the future horizon (the restriction of $`A_a`$ to vectors tangent to the horizon) is smooth. Since $`A_a`$ falls off as $`1/r`$ at infinity, it will have no contribution to the canonical energy $``$. As we shall see, the charge term in Eq.(1) emerges as an integration on the horizon. This modification also enables us to apply the result to black holes without a bifurcation surface, such as extremal black holes. A vector potential which is smooth through the horizon can easily be constructed by the gauge transformation

$`\stackrel{~}{A}_a={\displaystyle \frac{Q}{r}}(dt)_a+{\displaystyle \frac{Q}{r_+}}(dt)_a`$ (8)
where $`r_+`$ is the radial coordinate of the event horizon. Since $`A_a`$ is smooth through the horizon (identically zero), the potential-charge term will not appear in the integral over the horizon. However, $`\stackrel{~}{A}_a`$ in Eq.(8) does not drop to zero at infinity; the potential-charge term will arise from infinity as part of the canonical energy.

The second task of this paper is to generalize the method above to Einstein-Yang-Mills (EYM) black holes. The discovery of “colored black Holes,” such as black hole solutions in the Einstein-Yang-Mills theory, has been a great challenge to the traditional “no hair” conjecture. The first law of black-hole mechanics in the EYM case was discussed by Sudarsky and Wald  and the following result was obtained:

$`{\displaystyle \frac{1}{8\pi }}\kappa \delta A=\delta M+V\delta Q^{\mathrm{}}\mathrm{\Omega }_H\delta J,`$ (9)
where $`V`$ and $`Q^{\mathrm{}}`$ are the Yang-Mills potential and the charge evaluated at infinity. The presence of this term is due to the non-Abelian nature of the Yang-Mills field. The calculation also makes use of the bifurcation two-sphere and all fields are required to be smooth there. Again, we make no reference to the bifurcation surface, and an additional surface term evaluated on any cross section of the horizon is found \[see (69)\].

## 2 First order variation of stationary spacetimes

In this section, we briefly introduce a general variation theory for stationary spacetimes in the framework of . We start with the general issue of calculating the first order variation of conserved quantities. Consider a diffeomorphism covariant theory in four dimensions derived from a Lagrangian $`𝐋`$, where the dynamical fields consist of a Lorentz signature metric $`g_{ab}`$ and other fields $`\psi `$. We follow the notational conventions of , and, in particular, we collectively refer to $`(g_{ab},\psi )`$ as $`\varphi `$ and use boldface letters to denote differential forms. According to , the first order variation of the Lagrangian can always be expressed as

$`\delta 𝐋=𝐄(\varphi )\delta \varphi +d𝚯(\varphi ,\delta \varphi )`$ (10)
where $`𝐄(\varphi )`$ is locally constructed out of $`\varphi `$ and its derivatives and $`𝚯`$ is locally constructed out of $`\varphi `$,$`\delta \varphi `$ and their derivatives. The equations of motion can then be read off as

$`𝐄(\varphi )=0.`$ (11)
The symplectic current three-form $`\omega `$ is defined by

$`𝝎(\varphi ,\delta _1\varphi ,\delta _2\varphi )=\delta _1𝚯(\varphi ,\delta _2\varphi )\delta _2𝚯(\varphi ,\delta _1\varphi ).`$ (12)
The Noether current three-form associated with a smooth vector field $`\xi `$ is defined by

$`𝒥=𝚯(\varphi ,_\xi \varphi )\xi 𝐋,`$ (13)
where “$``$” denotes contraction of the vector field $`\xi `$ into the first index of $`𝐋`$. A simple calculation yields

$`d𝒥=𝐄_\varphi _\xi \varphi .`$ (14)
It was proved in the Appendix of  that there exists a Noether charge two-form $`𝐐`$, which is locally constructed from $`\varphi `$,$`\xi ^a`$ and their derivatives, such that

