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# Test of molecular mode coupling theory: A first resume

## I Introduction

The mode coupling theory (MCT) for supercooled simple liquids proposed by Bengtzelius, Götze and Sjölander  interprets the glass transition as a dynamical transition. This picture has been supported by many experiments on several glass formers (see e.g.  and Refs. therein) and more recently by detailed analysis of computer simulations for Lennard-Jones systems (see e.g.  and references therein). The signature of the dynamical transition, i.e. the asymptotical power laws, have been discovered also via neutron scattering, light scattering, dielectric relaxation and NMR in molecular glassformers (see  and references therein), stimulating the extension of MCT to molecular liquids.

Two approaches for such an extension have been proposed recently for rigid molecules. Chong and Hirata  introduced a theory based on a site-site description of the molecules. Their approach offers the advantage to be closely related to neutron scattering experiments. The structural information — which is a necessary input of the theory — can be readily obtained from theories of molecular liquids able to predict partial structure factors, like the RISM  approximation. The second approach is based on the expansion of the orientational density into a complete set of functions, in analogy to the Fourier expansion of the density related to the translational degrees of freedom. To distinguish the second approach from the site-site theory, it is called molecular mode coupling theory (MMCT). MMCT was derived for a single linear molecule in a simple liquid , for liquids of linear molecules (for some application see ) and for molecules of arbitrary shape . MMCT allows to calculate the glassy dynamics for all orientational degrees of freedom, and it is closely connected to dielectric and NMR experiments. As reorientational motion is also very important in light scattering experiments  it may also be helpful in their interpretation. The connection of MMCT to neutron scattering experiments has been discussed recently .

The fundamental MMCT quantities are the time-dependent correlation functions

$$S_{ln,l^{}n^{}}(q,m,t)=\rho _{ln}^{}(q,m,t)\rho _{l^{}n^{}}(q,m)$$
(1)
of the tensorial density modes

$$\rho _{ln}(q,m,t)=i^l(2l+1)^{\frac{1}{2}}\underset{j=1}{\overset{N}{}}e^{i\stackrel{}{q}\stackrel{}{x}_j(t)}𝒟_{mn}^l(\mathrm{\Omega }_j(t)).$$
(2)
Here it is $`𝐪=(0,0,q)`$ and $`l`$ runs over all positive integers including zero, $`m`$ and $`n`$ take integer values between $`l`$ and $`l`$, $`𝒟`$ denotes the Wigner functions . The reader should note that the correlators (1) are diagonal in $`m`$ for $`𝐪=(0,0,q)`$. The MMCT equations of motion for the Laplace transform $`𝐒(q,m,z)=i_0^{\mathrm{}}𝐒(q,m,t)e^{izt}`$, $`(\text{Im }z>0)`$ have been presented in a preceding paper. Here we focus on the unnormalized molecular nonergodicity parameters

$$𝐅(q,m)=\underset{t\mathrm{}}{lim}𝐒(q,m,t)=\underset{z0}{lim}z𝐒(q,m,z)$$
(3)
which we calculated using the following set of equations .

$`𝐅(q,m)=`$ (4)
$`\left[𝐒^1(q,m)+𝐒^1(q,m)𝐊(q,m)𝐒^1(q,m)\right]^1`$ (5)
$`K_{ln,l^{}n^{}}(q,m)=`$ (6)
$`{\displaystyle \underset{\alpha \alpha ^{}}{}}{\displaystyle \underset{\mu \mu ^{}}{}}q_{ln}^{\alpha \mu }(q)q_{l^{}n^{}}^{\alpha ^{}\mu ^{}}(q)\left(\underset{¯}{𝐦}^1(q)\right)_{lmn,l^{}mn^{}}^{\alpha \mu ,\alpha ^{}\mu ^{}}`$ (7)
$`m_{lmn,l^{}m^{}n^{}}^{\alpha \mu ,\alpha ^{}\mu ^{}}(q)={\displaystyle \frac{\rho _0}{(8\pi ^2)^3}}{\displaystyle \underset{0}{\overset{\mathrm{}}{}}}𝑑q_1{\displaystyle \underset{|qq_1|}{\overset{q+q_1}{}}}𝑑q_2`$ (8)
$`{\displaystyle \underset{m_1m_2}{}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{l_1l_1^{}}{l_2l_2^{}}}{}}{\displaystyle \underset{\genfrac{}{}{0pt}{}{n_1n_1^{}}{n_2n_2^{}}}{}}v_{ln,l_1n_1,l_2n_2}^{\alpha \mu }(qq_1q_2;mm_1m_2)`$ (9)
$`v_{l^{}n^{},l_1^{}n_1^{},l_2^{}n_2^{}}^{\alpha ^{}\mu ^{}}(qq_1q_2;m^{}m_1m_2)F_{l_1n_1,l_1^{}n_1^{}}(q_1,m_1)`$ (10)
$`F_{l_2n_2,l_2^{}n_2^{}}(q_2,m_2)`$ (11)
The memory function matrix $`\underset{¯}{𝐦}`$ in Eq.(11) represent the mode coupling approximation for the correlation function of fluctuating forces. The index $`\alpha `$ labels the translational ($`\alpha =T`$) and rotational ($`\alpha =R`$) currents, each of them consisting of three (spherical) vector components $`\mu \{1,0,1\}`$. The vertex functions $`v`$ are determined only by the matrix of the static molecular structure factors $`𝐒(q,m)`$ and the number density $`\rho _0`$. Their explicit form has been given in Ref. . The coefficients $`q_{ln}^{\alpha \mu }(q)`$ appearing in Eq.(7) are

$$q_{ln}^{\alpha \mu }(q)=\{\begin{array}{cc}0& \alpha =T,\mu =\pm 1\\ q& \alpha =T,\mu =0\\ \frac{1}{\sqrt{2}}\sqrt{l(l+1)n(n+\mu )}& \alpha =R,\mu \pm 1\\ n& \alpha =R,\mu =0\end{array}.$$
(12)
Since $`q_{ln}^{T\pm 1}=0`$ (due to the choice of $`𝐪=(0,0,q)`$) the transversal translational components ($`\alpha =T,\mu =\pm 1`$) of the memory functions enter only indirectly (via the inversion of $`\underset{¯}{𝐦}(q)`$) and thus shall be neglected in the following.

The given set of equations (5)-(11) includes all interactions between translational and rotational degrees of freedom in molecular liquids and thus this set is rather involved. Obviously its numerical solution poses a formidable task.

As model system for our analysis we have chosen SPC/E water . The water molecule possesses a twofold rotational symmetry ($`C_{2v}`$) around the axis given by its dipole moment which has been chosen as the z-axis of the body fixed frame.

The z-axis and the x-axis define the plane which is spanned by the molecule. As discussed in detail in Ref.  the $`C_{2v}`$-symmetry can be used to simplify the equations of motion by the restriction that $`n`$ and $`n^{}`$ are even. Preceeding publications on long time MD–simulations  for this strong glass former showed that the centre of mass dynamics is in good agreement with the predictions of the asymptotic laws of MCT. Recent work  demonstrated that the signature of the dynamic transition can also be observed for the orientational degrees of freedom of the molecule.

A first approach to solve Eqs. (5)-(11) has been given in Ref. . Apart from the necessary truncation of the range of $`l`$ by a cutoff $`l_{co}`$ for which we have chosen $`l_{co}=2`$ we introduced in  two more approximations. In the dipole approximation, water was treated as a linear molecule oriented in the direction of its dipole moment. This approximation corresponds to set in Eqs. (5)-(11) the angular indices $`n`$, $`n^{}`$ and the corresponding summation indices $`n_i`$,$`n_i^{}`$ to zero. In Ref.  we have also studied the stronger diagonal-dipole approximation, which makes the further assumption that structure factors, nonergodicity parameters and memory functions are diagonal with respect to the angular indices $`l`$ and $`l^{}`$. It is the main purpose of the present communication to present results obtained by solving the ”full” set of MMCT-equations up to $`l_{co}=2`$ without any further approximation. The main difference to the approach in ref.  is that we take the nonlinear character of the water molecule serious. In particular, this means that the rotational motion of both protons around the dipolar axis is taken into account. Therefore, we can study the influence of this degree of freedom on the ideal glass transition temperature $`T_c`$ and on the nonergodicity parameters $`F_{l0,l^{}0}(q,m)`$ obtained in ref. . In addition we also obtain the new parameters $`F_{ln,l^{}n^{}}(q,m)`$ with $`n`$ and/or $`n^{}`$ different from zero.

## II Results

We have solved Eqs. (5)-(11) iteratively on a grid of 100 equispaced wave-vectors, up to 110.7 $`nm^1`$. One complete iteration requires 4 days of cpu time on a 533 MHz alpha workstation. The entire calculation to locate the critical temperature and the corresponding nonergodicity parameter, with a tolerance of $`2.5\times 10^4`$ per point, requested more than 250 iterations. On a dedicated 4-nodes parallel machine it required about 250 days. The number of iteration at the critical temperature was $`54`$. We found that at $`T=282K`$ the MMCT equations predict a liquid phase, while at $`T=272K`$ unambiguously a glassy state is predicted. Within the chosen tolerance, we locate $`T_c^{MCT}`$ at $`T_c^{MCT}=279K`$.

