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# Cohen-Macaulayness of special fiber rings

## 1 Introduction

Let $`(R,𝔪)`$ be a Noetherian local ring with infinite residue field $`k`$ and let $`I`$ be an $`R`$-ideal. The Rees algebra $``$, the associated graded ring $`𝒢`$, and the special fiber ring $``$ of $`I`$,

$$=\underset{j=0}{\overset{\mathrm{}}{}}I^j,𝒢=/I,=/𝔪$$

play an important role in the process of blowing up $`\mathrm{Spec}(R)`$ along $`V(I)`$. For this reason these algebras are often collectively referred to as blowup algebras.

In this article we are mostly concerned with the study of the properties of $``$. From a geometric point of view, Proj$`()`$ corresponds to the fiber over the closed point of the blowup of Spec($`R`$) along $`V(I)`$. When $`R`$ is a standard graded domain over $`k`$ and $`I`$ is the $`R`$-ideal generated by forms $`f_0,\mathrm{},f_n`$ of the same degree, then $``$ describes the homogeneous coordinate ring of the image of the rational map $`\mathrm{Proj}(R)_k^n`$ given by $`(f_0,\mathrm{},f_n)`$. As a special case this construction yields homogeneous coordinate rings of Gauss images and of secant varieties. From a more algebraic perspective, $``$ encodes $`(`$asymptotic$`)`$ information about the ideal $`I`$: Its Hilbert function gives the minimal number of generators of the powers of $`I`$, while its Krull dimension – referred to as the analytic spread $`\mathrm{}`$ of $`I`$ – coincides with the minimal number of generators of any minimal reduction $`J`$ of $`I`$. The analytic spread is bounded below by the height $`g`$ of $`I`$ and bounded above by the minimal number of generators $`n`$ of $`I`$ and by the dimension $`d`$ of $`R`$. The difference $`\mathrm{}g`$ has been dubbed analytic deviation, while $`n\mathrm{}`$ is called the second analytic deviation of $`I`$. The concept of a reduction $`J`$ of an ideal $`I`$ has been crucial in the study of the blowup algebras of $`I`$, as $`J`$ carries most of the information about $`I`$ but, in general, with fewer generators. We say that $`J`$ is a reduction of $`I`$ if $`I^{r+1}=JI^r`$ for some non-negative integer $`r`$ . The least such $`r`$ is called the reduction number $`r_J(I)`$ of $`I`$ with respect to $`J`$. One then defines the reduction number of $`I`$ to be the least $`r_J(I)`$, where $`J`$ varies over all minimal reductions of $`I`$. A reduction is said to be minimal if it is minimal with respect to containment. We recall that minimal reductions arise from Noether normalizations of $``$.

Special fiber rings also find an application in the theory of evolutions. Let $`k`$ be a field of characteristic zero. Mazur, inspired by the work of Wiles on semistable curves , introduced the notion of evolution. Let $`\pi :ST`$ be an epimorphism of local $`k`$-algebras essentially of finite type. We say that $`S`$ is an evolution of $`T`$ if $`\mathrm{\Omega }_{S/k}_ST\mathrm{\Omega }_{T/k}`$. It has been conjectured by Mazur  that every reduced algebra $`T`$ is evolutionary stable, i.e., that every evolution of $`T`$ is an isomorphism. This is still an open question, although partial results were given in , , . In , Eisenbud and Mazur show that for a prime ideal $`I`$ in a regular local ring $`(R,𝔪)`$ essentially of finite type over a field of characteristic zero, the algebra $`R/I`$ is evolutionary stable if and only if $`I^{(2)}𝔪I`$. As $`I^{(2)}`$ is contained in the integral closure $`\overline{𝔪I}`$ of $`𝔪I`$, the desired inclusion $`I^{(2)}𝔪I`$ holds if $`𝔪I`$ is integrally closed . Hübl and Huneke were the first to use the special fiber ring $`=/𝔪`$ in studying the integral closedness of $`𝔪I`$. Indeed, they observed that, if $`\mathrm{}=d`$, $``$ is a normal domain and $`𝔪`$ is unmixed, then $`𝔪`$ is an integrally closed $``$-ideal, forcing all $`R`$-ideals $`𝔪I^j`$ to be integrally closed as well .

We now describe the content of the paper. Section 2, which contains our main result, is concerned with the Cohen-Macaulay property of $``$. If $`I`$ is generated by part of a system of parameters or, more generally, if $`I`$ has reduction number zero $`(`$equivalently, second analytic deviation zero$`)`$, then $``$ is a polynomial ring over a field, hence Cohen-Macaulay. Thus the first interesting case is that of ideals with reduction number one. Under this assumption, if the ring $`R`$ is Cohen-Macaulay, then $``$ was shown to be Cohen-Macaulay by Huneke and Sally when $`I`$ is $`𝔪`$-primary ; by Shah when $`I`$ is equimultiple, i.e., has analytic deviation zero ; by Cortadellas and Zarzuela when $`I`$ has analytic deviation one and is generically a complete intersection . Other cases have been studied in . Recently, Hübl and Huneke proved the Cohen-Macaulayness of $``$ for generically complete intersection ideals having analytic deviation one, but arbitrary reduction number $`r`$ . Their key assumption is that $`𝒢_+`$ has grade $`g`$ and that $``$ has no homogeneous relations in degrees $`r`$. The work of Hübl and Huneke inspired our main result, namely Theorem 2.2. Our main idea is that ‘good’ intersection properties and ‘few’ homogeneous generating relations in low degrees guarantee that $`\mathrm{}`$ general linear forms in $``$ are a regular sequence, hence implying the Cohen-Macaulayness of $``$. Theorem 2.2 recovers the previous results as well as a recent one by Heinzer and Kim . We would like to thank Bill Heinzer for sharing with us an earlier version of . Our assumption on the relations of $``$ is always satisfied by ideals of second analytic deviation one, but cannot be deleted in general, as shown by an example due to D’Anna, Guerrieri and Heinzer $`(`$see Example 2.6$`)`$. Another class of ideals to which Theorem 2.2 applies are strongly Cohen-Macaulay ideals having the ‘expected reduction number.’ Indeed, if $`I`$ is a strongly Cohen-Macaulay ideal satisfying $`G_{\mathrm{}}`$ and having the ‘expected’ reduction number $`\mathrm{}g+1`$, then the special fiber ring is Cohen-Macaulay $`(`$see Corollary 2.11$`)`$.

As in , most of our results for special fiber rings $`=/𝔪`$ hold more generally for $`/K`$, where $`K`$ is an $`𝔪`$-primary ideal. Under suitable assumptions we give a characterization in terms of intersection conditions on powers of $`I`$ for when $`/K`$ or $`𝒢`$ are Cohen-Macaulay $`(`$see Theorem 2.7 and Theorem 3.7$`)`$. For $`K=I`$ an $`𝔪`$-primary ideal, these results specialize to a well-known criterion by Valabrega and Valla .

In Section 3 we apply Theorem 2.2 to investigate the relationship between the Cohen-Macaulayness of $``$, $`𝒢`$, and $``$. First of all, it is easy to construct examples $`(`$even for perfect ideals of height two$`)`$ where $``$ is Cohen-Macaulay, but $``$ and $`𝒢`$ are not. Indeed, if $`I`$ is a perfect ideal of height two generated by $`\mathrm{}+1`$ homogeneous polynomials of the same degree in a power series ring over a field, then $``$ is an hypersurface ring, hence Cohen-Macaulay. However, $``$ $`(`$and $`𝒢)`$ is not Cohen-Macaulay if $`I`$ satisfies $`G_{\mathrm{}}`$, but not the ‘row condition’  $`(`$see Sections 2 and 3 for precise definitions$`)`$. Likewise, the example by D’Anna, Guerrieri and Heinzer shows that the Cohen-Macaulayness of $``$ and $`𝒢`$ does not imply the Cohen-Macaulayness of $``$. Nevertheless, assuming that $`I`$ satisfies $`G_{\mathrm{}}`$, and $``$ has ‘few’ homogeneous generating relations in degrees $`\mathrm{max}\{r,\mathrm{}g\}`$, we show that if $`𝒢`$ is Cohen-Macaulay then so is $``$ $`(`$see Proposition 3.1$`)`$. Furthermore, if $`R`$ is Gorenstein and $`I`$ is a perfect Gorenstein ideal of height three satisfying $`G_{\mathrm{}}`$, then the Cohen-Macaulayness of $`𝒢`$ forces $`I`$ to have the expected reduction number , which implies the Cohen-Macaulayness of $``$ $`(`$see Corollary 3.6$`)`$. Similarly, for a perfect ideal of height two satisfying $`G_{\mathrm{}}`$, $``$ is Cohen-Macaulay whenever $``$ has this property $`(`$see Corollary 3.4$`)`$.

Finally, in Section 4 we identify instances when $`𝔪I`$ is integrally closed. Most notably, we do this for perfect ideals of height two and for perfect Gorenstein ideals of height three $`(`$see Corollary 4.4 and Corollary 4.5$`)`$. To establish both results, we use the known resolutions of the symmetric powers of $`I`$ from  and , a criterion given in , and Corollary 2.11.

## 2 Cohen-Macaulayness of $`/K`$

Our main result is Theorem 2.2 below. It fully generalizes \[15, 2.1\]. To prove it we need a preparatory lemma.

###### Lemma 2.1

Let $`R`$ be a Noetherian ring, let $`I`$ be an $`R`$-ideal, let $`a_1,\mathrm{},a_{\mathrm{}}`$ be elements generating a reduction $`J`$ of $`I`$, and let $`t`$ be a fixed positive integer with $`tr_J(I)`$. If

$$[(a_{\nu _1},\mathrm{},a_{\nu _i})I^{t1}:a_{\nu _{i+1}}]I^j=(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1}$$

holds for every $`\{\nu _1,\mathrm{},\nu _{i+1}\}\{1,\mathrm{},\mathrm{}\}`$ and for $`j=t`$, then it holds for every $`jt`$.

