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# References

KANAZAWA-99-15

March, 2000

Mass bound of the lightest neutral Higgs scalar in the extra U(1) models
Y. Daikoku 111e-mail: daikoku@hep.s.kanazawa-u.ac.jp and D. Suematsu 222e-mail: suematsu@hep.s.kanazawa-u.ac.jp

Institute for Theoretical Physics, Faculty of Science, Kanazawa University,
Kanazawa 920-1192, Japan

The upper mass bound of the lightest neutral Higgs scalar is studied in the $`\mu `$ problem solvable extra U(1) models by using the analysis of the renormalization group equations. In order to restrict the parameter space we take account of a condition of the radiative symmetry breaking and some phenomenological constraints. We compare the bound obtained based on this restricted parameter space with the one of the next to the minimal supersymmetric standard model (NMSSM). Features of the scalar potential and renormalization group equations of the Yukawa couplings among Higgs chiral supermultiplets are rather different between them. They can reflect in this bound.

1. Introduction

Low energy supersymmetry is one of the main subjects of present particle physics. It is considered to solve a weak scale stability problem called the gauge hierarchy problem in the standard model (SM). Although we donot have any direct evidence for it, it has been stressed that the gauge coupling unification occuring in a rather precise way in the minimal supersymmetric extension (MSSM) of the SM may be an encouraging sign for the presence of the low energy supersymmetry. In the MSSM its phenomenology crucially depends on the soft supersymmetry breaking parameters and then it seems to be difficult to make useful predictions unless we know how the supersymmetry breaks down. However, there is an important exception that the lightest neutral Higgs scalar mass cannot be so heavy and it is mainly controled by the feature of the weak scale symmetry breaking . This is not heavily dependent on the feature of the soft supersymmetry breaking parameters at least at the tree level. Thus the knowledge of its possible upper bound is crucial to judge the validity of the low energy supersymmetry from a viewpoint of the energy front of the accelerator experiment. This aspect has been extensively studied taking account of a radiative correction mainly due to a large top Yukawa coupling .

It is well known that there still remains a hierarchy problem called $`\mu `$ problem in the MSSM. Why a supersymmetric Higgsino mixing term parametrized by $`\mu `$ is a weak scale cannot be explained in the MSSM . A simple and promising candidate for its solution is an extension of the MSSM by the introduction of an extra U(1) gauge symmetry and a SM singlet field $`S`$ with a nonzero charge of this extra U(1) . The essential feature of this model is described by the following superpotential

$$W_{U(1)^{}}=\lambda SH_1H_2+kS\overline{g}g+h_tQH_2\overline{T}+\mathrm{},$$
(1)
where $`H_1`$ and $`H_2`$ are usual doublet Higgs chiral superfields and the ellipses stand for the remaining terms in the MSSM superpotential other than the $`\mu `$ term and the top Yukawa coupling. In the second term $`g`$ and $`\overline{g}`$ stand for the extra color triplet chiral superfields which are important to induce the $`\mu `$ scale. In the superpotential $`W_{U(1)^{}}`$ we also explicitly write the top Yukawa coupling because of its importance in the electroweak radiative symmetry breaking as in the case of the MSSM .

The vacuum of these models is parametrized by the vacuum expectation values (VEVs) of Higgs scalar fields such as

$$H_1=\left(\begin{array}{c}v_1\\ 0\end{array}\right),H_2=\left(\begin{array}{c}0\\ v_2\end{array}\right),S=u,$$
(2)
where $`v_1`$ and $`v_2`$ are assumed to be positive and $`v_1^2+v_2^2=v^2((174\mathrm{G}\mathrm{e}\mathrm{V})^2)`$ should be satisfied111 In the following discussion we donot consider the spontaneous CP violation. Under this assumption the sign of $`u`$ cannot be fixed freely but it should be dynamically determined by finding the potential minimum.. The vacuum in this model is parametrized by $`\mathrm{tan}\beta =v_2/v_1`$ and $`u`$. The extra U(1) symmetry is assumed to be broken at the region not far from the weak scale by a VEV of the scalar component of $`S`$ because of the radiative effect caused by the second term in $`W_{U(1)^{}}`$  and then the $`\mu `$ scale is induced as $`\mu =\lambda u`$. Thus in this model the sign of $`\mu `$ is fixed as the one of $`u`$ automatically.

This extra U(1) symmetry forbids a bare $`\mu `$ term in the superpotential and simultaneously makes the model free from the massless axion and tadpole problems. These features seem to make this model more promising than the next to the minimal supersymmetric standard model (NMSSM)  which is similar to this extra U(1) model but is extended only by a SM singlet chiral superfield $`S`$ with the superpotential

$$W_{\mathrm{NMSSM}}=\lambda SH_1H_2+\frac{1}{3}\kappa S^3+h_tQH_2\overline{T}+\mathrm{}.$$
(3)
It is also interesting that this kind of extra U(1) models can be often obtained as the effective models of a lot of superstring models . Various interesting features of this type of models have been studied in many works by now \[9$``$12\]. Among the phenomenology of these models the lightest neutral Higgs scalar mass is also an important target for the detailed investigation. Of course, also in these models the lightest neutral Higgs scalar can be expected to be generally not so heavy. The interesting point is that its upper bound can be calculable with no dependence on the soft supersymmetry breaking parameters at least at the tree level as in the case of the NMSSM \[13$``$17\]. The dependence on the soft supersymmetry breaking parameters comes in through the loop correction mainly due to the large top Yukawa coupling and the second term of Eq. (1).

In this paper we estimate the upper bound $`m_{h^0}`$ of this lightest neutral Higgs scalar mass on the correct vacuum. The correct vacuum is determined as the radiatively induced minimum of the effective potential in the suitable parameter space. In this approach we use the one-loop effective potential and solve the relevant renormalization group equations (RGEs) numerically. We will pay our attention on the comparison of this upper bound with the one of the NMSSM within the phenomenologically allowable parameter region. In the NMSSM it has been known through many works that the triviality bound of a Yukawa coupling $`\lambda `$ of Higgs chiral superfields strictly control the upper bound of the lightest neutral Higgs mass . Our approach is somehow different from this usual one. We find the phenomenologically acceptable parameter subspace in the rather wide parameter space by taking account of the radiative symmetry breaking condition and some phenomenological conditions such as the chargino mass and the charged Higgs scalar mass etc.. The estimation of the upper mass bound of the lightest neutral Higgs scalar is carried out in this restricted parameter subspace. Although the result of this approach is necessarily dependent on the assumption for the soft supersymmetry breaking parameters, we consider that it is possible to obtain the useful results by studying the wide region of the parameter space.

2. Extra U(1) models

In this section we discuss more detailed features of the extra U(1) models and give the basis of the present study. Since the NMSSM is well known and discussed in many papers, it is cinvenient to explain the points by using the extra U(1) models. The superpotential of our considering extra U(1) models is defined by Eq. (1). Soft supersymmetry breaking parameters are introduced as

$`_{\mathrm{soft}}`$ $`=`$ $`{\displaystyle \underset{i}{}}m_{\varphi _i}^2|\varphi _i|^2+({\displaystyle \underset{a}{}}{\displaystyle \frac{1}{2}}M_a\overline{\lambda }_a\lambda _a+\mathrm{h}.\mathrm{c}.)`$ (4)
$`+`$ $`(A_\lambda \lambda SH_1H_2+A_kkS\overline{g}g+A_th_tQH_2\overline{T}+\mathrm{h}.\mathrm{c}.),`$
where the first two terms are mass terms of the scalar component $`\varphi _i`$ of each chiral supermultiplet and of gauginos $`\lambda _a`$. We use the same notation for the scalar component as the one of the chiral superfield to represent the trilinear scalar couplings in the last parentheses. Other freedoms remaining in the models are extra matter contents and a type of extra U(1). On these points we confine our study into the typical extra U(1) models derived from E6, which are listed in Table 1. At the TeV region they are assumed to have only one extra U(1) symmetry which is broken only by the VEV of $`S`$ and give a solution to the $`\mu `$ problem . As discussed in Ref.  for the case of NMSSM, the extra matter contents affect indirectly the low energy value of the Yukawa coupling $`\lambda `$ through the influence on the running of the top Yukawa coupling. This is rather important to estimate the Higgs mass bound. In the present model such kind of effects on the Yukawa couplings may also be expected but its effect is more complicated than the NMSSM as discussed later. If we introduce the extra field contents arbitrarily, the cancellation of the gauge anomaly may require to introduce the additional fields which again affect the running of Yukawa coupling $`\lambda `$ and so on. Thus for the estimation of the Higgs mass bound it is important to fix the matter contents in the anomaly free way in the present study.

As the matter contents we assume the MSSM contents and additional extra matter fields

$$\left[3(Q,\overline{U},\overline{D},L,\overline{E})+(H_1,H_2)\right]_{\mathrm{MSSM}}+3(g,\overline{g})+2(H_1,H_2)+3(S)+3(N),$$

which can be derived from three 27s of E6 shown in Table 1. This set satisfies the anomaly free conditions. We can also add extra fields to these in the form of vector representations constructed from the fields listed in Table 1. Here we consider the following two cases as the additional extra chiral superfields

$$(\mathrm{A})(H_a)+(H_a^{}),(\mathrm{B})(g+H_a+H_b)+(g^{}+H_a^{}+H_b^{}),$$

where $`a,b=1`$ or 2 and the fields in the second parentheses come from 27 of $`E_6`$. At least on the sector of SU(3)$`{}_{C}{}^{}\times `$SU(2)$`{}_{L}{}^{}\times `$U(1)Y these matter contents are the same as the one of \[MSSM + $`n(\mathrm{𝟓}+\mathrm{𝟓}^{})`$\] where $`\mathrm{𝟓}`$ and $`\mathrm{𝟓}^{}`$ are the representations of the usual SU(5). The case (A) corresponds to $`n=3`$ and (B) to $`n=4`$. The $`n=3`$ is the critical value for the one-loop $`\beta `$-function of SU(3). It makes this one-loop $`\beta `$-function be zero. The interesting point of these field contents is that the unification scale of SU(3)$`{}_{C}{}^{}\times `$SU(2)$`{}_{L}{}^{}\times `$U(1)Y is not shifted from the MSSM one. The $`n=4`$ case saturates the $`\beta `$-function for the pertubative running of gauge couplings up to the unification scale $`3\times 10^{16}`$ GeV. Although this addition seems to be artificial, this type of spectrum can be expected in the Wilson line breaking scenario of the E6 type superstring model. We use these contents to compare the feature between the NMSSM and our extra U(1) models222We should note that if every extra U(1) is broken near the unification scale, these models are equal to the NMSSM with the equivalent extra matters as discussed in Ref. ..