Table I summarizes the critical temperatures at which a transition from ergodic to nonergodic behavior is found. While $`T_c`$ is almost equal for both approximations used in ref.  and quite close to the result of the MD-simulation we find that the critical temperature is overestimated by almost 50% using the ”full” theory. Thus we confirm our supposition in  that the agreement for $`T_c`$ between simulation and both approximation schemes was fortuitous. Such finding could also be expected from the static structure factors used as input. Besides the dominating diagonal structure factors $`S_{00,00}(q,m=0)`$ and $`S_{10,10}(q,m)`$ the most prominent peaks are displayed by $`S_{10,2\pm 2}(q,m)`$ and $`S_{2\pm 2,2\pm 2}(q,m)`$ (See Figures in Ref. ), which were neglected in . The overestimation of the critical temperature is common to the MCT for simple liquids  and seems to be a general deficiency of the mode coupling approximation. Thus we see that — although the overestimation of the critical temperature is not desired — it is necessary to include all static structure factors with large amplitude to get a concise description in the MMCT framework.

Figure 1 shows the comparison of the unnormalized critical nonergodicity parameters $`F_{00,00}(q,m=0)`$ for the centre of mass correlations. The oscillations of the MD-result are captured well by all of our MMCT-results. As for the critical temperature we can also observe for the critical nonergodicity parameters that the dipole approximation and the diagonal-dipole approximation lead to nearly the same result. In the vicinity of the maximum of the structure factor the agreement between theory and simulation is improved by removing the additional approximations but for the prepeak as well as for large $`q`$ both approximation schemes perform better than the ”full” theory. In the region of the prepeak and especially for the minimum between prepeak and main peak we observe that the oscillations are less pronounced and the peak positions are slightly shifted. Exactly the same behaviour can be found by a comparison of the static structure factors at the different critical temperatures. Thus the worse performance of the ”full” theory in comparison with the approximation schemes can be attributed at least partly to the overestimation of the critical temperature because of which the static input of the calculations does not reflect accurately the static structure at the ”true” $`T_c`$ of the simulation. Apart from that, it also has to be taken into account that in spite of the computational effort we have made, the fixed point of Eq. (5)-(11) can not be determined with very high precision. Therefore, the result for the critical nonergodicity parameters after 54 iterations may overestimate the exact one by a few percent. The latter reason may also be responsible for the worse performance of the ”full” theory at the minima of $`F_{00,00}(q,m=0)`$ as Nauroth  found that the convergence of the iteration is extremely slow in these parts. Finally we want to mention that the disagreement at large $`q`$ between simulation and all theoretical calculations was also found for simple liquids  and was considered as a shortcoming of the mode coupling approximation.

As in the case of the centre of mass correlators the $`q`$-dependence of the nonergodicity parameters $`F_{10,10}(q,m)`$ (see fig. 2) is reproduced well by the theory. Here even in the vicinity of the maximum the approximations perform better than the ”full” theory.

Figure 3 shows the comparison for the critical nonergodicity parameters $`F_{20,20}(q,m)`$. Apart from the region of large wave vectors the ”full” theory shows better agreement with the simulation than the two approximations. Thus one observes that the approximations, which neglect terms with $`n0`$ and consequently $`l2`$, have stronger effect on the $`l=2`$-correlators than on those for $`l=1`$ or $`l=0`$. Further one observes that the agreement between theory and simulation is less good for the $`l=2`$–correlators than for those with $`l=0`$ or $`l=1`$. The reader should note that the good agreement at large $`q`$ for the $`l=2`$–correlators must be considered as fortuitous because the overestimation of the nonergodicity parameters (seen for $`l=0,1`$) is compensated by a generally too small amplitude of the $`l=2`$–correlators.

The reason for the worse agreement of the $`l=2`$–correlators is their higher sensibility to the cutoff at $`l_{co}=2`$ which can be understood on a mathematical level by a closer examination of the vertices which have been given in ref. . Let us pick out one special example to illustrate this point. The vertex factor $`v_{00,20,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)`$ is responsible for the coupling of two correlators involving $`l=0`$ and $`l=2`$, respectively. It is of the form

$`v_{00,20,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)=`$ (13)
$`{\displaystyle \underset{l,n}{}}u_{00,ln,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)c_{ln,20}(q_1,0)+(12),`$ (14)
where $`u_{00,ln,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)`$ contains Clebsch-Gordan coefficients of the form $`𝒞(l,2,0;m^{},m^{},0)`$ which enforces $`l=2`$. Therefore the contribution to the memory function matrix caused by the vertex factor in Eq. (13) is exact even for $`l_{co}=2`$. The vertex factor $`v_{20,20,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)`$ instead, which describes the coupling of two correlators involving $`l=2`$ and $`l=2`$, respectively, has the form

$`v_{20,20,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)=`$ (15)
$`{\displaystyle \underset{l,n}{}}u_{20,ln,20}^{\alpha \mu }(q,q_1,q_2;0,0,0)c_{ln,20}(q_1,0)+(12).`$ (16)
The corresponding Clebsch-Gordan coefficient $`𝒞(l,2,2;m^{},m^{},0)`$ allows $`l\{0,1,2,3,4\}`$. Thus for $`l_{co}=2`$ this vertex is not entirely taken into acount, although it is responsible for the coupling of $`l=2`$-correlations. From this example we can see that the $`l=2`$-quantities are more sensitive to the cutoff than those for $`l=0`$.

The off diagonal critical nonergodicity parameters with $`n=n^{}=0`$ shown in figure 4 are reproduced well by the theory. The difference between dipole-approximation and ”full” theory are relatively small.

Figures 5 and 6 show the comparison between the new critical nonergodicity parameters with $`n0`$ and/or $`n^{}0`$ and the simulation results. Since those terms

are neglected by the approximations they can only be calculated using the ”full” set of MMCT-equations. The agreement between theory and simulation is satisfactory for almost all correlators.

In the discussion of the unnormalized critical nonergodicity parameters we have seen that the worse performance of the ”full” theory is partly due to the fact that the static input has to be taken at the ”wrong” temperature. This influences the nonergodicity parameters in two ways: $`i)`$ $`𝐒(q,m)`$ is the initial value of the correlation function $`𝐒(q,m,t)`$ whose limit for $`t\mathrm{}`$ are the unnormalized nonergodicity parameters $`F_{ln,l^{}n^{}}(q,m)`$. $`ii)`$ In the mode coupling approximation the static structure factors determine the vertices which describe the coupling between the tensorial density modes in the system. This influence can partly be eliminated by calculating the normalized critical nonergodicity parameters

$$f_{ln,l^{}n^{}}(q,m)=\frac{F_{ln,l^{}n^{}}(q,m)}{\sqrt{S_{ln,ln}(q,m)S_{l^{}n^{},l^{}n^{}}(q,m)}}.$$
(17)
A selection of the normalized diagonal nonergodicity parameters is shown in Fig.(7)-(9). Due to the normalization the variation with $`q`$ is less pronounced. We observe that the difference in amplitude between the ”full” theory and the approximations is reduced as the initial value $`𝐒(q,m,t=0)`$ of the time-dependent correlation functions is set to 1 at all wavevectors and all temperatures. Nonetheless the dipole and diagonal-dipole approximation still provide the better description of the normalized critical nonergodicity parameter.

In part this may be explained by the better convergence of the iteration for the approximation schemes, but the wrong critical temperature also has its influence as can be seen from the fact that the peak positions for the ”full” MMCT results are still slightly shifted.

## III Summary and Conclusions

From our analysis we can state the following conclusions: i) The mode coupling theory for molecular liquids overestimates the critical temperature $`T_c`$ in the same fashion as its counterpart for simple liquids. ii) The $`q`$-dependence of the critical nonergodicity parameters is well reproduced in the vicinity of the main peaks. Systematic differences exist for large wave vectors. iii) Deviations between theory and simulation are partly due to the overestimation of the critical temperature. Therfore the structural input of the theory does not reflect properly the structure of the liquid at the true glass transition temperature. These deviations still exist for the normalized nonergodicity parameters. iv) Approximation schemes taking into account only part of the correlators like the dipole and the diagonal-dipole approximation can already give a reasonable description. v) The essential correlation functions can be selected on the basis of the static structure factors. I.e. for supercooled water the most important static correlator are those with $`n0`$ and/or $`n^{}0`$ and for $`n=n^{}=0`$ those, which are diagonal in $`l`$ and $`l^{}`$.

We think that in combination with suitable approximations for the static structure factors MMCT will be a useful tool in the understanding of the glass transition in molecular liquids. The solution of the ”full” set of MMCT equations is still a formidable task with present day computers, but approximation schemes can be constructed on the basis of the importance of various static structure factors. A reduction to the most prominent correlators and $`q`$-vectors offers the possibility to construct microscopically based schematic models for the description of molecular liquids.

## IV acknowledgement

The numerical work would not have been possible without the support of INFM-PAIS-C and MURST-PRIN98. F.S. and P.T. acknowledge support also from INFM-PRA. A.L. and R.S. are grateful for financial support from the SFB-262. We also thank L. Fabbian for participating to the early stages of this project and providing us with part of the input data.


