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# Cloning a real 𝑑-dimensional quantum state on the edge of the no-signaling condition

## I Introduction

The intimate connection between the impossibility of making a perfect quantum cloning machine (QCM) and the no-signaling condition, which prevents any superluminal communication, has been realized since the seminal papers of DieksDieks  and of Wootters and ZurekWZ . More recently, Gisin has shown that this connection can actually be exploited in order to recover the fidelity 5/6 of the Buzek-Hillery universal QCM for qubitsGisin . Any cloning machine which would duplicate a qubit with a fidelity exceeding 5/6 would necessarily open a way to superluminal communication. In short, the no-signaling condition is taken into account by expressing that two statistical ensembles realizing the same input density matrix (e.g. an equal mixture of $`|0`$ and $`|1`$ or an equal mixture of $`|0+|1`$ and $`|0|1`$) must result in indistinguishable output density matrices for the clones. Since then, this no-signaling constraint has also been used to recover the fidelity of other classes of cloners, namely the asymmetric universal and phase-covariant qubit clonersGhosh ; Kunkri .

In this paper, we exploit this no-signaling condition in order to derive an upper bound on the fidelity of a new class of QCMs, which have not been considered in the literature. We analyze symmetric QCMs which duplicate any $`d`$-dimensional real state with an equal fidelity. These are the counterpart of the well-known universal QCMs but within the realm of the so-called “real” quantum mechanics. We also find a constructive method to build QCMs that saturate this upper bound, and therefore are optimal. In particular, using this method for $`d=2`$, we find a cloner unitarily equivalent to the phase-covariant qubit clonerBruss ; Cerf-qutrit  which clones all states $`a|0+b|1`$ ($`a`$, $`b`$ being real and satisfying $`a^2+b^2=1`$) with a fidelity $`(1+1/\sqrt{2})/2`$. For an arbitrary dimension $`d`$, we use techniques from tensor calculus in order to derive the no-signaling bound and the explicit cloner. A specific application of this notion of real QCMs arises in four dimensions, when these cloners are equivalent, up to a unitary transformation, to the universal cloners over the set of maximally entangled qubit pairsLamoureux .

In general, the no-signaling requirement does not provide a tight upper bound on the optimal cloning fidelity. The linearity and trace preserving properties (which, combined, imply the no signaling condition) need to be supplemented with the complete positivity property in order to determine the best possible cloning transformationBruss2 . However, for the real QCMs of interest, it is sufficient to combine the no-signaling requirement together with positivity (and trace preservation) in order to find a tight bound, just as in Gisin’s original paperGisin . The impossibility of signaling is crucial to derive this bound: would signaling be possible, an hypothetical perfect QCM providing two exact clones would then become permitted. Furthermore, we show that a similar reasoning can also be applied in order to find the optimal fidelity of the universal QCM in $`d`$ dimensionsWerner ; BH ; Cerf-qudit . Thus, the requirement of no-signaling allows us to recover more simply and straightforwardly some standard results on cloning.

A reason for which the no-signaling upper bound on the fidelity is saturated is that the set of states we are cloning is somehow “large”. The set of $`d`$-dimensional real states is realized by means of the $`SO(d)`$ group representation, while the whole set of $`d`$-dimensional complex states is realized by means of the usual $`SU(d)`$ representation Hamermesh . If we impose that the QCM acts equally on all the input states defined by one of these representations, then the number of arbitrary independent parameters characterizing the cloning transformation is considerably reduced. For the real QCM, we will show that the density matrix can be reexpressed under the form of a covariant real tensor. This simplification allows us to diagonalize the resulting density matrix and easily express no-signaling and positivity. Then, the initial optimization problem is turned into a simpler one involving only seven independent parameters, which can be solved analytically.

## II No-signaling upper bound on the cloning fidelity

The real input state to be cloned is defined in the computational basis $`\{|i\}`$ as

$`|\psi ={\displaystyle \underset{i=0}{\overset{d1}{}}}n_i|i`$ (1)
where the amplitudes $`n_i`$ are real and normalized as $`_{i=0}^{d1}n_i^2=1`$. The two-clone output density matrix corresponding to this input state $`𝐧=(n_0,\mathrm{},n_{d1})`$ is defined as

$`\rho _{out}(𝐧)={\displaystyle \underset{i,j,k,l=0}{\overset{d1}{}}}r_{ij,kl}(𝐧)|ik||jl|`$ (2)
We require that the QCM cloner act similarly on all real input states, that is

$`\rho _{out}(𝐧^{})=UU\rho _{out}(𝐧)U^{}U^{}`$ (3)
where $`𝐧^{}=(n_0^{},\mathrm{},n_{d1}^{})`$ with $`n_i^{}=R_{ij}n_j`$, and $`U=_{i,j}R_{ij}|ij|`$ is an arbitrary real rotation in the $`d`$-dimensional space satisfying $`R_{ij}R_{kj}=\delta _{ij}`$ (the summation symbol will be omitted from now on when dealing with tensors). This covariance property implies that $`r_{ij,kl}(𝐧)`$ is a tensor of rank four, i.e., it satisfies

