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# 1 Introduction

## 1 Introduction

Since the discovery of asymptotic freedom in non-Abelian gauge field theories, like Quantum Chromo Dynamics (QCD), many perturbative calculations have been performed to hadron-hadron and semi-leptonic processes. The most reactions are computed up to next-to-leading order (NLO) only, except for some semi-leptonic processes. The latter is due to the simplicity of the Born approximation where the basic process is given by the interaction of the intermediate vector boson with a quark. Higher order corrections to the other reactions are still missing because of the very complicated Feynman and phase space integrals which arise in the calculations. Here we will discuss some new methods which maybe will enable us to compute the QCD and also QED corrections beyond the NLO level.

## 2 Asymptotic Expansions

In this section we concentrate on the computation of the coefficient functions and anomalous dimensions which show up in deep inelastic lepton-hadron scattering. The relevant quantity in this process is the structure function defined by

$`F(x,Q^2)={\displaystyle \frac{1}{4\pi }}{\displaystyle d^4ze^{iq.z}p[J(z),J(0)]p}q^2=Q^2<0x={\displaystyle \frac{Q^2}{2\nu }}.`$ (1)
In the commutator above $`J(z)`$ represents the electro-weak current where we have suppressed Lorentz indices for convenience. In the Bjorken limit i.e. $`Q^2\mathrm{}`$ and $`x=fixed`$ the light cone region dominates the integrand so that one can make an Operator Product Expansion (OPE)

$`[J(z),J(0)]\stackrel{=}{z^20}{\displaystyle \underset{N}{}}C^N(z^2\mu ^2)O^N(\mu ^2,0).`$ (2)
This expansion also holds for the time ordered product corresponding to forward Compton scattering

$`T(x,Q^2)`$ $`=`$ $`{\displaystyle \frac{i}{4\pi ^2}}{\displaystyle d^4ze^{iq.z}p[J(z),J(0)]p},`$
$`\mathrm{Im}T(x,Q^2)`$ $`=`$ $`\pi F(x,Q^2).`$ (3)
Let us assume that we can write an unsubtracted dispersion relation in the variable $`\nu =pq`$

$`T(\nu ,Q^2)={\displaystyle _{Q^2/2}^{\mathrm{}}}𝑑\nu ^{}{\displaystyle \frac{F(\nu ^{},Q^2)}{\nu ^{}\nu }},`$ (4)
so that after substitution of the variables $`\nu =\frac{Q^2}{2x}`$, $`\nu ^{}=\frac{Q^2}{2x^{}}`$ we can derive the following relation

$`T(\nu ,Q^2)`$ $`=`$ $`x{\displaystyle _0^1}{\displaystyle \frac{dx^{}}{x^{}}}{\displaystyle \frac{F(x^{},Q^2)}{xx^{}}}`$ (5)
$`=`$ $`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^N{\displaystyle _0^1}𝑑x^{}x^{N1}F(x^{},Q^2)`$
$`=`$ $`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^NA^{(N)}(\mu ^2)𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right),`$
where the operator matrix element and the coefficient function are given by

$`A^{(N)}(\mu ^2)=pO^N(\mu ^2,0)p,`$ (6)
and

$`𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)={\displaystyle d^4ze^{iq.z}C^N(z^2\mu ^2)},`$ (7)
respectively. Both quantities satisfy a renormalization group equation

$`\left[\mu {\displaystyle \frac{}{\mu }}+\beta (g){\displaystyle \frac{}{g}}+\gamma ^{(N)}(g)\right]A^{(N)}(\mu ^2)=0,`$
$`\left[\mu {\displaystyle \frac{}{\mu }}+\beta (g){\displaystyle \frac{}{g}}\gamma ^{(N)}(g)\right]𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)=0.`$ (8)
In the equations above the quantities $`\beta (g)`$ and $`\gamma ^{(N)}(g)`$ represent the beta-function and the anomalous dimension respectively. The latter determine the $`Q^2`$-evolution of the structure function $`F(x,Q^2)`$ which can be measured in experiment and provides us with one of the tests of perturbative QCD. If one computes the coefficient functions in the conventional way one encounters phase space integrals and loop integrals (see e.g. ). However if one wants to compute the coefficient function beyond order $`g^4`$ it is more convenient to try another method which is explained in . Taking $`\varphi _6^3`$-theory as an example one can expand the propagator in $`T(x,Q^2)`$ (2) given by $`1/(kp)^2`$ as follows

$`T(x,Q^2)T`$ $`=`$ $`(ig)^2{\displaystyle \frac{d^nk}{(2\pi )^n}\frac{i^3}{(k^2)^2(kp)^2(k+q)^2}}`$ (9)
$`=`$ $`ig^2{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{d^nk}{(2\pi )^n}\frac{(2kp)^N}{(k^2)^{3+N}(k+q)^2}},`$
where we have used n-dimensional regularization to regularize the collinear (C) and ultraviolet (UV) singularities. The asymptotic expansion of the propagator converts the Compton amplitude into a self energy type of integral. The latter is much easier to compute than expressions for box- or triangle graphs. Another feature is that this asymptotic expansion transforms the C-divergence in $`T`$ at $`n=6`$ into an UV singularity appearing in the expression for the self energy integral. Therefore the operator matrix element in Eq. (5), containing the collinear divergence denoted by $`1/\epsilon _C`$, will be replaced by the corresponding operator renormalization constant $`Z_{O^N}`$

$`Q^2T`$ $`=`$ $`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^NA^{(N)}({\displaystyle \frac{1}{\epsilon _C}},\mu ^2)𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)`$ (10)
$`{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^NZ_{O^N}({\displaystyle \frac{1}{\epsilon _{UV}}},\mu ^2)𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right),`$
where $`Z_{O^N}`$ depends on the UV singularity denoted by $`1/\epsilon _{UV}`$. This transformation leaves the coefficient function unaltered. A straightforward calculation yields

$`Q^2T`$ $`=`$ $`g^2{\displaystyle \frac{\pi ^{n/2}}{(2\pi )^n}}{\displaystyle \frac{\mathrm{\Gamma }(n/21)\mathrm{\Gamma }(n/23)}{\mathrm{\Gamma }(n4)}}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^N{\displaystyle \frac{\mathrm{\Gamma }(4+Nn/2)}{\mathrm{\Gamma }(3+N)}}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)^{n/23}.`$ (11)
One can expand the gamma-functions above around $`\epsilon =n6`$ and obtain

$`Q^2T`$ $`=`$ $`{\displaystyle \frac{g^2}{64\pi ^3}}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left({\displaystyle \frac{2pq}{Q^2}}\right)^N[{\displaystyle \frac{1}{N+1}}{\displaystyle \frac{1}{N+2}}][{\displaystyle \frac{2}{\epsilon }}+\gamma _E\mathrm{ln}4\pi `$ (12)
$`+\mathrm{ln}{\displaystyle \frac{Q^2}{\mu ^2}}1{\displaystyle \underset{k=1}{\overset{N}{}}}{\displaystyle \frac{1}{k}}].`$
In order $`g^2`$ Eq. (10) can be expressed as

$`Q^2T={\displaystyle \frac{g^2}{64\pi ^3}}{\displaystyle \underset{N=0}{\overset{\mathrm{}}{}}}\left[{\displaystyle \frac{\gamma _O^{(N)}}{2}}\left\{{\displaystyle \frac{2}{\epsilon }}+\gamma _E\mathrm{ln}4\pi +\mathrm{ln}{\displaystyle \frac{Q^2}{\mu ^2}}\right\}+c_q^{(N)}\right],`$ (13)
so that one can read $`\gamma _O^{(N)}`$ and $`c_q^{(N)}`$. If the method is extended up to order $`g^4`$ one encounters graphs where at least three propagators, carrying the momentum $`p`$ (see the solid line in Fig. (1)), have to be expanded

This procedure leads to triple sums which are very difficult to unravel

$`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{l}{}}\left({\displaystyle \frac{2pk_1}{k_1^2}}\right)^i\left({\displaystyle \frac{2pk_2}{k_2^2}}\right)^j\left({\displaystyle \frac{2p(k_1k_2q)}{(k_1k_2q)^2}}\right)^j.`$ (14)
To avoid this one has to remove one or more propagators, carrying the momentum $`p`$, before doing the expansion. First one can adopt the method

1. Integration by Parts
This trick has been successfully applied to compute self energy graphs . An example is

$`I={\displaystyle \frac{d^nk_1}{(2\pi )^n}\frac{d^nk_2}{(2\pi )^n}\frac{1}{k_1^2k_2^2(k_1+q)^2(k_2+q)^2(k_1k_2)^2}}.`$ (15)
The integral above appears in the partial integration w.r.t. the momentum $`k_1`$ of the expression below (see Fig. (2))

$`0={\displaystyle \frac{d^nk_1}{(2\pi )^n}\frac{d^nk_2}{(2\pi )^n}\frac{}{k_{1,\mu }}\frac{(k_1k_2)_\mu }{k_1^2k_2^2(k_1+q)^2(k_2+q)^2(k_1k_2)^2}}.`$ (16)
Hence $`I`$ in Eq. (15) can be reduced to a set of integrals each containing one propagator less than in the original expression.
2. Recursion Relations (Difference Equations)
Another method is developed in . Using the method of ”Difference Equations” one is able to knock out one propagator (see the example in Fig. (3)). One can show that all graphs can be reduced to two building blocks only (see Fig. (4)). The latter contain one propagator carrying the momentum $`p`$ so that one only obtains a single sum which is easy to perform. At this moment it is not clear whether the method can be extended beyond order $`g^4`$ (two-loop).

In higher order it is only possible to obtain the integral over the structure function in Eq. (5) for finite moments $`N`$ (see ). This is achieved by

$`{\displaystyle \frac{^NT}{p_{\mu _1}\mathrm{}p_{\mu _N}}}_{p_{\mu _i}=0}=2^NN!{\displaystyle \frac{q_{\mu _1}\mathrm{}q_{\mu _N}}{(Q^2)^N}}Z_{O^N}({\displaystyle \frac{1}{\epsilon _{UV}}},\mu ^2)𝒞^{(N)}\left({\displaystyle \frac{Q^2}{\mu ^2}}\right)`$ (17)
In our example Eq. (9) this procedure leads to the result

$`{\displaystyle \frac{^NT}{p_{\mu _1}\mathrm{}p_{\mu _N}}}_{p_{\mu _i}=0}=2^NN!(ig)^2{\displaystyle \frac{d^nk}{(2\pi )^n}\frac{k_{\mu _1}\mathrm{}k_{\mu _N}}{(k^2)^{N+2}(k+q)^2}}`$ (18)
which is again of the self energy type.

## 3 Mellin Barnes Techniques

A method which turns out to be very useful to compute three-point and four-point functions even up to two-loop level is given by the Mellin-Barnes technique . A simple Mellin-Barnes transformation takes the form

$`(A_1+A_2)^\nu ={\displaystyle \frac{1}{2\pi i}}{\displaystyle _i\mathrm{}^i\mathrm{}}A_1^\sigma A_2^{\nu \sigma }{\displaystyle \frac{\mathrm{\Gamma }(\sigma )\mathrm{\Gamma }(\nu +\sigma )}{\mathrm{\Gamma }(\nu )}},`$ (19)
with $`|arg(A_1)arg(A_2)|<\pi `$ and the poles in $`\sigma `$ are located on the real axis. To illustrate this technique we take as an example the three-point function where the propagators are raised to an arbitrary power

$`J(n;\nu _1,\nu _2,\nu _3)`$ $`=`$ $`{\displaystyle d^nk\frac{1}{[(q_1+k)^2m_1^2]^{\nu _1}[(q_2+k)^2m_2^2]^{\nu _2}[(q_3+k)^2m_3^2]^{\nu _3}}}`$ (20)
$`=`$ $`i^{1n}\pi ^{n/2}{\displaystyle \frac{\mathrm{\Gamma }(_i\nu _in/2)}{_i\mathrm{\Gamma }(\nu _i)}}{\displaystyle \underset{i}{}d\alpha _i\alpha _i^{\nu _i1}\delta (1\underset{j}{}\alpha _j)}`$
$`\times {\displaystyle \frac{1}{[_j\alpha _jm_j^2+\alpha _2\alpha _3p_1^2+\alpha _1\alpha _3p_2^2+\alpha _1\alpha _2p_3^2]^{_k\nu _kn/2}}},`$
where $`p_1=q_3q_2`$, $`p_2=q_1q_3`$ and $`p_3=q_2q_1`$. Next we apply the double Mellin Barnes integral transformation given by

