text:
# References

The Calogero model  has many interesting physical applications. It provides a nontrivial example of $`n`$–particle integrable system in one dimension (see Ref.  for a review). Calogero-type models are related to semisimple Lie algebras  and reveal an intriguing connection with Hamiltonian reductions of the $`2d`$ Yang–Mills theory . Higher dimensional generalizations appear in the context of fractional statistics  and higher spin gauge theories . In quantum area the one–dimensional system turns out to be completely solvable (see e.g. Ref.  and references therein).

Quite recently the $`n`$–particle Calogero model has been brought to focus again, this time in the context of black hole physics . It has been known for a long time  that the $`n`$–particle Calogero model with the Hamiltonian

$$H=\frac{1}{2}\underset{i=1}{\overset{n}{}}p_i^2+\frac{1}{2}\underset{i<j}{}\frac{g^2}{(x_ix_j)^2},$$
(1)
where $`g`$ is a dimensionless coupling constant, exhibits the conformal invariance. The charges

$$D=tH\frac{1}{2}\underset{i=1}{\overset{n}{}}x_ip_i,K=t^2Ht\underset{i=1}{\overset{n}{}}x_ip_i+\frac{1}{2}\underset{i=1}{\overset{n}{}}x_ix_i,$$
(2)
are conserved and together with the Hamiltonian (1) form the $`so(1,2)`$ algebra

$$\{H,D\}=H,\{H,K\}=2D,\{D,K\}=K,$$
(3)
which is the conformal algebra in one dimension. The conjecture  that the $`n`$–particle Calogero model might be relevant for a microscopic description of the extreme Reissner–Nordström black hole, at least near the horizon, originated from the fact that the near horizon geometry for this case has the $`SU(1,1|2)`$ isometry group, the bosonic subgroup being $`SO(1,2)`$. Taking into account that the extreme Reissner–Nordström black hole can be viewed as the configuration of four intersecting supergravity $`D3`$–branes wrapped on $`T^6`$  and assuming that each of the supergravity $`D3`$–branes can be interpreted as a large number of coinciding microscopic $`D3`$–branes , one comes to the conclusion that there must be an $`SU(1,1|2)`$ invariant mechanics which governs the fluctuation of the branes in the region of the intersection . Being conformally invariant, the $`n`$–particle Calogero system provides a possible candidate111In the context of black hole physics the large $`n`$ limit is to follow . for the bosonic part of such an $`N=4`$ superconformal mechanics.

In this brief note we discuss a possibility to construct an $`N=4`$ superconformal extension of the Calogero model. We treat in detail the two–particle case and comment on some peculiarities intrinsic to $`n>2`$ generalizations. Throughout the paper we choose to work in the Hamiltonian formalism.

As the first step one has to decide on the number of fermions to be assigned to each particle. Because the system must accommodate an $`N=4`$ supersymmetry and since in the one-particle limit one expects to reproduce the $`N=4`$ superconformal mechanics  it seems natural to append a pair of complex fermions $`(\psi _i)^{}=\overline{\psi }_i`$, $`i=1,2`$, obeying the bracket $`\{\psi _i,\overline{\psi }_j\}=i\delta _{ij}`$, to each bosonic canonical pair $`(x_1,p_1)`$ and $`(x_2,p_2)`$. Let us mark the fermionic degrees of freedom corresponding to each particle by the superscripts $`(1)`$ and $`(2)`$, respectively222In order to make the formulae more readable we loosely put the index $`i`$ on both $`\psi `$ and $`\overline{\psi }`$ down. A more proper notation would be $`(\psi ^i)^{}=\overline{\psi }_i`$, $`\{\psi ^i,\overline{\psi }_j\}=i\delta _{}^{i}{}_{j}{}^{}`$.. Apart from the conformal generators $`H,D,K`$, the $`su(1,1|2)`$ superalgebra includes two complex supersymmetry charges $`G_1,G_2`$ (their conjugates will be denoted by $`\overline{G}_1,\overline{G}_2`$), the superconformal partners $`S_1,S_2,\overline{S}_1,\overline{S}_2`$, and the $`R`$–symmetry $`su(2)`$ generators $`J_+,J_{},J_3`$ (in the basis chosen the commutation relations of the $`su(1,1|2)`$ superalgebra are given in Appendix). As the bracket $`\{G_i,\overline{G}_j\}=2iH\delta _{ij}`$, $`i,j=1,2`$, makes part of the superalgebra, the contributions to $`G_i`$, $`\overline{G}_i`$ which are linear in the fermions should be adjusted so as to produce the Hamiltonian (1) (with $`n=2`$ for the case at hand). This is typical of supersymmetric (quantum) mechanics. Another important point to notice is a representation of the $`su(2)`$ subalgebra. This is not unique and normally one chooses a ”direct sum” representation (in this respect see also Refs. ,)

$`J_+=i\psi _1^{(1)}\overline{\psi }_2^{(1)}i\psi _1^{(2)}\overline{\psi }_2^{(2)},J_{}=i\psi _2^{(1)}\overline{\psi }_1^{(1)}+i\psi _2^{(2)}\overline{\psi }_1^{(2)},`$ (4)
$`J_3=\frac{1}{2}(\psi _1^{(1)}\overline{\psi }_1^{(1)}\psi _2^{(1)}\overline{\psi }_2^{(1)}+\psi _1^{(2)}\overline{\psi }_1^{(2)}\psi _2^{(2)}\overline{\psi }_2^{(2)}),`$
which implies that the fermions associated with each particle form a separate $`SU(2)`$ doublet. Because the supersymmetry generators transform under the action of $`SU(2)`$ (the brackets are given in the basis chosen)

$`\{G_1,J_+\}=0,\{G_1,J_{}\}=\overline{G}_2,\{G_1,J_3\}=\frac{i}{2}G_1,`$
$`\{G_2,J_+\}=0,\{G_2,J_{}\}=\overline{G}_1,\{G_2,J_3\}=\frac{i}{2}G_2,`$ (5)
the structure of the fermionic contributions in $`G_1`$ and $`G_2`$ is completely fixed by the latter relations and the representation (4). As to the bosonic coefficients in front of the fermions, the fact that $`G_1`$ is nilpotent suggests a passage to the center of mass and relative coordinates $`(x_1+x_2,p_1+p_2)`$, $`(x_1x_2,p_1p_2)`$. After adjusting the coefficients in a proper way one finds the following representation for the $`N=4`$ supersymmetry generators

$`G_1={\displaystyle \frac{1}{\sqrt{2}}}(p_1p_2)\psi _1^{(1)}+{\displaystyle \frac{g}{x_1x_2}}\overline{\psi }_2^{(1)}+{\displaystyle \frac{2i}{\sqrt{2}}}{\displaystyle \frac{1}{x_1x_2}}\psi _1^{(1)}\psi _2^{(1)}\overline{\psi }_2^{(1)}+`$
$`+{\displaystyle \frac{1}{\sqrt{2}}}(p_1+p_2)\psi _1^{(2)}+{\displaystyle \frac{2i}{\sqrt{2}}}{\displaystyle \frac{1}{x_1+x_2}}\psi _1^{(2)}\psi _2^{(2)}\overline{\psi }_2^{(2)},`$
$`G_2={\displaystyle \frac{1}{\sqrt{2}}}(p_1p_2)\overline{\psi }_2^{(1)}+{\displaystyle \frac{g}{x_1x_2}}\psi _1^{(1)}+{\displaystyle \frac{2i}{\sqrt{2}}}{\displaystyle \frac{1}{x_1x_2}}\psi _1^{(1)}\overline{\psi }_1^{(1)}\overline{\psi }_2^{(1)}`$
$`{\displaystyle \frac{1}{\sqrt{2}}}(p_1+p_2)\overline{\psi }_2^{(2)}+{\displaystyle \frac{2i}{\sqrt{2}}}{\displaystyle \frac{1}{x_1+x_2}}\psi _1^{(2)}\overline{\psi }_1^{(2)}\overline{\psi }_2^{(2)},`$ (6)
which yield the Hamiltonian

$`H={\displaystyle \frac{1}{2}}p_1^2+{\displaystyle \frac{1}{2}}p_2^2+{\displaystyle \frac{g^2}{2(x_1x_2)^2}}+{\displaystyle \frac{2ig}{\sqrt{2}(x_1x_2)^2}}\psi _1^{(1)}\psi _2^{(1)}+{\displaystyle \frac{2ig}{\sqrt{2}(x_1x_2)^2}}\overline{\psi }_1^{(1)}\overline{\psi }_2^{(1)}+`$
$`+{\displaystyle \frac{2}{(x_1x_2)^2}}\psi _1^{(1)}\overline{\psi }_1^{(1)}\psi _2^{(1)}\overline{\psi }_2^{(1)}+{\displaystyle \frac{2}{(x_1+x_2)^2}}\psi _1^{(2)}\overline{\psi }_1^{(2)}\psi _2^{(2)}\overline{\psi }_2^{(2)}.`$ (7)
Because the pairs $`G_1,\overline{G}_1`$ and $`G_2,\overline{G}_2`$ mutually commute, the conservation in time of these generators is guaranteed by Jacobi identities.

To construct a representation for the superconformal generators $`S_1,\overline{S}_1,S_2,\overline{S}_2`$ one appeals to the $`su(1,1|2)`$ superalgebra (see Appendix). It suffices to calculate the Poisson bracket of the supersymmetry charges with the generator of special conformal transformations $`K`$ (see Eq. (2) above with $`H`$ taken from Eq. (S0.Ex6)) which gives

$`S_1=tG_1\frac{1}{\sqrt{2}}(x_1x_2)\psi _1^{(1)}\frac{1}{\sqrt{2}}(x_1+x_2)\psi _1^{(2)},`$
$`S_2=tG_2+\frac{1}{\sqrt{2}}(x_1x_2)\overline{\psi }_2^{(1)}+\frac{1}{\sqrt{2}}(x_1+x_2)\overline{\psi }_2^{(2)}.`$ (8)
It is straightforward to check the the full algebra is closed (the commutation relations are gathered in Appendix) and we conclude that the Hamiltonian (S0.Ex6) governs the dynamics of an $`SU(1,1|2)`$ invariant extension of the two–particle Calogero model. Notice that in the one–particle limit (i.e. setting $`x_2=0`$, $`p_2=0`$, $`\psi _i^{(2)}=0`$) the system (S0.Ex6) reproduces the $`N=4`$ superconformal mechanics of Ref.  (with the parameters $`c=0`$, $`f=1`$; see  for more details). A few comments are in order.
i) Let us compare our result with the previous attempts , to construct an $`N=4`$ superconformal extension of the Calogero model. According to the analysis of Ref.  for generic values of the coupling constant $`g`$ and for $`n>2`$ there is no way to build an $`SU(1,1|2)`$ invariant extension, while for $`n=2`$ this can be done only for a particular value of the coupling constant (see Ref.  for more details). As we have seen above, taking a more general ansatz for the supersymmetry generators one can weaken the restriction on the coupling constant and construct a two–particle model for generic values of the coupling constant333A passage to the center of mass and relative coordinates in the Hamiltonian of the two–particle Calogero model brings it to the sum of a free particle and the conformal mechanics , both admitting an $`N=4`$ superconformal extension. Thus, the existence of an $`SU(1,1|2)`$ invariant extension of the two–particle Calogero model for an arbitrary value of the coupling constant might be anticipated on this general ground. We thank Sergey Krivonos for pointing this out to us.. In Ref.  an $`SU(1,1|2)`$–invariant model in two dimensions has been constructed without any restrictions on the coupling constant or the number of particles. Since a naive dimensional reduction to one dimension does not preserve all four supersymmetries it seems interesting to search for a more sophisticated reduction.
ii) Although we did not try to systematically extend our analysis to the $`n>2`$ case, a preliminary consideration shows that this may require a modification of the $`su(2)`$ representation (4). One such possibility is to mix fermions in the $`su(2)`$–generators so that the fermions belonging to different particles share the same $`SU(2)`$ spinor representation. For example, for the three–particle case the generators

