text:
# 1 Introduction

## 1 Introduction

The last five years have seen great progress in the detection of brown dwarfs in the Local Neighborhood, young Galactic Clusters and star formation regions, starting with the near simultaneous discovery of the first clearly confirmed brown dwarfs, Teide 1 in the Pleiades (Rebolo, Zapatero-Osorio & Martin 1995) and Gl229b in the Local Neighborhood (Nakajima et al.1995). Star formation regions offer the advantage that substellar objects are 3 orders of magnitude more luminous at an age of a few Myr than at an age of a few Gyr. Early photometric and spectroscopic work (Comeron et al.1993,1996; Williams et al.1995) indicated that brown dwarfs are probably very common in star formation regions. However, confirmation of substellar status is problematic in star formation regions, owing to the ubiquity of Lithium in young objects and the complicating effects of extinction on both photometry and spectroscopy.

Recently, high quality spectroscopy (Luhman & Rieke 1998; Luhman et al. 1998, Wilking, Greene & Meyer 1999) and the publication of theoretical evolutionary models for young substellar objects (Burrows 1997;D’Antona & Mazzitelli 1998, hereafter B97 and DM98) have provided convincing evidence that photometric identification of young brown dwarf candidates is reliable. In photometric studies, masses of candidate objects are derived by comparison of the observables (luminosity and temperature) with the evolutionary tracks. The isochrones of B97 and DM98 are in fairly good agreement in regard to the mass-luminosity relation at an age of about 1 Myr but there is some disagreement about the mass-temperature relation (HR diagrams are compared by Luhman & Rieke 1998). Even if the theoretical effective temperatures were without flaw, there is considerable uncertainty in the derivation of temperatures from photometry or spectroscopy, at the level of $`\pm 200K`$ in M and L dwarfs. Hence, we use luminosity, which is more easily measured, to derive masses for our sources.

In this paper we report the results of a deep infrared photometric survey of the Trapezium Cluster in Orion. A large population of substellar objects is discovered, including the first free-floating objects of planetary mass. We note that the IAC group (Bejar et al.1999, not yet published) has simultaneously reported a similar discovery of planetary mass objects in the adjacent $`\sigma `$ Orionis cluster. The Trapezium has been intensively studied for many years and we have been able to draw upon a large body of publications to aid in our work. We selected the Trapezium for several reasons. (1) Its very high stellar density allowed photometry of several hundred sources in a fairly small survey. (2) False positive detections are essentially eliminated because the dense backdrop of OMC-1 obscures all background stars even at K band, as shown by Hillenbrand & Hartmann (1998) through optical-infrared comparison of the cluster stellar density profile. (3) The extinction within the cluster is relatively low ($`0<A_V<15`$ for most sources), permitting reasonably precise dereddening. (4) Star formation is essentially complete in the cluster and the age range is thought to be 0.3-2 Myr, so the age-luminosity degeneracy is not large.

## 2 Observations

Deep Imaging of the Trapezium cluster was carried out at United Kingdom Infrared Telescope (UKIRT) on 14-16 December and 22-23 December 1998, using UFTI, the UKIRT Fast Track Imager. The observations of 22-23 Dec were made by observatory staff to compensate for time lost to poor weather and equipment failures on 15-16 Dec. UFTI is a high resolution camera constructed by the authors at Oxford University with assistance from several other UK institutions (Roche & Lucas 1998). It has a 1024$`\times `$1024 HAWAII array sensitive between 0.78 and 2.5 microns. The image scale is 0.091 arcsec/pixel, yielding a field of view of 92.6 arcsec. Observations of 15 contiguous fields were made in the $`I,J`$ and $`H`$ filters, with 900s exposures in each filter. Twilight flatfields were taken to reduce the data. Seeing conditions were typically 0.6 arcsec FWHM in all 3 filters, with only slightly poorer image quality at $`I`$ band. The fine pixel scale led to a high degree of over-sampling, which was very useful for distinguishing stars from small knots of nebulosity and in permitting reliable photometry of low signal to noise detections.

### 2.1 Filter Selection

Taking advantage of the short wavelength sensitivity of the HAWAII array UFTI contains $`I_U`$ (0.786-0.929 $`\mu `$m) and $`Z_U`$ (0.85-1.05 $`\mu `$m) band filters. These filters sample the steeply rising part of brown dwarf spectra from the optical to the near infrared flux peak. The $`I_U`$ filter was selected because the $`Z_U`$ band contains a very strong \[SIII\] emission line which might have contaminated the photospheric flux in “proplyd” sources and because the (I-J) colour is a more reliable temperature indicator than than the smaller (Z-J) colour given that fluxes have to be dereddened. The $`J`$ and $`H`$ filters were chosen to measure extinction using the temperature insensitive (J-H) colour. The $`K`$ filter was not selected because a significant fraction of the flux comes from hot circumstellar dust at 2.2 $`\mu `$m, making it unreliable for determining extinction or luminosity and because it contains fairly strong low-excitation emission lines.

The UFTI $`I_U`$ band calibration (equ.1) relative to Cousins $`I`$ was made by observation of 8 faint red standards of approximately solar metallicity taken from Leggett et al.(1998). The calibration has been confirmed by observatory staff, including observations of blue standards, and can be fit remarkably well by a linear equation. The $`I_U`$ bandpass is somewhat redder than $`I_C`$, which compensates for the low quantum efficiency of the HAWAII array at these wavelengths ($`23\%`$) when observing cool stars. The $`J`$ and $`H`$ filters are of the new type commissioned by the Mauna Kea Consortium. The transformation to the CIT colour system (equ.2,3) was determined by combining the transformations of S.Leggett for CIT to UKIRT(IRCAM) with that for UKIRT(IRCAM) to UKIRT(UFTI). We use the UFTI $`J`$ and $`H`$ magnitudes in this paper but use Cousins $`I`$ for ease of comparison with other studies. This is possible because fortuitously the net effect of extinction on equ.1 is much less than the measurement errors.

$$I_C=I_U+0.273(I_UJ_U)$$
(1)
$`(JH)_U=1.03(JH)_{CIT}`$ (2)
$`J_U=K_{CIT}+1.132(J_{CIT}K_{CIT})`$ (3)
### 2.2 Data Reduction and Photometry

The data were reduced using IRAF and the Starlink package CCDPACK for image mosaicing. Photometry was carried out using the DAOPHOT package in IRAF. Photometry in the core of the Trapezium cluster is complicated by the pervasive nebulosity, which has structure on all the observed spatial scales. This often leads to inaccurate measurement of sky background when doing automated photometry, and causes the DAOFIND algorithm to misidentify many small-scale nebular flux variations as stars. To overcome these problems, we cross correlated the stars found in each filter to remove most of the nebulous sources and also rejected all very blue sources ($`(JH)<0.2`$), which inspection indicated were all spurious. Every source was then visually inspected and photometry was performed manually in order to select the best approporiate sky annulus in each case. The results of manual photometry were generally used in preference to the results of automated crowded-field photometry, with a few exceptions where the ALLSTAR routine was needed for photometry of close binaries. The final photometric precision is $`5\%`$ in the outlying regions of the survey where the nebulosity is faint, limited by temporal variations in the image profile. Precision in the bright nebulous core (in which the majority of sources lie) is between 5% and 20% (for the worst cases), depending on the degree of spatial variation of surface brightness and the source magnitude. Since a large fraction of young stars are variable, more precise photometry at one epoch would not have had much greater value.

## 3 Results

The main results of the survey are presented graphically in Figure 1(a-b). 515 unsaturated point sources were detected in both the $`J`$ and $`H`$ bands, of which 313 were also detected at I band. An additional 48 sources were detected at greater than 5-$`\sigma `$ in the $`H`$ band alone, and appear as upper limits in Figure 1(b). An approximate colour-magnitude sequence for zero extinction is indicated by the dotted line. The value of the nearly temperature independent intrinsic (J-H) colour over the range $``$2200-4000 K is clear, since nearly all low mass stars and substellar sources will deredden to a colour near (J-H) = 0.6. However, we prefer to use a two-colour sequence for formal dereddening where possible (see Section 3.2). The empty region to the upper right of the diagram represents the saturation limit near m$`{}_{H}{}^{}=11.7`$.