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# Untitled Document

On the $`L^2`$-instability and $`L^2`$-controllability of steady flows of an ideal incompressible fluid

A. Shnirelman

School of Mathematical Sciences

Tel Aviv University

69978 Ramat Aviv, Israel

shnirelm@math.tau.ac.il

1. In this work we are studying the flows of an ideal incompressible fluid in a bounded 2-d domain $`M𝐑^2`$, described by the Euler equations

$`{\displaystyle \frac{u}{t}}+(u,)u+p=0;`$ (1)
$`u=0.`$ (2)
Here $`u=u(x,t),xM,t[0,T]`$, and $`u|_M`$ is tangent to $`M`$.

It has been known for a long time, that if the initial velocity field $`u(x,0)`$ is smooth, then there exists unique smooth solution $`u(x,t)`$ of the Euler equations, which is defined for all $`t𝐑`$; see\[M-P\]. The next natural question is, what may be the behavior of this solution, as $`t\mathrm{}`$. This is a problem of indefinite complexity. A restricted problem is the following: suppose that the initial flow field $`u_0(x)`$ is in close to a steady solution $`u_0(x)`$. What may happen with this flow for big $`t`$? Does it stay always close to $`u_0`$, or it can escape far away? Which flows are available, if we start from different initial velocities, close to $`u_0`$?

These are problems of a global, nonlinear perturbation theory of steady solutions of the Euler equations. The first idea is to develop a linear stability theory. The spectrum of a linearized operator is always symmetric w.r.t. both the real and the imaginary axes, for the system is Hamiltonian. Therefore we can never prove an asymptotic stability by the linear method; at best we can prove the absence of a linear instability, which, in its turn, may be a tricky business.

The true, nonlinear stability of some classes of steady flows was first proven by V. Arnold (see \[A1\], \[A2\], \[AK\]). He considered a very strong restriction on perturbation: the perturbation of the vorticity, $`\omega (0)\omega _0=\times u(,0)\times u_0()`$, should be small in $`L^2(M)`$. There are three classes of steady flows which are stable under perturbations small in this sense. The first class contains only one flow with constant vorticity; its stability is obvious. The second and the third classes consist of steady flows, corresponding to a strong local maximum, resp. minimum, of the kinetic energy on the leaf of equivortical fields in the space of all smooth velocity fields in $`M`$ (see \[AK\]).

But this theory breaks down, if we drop the condition on the vorticity perturbation, and consider all (smooth) velocity fields $`u(x,0)`$, which are close to $`u_0(x)`$ in $`L^2`$, without any conditions on the derivatives. Note that this class of perturbations is no less physically significant than the previous one, because it describes perturbations with small energy. In this case, there is apparently no obstacle preventing the flow from going far away from $`u_0`$. So, it is likely that the flow is unstable. (but this does not prove instability, for there may be some other reasons for stability, like, for example in the KAM theory. This is analogous to the situation in the 3-d Euler equations. In the 2-d case, the vorticity is transported by the flow; this means that there exist infinity of integrals of motion, namely the moments of vorticity. These integrals prevent the solution from forming singularities. In the 3-d case, the vorticity field is transformed by the flow as a frozen-in vector field, and we can’t extract additional integrals of motion from the vorticity field. This means that we don’t know any obstacle to the formation of a finite-time singularity from a smooth initial flow. But we have no examples yet of such singularities. May be, this work may give some hints.)

2. In this work we consider a weaker stability problem. Consider the Euler equations with a nonzero right hand side (i.e. external force):

$`{\displaystyle \frac{u}{t}}+(u,)u+p=f;`$ (3)
$`u=0.`$ (4)
Here $`f=f(x,t)`$ is a smooth in $`x`$ vector field, such that $`f=0`$, and $`f(x,t)|_M`$ is parallel to $`M`$. Consider the behavior of $`u(x,t)`$, if $`f`$ is small in the following sense: $`_0^Tf(,t)_{L^2}𝑑t`$ is small, where $`[0,T]`$ is the time interval (assumed to be long), where the flow is considered. For example, if $`f`$ has the form $`f(x,t)=F(x)\delta (t)`$, we return to the initial stability problem.

Definition 1.Suppose that $`u(x_1,x_2)`$ and $`v(x_1,x_2)`$ are two steady flows. We say that the force $`f`$ transfers the flow $`u`$ into the flow $`v`$ during the time interval $`[0,T]`$, if the following is true: if $`w(x,t)`$ is the solution of the nonhomogeneous Euler equations (3), (4) with the initial condition $`w(x,0)=u(x)`$, then $`w(x,T)=v(x)`$.

Consider the simplest basic steady flow, namely a parallel flow. Let $`M`$ be a strip $`0x_21`$ in the $`(x_1,x_2)`$-plane. We restrict ourselves to the flows having period $`L`$ along the $`x_2`$-axis; this period is the same for all flows that are considered below. Suppose that the velocity field $`u_0(x)`$ has the form $`(U(x_2),0)`$, where $`U`$ is a given smooth function (the velocity profile). The original problem was, for which profiles $`U`$ the flow $`u_0`$ is stable. Our main result is the following

Theorem 1.  For every nontrivial (i.e. different from constant) velocity profile $`U`$ the flow $`u_0`$ is $`L^2`$-unstable. This means that for every function $`U(x_2)\mathrm{const}`$ there exists $`C>0`$, such that for every $`\epsilon >0`$ the following is true. There exist $`T>0`$ and a smooth force $`f(x,t)`$, defined in $`M\times [0,T]`$, such that $`_0^Tf(,t)_{L^2}𝑑t<\epsilon `$, and $`f`$ transfers the flow $`u_0`$ during the time interval $`[0,T]`$ into a steady flow $`u_1`$, such that $`u_0u_1_{L^2}>C`$.

So, the flow may be considerably changed by arbitrarily small force, provided the time interval is sufficiently long.

Note that if the force $`f`$ satisfies a stronger condition $`_0^T\omega (,t)_{L^2}𝑑t<\epsilon `$, where $`\omega =\times f`$ is the vorticity, then, for every Arnold stable flow $`u_0`$, the resulting perturbation at time $`t`$ will be small, too.

This theorem is implied by a much stronger assertion.

Theorem 2.Suppose that $`U(x_2)`$ and $`V(x_2)`$ are two velocity profiles, such that $`_0^1U(x_2)𝑑x_2=_0^1V(x_2)𝑑x_2`$, and $`_0^1\frac{1}{2}|U(x_2)|^2𝑑x_2=_0^1\frac{1}{2}|V(x_2)|^2𝑑x_2`$; let $`u_0(x_1,x_2)=(U(x_2),0),v_0(x_1,x_2)=(V(x_2),0)`$ be corresponding steady parallel flows (having equal momenta and energies). Then for every $`\epsilon >0`$ there exist $`T>0`$ and a smooth force $`f(x,t)`$, such that $`_0^Tf(,t)_{L^2}<\epsilon `$, and $`f`$ transfers $`u`$ into $`v`$ during the time interval $`[0,T`$\].

This means that the flow of an ideal incompressible fluid is perfectly controllable by arbitrarily small force.

3.  Theorems 1, 2 are proven by an explicit construction of the flow.

Note first, that if $`U_1,U_2,\mathrm{},U_N`$ are velocity profiles, and Theorem 2 is true for every pair $`(U_i,U_{i+1})`$ of velocity profiles, then we can pass from $`U_1`$ to $`U_N`$, simply concatenating the flows connecting $`U_i`$ and $`U_{i+1}`$; thus Theorem 2 is true for the pair $`(U_1,U_N)`$. Therefore it is enough to construct the sequence of steady flows with profiles $`U_1,\mathrm{},U_N`$, and the intermediate nonsteady flows connecting every two successive steady ones.

Note also, that it is enough to construct a sequence of piecewise-smooth flows, for it is not difficult to smoothen them, so that the necessary force will have arbitrarily small norm in $`L^1(0,T;L^2(M))`$.

As a first step, we change the flow with the profile $`U=U_1`$ by a piecewise-constant profile $`U_2`$ with sufficiently small steps; this may be done by a force with arbitrarily small norm.

Thus, $`U_2(x_2)`$ is a step function, $`U_2(x_2)=U_2^{(k)}`$ for $`x_2^{(k1)}<x_2<x_2^{(k)},k=1,\mathrm{},K`$. Every next profile $`U_i`$ is also a step-wise function. We are free to subdivide the steps and change a little the values of velocity, if these changes are small enough.

Every flow $`u_k`$ is obtained by the previous one $`u_{k1}`$ by one of two operations, described in the following theorems.

Theorem 3. Let $`U(x_2)`$ be a step function, $`U(x_2)=U^{(k)}`$ for $`x_2^{(k1)}<x_2<x_2^{(k)}`$; let $`V(x_2)`$ be another step function, obtained by transposition of two adjacent segments $`[x_2^{(k1)},x_2^{(k)}]`$ and $`[x_2^{(k)},x_2^{(k+1)}]`$. Let $`u(x_1,x_2),v(x_1,x_2)`$ be parallel flows with velocity profile $`U(x_2),V(x_2)`$. Then for every $`\epsilon >0`$ there exist $`T>0`$ and a piecewise-smooth force $`f(x,t)`$, such that $`_0^Tf(,t)_{L^2}<\epsilon `$, and the force $`f`$ transfers the flow $`u`$ into the flow $`v`$ during the time interval $`[0,T]`$.

