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# Untitled Document

SPIN-2000/06

hep-th/0003004

The Holographic Principle

Opening Lecture

Gerard ’t Hooft

Institute for Theoretical Physics

University of Utrecht, Princetonplein 5

3584 CC Utrecht, the Netherlands

and

Spinoza Institute

Postbox 80.195

3508 TD Utrecht, the Netherlands

e-mail: g.thooft@phys.uu.nl

internet: http://www.phys.uu.nl/~thooft/

Abstract

After a pedagogical overview of the present status of High-Energy Physics, some problems concerning physics at the Planck scale are formulated, and an introduction is given to a notion that became known as “the holographic principle” in Planck scale physics, which is arrived at by studying quantum mechanical features of black holes.

1. Introduction. To open an International School at which many important issues of modern elementary particle physics will be discussed, it seems appropriate to start with a bird’s eye view of the recent developments in the field. Another motivation to do so is that fundamental physics today appears to have reached a new stage, at which some reflection is needed over the past, in order to explain our present standpoints and views, and to justify the kinds of questions that we think we have to ask today, in order to enable us to proceed in our field.

Before the ’70s, we had the following picture of the fundamental forces. First, there was Quantum Electrodynamics (QED), a very successful scheme to describe (nearly) all electric and magnetic features of our beloved particles. It was understood how to perform impressively accurate calculations by using perturbation expansions with respect to $`\alpha =e^2/4\pi \mathrm{}c1/137`$, a small parameter$`^\text{1}`$. Although it was understood how to renormalise the apparent divergences of the theory, it was still something of a mystery why this procedure worked at all, and indeed, sometimes (for instance when electromagnetic mass differences were to be calculated) it did not appear to work.

As for the weak forces, we only had an ‘effective’ expression for the interaction$`^\text{2}`$, that however was not renormalisable, which made it impossible to calculate any of the higher order radiative corrections.

The strong force was in an even worse state. It was usually treated as a ‘black box’, for which only the symmetry pattern was well established. Several simplistic but quite instructive models could be written down (the Gell-Mann-Lévy model$`^\text{3}`$, the dual resonance model$`^\text{4}`$), but they were mutually incompatible, and since the coupling strength was large, perturbation expansions, even if you could renormalise, appeared to be meaningless.

Then, the revolution of the ’70s came. The discovery that non-Abelian gauge theories are renormalisable$`^\text{5}`$ enabled us to make a very important step. We could now ask the question: “What is the most general perturbatively renormalisable quantum field theory?”$`^\text{6}`$

The answer turned out to be that our theory must consist of three kinds of basic particles, to be represented by fundamental fields. They are distinguished by the value $`S`$ of the intrinsic spin:

$`S=1`$: These particles cannot be described unless you have a (Abelian or non-Abelian) gauge theory. The gauge group may be any local, compact Lie group $`G`$, for instance $`G=SU(3)SU(2)U(1)\mathrm{}`$.

$`S=\frac{1}{2}`$: These particles must be described by Dirac fields, $`\psi ^L`$ and $`\psi ^R`$, of which $`\psi ^L`$ transforms as a $`\mathrm{𝟐}\times \mathrm{𝟏}`$ representation of the algebra $`SU(2)^{\mathrm{Left}}SU(2)^{\mathrm{Right}}`$ of the Lorentz group (in Euclidean notation) and $`\psi ^R`$ transforms as a $`\mathrm{𝟏}\times \mathrm{𝟐}`$. Each of these fields may be in any kind of finite-dimensional representation of the gauge group $`G`$, but there is a very important restriction: an anomaly may arise in the contributions of triangle diagrams to the matrix elements of axial currents. It is not allowed to have currents with anomalies in them, coupled to gauge fields. If $`\psi ^L`$ and $`\psi ^R`$ are in different representations of the gauge group $`G`$, one must require that their contributions to the axial anomalies nevertheless cancel out$`^\text{7}`$. In the current version of the Standard Model, this is indeed the case.

$`S=0`$: Any set of scalar fields $`\varphi `$ may be present, in any finite representation of $`G`$. Its self-interactions must be polynomial of degree four, and its interaction with the fermions must be through gauge-invariant Yukawa terms of the form $`\overline{\psi }^L\varphi \psi ^R+`$h.c. Via the Higgs mechanism$`^\text{8}`$, these fields may produce masses for vector particles and Dirac particles.$`^\text{9}`$The present Standard Model obeys all of these requirements — and more: the renormalization group equations tell us that the coupling strengths vary as the energies increase, in such a way that perturbation expansions can be applied up to extremely high energies An uncertain factor here is the Higgs self-coupling, since the Higgs mass is still unknown.$`^{\text{10}}`$$`p_(`$. Yet many questions are still not answered:

— What determined Nature’s choice for the gauge group $`G`$, the fermionic and scalar representations of $`G`$, the number of leptonic and quark generations, and the values of the coupling strengths, in particular the details of the Kobayashi-Maskawa matrix?$`^{\text{11}}`$

— How do we explain the large hierarchy of scales in Nature? The disparity between the Planck scale, the electro-weak scale, and the scale(s) of the neutrino masses is just one of several questions of this sort.

— What is the role of supersymmetry, and how is supersymmetry broken?$`^{\text{12}}`$

— How do we couple the gravitational force, and why is the cosmological constant as small as it is, or if it vanishes altogether, again, why? There is no known symmetry that ‘protects’ the cosmological constant against renormalisation effects.Different answers to some or all of these questions are presently being investigated. Judging from past experiences, it must be of extreme importance to ask the right questions.

Are there any further useful results to be expected from experiments? Three classes of experimental avenues have not yet been completed, and may give us great improvements in our understanding, although all of these are becoming more and more difficult, demanding increasing skills of the experimenters:

$`a`$) At increasing, higher energies, the following is to be expected, and I think will be done:

— The Higgs is there to be discovered.

— Supersymmetry partners of all presently known particles may be detected, hopefully some time soon. At first sight, the fact that supersymmetric patterns were discovered in nuclear physics$`^{\text{13}}`$ has little to do with the question of supersymmetry among elementary particles, but it may indicate that, as the spectrum of particles is getting more and more complex, some supersymmetric patterns might easily arise, even if there is no ‘fundamental’ reason for their existence.

— Other new structures may also be found at higher energies. The most pleasant surprises will be the unexpected ones, which may open up new fields. It is generally believed that the present model will break down beyond a TeV or so, and this energy level will be within reach in a decade or so$`^{\text{14}}`$. These high energy experiments address the unknown physics in a direct manner, and they are therefore most important.

$`b`$) On rare occasions, new results may also be expected from precision experiments at lower energies. There have been a number of interesting examples in the recent past:

— Atomic parity violations could be measured with better than one percent precision, in spite of the fact that these are minute effects$`^{\text{15}}`$, yielding independent confirmation of the effects due to $`W`$ and $`Z`$ exchanges within atomic nuclei.

— The $`K_L/K_S`$ system is a beautiful laboratory. Precision measurements can be made of the parameter $`\epsilon ^{}/\epsilon `$, which may reveal features from deeply inside, or possibly beyond, the Standard Model, as we will learn at this School$`^{\text{16}}`$.

— Other known fundamental principles of Theoretical Physics can be put to a test, such as $`CPT`$ invariance, relativity tests, the ratios $`Q/M`$ can be compared between particles and antiparticles$`^{\text{17}}`$, the Quantum Mechanics of gravitating systems can be investigated, etc.

— New ideas were launched suggesting that Newton’s law of the gravitational force might change at scales below a mm. This can be experimentally tested.$`^{\text{18}}`$

— Tiny mass terms that produce mixing between various neutrino species can be detected in dedicated experiments.$`^{\text{19}}`$

— And there are doubtlessly many more subtle effects that may be discovered and that will alter our views concerning the fundamental interactions.$`c`$) A third source of information is cosmology. It used to be well within the domain of Science-Fiction, but nowadays cosmological models are becoming more mature. They yield precise predictions that can be verified by astrophysical observations. Models of the inflationary universe probe deeply into regions at extremely high energy, and so the information they deliver is unique:

— Structures in the spectrum of the cosmic background radiation are predicted and more detailed observations are to be expected.

— The distribution of galaxies is speculated to be due to quantum fluctuations in a very early universe. They will be calculated and compared to what is observed.

— The search for dark matter continues. The outcome will deeply affect our thinking about the fundamental interactions.

— Statistical analysis of distant galaxies may finally also reveal the presence of a cosmological constant term in the Einstein-Hilbert action.

— Other tests of the models, for instance the baryon-antibaryon asymmetry and $`CP`$ violation.

In spite of this long list, there are reasons to worry about the increasingly difficult barriers from behind which we are trying to understand the small-distance structure of our world. Which purely theoretical approaches will help us find the answers? We have to concentrate on fundamental inconsistencies in our present picture. There are many of these:

— As it was already mentioned, the hierarchies seen in the distance scales are not properly explained by what is presently known.

— The apparent absence of a cosmological constant is at odds with what we understand about Quantum Gravity.

— Indeed, quantizing gravity is still a deep problem. Superstring theory is vigorously trying to bring the gravitational force under control, but it surely is a wild animal. From superstrings came $`D`$-branes, from $`D`$-branes came “$`M`$-theory”, but it has as yet not been possible to even come close to an accurate formulation of the laws. These ideas are of extreme importance, but new avenues must still be found. What is known for sure is that Quantum Mechanics works, that the gravitational force exists, and that General Relativity works. The approach advocated by me during the last decades is to consider in a direct way the problems that arise when one tries to combine these theories, in particular the problem of gravitational instability. These considerations have now led to what is called “the Holographic Principle”, and it in turn led to the more speculative idea of deterministic quantum gravity. This theory, and the effects of dissipation of information, will be discussed in a separate lecture. Our central issue is: What is Nature’s bookkeeping system at the Planck scale?

2. The inevitable existence of black holes In sufficiently large amounts of matter, gravitational collapse is inevitable.$`^{\text{20}}`$ There are various ways to derive this fact. First, one may consider a stationary, spherically symmetric configuration of matter, held together by gravity. Near the surface, we assume that there is a region $`r=r_1`$ where the temperature is low enough so that the density $`\varrho _1`$ there is sufficiently high, say that of water. Assume that inside the sphere $`r=r_1`$, there is a certain amount of mass $`M_1`$. The pressure $`p`$ at this surface is still negligible. It is now easy to argue that $`M_1`$ must be subject to an upper limit. In any case, the pressure $`p`$ rises if we look at smaller distances $`r`$ from the centre. If the density were constant, and the general relativistic effects negligible, then one could readily compute the pressure at the centre. However, the density is likely to increase if we go down. In fact, if we assume our material to be non-exotic, then a finite compressibility follows. Matter is defined to be non-exotic if the speed of sound $`v_s`$ is less than the speed of light, $`c`$. This means that the gradient of the gravitational field will rise, and hence the gradient in the pressure will become steeper, and this will cause an instability. If $`M_1`$ was chosen large enough, there will be a point $`r=r_2<r_1`$ where the pressure becomes infinite. Even without any other relativistic arguments, this gives us as a limit: $`\frac{2}{3}\pi G_N\varrho _1r_1^2<1`$. Adding general relativistic effects correctly will give a more stringent limit, as I will briefly explain later.

But first: does matter have to be non-exotic? Suppose the speed of sound exceeds the speed of light. Would there be an immediate contradiction? Special relativity would normally demand that no signal can go faster than light. However, the reason why we demand this is causality: no signal should be able to propagate backwards in time. This is then combined with demanding Lorentz-invariance. However, matter in equilibrium represents a preferred Lorentz frame, so we could drop the latter demand. Still, there must be restrictions. Consider two regions in which matter has different local velocities. Imagine two adjacent pipes in which matter streams in opposite directions, and in both, sound goes faster than light, also in opposite directions. Due to the time shifts when Lorentz transforming, an outside observer may see both signals move backwards in time. This, in principle, could then generate a closed loop of information transport in space-time, which is an undesirable situation. This we must forbid.