A large fraction ($`32\%`$) of the $`JH`$ sources are brown dwarf candidates, lying below the reddening track for a 0.08 M star at an age of 1 Myr, as calculated from the B97 isochrones. Approximately 13 sources appear to lie below the 1 Myr track for an object with the minimum mass to burn Deuterium ($``$ 0.013 M). Following the definition suggested by Burrows (1997) it is convenient to call such objects free-floating planets, even though they are likely to have formed by cloud core fragmention in the same manner as stars and brown dwarfs. A definition by mass has the advantage that it can be applied before all the formation mechanisms are known. An interesting feature of Figure 1(a) is the paucity of very faint blue sources with m$`{}_{J}{}^{}>19`$, given that several fairly red sources are seen below this limit. This observation is based on a small number of objects but it is supported by the upper limits in Figure 1(b), which show that many very faint red sources are detected at H band only, but none with (J-H) $`<1.3`$.This appears to indicate a sharp drop in the cluster Luminosity Function, at a level corresponding to about 8 MJup. The significance of this is discussed in Section 4.2.

$`IJH`$ photometry of the observed point sources is presented in Table 1111 Table 1 is available electronically by FTP to star.herts.ac.uk, in pub/Lucas/Orion. together with astrometry, dereddened magnitudes, luminosities, derived masses (using both the B97 and DM98 isochrones) and temperatures. We have surveyed the inner regions of the Orion Nebula cluster, in which most star formation is thought to have occurred over the period between 0.3 and 2 Myrs ago (Ali & Depoy 1995, Hillenbrand 1997), which leads to a small uncertainty in the derived masses, which we have indicated on Figure 1(a) by plotting the brown dwarf threshold for three different ages. A small proportion of younger sources is undoubtedly present, whose masses will be less than we have estimated, but we have excluded the 18 sources which exhibited extended (non-stellar) profiles from our photometry and performed a further colour selection against proplyds (see Section 3.2) so only a few extremely young sources should remain in Table 1.

The $`I`$ vs.(I-J) data in Figure 2 show that nearly $`90\%`$ of the sources follow a well defined sequence which is almost parallel to the reddening line. However, 41/313 of the sources ($`13\%`$) have much bluer (I-J) colours and lie to the left of the arbitrary line, parallel to the reddening line, which is plotted in Figure 2. An initial suspicion that this might be due to poor photometry was disproved by observing that the same two sequences are followed in a subset of 92 sources located more than $`2`$ arcminutes away from the cluster core, where photometry is not compromised by bright nebulosity (not shown). Since we have selected filters with no strong low-excitation emission lines the obvious interpretation is that the blue colours are due to scattered light from those objects which are very young or are viewed close to the plane of the accretion disk. This interpretation is confirmed by comparison with the list of proplyds detected via emission line imaging with the Hubble Space Telescope (HST) in O’Dell & Wong (1996). Only 11/41 were detected in their relatively shallow optical surveys, which suffer from greater extinction and do not overlap precisely with our survey. However, 10/11 are listed as proplyds, and 1/11 is listed as a star. The star is presumed to illuminate circumstellar matter which was not detected by HST because it does not receive sufficient UV radiation from the central O-type stars, or because the proplyd “tail” lies too close to the line of sight. These 10 proplyds are marked with crosses in Figure 2.

The 41 blue sources are widely distributed throughout the survey region and do not display obviously unusual (J-H) colours, only a weak tendency to be bluer than the rest. The $`I`$ vs. I-J diagram appears to be an efficient way of detecting proplyds at large distances from the photoionising O stars. However, the effect of circumstellar matter on infrared colours is not obvious, since it depends on the orientation of the system and distribution of matter in a complicated way (eg. Kenyon et al.1993). The observed (J-H) colours may well be different from the photospheric colours in these systems so we have excluded all the blue sources from our dereddening analysis. It is likely that some sources in the red group also have slightly modified colours due to anomalous extinction (i.e. both absorption and scattering) but this is not expected to be significant for most sources of age $`1`$ Myr, since the spectral energy distributions of T Tauri stars are usually well fitted by a Planckian (photospheric) function at wavelengths between the visible and the thermal infrared (eg. Rydgren et al. 1976, Wilking et al. 1989). The 202 faint sources detected only at $`J`$ and $`H`$ cannot be probed for anomalous colours in this way and probably include some sources which are therefore inaccurately dereddened. However, the proportion of anomalous sources will be lower than $`13\%`$ in this group because the blue sources are easier to detect at I band. Those sources in Figure 1(a) with m$`{}_{J}{}^{}>16.2`$ which are detected in all 3 filters are almost exclusively members of the blue group. Hence, blue sources detected only at $`J`$ and $`H`$ will be very few except below the $`I`$ band detection limit which corresponds to $`m_J18`$. A likely example of one such faint source at lower left in Figure 1(a-b) is Orion 131-047 (adopting the O’Dell & Wen (1994) naming convention), for which m$`{}_{J}{}^{}=18.22`$ and (J-H) = 0.39. This is an unrealistically blue colour for such a low luminosity source (which has accurately measured fluxes) so it is likely that the (J-H) colour has been reduced by at least 0.2 magnitudes by scattering effects.

### 3.1 Extinction Law

Many observers have found evidence for an anomalous extinction law in the Trapezium at optical and infrared wavelengths (eg. Davis et al.1986; Cardelli, Clayton and Mathis 1989, hereafter CCM). We adopt the R$`{}_{V}{}^{}=5.5`$ extinction law of CCM, calculated for $`\theta _1`$C Ori using data at similar wavelengths to those observed here. The infrared extinctions for this law are A(IC)=0.643, A(IU)=0.583, A(J)=0.334, A(H)=0.214 for A(V)=1. The effect of the unusually high RV is to increase the slope of the reddening lines, resulting in higher derived luminosities and masses for sources with significant extinction. However, the change in near infrared reddening is quite small because, as showed by CCM, all extinction laws converge at wavelengths $`\stackrel{>}{}0.9\mu `$m, such that A($`\lambda `$)/A(I) is similar in all known clusters. Only the optical extinction is greatly modified and we are not concerned with this. Hence, we use $`A(J)=2.783E(JH)`$, which compares with $`A(J)=2.364E(JH)`$ for the R=3.05 interstellar extinction law derived from Whittet (1990) and $`A(J)=2.543E(JH)`$ which follows from the oft-quoted $`\lambda ^{1.8}`$ law for near infrared interstellar extinction. This convergence of extinction laws in the near infrared is fortunate, since we doubt whether a common extinction law will apply to all the stars in a given star formation region, especially in Orion where the nebulosity has such complex spatial structure.

### 3.2 Dereddening Procedure

For the $`IJH`$ detections, we have used the unusual procedure of dereddening to an empirically derived curve in the (I-J) vs.(J-H) two-colour diagram, rather than to a theoretical curve in a colour-magnitude diagram. This was for two reasons: firstly, theoretical models are at an early stage of development for such young substellar sources and appropriate colour predictions have yet to be published at the time of writing; secondly, theoretical colour predictions are subject to the significant uncertainty in the absolute temperature-colour calibration which we referred to in Section 1. The empirical curve (Figure 3(a)) was derived from a fit to observations of M and L dwarfs of near solar metallicity from Leggett et al.(1998) and UKIRT stellar standards of unknown metallicity for (I-J) $`<1`$, where there is no known metallicity dependence. A possible flaw in this approach is that young stars and brown dwarfs have lower surface gravities than main sequence objects of the same effective temperature. However, the colour predictions by Baraffe et al.(1998) for young low mass stars indicate that much larger changes in $`log(g)`$ ($`>1`$ dex) have a negligible effect on these colours. The B97 models also indicate that $`log(g)`$ at 1 Myr does not approach red giant values for the masses considered here, so the empirical curve is not likely to be far in error. A cubic polynomial was used, with a Gaussian addition to fit the peak at (I-J) $`1.0`$. The form of the relation is a good match to the plots of Bessell & Brett (1988) and Leggett (1992).

The results for the 272 $`IJH`$ sources which are not anomalously blue in (I-J) are plotted in Figure 3(b). 95 sources have double valued solutions but only 1 solution has a plausible colour and flux in nearly every case. The handful of uncertain choices are low mass stars near the bump in the curve at $`(IJ)1.0`$, where the two solutions lie close together in (J-H) and derived luminosity but differ substantially in (I-J) and hence derived temperature. These ambiguous sources are listed as such in Table 1. We are confident that the dereddened (J-H) colours are accurate to $`\pm `$ 0.1 mag in nearly every case, given the weak temperature dependence of this colour; a standard error of 0.05 mag is estimated, due to measurement error and uncertainties in the empirical curve and dereddening law. The $`J`$ band extinction correction should therefore have typical uncertainties of $`\pm 0.14`$ mag, which is small enough to produce a useful Luminosity Function. The dereddened (I-J) colours are more sensitive to any errors in the process, such that the standard error is approximately 0.25 mag. However, the very strong temperature dependence of the (I-J) colour means that this leads to only a modest uncertainty in derived values of $`T_{eff}`$ (q.v Section 4.3).

