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# Scaling law in the Standard Map critical function. Interpolating Hamiltonian and frequency map analysis.

## 1. Introduction.

The standard map  is the area–preserving twist map of the cylinder: $`/(2\pi )\times `$ given by:

(1.1)
$$\left(\genfrac{}{}{0pt}{}{x^{}}{y^{}}\right)=T_ϵ\left(\genfrac{}{}{0pt}{}{x}{y}\right)=\left(\genfrac{}{}{0pt}{}{x+y+ϵ\mathrm{sin}x}{y+ϵ\mathrm{sin}x}\right)$$

where $`ϵ`$ is a real parameter. Note that for all values of $`ϵ`$ one has $`ST_ϵS=T_ϵ`$ where $`S`$ is the involution of the cylinder $`S\left(\genfrac{}{}{0pt}{}{x}{y}\right)=\left(\genfrac{}{}{0pt}{}{x+\pi }{y}\right)`$. This allows us to restrict the study of $`T_ϵ`$ to $`ϵ`$ non negative.

The dynamics of the Standard Map depends critically on the parameter $`ϵ`$. For $`ϵ=0`$ the curves $`y_0=constant`$ are preserved by the map and the motion on these curves is a rotation of frequency $`\omega =y_0`$. For $`ϵ>0`$ not all these curves persist. Given an initial condition $`(x_0,y_0)`$ we define the rotation number $`\omega _T`$ by:

$$2\pi \omega _T(x_0,y_0,ϵ)=\underset{n\mathrm{}}{lim}\frac{\pi _1\left(T_ϵ^n(x_0,y_0)\right)x}{n}$$

when the limit exists, where $`\pi _1`$ is the projection on the first coordinate: $`\pi _1(x,y)=x`$. For $`ϵ>0`$ by Poincaré–Birkhoff’s Theorem (see  and  for a different proof) homotopically non–trivial invariant curves with rational rotation number do not exist: the invariant curves of rotation number $`\omega _T(x,y,0)=p/q`$, for integer $`p,q`$, $`q>0`$ relatively prime, split into $`2q`$ points when $`ϵ>0`$. This set of points is divided into two subsets of points each one composed of $`q`$ points: the elliptic points and the hyperbolic ones.

Let us define

$`ϵ_{crit}\left(\omega \right)=sup\{`$ $`ϵ>0:ϵ^{}[0,ϵ],\text{there exists a }𝒞^1\text{, homotopically}`$
$`\text{non–trivial, invariant circle of }T_ϵ^{}\text{ whose rotation number is }\omega \}`$
and $`ϵ_{crit}\left(\omega \right)=0`$ if $`\omega `$. The function $`\omega ϵ_{crit}\left(\omega \right)`$ is called the critical function for the standard map. The definition of $`ϵ_{crit}\left(\omega \right)`$ actually depends on the smoothness required for the invariant curve. However, whatever is the regularity of the curve (say $`𝒞^1`$, $`𝒞^k`$, $`𝒞^{\mathrm{}}`$ or $`𝒞^\omega `$) this function is very irregular: it is almost everywhere discontinuous and zero on a dense $`G_\delta `$–set. Moreover J.Mather proved  that $`sup_\omega ϵ_{crit}\left(\omega \right)\frac{4}{3}`$ and it is conjectured that $`sup_\omega ϵ_{crit}\left(\omega \right)=ϵ_{crit}\left(\frac{\sqrt{5}1}{2}\right)=0.971635\mathrm{}`$ .

For suitable irrational $`\omega `$, KAM theory  assures that for sufficiently small $`|ϵ|`$ there exists an analytic invariant circle upon which the dynamics of $`T_ϵ`$, restricted on this curve, is analytically conjugated to the rotation $`R_\omega \left(\theta \right)=\theta +2\pi \omega `$. This means that there exists an analytic (w.r.t. $`\theta `$ on $`𝕋=/2\pi `$ and $`|ϵ|<ϵ_0`$, for some $`ϵ_0>0`$) function $`u(\theta ,\omega ,ϵ)`$ such that

$$x=\theta +u(\theta ,\omega ,ϵ),1+\frac{u}{\theta }(\theta ,\omega ,ϵ)>0\theta 𝕋$$

and $`\theta ^{}=\theta +2\pi \omega `$, namely $`u`$ reparametrizes the invariant curve. Using perturbation theory we can expand this function into a power series w.r.t. $`ϵ`$ and Fourier’ series w.r.t. $`\theta `$

(1.2)
$$u(\theta ,\omega ,ϵ)=\underset{n1}{}ϵ^nu_n(\theta ,\omega )=\underset{n1}{}ϵ^n\underset{k,|k|n}{}\widehat{u}_n^{(k)}\left(\omega \right)e^{ik\theta }$$

which gives the so called Lindstedt series . One may define the critical radius of convergence of such series as

(1.3)
$$\rho _{crit}\left(\omega \right)=\left[\underset{\theta 𝕋}{sup}\underset{n\mathrm{}}{lim\; sup}|u_n(\theta ,\omega )|^{\frac{1}{n}}\right]^1.$$

It is clear that $`\rho _{crit}\left(\omega \right)ϵ_{crit}\left(\omega \right)`$, but it is an interesting open question to decide whether the two functions are equal or not on some set of frequencies. See  for a positive numerical answer and  for a negative one. This will imply that the function defined for $`ϵ𝔻_{\rho _{crit}\left(\omega \right)}`$ as the sum of the series (1.2) can be analytically continued outside its disk of convergence.

In  Marmi and Stark studied the relation between the $`ϵ_{crit}\left(\omega \right)`$ and a “universal function” depending only on the frequency: the Brjuno function $`B\left(\omega \right)`$ (see ). Using the Greene residue criterion (), Marmi and Stark find numerically evidence that it exists $`\beta >0`$ and a positive constant $`C`$, such that

(1.4)
$$\left|\mathrm{ln}ϵ_{crit}\left(\omega \right)+\beta B\left(\omega \right)\right|C$$

uniformly in $`\omega `$, as $`\omega `$ ranges in some set of quadratic irrationals, with $`\beta `$ approximately equal $`0.9`$. Comparing their results with similar problems in  they expected the value $`\beta =2`$.

In  and more recently in  the behaviour of $`\rho _{crit}\left(\omega \right)`$ when $`\omega `$ goes to a rational value is studied; in both cases complex frequencies were used. It is well known that if the imaginary part of $`\omega `$ is not zero the series (1.2) converges because there are no small divisors. In these papers the limit $`\omega \frac{p}{q}`$ of $`\rho _{crit}\left(\omega \right)`$ when $`\omega =\frac{p}{q}+i\eta `$ for some real $`\eta 0`$ was studied. The result is the following scaling law

(1.5)
$$\rho _{crit}\left(\omega \right)C_{p/q}\left|\omega \frac{p}{q}\right|^{\frac{2}{q}}$$

for some positive constant $`C_{p/q}`$ depending on the resonance.

Finally very recently Berretti and Gentile  proved that

(1.6)
$$\left|\mathrm{ln}\rho _{crit}\left(\omega \right)+2B\left(\omega \right)\right|C^{}$$

for some positive constant $`C^{}`$, uniformly w.r.t. $`\omega `$. This implies that the series given in (1.2) converges if and only if $`\omega `$ is a Brjuno number (i.e. $`B\left(\omega \right)<\mathrm{}`$).

The scaling law is related to this result which makes a link between rotation number and Brjuno function. One can prove ( ) that

$$\underset{\begin{array}{c}\omega p/q\\ \omega \text{ is a Brjuno’s number}\end{array}}{lim\; inf}\left(B\left(\omega \right)+\frac{1}{q}\mathrm{ln}\left|\omega \frac{p}{q}\right|\right)=c_{p/q}^{}$$

with $`c_{p/q}^{}`$ some non negative finite constant depending on the involved resonance111We point out that the previous result is false if we replace $`lim\; inf`$ with $`lim`$. In fact considering the fundamental resonance for simplicity and taking the sequence of Brjuno’s numbers $`\left(\omega _n\right)_{n0}`$, $`\omega _n^1=a_1\left(n\right)+\frac{1}{a_2\left(n\right)+\xi }`$, with $`a_i:^{}`$ strictly monotone increasing functions for $`i=1,2`$ and $`\xi `$ any Brjuno’s number. Then we have $`lim_{n+\mathrm{}}B\left(\omega _n\right)+\mathrm{ln}\omega _n=0`$ if $`\mathrm{ln}a_2\left(n\right)=o\left(a_1\left(n\right)\right)`$ for $`n+\mathrm{}`$, whereas if $`a_1\left(n\right)=o\left(\mathrm{ln}a_2\left(n\right)\right)`$ for $`n+\mathrm{}`$, then $`lim_{n+\mathrm{}}B\left(\omega _n\right)+\mathrm{ln}\omega _n=+\mathrm{}`$., then the result of Berretti and Gentile  implies the value $`\beta =2`$.

To end this short review about standard map critical functions and their scaling laws we cite the very recent work of Treschev and Zubelevich , where they studied (quite general) area preserving twist maps of the standard cylinder into itself, $`ϵ`$–close to an integrable ones. They proved that under some assumptions: given any rational number $`p/q`$, there exist two positive constants $`c`$ and $`ϵ_0`$ such that for all $`|ϵ|<ϵ_0`$, there exist two invariant homotopically non–trivial invariant $`𝒞^1`$ curves with frequencies $`\omega _l`$ and $`\omega _b`$ and

$$\omega _l<\frac{p}{q}<\omega _b\text{and}|\omega _b\omega _l|<cϵ.$$

The Theorem they prove (Theorem $`3`$ p.$`76`$ ) is based on a strong hypothesis (in particular assumption $`2.`$, which depends on the involved resonance) which is not verified by the standard map, except for the resonance $`0/1`$.

We consider the fundamental resonance $`0/1`$, we fix $`ϵ>0`$ and we define

$`\omega ^+\left(ϵ\right)=inf\{\omega >0:T_ϵ\text{ has a }𝒞^1\text{, homotopically non–trivial,}`$
(1.7) $`\text{invariant curve of rotation number }\omega \}`$
and

$`\omega ^{}\left(ϵ\right)=sup\{\omega <0:T_ϵ\text{ has a }𝒞^1\text{, homotopically non–trivial,}`$
(1.8) $`\text{invariant curve of rotation number }\omega \}`$
note that $`\omega ^+\left(ϵ\right)=\omega ^{}\left(ϵ\right)`$. These definitions are similar to the one of $`\mu (\omega )`$ given by R.S. Mac Kay  in the study of the Hamiltonian of Escande. The existence of a stochastic layer around the hyperbolic fixed point $`x=y=0`$, implies $`\omega ^+\left(ϵ\right)0`$, namely there is a “gap” in the curve which associates to each invariant circle its rotation number (frequency curve). The main result of the first part of this paper is the following Theorem222We point out that already in  for a one degree of freedom Hamiltonian system depending periodically on time, logarithmic singularities were found for the breakup of invariant tori with frequencies closer and closer to rational ones..

###### Theorem 1.1.

There exist two positive constant $`\mathrm{\Omega }_{0/1}`$ and $`c_{0/1}`$ such that for all $`|\omega |<\mathrm{\Omega }_{0/1}`$ then

$$\left|\mathrm{ln}ϵ_{crit}\left(\omega \right)\mathrm{ln}|\omega |\right|c_{0/1}.$$

Following , to prove our Theorem we need a upper bound for $`\mathrm{ln}ϵ_{crit}\left(\omega \right)\mathrm{ln}|\omega |`$. We obtain this bound combining ideas taken from two different domains: the exponential smallness of the splitting of the separatrices and the interpolation of diffeomorphisms by vector fields.

The splitting of the separatrices for the standard map has been widely studied. Using the results of Lazutkin and Gelfreich  we get a lower bound to the action corresponding to the last invariant torus. More precisely for a fixed $`ϵ`$ we define $`y^+\left(ϵ\right)`$, respectively $`y^{}\left(ϵ\right)`$, as the intersection point of the homotopically invariant $`𝒞^1`$ curve of frequency $`\omega ^+\left(ϵ\right)`$, respectively $`\omega ^{}\left(ϵ\right)`$, with the $`y`$–axis, note that $`y^+\left(ϵ\right)=y^{}\left(ϵ\right)`$. Then we prove (Proposition 2.2) that

$$y^+\left(ϵ\right)ce^{\frac{\pi ^2}{2\sqrt{ϵ}}}$$

for some positive constant $`c`$ and $`ϵ`$ small enough.

Using a result due to Benettin and Giorgilli , we construct an Hamiltonian system whose time–$`1`$ flow interpolates the Standard map; this allows us to exhibit an asymptotic development for the Standard map rotation number (Proposition 2.11) which, joint with the bound on $`y^+\left(ϵ\right)`$, leads to the desired upper bound. We note that to prove our result it will be sufficient to find an interpolating Hamiltonian system $`ϵ^{\frac{3}{2}}`$–close to the standard map; we nevertheless give the asymptotic development because to the best of our knowledge this result was not know and, secondly, the construction of an interpolating vector field exponentially close needs the same amount of difficulty as the construction of an $`ϵ^k`$–close vector field, for any power $`k`$.

In the second part (section 3) we present the Frequency Map Analysis (FMA) method of Laskar  and its application to the numerical investigation of the Standard map critical function.

