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# Finite Temperature Dynamical Correlations using the Microcanonical Ensemble and the Lanczos Algorithm

## I Introduction

The study of lattice quantum many body systems by the exact diagonalisation technique has proven popular at zero temperature ($`T=0`$) where only the ground state is required, but it is of less use at finite temperature. The reason can be attributed to the different system sizes applicable, where for spin-1/2 the ground state can be found for up to N$``$30 lattice sites, but the entire spectrum can readily be achieved for systems only up to N$``$16. The intrinsic difficulties associated with applying the finite-size scaling method on such small systems severely limit finite temperature applications. At $`T=0`$ the continued fraction technique cfe1 ; cfe2  allows accurate calculations of dynamical correlations using only the machinery of the Lanczos algorithm, but unfortunately this technique has not been extended to finite $`T`$ where mostly full diagonalisation has been employed. As well as direct applications of the canonical ensemble, there is also a hybrid method which employs the canonical representation of dynamical correlation functions but uses a Lanczos basis to provide a set of orthogonal states ftlm . This method allows access to larger systems than are accessible to full diagonalisation techniques but to smaller systems than the current proposal, which does not need details of all the states even in the Lanczos basis. In this article we extend the $`T=0`$ formalism to finite temperature by applying a microcanonical ensemble approach combined with the Lanczos method (MCLM) that provides smooth predictions for dynamical correlation functions at least at high temperatures.

The physical advance is to appreciate that in the thermodynamic limit the microcanonical ensemble is equivalent to the canonical one ll ; leb , but for finite systems this is much easier to work with. The statistical fluctuations engendered by the microcanonical choice are a drawback for small systems but become controllable for large systems. In practice, as the finite $`T`$ calculations are much smoother, it is more natural to contemplate applying finite-size scaling than for their $`T=0`$ counterparts. The exponentially dense nature of a many particle spectrum in the bulk is the property that smoothes our calculations, a characteristic that is lost near the ground state where the spectrum is sparse.

Besides the computational interest of this proposal it is worth pointing out that, to our knowledge, no studies of the fundamental equivalence between the microcanonical and canonical ensemble for quantum dynamic correlations exist in the literature. Thus this work is a step in numerically exploring this basic postulate of nonequilibrium statistical mechanics; clearly, analytical studies are needed to clarify, for instance, the meaning of the microcanonical ensemble for a quantum system with dense spectrum as an average over a single quantum state (or a narrow window of states) and the finite size corrections inherent in this ensemble.

## II Thermodynamic ensembles

In this section we will discuss how an arbitrary probability distribution can be used, under reasonable assumptions, to represent the canonical ensemble in the thermodynamic limit. The choice of a (unnormalized) distribution $`\rho (ϵ)`$ in the thermodynamic limit can be examined by considering its Laplace transform,

$`e^{f(\tau )}={\displaystyle _0^{\mathrm{}}}𝑑ϵe^{ϵ\tau }\rho (ϵ),\mathrm{}\tau <0`$
$`\rho (ϵ)={\displaystyle _{i\mathrm{}\eta }^{+i\mathrm{}\eta }}{\displaystyle \frac{d\tau }{2\pi i}}e^{\tau ϵ+f(\tau )},`$ (1)
where $`f(\tau )`$ controls the properties of a distribution designated by $`\rho (ϵ)`$. As examples, the following choices of $`f(\tau )`$ lead to,

$$e^{f(\tau )}=\frac{1}{\beta \tau }\rho (ϵ)=e^{\beta ϵ}$$
(2)
the canonical ensemble,

$$e^{f(\tau )}=e^{\lambda \tau }\rho (ϵ)=\delta (\lambda ϵ)$$
(3)
the microcanonical ensemble at energy $`\lambda `$,

$$e^{f(\tau )}=e^{\lambda \tau +\sigma ^2(\tau \beta )^2/2}\rho (ϵ)=e^{(ϵ\lambda )^2/2\sigma ^2}$$
(4)
the “Gaussian” ensemble at energy $`\lambda `$ and width $`\sigma `$.

If we examine the partition function $`Z_\rho `$, then,

$$Z_\rho =Tr\rho (ϵ)=_{+i\mathrm{}}^i\mathrm{}\frac{d\tau }{2\pi i}e^{f(\tau )+\mathrm{ln}Z(\tau )},$$
(5)
where $`Z(\tau )`$ is the canonical partition function. The physical idea behind the thermodynamic limit is that the partition function becomes immensely sharp when considered as a function of state space and becomes dominated by the large number of states with the correct thermodynamics; in practice fluctuating quantities can be replaced by their thermodynamic average with negligible error. Mathematically, an integral such as (5) may be approximated in the asymptotic thermodynamic limit using the idea of ‘steepest descents’ with negligible error,

$$Z_\rho e^{f(\beta ^{})}Z(\beta ^{}).$$
(6)
Here $`\beta ^{}`$ is chosen so that,

$$\frac{f}{\tau }(\beta ^{})=\frac{1}{Z}\frac{Z}{\tau }(\beta ^{})=H$$
(7)
and the average energy at the desired temperature is crucial. For the particular case of the microcanonical distribution $`\lambda =H`$ and we need to employ states whose energy is the thermodynamic average as one might naively guess. Provided that $`f(\tau )`$ has only a weak dependence on the system parameters, then the two partition functions are essentially equivalent. It is also clear that provided $`f(\tau )`$ has the required properties that the ‘steepest descents’ is a good approximation, then any appropriate ensemble will provide the thermodynamic limit, for a particular temperature. It is quite natural to employ $`f(\tau )=\lambda \tau +F(\tau )`$ where $`\lambda `$ is extrinsic and $`F(\tau )`$ is intrinsic, in order to limit towards the microcanonical ensemble.

## III Dynamical correlations in the microcanonical and canonical ensemble

The usually studied quantities of direct physical interest are the dynamic structure function,

$$S(𝐪,\omega )=_{\mathrm{}}^+\mathrm{}𝑑te^{i\omega t}X_𝐪(t)X_𝐪(0),$$
(8)
and dynamic susceptibility,

$`\chi (𝐪,\omega )`$ $`=`$ $`i{\displaystyle _0^+\mathrm{}}𝑑te^{izt}[X_𝐪(t),X_𝐪(0)],`$ (9)
where $`z=\omega +i\eta `$, the angle brackets denote a canonical ensemble thermal average and the commutator plays a central role in the linear response theory (or Kubo) formulation of transport.

The two quantities are related by the fluctuation-dissipation relation,

$$\chi ^{\prime \prime }(𝐪,\omega )=\frac{1e^{\beta \omega }}{2}S(𝐪,\omega ),$$
(10)
where $`\beta =1/k_BT`$ is the inverse temperature. Note that $`S(𝐪,\omega )`$ satisfies the symmetry relation $`S(𝐪,\omega )=e^{\beta \omega }S(𝐪,\omega )`$ while the sum-rule,

$`{\displaystyle \frac{1}{2\pi }}{\displaystyle _{\mathrm{}}^+\mathrm{}}𝑑\omega S(𝐪,\omega )=X_𝐪X_𝐪,`$ (11)
makes it natural to consider the normalised to a unit area correlation function,

$$\widehat{S}(𝐪,\omega )\frac{S(𝐪,\omega )}{X_𝐪X_𝐪}.$$
(12)
We have presented the dynamical correlation functions in the canonical ensemble and now we will establish their form in the microcanonical one. Starting from equation (8) and employing solely the idea that our distribution has a restricted energy $`\lambda `$ we can generate a correlation function $`s(𝐪,\omega )`$ in the microcanonical ensemble,

$$s(𝐪,\omega )=_{\mathrm{}}^+\mathrm{}𝑑te^{i\omega t}\underset{m}{}X_𝐪mmX_𝐪e^{i(\lambda ϵ_m)t}.$$
(13)
Here, we have used the relation,

$$OU(H)OU(\lambda )$$
(14)
($`U(H)`$ a function of $`H`$) and a decomposition using the eigenbasis $`m`$. The expression (13) integrates to provide,

$$s(𝐪,\omega )=2\pi \underset{m}{}X_𝐪mmX_𝐪\delta (\omega +\lambda ϵ_m),$$
(15)
that can be re-represented as the basic correlation in the microcanonical ensemble,

$$s(𝐪,\omega )=2\underset{\eta 0}{lim}\mathrm{}X_𝐪\left[zH+\lambda \right]^1X_𝐪.$$
(16)
Notice that this expression is exact in the zero temperature limit where the expectation value is to be taken over the ground state wavefunction.

Now let us imagine that we could find a single eigenstate at will, with an energy arbitrarily close (in the thermodynamic limit) to a target energy, $`\lambda `$ say. It is in principle straightforward then to determine

$$s^{}(𝐪,\omega )=2\underset{\eta 0}{lim}\mathrm{}X_𝐪[zH+ϵ_{}]^1X_𝐪,$$
(17)
exactly as before, where $`H=ϵ_{}`$ is the known eigenstate with $`ϵ_{}\lambda `$. If the microcanonical ensemble is equivalent to the canonical ensemble and if a single eigenstate is representative of the microcanonical one, then provided that $`\lambda =H`$ for the desired temperature, we can expect that

$$s^{}(𝐪,\omega )S(𝐪,\omega )$$
(18)
in the thermodynamic limit. This amounts to the physical idea behind our calculations.

Furthermore, from (10), it follows that

$$\chi ^{\prime \prime }(𝐪,\omega )=\frac{1e^{\beta \omega }}{2}s(𝐪,\omega )$$
(19)
and from the symmetry of $`S(𝐪,\omega )`$ in the canonical ensemble we can deduce that,

$$\mathrm{ln}\frac{s(𝐪,\omega )}{s(𝐪,\omega )}\beta \omega ;$$
(20)
this relation then provides an alternative, cross-checking technique for determining the temperature for a particular value of $`\lambda `$. Although we might like to believe that a single eigenstate corresponds to the microcanonical ensemble, based on a putative ergodicity assumption for the eigenstate, in practice it is not possible to find such an eigenstate. So we relax the eigenstate hypothesis and go back to a distribution of eigenstates close to the desired value $`\lambda `$. We simply use the formalism as though we had such an eigenstate.

## IV The Lanczos method

In principle we must construct a particular eigenstate with energy $`\lambda `$ that equals the canonical expectation value of the energy, $`<H>=\lambda `$, at the desired temperature. In practice, we employ the well known Lanczos algorithm that is an efficient way of diagonalising large Hamiltonians using as variational subspace (truncated basis) the set of states,

$$\{0,H0,\mathrm{},H^{M_1}0\},$$
(21)
where $`0`$ is a (usually random) initial state and $`M_1+1`$ the number of Lanczos steps. To obtain an eigenstate close to energy $`\lambda `$ one might expect to use the closest eigenstate to $`\lambda `$ in the truncated basis, but this is totally incorrect. In practice, only the states at the edge of the spectrum converge and the other ‘eigenstates’ in the truncated subspace have the suggested energies but are usually far from eigenstates.

In order to apply the Lanczos method idea, one can simply push the energetic region of interest to the edge of the spectrum by choosing an appropriate new operator. One natural choice is to use,

$$K(H\lambda )^2$$
(22)
which is positive definite and pushes the eigenstates with energy close to $`\lambda `$ towards the minimal, zero, eigenvalue of $`K`$. Another way to understand this technique is to consider expanding the ground state of $`K`$, that we will call $`\lambda `$, as a probability distribution over eigenstates. Choosing $`\lambda `$ establishes the appropriate mean for this distribution but minimising $`K`$ corresponds to minimising the variance of the distribution, and consequently localising the distribution near $`\lambda `$.

One can perform a Lanczos calculation based upon the operator $`K`$ or, more efficiently, one can evaluate the operator $`K`$ (now a pentadiagonal matrix) in a previously constructed Lanczos basis using $`H`$ (“L-projection” method). Note that,

$$(HH)^2=(H\lambda )^2\left(H\lambda \right)^20,$$
(23)
(the expectation value is over $`\lambda `$) and so a small variance guarantees a narrow distribution of energies around $`\lambda `$.

In any Lanczos calculation the mathematical orthogonality between states becomes lost at some stage as numerical errors build up. In practice only the well-separated converged states suffer from this disease and for us these states, which are at the edge of the spectrum, do not gain any significant weight in the correlation functions and so do not manifest in our results. The states at low frequency are all well behaved and maintain their orthogonality.