Even exotic matter, however, will not be able to stop black holes from being formed. This is seen if we insert the complete general relativistic equations instead of our above pseudo-relativistic argument. These are the so-called Tolman-Oppenheimer-Volkoff equations$`^{\text{21}}`$ These equations tell us how density and pressure increase when followed inwards, given some equation of state. It is an elementary exercise to solve these equations for constant density. Even then, one finds that, due to space-time curvature, the pressure diverges to infinity at a finite radius, if we start with too much mass and a too high density at a too small radius on the surface.

We can however also produce a black hole from ordinary matter at zero pressure. Consider a spherically symmetric arrangement of matter in the form of a shell, with some finite thickness. We allow the shell to contract due to its own gravitational field. Inside the shell, there is no gravitational field at all, something that one can understand using the same arguments that tell us that inside a conducting metal sphere there is no electric or magnetic field. If the original amount of material was big enough, the contraction will proceed, and, in the limit of zero pressure and purely radial, spherically symmetric motion, the equations can easily be solved exactly. We obtain flat space-time inside, and a pure Schwarzschild metric outside. As the ball contracts, a moment will arrive when the Schwarzschild horizon appears. From that moment on, an outside observer will no longer detect any radiation from the shell, but a black hole instead. 3. Hawking radiation and quantum states The standard generally relativistic black hole solution has as a special feature that shortly after its formation, no signals will be seen coming out. It should be truly black. As is well-known, this picture changed when Hawking$`^{\text{22}}`$ discovered an elementary consequence of quantum field theory when applied to fields living in the black hole metric. The rearrangement of creation and annihilation operators is such that the states near the horizon are not truly vacuum, but they contain a precisely computable density of particles, which are emitted as black body radiation at a temperature given by$`^{\text{22}}`$

$$kT_H=\frac{\mathrm{}c^3}{8\pi GM_{\mathrm{BH}}}.$$
$`(3.1)`$
This result allows us to compute the density of quantum states of a black hole. The easiest way to do this is by using thermodynamics. However, one could object that a black hole is not truly in thermodynamic equilibrium; if energy is added to a black hole, its mass and its size will increase, and consequently its temperature will drop.

We can avoid thermodynamics by deriving the spectral density of a black hole directly from its Hawking temperature. All one needs is some form of time reversal invariance$`^{\text{23}}`$. We have at our disposal both the emission rate (the Hawking radiation intensity), and the capture probability, or the effective cross section of the black hole for infalling matter.

In units at which $`G=\mathrm{}=c=1`$, the cross section $`\sigma `$ is approximately:

$$\sigma \mathrm{\hspace{0.17em}2}\pi R^2=\mathrm{\hspace{0.17em}8}\pi M^2,$$
$`(3.2)`$
and slightly more for objects moving in slowly. The emission probability $`W\mathrm{d}t`$ for a given particle type, in a given quantum state, in a large volume $`V=L^3`$ is:

$$W\mathrm{d}t=\frac{\sigma (𝐤)v}{V}e^{E/kT}\mathrm{d}t,$$
$`(3.3)`$
where $`𝐤`$ is the wave number characterizing the quantum state, $`v`$ is the particle velocity, and $`E`$ is its momentum.

Now we assume that the process is also governed by a Schrödinger equation. This means that there exist quantum mechanical transition amplitudes,

$$\begin{array}{cc}\hfill 𝒯_{\mathrm{in}}& =_{\mathrm{BH}}M+E|𝒯|M_{\mathrm{BH}}|E_{\mathrm{in}},\hfill \\ \hfill \mathrm{and}𝒯_{\mathrm{out}}& =_{\mathrm{BH}}M|_{\mathrm{out}}E|𝒯|M+E_{\mathrm{BH}},\hfill \end{array}$$
$`(3.4)`$
where the states $`|M_{\mathrm{BH}}`$ represent black hole states with mass $`M`$, and the other states are energy eigenstates of particles in the volume $`V`$. In terms of these amplitudes, using the so-called Fermi Golden Rule, the cross section and the emission probabilities can be written as

$$\begin{array}{ccc}\hfill \sigma & =|𝒯_{\mathrm{in}}|^2\varrho (M+E)/v,\hfill & (3.5)\hfill \\ \hfill W& =|𝒯_{\mathrm{out}}|^2\varrho (M)\frac{1}{V}.\hfill & (3.6)\hfill \end{array}$$

where $`\varrho (M)`$ stands for the level density of a black hole with mass $`M`$. The factor $`v^1`$ in Eq. (3.5) is a kinematical factor, and the factor $`V^1`$ in $`W`$ arises from the normalization of the wave function.

Now, time reversal invariance relates $`𝒯_{\mathrm{in}}`$ to $`𝒯_{\mathrm{out}}`$. To be precise, all one needs is $`PCT`$ invariance, since the parity transformation $`P`$ and charge conjugation $`C`$ have no effect on our calculation of $`\sigma `$. Dividing the expressions (3.5) and (3.6), and using (3.3), one finds:

$$\frac{\varrho (M+E)}{\varrho (M)}=e^{E/kT}=e^{8\pi ME}.$$
$`(3.7)`$
This is easy to integrate:

$$\varrho (M)=e^{4\pi M^2+C}=e^S.$$
$`(3.8)`$
We can rewrite this as

$$\varrho (M)=\mathrm{\hspace{0.17em}2}^{A/A_0},$$
$`(3.9)`$
where $`A`$ is the horizon area and $`A_0`$ is a fundamental unit of area,

$$A_0=\mathrm{\hspace{0.17em}4}\mathrm{ln}2L_{\mathrm{Planck}}^2.$$
$`(3.10)`$
This suggests a spin-like degree of freedom on all surface elements of size $`A_0`$, see Fig. 1.

Figure 1. Information on a black hole horizon.

The importance of this derivation is the fact that the expressions used as starting points are the actual Hawking emission rate and the actual black hole absorption cross section. This implies that, if in more detailed considerations divergences are found near the horizon, these divergences should not be used as arguments to adjust the relation between entropy and level density by large renormalization factors.

4. The quantum information problem. It is tempting to conclude from the arguments presented above that the ‘black hole states’ form a natural extension of the spectrum of elementary particles. The lightest particles are known and have been identified as photons, neutrinos, electrons, muons, mesons, baryons, and onwards to the heavy leptons, the Higgs and so forth. The series could continue with as yet unknown particles in the ‘desert’ between 1 TeV and $`10^{19}`$ GeV, and beyond that region the first superstring recurrences could exist. The ‘most pointlike objects’ beyond the Planck mass must undoubtedly be black holes, simply because any sufficiently compact object with sufficiently high mass must carry a gravitational field and a horizon associated with that. Apparently, we now know the spectrum of the objects in this range, apart from the unknown multiplicative constant $`e^C`$ in Eq. (3.8).

It should be possible to handle these objects just as all quantum objects when we consider quantum mechanical amplitudes at high energies: they are represented as propagators describing intermediate states. Theoretical Physics should give us the computational rules, comparable to Feynman rules, for computing these amplitudes. What have we got?

The behaviour of quantum fields near the horizon of a black hole follows from the expression for $`\mathrm{d}s`$, the infinitesimal invariant distance element according to General Relativity:

$$\mathrm{d}s^2=\left(1\frac{2M}{r}\right)\mathrm{d}t^2+\frac{\mathrm{d}r^2}{12M/r}+r^2\mathrm{d}\mathrm{\Omega }^2,$$
$`(4.1)`$
where $`\mathrm{d}\mathrm{\Omega }^2`$ stands for $`\mathrm{d}\theta ^2+\mathrm{sin}^2\theta \mathrm{d}\varphi ^2`$. Writing

$$r2M=e^\sigma ,\mathrm{d}r=(r2M)\mathrm{d}\sigma ,$$
$`(4.2)`$
we see that

$$\mathrm{d}s^2=\left(1\frac{2M}{r}\right)\left(\mathrm{d}t^2+r^2\mathrm{d}\sigma ^2+\frac{r^2}{12M/r}\mathrm{d}\mathrm{\Omega }^2\right).$$
$`(4.3)`$
At high energies, the conformal factor has little effect on the wave equations for light particle species. Consider a wave equation close to the horizon, such as

$$_\mu \sqrt{g}g^{\mu \nu }_\nu \varphi m^2\sqrt{g}\varphi =0.$$
$`(4.4)`$
Since it contains the inverse of the metric tensor $`g_{\mu \nu }`$, the contribution from the angular part in Eq. (4.3) becomes insignificant, and likewise the mass term. Thus, the wave equations become 2-dimensional, and they generate plane waves in the $`\sigma `$-$`t`$ direction as if $`\sigma `$-$`t`$ space were flat. This means that one gets an unlimited number of oscillations near the horizon, as $`\sigma \mathrm{}`$. Quite unlike the case for systems such as the hydrogen atom, we see that the boundary condition at the horizon is ill-defined. The quantum states can generate an unlimited number of modes here. From this exercise, one would conclude that the density of quantum states for a black hole is not at all finite.

The physical origin of this divergence is not difficult to identify. Particles may move into a black hole, but, as long as we stick to linear field equations, the particles emerging from the black hole cannot at all be related to the ingoing ones. There cannot be any reflection against the horizon, since there should be an infinite time delay. Here we see that the situation with ingoing and outgoing spinors and vector particles will be equally hopeless.

Two other conundrums are closely related to the problem just signalled. First, we have the quantum decoherence problem. This problem becomes apparent when the Hawking effect is calculated explicitly. The initial state of elementary particles before the formation of a black hole is described in terms of various Fourier modes of their fields. All of these modes then are associated to observable operators. In a Heisenberg picture of the quantum states, these operators become time dependent. Part of the Fourier modes of the initial fields now enter into the black hole, and only the operators associated to the modes that emerge out of the black hole correspond to observables at a later time. The expectation values of these late-time observables turn out to be described by a thermal density matrix. In terms of the basis of states generated by the late-time observables alone, this density matrix turns out to have eigenvalues less than one, which is characteristic for a not fully coherent quantum state. This situation is similar to what one gets in a condensed matter system if one allows observable particles to escape, and subsequently omits the quantum states that they represent.

In the case of a black hole, the missing particles are the absorbed ones. If we were forced to keep these particles in our quantum description, an even worse infinity of quantum states would result.

A description of the ‘information problem’ that is easier to understand is the following. Choose a coordinate frame in which the formation of a black hole looks more or less regular. Ingoing particles are then seen to enter at rather late times. If now the returning particles were assumed to be not totally independent of the ingoing ones, one would have to accept the observation that, somehow, the information contained in the ingoing particles has been transferred to the outgoing ones. The outgoing ones, however, all belong to the Fourier modes that arose as quantum oscillations at the point where the black hole was formed, way back in the past. How could the required information have been imprinted on these particles, if they have already been there for such a long time?

A mathematically impeccable observation was made by Hawking$`^{\text{24}}`$: the black hole space-time describes two universes, not one, and these two are connected by a ‘wormhole’. After a black hole is formed, the quantum wave functions of elementary particles spread over these two universes, and they become intertwined. Cutting off the information concerning the contents of the ‘hidden’ universe will leave the other universe in a quantum mechanically decoherent state.

From a physical point of view, however, this argument is unsatisfactory. It implies that black holes are fundamentally different from all other forms of matter in the sense that they appear to produce decoherence. In all respects this result is equivalent to saying that the scattering matrix elements involving black holes are not fixed by our theory, but carry an uncertainty, distributed in some well-defined way. So, what we really have here is an ‘uncertain theory’. Our theory is incomplete. We should not be satisfied with that. Perhaps new physics can remove this uncertainty.

