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# 1 Introduction

## 1 Introduction

It has been conjectured  that because of the interplay of Quantum Mechanics and General Relativity at the Planck scale, space-time ought to be regarded as a derived concept whose structure should follow from the properties of Quantum Field Theory. Perturbative quantum field theory (PQFT), albeit its conceivable limitations at distances of the order of the Planck length, is the only computational tool available at present, and so the elucidation of the mathematical structures behind that theory is a suggestive first step in pursuing this line of thought. One of these structures, which is based on the original work of Kreimer  and further developed in , is now generally known as the Hopf Algebra of Renormalization and it provides the underlying mathematics behind the Forest Formula in the process of renormalization. Basically this Hopf algebra can be represented by Feynman diagrams or decorated rooted trees, where decorations are one-particle irreducible (1PI) divergent diagrams without subdivergences. Other Hopf algebras related to rooted trees and to the Hopf Algebra of Renormalization have been discussed in the literature, such as the vector space Hopf algebra of rooted trees of Larson and Grossman . The connection of this algebra with the algebra of Kreimer and Connes was analyzed in  and more recently revised in . For a formulation in terms of a single mathematical construction of the several Hopf algebras described by rooted trees see van der Laan .

The essential point of the Kreimer-Connes formalism is that given that a theory is renormalizable an appropriately defined twisted antipode, based on the minimal subtraction scheme of renormalization, generates the counterterms corresponding to the BPHZ Forest Formula and the antipode axiom provides a systematic procedure for deriving the physically correct and finite expression for a given diagram. However, the mere fact that the twisted antipode axiom, or for that matter the Forest Formula, provide a finite answer does not suffice to make the theory physical. It is crucial, in order that the theory be renormalizable, that the resulting counterterms are of the same form as those in the original Lagrangian and that they can be absorbed into the bare parameters of the renormalized Lagrangian in a consistent manner. Generally this is not possible, and in such a case the theory is described as non-renormalizable. Of course if we know a priori that the theory is renormalizable then the Hopf algebra of decorated rooted trees or of Feynman diagrams remains most valuable both as the mathematical structure behind the Forest Formula as well as for a systematic construction of renormalized Green functions.

Another Hopf algebra related to rooted trees by a canonical mapping is the algebra of normal coordinates that was recently discussed in . In that work undecorated rooted trees were considered, and the relevance of normal coordinates to the concept of k-primitiveness as well as their role in the process of renormalization was analyzed. It was also shown there that for undecorated ladder trees, or to that effect for non-branched trees with only one decoration (such as in rainbow diagrams), the renormalization of the associated normal coordinates is a one step procedure. However, when the diagrams for a theory involve more than one decoration (as is usually the case) ladder normal coordinates are in general no longer primitive, even though one can still expect them to posses a milder pole structure than that present in the rooted tree coordinates. Some of the pertinent questions left open in the above cited paper concerned the physical interpretation of the normal coordinates and whether perturbation theory could be formulated directly in terms of them without having to go first through the algebra of rooted trees or Feynman diagrams. These questions provided some partial motivation for the present work where we investigate some additional Hopf algebra structures that can be associated naturally to the Hausdorff series expansion of PQFT. Specifically, we show here that the power sum symmetric functionals of these perturbative expansions are elements of a free Lie subalgebra as well as Hopf primitives of its enveloping free algebra. Moreover these primitives can be expressed as linear combinations of Hall polynomials and, diagrammatically, as Hall trees. We show also that a Hall tree corresponds to sums of Feynman diagrams, each with the same number of vertices, external legs and loops.

In addition, since the Lie subalgebra admits a derivation endomorphism, we further show that - with respect to it - these primitives are cyclic vectors generated by the free propagator, and thus provide a recursion relation by means of which the (n+1)-vertex connected Green functions can be derived systematically from the n-vertex ones. Lastly we show that the Hopf primitives considered here are normal coordinates resulting from a canonical mapping applied to the Poincaré-Birkhoff-Witt basis constructed from the complete homogeneous symmetric functionals, which appear also naturally in the Hausdorff series expansion of PQFT. This combinatorics is reminiscent of the one appearing in , but the possibility of a deeper relationship between the two Hopf algebras, and therefore a possible physical interpretation for the normal coordinates in , requires further investigation.

The paper is structured as follows: In section 2 we begin with a brief review of the main steps that lead to the perturbative expansion of the transition amplitude, and describe its relation to the Hausdorff series and to the associated Hopf algebras for which the power sum functionals are primitives. In subsections 2.1.1-2.1.3 the free algebra related to these structures is discussed and it is shown that the functional primitives are linear combinations of the Hall polynomials that generate the Lie subalgebra of our free algebra. We also show that this Lie subalgebra admits a derivation endomorphism with respect to which all the primitives are cyclic vectors generated by the free propagator. The diagrammatic representation of the primitives in terms of Hall trees is also discussed in this section and shown to give a clear image of this cyclicity and of the iteration process by means of which the $`(n+1)`$-vertex connected Green functions can be constructed from the $`n`$-vertex ones. Section 3 is devoted to a discussion of our main results and possible lines of future related research. We also give there an explicit and heuristic argument, based on a Birkhoff decomposition of the Hopf algebra considered here, which we believe helps to stress some of the points made in this Introduction.

## 2 Algebraic Structures in Perturbation Quantum Field Theory

Let us begin with a brief summary of the essential steps in PQFT leading to the Green functions, with the dual purpose of making our presentation self contained as well as for identifying the basic mathematical and physical entities to which the Hopf algebras considered here are related.

For an arbitrary field theory the Euclidean transition amplitude (the formulation in Minkowski space is achieved by analytic continuation) is given by

$$W_E[𝐉]=N𝒟𝚽𝐞^{{\scriptscriptstyle d^dx[_0+_{int}𝐉𝚽]}}.$$
(1)
Here $`\mathrm{\Phi }`$ denotes the set of fields appearing in the theory, and $`𝐉`$ denotes the set of arbitrary currents introduced to drive each field111Following Ref. we use the notation $`W_E[J]`$ for the generating functional of connected and disconnected graphs, and $`Z_E[J]`$ for the generating functional of connected graphs, sometimes the opposite notation is used in other works.. Using functional derivatives the amplitude (1) can be rewritten as

$$W_E[𝐉]=𝐞^{_{int}\left(\frac{\delta }{\delta 𝐉_x}\right)_x}𝐞^{Z^0[𝐉]}W_0[0]$$
(2)
where $`_{int}\left(\frac{\delta }{\delta 𝐉_x}\right)`$ is the Lagrangian of interaction written in terms of functional derivatives of the field currents $`𝐉(x)`$, and $`W_0[𝐉]=𝐞^{Z^0[𝐉]}W_0[0]`$ is the free generating functional. The symbol $`_x`$ stands for integration over the variable $`x`$ (after acting to the right with the functional derivative). Note that the functional derivatives with respect to the currents act according to the Leibnitz rule on the term $`𝐞^{Z^0[𝐉]}`$, and functional derivatives that go through to the right of that term cancel when acting on $`W_0[0]`$. Thus here $`W_E[𝐉]`$ is a functional and not an operator.

To simplify our exposition we shall consider the neutral scalar $`\phi ^4`$ theory in Euclidean 4-dimensions when doing explicit calculations. It is well known that this theory is renormalizable and a clear discussion of the steps leading to its renormalization may be found in . For this case the transition amplitude in (1) reduces to

$$W_E[J]=N𝒟\phi 𝐞^{{\scriptscriptstyle d^4x[{\scriptscriptstyle \frac{1}{2}}_\mu \phi _\mu \phi +{\scriptscriptstyle \frac{1}{2}}m^2\phi ^2+V(\phi )J\phi ]}},$$
(3)
and (2) becomes

$$W_E[J]=𝐞^{V(\frac{\delta }{\delta J_x})_x}e^{Z^0[J]}W_0[0],$$
(4)
where

$$V(\frac{\delta }{\delta J_x})_x=d^4x\frac{\lambda }{4!}\frac{\delta ^4}{\delta J_x^4},$$
(5)
$$W_0[0]=N𝒟\phi 𝐞^{{\scriptscriptstyle d^4x[{\scriptscriptstyle \frac{1}{2}}_\mu \phi _\mu \phi +{\scriptscriptstyle \frac{1}{2}}m^2\phi ^2]}},$$
(6)
$$Z^0[J]=\frac{1}{2}J(x)\mathrm{\Delta }_{xy}J(y)_{xy},$$
(7)
and

$$\mathrm{\Delta }_{xy}=\frac{1}{(2\pi )^4}d^4p\frac{𝐞^{ip(xy)}}{p^2+m^2}$$
(8)
is the Feynman propagator in 4-dimensional Euclidean space.

Writing $`W_E[J]=𝐞^{Z_E[J]}`$ and rearranging (4) results in

$$Z_E[J]=\mathrm{ln}W_0[0]+Z^0[J]\mathrm{ln}\left(1+𝐞^{Z^0[J]}\left(e^{V(\frac{\delta }{\delta J})}1\right)𝐞^{Z^0[J]}(1)\right),$$
(9)
where, in order to make both sides of the above equation consistent, we have explicitly included the action on the identity function of the operator inside the logarithm, so as to cancel derivations to the right of $`𝐞^{Z^0[J]}`$. Now let

$$\sigma (\lambda ):=𝐞^{Z^0[J]}\left(𝐞^{V(\frac{\delta }{\delta J})}1\right)𝐞^{Z^0[J]}(1)=\underset{k1}{}\lambda ^kS_k[J],$$
(10)
where the second equality is the formal power series expansion of the first one in terms of the coupling constant $`\lambda `$ in the potential. If we further define

$$\psi (\lambda ):=\underset{k1}{}\lambda ^k\psi _k[J]=\mathrm{ln}(1+\underset{k1}{}\lambda ^kS_k[J]),$$
(11)
it then readily follows from (9) that

$$Z_E[J]=\mathrm{ln}W_0[0]+Z^0[J]\underset{k1}{}\lambda ^k\psi _k[J].$$
(12)
Note that in the theory of symmetric functions  an expression like (11) relates the complete homogeneous symmetric functions to the so called power sum symmetric functions or Schur polynomials, so we can use the combinatorics of that theory to write down the explicit (invertible) relation between the functionals $`\psi _k[J]`$ and the $`S_i[J]`$, as homogeneous polynomials of order $`k`$ in the latter. This is given by

$$\psi _k[J]=\underset{|I|=k}{}(1)^{l(I)1}\frac{S^I}{l(I)},$$
(13)
where $`I`$ is a composition $`I=(i_1,\mathrm{},i_r)`$ of nonnegative integers, $`|I|=_ki_k`$ is its weight, $`l(I)=r`$ is its length and $`S^I=S_{i_1}S_{i_2}\mathrm{}S_{i_r}`$. In terms of the Feynman diagrammatic representation, the $`\psi _k[J]`$ correspond to linear combinations of connected graphs each with $`k`$ vertices.