The existence of multi-generation extra fields brings an ambiguity in Eq. (1). The coupling $`\lambda `$ and $`k`$ can have generation indices for extra fields such as $`S`$, $`H_1`$, $`H_2`$, $`g`$ and $`\overline{g}`$. On this point we make the following assumption to make the argument simple.333 As far as we use Eq. (7) for the upper bound of the lightest neutral Higgs mass, this assumption seems to be reasonable. This assumption affects the RGEs of some parameters and also one-loop correction to the Higgs scalar mass. Other cases will be discussed later. Only one $`S`$ can have the couplings in Eq. (1) and one pair of $`(H_1,H_2)`$ corresponding to the one of the MSSM alone gets the VEVs. Extra colored singlets $`(g_i,\overline{g}_i)`$ have a diagonal coupling to this $`S`$ as $`k_iSg_i\overline{g}_i`$, where all the coupling constant $`k_i`$ show the same behavior in the RGEs because $`(g_i,\overline{g}_i)`$ are completely symmetric for the generation index $`i`$ in the models. The fermion components of $`g_i`$ and $`\overline{g}_i`$ can get mass through this coupling.444 If we change the charge assignment for some fields, some extra fields can be heavy at the intermediate scale as discussed in . Although this kind of possibility can be realized in the $`\xi _\pm `$ model, we donot consider it in this paper. On the other hand, the fermion components of the remaining $`S`$ which donot couple to the usual Higgsinos in $`H_1`$ and $`H_2`$ can get their masses through the one-loop correction. From a viewpoint of the model construction, the serious phenomenological problem will be how the fermion components in other remaining extra matter fields can get their masses. Although they can be generally massive through the gaugino mediated one-loop diagrams, their magnitude seems not to be enough to satisfy the phenomenological constraints. In the $`\xi _{}`$ model given in Table 1 we can introduce the intermediate scale through the D-flat direction of $`N`$ and $`N^{}`$ whose exsistence does not affect our discussion in the later part of this paper. If this is the case, they can have the weak scale masses through the nonrenormalizable interactions in the superpotential such as $`{\displaystyle \frac{1}{M_{\mathrm{pl}}}}NN^{}gg^{}`$. Although this is phenomenologically important, it can be improved by the suitable extension without changing the following results and thus we donot get involved in this point further here.

In our considering models the tree level scalar potential including the soft supersymmetry breaking terms can be written as

$`V_0`$ $`=`$ $`{\displaystyle \frac{1}{8}}\left(g_2^2+g_1^2\right)\left(|H_1|^2|H_2|^2\right)^2+\left(|\lambda SH_1|^2+|\lambda SH_2|^2\right)`$ (5)
$`+`$ $`m_1^2|H_1|^2+m_2^2|H_2|^2(A_\lambda \lambda SH_1H_2+\mathrm{h}.\mathrm{c}.)`$
$`+`$ $`{\displaystyle \frac{1}{8}}g_E^2\left(Q_1|H_1|^2+Q_2|H_2|^2+Q_S|S|^2\right)^2+\lambda ^2|H_1H_2|^2+m_S^2|S|^2,`$
where $`Q_1`$, $`Q_2`$ and $`Q_S`$ are the extra U(1) charges of $`H_1`$, $`H_2`$ and $`S`$, respectively. The first two lines are found to have the corresponding terms in the MSSM if we remind the fact that $`\mu `$ is realized as $`\mu =\lambda u`$. The third line contains new ingredients. Its first term is a D-term contribution of the extra U(1) and $`g_E`$ stands for its gauge coupling constant.

Potential minimum condition for Eq. (5) can be written as,

$`m_1^2={\displaystyle \frac{1}{4}}(g_2^2+g_1^2)(v_1^2v_2^2){\displaystyle \frac{1}{4}}g_E^2Q_1(Q_1v_1^2+Q_2v_2^2+Q_Su^2)\lambda ^2(u^2+v_2^2)+\lambda A_\lambda u{\displaystyle \frac{v_2}{v_1}},`$
$`m_2^2={\displaystyle \frac{1}{4}}(g_2^2+g_1^2)(v_1^2v_2^2){\displaystyle \frac{1}{4}}g_E^2Q_2(Q_1v_1^2+Q_2v_2^2+Q_Su^2)\lambda ^2(u^2+v_1^2)+\lambda A_\lambda u{\displaystyle \frac{v_1}{v_2}},`$
$`m_S^2={\displaystyle \frac{1}{4}}g_E^2Q_S(Q_1v_1^2+Q_2v_2^2+Q_Su^2)\lambda ^2(v_1^2+v_2^2)+\lambda A_\lambda {\displaystyle \frac{v_1v_2}{u}}.`$ (6)
This constrains the soft SUSY breaking masses of Higgs scalars around the weak scale. As the second derivative of $`V_0`$ in Eq. (5) we can derive the mass matrix of the CP-even neutral Higgs scalar sector which is composed of three neutral components $`H_1^0,H_2^0`$ and $`S`$. The goodness of this treatment has been discussed in the MSSM case  and we follow this argument. If we note the fact that the smallest eigenvalue of any matrix is always smaller than any diagonal elements, we can obtain the tree level upper bound of this lightest Higgs scalar in an independent way of the soft supersymmetry breaking parameters by transforming the basis into the suitable one. This upper bound can be written as

$$m_{h^0}^{(0)2}m_Z^2\left[\mathrm{cos}^22\beta +\frac{2\lambda ^2}{g_1^2+g_2^2}\mathrm{sin}^22\beta +\frac{g_E^2}{g_1^2+g_2^2}\left(Q_1\mathrm{cos}^2\beta +Q_2\mathrm{sin}^2\beta \right)^2\right],$$
(7)
where we used the potential minimization condition (6). The first two terms correspond to the ones of the NMSSM in which their behavior has been studied in many works . The running of a coupling constant $`\lambda `$ and its triviality bound have been shown to be crucially dependent on the extra matters . The extra U(1) effect appears through the last term which is its D-term contribution. Equation (7) can show the different $`\mathrm{tan}\beta `$ dependence from the one in the MSSM depending on the value of $`\lambda `$ and also the type of extra U(1). In the case of MSSM the upper bound of the lightest neutral Higgs mass always increases with $`\mathrm{tan}\beta `$ in the region of $`\mathrm{tan}\beta >1`$. If $`\lambda {}_{}{}^{<}0.6`$, the present model also shows the same behavior. On the other hand, for the same region of $`\mathrm{tan}\beta `$ its upper bound can decrease with increasing $`\mathrm{tan}\beta `$ when $`\lambda {}_{}{}^{>}0.6`$ which does not depend on the model so heavily. The NMSSM shows the similar feature, which can be seen in Ref. . Although this may be potentially altered by the radiative correction, it is one of the typical features coming from the $`\lambda SH_1H_2`$ in these models different from the MSSM.

We should note that the bound formula Eq. (7) is applicable only in the case of $`uv_1,v_2`$ 555 In the case of $`u<v_1,v_2`$ the diagonal element corresponding to $`S`$ can be smaller than the right-hand side of Eq. (7). In such a case we cannot use Eq. (7) as the bound of the lightest neutral Higgs mass. We will exclude it from our study.. In the extra U(1) model the value of $`u`$ can be constrained from below by the conditions on the mass of this extra U(1) gauge boson and its mixing with ordinary $`Z^0`$. As far as we donot consider the special situation such as $`\mathrm{tan}^2\beta Q_1/Q_2`$ under which the mixing with the ordinary $`Z^0`$ is negligible, the hierarchical condition $`u>v_1,v_2`$ should be imposed to satisfy the phenomenological constraints on the extra $`Z^{}`$ mass and its mixing with ordinary $`Z^0`$ . In the sufficiently large $`u`$ case $`\lambda `$ may be constrained into a limited range required by the successful radiative symmetry breaking at the weak scale so that $`\lambda u(\mu )`$ takes a suitable value. In the NMSSM this kind of constraint on $`\lambda `$ is expected to be weaker than the one of the extra U(1) model since $`u`$ has no phenomenological constraint at this stage. Anaway, we need the RGE study to check whether $`\lambda `$ can be constrained in a substantial way by this condition.

3. The comparison of extra U(1) models and the NMSSM

It is useful to discuss some qualitative features of the extra U(1) models and the NMSSM in more detail before comparing the mass bound of the lightest neutral Higgs in both models. Although the extra U(1) models and the NMSSM have the similar feature related to the $`\mu `$ term, they are expected to show rather different behavior in the running of Yukawa couplings $`k`$, $`\kappa `$ and $`\lambda `$. The top Yukawa coupling has the same one-loop RGE in both models as,

$$\frac{dh_t}{d\mathrm{ln}\mu }=\frac{h_t}{16\pi ^2}\left(6h_t^2+\lambda ^2\frac{16}{3}g_3^2\right).$$
(8)
In the present field contents $`g_3`$ takes larger value at $`M_X`$ than the one of the MSSM. Even if the initial value of $`h_t`$ takes the large value like $`O(1)`$, the $`\beta `$-function in Eq. (8) can be small due to the cancellation between a $`h_t`$ term and a $`g_3`$ term. As a result, $`h_t`$ tends to stay near its initial value at the intermediate scale independently whether it starts from a large value or a small value. This feature is shared by both models. On the other hand, the one-loop RGEs of $`\kappa `$, $`k`$ and $`\lambda `$ are largely different from each other. They are witten as, in the NMSSM,

$`{\displaystyle \frac{d\kappa }{d\mathrm{ln}\mu }}={\displaystyle \frac{\kappa }{16\pi ^2}}\left(6\kappa ^2+6\lambda ^2\right),`$
$`{\displaystyle \frac{d\lambda }{d\mathrm{ln}\mu }}={\displaystyle \frac{\lambda }{16\pi ^2}}\left(3h_t^2+2\kappa ^2+4\lambda ^2\right).`$ (9)
and in the extra U(1) model,

$`{\displaystyle \frac{dk}{d\mathrm{ln}\mu }}={\displaystyle \frac{k}{16\pi ^2}}\left((3N_g+2)k^2+2\lambda ^2{\displaystyle \frac{16}{3}}g_3^2\right),`$
$`{\displaystyle \frac{d\lambda }{d\mathrm{ln}\mu }}={\displaystyle \frac{\lambda }{16\pi ^2}}\left(3h_t^2+3N_gk^2+4\lambda ^2\right),`$ (10)
where $`N_g`$ is a number of the pair of the singlet colored fields $`g`$ and $`\overline{g}`$ which have a coupling to $`S`$. In these RGEs we neglect the effect of gauge couplings $`g_2`$, $`g_1`$ and $`g_E`$ 666 In these equations we cannot find the fixed ratio point other than $`k=0`$ or $`\lambda =0`$ as far as $`N_g0`$ even if we ignore $`g_3`$. This is very different situation from the NMSSM which has been discussed in Ref. .. At first we consider the running behavior of $`\kappa `$ and $`k`$. Since $`k`$ has an effect of $`g_3`$, it can be rather larger at the intermediate scale than $`\kappa `$ which has no such effect and rapidly decreases according to lowering energy. This is important to determine the value of $`u`$ realized in both models, which are mainly determined by $`m_S^2`$ at the low energy region. They are controled by the one-loop RGE as

$$\frac{dm_S^2}{d\mathrm{ln}\mu }=\frac{1}{8\pi ^2}\left(2\kappa ^2(3m_S^2+A_k^2)+2\lambda ^2(m_S^2+m_{H_1}^2+m_{H_2}^2+A_\lambda ^2)\right)$$
(11)
in the NMSSM and

$$\frac{dm_S^2}{d\mathrm{ln}\mu }=\frac{1}{8\pi ^2}\left(3N_gk^2(m_S^2+m_g^2+m_{\overline{g}}^2+A_k^2)+2\lambda ^2(m_S^2+m_{H_1}^2+m_{H_2}^2+A_\lambda ^2)\right),$$
(12)
in the extra U(1) models. The larger $`k`$ compared with $`\kappa `$ makes $`m_S^2`$ much more negative in the extra U(1) models. The larger value of $`u`$ is expected in the extra U(1) models if we remind Eq. (6).

