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# HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede

## 1 Introduction

Recent observations from both the Galileo spacecraft and the Hubble Space Telescope (HST) have considerably altered our knowledge of the atmospheres of the Jovian satellites Europa and Ganymede. Both are now known to have tenuous atmospheres (column density $`5\times 10^{14}`$ cm-2) with both molecular oxygen (Europa and Ganymede) and atomic hydrogen (Ganymede) components. The Galileo UV spectrometer detected H i Lyman-$`\alpha `$ emission at Ganymede from a hydrogen exosphere (Barth et al., 1997), and charged particle measurements indicated that there is also an outflow of protons, implying ongoing gas production (Frank et al., 1997). The oxygen component was detected through HST/Goddard High Resolution Spectrograph (GHRS) observations of the atomic oxygen multiplets O i $`\lambda `$1304 and O i\] $`\lambda `$1356 (Hall et al., 1995, 1998). The intensity ratio of these emissions implies that the primary source is electron dissociative excitation of molecular oxygen. The source of both the hydrogen and O2 is thought to be sputtering of surface water ice by Io plasma torus ions. Beyond the fact that they exist, very little is known about these atmospheres, including their vertical structure, areal coverage, and variability, which could be significant if the dominant source is surface sputtering because of the asymmetric nature of the plasma bombardment. Plasma bombardment of the surface is also supported by the recent detection of ozone and O2 embedded in the surface ice of Ganymede, and SO2 embedded in the surface ice of Europa (Spencer et al., 1995; Calvin et al., 1996; Noll et al., 1995, 1996).

Galileo magnetometer measurements have also shown strong perturbations in the Jovian magnetic field near Ganymede (Kivelson et al., 1996, 1997). The measured perturbations indicate that the satellite possesses a magnetic field sufficiently strong ($``$1500 nT) to overpower Jupiter’s ambient field, and that Ganymede’s magnetic and spin axes are roughly aligned (Kivelson et al., 1996). Near Ganymede closest approach the plasma wave experiment also detected a significant population of trapped, charged particles (Gurnett et al., 1996), implying that Ganymede possesses a “magnetosphere within a magnetosphere.” Consistent with these results, the HST/GHRS observations (Hall et al., 1998) have raised the intriguing possibility that Ganymede exhibits polar aurora. In those spectra the Ganymede O i\] $`\lambda `$1356 emission line exhibits a doubly-peaked profile that is inconsistent with that of a diffuse source filling the aperture, or with emission from a uniform disk. Hall et al. postulated that the double-peaked profile implies the existence of a similarly double-peaked structure in the spatial distribution of the emission source within the aperture, with the strongest emissions coincident with Ganymede’s north and south polar regions. In this paper, we report ultraviolet objective grating images of Ganymede made with the Space Telescope Imaging Spectrograph (STIS) (installed in HST in February 1997) which confirm the spatial distribution inferred from the earlier observation and raise new questions about the interaction of Ganymede’s atmosphere with the Jovian magnetosphere.

## 2 Observations

Observations were obtained over four contiguous HST orbits on 1998 October 30 with the STIS G140L grating using the $`2^{\prime \prime }\times 25^{\prime \prime }`$ slit. At the time of observation, Ganymede was 4.25 AU from Earth, its sub-Earth longitude varied from 290 to 300 and the phase angle was 8.6. Since the diameter of Ganymede’s disk was $`1.^{\prime \prime }71`$, this provided effective objective grating spectroscopy over the wavelength range of 1160 – 1720 Å. A log of the exposures is given in Table 1. The STIS mode used for the observations is the same as that used to observe Io, and the details can be found in Roesler et al. (1999). Two distinct time-tagged spectral images are obtained in each of four HST orbits. The first image in orbits 2–4 exhibits a very high geocoronal Lyman-$`\alpha `$ background (typically 15 kR as opposed to 3.5 kR during the dark part of an HST orbit) as well as strong O i $`\lambda `$1304 airglow emission due to the illumination of the Earth’s upper atmosphere by sunlight. An example of a raw spectral image is shown in Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede. Note the $`2^{\prime \prime }`$ wide vertical stripe corresponding to geocoronal Lyman-$`\alpha `$ with the disk reflected Lyman-$`\alpha `$ image of Ganymede perfectly centered in in the slit. The raw image also shows the two oxygen multiplets, clearly separated, and reflected sunlight at the longer wavelengths.

## 3 Discussion

### 3.1 Spectra

Individual spectra (two per orbit) were extracted by summing the data over 82 pixels ($`2^{\prime \prime }`$) along the slit centered on Ganymede. The background, particularly the geocoronal Lyman-$`\alpha `$, was obtained by summing 151 pixels ($`3.^{\prime \prime }68`$) along the slit on both sides of Ganymede, and averaging the two. The results for a single spectral image, with the background subtracted, are shown in Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede. In this figure, the one-dimensional extracted spectrum has also been rebinned by four pixels to enhance the signal/noise ratio. The unusual shape of the spectral lines of H i Lyman-$`\alpha `$ and the two O i emissions result from the spatial distribution of these emissions on the disk of Ganymede.

Longward of 1380 Å the signal is reflected solar radiation. To model this component, a solar spectrum taken with the SOLSTICE instrument on UARS (Woods et al., 1996) appropriate to the level of solar activity in October 1998 was convolved with an assumed uniform reflecting disk of Ganymede’s radius (note that one pixel is $`0.^{\prime \prime }0244\times 0.^{\prime \prime }0244`$ and the dispersion is 0.584 Å pixel-1). This is overplotted in Fig. HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede. From this fit, the planetary albedo can be derived from the ratio of the reflected flux to the solar flux at Jupiter:

$$p(\lambda )=\frac{F_G(\lambda )\pi d^2}{F_{}(\lambda )\mathrm{\Omega }_G}\varphi (\theta ,\lambda )$$

where $`d`$ is the Sun-Jupiter distance (in AU), $`\mathrm{\Omega }_G`$ is the solid angle of Ganymede as seen from Earth, $`F_{}(\lambda )`$ is the solar flux at 1 AU, and $`\varphi (\theta ,\lambda )`$ is the phase function at phase angle $`\theta `$. To determine the albedo at a wavelength as close as possible to the oxygen emissions, we choose a 50 Å band centered at 1405 Å. With the assumption of unity for $`\varphi (\theta ,\lambda )`$, the derived albedo near 1400 Å is found to be $`2.3\pm 0.2`$%, in good agreement with the value of $`2.6\pm 0.3`$% derived by Hall et al. (1998) from GHRS measurements of the reflected C ii $`\lambda `$1335 multiplet. Note that the measurement of Hall et al. was made at a slightly smaller phase angle, 2.7.

The lower panel of Fig. HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede shows a single spectrum after subtraction of the fitted solar spectrum assuming a constant albedo with wavelength. The two O i emissions are clearly separated and both have a shape determined by the spatial distribution on the disk, similar to that inferred by Hall et al. (1998) from their one-dimensional spectra. The fluxes of the two multiplets are extracted and tabulated, together with the ratio of the two (O i\] $`\lambda `$1356/O i $`\lambda `$1304), in Table 1. The values are generally consistent with those reported by Hall et al. (note that Hall et al. give the total O i $`\lambda `$1304 flux, airglow plus reflected solar radiation), but the orbit to orbit variation suggests a real variability, one that is correlated with the changes in the morphology of the emissions discussed in the next section. The ratio of O i\] $`\lambda `$1356 to O i $`\lambda `$1304 is, like that found by Hall et al., consistently lower (but within the $`3\sigma `$ uncertainty) than the values expected for electron impact excitation of O2 alone, 1.6–2.0, indicating a possible contribution from electron impact of atomic oxygen to the O i $`\lambda `$1304 emission. However, this is not quantifiable as there is an indication, from Fig. HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede, that the albedo is increasing below 1300 Å in which case the O i $`\lambda `$1304 flux would be over-estimated and the true intensity ratio would be closer to the known value for O2 excitation.

### 3.2 O i\] $`\lambda `$1356 Images

Images of O i\] $`\lambda `$1356 were constructed using the flat-fielded counts (“flt”) files from the HST pipeline rather than the fluxed two-dimensional image (“x2d”) files used to generate Fig. HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede. This was done to avoid distortion introduced by the changing sensitivity across the $`2^{\prime \prime }`$ wide slit, which spans 47 Å. To allow for temporal variability, the two separate exposures from each orbit were added together since the O i\] $`\lambda `$1356 emission is not affected by the higher Lyman-$`\alpha `$ or O i $`\lambda `$1304 background levels. Detector background was evaluated away from Ganymede along the slit and subtracted from the resulting $`82\times 82`$ pixel array. Each image was then rotated to align Jovian north along the vertical axis, rebinned to $`41\times 41`$ pixels (each pixel now $`0.^{\prime \prime }049`$ on a side), and smoothed by 3 in both directions. The results are shown in Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede, together with brightness contours calibrated in rayleighs. The images are characterized by bright polar regions and appear to be variable with time.

The location of the emissions, mostly at geographic latitudes above $`|40|`$ in both hemispheres, is in agreement with the model of Kivelson et al. (1997) that predicts the presence of Jovian field lines linked to Ganymede only at high latitudes. In addition, the regions of brightest emission occur at the geomagnetic latitudes where the separatrix regions intersect the atmosphere and which define the boundaries of the polar caps (Neubauer, 1998). Magnetic field line reconnection occurs along the separatrix imparting an atmospheric signature of enhanced conductivity and current known as the auroral or polar electrojets. Over the course of the four orbits the orientation of the Jovian magnetic field relative to Ganymede’s magnetic field, which is tilted 10 from the spin axis (Kivelson et al., 1997), varied considerably, as indicated in Table 1. Thus, the locations of the polar caps and separatrix regions on the surface of Ganymede vary considerably over a Jovian rotation. This can account for both the variations in total O i flux and the relative brightnesses of the northern and southern hemisphere emissions.

However, there are two surprising aspects to these images, because Jovian magnetospheric electrons have direct access to the polar cap atmospheres, as implied by particle and fields measurements on Galileo (Williams et al., 1998; Paranicas et al., 1999). They are the longitudinal non-uniformity in the emission brightness at high latitudes, particularly in the southern hemisphere, and the lack of pronounced limb brightening near the poles, even at the smoothed 200 km spatial resolution of our images. The images yield $`50`$ R limb intensity above the polar caps. Under uniform conditions this is equivalent to $`15`$ R at 60 latitude and below our detection limit. The brightest regions on the disk are 20 times the disk intensity constrained by the observed limb intensity.

To explore the significance of the observed oxygen brightness, a model atmosphere was constructed with surface O2 density of $`1\times 10^8`$ cm-3 and column density of $`5.2\times 10^{14}`$ cm-2, which is consistent with the range adopted by Hall et al. (1998) and at the abundance upper limit deduced from a UV stellar occultation observed by Voyager (Broadfoot et al., 1981). For the electron density, a model was generated from measurements by the Galileo plasma wave instrument along fly-by trajectories and extrapolated to the surface with density of 370 cm-3 (Gurnett et al., 1996). Unfortunately, there are no observational constraints on the electron temperature. From the data of Sittler & Strobel (1987) at their maximum L shell of 13, one would expect the Jovian magnetospheric electron temperature to be at least 20 eV. For a $`9`$ eV multiplet, the excitation rate would be insensitive to this or higher electron temperatures. With the above assumptions at $`T_e20`$ eV applied to the polar atmosphere on open field lines, electron impact dissociative excitation of O2 yields 300 R of O i\] $`\lambda `$1356 at high latitudes with limb brightening to $`1`$ kR. A polar limb intensity of 50 R implies an O2 column density of $`3\times 10^{13}`$ cm-2. Alternatively, in the absence of a direct measurement of Jovian electron temperature, the upper limit column density of $`5.2\times 10^{14}`$ cm-2 is permissible, if $`T_e4`$ eV. Also possible would be various combinations of O2 column density in the range of $`(0.35)\times 10^{14}`$ cm-2 and electron temperature in the range of 4–20 eV or higher.