It is straightforward to implement these ideas numerically, with a ‘double-Lanczos’ calculation; the first run through a Lanczos procedure of $`M_1`$ steps is employing the operator $`K`$ starting from a random state and it is used to find the state $`\lambda `$ which plays the role of the microcanonical distribution. The second run of $`M_2`$ steps through Lanczos is made using $`X_𝐪\lambda `$ as the initial state and then the resulting tridiagonal matrix can be diagonalised to form the dynamical correlations directly or by employing the continued fractions method which is numerically more efficient but introduces a loss of resolution.

All the analysis so far has been subject to several caveats; firstly, that the microcanonical ensemble is equivalent to the canonical one in the thermodynamic limit and in the context of quantum dynamic correlations. Secondly, that a single eigenstate is equivalent to the microcanonical ensemble and thirdly that we can find such an eigenstate at will. The first two assumptions, as we have mentioned in the introduction, should be the focus of analytical studies as fundamental issues of nonequibrium statistical mechanics.

Regarding the third assumption, it is clearly problematic as it is well known that although the Lanczos method converges quite easily at the sparse edges of the spectrum, in the denser inner regions of the spectrum, of interest at finite temperature, it takes the Lanczos procedure an exponentially large number of iterations to converge. A many-body spectrum has an exponential number of states, e.g. for spin-1/2 the # (States)$`2^N`$, and for a bounded Hamiltonian the eigenstates are compressed into an energy region that grows only linearly with system size. Although the low energy region maintains a sparse density of states, the eigenstates become exponentially close together in the area of interest and essentially become unattainable.

At first sight this appears an insurmountable difficulty, but in practice this issue allows the technique its success. The first Lanczos procedure provides a single quantum state $`\lambda `$, that is not an eigenstate, but which when decomposed in an eigenstate basis, it is represented by a narrow distribution $`|a_n|^2`$ around $`\lambda `$;

$`\lambda ={\displaystyle \underset{n}{}}a_nn,Hn=ϵ_nn`$
$`\lambda H\lambda =\lambda ,`$ (24)
gives for the expectation value of an operator $`O`$,

$`\lambda O\lambda `$ $`=`$ $`{\displaystyle \underset{n}{}}a_n^2nOn`$ (25)
$`+`$ $`{\displaystyle \underset{nm}{}}a_m^{}a_nmOn.`$
This state, used in the evaluation of expectation values, acts as a statistical average over an energy window. It is important to notice, that by employing a single quantum state (not eigenstate) for evaluating an expectation value (as a substitute for a statistical average over a narrow energy window of eigenstates), we assume that the appearing off-diagonal terms (second term in eq.(25)) cancel each other. This assumption can be justified (and numerically verified) by invoking a random phase decomposition of the used quantum state.

From this discussion we can expect two types of fluctuations in the obtained spectra; first, intrinsic fluctuations due to the finite size of the system, present even when a single eigenstate is used for the evaluation of the expectation value. Second, statistical fluctuations entering by the off-diagonal terms in eq. (25) due to the use of a single pure state that is not an eigenstate; this type of fluctuations can be reduced by averaging over orthogonal states $`\lambda `$ (e.g. corresponding to different translational symmetry $`k`$ subspaces as we will show below).

## V Convergence of projection

In the following we present a test on the rate of convergence of the projection to a single quantum state with energy close to $`\lambda `$. Due to the innate complexity of an implicit scheme like Lanczos, we develop the theory of a simpler technique briefly to exhibit the ideas.

A rather simple method of numerically solving for the ground state is by an iterative sequence of applications of the scaled Hamiltonian. For us this amounts to iterative applications of the operator,

$$P=1\left(\frac{H\lambda }{\mu }\right)^2,$$
(26)
where $`\mu `$ is chosen to be large enough so that $`\mu ^2>(ϵ_n\lambda )^2`$ for the full spectrum. Repeated applications of this operator exponentially suppresses all states except those for which $`ϵ_n\lambda `$ which remain unaffected. We can start out with a set of random states and then for $`M`$ applications of our operator we can build a distribution,

$$\rho _M(H)=\underset{\psi }{}P^M\psi \theta \left[P\right]\psi P^M$$
(27)
($`\theta (P)`$ is the step function) and if we were to perform an average over an orthogonal basis, $`\psi `$, then this would converge to,

$$\rho _M(H)\theta \left[P\right]P^{2M}.$$
(28)
Elementary analysis provides:

$$\rho _M(H)=_i\mathrm{}^i\mathrm{}\frac{d\beta }{2\pi i}\mathrm{exp}\left[\lambda \beta \beta H\right](2M)!2^{2M}2\mu \left[\frac{1}{x}\frac{d}{dx}\right]^{2M}\frac{\mathrm{sinh}x}{x}|_{x=\beta \mu }.$$
(29)
In the limit that $`M\mathrm{}`$ we find that,

$$f(\beta )\lambda \beta +\frac{\mu ^2\beta ^2}{2(4M+3)}+O\left(\frac{1}{M^2}\right)$$
(30)
and we converge to a narrow Gaussian probability distribution,

$$\rho _M(H)\mathrm{exp}\left[\frac{(H\lambda )^2}{2\mu ^2}(4M+3)\right].$$
(31)
The width of this distribution is under our control,

$$(H\lambda )^2\frac{\mu ^2}{4M+3}\frac{W^2N^2}{4M+3},$$
(32)
where $`W`$ is the natural energy scale for the model and we see that $`M`$ needs to scale with the square of the system size $`N`$ to maintain resolution.

The Lanczos method is clearly much more sophisticated and provides a much narrower distribution. We have examined the distribution obtained in a Lanczos calculation and we find that it is well represented by a Gaussian distribution with a variance controlled by the ‘eigenvalue’ of $`K`$ attained by the calculation. In practice this is about two orders of magnitude better in energy than the result obtained from the projection analysis (eq.(26)), which however it is analytically controllable; indeed, we find that the Lanczos method scales as $`KM_{1}^{}{}_{}{}^{2}`$ so that the intrinsic resolution, $`\sigma =\sqrt{K}`$, is inversely proportional to the number of iterations. The convergence properties of the three schemes we discussed are depicted in Figure 1 for a representative calculation of the study that we present in the next section.

The application of the technique should now be transparent; employing a single random state, or averaging over a sequence of orthogonal random states, one performs a first Lanczos calculation of $`M_1`$ steps to find the approximate ground state $`\lambda `$ for the operator $`K=(H\lambda )^2`$. The value of $`\lambda `$ must be pre-selected so that $`\lambda =H`$ for the chosen temperature; several techniques are available for reliably determining this energy versus temperature relation as the Bethe Ansatz (for integrable systems), the finite temperature Lanczos (FTLM) ftlm , the Transfer Matrix Renormalization Group (TMRG) or Quantum Monte Carlo method. The degree of convergence can be measured using the eventual ‘eigenvalue’ of $`K`$; it plays the role of the variance of the chosen distribution and its square-root is an intrinsic energy resolution $`\sigma `$. This scale, $`\sigma `$, can never drop below the distance to the nearest eigenvalue. For a usual size system, e.g. $`N>16`$, and temperature, this limit is unattainable but a resolution of $`\sigma 0.01`$ ($`K0.0001`$) is readily available with a thousand or so $`M_1`$ iterations.

Once one has found this state $`\lambda `$, that plays the role of the state $``$, a second Lanczos projection sequence is generated employing the state $`X_𝐪\lambda `$ as the initial state. The resolution of the eventual result is controlled by the intrinsic dependence on the microcanonical ensemble and the degree of convergence measured by $`\sigma `$. This can be seen from relation (16) as the eigenstates over which the state $`\lambda `$ is decomposed have a spread in energy $`\sigma `$ with respect to the reference energy $`\lambda `$. The resolution also depends on the convergence achieved in the 2nd Lanczos procedure where the number of iterations $`M_2`$ denotes the finite number of poles which are used to try to represent the dynamical correlations. At the sparse edges of the spectrum these poles denote the eigenvalues of the system but in the bulk of the spectrum, when grouped into bins of a given frequency width, they are fairly uniformly spread and offer a further natural energy resolution for the calculation.

More Lanczos steps provide more poles and a finer spectral ‘grid’ for the correlation functions, until the graininess of the real system is achieved. We have elected to use a few thousand poles in our calculations with very little improvement obtained by increasing this number as we shall see. The final resolution is self-imposed and is the $`\eta `$ of (16) which we choose to be of order of the spectral grid in order to smooth our calculations.

## VI Application on the spin-1/2 Heisenberg model

We are now in a position to test our proposed technique and uncover its strengths and weaknesses. We have chosen to investigate the finite temperature dynamics of the prototype spin-1/2 Heisenberg model (equivalent to the fermionic “$`tV`$” model). This choice was dictated by its central role in low dimensional quantum magnetism; an exact solution of the thermodynamics and elementary excitations is known using the Bethe Ansatz method korepin , the spin dynamics probed by NMR is of current experimental interest takigawa ; thurber  and several numerical and analytical studied have been devoted to the study of finite temperature dynamic correlations zp ; mccoy ; nma ; z ; gros . The Hamiltonian is given by,

$$H=\underset{l}{}h_l=J\underset{l=1}{\overset{N}{}}(S_l^xS_{l+1}^x+S_l^yS_{l+1}^y+\mathrm{\Delta }S_l^zS_{l+1}^z),$$
(33)
where $`S_l^\alpha (\alpha =x,y,z)`$ are spin-1/2 operators on site $`l`$ and we take $`J`$ as the unit of energy and frequency ($`\mathrm{}=1`$).

In particular, we will look at the high temperature spin conductivity in the antiferromagnetic regime, $`J,\mathrm{\Delta }>0`$, for which several studies exist and some exact results are known z . To discuss magnetic transport, we first define the relevant spin current, $`j^z`$, by the continuity equation of the corresponding local spin density $`S_l^z`$ (provided the total $`S^z`$ component is conserved),

$$S^z=\underset{l}{}S_l^z,\frac{S_l^z}{t}+j_l^z=0.$$
(34)
Thus, we obtain for the spin current $`j^z`$, (that plays the role of the operator $`X_𝐪`$),

$$j^z=\underset{l}{}j_l^z=J\underset{l}{}(S_l^xS_{l+1}^yS_l^yS_{l+1}^x).$$
(35)
The real part of the “spin conductivity” $`\sigma ^{}(\omega )`$ (corresponding to the charge conductivity of the fermionic model) includes two parts, the Drude weight $`D`$ and the regular part $`\sigma _{reg}(\omega )`$ zp ; znp ,

$$\sigma ^{}(\omega )=2\pi D\delta (\omega )+\sigma _{reg}(\omega ).$$
(36)
The regular contribution is given by,

$$\sigma _{reg}(\omega )=\frac{1e^{\beta \omega }}{\omega }\frac{\pi }{N}\underset{nm}{}p_n|<n|j^z|m>|^2\delta (\omega \omega _{mn})$$
(37)
where $`p_n`$ are the Boltzmann weights and $`\omega _{mn}=ϵ_mϵ_n`$.

To compare the presented data on the conductivity we normalize them using the well known optical sum-rule that in the $`\beta 0`$ limit takes the form,

$$_{\mathrm{}}^+\mathrm{}𝑑\omega \sigma _{reg}(\omega )+2\pi D=\beta \frac{\pi }{N}j_{}^{z}{}_{}{}^{2}.$$
(38)
The normalized conductivity, $`\sigma (\omega )`$, in this high temperature limit is given by,

$$\sigma (\omega )=\frac{_{nm}|<n|j^z|m>|^2\delta (\omega \omega _{mn})}{j_{}^{z}{}_{}{}^{2}},$$
(39)
that can be calculated using our microcanonical ensemble procedure by,

$$\sigma (\omega )\underset{\eta 0}{lim}\frac{\mathrm{}\lambda j^z\frac{1}{zH+\lambda }j^z\lambda }{\pi \lambda j_{}^{z}{}_{}{}^{2}\lambda }.$$
(40)
In principle this expression includes also the contribution from the zero frequency Drude weight $`\delta `$function, but in practice as the second Lanczos procedure cannot fully converge, the Drude peak appears as a low frequency contribution. As we will discuss below, sorting out this low frequency part, in general allows us to reliably extract the Drude weight value.

In general, we can employ the translational symmetry of the Hamiltonian and study spectra in a given pseudomomentum $`k`$ subspace or average the results over different $`k`$ subspaces; in the following we typically employ $`M_1=1000`$ and $`M_2=4000`$ Lanczos iterations at $`\beta 0`$ unless otherwise stated. In Figure 2 we compare a zero temperature cfe2  with an infinite temperature ($`\beta 0`$) calculation for a fairly large system in the $`k=0`$ subspace. The zero temperature calculation finds a few poles with exact weights whereas the infinite temperature calculation provides a much smoother result.