The 202 $`JH`$-only detections were dereddened to the theoretical track shown in the colour-magnitude diagrams (Figure 1(a-b), which is a simple linear fit to an $`L`$-$`T_{eff}`$ relation (taking the average of the DM98 and B97 predictions at 1 Myr), and a $`T_{eff}`$-(J-H) relation (taking the average of the Wilking et al (1999) and Baraffe et al.(1998) relations for main sequence stars, which agree to 0.02 mag). Only the B97 and Baraffe predictions extend to the faintest magnitudes and lowest temperatures ((I-J)$`>3.3`$) . In this region the (J-H) colour changes more rapidly with Teff and the uncertainties increase.

## 4 Interpretation

### 4.1 Luminosity Function and IMF

The Luminosity Function (LF) is plotted for all sources detected at $`H`$ band with m$`{}_{H}{}^{}>12.25`$ in Figure 4(a). The function declines from a strong peak at m$`{}_{H}{}^{}12.5`$, which is not well measured here due to saturation. Zinnecker, McCaughrean & Wilking (1993) and Ali & Depoy (1995) observed the equivalent K band function and found a peak at mK=11-12, the function declining to fainter magnitudes but flattening off and possibly rising beyond mK=14. In our data a strong peak at $`H`$=16.5 is apparent, which probably has physical significance given that the function is based on more than 500 sources, and any real features are blurred by extinction of typically 1 magnitude at H band. The peak exists independently of the magnitude binning and is seen in Figure 1(b) as a clump of sources with 16$`<m_H<`$17. A corresponding feature exists in the J band LF at J=17.5. The completeness falls gradually, due to the variable nebular surface brightness but is estimated at $`>90\%`$ to mH=18.0, as evidenced by the small secondary peak there.

The observed function is converted to the absolute Luminosity Function shown in Figure 4(b), including only the dereddened sources (i.e. excluding H band only detections and blue $`IJH`$ sources. $`M_{bol}`$ is determined for each source using $`J`$ band magnitudes and bolometric corrections (these being well established at $`J`$) and a distance modulus of 8.22. The bias due to necessarily retaining some faint, anomalously blue sources due to lack of $`I`$ band data is only significant below mJ=18, which is approximately the completeness limit (the nebulosity reduces sensitivity more in the $`I`$ and $`J`$ bands than at $`H`$.) We adopted the following bolometric corrections, derived from a simple fit to the relations between Teff, J-H and BCJ of Wilking et al.(1999) (and Baraffe et al.(1998) for T$`{}_{eff}{}^{}>3500K`$) and using the DM98 1 Myr isochrone to connect Teff to Luminosity:

$`BC_J=1.955;J_{dr}>13.77`$ (4)
$`BC_J=0.1583J_{dr}0.2248;J_{dr}<13.77`$ (5)
where $`J_{dr}`$ is the dereddened $`J`$ magnitude and the BCJ refers to the UFTI filter, which has smaller bolometric corrections than the CIT filter.

Figure 4(b) shows a primary peak at M$`{}_{bol}{}^{}=6`$ and a small secondary peak at M$`{}_{bol}{}^{}=10.5`$. Incompleteness is significant for M$`{}_{bol}{}^{}<6.2`$, due to saturation of bright sources, and for M$`{}_{bol}{}^{}>11.75`$, which corresponds to $`J>18`$. The secondary peak corresponds roughly to the peak at $`H=16.5`$ in Figure 4(a). We convert the LF to the IMF using the tracks of B97 and DM98. To remove bias due to non-detection of highly reddened sources we include only sources with $`(JH)_{obs}<1.5`$. The results in Figure 5 therefore represent an unbiased sample of the IMF complete to $`log(M/M_{})=1.5`$. In a log-log plot, both IMF’s show a fairly flat stellar function which has a tendency to fall slightly into the brown dwarf regime. Both IMFs also show some indication of a rise beyond the completeness limit but deeper observations will be needed to quantify this.

The discovery of a large population of brown dwarf candidates contrasts with previous surveys (eg. Hillenbrand & Hartmann 1998) which have concluded that few substellar objects exist. This conclusion appears to have been based on the well-established decline in the LF beyond the principal peak at m$`{}_{K}{}^{}11.5`$. This survey is the first to go deep enough at infrared wavelengths to detect the secondary peak in the LF.

### 4.2 A Cut-off in the Luminosity Function ?

The absence of faint blue sources (see Section 3.1) is well established by the inclusion of the $`H`$ band upper limits. This may indicate a sharp turn-down in the LF, and perhaps a cut-off, at a level corresponding to about 8 Jupiter masses. However, such sources would be close to the survey sensitivity limit (which we believe to lie just below 5 MJup) particularly if their intrinsic (J-H) colours are redder than we expect. Moreover, the B97 mass-luminosity relation becomes steeper below about 8 MJup, so a turn down in the LF would occur even for a flat IMF. Hence a deeper survey will be needed to confirm the reality of the fall in the IMF. The least massive detection with good photometry is Orion 023-115, which has J=19.38, (J-H) =0.97 and a derived mass of $`8.4_{2.7}^{+1.4}`$ MJup ($`8.0_{2.6}^{+1.3}\times 10^3M_{}`$) for an age of 1 Myr, using the B97 tracks. The quoted $`+/`$ uncertainties refer to alternative ages of 2 Myr and 0.3 Myr respectively. None of the faint sources in Figure 1(a) with highly uncertain $`J`$ band fluxes have a lower derived mass. If real, the turn-down might be attributed to a minimum Jeans mass for gravitational cloud core collapse, below which star formation cannot occur. Alternatively, it may be due to the ending of star formation in the cluster before extremely low mass cloud cores had time to collapse, since this process is believed to take longer in less massive cores. This may be attributable to dispersal of dense molecular gas by the photoionising O-type stars at the centre of the cluster. The IAC group apparently find no sign of the turn down in the LF at planetary masses in the neighboring $`\sigma `$ Orionis cluster, so we favour the second explanation. If correct, this explanation may still be significant with regard to any galactic population of free-floating planets: most star formation is believed to occur in high mass star formation regions like the Trapezium or M16, with the consequence that free-floating planets may be relatively rare. However, the effectiveness of this mechanism for reducing planet formation efficiency will vary depending on local conditions.

### 4.3 Effective Temperatures

The dereddened I-J colours are converted to the effective temperatures in Table 1 using the models of Baraffe et al.(1998). The derived values of Teff are in reasonable agreement with the predictions of B97 and DM98, in which $`2600<T_{eff}<2900K`$ for objects of brown dwarf mass at 1 Myr. However a few sources in this mass range are detected with dereddened $`(IJ)3`$, which implies $`T_{eff}2500`$ K, at least for main sequence objects. We estimate that our derived temperatures are accurate to $`\pm 200K`$, leaving aside the uncertainty in the absolute Teff vs. I-J relation and assuming this is not altered significantly by the youth of the sources. In any case the I-J colours should provide a useful guide to relative temperatures.

### 4.4 Potential Problems

We have carefully avoided several potential problems in studies of young clusters, such as cluster membership, infrared excess and line emission but some serious issues remain. We consider each in turn. (1) Foreground contamination is minimal in the tiny area surveyed, introducing perhaps 5 red dwarfs into the sample over a range of about 3 magnitudes, using the stellar space densities of Tinney (1993). (2) Background contamination is removed by the dark backdrop of OMC-1 (see Hillenbrand & Hartmann 1998). Our avoidance of the K band filter removes any chance of seeing through OMC-1 at the faint limits. (3) Infrared excess due to hot dust is not believed to be significant at H band, since the spectra of T Tauri stars are well fitted by black bodies at this wavelength. (4) Line emission was minimised by the choice of filters. (5) Variation in the infrared extinction law will probably be small (see Section 3.4) and the effect on the derived IMFs is minimised by excluding highly reddened sources. (6) Scattering is a potentially serious problem. Even sources without anomalous colours in the $`I`$ vs.(I-J) diagram may have distorted (J-H) colours and fluxes. As noted in Section 3 however, photospheric flux dominates the spectral energy distributions of most T Tauri stars for 0.6 $`\mu `$m $`<\lambda <`$$`\mu `$m) so significant distortion of broad band colours and fluxes is unlikely to be common. This should be investigated in future by searching for the polarisation signature of scattered light. (7) The evolutionary tracks for substellar objects are in an early stage of development, which leads to a significant uncertainty in derived masses. However the fairly close similarity of the B97 and DM 98 tracks, for luminosity and $`T_{eff}`$, is encouraging.