$`r_{ij,kl}(𝐧^{})=R_{ii^{}}R_{jj^{}}R_{kk^{}}R_{ll^{}}r_{i^{}j^{},k^{}l^{}}(𝐧)`$ (4)
Since we seek a symmetric cloner, the output density matrix must be invariant under the interchange of the two clones, i.e. under the permutations $`ij`$ and $`kl`$. The covariance and the permutation symmetry of the tensor impose the following general form Hamermesh :

$`r_{ij,kl}(𝐧)=\kappa _1\delta _{ik}\delta _{jl}+\kappa _2\delta _{il}\delta _{jk}+\kappa _3\delta _{ij}\delta _{kl}+`$
$`\kappa _4(n_in_k\delta _{jl}+n_jn_l\delta _{ik})+\kappa _5(n_in_l\delta _{jk}+n_jn_k\delta _{il})+`$
$`\kappa _6(n_in_j\delta _{kl}+n_kn_l\delta _{ij})+\kappa _7n_in_jn_kn_l`$ (5)
where the $`\kappa _\alpha `$ are seven independent real parameters. Note that if $`\kappa _7=1`$ and all other parameters vanish, the two clones are perfect. The main result below is that the no-signaling condition imposes that $`\kappa _7=0`$, so perfect cloning is precluded.

It is convenient, in what follows, to diagonalize this tensor, Eq. (II), and use its eigenvalues (along with a few other coefficients) as independent parameters that characterize the tensor. The optimization will then be made over these parameters. The diagonalization of Eq. (II) results in

$`r_{ij,kl}(𝐧)=\lambda _A{\displaystyle \underset{\mu ,\nu =1}{\overset{d1}{}}}V_{ij,\mu \nu }V_{kl,\mu \nu }^{}+\lambda _BV_{ij}V_{kl}^{}`$
$`+\lambda _C{\displaystyle \underset{\mu =1}{\overset{d1}{}}}V_{ij,\mu }V_{kl,\mu }^{}+\lambda _D{\displaystyle \underset{\mu =1}{\overset{d1}{}}}V_{ij,\mu }^{}V_{kl,\mu }^{}`$
$`+\lambda _E{\displaystyle \underset{\begin{array}{c}\mu _1,\mathrm{},\mu _{d3}=1\\ \mu _1\mathrm{}\mu _{d3}\end{array}}{}}V_{ij,\mu _1\mathrm{}\mu _{d3}}V_{kl,\mu _1\mathrm{}\mu _{d3}}^{}`$ (8)
where the complete set of orthonormal eigenvectors are defined in Table I.

Note that all the eigenvectors are normalized to unity except for the off-diagonal eigenvectors of the symmetric subset $`V_{ij,\mu \nu }`$ which are normalized to 1/2, i.e., $`_{i,j}V_{ij,\mu \nu }V_{ij,\mu ^{}\nu ^{}}^{}=(\delta _{\mu \mu ^{}}\delta _{\nu \nu ^{}}+\delta _{\mu \nu ^{}}\delta _{\nu \mu ^{}})/2`$. Here, the coefficients $`m_i^\mu `$ denote an arbitrary set of basis vectors ($`1\mu d1`$) of the subspace orthogonal to $`𝐧`$. The notation $`ϵ_{\mu _1,\mathrm{},\mu _{d1}}`$ stands for the unit antisymmetric tensor of rank $`d1`$, which is equal to $`1`$ if $`(\mu _1,\mathrm{},\mu _{d1})`$ is an even permutation of $`(1,\mathrm{},d1)`$, to $`1`$ if $`(\mu _1,\mathrm{},\mu _{d1})`$ is an odd permutation of $`(1,\mathrm{},d1)`$, and to $`0`$ if any index is repeated. The permutation symmetry between the two clones imposes that $`(\lambda _C\lambda _D)\mathrm{cos}(2\theta )=0`$, so that either $`\lambda _C=\lambda _D`$ or $`\mathrm{cos}\theta =\pm 1/\sqrt{2}`$. This constraint reduces to seven the number of independent parameters among the eight parameters $`\lambda _I`$ ($`I=A,B,C,D,E`$), $`\alpha `$, $`\gamma `$, and $`\theta `$. A straightforward identification between expressions (II) and (II) allows us to unambiguously express the seven independent parameters $`\kappa _\alpha `$ in terms of the new ones.