Proof. We proceed by induction on $`jt`$. The case $`j=t`$ is satisfied by assumption, thus let $`jt+1`$. We now use decreasing induction on $`i\mathrm{}1`$. Write $`L=[(a_{\nu _1},\mathrm{},a_{\nu _i})I^{t1}:a_{\nu _{i+1}}]I^j`$ and choose $`\nu _{i+2}=\nu _{i+1}`$ if $`i=\mathrm{}1`$ and $`\nu _{i+2}\{1,\mathrm{},\mathrm{}\}\{\nu _1,\mathrm{},\nu _{i+1}\}`$ if $`i<\mathrm{}1`$. One has

$`L`$ $``$ $`[(a_{\nu _1},\mathrm{},a_{\nu _i},a_{\nu _{i+2}})I^{t1}:a_{\nu _{i+1}}]I^j`$
$`=`$ $`(a_{\nu _1},\mathrm{},a_{\nu _i},a_{\nu _{i+2}})I^{j1}.`$
Indeed, for $`i=\mathrm{}1`$ the last equality holds since $`jr_J(I)+1`$ while for $`i<\mathrm{}1`$ it holds by decreasing induction on $`i`$. Since $`(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1}L`$ we obtain

$`L`$ $`=`$ $`(a_{\nu _1},\mathrm{},a_{\nu _i},a_{\nu _{i+2}})I^{j1}L`$
$`=`$ $`(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1}+(a_{\nu _{i+2}}I^{j1}L)`$
$`=`$ $`(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1}+a_{\nu _{i+2}}[(L:a_{\nu _{i+2}})I^{j1}].`$
By assumption $`L(a_{\nu _1},\mathrm{},a_{\nu _i})I^{t1}`$. Hence

$$(L:a_{\nu _{i+2}})I^{j1}[(a_{\nu _1},\mathrm{},a_{\nu _i})I^{t1}:a_{\nu _{i+2}}]I^{j1}=(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j2},$$

where the last equality holds by induction on $`j`$. Thus

$`L`$ $``$ $`(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1}+a_{\nu _{i+2}}(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j2}`$
$`=`$ $`(a_{\nu _1},\mathrm{},a_{\nu _i})I^{j1},`$
as desired.

Let $`R`$ be a Noetherian local ring and let $`I`$ be an $`R`$-ideal minimally generated by $`f_1,\mathrm{},f_n`$. Writing $`𝒜`$ for the kernel of the homogeneous epimorphism $`R[T_1,\mathrm{},T_n]`$ of $`R`$-algebras which sends $`T_i`$ to $`f_i`$, one has $`R[T_1,\mathrm{},T_n]/𝒜`$. Thus for any $`R`$-ideal $`K`$, $`/KR[T_1,\mathrm{},T_n]/(K,𝒜)(R/K)[T_1,\mathrm{},T_n]/Q`$, where $`Q`$ denotes the image in $`(R/K)[T_1,\mathrm{},T_n]`$ of $`𝒜`$. By ‘homogeneous generating relations’ of $`/K`$ we will mean elements forming part of a homogeneous minimal generating set of the ideal $`Q`$.

In the sequel we will denote the minimal number of generators function by $`\mu `$.

###### Theorem 2.2

Let $`(R,𝔪)`$ be a Noetherian local ring with infinite residue field, let $`I`$ be an $`R`$-ideal with analytic spread $`\mathrm{}`$, minimal number of generators $`n`$, reduction number $`r`$, and let $`t`$ be a positive integer with $`tr`$. Let $`a_1,\mathrm{},a_{\mathrm{}}`$ be general elements in $`I`$ and let $`𝔞_i=(a_1,\mathrm{},a_i)`$ for $`0i\mathrm{}`$. Let $`K`$ be an $`𝔪`$-primary ideal. Assume that

* $`(𝔞_iI^{t1}:a_{i+1})I^t=𝔞_iI^{t1}`$ whenever $`0i\mathrm{}1`$;
* + if $`K=𝔪`$ and $`n\mathrm{}+2`$ then $`/K=`$ has at most two homogeneous generating relations in degrees $`t`$;
    + if $`K=𝔪`$ and $`n=\mathrm{}+1`$ then $`/K=`$ has at most one homogeneous generating relation in degrees $`t`$;
    + if $`K𝔪`$ then $`/K`$ has no homogeneous relations in degrees $`t`$.

Then $`/K`$ is Cohen-Macaulay.

Proof. Set $`S=(R/K)[T_1,\mathrm{},T_n]`$, $`/K=S/Q`$, let  denote images under the homomorphism $`/K`$, and write $`Q_t`$ for the $`S`$-ideal generated by the forms in $`Q`$ of degrees at most $`t`$. If $`K𝔪`$ then $`S/Q_t=S`$ by assumption $`(b)(\mathrm{𝑖𝑖𝑖})`$. If $`K=𝔪`$ and $`n\mathrm{}+2`$, then $`\mu (Q_t)2`$ according to assumption $`(b)(i)`$. Hence $`\mathrm{proj}\mathrm{dim}_SQ_t1`$ and so $`\mathrm{depth}S/Q_tn2\mathrm{}`$. Similarly if $`K=𝔪`$ and $`n=\mathrm{}+1`$, then $`\mu (Q_t)1`$ by assumption $`(b)(\mathrm{𝑖𝑖})`$, and $`\mathrm{depth}S/Q_tn1=\mathrm{}`$. In any case we may assume that the images $`a_1^{},\mathrm{},a_{\mathrm{}}^{}`$ of $`a_1,\mathrm{},a_{\mathrm{}}`$ in $`I/KI=[S/Q]_1`$ form a regular sequence on the ring $`S/Q_t`$.

Next we claim that

$$𝔞_iI^jKI^{j+1}=𝔞_iKI^j\mathrm{whenever}0i\mathrm{}\mathrm{and}j0.$$
(1)
The proof is by induction on $`j`$.

First assume $`jt1`$. Let $`\lambda _1a_1+\mathrm{}+\lambda _ia_iKI^{j+1}=[K]_{j+1}`$ with $`\lambda _1,\mathrm{},\lambda _i`$ elements of $`I^j=[]_j`$. One has $`\lambda _1^{}a_1^{}+\mathrm{}+\lambda _i^{}a_i^{}=0`$ in $`S/Q_t`$ since $`j+1t`$. As $`a_1^{},\mathrm{},a_i^{}`$ form a regular sequence in this ring, there is an alternating $`i`$ by $`i`$ matrix $`A`$ with entries in $`[]_{j1}`$ so that $`[\lambda _1^{},\mathrm{},\lambda _i^{}]=[a_1^{},\mathrm{},a_i^{}]A^{}`$. Hence $`[\lambda _1,\mathrm{},\lambda _i][a_1,\mathrm{},a_i]A`$ mod $`KI^j`$. As $`[a_1,\mathrm{},a_i]A[a_1,\mathrm{},a_i]^{\mathrm{tr}}=0`$, it follows that $`\lambda _1a_1+\mathrm{}+\lambda _ia_i𝔞_iKI^j`$.

Next suppose $`jt`$. We use decreasing induction on $`i`$, the case $`i=\mathrm{}`$ being clear since $`jr`$. If $`i<\mathrm{}`$ then

$$\begin{array}{cccc}\hfill 𝔞_iI^jKI^{j+1}& =& 𝔞_iI^j𝔞_{i+1}I^jKI^{j+1}\hfill & \\ & =& 𝔞_iI^j𝔞_{i+1}KI^j\hfill & \text{by induction on}i\hfill \\ & =& 𝔞_iI^j(𝔞_iKI^j+a_{i+1}KI^j)\hfill & \\ & =& 𝔞_iKI^j+(𝔞_iI^ja_{i+1}KI^j)\hfill & \\ & =& 𝔞_iKI^j+a_{i+1}[(𝔞_iI^j:a_{i+1})KI^j]\hfill & \\ & =& 𝔞_iKI^j+a_{i+1}(𝔞_iI^{j1}KI^j)\hfill & \text{by assumption }(a)\hfill \\ & & & \text{and Lemma }\text{2.1}\hfill \\ & =& 𝔞_iKI^j+a_{i+1}𝔞_iKI^{j1}\hfill & \text{by induction on }j\hfill \\ & =& 𝔞_iKI^j.\hfill & \end{array}$$

This completes the proof of $`(\text{1})`$.

Finally we prove that $`/K`$ is Cohen-Macaulay. Recall that $`a_1^{},\mathrm{},a_{\mathrm{}}^{}`$ form a regular sequence on $`S/Q_t`$. Hence it suffices to show that for $`0i\mathrm{}1`$ and $`jt`$,

$$[(a_1^{},\mathrm{},a_i^{}):_{/K}a_{i+1}^{}]_j=[(a_1^{},\mathrm{},a_i^{})]_j,$$

or equivalently,

$$[(𝔞_iI^j+KI^{j+1}):_Ra_{i+1}]I^j𝔞_iI^{j1}+KI^j.$$

Notice that

$`(𝔞_iI^j+KI^{j+1})𝔞_{i+1}I^j`$ $`=`$ $`𝔞_iI^j+(𝔞_{i+1}I^jKI^{j+1})`$
$`=`$ $`𝔞_iI^j+𝔞_{i+1}KI^j\mathrm{by}(\text{1})`$
$`=`$ $`𝔞_iI^j+a_{i+1}KI^j.`$
Thus

$`[(𝔞_iI^j+KI^{j+1}):a_{i+1}]I^j`$ $``$ $`[((𝔞_iI^j+KI^{j+1})𝔞_{i+1}I^j):a_{i+1}]I^j`$
$`=`$ $`[(𝔞_iI^j+a_{i+1}KI^j):a_{i+1}]I^j\mathrm{by}\mathrm{the}\mathrm{above}`$
$`=`$ $`[(𝔞_iI^j:a_{i+1})+KI^j]I^j`$
$`=`$ $`(𝔞_iI^j:a_{i+1})I^j+KI^j`$
$`=`$ $`𝔞_iI^{j1}+KI^j,`$
where the last equality follows from assumption $`(a)`$ and Lemma 2.1.

One often does not have to require assumption $`(b)`$ in Theorem 2.2 if the ideal $`I`$ has second analytic deviation one. Notice that in this case $``$ is Cohen-Macaulay if and only if $``$ is a hypersurface ring.

###### Corollary 2.3

Let $`R`$ be a Noetherian local ring with infinite residue field, and let $`I`$ be an $`R`$-ideal with analytic spread $`\mathrm{}`$, minimal number of generators $`\mathrm{}+1`$ and reduction number $`r`$. Let $`a_1,\mathrm{},a_{\mathrm{}}`$ be general elements in $`I`$ and let $`𝔞_i=(a_1,\mathrm{},a_i)`$ for $`0i\mathrm{}`$. Assume that $`(𝔞_iI^{r1}:a_{i+1})I^r=𝔞_iI^{r1}`$ whenever $`0i\mathrm{}1`$. Then $``$ is Cohen-Macaulay.