There is clear structure in the infinite temperature result but also apparently some noise. To interpret this result we must consider the issue of the veracity of the microcanonical ensemble for such small systems namely the extent to which the microcanonical ensemble is equivalent to the canonical one.

In Figure 3 we present a comparison, extremely encouraging, of some microcanonical calculations with the analogous canonical ones. There is ‘noise’ in all calculations, the origin and magnitude of which we will now discuss. The canonical calculations are essentially a direct evaluation of expression (37), where we applied a “binning” procedure on the $`\delta `$function weights over an energy scale of about 0.01. The number of contributing matrix elements are of the order of the dimension $`𝒟`$ of the Hilbert space squared, $`𝒟^2`$, e.g. $`10^610^8`$ $`\delta `$ functions, with no continuity in the weights. The results are not smooth and the resulting intrinsic fluctuations are heavily smoothed by our binning procedure. In the microcanonical calculations we employ our scheme, further averaging over translational symmetry $`k`$subspaces. Now, only of $`O(𝒟)`$ $`\delta `$functions are essentially contributing, multiplied by the number of states involved in the decomposition of the state $`\lambda `$ (a few thousand depending on the convergence) and the number of $`k`$subspaces. We could average over initial random states, but we find that this has only a small smoothing effect, because the underlying poles are at the same energies. Notice that the observed fluctuations are not associated with any of our different resolution processes which are much smaller than the observed scale of fluctuations; they are due to the finite size of our system and thus to the effective smaller number of matrix elements contributing to the construction of the spectra. This seemingly new problem associated with our technique turns out to be dominant for small system sizes; very soon however it becomes negligible as larger systems are achieved, specially considering that the dimension of Hilbert space grows exponentially fast with the system size $`N`$.

In order to assess these fluctuations and simultaneously the role of our smoothing parameter $`\eta `$, we performed some basic calculations involving only a single $`k`$subspace state $`\lambda `$. In Figure 4 we offer a comparison of calculations involving just the poles evaluated using the 2nd Lanczos procedure eigenstates against smoothed versions of the same data but employing the continued fraction technique.

The fluctuations clearly decay with system size with the final system being surprisingly smooth. The limitations of the smoothing process are clear, the sharper features are slightly washed out although the ease of assessing the data makes such a smoothing advisable. The weights for these microcanonical calculations are truly quite continuous in comparison to the intrinsic properties of the canonical calculation which is necessarily ragged. Obviously for our largest calculations we are nowhere near converged to the true spectrum which is a possible explanation for the observed continuity.

We can now fairly safely conclude that our technique is a viable way to calculate dynamical correlation functions at high temperature for the same systems accessible by the Lanczos method at $`T=0`$. By its very nature, the finite $`T`$ correlations are much smoother and more regular to interpret. Our technique introduces new statistical fluctuations which make small system sizes ragged but appear to leave large system sizes essentially unaffected.

Although we can now investigate finite temperature dynamic correlations using the Lanczos method, we are still restricted to $`N30`$ for a spin-1/2 system. The key to making useful physical deductions is the procedure of finite-size scaling, the attempt to deduce the properties of the infinite size system using assumed properties of the size, $`N`$, dependence. This method has been widely and succesfully applied in the evaluation of ground state energies or gap values using data provided by the exact diagonalization, Lanczos or Density Matrix Renormalization Group technique. But to extract information on finite temperature dynamic correlations one would need to know the form of the curves before fitting and scaling could take place mathematically. As it is clear from Figure 5 this might be a challenging task considering the statistical fluctuations inherent in the spectra future1 ; however, from ongoing studies on other systems using this method, we find that the behavior of the spectra might greatly depend on the model Hamiltonian and correlations under study (e.g. it is far more structurless for energy current dynamic correlations). Note that the high frequency behavior is generally rather weakly size dependent while the low frequency one is the most subtle to determine. The last however is the most physically interesting as it determines, for instance, the diffusive or ballistic behavior of the conductivity.

The basic properties of the $`\beta 0`$ current-current correlations are now available and so we provide in Figure 6 a few examples of the frequency dependence of the conductivity at $`\beta 0`$ as a function of $`\mathrm{\Delta }`$.

Although we have devoted most of our effort to infinite temperature ($`\beta 0`$), our technique is valid at essentially any temperature (provided that we remain at a dense region of the spectrum). Analysing the pure Heisenberg model, we look at a couple of finite temperature $`k`$averaged calculations in Figure 7. The temperature has been deduced from a least-squares fit of the quantity,

$$\mathrm{ln}\frac{s(\omega )}{s(\omega )}\alpha +\beta _{micro}\omega $$
(41)
to a linear Ansatz, and although the statistical fluctuations are compounded, an almost vanishing intercept and a clear slope indicate the feasibility of the strategy. The obtained $`\beta _{micro}`$ values compare favorably with those corresponding to the canonical ensemble in the thermodynamic limit, evaluated using $`\lambda =<H>_\beta `$; for $`\lambda =3`$, $`\beta _{micro}0.14`$ vs. $`\beta _{canonical}0.15`$, for $`\lambda =6`$, $`\beta _{micro}0.28`$ vs. $`\beta _{canonical}0.3`$.

Although we have compared numerical evaluation of dynamic correlations obtained by a canonical and microcanonical method, we have yet to compare with an exact solution. Recently even non-zero temperature dynamical correlations have become partially accessible, with a calculation of the Drude weight for the $`0<\mathrm{\Delta }<1`$ Heisenberg model at finite temperature z . In particular, the Drude weight in the $`\beta 0`$ limit is given analytically kluemperpc  by,

$$D/\beta =\frac{1}{2}\frac{(\pi /\nu 0.5\mathrm{sin}(2\pi /\nu ))}{8\pi /\nu },\mathrm{\Delta }=\mathrm{cos}(\pi /\nu ).$$
(42)
The Drude weight, strictly speaking, is defined as the weight of a zero frequency $`\delta `$function, eq.(36); it is a particularity of the Heisenberg model that it appears as a narrow peak at low frequencies, of the order of the inverse lattice size nz , in contrast to the fermionic “t-V” version where it is accounted for only by the diagonal energy elements ($`\omega =0`$).

In extracting the Drude weight by the above described procedure we must take into account the problem caused by the intrinsic resolution of our calculations, which is of order $`\sigma =\sqrt{K}`$. Although our chosen resolution of $`\sigma 0.01`$ is almost invisible for the smooth background, for the Drude weight the resolution is essentially limited by that of our ‘microcanonical’ distribution, viz $`\sigma `$. An example of these ideas is provided in Figure 8, from which it is clear that the Drude peak is the only contribution for which the change in resolution is relevant. These calculations involve a single state and are much improved by $`k`$averaging, also the energy window is so small that the individual poles in the 2nd Lanczos procedure are visible and have been smoothed out with an $`\eta `$=0.005 which adds to the observed resolution. In the inset, the scale of the conductivity clearly signals a low frequency peak (notice the difference in scale between Figure 8 and its inset); still in order to extract the Drude weight from the smooth background, we must integrate the peak up to at least as far as it is resolved and that necessitates the inclusion of some of the background. We have elected to err on the side of inclusion and tend to integrate past where the Drude peak appears to become small.

In Figure 9 we offer a comparison of the analytical and numerically extracted Drude weights in the $`\beta 0`$ limit. The quantitative agreement is reasonably satisfactory, becoming rather poor near $`\mathrm{\Delta }1`$ because of our technique for extracting the Drude weight; due to the finite resolution of our calculation we need to sample a finite width around $`\omega =0`$. For the case $`\mathrm{\Delta }=1`$ there is no Drude weight but there does appear to be a power-law like divergence which we pick up in our finite window leading to the observed corrupted behaviour.

## VII Discussion

Our investigation appears to validate the use of the Lanczos algorithm to analyse finite temperature dynamical properties of strongly correlated systems; the crucial step is to employ the microcanonical ensemble, which essentially allows the thermodynamic average to be replaced by an elementary expectation value. All the simplicity of the zero temperature formalism can then be taken over to the finite temperature calculation. The comparison of canonical with microcanonical procedures indicates that the thermodynamic limit is reached with quite modest system sizes and consequently there appears to be little systematic error coming from our choice of ensemble. There are intrinsic statistical fluctuations in our calculations but these are severely curtailed by increasing the system size and are an implicit difficulty with canonical calculations too. We believe that we can calculate the high enough temperature dynamical correlations for a finite system with an excellent tolerance.

The statistical fluctuations in our results require to be controlled if an error analysis is to be contemplated. Although we have not got analytical control, we do have experience at various approaches to reducing the statistical fluctuations. The crucial point is that, when taking a statistical average, one should use “orthogonal” states ($`\lambda `$’s decomposed into different sets of eigenstates $`n`$). Averaging over random starting vectors in the same subspace is not very effective, even if they are originally orthogonal, because the resulting distribution involves the same states and consequently an overlap. Performing a $`k`$ average, over translational symmetry subspaces, is an excellent procedure, since the states are automatically orthogonal and intellectually one is reverting back towards the real physical statistical average. Another possibility is to use several of the eigenstates of the first Lanczos procedure; although the orthogonality is guaranteed, there is an induced loss in resolution due to the larger $`\sigma `$’s of the higher Lanczos states. A final possibility is to employ the parameter $`\lambda `$, where the average over different $`\lambda `$’s must be limited within a window that corresponds to the energy fluctuations at the studied temperature in the given size system. Providing that the $`\lambda `$’s are further apart than the chosen $`\sigma `$, the orthogonality is essentially guaranteed.

Although we believe we have access to the temperature behaviour of finite-size systems, this does not give immediate access to the dynamics in the thermodynamic limit because finite-size scaling must be performed; Figure 6 exhibits clear peaks of unknown form, plausible ‘cusps’ and regions where the correlations vanish. Unless we can guess or deduce the form of these structures, finite-size scaling appears problematic. We should note however from our experience, that not all models and dynamic correlations exhibit so involved spectra; in forthcoming works we will present analysis of charge/spin/energy current correlations for other (non-) integrable systems of current interest (higher spin, ladder models) where the obtained spectra are far more structrurless. Finally, besides the finite frequency behavior, our method allows the reliable study of scalar quantities as the Drude weight.

###### Acknowledgements.

Part of this work was done during visits of (P.P.) and (M.L.) at IRRMA as academic guests of EPFL. J.K. and X.Z acknowledge support by the Swiss National Foundation, the University of Fribourg and the University of Neuchâtel.


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# General-covariant evolution formalism for Numerical Relativity

## I Introduction

General covariance is a key feature of General Relativity. At a first look, Einstein´s field equations can be understood as a set of ten second order partial differential equations on the ten unknown metric coefficients $`g_{\mu \nu }`$

$$R_{\mu \nu }=8\pi (T_{\mu \nu }\frac{1}{2}Tg_{\mu \nu })$$
(1)
However, in General Relativity, like in many other field theories, physical solutions are given by an equivalence class of field values, related to one another by gauge transformations. General covariance means that the gauge group in Einstein´s theory is that of the general (smooth) coordinate transformations

$$y^\mu =f^\mu (x^\nu ).$$
(2)
Accordingly, the field equations (1) do not (even may not) provide enough information to determine the values of the ten unknown coefficients $`g_{\mu \nu }`$. On the other hand, in numerical applications we must deal with specific metric components. It follows that a numerical evolution system must include a specification of the coordinates as an extra ingredient in order to determine the four kinematical degrees of freedom. Fixing four of the ten metric coefficients we choose one specific expression for $`g_{\mu \nu }`$ out of the equivalence class representing the same physical solution. A general covariant evolution system would be incomplete and conversely, a complete evolution system can not preserve general covariance.

To be more specific, we will carefully distinguish evolution systems, associated with a particular gauge choice, from evolution formalisms. The later can be defined as a set of equations that apply to an equivalence class of solutions, prior to a complete gauge specification. Following this way, we will be able to draw a line between general covariant formalisms, where the equivalence class is defined by the full group of coordinate transformations (2) and partially covariant formalisms, where the equivalence class is defined by any restricted subset of coordinate transformations. This means also for instance that different evolution systems can be obtained from the same evolution formalism, as we will see in the following paragraphs.