5. The Scattering Matrix Ansatz. How do we ‘improve’ our theory? Naturally, one may think of including more interactions; obviously, the procedures applied thus far assumed ingoing and outgoing fields not to interact — Eq. (4.4) is after all linear in $`\varphi `$. At first sight it seems that including interactions will resolve the paradox. As $`\sigma `$ approaches $`\mathrm{}`$, the plane $`\varphi `$ waves enter conformally into ever smaller regions of space and time. Effectively, the gravitational couplings increase rapidly, and as $`e^\sigma `$ approaches the Planck length, this effective coupling becomes super strong. An alternative way to verify this is by switching towards a coordinate frame that is locally regular near the horizon. Such a frame is given, e.g., by the Kruskal coordinates $`\{x,y\}`$:

$$xy=\left(\frac{r}{2M}1\right)e^{r/2M};x/y=e^{t/2M}.$$
$`(5.1)`$
Writing

$$x^0=xy;x^1=x+y,$$
$`(5.2)`$
one finds the metric to be regular near $`xy0`$. Particles sent in in the far past will align close to the axis $`x=0`$, and particles going out in the distant future align close to $`y=0`$. A boost in the Schwarzschild time parameter $`t`$ corresponds to a Lorentz transformation in $`(x,y)`$ space, where the scale is set by the mass parameter $`M`$. If we consider time lapses long compared to $`M`$, the Lorentz boosts separating ingoing and outgoing particles become horrendous. Thus we see that ingoing and outgoing particles meet each other near $`x=y=0`$ at tremendously large c.m. energies. Even if we could neglect Standard Model interactions at these energies, the gravitational interactions, which grow with the energy squared, can no longer be ignored from some point onwards.

This observation however does not resolve the decoherence problem. Even with the interactions in place, one may still argue that information is drained by the black hole, and a theory for pure states interacting with pure states without decoherence does not follow. A more powerful approach is wanted.

It is strongly advocated now to start from the other end: we must assume that there exists a quantum mechanically fully coherent scattering matrix $`S`$. The assumption is somewhat dogmatic; we cannot prove it from first principles, other than demanding the existence of a theory. Even if standard techniques at best only provide us with some ‘distribution’ for the physical scattering matrix elements, we assume that the ‘true’ scattering matrix elements are exactly defined. Even if no theory would exist to derive them, they could in principle be derived from experiment.

Demanding consistency with existing theory however gives us important constraints. Indeed, the scattering matrix can now almost be derived from the information we already have. The calculations have been presented at length elsewhere, so here we give a summary.

The dominant interaction is assumed to be the gravitational one, simply because the c.m. energies tend to infinity. Other interactions, such as in particular the electro-magnetic one, can be corrected for later (the effects from electro-magnetism are important, but they do not affect the main structure that will be obtained). The procedure then is as follows.$`^{\text{25}}`$

First, assume a black hole with some well-specified initial history of ingoing particles, for instance we specify the way in which a star imploded to give this black hole, and afterwards more objects may have fallen in at later times. We assume that all this leads to a pure quantum state, to be referred to as the state $`|1`$. It evolves and decays in some prescribed way. It leads to some superposition of many possible states for the outgoing particles, including states describing the final explosion.

Now, we consider the same state $`|1`$, but we either add or remove one ingoing particle, and we call this state $`|1,\delta p`$, where $`\delta p`$ stands for the momentum (and possible other details) of the extra ingoing object. What can be done now is a calculation, as detailed as possible, of the effects this extra ingoing particle has on the outgoing objects. Surely there is interaction. The gravitational one is most interesting. It leads to a shift of the outgoing wave functions. This shift is simply the Shapiro delay due to the gravitational field of the ingoing object. The calculation is in principle entirely straightforward, but has to be done with some care since the ingoing object goes essentially with the speed of light. The shift of the Kruskal $`y`$ coordinate is found to be

$$\delta y=p_{\mathrm{in}}G(|\stackrel{~}{x}_{\mathrm{in}}\stackrel{~}{x}_{\mathrm{out}}|),$$
$`(5.3)`$
where $`G`$ is a simple calculable function of the coordinates $`\stackrel{~}{x}`$ on the horizon. In the limit where the black hole is large and the separations on the horizon small, we can approximately view $`\stackrel{~}{x}`$ as flat coordinates, and in that limit, the function $`G`$ is proportional to $`\mathrm{log}|\stackrel{~}{x}_{\mathrm{in}}\stackrel{~}{x}_{\mathrm{out}}|`$. We then find that this shift obeys a Laplace equation:

$$\stackrel{~}{}^2\delta y=Cp_{\mathrm{in}}\delta ^2(\stackrel{~}{x}_{\mathrm{in}}\stackrel{~}{x}_{\mathrm{out}}).$$
$`(5.4)`$
$`G`$ is therefore a Green function. Because of this shift, the outgoing state $`|\psi _{\mathrm{out}}`$ turns into

$$\mathrm{exp}\left(i\mathrm{d}^2\stackrel{~}{x}P_{\mathrm{out}}^+(\stackrel{~}{x})\delta y(\stackrel{~}{x})\right)|\psi _{\mathrm{out}}.$$
$`(5.5)`$
Writing $`\delta y(\stackrel{~}{x})=\mathrm{d}^2\stackrel{~}{x}^{}G(\stackrel{~}{x}\stackrel{~}{x}^{})\delta p_{\mathrm{in}}(\stackrel{~}{x}^{})`$, the new state is

$$|\psi _{\mathrm{out}}^{}=\left(\mathrm{exp}i\mathrm{d}^2\stackrel{~}{x}\mathrm{d}^2\stackrel{~}{x}^{}P_{\mathrm{out}}^+(\stackrel{~}{x})G(\stackrel{~}{x}\stackrel{~}{x}^{})\delta p_{\mathrm{in}}(\stackrel{~}{x}^{})\right)|\psi _{\mathrm{out}}.$$
$`(5.6)`$
And now we can repeat this many times. Let $`P^{}(\stackrel{~}{x}^{})`$ stand for the total momentum (in Kruskal coordinates) for all particles added, or subtracted using a minus sign, from the state $`|1`$. Then we have

$$|\psi _{\mathrm{out}}=\left(\mathrm{exp}i\mathrm{d}^2\stackrel{~}{x}\mathrm{d}^2\stackrel{~}{x}^{}P_{\mathrm{out}}^+(\stackrel{~}{x})G(\stackrel{~}{x}\stackrel{~}{x}^{})P_{\mathrm{in}}^{}(\stackrel{~}{x}^{})\right)|1.$$
$`(5.6)`$
This way, the state $`|1`$ can be used as a universal reference state. The true state is then specified by giving $`P_{\mathrm{in}}^{}(\stackrel{~}{x})`$.

After some simple manipulations, we find that both the initial and the final state could be described by giving the transverse coordinates $`\stackrel{~}{x}^{(i)}`$ and the radial momenta $`p^{(i)}`$ for all particles. We get

$$\begin{array}{cc}\hfill _{\mathrm{out}}& q^1,\stackrel{~}{y}^1,q^2,\stackrel{~}{y}^2,\mathrm{}||p^1,\stackrel{~}{x}^1,p^2,\stackrel{~}{x}^2,\mathrm{}_{\mathrm{in}}=\hfill \\ & =𝒟X^+(\stackrel{~}{x})𝒟X^{}(\stackrel{~}{x})\mathrm{exp}(\mathrm{d}^2\stackrel{~}{x}[i\stackrel{~}{}X^+\stackrel{~}{}X^{}+\hfill \\ & +\underset{i}{}i\delta ^2(\stackrel{~}{x}\stackrel{~}{x}^i)p^iX^+(\stackrel{~}{x})\underset{i}{}i\delta ^2(\stackrel{~}{x}\stackrel{~}{y}^i)q^iX^{}(\stackrel{~}{x})]),\hfill \end{array}$$
$`(5.7)`$
and if the in- and outgoing particles are described by transverse wave functions $`e^{i\stackrel{~}{p}^i\stackrel{~}{x}^i}`$ and $`e^{i\stackrel{~}{q}^i\stackrel{~}{y}^i}`$, then another set of integrations has to be performed, over the transverse coordinates $`\stackrel{~}{x}^i`$ and $`\stackrel{~}{y}^i`$. All of this yields an amplitude that is very much reminiscent of a string amplitude, with the exception of the $`i`$ in front of the ‘kinetic’ term $`(X)^2`$ in Eq. (5.7). In Eq. (5.7), Newton’s constant $`G_N`$ has been normalized according to

$$8\pi G_N=1.$$
$`(5.8)`$
6. Fock space. The result of the previous section appears to be beautiful. We managed to construct the $`S`$-matrix using only known facts about the gravitational interaction between fast moving objects. In addition, it appears not to be too difficult to impose unitarity for this scattering matrix. Unitarity just fixes the measure of the functional integration in (5.7). Only the phase then remains undetermined, but it was arbitrary anyway since the amplitudes in question violate many of the conventional conservation laws such as all combinations of baryon and lepton number.

There are, however, two problems, both having to do with the Hilbert space in terms of which this scattering matrix appears to be defined.

Problem # 1: the space of all momenta, $`\{P^\pm (\stackrel{~}{x})\}`$, is infinite dimensional, even for small black holes, whereas we expected a finite total number of states (the entropy was supposed to be finite). So, this Hilbert space is far too large.

Problem # 2: the space of all momentum distributions, $`\{P^\pm (\stackrel{~}{x})\}`$, is far too small to accommodate for all possible particle configurations. If two or more particles enter at the same transverse point $`\stackrel{~}{x}`$, then, in our expressions, only the total momentum counts. States for which the total momentum distributions are identical will be indistinguishable, and since we want our scattering matrix to be unitary, these states must be identical. This is not Fock space for elementary particles as we are used to.

It is important to note, on the other hand, that string amplitudes, which are like Eq. (5.7) but without the $`i`$ in the kinetic term, share the same feature: states with two or more particles entering the string world sheet at one point, are indistinguishable from states with just a single particle entering at that point. Distinctions only come after the $`\stackrel{~}{x}`$ integrations, at which the particle number becomes unambiguous.

7. The holographic principle.$`^{\text{26}}`$ We have reached a point where, for a proper description of the particle states in the vicinity of a black hole, a two-dimensional function is required: the momentum distribution over a two-dimensional coordinate on the horizon. In addition, this function must be further reduced, since it must effectively contain not more than one $`Z(2)`$ variable per surface element $`A_0`$ (see Eq. (3.10)). A comparison with a holographic photograph is quickly made. In a holographic set-up, a laser beam shines onto some three-dimensional object, and the reflected light interferes with an unperturbed laser beam. The interference pattern is registered on a photographic plate. In turn, after having developed the plate, we can shine a laser beam on it. An image of the three-dimensional object re-emerges. This appears to be a way to register three-dimensional objects on a two-dimensional photographic plate.

Now imagine that the photographic plate has a limited resolution, and that its colouring can only be black-and-white, no gray tones. In that case, the image we see of the original object will be blurred somewhat, since information went astray. This must actually be the situation in our description of particles entering a black hole: the momentum distribution cannot represent as many details as a fully three-dimensional description: our image of the universe is blurred. Of course, since it is the Planck scale where this limit is attained, in practice we perceive our universe very sharply.

Although this holographic nature of our description of the particles appears to apply only for particles entering a black hole, one may argue that it must have a much more universal validity. According to general relativity, there should exist a direct mapping that relates physical phenomena in one setting (with a gravitational field present) to another one (freely falling coordinates). Normally, the mapping goes both ways. It is indeed unlikely that freely falling particles can be described in more detail than the limits set by the holographic principle: one bit of information per surface element of size $`A_0`$. It can be computed that the energy needed to detect more details would be so large that gravitational collapse would be inevitable; the entire scene would be absorbed by a black hole – and indeed be impossible to observe at all!

This is what we found out about Nature’s book keeping system: the data can be written onto a surface, and the pen with which the data are written has a finite size.