There are additional factors to consider in the interpretation of the HST images. There is no evidence that Ganymede’s surface temperature drops to the O2 condensation temperature of 80 K which could account for an inhomogeneous atmosphere. In the range $`T_e=1100`$ eV, the calculated intensity ratio of O i\] $`\lambda `$1356 to O i$`\lambda `$1304 is limited to 1.6–2.0 for a pure O2 atmosphere. Lower values require the addition of atomic oxygen. In the limit of a pure atomic oxygen atmosphere, this intensity ratio has a value of 1.2 at $`T_e=4`$ eV, monotonically decreasing to $`0.35`$ at 20 eV. There is no apparent correlation of this ratio in Table 1 with absolute O i\] $`\lambda `$1356 brightness. Clearly to achieve the higher observed ratios requires an O2 atmosphere. Finally, Jovian magnetospheric electrons on open field lines do not have large density variability on the length scales characteristic of the brightness variations in Fig. HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede (Gurnett et al., 1996).

Thus, the best explanation for the inhomogeneity in the emission brightness is that it is truly auroral in nature, analogous with the Earth’s highly variable UV luminosity in the auroral oval regions and driven by acceleration processes of electrons trapped within Ganymede’s magnetosphere near the separatrix regions. Without knowledge of the distribution function of these auroral precipitating electrons and associated fluxes, the column density of Ganymede’s atmosphere cannot be inferred from the bright auroral regions in HST images. For the present time the polar limb intensities are the only constraint on the atmospheric column density and until the temperature of electrons on open field lines is determined, this constraint is not firm.

### 3.3 H i Lyman-$`\alpha `$

Barth et al. (1997) have reported the detection of H i Lyman-$`\alpha `$ emission above the limb of Ganymede extending nearly one Ganymede radius (2634 km), which they attribute to a hydrogen exosphere. Such emission should be detectable in our long-slit spectral image but is masked by the strong geocoronal Lyman-$`\alpha `$ emission that fills the entire $`2^{\prime \prime }`$ wide slit (see Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede). To remove the geocoronal component, a Lyman-$`\alpha `$ “flat field” along the slit is needed. This is obtained from our data in the following manner. The final three orbits contain separate spectral images with distinctly different values of geocoronal background, 15 kR for the first of each pair, 3.5 kR for the second. The three “high” images and the three “low” images are separately combined (again using the flat-fielded counts files rather than the flux calibrated files), and spatial profiles along the slit (summing 82 pixels in the dispersion direction) are obtained. These are shown in the top panel of Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede. The profiles are normalized to the slightly different cumulative exposure times and the difference is taken, which eliminates the signal due to Ganymede, and this is also shown (after median filtering) in the figure. The geocoronal background is then normalized to and subtracted from the “low” image giving the net Lyman-$`\alpha `$ spatial profile associated with Ganymede, as shown in the lower panel of Figure HST/STIS Ultraviolet Imaging of Polar Aurora on Ganymede, where emission above both limbs is clearly detected. The radial model of Barth et al. (1997), integrated across the width of the STIS slit, is also shown in the figure and is found to fit our data very well.

## 4 Conclusions

Objective grating images of Ganymede obtained with HST/STIS show clearly separated O i emissions confirming the result of Hall et al. (1998) that the emissions are confined to polar regions (latitudes above 45). The total fluxes are consistent with those reported by Hall et al. but appear to vary in time and in the relative intensities between northern and southern hemispheres. The O i\] $`\lambda `$1356/O i $`\lambda `$1304 ratio is consistent with the primary excitation mechanism being electron impact on O2, as postulated by Hall et al. While the spatial distribution of the emissions is consistent with current models of the magnetic field of Ganymede, expected longitudinal uniformity and limb brightening are not observed. In addition, Lyman-$`\alpha `$ limb emission from a hydrogen exosphere is detected and the measured brightness is found to be in good agreement with the Galileo UVS observations of Barth et al. (1997).

This work is based on observations with the National Aeronautics and Space Administration – European Space Agency HST obtained at the Space Telescope Science Institute, which is operated by the Association of Universities for Research in Astronomy, Incorporated, under NASA contract NAS5-26555. We acknowledge partial support by NASA contract NAS5-30403 to the Johns Hopkins University.


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# Model of Hydrophobic Attraction in Two and Three Dimensions

## I Introduction

A one-dimensional lattice model of hydrophobic attraction has recently been studied . The model incorporates what is believed to be the basic mechanism of the hydrophobic effect; viz., that the accommodation of the solute in the solvent is energetically favorable but sufficiently unfavorable entropically as to result in an increase in free energy. This increase is smaller when the hydrophobes are close together than when they are widely separated, resulting in a net solvent-mediated attraction between them.

The unfavorable entropy of accommodating the solute is achieved in the model by allowing each solvent molecule to have a large number $`q`$ of possible orientations but requiring two neighboring solvent molecules to be both in a special one of those $`q`$ states if they are to accommodate a hydrophobic solute in the interstitial site between them. That circumstance in which two neighboring solvent molecules are both in that special orientation is taken to be energetically favorable by an amount previously called  $`uw`$. The condition of hydrophobicity at temperature $`T`$ was that $`kT\mathrm{ln}(q1)>uw`$, with $`k`$ Boltzmann’s constant. To model the hydrophobic effect realistically, $`(uw)/k`$ was taken to be $`3000`$K and $`q`$ was taken to be 110,000.

It was then a property of the model that forcing the solvent to accommodate a hydrophobic solute greatly restricted (to one state out of $`q`$) the possible orientations of the solvent molecules neighboring the accommodated solute. Such restriction of solvent orientation by the solute is consistent with experimental measurements of NMR relaxation times, which show that the reorientation times of water molecules that neighbor a solute with alkyl groups are about twice as long as in pure water, and that there is an increased activation energy for the reorientation in the presence of the solute over that in pure water.

It was a striking feature of the one-dimensional model that the range and strength of the solvent-mediated attraction between solutes were inversely related to each other; at low temperatures the attraction was weak but long-ranged and at high temperatures it was strong but short-ranged. One of the motivations of the present work was to see if that inverse relation, which is of potential importance in the interpretation of experiment, persists in higher dimensions, and it is indeed found to be so.

It was also found earlier in the one-dimensional model that the solubility of the hydrophobe decreases with increasing temperature, which is consistent with the increasing hydrophobicity that manifests itself in the increasing strength of the hydrophobic attraction. This temperature dependence of the solubility, too, is found here to persist in the two- and three-dimensional models. It is also found, as in the one-dimensional model, that if the energy of interaction of the hydrophobic solute with its solvent neighbors (earlier called $`v`$) is greater than the magnitude $`uw>0`$ of the favorable energy of solvent alignment, then the solubility, after first decreasing with increasing temperature, reaches a minimum and then increases.

The two- and three-dimensional versions of the model are defined in the following section. Also in Section II are the basic formulas that relate the solvent-mediated part of the potential of mean force and the solubility to the quantities that are measured in the simulations. The details of the simulations are in Section III, where the results are also displayed. These are discussed and summarized in the concluding Section IV.

## II The two- and three-dimensional models

The two-dimensional model is pictured in Fig. 1. At each site of a square lattice there is a solvent molecule that may be in any of a large number, $`q`$, of different states (orientations). Solute molecules may only be accommodated at the interstitial sites between neighboring pairs of solvent molecules, but only if that site is not already occupied and then only if the two solvent molecules in question are both in a special one of the $`q`$ states, called state 1 in what follows. The figure shows three solute molecules so accommodated.

The three-dimensional model is defined similarly, and also on a lattice of coordination number 4, as in two dimensions. This three-dimensional lattice is pictured in Fig. 2. It is obtained by systematically removing two bonds from each vertex of a simple cubic lattice, in such a way that from each site $`(i,j,k)`$ there remains a bond to the neighboring sites at $`(i+1,j,k)`$ and $`(i1,j,k)`$, as well as to those at $`(i,j1,k)`$ and $`(i,j,k1)`$ if $`i+j+k`$ is even but to those at $`(i,j+1,k)`$ and $`(i,j,k+1)`$ instead if $`i+j+k`$ is odd. The lattice is topologically (not metrically) equivalent to the tetrahedral diamond lattice, which is also the lattice of oxygen atoms in the metastable phase of ice called ice Ic.

In both the two- and three-dimensional versions of the model only neighboring solvent molecules interact with each other, which they do with energy $`w`$ if both are in the special state 1 and with energy $`u>w`$ otherwise. The only solvent molecules with which a solute molecule interacts are its immediate neighbors; the sum of its energies of interaction with them is $`v`$.

Solute molecules may interact with each other but that is irrelevant here; the solute-solute interaction does not enter the expression for the solvent-mediated part of the potential of mean force between pairs of solutes in the infinitely dilute solution , nor is it relevant for the solubility of the solute, which is so slight that solute-solute interactions are negligible. The solute-solvent interaction parameter $`v`$ is also absent from the expression for the potential of mean force in the infinitely dilute solution but it is a significant parameter in the solubility.

Because the coordination number of the lattices considered here is 4, rather than 2 as in one dimension, the values of the parameters $`uw`$ and $`q`$ required to model the hydrophobic effect conveniently but still realistically over the temperature range 275-375K are both much smaller than in one dimension. Here, in both the two- and three-dimensional models, they are taken to be $`(uw)/k=1000`$K instead of 3000K and $`q=1100`$ instead of 110,000. It is still the case, as in the one-dimensional model, that $`kT\mathrm{ln}(q1)>uw`$ over the relevant temperature range, and that the extent to which $`kT\mathrm{ln}(q1)`$ exceeds $`uw`$ increases with increasing temperature — which are the respective conditions required for the hydrophobic effect to manifest itself and to do so with increasing strength as the temperature increases.

Let $`p_{11}`$ be the probability that in the pure solvent both molecules of a given neighboring pair will be found in the special state 1; and let $`p(r)`$ be the probability that the molecules at two such pairs of sites will all be found to be in the special state 1 when the corresponding two interstitial sites, one associated with each pair, are separated by the metrical distance $`r`$ (measured in units of the lattice spacing). In the two-dimensional lattice of Fig. 1 the values of $`r`$ that occur are $`r=\sqrt{2}/2=0.71;1;\sqrt{2}=1.41;\sqrt{5/2}=1.58`$; etc. In the three-dimensional lattice of Fig. 2 the values of $`r`$ that occur are those and also $`r=\sqrt{3/2}=1.22`$, etc.

Let $`W(r)`$ be the solvent-mediated part of the potential of mean force between two solute molecules a distance $`r`$ apart, in the limit of infinite dilution. This is the potential of mean force from which the direct interaction between the two solute molecules themselves has been subtracted, and is the part of the mean-force potential that is of interest here. Then, as in the one-dimensional model, $`W(r)`$ is given in terms of $`p_{11}`$ and $`p(r)`$ by

$$W(r)=kT\mathrm{ln}\left[p(r)/p_{11}^2\right].$$
(1)
The quantities $`p_{11}`$ and $`p(r)`$ are what are determined in the simulations and $`W(r)`$ is then obtained from (1). It is a property of the solvent alone, and so depends only on the parameters $`uw`$ and $`q`$ but not on $`v`$.