### A General Covariant Formalisms

A good example of a general covariant formalism is provided by recent numerical relativity works  based upon a well known classical approach. The evolution formalism is given by the original field equations (1), although the DeDonder  expression of the Ricci tensor is used to write down the principal part, namely

$$\mathrm{}g_{\mu \nu }+_\mu \mathrm{\Gamma }_\nu +_\nu \mathrm{\Gamma }_\mu =\mathrm{}$$
(3)
where the box symbol stands for the d´Alembert operator on functions and we have noted $`\mathrm{\Gamma }^\mu g^{\rho \sigma }\mathrm{\Gamma }_{}^{\mu }{}_{\rho \sigma }{}^{}`$ as usual. General covariance is not lost in passing from (1) to (3), because we only reordered the partial derivatives in the Ricci tensor.

Is is obvious from a comparison between (3) and the wave equation for $`g_{\mu \nu }`$ that we can obtain a symmetric hyperbolic system imposing the well known harmonic coordinate conditions :

$$\mathrm{}x^\mu =\mathrm{\Gamma }^\mu =0.$$
(4)
Although the first proofs of well-posedness of the resulting evolution system were well known , the corresponding proof for the initial-boundary problem, which is highly relevant for Numerical Relativity applications, has been given recently . Different evolution systems can be obtained from the general covariant formalism (3) by modifying the harmonic coordinate conditions (4) . One can even add arbitrary ”gauge source” terms to the right-hand-side of (4) to obtain a wide class of generalized harmonic evolution systems .

A different evolution formalism can be obtained by using the well known 3+1 decomposition , where one considers the space-time sliced by $`t=constant`$ hypersurfaces. The line element can be written as

$$ds^2=\alpha ^2dt^2+\gamma _{ij}(dx^i+\beta ^idt)(dx^j+\beta ^jdt),$$
(5)
where the lapse $`\alpha `$ and the shift $`\beta ^i`$ represent the kinematical degrees of freedom. The field equations (1) can then be translated in terms of the three-dimensional geometry of the slices, namely

$`(_t_\beta )\gamma _{ij}=2\alpha K_{ij}`$ (6)
$`(_t_\beta )K_{ij}=_i\alpha _j+\alpha [{}_{}{}^{(3)}R_{ij}^{}2K_{ij}^2+trKK_{ij}]`$ (7)
$`{}_{}{}^{(3)}Rtr(K^2)+(trK)^2=0`$ (8)
$`_k(K_{}^{k}{}_{i}{}^{}\delta _{}^{k}{}_{i}{}^{}trK)=0`$ (9)
where we have restricted ourselves to the vacuum case for simplicity.

Let us notice that the coordinate gauge freedom is not limited in any way by translating the four-dimensional (4D) field equations (1) into the 3+1 version (6-9). The lapse $`\alpha `$ and the shift $`\beta ^i`$ can take arbitrary values, so that the four gauge degrees of freedom are still at our disposal. Although general covariance is not manifest in the 3+1 equations (6-9), their solution space is still invariant under general coordinate transformations (2), because it is equivalent to the corresponding solution space of the 4D equations (1). Conversely, in the 3+1 version (6-9) it is manifestly clear that one can evolve the dynamical degrees of freedom $`\gamma _{ij}(t,x^k)`$ from any consistent set of initial data $`\{\gamma _{ij}(0,x^k),K_{ij}(0,x^k)\}`$ using the evolution equations (6,7). The remaining ones (8,9) can be interpreted as constraints. This diversity in the evolution properties of both sets of equations is not obvious in the 4D version. To summarize: both the 4D equations (1) and the 3+1 equations provide equivalent general-covariant formalisms, although general covariance is apparent only in the 4D version, whereas the evolution properties are manifest only in the 3+1 version (6-9).

### B Extending solution space: taking constraints out

The 3+1 formalism (6-9) is specially suited for Numerical Relativity applications. In this context, one usually takes advantage of the fact that the energy and momentum constraints (8,9) are first integrals of (6,7). This allows us to enforce the constraints (8,9) on the initial and boundary data only, or even to use them to monitor the accuracy of the time evolution. But the constraints are not enforced by the time evolution algorithm for interior points, which in its simplest form is based only on (6,7) (free evolution approach ). This ”unconstrained” evolution formalism, although perfectly consistent , does introduce a strong discrimination between the two sets of equations (6,7) and (8,9) that breaks the general covariance of the 3+1 formalism.

To verify this, let us notice first that by replacing the full 3+1 formalism (6-9) by the subset (6,7) we are actually extending the solution space so as to include constraint-violating pairs $`\{\gamma _{ij},K_{ij}\}`$. Now, as the restricted set of equations (6,7) corresponds to the space components of (1), the extended space of solutions will be invariant only under the restricted subset of coordinate transformations (2) that preserve the time slicing, namely

$`t^{}`$ $`=`$ $`h(t)`$ (10)
$`y^i`$ $`=`$ $`f^i(x^j,t).`$ (11)
This confirms that general covariance is broken in the unconstrained evolution formalisms.

Let us remark that the extension of the solution space of (6-9) is a rule, not an exception, among the new formalisms arising after the seminal 1983 work of Y. Choquet-Bruhat and T. Ruggeri , which opened the door to the use of arbitrary shift choices in hyperbolic evolution systems. The bottom line is that the constraints (8,9) contained in the original 3+1 evolution formalism are at odds with hyperbolicity to the intent that some extension is needed in order to modify the mathematical structure of the formalism without loosing the physical solutions. The easiest way of doing this is just taking the constraints (8,9) out of the system. This is the basic ingredient, although this crucial point can be masked by other manipulations on the evolution equations, like taking an extra time derivative , or an extra space derivative , or using the constraints to modify the evolution equations (6,7) . The resulting formalisms, when supplemented with suitable coordinate conditions, provide hyperbolic evolution systems that can be used in Numerical Relativity applications. From our point of view, these formalisms can also be interpreted as providing many non-equivalent ways of extending the solution space of (6-9) with at least two related common features: constraint equations (8,9) are left out of the final evolution formalism and general covariance is broken as a result, even before a specific coordinate system is selected.

### C Extending solution space: extra dynamical fields

A completely different way of extending the solution space is to introduce extra dynamical fields, independent of the metric and its derivatives, into the evolution formalism. This alternative has been independently used by many Numerical Relativity groups in different ways . The key idea in these works was to introduce three supplementary dynamical fields whose evolution equations were obtained by using the momentum constraint (9). As far as these works were focused on Numerical Relativity applications , the supplementary quantities were introduced in an ”ad hoc” way, breaking even the 3+1 covariance (10) of the formalism. Only very recently  the same idea has been implemented in a way which is at least invariant under the restricted subset of coordinate trasformations (10): the extra quantities are given by a three-dimensional ”zero” vector $`Z_i`$ which vanishes for Einstein´s solutions. During numerical evolution, however, non-zero values of $`Z_i`$ arise due to truncation errors and the resulting numerical codes actually deal with an extended set of solutions.

Even with this improvement, general covariance is still broken for two different reasons. First of all, although the momentum constraint (9) has been incorporated into the formalism as the right-hand-side of the time evolution equation for $`Z_i`$, the energy constraint (8) is still taken out of the time evolution algorithm. It is obvious that the extension of solution space to ”energy constraint violating” modes can not be invariant under the general coordinate transformations (2). This reason alone could be easily overcome by proceeding along the lines sketched in , where every constraint is incorporated into the system by adding an extra ”Lagrange multiplier” quantity: every extra quantity could then be coupled with the previous ones in many different ways so that many more new arbitrary parameters will appear in the resulting evolution formalism. But this would just reinforce the second cause of general covariance breaking: the lack of covariance of the final set of extra quantities. If one wants to extend solution space by adding extra fields without breaking general covariance, then this set of extra fields should be equivalent to some set of well defined space-time quantities, independent of the time slicing considered.

## II General covariant extended evolution formalisms

### A The extended field equations

We propose to extend the field equations (1) in a general covariant way by introducing an extra four-vector $`Z_\mu `$, so that the set of basic fields will consist into the pair $`\{g_{\mu \nu },Z_\mu \}`$. The original field equations (1) will then be replaced by

$$R_{\mu \nu }+_\mu Z_\nu +_\nu Z_\mu =8\pi (T_{\mu \nu }\frac{1}{2}Tg_{\mu \nu }).$$
(12)
The solutions of the Einstein´s solutions can be easily recognized among the extended set as those satisfying condition

$$Z_\mu =0$$
(13)
so that the four-vector $`Z_\mu `$ will provide a simple way to monitor the quality of numerical simulations or any other kind of approximation scheme. Notice that equations (12) are of mixed order: second order in the metric components $`g_{\mu \nu }`$, but only first order in the extra vector field $`Z_\mu `$ . This means in particular that terms containing first derivatives of $`Z_\mu `$ belong to the principal part and that they are then relevant to the causal structure of the resulting evolution systems, as we will see later.

In order to fully understand the evolution properties of the extended equations, let us translate the manifestly covariant form (12) into the 3+1 language (5). The covariant four-vector $`Z_\mu `$ will then be decomposed into its space components $`Z_i`$ and the normal component

$$\mathrm{\Theta }n_\mu Z^\mu =\alpha Z^0$$
(14)
where $`n_\mu `$ is the unit normal to the $`t=constant`$ slices. The 4D equations (12) can then be written in the equivalent form:

$`(_t_\beta )\gamma _{ij}`$ $`=`$ $`2\alpha K_{ij}`$ (15)
$`(_t_\beta )K_{ij}`$ $`=`$ $`_i\alpha _j+\alpha [{}_{}{}^{(3)}R_{ij}^{}+_iZ_j+_jZ_i`$ (16)
$``$ $`2K_{ij}^2+(trK2\mathrm{\Theta })K_{ij}]`$ (17)
$`(_t_\beta )\mathrm{\Theta }`$ $`=`$ $`{\displaystyle \frac{\alpha }{2}}[{}_{}{}^{(3)}R+(trK2\mathrm{\Theta })trK`$ (18)
$``$ $`tr(K^2)+2_kZ^k2(\alpha _k/\alpha )Z^k]`$ (19)
$`(_t_\beta )Z_i`$ $`=`$ $`\alpha [_k(K_{i}^{}{}_{}{}^{k}\delta _{i}^{}{}_{}{}^{k}trK)+_i\mathrm{\Theta }`$ (20)
$``$ $`(\alpha _i/\alpha )\mathrm{\Theta }2K_{i}^{}{}_{}{}^{k}Z_k]`$ (21)
where $`\alpha _i`$ stands for $`_i\alpha `$ and we have restricted ourselves to the vacuum case again.

The evolution properties of the formalism are transparent in the 3+1 version (15-20). Only evolution equations appear there, without constraints. One can not omit any of the equations from (15-20) because all them are needed to evolve the extended set of ten dynamical fields $`\{\gamma _{ij},\mathrm{\Theta },Z_i\}`$. This means that general covariance will not be broken in Numerical Relativity applications because all the equations (15-20) must be used on equal footing in the main algorithm evolving the dynamical fields in time: there is no room left for equation discrimination.

### B Recovering Einsteinś solutions

The algebraic condition (13) is useful to check *a posteriori* whether a given solution of the extended system (12) is actually a solution of the Einstein’s field equations (1). But it is interesting as well to know *a priori* the necessary and sufficient condition for a given set of initial data to generate a physical solution. In this sense, one can take the divergence of the extended equations (12) to get, allowing for the contracted Bianchi identities,

$$\mathrm{}Z_\mu +R_{\mu \nu }Z^\nu =0.$$
(22)
This homogeneous second order equation in $`Z_\mu `$ ensures that any deviation from the original Einstein equations (1) propagates through light cones and also that a sufficient set of conditions for the initial data to provide physical solutions is given by

$$Z_\mu (0,x^i)=0_tZ_\mu (0,x^i)=0,$$
(23)
where the second equation, allowing for (18, 20), represents imposing energy and momentum constraints (8,9) on the initial data.

This means that the algebraic constraint (13) by itself is not a first integral of the extended system (12). Equations (8, 9) appear here as auxiliary conditions so that the full set (8, 9, 13) is preserved by time evolution. From the practical point of view, this means that one can take any set of consistent initial data of Einstein’s equations (1) and use it with a zero initial value of $`Z_\mu `$ to get an initial data set for the extended equations (12) that will generate precisely the same solution. The general-covariant gauge-independent equation (22) can be then interpreted as a useful tool to understand the propagation of the initial constraints (23).