To formulate the next theorem, remind the law of an elastic collision of two bodies. Suppose that two point masses $`m_1`$ and $`m_2`$, having velocities $`u_1`$ and $`u_2`$, collide elastically. Then their velocities after collision will be $`v_1=2u_0u_1,v_2=2u_0u_2`$, where $`u_0=(m_1u_1+m_2u_2)/(m_1+m_2)`$ is the velocity of the center of masses. The transformation $`(u_1,u_2)(v_1,v_2)`$ is called a transformation of elastic collision.

Theorem 4. Suppose that the profile $`U(x_2)`$ is like in Theorem 3, and the profile $`V(x_2)`$ is equal to $`U(x_2)`$ outside the segment $`x_2^{(k1)}<x_2<x_2^{(k+1)}`$; on the last segment, $`V(x_2)=v^{(k)}`$, if $`x_2^{(k1)}<x_2<x_2^{(k)}`$, and $`V(x_2)=v^{(k+1)}`$, if $`x_2^{(k})<x_2<x_2^{(k+1)}`$, where $`(v^{(k)},v^{(k+1)})`$ is obtained from $`(u^{(k)},u^{(k+1))}`$ by the transformation of elastic collision, the lengths $`x_2^{(k)}x_2^{(k1)},x_2^{(k+1)}x_2^{(k)}`$ playing the role of masses $`m_1,m_1`$. Let $`u(x_1,x_2),v(x_1,x_2)`$ be parallel flows with profiles $`U(x_2),V(x_2)`$. Then for every $`\epsilon >0`$ there exist $`T>0`$ and a force $`f(x,t)`$, such that $`_0^Tf(,t)_{L^2}<\epsilon `$, and the force $`f`$ transfers the flow $`u`$ into flow $`v`$.

Suppose now, that $`U(x_2)`$ and $`V(x_2)`$ are two velocity profiles, having equal momenta and energies. Then it is not difficult to construct a sequence of step functions $`U_2(x_2),U_3(x_2),\mathrm{},U_N(x_2)`$, so that $`U_2`$ is $`L^2`$-close to $`U_1=U`$, $`U_N`$ is $`L^2`$-close to $`V`$, and every profile $`U_k`$ is obtained from $`U_{k1}`$ by one of two operations, described in Theorems 3 and 4. Using these theorems and the notes above, we construct a piecewise-smooth force $`f(x,t)`$, such that $`_0^Tf(,t)_{L^2}𝑑t<\epsilon `$, and $`f`$ transfers $`U`$ into $`V`$ during the time interval $`[0,T]`$.

4.  Theorems 3 and 4 are proven by the variational method.

Let $`𝒟()=𝒟`$ be the group of the volume-preserving diffeomorphisms of the flow domain $`M`$. These diffeomorphisms may be identified with fluid configurations: every configuration is obtained from some fixed one by a permutation of fluid particles, which is assumed to be a smooth, volume preserving diffeomorphism. The flow is a family $`g_t`$ of elements of $`𝒟`$, depending on time $`t,0tT`$. The Lagrangian velocity of the flow is a vector-function $`V(x,t)=\frac{}{t}g_t(x)=\dot{g}_t(x)`$, while the Eulerian velocity is the vector field $`v(x,t)=\dot{g}_t(g_t^1(x))`$. The action of the flow is defined as $`J\{g_t\}_0^T=_0^T\frac{1}{2}\dot{g}_t_{L^2}^2𝑑t`$, and the length $`L\{g_t\}_0^T=_0^T\dot{g}_t_{L^2}𝑑t`$.

The solution $`u(x,t)`$ of the homogeneous Euler equations (1), (2) is an Eulerian velocity field of a geodesic trajectory $`g_t`$ on the group $`𝒟`$: $`u(x,t)=\dot{g}_t(g_t^1(x))`$, such that $`\delta J\{g_t\}_0^T=0`$, provided $`g_0,g_T`$ are fixed. This implies that also $`\delta L\{g_t\}_0^T=0`$. This is the classical Hamiltonian principle (see\[A3\]). The evident idea is to try to construct solutions of the Euler equations by fixing $`g_0,g_T𝒟`$, and looking for the shortest trajectory, connecting these fluid configurations. If the minimum is attainable, then we have constructed some nontrivial solution of the Euler equations.

But this idea does not work well. If $`g_0`$ and $`g_T`$ are $`C^2`$-close, the minimum is assumed at some smooth trajectory. But if $`g_0`$ and $`g_T`$ are far away from each other, which is the only interesting case, then it is possible that the minimum is no more attainable (see\[S\], \[A-K\]). In the 3-d case there are examples of $`g_0,g_T`$, such that for every smooth flow $`g_t`$, connecting $`g_0`$ and $`g_T`$, there exists another smooth flow $`g_t^{}`$, connecting the same fluid configurations, such that $`J\{g_t^{}\}_0^T<J\{g_t\}_0^T`$; so, the minimum is unattainable.

The existence of a minimal geodesic connecting two configurations of a 2-d fluid is neither proven nor disproven, while some physical considerations show that sometimes the minimal smooth flow does not exist .

If there is no smooth solution of the variational problem, we may look for a generalized solution, which is no longer a smooth flow, but belongs to a wider class of object. The appropriate notion of a generalized flow was introduced by Y. Brenier \[B\]. Generalized flow is a probability measure $`\mu `$ in the space $`X=C(0,T;M)`$ of all continuous trajectories in the flow domain $`M`$, satisfying the following two conditions:

1. For every $`t[0,T]`$ and every Borel set $`AM`$,

$$\mu \{x()|x(t)A\}=\mathrm{mes}A;$$

2.

$$J\{\mu \}=_X_0^T|\dot{x}(t)|^2𝑑t\mu \{dx\}<\mathrm{}$$

The meaning of the first condition is that the generalized flow is incompressible; the second condition expresses the finiteness of the mean action (and that $`\mu `$-almost all trajectories belong to $`H^1`$).

Every smooth flow may be regarded as a generalized one; but there is a lot of truly generalized flows.

The generalized variational problem may be posed as follows: given a diffeomorphism $`g𝒟`$; consider all generalized flows which, in addition to the above conditions, satisfy the following:

3. For $`\mu `$-almost all trajectories $`x(t)`$, $`x(T)=g(x(0))`$.

We are looking for a generalized flow, which satisfies all three conditions and minimizes the functional $`J\{\mu \}_0^T=_X_0^T\frac{1}{2}|\dot{x}(t)|^2𝑑t\mu \{dx\}`$.

Y.Brenier has proved, using the simple ideas of weak compactness of a family of measures and semicontinuity of the action functional in $`X`$, that this problem has a solution for every $`g𝒟`$. Simple examples show that this solution may be very far from any smooth, or even measurable, flow.

But in the 2-d case the situation is much better, because there is an additional structure. To see it, consider a smooth incompressible flow $`g_t,0tT,g_0=\mathrm{Id},g_T=g`$. Let $`Q=M\times [0,T]`$ be a cylinder in the $`(x,t)`$-space. Every trajectory $`\lambda _x=\{(g_t(x),t)\},xM`$, is a smooth curve in $`Q`$, connecting the points $`(x,0)`$ and $`(g(x),T)`$. For different points $`x,x^{}`$, the curves $`\lambda _x,\lambda _x^{}`$ do not intersect. So, the lines $`\lambda _x`$ form a braid, containing continuum of threads. Such a braid is called a smooth braid.

Now let us define a generalized braid. Let us fix a volume-preserving diffeomorphism $`g𝒟`$ and a piecewise-smooth incompressible flow $`G_t`$, such that $`G_0=\mathrm{Id},G_T=g`$. The bundle of lines $`(G_t(x),t),xM`$, is called a reference braid and denoted by $`𝐁_0`$.

Definition 1. A generalized flow $`\mu `$ is called a generalized braid, and denoted by $`𝐁`$, if it satisfies conditions 1, 2, 3 above, and the following condition

4. For any $`N`$, let us pick trajectories $`x^1(t),\mathrm{},x^N(t)`$ by random and independently, i.e. with a probability distribution $`\mu \mathrm{}\mu `$ ($`N`$ times). Then for almost all such $`N`$-tuples of trajectories, the lines $`(x^i(t),t)`$ for different $`i`$ do not intersect, and the finite braid, formed by the curves $`(x^1(t),t),\mathrm{},(x^N(t),t)`$, is isotopic to the braid, formed by the curves $`(G_t(x^1(0)),t),\mathrm{},(G_t(x^N(0)),t)`$ (these braids have the same endpoints, so it is possible to define their isotopy).

The braid $`𝐁`$ is called a braid weakly isotopic to a piecewise-smooth braid $`𝐁_0`$.

We are discussing the following variational problem: given a map $`g`$ and a reference braid $`𝐁_0`$; find a generalized braid $`𝐁`$, isotopic to $`𝐁_0`$, which minimizes the functional $`J\{𝐁\}`$.