As easily seen from the RGE of $`\lambda `$ in the extra U(1) model, the running of $`\lambda `$ is made fast by the existence of the second term of Eq. (1) which is needed for the successful radiative symmetry breaking of these models . The one-loop $`\beta `$-function of the coupling $`k`$ has a contribution of $`g_3`$ differently from the case of $`\kappa `$ in the NMSSM. If we start $`k`$ and $`\kappa `$ from the large values at the unification scale, this feature can keep $`k`$ rather large at the intermediate region and then the running of $`\lambda `$ can be made fast by its effect compared with the one of $`\kappa `$ in the NMSSM. This feature tends to make the value of $`\lambda `$ at the low energy scale smaller compared with the NMSSM case if the same initial value is adopted at least. However, the initial value of $`k`$ and $`\kappa `$ should be controled from the requirement of the radiative symmetry breaking from our view point since they play an important role in this phenomenon. We need the numerical analysis to study this aspect in more quantitative way. The extra matter effects on the RGEs are also rather different between the NMSSM and the extra U(1) models. As far as all the couplings are within the perturbative regime, the larger number of extra matter fields make the gauge couplings at the unification scale larger. As pointed out in , in the NMSSM this indirectly makes the low energy value of $`\lambda `$ larger through the smallness of $`h_t`$ at the intermediate scale whose $`\beta `$-function in Eq. (8) is kept small there. On the other hand, in the extra U(1) models the runnings of $`k`$ and $`\lambda `$ are simultaneously affected by the extra matters in both direct and indirect manner, as is easily seen in Eq. (10).

We know from these considerations that the resulting low energy values of $`\lambda `$ and $`u`$ are rather different in both models. We should note that these values affect the upper bound of the lightest neutral Higgs scalar mass. Although Eq. (7) shows $`\lambda `$ is crucial to determine the tree level bound, $`u`$ is essential to determine the magnitude of the one-loop effect, especially in the extra U(1) models. The radiative correction to Eq. (7) can be taken into account based on the one-loop effective potential. It is well-known that the one-loop contribution to the effective potential can be written as

$$V_1=\frac{1}{64\pi ^2}\mathrm{Str}^4\left(\mathrm{ln}\frac{^2}{\mathrm{\Lambda }^2}\frac{3}{2}\right),$$
(13)
where $`^2`$ is a matrix of the squared mass of the fields contributing to the one-loop correction and $`\mathrm{\Lambda }`$ is a renormalization point. In the usual estimation of the lightest neutral Higgs mass in the NMSSM the top and stop contributions to $`V_1`$ are mainly considered as the relevant fields because of their large Yukawa coupling. However, in the study of the extra U(1) models $`k`$ is rather large and then we should also take account of the effect on $`^2`$ from the extra singelt colored chiral superfields $`g`$ and $`\overline{g}`$ which have a coupling with $`S`$. A mass matrix of the stops is written as

$$\left(\begin{array}{cc}\stackrel{~}{m}_Q^2+h_t^2v_2^2& h_tv_2(A_t+\lambda u\mathrm{cot}\beta )\\ h_tv_2(A_t+\lambda u\mathrm{cot}\beta )& \stackrel{~}{m}_{\overline{T}}^2+h_t^2v_2^2\end{array}\right),$$
(14)
and the one of the s-$`g`$quarks is expressed as

$$\left(\begin{array}{cc}\stackrel{~}{m}_g^2+k^2u^2& A_kku+\lambda kv_1v_2\\ A_kku+\lambda kv_1v_2& \stackrel{~}{m}_{\overline{g}}^2+k^2u^2\end{array}\right),$$
(15)
where $`\stackrel{~}{m}_{Q,\overline{T}}^2,\stackrel{~}{m}_{g,\overline{g}}^2`$ and $`A_t,A_k`$ are soft supersymmetry breaking parameters. Here a D-term contribution is neglected as it has been done in many previous investigations of the MSSM . Mass eigenvalues of these mass matrices are respectively expressed as,

$`\stackrel{~}{m}_{t_i}^2={\displaystyle \frac{1}{2}}(\stackrel{~}{m}_Q^2+\stackrel{~}{m}_{\overline{T}}^2)+h_t^2v_2^2\pm \sqrt{{\displaystyle \frac{1}{4}}(\stackrel{~}{m}_Q^2\stackrel{~}{m}_{\overline{T}}^2)+h_t^2v_2^2(A_t+\lambda u\mathrm{cot}\beta )^2},`$
$`\stackrel{~}{m}_{g_i}^2={\displaystyle \frac{1}{2}}(\stackrel{~}{m}_g^2+\stackrel{~}{m}_{\overline{g}}^2)+k^2u^2\pm \sqrt{{\displaystyle \frac{1}{4}}(\stackrel{~}{m}_g^2\stackrel{~}{m}_{\overline{g}}^2)+(A_kku+\lambda kv_1v_2)^2}.`$ (16)
If we estimate the upper bound of the lightest Higgs mass in the same procedure as the one used to obtain Eq. (7) by minimizing the one-loop effective potential $`V_{\mathrm{eff}}=V_0+V_1`$, the following one-loop correction should be added to the right-hand side of Eq. (7):

$$\mathrm{\Delta }m_{h^0}^2=\frac{1}{2}\left(\frac{^2V_1}{v_1^2}\frac{1}{v_1}\frac{V_1}{v_1}\right)\mathrm{cos}^2\beta +\frac{1}{2}\frac{^2V_1}{v_1v_2}\mathrm{sin}2\beta +\frac{1}{2}\left(\frac{^2V_1}{v_2^2}\frac{1}{v_2}\frac{V_1}{v_2}\right)\mathrm{sin}^2\beta .$$
(17)
From these we find that $`u`$ can crucially affect to the mass bound through the one-loop effect of $`g`$quark sector in the extra U(1) models. This addtional effect cannot be escapable as far as the occurence of the radiative symmetry breaking is required.

It may also be important to take account of the difference in both models coming from some phenomenological constraints, in particular, the ones related to $`\lambda `$ and $`u`$. Although this kind of constraints depend on the values of soft supersymmetry breaking parameters, it may be useful to improve the upper bound estimation based on the triviality bound of $`\lambda `$. We should remind the fact that the chargino mass, the charged Higgs mass and squark masses are dependent on $`\lambda `$ and $`u`$ . The chargino and the charged Higgs scalar have the same constituents as the MSSM. However, they have a different mass formulas from the MSSM . In both models the chargino mass is expressed as

$`m_{\chi ^\pm }={\displaystyle \frac{1}{2}}\left(\lambda ^2u^2+2m_W^2+M_2^2\right)`$
$`\pm \sqrt{{\displaystyle \frac{1}{4}}\left(2m_W^2\mathrm{cos}2\beta +\lambda ^2u^2M_2^2\right)^2+2m_W^2\left(\lambda u\mathrm{sin}\beta +M_2\mathrm{cos}\beta \right)^2},`$ (18)
where $`m_W`$ and $`M_2`$ represent the W boson and the gaugino $`\lambda _2^\pm `$ masses. The charged Higgs scalar mass has the different mass formula between both models. In the extra U(1) models it is expressed as

$$m_{H^\pm }^2=m_W^2\left(1\frac{2\lambda ^2}{g_2^2}\right)+\frac{2A_\lambda \lambda u}{\mathrm{sin}2\beta },$$
(19)
while in the NMSSM it is written as

$$m_{H^\pm }^2=m_W^2\left(1\frac{2\lambda ^2}{g_2^2}\right)+\frac{2(A_\lambda \lambda u\kappa \lambda u^2)}{\mathrm{sin}2\beta }.$$
(20)
Recently the lower bounds of these masses become larger and we may use these to put some constraints on $`\lambda `$ and $`u`$. Another important point to use Eq. (7) is that it must be smaller than other two diagonal mass matrix elements of the $`3\times 3`$ neutral Higgs scalar mass matrix. Especially the diagonal mass for the singlet Higgs scalar $`S`$ can give a substantial constraint on $`u`$. Its tree level formula is

$$m_{H_3^0}^2=\frac{1}{2}g_E^2Q_S^2u^2+\frac{A_\lambda \lambda v_1v_2}{u}$$
(21)
in the extra U(1) models, while it is expressed as

$$m_{H_3^0}^2=4\kappa ^2u^2+\frac{A_\lambda \lambda v_1v_2}{u}A_\kappa \kappa u$$
(22)
in the NMSSM. This constraint may be substantial in the NMSSM where there is no other clear constraint on the small $`u`$.