## III Coordinate conditions and symmetric hyperbolic evolution systems

As stated in the introduction, the evolution system is not complete until one provides coordinate conditions to fix the four kinematical degrees of freedom. We will consider here two different coordinate conditions leading to a symmetric hyperbolic evolution system. We will start in both cases from one of the two equivalent versions of the extended general-covariant formalism (12).

### A A 4D evolution system in harmonic coordinates

Let us use the DeDonder  expression of the Ricci tensor to write down the principal part of (12), namely

$$\mathrm{}g_{\mu \nu }+_\mu (\mathrm{\Gamma }_\nu +2Z_\nu )+_\nu (\mathrm{\Gamma }_\mu +2Z_\mu )=\mathrm{}$$
(24)
It is obvious from a comparison with the wave equation for $`g_{\mu \nu }`$ that we can obtain a symmetric hyperbolic system

$$\mathrm{}g_{\mu \nu }=\mathrm{}$$
(25)
provided that we kill the additional terms in (24) using the following extension of the well known harmonic coordinate conditions:

$$\mathrm{}x^\mu =\mathrm{\Gamma }^\mu =2Z^\mu .$$
(26)
The four-vector $`Z_\mu `$ can be interpreted in this context as a sort of ”gauge source”, along the lines sketched in ref. .

Notice that, in contrast with the classical approach, the compatibility between the reduced system (25) and the coordinate conditions (26) is not an issue in the present context because there are now fourteen independent components of the fields $`\{g_{\mu \nu },Z_\mu \}`$ to be determined by the fourteen equations (25, 26). A straightforward analysis in the 3+1 framework shows that this is actually the case: the lapse and shift evolution is provided by equation (26) and the evolution of the remaining ten degrees of freedom, including the four-vector $`Z_\mu `$, is given by (25). Notice also that equation (26) actually coincides with the classical harmonic coordinate condition (4) for physical solutions, where $`Z_\mu `$ vanishes. This is why we talk about ”harmonic coordinates” to refer also to condition (26) in the present context.

### B A 3+1 evolution system with harmonic slicing

Harmonic coordinates are not flexible enough to be used in most Numerical Relativity applications. A more suitable choice is the ”harmonic slicing”, in which the time coordinate is again assumed to be a harmonic function, but the space coordinates are chosen so that the mixed components $`g_{0i}`$ vanish (normal coordinates). We propose here to keep in the extended case the time component of (26), that is

$$g_{0i}=0,\mathrm{}x^0=\mathrm{\Gamma }^0=2Z^0$$
(27)
which can be translated into the 3+1 language as

$$\beta ^i=0,_t\mathrm{ln}\alpha =\alpha (trK2\mathrm{\Theta }).$$
(28)
The principal part of (16-20) can be written as

$`_t`$ $`K_{ij}+_k[\alpha \lambda _{}^{k}{}_{ij}{}^{}]=\mathrm{}`$ (29)
$`_t`$ $`Z_i+_k[\alpha (\delta _{}^{k}{}_{i}{}^{}(trK\mathrm{\Theta })K_{}^{k}{}_{i}{}^{})]=\mathrm{}`$ (30)
$`_t`$ $`\mathrm{\Theta }+_k[\alpha (D^kE^kZ^k)]=\mathrm{}`$ (31)
where we have noted

$`A_k_k(\mathrm{ln}\alpha ),D_{kij}{\displaystyle \frac{1}{2}}_k\gamma _{ij}`$ (32)
$`\lambda _{}^{k}{}_{ij}{}^{}=D_{}^{k}{}_{ij}{}^{}+{\displaystyle \frac{\delta _{}^{k}{}_{i}{}^{}}{2}}(A_j+D_j2E_j2Z_j)`$ (33)
$`+{\displaystyle \frac{\delta _{}^{k}{}_{j}{}^{}}{2}}(A_i+D_i2E_i2Z_i)`$ (34)
and $`D_k=\gamma ^{ij}D_{kij}`$, $`E_k=\gamma ^{ij}D_{ijk}`$.

One can get a fully first order system in the usual way, by considering both $`A_k`$ and $`D_{kij}`$ as independent additional quantities. Their evolution equations can be then easily obtained by differentiating (15) and (28), namely

$`_tA_k+_k[\alpha (trK2\mathrm{\Theta })]=0`$ (35)
$`_tD_{kij}+_k[\alpha K_{ij}]=0`$ (36)
The full set of basic independent quantities is then given by $`\{\alpha ,\gamma _{ij},K_{ij},\mathrm{\Theta },Z_i,A_k,D_{kij}\}`$ and the non-trivial principal part of the corresponding evolution systems is given by equations (29-31, 35,36).

The causal structure of the first order system (28-36) is simpler than expected: one can easily check from either (24,27) or (28-36) that

$$_t(\mathrm{\Gamma }_i+2Z_i)=_t(2E_iD_iA_i+2Z_i)=\mathrm{}$$
(37)
(the quantities $`\mathrm{\Gamma }_i`$ here are just the space components of the quantities $`\mathrm{\Gamma }_\mu `$ in eq. 24) so that one readily identifies three eigenfields propagating along the normal lines. These ”standing modes” are the only deviation of our system with respect to the wave equation pattern: all the remaining non-trivial eigenfields propagate along light cones. If we select a specific space direction, along a given unit vector $`u_k`$, then these light cone eigenfields are

$$K_{ij}\pm u_k\lambda _{}^{k}{}_{ij}{}^{},(trK2\mathrm{\Theta })\pm u_kA^k.$$
(38)
A straightforward calculation shows then that the first order system (28-31) is symmetric hyperbolic. The ”symmetrizer” can be easily identified starting from quadratic positive-definite ”Energy” functions which are conserved up to lower order terms. One such ”Energy estimates” is provided by

$`E`$ $`=`$ $`K^{ij}K_{ij}+\lambda ^{kij}\lambda _{kij}+(trK2\mathrm{\Theta })^2`$ (39)
$`+`$ $`A^kA_k+(\mathrm{\Gamma }^k+2Z^k)(\mathrm{\Gamma }_k+2Z_k).`$ (40)
We are currently working with finite difference algorithms that can take advantage of the symmetric hyperbolicity of the system (28-36) to increase the robustness of numerical simulations. Our preliminary results indicate that explicit ”Energy” expressions of the form (39) can be very useful to devise stable boundary conditions, along the lines sketched in refs .

Acknowledgements: The authors are indebted with A.Arbona, J.Massó and M.Tiglio for useful discussions and comments. This work has been supported by the EU Programme ’Improving the Human Research Potential and the Socio-Economic Knowledge Base’ (Research Training Network Contract (HPRN-CT-2000-00137), by the Spanish Ministerio de Ciencia y Tecnologia through the research grant number BFM2001-0988 and by a grant from the Conselleria d’Innovacio i Energia of the Govern de les Illes Balears.


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# 1 Introduction

## 1 Introduction

Among string dualities, T-duality of flat toroidal compactifications is best understood. (See  for a review.) It typically contains an operation exchanging a compactification radius $`R`$ with $`\alpha ^{}/R`$ , which is a special element of the full T-duality group $`O(d,d;𝒁)`$  in the case of a $`d`$-torus.111We ignore the trivial $`𝒁_\mathrm{𝟐}`$ factor of $`O(d,d;𝒁)`$.

T-duality is associated with target-space isometries. The type IIB maximally supersymmetric plane-wave background  has mutually commuting spacelike Killing vectors , and one naturally expects T-duality to hold also in this background. However, although one could still argue the classical equivalence, one needs some gauge fixing for quantization, and strictly speaking, in the presence of nontrivial Ramond-Ramond flux the direct comparison of the spectra has not been done in any covariant formulation. In light-cone gauge, the Green-Schwarz strings are known to be solvable , but then the world sheet theory becomes massive and that renders the known CFT proofs of T-duality unavailable. In this note, we show, by direct computations of string spectra in light-cone gauge, the $`O(d,d;𝒁)`$ $`(d=1,2)`$ T-duality in the IIB maximally supersymmetric plane-wave background compactified on $`S^1`$ and $`T^2`$.

For the $`S^1`$ case, the mode expansions were already given in  and in its “IIA dual” in , though not in a form that can easily be compared with the IIB spectrum.222For a discussion of the strings on $`S^1`$ on the IIB side, see also . We will display them in such a way that we may examine duality of the two theories. A curious feature of the zero modes will be found; on the IIB side there are no momentum modes but appear only winding modes, while on the IIA side both are present. We will show that the winding modes do not contribute to the IIA Hamiltonian, and they are really dual. Also, for the $`T^2`$ case, we will give a proof that the Hamiltonian is invariant under the full $`O(2,2;𝒁)`$ action.

Since we are particularly interested in the zero modes, we restrict ourselves in this paper to the check of the bosonic spectra. For the fermionic sector, the T-duality transformation rule of Green-Schwarz strings was derived for $`S^1`$ compactification to quadratic order in $`\theta `$  by using a generalized Buscher’s method  . In plane-wave backgrounds in general, the Green-Schwarz action has been shown  to truncate at quadratic order and take the form given in . The invariance of the fermionic spectrum may follow from the bosonic results and supersymmetry.

The notation that we use in this paper is as follows. The maximally supersymmetric plane-wave background for type IIB strings is

$`ds^2=2dx^+dx^{}\mu ^2x^ix^i(dx^+)^2+dx^idx^i,`$
$`F_{5+ijkl}=4\mu ϵ_{ijkl},F_5=0\text{otherwise}.`$ (1)
$`i,j,\mathrm{}=1,\mathrm{},8`$ are the indices for the transverse coordinates. $`ϵ_{ijkl}`$ is defined to be nonzero if $`\{i,j,k,l\}`$ are the set {1,2,3,4} or {5,6,7,8}, and $`ϵ_{1234}=ϵ_{5678}=+1`$.

It has 30 isometries , and among them $`k_{S_{ij}^\pm }`$ $`(ij)`$ given by

$`k_{S_{ij}^\pm }`$ $`=`$ $`k_{e_i}\pm k_{e_j^{}},`$
$`k_{e_i}`$ $`=`$ $`\mathrm{cos}\mu x^+_i\mu x^i\mathrm{sin}\mu x^+_{},`$
$`k_{e_i^{}}`$ $`=`$ $`\mathrm{sin}\mu x^+_i+\mu x^i\mathrm{cos}\mu x^+_{}`$ (2)
have a constant (unit) norm .

## 2 $`S^1`$ compactification revisited

We will first focus on the T-duality transformation along the isometry $`k_{S_{87}^+}`$. The coordinate system in which this isometry is manifest is

$`x^+`$ $`=`$ $`X^+,`$
$`x^{}`$ $`=`$ $`X^{}\mu X^7X^8,`$
$`x^I`$ $`=`$ $`X^I(I=1,\mathrm{},6),`$
$`\left[\begin{array}{c}x^7\\ x^8\end{array}\right]`$ $`=`$ $`\left[\begin{array}{cc}\hfill \mathrm{cos}\mu X^+& \mathrm{sin}\mu X^+\\ \hfill \mathrm{sin}\mu X^+& \mathrm{cos}\mu X^+\end{array}\right]\left[\begin{array}{c}X^7\\ X^8\end{array}\right].`$ (9)
In these coordinates $`k_{S_{87}^+}=/X^8`$, and the metric becomes

$`ds^2`$ $`=`$ $`2dX^+dX^{}\mu ^2X^IX^I(dX^+)^24\mu X^7dX^8dX^++dX^idX^i.`$ (10)
$`F_5`$ is unchanged.