$`{\displaystyle \frac{1}{(X+Y+Z)^a}}`$ $`=`$ $`{\displaystyle \frac{1}{Z^a}}{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{du}{2\pi i}}{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{dv}{2\pi i}}{\displaystyle \frac{\mathrm{\Gamma }(a+u+v)\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)}{\mathrm{\Gamma }(a)}}`$ (21)
$`\left({\displaystyle \frac{X}{Z}}\right)^u\left({\displaystyle \frac{Y}{Z}}\right)^v,`$
so that the integral in Eq. (20) can be written as

$`J(n;\nu _1,\nu _2,\nu _3)={\displaystyle \frac{\pi ^{n/2}i^{1n}}{_j\mathrm{\Gamma }(\nu _j)}}{\displaystyle \underset{i}{}d\alpha _i\alpha _i^{\nu _i1}\delta (1\underset{j}{}\alpha _j)\left(\alpha _1\alpha _2p_3^2\right)^{n/2_k\nu _k}}`$
$`{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{du}{2\pi i}}{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{dv}{2\pi i}}\mathrm{\Gamma }({\displaystyle \underset{i}{}}\nu _in/2+u+v)\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)\left({\displaystyle \frac{\alpha _3p_1^2}{\alpha _1p_3^2}}\right)^u\left({\displaystyle \frac{\alpha _3p_2^2}{\alpha _2p_3^2}}\right)^v,`$ (22)
where we have put for simplicity $`m_i^2=0`$. Using

$`{\displaystyle \underset{i}{}}{\displaystyle _0^1}𝑑\alpha _i\delta (1{\displaystyle \underset{j}{}}\alpha _j)\alpha _1^a\alpha _2^b\alpha _3^c={\displaystyle \frac{\mathrm{\Gamma }(1+a)\mathrm{\Gamma }(1+b)\mathrm{\Gamma }(1+c)}{\mathrm{\Gamma }(1+a+b+c)}},`$ (23)
the three-point function reads

$`J(n;\nu _1,\nu _2,\nu _3)=`$
$`\pi ^{n/2}i^{1n}{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{du}{2\pi i}}{\displaystyle _i\mathrm{}^i\mathrm{}}{\displaystyle \frac{dv}{2\pi i}}{\displaystyle \frac{\mathrm{\Gamma }(n/2\nu _1\nu _3)\mathrm{\Gamma }(n/2\nu _2\nu _3)\mathrm{\Gamma }(\nu _3+u+v)}{_i\mathrm{\Gamma }(\nu _i)\mathrm{\Gamma }(n_j\nu _j)}}`$
$`\mathrm{\Gamma }({\displaystyle \underset{k}{}}\nu _k+u+vn/2)\mathrm{\Gamma }(u)\mathrm{\Gamma }(v)\left({\displaystyle \frac{p_1^2}{p_3}}\right)^u\left({\displaystyle \frac{p_2^2}{p_3}}\right)^u\left(p_3\right)^{n/2_j\nu _j}.`$ (24)
A special case is $`\nu _1+\nu _2+\nu _3=n`$ (Uniqueness Condition). After application of the residue theorem to expression (3) one obtains

$`J(n;\nu _1,\nu _2,\nu _3)=\pi ^{n/2}i^{1n}{\displaystyle \underset{j=1}{\overset{3}{}}}{\displaystyle \frac{\mathrm{\Gamma }(n/2\nu _j)}{\mathrm{\Gamma }(\nu _j)}}\left(p_j^2\right)^{\nu _jn/2}.`$ (25)
The Mellin Barnes techniques has been successfully applied to compute two-loop graphs. Examples are the three-point functions in Fig. 5 and the four point functions in Fig. 6 which are computed in  for $`p_i^20`$. Recent progress has been made for the two-loop box graphs in Fig. 6 which has been computed for all external momenta on-shell ($`p_i^2=0`$) , . This is very useful for applications to the second order corrections in Bhabha scattering and in di-jet production.

## 4 Negative Dimension Approach

This method has been recently developed in   to express one-loop integrals containing different masses into special functions. To illustrate the technique we take the two-point function as an example. The latter is given by the integral

$`I_2^n(\nu _1,\nu _2,q^2,M_1^2,M_2^2)={\displaystyle \frac{d^nk}{i\pi ^{n/2}}\frac{1}{A_1^{\nu _1}A_2^{\nu _2}}},`$ (26)
Using the Schwinger representation for the propagator

$`{\displaystyle \frac{1}{A_i^{\nu _i}}}={\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}exp\left(x_iA_i\right),`$ (27)
expression (26) becomes equal to

$`I_2^n={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}{\displaystyle \frac{d^nk}{i\pi ^{n/2}}exp\left(\underset{j=1}{\overset{2}{}}x_jA_j\right)}.`$ (28)
The expression above can be evaluated in two different ways. The first way proceeds by expanding the exponents in a power series. This yields

$`I_2^n`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}{\displaystyle \frac{d^nk}{i\pi ^{n/2}}\underset{n_1=0}{\overset{\mathrm{}}{}}\frac{(x_1A_1)^{n_1}}{n_1!}\underset{n_2=0}{\overset{\mathrm{}}{}}\frac{(x_2A_2)^{n_2}}{n_2!}}=`$ (29)
$`{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}{\displaystyle \underset{n_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{n_2=0}{\overset{\mathrm{}}{}}}I_2^n(n_1,n_2,q^2,M_1^2,M_2^2){\displaystyle \underset{j=1}{\overset{2}{}}}{\displaystyle \frac{x_j^{n_j}}{n_j!}}.`$
Using the identity

$`{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i+n_j1}=\delta _{\nu _i+n_j,0},`$ (30)
we obtain

$`I_2^n=I_2^n(\nu _1,\nu _2,q^2,M_1^2,M_2^2){\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{1}{\mathrm{\Gamma }(1\nu _i)}}.`$ (31)
There is a second way to compute Eq. (28). First one shifts the momentum $`k`$ which becomes $`k=k^{}qx_2/(x_1+x_2)`$. Subsequently one uses the following identities

$`{\displaystyle \frac{d^nk^{}}{i\pi ^{n/2}}\left(k^2\right)^l}=l!\delta _{l+n/2,0}{\displaystyle \frac{d^nk^{}}{i\pi ^{n/2}}exp\left(\alpha k^2\right)}={\displaystyle \frac{1}{\alpha ^{n/2}}}.`$ (32)
Notice that since $`l>0`$ one obtains $`n<0`$. This the reason for the name ”Negative Dimension Approach”. The expression in Eq. (28) can now be written as

$`I_2^n={\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}{\displaystyle \frac{1}{(x_1+x_2)^{n/2}}}exp\left({\displaystyle \frac{x_1x_2}{x_1+x_2}}q^2\right)exp\left({\displaystyle \underset{j=1}{\overset{2}{}}}x_jM_j^2\right).`$ (33)
The integrand can be written as

$`{\displaystyle \frac{1}{(x_1+x_2)^{n/2}}}exp\left({\displaystyle \frac{x_1x_2}{x_1+x_2}}q^2\right)exp\left({\displaystyle \underset{j=1}{\overset{2}{}}}x_jM_j^2\right)`$
$`={\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{1}{l!}}(x_1+x_2)^{ln/2}(x_1x_2q^2)^l{\displaystyle \underset{m=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(x_1M_1^2x_2M_2^2)^m}{m!}}.`$ (34)
Using the identities

$`({\displaystyle \underset{i=0}{\overset{M}{}}}x_iA_i)^N=\mathrm{\Gamma }(N+1){\displaystyle \underset{k=1}{\overset{M}{}}}{\displaystyle \underset{i_k=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{x_{i_k}A_{i_k}}{i_k!}}\text{with}{\displaystyle \underset{k=1}{\overset{M}{}}}i_k=N,`$ (35)
one can write

$`I_2^n`$ $`=`$ $`{\displaystyle \underset{i=1}{\overset{2}{}}}{\displaystyle \frac{(1)^{\nu _i}}{\mathrm{\Gamma }(\nu _i)}}{\displaystyle _0^{\mathrm{}}}𝑑x_ix_i^{\nu _i1}{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(x_1x_2q^2)^l}{l!}}\mathrm{\Gamma }(1ln/2){\displaystyle \underset{p_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{p_2=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{x_1^{p_1}}{p_1!}}{\displaystyle \frac{x_2^{p_2}}{p_2!}}`$ (36)
$`{\displaystyle \underset{m_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m_2=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(x_1M_1^2)^{m_1}}{m_1!}}{\displaystyle \frac{(x_2M_2^2)^{m_2}}{m_2!}}\text{with}p_1+p_2=ln/2.`$
Equating Eqs. (31) and (36) one obtains the result

$`I_2^n(\nu _1,\nu _2,q^2,M_1^2,M_2^2)`$ $`=`$ $`{\displaystyle \underset{l,p_i,m_i}{}}{\displaystyle \frac{\mathrm{\Gamma }(1ln/2)\mathrm{\Gamma }(1\nu _1)\mathrm{\Gamma }(1\nu _2)}{\mathrm{\Gamma }(1+l)\mathrm{\Gamma }(1+p_1)\mathrm{\Gamma }(1+p_2)\mathrm{\Gamma }(1+m_1)\mathrm{\Gamma }(1+m_2)}}`$ (37)
$`(q^2)^{l+m_1+m_2}\times \left({\displaystyle \frac{M_1^2}{q^2}}\right)^{m_1}\left({\displaystyle \frac{M_2^2}{q^2}}\right)^{m_2},`$
with

$`p_1+p_2=ln/2p_1=l\nu _1m_1p_2=l\nu _2m_2.`$ (38)
Choosing two independent summation indices out of five i.e. $`l,p_1,p_2,m_1,m_2`$ one can express $`I_2^n`$ into the following special functions . given by the Hyper-geometric Functions $`{}_{2}{}^{}F_{1}^{}`$, $`{}_{3}{}^{}F_{2}^{}`$, the Appell Functions $`F_i`$ ($`i=14`$), the Horn Function $`H_2`$ and the Kampé de Fériet Functions $`S_i`$ ($`i=1,2`$). In the case of the two-point function in Eq. (26) there are eight possibilties to express the integral into the special functions above depending on the convergence of the sums in a specific kinematic region. If we choose $`|M_i^2/q^2|<1`$ one has to take $`m_1,m_2`$. Using the following identity

$`{\displaystyle \frac{\mathrm{\Gamma }(zn)}{\mathrm{\Gamma }(z)}}=(1)^n{\displaystyle \frac{\mathrm{\Gamma }(1z)}{\mathrm{\Gamma }(1z+n)}},`$ (39)
the expression in Eq. 37 can be written as

$`I_2^n(\nu _1,\nu _2,q^2,M_1^2,M_2^2)={\displaystyle \underset{m_1=0}{\overset{\mathrm{}}{}}}{\displaystyle \underset{m_2=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Gamma }(1n+\nu _1+\nu _2+m_1+m_2)}{\mathrm{\Gamma }(n/2+1\nu _1\nu _2m_1m_2)}}`$
$`\times {\displaystyle \frac{\mathrm{\Gamma }(1\nu _1)\mathrm{\Gamma }(1\nu _2)}{\mathrm{\Gamma }(1+m_1)\mathrm{\Gamma }(1+m_2)}}(q^2)^{n/2\nu _1\nu _2}\times \left({\displaystyle \frac{M_1^2}{q^2}}\right)^{m_1}\left({\displaystyle \frac{M_2^2}{q^2}}\right)^{m_2}`$
$`=(1)^{n/2}(q^2)^{n/2\nu _1\nu _2}{\displaystyle \frac{\mathrm{\Gamma }(n/2\nu _1)\mathrm{\Gamma }(n/2\nu _2)\mathrm{\Gamma }(\nu _1+\nu _2n/2)}{\mathrm{\Gamma }(\nu _1)\mathrm{\Gamma }(\nu _2)\mathrm{\Gamma }(n\nu _1\nu _2)}}`$
$`F_4(1+\nu _1+\nu _2n,\nu _1+\nu _2n/2,1+\nu _1n/2,1+\nu _2n/2,{\displaystyle \frac{M_1^2}{q^2}},{\displaystyle \frac{M_2^2}{q^2}}).`$ (40)
Here the fourth Appell Function is given by

$`F_4(\alpha ,\beta ,\gamma ,\gamma ^{},x,y)`$ $`=`$ $`{\displaystyle \underset{m,n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\mathrm{\Gamma }(\alpha +m+n)}{\mathrm{\Gamma }(\alpha )}}{\displaystyle \frac{\mathrm{\Gamma }(\beta +m+n)}{\mathrm{\Gamma }(\beta )}}{\displaystyle \frac{\mathrm{\Gamma }(\gamma )}{\mathrm{\Gamma }(\gamma +m)}}{\displaystyle \frac{\mathrm{\Gamma }(\gamma ^{})}{\mathrm{\Gamma }(\gamma ^{}+n)}}`$ (41)
$`\times {\displaystyle \frac{x^m}{\mathrm{\Gamma }(m+1)}}{\displaystyle \frac{y^n}{\mathrm{\Gamma }(n+1)}}.`$
We conclude that using the method above one can find different representations for an one-loop integral in different kinematic regions depending on the radius of convergence of the ratios between the scales $`q^2,M_1^2,M_2^2`$. It is unclear whether this method, which seems to us very complicate, can be used to compute two-loop integrals.