4. Numerical analysis and its results

In this section we numerically estimate the bound of $`m_{h^0}^2(m_{h^0}^{(0)2}+\mathrm{\Delta }m_{h^0}^2)`$ by solving the RGEs and taking account of the phenomenological constraints presented above. In order to improve the one-loop effective potential  We use two-loop RGEs for dimensionless coupling constants and one-loop ones for dimensional SUSY breaking parameters, for simplicity. In this estimation we adopt the following procedure. As the initial conditions for the SUSY breaking parameters we take

$$\stackrel{~}{m}_{\varphi _i}^2=(\gamma _i\stackrel{~}{m})^2,M_a=M,A_t=A_k=A_\kappa =A_\lambda =A,$$
(23)
where $`\stackrel{~}{m}^2`$ is the universal soft scalar mass and we introduce the nonuniversality represented by $`\gamma _i`$ only among soft scalar masses of $`H_1,H_2`$ and $`S`$. We comment on this point later. These initial conditions are assumed to be applied at the scale where the coupling unification of SU(2)L and U(1)Y occurs. We donot require the regolous coupling unification of SU(3)C but only impose the realization of the low energy experimental value following Ref. . For the extra U(1) coupling $`g_E`$ we use the same initial value as the one of U(1)Y at the unification scale $`M_X`$. The initial values of these parameters are surveyed through the following region,

$`0h_t1.2(0.1),0k,|\kappa |2.0(0.2),0\lambda 3.0(0.2),`$
$`0M/M_S0.8(0.2),0\stackrel{~}{m}/M_S,|A|/M_S3.0(0.3),`$ (24)
where in the parentheses we give the interval which we use in the survey of these parameter regions. Since the sign of $`\kappa `$ and $`A`$ affect the scalar potential, we need to investigate both sign of them. We also assume that the RGEs of the model are changed from the ones of the supersymmetric extra U(1) models to the nonsupersymmetric ones at a supersymmetry breaking scale $`M_S`$ for which we take $`M_S=1`$ TeV as a typical numerical value 777In principle we should solve the RGEs of soft supersymmetry breaking parameters under the initial values given in Eq. (15) in order to estimate this scale $`M_S`$. However, we donot take such a way here, for simplicity. It is beyond the present scope to study the dependence of our results on the supersymmetry breaking scale $`M_S`$..

As a criterion for the choice of the correct vacuum, we impose that the radiative symmetry breaking occurs correctly. We check whether the potential minimum satisfying the conditions such as Eq. (6) improved by the one-loop effective potential can satisfy the phenomenologically required conditions such as $`v=174`$ GeV and $`m_t=174`$ GeV starting from the above mentioned initial conditions. It is not so easy to find this solution under the completely universal soft breaking parameters so that in our RGEs analysis we allow the nonuniversality in the region $`0.8\gamma _i1.2`$ among soft supersymmetry breaking masses of Higgs scalars. The nonuniversality of soft scalar masses are generally expected in the superstring models . This treatment seems to be good enough for our purpose such as to estimate the upper mass bound of Higgs scalar. We also additionally impose the following phenomenological conditions.
(i) $`m_{h^0}^2`$ should be smaller than other diagonal components of the Higgs mass matrix (see also footnote 3 and the discussion related to Eqs. (13) and (14)).
(ii) the experimental mass bounds on the charged Higgs bosons, charginos, stops, gluinos and $`Z^{}`$ should be satisfied. Here we require the following values:

$`m_{H^\pm }67\mathrm{GeV},m_{\chi ^\pm }72\mathrm{GeV},\stackrel{~}{m}_{t_{1,2}}>67\mathrm{GeV},`$
$`M_3173\mathrm{GeV},m_Z^{}500\mathrm{GeV}.`$ (25)
(iii) the vacuum should be a color conserving one .
We adopt only the parameters set satisfying these criterions as the candidates of the correct vacua and calculate the Higgs mass bound $`m_{h^0}^2`$ for them.

At first in order to see the difference in the allowed vacuum between the NMSSM and the extra U(1) models we plot the radiative symmetry breaking solutions for the present parameter settings in the $`(\mathrm{tan}\beta ,u)`$ plane in Fig. 1. Solutions are classified by the initial value of $`h_t`$ at $`M_X`$ into three classes which show rather different qualitative features. As an example of the extra U(1) models we take the $`\xi _{}`$ model here but the $`\eta `$ model has been checked to show the similar feature to the $`\xi _{}`$ model. We take the case (A) as the extra matter contents. Throught the present calculation an effect of the translation of the running mass to the pole mass  is taken into account to determine $`\mathrm{tan}\beta `$. We take $`\mathrm{tan}\beta 15`$ and neglect the large $`\mathrm{tan}\beta `$ solutions since the bottom Yukawa coupling is assumed to be small in the RGEs so that in the present analysis the large $`\mathrm{tan}\beta `$ solutions cannot be recognized as the appropriate ones. Figure 1 shows that the $`\xi _{}`$ model can have solutions in the larger $`u`$ region of the $`(\mathrm{tan}\beta ,u)`$ plane compared with the NMSSM. As mentioned in the previous section, this is a result that $`k`$ can be larger than $`\kappa `$ at the $`m_t`$ scale due to the SU(3) effect. This is shown in Fig.2, where the values of $`k(m_t)`$, $`\kappa (m_t)`$ and $`\lambda (m_t)`$ corresponding to each solution are plotted for $`\mathrm{tan}\beta `$. The soft scalar mass $`m_S^2`$ of the singlet Higgs scalar $`S`$ becomes much more negative in the extra U(1) models than in the NMSSM. In the sufficiently large $`u`$ region the potential minimum condition for $`u`$ reduces to

$$u^2=\frac{4m_S^2}{g_E^2Q_S^2}\mathrm{for}\mathrm{extra}\mathrm{U}(1),u^2=\frac{m_S^2}{2\kappa ^2}\mathrm{for}\mathrm{NMSSM}.$$
(26)
In the NMSSM $`u`$ depends not only on $`m_S^2`$ but also on $`\kappa `$ and as a result $`u`$ can take a rather large value. In the $`\xi _{}`$ model the smaller $`u`$ region such as $`u_{}^<`$ 1 TeV is cut due to the experimental extra Z mass bound. Also in the NMSSM very small $`u`$ seems to be forbidden. This seems to be a result of the phenomenological conditions (i) and (ii).

The big qualitative difference of the vacuum in both models is that there can be large $`u`$ solutions for $`\mathrm{tan}\beta {}_{}{}^{>}5`$ corresponding to $`h_t(M_X)=0.3`$ in the extra U(1) model. One reason of this is that the smaller $`\lambda (m_t)`$ is realized in the extra U(1) models than in the NMSSM. This is clearly shown in Fig. 2(b). The discussion on this aspect has already given based on the RGE in the previous section. On this point we should also note that in the $`\mathrm{tan}\beta {}_{}{}^{>}5`$ region the small $`\lambda (m_t)`$ is allowed. Thus $`\mu =\lambda u`$ can be in the suitable range even if $`u`$ is large. However, the boundary value of $`u`$ seems not to have so strong dependence on $`\lambda (m_t)`$ in both models and the value of $`\lambda u`$ does not seem to be strictly restricted by the radiative symmetry breaking at least within the parameter region searched in this paper.

In Figs. 3$``$5 we give the results of our numerical estimations of $`m_h^0`$ for each model. In these figures we plot the boundary values of $`m_h^0`$ for the parameters obtained as the solutions of our radiative symmetry breaking study. In each figure (a) the upper and lower boundaries of $`m_h^0`$ are drawn by using the all solutions obtained under the intial values shown in (24). In oder to show the $`h_t(M_X)`$ dependence of $`m_h^0`$ we classify the solutions into three classes and draw them separately. In figures (b) we plot the upper and lower boundaries of $`m_h^0`$ for the remaining solutions after imposing the additional condition $`\stackrel{~}{m}=1`$ TeV. We also add the scatter plots of the all solutions corresponding to 2.4 TeV $`<u<`$ 2.6 TeV in the same figures. They are represented by three kinds of triangles corresponding to each $`h_t(M_X)`$. As a common feature in all models, we find that the larger $`h_t(M_X)`$ realizes the smaller $`\mathrm{tan}\beta `$ and then brings the larger contribution of the second term of Eq. (7). Thus the largest $`\lambda (m_t)`$ in the small $`\mathrm{tan}\beta `$ in Fig. 2(b) gives the largest $`m_h^0`$. Although $`\lambda (m_t)`$ in the extra U(1) models can be smaller than the one of the NMSSM as shown in Fig. 2(b), the boundary values of $`m_h^0`$ is larger in the extra U(1) models than in the NMSSM by a few to ten GeV. This is mainly due to the extra contribution to Eq. (17) coming from the singlet colored fields $`(g_i,\overline{g}_i)`$. Since the existence of this contribution is the basic feature of the present extra U(1) models, the boundary value of $`m_h^0`$ is generally expected to be larger than the one of the NMSSM inspite of the running feature of the Yukawa coupling $`\lambda `$. This one-loop effect is large enough to cancel the difference of $`\lambda (m_t)`$ in the second term of Eq. (7). In our studying parameters space the largest value of $`m_h^0`$ is

$$m_h^0{}_{}{}^{<}156\mathrm{GeV}(\mathrm{NMSSM}),m_h^0{}_{}{}^{<}164\mathrm{GeV}(\mathrm{NMSSM}),m_h^0{}_{}{}^{<}158\mathrm{GeV}(\mathrm{NMSSM}).$$
(27)
By comparing (a) and (b) in Figs. 3$``$5 we can get the tendency how the solutions are restricted when we reduce the parameter space. The change of $`\stackrel{~}{m}`$ and $`u`$ mainly affect the one loop contribution through the mass matrices (14) and (15).

In Fig. 6 we plot the boundary value of $`m_h^0`$ for $`u`$ in the $`\xi _{}`$ model. This shows the tendency that the larger $`u`$ gives the larger value of $`m_h^0`$. This is expected from the one-loop contribution of the extra singlet colored fields $`(g_i,\overline{g}_i)`$. From this figure we can read off the relation between $`m_Z^{}`$ and $`m_h^0`$ by using $`m_Z^{}^2g_E^2Q_S^2u^2/2`$. The lower bound of $`m_Z^{}`$ in Fig. 6 is about 600 GeV where we used $`g_E(m_t)=0.36`$. The conditions (i) and (ii) also determine the lower bound of $`u`$ in the extra U(1) models.

Finally we give a few comments on some points related to the extra matters. We also studied the case (B) of the extra matter contents for the same parameter settings as the above study. In that case, as a common feature we can find, it becomes rather difficult to satisfy both of the radiative symmetry breaking conditions and the phenomenological conditions (i) to (iii) compared with the case (A). The number of solutions in the case (B) is drastically less than in the case (B). Since the value of $`g_3(M_X)`$ increases, $`h_t(m_t)`$ and $`k(m_t)`$ becomes larger. In fact, the initial value of $`h_t`$ in the wide region such as $`0.2h_t(m_t)0.9`$ results in only the small $`\mathrm{tan}\beta `$ (larger $`h_t(m_t)`$) solution such as $`\mathrm{tan}\beta {}_{}{}^{<}1.8`$. This also makes $`\lambda (m_t)`$ smaller. The larger $`\mathrm{tan}\beta `$ solutions disappear and the value of $`|u|`$ is shifted upward. However, the upper boundary value of $`m_h^0`$ behaves in the different way between the NMSSM and the extra U(1) models. Although in both models $`m_{h^0}`$ becomes smaller in the region of $`\mathrm{tan}\beta >_{}2`$, the behavior is different at $`\mathrm{tan}\beta <_{}2`$. In the NMSSM it is a little bit larger than the one of case (A). On the other hand, it becomes smaller than the one of case (A) by a several GeV in the extra U(1) models. Here we should remind the fact that even if $`\lambda (m_t)`$ is smaller $`m_{h^0}`$ can be larger in the case that corresponding $`tan\beta `$ is smaller. The difference in the RGE of $`\lambda `$ in both model is also important in this behavior. To have more confident quantitative results in this case we need to search the parameter space in the finer way. We also changed the number of $`(g_i,\overline{g}_i)`$ which couples to $`S`$ in the superpotential (1) in the case (A). If we decrease this number from three to one, the boundary values of the allowed $`m_h^0`$ become larger. This reason is considered as follows. Although this decrease reduces the number of fields contributing to the one-loop effective potential, this also decreases the $`N_g`$ value in Eq. (10). As a result the larger $`k`$ and $`\lambda `$ are realized at the low energy region. The larger $`k`$ also brings the larger $`u`$. The contribution to the one-loop effect per a field can be larger. Thus the decrease of the number of $`(g_i,\overline{g}_i)`$ which couples to $`S`$ causes the increase of $`m_h^0`$ at not only the tree level but also the one-loop level.