IIB spectrum
We will first examine the bosonic spectrum of a Green-Schwarz string in this background . In light-cone gauge, the string action takes the form

$`S_{IIB}`$ $`=`$ $`{\displaystyle 𝑑\tau L_{IIB}},`$
$`L_{IIB}`$ $`=`$ $`{\displaystyle _0^{2\pi }}𝑑\sigma \left[p^+_\tau X^{}+{\displaystyle \frac{1}{4\pi \alpha ^{}}}\left((_\tau X^i)^2(_\sigma X^i)^2\stackrel{~}{\mu }^2(X^I)^24\stackrel{~}{\mu }X^7_\tau X^8\right)\right],`$ (11)
where we have set 333The other gauge fixing conditions we have adopted are $`detg_{\mu \nu }=1`$, $`_\sigma g_{\sigma \sigma }=0`$ and $`g_{\tau \sigma }(\sigma =0)=0`$. Then $`g_{\sigma \sigma }`$ is constant everywhere, and is set to be unity.  $`X^+=2\pi \alpha ^{}p^+g_{\sigma \sigma }^1\tau `$ and $`\stackrel{~}{\mu }=2\pi \alpha ^{}p^+\mu `$. The Hamiltonian is

$`H_{IIB}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi \alpha ^{}}}{\displaystyle _0^{2\pi }}𝑑\sigma \left[(2\pi \alpha ^{})^2\left(\mathrm{\Pi }_I^2+\mathrm{\Pi }_7^2+(\mathrm{\Pi }_8+{\displaystyle \frac{\stackrel{~}{\mu }}{\pi \alpha ^{}}}X^7)^2\right)+(_\sigma X^i)^2+\stackrel{~}{\mu }^2(X^I)^2\right],`$ (12)
where

$`\mathrm{\Pi }_I`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \alpha ^{}}}_\tau X^I,`$
$`\mathrm{\Pi }_7`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \alpha ^{}}}_\tau X^7,`$
$`\mathrm{\Pi }_8`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \alpha ^{}}}(_\tau X^82\stackrel{~}{\mu }X^7).`$ (13)
The mode expansions are straightforwardly obtained . Equations of motion are

$`\stackrel{..}{X^I}X_{}^{I}{}_{}{}^{\prime \prime }+\stackrel{~}{\mu }^2X^I=0,`$
$`\stackrel{..}{X^7}X_{}^{7}{}_{}{}^{\prime \prime }+2\stackrel{~}{\mu }\stackrel{.}{X^8}=0,`$ (14)
$`\stackrel{..}{X^8}X_{}^{8}{}_{}{}^{\prime \prime }2\stackrel{~}{\mu }\stackrel{.}{X^7}=0.`$
With the boundary condition

$`X^I(\tau ,\sigma =2\pi )=X^I(\tau ,\sigma =0)(I=1,\mathrm{},6),`$ (15)
$`X^I`$’s are expanded as

$`X^I(\tau ,\sigma )`$ $`=`$ $`x_0^I\mathrm{cos}\stackrel{~}{\mu }\tau +{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}p^I\mathrm{sin}\stackrel{~}{\mu }\tau +i\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(a_n^If_n^++\stackrel{~}{a}_n^If_n^{}\right),`$ (16)
where

$`f_n^\pm (\tau ,\sigma )`$ $``$ $`e^{in(\rho _n\tau \pm \sigma )},`$ (17)
$`\rho _n`$ $``$ $`\sqrt{1+{\displaystyle \frac{\stackrel{~}{\mu }^2}{n^2}}}.`$
The commutation relations are

$`[x_0^I,p^J]`$ $`=`$ $`i\delta ^{IJ},`$
$`[a_n^I,a_m^J]`$ $`=`$ $`[\stackrel{~}{a}_n^I,\stackrel{~}{a}_m^J]={\displaystyle \frac{n}{\rho _n}}\delta ^{IJ}\delta _{n,m}.`$ (18)
$`X^7`$ and $`X^8`$ have similar expansions to $`X^I`$ since $`Ye^{\stackrel{~}{\mu }i\tau }(X^8+iX^7)`$ satisfies the same equation of motion as $`X^I`$. Their boundary conditions are

$`X^7(\tau ,\sigma =2\pi )=X^7(\tau ,\sigma =0),X^8(\tau ,\sigma =2\pi )=X^8(\tau ,\sigma =0)+2\pi R_{IIB}w^8`$ (19)
where $`w^8𝒁`$ is the winding number. Writing $`XX^8+iX^7`$, $`\overline{X}X^8iX^7`$, they are

$`X(\tau ,\sigma )`$ $`=`$ $`x_0^8+ix_0^7+R_{IIB}w^8\sigma +a_0\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}e^{2i\stackrel{~}{\mu }\tau }+e^{i\stackrel{~}{\mu }\tau }i\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(a_nf_n^++\stackrel{~}{a}_nf_n^{}\right),`$
$`\overline{X}(\tau ,\sigma )`$ $`=`$ $`x_0^8ix_0^7+R_{IIB}w^8\sigma +\overline{a}_0\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}e^{2i\stackrel{~}{\mu }\tau }+e^{i\stackrel{~}{\mu }\tau }i\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(\overline{a}_nf_n^++\overline{\stackrel{~}{a}}_nf_n^{}\right)`$ (20)
with

$`[x_0^7,x_0^8]`$ $`=`$ $`{\displaystyle \frac{\alpha ^{}i}{2\stackrel{~}{\mu }}}`$ (21)
and

$`[a_0,\overline{a}_0]`$ $`=`$ $`1,`$
$`[a_n,\overline{a}_m]`$ $`=`$ $`[\stackrel{~}{a}_n,\overline{\stackrel{~}{a}}_m]={\displaystyle \frac{2n}{\rho _n}}\delta _{n,m}(n,m0),`$ (22)
where the zero-mode part is different from  but is equivalent. Note that, unlike the ordinary toroidal case, the compact boson $`X^8`$ does not have quantized momenta owing to “Coriolis’s force” in the 7-8 plane.444 This is a realization of a noncommutative cylinder without (tangent) constant $`B`$ field (see (21)).  Therefore the “Narain lattice” is a one-dimensional lattice here.

IIA spectrum
We next consider the IIA background obtained by the T-duality transformation along $`/X^8`$ , which can be read off from the reduction to nine dimensions. The metric and non-vanishing components of other fields are

$`ds_{IIA}^2=2dX^+dX^{}\mu ^2((X^I)^2+4(X^7)^2)(dX^+)^2+dX^idX^i,`$
$`F_{4+567}=4\mu ,H_{+79}=2\mu `$ (23)
with $`i=1,\mathrm{},7,9`$ and $`I=1,\mathrm{},6`$, where $`X^9`$ denotes the coordinate of the dual circle. All other components vanish. The bosonic light-cone string action reads

$`S_{IIA}`$ $`=`$ $`{\displaystyle 𝑑\tau L_{IIA}},`$
$`L_{IIA}`$ $`=`$ $`{\displaystyle _0^{2\pi }}d\sigma [p^+_\tau X^{}+{\displaystyle \frac{1}{4\pi \alpha ^{}}}((_\tau X^i)^2(_\sigma X^i)^2`$ (24)
$`\stackrel{~}{\mu }^2((X^I)^2+4(X^7)^2)4\stackrel{~}{\mu }X^7_\sigma X^9\text{})].`$
The canonical momenta $`\mathrm{\Pi }_I`$ and $`\mathrm{\Pi }_7`$ are the same as IIB, and

$`\mathrm{\Pi }_9`$ $`=`$ $`{\displaystyle \frac{1}{2\pi \alpha ^{}}}_\tau X^9.`$ (25)
The Hamiltonian is

$`H_{IIA}`$ $`=`$ $`{\displaystyle \frac{1}{4\pi \alpha ^{}}}{\displaystyle _0^{2\pi }}𝑑\sigma \left[(2\pi \alpha ^{})^2\mathrm{\Pi }_i^2+(_\sigma X^i)^2+\stackrel{~}{\mu }^2((X^I)^2+4(X^7)^2)+4\stackrel{~}{\mu }X^7_\sigma X^9\text{}\right].`$ (26)
Since the $`X^I`$ equations of motion are identical to those before taking T-dual, their mode expansions remain the same. The $`X^7`$ and $`X^9`$ equations are

$`\stackrel{..}{X^7}X_{}^{7}{}_{}{}^{\prime \prime }+4\stackrel{~}{\mu }^2X^7+2\stackrel{~}{\mu }X_{}^{9}{}_{}{}^{}=0,`$
$`\stackrel{..}{X^9}X_{}^{9}{}_{}{}^{\prime \prime }2\stackrel{~}{\mu }X_{}^{7}{}_{}{}^{}=0`$ (27)
and their boundary conditions are

$`X^7(\tau ,\sigma =2\pi )=X^7(\tau ,\sigma =0),X^9(\tau ,\sigma =2\pi )=X^9(\tau ,\sigma =0)+2\pi R_{IIA}w^9.`$ (28)
$`w^9𝒁`$ is the winding number. If $`(X^7,X^9)`$ is a solution with $`w^9=0`$, so is $`(X^7\frac{R_{IIA}}{2\stackrel{~}{\mu }}w^9,X^9+R_{IIA}w^9\sigma )`$ with winding number $`w^9`$. All the winding solutions are obtained in this way. Therefore it is enough to consider solutions with $`w^9=0`$.

For nonzero modes, we make an ansatz :

$`X^7(\tau ,\sigma )`$ $`=`$ $`A^7e^{i(\omega _n\tau +n\sigma )},`$
$`X^9(\tau ,\sigma )`$ $`=`$ $`A^9e^{i(\omega _n\tau +n\sigma )}.`$ (29)
$`A^7`$, $`A^9`$ and $`\omega _n`$ are constants $`(n0)`$. Plugging them into the equations of motion, one finds that the solutions satisfy either

$`\omega _n=\stackrel{~}{\mu }\pm n\rho _n,{\displaystyle \frac{A^9}{A^7}}={\displaystyle \frac{\stackrel{~}{\mu }\pm n\rho _n}{in}}`$ (30)
or

$`\omega _n=\stackrel{~}{\mu }\pm n\rho _n,{\displaystyle \frac{A^9}{A^7}}={\displaystyle \frac{\stackrel{~}{\mu }n\rho _n}{in}}.`$ (31)
On the other hand, the modes independent of $`\sigma `$ satisfy

$`\stackrel{..}{X^7}+4\stackrel{~}{\mu }^2X^7=0,\stackrel{..}{X^9}=0.`$ (32)
Taking into account the winding modes together, we obtain the expansions

$`X_{IIA}^7`$ $`=`$ $`{\displaystyle \frac{R_{IIA}}{2\stackrel{~}{\mu }}}w^9+{\displaystyle \frac{1}{2i}}\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}(a_0e^{2\stackrel{~}{\mu }i\tau }\overline{a}_0e^{2\stackrel{~}{\mu }i\tau })`$
$`+{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(a_nf_n^++\stackrel{~}{a}_nf_n^{}\right){\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(\overline{a}_nf_n^++\overline{\stackrel{~}{a}}_nf_n^{}\right),`$
$`X^9`$ $`=`$ $`R_{IIA}w^9\sigma +x_0^9+\alpha ^{}p^9\tau `$
$`+{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{\stackrel{~}{\mu }n\rho _n}{in^2}}\left(a_nf_n^+\stackrel{~}{a}_nf_n^{}\right){\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{\stackrel{~}{\mu }+n\rho _n}{in^2}}\left(\overline{a}_nf_n^+\overline{\stackrel{~}{a}}_nf_n^{}\right)`$
with $`[x_0^9,p^9]=i`$ and the same relations as (22).

Comparison of the spectra
We have put the subscript “IIA” on $`X^7`$ in order to distinguish from the IIB expansion, though we have used the same oscillators; this is justified since $`X_{IIA}^7`$ (2) coincides with $`X^7=(2i)^1(X\overline{X})`$ (20) up to constant modes, of which the Hamiltonians are independent.555Due to the quantization of $`x_0^7`$ discussed below, the constant modes also agree if the parameters are appropriately identified. Therefore, just like the ordinary toroidal compactification, no distinction is necessary between $`X^7`$ and $`X_{IIA}^7`$.

On the other hand, unlike $`X^8`$, the “dual” boson $`X^9`$ has not only a winding mode but also a momentum mode, since the equation of motion for the $`X^9`$ zero modes is free and the same as the flat case. One can argue the quantization of this momentum by noting that $`p^9`$ is a constant part of the canonical momentum $`2\pi \mathrm{\Pi }_9`$ (or by requiring the solution to the Klein-Gordon equation $`e^{ip^9X^9}`$ to be single-valued), to get

$`p^9`$ $`=`$ $`{\displaystyle \frac{n^9}{R_{IIA}}}(n^9𝒁).`$ (35)
Therefore, the Narain lattice on the “dual” background appears to be spanned by $`n^9`$ and $`w^9`$, and hence does not look like dual to the one-dimensional lattice for $`X^8`$. However, an explicit computation shows that the $`w^9`$ dependences cancel in the Hamiltonian, and the lattice becomes again one-dimensional. More precisely, one may confirm that the following relations hold:

$`2\pi \alpha ^{}\mathrm{\Pi }_8(IIB)`$ $`=`$ $`_\sigma X^9(IIA),`$
$`2\pi \alpha ^{}\mathrm{\Pi }_9(IIA)`$ $`=`$ $`_\sigma X^8(IIB),`$ (36)
provided that666Here we have used the scheme in which the metric is kept fixed but the radius $`R`$ describes the change of the physical circumference. In the next section we fix the radii but get the metric transformed.