Proof. As $`\mu (I)=\mathrm{}+1`$, $``$ has no homogeneous relations in degrees $`r`$. Thus our assertion follows from Theorem 2.2 with $`t=r`$.

###### Remark 2.4

Theorem 2.2 recovers \[6, 3.2\] and \[15, 2.1\]. Indeed, the assumptions of \[6, 3.2\] and \[15, 2.1\] imply $`(𝔞_i:a_{i+1})I^j=𝔞_iI^{j1}`$ whenever $`0i\mathrm{}1`$ and $`j1`$.

Proof. In the case of Hübl and Huneke, we have that $`\mathrm{}=g+1`$, where $`g`$ is the height of $`I`$. Moreover, $`\mathrm{ht}((𝔞_g:I),a_{g+1})g+1`$, $`a_1,\mathrm{},a_g`$ form a regular sequence on $`R`$, and their images in $`[𝒢]_1=I/I^2`$ form a regular sequence on $`𝒢`$. As $`i\mathrm{}1=g`$, the first and second condition give $`(𝔞_i:a_{i+1})I=𝔞_i`$, whereas the third one implies $`𝔞_iI^j=𝔞_iI^{j1}`$ for every $`j1`$ by \[33, 2.7\].

In the case of Cortadellas and Zarzuela the intersection properties follow from \[6, 2.5(ii)\].

###### Remark 2.5

Corollary 2.3 also recovers the following result of Heinzer and Kim \[12, 5.6\]: Let $`R`$ be a Noetherian local ring with infinite residue field and $`I`$ an $`R`$-ideal of grade $`g`$ with analytic spread $`g`$ and minimal number of generators $`g+1`$. If $`\mathrm{grade}𝒢_+g1`$ then $``$ is Cohen-Macaulay. In particular $``$ is a hypersurface ring.

Proof. We use the notation of Corollary 2.3 with $`\mathrm{}=g`$. Notice that $`𝔞_i:a_{i+1}=𝔞_i`$ for $`0ig1`$, since $`a_1,\mathrm{},a_g`$ form a regular sequence; moreover, $`𝔞_iI^j=𝔞_iI^{j1}`$ for $`0ig1`$ and $`j1`$ since $`\mathrm{grade}𝒢_+g1`$ \[33, 2.7\]. Now the assertion follows from Corollary 2.3.

The work of Hübl and Swanson  provides classes of defining ideals of monomial space curves for which Theorem 2.2 implies the Cohen-Macaulayness of $``$ in the presence of two homogeneous generating relations of degrees $`r`$.

Next, we use an example by D’Anna, Guerrieri and Heinzer \[7, 2.3\] to point out that in general the assumption ‘$``$ has at most two homogeneous generating relations in degrees $`r`$’ in Theorem 2.2 cannot be removed or weakened.

###### Example 2.6

Let $`R=k[[t^6,t^{11},t^{15},t^{31}]]`$, where $`k`$ is an infinite field, and let $`I=(t^6,t^{11},t^{31})`$. The ideal $`I`$ has height 1, analytic spread 1, minimal number of generators $`3`$ and reduction number 2. Assumption $`(a)`$ of Theorem 2.2 is satisfied, but condition $`(b)(\mathrm{𝑖𝑖})`$ does not hold. Indeed, one has

$$=k[T_1,T_2,T_3]/(T_2^3,T_1T_3,T_2T_3,T_3^2);$$

so $``$ has 3 generating relations in degree 2. Notice that $``$ is not Cohen-Macaulay.

In contrast to Theorem 2.2, the following criterion for the Cohen-Macaulayness of $`/K`$ does not refer to the degrees of the defining equations. Instead, we impose conditions on certain intersections that specialize to the assumptions of Valabrega and Valla \[33, 2.7\] whenever $`K=I`$.

###### Theorem 2.7

Let $`(R,𝔪)`$ be a Noetherian local ring with infinite residue field, and let $`I`$ be an $`R`$-ideal with analytic spread $`\mathrm{}`$ and reduction number $`r`$. Let $`a_1,\mathrm{},a_{\mathrm{}}`$ be general elements in $`I`$ and set $`J=(a_1,\mathrm{},a_{\mathrm{}})`$. Let $`𝔞_i=(a_1,\mathrm{},a_i)`$ for $`0i\mathrm{}`$, and assume that

$$(𝔞_iI^{j1}:a_{i+1})I^j=𝔞_iI^{j1}$$

whenever $`0i\mathrm{}1`$ and $`1j\mathrm{max}\{1,r\}`$. Let $`K`$ be an $`𝔪`$-primary ideal. Then the following are equivalent:

* $`/K`$ is Cohen-Macaulay;
* $`J/KJ`$ is a free $`R/K`$-module and $`JI^{j1}KI^j=JKI^{j1}`$ whenever $`1jr`$.

Proof. We first show that $`(i)`$ implies $`(\mathrm{𝑖𝑖})`$. Notice that the images $`a_1^{},\mathrm{},a_{\mathrm{}}^{}`$ of $`a_1,\mathrm{},a_{\mathrm{}}`$ in $`[/K]_1=I/KI`$ form a regular sequence on $`/K`$. Thus $`a_1^{},\mathrm{},a_{\mathrm{}}^{}`$ are linearly independent over $`[/K]_0=R/K`$. In particular, the images of $`a_1,\mathrm{},a_{\mathrm{}}`$ in $`J/KJ`$ are linearly independent over $`R/K`$ and hence form a basis of $`J/KJ`$. Again since $`a_1^{},\mathrm{},a_{\mathrm{}}^{}`$ form a regular sequence on $`/K`$, the equalities $`JI^{j1}KI^j=JKI^{j1}`$ for $`j1`$ follow as in the proof of Theorem 2.2 $`(`$see the proof of claim $`(`$1$`)`$ in the case $`jt1)`$.

Next we show that $`(\mathrm{𝑖𝑖})`$ implies $`(i)`$. Our assumption and Lemma 2.1 yield

$$(𝔞_iI^{j1}:a_{i+1})I^j=𝔞_iI^{j1}\mathrm{whenever}0i\mathrm{}1\mathrm{and}j1.$$
(2)
We claim that

$$𝔞_iI^{j1}KI^j=𝔞_iKI^{j1}\mathrm{whenever}0i\mathrm{}\mathrm{and}j1.$$
(3)
By the freeness of $`J/KJ`$ one has $`𝔞_iKJ=𝔞_iK`$, whereas the second assumption in $`(\mathrm{𝑖𝑖})`$ gives $`JKI=KJ`$. Thus $`𝔞_iKI=𝔞_iJKI=𝔞_iKJ=𝔞_iK`$, which yields $`(`$3$`)`$ for $`j=1`$. On the other hand, $`(`$3$`)`$ holds for $`i=\mathrm{}`$ by the second assumption in $`(\mathrm{𝑖𝑖})`$. Now $`(`$3$`)`$ follows as in the proof of Theorem 2.2 $`(`$see the proof of claim $`(1)`$ in the case $`jt)`$, by increasing induction on $`j`$ and decreasing induction on $`i`$ using $`(`$2$`)`$. Finally, again the proof of Theorem 2.2 shows that $`(`$2$`)`$ and $`(`$3$`)`$ imply the Cohen-Macaulayness of $`/K`$.

We now study several instances where assumption $`(a)`$ in Theorem 2.2 as well as the assumption in Theorem 2.7 are automatically satisfied.

Let $`R`$ be a Noetherian local ring, $`I`$ an $`R`$-ideal of height $`g`$, and $`s`$ an integer. Recall that $`I`$ satisfies condition $`G_s`$ if $`\mu (I_𝔭)\mathrm{dim}R_𝔭`$ for every $`𝔭V(I)`$ with $`\mathrm{dim}R_𝔭s1`$. A proper $`R`$-ideal $`H`$ is called an $`s`$-residual intersection of $`I`$, if there exists an $`s`$-generated ideal $`𝔞I`$ so that $`H=𝔞:I`$ and $`\mathrm{ht}Hsg`$. If in addition $`\mathrm{ht}(I+H)s+1`$, then $`H`$ is said to be a geometric $`s`$-residual intersection of $`I`$. We say that $`I`$ satisfies $`AN_s`$ $`(AN_s^{}`$, respectively$`)`$ if $`R/H`$ is Cohen-Macaulay for every $`i`$-residual intersection $`(`$geometric $`i`$-residual intersection, respectively$`)`$ $`H`$ of $`I`$ and every $`is`$.

###### Lemma 2.8

Let $`R`$ be a local Cohen-Macaulay ring with infinite residue field and let $`I`$ be an $`R`$-ideal. Let $`s,t`$ be integers. Let $`J`$ be a reduction of $`I`$ generated by $`s`$ elements with $`\mathrm{ht}J:Is`$. Assume that $`I`$ satisfies $`G_s`$, $`AN_{st1}^{}`$ and that for every $`𝔭V(I)`$, $`\mathrm{depth}(R/I^j)_𝔭\mathrm{min}\{\mathrm{dim}R_𝔭s+tj,tj\}`$ whenever $`1jt1`$. Let $`a_1,\mathrm{},a_s`$ be general elements in $`J`$ and set $`𝔞_i=(a_1,\mathrm{},a_i)`$ for $`0is`$. Then $`(𝔞_i:a_{i+1})I^j=𝔞_iI^{j1}`$ whenever $`0is1`$ and $`\mathrm{max}\{1,is+t+1\}jt`$.

Proof. See the proof of \[10, 2.4\].

###### Corollary 2.9

Let $`(R,𝔪)`$ be a local Cohen-Macaulay ring with infinite residue field, let $`I`$ be an $`R`$-ideal with analytic spread $`\mathrm{}`$, minimal number of generators $`n`$ and reduction number $`r`$, and let $`t`$ be a positive integer with $`tr`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$, $`AN_{\mathrm{}t1}^{}`$ and that for every $`𝔭V(I)`$, $`\mathrm{depth}(R/I^j)_𝔭\mathrm{min}\{dimR_𝔭\mathrm{}+tj,tj\}`$ whenever $`1jt1`$. Let $`K`$ be an $`𝔪`$-primary ideal. Assume that

* if $`K=𝔪`$ and $`n\mathrm{}+2`$ then $`/K=`$ has at most two homogeneous generating relation in degrees $`t`$;
* if $`K=𝔪`$ and $`n=\mathrm{}+1`$ then $`/K=`$ has at most one homogeneous generating relation in degrees $`t`$;
* if $`K𝔪`$ then $`/K`$ has no homogeneous relations in degrees $`t`$.