## 5 Conclusions

A large population of brown dwarf candidates is detected in the Trapezium Cluster and a small population of objects with planetary masses. We have confidence that these are true cluster members and, though many uncertainties exist in deriving the masses, they are not likely to be large enough to cause misclassification of low mass stars as low mass brown dwarfs or free-floating planets. The derived IMF is fairly flat on a log-log plot at low stellar masses but declines slightly at brown dwarf masses, indicating that brown dwarfs are a little less numerous than stars. There is a possible small peak near $`0.02`$M, which is below the completeness limit. Approximately 13 planetary mass objects are detected but none with M$`<8\times 10^3`$M. We suggest that this is due to dispersal of the star-forming cloud by the photoionising O-stars before such objects had time to form.

Approximately 13% of sources have anomalously blue (I-J) colours, which we attribute to scattering from circumstellar material. These blue excesses are strongly correlated with detection as ’proplyds’ by HST , so this colour selection may prove to be a powerful new tool for detecting sources with circumstellar envelopes. The effect of scattering on the colours of the general population should be investigated via polarimetry and spectroscopy.

Acknowledgements

We wish to thank the staff of UKIRT, which is operated by the Joint Astronomy Centre on behalf of the UK Particle Physics and Astronomy Research Council (PPARC). Particular thanks are due to Sandy Leggett and Andy Adamson for providing information on the colours of cool stars and for carrying out reactive observations for us. We also thank the Panel for the Allocation of Telescope Time for providing us with reactively rescheduled observing time. We thank Juliette White for helping us with the dereddening procedure and we are grateful to the referee, Richard Jameson, for useful and timely comments. PWL is grateful for support by PPARC via a Post Doctoral Fellowship at the University of Hertfordshire.

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Figure 1: (a) J vs. (J-H) plot. Open circles are highly uncertain data points. The dotted line is an approximate zero reddening track (see text). The solid lines are parallel to the A(V)=7 reddening vector and divide the population into stars, brown dwarfs and planets, using the B97 prediction and an age of 1 Myr. The dashed lines correspond to the 0.3 Myr and 2 Myr predictions, indicating the effect of the age spread on the classification. The effect is similar at the planetary boundary.
(b) H vs (J-H) plot. This includes upper limits for sources with $`J>20`$, which confirms the paucity of faint blue sources.

Figure 2: I vs (I-J) plot. Anomalously blue sources lie to the left of the arbitrary line parallel to the reddening track. Of the 11 blue sources detected by HST, 10 are proplyds, plotted as crosses.

Figure 3: (a) Empirical 2-colour curve fitted to the plotted observations. Two example dereddening tracks are also shown, indicating the possibility of double-valued solutions.
(b) results of dereddening Orion data.

Figure 4: (a) Observed H band luminosity Function. The equivalent J band function is overplotted as a dashed line. Both functions are complete to approximately magnitude 18.
(b) Dereddened Luminosity Function, complete between magnitudes 6.2 and 11.75.

Figure 5: IMFs for Burrows 1997 and DM98 tracks, complete to log(M/M$`{}_{}{}^{})=1.5`$. Errorbars are plotted assuming Poisson statistics. The IMF appears to fall slowly into the Brown Dwarf regime, but rises again below the completeness limit.


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# RU-NHETC-2000-10 hep-th/0003227 Noncommutative Gauge Theory, Divergences and Closed Strings

## 1 Introduction

Noncommutative field theories have been the focus of much interest recently. Following their appearance in Matrix theory , and in string theory , there has been renewed interest in their perturbative study. In  scalar field theories have been studied perturbatively. Surprisingly, some remnants of stringy behaviour are visible even in the perturbation theory. Subsequent discussions of the scalar field theories include classical solutions , and finite temperature effects .

In  the Wilsonian effective action of non-commutative scalar theories was discussed. The non-commutativity parameter acts as an effective ultra-violet cut-off, suppressing all ultraviolet divergences in non-planar diagrams. Instead, one encounters curious infrared divergences in the 1PI effective action. These divergences come from high momentum integration. Therefore they are incorrectly cut-off in the Wilsonian approach.

In order to repair the Wilsonian approach, a general procedure was suggetsted in . The Wilsonian effective action includes extra light (non-propagating) modes, which have the required couplings to correct the infrared behaviour of the Wilsonian effective action. Those modes were interpreted as closed string modes.

We are interested here in examining the issues raised in  in a context which is more closely related to string theory. To this effect we study the perturation theory of supersymmetric non-abelian gauge theory with matter111Noncommuatative gauge theories have been studied perturbatively in .. One can then discuss noncommutative theories that have both the above mentioned infrared divergences (unlike the $`𝒩`$=4 theory), and also a string theory realization (unlike the scalar field theories).

We find that similar infrared effects arise also in those theories. In particular the procedure of adding closed string modes to the effective action  works in the present context as well. Studying the stringy realization of the gauge theories reveals the origin of the extra modes. They are indeed closed string modes of the underlying string theory.

The paper is organized as follows:

In the next section we introduce the classical action for the noncommutative theories we study. These theories include an arbitrary product gauge group, with unitary factors, coupled to matter in the fundamental and in the adjoint representations. A somewhat surprising result is the existence of gauge invariant local operators if one includes matter in the fundamental representation. This is unlike the case of the pure gauge theory.

We then turn to studying the renormalization properties of noncommutative theories. After reviewing the results in  about the renormalization of scalar theories, we calculate similar results in the gauge theory case. We concentrate on the $`\beta `$ functions of each of the gauge factors, and on the associated IR divergences.

As was the case in , we find that the UV does not decouple from the IR physics. When forming a Wilsonian effective action, there is a need to add some ”closed string” modes to account for infrared divergences. We use the procedure outlined in  in the present context to write explicitly the required modes and their couplings.

In the rest of the paper we study a string realization of such theories. A general class of $`𝒩`$=1 supersymmetric theories, the so called quiver theories, can be realized as the worldvolume theories of branes transverse to an orbifold singularity. We review the construction of the quiver gauge theories and specify their matter content. The limit considered by Seiberg and Witten  should then yield a noncommutative version of the quiver gauge theories.

In the last section we discuss the stringy realization of the closed string modes required to fix the Wilsonian effective action. We conclude that the twist fields are indeed of the right form to be these closed string modes. Their inclusion in the effective action summarizes the effect of the high momentum gauge theory modes that have been integrated out. They have the correct couplings by virtue of a relation between the $`\beta `$ function coefficients and twist field tadpoles, studied in . We identify all the required modes in the large $`N_c`$ limit of the gauge theories, and point out a universal discrepency to do with the overall $`U(1)`$ factor.

We conclude by discussing open questions regarding the (absence of) massive closed string contributions to the infrared divergences, and quadratic divergences in the orbifold realization of non-supersymmetric quiver gauge theories.

The relation between the perturbative calculation of  and string theory has been also discussed in .

## 2 Noncommutative Gauge Theories with Matter

In a ordinary non-abelian gauge theory matter fields transform by a matrix representation of the gauge group. For a non-commutative gauge theory there can be two types of representations: left modules and right modules. This simply asserts that the gauge group acts on the field from the left or from the right. Gauge invariance restricts possible couplings of such matter fields as described below.

Suppose $`A_\mu `$ is a non-commutative gauge field, transforming in the adjoint representation of $`G=U(N)`$. The gauge transformation of $`A_\mu `$ is:

$$\delta A_\mu =_\mu ϵ+iϵA_\mu iA_\mu ϵ$$
(1)
Where we suppress the fundamental $`U(N)`$ indices $`i,j=1,\mathrm{},N`$ in the gauge field $`A_\mu `$ and in the gauge parameter $`ϵ`$. With respect to the global part of the gauge transformation, the gauge field transforms as a bi-module: $`G`$ acts simoultaneously from the left and from the right. The field strength that transforms covariantly is defined as:

$$F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +iA_\mu A_\nu iA_\nu A_\mu $$
(2)
Then one can write the standard action for the gauge fields:

$$I=\frac{1}{4g^2}d^4xTr\left[F_{\mu \nu }F^{\mu \nu }\right]$$
(3)
Raising and lowering of spacetime indices is done with flat space metric. The trace is in the fundamental representation of $`U(N)`$. The kinetic action for several $`U(N)`$ gauge factors is simply the sum of this action for each of the gauge factors.