Theorem 5. The variational problem has a solution for every data $`g,𝐁_0`$.

To prove this theorem, we consider a sequence $`𝐁_i`$ of braids, such that $`J\{𝐁_i\}_0^TJ_0`$, where $`J_0=infJ\{𝐁\}`$ for all braids $`𝐁`$, isotopic to a given braid $`𝐁_0`$. This sequence is weakly compact; its subsequence converges to a generalized flow $`\mu `$, such that $`J\{\mu \}=J_0`$, exactly as for the generalized flows. But the generslized flow $`\mu `$ is, in fact, a braid isotopic to $`𝐁_0`$, which we shall denote by $`\overline{𝐁}`$. This is implied by the fact that the isotopy class of a finite subbraid with fixed endpoints is ”weakly continuous”, and therefore we can pass to the limit and conclude that the weak limit of the braids $`𝐁_i`$, regarded as generalized flows, is a braid, isotopic to $`𝐁_0`$. Let us call $`\overline{𝐁}`$ a minimal braid.

Generally, braids are as nonregular locally as generalized flows. In particular, they have, in general, no definite velocity field: for almost every $`(x,t)`$ there are different trajectories passing through this point with different velocities. But the minimal braid is much more regular. Recall that a measurable flow is defined as a family $`h_{s,t}`$ of measurable maps of $`M`$ into itself, preserving the Lebesgue measure, and such that $`h_{s,t}h_{r,s}=h_{r,t}`$ for all $`r,s,t[0,T]`$.

Theorem 6. Let $`\overline{𝐁}`$ be a minimal braid, isotopic to the reference braid $`𝐁_0`$. Then there exists a measurable flow $`h_{s,t}`$ in $`M`$, such that for $`\mu `$-almost all trajectories $`x(t)`$, $`x(t)=h_{s,t}x(s)`$. Moreover, there exists a vector field $`u(x,t)L^2`$, divergence free and tangent to $`M`$, such that for almost all trajectories $`x(t)`$, $`\dot{x}(t)=u(x(t),t)`$ for almost all $`t`$.

The next fact about the minimal braids is the following

Theorem 7. The velocity field $`u(x,t)`$, corresponding to the minimal braid $`\overline{𝐁}`$, is a weak solution of the Euler equations. This means that for every vector field $`v(x,t)C_0^{\mathrm{}}`$, such that $`v=0`$, and for every scalar function $`\phi (x,t)`$,

$`{\displaystyle \underset{Q}{}}\left[(u,{\displaystyle \frac{v}{t}})+(uu,v)\right]𝑑x𝑑t=0,`$ (5)
$`{\displaystyle \underset{Q}{}}(u,\phi )𝑑x𝑑t=0.`$ (6)
The last fact which we need is the following approximation theorem.

Theorem 8. Suppose that $`\overline{𝐁}`$ is a minimal braid, and $`u(x,t)`$ is its velocity field. Then for every $`\epsilon >0`$ there exists a smooth incompressible flow with velocity field $`w(x,t)`$, which is a solution of the nonhomogeneous Euler equations with the force $`f(x,t)`$, such that $`w(x,t)u(x,t)_{L^2}<\epsilon `$ for all $`t`$, and $`_0^Tf(,t)_{l^2}𝑑t<\epsilon `$.

5. The brais are used to construct the flows, described in Theorems 3 and 4. Consider a flow with a piecewise-constant profile $`U(x_2)`$; then the cylinder $`Q=M\times [0,T]`$ may be divided into slices $`Q_k`$, so that $`U|_{Q_k}=U^{(k)}`$. In every such slice the trajectories are parallel lines with the same slope. Thus, they form a simple, piecewise-smooth braid.

Now let us describe the braids corresponding to the flows described in Theorem 3. Let us divide the domains $`M_k`$, $`M_{k+1}`$, the bases of the cylinders $`Q_k`$, $`Q_{k+1}`$, into small subdomains $`M_{k,j}`$, $`M_{k+1,l}`$. Let us pick one point $`x_{k,j}`$ in every domain $`M_{k,j}`$, and one point $`x_{k+1,l}`$ in every domain $`M_{k+1,l}`$. Let $`\lambda _{k,j},\lambda _{k+1,l}`$ be the trajectories, passing through the points $`(x_{k,j},0)`$ and $`(x_{k+1,l},0)`$. Their endpoints in $`M\times \{T\}`$ are denoted by $`(y_{k,j},T)`$ and $`(y_{k+1,l},T)`$. The trajectories, passing through $`M_{k,j}\times \{0\}`$, and through $`M_{k+1,l}\times \{0\}`$, form subbraids $`𝐁_{k,j}`$ and $`𝐁_{k+1,l}`$.

Now let us define a new braid $`𝐁_0^{}`$. First let us define its threads $`\lambda _{k,j}^{}`$ and $`\lambda _{k+1,l}^{}`$, passing through the points $`(x_{k,j},0)`$ and $`(x_{k+1,l},0)`$. They are straight lines, passing through the points $`(y_{k,j}^{},T)`$ and $`(y_{k+1,l}^{},T)`$, obtained from the points $`(y_{k,j},T)`$ and $`(y_{k+1,l},T)`$ by the shift in the $`x_2`$-direction by, resp., $`(x_2^{(k+1)}x_2^{(k)})`$ and $`(x_2^{(k1)}x_2^{(k)})`$. These lines do not, generally, intersect.

Now let us define a piecewise-smooth braid $`𝐁_0^{}`$. It coincides with $`𝐁`$ outside $`Q_kQ_{k+1}`$. In the last domain the braid $`b_0^{}`$ consists of smooth incompressible subbraids $`𝐁_{k,j}^{}`$ and $`𝐁_{k+1,l}^{}`$ with the bases $`M_{k,j}\times \{0\}`$ and $`M_{k+1,l}\times \{0\}`$. Each subbraid contains one line $`\lambda _{k,j}^{}`$ and $`\lambda _{k+1,l}^{}`$. The interfaces between these subbraids are piecewise-smooth. It is easy to construct such subbraids, while they are not unique.

Now let us use $`𝐁_0^{}`$ as a reference braid, and construct a minimal braid $`𝐁^{}`$, isotopic to $`𝐁_0^{}`$. Using Theorems 5–8, we construct a smooth flow $`w(x,t)`$, supported by a smooth force $`f(x,t)`$, such that $`_0^Tf(,t)_{L^2}𝑑t`$ is arbitrarily small, provided $`T`$ is big enough. This flow is $`L^2`$-close to $`U`$ at $`t=0`$ and to $`V`$ at $`t=T`$; after a small modification of $`w(x,t)`$, requiring an $`L^2`$-small correcting force, we obtain a flow described in Theorem 3.

The proof of Theorem 4 is similar; but in this case the curves $`\lambda _{k,j}^{}`$ and $`\lambda _{k+1,l}^{}`$ are going from points $`(x_{k,j},0)((x_{k+1,l},0))`$ to the points $`(y_{k,j},0)((y_{k+1,l},0))`$ , and some of the curves $`\lambda _{k,j}^{}`$ and $`\lambda _{k+1,l}^{}`$ are linked.

6.  Theorems 3 and 4 are true also for circular flows in a disk, with the angular momentum staying in place of momentum in Theorem 4. But for generic 2-d domains the situation is not so clear. We don’t know, whether there is an integral of motion, similar to the angular momentum, in any domain different from the disk. If such integral does not exist, which is the most likely, then the natural conjecture is that for any two flows with equal energies the conclusion of Theorem 4 is true. But this behavior is paradoxical: just imagine a nearly circular flow in a nearly circular domain (e.g. ellipse), which after some long time changes the sign of the angular velocity. This question requires more thinking.

Acknowledges.  This work was done during my stay at the Department of Mathematics of Princeton University in the spring semester 1999, with the support of the American Institute of Mathematics. I am very thankful to these institutions for creative atmosphere and generous support.

I am thankful to the organizers of the Journees des Equations Differentielles for invitation to this excellent conference.

LIST OF REFERENCES

\[A1\] V. Arnold, Sur la Géométrie diffé rentielle des groupes de Lie de dimension infinie et ses applications à l’hydrodynamique des fluides parfaits, Ann. Inst. Fourier 16 (1966), 316-361.

\[A2\] V. Arnold, On the a priori estimate in the theory of hydrodynamical stability, Amer. Math. Soc. Transl. 19 (1969), 267-269.

\[A3\] V. Arnold, Mathematical methods of classical mechanics, Springer-Verlag, New York, 1989.

\[A-K\] V. Arnold, B. Khesin, Topological methods in hydrodynamics, Applied Mathematical Sciences, v. 125, Springer-verlag, 1998.

\[B\] Y. Brenier, The least action principle and the related concept of generalized flows for incompressible perfect fluids, J. Amer. Math. Soc. 2 (1989), no. 2, 225-255.

\[M-P\] C. Marchioro, M. Pulvirenti, Mathematical theory of incompressible nonviscous fluids, Applied Mathematical Sciences, v. 96, Springer-Verlag, 1994.

\[S\] A. Shnirelman, The geometry of the group of diffeomorphisms and the dynamics of an ideal incompressible fluid, Math. USSR Sbornik 56 (1987), no. 1, 79-105.


text:
# On phase transitions in two-dimensional disordered systems

\[

## Abstract

The low-energy limits of models with disorder are frequently described by sigma models. In two dimensions, most sigma models admit either a Wess-Zumino-Witten term or a theta term. When such a term is present the model can have a stable critical point with gapless excitations. We describe how such a critical point appears, in particular in two-dimensional superconductors with disorder. The presence of such terms is required by the underlying (anomalous) symmetries of the original electron model. This indicates that the usual symmetry classes of disordered systems in two dimensions can be further refined. Conversely, our results also indicate that models previously thought to be in different universality classes are in fact the same once the appropriate extra terms are included.