For the fundamental resonance $`0/1`$, we find numerical results in agreement with the analytical ones presented in section 2. For the other resonances we find the behaviour

$$ϵ_{crit}\left(\omega \right)c_{p/q}\left|\omega \frac{p}{q}\right|^{\frac{1}{q}}$$

for $`\omega `$ in a neighbourhood of $`p/q`$ and $`c_{p/q}>0`$. We remark that using FMA we deal with real frequencies.

Using the FMA tool we can do investigations directly on the critical function and go deeply in the resonant region. Actually we deal with frequencies that are only $`610^4`$ far from the resonant value (in  the use of the Greene’s residue criterion gives frequencies that are $`10^2`$ close to the resonant value). The result we show in this paper for the critical function is in agreement with the one of .

Supported by considerations on both methods (analytical and numerical) we make the following conjecture:

> Conjecture. For all rational $`p/q`$, we can find positive constant $`c_{p/q}`$, such that when $`\omega `$ is in a small real neighbourhood of $`p/q`$, then
>
> $$ϵ_{crit}\left(\omega \right)c_{p/q}\left|\omega \frac{p}{q}\right|^{\frac{1}{q}}.$$

Comparing this conjecture with  we see that the domain of analyticity with respect to $`ϵ`$ of the function defined by the series (1.2) is quite different from a circle as $`\omega `$ tends to a resonance . It is an open question to understand completely its geometry: it could be an ellipse whose major semi–axis is in the direction of real $`ϵ`$ with a length proportional to the square root of the minor semi–axis, or probably a more complicated curve with the nearest singularity to the origin placed on the imaginary axis. We don’t think our result and our conjecture are in disagreement with the one of  in fact we think there is a difference when dealing with real or complex frequencies.

Acknowledgements. We are grateful to S. Marmi and D. Sauzin for the important help they provided during this work and to B. Chirikov and D. Shepelansky for some early discussions. Support from EC contract ERBCHRXCT94-0460 is also acknowledged.

## 2. Scaling law for the fundamental resonance.

The goal of this section is to prove our main result: Theorem 1.1. We note that from the definitions of $`ϵ_{crit}\left(\omega \right)`$ and $`\omega ^\pm \left(ϵ\right)`$ we have $`ϵ_{crit}\left(\omega ^\pm \left(ϵ\right)\right)=ϵ`$ then Theorem 1.1 is equivalent to

###### Theorem 2.1.

Let $`\omega ^\pm \left(ϵ\right)`$ be the functions of $`ϵ`$ defined in (1.7) and (1.8). Then there exist $`ϵ_0^{}>0`$ and $`c_0^{}>0`$ such that for all $`0<ϵ<ϵ_0^{}`$ we have

$$\left|\mathrm{ln}|\omega ^\pm \left(ϵ\right)|\mathrm{ln}ϵ\right|c_0^{}.$$

Using Theorem $`3.`$ page $`76`$ of  we can prove that there exist $`c>0`$ and $`ϵ_0>0`$ such that for all $`0<ϵ<ϵ_0`$ there exist two invariant homotopically non–trivial $`𝒞^1`$ curves with frequencies $`\omega _l`$ and $`\omega _b`$ and

$$\omega _l<0<\omega _b\text{and}|\omega _b\omega _l|<cϵ.$$

Recalling (1.7) and (1.8) we get the lower bound

$$\mathrm{ln}ϵ\mathrm{ln}|\omega ^\pm \left(ϵ\right)|>\mathrm{ln}2\mathrm{ln}c$$

for $`ϵ`$ small enough. Thus the proof of Theorem 2.1 reduces to prove the following bound

(2.1)
$$\mathrm{ln}ϵ\mathrm{ln}|\omega ^\pm \left(ϵ\right)|<c^{\prime \prime }$$

for some $`c^{\prime \prime }>0`$ and $`ϵ`$ small enough. This will be done in Proposition 2.4. Now we present the two results we need to prove Proposition 2.4.

Let us fix $`ϵ>0`$ and recall the definitions of $`y^\pm \left(ϵ\right)`$: $`y^+\left(ϵ\right)`$, respectively $`y^{}\left(ϵ\right)`$, are the intersection point of the homotopically invariant $`𝒞^1`$ curve of frequency $`\omega ^+\left(ϵ\right)`$, respectively $`\omega ^{}\left(ϵ\right)`$, with the $`y`$–axis. Then from the exponentially smallness of the splitting of the separatrices we deduce

###### Proposition 2.2.

There exist $`c>0`$ and $`ϵ_0^{\prime \prime }>0`$ such that for all $`0<ϵ<ϵ_0^{\prime \prime }`$ we have

(2.2)
$$|y^\pm \left(ϵ\right)|ce^{\frac{\pi ^2}{2\sqrt{ϵ}}}.$$

We leave the proof of this Proposition to subsection 2.1 and we introduce the second element we need to prove our result. We rewrite the Standard map as perturbation of the identity map, namely

(2.3)
$$S_\mu \left(\genfrac{}{}{0pt}{}{x}{z}\right)=\left(\genfrac{}{}{0pt}{}{x}{z}\right)+\mu \left(\genfrac{}{}{0pt}{}{z}{\mathrm{sin}x}\right)+\mu ^2\left(\genfrac{}{}{0pt}{}{\mathrm{sin}x}{0}\right)$$

we can pass from (2.3) to (1.1) putting $`\mu =\sqrt{ϵ}`$ and $`\mu z=y`$. And we define $`\omega _S`$ to be its rotation number, namely

$$\omega _S(x,z,\mu )=\underset{n\mathrm{}}{lim}\frac{\pi _1\left(S_\mu ^n(x,z)\right)x}{n}$$

when this limit exists. The relation between $`\omega _S`$ and $`\omega _T`$ is

(2.4)
$$\omega _T(x,y,ϵ)=\sqrt{ϵ}\omega _S(x,\frac{y}{\sqrt{ϵ}},\sqrt{ϵ}).$$

Following  we construct (Proposition 2.8 and Proposition 2.9) an integrable Hamiltonian system whose time–$`1`$ flow differs from the standard map in the formulation (2.3) for an exponentially small term: $`𝒪\left(e^{\frac{1}{\sqrt{ϵ}}}\right)`$ for $`ϵ0^+`$. This allows us to prove (Proposition 2.11) the existence of an asymptotic development of the standard map rotation number in terms of $`\sqrt{ϵ}`$, whose first order term is the pendulum frequency for rotation orbits. In fact the best interpolating Hamiltonian system is an integrable perturbation of order $`𝒪\left(\sqrt{ϵ}\right)`$ of the pendulum $`H_0(x,z)=\frac{z^2}{2}+\mathrm{cos}x`$. This implies the following Lemma

###### Lemma 2.3.

Let $`h_0`$ be a real number strictly greater than $`1`$. Let $`\omega _T`$ be the standard map rotation number and let $`\omega _{pend}`$ be the frequency of a rotation orbit of energy $`h_0`$ for the pendulum $`H_p(x,z)=\frac{z^2}{2}+\mathrm{cos}x`$. For $`ϵ>0`$ we consider the invariant circle of the standard map of initial conditions $`(x_0,y_0)=(x_0,\frac{y_0}{\sqrt{ϵ}})`$, then for $`ϵ`$ sufficiently small we have:

$$\left|\omega _T(x_0,y_0,ϵ)\sqrt{ϵ}\omega _{pend}(x_0,\frac{y_0}{\sqrt{ϵ}})\right|=𝒪\left(|ϵ|^{\frac{3}{2}}\right).$$

We can now prove the bound (2.1).

###### Proposition 2.4 (Upper bound.).

Let $`\omega ^\pm \left(ϵ\right)`$ be the functions of $`ϵ`$ defined in (1.7) and (1.8). Then there exist $`\overline{ϵ}>0`$ and $`c^{\prime \prime }>0`$ such that for all $`0<ϵ<\overline{ϵ}`$ we have

$$\mathrm{ln}ϵ\mathrm{ln}|\omega ^\pm \left(ϵ\right)|c^{\prime \prime }.$$

###### Proof.

Lemma 2.3 and its refinement (Corollary 2.10) say that the standard map rotation number is “well approximated” by the pendulum frequency. Consider a rotation orbit of the pendulum starting at $`(0,z_0)`$. Its frequency is given by

$$\omega _{pend}\left(h_0\right)=\frac{\pi }{k}\frac{1}{𝒦\left(k\right)}$$

where $`k^2=\left(1+\frac{z_0^2}{4}\right)^1`$, $`h_0=1+\frac{z_0^2}{2}`$ and

$$𝒦\left(k\right)=_0^{\frac{\pi }{2}}\frac{d\psi }{\sqrt{1k^2\mathrm{sin}^2\psi }}$$

is the complete Elliptic integral of first kind. For $`k=1`$ (that is $`z_0=0`$) the integral diverges logarithmically and (see , formula $`\mathrm{17.3.26}`$ p.$`591`$)

$$\underset{z_00}{lim}\left[𝒦\frac{1}{2}\mathrm{ln}\frac{4+z_0^2}{z_0^2}\right]=2\mathrm{ln}2.$$

Therefore in the limit $`z_00`$, $`\omega _{pend}`$ behaves as

(2.5)
$$\left|\omega _{pend}\frac{\pi }{\mathrm{ln}\frac{2}{|z_0|}}\right|=𝒪\left(\frac{z_0^2}{\mathrm{ln}|z_0|}\right).$$

Assume now that $`\omega _T(0,y_0,ϵ)`$ exists for $`ϵ`$ small enough, where $`y_0=z_0\mu `$. By (2.4), Lemma 2.3 and (2.5) one has

(2.6)
$$|\omega _T(0,y_0,ϵ)|\sqrt{ϵ}\frac{\pi }{\mathrm{ln}\frac{8\sqrt{ϵ}}{|y_0|}}+𝒪\left(|ϵ|^{\frac{3}{2}}\right).$$

If $`y_0`$ is the intersection of the last invariant torus with the axis $`x=0`$, namely $`y_0=y^+\left(ϵ\right)`$ and $`\omega _T(0,y_0,ϵ)=\omega ^+\left(ϵ\right)`$, then the bound (2.2) gives

$$|\omega ^+\left(ϵ\right)|\sqrt{ϵ}\frac{\pi }{C+\frac{1}{2}\mathrm{ln}ϵ+\frac{\pi ^2}{2\sqrt{ϵ}}}+𝒪\left(|ϵ|^{\frac{3}{2}}\right)$$

for some positive constant $`C`$. Then for $`ϵ`$ small enough we conclude that there exist another positive constant $`c`$ such that

$$|\omega ^+\left(ϵ\right)|cϵ.$$

Recalling that $`\omega ^{}\left(ϵ\right)=\omega ^+\left(ϵ\right)`$, the Proposition is proved. ∎

### 2.1. Splitting of the separatrices.

The aim of this subsection is to introduce some results about the splitting of separatrices for the Standard Map necessary to prove Proposition 2.2. The splitting of the separatrices has been studied by many authors, here we use the notations and the presentation given in .

For $`ϵ=0`$ the circle $`y=0`$ is formed by fixed points of the Standard Map, for $`ϵ>0`$ only two fixed points survive: $`(0,0)`$ and $`(\pi ,0)`$. The first one is hyperbolic (for these values of $`ϵ`$) and the other one elliptic. The linearised map at the origin is

$$\left(\begin{array}{cc}1+ϵ& 1\\ ϵ& 1\end{array}\right)$$

and its eigenvalues are $`\lambda `$ and $`\lambda ^1`$ where

$$\lambda =1+\frac{ϵ}{2}+\sqrt{ϵ}\sqrt{1+\frac{ϵ}{4}}.$$

The stable, $`𝒲^s`$, and unstable, $`𝒲^u`$, manifolds of this fixed point are analytic curves passing through $`(0,0)`$. We introduce the parameter $`\delta =\mathrm{ln}\lambda `$ and we note that $`ϵ\delta ^2`$ for small $`ϵ`$. We parametrise the part of the unstable, $`𝒲_1^u`$ separatrix which grows upwards from the origin, with $`(x^{}\left(t\right),y^{}\left(t\right))`$, imposing the boundary conditions333The $`y\left(t\right)`$ can be found using $`y\left(t+\delta \right)=x\left(t+\delta \right)x\left(t\right)`$.

$$\underset{t\mathrm{}}{lim}x^{}\left(t\right)=0,x^{}\left(0\right)=\pi .$$

We assume that $`t=0`$ is the first intersection of $`𝒲_1^u`$ with the vertical line $`x=\pi `$. The parametrisation of $`𝒲_1^s`$ is given by

$$(x^+\left(t\right),y^+\left(t\right))=(2\pi x^{}\left(t\right),y^{}\left(t\right)+ϵ\mathrm{sin}x^{}\left(t\right)).$$

One can show that

$$\underset{t+\mathrm{}}{lim}x^+\left(t\right)=0,x^+\left(0\right)=\pi ,$$

i.e. $`t=0`$ corresponds to a homoclinic point. Lazutkin  proposed to study the homoclinic invariant defined by

$$\mathrm{\Omega }=det\left(\begin{array}{cc}\dot{x}^{}\left(0\right)& \dot{x}^+\left(0\right)\\ \dot{y}^{}\left(0\right)& \dot{y}^+\left(0\right)\end{array}\right).$$

The homoclinic invariant has the same value for all points of one homoclinic trajectory and it is invariant with respect to symplectic coordinate changes. Gelfreich in , Proposition $`2.1`$, gives an asymptotic expansion in power of $`\delta `$ of the parametrisation $`x^\pm \left(t\right)`$. Its first terms are

$$x_0\left(t\right)+x_1\left(t\right)+x_2\left(t\right)+\mathrm{}=$$

(2.7)
$$=4\mathrm{arctan}e^t+\delta ^2\frac{1}{4}\frac{\mathrm{sinh}t}{\left(\mathrm{cosh}t\right)^2}+\delta ^4\left[\frac{41}{1728}\frac{\mathrm{sinh}t}{\left(\mathrm{cosh}t\right)^2}+\frac{91}{864}\frac{\mathrm{sinh}t}{\left(\mathrm{cosh}t\right)^4}\right]+\mathrm{}.$$

Of course the zero order term is nothing but the parametrisation of the separatrix of the pendulum.