$`𝒥[\xi ]=d𝐐[\xi ]+\xi ^a𝐂_a`$ (15)
where $`𝐂_a`$ is a three-form and $`𝐂_a=0`$ when the equations of motion are satisfied. Now suppose that the spacetime satisfies asymptotic conditions at infinity corresponding to “case I” of  and that $`\xi ^a`$ is an asymptotic symmetry. Then there exists a conserved quantity $`H_\xi `$, associated with $`\xi ^a`$. Let $`\delta \varphi `$ satisfy the linearized equations of motion in the neighborhood of infinity. Then $`\delta H_\xi `$ is given by

$`\delta H_\xi ={\displaystyle _{\mathrm{}}}(\overline{\delta }𝐐[\xi ]\xi 𝚯).`$ (16)
Since $`\xi ^a`$ is treated as a fixed background, it should not be varied in the expression above. So we used “$`\overline{\delta }`$” to denote the variation that has no effect on $`\xi ^a`$, in distinction to the total variation “$`\delta `$.” Let $`\mathrm{\Sigma }`$ be a hypersurface that extends to infinity and has an inner boundary $`\mathrm{\Sigma }`$. Now we consider the case where $`\xi ^a`$ is a symmetry of all the dynamical fields, i.e., $`_\xi \varphi =0`$, and $`\delta \varphi `$ satisfies the linearized equations of motion. Then Eq.(76) in  shows that the integral in (16) over infinity can be turned into one on the inner boundary, i.e.,

$`\delta H_\xi ={\displaystyle _\mathrm{\Sigma }}(\overline{\delta }𝐐[\xi ]\xi 𝚯).`$ (17)
When $`\xi ^a`$ is taken to be an asymptotic time translation $`t^a`$ and rotation $`\varphi ^a`$, respectively, we obtain the variations of canonical energy $``$ and canonical angular momentum $`J`$ :

$`\delta `$ $`=`$ $`{\displaystyle _{\mathrm{}}}(\overline{\delta }𝐐[t]t𝚯),`$ (18)
$`\delta J`$ $`=`$ $`{\displaystyle _{\mathrm{}}}(\overline{\delta }𝐐[\phi ]\phi 𝚯).`$ (19)
## 3 The first law of black hole mechanics in EM theory

We now specialize to Einstein-Maxwell theory. The dynamical fields are $`(g_{ab},A_a)`$ and the Einstein-Maxwell Lagrangian is

$`𝐋={\displaystyle \frac{1}{16\pi }}(\mathit{ϵ}R\mathit{ϵ}g^{ac}g^{bd}F_{ab}F_{cd}).`$ (20)
The Noether charge two-form $`𝐐`$ and $`𝚯`$ have been calculated in  as

$`Q_{ab}={\displaystyle \frac{1}{16\pi }}ϵ_{abcd}^c\xi ^d{\displaystyle \frac{1}{8\pi }}ϵ_{abcd}F^{cd}A_e\xi ^e`$ (21)
and

$`\mathrm{\Theta }_{abc}(\varphi ,\delta \varphi )={\displaystyle \frac{1}{16\pi }}ϵ_{dabc}v^d,`$ (22)
where

$`v_d=^e\delta g_{de}g^{fe}_d\delta g_{fe}4F_d^b\delta A_b.`$ (23)
Let $`(g_{ab},A_a)`$ be a stationary solution to the Einstein-Maxwell equations derived from the Lagrangian (20). If the black hole possesses a bifurcation surface, we require that the pullback of $`A_a`$ to the future of the bifurcation surface be smooth, but not necessarily smooth on the bifurcation surface. Let

$`\xi ^a=t^a+\mathrm{\Omega }_H\phi ^a`$ (24)
denote the horizon Killing field of this black hole . Let $`\mathrm{\Sigma }`$ be an asymptotic hypersurface which terminates on the portion of the event horizon $``$ to the future of the bifurcation surface. Denote the cross section on the horizon by $`S_{}`$, which is the inner boundary of $`\mathrm{\Sigma }`$. Now consider a stationary perturbation $`\delta \varphi `$ that generates a slightly different stationary axisymmetric black hole. When comparing two spacetimes, there is a certain freedom in which points are chosen to correspond. We shall adopt the gauge choice in , i.e., we make the hypersurface $`\mathrm{\Sigma }`$, the event horizons, and the Killing vectors $`t^a`$ and $`\phi ^a`$ the same in the two solutions. Thus,