The solubility is defined as in the earlier one-dimensional model. One imagines a hypothetical ideal gas of pure solute, of number density $`\rho _g`$, in osmotic equilibrium with the saturated solution; i.e., having a thermodynamic activity equal to that of the solute in the solution. Then if $`\rho _s`$ is the number density of the solute in the solution, the solubility $`\mathrm{\Sigma }`$ is here defined as the dimensionless ratio

$$\mathrm{\Sigma }=\rho _s/\rho _g.$$
(2)
If the solubility is low so that the saturated solution is very dilute, this $`\mathrm{\Sigma }`$ is the Ostwald absorption coefficient and is given by

$$\mathrm{\Sigma }=p_{11}\mathrm{e}^{v/kT}.$$
(3)
Thus, $`\mathrm{\Sigma }`$ is obtained once $`p_{11}`$ is calculated and a value of the solute-solvent interaction energy $`v`$ is specified.

## III Simulations

Properties of the two- and three-dimensional models presented in the previous Section are explored by means of Monte Carlo simulations. In these simulations, one solvent molecule is placed on each lattice site. For each molecule, we keep track of whether its state is the special state 1, or not. Solute molecules are not present in the Monte Carlo simulations, since the aim of the simulations is to numerically estimate the quantities $`p_{11}`$ and $`p(r)`$, from which the solvent-mediated part of the potential of mean force can be computed using (1).

The dynamics of the models are not specified, and we are therefore free to choose any dynamics that yield the correct equilibrium properties. In our Monte Carlo simulations, the dynamics consist of two processes: 1) each solvent molecule that is in its special state 1 leaves this special state with a rate of $`q1`$ per time unit; 2) each solvent molecule that is in a different state enters its special state with a rate of $`\alpha ^n`$ per time unit, where $`\alpha =\mathrm{exp}((uw)/kT)`$ and $`n`$ is the number of nearest-neighbor sites that are occupied with a solvent molecule in its special state. An efficient implementation of these dynamics is obtained with a BKL-scheme, after Bortz, Kalos and Lebowitz .

The simulations are performed on a $`500\times 500`$ lattice for the two-dimensional model, and a $`50\times 50\times 50`$ lattice for the three-dimensional model, both with periodic boundary conditions in order to reduce finite-size effects. In the initial configuration, no molecule is in its special state. This configuration is then thermalized for 0.1 time units. After thermalization, $`p_{11}`$ and $`p(r)`$ are measured every $`10^3`$ time unit, up to a total time of $`10^3`$ time units, and averaged. In a simulation of this length and for these system sizes, the two-dimensional and three-dimensional model undergo roughly $`5.510^8`$ and $`2.710^8`$ local changes, respectively. This procedure is repeated 10 times for each of the temperatures $`T`$=275, 300, 325, 350, and 375K, and for the three-dimensional model also at a temperature of 250K at which the system is probably metastable, the stable regime being one where almost all atoms are in their special state.

The values for the quantity $`p_{11}`$ are presented in Table I, for the two- and three-dimensional models. This quantity is decreasing with increasing temperature. The quantity $`p_{11}`$ is one of the two factors determining the solubility as defined in equation (3), the other being $`\mathrm{exp}(v/kT)`$. While this latter factor is monotonically increasing with increasing temperature for $`v>0`$, our data show that $`p_{11}`$ is monotonically decreasing with increasing temperature. For some choices of $`v`$, the combination of these two factors leads to a solubility that is initially decreasing with increasing temperature (a signature of the hydrophobic effect), but later increasing.

The solvent-mediated part of the potential of mean force $`W(r)`$ is plotted as a function of the distance $`r`$ in Fig. 3 for the two-dimensional model, and in Fig. 4 for the three-dimensional model. In the latter figure, the curve obtained at a temperature of 250K is dashed, to indicate its likely metastability. In agreement with the one-dimensional model, the strength of the hydrophobic interaction increases with increasing temperature, while its range decreases at the same time: an inverse relation is observed between the strength and range of the hydrophobic interaction, althoug less prominently in three dimensions than in one or two. Unlike the one-dimensional model, the two- and three-dimensional models show oscillations in the mean force, reflecting the greater geometrical complexity of the lattice in higher dimensions. In that sense, the curves resemble more closely what is seen in models in which the solvent is modeled more realistically . In addition to the strong attraction at short distances, there is now also a local minimum in the potential of depth about $`kT`$ at a distance of three lattice spacings in two dimensions and one of depth about $`2kT`$ at a distance of two lattice spacings in three dimensions.

## IV Summary and conclusions

A one-dimensional lattice model of hydrophobic attraction that was studied recently  is extended to two and three dimensions. Monte Carlo simulations have been used to determine the solvent-mediated contribution to the potential of mean force between hydrophobic solute molecules, and the solubility of the solute.

As in the one-dimensional model, an inverse relation is observed between the strength and range of the hydrophobic interaction. With increasing temperature, the strength of the hydrophobic interaction increases, while at the same time its range decreases, although the effect is less prominent in three dimensions than in two or one. Unlike in the one-dimensional model, the force no longer varies monotonically with distance, but shows oscillations, reflecting the greater geometrical complexity of the lattice in the higher dimensions.

At low temperatures, the solubility of the solute is found to decrease with increasing temperature. This is another signature of the hydrophobic effect, and also agrees with what had been found in the one-dimensional model.

## Acknowledgements

BW is grateful to the Institute of Theoretical Physics and to the Debye Institute of the University of Utrecht for their hospitality in the fall of 1999. His work at Cornell was supported by the U.S. National Science Foundation and the Cornell Center for Materials Research. The authors thank M.D. Zeidler for calling their attention to the work in Reference 2.


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# 1 Introduction

## 1 Introduction

In this paper we give a new proof, using only finite sums and avoiding the need for analytic methods, of the Landsberg-Schaar formula for quadratic Gauss sums. The key idea, which springs from earlier work of one of us , is to apply the quantization of a quantum mechanical system whose phase space is a torus, with both position and momentum (and also time) discrete and cyclic. On adapting Feynman’s ‘sum over paths’ method to this system a discrete and finite version of Kelvin’s method of images is obtained.

The formula states that for positive integers $`p`$ and $`q`$

$$\frac{1}{\sqrt{p}}\underset{n=0}{\overset{p1}{}}\mathrm{exp}\left(\frac{2\pi in^2q}{p}\right)=\frac{e^{\pi i/4}}{\sqrt{(2q)}}\underset{n=0}{\overset{2q1}{}}\mathrm{exp}\left(\frac{\pi in^2p}{2q}\right).$$
(1)
In number theory this formula plays a central rôle, underpinning key results relating to quadratic reciprocity and characters. The formula also promises to be a useful adjunct to discrete Fourier transform methods used, for instance, in some algorithms for quantum computing . In this context it essentially provides the discrete inverse quantum Legendre transformation from the free Hamiltonian to the free Lagrangian.

The standard proof of the Landsberg-Schaar formula (as given, for example, in ) is obtained by putting $`\tau =2iq/p+ϵ`$, $`ϵ>0`$, in the Jacobi identity for the theta function:

$$\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\pi n^2\tau }=\frac{1}{\sqrt{\tau }}\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\pi n^2/\tau },$$
(2)
and then letting $`ϵ0`$. This method is an example of Hecke’s observation that ‘exact knowledge of the behaviour of an analytic function in the neighbourhood of its singular points is a source of arithmetic theorems’  p225.

While this method certainly establishes the truth of the formula, Hecke’s insight notwithstanding it is somewhat unsatisfactory to have to use analytic methods and take limits when only finite sums are involved. The proof given in this paper does remain entirely in the arena of finite sums; it demonstrates the extraordinary range of Feynman’s method of ‘summing over histories’, which here extends to the discrete and cyclic regime in a pleasing and effective way. So, in a sense, the quantum mechanics offers another example of Hecke’s insight

The key ingredient in this paper is quantization on a toroidal phase space. A first step was taken by one of us in , leading to a proof of the Jacobi identity by using random walks to quantize a system with cylindrical phase space. The key idea here is the observation that the series $`\vartheta (it)=_{n=\mathrm{}}^+\mathrm{}e^{\pi n^2it}`$ is the trace of a certain quantum evolution operator $`\mathrm{exp}iHt/\mathrm{}`$, which converges in the distribution sense. Using path integral methods adapted to the cylinder, in particular Kelvin’s method of images , an alternative formula for the trace is found, and equating the two expressions gives the Jacobi identity. This work is described in section 2 as an introduction to the main result in this paper.

With a minor change of emphasis, the formula (1) turns up by taking the operator that gives (2) (for $`\tau =it`$) and then ‘looking at the system at discrete times $`\tau =2i/p`$’. This idea is pursued in section 3. In order to remove difficulties over convergence, and to obtain the Landsberg-Schaar formula (1), we change the problem to one in which instead of the infinite set of energy levels (7) there is only a finite number of energy levels $`E_n`$. This is achieved, following a suggestion of Berry , by replacing the cylindrical phase space (with angular position $`\theta `$ periodic but angular momentum $`L`$ unbounded) by a torus on which both $`\theta `$ and $`L`$ are periodic. On quantization both $`\theta `$ and $`L`$ are discrete, and moreover, as we see, discrete times are also required. Adapting the methods used in section 2 to prove the Jacobi identity to this new setting, again two expressions for the trace of the quantum evolution operator are obtained, one by working in the momentum basis in which the evolution operator is diagonal and the other by path integral methods (using a novel discrete variant on Kelvin’s method of images); the equality of these two expressions gives the Landsberg-Schaar identity.

This first description of the discrete and cyclic path integral method is presented somewhat heuristically, but in a manner which should emphasise the ideas and motivation. In section 4 full details of the toroidal quantization are given together with a justification of the normalisations used in section 3.

## 2 Cylindrical phase space and the Jacobi identity

In this section earlier work of one of us  is described as a prelude to the main result of the paper, in order to demonstrate some of the novel features of the work.

Consider a rigid body constrained to rotate about a fixed axis (cf Schulman ). Let $`I`$ denote the moment of inertia and $`\theta `$ denote the angle of rotation (given in radians so that it is taken mod $`2\pi `$). An angular Schrödinger picture is used, with the angular momentum observable $`L`$ represented as the operator

$$L=i\mathrm{}\frac{}{\theta }$$
(3)
(where $`\mathrm{}`$ as usual stands for Planck’s constant $`h`$ divided by $`2\pi `$). Using the classical expression for the energy or Hamiltonian

$$H=\frac{L^2}{2I},$$
(4)
the Schrödinger equation for the wave function $`\psi (\theta ,t)`$ is then

$$i\mathrm{}\frac{\psi }{t}=\frac{\mathrm{}^2}{2I}\frac{^2\psi }{\theta ^2}.$$
(5)
Suppose that $`E_n`$ denotes the $`n^{th}`$ eigenvalue of the quantized Hamiltonian with energy eigenfunction $`\varphi _n`$,

$$\frac{\mathrm{}^2}{2I}\frac{^2}{\theta ^2}\varphi _n(\theta )=E_n\varphi _n(\theta ),$$
(6)
with respect to boundary values determined by periodicity in $`\theta `$ with period $`2\pi `$. Evidently

$$E_n=\frac{n^2\mathrm{}^2}{2I},\varphi _n(\theta )=e^{in\theta }.$$
(7)
The solution of (5) satisfying the initial condition

$$\psi (\theta ,0)=\dot{\delta }=\frac{1}{2\pi }\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{in(\theta \theta _0)},$$
(8)
where $`\dot{\delta }`$ denotes the periodic delta distribution with period $`2\pi `$ gives the kernel (or matrix element) of the evolution operator $`\mathrm{exp}iHt/\mathrm{}`$:

$$K(\theta ,t;\theta _0,0)=\theta |e^{\frac{iHt}{\mathrm{}}}|\theta _0=\frac{1}{2\pi }\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\frac{i\mathrm{}n^2t}{2I}}e^{in(\theta \theta _0)},$$
(9)
which is convergent in the distribution sense; alternatively one can give $`t`$ a small imaginary part to restore convergence. Later we shall see that when both position and momentum are cyclic, with phase space a torus, the problem of convergence does not arise.