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16. M. Jamin, Theoretical status of $`ϵ^{}/ϵ`$, hep-ph/9911390.

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19. Y. Suzuki and Y. Totsuka, Nucl. Phys. Proc. Suppl 77 (1999) 546 P; L. Maiani, Cold Dark Matter and Massive Neutrinos, in the Universe and in the Lab. Talk presented at the Symposium “Future of Universe, Future of Earth, Future of Civilization”, Budapest - Debrecen, Hungary, 2-6 July 1999 (CERN preprint).

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# Meron-cluster algorithms and chiral symmetry breaking in a (2+1)-d staggered fermion model 11footnote 1This work is supported in part by funds provided by the U.S. Department of Energy (D.O.E.) under cooperative research agreement DE-FC02-94ER40818 and by the Schweizerischer Nationalfonds.

## 1 Introduction

There are a number of models of interest which suffer from a very severe sign problem. This includes QCD and other field theories with a non-zero chemical potential or a non-zero vacuum angle or odd numbers of fermion flavors, frustrated quantum spin systems, like the quantum antiferromagnet in an external magnetic field, and models for strongly-correlated electrons, like the Hubbard model for high-temperature superconductivity. These models have a Boltzmann weight which can be negative or even complex and so cannot be interpreted as a probability. This difficulty can be overcome in numerical simulations by including the sign or phase of the Boltzmann weight with observables. Unfortunately, this leads to large cancellations and gives exponentially small observables. This requires exponentially large statistics, which makes it in practice impossible to simulate these models numerically.

Recently, a new technique has been developed, called Meron-Cluster algorithms , which completely solves the sign problem for some of these models . It identifies the origin of the sign problem with properties of the clusters, which enables it to be eliminated. Cluster algorithms in general are extremely efficient at exploring configuration spaces and very often do not suffer from critical slowing down as a phase transition is approached, unlike many other algorithms. For example, in this and previous papers, we can work directly in the chiral limit with massless fermions. Combined with the ability to construct improved estimators, we can perform a high precision study of these models with only modest statistics.

In this paper, we explore a model of $`N=1`$ flavor of staggered fermions in (2+1)-dimensions with a four-fermion interaction. This model has a very severe sign problem and cannot be simulated with standard techniques. We build a Meron-Cluster algorithm, which we use to perform a high-precision study. We find that the $`𝖹𝖹(2)`$ chiral symmetry of this model is spontaneously broken at low temperatures and, using finite-size scaling analysis, we verify that the finite-temperature chiral phase transition is in the universality class of the 2-d Ising model. A recent study of the same model with $`𝖹𝖹(2)`$ chiral symmetry in (3+1)-dimensions has shown, using a Meron-Cluster algorithm, that a finite temperature chiral phase transition occurs which has the universal behavior of the 3-d Ising model . The work presented in this paper concerns a different universality class and also constructs more observables than were previously considered.

The identification of the finite temperature critical behavior is not entirely straightforward . A model of $`N`$ fermion flavors with a four-fermion interaction shows mean-field behavior in the $`N=\mathrm{}`$ limit. On the other hand, at finite $`N`$ one finds the non-trivial critical behavior that one expects based on dimensional reduction and standard universality arguments. For example, in  it has been verified that the chiral phase transition in a $`(2+1)`$-d four-fermion interaction model with $`N=4`$ flavors and $`𝖹𝖹(2)`$ chiral symmetry is in the universality class of the 2-d Ising model. Due to the fermion sign problem, standard fermion simulation methods often do not work in models with too small a number of flavors. The work presented in this paper shows that the same universal behavior holds for $`N=1`$ flavor.

The standard technique to deal with fermions in Monte-Carlo simulations is to integrate them out, resulting in a non-local bosonic theory. The Meron-Cluster algorithm does not integrate out the fermions, instead we describe them with a local theory using a Fock space basis of occupation number. The fermion sign arises as a non-local property due to the permutation of fermion world lines. Using probabilistic rules, we connect neighboring lattice sites, producing closed loops, which are the clusters. A cluster is flipped by making all of its occupied sites empty and its empty ones occupied. Such a cluster flip can change the fermion sign by changing the permutation of fermion world lines. A cluster whose flip changes the sign we call a meron. We can tell if a cluster is a meron simply from its structure. A typical configuration contains many merons, yet the observables of interest are only non-zero for configurations with very few or no merons. The signals from standard Monte Carlo algorithms are so exponentially small because the Markov chain explores a vast configuration space, yet only an exponentially small sub-space makes any contribution to measurables. By restricting ourselves to only explore the relevant sub-space, we completely solve the sign problem.

This paper is organized as follows. In section 2, we present the fermionic model which we have studied, calculate its partition function using the Hamiltonian formulation and find that there is a sign problem. In section 3, we describe briefly the Meron-Cluster algorithm which we have used to perform numerical simulations of this model. We present the results of the simulations in section 4 and give our conclusions in section 5.

## 2 The Staggered Fermion Model

We consider staggered fermions in the Hamiltonian formulation on a 2-dimensional spatial lattice of extent $`L`$, which is even. The Hamiltonian operator is

$`H`$ $`=`$ $`{\displaystyle \underset{x,i}{}}h_{x,i}+m{\displaystyle \underset{x}{}}(1)^{x_1+x_2}\mathrm{\Psi }_x^+\mathrm{\Psi }_x`$
$`h_{x,i}`$ $`=`$ $`\eta _{x,i}(\mathrm{\Psi }_x^+\mathrm{\Psi }_{x+\widehat{i}}+\mathrm{\Psi }_{x+\widehat{i}}^+\mathrm{\Psi }_x)+G(\mathrm{\Psi }_x^+\mathrm{\Psi }_x{\displaystyle \frac{1}{2}})(\mathrm{\Psi }_{x+\widehat{i}}^+\mathrm{\Psi }_{x+\widehat{i}}{\displaystyle \frac{1}{2}}),`$ (2.1)
where $`\eta _{x,1}=1`$ and $`\eta _{x,2}=(1)^{x_1}`$ are the standard Kawamoto-Smit phases for staggered fermions and $`G`$ is a constant. The fermionic operators satisfy the usual anticommutation relations $`\{\mathrm{\Psi }_x,\mathrm{\Psi }_y\}=\{\mathrm{\Psi }_x^+,\mathrm{\Psi }_y^+\}=0,\{\mathrm{\Psi }_x^+,\mathrm{\Psi }_y\}=\delta _{xy}`$. The same model in (3+1)-dimensions was explored in . We refer the reader to this paper, where various features of the model and the Meron-Cluster algorithm are discussed in more detail than we give here.

In the Hamiltonian formulation of the theory, fermion doubling on the lattice occurs only in the spatial dimensions. Using staggered fermions, the Dirac components of a spinor are distributed spatially, reducing the number of fermion flavors by a factor of four. Thus this (2+1)-dimensional model contains $`N=1`$ fermion flavor. The model has a global $`U(1)`$ symmetry corresponding to conserved particle number, as the total particle number operator commutes with the Hamiltonian

$$N=\underset{x}{}\mathrm{\Psi }_x^+\mathrm{\Psi }_x,[H,N]=0.$$
(2.2)
Furthermore the Hamiltonian has, for $`m=0`$, a discrete $`𝖹𝖹(2)`$ symmetry corresponding to shifts by one lattice spacing. However the mass term breaks that symmetry explicitly. For a single flavor of massless fermions, the symmetry of the lattice model is $`U(1)𝖹𝖹(2)`$ and we refer to the discrete symmetry as chiral symmetry. In the continuum, a single massless fermion flavor has a $`U(1)`$ axial symmetry (there is no gauge interaction, so this symmetry is not anomalously broken). The discrete $`𝖹𝖹(2)`$ symmetry is the lattice remnant of this continuous symmetry. From now on, we set $`m=0`$ and explore the behavior of the chiral symmetry of this model. The symmetries of staggered fermions are discussed in detail in Ref. . If the $`𝖹𝖹(2)`$ chiral symmetry is spontaneously broken at some finite temperature, from universality we expect this to be a second-order phase transition. As the critical point is approached, the correlation length $`\xi `$ diverges and the system becomes insensitive to the time extent. Due to dimensional reduction, we expect a finite-temperature chiral phase transition in this model to belong to the 2-d Ising universality class.

The partition function of the model is

$`Z=\text{Tr}[\mathrm{exp}(\beta H)]=\underset{M\mathrm{}}{lim}\text{Tr}[\mathrm{exp}(ϵH)]^M`$ (2.3)
$`=\underset{M\mathrm{}}{lim}\text{Tr}[\mathrm{exp}(ϵH_1)\mathrm{exp}(ϵH_2)\mathrm{exp}(ϵH_3)\mathrm{exp}(ϵH_4)]^M,`$
where we use the Suzuki-Trotter decomposition to divide the Euclidean time extent $`\beta `$ into $`4M`$ time slices, the lattice spacing in the time direction being $`ϵ=\beta /M`$. The Hamiltonian operator is decomposed into four parts $`H=H_1+H_2+H_3+H_4`$. All of the terms that contribute to a particular $`H_i`$ commute with one another, as each term is an interaction between nearest-neighbors and each lattice site appears in only one such nearest-neighbor pair. However, the $`H_i`$ do not commute with one another. We note that it is not actually necessary to discretize the time direction, as it is possible to work directly in the Euclidean time continuum .

We can equivalently describe this model with bosonic operators, using a transformation by Jordan and Wigner . We order the lattice sites on each time slice arbitrarily into a chain, which can be done in any number of spatial dimensions. For example, a possible ordering of points in two spatial dimensions is by an index $`l=x_1+(x_21)L`$. The fermionic operators are now represented by a chain of Pauli matrices

$`\mathrm{\Psi }_x^+=\sigma _1^3\sigma _2^3\mathrm{}\sigma _{l1}^3\sigma _l^+,\mathrm{\Psi }_x=\sigma _1^3\sigma _2^3\mathrm{}\sigma _{l1}^3\sigma _l^{},\mathrm{\Psi }_x^+\mathrm{\Psi }_x={\displaystyle \frac{1}{2}}(\sigma _l^3+1)`$ (2.4)
$`\sigma ^\pm ={\displaystyle \frac{1}{2}}(\sigma ^1\pm i\sigma ^2),[\sigma _l^i,\sigma _m^j]=2i\delta _{lm}ϵ^{ijk}\sigma _l^k,`$
where the spatial position $`x`$ is denoted by the index $`l`$ and the Pauli matrices satisfy the usual commutation relations. To calculate the partition function of the theory, we use the Fock space basis of occupation number $`n_x=0,1`$ i.e. the eigenstates of $`\sigma ^3`$. The occupied and empty states are respectively $`|1`$ and $`|0`$, which satisfy $`\sigma ^3|1=|1`$ and $`\sigma ^3|0=|0`$.

The time evolution operator $`\mathrm{exp}(ϵH_i)`$ acts on a time slice of occupation number states, producing the next time slice. This is decomposed into the product of operators $`\mathrm{exp}(ϵh_{x,i})`$ acting on nearest-neighbor occupation states. The transfer matrix is

$$\mathrm{exp}(ϵh_{x,i})=\mathrm{exp}(\frac{ϵG}{4})\left(\begin{array}{cccc}\mathrm{exp}(\frac{ϵG}{2})& 0& 0& 0\\ 0& \mathrm{cosh}\frac{ϵ}{2}& \mathrm{\Sigma }\mathrm{sinh}\frac{ϵ}{2}& 0\\ 0& \mathrm{\Sigma }\mathrm{sinh}\frac{ϵ}{2}& \mathrm{cosh}\frac{ϵ}{2}& 0\\ 0& 0& 0& \mathrm{exp}(\frac{ϵG}{2})\end{array}\right),$$

the basis being $`|00,|01,|10`$ and $`|11`$, where e.g. $`|01`$ represents state $`|0`$ at $`x`$ and $`|1`$ at $`x+\widehat{i}`$. If these nearest-neighbors are labelled $`l`$ and $`m`$, the off-diagonal transfer matrix elements have a factor $`\mathrm{\Sigma }=\eta _{x,i}\sigma _{l+1}^3\sigma _{l+2}^3\mathrm{}\sigma _{m1}^3`$. Note that this operator is diagonal in the occupation number basis.