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# 1 Introduction

## 1 Introduction

This note is intended to clarify the realization and interpretation of the Randall-Sundrum compactification scenario within string theory. In the model of , our 4-d world is extended with an extra direction $`r`$ to a 5-d space-time with the warped metric

$$ds^2=e^{2\sigma (r)}\eta _{\mu \nu }dx^\mu dx^\nu +dr^2$$
(1)
with $`\sigma (r)=k|r|`$. Even while the range of $`r`$ is infinite, the warped form of the metric ensures that the effective volume of the extra direction is finite. As a result, matter particles sufficiently close to the domain wall region near $`r=0`$ will experience ordinary 4-d gravity at long distances .

At first sight, this proposal seems like a rather drastic departure from the more conventional Kaluza-Klein framework. Indeed, in most works on string compactifications thus far, the four uncompactified directions and the compact manifold are assumed to form a simple direct product. Although it was realized for a long time that this basic KK set-up can be generalized to include the possibility of warped products, the physics of these more general scenarios is still largely unexplored.

A second important ingredient of the RS-scenario is that part or all of the observable matter may be thought of as confined to a 4-d sub-manifold of the higher dimensional space-time. A concrete theoretical realization of such world-branes are the D3-branes of IIB string theory, which confine open strings to their world-volume. D3-branes, however, do not bind 4-d gravity. Possible supersymmetric realizations of the Planck-brane, located around $`r=0`$ in (1), are therefore rather expected to be found in the form of domain wall type configurations, or possible stringy generalizations thereof. Various attempts have been made to find smooth domain wall solutions of this type within 5-d gauged supergravity, but thus far without real success  .

There are several reasons for why this is indeed a hard problem. Even for a given compactification from 10 dimensions, it is an elaborate task to derive the dimensionally reduced theory. Thus far this has been done only for reductions over rather special symmetric 5-manifolds $`K_5`$ such as $`S^5`$ or $`S^5/Z_2`$, etc, and/or for special theories with extended supersymmetry. However, while it seems feasible to classify the possible types of supersymmetric solutions for each of these special dimensional reductions, there is no guarantee that they provide a general enough framework.

Instead of following the above procedure of $`(1)`$ performing some special dimensional reduction to 5 dimensions and $`(2)`$ looking for RS domain wall type solutions, it seems more practical to reverse the two steps. Since the scalar fields $`\varphi ^a`$ arise as moduli of some internal 5-d compact space $`K_5`$, any domain wall solution in 5-d gauged supergravity describes (upon lifting it back up to 10-dimensions) some specific warped compactification of the 10-d theory. It will therefore be much more general – and also easier – to first (a) identify a general class of warped compactifications of the 10-dimensional theory, and then (b) perform the same type of dimensional reduction from 10 to 5 dimensions. In the end, one can then hope to identify a class of 10-d geometries for which the resulting dimensionally reduced solution has all the required properties.

As will be described below, such a class of warped IIB geometries indeed exists in the form of quite generic F-theory compactifications on Calabi-Yau four-folds.111Another special realisation of an RS geometry in terms of a toroidal type IIB orientifold compactification has been described in . These have been studied in some detail in the recent literature – a list of references include   and  – and indeed none of our equations will be new. Given the current interest in the subject, however, it seems useful to collect some of the known facts about these compactifications, since it has not been generally appreciated that supersymmetric RS-geometries indeed exist in string theory, and furthermore that they are in fact quite generic.

Since all derivations are contained in existing papers, we will here only present the general form of the compactification geometry without any proof that it is really a supersymmetric solution to the 10-d equations of motion. This proof can however be quite directly extracted from the literature, in particular from the very clear discussion by Becker and Becker . Their analysis was done in the context of M-theory compactifications on C-Y four-folds. It can however be straightforwardly translated to the F-theory context by performing the T-duality transformation outlined in . An explicit example of this T-duality transformation is discussed in .

Although the 10-d perspective will allow us to identify a large class of RS-type compactification geometries, their geometrical structure is rather involved. It is therefore not easy to explicitly perform the dimensional reduction of these solutions to 5-dimensions. We will nonetheless attempt to make this 5-d perspective as transparent as possible. In particular we will show that they indeed give rise to a 5-d metric of the generic form (1).

## 2 Warped Compactification in F-theory

F-theory is a geometric language for describing compactifications of type IIB string theory, in which the expectation values of the dilaton and axion fields are allowed to vary non-trivially along the compactification manifold . Compactifications of F-theory down to four-dimensions are specified by means of a Calabi-Yau four-fold that admit an elliptic fibration with a section. In other words, these are 8 dimensional compact manifolds $`K_8`$ that locally look like a product of a complex three-fold $`K_6`$ times a two-torus $`T^2`$. The two-torus will be taken to shrink to zero size. It can however be taken to change its shape when moving along the base $`K_6`$. In particular, it can have non-trivial monodromies around singular co-dimension 2 loci inside the $`K_6`$, where the elliptic fiber degenerates.

The four-fold $`K_8`$ is not the actual compactification geometry; rather it gives an economical way to characterize the compactification geometry as well as the expectation values of other fields. Moreover, due to the special geometric properties of the Calabi-Yau four-fold $`K_8`$ – vanishing first Chern class and $`SU(4)`$ holonomy – the associated IIB background by construction will preserve 4-d supersymmetry, at least at the classical and perturbative level.

The warped geometry of this type of F-theory compactifications has been derived in , by direct translation of the M-theory analysis of . The full solution for the 10-dimensional IIB string metric, in the string frame, takes the form

$$ds_{_{IIB}}^2=e^{2\alpha (y)}\eta _{\mu \nu }dx^\mu dx^\nu +e^{2\alpha (y)}g_{^_\mathrm{M}^_\mathrm{N}}(y)dy^^_\mathrm{M}dy^^_\mathrm{N}$$
(2)
where $`g_{^_\mathrm{M}^_\mathrm{N}}`$ denotes the metric on the 6-dimensional base-manifold $`K_6`$. The shape of the warp-factor $`e^{2\alpha }`$ will depend on the detailed geometry of the CY four-fold $`K_8`$, as well as on other data such as the possible non-zero expectation values of other fields and the locations of the possible D-branes.

Besides the ten-dimensional space-time metric, the fields that can take non-trivial expectation values are the following:

(i) the dilaton field $`\varphi `$

(ii) the RR-scalar or axion field $`\stackrel{~}{\varphi }`$

(iii) the NSNS 3-form field strength $`H^{NS}`$

(iv) the RR 3-form field strength $`H^R`$

(v) the RR 5-form field strength $`F^{(5)}`$

The expectation values of all these fields can all be conveniently characterized in terms of the geometry of $`K_8`$.

In the type IIB theory, the modulus $`\tau `$ of the elliptic fibration, the shape of the two-torus inside the $`K_8`$, describes the variation along the 6-d base manifold $`K_6`$ of the dilaton and axion fields, $`\varphi `$ and $`\stackrel{~}{\varphi }`$, via the identification

$$\tau =\stackrel{~}{\varphi }+ie^\varphi .$$
(3)
As mentioned above, a key feature of F-theory is that this modulus in general has non-trivial monodromies around 4-d submanifolds inside $`K_6`$. These 4-d sub-manifolds are associated with the locations of D7-branes, of which the remaining 3+1-dimensions span the uncompactified space-time directions. In going around one of the D7-branes, the modulus field $`\tau `$ can pick up an $`SL(2,𝐙)`$ monodromy

$$\tau \frac{a\tau +b}{c\tau +d},$$
(4)
which leaves the geometric shape of the two-torus fibre inside $`K_8`$ invariant, but nonetheless via (3) amounts to a non-trivial duality transformation of the IIB string theory. We thus notice that the dilaton and axion field are not smooth single-valued functions, but instead are multi-valued with branch cut singularities at the locations of the D7-branes. The full non-perturbative string theory, however, is expected to be well-behaved everywhere.

For the following, it will be convenient to combine the NSNS and RR three-from field strengths, $`H^{NS}`$ and $`H^R`$, of the IIB supergravity into a single four-form field-strength $`G`$ on $`K_8`$ as follows . Let $`z`$ and $`\overline{z}`$ denote the coordinates along the $`T^2`$ fiber. Then we can write

$$G=\frac{\pi }{i\tau _2}(Hd\overline{z}\overline{H}dz)$$
(5)
$$H=H^R\tau H^{NS};\overline{H}=H^R\overline{\tau }H^{NS}$$
(6)
For supersymmetric configurations, $`H`$ defines an integral harmonic (1,2)-form on $`K_6`$ satisfying $`Hk=0`$ with $`k`$ the Kähler class of $`K_6`$ . It transforms under the $`SL(2,Z)`$ monodromy transformations (4) around the seven-branes as $`HH/(c\tau +d)`$. The field-strength $`G`$ is invariant under these transformations.

An important aspect of F-theory compactifications is that they typically carry, via their non-trivial topology, an effective total D3-brane charge. The value of this charge is proportional to the Euler characteristic $`\chi (K_8)`$ of the original Calabi-Yau four-fold $`K_8`$. Here $`\chi (K_8)`$ is defined via

$$\frac{1}{24}\chi (K_8)=_{K_8}I_8(R)$$
(7)
where

$$I_8(R)=\frac{1}{192}\left(\mathrm{tr}R^4\frac{1}{4}(\mathrm{tr}R^2)^2\right)$$
(8)
with $`R`$ the curvature two-form on $`K_8`$. Global tadpole cancellation, or conservation of the RR 5-form flux, requires that this charge must be canceled by other sources. These other sources come from possible non-zero fluxes of the NSNS or RR two-form fields, or from the explicit insertion of $`N`$ D3-brane world branes, that is, D3-branes that span the 3+1-d uncompactified world but are localized as point-like objects inside the $`K_6`$. The number of such D3-branes is therefore not free, but completely determined via charge conservation. This global tadpole cancellation relation reads

$$N=\frac{1}{24}\chi (K_8)\frac{1}{8\pi ^2}_{K_8}GG$$
(9)
Depending on the topology of $`K_8`$, $`N`$ can reach values of up to $`10^3`$ or larger. An example with $`N=972`$, mentioned in , is provided by an elliptically fibered CY four-fold over $`𝐏^3`$. The Euler number $`\chi (K_8)`$ can be non-zero only if $`K_6`$ has a non-vanishing first Chern class, that is, provided the F-theory compactification makes use of a non-zero number of D7-branes.

The equation of motion for the warp factor $`e^{2\alpha }`$ obtained in  and  reads as follows

$$\mathrm{\Delta }^{(8)}e^{4\alpha }=\mathrm{\hspace{0.33em}4}\pi ^2\{I_8(R)\frac{1}{8\pi ^2}GG\underset{i=1}{\overset{N}{}}\delta ^{(8)}(yy_i)\}$$
(10)
where $`\mathrm{\Delta }^{(8)}`$ denotes the Laplacian and $``$ the Hodge star on $`K_8`$. The points $`y=y_i`$ correspond to the location of the $`N`$ D3-branes. Here, following , we have written the equation on the full 8-d manifold $`K_8`$, even though in F-theory the elliptic fiber $`T^2`$ inside $`K_8`$ has been shrunk to zero size. In this limit, the solution for $`\alpha `$ obtained via (10) only depends on the 6 coordinates $`y^^_\mathrm{M}`$ on $`K_6`$. Alternatively, using the analysis of , one may also first reduce the right-hand side to $`K_6`$, via integration over the $`T^2`$ fiber, and then solve the reduced equation to obtain the function $`e^{4\alpha }`$ directly on $`K_6`$.

Finally, there is also an non-trivial expectation value for the self-dual RR five-form field strength, equal to

$$F_{\mu \nu \lambda \sigma ^_\mathrm{M}}=ϵ_{\mu \nu \lambda \sigma }_^_\mathrm{M}e^{4\alpha }.$$
(11)
We note that via (10) the D3-branes indeed form a source for this field strength, but that via (9) the total charge adds up to zero.