$`\delta t^a`$ $`=`$ $`\delta \phi ^a=0,`$ (25)
$`\delta \xi ^a`$ $`=`$ $`\delta \mathrm{\Omega }_H\phi ^a.`$ (26)
Although the conditions above cannot be imposed on the bifurcation surface where $`\xi ^a`$ vanishes, our derivation will not be affected since we shall make no use of the bifurcation surface. If we assume that both $`A_a`$ and $`\delta A_a`$ fall off as fast as $`1/r`$ at infinity, as in the case in the introduction, then the EM field contributes to neither $`\delta `$ nor $`\delta J`$ in Eqs.(18) and (19). Thus the variation of the canonical energy is the same as that of the Arnowitt-Deser-Misner (ADM) mass $`M`$ and we shall rewrite $`\delta `$ as $`\delta M`$. Combining Eqs. (18), (19), (24) and (17), we have

$`\delta M\mathrm{\Omega }_H\delta J={\displaystyle _S_{}}(\overline{\delta }𝐐[\xi ]\xi 𝚯)`$ (27)
Now we concentrate on the right-hand-side of Eq. (27). We shall consider the contributions from the gravitational field and the EM field separately. From Eq. (21), we split $`𝐐`$ as

$`Q_{ab}=Q_{ab}^{GR}+Q_{ab}^{EM},`$ (28)
where

$`Q_{ab}^{GR}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}ϵ_{abcd}^c\xi ^d,`$ (29)
$`Q_{ab}^{EM}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}ϵ_{abcd}F^{cd}A_e\xi ^e.`$ (30)
Similarly, we rewrite $`𝚯`$ as

$`\mathrm{\Theta }_{abc}=\mathrm{\Theta }_{abc}^{GR}+\mathrm{\Theta }_{abc}^{EM},`$ (31)
where

$`\mathrm{\Theta }_{abc}^{GR}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}ϵ_{dabc}g^{dh}(^e\delta ,g_{he}g^{fe}_h\delta g_{fe}).`$ (32)
$`\mathrm{\Theta }_{abc}^{EM}`$ $`=`$ $`{\displaystyle \frac{1}{16\pi }}ϵ_{dabc}(4F^{db})\delta A_b`$ (33)
We first consider the term involving $`Q_{ab}^{GR}`$. On the horizon, we have

$`_c\xi _d=\kappa ϵ_{cd},`$ (34)
where $`\kappa `$ is the surface gravity and $`ϵ_{cd}`$ is the binormal to $`S_{}`$ (See  for further details). Then

$`{\displaystyle _S_{}}Q_{ab}^{GR}[\xi ]={\displaystyle \frac{1}{8\pi }}\kappa A`$ (35)
where $`A`$ is the area of the black hole. Remember that $`\xi ^a`$ is a fixed background quantity relative to the variation “$`\overline{\delta }`$.” Using the identity

$`\overline{\delta }{\displaystyle _S_{}}Q_{ab}^{GR}[\xi ]=\delta {\displaystyle _S_{}}Q_{ab}^{GR}[\xi ]{\displaystyle _S_{}}Q_{ab}^{GR}[\delta \xi ],`$ (36)
we have