Then $`/K`$ is Cohen-Macaulay.

Proof. We use the notation of Theorem 2.2. By Lemma 2.8 we conclude that $`(𝔞_i:a_{i+1})I^j=𝔞_iI^{j1}`$ and, a fortiori, $`(𝔞_iI^{j1}:a_{i+1})I^j=𝔞_iI^{j1}`$ whenever $`0i\mathrm{}1`$ and $`\mathrm{max}\{1,i\mathrm{}+t+1\}jt`$. Our assertion then follows from Theorem 2.2.

###### Corollary 2.10

Let $`(R,𝔪)`$ be a local Cohen-Macaulay ring with infinite residue field, and let $`I`$ be an $`R`$-ideal of height $`g`$ with analytic spread $`\mathrm{}`$, minimal number of generators $`n`$ and reduction number $`r`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. Further suppose that either $`t=\mathrm{}g+1r`$ and $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ whenever $`1j\mathrm{}g`$, or else $`t=\mathrm{}gr`$ and $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij`$ whenever $`1j\mathrm{}g1`$. Let $`K`$ be an $`𝔪`$-primary ideal containing $`I`$. Assume that

* if $`K=𝔪`$ and $`n\mathrm{}+2`$ then $`/K=`$ has at most two homogeneous generating relations in degrees $`t`$;
* if $`K=𝔪`$ and $`n=\mathrm{}+1`$ then $`/K=`$ has at most one homogeneous generating relation in degrees $`t`$;
* if $`K𝔪`$ then $`/K`$ has no homogeneous relations in degrees $`t`$.

Then $`/K`$ is Cohen-Macaulay.

Proof. We may assume $`t>0`$ since otherwise $`I`$ is a complete intersection. The assertion now follows from Corollary 2.9. Indeed the assumption $`AN_{\mathrm{}t1}^{}`$ of that corollary is vacuous since $`\mathrm{}t1g1`$, whereas the local depth condition follows from the global one by Ischebeck’s Lemma, for instance.

In the presence of the condition $`G_{\mathrm{}}`$, the depth assumptions of Corollary 2.10 are satisfied by strongly Cohen-Macaulay ideals, i.e., ideals whose Koszul homology modules are Cohen-Macaulay. This condition always holds if $`I`$ is a Cohen-Macaulay almost complete intersection or a Cohen-Macaulay deviation two ideal of a Gorenstein ring \[2, p. 259\]. It is also satisfied for any ideal in the linkage class of a complete intersection \[17, 1.11\]: Standard examples include perfect ideals of height two and perfect Gorenstein ideals of height three.

Continuing the discussion preceding Theorem 2.2, let $`R`$ be a Noetherian local ring, let $`I`$ be an $`R`$-ideal minimally generated by $`f_1,\mathrm{},f_n`$, and let $`K`$ be any $`R`$-ideal. There are homogeneous epimorphisms of graded $`R`$-algebras,

$$B=R[T_1,\mathrm{},T_n]\mathrm{Sym}(I)=\underset{j=0}{\overset{\mathrm{}}{}}S_j(I),$$

where the first map sends $`T_i`$ to $`f_i`$ and the second map is the natural one. They yield presentations

$$B/𝒜,\mathrm{Sym}(I)B/𝒜_1,/K(R/K)[T_1,\mathrm{},T_n]/Q.$$

Here $`𝒜_1`$ denotes the $`B`$-ideal generated by $`[𝒜]_1`$, and $`Q`$ is the image of $`𝒜`$ in $`(R/K)[T_1,\mathrm{},T_n]`$. One has $`𝒜_1\mathrm{Fitt}_{n1}(I)B`$. It follows that if $`\mathrm{Fitt}_{n1}(I)K`$ and $`S_j(I)I^j`$ for some $`j`$, then $`[Q]_j=0`$.

###### Corollary 2.11

Let $`(R,𝔪)`$ be a local Cohen-Macaulay ring with infinite residue field, and let $`I`$ be a strongly Cohen-Macaulay $`R`$-ideal of height $`g`$ with analytic spread $`\mathrm{}`$, minimal number of generators $`n`$ and reduction number $`\mathrm{}g+1`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. Then $`/K`$ is Cohen-Macaulay for every $`𝔪`$-primary ideal $`K`$ containing $`\mathrm{Fitt}_{n1}(I)`$. In particular, $``$ is Cohen-Macaulay.

Proof. We apply Corollary 2.10 with $`t=\mathrm{}g+1`$. Indeed, \[13, the proofs of 5.1 and 4.6\] shows that $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ and $`S_j(I)I^j`$ for $`1j\mathrm{}g+1`$. Since $`\mathrm{Fitt}_{n1}(I)K`$ the last isomorphisms imply that $`/K`$ has no homogeneous relations in degrees $`\mathrm{}g+1`$.

The next example shows that Corollary 2.11 is no longer true even for perfect ideals of height two with second analytic deviation one, if the reduction number is not the ‘expected’ one.

###### Example 2.12

Let $`R=k[[x,y,z]]`$, with $`k`$ an infinite field, and let $`I`$ be the $`R`$-ideal generated by the $`3`$ by $`3`$ minors of the matrix

$$\phi =\left(\begin{array}{ccc}x^3& 0& 0\\ y^2& 0& yz\\ 0& y^2& z^2\\ 0& z^2& x^2\end{array}\right).$$

One has that $`I`$ is a perfect ideal of height $`2`$, analytic spread $`3`$, and reduction number $`5`$. Also, $`I`$ satisfies $`G_3`$. However $`/K`$ is not Cohen-Macaulay for any $`R`$-ideal $`K`$ containing $`\mathrm{Fitt}_3(I)=(x^2,y^2,z^2,yz)`$. Indeed, writing $`A=R/K`$ we have that

$$/(K,T_1,T_3)A[T_2,T_4]/(zT_2^2T_4,yT_2^2T_4,xT_2^3T_4,T_2^5T_4,T_2^4T_4^2)$$

has depth zero and dimension one. As $`T_1`$ and $`T_3`$ form part of a system of parameters of $`/K`$ it follows that $`/K`$ cannot be Cohen-Macaulay. In particular, the special fiber ring $``$ is not Cohen-Macaulay.

## 3 The Cohen-Macaulayness of $`/K`$ versus the Cohen-Macaulayness of $``$ and $`𝒢`$

Our goal in this section is to relate the Cohen-Macaulayness of $``$ and $`𝒢`$ to the Cohen-Macaulayness of $`/K`$ and vice versa.

###### Proposition 3.1

Let $`(R,𝔪)`$ be a Noetherian local ring with infinite residue field, and let $`I`$ be an $`R`$-ideal of height $`g`$ with analytic spread $`\mathrm{}`$, minimal number of generators $`n`$ and reduction number $`r`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. Let $`K`$ be an $`𝔪`$-primary $`R`$-ideal containing $`I`$. Suppose that

* if $`K=𝔪`$ and $`n\mathrm{}+2`$ then $`/K=`$ has at most two homogeneous generating relations in degrees $`\mathrm{max}\{r,\mathrm{}g\}`$;
* if $`K=𝔪`$ and $`n=\mathrm{}+1`$ then $`/K=`$ has at most one homogeneous generating relation in degrees $`\mathrm{}g`$;
* if $`K𝔪`$ then $`/K`$ has no homogeneous relations in degrees $`\mathrm{max}\{r,\mathrm{}g\}`$.

If $`𝒢`$ is Cohen-Macaulay, then $`/K`$ is Cohen-Macaulay.

Proof. We use the notation of Theorem 2.2. From \[21, 2.2\] we conclude that $`(𝔞_i:a_{i+1})I^j=𝔞_iI^{j1}`$ whenever $`0i\mathrm{}1`$ and $`jig+1`$. Notice that in the setting of $`(\mathrm{𝑖𝑖})`$, $``$ has no homogeneous relations in degrees $`r`$. Furthermore we may assume $`\mathrm{max}\{r,\mathrm{}g\}>0`$ since otherwise $`I`$ is a complete intersection. Now our assertion follows from Theorem 2.2 with $`t=\mathrm{max}\{r,\mathrm{}g\}`$.

###### Corollary 3.2

Let $`R`$ be a Noetherian local ring with infinite residue field, and let $`I`$ be an $`R`$-ideal of height $`g`$ with analytic spread $`\mathrm{}`$ and reduction number $`r\mathrm{}g`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$ and that $``$ has at most two homogeneous generating relations in degrees $`r`$. If $`𝒢`$ is Cohen-Macaulay, then $``$ is Cohen-Macaulay.

Proof. Again recall that if $`n=\mathrm{}+1`$ then $``$ has no homogeneous generating relations in degrees $`r`$.

Example 2.6 shows once more that the assumption ‘$``$ has at most two generating relations in degrees $`r`$’ cannot be weakened in Corollary 3.2. That is, $``$ may fail to be Cohen-Macaulay even if $`𝒢`$ has this property. However $``$ is not Cohen-Macaulay in that example; so it is natural to ask whether the Cohen-Macaulayness of $``$ implies the one of $``$. Also this question has a negative answer:

###### Example 3.3

Let $`R`$ and $`I`$ be as in Example 2.6. By adjoining two power series variables $`x`$ and $`y`$ we obtain the ideal $`I^{}=(I,x,y)R[[x,y]]`$. Now $`I^{}`$ has height 3, analytic spread 3, reduction number 2, and $`𝒢(I^{})`$ and $`(I^{})`$ are polynomial rings over $`𝒢(I)`$ and $`(I)`$, respectively. Thus $`𝒢(I^{})`$ is Cohen-Macaulay and hence $`(I^{})`$ is Cohen-Macaulay by \[30, 3.6\]. However, $`(I^{})`$ still fails to be Cohen-Macaulay.

Next, we list more cases in which the Cohen-Macaulayness of $``$ and $`𝒢`$ implies the one of $`/K`$.

###### Corollary 3.4

Let $`(R,𝔪)`$ be a local Cohen-Macaulay ring with infinite residue field, and let $`I`$ be a perfect $`R`$-ideal of height $`2`$ with analytic spread $`\mathrm{}`$ and minimal number of generators $`n`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. If $``$ is Cohen-Macaulay then $`/K`$ is Cohen-Macaulay for every $`𝔪`$-primary ideal $`K`$ containing $`\mathrm{Fitt}_{n1}(I)`$. In particular, if $``$ is Cohen-Macaulay then $``$ is Cohen-Macaulay.