$`J_+={\displaystyle \frac{1}{\gamma }}[i\psi _1^{(1)}\overline{\psi }_2^{(1)}i\psi _1^{(2)}\overline{\psi }_2^{(2)}i\psi _1^{(3)}\overline{\psi }_2^{(3)}+\lambda (\psi _1^{(1)}\overline{\psi }_2^{(2)}+\psi _1^{(2)}\overline{\psi }_2^{(1)}+\psi _1^{(1)}\overline{\psi }_2^{(3)}+\psi _1^{(3)}\overline{\psi }_2^{(1)}+`$
$`+\psi _1^{(3)}\overline{\psi }_2^{(2)}+\psi _1^{(2)}\overline{\psi }_2^{(3)})],`$
$`J_{}={\displaystyle \frac{1}{\overline{\gamma }}}[i\psi _2^{(1)}\overline{\psi }_1^{(1)}+i\psi _2^{(2)}\overline{\psi }_1^{(2)}+i\psi _2^{(3)}\overline{\psi }_1^{(3)}+\overline{\lambda }(\psi _2^{(2)}\overline{\psi }_1^{(1)}+\psi _2^{(1)}\overline{\psi }_1^{(2)}+\psi _2^{(3)}\overline{\psi }_1^{(1)}+\psi _2^{(1)}\overline{\psi }_1^{(3)}+`$
$`+\psi _2^{(2)}\overline{\psi }_1^{(3)}+\psi _2^{(3)}\overline{\psi }_1^{(2)})],`$
$`J_3=\frac{1}{2}\left[\psi _1^{(1)}\overline{\psi }_1^{(1)}\psi _2^{(1)}\overline{\psi }_2^{(1)}+\psi _1^{(2)}\overline{\psi }_1^{(2)}\psi _2^{(2)}\overline{\psi }_2^{(2)}+\psi _1^{(3)}\overline{\psi }_1^{(3)}\psi _2^{(3)}\overline{\psi }_2^{(3)}\right].`$ (9)
form the $`su(2)`$ algebra, provided $`\lambda \overline{\lambda }i\lambda \overline{\lambda }=0`$, $`1+2\lambda \overline{\lambda }=\gamma \overline{\gamma }`$, the simplest solution being $`\lambda =2i`$, $`\gamma =3`$.
iii) A representation of the $`su(1,1|2)`$ algebra constructed in this paper involves a central charge which appears in the brackets of the supersymmetry generators with the superconformal ones and is proportional to the (dimensionless) coupling constant $`g`$ (see Appendix). If one assumes that $`n`$–particle $`SU(1,1|2)`$–invariant model can be constructed along similar lines, the central term is likely to have the form $`n(n1)g`$ (in this respect see also Ref. ). Then, in order to preserve the algebraic structure, the large $`n`$ limit is to be accompanied by taking $`g`$ to be small with $`n(n1)g`$ fixed.

Acknowledgements

We thank Pijush K. Ghosh and Sergey Krivonos for useful discussions. This work was partially supported by the Ministry of Education of Russian Federation, grant E02-2.0-7, and NATO Collaborative Linkage grant PST.CLG. 979389.

Appendix

In this appendix we expose the Poisson brackets of the generators of the $`su(1,1|2)`$ superalgebra in the basis chosen (vanishing brackets are omitted)

$`\{G_1,\overline{G}_1\}=2iH,\{G_2,\overline{G}_2\}=2iH,\{G_1,J_{}\}=\overline{G}_2,\{G_1,J_3\}=\frac{i}{2}G_1,`$
$`\{\overline{G}_1,J_+\}=G_2,\{\overline{G}_1,J_3\}=\frac{i}{2}\overline{G}_1,\{G_2,J_{}\}=\overline{G}_1,\{G_2,J_3\}=\frac{i}{2}G_2,`$
$`\{\overline{G}_2,J_+\}=G_1,\{\overline{G}_2,J_3\}=\frac{i}{2}\overline{G}_2,\{D,G_1\}=\frac{1}{2}G_1,\{D,G_2\}=\frac{1}{2}G_2,`$
$`\{D,\overline{G}_1\}=\frac{1}{2}\overline{G}_1,\{D,\overline{G}_2\}=\frac{1}{2}\overline{G}_2,\{K,G_1\}=S_1,\{K,G_2\}=S_2,`$
$`\{K,\overline{G}_1\}=\overline{S}_1,\{K,\overline{G}_2\}=\overline{S}_2,\{G_1,S_2\}=2iJ_+,\{G_1,\overline{S}_1\}=2iD+2J_3,`$
$`\{G_1,\overline{S}_2\}=\frac{i}{\sqrt{2}}g,\{G_2,S_1\}=2iJ_+,\{G_2,\overline{S}_1\}=\frac{i}{\sqrt{2}}g,\{G_2,\overline{S}_2\}=2iD+2J_3,`$
$`\{\overline{G}_1,S_1\}=2iD2J_3,\{\overline{G}_1,S_2\}=\frac{i}{\sqrt{2}}g,\{\overline{G}_1,\overline{S}_2\}=2iJ_{},\{\overline{G}_2,S_1\}=\frac{i}{\sqrt{2}}g,`$
$`\{\overline{G}_2,S_2\}=2iD2J_3,\{\overline{G}_2,\overline{S}_1\}=2iJ_{},\{S_1,\overline{S}_1\}=2iK,\{S_2,\overline{S}_2\}=2iK,`$
$`\{S_1,J_{}\}=\overline{S}_2,\{S_1,J_3\}=\frac{i}{2}S_1,\{S_2,J_{}\}=\overline{S}_1,\{S_2,J_3\}=\frac{i}{2}S_2,\{\overline{S}_1,J_+\}=S_2,`$
$`\{\overline{S}_1,J_3\}=\frac{i}{2}\overline{S}_1,\{\overline{S}_2,J_+\}=S_1,\{\overline{S}_2,J_3\}=\frac{i}{2}\overline{S}_2,\{D,S_1\}=\frac{1}{2}S_1,`$
$`\{D,S_2\}=\frac{1}{2}S_2,\{D,\overline{S}_1\}=\frac{1}{2}\overline{S}_1,\{D,\overline{S}_2\}=\frac{1}{2}\overline{S}_2,\{H,S_1\}=G_1,\{H,S_2\}=G_2,`$
$`\{H,\overline{S}_1\}=\overline{G}_1,\{H,\overline{S}_2\}=\overline{G}_2,\{H,D\}=H,\{H,K\}=2D,\{D,K\}=K,`$
$`\{J_+,J_{}\}=2iJ_3,\{J_+,J_3\}=iJ_+,\{J_{},J_3\}=iJ_{}.`$ (10)


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# Hydrodynamic Modes for Granular Gases

## Abstract

The eigenfunctions and eigenvalues of the linearized Boltzmann equation for inelastic hard spheres ($`d=3`$) or disks ($`d=2`$) corresponding to $`d+2`$ hydrodynamic modes, are calculated in the long wavelength limit for a granular gas. The transport coefficients are identified and found to agree with those from the Chapman-Enskog solution. The dominance of hydrodynamic modes at long times and long wavelengths is studied via an exactly solvable kinetic model. A collisional continuum is bounded away from the hydrodynamic spectrum, assuring a hydrodynamic description at long times. The bound is closely related to the power law decay of the velocity distribution in the reference homogeneous cooling state.

The simplest model for a granular gas at low density is given by the Boltzmann equation for smooth, inelastic hard spheres or disks vNyE01 . It provides an appropriate context in which to address a number of fundamental issues. Primary among these is the existence of a macroscopic fluid dynamics analogous to the Navier-Stokes description for real gases. The derivation of hydrodynamic equations from the inelastic Boltzmann equation and identification of expressions for the transport coefficients has been a problem of interest for two decades JyR85 ; LSJyCh84 ; GyS95 ; SyG98 .

Accurate prediction of the transport coefficients as a function of the restitution coefficient BDKyS98 , and confirmation via Monte Carlo simulation ByC01 , has been accomplished only within the last few years. However, the method used in these derivations (Chapman-Enskog) is formal and has been susceptible to debate. It is of interest therefore to look for a hydrodynamic description in the simplest context of linear response to a small perturbation of the “universal” homogeneous cooling state (HCS). This response is provided by the linearized Boltzmann equation, and the existence of hydrodynamics depends on the spectrum of the operator. Another issue is the isolation of the hydrodynamic spectrum from the remaining “microscopic” excitations, such that the hydrodynamic modes dominate on the long space and time scales. For elastic collisions, this has been proven for “hard” potentials (including hard spheres) Mc89 .

Here a calculation of the hydrodynamic spectrum from the linearized inelastic Boltzmann equation is reported. The transport coefficients are identified and shown to agree with those from the Chapman-Enskog method. Moreover, some support for the isolation of the hydrodynamic spectrum is provided by an exact analysis of a model Boltzmann equation BMyD96 ; BDKyS98 . The model exhibits the dominant features of granular gases, including a non-trivial HCS with algebraic decay at large velocities, discussed extensively for related Maxwell models EyB02 . It is shown that the pure point spectrum for elastic collisions develops a continuum for any degree of inelasticity, extending toward the hydrodynamic spectrum. However, it remains bounded away from the latter by an amount that is controlled by the power law of the decay of the velocity distribution. This relationship of the spectrum to the reference HCS is unexpected, but it is argued that it is more general than the limitations of the model.