$`\overline{\delta }{\displaystyle _S_{}}Q_{ab}^{GR}[\xi ]`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}\delta (\kappa A)+{\displaystyle \frac{1}{16\pi }}{\displaystyle _S_{}}ϵ_{abcd}^c\delta \xi ^d`$ (37)
$`=`$ $`{\displaystyle \frac{1}{8\pi }}\delta (\kappa A)+{\displaystyle \frac{\delta \mathrm{\Omega }_H}{16\pi }}{\displaystyle _S_{}}ϵ_{abcd}^c\phi ^d`$
$`=`$ $`{\displaystyle \frac{1}{8\pi }}\delta (\kappa A)+\delta \mathrm{\Omega }_HJ_H,`$
where Eqs. (35) and (26) were used and $`J_H1/16\pi _S_{}ϵ_{abcd}^c\phi ^d`$ can be interpreted as the angular momentum of the black hole . The computation in  reveals

$`{\displaystyle _S_{}}\xi 𝚯^{GR}`$ (38)
$`=`$ $`{\displaystyle \frac{1}{16\pi }}{\displaystyle _S_{}}\xi ^aϵ_{dabc}g^{dh}(^e\delta g_{he}g^{fe}_h\delta g_{fe})`$
$`=`$ $`{\displaystyle \frac{1}{8\pi }}A\delta \kappa +\delta \mathrm{\Omega }_HJ_H.`$
Thus, combining Eqs, (37) and (38), we have

$`{\displaystyle _S_{}}\overline{\delta }𝐐^{GR}\xi 𝚯^{GR}={\displaystyle \frac{1}{8\pi }}\kappa \delta A.`$ (39)
This result can be viewed as the net contribution from the gravitational field. We now consider the EM field. By using the smoothness of the pullback of $`A_a`$ and the stationary condition, one can show that $`\mathrm{\Phi }^{EM}\xi ^aA_a|_{}`$ is a constant in the portion of the horizon to the future of the bifurcation surface . If $`A_a`$ is smooth over the entire horizon, $`\mathrm{\Phi }^{EM}`$ will be identically zero on the horizon since $`\xi ^a`$ vanishes on the bifurcation surface (in this case, the result in  is recovered). Together with Eq. (30), we have

$`{\displaystyle _S_{}}Q_{ab}^{EM}={\displaystyle \frac{\mathrm{\Phi }^{EM}}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}.`$ (40)
In the asymptotic region, the total electric charge can be expressed as

$`{\displaystyle \frac{1}{8\pi }}{\displaystyle _{\mathrm{}}}ϵ_{abcd}F^{cd}=Q.`$ (41)
Since the Einstein-Maxwell Lagrangian we considered corresponds to the sourceless electromagnetic field, the same result must hold if the integral is performed on the horizon. Therefore

$`{\displaystyle _S_{}}Q_{ab}^{EM}=\mathrm{\Phi }^{EM}Q.`$ (42)
Similar to the identity in Eq. (36), we have

$`\overline{\delta }{\displaystyle _S_{}}Q_{ab}^{EM}[\xi ]`$ (43)
$`=`$ $`\delta {\displaystyle _S_{}}Q_{ab}^{EM}[\xi ]{\displaystyle _S_{}}Q_{ab}^{EM}[\delta \xi ]`$
$`=`$ $`\delta (\mathrm{\Phi }^{EM}Q)+{\displaystyle \frac{1}{8\pi }}\delta \mathrm{\Omega }_H{\displaystyle _S_{}}ϵ_{abcd}F^{cd}A_e\phi ^e.`$
Now we compute

$`{\displaystyle _S_{}}\xi 𝚯^{EM}={\displaystyle \frac{1}{4\pi }}{\displaystyle _S_{}}ϵ_{cdab}F^{ce}\xi ^d\delta A_e.`$ (44)
We first express the volume element in the form

$`ϵ_{cdab}=\xi _cN_dϵ_{ab},`$ (45)
where $`ϵ_{ab}`$ is the volume element on $`S_{}`$ and $`N^a`$ is the “ingoing” future directed null normal to $`S_{}`$, normalized so that $`N^a\xi _a=1`$ . Thus, we have

$`{\displaystyle _S_{}}\xi 𝚯^{EM}={\displaystyle \frac{1}{4\pi }}{\displaystyle _S_{}}ϵ_{ab}F^{ce}\xi _c\delta A_e,`$ (46)
By using the fact that on the horizon $`F^{ce}\xi _c\xi ^e`$, together with $`N^a\xi _a=1`$, we get immediately