The main result of  is $`\mathrm{\Omega }\frac{c}{\delta ^2}e^{\frac{\pi ^2}{\delta }}`$ for some positive constant $`c`$ and $`\delta `$ small enough. Using this result we obtain an estimation of $`y^\pm \left(ϵ\right)`$ in Proposition 2.2.

Proposition 2.2. There exist $`c>0`$ and $`ϵ_0^{\prime \prime }>0`$ such that for all $`ϵ<ϵ_0^{\prime \prime }`$ we have

$$|y^\pm \left(ϵ\right)|ce^{\frac{\pi ^2}{2\sqrt{ϵ}}}.$$

###### Remark 2.5.

Compare with Figure 11 where we plot $`\mathrm{ln}|y^+\left(ϵ_{crit}\right)y^{}\left(ϵ_{crit}\right)|`$ against $`ϵ_{crit}`$, with data obtained numerically using the FMA.

###### Proof.

For a fixed value of $`ϵ>0`$, the stable and unstable manifolds intersect firstly at $`(\pi ,\overline{y}\left(ϵ\right))`$ and then infinitely many times. We call lobe the arc of manifold between two successive intersections and lobe area the area bounded by the lobe. Each lobe will be distinguished by an integer: the number of iterates (of $`T_ϵ`$) needed to put the point $`(\pi ,\overline{y})`$ onto the right point base of the lobe.

The hyperbolic fixed point $`(0,0)`$ stretches the unstable manifold along the dilating direction (corresponding to the eigenvalue $`\lambda `$), so there exists an integer $`\widehat{k}`$ such that the $`\widehat{k}`$-th lobe intersect the $`y`$–axis at some point $`y_{int}\left(ϵ\right)`$. Because the invariant circles of the Standard Map are at least Lipschitz graph, we cannot have homotopically non–trivial invariant circles, passing by $`(0,\overline{y}^{})`$ with $`\overline{y}^{}<y_{int}\left(ϵ\right)`$, thus $`y^+\left(ϵ\right)y_{int}\left(ϵ\right)`$. The lobe area is conserved under iteration of the Standard Map and by , Corollary $`1.3`$, this area is444In the follow we will use often the standard notation (see  n.$`4`$ chap. II) $`f\left(t\right)g\left(t\right)`$ for $`t0`$, this means that $`f`$ and $`g`$ are equivalent when $`t`$ is close enough to $`0`$. We can restate it by saying: $`f\left(t\right)=g\left(t\right)+o\left(g\left(t\right)\right)`$ when $`t0`$. for $`\delta `$ small enough

$$A_{lobe}\frac{2\omega _0}{\pi }e^{\frac{\pi ^2}{\delta }}$$

where $`\omega _0=1118.827706\mathrm{}`$ and $`\delta =\mathrm{ln}\lambda \sqrt{ϵ}`$ for $`ϵ`$ small.

In Figure 2 we represent the geometry of the generic $`k`$–th lobe: the points $`A_k=(x_k,y_k)`$ and $`B_k=(x_{(k1)},y_{(k1)})`$ are the iterates of the standard map

$$\{\begin{array}{cc}x_{(k1)}=x_k+y_{(k1)}\hfill & \\ y_{(k1)}=y_k+\delta ^2\mathrm{sin}x_k\hfill & \end{array}$$

the segment of line $`\overline{A_kC_k}`$ is tangent to the unstable manifold at $`A_k`$, while $`\overline{A_kB_k}`$ is tangent to the stable manifold at $`A_k`$.

The angle $`\alpha _k`$ is defined by

$$\mathrm{tan}\alpha _k=\frac{y_{(k1)}y_k}{x_{(k1)}x_k}=\frac{\delta ^2\mathrm{sin}x_k}{\mathrm{\Delta }x_k}.$$

Let us consider the lobe which intersects for the first time the $`y`$–axis and let us call $`y_{int}`$ the intersection point. We don’t know exactly the analytical form of the arc of unstable manifold joining $`A_{\widehat{k}}=(x_{\widehat{k}},y_{\widehat{k}})`$ to $`(0,y_{int})`$, so we can not calculate exactly $`y_{int}`$. Then we approximate this arc with its tangent at $`A_{\widehat{k}}`$:

(2.8)
$$y=y_{\widehat{k}}+\left(\mathrm{tan}\beta _{\widehat{k}}\right)\left(xx_{\widehat{k}}\right).$$

This straight line intersect the $`y`$–axis in some point $`\stackrel{~}{y}`$ and $`|\stackrel{~}{y}y_{int}|=𝒪\left(x_{\widehat{k}}^2\right)`$.

We approximate the lobe with a parallelogram of sides $`A_kB_k`$ and $`A_kC_k`$ where:

1. the straight line through $`A_k`$ and $`C_k`$ is tangent to the lobe at $`A_k`$;
2. the area, $`\overline{A_kB_k}\overline{A_kC_k}\mathrm{sin}\left(\beta _k\alpha _k\right)`$, of the parallelogram is equal to $`A_{lobe}`$.

The condition of intersection with the $`y`$–axis is now $`\overline{A_{\widehat{k}}K_{\widehat{k}}}=x_{\widehat{k}}`$: this defines implicitly $`\widehat{k}`$.

Let $`H_k`$ denote the orthogonal projection of $`C_k`$ on the straight line through $`A_k`$ and $`B_k`$. Then $`A_{lobe}=\overline{A_kB_k}\overline{C_kH_k}=\frac{\mathrm{\Delta }x_k}{\mathrm{cos}\alpha _k}\overline{C_kA_k}\mathrm{sin}\left(\beta _k\alpha _k\right)`$. Since $`\overline{A_kK_k}=\overline{C_kA_k}\mathrm{cos}\beta _k`$, the intersection condition becomes

(2.9)
$$\overline{A_{\widehat{k}}K_{\widehat{k}}}=\frac{\mathrm{cos}\alpha _{\widehat{k}}\mathrm{cos}\beta _{\widehat{k}}}{\mathrm{\Delta }x_{\widehat{k}}\mathrm{sin}\left(\beta _{\widehat{k}}\alpha _{\widehat{k}}\right)}A_{lobe}=x_{\widehat{k}}.$$

From (2.7), using $`t=\widehat{k}\delta `$ one gets

$$x_{\widehat{k}}4e^{\widehat{k}\delta },\mathrm{\Delta }x_{\widehat{k}}4\delta e^{\widehat{k}\delta },$$

thus

$$\mathrm{tan}\alpha _{\widehat{k}}\delta \left(1+e^{2\widehat{k}\delta }\right),\mathrm{sin}\alpha _{\widehat{k}}\delta \left(1+e^{2\widehat{k}\delta }\right),\mathrm{cos}\alpha _{\widehat{k}}1.$$

To estimate $`\beta _{\widehat{k}}`$ we use again the fact that the intersection will happen very close to the origin: the tangent to the unstable manifold at $`A_{\widehat{k}}`$ is very close to the expanding direction at the origin, so we get

$$\mathrm{tan}\beta _{\widehat{k}}\delta \left(1+\frac{\delta }{2}\right),\mathrm{cos}\beta _{\widehat{k}}1\delta ^2.$$

Using these approximations we can rewrite (2.9) as

$$\left(1\delta ^2\right)\frac{2\omega _0}{\pi }e^{\frac{\pi ^2}{\delta }}=4e^{\widehat{k}\delta }\frac{4\delta e^{\widehat{k}\delta }}{1+e^{2\widehat{k}\delta }}2\delta +o\left(\delta ^2e^{2\widehat{k}\delta }\right),$$

from which we obtain

$$\delta ^2e^{2\widehat{k}\delta }=C_1e^{\frac{\pi ^2}{2\delta }}+o\left(e^{\frac{\pi ^2}{\delta }}\right)$$

for some positive constant $`C_1`$. This allows to compute $`\widehat{k}`$ explicitly. To determine $`\stackrel{~}{y}`$, we recall (2.8) and using the previous value of $`\widehat{k}`$ we get

$$\stackrel{~}{y}=y_{\widehat{k}}x_{\widehat{k}}\mathrm{tan}\beta _{\widehat{k}}4\delta e^{\widehat{k}\delta }+4e^{\widehat{k}\delta }\delta \left(1+\frac{\delta }{2}\right)C_1^{}e^{\frac{\pi ^2}{2\delta }},$$

for some new positive constant $`C_1^{}`$. Finally, since $`|\stackrel{~}{y}y_{int}|=𝒪\left(x_{\widehat{k}}^2\right)=𝒪\left(e^{\frac{\pi ^2}{\sqrt{ϵ}}}\right)`$, we conclude

$$y^{}\left(ϵ\right)=y^+\left(ϵ\right)ce^{\frac{\pi ^2}{2\sqrt{ϵ}}},$$

for some positive constant $`c`$. ∎

### 2.2. Interpolating vector fields.

Once we have determined a lower bound for $`y^+\left(ϵ\right)`$ in terms of the intersection of the lobe with the $`y`$–axis, we need to compute a lower bound for the rotation number of the corresponding invariant circle. To this purpose following , we consider the problem of the construction of a vector field interpolating a given diffeomorphism. With this subsection and the following we prove the existence of an interpolating Hamiltonian system exponentially close to the map (2.3) (Proposition 2.8 and Proposition 2.9). These results will be used in section 2.4 to prove the existence of an asymptotic development for the standard map rotation number (Proposition 2.11) from which Lemma 2.3 immediately follows.

Let $`D`$ be a bounded subset of $`^m`$ for $`m^{}`$, $`I`$ a real interval containing the origin and let us consider the one–parameter family of diffeomorphisms $`\mathrm{\Psi }`$

$`\mathrm{\Psi }:`$ $`D\times I^m`$
$`(x,\mu )\mathrm{\Psi }(x,\mu )`$
such that for all $`xD`$ and $`\mu I`$ it has the form

(2.10)
$$\mathrm{\Psi }(x,\mu )=x+\underset{n1}{}\mathrm{\Psi }_n\left(x\right)\mu ^n.$$

The problem consists in finding a one–parameter family of $`F:D\times I^m`$ vector fields such that the time–$`1`$ flow of the differential equation

$$\frac{dx}{dt}=F(x,\mu )$$

coincides with the diffeomorphism $`\mathrm{\Psi }`$.

We assume that $`\mathrm{\Psi }_n\left(x\right)`$, defined in (2.10), are real analytic functions of $`x`$ in some complex neighbourhood $`𝒟_\rho `$ of $`D`$, defined as follows. Given $`\rho =(\rho _1,\mathrm{},\rho _m)_+^m`$ then

$$𝒟_\rho =\underset{xD}{}\{z^m:|z_ix_i|<\rho _i,1im\}.$$

We introduce standard norms on complex analytic functions. Let $`f`$ be a scalar analytic function on some domain $`D^m`$, let $`\rho _+^m`$ and consider its complex extension $`𝒟_\rho `$, then

(2.11)
$$||f||_\rho =\underset{z𝒟_\rho }{sup}|f\left(z\right)|$$

defines a norm. If $`F`$ is vector valued analytic function $`F=(f_1,\mathrm{},f_m)`$ on $`𝒟_\rho `$, for some $`\rho =(\rho _1,\mathrm{},\rho _m)_+^m`$, then we define a norm (noted as in the scalar case)

$$||F||_\rho =\underset{1im}{\mathrm{max}}||f_i||_\rho .$$

If $`\mathrm{\Psi }`$ is a formal $`\mu `$–series we can look for a formal interpolating vector field $`F(x,\mu )=_{n1}F_n\left(x\right)\mu ^n`$ whose time–$`1`$ flow coincides with the diffeomorphism, as we show with the following Proposition.

###### Proposition 2.6.

Let $`\mathrm{\Psi }(x,\mu )`$ be a diffeomorphism of the form (2.10) and assume $`\mathrm{\Psi }_n\left(x\right)`$ be analytic in $`𝒟_\rho `$ for all $`n1`$ and for some $`\rho R_+^m`$. Then there exists a formal vector field $`F_\mu `$ of the form

(2.12)
$$F_\mu \left(x\right)=\underset{n1}{}F_n\left(x\right)\mu ^n$$

such that

(2.13)
$$e^{L_{F_\mu }}\left(x\right)=\mathrm{\Psi }(x,\mu )$$

for all $`x𝒟_\rho `$.