## 3 Shape of the warp factor

Let us summarize. Starting from the elliptically fibered CY four-fold $`K_8`$ we can extract a complete characterization of the warped compactification. First, since $`K_8K_6\times T^2`$, we obtain the metric $`g_{^_\mathrm{M}^_\mathrm{N}}`$ on the base $`K_6`$, as well as the dilaton and axion via (3). We then deduce the form of the warp factor $`e^{2\alpha }`$ from (10), which incorporates the complete backreaction due to the $`G`$-flux and D3-branes. Finally from (2), we obtain the actual compactification geometry. Note that, as indicated in fig 2, the rescaling by $`e^{2\alpha }`$ of $`g_{^_\mathrm{M}^_\mathrm{N}}`$ in (2) may have a drastic effect on the shape of the compactification manifold, which indeed may look quite different from that of the original $`K_6`$. In particular, it is possible that near the locations of the D3-branes one of the internal directions may become non-compact.

We may formally solve the equation (10) via

$$e^{4\alpha (y)}=e^{4\alpha _0}+4\pi ^2d^8y^{}\sqrt{g}𝒢(y,y^{})\left[I_8(R(y^{}))\frac{1}{8\pi ^2}GG\underset{i=1}{\overset{N}{}}\delta ^{(8)}(y^{}y_i)\right]$$
(12)
where $`𝒢(y,y^{})`$ denotes the Green function for $`\mathrm{\Delta }^{(8)}`$. The term $`e^{4\alpha _0}`$ parametrizes the constant zero mode of $`e^{4\alpha }`$, which is not fixed by eqn (10). Note that for $`e^{4\alpha }`$ to be everywhere positive, this constant $`e^{4\alpha _0}`$ can not be arbitrarily small, since the second term on the r.h.s. of (12) can become negative. This implies that the warped 6-geometry automatically has a minimal volume222We thank Sav Sethi for bringing this feature to our attention..

An interesting limiting case is when all $`D3`$ branes are concentrated in one point, say $`y=y_0`$. Close to this point, the warp function $`\alpha (y)`$ reduces to

$$\alpha (y)\mathrm{log}|yy_0|+\mathrm{const}.$$
(13)
Via (2) this describes the familiar semi-infinite near-horizon geometry of $`N`$ D3-branes: $`AdS_5\times S^5`$ with radius $`R={}_{}{}^{4}\sqrt{4\pi Ng_s}`$. (See fig 2.) Although the radial $`AdS_5`$ coordinate $`rR\mathrm{log}|yy_0|`$ runs over semi-infinite range, the compactification geometry (2) still gives rise to a 4-d Einstein action with a finite 4-d Newton constant $`1/\mathrm{}_4^2`$ equal to

$$\frac{1}{(\mathrm{}_4)^2}=\frac{1}{(\mathrm{}_{_{10}})^8}_{K_6}\sqrt{g}e^{2\varphi 4\alpha }$$
(14)
with $`\mathrm{}_{10}`$ the 10-d Planck length.

## 4 Reduction to 5 dimensions.

We would now like to show that these F-theory compactifications, upon performing a suitable dimensional reduction to five dimensions, reduce to supersymmetric RS domain wall solutions. To this end we will look for a specific coordinate system

$$y^^_\mathrm{M}=(y^m,r)$$
(15)
where $`m`$ now runs over 5 values, such that the 10-d metric takes the following form

$$ds_{RS}^2=e^{2\sigma (r)}\eta _{\mu \nu }dx^\mu dx^\nu +dr^2+h_{mn}(y,r)dy^mdy^n$$
(16)
where $`ds_{RS}^2`$ related to the original IIB string metric (2) via the rescaling

$$ds_{RS}^2=e^{\varphi /2}(V_5)^{1/4}ds_{_{IIB}}^2V_5=\frac{1}{(\mathrm{}_{10})^5}_{K_5}\sqrt{h}$$
(17)
Here the prefactor in (17) is chosen such that $`ds_{RS}^2`$ is the metric in the 5-d Einstein frame (where we have taken the 5-d Planck length $`\mathrm{}_5`$ equal to the 10-d one). The 5-d slices of constant $`r`$ define 5-d submanifolds $`K_5`$, on which $`2\alpha (y)+\varphi (y)/2=`$ constant; this correspondence guarantees that the warp-factor $`e^{2\sigma }`$ in $`ds_{RS}^2`$ just depends on $`r`$ and not on the remaining $`y^m`$’s.

In this way we indeed obtain a solution that from the 5-d perspective looks just like an RS-type warped geometry. For large negative $`r`$, close to the D3-branes, the warp factor behaves like $`e^{2\sigma }e^{2|r|/R}`$ with $`R`$ the AdS-radius of the $`N`$ D3-brane solution. On the other end, somewhere outside the throat region of the AdS-tube, near the ‘equator’ of the $`K_6`$, the warp factor $`e^{2\sigma (r)}`$ reaches some maximal value. Eventually, there is a boundary value for the coordinate $`r`$, which we can take to be $`r=0`$, at which the transverse 5-manifold $`K_5`$ shrinks to zero size. However, as is clear from fig 2, this does not correspond to any singularity, but just to a smooth cap closing off the 6-d manifold $`K_6`$. This fact that $`r`$ takes a maximal value $`r=0`$ implies that the AdS-space is indeed compactified, in the sense that, relative to the 4-d space-time, it has a finite volume. It therefore produces to a finite 4-d Newton constant equal to (cf )

$$\frac{1}{(\mathrm{}_4)^2}=\frac{1}{(\mathrm{}_5)^3}\underset{\mathrm{}}{\overset{0}{}}𝑑re^{2\sigma (r)}.$$
(18)
It is easily verified that via (17) and (16), this result coincides with the value (14) found via direct reduction from 10 dimensions.

Upon dimensional reduction, the metric $`h_{mn}`$ of the internal $`K_5`$, as well as other fields such as the dilaton, all reduce to scalar fields that provide the matter multiplets of the 5-d supergravity. All these fields vary with the radial coordinate $`r`$, and since this radial flow is supersymmetric, it should in principle be described as some gradient flow driven by some appropriate superpotential. However, due to the rather complex geometrical structure of the typical F-theory compactification, it unfortunately seems impossibly hard to find the explicit form of this potential.

## 5 Discussion

In this note we have summarized the geometrical description of warped F-theory compactifications, and shown they can be used to obtain geometries very analogous to the RS-scenario. Due to the presence of the D7-branes in the F-theory geometry, the solutions are not completely smooth: the dilaton and axion field have isolated branch cut singularities at the D7-brane loci around which $`\tau `$ is multi-valued. The string theory, however, is well-defined in this background.

Our description of the solutions makes clear that the internal structure of the RS Planck brane is not that of an actual brane, but rather that of a compactification geometry (which however also contains the D7-branes). Consequently, the localized graviton zero mode of  is just the standard KK zero mode of the 10-d metric; because its wave-function is sharply peaked near the wall region, where the warp factor $`e^{2\sigma }`$ is maximal, the 4-d graviton indeed looks like some bound state. From the higher dimensional viewpoint, however, this RS-localization of gravity is not a new phenomenon.

The most interesting aspect of these warped string compactifications, is that there is no clear distinction between the low energy and extra dimensional physics. Kaluza-Klein excitations, when localized far inside the AdS region can describe particles with masses much smaller than the inverse size of the original $`K_6`$. While these particles naively look like new degrees of freedom arising from the presence of extra dimensions, the holographic AdS/CFT correspondence  tells us that they are in fact localized excitations of the low energy gauge theory. The same holds for string excited modes in this region. Hence via the holographic identification of the RG scale with a real extra dimension, the two usually separate stages of dimensional and low energy reduction should now be combined into one single procedure.

Finally, as a closely related point, we need to emphasize that the solutions as given here are generically unstable against small perturbations. The best way to understand this instability is via the RG language: in general there will exist relevant operators whose couplings, once turned on in the UV region, will quickly grow and typically produce some singularity that effectively closes off the AdS-tube . In our way of obtaining the solutions, we did not immediately notice this instability, because we required that the original $`K_6`$ geometry and all other fields, except for the warp-factor and the 5-form flux, are smooth at the locations of the D3-branes. This requirement is special, however, and we should allow for deformations that may spoil this property.

In order to ensure that the perturbed geometry contains a substantial intermediate AdS-like region, we either need to fine-tune the UV initial conditions or introduce a symmetry that eliminates these unstable modes. In RG language, this means that the dual 4-d field theory should be made approximately conformal invariant over a large range of scales, separating the Planck scale from the scale set by the non-trivial gauge dynamics. Via the AdS/CFT dictionary, the problem of realizing an RS-geometry in string theory therefore is reduced back to the original problem it was designed to solve, namely how to generate a large gauge hierarchy. Or stated in more positive terms, in searching for realistic string compactification scenarios, the observed gauge hierarchy can be viewed as an indication that warped geometries of this type deserve serious attention.

Acknowledgements
This work is supported by NSF-grant 98-02484. C.S.C is supported in part by an NSF Graduate Research Fellowship. We would like to thank M. Berkooz, M. Cvetic, R. Dijkgraaf, M. Gremm, R. Kallosh, L. Randall, S. Sethi and E. Verlinde for helpful discussions.


text:
# REFERENCES

hep-th/0003045

Gravity and antigravity in a brane world with metastable gravitons.
Comment on: G. Dvali, G. Gabadadze and M. Porrati, “Metastable gravitons and infinite volume extra dimensions,” hep-th/0002190

and

C. Csaki, J. Erlich, T. J. Hollowood, “Graviton propagators, brane bending and bending of light in theories with quasi-localized gravity,” hep-th/0003020

Ruth Gregory1, Valery A. Rubakov2 and Sergei M. Sibiryakov2

1 Centre for Particle Theory, Durham University, South Road, Durham, DH1 3LE, U.K.

2 Institute for Nuclear Research of the Russian Academy of Sciences,

60th October Anniversary prospect, 7a, Moscow 117312, Russia.

## Abstract

In the framework of a five-dimensional three-brane model with quasi-localized gravitons we evaluate metric perturbations induced on the positive tension brane by matter residing thereon. We find that at intermediate distances, the effective four-dimensional theory coincides, up to small corrections, with General Relativity. This is in accord with Csaki, Erlich and Hollowood and in contrast to Dvali, Gabadadze and Porrati. We show, however, that at ultra-large distances this effective four-dimensional theory becomes dramatically different: conventional tensor gravity changes into scalar anti-gravity.

The papers by Dvali, Gabadadze and Porrati, , and Csaki, Erlich and Hollowood, , address the issue of whether four-dimensional gravity is phenomenologically acceptable in a class of brane models with infinite extra dimensions in which the five-dimensional gravitons have a metastable “bound state”, rather than a genuine zero mode. A model of this sort has been proposed in Refs.  and is a variation of the Randall–Sundrum (RS) scenario for a non-compact fifth dimension . The construction with metastable gravitons has been put in a more general setting in Refs. . It has been argued in Ref.  that models with metastable gravitons are not viable: from the four-dimensional point of view, gravitons are effectively massive and hence appear to suffer from a van Dam–Veltman–Zakharov  discontinuity in the propagator in the massless limit. In particular, it has been claimed  that the prediction for the deflection of light by massive bodies would be considerably different from that of General Relativity. The issue has recently been analyzed in more detail in Ref. , where explicit calculations of four dimensional gravity have been performed along the lines of Garriga and Tanaka , and Giddings, Katz and Randall . The outcome of that analysis is that four-dimensional gravity has been claimed to be in fact Einsteinian, despite the peculiarity of apparently massive gravitons.

In this comment we also apply the Garriga–Tanaka (GT) technique to obtain effective four-dimensional gravity at the linearized level, considering as an example the model of Refs. . We find that at intermediate distances (which should extend from microscopic to very large scales in a phenomenologically acceptable model) four dimensional gravity is indeed Einsteinian, in accord with Ref.  and in contrast to Ref. . However, at ultra-large scales we find a new phenomenon: four-dimensional gravity changes dramatically, becoming scalar anti-gravity rather than tensor gravity. This may or may not signal an internal inconsistency of the models under discussion.