$`F^{ce}\xi _c=F^{cf}N_c\xi _f\xi ^e,`$ (47)
and hence

$`{\displaystyle _S_{}}\xi 𝚯^{EM}={\displaystyle \frac{1}{4\pi }}{\displaystyle _S_{}}ϵ_{ab}F^{cf}N_c\xi _f\xi ^e\delta A_e.`$ (48)
On the other hand,

$`Q\delta \mathrm{\Phi }^{EM}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}\delta (A_e\xi ^e)`$ (49)
$`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}(\delta A_e)\xi ^e{\displaystyle \frac{\delta \mathrm{\Omega }_H}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}A_e\phi ^e`$
$`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}ϵ_{ab}N_c\xi _dF^{cd}\xi ^e\delta A_e{\displaystyle \frac{\delta \mathrm{\Omega }_H}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}A_e\phi ^e`$
$`=`$ $`{\displaystyle \frac{2}{8\pi }}{\displaystyle _S_{}}ϵ_{ab}F^{cd}N_c\xi _d\xi ^e\delta A_e{\displaystyle \frac{\delta \mathrm{\Omega }_H}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}A_e\phi ^e`$
$`=`$ $`{\displaystyle _S_{}}\xi 𝚯^{EM}{\displaystyle \frac{\delta \mathrm{\Omega }_H}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F^{cd}A_e\phi ^e`$
Using Eq. (43), we have

$`{\displaystyle _S_{}}\overline{\delta }Q_{ab}^{EM}\xi 𝚯^{EM}=\mathrm{\Phi }^{EM}\delta Q`$ (50)
Substitution of Eqs. (50) and (39) into the right-hand side of Eq. (27) yields Eq. (1), the desired first law of black hole mechanics in Einstein-Maxwell theory. As pointed out in the Introduction section, the potential-charge term (50) would have vanished if the EM field were smooth on the horizon and the integral were performed on the bifurcation surface.

## 4 The first law in EYM theory

In this section, we shall extend our derivation in the previous section to the EYM case. The assumptions and arguments will be similar to those in the previous section. The EYM Lagrangian takes the form

$`𝐋={\displaystyle \frac{1}{16\pi }}\mathit{ϵ}R{\displaystyle \frac{1}{16\pi }}\mathit{ϵ}g^{ac}g^{bd}F_{ab}^\mathrm{\Lambda }F_{cd\mathrm{\Lambda }},`$ (51)
where $`F_{ab}^\mathrm{\Lambda }`$ is the Yang-Mills field strength:

$`F_{ab}^\mathrm{\Lambda }=2_{[a]A_b}^\mathrm{\Lambda }+c_{\mathrm{\Gamma }\mathrm{\Delta }}^\mathrm{\Lambda }A_a^\mathrm{\Gamma }A_b^\mathrm{\Delta },`$ (52)
where $`c_{\mathrm{\Gamma }\mathrm{\Delta }}^\mathrm{\Lambda }`$ denotes the structure tensor for the SU(2) Lie algebra and the Lie algebra indices are raised and lowered with the Killing metric $`g_{\mathrm{\Gamma }\mathrm{\Sigma }}=\frac{1}{2}c_{\mathrm{\Gamma }\mathrm{\Sigma }}^\mathrm{\Lambda }c_{\mathrm{\Sigma }\mathrm{\Lambda }}^\mathrm{\Sigma }`$.