We are now ready to discuss matter couplings (matter couplings are discussed in ). The gauge transformations for the fundamental left or right modules are:

$`\delta \mathrm{\Phi }_L=iϵ\mathrm{\Phi }_L`$
$`\delta \mathrm{\Phi }_R=i\mathrm{\Phi }_Rϵ`$ (4)
One can define covariant derivatives which transform similarly, as follows:

$`D_\mu \mathrm{\Phi }_L=_\mu \mathrm{\Phi }_L+iA_\mu \mathrm{\Phi }_L`$
$`D_\mu \mathrm{\Phi }_R=_\mu \mathrm{\Phi }_Ri\mathrm{\Phi }_RA_\mu `$ (5)
In the commutative limit, the left and right modules go over to fields in the fundamental and anti-fundamental respectively. It is natural to define Hermitian conjugation which pairs up left and right modules. In the commutative limit this notion of Hermitian conjugation goes over to the usual one.

A gauge invariant action can be written for a field and its Hermitian conjugate, which transform in the fundamental left and right modules, respectively. The gauge invariant kinetic term is:

$$I=d^4xTr\left[D_\mu \overline{\mathrm{\Phi }}_RD^\mu \mathrm{\Phi }_L\right]$$
(6)
We note that the kinetic term is gauge invariant before integration. The Lagrangian density provides therefore a gauge invariant local operator. One can easily consruct other such operators. Similarly one can use the fundamental representation to construct Wilson lines, which are gauge invariant for any particular path chosen. This is in contrast to the pure gauge theory case, where no such objects exist.

In the following we are interested in quiver gauge theories. These are product gauge theories with gauge group factors $`U(N)`$. The matter fields transform in bi-fundamental representation. In the non-commutative case this means that one factor of the gauge group acts from the left, and another from the right. We denote such a field schematically by $`\mathrm{\Phi }_{LR}`$, and its hermitian conjugate by $`\overline{\mathrm{\Phi }}_{RL}`$. The covariant derivatives of the fields $`\mathrm{\Phi }_{LR},\overline{\mathrm{\Phi }}_{RL}`$ are:

$`D_\mu \mathrm{\Phi }=\mu \mathrm{\Phi }+iA_\mu ^{(1)}\mathrm{\Phi }i\mathrm{\Phi }A_\mu ^{(2)}`$
$`D_\mu \overline{\mathrm{\Phi }}=\mu \overline{\mathrm{\Phi }}+iA_\mu ^{(2)}\overline{\mathrm{\Phi }}i\overline{\mathrm{\Phi }}A_\mu ^{(1)}`$ (7)
A gauge invariant kinetic term is then:

$$I=d^4xTr\left[D_\mu \overline{\mathrm{\Phi }}D^\mu \mathrm{\Phi }\right]$$
(8)
Note that the Lagrangian density now is gauge invariant with respect to one of the gauge factors. With respct to the other gauge factor acting on $`\mathrm{\Phi }_{LR}`$, it is gauge invariant only up to total derivative. Therefore, in a quiver gauge theories it is still difficult to construct simple gauge invariant local operators.

In addition we note that there is no longer a decoupled $`U(1)`$ in this case, as is the case of the single $`U(N)`$ gauge theory.

The quiver gauge theories appear naturally in string theory, as reviewed below. In the next section we study The Wilsonian effective action of these gauge theories. We find appearance of closed string modes similar to .

## 3 IR Divergences in Scalar Field Theory

We first review IR divergences in noncommutative $`\varphi ^4`$ theory. The action is

$$S=d^4x\left[\frac{1}{2}(_\mu \varphi )^2+\frac{1}{2}m^2\varphi ^2+\frac{1}{4!}g^2\varphi \varphi \varphi \varphi \right]$$
(9)
This 2 point function is calculated using the diagram above, which yields:

$$\mathrm{\Gamma }^{(2)}=\frac{g^2}{3(2\pi )^4}\frac{d^4k}{k^2+m^2}cos(\frac{k.p}{2})$$
(10)
Rewrite the integrals in terms of Schwinger parameters using

$$\frac{1}{k^2+m^2}=𝑑\alpha e^{\alpha (k^2+m^2)}$$
(11)
The integrals are regulated by multiplying the integrands by $`e^{\frac{1}{\alpha \mathrm{\Lambda }^2}}`$. Then

$`\mathrm{\Gamma }^{(2)}=\mathrm{\Gamma }_{planar}^{(2)}+\mathrm{\Gamma }_{nonplanar}^{(2)}`$ (12)
$`\mathrm{\Gamma }_{planar}^{(2)}={\displaystyle \frac{g^2}{3(2\pi )^4}}{\displaystyle 𝑑\alpha d^4ke^{\alpha (k^2+m^2)\frac{1}{\alpha \mathrm{\Lambda }^2}}}`$ (13)
$`\mathrm{\Gamma }_{nonplanar}^{(2)}={\displaystyle \frac{g^2}{6(2\pi )^4}}{\displaystyle 𝑑\alpha d^4ke^{\alpha (k^2+m^2)\frac{1}{\alpha \mathrm{\Lambda }^2+ikp}}}`$ (14)
These can evaluated to give

$`\mathrm{\Gamma }_{planar}^{(2)}={\displaystyle \frac{g^2}{3(2\pi )^4}}\left(\mathrm{\Lambda }^2m^2ln\left({\displaystyle \frac{\mathrm{\Lambda }^2}{m^2}}\right)+\mathrm{}\right)`$
$`\mathrm{\Gamma }_{nonplanar}^{(2)}={\displaystyle \frac{g^2}{6(2\pi )^4}}\left(\mathrm{\Lambda }_{eff}^2m^2ln\left({\displaystyle \frac{\mathrm{\Lambda }_{eff}^2}{m^2}}\right)+\mathrm{}\right)`$ (15)
where

$`\mathrm{\Lambda }_{eff}^2={\displaystyle \frac{1}{\frac{1}{\mathrm{\Lambda }^2}+\stackrel{~}{p}^2}}`$
$`\stackrel{~}{p}_j=p^i(\mathrm{\Theta })_{ij}`$ (16)
The 1PI effective action is then

$`S={\displaystyle d^4p\frac{1}{2}(p^2+m^2)}+{\displaystyle \frac{g^2}{96\pi ^2(\frac{1}{\mathrm{\Lambda }^2}+\stackrel{~}{p}^2)}}{\displaystyle \frac{g^2}{96\pi ^2}}ln\left({\displaystyle \frac{1}{M^2(\frac{1}{\mathrm{\Lambda }^2}+\stackrel{~}{p}^2)}}\right)`$ (17)
In , the authors showed that the first new term in the above 1PI action could be obtained from a Wilsonian action with an extra $`\chi `$ field coupled linearly to $`\varphi `$.

$`S_{eff}={\displaystyle d^4x\frac{1}{2}(_\mu \varphi )^2}+{\displaystyle \frac{1}{2}}m^2\varphi ^2+{\displaystyle \frac{1}{4!}}g^2\varphi \varphi \varphi \varphi `$
$`+{\displaystyle d^4x\frac{1}{2}(\chi )o(\chi )}+{\displaystyle \frac{1}{2}}\mathrm{\Lambda }^2(o\chi )^2+{\displaystyle \frac{i}{\sqrt{96\pi ^2}}}g\chi \varphi `$ (18)
Integrating out $`\chi `$ correctly reproduces the first correction to the 1PI action.

Similarly the logarithmic term can be obtained by adding a second field $`\chi _2`$ with a coupling $`d^4xg\chi _2\varphi `$ and a logarithmic propagator

$$\chi _2(p)\chi _2(p)=2ln\left(\frac{\frac{1}{\mathrm{\Lambda }^2}+\stackrel{~}{p}^2}{\stackrel{~}{p}^2}\right)$$
(19)
The inclusion of fields with logarithmic propagators seems arbitrary, but  showed that there was a natural interpretation of these fields as coming from closed string fields living in 2 extra dimensions. The 3+1 dimensional theory where the $`\varphi `$\- quanta live is taken to be a 3-brane living in 5+1 dimensions. The $`\chi _2`$ fields live in all 5+1 dimensions, but couple to the $`\varphi `$ fields at the brane location. The $`\chi _1`$ fields live on the brane only.