To recapitulate, the set up of Refs.  is as follows. The model has five dimensions and contains one brane with tension $`\sigma >0`$ and two branes with equal tensions $`\sigma /2`$ placed at equal distances to the right and to the left of the positive tension brane in the fifth direction. There is a reflection symmetry, $`zz`$, which enables one to consider explicitly only the region to the right of the positive tension brane (hereafter $`z`$ denotes the fifth coordinate). Conventional matter resides on the central positive tension brane. The bulk cosmological constant between the branes, $`\mathrm{\Lambda }`$, is negative, whereas it is equal to zero to the right of the negative tension brane. With appropriately tuned $`\mathrm{\Lambda }`$, there exists a solution to the five-dimensional Einstein equations for which both positive and negative tension branes are at rest at $`z=0`$ and $`z=z_c`$ respectively, $`z_c`$ being an arbitrary constant. The metric of this solution is

$$ds^2=a^2(z)\eta _{\mu \nu }dx^\mu dx^\nu dz^2$$
(1)
where

$$a(z)=\{\begin{array}{cc}e^{kz}\hfill & 0<z<z_c\hfill \\ e^{kz_c}a_{}\hfill & z>z_c\hfill \end{array}$$
(2)
The constant $`k`$ is related to $`\sigma `$ and $`\mathrm{\Lambda }`$. The four-dimensional hypersurfaces $`z=const.`$ are flat, the five-dimensional space-time is flat to the right of the negative-tension brane and anti-de Sitter between the branes. The spacetime to the left of the positive tension brane is a mirror image of this set-up.

This background has two different length scales, $`k^1`$ and

$$r_c=k^1e^{3kz_c}$$
(3)
These are assumed to be well separated, $`r_ck^1`$. It has been argued in Ref.  that the extra dimension “opens up” both at short distances, $`rk^1`$ and ultra-long ones, $`rr_c`$.

To find the four-dimensional gravity experienced by matter residing on the positive tension brane, we follow GT and consider a Gaussian-Normal (GN) gauge

$$g_{zz}=1g_{z\mu }=0$$
(4)
In the bulk, one can further restrict the gauge to be transverse-tracefree (TTF)

$$h_\mu ^\mu =h_{\nu ,\mu }^\mu =0$$
(5)
Hereafter $`h_{\mu \nu }`$ are metric perturbarions; indices are raised and lowered by the four-dimensional Minkowski metric. The linearized Einstein equations in the bulk take one and the same simple form for all components of $`h_{\mu \nu }`$,

$$\{\begin{array}{cc}h^{\prime \prime }4k^2h\frac{1}{a^2}\mathrm{}^{(4)}h=0\hfill & 0<z<z_c\hfill \\ h^{\prime \prime }\frac{1}{a_{}^2}\mathrm{}^{(4)}h=0\hfill & z>z_c\hfill \end{array}$$
(6)
It is convenient, however, to formulate the junction conditions on the positive tension brane in the local GN frame. In this frame, metric perturbations $`\overline{h}_{\mu \nu }`$ are not transverse-tracefree, so the two sets of perturbations are related in the bulk between the two branes by a five-dimensional gauge transformation preserving (4),

$$\overline{h}_{\mu \nu }=h_{\mu \nu }+\frac{1}{k}\widehat{\xi }_{,\mu \nu }^52ka^2\eta _{\mu \nu }\widehat{\xi }^5+a^2(\xi _{\mu ,\nu }+\xi _{\nu ,\mu })$$
(7)
where $`\xi _\mu (x)`$ and $`\widehat{\xi }^5(x)`$ are the gauge parameters. Notice that if $`\xi ^5`$ is not zero, there is a ‘shift’ in the location of the wall relative to an observer at infinity, i.e. the wall appears bent to such an observer (as discussed in ). Physically, this simply represents the fact that the wall GN frame is constructed by integrating normal geodesics from the wall, and in the presence of matter these geodesics will be distorted, thereby altering the proper distance between the wall and infinity. In fact, one finds a similar “bending” of the equatorial plane in the Schwarzschild spacetime if one tries to impose a local GN frame away from the horizon.

In the presence of additional matter on the positive tension brane with energy momentum $`T_{\mu \nu }`$, the junction conditions on this brane read

$$\overline{h}_{\mu \nu }^{}+2k\overline{h}_{\mu \nu }=8\pi G_5\left(T_{\mu \nu }\frac{1}{3}\eta _{\mu \nu }T_\lambda ^\lambda \right)$$
(8)
where $`G_5`$ is the five-dimensional gravitational constant. The solution to equations (5) – (8) has been obtained by Garriga and Tanaka. They found that $`\widehat{\xi }^5`$ obeys

$$\mathrm{}^{(4)}\widehat{\xi }^5=\frac{4\pi }{3}G_5T_\lambda ^\lambda $$
(9)
We will need the expression for the induced metric on the positive tension brane. Up to terms that can be gauged away on this brane, the induced metric is

$$\overline{h}_{\mu \nu }(z=0)=h_{\mu \nu }^{(m)}2k\eta _{\mu \nu }\widehat{\xi }^5$$
(10)
where

$$h_{\mu \nu }^{(m)}=16\pi G_5𝑑x^{}G_R^{(5)}(x,x^{};z=z^{}=0)\left(T_{\mu \nu }\frac{1}{3}\eta _{\mu \nu }T_\lambda ^\lambda \right)(x^{})$$
(11)
Here $`G_R^{(5)}`$ is the retarded Green’s function of eq. (6) with appropriate (source-free) junction conditions on the two branes. This Green’s function is mirror-symmetric and obeys

$$\left[_z^24k^2\theta (z_cz)\frac{1}{a^2}\mathrm{}^{(4)}+4k\delta (z)2k\delta (zz_c)\right]G_R^{(5)}(x,x^{};z,z^{})=\delta (xx^{})\delta (zz^{})$$
(12)
Let us consider the case of the static source first. It has been found in Ref.  that for $`k^1rr_c`$, the leading behavior of the static Green’s function (given by $`𝑑tG_R^{(5)}(z=z^{}=0)`$) is the same as in the RS model (up to small corrections), and corresponds to a $`1/r`$ potential. Hence, at intermediate distances the analysis is identical to GT, and the induced metric is the same as in the linearized four-dimensional General Relativity. This is in accord with Ref. .

On the other hand, it follows from Ref.  that at ultra-large distances, $`rr_c`$, the contribution (11) behaves like $`1/r^2`$ (the fifth dimension “opens up”). There remains, however, the second term in eq.(10). Since eq.(9) has a four-dimensional form, this term gives rise to a $`1/r`$ potential (missed in Ref. ) even at ultra-large distances. For a point-like static source of unit mass, the corresponding gravitational potential is

$$V(r)\frac{1}{2}\overline{h}_{00}(r)=+\frac{1}{3}G_4\frac{1}{r}$$
(13)
where $`G_4=kG_5`$ is the four-dimensional Newton’s constant entering also into the conventional Newton’s law at intermediate distances. We see that at $`rr_c`$, four-dimensional gravity is induced by the trace of energy-momentum tensor and has a repulsive $`1/r`$ potential. At ultra-large distances tensor gravity changes to scalar anti-gravity.

Likewise, the four-dimensional gravitational waves emitted by non-static sources are conventional tensor ones at intermediate distances and transform into scalar waves at ultra-large distances (the relevant distance scale being different from $`r_c`$ due to relativistic effects, see Ref. ). Indeed, the first term in eq. (10) dissipates , whereas the second term survives, again due to the four-dimensional structure of eq. (9).

These two cases illustrate the general property of eq. (10): the first term becomes irrelevant at ultra-large distances (the physical reason being the metastability of the five-dimensional graviton bound state), so the four-dimensional gravity (in effect, anti-gravity) is entirely due to the second, scalar term.

This bizarre feature of models with a metastable graviton bound state obviously deserves further investigation. In particular, it will be interesting to identify the four-dimensional massless scalar mode, which is present at ultra-large distances, among the free sourceless perturbations. This mode is unlikely to be the radion , studied in this model in Ref. : the radion would show up at intermediate distances, as well as at ultra-large ones***The radion presumably couples exponentially weakly to the matter on the positive tension brane, as it does  in the two-brane model of Randall and Sundrum . This may be the reason why the radion effects have not been revealed by the analyses made in Ref.  and this note.; furthermore, the experience  with models where the distance between the branes is stabilized  suggests that the massless four-dimensional mode parametrized by $`\widehat{\xi }^5`$ exists even if the radion is made massive.

More importantly, one would like to understand whether anti-gravity at ultra-large distances is a signal of an intrinsic inconsistency of this class of models, or simply a signal that physics is intrinsically five-dimensional at these scales. In four dimensions, scalar antigravity requires either negative kinetic and gradient energy or a ghost. Whether or not a similar feature is inherent in models with extra dimensions remains an open question. If it is, there still would remain a possibility that fields with negative energy might be acceptable, as their effect might show up at ultra-large distances only.

We note finally, that anti-gravity may not be a special feature of models with quasi-localized gravitons. It is also possible that this phenomenon may be present in models of the type suggested by Kogan et. al. , where some Kaluza–Klein graviton excitations are extremely light. The same question about internal consistency then would apply to these models as well.

We would like to thank Sergei Dubovsky, Dmitry Gorbunov, Maxim Libanov and Sergei Troitsky for useful discussions. We are indebted to C. Csaki, J. Erlich and T. J. Hollowood for sending their paper  prior to publication. R.G. was supported in part by the Royal Society, and V.R. and S.S. by the Russian Foundation for Basic Research, grant 990218410.


text:
# Introduction

## Introduction

Recent efforts to understand the fundamental physics of hydrodynamic turbulence have concentrated on the explanation of the observed violations of Kolmogorov’s scaling. These violations reflect the occurrence of large fluctuations in the velocity field on the small scales, a phenomenon referred to as intermittency. Some progress in the understanding of intermittency has been achieved recently through the study of simple model problems that include Burgers equation  and the passive advection of a scalar by a velocity field of known statistics . This paper is a summary of the many interesting mathematical issues that arise in the problem of passive scalar advection together with our understanding of these issues. We put some of our results in the perspective of a new phenomenological model proposed recently by Barenblatt and Chorin  using the formalism of incomplete self-similarity.

## Generalized Flows

Consider the transport equation for the scalar field $`\theta ^\kappa (x,t)`$ in $`^d`$:

$$\frac{\theta ^\kappa }{t}+(u(x,t))\theta ^\kappa =\kappa \mathrm{\Delta }\theta ^\kappa .$$
(1)
We will be interested in $`\theta ^\kappa `$ in the limit as $`\kappa 0`$. It is known from classical results that if $`u`$ is Lipschitz continuous in $`x`$, then as $`\kappa 0`$, $`\theta ^\kappa `$ converges to $`\theta `$, the solution of

$$\frac{\theta }{t}+(u(x,t))\theta =0.$$
(2)
Furthermore, if we define $`\{\phi _{s,t}(x)\}`$ as the flow generated by the velocity field $`u`$, satisfying the ordinary differential equations (ODEs)

$$\frac{d\phi _{s,t}(x)}{dt}=u(\phi _{s,t}(x),t),\phi _{s,s}(x)=x,$$
(3)
for $`s<t`$, then the solution of the transport equation in 2 for the initial condition $`\theta ^\kappa (x,0)=\theta _0(x)`$ is given by

$$\theta (x,t)=\theta _0(\phi _{0,t}^1(x))=\theta _0(\phi _{t,0}(x)).$$
(4)
This classical scenario breaks down when $`u`$ fails to be Lipschitz continuous in $`x`$, which is precisely the case for fully developed turbulent velocity fields. In this case Kolmogorov’s theory of turbulent flows suggests that $`u`$ is only Hölder continuous with an exponent roughly equal to $`\frac{1}{3}`$ for $`d=3`$. In such situations the solution of the ODEs in 3 may fail to be unique , and we then have to consider probability distributions on the set of solutions in order to solve the transport equation in 2. This is the essence of the notion of generalized flows proposed by Brenier  (see also ).

There are two ways to think about probability distributions on the solutions of the ODEs in 3. We can either think of it as probability measures on the path-space (functions of $`t`$) supported by paths which are solutions of 3, or we can think of it as transition probability at time $`t`$ if the starting position at time $`s`$ is $`x`$. In the classical situation when $`u`$ is Lipschitz continuous, this transition probability degenerates to a point mass centered at the unique solution of 3. When Lipschitz condition fails, this transition probability may be non-degenerate and the system in 3 is intrinsically stochastic.