Similarly to the the EM case, the Lagrangian can be split into “GR” and “YM” parts. The contribution from the YM field gives

$`\theta _{bcd}^{YM}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}ϵ_{abcd}F_\mathrm{\Delta }^{ae}\delta A_e^\mathrm{\Delta },`$ (53)
$`Q_{ab}^{YM}`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_e^\mathrm{\Lambda }\xi ^e.`$ (54)
Then

$`{\displaystyle _{\mathrm{}}}Q[t]={\displaystyle \frac{1}{8\pi }}{\displaystyle _{\mathrm{}}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_0^\mathrm{\Lambda }.`$ (55)
We choose a stationary solution of the EYM equations and then $`A_0^\mathrm{\Lambda }`$ is asymptotically constant . The constant $`V`$ is defined by

$`V=\underset{r\mathrm{}}{lim}(A_0^\mathrm{\Lambda }A_{0\mathrm{\Lambda }})^{1/2}`$ (56)
The electric field, viewed as a tensor density of weight, is

$`E_\mathrm{\Lambda }^a=\sqrt{h}F_{\mu \mathrm{\Lambda }}^an^\mu ,`$ (57)
where $`n^\mu `$ is the unit normal to the spacelike hypersurface $`\mathrm{}`$. Reference  shows that, asymptotically, $`A_0^\mathrm{\Lambda }`$ and $`E_a^\mathrm{\Lambda }`$ point in the same Lie algebra direction and therefore

$`{\displaystyle _{\mathrm{}}}Q[t]=VQ^{\mathrm{}},`$ (58)
where the Yang-Mills charge measured at infinity is defined by

$`Q^{\mathrm{}}={\displaystyle \frac{1}{4\pi }}{\displaystyle _{\mathrm{}}}|E_\mathrm{\Lambda }^ar_a|`$ (59)
where $`r^a`$ denotes the unit radial vector and vertical bars denote the Lie algebra norm. On the other hand,

$`{\displaystyle _{\mathrm{}}}t\theta ^{YM}`$ (60)
$`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle _{\mathrm{}}}ϵ_{abcd}t^bF_\mathrm{\Delta }^{ae}\delta A_e^\mathrm{\Delta }`$
$`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle _{\mathrm{}}}E_\mathrm{\Delta }^ar_a\delta A_0^\mathrm{\Delta }`$
$`=`$ $`Q^{\mathrm{}}\delta V,`$
Therefore, the “YM” contribution to $`\delta `$ is

$`\delta _{YM}=V\delta Q^{\mathrm{}}.`$ (61)
Since the “GR”contribution gives the ADM mass $`M`$, we have the total variation of the canonical energy

$`\delta =\delta M+V\delta Q^{\mathrm{}},`$ (62)
which agrees with the result in .

By using the arguments parallel to that in section 3, we obtain an expression similar to Eq. (27)

$`\delta \mathrm{\Omega }_H\delta 𝒥={\displaystyle _S_{}}(\overline{\delta }𝐐[\xi ]\xi 𝚯),`$ (63)
Note that the ADM mass on the left-hand side of Eq. (27) has been replaced by $``$. The canonical angular momentum $`J`$ is defined by

$`J={\displaystyle _{\mathrm{}}}𝐐[\phi ].`$ (64)
Combining Eqs. (29) and (54), we have

$`J={\displaystyle \frac{1}{16\pi }}{\displaystyle _{\mathrm{}}}ϵ_{abcd}^c\xi ^d+{\displaystyle \frac{1}{8\pi }}{\displaystyle _{\mathrm{}}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_e^\mathrm{\Lambda }\xi ^e.`$ (65)
This formula agrees with that in . This first term is just the expression for angular momentum in the vacuum case.

Since Eq. (39) also holds for the EYM case, we use it to rewrite the right-hand side of Eq. (63)

$`\delta \mathrm{\Omega }_H\delta J={\displaystyle \frac{1}{8\pi }}\kappa \delta A+{\displaystyle _S_{}}(\overline{\delta }𝐐^{YM}[\xi ]\xi 𝚯^{YM},)`$ (66)
The same treatment used for the EM field gives