The partition function of the theory is given as a path integral

$$Z_f=\underset{n}{}\text{Sign}[n]\mathrm{exp}(S[n]),$$
(2.5)
where we sum over all possible configurations of occupation numbers $`n(x,t)=0,1`$ on a $`(2+1)`$-d space-time lattice of points $`(x,t)`$. The Boltzmann factor $`\mathrm{exp}(S[n])`$ for a configuration is the product of the Boltzmann factors for each space-time plaquette $`\mathrm{exp}(s[n(x,t),n(x+\widehat{i},t),n(x,t+1),n(x+\widehat{i},t+1)])`$, which are

$`\mathrm{exp}(s[0,0,0,0])=\mathrm{exp}(s[1,1,1,1])=\mathrm{exp}({\displaystyle \frac{ϵG}{2}}),`$
$`\mathrm{exp}(s[0,1,0,1])=\mathrm{exp}(s[1,0,1,0])=\mathrm{cosh}{\displaystyle \frac{ϵ}{2}},`$
$`\mathrm{exp}(s[0,1,1,0])=\mathrm{exp}(s[1,0,0,1])=\mathrm{sinh}{\displaystyle \frac{ϵ}{2}}.`$ (2.6)
All other plaquettes are illegal and have Boltzmann weight zero, as they represent non-conservation of fermion number. Any configuration which contains illegal plaquettes has itself Boltzmann weight zero and makes no contribution to the partition function. We are only interested in legal configurations, which have to satisfy several constraints. Note that here we have dropped the overall factor $`\mathrm{exp}(ϵG/4)`$ that appeared in eq.(2). The sign of a configuration, $`\text{Sign}[n]`$, is also a product of space-time plaquette contributions $`\text{sign}[n(x,t),n(x+\widehat{i},t),n(x,t+1),n(x+\widehat{i},t+1)]`$ with

$`\text{sign}[0,0,0,0]=\text{sign}[0,1,0,1]=\text{sign}[1,0,1,0]=\text{sign}[1,1,1,1]=1,`$
$`\text{sign}[0,1,1,0]=\text{sign}[1,0,0,1]=\mathrm{\Sigma }.`$ (2.7)
The occupied lattice sites define world-lines of fermions, which close due to the periodicity of the Euclidean time direction. The world-lines are free to permute during their time evolution as the fermions interchange position and each configuration has a well-defined permutation of fermions. The Pauli exclusion principle tells us that the sign of a configuration is the permutation sign of the fermions, hence $`\text{Sign}[n]=\pm 1`$. This non-local effect is contained in the factors $`\mathrm{\Sigma }`$ of each space-time plaquette.

The expectation value of a fermionic observable $`A[n]`$ is given by

$`A_f={\displaystyle \frac{1}{Z_f}}{\displaystyle \underset{n}{}}A[n]\text{Sign}[n]\mathrm{exp}(S[n])={\displaystyle \frac{A\text{Sign}}{\text{Sign}}},`$ (2.8)
$`\text{Sign}={\displaystyle \frac{1}{Z_b}}{\displaystyle \underset{n}{}}\text{Sign}[n]\mathrm{exp}(S[n]),`$
where $`\mathrm{}`$ means a measurement made in the bosonic ensemble, whose partition function is $`Z_b=_n\mathrm{exp}(S[n])`$. To measure one fermionic observable requires two bosonic measurements. The quantities of physical interest which we measure are the chiral condensate $`\overline{\mathrm{\Psi }}\mathrm{\Psi }`$, the chiral susceptibility $`\chi `$ and a Binder cumulant $`U`$ of the chiral condensate, respectively

$`\overline{\mathrm{\Psi }}\mathrm{\Psi }[n]={\displaystyle \frac{ϵ}{4}}{\displaystyle \underset{x,t}{}}(1)^{x_1+x_2}(n(x,t){\displaystyle \frac{1}{2}}),`$
$`\chi ={\displaystyle \frac{1}{\beta V}}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2_f,`$ $`U=1{\displaystyle \frac{(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4_f}{3[(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2_f]^2}}.`$ (2.9)
## 3 The Meron-Cluster Algorithm

We now describe briefly the Meron-Cluster algorithm which we used to sample the bosonic ensemble corresponding to the fermionic model without the sign factor. We set $`G=1`$, for which the bosonic model is the isotropic antiferromagnetic quantum Heisenberg model, whose Hamiltonian is $`H=_{x,i}(S_x^1S_{x+\widehat{i}}^1+S_x^2S_{x+\widehat{i}}^2+S_x^3S_{x+\widehat{i}}^3)`$, where $`S_x^i=\frac{1}{2}\sigma _l^i`$ is a spin $`1/2`$ operator at the lattice site $`x`$, labelled by $`l`$ in the Jordan-Wigner chain. There already exist extremely efficient cluster algorithms to simulate bosonic quantum spin systems , and the first cluster algorithm for lattice fermions was constructed in . These algorithms can be implemented directly in the time continuum , i.e. the Suzuki-Trotter time discretization is not even necessary. In this study, we discretize the time direction.

We use the same algorithm that was used in . Each configuration is decomposed into a set of clusters, which consist of connected lattice sites. A new configuration is generated by flipping the clusters. When a cluster is flipped, all lattice sites contained in that cluster change occupation number from $`n(x,t)`$ to $`1n(x,t)`$, i.e. the occupied sites become empty and the empty ones occupied. To build the clusters, a probabilistic choice is made in each space-time interaction plaquette $`[n(x,t),n(x+\widehat{i},t),n(x,t+1),n(x+\widehat{i},t+1)]`$ as to which neighboring lattice sites are connected to one another. A cluster is a sequence of connected sites. In this algorithm, the clusters are closed loops. The probabilistic choices (called cluster break-ups) which build the clusters are designed to obey detailed balance and we only allow break-ups which generate legal plaquettes under cluster flips. The cluster rules are illustrated in Table 1. For plaquette configurations $`[0,0,0,0]`$ and $`[1,1,1,1]`$, i.e. entirely empty or entirely occupied, we always connect sites with their time-like neighbors. For configurations $`[1,0,0,1]`$ and $`[0,1,1,0]`$ where a fermion hops to a neighboring site, we always connect sites with their space-like neighbors. For configurations $`[1,0,1,0]`$ and $`[0,1,0,1]`$, i.e. a static fermion next to an empty site, we connect the sites with their time-like neighbors with probability $`p=2/[1+\mathrm{exp}(ϵ/2)]`$ and with their space-like neighbors with probability $`1p`$. This algorithm was also used in . It is extremely efficient, has almost no detectable autocorrelations and its dynamical exponent for critical slowing down is compatible with zero.

Each cluster has two orientations, with lattice site occupancies $`n(x,t)`$ and $`1n(x,t)`$. When a cluster is flipped, the new configuration which is generated may have a different sign from the previous one, depending on whether or not the permutation of fermion world-lines is changed. A cluster whose flip changes $`\text{Sign}[n]`$ we call a meron, those which leave $`\text{Sign}[n]`$ unchanged we call non-merons. Flipping a meron changes the topology of the fermion world-lines. The term meron has been used before to denote half-instantons , such as in the 2-d $`O(3)`$ model at non-zero vacuum angle $`\theta `$ . The number of merons in a configuration is always even, as flipping all clusters leaves the sign unchanged. An example of a meron-cluster is given in Figure 1. When the meron-cluster is flipped the first configuration with $`\text{Sign}[n]=1`$ turns into the second configuration with $`\text{Sign}[n]=1`$. For cluster algorithms more general than the one described here, it is not always possible to identify certain clusters as merons .

The meron concept alone gives us an exponential gain in statistics. Starting from a configuration containing $`N_C`$ clusters, we consider the ensemble of $`2^{N_C}`$ configurations where we allow all possible cluster orientations. If a configuration contains no merons, all configurations in the ensemble have $`\text{Sign}[n]=1`$. However, if it contains merons, half the ensemble has $`\text{Sign}[n]=1`$ and the other half $`\text{Sign}[n]=1`$, which exactly cancel, giving a contribution 0. The improved estimator gives $`\text{Sign}=\delta _{N,0}`$, i.e. the probability that a configuration contains $`N=0`$ merons, which is an exponential improvement on standard algorithms, which measure a statistical average of $`\pm 1`$. As explained in , this solves half of the sign problem.

We also construct improved estimators for observables. The chiral susceptibility is

$$\chi =\frac{1}{\beta V}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2_f=\frac{1}{\beta V}\frac{(\overline{\mathrm{\Psi }}\mathrm{\Psi })^2\text{Sign}}{\text{Sign}}.$$
(3.1)
The total chiral condensate for a given configuration, $`\overline{\mathrm{\Psi }}\mathrm{\Psi }[n]=_C\overline{\mathrm{\Psi }}\mathrm{\Psi }_C`$, is a sum of cluster contributions. Averaging $`\chi `$ over the ensemble of $`2^{N_C}`$ configurations gives

$$\chi =\frac{_C|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C|^2\delta _{N,0}+2|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}|\delta _{N,2}}{\beta V\delta _{N,0}},$$
(3.2)
This only gets contributions from configurations with $`N=0`$ or $`N=2`$ merons ($`C_1`$ and $`C_2`$ are the two merons). The vast majority of configurations contain many merons, but they make no contribution to observables. The zero- and two-meron sectors of configuration space are exponentially small, but they contain all of the contributions to $`\chi `$. Restricting ourselves to only explore this sub-space, we exponentially enhance both the numerator and denominator of eq.(3.2), leaving the ratio invariant. This solves the remaining half of the sign problem.

For the Binder cumulant $`U`$, we need to measure $`(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4_f`$ and hence

$$\text{Sign}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4=\text{Sign}\underset{C_i,C_j,C_k,C_l}{}\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_i}\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_j}\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_k}\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_l}.$$
(3.3)
A cluster’s condensate contribution $`\overline{\mathrm{\Psi }}\mathrm{\Psi }_C`$ changes sign when the cluster is flipped. When a meron-cluster is flipped, Sign is changed. The non-zero terms in $`\text{Sign}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4`$ do not change sign if any cluster in the configuration is flipped. These non-zero terms must contain odd powers of $`\overline{\mathrm{\Psi }}\mathrm{\Psi }_C`$ for all merons $`C`$ in the configuration and even powers of $`\overline{\mathrm{\Psi }}\mathrm{\Psi }_C^{}`$ for all non-merons $`C^{}`$. The average over the ensemble of $`2^{N_C}`$ configurations is

$`\text{Sign}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4_{2^{N_C}}=\delta _{N,0}\left[{\displaystyle \underset{C}{}}|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C|^4+6{\displaystyle \underset{C,C^{}}{}}|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C|^2|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C^{}|^2\right]`$ (3.4)
$`+\delta _{N,2}\left[4|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}|^3|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}|+4|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}|^3|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}|+12{\displaystyle \underset{C}{}}|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C|^2|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}|\right]`$
$`+\delta _{N,4}\left[24|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_3}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_4}|\right],`$
where $`N`$ is the number of merons in the configurations, $`C_1,C_2,C_3`$ and $`C_4`$ are the merons and all sums in eq.(3.4) are over non-meron clusters. This average only gets contributions from the zero-, two- and four-meron sectors and so we need only explore this sub-space. We average this quantity over the complete bosonic ensemble to measure $`\text{Sign}(\overline{\mathrm{\Psi }}\mathrm{\Psi })^4`$ and hence $`U`$.