The inelastic nonlinear Boltzmann equation for the density $`f(𝐫,𝐯,t)`$ of particles of mass $`m`$ at position $`𝐫`$ with velocity $`𝐯`$ at time $`t`$ has the form

$$\left(_t+𝐯\right)f=J[f,f],$$
(1)
where $`J[f,f]`$ is a bilinear functional of $`f`$ vNyE01 . There is no stationary solution to this equation for an isolated system. However, a homogeneous cooling solution (HCS) is assumed to exist with a scaling property similar to the Maxwellian,

$$f_{HCS}(𝐯,t)=n_Hv_0^d(t)\chi _0(𝐜),𝐜=\frac{𝐯}{v_0(t)}.$$
(2)
Here $`n_H`$ is the homogeneous density and $`v_0(t)=\sqrt{2T(t)/m}`$ is the thermal velocity defined in terms of the temperature $`T(t)`$. The latter obeys the equation $`T^1_tT=\zeta _0`$, where the cooling rate $`\zeta _0=\zeta [\chi _0,\chi _0]`$ also is a specified bilinear functional. Both $`\chi _0`$ and $`\zeta _0`$ must be determined self-consistently from the Boltzmann equation

$$\frac{1}{2}\zeta _0\frac{}{𝐜}\left(𝐜f_{HCS}\right)=J[f_{HCS},f_{HCS}].$$
(3)
The existence of $`f_H`$ is supported by approximate polynomial expansions vNyE98  and by Monte Carlo simulation BMyC96 .

To study the relaxation of small spatial perturbations of the HCS, $`\mathrm{\Delta }`$ is defined by $`f=f_{HCS}\left[1+\mathrm{\Delta }\right]`$, and terms up through linear order in $`\mathrm{\Delta }`$ are retained in the Boltzmann equation. The resulting equation is then written in dimensionless form with the velocities scaled relative to $`v_0(t)`$ and the time expressed in terms of $`s=^t𝑑t^{}\nu _0\left(t^{}\right)`$, where $`\nu _0(t)`$ is the average collision frequency, proportional to $`\sqrt{T(t)}`$. It is sufficient to consider a single Fourier component $`\stackrel{~}{\mathrm{\Delta }}(𝐤)`$ that obeys

$$\left(_si𝐤𝐜+\right)\stackrel{~}{\mathrm{\Delta }}=0,$$
(4)
$`\stackrel{~}{\mathrm{\Delta }}`$ $`=`$ $`\chi _0^1\{J[\chi _0,\chi _0\stackrel{~}{\mathrm{\Delta }}]+J[\chi _0\stackrel{~}{\mathrm{\Delta }},\chi _0]`$ (5)
$`{\displaystyle \frac{\zeta _0}{2}}{\displaystyle \frac{}{𝐜}}\left(𝐜\chi _0\stackrel{~}{\mathrm{\Delta }}\right)\}.`$
The solution is sought in a Hilbert space defined by the scalar product

$$(a,b)=𝑑𝐜\chi _0(𝐜)a^{}(𝐜)b(𝐜).$$
(6)
The relevant eigenvalue problem is

$$\left(i𝐤𝐜+\right)\varphi _i=\omega _i\left(k\right)\varphi _i.$$
(7)
It is understood that the index $`i`$ may be discrete or continuous. The hydrodynamic spectrum can be defined precisely as follows. The linearized Boltzmann equation provides exact balance equations for the moments of $`\mathrm{\Delta }`$ corresponding to the density, flow velocity, and temperature. The latter are the $`d+2`$ hydrodynamic fields. The spectrum of these balance equations can be calculated without approximation in the limit $`𝐤=0`$. For elastic collisions, there is a $`(d+2)`$-fold degenerate point at zero eigenvalue, corresponding to the conservation laws for binary collisions. Their perturbation at finite $`𝐤`$ defines the hydrodynamic modes more generally. For inelastic collisions, the spectrum is again $`d+2`$ points, now at $`0,\zeta _0/2,\zeta _0/2`$, with the latter being $`d`$-fold degenerate. Again, the hydrodynamic modes more generally are defined as those solutions to (7) that are continuously connected as functions of $`k`$ to these special $`k=0`$ solutions. For elastic collisions, it is possible to prove analyticity about $`k=0`$ Mc89 , and it is assumed this is the case here as well.

The first step is to show that $``$ includes the spectrum of the balance equations at $`k=0`$, and to determine the corresponding eigenfunctions. For elastic collisions, the stationary state is given by $`J[f_M,f_M]=0`$, whose solution is the Maxwellian. Differentiating this stationary equation with respect to the hydrodynamic fields leads to the linearized Boltzmann operator acting on combinations of $`1,𝐜,c^2`$ independently being zero. These are the $`d+2`$ eigenfunctions with zero eigenvalue. A similar analysis works for the inelastic case, using the stationary condition (3). Straightforward calculations give

$$\varphi _i^{(0)}=\omega _i^{(0)}\varphi _i^{(0)},i=1,..,d+2,$$
(8)
$$\varphi ^{(0)}\{d+1+𝐜\frac{\mathrm{ln}\chi _0}{𝐜},d𝐜\frac{\mathrm{ln}\chi _0}{𝐜},\frac{\mathrm{ln}\chi _0}{𝐜}\},$$
(9)
$$\omega _i^{(0)}\{0,\zeta /2,\zeta /2\}.$$
(10)
The evaluation of the hydrodynamic spectrum at finite $`k`$ is now a well-defined technical problem. In general, the eigenvalues depend on both $`k`$ and the restitution coefficient $`\alpha `$. It is known from the Navier-Stokes equations that the behavior for small $`k`$ $`\left(\alpha \right)`$ is not uniform with respect to $`\alpha `$ $`\left(k\right)`$, so that a perturbation expansion in one or the other does not provide the entire mode structure. Here, for illustration, only the results for small $`k`$ are reported. The expansion is defined by $`\omega _i\left(k\right)=\omega _i^{(0)}+ik\omega _i^{(1)}+k^2\omega _i^{(2)}+\mathrm{}`$, and $`\varphi _i\left(k\right)=\varphi _i^{(0)}+ik\varphi _i^{(1)}+k^2\varphi _i^{(2)}+\mathrm{}`$. The leading terms are those of Eqs. (9) and (10). Since $``$ is not self-adjoint, it is necessary to introduce a set of functions $`\left\{\psi _i\right\}`$ that are biorthogonal to $`\left\{\varphi _i\right\}`$. The leading terms of a similar expansion in $`k`$ are found to be

$$\psi _i^{(0)}\{1,\frac{c^2}{d}+\frac{1}{2},\widehat{𝐤}𝐜,\widehat{𝐞}^{(i)}𝐜\},$$
(11)
where $`\{\widehat{𝐤},\widehat{𝐞}^{(i)}\}`$ are $`d`$ pairwise orthogonal unit vectors. The results to second order in $`k`$ are $`\omega _i^{(1)}=0`$,

$$\omega _i^{(2)}=(\psi _i^{(0)},\widehat{𝐤}𝐜\varphi _i^{(1)})+\delta _{i2}\zeta _0[\chi _0,\chi _0𝒬_1\varphi _2^{(2)}],$$
(12)
$$\varphi _i^{(1)}=𝒬_i\left(\omega _i^{(0)}\right)^1\widehat{𝐤}𝐜\varphi _i^{(0)},$$
(13)
$$\varphi _i^{(2)}=𝒬_i\left(\omega _i^{(0)}\right)^1\widehat{𝐤}𝐜\varphi _i^{(1)}.$$
(14)
The operators $`𝒬_i=1𝒫_i`$ are projections orthogonal to $`\varphi _i^{(0)}`$ with $`𝒫_ia=\varphi _i^{(0)}(\psi _i^{(0)},a)`$. The constants $`\omega _i^{(2)}`$ are transport coefficients which are identified from a similar calculation using the Navier-Stokes equations. For example, the shear viscosity $`\eta `$ is

$$\eta =\frac{mv_0\omega _4^{(2)}}{\sigma ^{d1}}=\frac{mv_0}{\sigma ^{d1}}(c_xc_y,\left(+\frac{1}{2}\zeta _0\right)^1c_x\frac{\mathrm{ln}\chi _0}{c_y}).$$
(15)
This agrees with the result obtained from the Chapman-Enskog method DyB02 . A more complete connection with the latter can be established as follows. Assuming that the hydrodynamic spectrum dominates for long times and small $`k`$, the solution to the Boltzmann equation for small perturbations becomes

$$ff_{hcs}\left(𝐯\right)\left[1+\underset{i=1}{\overset{d+2}{}}\varphi _i\left(k\right)\delta y_i^h(𝐤,s)\right].$$
(16)
Here $`\delta y_i^h(𝐤,s)`$ are the hydrodynamic fields

$$\delta y_i^h(𝐤,s)=(\psi _i,\stackrel{~}{\mathrm{\Delta }}(𝐤,s))=e^{s\omega _i\left(k\right)}(\psi _i,\stackrel{~}{\mathrm{\Delta }}(𝐤,0)).$$
(17)
The connection between these fields and the macroscopic density, temperature, and flow velocity is obtained for small $`k`$ by using $`\psi _i\psi _i^{(0)}`$ in (17). The fields $`\delta y_i^h(𝐤,s)`$ represent components of the initial distribution that obey the hydrodynamic equations for all times, whereas the density, temperature, and flow velocity become equal to these only on the long space and time scales Mc89 . Use of $`\varphi _i\left(k\right)\varphi _i^{(0)}+ik\varphi _i^{(1)}`$ for small $`k`$ in (16) leads to a result that is in agreement with the Navier-Stokes approximation of the Chapman-Enskog method BDyR03 .

The existence of a hydrodynamic spectrum is relevant only if the corresponding modes dominate for long times and long wavelengths. A sufficient condition is that the magnitude of the hydrodynamic eigenvalues be smaller than that of all other parts of the spectrum. This is the case for elastic collisions, but the proof does not extend directly to $`i𝐤𝐜+`$ here and the question remains open in general G01 . In fact, the mode at $`\zeta _0/2`$ gives reason for concern since it might become comparable to the microscopic excitations at large inelasticity. To explore this point, it is instructive to consider a model for the Boltzmann equation that preserves the essential physics of a non-trivial HCS, exact balance equations, and hydrodynamic modes, as described above. The Boltzmann collision operator can be written

$$J[f,f]=\nu \left(fg\right),$$
(18)
where $`\nu f`$ is the “loss” contribution and $`\nu g`$ is the “gain” contribution. Both the collision frequency $`\nu `$ and $`g`$ are specified positive functionals of $`f`$.