5. Summary

There are two well-known low energy candidates to solve the $`\mu `$ problem in the MSSM. These are the NMSSM and the extra U(1) models. We have estimated the upper bound of the lightest neutral Higgs mass in both models. Apart from a Higgs coupling $`\lambda SH_1H_2`$, there is a typical coupling $`\kappa S^3`$ in the NMSSM and $`kSg\overline{g}`$ in the extra U(1) models. In the NMSSM $`\kappa `$ plays a crucial role in the evolution of $`\lambda `$ which dominantly determines the tree level mass bound of the lightest neutral Higgs scalar and in the radiative symmetry breaking. In the extra U(1) models the introduction of the extra colored fields $`g,\overline{g}`$ and its coupling with the singlet Higgs $`S`$ are crucial to cause the radiative symmetry breaking at the weak scale successfully. This coupling can also affect the running of the coupling constant $`\lambda `$. We focussed our attention on these points and estimated the the upper bound of the lightest neutral Higgs mass in both models. In this estimation we additionally imposed some phenomenological constraints related to $`\lambda `$ and the VEV of $`S`$ coming from, for example, the mass bounds of the charginos, the charged Higgs scalars and the $`Z^{}`$ boson. We solved the minimum conditions of the one-loop effective potential improved by the RGEs for the couplings and soft supersymmetry breaking parameters whose initial conditions are taken in the suitable region. We estimated the upper bound of the lightest neutral Higgs scalar for the parameters which bring the phenomenologically correct potential minimum. Its tree level contribution due to $`\lambda `$ can be smaller in the extra U(1) models than in the NMSSM. However, there is the extra one-loop contribution originated from the Yukawa coupling $`kSg\overline{g}`$ and this makes its upper bound larger in the extra U(1) than in the NMSSM by a few to ten GeV. It is interesting enough that the upper bound of the lightest neutral Higgs scalar in the extra U(1) models is not so different from the one of the NMSSM. The extra U(1) models may be an equal candidate to the NMSSM for the experimental Higgs search.

This work has been partly supported by the a Grant-in-Aid for Scientific Research from the Ministry of Education, Science and Culture(#11640267 and #11127206).


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# Quarter-filled spin density wave states with long-range Coulomb interaction**footnote *submitted to J. Phys. Chem. Solids

## 1 Introduction

Bechgaard salts ( (TMTSF)2X and (TMTTF)2X ), which are known as low dimensional organic conductors, exhibit spin density wave (SDW) states at low temperatures. $`^{\text{?}\text{}\text{?}\text{)}}`$ The SDW states exhibit several unconventional properties associated with charge density wave (CDW). The recent X-ray experiment on (TMTSF)2PF6 salt $`^{\text{?}\text{}\text{?}\text{)}}`$ has shown that 2$`k_\mathrm{F}`$-SDW coexists with 2$`k_\mathrm{F}`$-CDW at temperatures just below the onset temperature of SDW where $`k_\mathrm{F}`$ denotes a Fermi momentum. The coexistence of SDW and CDW has been studied theoretically in terms of the mean-field theory at the absolute zero temperature. By taking into account repulsive interactions of both on-site and nearest-neighbor sites and dimerization, it has been demonstrated that 2$`k_\mathrm{F}`$-SDW coexists with 4$`k_\mathrm{F}`$-CDW.$`^{\text{?}\text{)}}`$ Further the coexistence of 2$`k_\mathrm{F}`$-SDW and 2$`k_\mathrm{F}`$-CDW has been found by adding the next-nearest-neighbor repulsive interaction. $`^{\text{?}\text{)}}`$

In the present paper, by extending the previous calculations, $`^{\text{?, ?, }\text{?}\text{)}}`$ we study if such a long range Coulomb interaction results in the coexistence even at the onset temperature of the SDW state, as found in the experiment. $`^{\text{?, ?)}}`$

## 2 Formulation

We examine a one-dimensional extended Hubbard model with interactions of on-site ($`U`$), nearest-neighbor ($`V`$), next-nearest-neighbor ($`V_2`$) sites and dimerization energy ($`t_\mathrm{d}`$). The Hamiltonian is expressed as $`^{\text{?)}}`$

$`H`$ $`=`$ $`{\displaystyle \underset{\sigma =,}{}}{\displaystyle \underset{j=1}{\overset{N}{}}}(t(1)^jt_\mathrm{d})(C_{j\sigma }^{}C_{j+1,\sigma }+h.c.)`$ (1)
$`+U{\displaystyle \underset{j=1}{\overset{N}{}}}n_jn_j+{\displaystyle \underset{j=1}{\overset{N}{}}}V_{1j}n_jn_{j+1}+V_2{\displaystyle \underset{j=1}{\overset{N}{}}}n_jn_{j+2}.`$
The quantity $`C_{j\sigma }^{}`$ denotes the creation operator of the electron at the $`j`$-th site and $`V_{1j}=V(1)^j\delta V`$ where $`\delta V`$ also comes from dimerization and $`n_j=n_j+n_j`$ with $`n_{j\sigma }=C_{j\sigma }^{}C_{j\sigma }`$. Quantities $`t`$, $`k_\mathrm{B}`$ and lattice constant are taken as unity. Due to the quarter-filled band with the Fermi wave vector $`k_\mathrm{F}=\pi /4`$, order parameters with $`m=1,2,3`$ are calculated self-consistently by

$`S_{mQ_0}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{\sigma =,}{}}{\displaystyle \underset{\pi <k\pi }{}}\mathrm{sgn}(\sigma )C_{k\sigma }^{}C_{k+mQ_0,\sigma }_{\mathrm{MF}},`$
$`D_{mQ_0}`$ $`=`$ $`{\displaystyle \frac{1}{N}}{\displaystyle \underset{\sigma =,}{}}{\displaystyle \underset{\pi <k\pi }{}}C_{k\sigma }^{}C_{k+mQ_0,\sigma }_{\mathrm{MF}},`$ (3)
where $`Q_0=2k_\mathrm{F}`$, $`S_0=0`$, $`D_0=1/2`$, $`S_{Q_0}=S_{3Q_0}^{}`$, $`D_{Q_0}=D_{3Q_0}^{}`$, $`S_{2Q_0}=S_{2Q_0}^{}S_2`$ and $`D_{2Q_0}=D_{2Q_0}^{}D_2`$. In Eqs. (2) and (3), $`S_1(|S_{Q_0}|)`$, $`S_2`$, $`D_1(|D_{Q_0}|)`$ and $`D_2`$ correspond to the amplitudes for 2$`k_\mathrm{F}`$-SDW, 4$`k_\mathrm{F}`$-SDW, 2$`k_\mathrm{F}`$-CDW and 4$`k_\mathrm{F}`$-CDW respectively. From eqs. (2) and (3), the free energy per site with the quantity $`U/16+V/4+V_2/4`$ subtracted is given by

$`F_{\mathrm{MF}}`$ $`=`$ $`{\displaystyle \frac{T}{N}}{\displaystyle \underset{\sigma }{}}{\displaystyle \underset{0<kQ_0}{}}{\displaystyle \underset{n=1}{\overset{4}{}}}\mathrm{ln}\left(1+\mathrm{exp}[(E_{n\sigma }(k)\mu )/T]\right)`$ (4)
$`+U\left[{\displaystyle \frac{1}{8}}{\displaystyle \frac{1}{2}}\left(|D_{Q_0}|^2|S_{Q_0}|^2\right){\displaystyle \frac{1}{4}}\left(D_{2Q_0}^2S_{2Q_0}^2\right)\right]`$
$`+V\left({\displaystyle \frac{1}{2}}+D_{2Q_0}^2\right)+\mathrm{i}\delta V\left(D_{Q_0}^2D_{Q_0}^2\right)`$
$`+V_2\left({\displaystyle \frac{1}{2}}+2|D_{Q_0}|^2D_{2Q_0}^2\right)+{\displaystyle \frac{\mu }{2}},`$
where $`T`$ is temperature and $`\mu `$ is a chemical potential determined by $`D_0=1/2`$. In eq. (4), $`E_{n\sigma }`$ is the eigen value for the mean-filed Hamiltonian, $`^{\text{?)}}`$

$`H_{\mathrm{MF}}`$ $`=`$ $`{\displaystyle \underset{\sigma =,}{}}{\displaystyle \underset{\pi <k\pi }{}}[(\epsilon _k+{\displaystyle \frac{U}{4}}+V+V_2)C_{k\sigma }^{}C_{k\sigma }`$ (5)
$`+(\mathrm{\Delta }_{Q_0\sigma }C_{k+Q_0,\sigma }^{}C_{k\sigma }+h.c.)+\mathrm{\Delta }_{2Q_0\sigma }C_{k\sigma }^{}C_{k+2Q_0,\sigma }],`$
where $`\epsilon _k=2t\mathrm{cos}k`$, $`\mathrm{\Delta }_{Q_0\sigma }=\left(U/22V_2\right)D_{Q_0}+2\mathrm{i}\delta VD_{Q_0}^{}\mathrm{sgn}(\sigma )US_{Q_0}/2`$ and $`\mathrm{\Delta }_{2Q_0\sigma }=\left(U/22V+2V_2\right)D_{2Q_0}\mathrm{sgn}(\sigma )US_{2Q_0}/22\mathrm{i}t_\mathrm{d}\mathrm{sin}k`$. Here we note an excess free energy, $`\delta F`$, which is obtained by expanding $`F_{\mathrm{MF}}`$ in terms of order parameters. Since there are two kinds of coupling for $`D_2S_1^2`$ and $`S_1S_2D_1`$ as found in the next section, the relevant expressions for $`\delta F`$ are written as

$`\delta F`$ $`=`$ $`B_{S_1}S_1^2+B_{D_2}D_2^2+G_1D_2S_1^2+\mathrm{},`$ (6)
$`\delta F`$ $`=`$ $`B_{S_1}S_1^2+B_{S_2}S_2^2+B_{D_1}D_1^2+G_2S_1S_2D_1+\mathrm{},`$
where $`G_1`$ and $`G_2`$ are coupling constants. For small $`B_X`$, one obtains $`B_X(TT_X^0)`$ with $`T_X^0`$ ($`X=S_1,D_2`$ and $`D_1`$) being the onset temperature for $`S_1`$-state, $`D_2`$-state and $`D_1`$-state.