Defining the operator

$`X`$ $`=`$ $`{\displaystyle \frac{1}{\lambda }}𝐞^{Z^0[J]}\left(V({\displaystyle \frac{\delta }{\delta J_{x_1}}})_{x_1}\right)𝐞^{Z^0[J]}`$ (14)
$`=`$ $`{\displaystyle \frac{1}{\lambda }}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n!}}\text{ad}(Z^0[J])^n\left(V({\displaystyle \frac{\delta }{\delta J_{x_1}}})_{x_1}\right),`$
where the adjoint operator in the second equality is defined as the right normed bracketing: $`\text{ad}(b)^n(a)[b,[b,\mathrm{},[b,a]]\mathrm{}]`$, one can verify that the functionals $`S_k`$ introduced above are given by the recursion relations

$`S_1[J]`$ $`=`$ $`X(1)`$
$`S_n[J]`$ $`=`$ $`{\displaystyle \frac{1}{n}}X(S_{n1}[J])(1),`$ (15)
where $`X(1)`$ denotes the action of the operator (14) on the identity function.

In the same way that $`X`$ generates a recursion relation for the functionals $`S_k`$, we will show bellow that a derivation operator can be defined which when acting on the $`\psi _k[J]`$ leads to expressions analogous to (15). We first analyze some of the algebraic structures behind the operators occurring in (4) and (9).

### 2.1 Algebraic Structures

As mentioned in the Introduction, one of our goals in this paper is to investigate the relevance to the process of renormalization of Hopf algebra primitives that occur naturally at a prediagram stage in PQFT. Therefore these primitives must be related to the two entities appearing in the perturbation expansion of the transition amplitude, i.e. the complete homogeneous symmetric functionals and the power sum symmetric functionals.

From the theory of symmetric functions we know that one can associate respective Hopf algebra structures to these two sets of functionals for which the $`\psi _k[J]`$ are primitives. In addition to the above, there is a free algebra generated by the operator $`V`$ and the functional $`Z^0[J]`$ for which the $`\psi _k[J]`$ are also primitives. We describe these three Hopf algebras which are related by the following diagram

$$\begin{array}{cccc}K<\left\{S_k\right\}>K<\left\{\psi _k\right\}>& K<\left\{\mathrm{\Psi }_k\right\}>& & K<Y>\\ & & & \\ & 𝔏_K(\{\mathrm{\Psi }_k\})& & 𝔏_K(Y)\\ & & & \\ & & & \\ & & \psi _k& \end{array}$$

#### 2.1.1 The Free Algebra $`K<Y>`$ and its Hopf Algebra Structure

Let $`K<Y>`$ be the unital free associative $`K`$-algebra over a field of characteristic zero (including $``$) and generated by the two-letter alphabet $`Y=\{Z^0[J],V(\frac{\delta }{\delta J_x})_x\}`$ of non-commuting variables, with concatenation as multiplication and unit (neutral) element $`\mathrm{𝟏}`$ the empty word. Let $`𝔏_K(Y)`$ be the infinite dimensional free Lie algebra on $`Y`$ where its elements are submodules of $`K<Y>`$ with Lie bracket as multiplication. $`K<Y>`$ is the enveloping algebra of $`𝔏_K(Y)`$. We can give $`K<Y>`$ a Hopf algebra structure  by defining a primitive coproduct on the alphabet letters:

$`\mathrm{\Delta }(\mathrm{𝟏})`$ $`=`$ $`\mathrm{𝟏}\mathrm{𝟏},`$ (16)
$`\mathrm{\Delta }(Z^0[J])`$ $`=`$ $`\mathrm{𝟏}Z^0[J]+Z^0[J]\mathrm{𝟏},`$ (17)
$`\mathrm{\Delta }(V)`$ $`=`$ $`\mathrm{𝟏}V+V\mathrm{𝟏},`$ (18)
and extending it to words by the connection axiom. The antipode is given by

$`S(a)`$ $`=`$ $`a,(a=V,\text{or}Z^0[J])`$ (19)
$`S(\mathrm{𝟏})`$ $`=`$ $`\mathrm{𝟏},`$ (20)
and is extended to words by the antihomorphism

$$S(a_1\mathrm{}a_n)=S(a_n)\mathrm{}S(a_1).$$
(21)
The counit map $`\epsilon :K<Y>K`$ is defined on the generating letters by

$`\epsilon (a)`$ $`=`$ $`0(a=V,\text{or}Z^0[J])`$ (22)
$`\epsilon (\mathrm{𝟏})`$ $`=`$ $`1,`$ (23)
and is extended to words by the connection axiom. All the elements (Lie polynomials) $`P𝔏_K(Y)`$ are primitives of this Hopf algebra:

$$\mathrm{\Delta }(P)=\mathrm{𝟏}P+P\mathrm{𝟏},$$
(24)
and

$`S(P)`$ $`=`$ $`P,`$ (25)
$`\epsilon (P)`$ $`=`$ $`(P,\mathrm{𝟏}),`$ (26)
where $`(P,\mathrm{𝟏})`$ is the coefficient in $`P`$ of the unit element.

We introduce now on $`K<Y>`$ a derivation which maps $`V(\frac{\delta }{\delta J_x})_x`$ onto 0, and $`Z^0[J]`$ onto $`X`$ by means of the operator

$$D=X\frac{}{Z^0[J]}.$$
(27)
Clearly $`D`$ is an endomorphism on $`K<Y>`$.

Since $`Z^0[J]`$ and $`V(\frac{\delta }{\delta J_x})_x`$ do not commute, the action of the derivation $`D`$ on an arbitrary function of $`Z^0[J]`$ is given by :

$$D(f(Z^0[J]))=\underset{k1}{}\frac{1}{k!}\text{ad}(Z^0[J])^{k1}\left(DZ^0[J]\right)f^{(k)}\left(Z^0[J]\right),$$
(28)
and, in particular,

$`D(𝐞^{Z^0[J]})`$ $`=`$ $`{\displaystyle \underset{k1}{}}{\displaystyle \frac{1}{k!}}\text{ad}(Z^0[J])^{k1}(X)𝐞^{Z^0[J]}`$ (29)
$`=`$ $`\left({\displaystyle \frac{𝐞^{\text{ad}(Z^0[J])}1}{\text{ad}(Z^0[J])}}\right)(X)𝐞^{Z^0[J]}`$
$`=`$ $`𝐞^{Z^0[J]}(X)e^{Z^0[J]}𝐞^{Z^0[J]}`$
$`=`$ $`{\displaystyle \frac{1}{\lambda }}V\left({\displaystyle \frac{\delta }{\delta J_x}}\right)_x𝐞^{Z^0[J]},`$
where in going from the third to the last line we have made use of (14). Moreover since $`D(V(\frac{\delta }{\delta J_x})_x)=0`$, we immediately get

$$\lambda ^nD^n(𝐞^{Z^0[J]})=\left(V\left(\frac{\delta }{\delta J_x}\right)_x\right)^n𝐞^{Z^0[J]}.$$
(30)
Using now once more the fact that $`D`$ is a derivation, we have that the exponential map $`\mu =𝐞^{\lambda D}`$ is a homomorphism of algebras and

$`\mu (𝐞^{Z^0[J]})`$ $`=`$ $`{\displaystyle \underset{n0}{}}{\displaystyle \frac{\lambda ^n}{n!}}D^n(𝐞^{Z^0[J]})`$ (31)
$`=`$ $`{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n!}}\left(V\left({\displaystyle \frac{\delta }{\delta J_x}}\right)_x\right)^n𝐞^{Z^0[J]}`$
$`=`$ $`𝐞^{V(\frac{\delta }{\delta J_x})_x}𝐞^{Z^0[J]}.`$
Furthermore, since $`\mu `$ is a continuous homomorphism,

$`𝐞^{V(\frac{\delta }{\delta J_x})_x}𝐞^{Z^0[J]}`$ $`=`$ $`\mu \left(𝐞^{Z^0[J]}\right)`$ (32)
$`=`$ $`𝐞^{\mu (Z^0[J])}`$
$`=`$ $`\mathrm{exp}\left({\displaystyle \underset{n0}{}}{\displaystyle \frac{\lambda ^n}{n!}}D^n(Z^0[J])\right),`$
where

$$D^n(Z^0[J])=(1)^n\underset{n}{\underset{}{\left(X\frac{}{Z^0[J]}\right)\mathrm{}\left(X\frac{}{Z^0[J]}\right)}}(Z^0[J]).$$
(33)
Writing

$$𝐞^\mathrm{\Psi }=𝐞^{V(\frac{\delta }{\delta J_x})_x}𝐞^{Z^0[J]},$$
(34)
we obtain from (32) and (34) the Hausdorff series relation

$$\mathrm{\Psi }=Z^0[J]+\underset{n1}{}\frac{\lambda ^n}{k!}D^k(Z^0[J]).$$
(35)
Let us now define

$$\mathrm{\Psi }_k:=\frac{1}{k!}D^k(Z^0[J]),$$
(36)
which exhibits the operators $`\mathrm{\Psi }_k`$ as cyclic vectors with respect to $`D`$ generated by $`Z^0[J]`$, and rewrite $`X`$, introduced in (14), as

$$X=\frac{1}{\lambda }\underset{j=0}{\overset{d}{}}\frac{1}{j!}[Z^0[J],V\left(\frac{\delta }{\delta J_x}\right)_x]_j,$$
(37)
where $`[Z^0[J],V(\frac{\delta }{\delta J_x})_x]_j`$ is defined recursively by $`[Z^0[J],V(\frac{\delta }{\delta J_x})_x]_j=[Z^0[J],[Z^0[J],V(\frac{\delta }{\delta J_x})_x]_{j1}]`$, $`[Z^0[J],V(\frac{\delta }{\delta J_x})_x)]_0=V(\frac{\delta }{\delta J_x})_x`$, and the upper index $`d`$ in the sum above is the degree of the functional derivative in $`V(\frac{\delta }{\delta J_x})_x`$ ($`n`$=4 for the $`\phi ^4`$ theory).