The class of models to be considered here are characterized by the following two simplifications: 1) $`\nu `$ is independent of $`𝐯`$ and, 2) $`\nu `$ and $`g`$ are functionals of $`f`$ only through its moments with respect to $`1,𝐯,v^2`$ . The first condition is similar to that of “Maxwell models” that have been introduced recently EyB02 . The second condition means that $`\nu `$ and $`g`$ depend on the state of the system only through the hydrodynamic fields. The forms of these functionals are subjected to preserve the exact properties of the collision operator required by the balance equations,

$$𝑑𝐯\left(\begin{array}{c}1\\ 𝐯\\ mv^2\end{array}\right)g(𝐫,𝐯,t)=\left(\begin{array}{c}n\\ n𝐮\\ nTd\left(\lambda ^2+\frac{mu^2}{Td}\right)\end{array}\right).$$
(19)
Here $`𝐮`$ is the flow velocity and $`\lambda ^21\zeta /\nu `$. In principle, $`\zeta `$ is the same functional of $`f`$ as obtained from the Boltzmann equation, although it can be eventually approximated similarly to $`\nu `$ and $`g`$. I any case, Eq. (21) must be preserved. In the following, we will assume that both $`\zeta `$ and $`\nu `$ scale as $`T^{1/2}`$ in order to mimic hard sphere behavior. With the above class of models, it is obtained from Eq. (3)

$$\chi _0\left(𝐜\right)=_1^{\mathrm{}}𝑑xP(x)\left(\lambda x\right)^dg^{}\left(𝐜/\lambda x\right),$$
(20)
where $`P(x)px^{\left(1+p\right)}`$ with $`p=2\nu /\zeta `$. The dimensionless gain function $`g(𝐯;y^h(𝐫,t))=n_H\left(\lambda v_0\right)^3g^{}\left(𝐜/\lambda \right)`$ has been introduced. Further investigation requires specification of $`g^{}\left(𝐜/\lambda \right)`$. However, it is easily verified that moments of degree equal or greater than $`p`$ are not finite if the corresponding moments of $`g^{}`$ exist. This is consistent with a similar result for the Maxwell models where algebraic decay of $`\chi _0\left(𝐜\right)`$ is observed for large velocities, also due to a slower decay of the loss term than the gain term.

Linearization of the kinetic model around this HCS leads again to Eq. (4), but with a simpler form for $``$. It has a decomposition into the subspace of $`\varphi _i^{(0)}`$ and its complement, $`=𝒫𝒫+𝒬𝒬`$, where $`𝒫=𝒫_i`$ and $`𝒬=1𝒫`$. In the subspace of $`\varphi _i^{(0)}`$ the spectrum is just the $`d+2`$ points of (10),

$$𝒫𝒫=\underset{i=1}{\overset{d+2}{}}\omega _i^{(0)}𝒫_i.$$
(21)
In the complementary subspace the operator is

$$𝒬𝒬=\nu 𝒬+\chi _0^1\frac{\zeta _0}{2}\frac{}{𝐜}\left(𝐜\chi _0𝒬\right).$$
(22)
Interestingly, there is no explicit dependence on the gain function $`g^{}`$ except through $`\chi _0`$. For elastic collisions, the second term is missing and the model becomes the linearized Bhatnager-Gross-Krook model BGK75 , with a single degenerate point in the spectrum representing all the microscopic excitations of the Boltzmann operator. It is somewhat easier to analyze the corresponding adjoint problem

$$\nu \varphi \frac{1}{2}\zeta _0𝐜\frac{}{𝐜}\varphi =\omega \varphi ,\varphi =𝒬^{}\varphi ,$$
(23)
where $`𝒬^{}`$ is the adjoint of $`𝒬`$. Solutions to this equation exist from the class of homogeneous functions

$$\varphi \underset{i=1}{\overset{d}{}}c_i^{q_i},\underset{i=1}{\overset{d}{}}q_1=q.$$
(24)
The property $`𝒬^{}\varphi =\varphi `$ can be satisfied with a suitable choice of the linear combinations. The corresponding eigenvalue is $`\omega =\nu q\zeta _0/2`$. Thus the spectrum of $``$ includes a continuum with $`\mathrm{}\omega \nu `$. Of critical interest for hydrodynamics is whether the lower bound for this continuum on the real axis intersects the hydrodynamic point spectrum. The bound is determined by the maximum degree of such homogeneous eigenfunctions admitted in the Hilbert space. The condition is that $`c^q^2=(c^q,c^q)`$ exists. Using Eq. (20), this becomes

$$c^q^2=\lambda ^{2\mathrm{}q}pM_q_1^{\mathrm{}}𝑑xx^{2\mathrm{}q\left(1+p\right)},$$
(25)
$$M_q=_0^{\mathrm{}}𝑑𝐜c^{2\mathrm{}q}g^{}\left(c\right).$$
(26)
For finite $`M_q`$, the value of $`q`$ is bounded from above by $`\mathrm{}q<q_m=p/2=\nu /\zeta _0`$. The continuous spectrum therefore is restricted by $`\nu /2<\mathrm{}\omega \nu `$. This means that the discrete spectrum is isolated from the continuum for all $`\zeta _0/\nu <1`$. But $`\zeta _0/\nu `$ must be smaller than unity because of the third condition required by Eq. (19). This condition is related with the fact that only a fraction of the energy of the particles can be lost in collisions. The continuum is singular in the sense that it is independent of the restitution coefficient but it is present only for finite inelasticity.

For this class of models, it is seen that the hydrodynamic spectrum at $`k=0`$ is isolated from the rest of the spectrum. The model also allows exact calculation of the hydrodynamic eigenvalues $`\omega _i\left(k\right)`$ at finite $`k`$, without the restrictions of the perturbation theory calculation above. For elastic collisions, such a calculation shows that the hydrodynamic modes exist only for $`k`$ less than some maximum value. It is expected that a similar condition applies in the granular case as well.

The research of J.W.D. was supported by Department of Energy Grants DE-FG03-98DP00218 and DE-FG02ER54677. The research of J.J.B. was partially supported by the Ministerio de Ciencia y Tecnología (Spain) through Grant No. BFM2002-00307.


text:
# Contents

## 1 Introduction

Statistical mechanics is by now a rather mature branch of physics. For pure systems like a ferromagnet, it allows to calculate so precise details as the behavior of the specific heat on approaching the Curie-point. We know that it diverges as a function of the distance in temperature to the Curie-temperature, we know that this divergence has the form of a power-law, we can calculate the exponent, and we can do this with at least 3 digits of accuracy. Best of all, these findings are in excellent agreement with the most precise experiments. This is a true success story of statistical mechanics. On the other hand, in nature no system is really pure, i.e. without at least some disorder (“dirt”). As experiments (and theory) seem to suggest, a little bit of disorder does not change the behavior much. Otherwise experiments on the specific heat of Helium would not so extraordinarily well confirm theoretical predictions. But what happens for strong disorder? By this I mean that disorder completely dominates over entropy. Then already the question: “What is the ground-state?” is no longer simple. This goes hand in hand with the appearance of so-called metastable states. States, which in energy are very close to the ground-state, but which in configuration-space may be far apart. Any relaxational dynamics will take an enormous time to find the correct ground-state, and may fail altogether, as can be seen in computer-simulations as well as in experiments. This means that our way of thinking, taught in the treatment of pure systems, has to be adapted to account for disorder. We will see that in contrast to pure systems, whose universal large-scale properties can be described by very few parameters, disordered systems demand the knowledge of the whole disorder-distribution function (in contrast to its first few moments). We show how universality nevertheless emerges.

Experimental realizations of strongly disordered systems are glasses, or more specifically spin-glasses, vortex-glasses, electron-glasses and structural glasses (not treated here). Furthermore random-field magnets, and last not least elastic systems in disorder.

What is our current understanding of disordered systems? It is here that the success story of statistical mechanics, with which I started, comes to an end: Despite 30 years of research, we do not know much: There are a few exact solutions, there are phenomenological methods (like the droplet-model), and there is the mean-field approximation, involving a method called replica-symmetry breaking (RSB). This method is correct for infinitely connected systems, e.g. the SK-model (Sherrington Kirkpatrick model), or for systems with infinitely many components. However it is unclear, to which extend it applies to real physical systems, in which each degree of freedom is only coupled to a finite number of other degrees of freedom.

Another interesting system are elastic manifolds in a random media, which has the advantage of being approachable by other (analytic) methods, while still retaining all the rich physics of strongly disordered systems. Here, I review recent advances obtained in collaboration with Pierre Le Doussal \[?,?,?,?,?,?,?,?,?,?,?,?\]. This review is an extended version of \[?\].

## 2 Physical realizations, model and observables

Before developing the theory to treat elastic systems in a disordered environment, let us give some physical realizations. The simplest one is an Ising magnet. Imposing boundary conditions with all spins up at the upper and all spins down at the lower boundary (see figure 1), at low temperatures, a domain wall separates a region with spin up from a region with spin down. In a pure system at temperature $`T=0`$, this domain wall is completely flat. Disorder can deform the domain wall, making it eventually rough again. Two types of disorder are common: random bond (which on a course-grained level also represents missing spins) and random field (coupling of the spins to an external random magnetic field). Figure 1 shows, how the domain wall is described by a displacement field $`u(x)`$. Another example is the contact line of water (or liquid Helium), wetting a rough substrate, see figure 4. (The elasticity is long range). A realization with a 2-parameter displacement field $`\stackrel{}{u}(\stackrel{}{x})`$ is the deformation of a vortex lattice: the position of each vortex is deformed from $`\stackrel{}{x}`$ to $`\stackrel{}{x}+\stackrel{}{u}(\stackrel{}{x})`$. A 3-dimensional example are charge density waves.

All these models have in common, that they are described by a displacement field

$$x^d\stackrel{}{u}(x)^N.$$
(2.1)
For simplicity, we set $`N=1`$ in the following. After some initial coarse-graining, the energy $`=_{\mathrm{el}}+_{\mathrm{DO}}`$ consists out of two parts: the elastic energy

$$_{\mathrm{el}}[u]=\mathrm{d}^dx\frac{1}{2}\left(u(x)\right)^2$$
(2.2)
and the disorder

$$_{\mathrm{DO}}[u]=\mathrm{d}^dxV(x,u(x)).$$
(2.3)
In order to proceed, we need to specify the correlations of disorder. Suppose that fluctuations $`u`$ in the transversal direction scale as

$$\overline{\left(u(x)u(y)\right)^2}|xy|^{2\zeta }$$
(2.4)
with a roughness-exponent $`\zeta <1`$. Starting from a disorder correlator

$$\overline{V(u,x)V(u^{},x^{})}=f(xx^{})R(uu^{})$$
(2.5)
and performing one step in the RG-procedure, one has to rescale more in the $`x`$-direction than in the $`u`$-direction. This will eventually reduce $`f(xx^{})`$ to a $`\delta `$-distribution, whereas the structure of $`R(uu^{})`$ remains visible. We therefore choose as our starting-model

$$\overline{V(u,x)V(u^{},x^{})}:=\delta ^d(xx^{})R(uu^{}).$$
(2.6)
There are a couple of useful observables. We already mentioned the roughness-exponent $`\zeta `$. The second is the renormalized (effective) disorder. It will turn out that we actually have to keep the whole disorder distribution function $`R(u)`$, in contrast to keeping a few moments. Other observables are higher correlation functions or the free energy.