\]

Understanding the effects of disorder is one of the central problems of condensed matter physics. It is natural to focus upon the phase transitions these systems undergo. In this paper, we will describe several ways phase transitions and the corresponding gapless modes arise in disordered models in two dimensions.

The low-energy degrees of freedom for non-interacting fermions with disorder can frequently be described by a sigma model in the replica formulation . A $`G/H`$ sigma model arises when the vacuum manifold of a field is $`H`$, a subgroup of the global symmetry group $`G`$. The low-energy modes of this model then take values in the coset $`G/H`$. Such sigma models in two dimensions do not generically have gapless degrees of freedom. For finite number of replicas, this is a result of the Mermin-Wagner-Coleman theorem. The sigma models are usually gapped because the space $`G/H`$ is curved. Expanding the action in powers of the curvature gives a mass scale: this is the well-known story of asymptotic freedom and dimensional transmutation. At specific values of $`N`$, the curvature and hence the beta function can vanish , but in this paper we will be concerned with the general situation.

Despite the fact that sigma models are usually gapped, there are many non-trivial fixed points in two dimensions. One can add to the sigma model action terms which dramatically change the low-energy physics. One famous example is the topological theta term. For example, the model with $`G=O(3)`$ and $`H=O(2)`$ has a gap  unless one adds a theta term to the action. This $`O(3)`$-invariant term is a total derivative, so it depends only on the fields at spacetime infinity and has no effect on perturbation theory around the unstable Gaussian fixed point. Explicitly, the theta term takes the form $`in\theta `$, where $`n`$ is an integer counting how many times a field configuration winds around the $`O(3)/O(2)`$ two-sphere. As has been discussed in the context of the Heisenberg spin-chain, at $`\theta =\pi `$ there is a non-trivial low-energy fixed point . It is unstable when $`\theta `$ is not $`\pi `$, so tuning $`\theta `$ through $`\pi `$ results in a phase transition. This behavior inspired the well-known proposal that the Hall plateau transition is described by $`N0`$ replica limit of the $`U(2N)/U(N)\times U(N)`$ sigma model with a $`\theta `$ term .

The theta angle need not be a tunable parameter. If there is a symmetry of the model (like time-reversal or $`CP`$ invariance) under which the theta term is odd, then $`\theta `$ is fixed at zero or $`\pi `$. Moreover, in certain sigma models such as $`SU(N)/SO(N)`$, the winding number can only be $`0`$ or $`1`$, so $`\theta `$ can be only zero or $`\pi `$. As we will discuss below, in such situations $`\theta `$ is determined by the underlying disordered model. When $`\theta =\pi `$, the $`SU(N)/SO(N)`$ model has a stable low-energy fixed points: it flows to $`SU(N)_1`$ . Thus the fixed value of $`\theta `$ determines whether the model is gapless or not.

There is another way to modify some two-dimensional sigma models to obtain a stable low-energy fixed point. This is to add a Wess-Zumino-Witten (WZW) term to the action . In four-dimensional particle physics, the WZW term for example describes the $`\pi ^02\gamma `$ decay in low-energy effective field theory . Such terms arise when the fields take values in a group. Consider a theory with global symmetry $`H\times H`$, where $`H`$ is any simple Lie group (e.g. $`SU(N),SO(N)`$, or $`Sp(2N)`$). If the vacuum manifold of the theory is chosen such that the modes in the diagonal “vector” subgroup $`H_V`$ become gapped, the low-energy fields, $`h`$, take values in the remaining space, $`H\times H/H_V`$. This space is isomorphic to $`H`$ itself, and is called the axial part of the original symmetry group. For example, for $`SU(N)`$, $`h`$ would be an $`N\times N`$ unitary matrix with determinant one.

Without the WZW term, a sigma model where the fields take values in a simple Lie group is called a principal chiral model. In terms of the coupling, $`g`$ (the inverse stiffness), its action is

$$S_{PCM}=\frac{1}{g}𝑑x𝑑y\text{Tr}\left[_\mu h^\mu h^1\right].$$
(1)
We assume that the fields all fall to a constant at spatial infinity, so that the two-dimensional spacetime can be treated as a sphere. To write the WZW term, one needs to extend the fields $`h(x,y)`$ on the sphere to fields $`h(x,y,z)`$ on a ball which has the original sphere as a boundary. The fields inside the ball are defined so that $`h`$ at the center is the identity matrix, while $`h`$ on the boundary is the original $`h(x,y)`$. It is possible to find a continuous deformation of $`h(x,y)`$ to the identity because $`\pi _2(H)=0`$ for any simple Lie group. Then the WZW term is $`k\mathrm{\Gamma }`$, where

$$\mathrm{\Gamma }=\frac{ϵ_{ijk}}{24\pi }𝑑x𝑑y𝑑z\text{Tr}\left[(h^1_ih)(h^1_jh)(h^1_kh)\right].$$
(2)
The coefficient $`k`$ is known as the level, and for compact groups must be an integer because the different possible extensions of $`h(x,y)`$ to the ball yield a possible ambiguity of $`2\pi `$ times an integer in $`\mathrm{\Gamma }`$. Unlike the $`\theta `$ term, the WZW term does change the equations of motion, but only by terms involving $`h(x,y)`$: the variation of the integrand is a total derivative in $`z`$.

The sigma model with WZW term has a stable fixed point at $`g=16\pi /k`$ , so the model is critical and the quasiparticles are gapless. The corresponding conformal field theory is known as the $`H_k`$ WZW model . The WZW term is invariant under discrete parity transformations (e.g. $`xx`$, $`yy`$) provided $`h`$ is simultaneously transformed via $`hh^1`$. In other words, the WZW term in a parity-invariant theory involves pseudoscalars.

The WZW and theta terms are closely related. For example, if one adds a term $`\lambda (\text{Tr}h)^2`$ to the $`SU(2)_k`$ WZW action, at $`\lambda `$ large the low-energy modes live on the sphere, i.e. the $`SU(2)/O(2)`$ sigma model. One can check explicitly that the WZW term then turns in to the theta term with $`\theta =k\pi `$ . Moreover, in sigma models with only winding number $`0`$ or $`1`$, the topological term can be written in the form of the WZW term (2) .

Given the above considerations, it is important to understand how a WZW term arises in the replica formulation of two-dimensional models with disorder. We illustrate the appearance first by considering a simple theory where such a term appears, related to models studied in . We start with a system of spin-polarized fermions with a triplet p-wave type pairing:

$$H_0=\underset{k}{}ϵ_kc_k^{}c_k+(\mathrm{\Delta }_kc_k^{}c_k^{}+\mathrm{h}.\mathrm{c}.),$$
(3)
where $`\mathrm{\Delta }_k\frac{v_\mathrm{\Delta }}{2}k_x`$. We study disorder weak enough to maintain some notion of the Fermi surface. The low energy excitations of the fermions are then found about two nodes positioned on the $`k_y`$-axis at $`K_\pm =(0,\pm K)`$. We then linearize the theory about these nodes via $`ϵ_{K_\pm +q}=q_yv_F`$ and $`cc_1\mathrm{exp}(iK_+x)+c_2\mathrm{exp}(iK_{}x)`$. Introducing the spinor $`\psi ^{}=(c_1^{},c_2)`$, we can write $`H`$ as

$$H=d^2x\psi ^{}(iv_F\tau _z_y+iv_\mathrm{\Delta }\tau _x_x)\psi .$$
(4)
The Pauli matrices $`\tau _i`$ act in the particle-hole space of the spinors. $`H`$ is precisely the Hamiltonian of a single Dirac fermion in $`2+1`$ dimensions. To obtain the sigma model description of this Hamiltonian, we fix the energy, $`\omega `$, at which we work, and describe the theory in terms of an action of a two-dimensional Euclidean field theory:

$$S_0=d^2x\psi ^{}(iv_F\tau _z_y+iv_\mathrm{\Delta }\tau _x_xi\omega \tau _z)\psi .$$
(5)
With this action we can compute correlators of the form $`1/(H\omega )`$.