It clearly follows from this and (33) that the cyclic vectors $`\mathrm{\Psi }_k`$ are elements of $`𝔏_K(Y)`$ and, hence, primitive elements of the Hopf algebra $`K<Y>`$.

In addition, since $`D`$ is also an endomorphism on $`𝔏_K(Y)`$ there is a Hochschild cohomology associated with this algebra for which $`D`$ is a 1-cochain $`D:𝔏_K(Y)𝔏_K(Y)`$ with coboundary

$$bD(P)=(\text{i}dD)\mathrm{\Delta }(P)D(P)\mathrm{𝟏};P𝔏_K(Y).$$
(38)
Evidently $`bD(P)=0`$, because of (24), so the Lie polynomials $`P`$, and in particular the $`\mathrm{\Psi }_k`$, are 1-cocycles for this cohomology.

Note that by applying both sides of (35) to the identity function and recalling (4) we recover (12), with the functional $`\psi _k[J]`$ given by

$$\psi _k[J]=\frac{1}{k!}D^k(Z^0[J])(1).$$
(39)
Furthermore, since the $`\psi _k[J]`$ are made up by linear combinations of Lie monomials that do not cancel when acting from the left on the identity they are obviously also elements of $`𝔏_K(Y)`$ and primitives of the Hopf algebra $`K<Y>`$.

We can derive a recursion relation for the cyclic functionals $`\psi _k[J]`$ by observing that the right side of (39) can be written as

$$D^n(Z^0[J])(1)=(1)^n\left(\underset{n1}{\underset{}{\left(X\frac{}{Z^0[J]}\right)\mathrm{}\left(X\frac{}{Z^0[J]}\right)}}X\right)(1).$$
(40)
In particular, for $`n=1`$

$$D(Z^0[J])(1)=\left(X\frac{}{Z^0[J]}(Z^0[J])\right)(1)=X(1)=\psi _1,$$
(41)
which is in agreement with (15) and (13).

To further see how to interpret the right side of (40) for $`n2`$, use (37) and note that in order to take into account the fact that the identity cancels functional derivatives acting on it, we must first apply the $`n1`$ derivations in (40) to $`X`$ following the Leibnitz rule, evaluate each of the resulting derivations on $`X`$ inside the commutators by acting on the identity function according to (39), and finally act with the resulting bracket polynomial on the identity. Thus

$$\begin{array}{cc}\hfill \psi _2& =\frac{1}{2}\left(\left(X\frac{}{Z^0[J]}\right)X\right)(1)\hfill \\ & =\frac{1}{2\lambda }\left(X\frac{}{Z^0[J]}\right)(V[V,Z^0[J]]+\frac{1}{2}[[V,Z^0[J]],Z^0[J]]\hfill \\ & +\underset{j=3}{\overset{d}{}}\frac{1}{j!}[Z^0[J],V]_j)(1)\hfill \\ & =\frac{1}{2\lambda }([V,\psi _1]+\frac{1}{2}[[V,\psi _1],Z^0[J]]+\frac{1}{2}[[V,Z^0[J]],\psi _1]+\mathrm{})(1),\hfill \end{array}$$
(42)
$$\begin{array}{cc}\hfill \psi _3& =\frac{1}{6}\left(\left(X\frac{}{Z^0[J]}\right)\left(X\frac{}{Z^0[J]}\right)X\right)(1)\hfill \\ & =\frac{1}{6\lambda }\left(X\frac{}{Z^0[J]}\right)([V,X]+\frac{1}{2}[[V,X],Z^0[J]]\hfill \\ & +\frac{1}{2}[[V,Z^0[J]],X]+\mathrm{})(1)\hfill \\ & =\frac{1}{6\lambda }\left([V,\left(\left(X\frac{}{Z^0[J]}\right)X\right)(1)]\right)\hfill \\ & +\frac{1}{2}[[V,\left(\left(X\frac{}{Z^0[J]}\right)X\right)(1)],Z^0[J]]\hfill \\ & +\frac{1}{2}[[V,Z^0[J]],\left(\left(X\frac{}{Z^0[J]}\right)X\right)(1)]+[[V,\psi _1],\psi _1]+\mathrm{})(1)\hfill \\ & =\frac{1}{6\lambda }(2[V,\psi _2][[V,\psi _2],Z^0[J]]+[[V,\psi _1],\psi _1]\hfill \\ & [[V,Z^0[J]],\psi _2]+\mathrm{})(1).\hfill \end{array}$$
(43)
Iterating on the above, we get the general recursion relation

$$\psi _{n+1}[J]=\frac{1}{n+1}D\psi _n[J]=\frac{1}{n+1}\psi _1\frac{}{Z^0[J]}\psi _n.\mathrm{}$$
(44)
It should be recalled however that in the implementation of (44) one has to take $`\psi _1=\frac{1}{\lambda }_{j=1}^d\frac{1}{j!}[Z^0[J],V(\frac{\delta }{\delta J_x})_x]_j`$, perform the derivations to the required order and then evaluate on the identity function.

We can express the above results in graphical form by making use of Hall trees. To this end recall  that each Hall tree $`h`$ of order at least 2 can be written as $`h=(h^{},h^{\prime \prime })`$, where $`h^{}`$ and $`h^{\prime \prime }`$ are the immediate left and right subtrees, respectively, and such that the total ordering

$$h<h^{\prime \prime },h^{}<h^{\prime \prime }\text{and either }h^{}Y,\text{ or }h^{}=(x,y)\text{ and }yh^{\prime \prime }$$
(45)
is satisfied. This ordering is lexicographical and is determined by the letters in the alphabet $`Y`$ that label the leaves. Also, each node in a tree corresponds to a Lie bracket and the foliage $`f(h)`$ of the tree is the canonical mapping defined by $`f(a)=a`$ if $`a`$ is in $`Y`$ and $`f(h)=f(h^{})f(h^{\prime \prime })`$ if $`h=(h^{},h^{\prime \prime })`$ is of degree $`2`$. Now, since a Hall word is the foliage of a unique Hall tree, and since for each Hall word $`h`$ there is a Lie polynomial $`P_h`$, it can be shown that these Hall polynomials form an infinite dimensional basis of the Lie algebra $`𝔏_K(Y)`$ viewed as a $`K`$-module. Parenthetically, one also has that the decreasing products of Hall polynomials $`P_{h_1}\mathrm{}P_{h_n}`$, $`h_1\mathrm{}h_n`$ form a basis of the free associative algebra $`K<Y>`$.
Consequently, using the ordering $`V<Z^0`$ for our two letter alphabet $`Y`$ and the algorithm given in the proof of Theorem 4.9 in , we can always write the $`\psi _i[J]`$’s, as derived from (36) and (44), as linear combinations of Hall polynomials (equivalently Hall trees). Thus, for example

$$\mathrm{\Psi }_1X=\frac{1}{\lambda }\left(V\text{}+\frac{1}{2}\text{}\frac{1}{6}\text{}+\frac{1}{24}\text{}\right),$$
(46)
so

$$\psi _1[J]=\mathrm{\Psi }_1(1)=\frac{1}{2\lambda }\text{}+\frac{1}{6\lambda }\text{}\frac{1}{24\lambda }\text{};$$
(47)
and

$`\mathrm{\Psi }_2`$ $`=`$ $`{\displaystyle \frac{1}{2\lambda }}\text{}+{\displaystyle \frac{1}{4\lambda }}\left(\text{}+\text{}\right)`$ (48)
$`{\displaystyle \frac{1}{12\lambda }}\left(\text{}+\text{}+\text{}\right)`$
$`+{\displaystyle \frac{1}{48\lambda }}\left(\text{}+\text{}+\text{}+\text{}\right),`$
$`\psi _2[J]`$ $`=`$ $`{\displaystyle \frac{1}{2\lambda }}\text{}+{\displaystyle \frac{1}{4\lambda }}\left(\text{}+\text{}\right)`$ (49)
$`{\displaystyle \frac{1}{12\lambda }}(\text{}+\text{}+\text{})`$
$`+{\displaystyle \frac{1}{48\lambda }}(\text{}+\text{}+\text{}+\text{}).`$
Note that (47) and (49) for the functionals $`\psi _1[J]`$ and $`\psi _2[J]`$ imply acting on the identity function from the left with the diagrams and replacing in addition the $`\mathrm{\Psi }_1`$ in the foliage of (48) by $`\psi _1[J]`$. The corresponding Hall tree for $`\psi _2[J]`$ is obtained by grafting (47) onto each of the branches labeled with $`\psi _1[J]`$ and implementing the above mentioned algorithm. The procedure is then iterated to whatever order of the $`\psi `$’s one is interested.

By a straightforward calculation one can verify that the final expressions for $`\psi _1[J]`$ and $`\psi _2[J]`$ in terms of propagators for the $`\phi ^4`$ theory are

$$\begin{array}{cc}\hfill \psi _1[J]& =\frac{1}{4!}[\mathrm{\Delta }_{xa}\mathrm{\Delta }_{xb}\mathrm{\Delta }_{xc}\mathrm{\Delta }_{xd}J_aJ_bJ_cJ_d\hfill \\ & 6\mathrm{\Delta }_{xx}\mathrm{\Delta }_{xa}\mathrm{\Delta }_{xb}J_aJ_b+3\mathrm{\Delta }_{xx}^2],\hfill \end{array}$$
(50)
$$\begin{array}{cc}\hfill \psi _2[J]& =\frac{1}{2}J_a\mathrm{\Delta }_{ax}(\frac{1}{6}\mathrm{\Delta }_{xy}^3+\frac{1}{4}\mathrm{\Delta }_{xx}\mathrm{\Delta }_{xy}\mathrm{\Delta }_{yy})\mathrm{\Delta }_{yb}J_b_{xyab}\hfill \\ & \frac{1}{8}J_a\mathrm{\Delta }_{ax}\mathrm{\Delta }_{xy}^2\mathrm{\Delta }_{yy}\mathrm{\Delta }_{xb}J_b_{xyab}\hfill \\ & +\frac{2}{4!}J_a\mathrm{\Delta }_{ax}\mathrm{\Delta }_{xx}\mathrm{\Delta }_{xy}\mathrm{\Delta }_{yb}\mathrm{\Delta }_{yc}\mathrm{\Delta }_{yd}J_bJ_cJ_d_{xyabcd}\hfill \\ & +\frac{3}{2(4!)}J_aJ_b\mathrm{\Delta }_{ax}\mathrm{\Delta }_{bx}\mathrm{\Delta }_{xy}^2\mathrm{\Delta }_{yc}\mathrm{\Delta }_{yd}J_cJ_d_{xyabcd}\hfill \\ & \frac{1}{2(3!)^2}J_aJ_bJ_c\mathrm{\Delta }_{xa}\mathrm{\Delta }_{xb}\mathrm{\Delta }_{xc}\mathrm{\Delta }_{xy}\mathrm{\Delta }_{yd}\mathrm{\Delta }_{ye}\mathrm{\Delta }_{yf}J_dJ_eJ_f_{xyabcdef}\hfill \\ & +\frac{1}{48}\mathrm{\Delta }_{xy}^4_{xy}+\frac{3}{2(4!)}\mathrm{\Delta }_{xx}\mathrm{\Delta }_{xy}^2\mathrm{\Delta }_{yy}_{xy},\hfill \end{array}$$
(51)
The expressions for higher order $`\psi `$’s are increasingly more lengthy, but amenable to a systematic derivation by the above procedure. This we have done by developing a REDUCE program which confirms the results given above.