Consider the case of measuring $`\chi `$. We expect that $`p(0)/p(2)(|C|/V\beta )^2`$, where $`p(0)`$ and $`p(2)`$ are the probabilities that a configuration has zero or two merons and $`|C|`$ is the average cluster size. In large volumes, the majority of configurations has two merons, contributing $`0`$ to $`\text{Sign}`$. For even greater accuracy, we reweight the meron-sectors with trial probabilities $`p_t(0)`$ and $`p_t(2)`$, so that they appear with roughly equal frequency. This gives

$$\chi =\frac{_C|\overline{\mathrm{\Psi }}\mathrm{\Psi }_C|^2\delta _{N,0}p_t(0)+2|\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_1}||\overline{\mathrm{\Psi }}\mathrm{\Psi }_{C_2}|\delta _{N,2}p_t(2)}{\beta V\delta _{N,0}p_t(0)}.$$
(3.5)
The reweighting probabilities can be adjusted to minimize the statistical error. This technique was previously used in . To measure the Binder cumulant $`U`$, we use reweighting probabilities $`p_t(0),p_t(2)`$ and $`p_t(4)`$.

## 4 Numerical Results

We have performed simulations of the staggered fermion model on lattices with antiperiodic spatial boundary conditions from $`L=4`$ up to $`L=30`$ at inverse temperatures in the range $`\beta [1.0,3.0]`$, which includes the critical temperature where the chiral symmetry is spontaneously broken. We have made separate runs with either a fixed number of time slices (typically $`M=10`$, i.e. 40 time slices) or with fixed lattice spacing in the time direction ($`ϵ=0.1`$). In each simulation, we have made at least 1000 thermalization sweeps followed by 10000 measurements, with these numbers increased by a factor of 10 for $`L10`$. In one sweep of the lattice, a new cluster connection is proposed on each interaction plaquette and each cluster is flipped with probability $`1/2`$. To find the optimal reweighting probabilities $`p_t(N)`$ which minimize the statistical error, we first make a sample run without reweighting, only exploring the relevant meron-sectors. The observed relative weights are then used in production runs, where the sectors appear with equal probability. The major part of the sign problem is removed by the improved estimators, but reweighting is necessary for accurate measurements in large volumes.

A sample of the data measured is given in Table 2. The Table contains $`\text{Sign}`$ and the susceptibility $`\chi `$ measured over all meron-sectors, and the reweighted $`\text{Sign}_r`$ and $`\chi _r`$ measured over the zero- and two-meron sectors only with the reweighting factor $`p_t(0)/p_t(2)`$. All of these data are produced with 1000 thermalization sweeps and 10000 measurements. As all of the contributions to $`\chi `$ come from the zero- and two-meron sectors, $`\chi `$ and $`\chi _r`$ should be identical. Note that $`\text{Sign}_r`$, the fraction of zero-meron configurations generated by sampling the zero- and two-meron sectors only, is typically a lot bigger than $`\text{Sign}`$, the fraction of zero-meron configurations generated over all meron sectors. In small space-time volumes, $`\chi `$ can be accurately measured even when sampling all meron sectors. However, in large space-time volumes, $`\text{Sign}`$ is too small to be measured and we can only determine the susceptibility by restricting ourselves to the zero- and two-meron sectors. The staggered fermion model suffers from a very severe sign problem which is solved by the Meron-Cluster algorithm.

Figure 2 shows the meron number probability distribution in an algorithm that samples all meron sectors without reweighting. For small volumes the zero-meron sector and hence $`\text{Sign}`$ are relatively large, while multi-meron configurations are rare. On the other hand, in larger volumes the vast majority of configurations has a large number of merons and hence $`\text{Sign}`$ is exponentially small. For example, an extrapolation from smaller volumes gives a rough estimate for the non-reweighted $`\text{Sign}10^9`$ on the $`L=28`$ lattice at $`\beta =2.4`$., while the reweighted $`\text{Sign}_r=0.329(9)`$. Even if the configurations are entirely uncorrelated, to achieve a similar accuracy without the meron-cluster algorithm one would have to increase the statistics by a factor $`10^{18}`$, which is obviously impossible. In fact, at present there is no other method that can be used to simulate this model.

Figure 3 shows the chiral susceptibility $`\chi `$ as a function of $`\beta `$ for various spatial sizes $`L`$. At high temperatures (small $`\beta `$) $`\chi `$ is almost independent of the volume, indicating that chiral symmetry is intact. On the other hand, at low temperatures (large $`\beta `$) $`\chi `$ increases with the volume, which implies that chiral symmetry is spontaneously broken. To study the critical behavior in detail, we have performed a finite-size scaling analysis for $`\chi `$ focusing on the range $`\beta [2.2,2.6]`$ around the critical point. Since a $`𝖹𝖹(2)`$ chiral symmetry is spontaneously broken at finite temperature in this $`(2+1)`$-d model, one expects to find the critical behavior of the 2-d Ising model. The corresponding finite-size scaling formula valid close to $`\beta _c`$ is

$`\chi (L,\beta )=a(x)+b(y)L^{\gamma /\nu },`$
$`a(x)=a_0+a_1x+a_2x^2+\mathrm{},x=\beta \beta _c,`$
$`b(y)=b_0+b_1y+b_2y^2+\mathrm{},y=(\beta \beta _c)L^{1/\nu }.`$ (4.1)
For the 2-d Ising model the critical exponents are given by $`\nu =1.0`$ and $`\gamma /\nu =1.75`$. Assuming these values for the exponents, we obtain $`\beta _c=2.43(1)`$ for fixed $`ϵ=0.1`$ from the finite-size scaling fit, with a chi squared per degree of freedom of 0.84. The fit of the data is plotted in Figure 4. The value of $`\beta _c`$ is slightly dependent on $`ϵ`$.

In the finite-size scaling equation (4), for large enough $`L`$ one can neglect the term $`a(x)`$. Then $`\chi /L^{\gamma /\nu }`$ is a function of $`y=(\beta \beta _c)L^{1/\nu }`$ alone, i.e. the susceptibility data in various volumes at various $`\beta `$ can be described by one universal function. We have varied the value $`\beta _c`$ to find if all the data can be collapsed onto one universal curve. In Figure 5, we plot the universal curve obtained by taking $`\beta _c=2.43`$. The excellent agreement over a large range of spatial volumes $`L`$ and inverse temperatures $`\beta `$ is an indication of the quality of the finite-size scaling fit.

We also measure $`U_L`$, the Binder cumulant in volumes of extent $`L`$. In Figure 6, we plot the expected behavior of $`U_L`$ as $`L`$ increases for different temperatures. For $`T>T_c`$, the chiral symmetry is intact and $`U_L`$ flows into the $`T=\mathrm{}`$ fixed point $`U=0`$. For $`T<T_c`$, the chiral symmetry is spontaneously broken and $`U_L`$ flows into the $`T=0`$ fixed point $`U=2/3`$. If the universality class has a non-trivial fixed point $`U=U_{}`$, then $`U_L`$ flows into this value at $`T=T_c`$. By measuring $`U_L`$ in various volumes at many different temperatures, we determine this flow numerically. We have measured the Binder cumulant values in volumes up to $`L=30`$ and we plot some of these values as a function of $`1/L`$ in Figure 7. These measurements are made with the number of time slices fixed at $`40`$. Each curve in the figure represents some fixed temperature. In Figure 7, for small $`\beta `$ (i.e. high temperatures), $`U_L`$ clearly flows into the infinite temperature fixed point $`U=0`$, while for $`\beta `$ large (low temperatures), $`U_L`$ flows into the zero temperature fixed point $`U=2/3`$. For $`\beta `$ close to $`\beta _c`$, we have to go to larger volumes to see this behavior. Near $`\beta =2.35`$, the cumulant values appear to flow into a non-trivial fixed point $`U_{}`$. Examining this region closely, we estimate the critical inverse temperature as $`\beta _c=2.36(2)`$ and the fixed point value $`U_{}=0.60(1)`$. The finite-size scaling fit of $`\chi `$ measured at this $`ϵ0.24`$ gives the same value of $`\beta _c`$. Note that this deviates slightly from the critical temperature measured at $`ϵ=0.1`$. The universal fixed point value for the 2-d Ising model is estimated as $`U_{}0.58`$ . This is further evidence that the chiral phase transition belongs to the 2-d Ising universality class.

## 5 Conclusions

The Meron-Cluster algorithm has recently been developed to allow numerical simulations in models which suffer from a very severe sign problem. In this paper, we have applied this technique to investigate a model of staggered fermions. Unlike standard methods, which integrate out the fermions, resulting in a non-local bosonic action, we use a Fock space of occupation number to describe the fermions. We have a local bosonic action, with an additional non-local sign factor which contains the Fermi statistics. Due to the Pauli exclusion principle, configurations which have an odd permutation of fermion world lines have a negative sign. This sign leads to very large cancellations in observables and usually makes it impossible to make accurate measurements in numerical simulations. The Meron-Cluster algorithm decomposes every configuration into closed loops of connected sites, each loop being a cluster. Loops which change the fermion sign when flipped are identified as meron-clusters. A meron-cluster identifies a pair of configurations with equal weight and opposite sign. This results in an exact cancellation of two contributions $`\pm 1`$ to the path integral, such that only configurations without merons contribute to the partition function. Observables only receive contributions from configurations which contain very few or no merons, whereas the vast majority of configurations contain many merons. By only exploring the sectors of configuration space with the relevant numbers of merons, one makes an exponential gain in statistics. Combined with efficient re-weighting of the remaining meron sectors, this completely solves the sign problem. Cluster algorithms are extremely efficient at exploring configuration spaces and generating uncorrelated configurations and generally do not suffer from critical slowing down. Even in models without a sign problem, the Meron-Cluster algorithm is more efficient than standard fermion simulation methods.

In this paper, we examined a model of $`N=1`$ flavor of staggered fermions in $`(2+1)`$-dimensions, which has a $`𝖹𝖹(2)`$ chiral symmetry. The model has a very severe sign problem and cannot be solved by standard fermion simulation algorithms. Using a Meron-Cluster algorithm, we were able to make high-precision measurements of the chiral susceptibility and Binder cumulant even in very large volumes and low temperatures. In order to perform an accurate and reliable finite-size scaling analysis, it was necessary to go to volumes so large, where the sign problem is so severe, that a standard algorithm would require statistics on the order of $`10^{18}`$ to attain a similar accuracy. We were able to verify that the model undergoes a finite-temperature chiral phase transition, which belongs to the universality class of the $`2`$d Ising model. This is the behavior expected from dimensional reduction and universality. The same universal behavior was observed in the $`N=4`$ flavor case . However, the standard fermion algorithm that was used in that study does not work for $`N<4`$ due to the fermion sign problem.

It is quite natural to use cluster algorithms in models of discrete variables. A future possible application of the Meron-Cluster algorithm is in exploring quantum link models  which are used in the D-theory formulation of QCD . In D-theory, a model of discrete quantum variables undergoes dimensional reduction, resulting in an effective theory of continuous classical variables. In quantum link QCD the quarks arise as domain wall fermions. The application of meron-cluster algorithms to domain wall fermions is in progress. Also there are many applications to sign problems in condensed matter physics. Investigations of antiferromagnets in a magnetic field and of systems in the Hubbard model family are given in Ref..

At present, the Meron-Cluster algorithm is the only method that allows us to solve the fermion sign problem. A severe sign problem arises in lattice QCD calculations at non-zero baryon number due to a complex action. It is therefore natural to ask if our algorithm can be applied to this case. At non-zero chemical potential the 2-d $`O(3)`$ model, which is a toy model for QCD, also suffers from a sign problem due to a complex action. When applied to the D-theory formulation of this model, the Meron-Cluster algorithm solves the sign problem completely . It is an open question if such progress can be made in investigations of QCD.