There is a parallel story for the case when $`u`$ is a white-in-time random process defined on a probability space $`(\mathrm{\Omega },,𝒫)`$. We will denote the elements in $`\mathrm{\Omega }`$ by $`\omega `$ and indicate the dependence on realization of the random velocity field by a super- or a subscript $`\omega `$. In connection with the transport equation in 2, it is most natural to consider the stochastic ODEs

$$d\phi _{s,t}^\omega (x)=u(\phi _{s,t}^\omega (x),t)dt,\phi _{s,s}^\omega (x)=x,$$
(5)
in Stratonovich sense. In this case, it is shown  that if the local characteristic of $`u`$ is spatially twice continuously differentiable, then the system in 5 has a unique solution. Such conditions are not satisfied by typical turbulent velocity fields on the scale of interest. When the regularity condition on $`u`$ fails, there are at least two natural ways to regularize 3 or 5. The first is to add diffusion:

$$d\phi _{s,t}^{\omega ,\kappa }(x)=u(\phi _{s,t}^{\omega ,\kappa }(x),t)dt+\sqrt{2\kappa }d\beta (t),$$
(6)
and consider the limit as $`\kappa 0`$. We will call this the $`\kappa `$-limit. The second is to smooth out the velocity field. Let $`\psi _\epsilon `$ be defined as $`\psi _\epsilon (x)=\epsilon ^d\psi (x/\epsilon ),`$ where $`\psi `$ is a standard mollifier: $`\psi 0`$, $`_^d\psi 𝑑x=1`$, $`\psi `$ decays fast at infinity. Let $`u^\epsilon =u\psi _\epsilon `$ and consider

$$d\phi _{s,t}^{\omega ,\epsilon }(x)=u^\epsilon (\phi _{s,t}^{\omega ,\epsilon }(x),t)dt,$$
(7)
in the limit as $`\epsilon 0`$. We will call this the $`\epsilon `$-limit. Physically $`\kappa `$ plays the role of molecular diffusivity, $`\epsilon `$ can be thought of as a crude model of the viscous cut-off scale. The $`\kappa `$-limit corresponds to the situation when the Prandtl number, defined here as the ratio of $`\epsilon `$ and $`\kappa `$, tends to zero, $`Pr0`$, whereas the $`\epsilon `$-limit corresponds to the situation when the Prandtl number diverges, $`Pr\mathrm{}`$. The following questions naturally arise:

* How do the flows and the passive scalar behave statistically in the $`\kappa `$\- and $`\epsilon `$-limits?
* Does there exist a unique statistical steady state when the transport equation in 1 is suitably forced?
* What are the statistical and geometrical properties of solutions in the statistical steady state?

Below we address these questions on a specific model introduced by Kraichnan .

Before proceeding further, we relate the regularized flows in 6, 7 to the solutions of the transport equations. Consider the $`\kappa `$-regularization first. It is convenient to introduce the backward transition probability

$$g_\omega ^\kappa (x,t|dy,s)=𝐄_\beta \delta (y\phi _{t,s}^{\omega ,\kappa }(x))dy,s<t,$$
(8)
where the expectation is taken with respect to $`\beta (t)`$, and $`\phi _{t,s}^{\omega ,\kappa }(x)`$ is the flow inverse to $`\phi _{s,t}^{\omega ,\kappa }(x)`$ defined in 6 (i.e. $`\phi _{s,t}^{\omega ,\kappa }(x)`$ is the forward flow and $`\phi _{t,s}^{\omega ,\kappa }(x)`$ is the backward flow). The action of $`g_\omega ^\kappa `$ generates a semi-group of transformation

$$S_{t,s}^{\omega ,\kappa }\psi (x)=_^d\psi (y)g_\omega ^\kappa (x,t|dy,s),$$
(9)
for all test functions $`\psi `$. $`\theta _\omega ^\kappa (x,t)=S_{t,s}^{\omega ,\kappa }\psi (x)`$ solve the transport equation in 1 for the initial condition $`\theta _\omega ^\kappa (x,s)=\psi (x)`$. Similarly, for the flow in 7, define

$$S_{t,s}^{\omega ,\epsilon }\psi (x)=\psi (\phi _{t,s}^{\omega ,\epsilon }(x)),s<t.$$
(10)
$`\theta _\omega ^\epsilon (x,t)=S_{t,s}^{\omega ,\epsilon }\psi (x)`$ solves the transport equation

$$\frac{\theta ^\epsilon }{t}+(u^\epsilon (x,t))\theta ^\epsilon =0,$$
(11)
with initial condition $`\theta (x,s)=\psi (x)`$. Similar definitions can be given for forward flows but we will restrict attention to the backward ones since we are primarily interested in scalar transport. The results given below generalize trivially to forward flows.

## Kraichnan Model

In  Kraichnan introduced one of the simplest model of passive scalar by considering the advection by a Gaussian, spatially non-smooth and white-in-time velocity field. The fact that white-in-time velocity fields may exhibit intermittency was first recognized by Majda . Definitive work on Kraichnan model has been done afterwards in .

We will consider a generalization of Kraichnan model introduced in  (see also ). The velocity $`u`$ is assumed to be a statistically homogeneous, isotropic and stationary Gaussian field with mean zero and covariance

$$𝐄u_\alpha (x,t)u_\beta (y,s)=(C_0\delta _{\alpha \beta }c_{\alpha \beta }(xy))\delta (ts).$$
(12)
We assume that $`u`$ has a correlation length $`\mathrm{}_0`$, i.e. the covariance in 12 decays fast for $`|xy|>\mathrm{}_0`$. Consequently $`c_{\alpha \beta }(x)C_0\delta _{\alpha \beta }`$ as $`|x|/\mathrm{}_0\mathrm{}`$. On the other hand, we will be mainly interested in small scale phenomena for which $`|x|\mathrm{}_0`$. In this range, we take $`c_{\alpha \beta }(x)=d_{\alpha \beta }(x)+O(|x|^2/\mathrm{}_0^2)`$ with

$$d_{\alpha \beta }(x)=Ad_{\alpha \beta }^P(x)+Bd_{\alpha \beta }^S(x),$$
(13)
and

$$\begin{array}{c}d_{\alpha \beta }^P(x)=D\left(\delta _{\alpha \beta }+\xi \frac{x_\alpha x_\beta }{|x|^2}\right)|x|^\xi ,\hfill \\ d_{\alpha \beta }^S(x)=D\left((d+\xi 1)\delta _{\alpha \beta }\xi \frac{x_\alpha x_\beta }{|x|^2}\right)|x|^\xi .\hfill \end{array}$$
(14)
$`D`$ is a parameter with dimension $`[\text{length}]^{2\xi }[\text{time}]^1`$. The dimensionless parameters $`A`$ and $`B`$ measure the divergence and rotation of the field $`u`$. $`A=0`$ corresponds to incompressible fields with $`u=0`$. $`B=0`$ corresponds to irrotational fields with $`\times u=0`$. The parameter $`\xi `$ measures the spatial regularity of $`u`$. For $`\xi (0,2)`$, the local characteristic of $`u`$ fails to be twice differentiable and this fact has important consequences on both the transport equation in 2 and the systems of ODEs in 3 or 5.

Existing physics literature concentrates on the $`\kappa `$-limit for Kraichnan model. Let $`𝒮^2=A+(d1)B`$, $`𝒞^2=A`$, $`𝒫=𝒞^2/𝒮^2`$. $`𝒫[0,1]`$ is a measure of the degree of compressibility of $`u`$. The pioneering work of Gawȩdzki and Vergassola  (see also ) identifies two different regimes for the $`\kappa `$-limit:

1. The strongly compressible regime when $`𝒫d/\xi ^2`$. In this regime $`g_\omega ^\kappa `$ converges to a flow of maps, i.e. there exists a two-parameter family of maps $`\{\phi _{t,s}^\omega (x)\}`$ such that

$$g_\omega ^\kappa (x,t|dy,s)\delta (y\phi _{t,s}^\omega (x))dy.$$
(15)
Moreover particles have finite probability to coalesce under the flow of $`\{\phi _{t,s}^\omega (x)\}`$. In other words the flow is not invertible.

2. When $`𝒫<d/\xi ^2`$, $`g_\omega ^\kappa `$ converges to a “generalized stochastic flow”

$$g_\omega ^\kappa (x,t|dy,s)g_\omega (x,t|dy,s),$$
(16)
and the limit $`g_\omega `$ is a nontrivial probability distribution in $`y`$. This means that the image of a particle under the flow defined by the velocity field $`u`$ is non-unique and has a non-trivial distribution. In other words, particle trajectories branch.

The same classification of the flows was obtained by Le Jan and Raimond  using Wiener chaos expansion without explicit reference to the $`\kappa `$ limit. In contrast, our primary motivation is to study the limit of physical regularizations.

The following result answers the question Q1 and also points out that there are three different regimes if both the $`\kappa `$\- and the $`\epsilon `$-limits are considered.

###### Theorem 1

In the strongly compressible regime when $`𝒫d/\xi ^2`$, there exists a two-parameter family of random maps $`\{\phi _{t,s}^\omega (x)\}`$, such that for all smooth test functions $`\psi `$ and for all $`(s,t,x)`$, $`s<t`$,

$$𝐄\left(S_{t,s}^{\omega ,\kappa }\psi (x)\psi (\phi _{t,s}^\omega (x))\right)^20,$$
(17)
as $`\kappa 0`$, and

$$𝐄\left(\psi (\phi _{t,s}^{\omega ,\epsilon }(x))\psi (\phi _{t,s}^\omega (x))\right)^20,$$
(18)
as $`\epsilon 0`$. Moreover, the limiting flow $`\{\phi _{t,s}^\omega (x)\}`$ coalesces in the sense that for almost all $`(t,x,y)`$, $`xy`$, we can define a time $`\tau `$ such that $`\mathrm{}<\tau <t`$ a.s. and

$$\phi _{t,s}^\omega (x)=\phi _{t,s}^\omega (y)\text{for }s\tau .$$
(19)
In the weakly compressible regime when $`𝒫(d+\xi 2)/2\xi `$, there exists a random family of generalized flows $`g_\omega (x,t|dy,s)`$, such that for all test function $`\psi `$,

$$S_{t,s}^\omega \psi (x)=_^d\psi (y)g_\omega (x,t|dy,s),$$
(20)
satisfies

$$𝐄\left(S_{t,s}^{\omega ,\kappa }\psi (x)S_{t,s}^\omega \psi (x)\right)^20,$$
(21)
as $`\kappa 0`$ for all $`(s,t,x)`$, $`s<t`$, and

$$𝐄\left(_^d\eta (x)\left(\psi (\phi _{t,s}^{\omega ,\epsilon }(x))S_{t,s}^\omega \psi (x)\right)𝑑x\right)^20,$$
(22)
as $`\epsilon 0`$ for all $`(s,t)`$, $`s<t`$, and for all test functions $`\eta `$. Moreover, $`g_\omega (x,t|dy,s)`$ is non-degenerate in the sense that

$$S_{t,s}^\omega \psi ^2(x)\left(S_{t,s}^\omega \psi (x)\right)^2>0\text{a.s.}$$
(23)
In the intermediate regime when $`(d+\xi 2)/2\xi <𝒫<d/\xi ^2`$, there exists a random family of generalized flows $`g_\omega (x,t|dy,s)`$, such that for all test function $`\psi `$ and for all $`(s,t,x)`$, $`s<t`$,

$$𝐄\left(S_{t,s}^{\omega ,\kappa }\psi (x)S_{s,t}^\omega \psi (x)\right)^20$$
(24)
as $`\kappa 0`$. In the $`\epsilon `$-limit, the flows $`\phi _{t,s}^{\omega ,\epsilon }(x)`$ converges in the sense of distributions, i.e. there exists a family of probability densities

$$\{G_n(x_1,\mathrm{},x_n,t|y_1,\mathrm{},y_n,s)dy_1\mathrm{}dy_n\},$$
(25)
$`n=1,2,\mathrm{}`$, such that

$$\begin{array}{c}\hfill 𝐄\psi (\phi _{t,s}^{\omega ,\epsilon }(x_1),\mathrm{},\phi _{t,s}^{\omega ,\epsilon }(x_n))\underset{^d\times \mathrm{}\times ^d}{}\psi (y_1,\mathrm{},y_n)\\ \hfill \times G_n(x_1,\mathrm{},x_n,t|y_1,\mathrm{},y_n,s)dy_1\mathrm{}dy_n,\end{array}$$
(26)
as $`\epsilon 0`$ for any continuous function $`\psi `$ with compact support. Furthermore, the $`\epsilon `$limit coalesces in the sense that

$$\begin{array}{c}\hfill G_2(x_1,x_2,t|y_1,y_2,s)=\stackrel{~}{G}_2(x_1,x_2,t|y_1,y_2,s)\\ \hfill +A(y_1,x_1,x_2,t,s)\delta (y_1y_2),\end{array}$$
(27)
with $`A>0`$ when $`t>s`$. Here $`\stackrel{~}{G}_2`$ is the absolutely continuous part of $`G_2`$ with respect to the Lebesgue measure. Similar statements hold for the other $`G_n`$’s. In particular, the $`\{G_n\}`$’s differ from the moments of the $`\kappa `$-limit $`g_\omega `$ defined in 24.