$`w^8=n^9,R_{IIB}={\displaystyle \frac{\alpha ^{}}{R_{IIA}}},`$ (37)
and then

$`H_{IIB}=H_{IIA}.`$ (38)
We note that, on the IIA side, there is an infinite degeneracy of the spectrum in the Hilbert space associated with the redundancy of $`w^9`$. The corresponding degeneracy on the IIB side comes from the noncommutative coordinate $`x_0^7`$, which is the constant piece of $`2\pi \mathrm{\Pi }_8`$ and, hence, quantized as $`\alpha ^{}n^8/(2\stackrel{~}{\mu }R_{IIB})`$.777 We thank Y. Imamura and T. Yoneya for comments on this point. See also .

To compare the physical spectra, we have to consider the constraints, details of which for plane-wave backgrounds are found in . The physical spectrum then needs to satisfy the “level-matching” condition:

$`P{\displaystyle _0^{2\pi }}𝑑\sigma \mathrm{\Pi }_i_\sigma X^i=0.`$ (39)
The oscillator part of $`P`$ is computed straightforwardly, while the quantization conditions for the zero modes give $`P_{IIB}^{\mathrm{zeromodes}}=n^8w^8`$, $`P_{IIA}^{\mathrm{zeromodes}}=n^9w^9`$. If $`w^8=n^9`$ and $`n^8=w^9`$,

$`P_{IIB}=P_{IIA}`$ (40)
holds, and the physical states also correspond one to one. This establishes that this T-dual pair is “really dual”. Note that, when $`w^80(n^90)`$, the physical-state condition resolves the infinite degeneracy in the Hilbert space and selects a unique $`n^8(w^9)`$ for the physical states.

It would be worth noting that the relations (36) directly follow from the usual duality transformation  (introducing $`X^9`$ as a Lagrange multiplier and integrating out $`X^8`$) in the string action (11), and the classical coincidence of the Hamiltonians follows. Our direct check shows that it is also consistent quantum mechanically, mode by mode, in particular that the Narain lattices agree despite the apparent asymmetry of zero modes.

$`T^d`$ compactifications $`(d=1,\mathrm{},4)`$
The coordinate system (9) can be trivially generalized so that up to four commuting Killing vectors can be manifestly seen. For instance, the Killing vectors $`k_{S_{21}^+}`$,$`k_{S_{43}^+}`$,$`k_{S_{65}^+}`$ and $`k_{S_{87}^+}`$ are manifest in the coordinate system

$`x^+`$ $`=`$ $`X^+,`$
$`x^{}`$ $`=`$ $`X^{}\mu (X^1X^2+\mathrm{}+X^7X^8),`$
$`\left[\begin{array}{c}x^{2j1}\\ x^{2j}\end{array}\right]`$ $`=`$ $`\left[\begin{array}{cc}\hfill \mathrm{cos}\mu X^+& \mathrm{sin}\mu X^+\\ \hfill \mathrm{sin}\mu X^+& \mathrm{cos}\mu X^+\end{array}\right]\left[\begin{array}{c}X^{2j1}\\ X^{2j}\end{array}\right](j=1,\mathrm{},4).`$ (47)
The metric then reads

$`ds^2`$ $`=`$ $`2dX^+dX^{}4\mu (X^1dX^2+\mathrm{}+X^7dX^8)dX^++dX^idX^i(i=1,\mathrm{},8).`$ (48)
With this choice of a set of Killing vectors, $`F_5`$ is again unchanged.

In this case, the transverse boson mode expansions are nothing but four copies of ($`X^7`$, $`X^8`$) (20) in the $`S^1`$ case, and hence contain a four-dimensional winding-number lattice but no momentum lattice. Then a simultaneous T-duality flip along $`X^2`$, $`X^4`$, $`X^6`$ and $`X^8`$ directions converts it to a four-dimensional momentum lattice.

## 3 $`O(2,2;𝒁)`$ symmetry

In $`T^d`$ compactifications for ($`d2`$), the simultaneous T-duality flip we have considered so far is a special element of $`O(d,d;𝒁)`$ transformation, realized by conjugating the $`O(d,d)`$ metric $`L`$ to the scalar matrix. We will now examine the full $`O(2,2;𝒁)`$ duality in the plane-wave background compactified on $`T^2`$.

The metric that we use for a $`T^2`$ compactification is

$`ds^2`$ $`=`$ $`2dX^+dX^{}\mu ^2X^IX^I(dX^+)^24\mu (X^5dX^6+X^7dX^8)dX^++dX^idX^i`$ (49)
($`i=1,\mathrm{},8`$; $`I=1,\mathrm{},4`$). The dilaton and $`B`$ fields are zero. We have taken $`k_{S_{65}^+}`$ and $`k_{S_{87}^+}`$ as the manifest Killing vectors. The change of coordinates is an obvious generalization of (9) similar to (47) . $`F_5`$ is the same as before but anyway irrelevant for the bosonic spectrum.

We compactify the manifest coordinates $`X^6`$, $`X^8`$ as

$`X^6X^6+2\pi R^6,X^8X^8+2\pi R^8,`$ (50)
then the $`O(2,2;𝒁)`$ transformation $`g`$ acting on the scalar matrix $``$ as $`gg^T`$ is given by

$`g=Q^1g_{𝒁\text{ }}Q,Q=\left[\begin{array}{cccc}R^6/\alpha ^{}& & & \\ & R^8/\alpha ^{}& & \\ & & 1/R^6& \\ & & & 1/R^8\end{array}\right],`$ (55)
where $`g_{𝒁\text{ }}`$ is an $`O(2,2;𝑹)`$ matrix with integer entries. Any $`g_{𝒁\text{ }}`$ can be written  as $`g_{𝒁\text{ }}=w^sg_1g_2`$, where

$`w=\left[\begin{array}{cccc}\hfill 1& & & \\ & & & \hfill 1\\ & & \hfill 1& \\ & \hfill 1& & \end{array}\right],s=0\text{or}1,`$ (60)
and $`g_1G_1`$, $`g_2G_2`$ with $`G_1,G_2=SL(2,𝒁)`$ respectively represented by the matrices of the form

$`g_1=\left[\begin{array}{cccc}\hfill a& \hfill b& & \\ \hfill c& \hfill d& & \\ & & \hfill d& \hfill c\\ & & \hfill b& \hfill a\end{array}\right],g_2=\left[\begin{array}{cccc}\hfill a& & & \hfill b\\ & \hfill a& \hfill b& \\ & \hfill c& \hfill d& \\ \hfill c& & & \hfill d\end{array}\right].`$ (69)
$`a,b,c,d`$ are integers satisfying $`adbc=1`$. We have taken the $`O(d,d)`$ metric $`L`$ as

$`L=\left[\begin{array}{cccc}& & \hfill 1& \\ & & & \hfill 1\\ \hfill 1& & & \\ & \hfill 1& & \end{array}\right],`$ (74)
so that $`gLg^T=L`$.

How the $`O(2,2;𝒁)`$ acts on a supergravity background may be read off from the dimensionally reduced NS-NS sigma model . It is easy to see that $`G_1`$, one $`SL(2,𝒁)`$ factor of $`O(2,2;𝒁`$), causes no change in the spectrum, since it can be absorbed into the target space modular transformation of compactified ($`X^6`$,$`X^8`$). $`w`$ is a T-duality flip along a single circle, and the invariance of the Hamiltonian was confirmed in the previous section. Therefore, we have only to prove the invariance under the action of $`G_2`$ and $`wG_1(=G_2w)`$. First we check $`G_2`$.

Writing

$`\stackrel{~}{b}={\displaystyle \frac{R^6R^8}{\alpha ^{}}}b,\stackrel{~}{c}={\displaystyle \frac{\alpha ^{}}{R^6R^8}}c,`$ (75)
we obtain the new metric in the form

$`ds_{\text{new}}^2`$ $`=`$ $`2dX^+dX^{}\mu ^2\left(X^IX^I+{\displaystyle \frac{4\stackrel{~}{c}^2}{\stackrel{~}{c}^2+d^2}}X^{\widehat{m}}X^{\widehat{m}}\right)(dX^+)^2`$
$`{\displaystyle \frac{4d\mu }{\stackrel{~}{c}^2+d^2}}(X^5dX^6+X^7dX^8)dX^++dX^IdX^I+dX^{\widehat{m}}dX^{\widehat{m}}+{\displaystyle \frac{1}{\stackrel{~}{c}^2+d^2}}dX^mdX^m,`$
and nonvanishing components of the $`B`$ field

$`B_{+6}^{\text{new}}`$ $`=`$ $`{\displaystyle \frac{2\stackrel{~}{c}\mu }{\stackrel{~}{c}^2+d^2}}X^7,B_{+8}^{\text{new}}={\displaystyle \frac{2\stackrel{~}{c}\mu }{\stackrel{~}{c}^2+d^2}}X^5,B_{68}^{\text{new}}={\displaystyle \frac{a\stackrel{~}{c}+\stackrel{~}{b}d}{\stackrel{~}{c}^2+d^2}}.`$ (77)
The bosonic string action reads

$`S^{\text{new}}`$ $`=`$ $`{\displaystyle 𝑑\tau L^{\text{new}}},`$ (78)
$`L^{\text{new}}`$ $`=`$ $`{\displaystyle _0^{2\pi }}d\sigma [p^+_\tau X^{}+{\displaystyle \frac{1}{4\pi \alpha ^{}}}((_\tau X^I)^2(_\sigma X^I)^2\stackrel{~}{\mu }^2((X^I)^2+{\displaystyle \frac{4\stackrel{~}{c}^2}{\stackrel{~}{c}^2+d^2}}(X^{\widehat{m}}))`$
$`+(_\tau X^{\widehat{m}})^2(_\sigma X^{\widehat{m}})^2+{\displaystyle \frac{1}{\stackrel{~}{c}^2+d^2}}((_\tau X^m)^2(_\sigma X^m)^2)`$
$`{\displaystyle \frac{2(a\stackrel{~}{c}+\stackrel{~}{b}d)}{\stackrel{~}{c}^2+d^2}}(_\tau X^6_\sigma X^8_\tau X^8_\sigma X^6)`$
$`{\displaystyle \frac{4\stackrel{~}{\mu }}{\stackrel{~}{c}^2+d^2}}(d(X^5_\tau X^6+X^7_\tau X^8)+\stackrel{~}{c}(X^7_\sigma X^6X^5_\sigma X^8))\text{})],`$
where $`\widehat{m}=5,7`$ and $`m=6,8`$. The $`X^I`$ modes are inert under the $`SL(2,𝒁)`$, while the $`X^{\widehat{m}}`$ and $`X^m`$ equations of motion are

$`\stackrel{..}{X^5}X_{}^{5}{}_{}{}^{\prime \prime }+{\displaystyle \frac{2\stackrel{~}{\mu }}{\stackrel{~}{c}^2+d^2}}(d\stackrel{.}{X^6}\stackrel{~}{c}X_{}^{8}{}_{}{}^{}+2\stackrel{~}{\mu }\stackrel{~}{c}^2X^5)=0,`$
$`\stackrel{..}{X^7}X_{}^{7}{}_{}{}^{\prime \prime }+{\displaystyle \frac{2\stackrel{~}{\mu }}{\stackrel{~}{c}^2+d^2}}(d\stackrel{.}{X^8}+\stackrel{~}{c}X_{}^{6}{}_{}{}^{}+2\stackrel{~}{\mu }\stackrel{~}{c}^2X^7)=0,`$
$`\stackrel{..}{X^6}X_{}^{6}{}_{}{}^{\prime \prime }2\stackrel{~}{\mu }(d\stackrel{.}{X^5}+\stackrel{~}{c}X_{}^{7}{}_{}{}^{})=0,`$
$`\stackrel{..}{X^8}X_{}^{8}{}_{}{}^{\prime \prime }2\stackrel{~}{\mu }(d\stackrel{.}{X^7}\stackrel{~}{c}X_{}^{5}{}_{}{}^{})=0.`$ (79)
It can be verified that, for the solutions of the form $`e^{i(\omega _n\tau +n\sigma )}`$, $`\omega _n`$ does not depend on $`c`$ and $`d`$, but is always given by

$`\omega _n=\pm \stackrel{~}{\mu }\pm \sqrt{\stackrel{~}{\mu }^2+n^2}.`$ (80)
Therefore, the set of nonzero modes is $`SL(2,𝒁)`$ independent. On the other hand, the zero modes are found to be