## Acknowledgements

We would like to thank Shailesh Chandrasekharan and Uwe-Jens Wiese for helpful discussions.


text:
# On a generalization of the logistic map

## I Introduction

In the theory of nonlinear systems, the logistic map

$$x_{n+1}=f_r(x_n)=rx_n(1x_n),$$
(1)
with $`0r4`$, $`x_n[0,1]`$, and $`n=0,1,2,\mathrm{}`$, is well-known to provide one of the simplest example of what is referred to as a chaotic system. That is, a system which, for some range of its parameters, possesses at least one bounded orbit $`\{x_0,x_1,\mathrm{}\}`$ such that (i) $`\{x_0,x_1,\mathrm{}\}`$ is not asymptotically periodic and (ii) the Lyapunov exponent, defined in the context of Eq.(1) by the usual relation

$$\lambda (x_0)=\underset{N\mathrm{}}{lim}\underset{i=0}{\overset{N1}{}}\mathrm{ln}\left|_xf_r(x_i)\right|,$$
(2)
is greater than zero . For the logistic map at $`r=4`$, specifically, $`\lambda (x_0)`$ is positive and equals $`\mathrm{ln}2`$ for almost all $`x_0`$. This value can be easily calculated by noting that the logistic map is conjugate to the tent map or by having recourse to the fact that the dynamical system defined by Eq.(1) is ergodic for this particular value of $`r`$ . In this latter case, one is justified to calculate analytically the Lyapunov exponent as an ensemble average

$$\lambda =_0^1\rho (x)\mathrm{ln}\left|_xf_r(x)\right|dx,$$
(3)
the function

$$\rho (x)=\frac{1}{\pi \sqrt{x(1x)}},x[0,1]$$
(4)
being the invariant density of the map satisfying $`\rho (A)=\rho (f^1(A))`$, where $`f^1(A)`$ is the preimage of an arbitrary subset $`A`$ of the unit interval .

In this paper, we shall focus on another property of the logistic map at $`r=4`$, namely the existence of the following closed-form solution

$$x_n=\mathrm{sin}^2(2^n\pi \theta _0),$$
(5)
where $`\theta _0=\pi ^1\mathrm{arcsin}(\sqrt{x_0})`$. The importance of this formula relies evidently on the fact that $`x_n`$ can be evaluated directly, for any initial point $`x_0`$, without actually computing the intermediate values $`x_1,x_2,\mathrm{},x_{n1}`$. In the remaining of this work, we follow the steps used in the derivation of the above formula to construct similar expressions involving general terms of the form $`\mathrm{sin}^2(N^n\theta )`$. In doing so, we shall see that a whole new family of polynomial maps can be defined which, essentially, generalize the logistic map by preserving the density Eq.(4), and whose Lyapunov exponents can be calculated easily. Other properties of these newly defined dynamical maps are also studied. In particular, we shall point out some similarities between the maps and the Tschebysheff polynomials, and prove, finally, that the family of maps as a whole is closed under the composition of functions.

## II Definition of the logistic family

The explicit solution of the logistic map at the particular value $`r=4`$ can be derived by substituting in $`f_4(x_n)=4x_n(1x_n)`$ the change of coordinates $`x_n=\mathrm{sin}^2(\pi \theta _n)`$, valid for $`x_n[0,1]`$, and by using the trigonometric identity

$$4\mathrm{sin}^2\theta (1\mathrm{sin}^2\theta )=\mathrm{sin}^2(2\theta )$$
(6)
in order to obtain $`\mathrm{sin}^2(\pi \theta _{n+1})=\mathrm{sin}^2(2\pi \theta _n)`$. This is equivalent to the map $`\theta _{n+1}=2\theta _nmod1`$, which has the explicit solution

$$\theta _n=2^n\theta _0mod1.$$
(7)
Hence, the complete solution in terms of the coordinate $`x`$ must correspond to Eq.(5).

Following these steps, one can imagine to construct a map having the solution $`x_n=\mathrm{sin}(3^n\pi \theta _0)`$ by expressing $`\mathrm{sin}^2(3\theta )`$ in terms of $`\mathrm{sin}^2(\theta )`$ with the identity

$$\mathrm{sin}^2(3\theta )=16\mathrm{sin}^6\theta 24\mathrm{sin}^4\theta +9\mathrm{sin}^2\theta .$$
(8)
In this case, one gets $`g(x)=16x^324x^2+9x`$ as a possible dynamical map on $`[0,1]`$ having the required solution. More generally, one can use the recurrence formula

$$\mathrm{sin}(N\theta )=2\mathrm{cos}\theta \mathrm{sin}[(N1)\theta ]\mathrm{sin}[(N2)\theta ]$$
(9)
to define a whole set of maps which express $`\mathrm{sin}^2(N\theta )`$ in terms of $`\mathrm{sin}^2\theta `$. This set, the sine functions set, is defined specifically as

$$𝒮=\{SN(x):N=1,2,3,\mathrm{}\},$$
(10)
where $`SN(x)=[s_N(\sqrt{x})]^2`$, and

$`s_1(x)`$ $`=`$ $`x`$ (11)
$`s_2(x)`$ $`=`$ $`2x\sqrt{1x^2}`$ (12)
$`\mathrm{}`$ (13)
$`s_N(x)`$ $`=`$ $`2\sqrt{1x^2}s_{N1}(x)s_{N2}(x).`$ (14)
Note that the intermediate functions $`s_N(x)`$ are expressed as such in order to verify Eq.(9) with the variable change $`x=\mathrm{sin}\theta `$.

| $`SN(x)`$ |
| --- |
| $`S1(x)=x`$ |
| $`S2(x)=4x^2+4x`$ |
| $`S3(x)=16x^324x^2+9x`$ |
| $`S4(x)=64x^4+128x^380x^2+16x`$ |
| $`S5(x)=256x^5640x^4+560x^3200x^2+25x`$ |

Table 1. First five members of $`𝒮`$.

Using these definitions, we calculate the first five functions of $`𝒮`$ listed in table 1. Obviously, by construction of $`𝒮`$, $`S2(x)`$ is the logistic equation itself with parameter $`r=4`$. From a more general perspective, it can also be seen that the maps $`SN(x)`$ are degree $`N`$ polynomials whose leading coefficient, i.e., the coefficient of the highest degree term, is equal to $`4^{N1}`$ in absolute value. These two results, satisfied by any function $`SN(x)`$, is proven more formally in ref.. Note that the latter property allows us to extend the similarity with the logistic map by parameterizing the functions of $`𝒮`$ in the following manner

$$SN_r(x)=r\frac{SN(x)}{4^{N1}},$$
(15)
with $`0r4^{N1}`$. We call the set of functions $`\{SN_r(x):0r4^{N1}\},`$ the family of  $`SN(x)`$, which can be characterized numerically by bifurcation diagrams and Lyapunov spectrums such as the ones shown in figure 1.

## III Particularities of $`𝒮`$

Many of the interesting properties of the logistic map at $`r=4`$ can be investigated more intuitively by making explicit the fact that Eq.(7) is equivalent to a shift map $`S`$ on the binary expression of $`\theta _0`$ . Indeed, if we express $`\theta _0`$ as a binary number

$$\theta _0=0.b_0b_1b_2\mathrm{}=\underset{i=0}{\overset{\mathrm{}}{}}\frac{b_i}{2^{i+1}},b_i\{0,1\},$$
(16)
then applying Eq.(7) to $`\theta _0`$ is equivalent to shifting all the bits of $`\theta _0`$ to the left and dropping the integer part. In other words,

$`\theta _n`$ $`=`$ $`0.b_nb_{n+1}b_{n+2}\mathrm{}`$ (17)
$`=`$ $`S^n(0.b_0b_1b_2\mathrm{}),`$ (18)
where $`S^n=SS^{n1}`$ for $`n>1`$, and $`S^1=S`$. Not surprisingly, the same is true for the maps $`SN(x)`$, since Eq.(7) was the guideline in defining the family $`𝒮`$. However, in the case of $`SN(x)`$, the shift map to consider takes effect on $`\theta _0`$ written in base $`N`$. This follows from the following result which generalizes effectively the solution of Eqs.(5) and (7).

Theorem 1. Let $`\{x_0,x_1,x_2,\mathrm{}\}`$ be the orbit of $`x_0`$ under $`SN(x)`$. If we write $`x_n=\mathrm{sin}^2(\pi \theta _n)`$, then we have that

$$\theta _{n+1}=N^n\theta _0mod1,$$
(19)
where, as usual, $`\theta _0=\pi ^1\mathrm{arcsin}(\sqrt{x_0})`$.

We omit the proof of this theorem as it follows directly from the next lemma.

Lemma 1. Consider $`SN(x)`$ as defined previously. We have that

$$SN(\mathrm{sin}^2\theta )=\mathrm{sin}^2(N\theta ).$$
(20)
Proof: The result is obvious for $`N=1`$ and $`N=2`$. Suppose Eq.(20) true for $`N1`$ and $`N2`$, that is to say

$`s_{N1}^2(\mathrm{sin}\theta )`$ $`=`$ $`S[N1](\mathrm{sin}^2\theta )`$
$`=`$ $`\mathrm{sin}^2[(N1)\theta ],`$
and $`s_{N2}(\mathrm{sin}\theta )=\mathrm{sin}[(N2)\theta ]`$. Then, for $`\theta ,`$

$`SN(\mathrm{sin}^2\theta )`$ $`=`$ $`s_N^2(\mathrm{sin}\theta )`$
$`=`$ $`[2\sqrt{1\mathrm{sin}^2\theta }s_{N1}(\mathrm{sin}\theta )s_{N2}(\mathrm{sin}\theta )]^2`$
$`=`$ $`[2\mathrm{cos}\theta \mathrm{sin}((N1)\theta )\mathrm{sin}((N2)\theta )]^2`$
$`=`$ $`\mathrm{sin}^2(N\theta ),`$
where we have used the identity (9). $`\mathrm{}`$

Note that we could have proceeded to a similar generalization of the logistic map using cosine functions instead of sine functions, while preserving its shift property. One possible way of achieving this is to define the cosine functions set

$$𝒞=\{CN(x):N=1,2,3,\mathrm{}\},$$
(21)
where $`CN(x)=[c_N(\sqrt{x})]^2`$, and

$`c_1(x)`$ $`=`$ $`x`$ (22)
$`c_2(x)`$ $`=`$ $`2x^21`$ (23)
$`\mathrm{}`$ (24)
$`c_N(x)`$ $`=`$ $`2xc_{N1}(x)c_{N2}(x).`$ (25)
Contrary to the $`s_N(x)`$’s, the functions $`c_N(x)`$ have the interesting property that they are polynomials of degree $`N`$. In fact, the set $`\{c_N(x):N\}`$ coincides with the set of Tschebysheff polynomials on the unit interval , the latter set satisfying the exact same recurrence formula as Eq.(25). We thus have that $`\{c_N(x)\}`$ must constitute a set of orthogonal polynomials, i.e.,

$$_0^1c_N(x)c_N^{}(x)𝑑x=\delta _{N,N^{}},$$
(26)
for all integers $`N`$ and $`N^{}`$, where $`\delta _{i,j}`$ is the delta-Kronecker function. This fact can be further proved using the property $`c_N(\mathrm{cos}\theta )=\mathrm{cos}(N\theta )`$, well-known to be satisfied by the Tschebysheff functions. Note that $`\{s_N(x)\}`$ is also a set of orthogonal functions; its members satisfy indeed the relation $`s_N(\mathrm{sin}\theta )=\mathrm{sin}(N\theta )`$. In the remaining of this work, we shall restrain our study to the set $`𝒮`$, since the maps $`SN(x)`$ are directly related to $`CN(x)`$ by the expression

$$SN(x)=\{\begin{array}{ccc}CN(x),\hfill & & \text{for }N\text{ odd}\hfill \\ 1CN(x),\hfill & & \text{for }N\text{ even.}\hfill \end{array}$$
(27)
Hence, as far as their dynamics are concerned, the functions $`SN(x)`$ and $`CN(x)`$ are totally equivalent.