Let us now consider the density matrix of each of the two clones and their fidelity with respect to the input state. The two clones are in the same mixture due to permutation symmetry, and the covariance imposes that the density matrix is given by a rank-two tensor of the form

$`\mathrm{Tr}_1\rho _{out}(𝐧)=\mathrm{Tr}_2\rho _{out}(𝐧)`$ (9)
$`=`$ $`{\displaystyle \underset{i,j=0}{\overset{d1}{}}}{\displaystyle \frac{1}{d1}}\left[(dF1)n_in_j+(1F)\delta _{ij}\right]|ij|`$
$`=`$ $`F|\psi \psi |+{\displaystyle \frac{1F}{d1}}\left(𝟙|\psi \psi |\right)`$
where $`F`$ is the fidelity

$`F=\mathrm{Tr}_1\left(|\psi \psi |\rho _{out}(𝐧)\right)=n_in_kr_{ij,kj}(𝐧)`$ (10)
Using Eq. (II), we can express the fidelity in terms of the eigenvalues and eigenvector parameters,

$`F=\lambda _A\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )+\lambda _B\mathrm{cos}^2\varphi `$
$`+(\lambda _C\mathrm{cos}^2\theta +\lambda _D\mathrm{sin}^2\theta )(d1).`$ (11)
When maximizing $`F`$, we will have to take into account the three following constraints:

i) Positivity: $`\rho _{out}0`$
This gives $`\lambda _I0`$ with $`I=A,B,C,D,E`$.

ii) Trace preservation: $`\mathrm{Tr}(\rho _{out})=1`$

$`{\displaystyle \frac{d(d1)}{2}}\lambda _A+\lambda _B+(d1)(\lambda _C+\lambda _D)`$
$`+{\displaystyle \frac{(d1)(d2)}{2}}\lambda _E=1`$ (12)
iii) No-signaling condition:
This requires that the uniform mixture of any two basis sets $`𝐧^\mu `$ and $`𝐧_{}^{\mu }{}_{}{}^{}`$ (which thus both realize the same input density matrix, namely the identity) must result in two indistinguishable output density matrices. Thus,

$`{\displaystyle \underset{\mu =0}{\overset{d1}{}}}\rho _{out}(𝐧^\mu )={\displaystyle \underset{\mu =0}{\overset{d1}{}}}\rho _{out}(𝐧_{}^{}{}_{}{}^{\mu })`$ (13)
Using Eq. (II) and the completion relation $`_{\mu =0}^{d1}n_i^\mu n_j^\mu =_{\mu =0}^{d1}n_{i}^{\mu }{}_{}{}^{}n_{j}^{\mu }{}_{}{}^{}=\delta _{ij}`$, the only way of satisfying Eq. (13) is to forbid quartic term in (II), i.e. to impose $`\kappa _7=0`$. As mentioned earlier, this means that the “perfect cloning” term in Eq. (II) is forbidden. If this no-signaling condition is not obeyed, then by maximizing $`F`$ we obtain a perfect cloner described in terms of the only eigenvector $`V^{ij}`$ setting $`\varphi =0`$. Thus, according to intuition, we observe that this no-signaling condition is needed in order to exclude perfect cloning. In terms of the eigenvalues and eigenvector parameters, this no-signaling condition becomes

$`\lambda _At_A+\lambda _Bt_B=\lambda _C\left(1+\mathrm{sin}2\theta \right)+\lambda _D\left(1\mathrm{sin}2\theta \right),`$ (14)
where we have defined the positive coefficients

$`t_A=\mathrm{cos}^2\alpha \left({\displaystyle \frac{d2}{d1}}\mathrm{sin}^2(2\varphi )+{\displaystyle \frac{\mathrm{sin}(4\varphi )}{\sqrt{d1}}}\right)+10`$ (15)
$`t_B=\left(\mathrm{cos}\varphi {\displaystyle \frac{\mathrm{sin}\varphi }{\sqrt{d1}}}\right)^20`$ (16)
Now, the constrained optimization problem can be solved analytically in order to upper bound the cloning fidelity. First, we observe that when $`\lambda _E0`$, we can always increase the fidelity by substituting $`\lambda _I`$ ($`I=A,B,C,D`$) with $`\lambda _I/(1(d1)(d2)\lambda _E/2)`$ and $`\lambda _E`$ with $`0`$. This substitution increases the fidelity while keeping the constraints satisfied. Therefore, the requirement $`\lambda _E=0`$ always gives an optimal fidelity. Second, remember that the permutation symmetry imposes either (a) $`\mathrm{cos}\theta =\pm 1/\sqrt{2}`$ or (b) $`\lambda _C=\lambda _D`$. We will consider these two possibilities.