###### Proof.

The proof is a very natural application of the Lie series. We give it for the sake of completeness.

By definition of exponential of the Lie derivative

$$e^{L_{F_\mu }}\left(x\right)=x+\underset{n1}{}\frac{1}{n!}L_{F_\mu }^n\left(x\right).$$

Looking for $`F_\mu `$ in the form (2.12) and using the linearity of the Lie operator we have

$$L_{F_\mu }=\underset{n1}{}\mu ^nL_{F_n}.$$

For all integer $`n1`$ and $`2mn`$ we define

$$_{1,n}\left(x\right)=L_{F_n}\left(x\right)=F_n\left(x\right)_{m,n}\left(x\right)=\underset{j=1}{\overset{nm+1}{}}L_{F_j}_{m1,nj}\left(x\right)$$

and it is easy to prove that

$$L_{F_\mu }^m=\underset{nm}{}\mu ^n_{m,n}.$$

Then by (2.13) and (2.10) we conclude that for all $`k1`$

$$\underset{n=1}{\overset{k}{}}\frac{1}{n!}_{n,k}\left(x\right)=\mathrm{\Psi }_k\left(x\right),$$

namely

(2.14)
$$L_{F_k}\left(x\right)=\mathrm{\Psi }_k\left(x\right)\underset{n=2}{\overset{k}{}}\frac{1}{n!}_{n,k}\left(x\right).$$

Let $`\mathrm{\Psi }_k=(\mathrm{\Psi }_k^{(1)},\mathrm{},\mathrm{\Psi }_k^{(m)})`$ and let $`G=_{n=2}^k\frac{1}{n!}_{n,k}\left(x\right)=(G_1,\mathrm{},G_m)`$. Note that $`G`$ depends on $`\mathrm{\Psi }_j`$ and $`F_{j1}`$ for $`jk`$. Using (2.14) we have for all $`1lm`$

$$F_k^{\left(l\right)}\left(x\right)=\mathrm{\Psi }_k^{(l)}+G_l,$$

from which we obtain $`F_k\left(x\right)=(F_k^{\left(1\right)}\left(x\right),\mathrm{},F_k^{\left(m\right)}\left(x\right))`$. ∎

If $`\mathrm{\Psi }`$ is analytic w.r.t $`\mu `$ then we have the following result(  Proposition $`1`$ p.$`1122`$)

###### Theorem 2.7.

Let $`\mathrm{\Psi }(x,\mu )`$ be a diffeomorphism of the form (2.10) with $`\mathrm{\Psi }_n\left(x\right)`$ real analytic in some complex domain $`𝒟_\rho `$ for $`\rho _+^m`$, and let $`F_\mu `$ be the formal interpolating vector field obtained in Proposition 2.6. Assume that for all $`k`$

$$||\mathrm{\Psi }_k||_\rho \mathrm{\Gamma }\gamma ^{k1},$$

for some positive constants $`\mathrm{\Gamma }`$ and $`\gamma `$ then

$$||F_1||_\rho \mathrm{\Gamma },k2||F_k||_{\frac{\rho }{2}}<\frac{1}{2}k^{k1}\beta ^{k1}\mathrm{\Gamma },$$

with $`\beta =4\mathrm{max}\{\gamma ,\mathrm{\Gamma }\}`$.

Moreover if $`\mathrm{\Psi }(x,\mu )`$ is symplectic then for all $`n`$ $`F_n\left(x\right)`$ are locally Hamiltonian.

In the form (2.3) the Standard map verifies the hypothesis of Theorem 2.7, but to get optimal estimates we state an Hamiltonian version of Theorem 2.7 adapted to the Standard map.

###### Proposition 2.8.

Let $`\overline{z}>0`$ and consider the interval $`I=(\overline{z},\overline{z})`$. Fixed $`R_0>0`$ and $`S_0>0`$ we define the complex cylinder

$$𝒟_{(R_0,S_0)}=\{x/2\pi :|\mathrm{}x|<S_0\}\times \underset{zI}{}\{z^{}:|zz^{}|<R_0\}.$$

Then we can find a formal Hamiltonian $`H(x,z,\mu )=_{n=1}^{\mathrm{}}H_{n1}(x,z)\mu ^n`$ such that

$$(x,z)𝒟_{(R_0,S_0)}e^{L_H}(x,z)=S_\mu (x,z).$$

Moreover for all $`0<d<1`$ there exist $`A=2S_0||H_0||_{(R_0,S_0)}`$ and $`B=\frac{20}{3}\frac{||H_0||_{(R_0,S_0)}}{R_0d^2}`$ such that

$$k||H_k||_{\left(1d\right)(R_0,S_0)}AB^k\left(k+1\right)!,$$

namely $`H`$ is $`1`$–Gevrey w.r.t. $`\mu `$.

With norm defined in 2.11 it results that: $`||H_0||_{(R_0,S_0)}=\frac{R_0^2}{2}+e^{S_0}`$.

The proof of Proposition 2.8 is an adaptation of the proof of Theorem 2.7 and we omit it.

We write down the first few terms of $`H`$

(2.15)
$$H(x,z,\mu )=\frac{z^2}{2}+\mathrm{cos}x+\mu \frac{z}{2}\mathrm{sin}x+𝒪\left(\mu ^2\right)$$

and as we stated this is a perturbation of order $`𝒪\left(\sqrt{ϵ}\right)`$ of the pendulum.

### 2.3. Exponentially small estimates.

Proposition 2.8 gives us an Hamiltonian function represented as a (maybe divergent) series. It is then interesting to define a truncation of this series, namely take $`N^{}`$ define $`H^{\left(N\right)}(x,z,\mu )`$ by

$$H^{\left(N\right)}(x,z,\mu )=\underset{n=1}{\overset{N}{}}H_{n1}(x,z)\mu ^n$$

and to ask for the relations between $`S_\mu (x,z)`$ and $`\mathrm{\Psi }^{\left(N\right)}(x,z,\mu )`$, where the latter is defined by

$$\mathrm{\Psi }^{\left(N\right)}(x,z,\mu )=e^{L_{H^{\left(N\right)}}}(x,z)$$

We can prove that we can chose $`N`$ such that $`S_\mu (x,z)`$ and $`\mathrm{\Psi }^{\left(N\right)}(x,z,\mu )`$ are exponentially close. More exactly:

###### Proposition 2.9.

Let $`H^{\left(N\right)}(x,z,\mu )`$ be the truncation of the $`1`$–Gevrey interpolating Hamiltonian system given by Proposition 2.8 , and let $`\mathrm{\Psi }^{\left(N\right)}(x,z,\mu )`$ be its time–$`1`$ flow. Then we can find a positive integer $`N^{}`$ such that for all $`0<d<\frac{2}{3}`$ and for all $`|\mu |\frac{eR_0S_0d^2}{32A}`$

$$||S_\mu (x,z)\mathrm{\Psi }^{\left(N^{}\right)}(x,z,\mu )||_{\left(1\frac{3}{2}d\right)(R_0,S_0)}|\mu |De^{\frac{D^{}}{|\mu |}},$$

with $`D=M+\frac{16Am}{eR_0S_0d^2}`$, $`D^{}=\left(2eB\right)^1`$, $`M=\mathrm{max}\{R_0+|\mu |e^{S_0},e^{S_0}\}`$ and $`m=\mathrm{max}\{R_0,e^{S_0}\}`$.

This Proposition is an adaptation of the corollary $`1`$ p.$`1124`$ of  and we don’t prove it.

We will note in the follow $`H^{}(x,z,\mu )=H^{\left(N^{}\right)}(x,z,\mu )`$: the “best” truncation of the interpolating Hamiltonian.

Let us introduce the frequency of the rotation orbit of $`H^{}`$.

$$2\pi \omega _{}(x,z,\mu )=\underset{n\mathrm{}}{lim}\frac{\pi _1\left(e^{nL_H^{}}(x,z)\right)x}{n}.$$

Then from Proposition 2.9 we deduce the following corollary.

###### Corollary 2.10.

Let $`\omega _S`$ be the rotation number of the map (2.3). Let $`H^{}`$ be best truncation of the interpolating Hamiltonian system given by Proposition 2.9 and let $`2\pi \omega _{}`$ be its frequency. Then we have

(2.16)
$$|\omega _S(x,z,\mu )\omega _{}(x,z,\mu )|D|\mu |e^{\frac{D^{}}{|\mu |}}.$$

###### Proof.

We can prove that for all positive $`k`$ and for initial data $`(x,z)`$ on some domain such that we can iterate $`e^{L_H^{}}`$ and $`S_\mu `$ at least $`k`$ times, we have

$$S_\mu ^k(x,z)e^{kL_H^{}}(x,z)=\underset{l=0}{\overset{k1}{}}e^{(kl1)L_H^{}}\left(S_\mu e^{L_H^{}}\right)S_\mu ^l(x,z).$$

For real $`x`$, $`z`$ and $`\mu `$, the standard map is real valued so $`\xi _l=S_\mu ^l(x,z)`$ is in $`2\pi 𝕋\times `$ for all $`l0`$.

Let us define $`\xi _l^{}=\left(S_\mu e^{L_H^{}}\right)\left(\xi _l\right)`$, then Proposition 2.9 implies $`|\xi _l^{}|D|\mu |e^{\frac{D^{}}{|\mu |}}`$ for $`(x,z)𝒟_{(1\frac{3}{2}d)(R_0,S_0)}`$. Such a $`D`$ depends on the domain troughs $`d`$, for some fixed $`S_0`$ and $`R_0`$, but using the previous remark on the reality of $`\xi _l`$, we can fix once for all a domain, and so a constant $`D`$, in such a way that $`\xi _l`$ belongs for all $`l`$ to this domain. For all $`n`$: $`|e^{nL_H^{}}\left(\xi _l^{}\right)|D|\mu |e^{\frac{D^{}}{|\mu |}}`$, because $`e^{nL_H^{}}\left(\xi _l^{}\right)=\xi _l^{}+𝒪\left(\xi _l^{}\right)`$.

We conclude that

$$\left|\left[\pi _1\left(S_\mu ^k(x,z)\right)x\right]\left[\pi _1\left(e^{kL_H^{}}(x,z)\right)x\right]\right|k|\mu |De^{\frac{D^{}}{|\mu |}},$$

from which (2.16) follows. ∎

### 2.4. Asymptotic development.

We can now prove the existence of an asymptotic development for the standard map rotation number in a neighbourhood of $`ϵ=0`$.

The Hamiltonian $`H^{}`$ defines an integrable (it has only one degree of freedom) Hamiltonian system whose period is given by

(2.17)
$$T=\frac{2\pi }{\omega _{}}=_0^{2\pi }\frac{dx}{\frac{H^{}}{z}|_{h_0}},$$

where $`h_0`$ is an energy level corresponding to rotation orbits.

Let us fix $`h_0>1`$. We are interested in finding curves on the energy level $`H^{}(x,z,\mu )=h_0`$. Take $`z_0>0`$ and consider the point $`P_0=(x_0,z_0,0)`$ such that $`P_0H_{}^{}{}_{}{}^{1}\{h_0\}`$, from (2.15) it follows that: $`\frac{H^{}}{z}\left(P_0\right)=z_0>0`$. We can then apply the implicit function Theorem which assures that it exists a function $`\widehat{z}=\widehat{z}(x,\mu )`$ such that locally it satisfies

(2.18)
$$H^{}(x,\widehat{z},\mu )=h_0$$

moreover this function is smooth. We compute the first terms and we get: $`\widehat{z}(x,\mu )=\sqrt{2\left(h_0\mathrm{cos}x\right)}\frac{\mu }{2}\mathrm{sin}x+𝒪\left(|\mu |^2\right)`$ and

$`{\displaystyle \frac{H^{}}{z}}(x,\widehat{z},\mu )`$ $`\sqrt{2\left(h_0\mathrm{cos}x\right)}`$
(2.19) $`=\widehat{z}+{\displaystyle \frac{\mu }{2}}\mathrm{sin}x+{\displaystyle \underset{n=2}{\overset{N^{}}{}}}{\displaystyle \frac{H_n}{z}}(x,\widehat{z})\mu ^n\sqrt{2\left(h_0\mathrm{cos}x\right)}=𝒪\left(|\mu |^2\right).`$
Recalling 2.4 we prove the following Proposition

###### Proposition 2.11.

Let $`\omega _T(x,y,ϵ)`$ be the rotation number of the standard map in the formulation (1.1), then it exists a formal $`\sqrt{ϵ}`$–power series $`_{n=0}^{\mathrm{}}B_n\left(\sqrt{ϵ}\right)^n`$ asymptotic to $`\omega _T(x,y,ϵ)`$ for $`ϵ0`$. Namely for all positive integer $`N`$ we have

(2.20)
$$\underset{ϵ0}{lim}\left(\sqrt{ϵ}\right)^{\left(N+1\right)}|\omega _T\underset{n=0}{\overset{N}{}}B_n\left(\sqrt{ϵ}\right)^{n+1}|=0.$$

###### Proof.

The solution, $`\widehat{z}`$, of (2.18) given by the implicit function Theorem is analytic w.r.t $`x𝕋`$ and $`\mu `$ in a neighbourhood of $`0`$, $`\frac{H^{}}{z}\left|_{h_0}\right(x,0)`$ is positive for $`h_0>1`$, then for $`\mu `$ close enough to the origin $`\frac{H^{}}{z}\left|_{h_0}\right(x,\mu )`$ is positive and analytic w.r.t to $`x𝕋`$ and $`\mu `$. We can then write the following Taylor development

(2.21)
$$\left(\frac{H^{}}{z}\right|_{h_0}(x,\mu ))^1=_{n0}K_n(x,h_0)\mu ^n,$$

where $`\left(K_n\right)_{n0}`$ are some known functions of $`(x,h_0)`$. Using (2.19) we get

(2.22)
$$K_0(x,h_0)=\frac{1}{\sqrt{2\left(h_0\mathrm{cos}x\right)}}\text{ and }K_1(x,h_0)=0,$$

we left to remark 2.12 an iterative schema to calculate $`K_n`$.