## 3 Treatment of disorder

Having defined our model, we can now turn to the treatment of disorder. The problem is to average not the partition-function, but the free energy over disorder: $`\overline{}=\overline{\mathrm{ln}Z}`$. This can be achieved by the beautiful replica-trick. The idea is to write

$$\mathrm{ln}𝒵=\underset{n0}{lim}\frac{1}{n}\left(\mathrm{e}^{n\mathrm{ln}𝒵}1\right)=\underset{n0}{lim}\frac{1}{n}\left(𝒵^n1\right)$$
(3.1)
and to interpret $`𝒵^n`$ as the partition-function of an $`n`$ times replicated system. Averaging $`\mathrm{e}^{_{a=1}^n_a}`$ over disorder then leads to the replica-Hamiltonian

$$[u]=\frac{1}{T}\underset{a=1}{\overset{n}{}}\mathrm{d}^dx\frac{1}{2}\left(u_a(x)\right)^2\frac{1}{2T^2}\underset{a,b=1}{\overset{n}{}}\mathrm{d}^dxR(u_a(x)u_b(x)).$$
(3.2)
Let us stress that one could equivalently pursue a dynamic or a supersymmetric formulation. We therefore should not, and in fact do not encounter, problems associated with the use of the replica-trick.

## 4 Dimensional reduction

There is a beautiful and rather mind-boggling theorem relating disordered systems to pure systems (i.e. without disorder), which applies to a large class of systems, e.g. random field systems and elastic manifolds in disorder. It is called dimensional reduction and reads as follows \[?\]:

Theorem: A $`d`$-dimensional disordered system at zero temperature is equivalent to all orders in perturbation theory to a pure system in $`d2`$ dimensions at finite temperature.  Moreover the temperature is (up to a constant) nothing but the width of the disorder distribution. A simple example is the 3-dimensional random-field Ising model at zero temperature; according to the theorem it should be equivalent to the pure 1-dimensional Ising-model at finite temperature. But it has been shown rigorously, that the former has an ordered phase, whereas we have all solved the latter and we know that there is no such phase at finite temperature. So what went wrong? Let me stress that there are no missing diagrams or any such thing, but that the problem is more fundamental: As we will see later, the proof makes assumptions, which are not satisfied. Nevertheless, the above theorem remains important since it has a devastating consequence for all perturbative calculations in the disorder: However clever a procedure we invent, as long as we do a perturbative expansion, expanding the disorder in its moments, all our efforts are futile: dimensional reduction tells us that we get a trivial and unphysical result. Before we try to understand why this is so and how to overcome it, let me give one more example. Dimensional reduction allows to calculate the roughness-exponent $`\zeta `$ defined in equation (2.4). We know (this can be inferred from power-counting) that the width $`u`$ of a $`d`$-dimensional manifold at finite temperature in the absence of disorder scales as $`ux^{(2d)/2}`$. Making the dimensional shift implied by dimensional reduction leads to

$$\overline{\left(u(x)u(0)\right)^2}x^{4d}x^{2\zeta }\text{i.e.}\zeta =\frac{4d}{2}.$$
(4.1)
## 5 The Larkin-length

To understand the failure of dimensional reduction, let us turn to an interesting argument given by Larkin \[?\]. He considers a piece of an elastic manifold of size $`L`$. If the disorder has correlation length $`r`$, and characteristic potential energy $`\overline{f}`$, this piece will typically see a potential energy of strength

$$E_{\mathrm{DO}}=\overline{f}\left(\frac{L}{r}\right)^{\frac{d}{2}}.$$
(5.1)
On the other hand, there is an elastic energy, which scales like

$$E_{\mathrm{el}}=cL^{d2}.$$
(5.2)
These energies are balanced at the Larkin-length $`L=L_c`$ with

$$L_c=\left(\frac{c^2}{\overline{f}^2}r^d\right)^{\frac{1}{4d}}.$$
(5.3)
More important than this value is the observation that in all physically interesting dimensions $`d<4`$, and at scales $`L>L_c`$, the membrane is pinned by disorder; whereas on small scales elastic energy dominates. Since the disorder has a lot of minima which are far apart in configurational space but close in energy (metastability), the manifold can be in either of these minimas, and the ground-state is no longer unique. However exactly this is assumed in e.g. the proof of dimensional reduction; as is most easily seen in its supersymmetric formulation \[?\].

## 6 The functional renormalization group (FRG)

Let us now discuss a way out of the dilemma: Larkin’s argument suggests that $`4`$ is the upper critical dimension. So we would like to make an $`ϵ=4d`$ expansion. On the other hand, dimensional reduction tells us that the roughness is $`\zeta =\frac{4d}{2}`$ (see (4.1)). Even though this is systematically wrong below four dimensions, it tells us correctly that at the critical dimension $`d=4`$, where disorder is marginally relevant, the field $`u`$ is dimensionless. This means that having identified any relevant or marginal perturbation (as the disorder), we find immediately another such perturbation by adding more powers of the field. We can thus not restrict ourselves to keeping solely the first moments of the disorder, but have to keep the whole disorder-distribution function $`R(u)`$. Thus we need a functional renormalization group treatment (FRG). Functional renormalization is an old idea going back to the seventies, and can e.g. be found in \[?\]. For disordered systems, it was first proposed in 1986 by D. Fisher \[?\]. Performing an infinitesimal renormalization, i.e. integrating over a momentum shell à la Wilson, leads to the flow $`_{\mathrm{}}R(u)`$, with ($`ϵ=4d`$)

$$_{\mathrm{}}R(u)=\left(ϵ4\zeta \right)R(u)+\zeta uR^{}(u)+\frac{1}{2}R^{\prime \prime }(u)^2R^{\prime \prime }(u)R^{\prime \prime }(0).$$
(6.1)
The first two terms come from the rescaling of $`R`$ and $`u`$ respectively. The last two terms are the result of the 1-loop calculations, which are sketched in figure 8.

More important than the form of this equation is it actual solution, sketched in figure 10.

After some finite renormalization, the second derivative of the disorder $`R^{\prime \prime }(u)`$ acquires a cusp at $`u=0`$; the length at which this happens is the Larkin-length. How does this overcome dimensional reduction? To understand this, it is interesting to study the flow of the second and forth moment. Taking derivatives of (6.1) w.r.t. $`u`$ and setting $`u`$ to 0, we obtain

$`_{\mathrm{}}R^{\prime \prime }(0)`$ $`=`$ $`\left(ϵ2\zeta \right)R^{\prime \prime }(0)+R^{\prime \prime \prime }(0)^2\left(ϵ2\zeta \right)R^{\prime \prime }(0)`$ (6.2)
$`_{\mathrm{}}R^{\prime \prime \prime \prime }(0)`$ $`=`$ $`ϵR^{\prime \prime \prime \prime }(0)+3R^{\prime \prime \prime \prime }(0)^2+4R^{\prime \prime \prime }(0)R^{\prime \prime \prime \prime \prime }(0)ϵR^{\prime \prime \prime \prime }(0)+3R^{\prime \prime \prime \prime }(0)^2.`$ (6.3)
Since $`R(u)`$ is an even function, $`R^{\prime \prime \prime }(0)`$ and $`R^{\prime \prime \prime \prime \prime }(0)`$ are 0, which we have already indicated in Eqs. (6.2) and (6.3) . The above equations for $`R^{\prime \prime }(0)`$ and $`R^{\prime \prime \prime \prime }(0)`$ are in fact closed. Equation (6.2) tells us that the flow of $`R^{\prime \prime }(0)`$ is trivial and that $`\zeta =ϵ/2\frac{4d}{2}`$. This is exactly the result predicted by dimensional reduction. The appearance of the cusp can be inferred from equation (6.3). Its solution is

$$R^{\prime \prime \prime \prime }(0)\text{ }\text{ }_{\mathrm{}}=\frac{c\mathrm{e}^ϵ\mathrm{}}{13c\left(\mathrm{e}^ϵ\mathrm{}1\right)/ϵ},c:=R^{\prime \prime \prime \prime }(0)\text{ }\text{ }_{\mathrm{}=0}$$
(6.4)
Thus after a finite renormalization $`R^{\prime \prime \prime \prime }(0)`$ becomes infinite: The cusp appears. By analyzing the solution of the flow-equation (6.1), one also finds that beyond the Larkin-length $`R^{\prime \prime }(0)`$ is no longer given by (6.2) with $`R^{\prime \prime \prime }(0)^2=0`$. The correct interpretation of (6.2), which remains valid after the cusp-formation, is (for details see below)

$$_{\mathrm{}}R^{\prime \prime }(0)=\left(ϵ2\zeta \right)R^{\prime \prime }(0)+R^{\prime \prime \prime }(0^+)^2.$$
(6.5)
Renormalization of the whole function thus overcomes dimensional reduction. The appearance of the cusp also explains why dimensional reduction breaks down. The simplest way to see this is by redoing the proof for elastic manifolds in disorder, which in the absence of disorder is a simple Gaussian theory. Terms contributing to the 2-point function involve $`R^{\prime \prime }(0)`$, $`TR^{\prime \prime \prime \prime }(0)`$ and higher derivatives of $`R(u)`$ at $`u=0`$, which all come with higher powers of $`T`$. To obtain the limit of $`T0`$, one sets $`T=0`$, and only $`R^{\prime \prime }(0)`$ remains. This is the dimensional reduction result. However we just saw that $`R^{\prime \prime \prime \prime }(0)`$ becomes infinite. Thus $`R^{\prime \prime \prime \prime }(0)T`$ may also contribute, and the proof fails.

## 7 Why is a cusp necessary?

The appearance of a cusp might suggest that this approach is fatally ill. Let me present a simple argument due to Leon Balents \[?\], why a cusp is a physical necessity and not an artifact. To this aim, consider a toy model with only one Fourier-mode $`u=u_q`$

$$[u]=\frac{1}{2}q^2u^2+\sqrt{ϵ}\stackrel{~}{V}(u).$$
(7.1)
Since equation (6.1) has a fixed point of order $`R(u)ϵ`$ for all $`ϵ>0`$, $`V(u)`$ scales like $`\sqrt{ϵ}`$ for $`ϵ`$ small and we have made this dependence explicit in (7.1) by using $`V(u)=\sqrt{ϵ}\stackrel{~}{V}(u)`$. The only further input comes from the physics: For $`L<L_c`$, i.e. before we reach the Larkin length, there is only one minimum, as depicted in figure 12. On the other hand, for $`L>L_c`$, there are several minima. Thus there is at least one point for which

$$\frac{\mathrm{d}^2}{\mathrm{d}u^2}[u]=q^2+\sqrt{ϵ}\stackrel{~}{V}^{\prime \prime }(u)<0.$$
(7.2)
In the limit of $`ϵ0`$, this is possible if and only if $`\frac{1}{ϵ}R^{\prime \prime \prime \prime }(0)`$, which a priori should be finite for $`ϵ0`$, becomes infinite:

$$\frac{1}{ϵ}R^{\prime \prime \prime \prime }(0)=\overline{V^{\prime \prime }(u)V^{\prime \prime }(u^{})}\text{ }\text{ }_{u=u^{}}=\mathrm{}.$$
(7.3)
This argument shows that a cusp is indeed a physical necessity.