From(9) we see that the trace of the evolution operator is

$$\mathrm{Tr}\left(\mathrm{exp}iHt/\mathrm{}\right)=\frac{1}{2\pi }\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\frac{i\mathrm{}n^2t}{2I}}$$
(10)
with convergence in the sense described above.

Now, as in , we follow  adapted to the cylindrical phase space. The purpose of the section is to express the old idea of using the method of images and the universal cover of the circle in terms of path integrals, in such a way that the argument can be adapted to the toroidal phase space of section 3, obtaining a second expression for the trace of the evolution operator $`\mathrm{exp}iHt/\mathrm{}`$ which on comparison with (10) gives the Jacobi identity.

Denote by

$$S(\theta (t))=_0^t(\dot{\theta },\theta ;t)𝑑t,$$
(11)
the classical action, where $``$ is the Lagrangian, and then we obtain the evolution amplitude from $`(\theta _0,0)`$ to $`(\theta ,t)`$ as

$$K(\theta ,t;\theta _0,0)\underset{\text{periodic paths from }(\theta _0,0)\text{ to }(\theta ,t)}{}e^{iS(\theta )/hbar}$$
(12)
where ‘$``$’ indicates that a normalisation factor (c.f. (13)) is required. In order to carry out the path integral sum we carry out the integration on the universal covering space, $``$, of $`S^1`$, that is, we lift the homotopy classes to the universal covering space . Corresponding to paths from $`\theta _0`$ to $`\theta `$ in $`S^1`$, we have paths from some fixed $`\theta _0^{}`$ in $`\nu ^1(\theta _0)`$ (here $`\nu `$ denotes the covering projection from $``$ to $`S^1`$) to each of the $`\theta _j^{}`$ in $`\nu ^1(\theta )`$, where the index $`j`$ runs through the fundamental group ($``$) of $`S^1`$. It follows (this is of course Kelvin’s method of images) that

$$K(\theta ,t;\theta _0,0)=\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}\left(\frac{I}{2\pi i\mathrm{}t}\right)^{\frac{1}{2}}\mathrm{exp}\left(\frac{iI}{2\mathrm{}t}(\theta \theta _02\pi n)^2\right).$$
(13)
(The normalisation factor is taken from .)

On equating the expressions for the trace in (10) and (13) we obtain

$$\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\frac{(i\mathrm{}n^2t)}{2I}}=\left(\frac{2\pi I}{i\mathrm{}t}\right)^{\frac{1}{2}}\underset{n=\mathrm{}}{\overset{+\mathrm{}}{}}e^{\frac{2\mathrm{}^2n^2I}{\mathrm{}it}}.$$
(14)
(As already observed, care is needed over convergence, which is intended in the distributional sense.) If we arrange that $`2\pi I=\mathrm{}`$, $`\tau =it`$, then we obtain formally the usual Jacobi identity (2) for $`\vartheta (it)`$.

After this work was presented  it was suggested by Berry  that the way forward to obtaining the Landsberg-Schaar formula by similar means might be to consider a system where the angular momentum, as well as the angle, was cyclic so that the phase space was compact and the quantized observables would not only be discrete but also have a finite range. This approach, which does indeed lead to the Landsberg-Schaar formula, is developed in the following section.

## 3 Toroidal phase space and the Landsberg-Schaar formula

In this section we adapt the methods of the preceding section to a toroidal phase space on which both $`L`$ and $`\theta `$ are periodic. On quantization this gives discreteness to both these variables, and makes it possible (provided that suitable values are used for the various constants involved) to have only a finite number of energy eigenstates. Time, too, becomes quantized as emerges when evolution is considered. In this section we concentrate on ideas, obtaining the Landsberg-Schaar formula by proceeding in the manner of a physicist, while in the next section the quantization scheme is fully described and normalisation factors are derived.

Suppose that the phase space of our system is a torus, with angular momentum $`L`$ of period $`P`$ and angle of rotation $`\theta `$ of period $`2\pi `$. Quantization in $`L`$ and $`\theta `$, when both $`\theta `$ and $`L`$ are periodic, gives, respectively:

$$L=n\mathrm{},\theta =\frac{2\pi m\mathrm{}}{P},m,n.$$
(15)
The phase space is quantized to a lattice on the torus, and the small rectangles with sides $`\mathrm{}`$ and $`\frac{2\pi \mathrm{}}{P}`$ fit a whole number of times into the phase space torus area. The area of the phase space torus is $`2\pi P`$. So $`2\pi P=2\pi N\mathrm{}`$, ($`P=N\mathrm{},N`$) and so the small rectangles fit $`N^2`$ times into the phase space torus.

There are precisely $`N`$ energies, $`E_n,1nN`$, and so the trace of the evolution operator is given by:

$`\mathrm{Tr}(\mathrm{exp}iHt/\mathrm{})`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=1}{\overset{N}{}}}e^{\frac{iE_nt}{\mathrm{}}}`$ (16)
$`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=1}{\overset{N}{}}}e^{\frac{i\mathrm{}n^2t}{2I}}.`$
Now we turn to the $`L`$-periodicity and show that it implies a restriction on the times, $`t`$, of ‘looking at the system’.

Any quantum mechanical state $`\psi (\theta ,t)`$ has an expansion:

$$\psi (\theta ,t)=\underset{k=\mathrm{}}{\overset{+\mathrm{}}{}}a_ke^{i\left(k\theta \frac{\mathrm{}k^2t}{2I}\right)},a_k=a_{k+N}$$
(17)
with the usual observations about convergence. Now take the Fourier transform in $`\theta `$ of (17) to go from position (angle) space to momentum space. We obtain (here $`\widehat{\psi }`$ denotes the Fourier transform in the variable $`\theta `$),

$$\widehat{\psi }(L,t)=_{\mathrm{}}^+\mathrm{}\psi (\theta ,t)e^{ip\theta /\mathrm{}}𝑑\theta ,$$
(18)
and we use $`\left[e^{ik\theta }\right]=\delta (Lk\mathrm{})`$)

$$\widehat{\psi }(L,t)=\underset{k=\mathrm{}}{\overset{+\mathrm{}}{}}a_ke^{\frac{i\mathrm{}k^2t}{2I}}\delta (Lk\mathrm{}),$$
(19)
where $`\delta `$ denotes the Dirac delta distribution, and

$`\widehat{\psi }(L,t)`$ $`=`$ $`{\displaystyle \underset{k=\mathrm{}}{\overset{+\mathrm{}}{}}}a_ke^{\frac{i\mathrm{}k^2t}{2I}}\delta (L+Pk\mathrm{})`$ (20)
$`=`$ $`{\displaystyle \underset{k=\mathrm{}}{\overset{+\mathrm{}}{}}}a_ke^{\frac{i\mathrm{}(k+N)^2t}{2I}}\delta (Lk\mathrm{}).`$
Thus periodicity of period $`P`$ in $`L`$, that is $`\widehat{\psi }(L+P,t)=\widehat{\psi }(L,t)`$, implies

$$1=e^{i\mathrm{}t(N^2+2kN)/(2I)}$$
(21)
so that (assuming $`N`$ is even, as is required later)

$$t=\frac{2\pi mI}{N\mathrm{}},m.$$
(22)
On substituting from (22) in (16) we obtain

$`\mathrm{Tr}(\mathrm{exp}iHt/\mathrm{})`$ $`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=0}{\overset{N}{}}}e^{i\mathrm{}n^2\frac{2\pi mI}{N\mathrm{}2I}}`$ (23)
$`=`$ $`{\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{n=0}{\overset{N}{}}}e^{i\mathrm{}\pi n^2\frac{m}{N}}.`$
We have to compute

$$\underset{\text{periodic paths}}{}e^{iS(\theta )/\mathrm{}},$$
(24)
where the sum is now over all periodic paths on the torus. At the $`n^{th}`$ energy level, $`p_n`$ is constant:

$$E_n=\frac{p_n^2}{2I},I\dot{\theta }_n=p_n,I\theta =p_nt.$$
(25)
Hence, for the ‘time of looking’ given in (22),

$$|I\theta |p_n.\frac{2|m|\pi I}{N\mathrm{}}|m|.2\pi I.$$
(26)
On repeating the argument given in section 2, but now restricting $`\theta `$ as in (26), we obtain in place of (13)

$$K(\theta ,t)=\underset{n=0}{\overset{m1}{}}\left(\frac{I}{2\pi i\mathrm{}t}\right)^{\frac{1}{2}}\mathrm{exp}\left(\frac{iI}{2\mathrm{}t}(\theta 2\pi n)^2\right),$$
(27)
where as before

$$t=\frac{2\pi mI}{N\mathrm{}}.$$
(28)
(The normalisation factor used is taken from (13), and is justified in section 4; while it might seem simpler to derive this by the method used by Davison  than by the methods of section 4, in fact there is a crucial step (equation (3.5) of Davison’s paper) which would require knowledge of the Gauss sums under study.)

It follows from (27) that the propagator trace is

$`\mathrm{Tr}(\mathrm{exp}iHt/\mathrm{})`$ $`=`$ $`\left({\displaystyle \frac{N}{4\pi ^2im}}\right)^{\frac{1}{2}}{\displaystyle \underset{n=0}{\overset{m1}{}}}\mathrm{exp}\left({\displaystyle \frac{in^2}{\left(\frac{2\mathrm{}.2m\pi }{N\mathrm{}}\right)}}\right)`$ (29)
$`=`$ $`\left({\displaystyle \frac{N}{im}}\right)^{\frac{1}{2}}{\displaystyle \underset{n=0}{\overset{m1}{}}}e^{i\pi n^2N/m}.`$
So, on equating (16) and (29), we obtain

$$\underset{n=0}{\overset{N}{}}e^{\frac{2\pi in^2}{N}}=\left(\frac{N}{im}\right)^{\frac{1}{2}}\underset{n=0}{\overset{m1}{}}e^{i\pi n^2N/m}.$$
(30)
Finally in (30) we take $`N=2q`$, $`m=p`$, $`i^1=e^{\pi i/2}`$ to obtain

$$\frac{e^{\pi i/4}}{\sqrt{(2q)}}\underset{n=0}{\overset{2q1}{}}\mathrm{exp}\left(\frac{\pi in^2p}{2q}\right)=\frac{1}{\sqrt{p}}\underset{n=0}{\overset{p1}{}}\mathrm{exp}\left(\frac{2\pi in^2q}{p}\right),$$
(31)
which is the Landsberg-Schaar formula (1).

## 4 Normalisation of the discrete path integral

In this section details are given of the quantum mechanical system whose path integration is used in the previous section to prove the Landsberg-Schaar formula (1). The necessary path integral formula is derived by adapting the original approach of Feynman  to the discrete and cyclic setting. Because all sums are finite in this case there are no convergence or other analytic difficulties, so that a precise result is obtained with well-defined normalisation. This confirms the validity of the more heuristic, but geometrically and arithmetically well-motivated, use of the Feynman principle in the previous section.