For all $`k0`$ we can integrate the $`K_n(x,h_0)`$ and we rewrite (2.17) as

$$\frac{2\pi }{\omega _{}}=2\pi \underset{n0}{}C_n\left(h_0\right)\mu ^n,$$

from (2.22) we get

$$C_0\left(h_0\right)=\frac{1}{\omega _{pend}\left(h_0\right)}=_0^{2\pi }\frac{dx}{\sqrt{2\left(h_0\mathrm{cos}x\right)}}\text{ and }C_1\left(h_0\right)=0$$

where $`\omega _{pend}\left(h_0\right)`$ is the frequency of a rotation orbit of energy $`h_0`$ of the pendulum $`H_p(x,z)=\frac{z^2}{2}+\mathrm{cos}x`$.

Clearly for all positive integer $`N`$ we have

(2.23)
$$\underset{\mu 0}{lim}\mu ^N\left|\frac{1}{\omega _{}\left(h_0\right)}\underset{n=0}{\overset{N}{}}C_n\left(h_0\right)\mu ^n\right|=0.$$

We show now that we can obtain a similar estimate for $`\omega _{}`$. Let us set, for all positive integer $`N`$, $`S_N(\mu ,h_0)=_{n=0}^NC_n\left(h_0\right)\mu ^n`$. Because $`S_N(0,h_0)0`$ we can express $`1/S_N`$ as a $`\mu `$–power series

$`{\displaystyle \frac{1}{S_n(\mu ,h_0)}}`$ $`={\displaystyle \frac{1}{C_0\left(h_0\right)}}+{\displaystyle \underset{n2}{}}\mu ^n{\displaystyle \underset{m=\frac{n}{N}+1}{\overset{\frac{n}{2}}{}}}{\displaystyle \frac{\left(1\right)^m}{C_0^{m+1}\left(h_0\right)}}{\displaystyle \underset{\begin{array}{c}n_1+\mathrm{}+n_m=n\\ 2n_iN\end{array}}{}}C_{n_1}\left(h_0\right)\mathrm{}C_{n_m}\left(h_0\right)`$
(2.24) $`={\displaystyle \underset{n0}{}}B_n\left(h_0\right)\mu ^n,`$
where the second line is the definition of the $`B_n`$’s, $`B_0\left(h_0\right)=C_0\left(h_0\right)^1`$ and $`B_1\left(h_0\right)=0`$. Recalling (2.23) and (2.24) we can then conclude that for all positive integer $`N`$

$$\left||\mu |^N\left(\omega _{}\underset{n=0}{\overset{N}{}}\mu ^nB_n\left(h_0\right)\right)|\mu |^N\underset{nN+1}{}\mu ^nB_n\left(h_0\right)\right|=\frac{\omega _{}}{S_N(\mu ,h_0)}o\left(|\mu |^N\right)$$

and

$$\underset{\mu 0}{lim}|\mu |^N\left|\omega _{}\underset{n=0}{\overset{N}{}}\mu ^nB_n\left(h_0\right)\right|=0.$$

From 2.4 and corollary 2.10 we get for all positive integer $`N`$

$$\left|\omega _T\underset{n=0}{\overset{N}{}}B_n\left(h_0\right)\left(\sqrt{ϵ}\right)^{n+1}\right|ϵDe^{\frac{D^{}}{\sqrt{ϵ}}}+\sqrt{ϵ}o\left(\sqrt{ϵ}\right)^N,$$

dividing by $`\left(\sqrt{ϵ}\right)^{N+1}`$ and passing to the limit $`ϵ0`$ we obtain (2.20). ∎

From this Proposition Lemma 2.3 follows immediately.

###### Remark 2.12.

The calculation of the $`K_n`$’s defined by (2.21) is a little cumbersome but easy, it needs only some algebraic manipulations of power series. We assume known the solution, $`\widehat{z}(x,\mu ,h_0)`$, of (2.18) given by the implicit function Theorem, and using the analyticity hypothesis we write it as a $`\mu `$–power series

$$\widehat{z}(x,\mu ,h_0)=\widehat{z}_0(x,h_0)+\underset{n1}{}\widehat{z}_n(x,h_0)\mu ^n.$$

Starting from $`H^{}`$ given by (2.15), we calculate its partial derivative w.r.t. $`z`$, then we substitute $`z=\widehat{z}`$ and we reorder the powers of $`\mu `$ to get

$`{\displaystyle \frac{H^{}}{z}}(x,\widehat{z},\mu )`$ $`=\widehat{z}_0(x,h_0)+{\displaystyle \underset{l2}{}}\widehat{z}_l\mu ^l+{\displaystyle \underset{l3}{}}\mu ^l{\displaystyle \underset{\begin{array}{c}n+m=l\\ m1,2nN\end{array}}{}}{\displaystyle \underset{k=1}{\overset{m}{}}}{\displaystyle \frac{1}{k!}}{\displaystyle \frac{^{k+1}H_n}{z}}(x,\widehat{z}_0)`$
$`{\displaystyle \underset{\begin{array}{c}m_1+\mathrm{}+m_k=m\\ m_i1\end{array}}{}}\widehat{z}_{m_1}\mathrm{}\widehat{z}_{m_k}=\widehat{z}_0(x,h_0)+{\displaystyle \underset{l2}{}}_l(x,h_0)\mu ^l.`$
This series is invertible in the field of the formal $`\mu `$–power series, then (2.21) defines correctly a $`\mu `$–power series, which is given by

$`\left({\displaystyle \frac{H^{}}{z}}(x,\widehat{z},\mu )\right)^1`$ $`={\displaystyle \frac{1}{\widehat{z}_0}}+{\displaystyle \underset{l2}{}}\mu ^l{\displaystyle \underset{m=1}{\overset{\frac{l}{2}}{}}}{\displaystyle \frac{\left(1\right)^m}{\widehat{z}_0^{m+1}}}{\displaystyle \underset{\begin{array}{c}l_1+\mathrm{}+l_m=l\\ l_i2\end{array}}{}}_{l_1}\mathrm{}_{l_m}`$
$`=K_0(x,h_0)+{\displaystyle \underset{l2}{}}K_l(x,h_0)\mu ^l.`$
## 3. Numerical Analysis of the scaling law at the resonance $`p/q`$.

### 3.1. Frequency Map Analysis.

The Frequency Map Analysis of Laskar (FMA) is a numerical method which allows to obtain a global view of the dynamics of Hamiltonian systems by studying the properties of the frequency map, numerically defined from the action like variables to the frequency space using adapted Fourier techniques. Thanks to its precision it was used for the study of stability questions and/or diffusion properties of a large class of dynamical systems : Solar System , Particles Accelerator , Galactic dynamics , Standard Map . We present here the outlines of the method, following .

#### 3.1.1. Frequency Maps

Considering a $`n`$–degrees of freedom quasi–integrable Hamiltonian system in the form

(3.1)
$$H(J,\theta ;ϵ)=H_0\left(J\right)+ϵH_1(J,\theta )$$

where $`H`$ is real analytic for $`(J,\theta )B\times 𝕋^n`$, being $`B`$ an open domain in $`^n`$, and $`ϵ`$ is a real “small” parameter. For $`ϵ=0`$ this system reduces to an integrable one. The motion takes place on invariant tori $`J_j=J_j(0)`$ described at constant velocity $`\nu _j\left(J\right)=\frac{H_0}{J_j}|_{J\left(0\right)}`$, for $`j=1,\mathrm{},n`$. Assuming a non–degenerate condition on $`H_0`$ the Frequency Map $`F:B^n`$

$$F:JF\left(J\right)=\nu $$

is a diffeomorphism on its image $`\mathrm{\Omega }`$. In this case KAM theory  insures that for sufficiently small values of $`ϵ`$, there exists a Cantor set $`\mathrm{\Omega }_ϵ\mathrm{\Omega }`$ of frequency vectors satisfying a diophantine condition

$$|<k,\nu >|>\frac{C_ϵ}{|k|^m}$$

for some positive constants $`C_ϵ`$ and $`m`$, for which the quasi–integrable system (3.1) still possess smooth invariant tori, $`ϵ`$–close to the tori of the umpertubed system, with linear flow $`t\nu _jt+\theta _j\left(0\right)mod2\pi `$ for $`j=1,\mathrm{},n`$. Moreover, according to Pöschel  there exists a diffeomorphism $`\mathrm{\Psi }:𝕋^n\times \mathrm{\Omega }𝕋^n\times B`$

$$\mathrm{\Psi }:(\varphi ,\nu )(\theta ,J)$$

which is analytic with respect to $`\varphi `$ in $`𝕋^n`$ and $`𝒞^{\mathrm{}}`$ w.r.t $`\nu `$ in $`\mathrm{\Omega }_ϵ`$, and which transforms the Hamiltonian system (3.1) into

$$\{\begin{array}{cc}\frac{d\nu _j}{dt}\left(t\right)=0\hfill & \\ \frac{d\varphi _j}{dt}\left(t\right)=\nu _j\hfill & \end{array}$$

For frequency vectors $`\nu \mathrm{\Omega }_ϵ`$ the invariant torus can be represented in the complex variables $`(z_j=J_je^{i\theta _j})_{j=1,n}`$ by a quasiperiodic expression

(3.2)
$$z_j\left(t\right)=z_j\left(0\right)e^{i\nu _jt}+\underset{m}{}a_{j,m}\left(\nu \right)e^{i<m,\nu >t}$$

If we take the section $`\theta =\theta _0`$, for some $`\theta _0𝕋^n`$, of the phase space, we obtain a frequency map $`F_{\theta _0}:B\mathrm{\Omega }`$

(3.3)
$$F_{\theta _0}:J\pi _2\left(\mathrm{\Psi }^1(\theta _0,J)\right)$$

where $`\pi _2(\psi ,\nu )=\nu `$ is the projection on $`\mathrm{\Omega }`$. For sufficiently small $`ϵ`$ the non–degeneracy condition ensure that $`F_{\theta _0}`$ is a smooth diffeomorphism.

#### 3.1.2. Quasiperiodic approximations.

If we have the numerical values of a complex signal over a finite time span $`[T,T]`$ and we think that it has a quasiperiodic structure represented by a quasiperiodic function $`f\left(t\right)`$, we can construct a quasi periodic approximation, $`f^{}\left(t\right)`$, as follows. We represent the given signal as:

(3.4)
$$f\left(t\right)=e^{i\nu _1t}+\underset{k^n(1,0,\mathrm{},0)}{}a_ke^{i<k,\nu >t}a_k,$$

and the signal reconstructed by FMA as $`f^{}\left(t\right)=_{k=1}^Na_k^{}e^{i\omega _k^{}t}`$. Frequencies $`\omega _k^{}`$ and amplitudes $`a_k^{}`$ are determined with an iterative scheme. We first determine the first frequency $`\omega _1^{}`$ as the value of $`\sigma `$ which maximise:

$$\varphi \left(\sigma \right)=\left|\frac{1}{2T}_T^Tf\left(t\right)e^{i\sigma t}\chi \left(t\right)𝑑t\right|,$$

where $`\chi \left(t\right)`$ is some weight function555A weight function is a positive and even function such that:
$$\frac{1}{2T}_T^T\chi \left(t\right)𝑑t=1.$$
In all the computations we will take the Hanning filter: $`\chi _1\left(t\right)=1+\mathrm{cos}\frac{\pi t}{T}`$.. Once the first frequency is found the associated complex amplitude $`a_1^{}`$ is obtained by orthogonal projection. We then iterate the scheme to the function: $`f_1\left(t\right)=f\left(t\right)a_1^{}e^{i\omega _1^{}t}`$.

Given the signal (3.4) over a time span $`[T,T]`$, if we assume some arithmetic properties of the frequencies (Diophantine numbers for example), then one can prove () that, using the Hanning filter of order $`p`$: $`\chi _p\left(t\right)=\frac{2^p\left(p!\right)^2}{\left(2p\right)!}\left(1+\mathrm{cos}\pi t\right)^p`$, FMA converges towards the first frequency $`\nu _1^T`$ with the asymptotic expression for $`T+\mathrm{}`$:

(3.5)
$$\nu \nu _1^T=\frac{\left(1\right)^{p+1}\pi ^{2p}\left(p!\right)^2}{A_pT^{2p+2}}\underset{k}{}\frac{\mathrm{}a_k}{\mathrm{\Omega }_k^{2p+1}}\mathrm{cos}\left(\mathrm{\Omega }_kT\right)+o\left(\frac{1}{T^{2p+2}}\right),$$

where $`\mathrm{\Omega }_k=<k,\nu >\nu _1`$ and $`A_p=\frac{2}{\pi ^2}\left(\frac{\pi ^2}{6}_{k=1}^p\frac{1}{k^2}\right)`$. We can thus note that the accuracy of the determination of the frequency is $`O(1/T^{2p+2})`$, which will usually be several order of magnitude better that with usual FFT ( $`O(1/T)`$).