The $`\chi `$ fields have the closed string metric, which is $`g^{\mu \nu }=\frac{1}{\alpha ^{}_{}{}^{}2}(\mathrm{\Theta }^2)^{\mu \nu }`$ in the brane directions, and $`\delta ^{\mu \nu }`$ in the transverse directions. Furthermore, there is a cutoff $`\frac{1}{\alpha ^{}\mathrm{\Lambda }}`$ on the transverse momenta of the $`\chi `$ fields.

Then the effective 4-dimensional propagator of the $`\chi `$ fields is

$`\chi _2(p)\chi _2(p)={\displaystyle ^{\frac{1}{\alpha ^{}\mathrm{\Lambda }}}}{\displaystyle \frac{d^2q}{(2\pi )^2}}{\displaystyle \frac{1}{\frac{\stackrel{~}{p}^2}{\alpha ^{}_{}{}^{}2}+q^2}}`$ (20)
$`={\displaystyle \frac{1}{4\pi }}ln\left({\displaystyle \frac{\frac{1}{\mathrm{\Lambda }^2}+\stackrel{~}{p}^2}{\stackrel{~}{p}^2}}\right)`$ (21)
as required.

## 4 Gauge Theories

We start with the case of $`𝒩`$=1 $`U(N)`$ noncommutative gauge theory.

The $`U(N)`$ gauge field can be written as:

$`A_\mu =A_\mu ^AT^A={\displaystyle \frac{1}{\sqrt{N}}}A_\mu ^0\mathrm{𝟏}+A_\mu ^at^a`$ (22)
where $`t^a`$ are $`SU(N)`$ matrices.

The standard action for the gauge fields is:

$$I=\frac{1}{4g^2}d^4xTr\left[F_{\mu \nu }F^{\mu \nu }\right]$$
(23)
with

$$F_{\mu \nu }=_\mu A_\nu _\nu A_\mu +iA_\mu A_\nu iA_\nu A_\mu $$
(24)
In momentum space one can write:

$`F_{\mu \nu }=p_\mu A_\nu ^AT_Ap_\nu A_\mu ^AT_A+ig(e^{i\stackrel{~}{p}^{(1)}p^{(2)}}A_\mu ^A(p^{(1)})T_AA_\nu ^B(p^{(2)})T_B`$
$`e^{i\stackrel{~}{p}^{(2)}p^{(1)}}A_\nu ^B(p^{(2)})T_BA_\mu ^A(p^{(1)})T_A)`$
$`=p_\mu A_\nu ^AT_Ap_\nu A_\mu ^AT_A+igA_\mu ^A(p^{(1)})A_\nu ^B(p^{(2)})(cos(\stackrel{~}{p}^{(1)}p^{(2)})[T_A,T_B]`$
$`+isin(\stackrel{~}{p}^{(1)}p^{(2)})\{T_A,T_B\})`$ (25)
The interaction terms are then

$`A_\mu ^A(p^{(1)})A_\nu ^B(p^{(2)})A^{\nu C}(p^{(3)})(p_\mu ^{(1)}cos(\stackrel{~}{p}^{(2)}p^{(3)})tr(T_A[T_B,T_C]+`$
$`ip_\mu ^{(1)}sin(\stackrel{~}{p}^{(1)}p^{(2)})T_A\{T_B,T_C\})`$
and

$`A_\mu ^A(p^{(1)})A_\nu ^B(p^{(2)})A^{\mu C}(p^{(3)})A^{\nu D}(p^{(4)})`$
$`(cos(\stackrel{~}{p}^{(1)}p^{(2)})[T_A,T_B]+isin(\stackrel{~}{p}^{(1)}p^{(2)})\{T_A,T_B\})`$
$`(cos(\stackrel{~}{p}^{(3)}p^{(4)})[T_C,T_D]+isin(\stackrel{~}{p}^{(3)}p^{(4)})\{T_C,T_D\})`$ (26)
We wish to compute the 1PI two point function $`FF`$ which is obtained from the diagrams in Fig. 2.

Note that every interaction involving an anticommutator is down by a factor $`\sqrt{N}`$ due to the normalization of $`A^0`$. We start by calculating the terms which are leading order in $`N`$. To this order, the vertices are identical to the commutative $`SU(N)`$ gauge theory with the replacement

$`f^{abc}f^{abc}cos(\stackrel{~}{p}^{(1)}p^{(2)})`$ (27)
The diagrams are each of the form

$`{\displaystyle \frac{d^4p}{(2\pi )^4}\frac{i}{p^2}\frac{i}{(p+q)^2}g^2C_2(G)\delta ^{ab}cos^2(\stackrel{~}{p}q)N^{\mu \nu }}`$ (28)
where

$`N_{(1)}^{\mu \nu }={\displaystyle \frac{1}{2}}(g^{\mu \rho }(qp)^\sigma +g^{\rho \sigma }(2p+q)^\mu +g^{\sigma \mu }(p2q)^\rho )`$
$`(\delta _\rho ^\nu (pq)_\sigma +g_{\rho \sigma }(2pq)^\nu +\delta _\sigma ^\nu (p+2q)_\rho )`$
$`N_{(2)}^{\mu \nu }=3(p+q)^2g^{\mu \nu }`$
$`N_{(3)}^{\mu \nu }=(p+q)^\mu p^\nu `$
$`N_{(4)}^{\mu \nu }=tr[\gamma ^\mu (i/[k])\gamma ^\nu (i/[k+q])]`$ (29)
We can combine the denominators by

$`{\displaystyle \frac{1}{p^2(p+q)^2}}={\displaystyle _0^1}𝑑x{\displaystyle \frac{1}{((1x)p^2+x(p+q)^2)^2}}={\displaystyle _0^1}𝑑x{\displaystyle \frac{1}{(P^2M^2)^2}}`$ (30)
where $`P=p+xq`$ and $`M^2=x(1x)q^2`$. We then write the $`N_{(i)}^{\mu \nu }`$ in terms of $`P,q`$. We can drop terms linear in $`P`$ by symmetry.

The diagrams are then of the form

$`{\displaystyle _0^1}𝑑x{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}g^2C_2(G)\delta ^{ab}cos^2(\stackrel{~}{P}q)\overline{N}^{\mu \nu }}`$ (31)
with

$`\overline{N}_{(1)}^{\mu \nu }={\displaystyle \frac{1}{2}}(2g^{\mu \nu }P^210P^\mu P^\nu g^{\mu \nu }q^2((2x)^2+(1+x)^2)`$
$`+q^\mu q^\nu (2(12x)^2+2(1+x)(2x))`$
$`\overline{N}_{(2)}^{\mu \nu }=3g^{\mu \nu }(P^2+(1x)q^2)`$
$`\overline{N}_{(3)}^{\mu \nu }=P^\mu P^\nu q^\mu q^\nu x(1x)`$
$`\overline{N}_{(4)}^{\mu \nu }=4P^\mu P^\nu 2g^{\mu \nu }P^2+2g^{\mu \nu }q^2x(1x)2q^\mu q^\nu x(1x)`$ (32)
The terms linear in $`P^2`$ in the above expressions give quadratic divergences which are cancelled in the usual commutative case, but give unpleasant IR divergences in the noncommutative case . However, in the supersymmetric case, these divergences cancel.

The terms quadratic in $`q`$ are then summable to give the final answer

$`{\displaystyle _0^1}𝑑x{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}g^2C_2(G)\delta ^{ab}cos^2(\stackrel{~}{P}q)(q^\mu q^\nu g^{\mu \nu }q^2)}`$ (33)
which is manifestly gauge invariant as in the commutative case.

The noncommutative case therefore differs from the commutative answer only through the replacement

$`{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}}{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}cos^2(\stackrel{~}{P}q)}`$ (34)
and this is always the case if the quadratic divergences cancel in the integrand. As shown in , this is always the case in supersymmetric theories. The LHS of the equation above produces logarithmic UV divergences (in the commutative theory). The RHS (in the noncommutative theory) produces logarithmic IR divergences. The above analysis says that we can obtain the logarithmic IR divergences of the noncommutative theory by replacing $`ln\mathrm{\Lambda }`$ of the commutative theory by $`ln\mathrm{\Lambda }_{eff}`$. This is identical to the results in  for the scalar field theory case.