## IV Conjugacies

The analysis of the chaoticity properties of a map $`f`$ is greatly simplified by studying conjugate maps of $`f`$ which are obtained by applying a global change of variables. Recall that two maps $`f:II`$ and $`g:JJ`$ are conjugate if there exists a homeomorphism, i.e., a bijective and continuous map $`H:IJ`$ such that $`Hf=gH`$. The function $`H`$ is called a conjugacy. In the context of $`𝒮`$, a possible conjugate function of $`SN(x)`$ can be constructed as follows. Let $`TN(x)`$ be a piecewise linear function (a generalized tent map) defined on subintervals $`[k/N,(k+1)/N]`$ of $`[0,1]`$ by setting

$$TN(x)=\{\begin{array}{cc}Nxk,\hfill & \text{for }k\text{ even}\hfill \\ Nx+k+1,\hfill & \text{for }k\text{ odd,}\hfill \end{array}$$
(28)
with $`k=0,1,\mathrm{},N1`$.

Theorem 2. $`SN(x)`$ is conjugate to $`TN(x)`$ with conjugacy $`H(x)=\mathrm{sin}^2(\pi x/2)`$.

Proof: First note that $`H(x)`$ is both continuous and bijective on the interval $`[0,1]`$. Now, on the first hand we have that $`SN(H(x))=SN(\mathrm{sin}^2(\pi x/2))=\mathrm{sin}^2(N\pi x/2)`$. On the other hand,

$`H(TN(x))`$ $`=`$ $`\{\begin{array}{cc}\mathrm{sin}^2(N\pi x/2k\pi /2),\hfill & \text{for }k\text{ even}\hfill \\ \mathrm{sin}^2(N\pi x/2+(k+1)\pi /2),\hfill & \text{for }k\text{ odd}\hfill \end{array}`$ (31)
$`=`$ $`\left(\pm \mathrm{sin}(N\pi x/2)\right)^2`$ (32)
$`=`$ $`\mathrm{sin}^2(N\pi x/2).`$ (33)
Thus, we have proved that $`SNH=HTN`$ for all integers $`N`$. $`\mathrm{}`$

Figure 2 depicts the graphs of $`SN(x)`$ and the corresponding $`TN(x)`$ for $`N=3,4`$. ($`T2(x)`$ is only the tent map since, as we mentioned, $`S2(x)`$ is the logistic map.) In each case, note that $`SN(x)`$ is a “smooth” version of $`TN(x)`$.

Remark. The functions $`CN(x)`$ are pairwise conjugate to the functions $`TN(x)`$ with conjugacy map $`H(x)=\mathrm{cos}^2(\pi x/2)`$. Evidently, since the conjugacy is an equivalence relation, this has the consequence that any $`CN(x)`$ is conjugate to $`SN(x)`$.

## V Ergodic properties of $`𝒮`$

In this section, we evaluate the invariant densities of the maps $`SN(x)`$ and their Lyapunov exponents based on the conjugates found in the previous section. As one would expect from the similarity of the graphs of $`T3(x)`$ and $`T4(x)`$ in figure 2, the functions $`TN(x)`$ should exhibit a unique and constant invariant density

$$\rho _{TN}(x)=1,x[0,1],$$
(34)
just as it is the case for the tent map. This can be proven using Adler and Bowen’s results on Markov transformations , (see also ). At this point, the invariant density of the functions $`SN(x)`$ can be found using the transformation formula

$$\rho _{SN}(x)=\rho _{TN}(y)\left|\frac{dy}{dx}\right|,$$
(35)
where $`y=\frac{2}{\pi }\mathrm{arcsin}(\sqrt{x}),`$ so as to obtain

$$\rho _{SN}(x)=\frac{1}{\pi \sqrt{x(1x)}}.$$
(36)
The unicity of $`\rho _{SN}(x)`$ is assured by the fact that $`\rho _{TN}(x)`$ is also unique, which means that both functions $`SN(x)`$ and $`TN(x)`$ must be ergodic .

Now, to evaluate the Lyapunov exponent of $`SN(x)`$ we may use the fact that $`\left|_xTN(x)\right|=N`$ for almost all $`x[0,1]`$ to infer that $`\lambda (x_0)=\mathrm{ln}N`$ almost everywhere in the case of $`TN(x)`$. Accordingly, since Lyapunov exponents are invariant under smooth and differentiable coordinate transformations , we have the following theorem. (A more extensive proof of this result, which takes care of the pathological points where $`_xTN(x)`$ is not defined, is contained in ref..)

Theorem 3. The Lyapunov exponent of $`SN(x)`$ is $`\mathrm{ln}N`$ almost everywhere (with respect to the invariant measure $`\rho _{SN}(x)`$).

The above theorem shows that the members of $`𝒮`$ are non-conjugate to each other simply because they possess different Lyapunov exponents. It also shows that $`𝒮\backslash \{S1\}`$, and consequently the set of Tschebysheff polynomials, are sets of chaotic maps. Indeed, $`\lambda =\mathrm{ln}N>0`$ for $`N>1`$, and by using the shift property of $`SN(x)`$ we can choose $`x_0=\mathrm{sin}^2(\pi \theta _0)`$, with $`\theta _0`$ irrational, to build an orbit that is not asymptotically periodic. Another way to convince ourselves that all the polynomials in $`𝒮`$ have chaotic orbits is to use the celebrated result “period-3 implies chaos” , and find an initial point $`x_0`$ of period 3 for each $`SN(x)`$. For instance, for a $`N>1`$ let $`x_0=\mathrm{sin}^2(\pi \theta _0)`$ where

$$\theta _0=\frac{1}{N^31}=0.001001\mathrm{}\text{(in base }N\text{).}$$
(37)
Again, using the shift map property, we must have

$`x_0`$ $`=`$ $`\mathrm{sin}^2(\pi 0.001001\mathrm{})`$ (38)
$`x_1`$ $`=`$ $`\mathrm{sin}^2(\pi 0.010010\mathrm{})`$ (39)
$`x_2`$ $`=`$ $`\mathrm{sin}^2(\pi 0.100100\mathrm{})`$ (40)
$`x_3`$ $`=`$ $`\mathrm{sin}^2(\pi 0.001001\mathrm{})=x_0.`$ (41)
We thus extended the chaoticity properties of the logistic map to an infinite family of polynomials.

## VI Algebraic properties

To complete the study of the properties of $`𝒮`$, we now deduce that it is an abelian monoid with respect to the composition of functions ($``$). A monoid, precisely, is a non-empty set $`M`$ together with a binary associative operation, say $``$, such that $`xyM`$ for $`x,yM`$. There must also be an element $`eM`$, called the identity element, for which $`xe=ex=x`$ for all $`xM`$. Moreover, a monoid is called abelian if the binary operation is commutative . In $`𝒮`$, the identity element is $`S1(x)=x`$. Also, the composition of function is clearly associative. Now, to prove that $`𝒮`$ is indeed abelian monoid, we verify that it is closed under composition and that this composition is commutative, a condition that is not verified in the case of composition of general functions. However, before we do so, we present next a new expression of $`SN(x)`$ on the unit interval.

Lemma 2. For all $`SN(x)`$ and $`x[0,1]`$,

$`SN(x)=\mathrm{sin}^2(N\mathrm{arcsin}\sqrt{x}).`$

Proof: Let $`x[0,1]`$. There exists a $`\theta [0,\pi /2]`$ such that $`x=\mathrm{sin}^2\theta `$, and thus $`\theta =\mathrm{arcsin}\sqrt{x}`$. Now, from Lemma 1 we have $`SN(x)=SN(\mathrm{sin}^2\theta )=\mathrm{sin}^2(N\theta )=\mathrm{sin}^2(N\mathrm{arcsin}\sqrt{x})`$. $`\mathrm{}`$

Theorem 4. (Monoid property) Let $`N_1`$ and $`N_2`$ be any positive integers. We have that

$$SN_1SN_2=SN_2SN_1=S[N_1N_2].$$
(42)
Proof: For $`N_1`$ and $`N_2`$ given, consider $`SN_1(x)`$ and $`SN_2(x)`$. Then, for any $`x[0,1]`$, we obtain from Lemma 2

$`SN_1(SN_2(x))`$ $`=`$ $`\mathrm{sin}^2[N_1\mathrm{arcsin}(\sqrt{SN_2(x)})]`$ (43)
$`=`$ $`\mathrm{sin}^2[N_1\mathrm{arcsin}(\mathrm{sin}(N_2\mathrm{arcsin}\sqrt{x}))]`$ (44)
$`=`$ $`\mathrm{sin}^2(N_1N_2\mathrm{arcsin}\sqrt{x})`$ (45)
$`=`$ $`S[N_1N_2](x).`$ (46)
Obviously, $`S[N_1N_2](x)=S[N_2N_1](x)`$, so the composition is commutative. $`\mathrm{}`$

As a direct consequence of the monoid property, $`k`$-periodic points of a certain polynomial $`SN(x)`$ can be looked at as fixed points of the function $`SM(x)`$ where $`M=N^k`$. Furthermore, a polynomial $`SN(x)`$ of very high degree can be computed easily by decomposing its expression using lower degree polynomial of the family $`𝒮`$. Explicitly, consider $`SN(x)𝒮`$. We say that $`SN(x)`$ is a prime element of $`𝒮`$ if $`N`$ is a prime number. Using this definition, we have as a result of Theorem 4 and the Fundamental Theorem of Arithmetic that any polynomial $`SN(x)`$ must possess a unique decomposition in prime elements of $`𝒮`$.

## VII Final remarks

To conclude, note that our study of the sine functions, written in the form $`SN(x)=\mathrm{sin}^2(N\mathrm{arcsin}\sqrt{x})`$, have been restricted to positive integers $`N`$. In a similar manner, it could be interesting to investigate functions of the type $`S\alpha (x)=\mathrm{sin}^2(\alpha \mathrm{arcsin}\sqrt{x})`$ with $`\alpha `$ real. One observation about this extra generalization is that, as for $`S1(x)`$, the function $`S\alpha (x)`$ does not exhibit chaotic properties for $`0\alpha 1`$. The function $`S\frac{1}{2}(x)=\mathrm{sin}^2(\frac{1}{2}\mathrm{arcsin}\sqrt{x})`$, for example, is conjugate to $`g(x)=x/2`$, and has all of its orbits attracted to $`x=0`$. Yet, this is not surprising since the Lyapunov exponent of this map must be $`\mathrm{ln}(1/2)<0`$. This brings us to conjecture that $`S\alpha (x)`$ must admit chaotic behavior if and only if $`\left|\alpha \right|>1`$, considering that the Lyapunov exponents of $`S\alpha (x)`$ should be $`\mathrm{ln}\alpha `$. A complete proof of this result, however, cannot be given here using the same symbolic dynamic approach used for $`SN(x)`$, for the simple reason that the expression of a point in “base $`N`$” makes sense only if $`N`$ is an integer greater than $`1`$.

## Aknowledgements

V.P. would like to thank A. Mingarelli for helpful discussions. This work was supported in part by the National Sciences and Engineering Research Council of Canada (NSERC) through the ES A Scolarship program.


text:
# On the semiclassical expansion for 1-dim 𝑥^𝑁 potentials

## Acknowledgements

This project was supported by the Ministry of Science and Technology of the Republic of Slovenia and by the Rector’s Fund of the University of Maribor. VR acknowledges the support of the work by the grant of the Ministry of Science and Technology of the Republic of Slovenia and the Abdus Salam ICTP (Trieste) Joint Programme and also the support of the Foundation of Fundamental Research of the Republic of Belarus.