#### 3.1.3. Frequency Map Analysis

With the previous algorithm, it is possible to construct numerically a frequency map in the following way : a) Fix all values of the angles $`\theta _j=\theta _{j0}`$. b) for any value $`J_0`$ of the action variables, integrate numerically the trajectories of initial condition $`(J_0,\theta _0)`$ over the time span $`T`$. c) Search for a quasiperiodic approximation of the trajectory with the algorithm of the previous section. d) Identify the fundamental frequencies $`\nu `$ of this quasiperiodic approximation. The frequency map is then

(3.6)
$$F_{\theta _0}^T:J\nu $$

and from the previous section, we know that for $`T+\mathrm{}`$, on the set of regular KAM solutions, $`F_{\theta _0}^TF_{\theta _0}`$. In particular, $`F_{\theta _0}^T`$ should converge towards a smooth function of the set of invariant KAM curves. The destruction of these invariant curves can thus be identified by the non regularity of the frequency map $`F_{\theta _0}^T`$.

### 3.2. Application to the Standard Map.

We are interested in the study of homotopically non–trivial invariant orbits of the Standard map, in particular in the relation between the rotation number $`\omega `$ and the critical function $`ϵ_{crit}\left(\omega \right)`$. Given a couple of initial conditions $`(x_0,y_0)`$ the FMA gives us approximate amplitudes and frequencies of the resulting orbit. For $`ϵ=0`$ all invariant curves are tranverse to section $`x=constant`$, for $`ϵ`$ sufficiently small this fact still holds, that is the tranversality property. For $`ϵ>0`$, “curves” of rational frequency do not persit and are replaced by “set of periodic fixed points” such that if $`\omega (x_0,y_0)=p/q`$ then this set contains $`2q`$ periodic points, an half of which are hyperbolic (HFP) and the other elliptic (EFP).

Near a HFP appears a stochastic layer, that is there are not invariant curves with frequency “very close” to the frequency of the HFP. This is shown in Figure 3 where the stochactic layer is revealed by the nonregularity of the frequency map around the frequency value $`1/3`$.

For a fixed value of $`ϵ`$ and a HFP of rotation number $`p/q`$, we study the frequency curve $`y\omega (x,y)`$ for $`y`$ in some neighbourhood, $``$, of $`y_{HFP}`$, and $`x=x_{HFP}`$ fixed. We generalise in an obvious way the definitions (1.7) and (1.8) of $`\omega ^+(ϵ)`$ and $`\omega ^{}(ϵ)`$ defined in the vicinity of rotation number $`0`$ for invariant curves in the vicinity of a general HPF of rotation number $`p/q`$ as $`\omega _{p/q}^+(ϵ)`$, $`\omega _{p/q}^{}(ϵ)`$ and $`\mathrm{\Delta }\omega _{p/q}=\omega _{p/q}^+\omega _{p/q}^{}`$. Similarly we extend the definitions of $`y^\pm \left(ϵ\right)`$ as $`y_{p/q}^\pm \left(ϵ\right)`$.

Numerically $`y_{p/q}^+\left(ϵ\right)`$ is determined as the smallest value of $`y(0)`$, larger than $`y_{HFP}`$, for which the frequency curve is still regular (see appendix A), and similarly for $`y_{p/q}^{}\left(ϵ\right)`$. Then we assume $`\omega _{p/q}^\pm \left(ϵ\right)=\omega (x_{HFP},y_{p/q}^\pm \left(ϵ\right))`$. Studying $`\mathrm{\Delta }\omega _{p/q}\left(ϵ\right)`$ as a function of $`ϵ`$ we are then able to reconstruct the curve $`ϵ_{crit}\left(\mathrm{\Delta }\omega _{p/q}\right)`$ for a fixed resonance. In fact the non-existence of invariant curves, for a fixed value of $`ϵ`$, with frequency $`\stackrel{~}{\omega }`$, between $`\omega _{p/q}^+`$ and $`\omega _{p/q}^{}`$ means that $`ϵ_{crit}\left(\stackrel{~}{\omega }\right)>ϵ`$ and $`ϵ_{crit}\left(\omega _{p/q}^\pm \right)=ϵ`$.

### 3.3. Presentation of the numerical results.

Using the FMA we studied the behaviour of $`ϵ_{crit}\left(\mathrm{\Delta }\omega _{p/q}\right)`$ in neighbourhood of the resonances $`\frac{0}{1},\frac{1}{5},\frac{1}{4},\frac{2}{5},\frac{1}{3},\frac{1}{2}`$. The results are presented in Table 1 and in Figure 4, where the plot of $`\mathrm{ln}ϵ_{crit}\left(\mathrm{\Delta }\omega _{p/q}\right)`$ as a function of $`\mathrm{ln}\mathrm{\Delta }\omega _{p/q}`$ is shown. All numerical calculations are done with $`100`$ digits accuracy using the Fortran $`90`$ multi–precision package mpfun .

These results suggest the following geometry of the $`ϵ_{crit}`$$`\omega `$ plane. Consider only the resonance $`p/q`$, then for $`\omega `$ close to $`p/q`$ we have:

(3.7)
$$ϵ_{crit}\left(\omega \right)C_{p/q}^{}\left|\omega \frac{p}{q}\right|^{\frac{1}{q}}$$

Because of the density of the rational numbers on the real line, close to $`p/q`$ there are infinitely many rational numbers $`p^{}/q^{}`$, with $`q^{}`$ bigger and bigger as $`p^{}/q^{}`$ is closer to $`p/q`$. The relation between $`ϵ_{crit}`$ and $`\omega `$ is not the simple one given by (3.7), even in a very small neighbourhood of $`p/q`$, but we must add the contributions of all $`p^{}/q^{}`$ near $`p/q`$. These contributions are nevertheless negligible because for very big $`q^{}`$ the right hand side of (3.7) is almost equal to one. Then the local description given by the (3.7) should be a very good approximation of the relation between $`ϵ_{crit}`$ and $`\omega `$ (see Figure 5).

## 4. Conclusions.

We have studied both analytically and numerically the Standard Map critical function in a neighbourhood of a fixed resonance. For the fundamental resonance we find a linear scaling law, whereas in  and  a quadratic scaling law was found. We think these two results agree, in fact we think there is a difference in the scaling law for real or complex frequencies. This shows in particular that for diophantine values of the rotation number $`\omega `$, sufficiently close to zero, the critical function $`ϵ_{crit}(\omega )`$ and the critical radius of convergence $`\rho _{crit}(\omega )`$ are different. More precisely $`ϵ_{crit}(\omega )>\rho _{crit}(\omega )>0`$

We stress again that this result implies that the conjugating function $`u`$ defined as the sum of the Standard Map Lindstedt series (1.2) for $`|ϵ|<\rho _{crit}(\omega )`$, can be analytically continued outside its disk of convergence at least for $`ϵ`$ real. This implies that in the plane $`ϵ`$–complex the domain of convergence of the Lindstedt series is not a disk; it will be interesting to study its geometry, in particular its boundary: it could be a fractal curve as in the case of the Schröder–Siegel center problem , we only know that the nearest singularity to the origin is on the imaginary axis.

The proof of Theorem 1.1 is different from the one of . The FMA method doesn’t allow us (at least for the moment) to use complex frequencies so we couldn’t verify the results of  directly. It would be interesting to investigate the scaling law for the generic resonance $`p/q`$ with our methods, but the proof of Theorem 1.1 is specific to the fundamental resonance: we don’t have a bound of the initial data for the last invariant torus for a generic resonance as we proved in Proposition 2.2 for the resonance $`0/1`$. Supported by the numerical results of section 3, we can nevertheless make the following conjecture

###### Conjecture 1.

For all rational $`p/q`$, we can find a positive constant $`c_{p/q}`$, such that for all $`\omega `$ in a small real neighbourhood of $`p/q`$

(4.1)
$$ϵ_{crit}\left(\omega \right)c_{p/q}\left|\omega \frac{p}{q}\right|^{\frac{1}{q}}.$$

We can make a link with the Brjuno function. The remark in footnote 1 with Theorem 1.1 imply that there exists a neighbourhood of the origin where $`B\left(\omega \right)+\mathrm{ln}ϵ_{crit}\left(\omega \right)`$ is uniformly bounded. If we are able to prove the previous conjecture the same bound will hold in the neighbourhood of every rational, that is we could prove $`B\left(\omega \right)+\mathrm{ln}ϵ_{crit}\left(\omega \right)`$ is uniformly bounded for all frequencies.

In this paper we were interested in finding the optimal scaling law, namely the optimality of the exponent $`1/q`$ in (4.1), neglecting the behaviour of the proportionality constants $`c_{p/q}`$ as function of $`p/q`$. It will be interesting to investigate (at least numerically) this function, in particular to test its continuity, and to search if the function $`ϵ_{crit}\left(\mathrm{\Delta }\omega \right)/\mathrm{\Delta }\omega ^{\frac{1}{q}}`$ is continuous for all rational numbers.

## Appendix A Numerical precision of the results.

Here we analyse more precisely the numerical results, pointing out some important remarks concerning the precision of the calculations.

The destruction of invariant curve is identified by the nonregularity of the frequency map. In general, this nonregularity is clearly visible (fig 3), and the destruction of invariant curves is determined with no ambiguity. But when one searches for very fine details, which correspond to small values of the perturbing coefficient $`ϵ`$, one needs to be able to distinguish between nonregularity of the frequency map and the apparent nonregularity resulting from numerical errors in the computations.

One way to work around this problem is to search always for a regular part of the frequency curve. The existence of this regular part is the indication that we have not yet reached the threshold for numerical roundoff error. An illustration is given in figure 6, where the frequency curve is plotted for $`ϵ=0.1,T=90000`$, for both double and quadruple precision computations. It is clear that with double precision computations, we are no longer able to distinguish precisely between regular and non regular behavior of the frequency curve, while it is still possible with quadruple precision artihmetics.

As we know that on the regular curves, the FMA algorithm converges towards the true frequency as $`1/T^4`$ with the Hanning window of order 1 ($`p=1`$ in Eq.3.5), we can check the errors of the FMA method by increasing $`T`$. If the variation of frequencies increases instead of decreasing, and still present a regular behavior as in Figure 6.a, it should come from numerical noise, and needs to be checked further.

### A.1. False interpretation of a first result.

In fact, the numerical accuracy for the iteration of the map is very important when one searches for very small values of $`ϵ`$, and not taking it properly into account can lead to false results. Indeed, in figures 7, we show sections $`x=x_{HFP}`$ of the Standard Map with $`ϵ=0.1`$ for double precision (Fig. 7.a) and quadruple precision (Fig. 7.b) calculation. One can note a very large change in the $`y`$–range, which implies that the values of $`y_{p/q}^{}`$ and $`y_{p/q}^+`$ obtained using double precision are largely over–estimated. In this case, we must use at least the quadruple calculation, while for the final results of the present paper, we had to use the $`100`$–digits multi-precision using the Fortran $`90`$ package mpfun.

Because of the finite precision arithmetic there is a threshold $`x_{thr}`$ such that for all $`x`$ below the threshold then $`\mathrm{sin}x=x`$. When we start with initial condition $`(x_0,y_0)=o\left(x_{thr}\right)`$ then instead of iterating the standard map (1.1) we iterate the linear map $`T_ϵ^{lin}`$

$`T_ϵ^{lin}:\{\begin{array}{cc}y^{}\hfill & =y+ϵx\hfill \\ x^{}\hfill & =x+y^{}mod2\pi .\hfill \end{array}`$
The iteration of $`T_ϵ^{lin}`$ produces a strange result which is misleading. Using data below the threshold value $`x_{thr}`$, the iteration of $`T_ϵ^{lin}`$ and then the numerical analysis of the signal gives the following scaling law: There exists $`0<ϵ^{}<1`$ such that:

1. if $`ϵ_{crit}\left(\omega \right)>ϵ^{}`$ then: $`\mathrm{ln}ϵ_{crit}\left(\mathrm{\Delta }\omega _{\frac{p}{q}}\right)\frac{1}{q}\mathrm{ln}\mathrm{\Delta }\omega _{\frac{p}{q}}+c_1`$,
2. if $`ϵ_{crit}\left(\omega \right)<ϵ^{}`$ then: $`\mathrm{ln}ϵ_{crit}\left(\mathrm{\Delta }\omega _{\frac{p}{q}}\right)\frac{2}{q}\mathrm{ln}\mathrm{\Delta }\omega _{\frac{p}{q}}+c_2`$;

namely it seems to be a discontinuity in the scaling law as Figure 8 shows.

Looking at  and comparing with the results of  at first time, using the double precision, we interpreted the result of Figure 8 as follows:

> The scaling law at resonances for the Standard Map is the one presented in . The different result of  can be justified saying that they didn’t go deep enough inside the resonant region and the non linearity of the model added some distortion . We are in presence of two behaviours: close to the resonant region we find the proper law, far away the distorted one.