Rephrasing the content of this result, we have strong convergence to a family of flow maps in the strongly compressible regime for both the $`\kappa `$-limit and the $`\epsilon `$-limit. In the weakly compressible regime, we have strong convergence to a family of generalized flows for the $`\kappa `$-limit, but weak convergence to the same limit for the $`\epsilon `$-regularization. In fact, using the terminology of Young measures , the limiting generalized flow $`\{g_\omega (x,t|dy,s)\}`$ is nothing but the Young measure for the sequence of flow maps $`\{\phi _{s,t}^{\omega ,\epsilon }(x)\}`$. Finally, in contrast to what is observed in the other two regimes, the $`\epsilon `$-limit and $`\kappa `$-limit are not the same in the intermediate regime. As we will see below, the structure functions of the passive scalar field scale differently in the two limits.

From Theorem 1, it is natural to define the solution of the transport equation in 2 for the initial condition $`\theta _\omega (x,s)=\theta _0(x)`$ as

$$\theta _\omega (x,t)=S_{t,s}^\omega \theta _0(x)=_^d\theta _0(y)g_\omega (x,t|dy,s),$$
(28)
for the weakly compressible and the intermediate regimes in the $`\kappa `$-limit (non-degenerate cases), and as

$$\theta _\omega (x,t)=\theta _0(\phi _{t,s}^\omega (x)),$$
(29)
for the strongly compressible regime. In the intermediate regime in the $`\epsilon `$-limit, it makes sense to look at the limiting moments of $`\theta _\omega ^\epsilon (x,t)`$ since we have as $`\epsilon 0`$

$$\begin{array}{c}\hfill 𝐄(\theta _\omega ^\epsilon (x_1,t)\mathrm{}\theta _\omega ^\epsilon (x_n,t))\underset{^d\times \mathrm{}\times ^d}{}\theta _0(y_1)\mathrm{}\theta _0(y_n)\\ \hfill \times G_n(x_1,\mathrm{},x_n,t|y_1,\mathrm{},y_n,s)dy_1\mathrm{}dy_n.\end{array}$$
(30)
It should be noted that when $`g_\omega `$ is non-degenerate, there exists an anomalous dissipation mechanism for the scalar, whereas no such anomalous dissipation is present in the coalescence cases . The presence of anomalous dissipation is the primary reason why the transport equation in 2 has a statistical steady state (invariant measure) if it is appropriately forced, as we will show later.

Details of the proof of Theorem 1 are given in . Crucial to the proof is the study of $`P(\rho |r,s)`$ defined through $`\epsilon `$-regularization as

$$_0^{\mathrm{}}\eta (r)P(\rho |r,st)𝑑r=\underset{\epsilon 0}{lim}𝐄\eta (|\phi _{t,s}^{\omega ,\epsilon }(y)\phi _{t,s}^{\omega ,\epsilon }(z)|),$$
(31)
where $`\eta `$ is a test function, and similarly through $`\kappa `$-regularization. Here $`\rho =|yz|`$ and $`s<t`$. $`P(\rho |r,s)`$ can be thought of as the probability density that two particles have distance $`r`$ at time $`s<t`$ if their final distance is $`\rho `$ at time $`t`$. For Kraichnan model, $`P`$ satisfies the backward equation

$$\frac{P}{s}=\frac{}{r}\left(b(r)P\right)+\frac{^2}{r^2}\left(a(r)P\right),$$
(32)
for the final condition $`lim_{s0}P(\rho |r,s)=\delta (r\rho )`$, and with $`a(r)`$, $`b(r)`$ such that

$$\begin{array}{c}a(r)=D(𝒮^2+\xi 𝒞^2)r^\xi +O(r^2/\mathrm{}_0^2),\\ b(r)=D((d1+\xi )𝒮^2\xi 𝒞^2)r^{\xi 1}+O(r/\mathrm{}_0^2).\end{array}$$
(33)
For $`r\mathrm{}_0`$, $`a(r)`$ tends to $`C_0`$, $`b(r)`$ to $`C_0(d1)/r`$, and the equation in 32 reduces to a diffusion equation with constant coefficient. The equation in 32 is singular at $`r=0`$. The proof of Theorem 1 is essentially reduced to the study of this singular diffusion equation. This is also the main step for which the white-in-time nature of the velocity field is crucial.

## Structure Functions

We now study some consequences of Theorem 1 for the passive scalar $`\theta _\omega `$ defined in 28 or 29. We note that the scaling of the second-order structure function is the same for the $`\kappa `$\- and the $`\epsilon `$-limits in the strongly and the weakly compressible cases , but it differs in the intermediate regime as a result of the difference between the limits in 24 and 26. For simplicity of presentation, we assume that $`\theta _0`$ is isotropic and Gaussian. Denote ($`n`$)

$$S_{2n}(|xy|,t)=𝐄(\theta _\omega (x,t)\theta _\omega (y,t))^{2n},$$
(34)
$$\text{or}S_{2n}(|xy|,t)=\underset{\epsilon 0}{lim}𝐄(\theta _\omega ^\epsilon (x,t)\theta _\omega ^\epsilon (y,t))^{2n},$$
$`(\mathrm{𝟑𝟒}^{})`$
in the intermediate regime in the $`\epsilon `$-limit. In the strongly compressible case, we have for both the $`\kappa `$\- and the $`\epsilon `$-limits

$$S_2(r,t)=O(r^\zeta ),$$
(35)
with

$$\zeta =\frac{2d\xi +2\xi 𝒫}{1+\xi 𝒫}.$$
(36)
In the weakly compressible case, we have for both the $`\kappa `$\- and the $`\epsilon `$-limits

$$S_2(r,t)=O(r^{2\xi }).$$
(37)
In the intermediate regime, the limits differ, and the $`\kappa `$-limit scales as in 37, whereas the $`\epsilon `$-limit scales as in 35. The equations in 35 and 37 can be derived upon expressing $`s_2`$ in terms of $`P`$; the details are given in Ref. .

It is interesting to discuss the higher order structure functions both in the non-degenerate and in the coalescence cases in 35 and 37 since their scalings highlight very different behavior of the scalar. We consider first the coalescence cases which are simpler. In these cases, because of the absence of dissipative anomaly, all higher order structure functions can again be expressed in terms of $`P`$, and it can be shown  that

$$S_{2n}(r,t)=O(r^\zeta ),$$
(38)
with $`\zeta `$ given by 36 for all $`n2`$. In fact, coalescence implies that the temperature field $`\theta _\omega `$ tends to become flat except possibly on a zero-measure set where it presents shock-like discontinuities. Such a situation with two kinds of spatial structures for $`\theta _\omega `$ is usually refered to as bi-fractal, and, in simple cases, one may identify $`\zeta `$ with the codimension of the set supporting the discontinuities of $`\theta _\omega `$ .

The non-degenerate cases are more complicated. In these cases, one expects that $`\theta _\omega `$ presents a spatial behavior much richer than in the coalescence cases, with all kinds of scalings present. This is the multi-fractal situation for which the higher order structure functions behave as

$$S_{2n}(r,t)=O(r^{\zeta _{2n}}),$$
(39)
with $`\zeta _{2n}<n(2\xi )`$ for $`2n>2`$. The actual value of the $`\zeta _n`$’s cannot be obtained by dimensional analysis, and one has to resort to various sophisticated perturbation techniques (see ). We will consider again the scaling of the structure functions at statistical steady state in the section on incomplete self-similarity.

## One Force, One Solution Principle for Temperature

We now turn to question Q3 and consider the existence of a statistical steady state for the transport equation with appropriate forcing. We restrict attention to the non-degenerate cases which include the weakly compressible regime and the intermediate regime in the $`\kappa `$-limit. Indeed, in these regimes the non-degeneracy of $`g_\omega (x,t|dy,s)`$ as a probability distribution in $`y`$ implies dissipation of energy or, phrased differently, decay in memory in the semi-group $`S_{t,s}`$ generated by $`\{g_\omega \}`$. We show that the anomalous dissipation is strong enough in order that the forced transport equation has a unique invariant measure for both the weakly compressible regime and the intermediate regime in the $`\kappa `$-limit. This result, however, depends on the finiteness of $`\mathrm{}_0`$. In limit as $`\mathrm{}_0\mathrm{}`$ an invariant measure exists only for the weakly compressible regime.

We will consider (compare with 2)

$$\frac{\theta }{t}+(u(x,t))\theta =b(x,t).$$
(40)
where $`b`$ is a white-noise forcing such that

$$𝐄b(x,t)b(y,s)=B(|xy|)\delta (ts).$$
(41)
$`B(r)`$ is assumed to be smooth and rapidly decaying to zero for $`rL`$; $`L`$ will be referred to as the forcing scale. The solution of 40 for the initial condition $`\theta _\omega (x,s)=\theta _0(x)`$ is understood as

$$\theta _\omega (x,t)=S_{t,s}^\omega \theta _0(x)+_s^tS_{t,\tau }^\omega b(x,\tau )𝑑\tau .$$
(42)
Define the product probability space $`(\mathrm{\Omega }_u\times \mathrm{\Omega }_b,_u\times _b,𝒫_u\times 𝒫_b)`$, and the shift operator $`T_\tau \omega (t)=\omega (t+\tau )`$, with $`\omega =(\omega _u,\omega _b)`$. We have

###### Theorem 2 (One force–one solution I)

For $`d>2`$, in the weakly compressible regime and in the intermediate regime in the $`\kappa `$-limit, for almost all $`\omega `$, there exists a unique solution of 40 defined on $`^d\times (\mathrm{},\mathrm{})`$. This solution can be expressed as

$$\theta _\omega ^{}(x,t)=_{\mathrm{}}^tS_{t,s}^\omega b(x,s)𝑑s.$$
(43)
Furthermore the map $`\omega \theta _\omega ^{}`$ satisfies the invariance property

$$\theta _{T_\tau \omega }^{}(x,t)=\theta _\omega ^{}(x,t+\tau ).$$
(44)
Theorem 2 is the “one force, one solution” principle articulated in . Because of the invariance property 44, the map in 43 leads to a natural invariant measure. As a consequence we have

###### Corollary 3

For $`d>2`$, in the weakly compressible regime and in the intermediate regime in the $`\kappa `$-limit, there exists a unique invariant measure on $`L_{\text{loc}}^2(^d\times \mathrm{\Omega })`$ for the dynamics defined by 40.

The connection between the map 43 and the invariant measure, together with uniqueness, is explained in . The restriction on the dimensionality in Theorem 2 arises because the velocity field has finite correlation length $`\mathrm{}_0`$: Theorem 2 is changed into Theorem 4 below in the limit as $`\mathrm{}_0\mathrm{}`$ which can be considered after appropriate redefinition of the velocity field.

We sketch the proof of Theorem 2. Basically, it amounts to verifying that the dissipation in the system is strong enough in the sense that

$$𝐄\left(_{T_1}^{T_2}_^dS_{t,t+s}^\omega b(x,s)𝑑s\right)^20,$$
(45)
as $`T_1`$, $`T_2\mathrm{}`$ for fixed $`x`$ and $`t`$. The average in 45 is given explicitly by

$$_{T_1}^{T_2}_0^{\mathrm{}}B(\rho )P(0|\rho ,s)𝑑r𝑑s,$$
(46)
where $`P`$ satisfies 32. The convergence of the integral in 45 depends on the rate of decay in $`|s|`$ of $`P(0|\rho ,s)`$. The latter can be estimated by studying the equation in 32 , which yields $`P(0|\rho ,s)C\rho ^\alpha |s|^{d/2}`$ with $`\alpha =(d1\xi (\xi +1)𝒫)/(1+\xi 𝒫)`$ for $`|s|`$ large and $`\rho \mathrm{}_0`$. Hence, the integral in $`s`$ in 46 tends to zero as $`T_1`$, $`T_2\mathrm{}`$ if $`d>2`$. It follows that the invariant measure in 43 exists provided $`d>2`$.