#### 2.1.2 The Hopf algebra $`K<\left\{S_k\right\}>`$

As we have seen in Eq.(12) the power sum symmetric functionals $`\psi _k[J]`$ appear naturally in PQFT as a result of a perturbative expansion (in the coupling parameter of the theory) of the transition amplitude. In terms of the $`S_i[J]`$ these $`\psi _k[J]`$ are given (cf Eq.(13)) by the Schur polynomials. Using as generators the $`S_i`$’s, one can construct a universal enveloping algebra $`K<\left\{S_k\right\}>`$ by introducing a Poincaré-Birkhoff-Witt basis $`\{1,S_{i_1},S_{i_1}S_{i_2},\mathrm{}\}`$, and defining multiplication $`m`$ as the disjoint union of the elements of this basis. Further, a coalgebra structure can be generated by defining the coproduct

$$\mathrm{\Delta }(S_k)=\underset{i=0}{\overset{k}{}}S_iS_{ki},S_0\mathrm{𝟏},$$
(52)
and a counit $`\epsilon `$ as the augmentation of the algebra by

$$\epsilon (S_0)=1,\epsilon (S_k)=0,k0.$$
(53)
We can give this coalgebra the structure of a Hopf algebra by additionally defining an antipode $`S`$ as the involutive homomorphism (because of commutativity)

$$S(S_k)=S_km(S\text{i}d)\stackrel{~}{\mathrm{\Delta }}(S_k),$$
(54)
where $`\stackrel{~}{\mathrm{\Delta }}`$ is the coproduct operation with the primitive contributions removed.

Since $`K<\left\{S_k\right\}>`$ is commutative, by the Milnor-Moore theorem there is a cocommutative Hopf algebra in duality with it which is necessarily isomorphic to the universal enveloping algebra $`𝒰(𝔏)`$, where $`𝔏`$ is a Lie algebra. The generators $`Z_i`$ of $`𝔏`$ are infinitesimal characters of $`K<\left\{S_k\right\}>`$, i.e they are linear mappings $`Z_i:K<\left\{S_k\right\}>K<\left\{S_k\right\}>`$ fulfilling the conditions :

$`Z_i,S_k`$ $`=`$ $`\delta _{ik},`$ (55)
$`Z_i,S_kS_l`$ $`=`$ $`Z_i,S_k\epsilon (S_l)+\epsilon (S_k)Z_i,S_l.`$ (56)
We shall denote  by $`\text{Char}K<\left\{S_k\right\}>`$ the set of infinitesimal characters of $`K<\left\{S_k\right\}>`$. Note that $`𝔏`$ is Abelian, since the coproduct in $`K<\left\{S_k\right\}>`$ is cocommutative.

The exponential mapping $`_i\alpha _iZ_i\text{exp}(_i\alpha _iZ_i)𝒢`$, equipped with a convolution product $``$ and unit $`\mathrm{𝟏}_{}`$:

$`\chi \eta ,S_k`$ $`=`$ $`\chi \eta ,\mathrm{\Delta }S_k,\chi ,\eta 𝒢,`$ (57)
$`\mathrm{𝟏}_{},S_k`$ $`=`$ $`\epsilon (S_k),`$ (58)
together with the inverse

$$\chi ^1=\chi S,$$
(59)
generates a subgroup $`𝒢`$ of the group of characters of $`K<\left\{S_k\right\}>`$.

$`𝒢`$ is dual to the Hopf algebra $`K<\left\{S_k\right\}>`$ and it is multiplicative, i.e. it satisfies

$$\chi ,S_kS_l=\chi ,S_k\chi ,S_l\chi 𝒢.$$
(60)
Moreover, from (57) and the fact that the Lie algebra of $`\text{Char}K<\left\{S_k\right\}>`$ is Abelian, we have that the convolutive product in our case reduces to

$$𝐞^{_i\alpha _iZ_i}𝐞^{_j\beta _jZ_j}=𝐞^{_i(\alpha _i+\beta _i)Z_i}.$$
(61)
#### 2.1.3 The Hopf algebra $`K<\{\psi _k\}>`$

The Hopf algebra $`K<\left\{S_k\right\}>`$ induces another Hopf algebra $`K<\{\psi _k\}>`$ by applying a change to normal coordinates  to our original Poincaré-Birkhoff-Witt basis, constructed from the $`S_i`$ coordinates, by means of the map with the canonical element $`𝐂=𝐞^{_iZ_i\psi _i}`$ which acts as an identity map, i.e.:

$$𝐞^{_iZ_i\psi _i},S_k\text{i}d=S_k.$$
(62)
It is not difficult to verify that the non-linear relation between the $`\psi _k`$’s and $`S_i`$’s resulting from (62) is given by (13), and that the $`\psi _k`$’s acquire a primitive coproduct

$$\mathrm{\Delta }\psi _k=\mathrm{𝟏}\psi _k+\psi _k\mathrm{𝟏},$$
(63)
and an antipode given by

$$S(\psi _k)=\psi _k.$$
(64)
Note that since (13) is invertible $`K<\left\{S_k\right\}>K<\left\{\psi _k\right\}>`$.

As a parenthetical remark we point out that the normal coordinates that we construct here differ from those recently discussed in  in relation to the Hopf algebra of rooted trees, by the fact that in the context of the latter the comultiplication given by (63) corresponded to non-branched trees, and that for the more general case of branched trees it was determined by application of the Baker-Hausdorff-Campbell formula.

### 2.2 Hopf Primitives and Connected Green Functions

In order to establish explicitely the relation of the $`\psi _k[J]`$ functionals to the Green functions, observe that because the n-legged connected Green functions in PQFT are obtained from the functional variation

$$G_E^{(n)}(x_1,\mathrm{},x_n)=\frac{\delta ^nZ_E[J]}{\delta J_1\mathrm{}\delta J_n}_{J=0},$$
(65)
we have that

$$\psi _k[J]=\frac{1}{\lambda ^k}\underset{n=0}{}\frac{1}{(n)!}G_k^{(n)}(x_1,\mathrm{},x_n)J_1\mathrm{}J_n,$$
(66)
where $`G_k^{(n)}`$ are the Euclidean Green functions resulting from adding all the connected Feynman graphs with $`k`$ vertices and $`n`$ external legs ($`n`$ is even for the $`\phi ^4`$ theory). Note also that (66) contains contributions from the Green functions $`G_k^{(0)}`$ which correspond to vacuum terms. These contributions may be absorbed in the $`\mathrm{ln}W_0[0]`$ term in (12) via the normalization constant $`N`$.

The analytical expressions for the graphs composing the Green functions result, in general, in ultraviolet divergences, and the standard procedure for removing them is to first apply dimensional regularization and then successively the Forest Formula. It is at this stage where the Kreimer-Connes Hopf algebra formalism provides an important insight into the underlying mathematics behind the Forest Formula of renormalization. Indeed, by noting that each Feynman diagram corresponds to a decorated rooted tree (or a sum of decorated rooted trees in the case of overlapping diagrams) and that these rooted trees, as well as the diagrams themselves, are the generators of respective universal enveloping Hopf algebras, these authors have shown that the operation with a twisted antipode on the algebra provides a systematic application of the Forest Formula and, consequently, a systematic procedure for generating the counterterms needed by the theory in order to cancel the unwanted infinities. Connes and Kreimer further show  the relation between the algebra of characters, dual to their Hopf algebra, and the Birkhoff algebraic decomposition. A detailed exposition of these ideas may be found in the papers cited in the Introduction.
Here we only stress once more the fact that in our approach we deal with the Hopf primitives $`\psi _k𝔏_K(Y)`$ rather than with Feynman graphs directly. As we have seen, these Hopf primitives are Lie polynomials where each monomial is a Hall tree that itself corresponds to a sum of Feynman diagrams with $`k`$-vertices each and an equal number of external legs and loops. This last observation can be read off directly from the word composed by the foliage of a Hall tree. First because the number of external legs $`E`$ in the Feynman diagrams constituting a Hall tree is given by

$$E=2N_{Z^0}N_{\frac{\delta }{\delta J}}V,$$
(67)
where

$`N_{Z^0}`$ $`=`$ number of times the letter $`Z^0`$ appears in the word
$`N_{\frac{\delta }{\delta J}}`$ $`=`$ degree of the functional derivation in the potential
$`V`$ $`=`$ number of vertices
$`=`$ $`\text{number of times the letter }V\text{ appears in the word},`$
so all Feynman diagrams composing a given Hall tree have the same number of external legs. Second, because the topology of the Feynman diagrams implies that the number of loops is fixed by the number of vertices and the number of external legs by the relation

$$(N2)V=E+2L2,$$
(68)
where $`N`$ is the total number of legs per vertex ($`N`$=4 for the $`\phi ^4`$ theory), and $`L`$ is the number of loops, so also all Feynman diagrams composing a Hall tree have the same loop number.