In studying further the reasons for this transition, we convinced ourselves that this interpretation was not correct. We understood that this behaviour was due to the finite precision arithmetic of the iteration of the map. We also observed that for values of $`ϵ`$ smaller than a critical value $`ϵ_k`$, there was a saturation of the measured value of $`\mathrm{\Delta }y_{0/1}=y^+\left(ϵ\right)y^{}\left(ϵ\right)`$, which was also the sign of numerical problems (Fig. 9). This was confirmed by the analytic result of Theorem 1.1 for the resonance $`0/1`$.

### A.2. New interpretation.

With Lemma 2.3 we proved that the rotation number of the standard map is very well approximated by the pendulum frequency. Rewriting (2.6) as follows

(A.1)
$$\mathrm{ln}ϵ_{crit}2\mathrm{ln}\mathrm{\Delta }\omega _{0/1}+C+2\mathrm{ln}\mathrm{ln}\frac{8\sqrt{ϵ_{crit}}}{\mathrm{\Delta }y_{0/1}}$$

and using the previous remark on $`\mathrm{\Delta }y_{0/1}`$, it follows that the term $`\mathrm{ln}\mathrm{ln}\frac{8\sqrt{ϵ_{crit}}}{\mathrm{\Delta }y_{0/1}}`$ in (A.1) is almost constant in the interval of variation of $`ϵ`$, say for example $`ϵ[0.001,0.01]`$. A similar result holds for every resonance $`p/q`$; then for a fixed numerical precision we obtain the following scaling law

$$\mathrm{ln}ϵ_{crit}\frac{2}{q}\mathrm{ln}\mathrm{\Delta }\omega _{p/q}+c$$

To prove that this change of slope is “not real” we increased the precision of the calculations (i.e. passing from double precision to quadruple and then to multi-precision–$`100`$), obtaining that the threshold $`ϵ^{}`$ decreases (see Figure 10), showing that in the limit of exact arithmetic this threshold doesn’t exist.

Figure 11 shows $`\mathrm{\Delta }y_{0/1}`$ as a function of $`ϵ_{crit}`$ for different machine precision. Also in this case it is clear that the threshold value under which $`y`$ is nearly constant goes to zero when we increase the numerical precision.

For the quadruple precision the threshold is $`x_{thr}10^{12}`$ and it goes down to order $`10^{32}`$ using the multi-precision package $`100`$–digits. This value is sufficiently small to do precise calculations in reasonable CPU–times. In fact the threshold value for the multi-precision package $`1000`$–digits is order $`10^{333}`$ but the CPU–time for the calculations increases several order of magnitude, and this was not necessary to get good confidence with our present results.


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# The condition 0 < Z < 1 and an intrinsic mass scale in Quantum Field Theory

## 1 INTRODUCTION

#### Forthcoming data from accelerators will enable one to access energies in the TeV region and will ,in addition, to testing the Standard Model ,enable to discover Physics at the higher energy scales of TeV and beyond.There are a number of models which predict new Physics beyond the Standard Model. These are based on various schemes of Grand Unification/intermediate scale unification as well as models based on Supersymmetry and superstrings.These works and recent works involving higher dimensions predict scales of energies at which new Physics would emerge.These mass scales depend, naturally, on the dynamical details of the models.In this work,we wish to suggest a view-point, based solely on a given Quantum field theory used for describing physical processes at present energies.We wish to suggest that an intrinsic scale exists in a Quantum Field Theory and that it can lead to testable consequences in the near future.A view point, similar to this, but based on the understanding of the renormalization program,has also been suggested in Ref.12.This view-point is likely to be of a general use without specific reference to a model used to predict physics beyond the Standard Model.

#### The presently successful theory of strong, electromagnetic and weak interactions, viz. the standard model (SM) is a Local Quantum Field Theory (LQFT) . Local Quantum Field Theory calculations, when done perturbatively are generally plagued with divergences and this certainly holds for the SM calculations . The initial successes of the first LQFT viz. Quantum electrodynamics (QED) were based upon the renormalization program initiated by Feynman, Schwinger, Tomonaga and developed to a general form by Dyson . This program gives an elaborate procedure for dealing with divergences in LQFT. When this procedure is followed order by order in perturbation theory, it was demonstrated that all the divergences in the theory could be absorbed in the definitions of renormalized fields and parameters as related to the unrenormalized ones. These relations were obtained by imposing by hand "renormalization prescriptions" on the 1PI (proper) vertices which amounted to giving by hand (i.e., from experiment) the physical masses and couplings (and other unphysical parameters) then the renormalized S-matrix was indeed finite in terms of these. This procedure was highly successful for QED and more so for the further development of Standard Model . It also yielded many results based on renormalization group equations and Callan-Symanzik equation .

#### The renormalization procedure, despite several initial misgivings, came to be regarded as an essential established part of LQFT primarily due to the successes of renormalized LQFT in particle physics. However, as any text book discussion shows, the treatment of divergences in perturbation theory is highly suspicious from the point of view of mathematical rigor \[See e.g. Ref.2\].

#### Definition of the infinite Feynman integrals involved requires a regularization. A regularization such as Pauli-Villars violates unitarity for any finite cut off , which is recovered only as $`\mathrm{\Lambda }`$ -\> $`\mathrm{}`$. Further in a calculation to any finite order of perturbation theory one makes mathematically unjustified truncations. Thus, in a Pauli-Villars regularization, if

Z = 1 + a g2 ln $`\mathrm{\Lambda }`$2 +O(g4) (1.1)

Z-1 is truncated to

Z-1 = 1 - a g2 ln $`\mathrm{\Lambda }`$2 +O(g4) (1.2)

which is mathematically invalid even for finite (but large enough) $`\mathrm{\Lambda }`$. Similar truncations are made in any regularization. Thus one does not have, in the conventional renormalization of LQFT procedure, unitarity and mathematical consistency for any finite (but large enough) $`\mathrm{\Lambda }`$. Further, the relation(s)such as 0 \< Z \< 1 for the wavefunction renormalizations (wherever applicable) obtained from LSZ formulation without recourse to perturbation procedure  have to be ignored in these procedures as Z turns out to diverge in perturbation theory . Despite these mathematical shortcoming the renormalization program has succeeded exceedingly well.

#### Since early days, one has felt that it may be possible to cure the procedure of these shortcomings; but it has not been possible. However, now nonlocal formulations of field theories (NLQFT) are possible  in which the theories have a finite scale $`\mathrm{\Lambda }`$ and are finite (with $`\mathrm{\Lambda }`$ finite), unitary and causal for finite $`\mathrm{\Lambda }`$. We find it convenient to use such a formulation as the background for our line of reasoning. In such formulations, gauge (and other symmetries) can also be preserved, in a generalized (nonlocal) form . They also admit results of renormalization group at finite $`\mathrm{\Lambda }`$. One can look upon these formulations in two possible ways: (i) as a new nonlocal regularization scheme, an augmentation of the available regularization and renormalization procedures or (ii) as theories in which $`\mathrm{\Lambda }`$ having a fixed finite value serves as the underlying (possibly effective) theory itself. This latter view point has been proposed originally \[in some form\] in Ref.7, stressed also in ref.8 and has also been extended and followed up in Ref. 9 and 12. In these theories, all calculations are (strictly) finite and (finite) renormalization procedure is needed only for organization of calculations to a given order. We wish to work in the context of such a theory with a finite $`\mathrm{\Lambda }`$. We wish to demonstrate that in such formulations, the mathematical consistency requirements and the relation 0 \< Z \< 1 can in fact be implemented literally and nontrivial conclusions can be drawn from it, which would not be possible in the usual formulation of the renormalization procedure. This approach has, in fact, also been able to explain where and why the usual renormalization procedure works .

#### We outline the approach(es) we want to adopt. We suppose that the particle physics theories are in fact described by a nonlocal action of the type proposed in Ref.  with a finite parameter $`\mathrm{\Lambda }`$ present in it. Presence of such a parameter can be looked upon in two ways ; and we shall discuss our results in the context of both. In the first approach we may regard 1/$`\mathrm{\Lambda }`$ as the scale of nonlocality arising possibly from a fundamental length scale already existing in nature. In this approach, the NLQFT is an exact theory valid to all energies. In the second approach, which is probably more plausible, the nonlocal theory is looked upon an effective field theory valid upto a certain energy scale (dependent on $`\mathrm{\Lambda }`$) and beyond this scale, the theory would have to be replaced by another NLQFT of a more fundamental nature. We elaborate on and justify this view further in Sec.3.

#### We summarize the plan of the paper. In section II, we briefly introduce the nonlocal quantum field theories of Ref.  which we use as the base for our arguments. We also formulate our interpretation of these theories useful in this work. In Sec III, we deal with the relation 0 \< Z \< 1, and show that this can be implemented in perturbation theory meaningfully and show it also implies the existence of a mass scale by itself. We also give here a simple derivation of the analogous relation in NLQFT. We suggest an the interpretation of NLQFT’s and offer a justification for this view-point. We make tentative calculations to show how we can arrive at mass scale $`\mathrm{\Lambda }`$. We conclude that we may end up with a scale whose effects may be testable experimentally in near future. Moreover, with this mass scale, the usual perturbative manipulations such as those in (1.1)-(1.2) may also turn out to be mathematically rigorous.It is possible that models based on non-commutative geometry \[which also involves a scale\] could lead to a similar result, if they could be developed to the same degree as the nonlocal field theories.

## 2 Nonlocal Quantum Field Theories (NLQFT) and their physical interpretation

#### In this section, we shall introduce the way of formulating nonlocal quantum field theories given in reference 8 with the help of $`\varphi ^4`$ theory and elaborate on physical interpretations we wish to associate with it.

### 2.1 Nonlocal $`\varphi ^4`$ theory

#### Consider a local theory with the action written as a sum of the free and interacting parts

##### S\[$`\varphi `$\] = $`\frac{1}{2}_\varphi d^4x`$ { $`\varphi F\varphi `$ +I\[$`\varphi ]\}`$ (2.1)

##### where $`\phi `$ represents the fields (fermionic, bosonic) of the theory with the appropriate spacetime and internal symmetry group indices. F is the ’kinetic’ operator for the field $`\phi `$ and I\[$`\phi `$\] is the interaction part of S\[$`\phi `$\]. For the $`\varphi ^4`$ theory,

##### F = (-$`^2`$ \- $`\mu `$2) (2.2)

##### and

##### I\[$`\varphi ]\}`$= $``$$`d^4x\frac{\lambda }{4}`$$`\varphi ^4`$ (2.3)

#### Nonlocalization of S\[$`\phi `$\] is carried out using a ’smearing’ operator defined in terms of the kinetic operator F of the theory as

#### $`\epsilon `$ = exp\[$`\frac{F}{2\mathrm{\Lambda }^2}]`$ (2.4)

#### $`\mathrm{\Lambda }`$ is the scale of nonlocality. With the help of the smearing operator, we define a smeared field by

#### $`\widehat{\varphi }`$ = $`\epsilon `$-1$`\varphi `$ (2.5)

#### Next, for every field $`\phi `$ we introduce an auxiliary ’shadow’ field $`\phi `$sh of the same type as $`\phi `$ which couples to $`\phi `$ through an auxiliary action S given by

#### S \[$`\varphi ,\varphi ^{sh}]=`$ $`\frac{1}{2}_\varphi d^4x`$ { $`\widehat{\varphi }`$$`F\widehat{\varphi }`$ +$`\varphi ^{sh}\vartheta ^1\varphi ^{sh}+`$I\[$`\varphi +\varphi ^{sh}]\}`$ (2.6)

#### where $`\vartheta `$is the ’shadow’ kinetic operator defined as

#### $`\vartheta `$=($`\epsilon ^2`$ \- 1)F-1 (2.7)

#### The action for the nonlocalized theory $`\widehat{S}[\varphi ]`$ is then defined by

#### $`\widehat{S}[\varphi ]`$=S\[$`\varphi ,\varphi `$$`{}_{}{}^{sh}(\varphi )]`$ (2.8)

#### where $`\phi `$sh\[$`\phi `$\] is the solution of the classical shadow field equation

#### $`\frac{\delta S}{\delta \varphi ^{sh}}`$\[$`\varphi ,\varphi ^{sh}`$ \]=0 (2.9)

#### Quantization is carried out in the path integral formulation. The quantization rule is given by

##### \<T\*(O\[$`\varphi ])>=`$ D$`\varphi \mu [\varphi ]O[\widehat{\varphi ]}`$ exp \[i$`\widehat{S}`$\[$`\varphi ]]`$ (2.10)

#### These theories are known to be unitary even for finite $`\mathrm{\Lambda }`$, and causal111They have very weak violations of causality.  . In such formulations, gauge and other symmetries can be preserved in a generalized nonlocal form . They also admit results on renormalization group at finite $`\mathrm{\Lambda }`$ . These formulations have been proposed as regularizations of field theories for $`\mathrm{\Lambda }`$–\> $`\mathrm{}`$. More importantly, there are alternate interpretations for theories with a finite $`\mathrm{\Lambda }`$; these have already been expressed in Section I and will be the ones that interest us in this work.