## 8 Beyond 1 loop?

Functional renormalization has successfully been applied to a bunch of problems at 1-loop order. From a field theory, we however demand more. Namely that it

$``$ allows for systematic corrections beyond 1-loop order

$``$ be renormalizable

$``$ and thus allows to make universal predictions.

However, this has been a puzzle since 1986, and it has even been suggested that the theory is not renormalizable due to the appearance of terms of order $`ϵ^{\frac{3}{2}}`$ \[?\]. Why is the next order so complicated? The reason is that it involves terms proportional to $`R^{\prime \prime \prime }(0)`$. A look at figure 3 explains the puzzle. Shall we use the symmetry of $`R(u)`$ to conclude that $`R^{\prime \prime \prime }(0)`$ is 0? Or shall we take the left-hand or right-hand derivatives, related by

$$R^{\prime \prime \prime }(0^+):=\underset{\genfrac{}{}{0pt}{}{u>0}{u0}}{lim}R^{\prime \prime \prime }(u)=\underset{\genfrac{}{}{0pt}{}{u<0}{u0}}{lim}R^{\prime \prime \prime }(u)=:R^{\prime \prime \prime }(0^{}).$$
(8.1)
In the following, I will present our solution of this puzzle, obtained at 2-loop order in \[?\] and then at large $`N`$ in \[?\]. The latter approach allows for another independent control-parameter, and sheds further light on the cusp-formation. We refer the reader to these works for further references.

## 9 Results at 2-loop order

For the flow-equation at 2-loop order, we find \[?\]

$`_{\mathrm{}}R(u)`$ $`=`$ $`\left(ϵ4\zeta \right)R(u)+\zeta uR^{}(u)+{\displaystyle \frac{1}{2}}R^{\prime \prime }(u)^2R^{\prime \prime }(u)R^{\prime \prime }(0)`$ (9.1)
$`+{\displaystyle \frac{1}{2}}\left(R^{\prime \prime }(u)R^{\prime \prime }(0)\right)R^{\prime \prime \prime }(u)^2{\displaystyle \frac{1}{2}}R^{\prime \prime \prime }(0^+)^2R^{\prime \prime }(u).`$
The first line is the result at 1-loop order, already given in (6.1). The second line is new. The most interesting term is the last one, which involves $`R^{\prime \prime \prime }(0^+)^2`$ and which we therefore call anomalous. The hard task is to fix the prefactor $`(\frac{1}{2})`$. We have up to now invented six algorithms to do so; one leads to inconsistencies and shall not be reported here. The other five algorithms are consistent with each other: The sloop-algorithm, recursive construction, reparametrization invariance, renormalizability, and potentiality \[?,?\]. For lack of space, we restrain our discussion to the last two ones. At 2-loop order the following diagram appears

$$\text{}\frac{1}{2}\left(R^{\prime \prime }(u)R^{\prime \prime }(0)\right)R^{\prime \prime \prime }(u)^2\frac{1}{2}R^{\prime \prime }(u)R^{\prime \prime \prime }(0^+)^2$$
(9.2)
leading to the anomalous term. The integral (not written here) contains a subdivergence, which is indicated by the box. Renormalizability demands that its leading divergence (which is of order $`1/ϵ^2`$) be canceled by a 1-loop counter-term. The latter is unique thus fixing the prefactor of the anomalous term. (The idea is to take the 1-loop correction $`\delta R`$ in figure 2 and replace one of the $`R^{\prime \prime }`$ in it by $`\delta R^{\prime \prime }`$ itself, which the reader can check to leading to the terms given in (9.2) plus terms which only involve even derivatives.)

Another very physical demand is that the problem remain potential, i.e. that forces still derive from a potential. The force-force correlation function being $`R^{\prime \prime }(u)`$, this means that the flow of $`R^{}(0)`$ has to be strictly 0. (The simplest way to see this is to study a periodic potential.) From (9) one can check that this does not remain true if one changes the prefactor of the last term in (9); thus fixing it.

Let us give some results for cases of physical interest. First of all, in the case of a periodic potential, which is relevant for charge-density waves, the fixed-point function can be calculated analytically as (we choose period 1, the following is for $`u[0,1]`$)

$$R^{}(u)=\left(\frac{ϵ}{72}+\frac{ϵ^2}{108}+O(ϵ^3)\right)u^2(1u)^2+\text{const.}$$
(9.3)
This leads to a universal amplitude. In the case of random field disorder (short-ranged force-force correlation function) $`\zeta =\frac{ϵ}{3}`$. For random-bond disorder (short-ranged potential-potential correlation function) we have to solve (9.1) numerically, with the result $`\zeta =0.20829804ϵ+0.006858ϵ^2`$. This compares well with numerical simulations, see figure 14.

## 10 Large $`N`$

In the last section, we have discussed renormalization in a loop expansion, i.e. expansion in $`ϵ`$. In order to independently check consistency it is good to have a non-perturbative approach. This is achieved by the large-$`N`$ limit, which can be solved analytically and to which we turn now. We start from

$`[\stackrel{}{u},\stackrel{}{j}]`$ $`=`$ $`{\displaystyle \frac{1}{2T}}{\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle _x}\stackrel{}{u}_a(x)\left(^2+m^2\right)\stackrel{}{u}_a(x){\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle _x}\stackrel{}{j}_a(x)\stackrel{}{u}_a(x)`$ (10.1)
$`{\displaystyle \frac{1}{2T^2}}{\displaystyle \underset{a,b=1}{\overset{n}{}}}{\displaystyle _x}B\left((\stackrel{}{u}_a(x)\stackrel{}{u}_b(x))^2\right).`$
where in contrast to (3.2), we use an $`N`$-component field $`\stackrel{}{u}`$. For $`N=1`$, we identify $`B(u^2)=R(u)`$. We also have added a mass $`m`$ to regularize the theory in the infra-red and a source $`\stackrel{}{j}`$ to calculate the effective action $`\mathrm{\Gamma }(\stackrel{}{u})`$ via a Legendre transform. For large $`N`$ the saddle point equation reads \[?\]

$$\stackrel{~}{B}^{}(u_{ab}^2)=B^{}\left(u_{ab}^2+2TI_1+4I_2[\stackrel{~}{B}^{}(u_{ab}^2)\stackrel{~}{B}^{}(0)]\right)$$
(10.2)
This equation gives the derivative of the effective (renormalized) disorder $`\stackrel{~}{B}`$ as a function of the (constant) background field $`u_{ab}^2=(u_au_b)^2`$ in terms of: the derivative of the microscopic (bare) disorder $`B`$, the temperature $`T`$ and the integrals $`I_n:=_k\frac{1}{\left(k^2+m^2\right)^n}`$.

The saddle-point equation can again be turned into a closed functional renormalization group equation for $`\stackrel{~}{B}`$ by taking the derivative w.r.t. $`m`$:

$$_l\stackrel{~}{B}(x)\frac{m}{m}\stackrel{~}{B}(x)=(ϵ4\zeta )\stackrel{~}{B}(x)+2\zeta x\stackrel{~}{B}^{}(x)+\frac{1}{2}\stackrel{~}{B}^{}(x)^2\stackrel{~}{B}^{}(x)\stackrel{~}{B}^{}(0)+\frac{ϵT\stackrel{~}{B}^{}(x)}{ϵ+\stackrel{~}{B}^{\prime \prime }(0)}$$
(10.3)
This is a complicated nonlinear partial differential equation. It is therefore surprising, that one can find an analytic solution. (The trick is to write down the flow-equation for the inverse function of $`\stackrel{~}{B}^{}(x)`$, which is linear.) Let us only give the results of this analytic solution: First of all, for long-range correlated disorder of the form $`\stackrel{~}{B}^{}(x)x^\gamma `$, the exponent $`\zeta `$ can be calculated analytically as $`\zeta =\frac{ϵ}{2(1+\gamma )}.`$ It agrees with the replica-treatment in \[?\] and the 1-loop treatment in \[?\]. For short-range correlated disorder, $`\zeta =0`$. Second, it demonstrates that before the Larkin-length, $`\stackrel{~}{B}(x)`$ is analytic and thus dimensional reduction holds. Beyond the Larkin length, $`\stackrel{~}{B}^{\prime \prime }(0)=\mathrm{}`$, a cusp appears and dimensional reduction is incorrect. This shows again that the cusp is not an artifact of the perturbative expansion, but an important property even of the exact solution of the problem (here in the limit of large $`N`$).

## 11 Relation to Replica Symmetry Breaking (RSB)

There is another treatment of the limit of large $`N`$ given by Mézard and Parisi \[?\]. They start from (10.1) but without a source-term $`j`$. In the limit of large $`N`$, a Gaussian variational ansatz of the form

$`_\mathrm{g}[\stackrel{}{u}]`$ $`=`$ $`{\displaystyle \frac{1}{2T}}{\displaystyle \underset{a=1}{\overset{n}{}}}{\displaystyle _x}\stackrel{}{u}_a(x)\left(^2+m^2\right)\stackrel{}{u}_a(x){\displaystyle \frac{1}{2T^2}}{\displaystyle \underset{a,b=1}{\overset{n}{}}}\sigma _{ab}\stackrel{}{u}_a(x)\stackrel{}{u}_b(x)`$ (11.1)
becomes exact. The art is to make an appropriate ansatz for $`\sigma _{ab}`$. The simplest possibility, $`\sigma _{ab}=\sigma `$ for all $`ab`$ reproduces the dimensional reduction result, which breaks down at the Larkin length. Beyond that scale, a replica symmetry broken (RSB) ansatz for $`\sigma _{ab}`$ is suggestive. To this aim, one can break $`\sigma _{ab}`$ into four blocks of equal size, choose one (variationally optimized) value for the both outer diagonal blocks, and then iterate the procedure on the diagonal blocks, resulting in

$$\sigma _{ab}=\left(\text{}\right).$$
(11.2)
One finds that the more often one iterates, the better the results. In fact, one has to repeat this procedure infinite many times. This seems like a hopeless endeavor, but Parisi has shown that the infinitely often replica symmetry broken matrix can be parameterized by a function $`[\sigma ](z)`$ with $`z[0,1]`$. In the SK-model, $`z`$ has the interpretation of an overlap between replicas. While there is no such simple interpretation for the model (11.1), we retain that $`z=0`$ describes distant states, whereas $`z=1`$ describes nearby states. The solution of the large-$`N`$ saddle-point equations leads to the curve depicted in figure 6. Knowing it, the 2-point function is given by