We include on-site disorder by adding a term,

$$H_{\mathrm{disorder}}=t(c_1^{}c_1+c_2^{}c_2),$$
(6)
to the Hamiltonian. Here $`t`$ is a random variable with variance $`t(x)t(y)=(2u)^1\delta (xy)`$. To compute correlators with disorder we replicate the theory, $`\psi \psi _k`$. Disorder is then easily averaged over leaving a set of quartic terms, $`S_{\mathrm{disorder}}=\frac{1}{u}(\psi _k^{}\tau ^z\psi _k)(\psi _l^{}\tau ^z\psi _l)`$. Reorganizing the fields via $`\stackrel{~}{\psi }^{}(\psi _R^{},\psi _L^{})=\psi ^{}\tau ^z\mathrm{exp}(i\pi \tau ^x/4)`$ and $`\stackrel{~}{\psi }(\psi _R,\psi _L)=\mathrm{exp}(i\pi \tau ^x/4)\psi `$, gives the action (at $`\omega =0`$) to be:

$$S=d^2xi\stackrel{~}{\psi }_k^{}(v_F_yv_\mathrm{\Delta }\tau ^z_x)\stackrel{~}{\psi }_k\frac{1}{u}(\stackrel{~}{\psi }_k^{}\stackrel{~}{\psi }_k)(\stackrel{~}{\psi }_l^{}\stackrel{~}{\psi }_l).$$
(7)
This theory is invariant under the group $`U(N)_L\times U(N)_R`$ transforming $`\stackrel{~}{\psi }\frac{1}{2}((1+\tau ^z)U_L+(1\tau ^z)U_R)\stackrel{~}{\psi }`$. Adding disorder to the Cooper-pairing term results in another four-fermion term, but preserves this symmetry. As long as the symmetry structure is unchanged, the low-energy sigma model should be the same.

When $`\omega =0`$, this action is equivalent to a massless Dirac fermion in a random magnetic field; the chiral symmetry prevents a mass term from appearing. This model can be solved by bosonization . Free fermions are equivalent to the WZW model $`SU(N)_1\times U(1)`$ . The four-fermion term is then simply expressed as $`(J_L+J_R)^2`$, where $`J_L`$ and $`J_R`$ are the $`U(1)`$ currents, $`J_L=(\psi _L^k\psi _L^k)`$ and $`J_R=(\psi _R^k\psi _R^k)`$. These $`U(1)`$ currents can be expressed in terms of a free boson with $`j_L=i_L\varphi `$ and $`j_R=i_R\varphi `$. The four-fermion coupling then merely determines the boson radius. Therefore, the model reduces to pure $`SU(N)_1`$ together with a decoupled free boson, and hence is critical.

To see directly how the WZW term appears, it is useful to rederive this result from the sigma model approach . We assume there is an energy scale where some fermion bilinear gets an expectation value. Formally speaking, we introduce a Hubbard-Stratonovich matrix field, $`M_{kl}`$, to factor the four-fermion term:

$$S=S_0d^2x\left(\frac{u}{4}\text{Tr}(M^2)+i(\stackrel{~}{\psi }_k^{}M_{kl}\stackrel{~}{\psi }_l)\right),$$
(8)
where $`M`$ is hermitian. Under $`U(N)_L\times U(N)_R`$, $`MUMU^{}`$. The WZW term appears in low-energy effective theories describing saddle points where $`M`$ is off-diagonal, e.g. $`M_{LL}=M_{RR}=0`$, but $`M_{LR}=M_{RL}^{}I`$, the identity. The diagonal subgroup $`U(N)_V`$ leaves this saddle point invariant, and so the low-energy modes $`T=M_{RL}`$ take values in $`U(N)_L\times U(N)_R/U(N)_VU(N)`$. Note that under parity, $`T^{}T`$. Focusing solely upon these modes allows us to write

$$S=S_0d^2x\left(\frac{u}{2}\text{Tr}(TT^{})+i(\stackrel{~}{\psi }_R^{}T\stackrel{~}{\psi }_L+\stackrel{~}{\psi }_L^{}T^{}\stackrel{~}{\psi }_R)\right).$$
(9)
Integrating out the fermions leaves an effective action for the bosonic field $`T`$, which can be expanded in powers of the momentum over the expectation value of $`T`$. At low energy, one can safely neglect four-derivative terms and higher, and one easily obtains the kinetic term (1) for $`T`$. However, a less-obvious term also appears. The case of interest was treated in . To perform a consistent low-energy expansion, one must change field variables. This results in a Jacobian in the path integral , which is precisely the WZW term. Writing $`T=he^{i\varphi }`$, where det($`h)=1`$, we obtain here the WZW term (2) of the $`SU(N)`$ field $`h`$, with level $`k=1`$. The extra $`U(1)`$ field $`\varphi `$ in the sigma model is a theory of a decoupled boson.

Thus in the sigma model approach we recover the critical line described by $`SU(N)_1\times U(1)`$ conformal field theory in the limit $`N0`$. This critical line is a part of the critical space of the Gade hopping model; the full space is larger because the $`SU(N)`$ coupling does not flow when $`N=0`$ . Moreover, this same CFT also applies to a time-reversal symmetric version of the hopping model, which is described by a $`U(N)/O(N)`$ sigma model. When $`\theta =\pi `$, this sigma model flows to the same $`SU(N)_1\times U(1)`$ conformal field theory . We can see how the two are related by perturbing the $`U(N)`$ WZW model action by a term which gives a mass to the modes outside a $`U(N)/O(N)`$ subspace (the subspace corresponds to symmetric $`U(N)`$ matrices). As with the $`N=2`$ case mentioned above, the low energy limit of the perturbed $`U(N)`$ WZW model reduces to the $`U(N)/O(N)`$ sigma model with $`\theta =k\pi `$. Thus the Gade model with and without time reversal invariance provides a concrete realization of the equivalence of theta and WZW terms in disordered systems.

In no sense does the WZW term arise in the above models as a result of fine tuning: it must appear when there is a chiral anomaly. In the model treated above, the fermions have a $`U(N)_L\times U(N)_R`$ symmetry. As is well known, chiral symmetries involving fermions are frequently anomalous, so that the Noether currents do not all remain conserved in the quantum theory. For massless fermions in $`1+1`$ dimensions, this was shown in detail in . The WZW term is the effect of the anomaly on the low-energy theory. Even though the fermions effectively become massive when $`T`$ gets an expectation value, their presence still has an effect on the low-energy theory, even if this mass is arbitrarily large. This violation of decoupling happens because the chiral anomaly must be present in the low-energy theory. In other words, the anomaly coefficient does not renormalize. This follows from an argument known as ’t Hooft anomaly matching . One imagines weakly gauging the anomalous symmetry (in our case the axial $`SU(N)`$). It is not possible to gauge an anomalous symmetry in a renormalizable theory, but one can add otherwise non-interacting massless chiral fermions to cancel the anomaly. Adding these spectator fermions ensures that the appropriate Ward identities are obeyed and the symmetry can be gauged. In the low-energy effective theory, the Ward identities must still be obeyed and the theory must remain anomaly-free. Because the massless spectator fermions are still present in the low-energy theory, there must be a term in the low-energy action which cancels the anomaly from the spectators. This is the WZW term.

We now turn to a case of considerable interest, that of $`d_{x^2y^2}`$ superconductors in the presence of disorder . We now study fermions with spin symmetry, so that $`c,c^{}`$ carry a node index, a spin index, and a replica index. We label the nodes $`(1,\pm )`$ for the pair near the wavevectors $`k=\pm (\pi /2,\pi /2)`$ and $`(2,\pm )`$ for the pair near $`k=\pm (\pi /2,\pi /2)`$. It is convenient to group particles and holes together. Thus define four doublets, $`\psi _{a\alpha }^j=(c_{a\alpha }^j,i(\sigma ^ys^xc^j)_{a\alpha })`$, $`a=\pm ,\alpha =/`$, for each pair of nodes $`j=1,2`$. The Pauli matrices $`\sigma ^a`$ and $`s^a`$ act upon the spin/$`\pm `$ node indices respectively. If we rotate the system in the $`ab`$ plane by $`45^o`$, the linearized Hamiltonian for a superconductor with time-reversal and spin symmetry is

$$H=i\overline{\psi }^1(v_Fs^z\tau ^z_x+v_\mathrm{\Delta }s^z\tau ^x_y)\psi ^1+(x,1y,2),$$
(10)
where the Pauli matrix $`\tau `$ acts in particle/hole space and $`\overline{\psi }^j(s^x\sigma ^y\tau ^y\psi ^j)^T`$. After adding disorder, the replicated Hamiltonian is invariant under the group $`Sp(2N)_L\times Sp(2N)_R`$ . It sends $`\psi ^iU\psi ^i`$, where $`U=\frac{1}{2}\left[U_L(1+\tau ^y)+U_R(1\tau ^y)\right],`$ with $`U_L`$ and $`U_R`$ each elements of $`Sp(2N)`$ acting only upon spin and replica indices. An element $`Q`$ of $`Sp(2N)`$ is an invertible $`2N\times 2N`$ real matrix obeying $`Q^T\sigma ^yQ=\sigma ^y`$. With Gaussian on-site disorder and $`\omega =0`$, the low-energy modes of the corresponding action take values in $`Sp(2N)_L\times Sp(2N)_R/Sp(2N)_V`$. The low-energy action thus includes the term (1) with $`h`$ in $`Sp(2N)`$ .