## 3 Discussion

As already mentioned in the Introduction, given that a theory is renormalizable, the Hopf Algebra of Renormalization developed by Connes and Kreimer provides insight into the mathematical structures behind the Forest Formula and is extremely useful in numerical calculations since it gives a systematic procedure (amenable to computer programming ) for evaluating the renormalized Green functions. In a parallel vein, the Hopf algebra $`K<Y>`$ investigated here, helps to exhibit some complementary mathematical structures associated with the Hausdorff series expansion of perturbation theory.

We have shown the relation of the $`\psi _k[J]`$’s to the Hall polynomials, and that of their graphic representation in terms of Hall trees to the Feynman diagrams. Also, making use of the cyclic vector character of the $`\psi _k[J]`$’s with respect to the derivation endomorphism $`D`$, which appears as part of the structure of the Lie subalgebra of $`K<Y>`$, we have obtained a systematic procedure (also subject to computer programming) for constructing all the Green functions of the theory starting from the generator $`Z^0[J]`$. Moreover, since each action of $`D`$ introduces an additional vertex in the commutators conforming the $`\psi _k[J]`$’s, one could hope that a further study of this operator and its possible deformations would result in further mathematical insights on the process of renormalization.

Note, however, that because of the Hopf primitive character of our $`\psi _k[J]`$’s and their relation to the Green functions given by (66) one should not expect that the application of the algebraic Birkhoff decomposition to our Hopf algebra should be immediately related to the Forest Formula. The Hopf Algebra of Renormalization begins where our Hopf algebra ends. Nonetheless, a unital $`K`$-algebra homomorphism $`\varphi :\{K<Y>\}𝐀`$ from the free algebra $`K<Y>`$ to the (unital) $`K`$-algebra $`𝐀`$ of meromorphic functions on the Riemann sphere with poles at the origin, followed by a the Birkhoff decomposition allows us to exhibit more explicitely and in a heuristic fashion the point made in the second paragraph of the Introduction. Indeed , if we let $`𝐀=𝐀_{}𝐀_+`$ be a Birkhoff sum of the $`K`$-linear multiplicative subspaces $`𝐀_{}`$ and $`𝐀_+`$, where $`𝐀_{}=\{\text{polynomials in }z^1\text{ without constant}`$ $`\text{term}\}`$ and $`𝐀_+=\{\text{Restriction to }(\{0\})\text{ of functions in }\mathrm{𝐇𝐨𝐥𝐨𝐦}()\}`$, and if we further let $`T:𝐀𝐀_{}`$ be the Rota-Baxter projection operator, satisfying the multiplicative constraints

$$T(ab)+(Ta)(Tb)=T[(Ta)b+a(Tb)],a,b𝐀,$$
(69)
then the algebraic Birkhoff decomposition

$$\varphi _+=\varphi _{}\varphi ,$$
(70)
(where the operator $``$ denotes the convolution product $`(\varphi \varphi ^{})(w)=m_𝐀(\varphi \varphi ^{})(\mathrm{\Delta }w),\varphi ,\varphi ^{}Hom_{Kalg}(K<Y>,𝐀)`$), together with the Hopf primitive character of the $`\psi _k[J]`$’s immediately imply that

$$\varphi (\psi _k[J])=\varphi _+(\psi _k[J])\varphi _{}(\psi _k[J])=\varphi _+(\psi _k[J])+T\varphi (\psi _k[J]).$$
(71)
Thus, by virtue of (66),

$$\begin{array}{c}\hfill \varphi _+(\psi _k)=\frac{1}{\lambda ^k}\underset{n1}{}\frac{1}{(n)!}(G_k^{(n)}(x_1,\mathrm{},x_n)J_1\mathrm{}J_n\\ \hfill T[G_k^{(n)}(x_1,\mathrm{},x_n)]J_1\mathrm{}J_n),\end{array}$$
(72)
where we have put the projector $`T`$ inside of the integration in the second term of (72) after taking into account that the currents $`J_i`$ are good test functions, so the pole structure of the integrals is determined by that of the Green functions. In addition, the projection by $`T`$ to $`𝐀_{}`$ of the connected Green functions is taken in the Mass Independent Renormalization Scheme.

Recall now the basic equation of the renormalization group which relates the dimensionally regularized bare and renormalized connected Green functions, and which in our notation reads:

$$\frac{}{J_1}\mathrm{}\frac{}{J_n}\underset{k0}{}(\lambda _b)^k(\psi _k[J])_b=\frac{}{J_1}\mathrm{}\frac{}{J_n}\underset{k0}{}\lambda ^k(\psi _k[J])_R.$$
(73)
In the above, the subscript $`b`$ denotes that the regularized Green functions in the momentum representation, occurring in the $`\psi _k[J]`$’s, are expressed in terms of the bare parameters of the theory, i.e. $`(\psi _k[J])_b=_{n=0}(\psi _k^{(n)}[J])_b=\frac{1}{\lambda _b^k}_{n=0}\frac{1}{(n)!}(G_k^{(n)})_b(p_1,\mathrm{},p_n;\lambda _b,m_b,ϵ)`$, $`\lambda _b=Z_\lambda \lambda `$, $`m_b^2=Z_mm^2`$, $`(J_k)_b=Z_\phi ^{1/2}J_k`$, while the subscript $`R`$ on the right side of (73) denotes the $`\psi _k`$’s evaluated with the renormalized Green functions. Furthermore, in the Mass Independent Scheme the counterterms contain no finite contributions and are polynomials in inverse powers of $`ϵ`$ with coefficients depending only on $`\lambda `$, so the renormalization parameters $`Z_\lambda `$, $`Z_\phi `$ and $`Z_m`$ are polynomials in inverse powers of $`ϵ`$ with coefficients depending only on $`\lambda `$.

If we replace (71) in (73) and observe that the right side of the later equation is finite, we thus arrive at the following set of equations:

$$\begin{array}{c}\hfill \underset{ϵ0}{lim}[\mathrm{Finite}\{\underset{k0}{}(Z_\lambda )^kZ_\phi ^{\frac{n}{2}}(G_k^{(n)}(p_1,\mathrm{},p_n;\lambda ,Z_mm^2,ϵ))_{(+)}\}]=\\ \hfill \underset{k0}{}(G_k^{(n)}(p_1,\mathrm{},p_n;\lambda ,m,)_R,\end{array}$$
(74)
and

$$\mathrm{Poles}\{\underset{k0}{}(Z_\lambda )^kZ_\phi ^{\frac{n}{2}}(G_k^{(n)}(p_1,\mathrm{},p_n;\lambda ,Z_mm^2,ϵ))_{()}\}=0,$$
(75)
where

$$\begin{array}{c}\hfill (G_k^{(n)}(p_1,\mathrm{},p_n;\lambda ,Z_mm^2,ϵ))_{(+)}:=\\ \hfill [G_k^{(n)}(p_1,\mathrm{},p_n,Z_mm^2,ϵ)T(G_k^{(n)}(p_1,\mathrm{},p_n,Z_mm^2,ϵ)],\end{array}$$
(76)
and

$$(G_k^{(n)}(p_1,\mathrm{},p_n;\lambda ,Z_mm^2,ϵ))_{()}:=T(G_k^{(n)}(p_1,\mathrm{},p_n,Z_mm^2,ϵ).$$
(77)
But if, and only if, the theory is renormalizable the equations (75) can be solved consistently and order by order in the powers of $`\lambda `$, $`i.e.`$ only then the counterterms can be absorbed into the parameters of the theory, and only then the theory will be physical. Formally, the substitution of the resulting renormalization functions into the left side of (74) would then yield the physically meaningful renormalized Green functions. In such a case, however, the standard recursive elimination of subdivergences via the Forest Formula (or the Connes-Kreimer Hopf algebra) would clearly be a more efficient manner to derive these quantities. On the other hand, the opposite is not necessarily true: The fact that the forest formula provides a finite answer does not suffice to make the theory physical, it is also necessary that the poles of the ill-defined regularized Green functions can be absorbed into the bare parameters of the theory.

To conclude, we would like to comment on several other possible lines for future work in addition to the ones already mentioned. Thus, for example, since there is a duality between concatenation and shuffle products , there are actually two bialgebra structures on $`K<Y>`$: The one considered here with product (words) made out by concatenation of letters of the alphabet $`Y`$ and coproduct defined by (16-18), the other one with shuffle product and coproduct defined by

$$\mathrm{\Delta }^{}(w)=\underset{u,vY^{}}{}(w,uv)uv,$$
(78)
where $`Y^{}`$ is the free monoid on $`Y`$. It may be interesting to investigate the relation of this other bialgebra to the primitives $`\psi _k[J]`$ discussed here, and if this relation has a possible relevance to renormalization.
One could also ask if it is possible to carry out a program starting from the Hopf algebra of Feynman diagrams and perform a Legendre transformation to a Hopf algebra of $`\psi _k`$, which would no longer be primitive, and by exponentiation to a Hopf algebra of $`S_k`$. It would be interesting then to consider not only the Hopf algebra $`K\{\psi _k\}`$ but also $`K\{\psi _k\}/`$, where $``$ stands for an equivalence relation coming $`e.g.`$ from a Ward identity (we are grateful to the referee for pointing out this possible program). Some of these lines of work are under present consideration and the results will be reported elsewhere.

## 4 Acknowledgment

The authors are grateful to Prof. Dirk Kreimer and to the referee for valuable comments and suggestions regarding this work and recommendations leading to the improvement of the presentation. We are also grateful to Dr. J.C. López-Vieyra for help with the graphs. We acknowledge partial support from CONACYT project G245427-E (M.R.), DGAPA-UNAM grant IN112401 (H.Q.), and DGAPA-UNAM grant IN117000 (J.D.V.).


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# Scalar density fluctuation at critical end point in NJL model

## I Introduction

Existence of critical end point (CEP) in the QCD phase diagram is recently suggested in several works , and its implications to the phenomena in the heavy ion physics are intensively discussed in order to identify its location experimentally .