Now the effective action of the usual Yang-Mills theory is of the form

$`S={\displaystyle TrF^2}+\beta (g)ln({\displaystyle \frac{p^2}{\mathrm{\Lambda }^2}})TrF^2+\mathrm{}`$ (35)
where the second term is from the running coupling.

The noncommutative effective action is then of the form

$`S={\displaystyle TrF^2}+\beta (g)ln(\stackrel{~}{p}^2)TrF^2+\mathrm{}`$ (36)
Thus, the coefficient of the IR divergence is proportional to the beta function coefficient, to the leading order in $`N`$. This is also the case for the matter diagrams. Hence, the beta functions for the quiver gauge theories are accompanied by IR divergences with the same coefficient. This will be important in the relation to closed strings.

For completeness, we calculate the subleading $`\frac{1}{N}`$ corrections to the amplitude. We will keep the external legs in the nonabelian part of the theory.

The diagrams are then the same as in the commutative case, with the replacement

$`f^{abc}sin(\stackrel{~}{p}^{(1)}p^{(2)})(\delta ^{ab}\delta ^{c0}+\delta ^{ac}\delta ^{b0}+\delta ^{bc}\delta ^{a0})`$ (37)
The final answer is then obtained from the commutative theory by the replacement

$`{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}C_2(G)}{\displaystyle \frac{d^4P}{(2\pi )^4}\frac{1}{(P^2M^2)^2}\frac{1}{N}sin^2(\stackrel{~}{P}q)}`$ (38)
This leads to further IR divergences, which are however supressed in the large $`N`$ expansion.

## 5 Orbifold Constructions

Constructions of SUSY gauge theories as the worldvolume theories of Dirichlet branes transverse to an orbifold singularity was pioneered in . The orbifold action is accompanied by an action of the discrete point group $`\mathrm{\Gamma }`$ on the Chan-paton matrices, via a finite dimensional matrix representation. In  the regular representation was utilized. This was further developed by the introduction of fractional branes , corresponding to Chan-Paton factors in arbitrary representations of $`\mathrm{\Gamma }`$.

This construction allows for a construction of a general class of gauge theories, with a prescribed matter content and interactions. As the methods involved are well known, we refer the reader to  for a more detailed derivation of results used below.

We are interested in putting D3 branes transeverse to an orbifold. We choose for simplicity two types of orbifolds:

First, we can consider orbifolds of the form $`C^2/Z_m`$, when interested in $`𝒩`$=2 SUSY theories. The single generator of the orbifold acts on two complex coordinates $`X_1,X_2`$ as follows:

$`X_1e^{2\pi i/m}X_1`$
$`X_2e^{2\pi i/m}X_2`$ (39)
One obtaines a product gauge theory $`U(N_1)\times \mathrm{}\times U(N_m)`$, with a bi-fundamental hypermultiplet, $`(N_r,\overline{N}_{r+1})`$, for each neighboring gauge groups (which are cyclically ordered). The case where all the factors $`N_r`$ are identical is the case studied in . In this case the theory turns out to be conformal. This is reflected in the orbifold model having no twisted sector tadpoles . For other choices of integers $`N_r`$, one can have logarithmic divergences, for example a non-vanishing $`\beta `$ function. This class of gauge theories has $`𝒩`$ =2 supersymmetry, and are therefore non-chiral.

Furthermore, we can consider orbifolds of the form $`C^3/(Z_m\times Z_n)`$, when interested in $`𝒩`$=1 supersymmetric theories. The $`𝒩`$ =2 example is a special case of this class of orbifolds. The two generators of $`\mathrm{\Gamma }`$, $`\alpha ,\beta `$, act as above on the complex planes spanned by $`(X_1,X_2)`$ (for $`\alpha `$), and on the plane spanned by $`(X_2,X_3)`$(for $`\beta `$). The action of a group element $`\alpha ^k\beta ^k^{}`$ on the Chan-Paton factors is given by a matrix $`\gamma _{(k,k^{})}`$.

The matter content can be summarized by the brane box rules . The gauge group is a product of unitary gauge group, one for each number $`N_{rs}`$, where $`r=1,\mathrm{}m`$ and $`s=1,\mathrm{},n`$. There are also chiral multiplets in bifundamental representations of neighbouring gauge groups. If we cyclically order $`r,s`$, there are the following chiral multiplets for each $`r,s`$:

$`(N_{r,s},\overline{N}_{r1,s}),(N_{r,s},\overline{N}_{r,s+1}),(N_{r,s},\overline{N}_{r+1,s1})`$ $`\text{in fundamental of}U(N_{r,s})`$
$`(N_{r+1,s},\overline{N}_{r,s}),(N_{r,s1},\overline{N}_{r,s}),(N_{r1,s+1},\overline{N}_{r,s})`$ in the anti-fundamental
This orbifold theory can be chiral, and care has to be taken to obtain anomaly free gauge theories. This is done by cancelling a certain class of tadpoles . These are dubbed dimension zero tadpoles in . They are tadpoles of (unphysical) twisted sector fields which are allowed to propagate in a dimension zero plane (a point) in $`C^3`$. Cancellation of such tadpoles is a consistency condition which has to be imposed in orbifold theories . This means that the quiver gauge theory is consistent if and only if the complete string theory is consistent in the corresponding background.

Still, fairly general gauge theories can be obtained by this construction, consistent with gauge anomaly cancellation. The logarithmic divergences of those theories result from tadpoles for closed string fields which were dubbed ”partially twisted” in . Those are allowed tadpoles for twisted sector fields which propagate in a (real) dimension 2 plane in $`C^3`$. We call those twisted sector fields dimension 2 fields in what follows.

To describe the relation more precisely, denote the beta function coefficients of each non-abelian gauge group factor by $`\beta _{r,s}`$. These coefficients are given by:

$$\beta _{rs}=3N_{r,s}\frac{1}{2}\left(N_{r1,s}+N_{r,s+1}+N_{r+1,s1}+N_{r+1,s}+N_{r,s1}+N_{r1,s+1}\right)$$
(41)
In the orbifold description, there are $`mn`$ twisted sector scalar fields, denoted by $`\chi _{k,k^{}}`$. These are fields twisted by the generator $`\alpha ^k\beta ^k^{}`$ of the orbifold group. Some of those twisted sector scalars, for example those which are twisted only by one of the factors in $`Z_m\times Z_n`$, propagate in dimension two plane in $`C^3`$. The tadpoles for those fields encode the beta function coefficients . We review this correspondence and compare it to the noncommutative case in the next section.

It is now straightforward to construct the noncommutative version of the quiver gauge theories. In all of the models described above , the spectrum includes an untwisted NS-NS two form. Therefore one can use the Seiberg-Witten construction , and obtain non-commutative quiver gauge theories with the matter content described above. We study this realization of the gauge theories below.

## 6 Closed String Modes

Having broken the $`𝒩`$=4 supersymmetry, which exists on D3-branes in flat space, we expect to discover the phenomena discussed in . In particular, the logarithmic UV divergences in SUSY gauge theories are now accompanied by logarithmic IR singularities. As reviewed above, one then discovers closed string modes when trying to reproduce the correct logarithmic singularity within a Wilsonian effective action.

In the present context, having obtained the gauge theory from a string theory, one should be able to account explicitly for the required closed string modes. A closed string mode $`\chi `$ is introduced for every case there is a logarithmic UV divergence in the commutative limit. The field $`\chi `$ couples linearly to a relevant or marginal operator in the gauge theory, and is allowed to propagate in two dimensions transverse to the brane.

In particular, for the quiver $`𝒩`$ =1 gauge theories, there are $`mn`$ independent $`\beta `$-function coefficients. As shown above, the Wilsonian effective action is then forced to have additional ”closed string“ fields $`\chi _{rs}`$, one for each gauge factor $`U(N_{rs})`$. They propagate in two dimensions transverse to the brane, and couple linearly to the operator $`Tr(F^2)`$ in each gauge factor. Note that the latter coupling is not gauge invariant, as the pure gauge theory has no local gauge invariant operators. Presumably, the linear coupling is a part of an infinite series of terms that couple $`\chi _{r,s}`$ to the gauge theory. Only the leading order term in such series contributes to the logarithmic divergence222Similarly, the divergence is not sensitive to the difference between regular product and \*-product, when multiplying $`\chi `$ with the corresponding operator..