## 3 INTERPRETATION OF 0 \< Z \< 1 RELATION IN NLQFT’s

#### In this section, we wish to first of all point out that the relation implied by the LSZ theory, viz. 0 \< Z \< 1 \[wherever such a relation can be formulated\], can in fact be implemented in perturbation theory contrary to what has become the prevalent belief; and further that it can, in fact, have an interesting interpretation for the scale of validity of a particular local Quantum Field Theory formulation as a physically viable theory. \[We note here that Z is the wavefunction renormalization on mass shell and has no ambiguity about it.\]

#### The relation 0 \< Z \< 1 has a simple physical interpretation; in that Z relates to the probability that the state created by the Quantum Field operator $`\phi `$(x) | 0\> contains in it the single particle states.In a free field theory, we expect none but the single particle states in $`\phi `$(x) |0\> and hence, Z = 1.As a result of interaction, multiparticle states become possible and the net probability of single particle states in $`\phi `$(x) | 0\> diminishes.Of course, we never expect this probability to be negative; hence 0 \< Z.The relation

##### 1 = Z +$`_{_{_{_{m_1^2}}}}^{\mathrm{}}`$$`\rho (\sigma `$$`{}_{}{}^{2})d\sigma `$2

##### is the partition of the total probability into quantities related to the single particle and the multiparticle scattering states.

#### In QFT ,this physical interpretation does not seem viable because $`_{_{_{_{m_1^2}}}}^{\mathrm{}}`$$`\rho (\sigma `$$`{}_{}{}^{2})d\sigma `$2 diverges in perturbation theory and consequently Z –\>$`\mathrm{}.`$This ,of course, looks a suspect situation for QFT ;but when the renormalization procedure was advanced and shown to work extremely well theoretically and to lead to accurately verifiable experimental results , physicists developed faith in it and found it unavoidable to ignore this relation for Z. It has been believed that we need not take this relation seriously in perturbatively, though it might hold nonperturbatively.

#### We wish to propose that the relation 0 \< Z \< 1 \[wherever proven\] can, in fact, be implemented in perturbation theory in NLQFT’s; have the physical meaning it is said to have in the earlier part of this section and at the same time preserve the advantages of the standard renormalization program .\[In other words, the proposal here does not clash in any way with the standard renormalization program but supplements it.\] It is but natural that the implementation of \[an extra \] relation can lead to a new physical output and we shall propose one in this section: An energy scale !

#### We find it fruitful to combine the last interpretation of the NLQFT’s given in the introduction and the relation 0 \< Z \< 1.This interpretation, briefly mentioned in the introduction is reiterated below:

#### Today we have come to regard a QFT describing physics as an effective field theory arising from a substructure that may become visible at a much higher energy scale. Let us say that this energy scale is $`\mathrm{\Lambda }`$ beyond which physics should be described by a substructure given in terms of a different QFT (valid possibly upto a yet larger scale). We expect that the effective field theory arising out this high energy QFT should contain the scale $`\mathrm{\Lambda }`$ in some manner. Here we make a concrete suggestion that this effective theory is in fact the non-local type theory NLQFT.

#### Thus, for example, nonlocalized version of the Standard Model with a scale $`\mathrm{\Lambda }`$ (and not the local version) is being understood as the effective field theory which should break down beyond scale $`\mathrm{\Lambda }`$. We wish to propose that the knowledge of the scale $`\mathrm{\Lambda }`$ is in fact contained in the NL formulation of the model and that it is retrieved via the relation (3.1) an analogue of 0 \< Z \< 1 (where possible) implemented in perturbation theory.

#### To be concrete, we shall prove the relation :

##### X( $`\mathrm{\Lambda }`$2)= Z + $`_{_{_{_{m_1^2}}}}^{\mathrm{}}`$$`\rho (\sigma `$$`{}_{}{}^{2},\mathrm{\Lambda }^2,m^2,\lambda )d\sigma `$2 (3.1)

##### where X( $`\mathrm{\Lambda }`$2) –\> 1 as $`\mathrm{\Lambda }`$2–\> $`\mathrm{}`$.

We shall give a brief derivation for this relation and demonstrate that , in fact, the derivation can be based *on general principles only* and without the need for discussion on how the nonlocal theory has to be quantized.The derivation proceeds more or less along the lines of the corresponding derivation for the local QFT’s; as for example done in  .We shall extensively draw upon it and point out the essential modifications nonlocality makes. As is usual for a LSZ derivation, we shall assume Lorentz covariance, existence of 4-momentum operators \[translational invariance\], positivity of the spectrum for P0, and completeness of the scattering states which are eigenstates of the momentum 4-vector: all this we expect in spite of nonlocality. Following  we consider \<0| $`\varphi `$(x)$`\varphi `$(y) |0\> and expand in the basis of the complete set of the scattering states that are eigenstates of Pμ with eigenvalue p$`_{_{n_\mu }}`$.Then use of translational invariance allows us to write \<0|$`\varphi `$(x)|n\> = exp(-ip$`__n`$.x) \<0|$`\varphi `$(0)|n\>, we can write

\<0 |$`\varphi `$(x)$`\varphi `$(y) |0\> = $`\frac{1}{(2\pi )^3}`$$``$ d$`{}_{}{}^{4}q`$ $`\rho `$(q) exp {-iq.(x-y)} (3.2)

with

$`\rho `$(q) $``$(2$`\pi `$)3$`__n`$ $`\delta `$4(p$`__n`$-q) |\<0|$`\varphi `$(x)|n\>|2 (3.3)

The quantity $`\rho `$(q) is now modified as |\<0|$`\varphi `$(x)|n\>| will be modified by nonlocalization; and in fact it will be damped out for large p$`{}_{_n}{}^{}{}_{}{}^{2}`$ . As in local theory,Lorentz covariance and positivity of spectrum of P0 implies

$`\rho `$(q) =$`\rho `$(q2,$`\mathrm{\Lambda }`$2) $`\theta `$(q$`{}_{0}{}^{})`$. (3.4)

Then (3 .2)–(3.4) allow us to write

$`\mathrm{\Delta }`$’(x-y) = -i\<0|\[ $`\varphi `$(x),$`\varphi `$(y)\] |0\> =$`\frac{i}{(2\pi )^3}`$$``$ d$`{}_{}{}^{4}q`$ $`\rho `$(q2,$`\mathrm{\Lambda }`$2) \[exp {-iq.(x-y)}- exp {iq.(x-y)}\]

=$``$d$`\sigma `$2 $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2)$``$d$`{}_{}{}^{4}q`$$`\frac{i}{(2\pi )^3}`$$`\delta `$($`\sigma `$2-q2)\[exp {-iq.(x-y)}- exp {iq.(x-y)}\] (3.5a)

$``$$``$d$`\sigma `$2 $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2)$`\mathrm{\Delta }`$(x-y,$`\sigma `$2) (3.5b)

where $`\mathrm{\Delta }`$(x-y,$`\sigma `$2) is the corresponding quantity associated with the *local free field* theory of mass $`\sigma `$.We now differentiate (3.5b) with respect to x0 and use the *identity*

$`\frac{}{x_0}`$$`\mathrm{\Delta }`$(x-y)$``$$`_{_{x_0=y_0}}`$ = - $`\delta `$3($`𝐱𝐲)`$ (3.6)

to obtain

$`\frac{}{x_0}`$$`\mathrm{\Delta }`$’(x-y)$``$$`_{_{x_0=y_0}}`$ = $``$$`{}_{__0}{}^{}{}_{}{}^{^{\mathrm{}}}`$ d$`\sigma `$2 $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2) $`\delta `$3($`𝐱𝐲)`$

$``$X\[$`\mathrm{\Lambda }`$2,m2 \]$`\delta `$3($`𝐱𝐲)`$ (3.7)

Here, for a finite $`\mathrm{\Lambda }`$2, X\[$`\mathrm{\Lambda }`$2,m2 \] is a finite quantity. Moreover,we know that in the local limit, X\[$`\mathrm{\Lambda }`$2,m2 \]$``$ 1222This information is all that we need (and have to demand) about the nonlocal theory: we can do away with details of how the theory is quantized for the present purpose. .Further , Lorentz covariance alone dictates that, for a single particle state |p\>, \<0|$`\varphi `$(0)|p\> must be of the form \[recall that with the present normalization,$`\sqrt{2\omega _p}`$ |p\> is a covariant state, and the only Lorentz invariant possible is p2= m2 = constant\]

\<0|$`\varphi `$(0)|p\> = $`\frac{1}{\sqrt{(2\pi )^32\omega _p}}`$x (a constant) $``$$`\frac{\sqrt{Z^{}}}{\sqrt{(2\pi )^32\omega _p}}`$ (3.8)

On account of the assumed spectrum of scattering states, $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2)=0 , 0\<$`\sigma `$2 \< m2. Further, in

X\[$`\mathrm{\Lambda }`$2,m2 \]= $``$$`{}_{__0}{}^{}{}_{}{}^{^{\mathrm{}}}`$ d$`\sigma `$2 $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2) (3.9)

We can evaluate the single particle contribution using (3 .8) as is done in the local case to obtain

$`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2) = Z’$`\delta `$($`\sigma `$2-m2) + contribution coming from $`\sigma `$2 \> m2. (3.10)

This leads us to333An analogous exercise carried out for ¡0— T{$`\varphi `$(x)$`\varphi `$(y)}—0¿ as in ref.6 allows one to identify Z’ with the on-shell renormalization constant.

X\[$`\mathrm{\Lambda }`$2,m2 \]=Z + $``$$`_{_{_{m^2}}}`$$`^{^{\mathrm{}}}`$ d$`\sigma `$2 $`\rho `$($`\sigma `$2,$`\mathrm{\Lambda }`$2) (3.11)

with the constraint X\[$`\mathrm{\Lambda }`$2,m2 \]$``$ 1.

##### We now propose a purely theoretical criterion for determining the maximum allowed value for $`\mathrm{\Lambda }`$. We shall soon argue below as to how it is highly plausible. We require that for a given QFT with given parameters,(an estimate of )the maximum value of $`\mathrm{\Lambda }`$ at which the theory should break down as an effective theory is precisely the one at which Z in (3.11) becomes zero. Unlike the usual assumptions about the QFT, we do not assume that the theory holds beyond scale $`\mathrm{\Lambda }`$ and we do not allow for the possibility that Z can be negative.

We shall now present a heuristic argument to show why this picture is highly plausible.We do it with the help of a simple model.Let us imagine that at low energies \[E \<\<E0\] ,physics is described by the scalar field theory presented here;and that the scalar is a bound state of a fermion-antifermion pair \[$`\psi `$,$`\overline{\psi }`$\].At high energies \[E\>\>E0\], we expect the theory to be replaced by a QFT of $`\psi `$’s. We consider the composite operator $`\overline{\psi }`$(x)$`\psi `$(x) as the interpolating field operator for $`\varphi `$.We now consider $`\overline{\psi }`$(0)$`\psi `$(0) |0\> for both E \<\<E0 and E\>\>E0.

$`\overline{\psi }`$(0)$`\psi `$(0) |0\> = $``$$`__n`$ an |n,p$`{}_{n}{}^{}>`$; for E \<\<E0 (3.12a)

$`\overline{\psi }`$(0)$`\psi `$(0) |0\> = $``$$`__n`$ an’ |n,p$`{}_{n}{}^{}>`$’ ;for E\>\>E0 (3.12b)

In (3.12a), the states |n,p$`{}_{n}{}^{}>`$ refer to the eigenstates of the momentum operator that include the single scalar particle states and the states corresponding to the scattering of scalars , whereas in (3.12b), |n,p$`{}_{n}{}^{}>`$’ includes these *(*directly or indirectly) *and all possible states containing fermions and antifermions and these include scattering states of these.* Clearly, (3.12b) contains too many more states \[ more channels open up, this includes effects of much more phase space\] than (3.12a). So the *relative* probability for finding a single scalar particle state in such an expansion, which is related to Z in the scalar theory, has a sudden fall around E=E0. We should thus expect that Z in the scalar theory should fall444We are using the full fermion theory to argue this out; however, we may expect a similar conclusion to hold qualitatively in the effective theory.  to a small value around E=E0 where the effective theory should be replaced by a more fundamental fermion theory555We assume that this fermion theory in turn is a NLQFT with a higher parameter $`\mathrm{\Lambda }`$’ ¿¿$`\mathrm{\Lambda }`$;so that such probabilities continue to be well-defined in perturbation theory. .

#### We, thus, expect a condition of the "form":

#### $`\frac{\lambda }{^{^{_{16\pi ^2}}}}ln`$ $`\frac{\mathrm{\Lambda }^2}{_{_{m^2}}}`$ \< 1 (3.13)

#### This yields, (without worrying about exact coefficients in (3.13) )

#### $`\mathrm{\Lambda }`$max = m exp { 8 $`\pi ^2`$/ $`\lambda `$}

#### For m = 1 GeV, and $`\lambda `$/16 $`\pi ^2`$ = 0.05 \[0.01\] we obtain:

#### $`\mathrm{\Lambda }`$max = 22 TeV \[ 1018 TeV\].

#### Of course, the actual numbers are sensitive to the coefficient in (3.13) and to the value of $`\lambda `$ in a given theory;however we may expect abound that is testable in near future.

####