This model also has a WZW term. We first consider the case where disorder does not couple the pairs of nodes. Once disorder has been averaged over and the quartic terms have been factorized, the fermions interact with hermitian matrix fields, $`M^{(1)}`$ and $`M^{(2)}`$, via terms of the form

$$\overline{\psi }_\alpha ^1M_{\alpha \beta }^{(1)}\psi _\beta ^1+\overline{\psi }_\alpha ^2M_{\alpha \beta }^{(2)}\psi _\beta ^2,$$
(11)
as before. At a saddle point with non-zero values of the off-diagonal elements, the argument of  shows that we will again obtain level 1 WZW theories for $`M^{(1)}`$ and for $`M^{(2)}`$, in this case $`Sp(2N)_1`$.

We make this explicit by showing how the spin degrees of freedom expand the previous $`U(N)`$ symmetry to that of $`Sp(2N)`$. $`Sp(2N)`$ has a $`U(N)`$ subgroup consisting of orthogonal real matrices of the form

$$\left(\begin{array}{cc}A& B\\ B& A\end{array}\right),$$

where we put the up spins in the first $`N`$ components of $`\psi `$, and the down spins in the second half. Thus the $`U(N)`$ subgroup acts on the combinations, $`\psi _{}\pm i\psi _{}`$, with the matrices $`AiB`$. In group-theoretic language, the $`2N`$ dimensional representation of $`Sp(2N)`$ decomposes into the $`N+\overline{N}`$ representation of $`U(N)`$. We can examine the WZW model describing the low-energy excitations which lie in the $`U(N)`$ subspace. It must be exactly the same as that treated above, with the exception that there are now two species of “spinless” fermions $`\psi _{}\pm i\psi _{}`$. This results in two WZW terms, one with $`h`$ and one with $`h^{}`$. As the WZW term is invariant under complex conjugation, the two contributions are identical, and so add. This theory is a $`U(N)_2`$ WZW theory (as was also derived using bosonization ; the corresponding result in the supersymmetric formulation was derived in ). The level of the WZW term in the full $`Sp(2N)`$ theory is determined by the embedding: when an $`H_l`$ theory is embedded in $`G_k`$, the levels obey $`kr=l`$, where $`r`$ is a group-theory factor called the index of the embedding of $`H`$ into $`G`$. For the embedding of $`U(N)`$ into $`Sp(2N)`$, $`r=2`$. Thus we have shown that the low-energy theory for (11) is given by an $`Sp(2N)_1`$ WZW model for each pair of nodes.

When a WZW term is present, the quasi-particles of the spin/time-reversal invariant superconductor need not be localized. Specifically, the coupling constant of the $`Sp(2N)_k`$ theory, inversely related to the spin conductance, now flows to a fixed value (provided its bare value is sufficiently small), as opposed to becoming arbitrarily large. Thus with a WZW term such models are no longer spin insulators. The $`Sp(2N)_k`$ WZW models seem to be well behaved as $`N0`$. The dimensions of the fundamental operators are given by $`m(2m)/(2k+2)`$, where $`m`$ is a positive integer. To compute the density of states at a finite energy, $`\omega `$, we add a term of the form $`\omega \mathrm{Tr}(h+h^{})`$ to the action. The density of the states is then given by $`\rho (\omega )\mathrm{Tr}(h+h^{})`$. This field $`\text{tr }h`$ has dimension $`\mathrm{\Delta }=1/(2k+2)`$, and a simple scaling argument yields $`\rho (\omega )\omega ^{\mathrm{\Delta }/(2\mathrm{\Delta })}=\omega ^{1/(4k+3)}`$. This result agrees with a previous computation when $`k=1`$.

When the two pairs of nodes are not coupled by the disorder, the low-energy theory is therefore described by two $`Sp(2N)_1`$ WZW models, which have symmetry currents, $`J_{L1,2},J_{R1,2}`$. Once the pairs of nodes are coupled, there are three possibilities. The first is that the two $`Sp(2N)_L\times Sp(2N)_R`$ symmetries are preserved, so the low-energy theory remains two $`Sp(2N)_1`$ WZW models. The second is that only simultaneous chiral transformations on the two pairs remain a symmetry. In the decoupled theory, this symmetry is generated by $`J_{L1}+J_{L2}`$ and $`J_{R1}+J_{R2}`$. It has level $`2`$ (in the language used above, the index of the embedding is $`2`$). Once the nodes are coupled, the generators may be deformed away from $`J_{L1}+J_{L2}`$ and $`J_{R1}+J_{R2}`$, but the level cannot change. This occurs for the same reasons that anomalies remain in the low-energy theory – the anomaly coefficient cannot renormalize. Thus the low-energy behavior of this model is described by an $`Sp(2N)_2`$ WZW model. If one modifies the Hamiltonian so that the two pairs of nodes are no longer identical, then the result is the same as long as the chiral symmetry is not explicitly broken: the chiral anomaly does not change under perturbation.

The third possibility is that the anomalies cancel between the two theories. This is in fact what happens in $`d_{x^2y^2}`$ superconductors . Consider two coupled WZW models with fields $`h_1`$ and $`h_2`$ and action

$$S_{PCM}(h_1)+\mathrm{\Gamma }(h_1)+S_{PCM}(h_2)+\mathrm{\Gamma }(h_2)+\lambda \text{Tr}(h_1h_2+h.c.).$$

The global symmetries of the decoupled model are $`h_iU_{Li}h_iU_{Ri}`$. In the coupled model this global symmetry is broken to $`h_1U_{L1}h_1U_{L2}^{}`$, $`h_2U_{L2}h_2U_{L1}^{}`$, appropriate to the underlying lattice symmetry of the d-wave superconductor. These symmetries are anomaly free; the axial anomalies of the two nodes cancel upon coupling. This can be seen roughly in that the coupling $`\lambda `$ is relevant; in the strong coupling limit $`h_1=h_2^{}`$ (i.e. $`\mathrm{\Gamma }(h_1)=\mathrm{\Gamma }(h_2)`$) and so the WZW terms cancel. This omits terms that might arise in integrating out massive degrees of freedom. This possibility cannot be ignored, because we know this is precisely how a WZW term arises in . However, this argument can be made more precise in the case when $`h_1`$ and $`h_2`$ are elements of $`O(N)`$ instead of $`Sp(2N)`$. Indeed, then one can fermionize one of the two WZW models, writing $`(h^2)_{ab}=\overline{\psi }_b\psi _a`$, with the resulting action

$$S_{PCM}(h_1)+\mathrm{\Gamma }(h_1)+\overline{\psi }\gamma ^\mu _\mu \psi +\lambda (\overline{\psi }h_1\psi +h.c.).$$

For $`\lambda `$ large, we can integrate out these fermions according to  as before. In doing so, a WZW term for $`h_1`$ is induced which precisely cancels the original WZW term for $`h_1`$. If we had instead coupled the theories via a term $`\text{Tr}(h_1h_2^{}+h.c.)`$, the two terms would have added, and we would have recovered the level two theory discussed above. This cancellation occurs even if the two theories have differing Fermi velocities. Including Fermi velocities directly in the action (easily done through dimensional analysis) shows that the terms $`S_{PCM}`$ are affected while the WZW terms $`\mathrm{\Gamma }`$ are not. Thus the cancellation between the two WZW terms can proceed as above.

A d-wave superconductor with spin rotational but broken time reversal invariance is realized when the gap wave function is $`\mathrm{\Delta }d_{x^2y^2}+id_{xy}`$. This breaks the $`Sp(2N)\times Sp(2N)`$ symmetry explicitly, and the appropriate sigma model in the replica formulation for this theory is $`Sp(2N)/U(N)`$ with a theta term . Because the time-reversal invariance is broken, the coefficient of $`\theta `$ is not constrained by symmetry, but at $`\theta =\pi `$ one expects a critical point in the same fashion as . It is conjectured in  that at $`\theta =\pi `$, this model flows to the $`Sp(2N)_1`$ conformal field theory. By utilizing the supergroup formulation of the corresponding network model (spin quantum Hall effect), it was shown that the critical point point of the disordered model is equivalent to classical percolation . Thus the replica limit $`N0`$ of $`Sp(2N)_1`$ should be equivalent to the critical point in the spin quantum Hall effect. The exponents computed above do indeed agree with those computed in , for example $`\rho (E)E^{1/7}`$. We again see a feature that appeared in the $`U(N)`$ class of problems: related models seemingly in two different universality classes are in the same one, once the WZW terms and $`\theta `$ terms are specified.

We have shown how stable critical points can arise in a number of replica sigma models. This shows that a number of disordered symmetry classes in two dimensions  allow further refinement. In particular, in models with a chiral symmetry, one must compute the anomaly in the original underlying short-distance replica (or supergroup) model to determine the WZW term in the low-energy model. Likewise, in sigma models with $`𝐙_2`$ winding numbers, one must determine whether $`\theta =0`$ or $`\pi `$.

We would like to thank K. Intriligator, A. Ludwig, C. Nayak, T. Senthil, B. Simons and M. Zirnbauer for extremely helpful conversations. This work was supported by a DOE OJI Award, a Sloan Foundation Fellowship, and by NSF grant DMR-9802813.