$$u_ku_k=\frac{1}{k^2}\left(1+_0^1\frac{\mathrm{d}z}{z^2}\frac{\left[\sigma \right](z)+m^2}{k^2+\left[\sigma \right](z)+m^2}\right).$$
(11.3)
The important question is: What is the relation between the two approaches, which both pretend to calculate the same 2-point function? Comparing the analytical solutions, we find that the 2-point function given by FRG is the same as that of RSB, if in the latter expression we only take into account the contribution from the most distant states, i.e. those for $`z`$ between 0 and $`z_m`$ (see figure 16). To understand why this is so, we have to remember that the two calculations were done under quite different assumptions: In contrast to the RSB-calculation, the FRG-approach calculated the partition function in presence of an external field $`j`$, which was then used to give via a Legendre transformation the effective action. Even if the field $`j`$ is finally turned to 0, the system might remember its preparation, as is the case for a magnet: Preparing the system in presence of a magnetic field will result in a magnetization which aligns with this field. The magnetization will remain, even if finally the field is turned off. The same phenomena happens here: By explicitly breaking the replica-symmetry through an applied field, all replicas will settle in distant states, and the close states from the Parisi-function $`\left[\sigma \right](z)+m^2`$ (which describes spontaneous RSB) will not contribute. However, we found that the full RSB-result can be reconstructed by remarking that the part of the curve between $`z_m`$ and $`z_c`$ is independent of the infrared cutoff $`m`$, and then integrating over $`m`$ \[?\] ($`m_c`$ is the mass corresponding to $`z_c`$):

$$u_ku_k|_{k=0}^{\mathrm{RSB}}=\frac{\stackrel{~}{R}_m^{}(0)}{m^4}+_m^{m_c}\frac{\mathrm{d}\stackrel{~}{R}_\mu ^{}(0)}{\mu ^4}+\frac{1}{m_c^2}\frac{1}{m^2}.$$
(11.4)
We also note that a similar effective action has been proposed in \[?\]. While it agrees qualitatively, it does not reproduce the correct FRG 2-point function, as it should.

## 12 Finite $`N`$

Up to now, we have studied the functional RG in two cases: For one component $`N=1`$ and in the limit of a large number of components, $`N\mathrm{}`$. The general case of finite $`N`$ is more difficult to handle, since derivatives of the renormalized disorder now depend on the direction, in which this derivative are taken. Define amplitude $`u:=|\stackrel{}{u}|`$ and direction $`\widehat{u}:=\stackrel{}{u}/|\stackrel{}{u}|`$ of the field. Then deriving the latter variable leads to terms proportional to $`1/u`$, which are diverging in the limit of $`u0`$. This poses additional problems in the calculation, and it is a priori not clear that the theory at $`N1`$ exists, supposed this is the case for $`N=1`$. At 1-loop order everything is well-defined \[?\]. We have found a consistent RG-equation at 2-loop order \[?\]:

$`_{\mathrm{}}R(u)`$ $`=`$ $`(ϵ4\zeta )R(u)+\zeta uR^{}(u)+{\displaystyle \frac{1}{2}}R^{\prime \prime }(u)^2R^{\prime \prime }(0)R^{\prime \prime }(u)+{\displaystyle \frac{N1}{2}}{\displaystyle \frac{R^{}(u)}{u}}\left({\displaystyle \frac{R^{}(u)}{u}}2R^{\prime \prime }(0)\right)`$ (12.1)
$`+{\displaystyle \frac{1}{2}}\left(R^{\prime \prime }(u)R^{\prime \prime }(0)\right)R^{\prime \prime \prime }(u)^2+{\displaystyle \frac{N1}{2}}{\displaystyle \frac{\left(R^{}(u)uR^{\prime \prime }(u)\right)^2(2R^{}(u)+u(R^{\prime \prime }(u)3R^{\prime \prime }(0)))}{u^5}}`$
$`R^{\prime \prime \prime }(0^+)^2\left[{\displaystyle \frac{N+3}{8}}R^{\prime \prime }(u)+{\displaystyle \frac{N1}{4}}{\displaystyle \frac{R^{}(r)}{u}}\right].`$
The first line is the 1-loop equation, given in \[?\]. The second and third line represent the 2-loop equation, with the new anomalous terms proportional to $`R^{\prime \prime \prime }(0^+)^2`$ (third line).

The fixed point equation (12.1) can be integrated numerically, order by order in $`ϵ`$. The result, specialized to directed polymers, i.e. $`ϵ=3`$ is plotted on figure 18. We see that the 2-loop corrections are rather big at large $`N`$, so some doubt on the applicability of the latter down to $`ϵ=3`$ is advised. However both 1- and 2-loop results reproduce well the two known points on the curve: $`\zeta =2/3`$ for $`N=1`$ and $`\zeta =0`$ for $`N=\mathrm{}`$. The latter result has been given in section 10. Via the equivalence \[?\] of the directed polymer problem in $`N`$ dimensions treated here and the KPZ-equation of non-linear surface growth in $`N`$ dimensions, which relate the roughness exponent $`\zeta `$ of the directed polymer to the dynamic exponent $`z_{\mathrm{KPZ}}`$ in the KPZ-equation via $`\zeta =\frac{1}{z_{\mathrm{KPZ}}}`$, we know that $`\zeta (N=1)=2/3`$.

The line $`\zeta =1/2`$ given on figure 18 plays a special role: In the presence of thermal fluctuations, we expect the roughness-exponent of the directed polymer to be bounded by $`\zeta 1/2`$. In the KPZ-equation, this corresponds to a dynamic exponent $`z_{\mathrm{KPZ}}=2`$, which via the exact scaling relation $`z_{\mathrm{KPZ}}+\zeta _{\mathrm{KPZ}}=2`$ is an upper bound in the strong-coupling phase. The above data thus strongly suggest that there exists an upper critical dimension in the KPZ-problem, with $`d_{\mathrm{uc}}2.4`$. Even though the latter value might be an underestimation, it is hard to imagine what can go wrong qualitatively with this scenario. The strongest objections will probably arize from numerical simulations, such as \[?\]. However the latter use a discrete RSOS model, and the exponents are measured for interfaces, which in large dimensions have the thickness of the discretization size, suggestions that the data are far from the asymptotic regime. We thus strongly incourage better numerical simulations on a continuous model, in order to settle this issue.

## 13 Depinning transition

Another important class of phenomena for elastic manifolds in disorder is the so-called “depinning transition”: Applying a constant force to the elastic manifold, e.g. a constant magnetic field to the ferromagnet mentioned in the introduction, the latter will only move, if a certain critical threshhold force $`f_c`$ is surpassed, see figure 20. (This is fortunate, since otherwise the magnetic domain walls in the hard-disc drive onto which this article is stored would move with the effect of deleting all information, depriving the reader from his reading.) At $`f=f_c`$, the so-called depinning transition, the manifold has a distinctly different roughness exponent $`\zeta `$ (see Eq. (2.4)) from the equilibrium ($`f=0`$). For $`f>f_c`$, the manifold moves, and close to the transition, new observables and corresponding exponents appear:

* the dynamic exponent $`z`$ relating correlation functions in spatial and temporal direction

$$tx^z$$
* a correlation length $`\xi `$ set by the distance to $`f_c`$

$$\xi |ff_c|^\nu $$
* furthermore, the new exponents are not all independent, but satisfy the following exponent relations \[?\]

$$\beta =\nu (z\zeta )\nu =\frac{1}{2\zeta }$$
(13.1)

The equation describing the movement of the interface is

$$_tu(x,t)=(^2+m^2)u(x,t)+F(u(x,t),x),F(u,x)=_uV(u,x)$$
(13.2)
This model has been treated at 1-loop order by Natterman et al. \[?\] and by Narayan and Fisher \[?\]. The 1-loop flow-equations are identical to those of the statics. This is surprising, since physically, the phenomena at equilibrium and at depinning are quite different. There is even the claim by \[?\], that the roughness exponent in the random field universality class is exactly $`\zeta =ϵ/3`$, as it is in the equilibrium random field class. After a long debate among numerical physicists, the issue is today resolved: The roughness is significantly larger, and reads e.g. for the driven polymer $`\zeta =1.25`$, instead of $`\zeta =1`$ as predicted in \[?\]. Clearly, a 2-loop analysis \[?\] is necessary, to resolve these issues. Such a treatment starts from the dynamic action

$$𝒮=_{x,t}\stackrel{~}{u}(x,t)(_t^2+m^2)u(x,t)+_{x,t,t^{}}\stackrel{~}{u}(x,t)\mathrm{\Delta }(u(x,t)u(x,t^{}))\stackrel{~}{u}(x,t^{}),$$
(13.3)
where the “response field” $`\stackrel{~}{u}(x,t)`$ enforces the equation of motion (13.2) and

$$\overline{F(u,x)F(u^{},x^{})}=\mathrm{\Delta }(uu^{})\delta ^d(xx^{})R^{\prime \prime }(uu^{})\delta ^d(xx^{})$$
(13.4)
is the force-force correlator, leading to the second term in (13.3). As in the statics, one encounters terms proportional to $`\mathrm{\Delta }^{}(0^+)R^{\prime \prime \prime }(0^+)`$. Here the sign-problem can uniquely be resolved by supposing that the membrane only jumps ahead,

$$t>t^{}u(x,t)u(x,t^{}).$$
(13.5)
Practically this means that when evaluating diagrams containing $`\mathrm{\Delta }(u(x,t)u(x,t^{}))`$, one splits them into two pieces, one with $`t<t^{}`$ and one with $`t>t^{}`$. Both pieces are well defined, even in the limit of $`tt^{}`$. As the only tread-off of this method, diagrams can become complicated and difficult to evaluate; however they are always well-defined.

Physically, this means that we approach the depinning transition from above. This is reflected in (13.5) by the fact that $`u(x,t)`$ may remain constant; and indeed correlation-functions at the depinning transition are completely independent of time \[?\]. On the other hand a theory for the approach of the depinning transition from below ($`f<f_c`$) has been elusive so far.