Proof. We can apply Corollary 2.11, since $`r\mathrm{}1=\mathrm{}g+1`$ according to \[30, 3.6\].

###### Corollary 3.5

Let $`(R,𝔪)`$ be a local Gorenstein ring with infinite residue field $`k`$, and let $`I`$ be an $`R`$-ideal of height $`g`$ with analytic spread $`\mathrm{}g+1`$ and minimal number of generators $`n=\mathrm{}+1`$. Suppose that $`I`$ satisfies $`G_{\mathrm{}}`$ and that $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ whenever $`1j\mathrm{}g`$. Furthermore assume that the natural map $`I_Rk\mathrm{Fitt}_{n1}(I)_Rk`$ is not injective. If $`𝒢`$ is Cohen-Macaulay then $`/K`$ is Cohen-Macaulay for every $`𝔪`$-primary ideal $`K`$ containing $`\mathrm{Fitt}_{n1}(I)`$. In particular, if $`𝒢`$ is Cohen-Macaulay then $``$ is Cohen-Macaulay.

Proof. By \[3, 2.3 and 2.4\], the ideal $`I`$ satisfies $`S_j(I)I^j`$ for $`1j\mathrm{}g+1`$ and is strongly Cohen-Macaulay. In particular $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ whenever $`1j\mathrm{}g+1`$ \[13, the proofs of 5.1 and 4.6\]. Now \[27, 2.1\] shows that $`r=\mathrm{}g+1`$, and the assertion follows from Corollary 2.11.

###### Corollary 3.6

Let $`(R,𝔪)`$ be a local Gorenstein ring with infinite residue field, and let $`I`$ be a perfect Gorenstein $`R`$-ideal of height $`3`$ with analytic spread $`\mathrm{}`$ and minimal number of generators $`n`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. If $`𝒢`$ is Cohen-Macaulay, then $`/K`$ is Cohen-Macaulay for every $`𝔪`$-primary ideal $`K`$ containing $`\mathrm{Fitt}_{n1}(I)`$. In particular, if $`𝒢`$ is Cohen-Macaulay then $``$ is Cohen-Macaulay.

Proof. We can apply Corollary 2.11, since $`r\mathrm{}2=\mathrm{}g+1`$ according to \[27, 3.1\].

It is natural to raise the question of whether the Cohen-Macaulayness of $``$ implies the one of $``$ and $`𝒢`$. The answer is negative even in the case of perfect ideals of height two satisfying $`G_{\mathrm{}}`$. It is easy to build counterexamples for ideals with second analytic deviation one, because in this case, if $`I`$ is generated by homogeneous polynomials of the same degree in a power series ring over a field, $``$ is a hypersurface ring and so it is always Cohen-Macaulay. However, $``$ is not Cohen-Macaulay if the row condition is not satisfied.

We recall the following result from \[32, 5.4\]: Let $`R`$ be a local Gorenstein ring with infinite residue field, let $`I`$ be a perfect $`R`$-ideal of height 2, with analytic spread $`\mathrm{}`$ and reduction number $`r`$. Assume that $`I`$ satisfies $`G_{\mathrm{}}`$. The following are equivalent:

* $``$ is Cohen-Macaulay.
* $`r<\mathrm{}`$ (in which case $`r=0`$ or $`r=\mathrm{}1`$).
* $`\mathrm{Fitt}_{\mathrm{}}(I)=\mathrm{Fitt}_0(I/J)`$ for some ideal $`JI`$ with $`\mu (J)=\mathrm{}`$.

Condition $`(c)`$ above is usually referred to as the ‘row condition.’

We end this section with a characterization of the Cohen-Macaulay property of $`𝒢`$. If $`I`$ is an $`R`$-ideal of height $`g`$ with analytic spread $`d=\mathrm{dim}R`$ and the ‘expected reduction number’ $`dg+1`$, then Theorem 3.7 recovers an earlier result of Johnson and Ulrich \[22, 3.1\] on the Cohen-Macaulayness of $`𝒢`$. Without any restriction on the reduction number, Theorem 3.7 characterizes the Cohen-Macaulay property of $`𝒢`$ in terms of certain intersection conditions, whose necessity was already known by previous work of Polini and Ulrich \[27, 1.2\] $`(`$see also \[1, the proof of 5.2\]$`)`$. Theorem 3.7 is also a generalization of a well known criterion of Valabrega and Valla \[33, 2.7\] to non $`𝔪`$-primary ideals. The spirit of this result and the methods of the proof are similar to our earlier ones $`(`$see for instance Theorem 2.7$`)`$.

###### Theorem 3.7

Let $`R`$ be a local Cohen-Macaulay ring of dimension $`d`$ with infinite residue field and let $`I`$ be an $`R`$-ideal of height $`g`$. Assume that $`I`$ satisfies property $`G_d`$ and $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1jdg`$. Let $`J`$ be a reduction of $`I`$ generated by $`d`$ elements with $`\mathrm{ht}J:Id`$ and write $`r=r_J(I)`$. Then the following are equivalent:

* $`𝒢`$ is Cohen-Macaulay;
* $`JI^{j1}I^{j+1}=JI^j`$ whenever $`dg+1jr1`$.

In particular, if $`rdg+1`$ then $`𝒢`$ is Cohen-Macaulay.

Proof. By \[27, 1.2$`(b)`$\] one has that $`(i)`$ implies $`(\mathrm{𝑖𝑖})`$. To prove the converse notice that $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ whenever $`1jdg+1`$. Furthermore if condition $`(\mathrm{𝑖𝑖})`$ holds then it holds for every $`jdg+1`$. Let $`a_1,\mathrm{},a_d`$ be general elements in $`J`$ and set $`𝔞_i=(a_1,\mathrm{},a_i)`$ for $`0id`$. We use the convention $`I^j=R`$ for $`j0`$.

We first claim that for $`jig`$,

$`𝔞_iI^{j1}I^{j+1}`$ $`=`$ $`𝔞_iI^j\begin{array}{c}\mathrm{whenever}0id1\hfill \\ \mathrm{or}jdg+1,\hfill \end{array}`$ (6)
$`(𝔞_iI^j:a_{i+1})I^{j+1}`$ $`=`$ $`𝔞_iI^j\mathrm{whenever}0id1.`$ (7)
We prove $`(\text{6})`$ and $`(\text{7})`$ simultaneously by induction on $`j`$. The assertions are clear if $`j<0`$ since then $`ig1`$. Now the claims follow for $`jdg`$ by applying Lemma 2.8 twice with $`s=d`$, $`t=dg`$ and with $`s=d`$, $`t=dg+1`$, respectively. Next, suppose that $`jdg+1`$. We use decreasing induction on $`i`$. If $`i=d`$ then $`(\text{6})`$ follows from assumption $`(\mathrm{𝑖𝑖})`$, whereas $`(\text{7})`$ is vacuous. Let $`id1`$. As to $`(\text{6})`$ we have that

$`𝔞_iI^{j1}I^{j+1}`$ $`=`$ $`𝔞_iI^{j1}𝔞_{i+1}I^{j1}I^{j+1}`$
$`=`$ $`𝔞_iI^{j1}𝔞_{i+1}I^j\mathrm{by}\mathrm{induction}\mathrm{on}i\mathrm{in}(\text{6})`$
$`=`$ $`𝔞_iI^{j1}(𝔞_iI^j+a_{i+1}I^j)`$
$`=`$ $`𝔞_iI^j+(𝔞_iI^{j1}a_{i+1}I^j)`$
$`=`$ $`𝔞_iI^j+a_{i+1}((𝔞_iI^{j1}:a_{i+1})I^j)`$
$`=`$ $`𝔞_iI^j+a_{i+1}𝔞_iI^{j1}\mathrm{by}\mathrm{induction}\mathrm{on}j\mathrm{in}(\text{7})`$
$`=`$ $`𝔞_iI^j.`$
As to $`(\text{7})`$ we have that

$`(𝔞_iI^j:a_{i+1})I^{j+1}`$ $``$ $`(𝔞_iI^{j1}:a_{i+1})I^jI^{j+1}`$
$`=`$ $`𝔞_iI^{j1}I^{j+1}\mathrm{by}\mathrm{induction}\mathrm{on}j\mathrm{in}(\text{7})`$
$`=`$ $`𝔞_iI^j\mathrm{by}(\text{6}).`$
This completes the proof of $`(\text{6})`$ and $`(\text{7})`$.

Let $`a_1^{},\mathrm{},a_d^{}`$ denote the images of $`a_1,\mathrm{},a_d`$ in $`[𝒢]_1=I/I^2`$. We claim that

$$[(a_1^{},\mathrm{},a_i^{}):_𝒢a_{i+1}^{}]_j=[(a_1^{},\mathrm{},a_i^{})]_j$$
(8)
whenever $`0id1`$ and $`jig+1`$. $`(`$See also \[22, proof of 2.8$`(b)`$\].$`)`$ We may assume $`j0`$. Let $`u[(a_1^{},\mathrm{},a_i^{}):_𝒢a_{i+1}^{}]_j`$. Then $`u=x+I^{j+1}`$ for some $`xI^j`$, and we have

$`a_{i+1}x(𝔞_iI^j+I^{j+2})𝔞_{i+1}I^j`$ $`=`$ $`𝔞_iI^j+(I^{j+2}𝔞_{i+1}I^j)`$
$`=`$ $`𝔞_iI^j+𝔞_{i+1}I^{j+1}\mathrm{by}(\text{6})`$
$`=`$ $`𝔞_iI^j+a_{i+1}I^{j+1}.`$
So $`a_{i+1}(xy)𝔞_iI^j`$ for some $`yI^{j+1}`$. Since $`u=x+I^{j+1}=xy+I^{j+1}`$, replacing $`x`$ by $`xy`$ we may assume that $`x(𝔞_iI^j:a_{i+1})I^j`$. However $`(𝔞_iI^j:a_{i+1})I^j=𝔞_iI^{j1}`$ by $`(\text{7})`$. Thus $`x𝔞_iI^{j1}`$ which implies $`u(a_1^{},\mathrm{},a_i^{})`$. This completes the proof of $`(\text{8})`$.