We now ask what happens if we let $`\mathrm{}_0\mathrm{}`$ in order to emphasizes the effect of the inertial range of the velocity? This question, however, has to be considered carefully because the velocity field with the covariance in 12 diverges as $`\mathrm{}_0\mathrm{}`$. The right way to proceed is to consider an alternative velocity $`v`$, taken to be Gaussian, white-in-time, but non-homogeneous, with covariance

$$\begin{array}{c}𝐄v_\alpha (x,t)v_\beta (y,s)\hfill \\ =(c_{\alpha \beta }(xa)+c_{\alpha \beta }(ay)c_{\alpha \beta }(xy))\delta (ts).\hfill \end{array}$$
(47)
For finite $`\mathrm{}_0`$, one has $`v(x,t)=u(x,t)u(a,t)`$, where $`a`$ is arbitrary but fixed. However, $`v`$ makes sense in the limit as $`\mathrm{}_0\mathrm{}`$. Denote by $`\vartheta _\omega (x,t)`$ the temperature field advected by $`v`$, i.e. the solution of the transport equation 40 with $`u`$ replaced by $`v`$:

$$\frac{\vartheta }{t}+(v(x,t))\vartheta =b(x,t).$$
(48)
Restricting to zero initial condition, it follows from the homogeneity of the forcing that the single-time moments of $`\theta _\omega `$ and $`\vartheta _\omega `$ coincide for finite $`\mathrm{}_0`$, but in contrast to $`\theta _\omega `$, $`\vartheta _\omega `$ makes sense as $`\mathrm{}_0\mathrm{}`$. Thus, $`\vartheta _\omega `$ is a natural process to study the limit as $`\mathrm{}_0\mathrm{}`$, and we have

###### Theorem 4 (One force–one solution II)

In the limit as $`\mathrm{}_0\mathrm{}`$ in the weakly compressible regime, for almost all $`\omega `$, there exists a unique solution of 48 defined on $`^d\times (\mathrm{},\mathrm{})`$. This solution can be expressed as

$$\vartheta _\omega ^{}(x,t)=_{\mathrm{}}^tS_{t,s}^\omega b(x,s)𝑑s,$$
(49)
where $`S_{s,t}^\omega `$ is the semi-group for the generalized flow associated with the velocity defined in 47 in the limit as $`\mathrm{}_0\mathrm{}`$. Furthermore the map $`\omega \vartheta _\omega ^{}`$ satisfies the invariance property

$$\vartheta _{T_\tau \omega }^{}(x,t)=\vartheta _\omega ^{}(x,t+\tau ).$$
(50)
As a direct result we also have

###### Corollary 5

In the limit as $`\mathrm{}_0\mathrm{}`$, in the weakly compressible regime there exists a unique invariant measure on $`L_{\text{loc}}^2(^d\times \mathrm{\Omega })`$ for the dynamics defined by 48.

Notice that, as $`\mathrm{}_0\mathrm{}`$, the anomalous dissipation is not strong enough in the intermediate regime in the $`\kappa `$-limit, for which no statistical steady state with finite energy exists.

The proof of Theorem 4 proceeds as the one for Theorem 2, but the estimate for $`P`$ in 46 changes as $`P(0|\rho ,s)C\rho ^\alpha |s|^{(\alpha +1)/(2\xi )}`$ with $`\alpha =(d1\xi (\xi +1)𝒫)/(1+\xi 𝒫)`$ for $`|s|`$ large and $`\rho \mathrm{}_0`$. It follows that the integral in $`s`$ in 46 converges as $`T_1`$, $`T_2\mathrm{}`$ in the weakly compressible regime only.

## One Force, One Solution Principle for the Temperature Difference

Since no anomalous dissipation is present in the coalescence cases, i.e the strongly compressible regime and the intermediate regime in the $`\epsilon `$-limit, no invariant measure for the temperature field exists in these regimes. It makes sense, however, to ask about the existence of an invariant measure for the temperature difference, i.e. to consider

$$\delta \theta _\omega (x,y,t)=_T^tS_{t,s}^\omega (b(x,s)b(y,s))𝑑s,$$
(51)
in the limit as $`T\mathrm{}`$. When $`\theta _\omega ^{}`$ exists, one has

$$\delta \theta _\omega ^{}(x,y,t)=\underset{T\mathrm{}}{lim}\delta \theta _\omega (x,y,t)=\theta _\omega ^{}(x,t)\theta _\omega ^{}(y,t),$$
(52)
but it is conceivable that $`\delta \theta _\omega ^{}`$ exists in the coalescence cases even though $`\theta _\omega ^{}`$ is not defined. The reason is that coalescence of the generalized flow implies that the temperature field flattens with time, which is a dissipation mechanism as far as the temperature difference is concerned. Of course, this effect has to overcome the fluctuations produced by the forcing, and the existence of an invariant measure such as 51 will depend on how fast particles coalesce under the flow, which happens only in the limit as $`\mathrm{}_0\mathrm{}`$ (i.e. for the alternate velocity defined in 47) as we show now.

For finite $`\mathrm{}_0`$, if we were to consider two particles separated by much more than the correlation length $`\mathrm{}_0`$, the dynamics of their distance under the flow is governed by the equation in 32 for $`r\mathrm{}_0`$, i.e. by a diffusion equation with constant diffusion coefficient on the scale of interest. It follows that no tendency of coalescence is observed before the distance becomes smaller than $`\mathrm{}_0`$, which, as shown below, does not happen fast enough in order to overcome the the fluctuations produced by the forcing. In other words,

###### Lemma 6

In the coalescence cases, for finite $`\mathrm{}_0`$, there is no invariant measure with finite energy for the temperature difference.

Consider now the limit as $`\mathrm{}_0\mathrm{}`$, and let $`\delta \vartheta _\omega (x,y,t)=\vartheta _\omega (x,t)\vartheta _\omega (y,t)`$ where $`\vartheta _\omega `$ solves the equation in 48. The temperature difference $`\delta \vartheta _\omega `$ satisfies the transport equation

$$\frac{\delta \vartheta }{t}+(v(x,t)_x+v(y,t)_y)\delta \vartheta =b(x,t)b(y,t).$$
(53)
We have

###### Theorem 7 (One force–one solution III)

In the limit as $`\mathrm{}_0\mathrm{}`$, for almost all $`\omega `$, in the strongly and the weakly compressible regimes, as well as in the intermediate regime if the flow is non-degenerate, there exists a unique solution of 53 defined on $`^d\times (\mathrm{},\mathrm{})`$. This solution can be expressed as

$$\delta \vartheta _\omega ^{}(x,y,t)=_{\mathrm{}}^tS_{t,s}^\omega (b(x,s)b(y,s))𝑑s,$$
(54)
where $`S_{s,t}`$ is the semi-group for the generalized flow associated with the velocity defined in 47 in the limit as $`\mathrm{}_0\mathrm{}`$. Furthermore the map $`\omega \delta \vartheta _\omega ^{}`$ satisfies the invariance property

$$\delta \vartheta _{T_\tau \omega }^{}(x,y,t)=\delta \vartheta _\omega ^{}(x,y,t+\tau ).$$
(55)
An immediate consequence of this theorem is

###### Corollary 8

In the limit as $`\mathrm{}_0\mathrm{}`$, in the strongly and the weakly compressible regimes, as well as in the intermediate regime if the flow is non-degenerate, there exists a unique invariant measure on $`L_{\text{loc}}^2(^d\times \mathrm{\Omega })`$ for the dynamics defined by 53.

The proof of Theorem 7 proceeds similarly as the proof of Theorem 2. In the non-degenerate cases, one study the convergence of (compare 45)

$$𝐄\left(_{T_1}^{T_2}_^dS_{t,t+s}^\omega (b(x,s)b(y,s))𝑑s\right)^20,$$
(56)
as $`T_1`$, $`T_2\mathrm{}`$ for fixed $`x`$ and $`t`$. The average in 56 can be expressed in terms of $`P`$, and it can be shown  that the expression in (56) converges as $`T_1`$, $`T_2\mathrm{}`$ in the non-degenerate cases. In the strongly compressible regimes, because of the existence of a flow of maps, 56 is replaced by

$$𝐄\left(_{T_1}^{T_2}(b(\phi _{t,s}^\omega (x),s)b(\phi _{t,s}^\omega (y),s))𝑑s\right)^2.$$
(57)
This average can again be expressed in terms of $`P`$, and it can be shown that the convergence of the time integral in 57 depends on the rate at $`P`$ looses mass at $`r=0+`$ (i.e. the rate at which particles coalesce). The analysis of the equation in 32 shows that the process is fast enough in order that the integral over $`s`$ in 57 tends to zero as $`T_1`$, $`T_2\mathrm{}`$ in the strongly compressible regime. In contrast, the equivalent of 57 in the intermediate regime in the $`\epsilon `$-limit can be shown to diverge as $`T_1`$, $`T_2\mathrm{}`$.

It can be shown that the invariant measure has finite correlation functions of all order, even though these results do not by themselves imply uniqueness of stationary solutions to the $`n`$-point Fokker-Planck equation. The task of studying the passive scalar is now changed to the study of the short distance behavior of these correlation functions.

## Incomplete self-similarity

We finally turn to question Q4 and consider the scaling of the structure functions based on the invariant measure $`\delta \vartheta ^{}`$ defined in 54. Denote

$$𝒮_n(|xy|)=𝐄|\delta \vartheta _\omega ^{}(x,y,t)|^n.$$
(58)
The dimensional parameters are $`B_0=B(0)`$ ($`[`$temperature$`]^2`$$`[`$time$`]^1`$),
$`D`$ ($`[`$length$`]^{2\xi }`$$`[`$time$`]^1`$), $`L`$ ($`[`$length$`]`$). It follows that

$$𝒮_n(r)=\left(\frac{B_0r^{2\xi }}{D}\right)^{n/2}f_n\left(\frac{r}{L}\right),$$
(59)
where the $`f_n`$’s are dimensionless functions which cannot be obtained by dimensional arguments. For instance, the scalings in 38, 39 correspond to different $`f_n`$. It is however obvious from the equation 59 that, provided the limit exists and is non-zero

$$\underset{L\mathrm{}}{lim}𝒮_n(r)=C_n\left(\frac{B_0r^{2\xi }}{D}\right)^{n/2}=O(r^{n(2\xi )/2}).$$
(60)
where $`C_n=lim_r\mathrm{}f_n(r/L)`$ are numerical constants. The scaling in 60 is usually referred to as the normal scaling since, consistent with Kolmogorov’s picture, it is independent of the forcing or the dissipation scales. In contrast, anomalous scaling is a statement that the structure functions diverge in the limit of infinite forcing scale, $`L\mathrm{}`$. In the spirit of Barenblatt-Chorin , we may say that normal scaling holds in case of complete self-similarity, whereas anomalous scaling is equivalent to incomplete self-similarity.

It is interesting to discuss the existence or non-existence of the limit in 60 for both the coalescence and the non-degenerate cases. When the flow coalesces, because of the existence of a flow of maps and the absence of dissipative anomaly, the $`𝒮_{2n}`$’s of even order $`2n2`$ can be computed exactly . It gives $`𝒮_{2n}(r)=\mathrm{}`$ for $`n\zeta /(2\xi )`$, whereas

$$𝒮_{2n}(r)=O(r^\zeta )\text{for }n<\frac{\zeta }{2\xi },$$
(61)
where $`\zeta `$ is given in 36. Thus, for $`n<\zeta /(2\xi )`$,

$$f_{2n}(r)=O\left((r/L)^{\zeta n(2\xi )}\right).$$
(62)
It follows that $`f_{2n}`$ and, hence, $`𝒮_{2n}`$ tend to zero as $`L\mathrm{}`$ for $`2n<\zeta /(2\xi )`$, whereas they are infinite for all $`L`$ for $`n\zeta /(2\xi )`$. In fact, in the coalescence case, it can be shown  that on scales much larger than the forcing scale $`L`$, the structure functions of order $`n<\zeta /(2\xi )`$ behave as

$$𝒮_{2n}(r)C_{2n}r^{n(2\xi )}\text{as }r/L\mathrm{}.$$
(63)
Thus in the coalescence case, it is more natural to consider the limit as $`L0`$ of the structure functions, for which the expression in 63 shows the absence of intermittency corrections.

In the non-degenerate case, one has

$$𝒮_2(r)=O(r^{2\xi }),$$
(64)
while perturbation analysis gives for the higher order structure functions

$$𝒮_{2n}(r)=O(r^{\zeta _{2n}}),$$
(65)
with $`\zeta _{2n}<n(2\xi )`$ for $`2n>2`$. It follows that $`f_2(r)=O(1)`$, while

$$f_{2n}(r)=O\left((r/L)^{\zeta _nn(2\xi )}\right),2n>2.$$
(66)
In other words, as $`L\mathrm{}`$, $`𝒮_2`$ has a limit which exhibits normal scaling, whereas the $`𝒮_{2n}`$’s, $`2n>2`$, diverge. This may be closely related to the argument in  that, in appropriate limits, intermittency corrections may disappear and higher than fourth order structure functions may not exist. We note, however, that Barenblatt and Chorin were discussing the case of infinite Reynolds number (here infinite Peclet number, $`\kappa 0`$) at finite $`L`$, whereas we require $`L\mathrm{}`$.

We thank many people for helpful discussions, including G. Barenblatt, E. Balkovsky, M. Chertkov, A. Chorin, U. Frisch, J. Goodman, A. Majda, and S. R. S. Varadhan. We are particularly grateful to K. Gawȩdzki for pointing out an error in the first draft of this paper. W. E is partially supported by a Presidential Faculty Fellowship from NSF. E. Vanden Eijnden is partially supported by NSF Grant DMS-9510356.