## 3 Phase diagram at finite temperatures

We examine SDW states at finite temperatures, by calculating eqs. (2), (3) and (4). The numerical calculation is performed by using $`t_b=tt_\mathrm{d}`$ and $`V_a=V+\delta V`$ with the fixed $`t_\mathrm{d}/t`$= 1/21, $`U/t=3.81`$ and $`\delta V/V`$ = 1/9. $`^{\text{?)}}`$

In Fig. 1, $`T`$-dependence of order parameters for $`V_2=0`$ and $`V_a/t_b`$ =0, 1.6 and 3 is shown where solid curve and dashed curve correspond to $`S_1`$ and $`D_2`$, respectively and $`S_2=D_1=0`$. The dotted curve with $`V_a`$ =0 denotes a conventional 2$`k_\mathrm{F}`$-SDW state. There are two kinds of phase transitions for $`V_a/t_b`$ = 1.6 (3) where pure $`S_1`$ state ($`D_2`$ state) is obtained at high temperatures with $`0.314<T/t_b<0.341`$ ($`0.688<T/t_b<0.924`$) while a coexistent state of $`S_1`$ and $`D_2`$ is obtained at low temperature with $`T/t_b<0.314`$ ($`T/t_b<0.688`$). The inset denotes a first order transition into a coexistent state of $`S_1`$ and $`D_2`$, which occurs at $`T/t_b`$=0.488 for $`V_a/t_b`$ = 2.5. The first order transition temperature is estimated by comparing $`F_{\mathrm{MF}}`$ of eq.(4).

Based on these results, phase diagram on the plane of $`V_a/t_b`$ and $`T/t_b`$ for $`V_2=0`$ is shown in Fig. 2, where $`S_10`$ ($`D_20`$) at temperatures below the solid curve (dashed curve). With decreasing temperature, the second order transition into $`S_1`$ state occurs for $`V_a/t_b<0.75`$ while the second order transition into $`S_1`$ state is followed by the second (first) order transition into the coexistent state of $`S_1`$ and $`D_2`$ for $`0.75<V_a/t_b<1.67`$ ($`1.67<V_a/t_b<1.89`$). It is noticeable that the first order transition from the normal ($`N`$) state into the coexistent state of $`S_1`$ and $`D_2`$ takes place on the dash-dotted curve with $`1.89<V_a/t_b<2.78`$. Further the second order transition into $`D_2`$ state is followed by the first (second) order transition into the coexistent state of $`S_1`$ and $`D_2`$ for $`2.78<V_a/t_b<3.07`$ ($`3.07<V_a/t_b`$ ). Equation (6) indicates a fact that the first order transition originates in the third term with a coefficient $`G_1`$ and that the second order transition from $`S_1`$ state to the coexistent state of $`S_1`$ and $`D_2`$ is due to $`G_1=0`$ in the pure $`S_1`$ state. Thus the first order transition for $`V_2=0`$ is attributable to the third term of eq. (6).

Next we examine another case of $`V_2/V_a=1`$. In Fig. 3, $`T`$-dependence of order parameters is shown with some choices of $`V_a/t_b`$ where the solid curve, dashed curve and dash-dotted curve correspond to $`S_1`$, $`D_1`$ and $`S_2`$, respectively. For $`V_a/t_b`$ = 1.4 (2.5), pure $`S_1`$ state ($`D_1`$ state) is obtained at high temperatures with $`0.223<T/t_b<0.341`$ ($`0.746<T/t_b<1.00`$) while a coexistent state of $`S_1`$, $`D_1`$ and $`S_2`$ is obtained at low temperature with $`T/t_b<0.223`$ ($`T/t_b<0.746`$). The inset denotes a first order transition, which occurs at $`T/t_b`$=0.4 for $`V_a/t_b`$ = 1.8.

For $`V_2/V_a=1.0`$, the phase diagram on the plane of $`V_a/t_b`$ and $`T/t_b`$ is shown in Fig. 4, where $`S_10`$ ($`D_10`$) below the solid curve (dashed curve). For $`V_a/t_b<1.26`$, the second order transition into $`S_1`$ state occurs while the second order transition into $`S_1`$ state is followed by the second (first) order transition into the coexistent state of $`S_1`$, $`D_1`$ and $`S_2`$ for $`1.26<V_a/t_b<1.43`$ ($`1.43<V_a/t_b<1.66`$). A salient feature is the first order transition on the dash-dotted curve, where the normal ($`N`$) state moves into the coexistent state of $`S_1`$, $`D_1`$ and $`S_2`$ in the interval region of $`1.66<V_a/t_b<2.08`$. The second order transition into $`D_1`$ state is followed by the first (second) order transition into the coexistent state of $`S_1`$, $`D_1`$ and $`S_2`$ for $`2.08<V_a/t_b<2.32`$ ($`2.32<V_a/t_b`$ ). The first order transition originates in the third term with a coefficient $`G_2`$ of eq. (2). It should be noticed that the existence of $`S_2`$ is crucial to obtain a direct transition from $`N`$ state to the coexistent of $`S_1`$ and $`D_1`$. Actually, for $`V_a/t_b=2.5`$ and $`V_2/V_a=0.7`$, the mean-field calculation with $`S_2=0`$ leads to a second order transition from $`N`$ state to pure $`S_1`$ state, $`^{\text{?}\text{)}}`$ while the corresponding calculation in the presence of $`S_2`$ exhibits a first order transition into a coexistent state.

Base on these results, a phase diagram on a plane of $`V_2/V_a`$ and $`V_a/t_b`$ is shown in Fig. 5. With decreasing temperatures, we obtain the following phase transitions. In the region I, a transition from $`N`$ state into pure $`S_1`$ state appears while the region IIa (IIc) shows the successive transition given by $`N`$ $``$ $`D_2`$ $``$ $`S_1`$ and $`D_2`$ ( $`N`$ $``$ $`S_1`$ $``$ $`S_1`$ and $`D_2`$ ). The first order transition from $`N`$ state into a coexistent state of $`S_1`$ and $`D_2`$ is obtained in the region IIb. In the region IIIa (IIIc), there is the successive transition given by $`N`$ $``$ $`D_1`$ $``$ $`S_1`$, $`D_1`$ and $`S_2`$ ( $`N`$ $``$ $`S_1`$ $``$ $`S_1`$, $`D_1`$ and $`S_2`$). The first order transition from $`N`$ state into a coexistent state of $`S_1`$, $`D_1`$ and $`S_2`$ is obtained in the region IIIb while the region IIId corresponds to the transition given by $`NS_1S_1,D_2S_1,D_1`$ and $`S_2`$. The region IIId is understood by an example shown in the inset of Fig. 4 on the plane of $`V_2/V_a`$ and $`T/t_b`$, where the corresponding transition is obtained for $`0.5<V_2/V_a<0.54`$ for $`V_a/t_b=2.5`$.

By studying a model at quarter-filling with long range Coulomb interactions, we have found that, with decreasing temperature, a first order transition from $`N`$ state into the coexistent state of SDW and CDW occurs. Since there is a reasonable range of parameters, it is considered that the present result of the first order transition could be relevant to the coexistent state of $`2k_\mathrm{F}`$-SDW and 2$`k_\mathrm{F}`$-CDW found in the X-ray experiment. $`^{\text{?, ?)}}`$

Acknowledgment
The authors thank M. Ogata and K. Yonemitsu for useful discussions. This work was partially supported by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture (Grant No.09640429), Japan.


text:
# Chapter 0 Navier-Stokes Equations and Fluid Turbulence

## Chapter 0 Navier-Stokes Equations and Fluid Turbulence

Incompressible fluids are described by the Navier-Stokes equation. Turbulence (, , ) experiments provide measurements that correspond to averages of certain quantities associated to the variables appearing in the Navier-Stokes equation. The present mathematical knowledge about the Navier-Stokes equations is incomplete. Some of the quantities measured in experiments are accessible to mathematical theory. They are usually low order, one-point bulk averages like the time average of integrals of squares of gradients. Most other measured quantities are not amenable to rigorous quantitative a priori analysis. Turbulence is concerned with statistical or collective properties of fluids. Nevertheless, the main impediment to progress in the rigorous analysis of turbulence is the present lack of understanding of possible blow up in individual solutions of the Euler and Navier-Stokes systems.

I will discuss briefly the blow up problem and present an Eulerian-Lagrangian approach to fluids. I will also give examples of low order one-point bulk quantities that can be treated with present knowledge and discuss results on certain two-point quantities.

### 1 An Eulerian-Lagrangian Approach to Fluids

I will start by recalling that the Navier-Stokes-Euler system can be written as an evolution equation for the three-component velocity vector $`u=u(x,t)`$,

$$\frac{u}{t}+uu+p=\nu \mathrm{\Delta }u+f;$$

the pressure $`p=p(x,t)`$ preserves incompressibility

$$u=0.$$

The Euler system is obtained if the kinematic viscosity vanishes, $`\nu =0`$; the Navier-Stokes system if $`\nu >0`$. Boundary conditions are different for the two systems. The blow up question can be stated in its simplest form for the pure initial value problem: are there any smooth initial data with finite energy that lead to solutions that diverge in finite time? The answer is not known.