Now the Cohen-Macaulayness of $`𝒢`$ follows from $`(\text{8})`$ and \[22, 3.7\] applied to $`S=𝒢`$ with $`\mathrm{}=d`$ . Notice that the assumptions on the depth of $`S/𝔟_i`$ in \[22, 3.7\] are satisfied because $`\mathrm{depth}R/I^j\mathrm{dim}R/Ij+1`$ for $`1jdg+1`$ $`(`$see the proof of \[22, 3.13\]$`)`$.

## 4 When is $`𝔪I`$ integrally closed?

Let $`(R,𝔪)`$ be a Noetherian local ring and let $`I`$ be an $`R`$-ideal. The integral closure of $`I`$ is the ideal $`\overline{I}`$ of all elements of $`R`$ that satisfy an equation of the form $`X^n+c_1X^{n1}+\mathrm{}+c_{n1}X+c_n=0`$, where $`c_jI^j`$. Equivalently, $`\overline{I}`$ is the largest ideal having $`I`$ as a reduction. The ideal $`I`$ is called integrally closed in case $`\overline{I}=I`$. If $`\overline{I^j}=I^j`$ for every $`j1`$, we say that $`I`$ is normal.

We are interested in finding conditions that imply the integral closedness of the ideal $`𝔪I`$. As explained earlier in the introduction, the motivation for this question originates in Wiles’ work on semistable curves. Our results were inspired by the paper of Hübl and Huneke \[15, 1.3 and 1.5\], however in many cases they hold in the more general setting of an arbitrary $`𝔪`$-primary ideal $`K`$ rather than $`𝔪`$ itself. First, we give a slight generalization of \[15, 1.5\].

###### Proposition 4.1

Let $`(R,𝔪)`$ be a normal local ring of dimension $`d`$, let $`I`$ be a normal $`R`$-ideal with analytic spread $`d`$, and let $`K`$ be an $`𝔪`$-primary ideal. Assume that $`/K`$ is unmixed. Then $`KI^j`$ is integrally closed for every $`j0`$. In particular $`K`$ is integrally closed.

Proof. We may assume $`d>0`$. Notice that $`K`$ is a divisorial ideal of the normal domain $``$. Such an ideal is necessarily integrally closed. Since $`K={\displaystyle \underset{j0}{}}KI^j`$ we conclude that the $`R`$-ideals $`KI^j`$ are integrally closed as well.

###### Corollary 4.2

Let $`(R,𝔪)`$ be a normal local Cohen-Macaulay ring of dimension $`d`$ with infinite residue field, and let $`I`$ be a normal strongly Cohen-Macaulay $`R`$-ideal of height $`g`$ with analytic spread $`d`$, minimal number of generators $`n`$ and reduction number $`dg+1`$. Assume that $`I`$ satisfies $`G_d`$. Then $`KI^j`$ is integrally closed for every $`j0`$ and every $`𝔪`$-primary ideal $`K`$ containing $`\mathrm{Fitt}_{n1}(I)`$. In particular $`K`$ is integrally closed.

Proof. By Corollary 2.11, $`/K`$ is Cohen-Macaulay. Now the assertion follows from Proposition 4.1.

The following is an extension of \[15, 1.3\].

###### Proposition 4.3

Let $`(R,𝔪)`$ be a Noetherian local ring with $`\mathrm{depth}R>0`$, and let $`I`$ be an $`R`$-ideal. Let $`s,t`$ be integers $`1`$. Assume that $`I^s`$ and $`I^{s+t}`$ are integrally closed, $`\mathrm{depth}R/I^s=0`$ and $``$ has no homogeneous relations in degrees $`s+t`$. Then $`I^t\overline{𝔪I^t}=𝔪I^t`$. In particular if $`I^t`$ is integrally closed then $`𝔪I^t`$ is integrally closed as well.

Proof. See the proof of \[15, 1.3\].

We conclude this section by describing two occurrences of the integral closedness of $`𝔪I`$ in the case of perfect ideals of height two and perfect Gorenstein ideals of height three.

###### Corollary 4.4

Let $`(R,𝔪)`$ be a normal local Cohen-Macaulay ring of dimension $`d`$, and let $`I`$ be a normal perfect $`R`$-ideal of height $`2`$ with minimal number of generators $`d+1`$. Assume that $`I`$ satisfies $`G_d`$. Then $`𝔪I`$ is integrally closed.

Proof. We may assume that the residue field of $`R`$ is infinite. Notice that $`\mathrm{}(I)=d`$ by \[18, 3.1\] and \[31, 1.11\]. Let $`r`$ be the reduction number of $`I`$. If $`rd1`$ then the assertion follows from Corollary 4.2. If $`rd`$ then $`=/𝔪`$ has no homogeneous relations in degrees $`d`$ since $`\mu (I)=\mathrm{}(I)+1`$. As $`\mathrm{pd}S_{d1}(I)=d1`$ by \[34, Theorem 1$`(b)`$\], one has $`\mathrm{depth}S_{d1}(I)=1`$. This implies that $`S_{d1}(I)I^{d1}`$ by \[13, the proofs of 5.1 and 4.6\], and then $`\mathrm{depth}R/I^{d1}=0`$. Now Proposition 4.3 applies with $`s=d1`$ and $`t=1`$.

###### Corollary 4.5

Let $`(R,𝔪)`$ be a local Gorenstein ring of dimension $`d`$ with $`d`$ odd, and let $`I`$ be a perfect Gorenstein $`R`$-ideal of height $`3`$ with minimal number of generators $`nd`$. Assume that $`I`$ satisfies $`G_d`$ and $`I`$, $`I^{d2}`$, $`I^{d1}`$ are integrally closed. Then $`𝔪I`$ is integrally closed.

Proof. By \[23, 2.5, 2.15, 4.3$`(g)`$, 5.9, 6.17$`(c)(i)`$ and $`(d)(\mathrm{𝑖𝑖})`$\] $`\mathrm{pd}S_{d2}(I)=d1`$ and $`S_j(I)I^j`$ for $`1jd1`$. In particular, $`\mathrm{depth}R/I^{d2}=0`$ and $`=/𝔪`$ has no homogeneous relations in degrees $`d1`$. Now applying Proposition 4.3 with $`s=d2`$ and $`t=1`$ we conclude that $`𝔪I`$ is integrally closed.


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# Aspect-ratio dependence of the spin stiffness of a two-dimensional XY model

## I Introduction

In the usual Kosterlitz-Thouless KTxx  description of a 2D superfluid, BishopReppy  excitations of bound vortex-antivortex pairs renormalize the superfluid density $`\rho _s(T)`$. Here, $`\rho _s(T)`$ is the coefficient of the square of the gradient of the phase in the free energy expression that governs long-wavelength phase fluctuations. Above a critical temperature $`T_{KT}`$, the vortex pairs unbind and $`\rho _s(T)`$ drops to zero. The well-known Nelson-Kosterlitz formula, NKxx

$$T_{KT}=\frac{\pi }{2}\rho _s(T_{KT}),$$
(1)
relates $`T_{KT}`$ to the discontinuity in the superfluid density $`\rho _s(T_{KT})`$ at $`T_{KT}`$. Using quantum Monte Carlo simulations in a real-space basis, one can calculate a stiffness parameter $`\rho _\alpha ^W(T)`$, related to $`\rho _s(T)`$, using a squared winding number estimator. stiffness  On an $`L_x\times L_y`$ torus, we can define two stiffness parameters (or helicity moduli)

$`\rho _x^W(T)`$ $`=`$ $`T{\displaystyle \frac{L_x}{L_y}}W_x^2,`$ (2)
$`\rho _y^W(T)`$ $`=`$ $`T{\displaystyle \frac{L_y}{L_x}}W_y^2,`$ (3)
where the integer winding numbers $`W_\alpha `$, $`\alpha =x,y`$, are defined according to

$$W_\alpha =\frac{1}{L_\alpha }\underset{0}{\overset{\beta }{}}𝑑\tau J_\alpha (\tau ),$$
(4)
where $`J_\alpha `$ is the boson current operator and $`\beta =1/T`$. Typically, systems with aspect ratio $`R=L_x/L_y=1`$ have been studied, and in the limit where $`L_x`$ and $`L_y`$ become infinite, one might expect that $`\rho _\alpha ^W(T)`$ is equal to $`\rho _s(T)`$. However, recently Prokof’ev and Svistunov PSxx  have noted that in addition to the Kosterlitz-Thouless vortex-antivortex pairs, topological excitations present for an $`L_x\times L_y`$ torus lead to a renormalization of the stiffness parameters. In this case, at finite temperature, even in the limit $`L_x,L_y\mathrm{}`$, $`\rho _x^W(T)`$ and $`\rho _y^W(T)`$ depend upon the aspect ratio and in general do not equal the superfluid density $`\rho _s(T)`$. DJSxx  In particular, for $`L_x=L_y`$, $`\rho _x^W(T_{KT})/\rho _s(T_{KT})0.9998`$. Hence, calculations of $`T_{KT}`$ utilizing Eq. (1) and assuming $`\rho _x^W=\rho _s`$ can be expected to be affected by a small (typically negligible) systematic error.

In this paper we present a quantum Monte Carlo study of the aspect ratio dependence of $`\rho _x^W`$ and $`\rho _y^W`$, organized as follows. In Section II we review the argument of Ref. PSxx,  and summarize their conclusions. Section III contains the results of our quantum Monte Carlo study on the $`S=1/2`$ XY-model. In III.1 we show the dependence of $`\rho _x^W`$ and $`\rho _y^W`$ on $`R`$ for 2D and 3D square lattices, and illustrate the need for an accurate, independent estimate of $`T_{KT}`$ for this model to use as a benchmark. In Section III.2 we use the Weber-Minnhagen RG scaling relation WMxx  on systems with $`R=1`$ and 4 to obtain a very accurate estimate of $`T_{KT}`$. In Section III.3 we explore a method of calculating $`T_{KT}`$ using the predicted aspect ratio dependence of $`\rho _x^W`$/$`\rho _y^W`$, and illustrate the need for precise finite-size scaling of the data in order to obtain satisfactory agreement with the benchmark $`T_{KT}`$. Once the finite-size scaling behavior of $`\rho _x^W`$/$`\rho _y^W`$ is understood, it is straightforward to confirm the conclusions of Ref. PSxx,  using our data.