The critical end point is the end point of the phase boundary determined by the first order phase transition. The nature of this point has been discussed so far mainly from the viewpoint of the chiral symmetry. The order parameter is the scalar quark condensate, $`\overline{q}q\sigma `$, which strictly vanishes in the Wigner phase in the chiral limit. At the CEP in question the phase transition necessarily becomes of second order even with the non-zero current quark mass $`m0`$, and the curvature of the free energy w.r.t. the scalar field should vanish. This fact immediately implies the emergence of a gapless excitation in the scalar channel. The existence of this second-order transition, however, is accidental in the sense that no symmetry change of the ground state is accompanied with this transition. In fact the finite current quark mass, which breaks the chiral symmetry explicitly, results in the non-vanishing scalar condensate at any point in the plane of the temperature and the quark chemical potential ($`T\mu `$), in contrast to the case with $`m=0`$. Only its fluctuation around the equilibrium value becomes unstable at the CEP. This “accidental” instability is not related to any symmetry of the system.

Even in the chiral symmetric world with $`m=0`$, presence of the tricritical point (TCP), which is the counterpart of the CEP, is not necessarily required by the spontaneous breaking of the chiral symmetry. The change of the symmetry realization of the system constitutes a boundary line in the phase diagram, on which the first-order or the second-order transition occurs. The soft mode for the chiral breaking is known as sigma meson, and it becomes gapless on the second-order line so as to recover the chiral symmetry together with the Goldstone pion. The TCP exists as a point separating the boundary line into the segments of the first-order and the second-order transitions, depending on the parameters $`T`$ and $`\mu `$. What kind of singular behavior will appear additionally at this TCP, where the sigma mode is already gapless?

The most natural expectation may be that the density fluctuation becomes soft near the CEP because it is the end point of the first order transition which accompanies the density gap caused by the strong attraction between the quarks. The aim of this paper is to prove this scenario explicitly within the NJL model in the leading $`1/N_c`$ approximation, and to show that the nature of the CEP is rather similar to the liquid–gas critical point than the chiral transition. The density fluctuation discussed here will be the collective motion of the particle-hole-like excitations. One should note that this density fluctuation has a space–like dispersion relation from the kinematical reason. Thus, we will be forced to investigate the mode spectrum with this kinematics. If this is the case, some of the implications discussed before in the literature must be reconsidered in relation to the heavy ion experiments; at the CEP the sigma meson, which is the chiral partner of the pion, can remain massive. One should study the observables distinctive of the space-like density fluctuations, rather than the particle production processes with the time–like kinematics.

The nature of the phase transition is insensitive to the microscopic structure of the system. The most important ingredients which determine the nature of the transition are the dimension of the system, the symmetry of the interactions or the dimension of the order parameter(s), and the range of the interactions. If the study is extended to include the dynamical nature, these universarity classes for the static properties split into subclasses depending on the existence of the conservation law(s) and mode-mode coupling(s), and so on . It may be, therefore, perilous to utilize (e.g.) the Ising model results in order to speculate the dynamical nature of the QCD phase transition. With this caution in mind we employ a concrete model of the quarks in this paper to study the dynamical properties of the phase transition at the CEP.

We use the NJL model here as a simple model which can describe the CEP as well as the chiral phase transition of the quark system. One of the advantages of the use of the NJL model is that the bosonic collective modes of the system are easily and explicitly calculated. Our main conclusions are expected to hold irrespective of the details of the model employed here. We should still keep cautious, however, because this model lacks the long-range nature of the color interactions, and the gluonic degrees of freedom at all. In this paper we restrict our discussion only for the second order phase transition at the CEP ($`m0`$). More complete analysis treating the TCP, and the vector and entropy density fluctuations, will be reported in the forthcoming paper in the NJL model as well as in the linear sigma model.

This paper is organized as follows. In §II the behavior of the susceptibilities in the NJL phase transition is discussed. In §III the spectral function of the scalar mode is investigated in some details and the relevant slow mode is explicitly identified as the scalar density fluctuation. §IV is devoted to summary.

## II Susceptibilities in the NJL phase transition

We use the simplest version of the NJL model with two flavors ($`N_f=2`$) whose laglangian is, with obvious notations,

$$=\overline{q}(i\overline{)}m)q+g[(\overline{q}q)^2+(\overline{q}i\gamma _5\tau ^aq)^2].$$
(1)
After introducing the auxiliary fields $`\sigma `$ and $`\pi `$ for $`\overline{q}q`$ and $`\overline{q}i\gamma _5\tau ^aq`$ in a standard way, the system pressure at finite temperature $`T`$ and finite quark chemical potential $`\mu `$ is written, within the mean–field approximation with $`\sigma `$=const and $`\pi `$=0, as

$`{\displaystyle \frac{1}{\nu }}P(T,\mu ,m;\sigma )`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}[ET\mathrm{ln}(1n_{})T\mathrm{ln}(1n_+)]}{\displaystyle \frac{1}{4}}{\displaystyle \frac{1}{g\nu }}\sigma ^2,`$ (2)
where $`n_\pm =(e^{\beta (E\mu )}+1)^1`$, $`E=\sqrt{M^2+𝐤^2}`$, $`M=m\sigma `$, and $`\nu =2N_fN_c`$ is the number of the quark species. This expression corresponds to the leading $`1/N_c`$ approximation with $`gN_c`$ being $`O(1)`$, though we set $`N_c=3`$ in the following. From the pressure $`P(T,\mu ,m;\sigma )`$ we can calculate all the thermodynamical quantities.

The ground state at ($`T,\mu `$) satisfies the stationary condition for $`\sigma `$, which yields the gap (saddle point) equation

$$\frac{d^3k}{(2\pi )^3}\frac{M}{E}(1n_{}n_+)+\frac{1}{2}\frac{1}{g\nu }\sigma =0.$$
(3)
We define the curvature of the potential w.r.t. the scalar field at the saddle point

$`{\displaystyle \frac{^2P}{\sigma ^2}}`$ $``$ $`K`$ (4)
$`=`$ $`{\displaystyle \frac{1}{2g}}\nu {\displaystyle \frac{d^3k}{(2\pi )^3}\frac{1}{E}(1n_{}n_+)}+\nu {\displaystyle \frac{d^3k}{(2\pi )^3}\frac{M^2}{E^2}\left(\frac{1n_{}n_+}{E}+n_{}^{}+n_+^{}\right)}`$ (5)
$`=`$ $`{\displaystyle \frac{1}{2g}}\chi _{mm}^{(0)}0`$ (6)
with $`n_\pm ^{}=n_\pm /E`$. The last inequality must be satisfied according to thermodynamical stability. The occurrence of the second order phase transition is signaled by the vanishing curvature, $`K=0`$. Furthermore, we notice from Eq. (6) together with the gap equation, that $`KM^20`$ at the second order chiral transition approached from the lower temperature or density. As we shall see later, $`K`$ is proportional to the inverse propagator of the static scalar mode in the long wave length limit.

The susceptibilities $`\chi _{ab}=^2P/ab`$ ($`a,b=T,\mu ,m`$) are very important to characterize the nature of the phase transition . In our approximation these susceptibilities have a simple common structure as

$$\chi _{ab}=\chi _{am}^{(0)}\frac{1}{K}\chi _{mb}^{(0)}+\chi _{ab}^{(0)},$$
(7)
where $`\chi _{ab}^{(0)}`$ are the non-singular parts of the susceptibilities and equal to those of the free quark gas of mass $`M`$. From this expression we find that all divergences at the second order phase transition originate from the flatness of the potential curvature $`K0`$. One should note here that the mixing of the susceptibilities with the scalar mode $`\chi _{am}^{(0)}`$ ($`a=T,\mu `$) is proportional to $`M`$. Thus, at the chiral phase transition where $`m=0`$, the would-be singular parts of $`\chi _{ab}`$ ($`a,b=T,\mu `$) involving the factor $`1/K`$, are less singular than $`\chi _{mm}`$. Actually they remain finite (vanish) if the transition point ($`T_c,\mu _c`$) is approached from the broken (symmetric) phase because the constituent quark mass $`M`$ vanishes on the boundary and in the symmetric phase. On the other hand, at the CEP ($`m0`$), $`M`$ stays finite and the critical behavior of these susceptibilities is essentially the same as $`\chi _{mm}`$. This argument is consistent with the analysis based on the general properties of the Landau free energy with the tricritical point , as it should be.

The discussion can be extended a little bit further by changing the thermodynamical variables. Let us choose the quark number density $`\rho _q`$ as an independent variable instead of $`\mu `$. Then the scalar susceptibility with fixed quark number density is related to the susceptibilities given in Eq. (7) via

$$\chi _{mm}(T,\rho _q)=\frac{1}{\chi _{\mu \mu }}(\chi _{mm}\chi _{\mu \mu }\chi _{m\mu }^2)=\frac{(\chi _{mm}^{(0)}\chi _{\mu \mu }^{(0)}\chi _{m\mu }^{(0)}{}_{}{}^{2})(1+\frac{1}{K}\chi _{mm}^{(0)})}{\chi _{\mu \mu }^{(0)}+\chi _{\mu m}^{(0)}\frac{1}{K}\chi _{m\mu }^{(0)}}.$$
(8)
We find that the $`K^2`$ term is canceled out in the numerator. At the chiral phase transition we already pointed out that $`\chi _{\mu \mu }`$ constant, and then the scalar susceptibility with the fixed quark number density $`\chi _{mm}(T,\rho _q)`$ diverges in the same way as $`\chi _{mm}`$. There the vector susceptibility is decoupled from the scalar one as $`\chi _{m\mu }^{(0)}M0`$. In case of the CEP which we are concerned about, however, $`\chi _{m\mu }^{(0)}`$ remains finite, and the denominator and the numerator in Eq. (8) diverges in the same way as $`1/K`$, which results in the finite scalar susceptibility. This demonstrates that the coupling with the number density fluctuation is essential for the divergence accompanied by the CEP. Similarly the thermal susceptibility with fixed quark number density, $`\chi _{TT}(T,\rho _q)=(\chi _{TT}\chi _{\mu \mu }\chi _{\mu T}^2)/\chi _{\mu \mu }`$, does not diverge at the CEP, but $`\chi _{TT}`$ in Eq. (7) does.

This situation is completely analogous to the thermal susceptibility or the specific heat in the liquid–gas phase transition, where the density gap between two phases is identified as the order parameter. The specific heat at constant pressure and the isothermal compressibility diverge like $`|TT_c|^\gamma `$ at the critical point. Once we keep the number (entropy) density fixed, however, the specific heat at constant volume (the isentropic compressibility) remains finite or diverges only weakly like $`|TT_c|^\alpha `$).