The starting point is the classical phase space of the system, which is taken to be toroidal with coordinates $`\theta ,L`$ of periodicity $`2\pi `$ and $`P`$ respectively. As Hilbert space for our system we take $`=^N`$ (where $`N`$ is a positive integer) realised as

$$\{f:|f(\theta )=\underset{n=1}{\overset{N}{}}a_n\mathrm{exp}\left(\frac{2\pi in\theta }{N}\right)\}$$

where each $`a_n`$ is a complex number.

One basis of $``$ is then plainly $`\{f_k:k=0,\mathrm{},N1\}`$ with $`f_k(\theta )=\frac{1}{\sqrt{N}}\mathrm{exp}(\frac{2\pi ik\theta }{N})`$. This is the angular momentum basis, that is, each $`f_k`$ is an eigenvector of the angular momentum operator $`L`$ (defined now by $`L=i\frac{N}{2\pi }\frac{}{\theta }`$) with eigenvalue $`k`$. Using Dirac notation, we write $`f_k`$ as $`|k`$. For simplicity we use units in which $`\mathrm{}`$ takes the value $`1`$.

Another basis is $`\{b_r:r=1,\mathrm{},N\}`$ with

$$b_r(\theta )=\frac{1}{N}\underset{k=0}{\overset{N1}{}}\mathrm{exp}\left(\frac{2\pi i(\theta r)k}{N}\right).$$
(32)
The inner product on $``$ is defined by

$$f|g=\underset{j=0}{\overset{N1}{}}f(j){}_{}{}^{}g(j).$$
(33)
With this inner product both of these bases are orthonormal.

The $`b_r`$ may be regarded as the position basis if one restricts the domain of the elements $`f`$ of $``$ to $`_N=\{0,1,\mathrm{},N1\}`$ and defines the (exponentiated angular) position operator $`\widehat{x}`$ by

$$\widehat{x}f(\theta )=\mathrm{exp}\left(2\pi i\frac{\theta }{N}\right)f(\theta ),$$
(34)
since then

$$\widehat{x}b_r=\mathrm{exp}\left(2\pi i\frac{r}{N}\right)b_r$$
(35)
so that $`b_r`$ is an eigenstate of $`\widehat{x}`$, with eigenvalue $`\mathrm{exp}\left(2\pi i\frac{r}{N}\right)`$. (In Dirac notation we write $`b_r`$ as $`|r`$.)

Now the proof of the Landsberg-Schaar identity essentially involves calculating the trace of $`\mathrm{exp}iHt`$ (with $`H=\frac{L^2}{2I}`$ and $`t=\frac{2\pi mI}{N}`$ as before) in these two different bases. From the outset we will set $`m=p`$, where $`p`$ is one of the two integers in the Landsberg-Schaar formula.

Method 1 is the direct way, that is, working in the momentum basis in which $`H`$ is diagonal.

We have $`Ht|k=\frac{\pi k^2p}{N}|k`$ so that

$$\mathrm{Tr}\left(\mathrm{exp}iHt\right)=\underset{k=0}{\overset{N1}{}}\mathrm{exp}\left(\frac{i\pi k^2p}{N}\right)$$
(36)
Method 2 uses discrete, cyclic ‘path integrals’. We consider $`r|\mathrm{exp}iHt|s`$.

Breaking the time interval into $`p`$ steps $`\mathrm{\Delta }t=\frac{t}{p}`$, and using $`s_i`$ to label basis elements $`b_{s_i}`$ at the $`i^{th}`$ step, we have

$`r|\mathrm{exp}iHt|s`$ $`=`$ $`r|\mathrm{exp}iH\mathrm{\Delta }t|s_{p1}s_{p1}|\mathrm{exp}iH\mathrm{\Delta }t|s_{p2}`$ (37)
$`\mathrm{}s_1|\mathrm{exp}iH\mathrm{\Delta }t|s`$
(with summation from $`0`$ to $`N1`$ over each of the intermediate $`s_i,i=1,\mathrm{},p1`$). We thus need to consider $`s_i|\mathrm{exp}iH\mathrm{\Delta }t|s_{i1}`$. Now

$`s_i|\mathrm{exp}iH\mathrm{\Delta }t|s_{i1}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{N1}{}}}s_i|kk|s_{i1}\mathrm{exp}\left({\displaystyle \frac{\pi ik^2}{N}}\right)`$ (38)
$`=`$ $`{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle \frac{1}{N}}\mathrm{exp}\left({\displaystyle \frac{2\pi ik(s_is_{i1})}{N}}\right)\mathrm{exp}\left({\displaystyle \frac{\pi ik^2}{N}}\right)`$
(using the fact that

$$r|k=\frac{1}{\sqrt{N}}\mathrm{exp}\frac{2\pi kr}{N}).$$
(39)
Thus

$`s_i|\mathrm{exp}iH\mathrm{\Delta }t|s_{i1}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle \frac{1}{N}}\mathrm{exp}\left({\displaystyle \frac{\pi i}{N}}\left(k(s_is_{i1})\right)^2\right)`$ (40)
$`\mathrm{exp}\left(\pi i{\displaystyle \frac{(s_is_{i1})^2}{N}}\right).`$
Again, as in section 3, we set $`N=2q`$, so that in particular $`N`$ is even and we have

$`s_i|\mathrm{exp}iHT|s_{i1}`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{N1}{}}}{\displaystyle \frac{1}{N}}\mathrm{exp}\left({\displaystyle \frac{2\pi i}{2N}}\left(k(s_is_{i1})\right)^2\right)\mathrm{exp}\left(2\pi i{\displaystyle \frac{(s_is_{i1})^2}{2N}}\right)`$ (41)
$`=`$ $`{\displaystyle \frac{1}{\sqrt{iN}}}\mathrm{exp}\left(2\pi i{\displaystyle \frac{(s_is_{i1})^2}{2N}}\right)`$
by equation (50) of the appendix. Thus

$$r|\mathrm{exp}iHT|s=(iN)^{p/2}\underset{s_1=0}{\overset{N1}{}}\mathrm{}\underset{s_{p1}=0}{\overset{N1}{}}\mathrm{exp}\left(2\pi i\frac{_{i=1}^p(s_is_{i1})^2}{2N}\right)$$
(42)
where $`s_0=r,s_p=s`$.

At this stage we assume that $`p`$ and $`q`$ are coprime. Then, if $`p`$ is odd, so that $`p`$ and $`N=2q`$ are coprime, we may observe that

$$\underset{l=0}{\overset{N1}{}}\underset{k=0}{\overset{p1}{}}\mathrm{exp}\left(2\pi i\frac{(kN+lp)^2}{2Np}\right)=\underset{t=0}{\overset{Np1}{}}\mathrm{exp}\frac{2\pi it^2}{2Np}=\sqrt{iNp}$$
(43)
where we have used the result (49) from the appendix. (Because $`p`$ and $`N`$ are coprime the expression $`kN+lp`$ takes all $`Np`$ distinct values ($`\mathrm{mod}Np`$) as $`k`$ ranges from $`0`$ to $`p1`$ and $`l`$ ranges from $`0`$ to $`N1`$.) Also, if $`p=2r`$ is even (but $`p`$ and $`q`$ are still coprime) then

$$\underset{l=0}{\overset{N1}{}}\underset{k=0}{\overset{p1}{}}\mathrm{exp}\left(2\pi i\frac{(kN+lp)^2}{2Np}\right)=\underset{l=0}{\overset{2q1}{}}\underset{k=0}{\overset{2r1}{}}\mathrm{exp}\left(2\pi i\frac{(kq+lr)^2}{2qr}\right)=\sqrt{(1+(1)^r)iNp}.$$
(44)
This result allows us to insert in the expression for $`r|\mathrm{exp}iHt|s`$ the extra summations $`_{l=0}^{N1}_{k=0}^{p1}\mathrm{exp}\left(2\pi i\frac{(kN+lp)^2}{2Np}\right)`$ together with the compensating factor $`1/\sqrt{iNp}`$ (if $`p`$ is odd) or $`1/\sqrt{2iNp}`$ (if $`p=2r`$ with $`r=2r^{}`$ even). We can overlook the case where $`p=2r`$ and $`r`$ is odd, since in that case the Landsberg-Schaar equation is trivially satisfied. This step effectively allows the winding number $`k`$ for a path to be shared over the $`p`$ steps in the path.

Using these facts, we see that if $`p`$ and $`q`$ are coprime and $`a=1`$ when $`p`$ is odd while $`a=2`$ when $`p=4r^{}`$,

$`r|\mathrm{exp}iHt|s`$
$`=`$ $`{\displaystyle \frac{(iN)^{p/2}}{\sqrt{iaNp}}}{\displaystyle \underset{s_1=0}{\overset{N1}{}}}\mathrm{}{\displaystyle \underset{s_{p1}=0}{\overset{N1}{}}}{\displaystyle \underset{l=0}{\overset{N1}{}}}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i\left({\displaystyle \underset{i=1}{\overset{p}{}}}{\displaystyle \frac{(s_is_{i1})^2}{2N}}+{\displaystyle \frac{(kN+lp)^2}{2Np}}\right)\right)`$
$`=`$ $`{\displaystyle \frac{(iN)^{p/2}}{\sqrt{iaNp}}}{\displaystyle \underset{s_1=0}{\overset{N1}{}}}\mathrm{}{\displaystyle \underset{s_{p1}=0}{\overset{N1}{}}}{\displaystyle \underset{l=0}{\overset{N1}{}}}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i\left({\displaystyle \underset{i=1}{\overset{p}{}}}\left({\displaystyle \frac{(s_is_{i1})^2}{2N}}+{\displaystyle \frac{l^2}{2N}}\right)+{\displaystyle \frac{(k^2q)}{p}}\right)\right)`$
$`=`$ $`{\displaystyle \frac{(iN)^{p/2}}{\sqrt{iaNp}}}{\displaystyle \underset{s_1=0}{\overset{N1}{}}}\mathrm{}{\displaystyle \underset{s_{p1}=0}{\overset{N1}{}}}{\displaystyle \underset{l=0}{\overset{N1}{}}}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i\left({\displaystyle \underset{i=1}{\overset{p}{}}}{\displaystyle \frac{\left(s_is_{i1}+l\right)^2}{2N}}+{\displaystyle \frac{(k^2q)}{p}}\right)\right)`$
provided that $`rs0(\mathrm{mod}N)`$.