For a blow up in the Navier-Stokes system one would have to have a finite time divergence of an eddy-viscosity-like quantity:

$$_0^T\underset{x,r}{sup}|u(x+r,t)u(x,t)|^2dt<\mathrm{}u𝐂^{\mathrm{}}.$$

By contrast, it is known () that

$$_0^T\underset{x,r}{sup}|u(x+r,t)u(x,t)|dt<\mathrm{}.$$

In a situation in which all velocities are finite no singularities can appear in the Navier-Stokes equations. One could accept the finiteness of velocities as a physical hypothesis. For the Euler system this hypothesis would not be sufficient to ensure smoothness of solutions (). A sufficient condition for regularity in the Euler equations is the finiteness of the time integral of the maximum magnitude of vorticity (). The vorticity (the curl of velocity or anti-symmetric part of the velocity gradient), $`\omega =\times u`$ obeys a quadratic evolution equation. The magnitude of vorticity obeys

$$D_t|\omega |=\alpha |\omega |$$

with $`D_t=_t+u`$ the material derivative along particle paths. The scalar stretching term $`\alpha `$ is related to the magnitude of vorticity by a principal value singular integral ():

$$\alpha (x)=P.V.D(\widehat{y},\xi (x),\xi (x+y))|\omega (x+y)|\frac{dy}{|y|^3}$$

$$\xi (x)=\frac{\omega (x)}{|\omega (x)|}.$$

The smooth, mean zero function of three unit vectors $`D`$ vanishes when two of its arguments are on the same line. Consequently, if the direction of vorticity $`\xi `$ is Lipschitz then the singular integral representing $`\alpha `$ is mild and the solutions remain smooth (, , ). This is a generalization of the two dimensional situation where $`\xi =0`$ and the solutions remain smooth. The possibility of blow up due to strong vortex stretching is not removed by the previous result; the result only precludes blow up in a smooth vortex line field. Blow up can occur also because of strain intensification (the strain matrix is the symmetric part of the gradient of vorticity). I will present now a description of the Euler equations that is convenient for analysis () and allows for a clearer geometric picture of the possible singularity formation. I will present the results only in the periodic case for simplicity of exposition. The case of decay at infinity is almost identical.

###### Theorem 1

A function $`u(x,t)`$ solves the incompressible Euler equations if and only if it can be represented in the form $`u=u_A`$,

$$u_A^i(x,t)=u_0^m(A(x,t))\frac{A^m(x,t)}{x_i}\frac{n_A(x,t)}{x_i}$$

where $`A(x,t)`$ solves the active vector equation

$$\frac{A(x,t)}{t}+u_A(x,t)A(x,t)=0$$

with initial data

$$A(x,0)=x.$$

$`u_0`$ is the initial velocity and $`n_A(x,t)`$ is determined up to additive constants by the requirement of incompressibility, $`u_A=0`$.

Let us denote by

$$𝐏=(\mathrm{𝟏}\mathrm{\Delta }^1)$$

the Leray-Hodge projector on divergence-free vectors. The local existence theorem requires just one derivative to be Hölder continuous:

###### Theorem 2

Let $`u_0`$ be a divergence free $`C^{1,ϵ}`$ periodic vector valued function of three variables. There exists a time interval $`[0,T]`$ and a unique $`C([0,T];C^{1,ϵ})`$ spatially periodic vector valued function $`\delta (x,t)`$ such that

$$A(x,t)=x+\delta (x,t)$$

solves the active vector formulation of the Euler equations,

$$\frac{A}{t}+u_AA=0,$$

$$u_A=𝐏\left\{(A(x,t))^{}u_0(A(x,t))\right\}$$

with initial datum $`A(x,0)=x`$.

The proof of this result is based on an identity that removes the apparent ill-posedness, on singular integral calculus, and on the use of the method of characteristics. In the active vector formulation, the ”back-to-labels” map $`A`$ has conserved distribution. Its time evolution is a smooth, volume-preserving rearrangement. Singularities can occur only if the gradient map $`A`$ diverges rapidly in finite time:

$$_0^T\underset{x}{sup}|A(x,t)|^2dt<\mathrm{}A𝐂^{\mathrm{}}.$$

Thus, would-be singularities are gradient singularities in a conserved quantity, similar to shocks in conservation laws, but with the significant difference that the characteristic flow is measure preserving. The formula relating the velocity to the value of the spatial gradient at the same instance of time (, , , ) may have important mathematical consequences. On one hand, conservation of kinetic energy confers a constraint to the growth of $`A`$. On the other hand, the formula suggests that near regions of high gradient of $`A`$ the velocity is exceedingly high, making the regions of high gradient difficult to track and perhaps unstable. Dynamical stability or instability of blow up modalities is a difficult subject. There are obvious space and time symmetries (for instance, a minute delay of blow up), that clearly should not be categorized as instabilities. Nevertheless, even relatively simple PDEs can exhibit the coexistence of a variety of dynamical behaviors, including several stable blow up modalities, stable time independent solutions, unstable blow up modalities and dynamical connections between the unstable behaviors and the stable ones ().

I will pass now from the blow up problem to some more tractable questions about average properties. One can obtain rigorous upper bounds for certain bulk averages of solutions of Navier-Stokes equations. Lower bounds are harder to obtain. Upper bounds for bulk averages of low order moments for Rayleigh-Bénard convection will be described further below; I start with a lower bound for the burning rate in a simple model of turbulent combustion.

### 2 Bulk Burning Rate

Mixtures of reactants may interact in a burning region that has a rather complicated spatial structure but is thin across (). This reaction region moves towards the unburned reactants leaving behind the burned ones. When the reactants are carried by an ambient fluid then the burning rate is enhanced. The physical reason for the observed speed-up is believed to be that fluid advection tends to increase the area available for reaction. What characteristics of the ambient fluid flow are responsible for burning rate enhancement? The question needs first to be made precise, because the reaction region may be complicated and, in general, may move with an ill-defined velocity. An unambiguous quantity $`V`$ representing the bulk burning rate is defined in () and explicit estimates of $`V`$ in terms of the magnitude of the advecting velocity and the geometry of streamlines are derived. In situations where traveling waves are known to exist, $`V`$ coincides with the traveling wave speed and the estimates thus provide automatically bounds for the speed of the traveling waves. The main result of () is the identification of a class of flows that are particularly effective in speeding up the bulk burning rate. The main feature of these “percolating flows” is the presence of tubes of streamlines connecting distant regions of burned and unburned material. For such flows we obtained an optimal linear enhancement bound $`VKU`$ where $`U`$ represents the magnitude of the advecting velocity and $`K`$ is a proportionality factor that depends on the geometry of streamlines but not the speed of the flow. Other flows and in particular cellular flows, which have closed streamlines, on the other hand, may produce a weaker enhancement. The instantaneous bulk burning rate is defined by the formula

$$V(t)=_D\frac{T}{t}(x,y,t)𝑑x𝑑y$$

where the integral extends over the spatial domain $`D`$, taken here for simplicity of exposition to be a two-dimensional strip of unit width and infinite length

$$0y1,\mathrm{}<x<\mathrm{}.$$

The temperature $`T`$ is assumed to obey Neumann boundary conditions at the finite boundaries and to obey

$$T(\mathrm{},y)=1,T(\mathrm{},y)=0.$$

The simplified model is a passive reactive scalar with a KPP nonlinearity

$$T_t+uT\kappa \mathrm{\Delta }T=\frac{v_0^2}{4\kappa }T(1T).$$

with prescribed velocity $`u`$ that satisfies

$$_0^1u(x,y,t)𝑑y=0,u=0.$$

The constant $`v_0`$ represents the speed of a stable one-dimensional laminar ($`u=0`$) traveling wave. We start with a very general lower bound:

###### Theorem 3

For arbitrary initial data obeying

$$0T_0(x,y)1.$$

one has the general lower bound

$$V(t)Cv_0\left(1e^{\frac{v_0^2t}{2\kappa }}\right).$$

The proof is based on the product lemma

###### Lemma 2.1.

There exists a constant $`C>0`$ such that

$$0T(x,y)1,$$

$$T(\mathrm{},y)=1,T(\mathrm{},y)=0\mathrm{for}\mathrm{any}y[0,1].$$

implies

$$\left(_DT(1T)𝑑x𝑑y\right)\left(_D|T|^2𝑑x𝑑y\right)C.$$

Although information about the velocity is not present in the general result, it nevertheless shows that this model does not permit quenching. Also, the general lower bound applies to the homogenized version of the equations as well.

For a very general class of velocities $`u(x,y,t)`$ it can be shown that the bulk burning rate may not exceed a linear bound in the amplitude of the advecting velocity. For a large class of flows we proved lower bounds on the bulk burning rate that are linear in the magnitude of advection. We denote by

$$V_\tau =\frac{1}{\tau }\underset{0}{\overset{\tau }{}}V(t)𝑑t$$

the time average of the instantaneous bulk burning rate. The main result of () is too technical to state here precisely but its meaning is that presence of coherent tubes of streamlines connecting unburned and burned regions enhances the burning rate

$$V_\tau KU$$

as long as the velocity spatial scales are not too small compared to the reaction length scale $`\frac{\kappa }{v_0}`$, and the time scale of change of the advecting velocity is not too small compared to $`\tau _0=\mathrm{max}[\frac{\kappa }{v_0^2},\frac{\stackrel{~}{H}}{v_0}]`$ where $`\stackrel{~}{H}`$ is associated to the width of the coherent tubes of streamlines. For instance, a result concerning mean zero shear flow of the form

$$u(x,y)=(u(y),0),_0^1u(y)𝑑y=0$$

can be stated as

###### Theorem 4.

Let us consider an arbitrary partition of the interval $`[0,1]`$ into subintervals $`I_j=[c_jh_j,c_j+h_j]`$ on which $`u(y)`$ does not change sign. Denote by $`D_{},`$ $`D_+`$ the unions of intervals $`I_j`$ where $`u(y)>0`$ and $`u(y)<0`$ respectively. Then there exist constants $`C_\pm >0`$, independent of the partition, $`u(y),`$ and the initial data $`T_0(x,y)`$, so that the average burning rate $`V_\tau `$ satisfies the following estimate:

$$V_\tau C_+c_+\underset{I_jD_+}{}\left(1+\frac{l^2}{h_j^2}\right)^1\underset{c_j\frac{h_j}{2}}{\overset{c_j+\frac{h_j}{2}}{}}|u(y)|𝑑y$$

$$+C_{}c_{}\underset{I_jD_{}}{}\left(1+\frac{l^2}{h_j^2}\right)^1\underset{c_j\frac{h_j}{2}}{\overset{c_j+\frac{h_j}{2}}{}}|u(y)|𝑑y$$

for any $`\tau \tau _0=\text{max}[\frac{\kappa }{v_0^2},\frac{H}{v_0}].`$ ($`H=1`$). Here $`l=\kappa /v_0.`$ The constants $`c_\pm `$ are defined by

$$c_\pm =\left(\underset{I_jD_{}}{}\frac{h_j^3}{h_j^2+l^2}\right)\left(\underset{I_j}{}\frac{h_j^3}{h_j^2+l^2}\right)^1.$$

The main result of () applies to a large class of flows that are not necessarily spatially periodic, nor shears, and can have completely arbitrary features outside the tubes of streamlines. The bulk burning rate is still linear in the magnitude of the advecting velocity, no matter what kind of behavior (closed streamlines, areas of still fluid, etc.) the flow has outside the tubes. The proportionality coefficient depends on the geometry of the flow in a rather complex manner. These bounds can be extended to larger classes of chemistries. The lower bounds, however, are not yet available for models in which there is a feedback coupling of temperature on the velocity. For such models upper bounds can be derived. In the next section we will discuss upper bounds for heat transfer. We will concentrate on the simplest coupling, mediated by gravity in a Boussinesq approximation and discuss the canonical case of Rayleigh-Bénard convection.