$`\overline{\delta }{\displaystyle _S_{}}Q_{ab}^{YM}[\xi ]`$
$`=`$ $`\delta {\displaystyle _S_{}}Q_{ab}^{YM}[\xi ]{\displaystyle _S_{}}Q_{ab}^{YM}[\delta \xi ]`$
$`=`$ $`{\displaystyle \frac{1}{8\pi }}\delta {\displaystyle _S_{}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_e^\mathrm{\Lambda }\xi ^e+{\displaystyle \frac{1}{8\pi }}\delta \mathrm{\Omega }_H{\displaystyle _S_{}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_e^\mathrm{\Lambda }\phi ^e`$
$`=`$ $`{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}A_e^\mathrm{\Lambda }\xi ^e\delta (ϵ_{abcd}F_\mathrm{\Lambda }^{cd}){\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}\delta (A_e^\mathrm{\Lambda }\xi ^e)+{\displaystyle \frac{1}{8\pi }}\delta \mathrm{\Omega }_H{\displaystyle _S_{}}ϵ_{abcd}F_\mathrm{\Lambda }^{cd}A_e^\mathrm{\Lambda }\phi ^e.`$
Replacing the second term of Eq. (LABEL:idl) by an expression analogous to Eq. (49), we get

$`\overline{\delta }{\displaystyle _S_{}}Q_{ab}^{YM}[\xi ]={\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}A_e^\mathrm{\Lambda }\xi ^e\delta (ϵ_{abcd}F_\mathrm{\Lambda }^{cd})+{\displaystyle _S_{}}\xi 𝚯^{YM}.`$ (68)
Then, from Eqs. (66) and (68), we obtain the first law for a stationary EYM black hole:

$`{\displaystyle \frac{1}{8\pi }}\kappa \delta A=\delta \mathrm{\Omega }_H\delta J{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}A_e^\mathrm{\Lambda }\xi ^e\delta (ϵ_{abcd}F_\mathrm{\Lambda }^{cd}).`$ (69)
This expression agrees with that in . We cannot further evaluate the integral in the form of “$`\mathrm{\Phi }\delta Q`$” as in the EM case because of the complicity of SU(2) Lie algebra. Ashtekar, et. al. chose the following gauge conditions (see also Corichi, et. al. ).

(i) The Yang-Mills potential

$`\mathrm{\Phi }^{YM}=|\xi 𝐀|`$ (70)
is constant on the horizon.

(ii) The dual of the field strength $`({}_{}{}^{}𝐅)`$ and $`(\xi 𝐀)`$ point in the same Lie algebra direction

$`(\xi 𝐀)^\mathrm{\Sigma }(^2ϵ{}_{}{}^{}𝐅)^\mathrm{\Sigma },`$ (71)
where $`{}_{}{}^{2}ϵ`$ is the pullback to the horizon of $`ϵ_{abcd}`$. Under these two conditions, the integral in Eq. (69) can be evaluated as

$`{\displaystyle \frac{1}{8\pi }}{\displaystyle _S_{}}A_e^\mathrm{\Lambda }\xi ^e\delta (ϵ_{abcd}F_\mathrm{\Lambda }^{cd})=\mathrm{\Phi }^{YM}\delta Q_{}^{YM}`$ (72)
where $`Q_{}^{YM}=(1/4\pi )_S_{}|{}_{}{}^{}𝐅|`$ is the electric Yang-Mills charge evaluated on the horizon. However, there is no evidence that our stationary gauge choice is consistent with conditions (i) and (ii) above. Therefore, Eq. (69) is our final form of the first law in EYM theory.

## 5 Conclusions

The first law of black hole mechanics for the EM and EYM cases is derived in the framework of . In contrast to , we make no reference to the bifurcation surface. In the EM case, when the pullback of $`A_a`$ to the future horizon is smooth, the desired charge-potential term is obtained. In the EYM case, a corresponding surface integral on the horizon is found. Since we avoid using the bifurcation surface, the derivation and conclusions in this paper apply to extremal black holes simply by taking $`\kappa =0`$.

Acknowledgments

I would like to thank professor Robert M. Wald for helpful comments on the manuscript. I also wish to thank Dr. Xiaoning Wu for useful discussions. This work was supported in part by FCT (Portugal).