Now let $`u_1=s_1s_0+l=s_1r+l`$, $`u_2=s_2s_1+l`$ and so on, with $`u_p=s_ps_{p1}+l=ss_{p1}+l`$. Then $`_{i=1}^pu_i=rs+lp`$ so that $`u_p=rs+lp_{i=1}^{p1}i_i`$. Thus if $`p`$ and $`N`$ are coprime and $`s_1,\mathrm{},s_{p1}`$ are fixed the integer variable $`u_p`$ will take each value $`0,1,\mathrm{},N1\mathrm{mod}N`$ precisely once as $`l`$ ranges from $`0`$ to $`N1`$, so that

$`r|\mathrm{exp}iHT|s`$ (46)
$`=`$ $`{\displaystyle \frac{(iN)^{p/2}}{\sqrt{iNp}}}{\displaystyle \underset{u_1=0}{\overset{N1}{}}}\mathrm{}{\displaystyle \underset{u_p=0}{\overset{N1}{}}}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i\left({\displaystyle \underset{i=1}{\overset{p}{}}}{\displaystyle \frac{u_i^2}{2N}}\right)\right)\mathrm{exp}\left(2\pi i{\displaystyle \frac{(k^2q)}{p}}\right)`$
$`=`$ $`{\displaystyle \frac{(iN)^{p/2}}{\sqrt{iNp}}}(Ni)^{p/2}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i{\displaystyle \frac{(k^2q)}{p}}\right)\text{by (}\text{49}\text{)}`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{ipN}}}{\displaystyle \underset{k=0}{\overset{p1}{}}}\mathrm{exp}\left(2\pi i{\displaystyle \frac{(k^2q)}{p}}\right),`$
Hence

$`\mathrm{Tr}\left(\mathrm{exp}iHt\right)`$ $`=`$ $`{\displaystyle \underset{s=0}{\overset{N1}{}}}s|\mathrm{exp}iHt|s`$ (47)
$`=`$ $`{\displaystyle \frac{N}{\sqrt{ipN}}}{\displaystyle \underset{k=1}{\overset{p}{}}}\mathrm{exp}\left(2\pi i{\displaystyle \frac{(k^2q)}{p}}\right)`$
$`=`$ $`{\displaystyle \frac{\sqrt{2q}}{\sqrt{ip}}}{\displaystyle \underset{k=1}{\overset{p}{}}}\mathrm{exp}\left(2\pi i{\displaystyle \frac{(k^2q)}{p}}\right)(\text{since }N=2q).`$
(If $`p=4r^{}`$ with $`p`$ and $`q`$ still coprime, then the values of $`u_p`$ are restricted, so that summation over $`l`$ contributes a factor $`\mathrm{exp}\left(\frac{u_i^2}{2N}\right)=\sqrt{2iNp}`$. The result above is thus also obtained in this case.)

Hence in all cases when $`p`$ and $`q`$ are coprime we have (using (36),

$$\underset{k=0}{\overset{2q1}{}}\mathrm{exp}\left(\pi i\frac{k^2p}{2q}\right)=\frac{\sqrt{2q}}{\sqrt{ip}}\underset{k=0}{\overset{p1}{}}\mathrm{exp}\left(2\pi i\frac{(k^2q)}{p}\right)$$
(48)
which immediately gives the Landsberg-Schaar formula when $`p`$ and $`q`$ are coprime. The general case follows on setting $`p=mp^{}`$, $`q=mq^{}`$ with $`p^{},q^{}`$ coprime. Appendix The two formulae below may be proved by elementary means:

$$\underset{n=0}{\overset{2r1}{}}\mathrm{exp}\left(\frac{2\pi i(ns)^2}{4r}\right)=\sqrt{2ri}$$
(49)
$$\underset{k=0}{\overset{2r1}{}}\mathrm{exp}\left(2\pi i\frac{(ks)^2}{4r}\right)=\sqrt{\frac{2r}{i}}$$
(50)
Given such an elementary evaluation of the Gauss sum, together with an elementary proof of the quadratic reciprocity law

$$\left(\frac{p}{q}\right)\left(\frac{p}{q}\right)=(1)^{\frac{p1}{2}\frac{q1}{2}},$$
(51)
where $`\left(\frac{p}{q}\right)`$ denotes the Legendre symbol and $`p`$ and $`q`$ are odd primes, one could prove (1) by evaluating each side and then appealing to the reciprocity law, and its extensions (to $`p=2`$ and $`p=1`$). Whether such a proof would provide insight into why the result is true is another matter.

Again, there is another proof of the theta function identity (2), due to Polya , which depends on an identity involving binomial coefficients, identities which are in turn related to the Markov chain approach to diffusion processes considered in .

The approach adopted in this paper presupposes an elementary proof of the evaluation of Gauss sums in (49) and (50), but not of the reciprocity law. It is perhaps tempting therefore to regard the present approach as a substitute, in some sense, to the reciprocity law, but we prefer to see it as a quantum mechanical equivalent of Hecke’s observation, in which Feynman’s ‘sum over histories’ in discrete time replaces the limiting process that derives (1) from (2).


text:
# Stable non-BPS D-branes of type I

## Abstract:

We review the boundary state description of the non-BPS D-branes in the type I string theory and show that the only stable configurations are the D-particle and the D-instanton. We also compute the gauge and gravitational interactions of the non-BPS D-particles and compare them with the interactions of the dual non-BPS particles of the heterotic string finding complete agreement. In this way we provide further dynamical evidence of the heterotic/type I duality.

D-branes, Boundary states  conference: TMR meeting, Paris, 1999

Dirichlet branes (or D-branes for short) are a key ingredient in our understanding of the duality relations between superstring theories. They are described by a boundary conformal field theory, and admit a two-fold interpretation: on the one hand, the D-branes are objects on which open strings can end, and on the other hand they can emit or absorb closed strings . These two descriptions can be related to each other by world-sheet duality.

Introducing D-branes in a theory of closed strings amounts to extend their conformal field theory by introducing world-sheets with boundaries and imposing appropriate boundary conditions on the closed string coordinates $`X^\mu `$. In the operator formalism these boundary conditions are implemented through the so called boun-dary state 111For a recent review on the boundary state formalism and its applications, see Ref.  $`|Dp`$, whose bosonic part is defined by the following eigenvalue problem

$`_\tau X^\alpha (\sigma ,0)|Dp_X`$ $`=`$ $`0,`$
$`\left(X^i(\sigma ,0)x^i\right)|Dp_X`$ $`=`$ $`0,`$ (1)
where the index $`\alpha =0,\mathrm{},p`$ labels the longitudinal directions, the index $`i=p+1,\mathrm{},9`$ labels the transverse directions and the $`x^i`$’s denote the position of the brane in the transverse space. World-sheet supersymmetry requires that analogous equations must be also imposed on the left and right moving fermionic fields $`\psi ^\mu `$ and $`\stackrel{~}{\psi }^\mu `$. These equations, which define the fermionic part of the boundary state, are

$`\left(\psi ^\alpha (\sigma ,0)\mathrm{i}\eta \stackrel{~}{\psi }^\alpha (\sigma ,0)\right)|Dp,\eta _\psi =0,`$
$`\left(\psi ^i(\sigma ,0)+\mathrm{i}\eta \stackrel{~}{\psi }^i(\sigma ,0)\right)|Dp,\eta _\psi =0,`$ (2)
where $`\eta =\pm 1`$. Notice that there are two consistent implementations of the fermionic boundary conditions corresponding to the sign of $`\eta `$, and consequently there are two different boundary states

$$|Dp,\eta =|Dp_X|Dp,\eta _\psi $$
(3)
both in the NS-NS and in the R-R sectors. The overlap equations (1) and (2) allow to determine the explicit structure of the boundary states (3) up to an overall factor. This normalization can then be uniquely fixed by factorizing amplitudes with closed strings emitted from a disk  and turns out to be given by (one half of) the brane tension measured in units of the gravitational coupling constant, i.e.

$$T_p=\sqrt{\pi }\left(2\pi \sqrt{\alpha ^{}}\right)^{3p}.$$

We would like to remark that even if each boundary state $`|Dp,\eta `$ is perfectly consistent from the conformal field theory point of view, not all of them are acceptable in string theory. In fact, to describe a physical D-brane a boundary state has to satisfy three requirements :

* to be invariant under the closed string GSO projection (and also under orbifold or orientifold projections if needed);
* the tree level amplitude due to the exchange of closed strings between two boundary sta-tes, after modular transformation in the open string channel, has to make sense as a consistent open string partition function at one-loop;
* the open strings introduced through the D-branes must have consistent couplings with the original closed strings 222This last condition, which is rather difficult to prove in general, does not give more constraints than the first two in the case of type I and II theories..

Using these prescriptions, it is rather simple to find the boundary state for the supersymmetric BPS D$`p`$-branes of type II. In particular, the GSO projection of the type II theories forces us to retain only the following linear combinations

$`|Dp_{\mathrm{NS}}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[|Dp,+_{\mathrm{NS}}|Dp,_{\mathrm{NS}}\right]`$
$`|Dp_\mathrm{R}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[|Dp,+_\mathrm{R}+|Dp,_\mathrm{R}\right]`$ (4)
in the NS-NS and in the R-R sectors respectively, with $`p=0,2,4,6,8`$ for IIA, $`p=1,1,3,5,7,9`$ for IIB. The normalization of the boundary states (4) can be deduced by requiring that the spectrum of the open strings living on the D$`p`$-brane (called $`p`$-$`p`$ strings) be supersymmetric. To read the spectrum of these open strings from the boundary state, one has first to evaluate the closed string exchange amplitude

$$Dp|P|Dp,$$

where $`P`$ is the closed string propagator

$$P=\frac{\alpha ^{}}{2}_0^{\mathrm{}}𝑑t\mathrm{e}^{t(L_0+\stackrel{~}{L}_02a)}$$

(with $`a_{\mathrm{NS}}=1/2`$ and $`a_\mathrm{R}=0`$), and then perform the modular transformation $`t1/s`$ to exhibit the open string channel. Applying this procedure, one finds the following relations

$`{}_{\mathrm{NS}}{}^{}Dp,\eta |P|Dp,\eta _{\mathrm{NS}}^{}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}\mathrm{Tr}_{\mathrm{NS}}q^{2L_01},`$
$`{}_{\mathrm{NS}}{}^{}Dp,\eta |P|Dp,\eta _{\mathrm{NS}}^{}`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}\mathrm{Tr}_\mathrm{R}q^{2L_0},`$
$`{}_{\mathrm{R}}{}^{}Dp,\eta |P|Dp,\eta _{\mathrm{R}}^{}`$
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}`$ $`\mathrm{Tr}_{\mathrm{NS}}(1)^Fq^{2L_01},`$ (5)
$`{}_{\mathrm{R}}{}^{}Dp,\eta |P|Dp,\eta _{\mathrm{R}}^{}`$
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}`$ $`\mathrm{Tr}_\mathrm{R}(1)^Fq^{2L_0}=0,`$
where $`q=\mathrm{e}^{\pi s}`$. It is then clear that in order to obtain the supersymmetric (i.e. GSO projected) open string amplitude

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}[\mathrm{Tr}_{\mathrm{NS}}\left({\displaystyle \frac{1+(1)^F}{2}}\right)q^{2L_01}`$
$`\mathrm{Tr}_\mathrm{R}\left({\displaystyle \frac{1+(1)^F}{2}}\right)q^{2L_0}]`$ (6)
one must consider the following boundary state

$$|Dp=|Dp_{\mathrm{NS}}\pm |Dp_\mathrm{R}$$
(7)
where the sign ambiguity is related to the existence of branes and anti-branes. Note that both the NS-NS and the R-R components of the boundary state (7) have the same normalization so that the tension of a D$`p`$-brane essentially equals the density of its charge under the R-R potential: this is the BPS relation which is typical of the supersymmetric and stable branes of type II.