### 3 Bulk Heat Transfer

The equations for Rayleigh-Bénard convection in the Boussinesq approximation are

$$\frac{u}{t}+uu+p=\sigma \mathrm{\Delta }u+\sigma Ra\widehat{e}T,$$

$$u=0$$

$$\frac{T}{t}+uT=\mathrm{\Delta }T.$$

The vertical direction $`\widehat{e}`$ of gravity is singled out. We consider as spatial domain a box of height $`1`$ and lateral side $`L`$. The velocity vanishes at the boundary, $`T=1`$ at the bottom boundary and $`T=0`$ at top. The Nusselt number is the space-time average of the flux of temperature across horizontal cross-section planes. From the equations of motion it follows that

$$|T|^2=N.$$

and also

$$|u|^2=Ra(N1).$$

Here $`<\mathrm{}>`$ is global space-time average. The general rigorous result here is (, )

###### Theorem 5.

There exists an absolute constant $`C`$, independent of Rayleigh number $`Ra`$, aspect ratio $`L`$ and Prandtl number $`\sigma `$ such that

$$N1+C\sqrt{Ra}$$

holds for all solutions of the Boussinesq equations.

The experimental data () point however more to results of the type $`NRa^{\frac{1}{3}}`$ or $`NRa^{\frac{2}{7}}`$. The exponent $`\frac{1}{3}`$ can be obtained rigorously for a simplified model. Consider the infinite Prandtl number equations for rotating convection

$$\left(_t+u\right)T=\mathrm{\Delta }T$$

$$\begin{array}{c}\mathrm{\Delta }uE^1v+p_x=0\hfill \\ \mathrm{\Delta }v+E^1u+p_y=0\hfill \\ \mathrm{\Delta }w+p_z=RT.\hfill \end{array}$$

$$𝐮=0$$

with boundary conditions: ($`(u,v,w)`$, $`p`$, $`T`$) periodic in $`x`$ and $`y`$ with period $`L`$; $`u`$, $`v`$, and $`w`$ vanish for $`z=0,1`$, $`T=0`$ at $`z=1`$, $`T=1`$ at $`z=0`$. One can prove ()

###### Theorem 6.

There exist absolute constants $`c_1,\mathrm{},c_4`$ so that the Nusselt number for rotating infinite Prandtl-number convection is bounded by

$$N1$$

$$\mathrm{min}\{c_1R^{\frac{2}{5}};(c_2E^2+c_3E)R^2;c_4R^{1/3}(E^1+\mathrm{log}_+R)^{\frac{2}{3}}\}.$$

This coincides, in the limit of no rotation $`E\mathrm{}`$ with a logarithmic correction () to the $`\frac{1}{3}`$ exponent. The bound also shows that strong rotation $`E0`$ stabilizes the system and that increasing rotation may result in a non-monotonic behavior of the Nusselt number, as observed in experiments.

Consider now the horizontal average $`\overline{T}(z,t)`$ of $`T(x,y,z,t)`$ and define

$$n=|(T\overline{T})|^2.$$

Note that

$$nN$$

###### Theorem 7.

For the full Boussinesq system

$$N1+c(nRa)^{\frac{1}{3}}$$

holds. For the infinite Prandtl number system

$$N1+C\left(Ra(\mathrm{log}_+Ra)^2\sqrt{n}\right)^{\frac{2}{7}}$$

holds.

Note that, if $`nN`$ is used then the result recovers the exponents $`\frac{1}{2}`$ for general Rayleigh - Bénard and logarithmically corrected $`\frac{1}{3}`$ for the infinite Prandtl number case. But the rigorous appearance of the exponent $`\frac{2}{7}`$ is perhaps not coincidental.

One of the technical ingredients for the proof of these results concerns zero order operators that are not translation invariant

$$B=\frac{^2}{z^2}(\mathrm{\Delta }_{DN}^2)^1\mathrm{\Delta }_h$$

where $`w=(\mathrm{\Delta }_{DN}^2)^1f`$ is the solution of

$$\mathrm{\Delta }^2w=f$$

with horizontally periodic and vertically Dirichlet and Neumann boundary conditions $`w=w^{}=0`$.

###### Theorem 8.

For any $`\alpha (0,1)`$ there exists a positive constant $`C_\alpha `$ such that every Hölder continuous function $`\theta `$ that is horizontally periodic and vanishes at the vertical boundaries satisfies

$$B\theta _L^{\mathrm{}}C_\alpha \theta _L^{\mathrm{}}\left(1+\mathrm{log}_+\theta _{C^{0,\alpha }}\right)^2.$$

The proof of this result is based on a pointwise bound on exponential-oscillatory sums of the type:

$$K(x,z)=\underset{k𝐙^2}{}e^{\frac{2\pi }{L}ikx}m_k^pe^{ϵm_k}$$

where $`ϵ=ϵ(z)0`$, $`m_k=\frac{2\pi }{L}|k|`$ and $`ϵ(z)=0z=z_0`$. The sum is singular at $`z=z_0`$ and the pointwise bound

$$|K(x,z)|C_p\left[|x|^2+ϵ^2(z)\right]^{\frac{p+2}{2}}$$

is obtained using the Poisson summation formula.

The bounds on bulk one-point quantities presented above are among the most successful areas of mathematical and experimental agreement. The reason is perhaps that the quantities involved are numbers, albeit numbers depending on a parameter. The next step beyond the description of bulk one-point averages is the description of power spectra. These are asserted to have some universal features in physical turbulence theory; we present some mathematical results in the next section.

### 4 Spectra

Unlike bulk one-point quantities, spectra are averages of functions. There are some well-established spectra in the physical literature associated to small scale turbulence: the Kraichnan spectrum in two dimensions and the Kolmogorov spectrum in three dimensions.

The energy spectrum $`E(k)`$ is a function that has the property that

$$_0^{\mathrm{}}E(k)𝑑k=|u|^2.$$

(The convention is that $`<\mathrm{}>`$ is normalized space integral followed by long time average). The Kolmogorov spectrum for 3D turbulence is

$$E(k)=C_{Kl}ϵ^{\frac{2}{3}}k^{\frac{5}{3}}.$$

The 2D Kraichnan spectrum is

$$E(k)=C_{Kr}\eta ^{\frac{2}{3}}k^3.$$

Here $`ϵ=\nu |u|^2`$ is the rate of dissipation of energy and $`\eta =\nu |\omega |^2`$ is the rate of dissipation of enstrophy. The spectra are supposed to be valid in a range of scales $`k[k_i,k_d]`$ where $`k_d`$ is the dissipation scale and is determined by viscosity and $`ϵ`$ (respectively viscosity and $`\eta `$) alone. Their expressions are then determined by dimensional analysis. We consider the Littlewood-Paley decomposition of the velocity associated to a mollifier $`\varphi (\xi )`$. This is a smooth function in $`R^d`$ that is non-increasing, smooth, radially symmetric, satisfying $`\varphi (\xi )=1`$ for $`|\xi |\frac{5}{8}`$, $`\varphi (\xi )=0`$ for $`|\xi |\frac{3}{4}`$. One sets $`\psi _{(0)}(\xi )=\varphi (\frac{\xi }{2})\varphi (\xi )`$, $`\psi _{(m)}(\xi )=\psi _{(0)}(2^m\xi )`$ and

$$\varphi (\xi )=_{𝐑^d}e^{i(\xi z)}\mathrm{\Phi }(z)𝑑z,$$

$$\psi _{(m)}(\xi )=_{𝐑^d}e^{i(\xi \dot{z})}\mathrm{\Psi }_{(m)}(z)𝑑z.$$

The Littlewood-Paley decomposition is

$$u(x,t)=u_{(\mathrm{})}(x,t)+\underset{m=0}{\overset{\mathrm{}}{}}u_{(m)}(x,t)$$

where

$$u_{(\mathrm{})}(x,t)=L^d_{𝐑^d}\mathrm{\Phi }\left(\frac{y}{L}\right)u(xy,t)𝑑y,$$

$$u_{(m)}(x,t)=L^d_{𝐑^d}\mathrm{\Psi }_{(m)}\left(\frac{y}{L}\right)u(xy,t)𝑑y$$

and $`L`$ is a length (the integral scale).

We define the Littlewood-Paley spectrum to be

$$E_{LP}(k)=k_m^1|u_{(m)}|^2$$

for $`k_{m1}k<k_m`$, $`m1`$ with $`k_m=2^mL^1`$.

We start with the two dimensional Navier-Stokes equation

$$\left(_t+u\nu \mathrm{\Delta }\right)\omega =f$$

with

$$u(x,t)=\frac{1}{2\pi }_{𝐑^2}\frac{y^{}}{|y|^2}\omega (xy,t)𝑑y$$

One can prove ()

###### Theorem 9.

Assume that the source of vorticity in the Navier-Stokes equations has spectrum localized in the region of wave numbers $`k\frac{1}{L}`$ for some $`L>0`$. Then there exists a constant $`C`$ such that the Littlewood-Paley energy spectrum of solutions of two dimensional forced Navier-Stokes equations obeys the bound

$$E_{LP}(k)Ck^3\left\{\tau ^2\left(\frac{k_d}{k}\right)^6\right\}$$

for $`kL^1`$. Here $`\tau ^1=<u_L^{\mathrm{}}>`$.

The corresponding three-dimensional energy spectrum result requires a significant assumption:

$$|u|^3<\mathrm{}.$$

Denoting

$$\widehat{ϵ}=\nu \left\{|u|^3\right\}^{\frac{2}{3}}$$

$$\widehat{\eta }=\nu ^{\frac{3}{4}}\left(\widehat{ϵ}\right)^{\frac{1}{4}}$$

$$\widehat{k}_d=\nu ^{\frac{3}{4}}(\widehat{ϵ})^{\frac{1}{4}}$$

and setting

$$C_\psi =|\mathrm{\Psi }_{(0)}(a)||a|^2|\mathrm{\Psi }_{(0)}(b)||b|𝑑a𝑑b.$$

we have ():

###### Theorem 10.

Consider three-dimensional body forces that satisfy

$$\widehat{f}(k)=0$$

for all $`|k|\frac{C}{L}`$ and some $`C>0`$. Consider solutions of the three dimensional Navier-Stokes equation that satisfy $`\widehat{ϵ}<\mathrm{}`$. Then

$$E_{LP}(k)C_\psi \left(\widehat{ϵ}\right)^{\frac{2}{3}}k^{\frac{5}{3}}\left(\frac{k}{\widehat{k}_d}\right)^{\frac{10}{3}}$$

holds for $`|k|\frac{C}{L}`$.

Acknowledgment. Research partially supported by NSF DMS-9802611, by AIM, and by the ASCI Flash Center at the University of Chicago under DOE contract B341495.