## II Stiffness Parameters

Consider the $`L_x\times L_y`$ torus shown in Fig. 1. Imagine that its surface is coated with a 2D superfluid and that a tube of quantized circulation $`h/m`$ penetrates the torus as shown in Fig. 1. There is an antivortex in the superfluid layer at the point where this flux tube passes into the torus, and a vortex at the point where it leaves the surface. These excitations are the Kosterlitz-Thouless vortex-antivortex pairs. On a finite torus one can also envision a situation in which the flux tube moves through the cross-section and into the center of the torus as illustrated in Fig. 2. In this case a single unit of quantized flux has entered the torus (Fig. 2(c)), and the excitation energy is

$$ϵ_x=\frac{\rho _s(T)}{2}\left(\frac{2\pi }{L_x}\right)^2L_xL_y=2\pi ^2\rho _s(T)\frac{L_y}{L_x}.$$
(5)
Here, $`\rho _s(T)`$ is the usual Kosterlitz-Thouless superfluid density which is renormalized by the vortex-antivortex pairs. Naturally, there are excitations with energy $`ϵ_x\mathrm{}^2`$ associated with flux tubes containing $`\mathrm{}`$ quanta. Similarly, there are excitations associated with a flux tube which threads around the inside of the torus along the $`L_x`$ direction. The energies of these excitations will vary as $`L_x/L_y`$.

At finite temperatures, the phase stiffness parameters $`\rho _x^W`$ and $`\rho _y^W`$ are affected by the vortex excitations. In the usual way, the stiffness is determined from the change in the free energy associated with an infinitesimal flux $`\varphi `$ threading the torus. With $`\varphi `$ in the direction of the flux tube in Fig. 1, one obtains $`\rho _x^W(T)`$ from

$$\mathrm{\Delta }F_x=\frac{1}{2}\rho _x^W(T)\frac{L_y}{L_x}\theta ^2,$$
(6)
with $`\theta =2\pi \varphi /(h/m)`$. As discussed in Ref. PSxx, , a calculation of $`\mathrm{\Delta }F`$ gives

$$\rho _x^W(T)=\rho _s(T)\left(1\frac{4\pi ^2\rho _s(T)}{T}\frac{L_y}{L_x}\mathrm{}^2_x\right),$$
(7)
where $`\mathrm{}`$ is the number of quanta in the flux tube, and

$$\mathrm{}^2_x=\frac{\underset{\mathrm{}}{}e^{\left(\frac{ϵ_x}{T}\right)\mathrm{}^2}\mathrm{}^2}{\underset{\mathrm{}}{}e^{\left(\frac{ϵ_x}{T}\right)\mathrm{}^2}}.$$
(8)
The stiffness in the y-direction is obtained by replacing $`L_y/L_x`$ by $`L_x/L_y`$ in Eqs. (7) and (8).

If one lets $`L_x`$ go towards infinity, keeping $`L_y`$ finite,

$$\mathrm{}^2_x\frac{(L_x/L_y)T}{4\pi ^2\rho _s(T)},$$
(9)
so that $`\rho _x^W`$ goes to zero as expected for a 1D system at finite $`T`$. Alternatively, if the aspect ratio is such that $`L_x`$ is large compared to $`L_y`$, then

$$\rho _y^W(T)=\rho _s(T)\left(1\frac{8\pi ^2\rho _s(T)}{T}\frac{L_x}{L_y}e^{2\pi ^2\frac{\rho _s(T)}{T}\frac{L_x}{L_y}}\right),$$
(10)
and the difference between $`\rho _y^W(T)`$ and $`\rho _s(T)`$ vanishes exponentially as $`L_x/L_y`$ increases. Finally, in 3D the additional factor of $`L_z`$ which occurs in Eq. (7) assures the convergence of $`\rho _x^W`$ to $`\rho _s`$ for all $`R`$ as the size of the system goes to infinity.

In the 2D superfluid, the jump in the stiffnesses at the Kosterlitz-Thouless temperature also clearly depends on the aspect ratio. At $`T_{KT}`$, using the Nelson-Kosterlitz relation (1), one has PSxx

$$\rho _x^W(T_{KT})=\rho _s(T_{KT})\left(18\pi \frac{L_y}{L_x}\mathrm{}^2_x\right),$$
(11)
with

$$\mathrm{}^2_x=\frac{\mathrm{}^2e^{4\pi \frac{L_y}{L_x}\mathrm{}^2}}{e^{4\pi \frac{L_y}{L_x}\mathrm{}^2}}.$$
(12)
In a similar way, $`\rho _y^W(T_{KT})`$ and $`\mathrm{}^2_y`$ are obtained by replacing $`L_y/L_x`$ by $`L_x/L_y`$ in the above two equations. Hence, one can determine the ratios $`\rho _x^W/\rho _s`$ and $`\rho _y^W/\rho _s`$ at $`T_{KT}`$ by evaluating the sums for $`\mathrm{}^2_x`$ and $`\mathrm{}^2_y`$. Table 1 shows the result of this calculation for various aspect ratios.

## III Monte Carlo Calculations

In order to study this aspect ratio dependence of $`\rho _x^W`$ and $`\rho _y^W`$ we employ a model of a two dimensional superfluid using a hard-core boson Hamiltonian at half filling, which is equivalent to the quantum $`S=1/2`$ XY model defined by

$$H=J\underset{i,j}{}\left[S_i^xS_j^x+S_i^yS_j^y\right].$$
(13)
Here $`S_i^x`$ and $`S_i^y`$ are the $`x`$ and $`y`$ components of a spin $`1/2`$ operator at site $`i`$, and the sum is carried out over all nearest-neighbor spin pairs $`i,j`$. This model is known to have a Kosterlitz-Thouless type transition from previous Monte Carlo simulations carried out on square lattices. AWS1 ; Harada  We carry out simulations using the stochastic series expansion (SSE) quantum Monte Carlo method, AWS3  that has previously been applied to this and other spin and boson models. The basis of the SSE method is importance sampling of the power series expansion of the partition function:

$$Z=Tr\{e^{\beta H}\}=\underset{\gamma }{}\underset{n=0}{\overset{\mathrm{}}{}}\frac{(\beta )^n}{n!}\gamma |H^n|\gamma ,$$
(14)
where $`\beta =1/T`$ is the inverse temperature and the trace has been written as a sum over diagonal matrix elements in a basis $`\{|\gamma \}`$. In our case this is the standard basis of $`z`$ spin quantization. In the simulations we employ an efficient cluster-type method for sampling the terms of the expansion, called the directed-loop algorithm, AWS3  which in the present case of zero field is similar to loop algorithms previously employed on the spin $`1/2`$ XY model. Harada  Note that all contributing expansion-orders $`n`$ in (14) are sampled, and all results are exact within statistical errors.

A direct estimator for the superfluid (spin) stiffnesses is identified in the SSE quantum Monte Carlo in a way analogous to world-line quantum Monte Carlo methods. stiffness ; Harada  Starting from the definition Eq. (6) and taking the second derivative of the free energy (per spin) with respect to a twist $`\theta `$ in the boundary condition will lead to the expressions given in Eq. (2) and (3). The winding number in these equations is now a measure of the net spin currents flowing around the periodic system, $`W_\alpha =(N_\alpha ^RN_\alpha ^L)/L_\alpha `$, ($`\alpha =x,y`$) where $`N_\alpha ^{R,L}`$ is the number of operators transporting spin to the “right” or “left” along the $`\alpha `$ direction in the SSE configuration.

### III.1 Spin Stiffness in 2D and 3D

In order to test the predictions of Prokof’ev and Svistunov, PSxx  we carried out a series of simulations using the Hamiltonian, Eq. (13), for systems with various aspect ratios in two and three dimensions. In general our calculations confirm the predictions of Ref. PSxx, , namely that in the 3D system, the difference between the components of $`\rho _\alpha ^W(T)`$ ($`\alpha =x,y,z`$) vanishes exponentially, while in 2D, $`\rho _x^W(T)`$ can differ significantly from $`\rho _y^W(T)`$ depending on the value of the aspect ratio $`R`$. Specific examples are illustrated in Fig. 3. As we see in Fig. 3(a), in the 3D case, for $`L_x/L_y=1`$ and $`L_z/L_y=4`$ the three different spin stiffness parameters converge to one value. In contrast, for the 2D case (Fig. 3(b)), with $`R=L_x/L_y=4`$ the spin stiffness in the long direction is significantly less that the spin stiffness in the short direction for a large range of $`T`$. As we will see below, in 2D $`\rho _x^W(T)`$ does not converge to $`\rho _y^W(T)`$ in this temperature range even in the limit of large system sizes (over $`6.5\times 10^4`$ spins).

A rough estimate of $`T_{KT}`$ and the ratio $`\rho _x^W(T_{KT})/\rho _y^W(T_{KT})`$ can be obtained from Fig. 3(b), by drawing a straight line $`\rho _\alpha ^W=2T/\pi J`$. The point where this line intersects $`\rho _y^W\rho _s`$ is a finite-size measurement of $`T_{KT}/J`$, and the ratio $`\rho _x^W/\rho _y^W`$ at this $`T`$ can be compared to the value 1/2 from Table 1 (which we expect to be exact in the limit of infinite system size). It is clear from this simple demonstration that if one wishes to study the spin stiffness dependence on $`R`$ in detail, an accurate independent estimate of $`T_{KT}`$ will facilitate quantitative comparisons of $`\rho _x^W/\rho _y^W`$ with the entries in Table 1. The next section of this paper is therefore dedicated to the measurement of $`T_{KT}`$.

### III.2 Weber-MinnhagenWMxx  determination of $`T_{KT}`$

We now give details on the independent estimate for $`T_{KT}`$ which will be used as a benchmark for $`T_{KT}(L\mathrm{})`$ in the discussion to follow. Our approach follows that of Harada and Kawashima, Harada  who carried out simulations of the quantum $`S=1/2`$ XY model on nine square lattices of size $`L=8`$ to 128. Their analysis found a $`T_{KT}=0.3427(2)J`$, based on a Weber-Minnhagen WMxx  scaling fit for the system size dependence of the spin stiffness. Specifically, this scaling form states that as $`TT_{KT}^{}`$,

$$\rho _s(L)=\rho _s(\mathrm{})\left[1+\frac{1}{2}\frac{1}{\mathrm{ln}(L)+C)}\right],$$
(15)
where $`\rho _s(L)`$ now represents the spin stiffness at a finite lattice with a linear size of $`L`$ spins, $`\rho _s(\mathrm{})`$ is given by Eq. (1), and $`C`$ is some unknown constant. One can also reformulate Eq. (15) in the linear form,

$$Y(L)=\pi \mathrm{ln}(L)+C,$$
(16)
where

$$Y(L)=\left[\frac{\rho _y^W(L)}{F(R)}\frac{1}{T}\frac{2}{\pi }\right]^1,$$
(17)
and $`C`$ has been re-scaled to absorb some simple constants. The factor $`F(R)`$ has been included in order to correct $`\rho _y^W`$ according to $`\rho _s=\rho _y^W/F(R)`$ for square systems, where $`F(1)=0.9998247`$ from Table 1.