The criteria $`i)`$ \- $`iii)`$ defining physical D-bra-nes do not rely at all on space-time supersymmetry, and thus one may wonder whether in type II theories there may exist also non-supersymmetric branes. This problem has been systematically addressed in a series of papers by A. Sen  \- , who constructed explicit examples of non-BPS (and hence non-supersymmetric) branes. In particular in Ref. , he considered the superposition of a D-string of type IIB and an anti-D-string (with a $`Z_2`$ Wilson line on it) and by suitably condensing the tachyons of the open strings stretching between the brane and the anti-brane, he managed to construct a new configuration of type IIB which behaves like a D-particle, does not couple to any R-R field and is heavier by a factor of $`\sqrt{2}`$ than the BPS D-particle of the IIA theory. The boundary state for this non-BPS D-brane has been explicitlely constructed in Ref. . This construction can be obviously generalized to the case of a pair formed by two BPS D$`(p+1)`$-branes with opposite R-R charge (and with a $`Z_2`$ Wilson line) which, after tachyon condensation, becomes a non-BPS D$`p`$-brane. Alternatively, this same non-BPS configuration can be described starting from a superposition of two BPS D$`p`$ branes with opposite R-R charge and modding out the theory by the operator $`(1)^{F_L}`$ whose effect is to change the sign of all states in the R-R and R-NS sectors. In this second scheme, a superposition of a D$`p`$-brane and anti-D$`p`$-brane of type IIA (IIB) becomes in the reduced theory a non-BPS D$`p`$-brane of type IIB (IIA). In either way we therefore find that there exist non-BPS D$`p`$-branes for $`p=0,2,4,6,8`$. For reviews on this subject, see Refs. .

These branes are manifestly non-supersym-metric, but nevertheless they satisfy the conditions $`i)`$ \- $`\mathrm{𝑖𝑖𝑖})`$ mentioned above, and thus are perfectly consistent from the closed string point of view. In particular, since they are not charged under any R-R field, the boundary state for these non-BPS D-branes has only the NS-NS component, namely

$$|Dp=\mu _p|Dp_{\mathrm{NS}}$$
(8)
where we have introduced a (positive) coefficient $`\mu _p`$ to allow for a different normalization with respect to the standard BPS case. This normalization can be deduced by requiring that the closed string amplitude between two non-BPS branes, after a modular transformation, has the interpretation of the partition function of a non-supersymmetric (i.e. without the GSO projection 333Note that the non-supersymmetric GSO projection $`(1(1)^F)/2`$ cannot correspond to a single brane since all NS open string zero-modes are projected out. ) open string model. Indeed, by requiring that

$$Dp|P|Dp=_0^{\mathrm{}}\frac{ds}{s}\left[\mathrm{Tr}_{\mathrm{NS}}q^{2L_01}\mathrm{Tr}_\mathrm{R}q^{2L_0}\right]$$
(9)
we find that $`\mu _p=\sqrt{2}`$, thus confirming that the non-BPS D-branes are heavier by a factor of $`\sqrt{2}`$ than the corresponding BPS ones. Although the-se non-BPS D-branes of type II may have interesting properties , it is clear from (9) that they are not stable, because the absence of the GSO projection on the open strings leaves the NS tachyon on their world-volume. However, these non-BPS branes could become stable in an orbifold of the type II theory, say IIA(B)$`/𝒫`$, provided that the tachyon be odd under the projection $`𝒫`$. In the orbifold theory, the non-BPS vacuum amplitude of the $`p`$-$`p`$ open-strings is clearly given by

$`𝒵_{open}=n{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}[\mathrm{Tr}_{\mathrm{NS}}\left({\displaystyle \frac{1+𝒫}{2}}q^{2L_01}\right)`$
$`\mathrm{Tr}_\mathrm{R}\left({\displaystyle \frac{1+𝒫}{2}}q^{2L_0}\right)]`$ (10)
where $`n`$ is a positive integer representing some possible multiplicity. (In our present discussion we take $`n=1`$ for the sake of simplicity, but the case $`n=2`$ will appear later.) The natural question to ask now is to which boundary state the amplitude (10) could correspond. In the case of a space-time orbifold, the perturbative spectrum of the bulk theory contains only closed strings which can be untwisted (U) or twisted (T) under the orbifold. Therefore, there are four sectors to which the bosonic states belong, namely (NS-NS;U), (R-R;U), (NS-NS;T) or (R-R;T), and the-re exist different types of boundary states depending on which components in those sectors they have. For example, when the orbifold projection $`𝒫`$ acts as the inversion of some space-time coordinates, the boundary state which gives rise to (10) turns out  to have only a component in the unstwisted NS-NS sector and another in the twisted R-R sector, i.e.

$$|Dp=\frac{1}{\sqrt{2}}\left(\sqrt{2}|Dp_{\mathrm{NS};\mathrm{U}}+\sqrt{2}|Dp_{\mathrm{R};\mathrm{T}}\right).$$
(11)
In particular, if one computes the exchange amplitude $`Dp|P|Dp`$ with this boundary state and performs a modular transformation, one can see that the terms of (10) with $`𝒫`$ originate precisely from the twisted part of the boundary state.

In the case of a world-sheet orbifold, however, this simple picture does not hold. To illustrate this point, we consider the specific case of the type I theory which is the orbifold of the IIB theory by the world-sheet parity $`\mathrm{\Omega }`$ . The distinctive feature of this model is that the perturbative states of the twisted sector of the bulk theory now correspond to unoriented open strings which should then be appropriately incorporated in the boundary state formalism. Let us briefly summarize how this is done (for more details see ). The starting point is the projection of the closed string spectrum onto states which are invariant under $`\mathrm{\Omega }`$. The corresponding closed string partition function is obtained by adding a Klein bottle contribution to the modular invariant (halved) torus contribution. The Klein bottle is a genus one non-orientable self-intersecting surface which may be seen equivalently as a cylinder ending at two crosscaps. A crosscap is a line of non-orientability, a circle with opposite points identified, and thus the associated crosscap state $`|C`$ is defined by

$`X^\mu (\sigma +\pi ,0)|C`$ $`=`$ $`X^\mu (\sigma ,0)|C,`$ (12)
$`_\tau X^\mu (\sigma +\pi ,0)|C`$ $`=`$ $`_\tau X^\mu (\sigma ,0)|C,`$
and by the analogous relations appropriate for world-sheet fermions. As is clear from these equations, the crosscap state does not have any space-time interpretation but nevertheless it is related to the boundary state of the BPS space-time filling D9 brane through

$$|C\mathrm{i}^{L_0+\stackrel{~}{L}_0}|D9.$$
(13)
The normalization of $`|C`$, which may be fixed up to an overall sign using the action of $`\mathrm{\Omega }`$ on the massless closed string modes and the world-sheet duality, turns out to be 32 times the normalization of the boundary state for the D9-brane. Consequently, the (negative) charge for the unphysical 10-form R-R potential created by the crosscap must be compensated by the introduction of 32 D9 branes. In this way we then introduce unoriented open strings which start and end on these 32 D9 branes, whose vacuum amplitude is given by

$`𝒵_{open}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(2^{10}D9|P|D9`$
$`+\mathrm{\hspace{0.17em}\hspace{0.17em}2}^5D9|P|C+2^5C|P|D9),`$
where the first line represents the contribution of the annulus and the second line the contribution of the Möbius strip. By adding to (Stable non-BPS D-branes of type I) the contribution of the Klein bottle we obtain a modular invariant expression, in which the tadpoles for the massless unphysical states cancel if and only if we choose the still unfixed overall sign in front of the crosscap state to be +. A moment thought shows that this corresponds to choose the open string gauge group to be $`SO(32)`$ (the other sign instead leads to the gauge group $`Sp(32)`$). Thus, we can say that the type I theory possesses a “background” boundary state given by

$$\frac{1}{\sqrt{2}}\left(|C+32|D9\right).$$
(15)
where the factor of $`1/\sqrt{2}`$ has been introduced to obtain the right normalization of the various spectra. Performing a modular transformation, we can rewrite the amplitude $`𝒵_{open}`$ of eq. (Stable non-BPS D-branes of type I) in the open string channel as follows

$`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{s}}[\mathrm{Tr}_{\mathrm{NS}}\left({\displaystyle \frac{1+(1)^F}{2}}{\displaystyle \frac{1+\mathrm{\Omega }}{2}}q^{2L_01}\right)`$
$`\mathrm{Tr}_\mathrm{R}\left({\displaystyle \frac{1+(1)^F}{2}}{\displaystyle \frac{1+\mathrm{\Omega }}{2}}q^{2L_0}\right)],`$
where the part depending on $`\mathrm{\Omega }`$ comes from the Möbius contribution. Thus, we see that in the type I theory the crosscap state plays the same role that the twisted part of the boundary state had in the space-time orbifolds. In the following, we shall use this remark in order to classify the stable non-BPS branes of type I theory.

We have seen before that the type IIB theory contains unstable non-BPS D$`p`$-branes with $`p=0,2,4,6,8`$ which are described by the boundary state (8). Now, we address the question whether these D-branes become stable in the type I theory, i.e. we examine whether the tachyons of the $`p`$-$`p`$ open strings are removed by $`\mathrm{\Omega }`$. As explained in , the world-sheet parity can be used to project the spectrum of the $`p`$-$`p`$ strings only if $`p=0,4,8`$. Thus, the non-BPS D2 and D6 branes will not be further considered. However, in order to be exhaustive, we must take into account also another kind of configuration, namely the superposition of a D$`p`$-brane and an anti-D$`p`$-brane of type IIB. This pair clearly does not carry any R-R charge, is represented by a boundary state of the form (8) and is unstable due to the presence of tachyons in the open strings stretching between the brane and the anti-brane. In the type I theory, however, these tachyons might be projected out. A systematic analysis  shows that in this case $`\mathrm{\Omega }`$ can be used as a projection only if $`p=1,3,7`$.

In conclusion, we have to analyze the stability of the non-BPS D$`p`$-branes of type I with $`p=1,0,3,4,7,8`$ whose corresponding boundary states $`|Dp`$ are given by eq. (8) with suitable values of $`\mu _p`$. To address this problem, we need to consider the spectrum of the unoriented strings living on the brane world-volume (the $`p`$-$`p`$ sector), and also the spectrum of the open strings stretched between the D$`p`$-brane and each one of the 32 D9-branes of the background (the $`p`$-$`99`$-$`p`$ sector), in which tachyonic modes could develop.

Let us first analyze the $`p`$-$`p`$ sector, whose total vacuum amplitude is given by

$$𝒜_{\mathrm{tot}}=\frac{1}{2}\left(𝒜++^{}\right)$$
(16)
where $`𝒜`$ and $``$ are respectively the annulus and the Möbius strip contributions

$$𝒜=Dp|P|Dp\text{and}=Dp|P|C.$$
(17)
After a modular transformation, in the open string channel these amplitudes read respectively

$`𝒜`$ $`=`$ $`\mu _p^2V_{p+1}(8\pi ^2\alpha ^{})^{\frac{p+1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{2s}}s^{\frac{p+1}{2}}`$ (18)
$`\times `$ $`\left[{\displaystyle \frac{f_3^8(q)f_2^8(q)}{f_1^8(q)}}\right],`$
and

$``$ $`=`$ $`2^{\frac{7p}{2}}\mu _pV_{p+1}(8\pi ^2\alpha ^{})^{\frac{p+1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{2s}}s^{\frac{p+1}{2}}`$ (19)
$`[\mathrm{e}^{\mathrm{i}(p9)\pi /4}{\displaystyle \frac{f_4^{p1}(\mathrm{i}q)f_3^{9p}(\mathrm{i}q)}{f_1^{p1}(\mathrm{i}q)f_2^{9p}(\mathrm{i}q)}}`$
$`\mathrm{e}^{\mathrm{i}(9p)\pi /4}{\displaystyle \frac{f_3^{p1}(\mathrm{i}q)f_4^{9p}(\mathrm{i}q)}{f_1^{p1}(\mathrm{i}q)f_2^{9p}(\mathrm{i}q)}}],`$
where $`f_1`$, $`f_2`$ $`f_3`$ and $`f_4`$ are the standard one-loop functions defined for example in Ref. . The spectrum of the $`p`$-$`p`$ open strings can be analyzed by expanding the total amplitude $`𝒜_{\mathrm{tot}}`$ in powers of $`q`$. The leading term in this expansion is

$`𝒜_{\mathrm{tot}}`$ $``$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{2s}}s^{\frac{p+1}{2}}q^1`$ (20)
$`\times \left[\mu _p^22\mu _p\mathrm{sin}\left({\displaystyle \frac{\pi }{4}}(9p)\right)\right].`$
The $`q^1`$ behavior of the integrand signals the presence of tachyons in the spectrum; therefore, in order not to have them, we must require that

$$\mu _p=2\mathrm{sin}\left(\frac{\pi }{4}(9p)\right).$$
(21)
Since $`\mu _p`$ has to be positive, the only possible solutions are

$$\begin{array}{ccccc}& & & & \\ p& 1& 0& \mathrm{\hspace{0.17em}7}& 8\\ & & & & \\ \mu _p& 2& \sqrt{2}& 2& \sqrt{2}\end{array}$$
(22)
From this table we see that in the type I theory there exist two even non-BPS but stable D$`p`$-branes: the D-particle and the D8-brane. Both of them have a tension that is a factor of $`\sqrt{2}`$ bigger than the corresponding BPS branes of the type IIA theory. Moreover, there exist two odd non-BPS but stable D$`p`$-branes of type I: the D-instanton and the D7-brane. Their tension is twice the one of the corresponding type IIB branes, in accordance with the fact that, as mentioned above, they can be simply interpreted as the superposition of a brane with an anti brane, so that the R-R part of the boundary state cancels while the NS-NS part doubles.