The NJL model has two fundamental parameters: the coupling constant $`g`$ and the cutoff $`\mathrm{\Lambda }`$. The “physical values” of these parameters are usually fixed so as to reproduce the chiral quark condensate $`\overline{q}q`$ and the pion decay constant $`f_\pi `$. Taking the three–momentum cutoff scheme, the critical value $`g_c\mathrm{\Lambda }^2`$ for the spontaneous symmetry breaking in the vacuum is readily found as $`g_c\mathrm{\Lambda }^2=\frac{2\pi ^2}{\nu }=1.64\mathrm{}`$ in the chiral limit ($`m=0`$). There is also a critical value for the appearance of the TCP, which value is obtained as $`g_{TCP}\mathrm{\Lambda }^2=\frac{2\pi ^2}{\nu }\frac{1}{1e^2}=1.90\mathrm{}`$ from the condition that the $`\sigma ^2`$– and $`\sigma ^4`$–terms simultaneously vanish in the pressure $`P(T,\mu ,0;\sigma )`$. It is interesting to note that the TCP must appear with the finite chemical potential $`(T/\mathrm{\Lambda },\mu /\mathrm{\Lambda })=(0,1/e)`$ at $`g=g_{TCP}`$ and that it approaches the $`T`$-axis asymptotically as $`g`$ getting larger; this fact proves that the TCP is only possible at finite number density in our model.

In this paper, for demonstration, we set $`g\mathrm{\Lambda }^2=2.5`$, and all other dimensionful quantities will be measured in the unit of $`\mathrm{\Lambda }`$. The phase diagram of the NJL model in the mean field approximation is shown in Fig. 1. This shares the well-known structure of the phase diagram possessing a tricritical point. The character of this diagram around the TCP is studied using the Landau free energy and the Schwinger-Dyson equation of the ladder QCD in Ref.. Their results on the quark mass dependence of the boundary curves and the behavior of the susceptibilities are consistent with those in NJL calculations, because the symmetry and order parameters of the system are the same.

## III Response functions and meson spectrum

In order to clarify the structure of the relevant modes for the phase transition, we should investigate the spectral functions. Using the linear response theory, we first calculate the response functions in the relevant channels, whose imaginary parts give rise to the mode spectra.

Let us assume artificially small deviations of the chemical potential and the current quark mass, $`\stackrel{~}{\mu },\stackrel{~}{m}`$, from their equilibrium and physical values, respectively. The response functions for these disturbances are calculated as

$`\chi _{ab}(iq_4,𝐪)`$ $`=`$ $`\mathrm{\Pi }_{ab}(iq_4,𝐪)+\mathrm{\Pi }_{am}(iq_4,𝐪){\displaystyle \frac{1}{12g\mathrm{\Pi }_{mm}(iq_4,𝐪)}}2g\mathrm{\Pi }_{mb}(iq_4,𝐪),(a,b=\mu ,m).`$ (9)
Here the polarizations are defined with the imaginary–time quark propagator $`𝒮`$ as

$`\mathrm{\Pi }_{mm}(iq_4,𝐪)`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}T\underset{n}{}tr_{\mathrm{fcD}}𝒮(\stackrel{~}{k})𝒮(\stackrel{~}{k}q)},`$ (10)
$`\mathrm{\Pi }_{\mu \mu }(iq_4,𝐪)`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}T\underset{n}{}tr_{\mathrm{fcD}}𝒮(\stackrel{~}{k})i\gamma _4𝒮(\stackrel{~}{k}q)i\gamma _4},`$ (11)
$`\mathrm{\Pi }_{m\mu }(iq_4,𝐪)`$ $`=`$ $`{\displaystyle \frac{d^3k}{(2\pi )^3}T\underset{n}{}tr_{\mathrm{fcD}}𝒮(\stackrel{~}{k})𝒮(\stackrel{~}{k}q)i\gamma _4},`$ (12)
where $`q_4=2l\pi T`$ $`(l\text{})`$ is the Matsubara frequancy of the bosonic mode, $`\stackrel{~}{k}=(𝐤,k_4+i\mu )=(𝐤,\omega _n+i\mu )`$ is the quark loop momentum with $`\omega _n=(2n+1)\pi T`$ $`(n\text{})`$, and the traces are taken over the flavor, color and Dirac indices. The real–time response function is obtained by an analytic continuation, which is simply achieved by a replacement $`iq_4q_0+iϵ`$ after the Matsubara sum. These response functions in the static case should reduce to the susceptibilities in Eq. (7). From this fact we find that the static polarization $`\mathrm{\Pi }_{ab}(0,𝐪\mathrm{𝟎})`$ are the free susceptibilities $`\chi _{ab}^{(0)}(𝐪\mathrm{𝟎})`$, which can be also confirmed by explicit calculations.

The common denominator, $`\frac{1}{2g}\mathrm{\Pi }_{mm}(q_0,𝐪)`$, is proportional to the inverse of the scalar response function, and its static value coincides with the potential curvature $`K`$ in the long wave length limit. Diagrammatically, this denominator corresponds to the sum of the bubble diagrams in the scalar channel. The gapless excitation mode which is responsible for the appearance of the CEP and for all divergences of the scalar, vector and entropy fluctuations through the coupling, must be contained in the spectrum of this bubble diagram.

The only task we have to do, therefore, is to investigate the spectrum of the scalar excitation determined by the condition

$$\chi _{mm}^1\frac{1}{2g}\mathrm{\Pi }_{mm}(q_0,𝐪)=\frac{1}{2g}J(𝐪)+(4M^2q^2)I(q_0,𝐪)=0,$$
(13)
where

$`I(iq_4,𝐪)`$ $`=`$ $`\nu {\displaystyle \frac{d^3k}{(2\pi )^3}T\underset{n}{}\frac{1}{(\stackrel{~}{k}^2+M^2)((\stackrel{~}{k}q)^2+M^2)}}`$ (14)
$`=`$ $`\nu {\displaystyle ^{k_{\mathrm{max}}}}{\displaystyle \frac{d^3k}{(2\pi )^3}}{\displaystyle \frac{1}{4E_1E_2}}\left[{\displaystyle \frac{1n_{+1}n_2}{iq_4E_1E_2}}{\displaystyle \frac{n_1n_2}{iq_4+E_1E_2}}+{\displaystyle \frac{n_{+1}n_{+2}}{iq_4E_1+E_2}}{\displaystyle \frac{1n_1n_{+2}}{iq_4+E_1+E_2}}\right],`$ (15)
and

$`J(𝐪)`$ $`=`$ $`\nu {\displaystyle \frac{d^3k}{(2\pi )^3}\left(\frac{1n_1n_{+1}}{2E_1}+\frac{1n_2n_{+2}}{2E_2}\right)}`$ (16)
$`=`$ $`{\displaystyle \frac{\nu }{2\pi ^2|𝐪|}}{\displaystyle _0^{k_{\mathrm{max}}}}𝑑kk\left[\omega _{\mathrm{max}}\omega _{\mathrm{min}}+T\mathrm{ln}{\displaystyle \frac{(1+e^{(\omega _{\mathrm{max}}\mu )/T})(1+e^{(\omega _{\mathrm{max}}+\mu )/T})}{(1+e^{(\omega _{\mathrm{min}}\mu )/T})(1+e^{(\omega _{\mathrm{min}}+\mu )/T})}}\right]`$ (17)
with $`E_{1,2}=\sqrt{M^2+(𝐤\pm 𝐪/2)^2}`$, $`n_{\pm 1,2}=n_\pm (E_{1,2})`$ and $`\omega _{\mathrm{max},\mathrm{min}}=\sqrt{M^2+𝐤^2+𝐪^2/4\pm |𝐪||𝐤|}`$. In these equations we shifted the three momentum $`𝐤`$ to make the integral more symmetric and chose a simple convention of the cutoff for the mode with finite momentum $`𝐪`$ as $`k_{\mathrm{max}}^2=\mathrm{\Lambda }^2𝐪^2/4`$. The stable mode should be obtained as a real solution of Eq. (13). The unstable, resonance mode will be found as a complex-valued solution in the unphysical lower half plane of $`q_0`$.

The function $`I(q_0,𝐪)`$ is elementary in the thermal field theory . By noting $`1n_+n_{}=(1n_{})(1n_+)n_{}n_+`$ (pair creation $``$ annihilation) and $`n_1n_2=(1n_2)n_1(1n_1)n_2`$ (emission $``$ absorption) and so on, we find that the first and last terms in Eq. (15) are contributions of the time–like spectrum while the second and third come from the space–like spectrum in the spectral representation for $`I(q_0,𝐪)`$. It may be instructive to note here that two limits of the function $`I(q_0,𝐪)`$ are different:

$$I(0,𝐪\mathrm{𝟎})=\nu \frac{d^3k}{(2\pi )^3}\frac{1}{4E^2}\left(\frac{1n_+n_{}}{E}+n_{}^{}+n_+^{}\right),$$
(18)
$$I(q_00,\mathrm{𝟎})=\nu \frac{d^3k}{(2\pi )^3}\frac{1}{4E^2}\frac{1n_+n_{}}{E}.$$
(19)
The difference is due to the space-like mode contribution; in the first limiting procedure $`I`$ has the space-like mode contribution while in the second case we don’t see it. This is the origin of the fact that the massive sigma meson and the zero curvature of the free energy can cope with each other \[See also Eq. (6)\].

### A Sigma and pion masses

First we study the excitation energy of the massive mode, which is continuously connected to the sigma meson in the vacuum as the parameters $`(T,\mu )`$ are varied. To this end we set $`q=(q_0,𝐪)=(\omega ,\mathrm{𝟎})`$, following the usual calculation of the sigma meson mass in the vacuum. Then $`J=\nu \frac{d^3k}{(2\pi )^3}(1n_{}n_+)/E`$, and together with the gap equation we recover the well-known condition to determine the sigma energy,

$`{\displaystyle \frac{1}{2g}}{\displaystyle \frac{m}{M}}+(4M^2\omega ^2)I(\omega ,\mathrm{𝟎})=0.`$ (20)
Similarly for the pions,

$`{\displaystyle \frac{1}{2g}}{\displaystyle \frac{m}{M}}\omega ^2I(\omega ,\mathrm{𝟎})=0.`$ (21)
In the chiral limit the energies of the stopped sigma and pion are $`\omega =2M`$ and 0, respectively, which fact is known as Nambu relation in the symmetry-broken phase.