In order to obtain results on a dense temperature grid, we did an extensive series of simulated tempering MARxx  simulations within a $`T`$ range centered about the approximate $`T_{KT}0.343J`$. Harada  Fits to Eq. (16), adjusting $`C`$ only, should have a minimum in $`\chi ^2`$ at $`T_{KT}/J`$. This is illustrated in Fig. 4. In general, we find that the qualities of the $`\chi ^2`$ curves can differ significantly depending on the “lattice sequence” included in the fit. An acceptable lattice sequence should be one that produces a $`\chi ^2`$ minimum of approximately unity. We therefore systematically eliminate the smallest $`L_y`$ values from the lattice sequence until $`\chi _{min}^21`$. With our tempering data, this occurs when the largest excluded data point is $`L_y=8`$, however to be cautious we also excluded $`L_y=12`$. Qualitatively, the shift in $`\chi _{min}^2`$ is very small ($`\mathrm{\Delta }T/J<0.0001`$) when $`L_y>16`$ points are excluded from the data set, which in part is due to the trivial statistical systematic shift resulting from the elimination of data points from the fit. Finally, the $`\chi ^2`$ curves have little quantitative dependence on the maximum $`L_y`$ included, as long as this $`L_y64`$.

Using the scaling form Eq. (16) with the data illustrated in Fig. 5, we obtain three estimates for $`T_{KT}(\mathrm{})`$: for (i) $`R=4`$, using $`F(R)=1`$, (ii) $`R=1`$, with the approximation $`F(R)=1`$, and (iii) $`R=1`$, with the correct factor $`F(R)=0.9998247`$ from Table 1. The corresponding results for the transition temperatures are $`T_{KT}^{(i)}/J=0.34302\pm 1.4\times 10^4`$, $`T_{KT}^{(ii)}/J=0.34302\pm 0.9\times 10^4`$ and $`T_{KT}^{(iii)}/J=0.34304\pm 1.0\times 10^4`$, respectively, where quoted errors are one standard deviation. From this, we see that $`T_{KT}^{(i)}=T_{KT}^{(ii)}=T_{KT}^{(iii)}`$ to within our statistical error. To obtain a more accurate estimate for the transition temperature, we may also perform a weighted average of our values for $`T_{KT}^i`$ and $`T_{KT}^{iii}`$, to get $`T_{KT}/J=0.34303(8)`$. This value agrees to the previousHarada  most accurate $`T_{KT}=0.3427(2)J`$ to within two standard deviations.

The Monte Carlo data and the $`\chi ^2`$ fit at our estimated $`T_{KT}`$ are shown in Fig. 5. As evident there, the unscaled $`\rho _y^W`$ data at $`T/J=0.34303`$ do not clearly approach the infinite size limit determined with Eq. (1). However, when properly scaled according to Eq. (17), $`Y(L)`$ does become linear according to the expected form Eq. (16) (Fig. 5 inset).

### III.3 The Spin Stiffness Ratio $`\rho _x^W/\rho _y^W`$ at $`T_{KT}`$

In this section we study the aspect ratio dependence of the spin stiffness in more general terms, and outline a procedure for calculating $`T_{KT}`$ using $`\rho _x^W/\rho _y^W`$ and the results of Table 1. Our aim here is not to obtain a more precise value for $`T_{KT}`$, but to test how closely the predicted values for the ratios can be observed in practice.

To begin, we collected detailed data for $`\rho _x^W(T)`$ and $`\rho _y^W(T)`$ for 20 to 24 values of $`T/J`$ between 0.325 and 0.375. Simulations produced between $`1\times 10^6`$ and $`5\times 10^6`$ Monte Carlo steps at each $`T`$ (depending on system size and statistical error bars), except for the very largest systems which had an order of magnitude less Monte Carlo steps. System aspect ratios included were $`R=`$1,2 and 4. Continuous data over $`T`$ was obtained by fitting third-order polynomial curves.

Fig. 6 shows the spin stiffness ratios $`\rho _x^W/\rho _y^W`$ calculated with this data, at $`T_{KT}/J=0.34303`$, as was determined independently in Section III.2 above. As evident in the figure, this type of simple analysis is not very satisfying, as the spin stiffness ratios do not obviously approach the values expected from Table 1. Clearly there are significant finite-size effects at play, as seen previously in the Weber-Minnhagen scaling analysis of Section III.2 (Fig. 5). One way to quantitatively account for the scaling effects in our $`\rho _x^W/\rho _y^W`$ will now be outlined. To do so, we define a new measurement technique which can be used to estimate the Kosterlitz-Thouless transition temperature: namely, $`T_{KT}`$ is defined as the temperature at which the ratio $`\rho _x^W/\rho _s`$ (in practice $`\rho _x^W/\rho _y^W`$), passes through the corresponding value in column 2 of Table 1 (for $`R=`$2 and 4 only). Additionally, for the purposes of comparison, $`T_{KT}`$ can be obtained by calculating the crossing of Eq. (1) with the $`\rho _y^W(T)`$ data for each system size $`L_x\times L_y`$. The results of these two procedures are summarized in Fig. 7.

Several interesting observations can be made from this figure. First, if one were only to consider smaller system sizes ($`L_y<64`$), the data would appear to consistently approach an infinite size limit of $`T_{KT}/J0.35`$. However, at $`L_y64`$ we observe that all of the data sets in Fig. 7 undergo subtle changes in slope that could indeed suggest a significantly lower value for $`T_{KT}`$ in the infinite size limit. Note in particular the change in the sign of the slope for the PS, $`R=2`$ line at $`L_y64`$. Without any a priori knowledge of the form of the scaling laws for the curves in Fig. 7, it would be difficult to conclude whether they approach the Kosterlitz-Thouless temperature of $`T_{KT}0.343J`$ calculated in Section III.2, and in Ref. Harada, , illustrated on the vertical axis of Fig. 7.

We now consider a scaling law for $`T_{KT}`$ that arises from the Kosterlitz RG scaling equations.KosterlitzRG  As discussed in Ref. KosterlitzRG, , the functional form of the correlation length suggests that, as $`TT_{KT}`$, $`\xi `$ diverges according to

$$\xi \text{exp}(bt^{1/2}),$$
(18)
where $`t=(TT_{KT})/T_{KT}>0`$ and $`b`$ is a constant. If we identify $`\xi =L/L_0`$ ($`L_0`$ some microscopic length), and $`T=T_{KT}(L)`$, then we can write the system size-dependent Kosterlitz-Thouless transition temperature in terms of $`L/L_0`$ as

$$T_{KT}(L)=T_{KT}(\mathrm{})\left[1+\frac{b^2}{\mathrm{ln}^2(L/L_0)}\right].$$
(19)
Fig. 8 illustrates the $`T_{KT}(L)`$ data of Fig. 7, re-scaled to the form of Eq. (19), for some value of $`L_0`$ which approximately linearizes the data. As this figure shows, by choosing appropriate values for $`L_0`$ it is possible to obtain linear fits to Eq. (19) for all data sets save one. The exception is the spin stiffness aspect ratio crossing for $`R=2`$ (PS, $`R=2`$ in Figs. 7 and 8). In this case, the change in slope of the data set at $`L_y64`$ precludes any direct fitting to the scaled form Eq. (19). However, the data for $`L_y>64`$ show rough evidence of this scaling trend, and it is therefore very likely that additional data for $`L_y>128`$ would approach this $`T_{KT}(\mathrm{})`$ consistently.

As Fig. 8 shows, the approximate intercept of these scaled data sets are in good agreement with the value of $`T_{KT}(\mathrm{})`$ calculated in Section III.2 using the Weber-MinnhagenWMxx  scaling form for the spin stiffness. In particular, the consistency of the intercept for the data set PS, $`R=4`$, adds confidence to the assertion that $`T_{KT}(L)`$ calculated using the spin stiffness aspect ratios is a good estimator for the Kosterlitz-Thouless transition temperature, consistent with $`T_{KT}`$ calculated using other methods. Thus the entries in Table 1 indeed appear to be accurate. Clearly, however, our value of $`T_{KT}/J=0.34303(8)`$ obtained from the Weber-Minnhagen scaling is the most accurate because it is based on a one-parameter fit, Eq. (16), as opposed to the two-parameter fit, Eq. (19).

## IV Conclusions

In conclusion, we have confirmed the prediction of Prokof’ev and Svistunov PSxx  that in 2D the squared winding-number estimates of the finite-temperature spin stiffnesses $`\rho _x^W`$ and $`\rho _y^W`$ differ from each other for $`R1`$, while in 3D systems $`\rho _x^W=\rho _y^W=\rho _z^W`$ for any $`R`$. In 2D we also find that $`\rho _y^W`$ approaches the Nelson-Kosterlitz superfluid density $`\rho _s`$ exponentially for $`R>1`$ as $`L_x,L_y\mathrm{}`$, whereas $`\rho _x^W`$ approaches zero as $`R\mathrm{}`$ exactly as predicted.

As illustrated in Fig. 8, the $`T_{KT}`$ predicted from the ratios $`\rho _x^W/\rho _y^W`$ approach the $`T_{KT}`$ predicted using other methods, substantiating the validity of the results listed in Table 1. Neglecting the small differences between $`\rho _s`$ and $`\rho _{x,y}^W`$ on 2D $`L\times L`$ ($`R=1`$) lattices is insignificant compared to presently typical statistical uncertainties. However, with any further increase in accuracy relative to that achieved in the data presented here, the effect has to be taken into account in order to avoid a systematic error.

###### Acknowledgements.

The authors would like to thank L. Balents and A. P. Young for insightful discussions. Supercomputer time was provided by NCSA under grant number DMR020029N, and the UCSB Materials Research Laboratory. Financial support was provided by National Science Foundation Grant No. NSFDMR98-17242 (DJS) and the Academy of Finland, project No. 26175 (AWS). AWS would also like to thank the UCSB physics department for hospitality and support during a visit.