In order to gain intuition about the fields $`\chi _{r,s}`$ and their couplings we consider again the commutative quiver theories. Consider calculating the $`\beta `$-functions in open string theory. This can be extracted from the two point function of the gauge fields, $`A^{(1)}A^{(2)}`$, on the annulus. Indeed, in the limit when the annulus degenerates to a loop of open string modes, the annulus reduces to the standard gauge field self-energy diagram. The existence of a non-vanishing beta function manifests itself in a logarithmic divergence in the integration over the Schwinger parameter, which is the modulus of the annulus. The relevant part of the diagram is then:

$$A=v_4\frac{dl}{l}\underset{r,s}{}\beta _{r,s}Tr(F_{rs}^2)$$
(42)
where $`v_4`$ is the volume of the non-compact directions in string units, and $`F_{r,s}`$ is the field strength of the gauge group $`U(N_{r,s})`$. The Schwinger parameter represented by the modulus of the annulus is denoted by $`l`$

Now, one can evaluate the annulus diagram in the closed string channel, where it reduces to an exchange of closed string modes. The only contribution to a logarithmic modular divergence was shown to arise from the dimension 2 twisted sector fields. Concentrating on the contribution of those fields to the annulus diagram reproduces the logarithmically divergent part of the self-energy diagram, equation (42). On the other hand it can be written as:

$$A=\underset{k,k^{}}{}Tr(\gamma _{(k,k^{})})Tr(\gamma _{(k,k^{})}\lambda _a^{rs}\lambda _b^{r^{}s^{}})F_{rs}^aF_{r^{}s^{}}^b\frac{dt}{t}$$
(43)
Here $`\lambda _a^{r,s},\lambda _b^{r^{},s^{}}`$ are the Chan-Paton matrices of the two gauge fields. The closed string modulus is $`t=\frac{1}{2l}`$. The sum is constrained to include only dimension 2, or partially twisted, sector fields.

The amplitude therefore factorizes:

$$A=A^{(1)}A^{(2)}\chi _{(k,k^{})}\frac{dt}{t}\chi _{(k,k\mathrm{`})}$$
(44)
The logarithmic divergence $`\frac{dt}{t}`$ comes from a massless closed string field propagating in two transverse dimensions. We note that this is the correct factorization of the diagram where both open string vertex operators are on the same boundary component of the annulus. The diagram which has the vertex operators on different boundaries factorizes differently, but does not contributes to the self-energy of the non-abelian gauge bosons.

The argument above gives the following relations between the linear couplings of the fields $`\chi _{(k,k^{})}`$ and the $`\beta `$-function coefficients:

$$\underset{k,k^{}}{}Tr(\gamma _{(k,k^{})})Tr(\gamma _{(k,k^{})}\lambda _a^{rs}\lambda _b^{r^{}s^{}})=\beta _{r,s}\delta ^{ab}$$
(45)
where the sum is again over the partially twisted sectors only. The first factor on the left hand side is the tadpole of $`\chi _{(k,k^{})}`$ and the second factor is the coupling of $`\chi _{(k,k^{})}`$ to the operator $`Tr(F_{rs}^aF_{r^{}s^{}}^b)`$ in the gauge theory.

We see that the non-abelian $`\beta `$-functions translate in the closed string channel to the existence of linear couplings between closed string fields $`\chi _{(k,k^{})}`$ and the operators $`Tr(F^2)`$ and $`\mathcal{1}`$ of the gauge theory. This is very similar to the couplings needed in the non-commutative case . In the commutative case the contribution of those closed string modes to open string scattering vanishes in the decoupling limit, as explained below.

We now turn to the non-commuatative case and discuss the effects of the fields $`\chi _{(k,k^{})}`$. The Wilsonian effective action of the quiver gauge theory is forced to have some fields $`\chi `$ which couple to operators in the gauge theory. We see that in the orbifold models there are natural candidates for the fields $`\chi `$. As they are predicted to propagate only in two extra dimensions they must be the partially twisted sector fields discussed above. Furthermore, we saw that those closed string fields have linear couplings to operators in the gauge theory.

To compare explicitely to the prescription of , we consider the couplings of the fields $`\chi _{(k,k^{})}`$. First, their kinetic terms live in 6 dimensions, and couple to the closed string metric. Therefore their bulk action is:

$$I_{bulk}=d^6x\left[_\mu \chi _\nu \chi g^{\mu \nu }+_a\chi _b\chi g^{ab}\right]$$
(46)
where $`\mu ,\nu `$ are the commutative directions, on and off the brane, and $`a,b`$ are the non-commuting coordinates. The closed string metric in the non commuting directions is given in the Seiberg-Witten limit as:

$$G_{ab}=\frac{\alpha _{}^{}{}_{}{}^{2}}{(\mathrm{\Theta }^2)^{ab}}$$
(47)
There are also linear couplings to the operators $`Tr(F_{rs}^2)`$ and $`1`$ in the gauge theory, as discussed above333The linear couplings can be calculated from disc diagrams in string theory. The presence of a $`B`$-field merely changes the commmutative gauge fields to non-commutative ones.

In  we are instructed to include the closed string modes $`\chi `$ up to a certain momentum scale, $`\frac{1}{\alpha ^{}\mathrm{\Lambda }}`$, in the transverse directions. This scale is clear if we consider open-closed channel duality. The effect of integrating out open strings of momenta higher than $`\mathrm{\Lambda }`$ can be summarized by inclusion of closed strings up to momenta $`\frac{1}{\alpha ^{}\mathrm{\Lambda }}`$. We comment on this cutoff further below.

Finally, the relation (45) is exactly the correct relation between the linear couplings of the fields $`\chi _{(k,k^{})}`$ and the IR divergences. Such relation guarentees that closed string mode exchange diagrams indeed reproduce all the IR divergences, to the leading order in the ’tHooft large $`N_c`$ expansion.

The crucial difference between the commmutative and noncommutative cases lies in the relation between the open and closed string metrics, giving a different scaling of the closed string metric with $`\alpha ^{}`$. The Seiberg-Witten decoupling limit sends $`\alpha ^{}`$ to zero, while keeping open string quantities fixed. This includes the UV cut-off scale $`\mathrm{\Lambda }`$.

In the commutative case the effect of the fields $`\chi `$ vanishes in the decoupling limit $`\alpha ^{}0`$, up to counterterms which renormalize the Wilsonian effective action. This fits with the interpretation of these effects as summarizing high momentum gauge theory effects.

In the noncommutative case, as shown in , the effects of the closed string modes are non-vanishing in the decoupling limit. Integrating out the gauge theory high momentum modes does not decouple them in the usual way. Rather, they have some IR effects which are nicely summarized by inclusion of some light closed string modes.

## 7 Conclusions

To summarize, we find that closed string modes, conjectured by  to be a necessary ingredient of the Wilsonian effective action, do indeed exist in a concrete example. In the example studied, working with a finite cutoff couples the open string back to the closed string in a controllable manner. Using the closed string fields we were able to reproduce the infrared behaviour in the leading order in the large $`N_c`$ limit.

The discrepancy has to do with the overall $`U(1)`$ contribution in the loop, and is independent of the details of the gauge group or the matter content. This suggests an additional ”singleton“ $`\chi `$ field to account for this divergence. It would be interesting to discover that closed string directly.

Another puzzling aspect of the analysis is the origin of the cutoff on the closed string momenta. The effect of integrating out open strings of momenta higher than $`\mathrm{\Lambda }`$ is summarized by inclusion of the massless closed strings, which have momenta up to $`\frac{1}{\alpha ^{}\mathrm{\Lambda }}`$. However, this momentum scale is higher than the string scale, and therefore it is not clear why massive closed string modes should not be included444We thank M. Berkooz for conversations on the subject.. This might have to do with supersymmetry, as suggested in . We note that any such contribution is surprising, and it is conceivable that only a small subset of closed string mode can produce the correct behaviour. For example, massless closed string states that propagate in more than two dimensions do not contribute to the infrared divergences. We do not, however, have a clear understanding why massive twisted sector mode apparently make no contribution.

Finally, in the context of orbifolds, the quadratic divergences present a puzzle. The results in the supersymmetric cases discussed above strongly suggest that quadratic divergences can be accounted for by dimension zero tadpoles: tadpoles for twisted sector scalars that are forced to a point in the transverse space. However, consistency condition for string on orbifolds require vanishing of all such tadpoles . These conditions stem from an inconsistent equation of motion for such fields, and naively have nothing to do with supersymmetry.

## 8 Acknowledgements

We thank O. Aharony, M. Berkooz, M. Douglas, H. Liu, and G. Moore for useful conversations.

The research was supported in part by DOE grant DE-FG02-96ER40959.