This classification of the stable non-BPS D-branes of type I based on the table (22) is in complete agreement with the results of Refs.  derived from the K-theory of space-time.

Let us now analyze the $`p`$-$`99`$-$`p`$ sector. The relevant quantity to consider is the ”mixed” cylinder amplitude

$$𝒜_{\mathrm{mix}}=\frac{32}{2}\left(Dp|P|D9+D9|P|Dp\right),$$
(23)
which, after a modular transformation in the open string channel, reads

$`𝒜_{\mathrm{mix}}`$ $`=`$ $`2^5\mu _pV_{p+1}(8\pi ^2\alpha ^{})^{\frac{p+1}{2}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{ds}{2s}}s^{\frac{p+1}{2}}`$
$`\times `$ $`\left[{\displaystyle \frac{f_3^{p1}(q)f_2^{9p}(q)}{f_1^{p1}(q)f_4^{9p}(q)}}{\displaystyle \frac{f_2^{p1}(q)f_3^{9p}(q)}{f_1^{p1}(q)f_4^{9p}(q)}}\right],`$
where the first and second term in the square brackets account respectively for the NS and R sector. This expression needs some comments. First, for $`p=1,0`$ we see that there are no tachyons in the spectrum; moreover, the values of $`\mu _p`$ for the D-instanton and D-particle are crucial in order to obtain a sensible partition function for open strings stretching between the non-BPS objects and the 32 D9-branes. Indeed, they are the smallest ones that make integer the coefficients in the partition functions. Secondly, for $`p=7,8`$ we directly see the existence of a NS tachyon, so that the corresponding branes are actually unstable . Hence, only the D-instanton and the D-particle are fully stable configuration of type I string theory . Nevertheless, the strict relation connecting the D0-brane and the D(-1)-brane to the D8-brane and the D7-brane respectively suggests however that also the latter may have some non trivial meaning. Finally, we observe that the zero-modes of the Ramond sector of these $`p`$-$`99`$-$`p`$ strings are responsible for the degeneracy of the non-BPS D$`p`$-branes under the gauge group SO(32): in particular the D-particle has the degeneracy of the spinor representation of SO(32), as discussed in . Thus the D-particle accounts for the existence in type I of the non-perturbative non-BPS states required by the heterotic/type I duality.

These same methods may be used in order to study the stability of a non-BPS D$`p`$-brane in presence of another D$`q`$-brane. Indeed the spectrum of open strings stretching between two such (distant) objects at rest has a vacuum amplitude given by

$$\frac{\mu _p\mu _q}{2}({}_{\mathrm{NS}}{}^{}Dp|P|Dq_{\mathrm{NS}}^{}+{}_{\mathrm{NS}}{}^{}Dq|P|Dp_{\mathrm{NS}}^{}).$$
(24)
The overall factor of one-half indicates that, respectively to the IIB case, only the $`\mathrm{\Omega }`$ symmetric combinations are retained. By explicitly computing this amplitude, one can see that for $`|pq|3`$ and for sufficiently small values of the distance between the branes, a NS tachyon develops in the open string spectrum, thus signalling the unstability of the configuration. As a first consequence of this, we can conclude that the superposition of two non-BPS D-particles with trivial quantum numbers, decays into the vacuum . As a matter of fact, a stable non-BPS D$`p`$-brane is its own anti-brane, as may be also inferred from the K-theory analysis which shows that the conserved D-brane charge in that case is $`Z_2`$ valued . This analysis shows that there is no hope to form a stable superposition of $`N`$ non-BPS D$`p`$-branes of type I as they always exert an attractive force on each other, as may be seen from (24). This is to be contrasted with the case of a space-time orbifold  where, for some particular values of the compactification radii, a compensation occurs between the attractive force due to exchange of untwisted NS-NS states and the repulsive force due to exchange of twisted R-R states. As a second consequence, and for analogous reasons, the superposition of a D-particle and of a D1-string is unstable and decays in the vacuum. Note that in that case, the 0-1 open string is T-dual of the 8-9 string responsible for the unstability of the D8-brane.

Up to now we have investigated the flat ten dimensional case. However, this analysis can be easily extended also to the case in which some directions are compactified. Contrarily to the BPS D-branes, the non-BPS one are not stable in all moduli space. As an example, let us consider the non-BPS D-particle and compactify one space direction along a circle of radius $`R`$. Then, one can observe that a tachyon develops in the $`0`$-$`0`$ open string sector if $`R<R_c=\sqrt{\alpha ^{}/2}`$, so that below the critical radius $`R_c`$ the configuration is unstable. The corresponding stable non-BPS configuration which carries the same quantum numbers in this range of moduli is a superposition of wrapped D1 and anti-D1 strings with a $`Z_2`$ Wilson line. Notice that when the time direction is compactified, the D-particle is stable for any value of the radius.

We now present the basic ideas and results about the gravitational and gauge interactions of two stable non-BPS D-particles of type I string theory (the detailed calculations and analysis of these interactions can be found in ).

In the type I theory, D-branes interact via exchanges of both closed and open bulk strings. Since the dominant diagram for open strings has the topology of a disk, it gives a subleading (in the string coupling constant) contribution to the diffusion amplitude of two branes which is thus dominated by the cylinder diagram, i.e. by the exchange of closed strings. In the long distance limit, this accounts for the gravitational interactions. Let us now use this observation to calculate the dominant part of the scattering amplitude between two D-particles of type I moving with a relative velocity $`v`$. This process can be simply analyzed using the boundary state formalism as explained in . What we need to compute is the cylinder amplitude between the boundary state of a static D-particle $`|D0`$ and the boundary state of a moving D-particle $`|D0,v`$. The latter is simply obtained by acting with a Lorentz boost on $`|D0`$, i.e.

$$|D0,v=\mathrm{e}^{\mathrm{i}\pi \theta J_{01}}|D0,$$
(25)
where $`\theta `$ is the rapidity along direction of motion (which we have taken to be $`x^1`$) defined through $`v=\mathrm{tanh}\pi \theta `$, and $`J_{01}`$ is the corresponding Lorentz generator. Thus, the amplitude we are looking for is

$$𝒜=D0|P|D0,v+D0,v|P|D0,$$
(26)
which indeed reduces to (24) for $`v0`$. From this expression, we can extract the long range gravitational potential energy, which, in the non relativistic limit, reads

$`V^{\mathrm{grav}}(r)=(2\kappa _{10})^2{\displaystyle \frac{M_0^2}{7\mathrm{\Omega }_8r^7}}`$
$`\times \left(1+{\displaystyle \frac{1}{2}}v^2+o(v^2)\right),`$ (27)
where $`r`$ is the radial coordinate, $`\mathrm{\Omega }_8`$ is the area of the unit $`8`$-dimensional sphere, $`M_0=T_0/\kappa _{10}`$ is the D-particle mass and $`\kappa _{10}`$ is the gravitational coupling constant in ten dimensions. Hence the boundary state calculation correctly reproduces the gravitational potential we expect for a pair of D-particles in relative motion.

Although they are subdominant in the string coupling constant, the interactions of the D-parti-cle with the open strings of the bulk are nevertheless interesting because they account for the gauge interactions. Since the non-BPS D-particles of type I are spinors of $`SO(32)`$, their gauge coupling is fixed by the spinorial representation they carry (except possibly by the overall strength). The stringy description of such a coupling has been provided in  where we have shown that it is represented by an open string diagram with the topology of a disk with two boundary components, one lying on the D9-branes from which the gauge boson is emitted, and the other lying on the D-particle (see Figure 1).

At the points where the two boundary components join, we thus have to insert a vertex operator $`V_{90}`$ (or $`V_{09}`$) that induces the transition from Neumann to Dirichlet (or from Dirichlet to Neumann) boundary conditions in the nine space directions. As we have mentioned before, the $`SO(32)`$ degeneracy of the D-particle is due to the fermionic massless modes of the open strings stretching between the D-particle and each of the 32 D9-branes; therefore it is natural to think that the boundary changing operators $`V_{90}`$ and $`V_{09}`$ are given by the vertex operators for these massless fermionic modes . By construction, these operators carry Chan Paton factors in the fundamental representation of SO(32), while the vertex operator $`V_{\mathrm{gauge}}`$ for the gauge boson carries a Chan-Paton factor in the adjoint. As a consequence, the diagram represented in Figure 1 must be considered as the one point function of the gauge boson in the background formed by a D-particle seen as an object in the bi-fundamental representation of $`SO(32)`$. Hence, we do not see the entire gauge degeneracy of the D-particle because the degrees of freedom we use to describe it are not accurate enough. This is reminiscent from the fact that, in the boundary state formalism, also the Lorentz degeneracy of a D-brane is hidden. Using this result, we can easily compute the Coulomb potential energy $`V^{\mathrm{gauge}}(r)`$ for two D-particles placed at a distance $`r`$. Indeed, this is simply obtained by gluing two diagrams like that of Figure 1 with a gauge boson propagator, and its explicit expression turns out to be

$`V^{\mathrm{gauge}}(r)={\displaystyle \frac{g_{\mathrm{YM}}^2}{2}}{\displaystyle \frac{1}{7\mathrm{\Omega }_8r^7}}`$
$`\times \left(\delta ^{AB}\delta ^{CD}\delta ^{AC}\delta ^{DB}\right),`$ (28)
where $`g_{\mathrm{YM}}`$ is the gauge coupling constant in ten dimensional type I string theory, and $`A`$, $`B`$, $`C`$ and $`D`$ are indices in the fundamental representation of $`SO(32)`$.

We conclude by recalling that the non-BPS D-particles of type I are dual to perturbative non-BPS states of the $`SO(32)`$ heterotic string which also have gravitational and gauge interactions among themselves. These can be computed using standard perturbative methods and if one takes into account the known duality relations and renormalization effects, one can explicitly check that they agree with the expressions (27) and (28). This agreement provides further dynamical evidence of the heterotic/type I duality beyond the BPS level.