At the depinning transition, the 2-loop functional RG reads \[?,?\]

$`_{\mathrm{}}R(u)`$ $`=`$ $`(ϵ4\zeta )R(u)+\zeta uR^{}(u)+{\displaystyle \frac{1}{2}}R^{\prime \prime }(u)^2R^{\prime \prime }(u)R^{\prime \prime }(0)`$ (13.6)
$`+{\displaystyle \frac{1}{2}}\left[R^{\prime \prime }(u)R^{\prime \prime }(0)\right]R^{\prime \prime \prime }(u)^2\text{+}{\displaystyle \frac{1}{2}}R^{\prime \prime \prime }(0^+)^2R^{\prime \prime }(u)`$
First of all, note that it is a priori not clear that the functional RG equation, which is a flow equation for $`\mathrm{\Delta }(u)=R^{\prime \prime }(u)`$ can be integrated to a functional RG-equation for $`R(u)`$. We have chosen this representation here, in order to make the difference to the statics evident: The only change is in the last sign on the second line of (13.6). This has important consequences for the physics: First of all, the roughness exponent $`\zeta `$ for the random-field universality class changes from $`\zeta =\frac{ϵ}{3}`$ to

$$\zeta =\frac{ϵ}{3}(1+0.14331ϵ+\mathrm{})$$
(13.7)
Second, the random-bond universality class is unstable and always renormalizes to the random-field universality class, as is physically expected: Since the membrane only jumps ahead, it always experiences a new disorder configuration, and there is no way to know of wether this disorder can be derived from a potential or not. This non-potentiality is most strikingly observed in the random periodic universality class, which is the relevannt one for charge density waves. The fixed point for a periodic disorder of period one reads (remember $`\mathrm{\Delta }(u)=R^{\prime \prime }(u)`$)

$$\mathrm{\Delta }^{}(u)=\frac{ϵ}{36}+\frac{ϵ^2}{108}\left(\frac{ϵ}{6}+\frac{ϵ^2}{9}\right)u(1u)$$
(13.8)
Integrating over a period, we find (suppressing in $`F(u,x)`$ the dependence on the coordinate $`x`$ for simplicity of notation)

$$_0^1du\mathrm{\Delta }^{}(u)_0^1du\overline{F(u)F(u^{})}=\frac{ϵ^2}{108}.$$
(13.9)
In an equilibrium situation, this correlator would vanish, since potentiality requires $`_0^1duF(u)0`$. Here, there are non-trivial contributions at 2-loop order (order $`ϵ^2`$), violating this condition and rendering the problem non-potential. This same mechanism is also responsible for the violation of the conjecture $`\zeta =\frac{ϵ}{3}`$, which could be proven on the assumption that the problem remains potential under renormalization. Let us stress that the breaking of potentiality under renormalization is a quite novel observation here.

The other critical exponents mentioned above can also be calculated. The dynamical exponent $`z`$ (for RF-disorder) reads \[?,?\]

$$z=2\frac{2}{9}ϵ0.04321ϵ^2+\mathrm{}$$
(13.10)
All other exponents are related via the relation (13.1). That the method works well even quantitatively can be infered from figure 22.

## 14 Universal width distribution

Exponents are not the only interesting quantities: In experiments and simulations, often whole distributions can be measured, as e.g. the universal width distribution of an interface that we have computed at depinning \[?,?\]. Be $`u`$ the average position of an interface for a given disorder configuration, then the spatially averaged width

$`w^2:={\displaystyle \frac{1}{L^d}}{\displaystyle _x}\left(u(x)u\right)^2`$ (14.1)
is a random variable, and we can try to calculate and measure its distribution $`P(w^2)`$. The rescaled function $`\mathrm{\Phi }(z)`$, defined by

$$P(w^2)=1/\overline{w^2}\mathrm{\Phi }\left(w^2/\overline{w^2}\right)$$
(14.2)
will be universal, i.e. independent of microscopic details and the size of the system.

Supposing all correlations to be Gaussian, $`\mathrm{\Phi }(z)`$ can be calculated analytically. It depends on two parameters, the roughness exponent $`\zeta `$ and the dimension $`d`$. Numerical simulations displayed on figure 24 show spectacular agreement between analytical and numerical results. As expected, the Gaussian approximation is not exact, but to see deviations in a simulation, about $`10^5`$ samples have to be used. Analytically, corrections can be calculated: They are of order $`R^{\prime \prime \prime }(0^+)^4`$ and small. Physically, the distribution is narrower than a Gaussian.

## 15 Anisotropic depinning, directed percolation, branching and all that

We have discussed in section 13 isotopic depinning, which as the name suggest is a situation, where the system is invariant under a tilt. This isotropy can be broken through an additional anharmonic elasticity

$$E_{\mathrm{elastic}}=_x\frac{1}{2}\left[u(x)\right]^2+c_4\left[u(x)\right]^4,$$
(15.1)
leading to a drastically different universality class, the so-called anisotropic depinning universality class, as found recently in numerical simulations \[?\]. It has been observed in simulations \[?,?\], that the drift-velocity of an interface is increased, which can be intepreted as a tilt-dependent term, leading to the equation of motion in the form

$$_tu(x,t)=^2u(x,t)+\lambda \left[u(x,t)\right]^2+F(x,u(x,t))+f.$$
(15.2)
However it was for a long time unclear, how this new term (proportional to $`\lambda `$), which usually is refered to as a KPZ-term, is generated, especially in the limit of vanishing drift-velocity. In \[?\] we have shown that this is possible in a non-analytic theory, due to the diagram given in figure 26.

For anisotropic depinning, numerical simulations based on cellular automaton models which are believed to be in the same universality class \[?,?\], indicate a roughness exponent $`\zeta 0.63`$ in $`d=1`$ and $`\zeta 0.48`$ in $`d=2`$. On a phenomenological level it has been argued \[?,?,?\] that configurations at depinning can be mapped onto directed percolation in $`d=1+1`$ dimensions, which yields indeed a roughness exponent $`\zeta _{\mathrm{DP}}=\nu _{}/\nu _{}=0.630\pm 0.001`$, and it would be intriguing to understand this from a systematic field theory.

This theory was developed in \[?\], and we review the main resulsts here. A strong simplification is obtained by going to the Cole-Hopf transformed fields

$$Z(x,t):=\mathrm{e}^{\lambda u(x,t)}u(x,t)=\frac{\mathrm{ln}(Z(x,t))}{\lambda }.$$
(15.3)
The equation of motion becomes after multiplying with $`\lambda Z(x,t)`$ (dropping the term proportional to $`f`$)

$$_tZ(x,t)=^2Z(x,t)+\lambda F(x,\frac{\mathrm{ln}(Z(x,t))}{\lambda })Z(x,t)$$
(15.4)
and the dynamical action (after averaging over disorder)

$$𝒮=_{xt}\stackrel{~}{Z}(x,t)\left(_t^2\right)Z(x,t)\frac{\lambda ^2}{2}_{xtt^{}}\stackrel{~}{Z}(x,t)Z(x,t)\mathrm{\Delta }\left(\frac{\mathrm{ln}Z(x,t)\mathrm{ln}Z(x,t^{})}{\lambda }\right)\stackrel{~}{Z}(x,t^{})Z(x,t^{})$$
(15.5)
This leads to the FRG flow equation at 1-loop order

$`_{\mathrm{}}\mathrm{\Delta }(u)`$ $`=`$ $`(ϵ2\zeta )\mathrm{\Delta }(u)+\zeta u\mathrm{\Delta }^{}(u)\mathrm{\Delta }^{\prime \prime }(u)\left(\mathrm{\Delta }(u)\mathrm{\Delta }(0)\right)\mathrm{\Delta }^{}(u)^2`$ (15.6)
$`+2\lambda \mathrm{\Delta }(u)\mathrm{\Delta }^{}(0^+)+2\lambda ^2\left(\mathrm{\Delta }(u)^2+\mathrm{\Delta }(u)\mathrm{\Delta }(0)\right)`$
The first line is indeed equivalent to (6.1) using $`\mathrm{\Delta }(u)=R^{\prime \prime }(u)`$. The second line is new and contains the terms induced by the KPZ term, i.e. the term proportional to $`\lambda `$ in (15.2).

Equation (15.6) possesses the following remarkable property: A three parameter subspace of exponential functions forms an exactly invariant subspace. Even more strikingly, this is true to all orders in perturbation theory \[?\]! The subspace in question is ($`0u1/\lambda `$)

$$\mathrm{\Delta }(u)=\frac{ϵ}{\lambda ^2}\left(a+b\mathrm{e}^{\lambda u}+c\mathrm{e}^{\lambda u}\right)$$
(15.7)
The FRG-flow (15.6) closes in this subspace, leading to the simpler 3-dimensional flow:

$`_{\mathrm{}}a`$ $`=`$ $`a+4a^2+4ac+4bc`$ (15.8)
$`_{\mathrm{}}b`$ $`=`$ $`b(1+6a+b+5c)`$ (15.9)
$`_{\mathrm{}}c`$ $`=`$ $`c(1+6a+b+5c)`$ (15.10)
This flow has a couple of fixed points, given on figure 28. They describe different physical situations. The only globally attractive fixed point is SAP, describing self-avoiding polymers. This fixed point is not attainable from the physically relevant inital conditions, which lie (as fixed point RP) between the two separatrices given on figure 28. All other fixed points are cross-over fixed points.

In the Cole-Hopf representation, it is easy to see why the exponential manifold is preserved to all orders. Let us insert (15.7) in (15.5). The complicated functional disorder takes a very simple polynomial form \[?\].

$$𝒮=_{xt}\stackrel{~}{Z}(x,t)\left(_t^2\right)Z(x,t)_x_{t<t^{}}\stackrel{~}{Z}(x,t)\stackrel{~}{Z}(x,t^{})\left(aZ(x,t)Z(x,t^{})+bZ(x,t)^2+cZ(x,t^{})^2\right).$$
(15.11)
The vertices are plotted on figure 30. It is intriguing to interprete them as particle interaction ($`a`$) and as different branching processes ($`b`$ and $`c`$): $`Z`$ destroys a particle and $`\stackrel{~}{Z}`$ creates one. Vertex $`b`$ can e.g. be interpreted as two particles coming together, annihilating one, except that the annihilated particle is created again in the future. However, if the annihilation process is strong enough, the reappearance of particles may not play a role, such that the interpretation as particle annihilation or equivalently directed percolation is indeed justified.

One caveat is in order, namely that the fixed points described above, are all crossover fixed point, and nothing can a priori be said about the strong coupling regime. However this is the regime seen in numerical simulations, for which the conjecture about the equivalence to directed percolation has been proposed. Thus albeit intriguing, the above theory is only the starting point for a more complete understanding of anisotropic depinning. Probably, one needs another level of FRG, so as standard FRG is able to treat directed polymers, or equivalently the KPZ-equation in the absence of disorder.

## 16 Perspectives

More interesting problems have been treated by the above methods, and much more remains to be done. We have applied our techniques to the statics at 3-loop order \[?\] and to the random field problem \[?\]. An expansion in $`1/N`$, (by now we have obtained the effective action \[?\]), should allow to finally describe such notorious problems as the strong-coupling phase of the Kardar-Parisi-Zhang equation. Many questions are still open. Some have already been raised in these notes, another is wether FRG can also be applied to spin-glasses. We have to leave this problem for future research and as a challenge for the reader to plunge deeper into the mysteries of functional renormalization.

### Acknowledgements

It is a pleasure to thank the organizers of TH 2002 for the opportunity to give this lecture. The results presented here have been obtained in a series of inspiring ongoing collaborations with Pierre Le Doussal, and I am grateful to him and my other collaborators Pascal Chauve, Werner Krauth and Alberto Rosso for all their enthousiasm and dedicated work. Numerous discussions with Leon Balents, Edouard Brézin and Andreas Ludwig are gratefully acknowledged.