At the CEP, on the other hand, the constituent quark mass $`M`$ remains massive due to the non-zero current quark mass, and therefore we expect the sigma meson has a finite energy gap as a remnant of the Nambu relation. From the argument using the Landau free energy, $`M`$ is expected to scale with $`m^{1/5}`$ at the CEP . With neglecting the imaginary part of $`I`$, we numerically confirm this behavior, in Fig. 2, for the sigma mass $`M_\sigma `$ determined by Eq. (20) as well as the constituent quark mass $`M`$. The pion mass will be proportional to $`(m/M)^{1/2}m^{2/5}`$ from Eq. (21), and it is numerically found as $`m^{0.43}`$. It should be stressed here that the massive behavior of the sigma is quite normal from the viewpoint of the Nambu relation, and does not introduce any problem in the description of the phase transition. Actually it is found that the massive sigma and the vanishing curvature take place at the same time at the CEP in the NJL model , as well as in the linear sigma model, in the mean–field approximation.

### B Spectrum of the scalar mode and the phase transition

As we explained in Introduction, we expect that the instability occurs in the almost static and long wave length region in the scalar density fluctuation (as well as in the vector and entropy fluctuations through the coupling). In order to investigate the spectrum of the relevant modes in the transition at the CEP, we must keep the momentum $`𝐪`$ finite.

The spectral function of the scalar mode, $`\rho (\omega ,𝐪)=2\mathrm{I}\mathrm{m}\chi _{mm}(\omega ,𝐪)`$, is explicitly written as

$$\frac{1}{2}\rho (\omega ,𝐪)=\mathrm{Im}\chi _{mm}(\omega ,𝐪)=\frac{(\frac{1}{2g})^2(4M^2q^2)\mathrm{Im}I(\omega ,𝐪)}{[\frac{1}{2g}J(𝐪)+(4M^2q^2)\mathrm{Re}I(\omega ,𝐪)]^2+[(4M^2q^2)\mathrm{Im}I(\omega ,𝐪)]^2}$$
(22)
up to delta functions coming from possible non-decaying stable modes. We noticed previously that $`\mathrm{\Pi }_{mm}(\omega ,𝐪)`$ is the scalar response function of the free quark gas of mass $`M`$, whose imaginary part

$$\frac{1}{2}\rho ^{(0)}(\omega ,𝐪)=\mathrm{Im}\mathrm{\Pi }_{mm}(\omega ,𝐪)=(4M^2q^2)\mathrm{Im}I(\omega ,𝐪)$$
(23)
is the scalar channel spectrum of the uncorrelated quarks. These spectral functions have the support in the time-like region with $`q^2=\omega ^2𝐪^2>4M^2`$ and in the space-like region with $`q^2=\omega ^2𝐪^2<0`$.

In the numerical calculation presented here, we fix the current quark mass to $`m/\mathrm{\Lambda }=0.01`$ for definiteness. The corresponding CEP locates at $`(T/\mathrm{\Lambda },\mu /\mathrm{\Lambda })=(0.14985,0.57006)`$. The spectrum of $`\chi _{mm}(\omega ,𝐪)`$ with $`|𝐪|/\mathrm{\Lambda }=0.1`$ is shown in Fig. 3 (a), in which we see two sharp peaks at very low frequency and around $`2M`$ ($`M/\mathrm{\Lambda }=0.331`$). The free spectrum is also displayed for comparison. It is understood that the scalar channel attraction, which is encoded as a bubble sum in the denominator in Eq. (9) or in Eq. (22), changes the structure of the spectrum dramatically. The resulting scalar mode develops two distinct branches. The higher frequency peak corresponds to the sigma meson while the lower one appearing in the space–like region ($`\omega <|𝐪|`$) is the scalar density fluctuating mode which we expect is responsible for the second order phase transition. Actually the latter peak diverges as $`𝐪\mathrm{𝟎}`$. We study the structure of the peak in the space–like region near the CEP in more detail in Fig. 3 (b). The enhancement of the spectrum is clearly demonstrated as the CEP is approached from the higher densities, $`\mu /\mathrm{\Lambda }=0.59,0.58,0.575,0.572,0.571`$ (solid lines), and also from the lower $`\mu /\mathrm{\Lambda }=0.55,0.56,0.5652,0.5682`$ (dashed lines) with $`\mu _c/\mathrm{\Lambda }=0.57006`$.

We searched the pole in the unphysical lower half plane of $`\omega `$, responsible for this peak. Indeed the pole is found on the negative imaginary axis as shown in Fig. 4 (a). We observed that the pole is moving toward the origin as decreasing the momentum $`𝐪`$. Even in the non-critical case there is a pole on the negative imaginary axis and it moves toward the origin as $`𝐪\mathrm{𝟎}`$, too. The difference between the critical and non-critical cases exists in the exponent of the $`𝐪`$-dependence; the pole position goes to zero as $`|𝐪|^3`$ in the critical case while on the other hand it behaves like $`|𝐪|^1`$ for non-critical case.

This result can be understood if one notes that in the static limit of the “sound” mode, $`\omega 0`$ with $`u\omega /|𝐪|<1`$ fixed, the function $`I`$ has the form ($`v=k/E`$)

$$I(u)=I(0,|𝐪|0)\frac{\nu }{2\pi ^2}_0^\mathrm{\Lambda }𝑑k(n_{}^{}+n_+^{})\frac{uv}{8}\left(\mathrm{ln}\left|\frac{v+u}{vu}\right|\mathrm{i}\pi \theta (1\frac{u}{v})\right),$$
(24)
whose imaginary part is proportional to $`u=\omega /|𝐪|`$ for small $`u`$. This imaginary part physically expresses the damping of the scalar “sound” mode in the quark gas. Then the response function with the space-like kinematics near the CEP may be approximated with

$$\chi _{mm}(\omega ,𝐪)\frac{\mathrm{Re}\mathrm{\Pi }_{mm}(0,𝐪)}{\mathrm{i2}g\mathrm{Im}\mathrm{\Pi }_{mm}(\omega ,𝐪)+(12g\mathrm{Re}\mathrm{\Pi }_{mm}(0,𝐪))}=\frac{1}{\mathrm{i}\frac{\omega }{\lambda (𝐪)}+\chi _{mm}^1(𝐪)}=\frac{\lambda (𝐪)}{\mathrm{i}\omega +\omega _c(𝐪)},$$
(25)
where $`\chi _{mm}(𝐪)`$ is the scalar susceptibility, and $`\omega _c(𝐪)\chi _{mm}^1(𝐪)\lambda (𝐪)`$. Here we expect $`\lambda (𝐪)|𝐪|`$, and numerically confirmed it. The susceptibility behaves as $`\chi _{mm}^1(𝐪\mathrm{𝟎})|𝐪|^2`$ at the CEP, but stays constant in non-critical region. This difference of the $`𝐪`$-dependence of $`\chi _{mm}(𝐪)`$ alters the exponent of the $`𝐪`$-dependence of the pole position, as described above and shown in Fig. 4 (a).

We confirmed in Fig. 4 (b) that the $`\omega `$-dependence of the response function at the CEP is well reproduced in the single pole form (25) with the values $`(\omega _c(𝐪),\chi _{mm}^1(𝐪))=(0.9092510^3,0.2130010^1)`$ obtained in our numerical pole search. The deviation seen around $`\omega /\mathrm{\Lambda }0.1`$ is due to the lack of the kinematical cutoff to confine the spectrum inside the space-like region when we use the single pole form (25). We also checked that the response functions for the non-critical case near the CEP can be also described with the single pole form fairly well. Incidentally it is immediately seen that the form of (25) has the different limits around the origin: if one take the $`𝐪\mathrm{𝟎}`$ limit first, $`\chi _{mm}(\omega ,0)0`$. On the other hand, $`\chi _{mm}(0,𝐪)=\chi _{mm}(𝐪)\mathrm{}`$ as $`𝐪\mathrm{𝟎}`$.

The typical slow frequency of the system near the CEP is $`\omega _c(𝐪)=\chi _{mm}^1(𝐪)\lambda (𝐪)`$. This means that we reconfirmed the conventional theory of dynamical critical phenomena  in the form of Eq. (25): the divergence of the susceptibility is directly related to the critical slowing down of the response of the system to the external disturbance. The exponent of the dynamical scaling in our model will be equal to 3.

## IV Summary

In this paper we have explicitly shown that there are two branches in the scalar mode in the NJL model at finite ($`T,\mu `$). The sigma meson mode stays massive at the CEP, following the approximate relation, $`M_\sigma 2M`$. The other mode is the scalar density fluctuation which becomes soft and relevant near the CEP. This result is perfectly consistent with the description of the second order phase transition using the Landau free energy. The first observation of the massive sigma at the CEP was done in Ref.  although it led the authors to a somewhat confused discussion.

All the susceptibilities $`\chi _{ab}(a,b=T,\mu ,m)`$ are found divergent at the CEP due to the flatness of the potential curvature, $`K0`$. The importance of the density fluctuation at the CEP is shown by considering the number-density-fixed susceptibility, $`\chi _{mm}(T,\rho _q)`$. It no longer diverges at the CEP, but still does at the chiral phase transition. This situation at the CEP is quite similar to the liquid–gas phase transition, where the density difference between two phases is identified as the relevant order parameter.

From our analysis we conclude that the CEP line in Fig. 1 denotes the second order phase transition characterized by the instability of the density fluctuations. Two lines of the CEP and the line of the second order chiral transition meet at the TCP (therefore tricritical), where we expect that the sigma meson and the density fluctuation mode become unstable at the same time. Although some readers could expect our conclusion from the beginning, there are confusions on this point in the literature  and one of our contributions is to clarify the importance of the density fluctuation explicitly using a concrete model for the CEP of a quark system.

As for the experimental signatures of the CEP one should investigate first the implications of the anomalous fluctuations  of the baryon number, entropy, and scalar densities. One should be careful that the modification of the density fluctuations with the space–like momentum does not affect directly the spectrum of the particle production modes, like $`\sigma \pi \pi ,\overline{l}l,\gamma \gamma `$, because of the kinematical mismatching.

###### Acknowledgements.

The author expresses his sincere thanks to K. Fukushima, T. Matsui, O. Morimatsu, K. Ohnishi, M. Ohtani for fruitful discussions and to the members of Komaba nuclear theory group for their interests on this subject. This work is supported in part by the Grants-in-Aid for Scientific Research of Monka-sho (Grant No. 13440067).