$`X_{\text{zeromodes}}^5`$ $`=`$ $`{\displaystyle \frac{1}{2\stackrel{~}{\mu }\stackrel{~}{c}^2}}(d\alpha ^{}p^6+\stackrel{~}{c}R^8w^8),`$
$`X_{\text{zeromodes}}^6`$ $`=`$ $`x_0^6+\alpha ^{}p^6\tau +R^6w^6\sigma ,`$
$`X_{\text{zeromodes}}^7`$ $`=`$ $`{\displaystyle \frac{1}{2\stackrel{~}{\mu }\stackrel{~}{c}^2}}(d\alpha ^{}p^8\stackrel{~}{c}R^6w^6),`$
$`X_{\text{zeromodes}}^8`$ $`=`$ $`x_0^8+\alpha ^{}p^8\tau +R^8w^8\sigma `$ (81)
if $`c0`$. They depend both on the momenta $`p^m`$ and on the winding numbers $`w^m𝒁`$. Using $`f_n^\pm (\tau ,\sigma )`$ (17), we obtain the mode expansions

$`X^{\widehat{m}}(\tau ,\sigma )`$ $`=`$ $`x_0^{\widehat{m}}+y^{\widehat{m}}+{\displaystyle \frac{1}{2i}}\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}(a_0^{\widehat{m}}e^{2i\stackrel{~}{\mu }\tau }\overline{a}_0^{\widehat{m}}e^{2i\stackrel{~}{\mu }\tau })`$
$`+{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(a_n^{\widehat{m}}f_n^++\stackrel{~}{a}_n^{\widehat{m}}f_n^{}\right){\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left(\overline{a}_n^{\widehat{m}}f_n^++\overline{\stackrel{~}{a}}_n^{\widehat{m}}f_n^{}\right),`$
$`y^{\widehat{m}}`$ $`=`$ $`\{\begin{array}{cc}+\frac{R^8w^8}{2\stackrel{~}{\mu }\stackrel{~}{c}}\hfill & (\widehat{m}=5),\hfill \\ \frac{R^6w^6}{2\stackrel{~}{\mu }\stackrel{~}{c}}\hfill & (\widehat{m}=7),\hfill \end{array}`$ (85)
$`X^6(\tau ,\sigma )`$ $`=`$ $`x_0^6+\alpha ^{}p^6\tau +R^6w^6\sigma +{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}d(a_0^5e^{2i\stackrel{~}{\mu }\tau }+\overline{a}_0^5e^{2i\stackrel{~}{\mu }\tau })`$
$`+{\displaystyle \frac{i}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left((da_n^5{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }n\rho _n)}{n}}a_n^7)f_n^++(d\stackrel{~}{a}_n^5+{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }n\rho _n)}{n}}\stackrel{~}{a}_n^7)f_n^{}\right)`$
$`{\displaystyle \frac{i}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left((d\overline{a}_n^5{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }+n\rho _n)}{n}}\overline{a}_n^7)f_n^++(d\overline{\stackrel{~}{a}}_n^5+{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }+n\rho _n)}{n}}\overline{\stackrel{~}{a}}_n^7)f_n^{}\right),`$
$`X^8(\tau ,\sigma )`$ $`=`$ $`x_0^8+\alpha ^{}p^8\tau +R^8w^8\sigma +{\displaystyle \frac{1}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{\stackrel{~}{\mu }}}}d(a_0^7e^{2i\stackrel{~}{\mu }\tau }+\overline{a}_0^7e^{2i\stackrel{~}{\mu }\tau })`$
$`+{\displaystyle \frac{i}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left((da_n^7+{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }n\rho _n)}{n}}a_n^5)f_n^++(d\stackrel{~}{a}_n^7{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }n\rho _n)}{n}}\stackrel{~}{a}_n^5)f_n^{}\right)`$
$`{\displaystyle \frac{i}{2}}\sqrt{{\displaystyle \frac{\alpha ^{}}{2}}}e^{i\stackrel{~}{\mu }\tau }{\displaystyle \underset{n0}{}}{\displaystyle \frac{1}{n}}\left((d\overline{a}_n^7+{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }+n\rho _n)}{n}}\overline{a}_n^5)f_n^++(d\overline{\stackrel{~}{a}}_n^7{\displaystyle \frac{\stackrel{~}{c}(\stackrel{~}{\mu }+n\rho _n)}{n}}\overline{\stackrel{~}{a}}_n^5)f_n^{}\right)`$
with the relations $`d\alpha ^{}p^6=2\stackrel{~}{\mu }\stackrel{~}{c}^2x_0^5`$, $`d\alpha ^{}p^8=2\stackrel{~}{\mu }\stackrel{~}{c}^2x_0^7`$. The expansions of $`X^I`$’s $`(I=1,\mathrm{},4)`$ are the same as (16). The relevant commutation relations are

$`[x_0^m,p^m^{}]`$ $`=`$ $`i\stackrel{~}{c}^2\delta ^{mm^{}}(m,m^{}=6,8)(\text{or}[x_0^5,x_0^6]=[x_0^7,x_0^8]=i{\displaystyle \frac{d\alpha ^{}}{2\stackrel{~}{\mu }}}),`$
$`[a_0^{\widehat{m}},\overline{a}_0^{\widehat{m}^{}}]`$ $`=`$ $`\delta ^{\widehat{m}\widehat{m}^{}},`$
$`[a_n^{\widehat{m}},\overline{a}_l^{\widehat{m}^{}}]`$ $`=`$ $`[\stackrel{~}{a}_n^{\widehat{m}},\overline{\stackrel{~}{a}}_l^{\widehat{m}^{}}]=\delta ^{\widehat{m}\widehat{m}^{}}\delta _{n,l}{\displaystyle \frac{2n}{\rho _n}}.`$ (88)
Plugging these mode expansions into the Hamiltonian and world-sheet momentum, we have confirmed after some calculation that the contributions from the nonzero modes are indeed invariant under $`SL(2,𝒁)`$. The contributions from the zero modes to the Hamiltonian $`H_{\text{zeromodes}}`$ turn out to be

$`H_{\text{zeromodes}}={\displaystyle \frac{\alpha ^{}}{2\stackrel{~}{c}^2}}\left((p^6)^2+(p^8)^2\right).`$ (89)
At first sight it appears to depend on $`c`$. However, the constant pieces of $`2\pi \mathrm{\Pi }_m`$ $`(m=6,8)`$ are

$`{\displaystyle \frac{p^6}{\stackrel{~}{c}^2}}{\displaystyle \frac{a}{\stackrel{~}{c}}}{\displaystyle \frac{R^8}{\alpha ^{}}}w^8,{\displaystyle \frac{p^8}{\stackrel{~}{c}^2}}+{\displaystyle \frac{a}{\stackrel{~}{c}}}{\displaystyle \frac{R^6}{\alpha ^{}}}w^6,`$ (90)
respectively, which imply the quantization conditions

$`{\displaystyle \frac{p^6}{\stackrel{~}{c}}}`$ $`=`$ $`{\displaystyle \frac{R^8}{\alpha ^{}}}w^8,{\displaystyle \frac{p^8}{\stackrel{~}{c}}}={\displaystyle \frac{R^6}{\alpha ^{}}}w^6,`$ (91)
where

$`\left[\begin{array}{c}w^8\\ n^6\end{array}\right]`$ $`=`$ $`\left[\begin{array}{cc}\hfill a& c\\ \hfill b& d\end{array}\right]\left[\begin{array}{c}w^8\\ n^6\end{array}\right],\left[\begin{array}{c}w^6\\ n^8\end{array}\right]=\left[\begin{array}{cc}\hfill a& c\\ \hfill b& d\end{array}\right]\left[\begin{array}{c}w^6\\ n^8\end{array}\right]`$ (104)
with $`n^6,n^8𝒁`$. Since $`w_{}^{}{}_{}{}^{m}`$,$`n_{}^{}{}_{}{}^{m}`$ ($`m=6,8`$) run over $`𝒁`$, $`H_{\text{zeromodes}}`$ is invariant under the $`SL(2,𝒁)`$. Similarly, we find that

$`P_{\text{zeromodes}}=n^6w^6+n^8w^8,`$ (105)
and $`P_{\text{zeromodes}}`$ is also invariant.

Finally, if $`c=0`$, the zero modes are simply given by

$`X_{\text{zeromodes}}^5=x_0^5,X_{\text{zeromodes}}^6=x_0^6+R^6w^6\sigma ,`$
$`X_{\text{zeromodes}}^7=x_0^7,X_{\text{zeromodes}}^8=x_0^8+R^8w^8\sigma ,`$ (106)
where the commutation relations of $`(x_0^{\widehat{m}},x_0^m)`$ are the same as in (88). The spectrum then amounts to two sets of the IIB spectrum found in the previous section, with constant shifts of the canonical momenta. The invariance of the spectrum is easily confirmed. Thus we have shown the $`G_2`$ invariance.

One can similarly check the $`wG_1(=G_2w)`$ invariance. In this case much labor is saved because the system after the transformation is reduced to that of the IIB bosons $`X^7,X^8`$ and the IIA bosons $`X_{IIA}^7,X^9`$ in the $`S^1`$ compactification, with a constant compact $`B`$ field. Then the check of the invariance for the nonzero-mode sector is trivial, and for the zero-mode sector is also straightforward. This completes our proof of the $`O(2,2;𝒁)`$ T-duality in the $`T^2`$ compactified IIB maximally supersymmetric plane wave.

## 4 Conclusions and discussion

We have shown, by direct computations of bosonic string spectra, the $`O(d,d;𝒁)`$ $`(d=1,2)`$ T-duality in the maximally supersymmetric IIB plane-wave background compactified on $`S^1`$ and $`T^2`$. Only half of the ordinary set of zero modes appear in the Hamiltonian. The “half” Narain lattice is stabilized by the T-duality group.

A natural question may be raised here about modular invariance. Let us focus on the case of the action of $`G_2`$. Other cases are similar. First, the partition function is given by

$`Z`$ $``$ $`\mathrm{Tr}e^{2\pi \tau _2(\alpha ^{}p^+p^{}+H)+2\pi i\tau _1P},`$ (107)
where $`\tau _1+i\tau _2`$ is the modular parameter. Since the zero-mode piece of $`P`$ is given by (105) for both $`c=0`$ and $`c0`$ and the Hamiltonian is independent of $`(n^6,n^8)`$, the summation over these integers in the trace gives $`\delta _{w^6,0}\delta _{w^8,0}`$. (Precisely, this holds for irrational $`\tau _1`$. The case of rational $`\tau _1`$ may be safely handled, since its measure is zero.) This in turn makes the summation over $`(w^6,w^8)`$ trivial. Thus, modular invariance does not require pairs of integers in the Hamiltonian, which is different from the flat case. In this way, mechanism of T-duality works in an interesting manner, not to make the “half” Narain lattice conflict with modular invariance. (For a related discussion in a somewhat different context, see .) For the uncompactified plane-wave background (1), the modular invariance of the one-loop vacuum amplitude has been discussed in . It would be an interesting open problem to show the modular invariance also in the compactified cases.

The background we have considered has more commuting isometries. For example,

$`\{k_{S_{21}^+},k_{S_{43}^+},k_{S_{65}^+},k_{S_{87}^+},k_{S_{23}^+},k_{S_{45}^+},k_{S_{67}^+},k_{S_{81}^+}\}`$ (108)
are a (non-maximal) set of mutually commuting Killing vectors with unit norm. The first and last four’s are mutually orthogonal, but some two of the whole set are not. Therefore, while it is natural to expect that the T-duality group extends at least up to $`O(4,4;𝒁)`$, it would be interesting to see whether and how it goes beyond that.

Finally, one of the underlying motivations for the present work is to investigate whether $`E_{10}`$  is the duality of the maximally supersymmetric plane wave. Being a one-dimensional system with a null Killing vector (in the Rosen coordinates), it is a solution to the null reduction to one dimension . Since both are, in a sense, something ultimate, it is tempting to speculate that the maximally supersymmetric plane wave might realize $`E_{10}`$ as its U-duality.

## Acknowledgments

We would like to thank Y. Imamura, N. Ishibashi, Y. Sugawara, S. Terashima and T. Yoneya for discussions. The work of S.M. is supported in part by Grant-in-Aid for Scientific Research (C)(2) #14540286 from The Ministry of Education, Culture, Sports, Science and Technology, whereas the work of Y.S. is supported in part by University of Tsukuba Research Projects.

Y.S. would like to dedicate this paper to the memory of Youngjai Kiem.