Case (a). Let us examine first the case $`\mathrm{cos}\theta =1/\sqrt{2}`$. We eliminate the variable $`\lambda _C`$ between Eqs.(II) and (14), resulting in

$`{\displaystyle \frac{d1}{2}}\left(d+t_A\right)\lambda _A+\left(1+{\displaystyle \frac{d1}{2}}t_B\right)\lambda _B+(d1)\lambda _D=1`$
Similarly, combining Eqs. (II) and (14) gives

$`F=\left(\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )+{\displaystyle \frac{d1}{4}}t_A\right)\lambda _A`$
$`+\left(\mathrm{cos}^2\varphi +{\displaystyle \frac{d1}{4}}t_B\right)\lambda _B+{\displaystyle \frac{d1}{2}}\lambda _D`$ (18)
The coefficients in front of the eigenvalues $`\lambda _A`$, $`\lambda _B`$, and $`\lambda _D`$ are all semi-positive in Eqs.(II) and (II), so that only one of these eigenvalues is non-zero in the optimum. For each non-zero eigenvalue, Eqs.(II) and (II) give a value for the fidelity, and the maximum fidelity is simply chosen as the best of these three possibilities. We find that the fidelity is upper bounded by

$`\mathrm{max}\{{\displaystyle \frac{\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )+\frac{d1}{4}t_A}{\frac{d1}{2}\left(d+t_A\right)}},{\displaystyle \frac{\mathrm{cos}^2\varphi +\frac{d1}{4}t_B}{1+\frac{d1}{2}t_B}},{\displaystyle \frac{1}{2}}\}`$
The first term in the maximum, Eq.(II), must be greater than $`1/2`$ to be of interest. This condition is fulfilled only if $`\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )d(d1)/4`$ and this can be the case only when $`d=2`$. But, for $`d=2`$, we notice that the first term is maximized by choosing $`\mathrm{cos}(\alpha )=1`$, since the optimum always lies within the range $`\pi 4\varphi 3\pi /2`$. Moreover, if we substitute $`2\varphi `$ with $`\varphi `$, we recover the second term of (II). Thus, optimizing the first term for $`d=2`$ amounts to optimizing the second term. As a consequence, we are left with maximizing the second term of (II) for any dimension, which only depends on $`\varphi `$. The maximum is found for

$`\mathrm{tan}\varphi ={\displaystyle \frac{d+4\sqrt{d^2+4d+20}}{2\sqrt{d1}}}`$ (20)
Consequently, the cloning fidelity of the real QCM in $`d`$ dimensions cannot exceed the following upper bound

$`FF_{max}={\displaystyle \frac{1}{2}}+{\displaystyle \frac{\sqrt{d^2+4d+20}d+2}{4(d+2)}}`$ (21)
in order to make signaling via cloning impossible. This is the main result of this Section.

Case (b). In order to be complete, let us consider the second case $`\lambda _C=\lambda _D`$ and show that the upper bound cannot be improved. Similarly to the first case, we eliminate the variable $`\lambda _C`$ from Eqs.(II) and (14), and obtain equations similar to Eqs. (II) and (II), namely

$`{\displaystyle \frac{d1}{2}}\left(d+2t_A\right)\lambda _A+\left(1+(d1)t_B\right)\lambda _B=1`$ (22)
and

$`F=\left(\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )+{\displaystyle \frac{d1}{2}}t_A\right)\lambda _A`$
$`+\left(\mathrm{cos}^2\varphi +{\displaystyle \frac{d1}{2}}t_B\right)\lambda _B`$ (23)
We then obtain an upper bound on $`F`$ given by

$`\mathrm{max}\{{\displaystyle \frac{\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )+\frac{d1}{2}t_A}{\frac{d1}{2}\left(d+2t_A\right)}},{\displaystyle \frac{\mathrm{cos}^2\varphi +\frac{d1}{2}t_B}{1+(d1)t_B}}\}`$
From (II), we note that for the fidelity to be greater than $`1/2`$, then either $`\mathrm{cos}^2\alpha \mathrm{sin}^2(2\varphi )>1/2`$ or $`\mathrm{cos}^2\varphi >1/2`$. But if one of these conditions is satisfied, then each term in Eq. (II) is lower than the corresponding one in Eq. (II). Therefore, we conclude that the no-signaling upper bound is indeed given by (21).

## III Real QCM saturating the no-signaling bound

We will now explicitly construct a real QCM and observe that it saturates the no-signaling upper bound Eq. (21). Hence, we will have found an optimal real QCM in $`d`$ dimensions. We will follow here the constructive method described in Ref. Cerf-qudit , which consists in considering the cloning of an input system that is maximally entangled with a reference system denoted as $`R`$, i.e., $`_{i=1}^d|i|i`$. In this case, the joint state $`|\mathrm{\Psi }_{R,1,2,A}`$ of the reference, the two output clones, and the ancilla completely characterizes the cloning transformation. (The reference and ancilla systems are assumed to belong to a space of dimension $`d`$, just as the input and the two clones.) We consider here the most general state

$`|\mathrm{\Psi }_{R,1,2,A}={\displaystyle \underset{i,j,k,l=0}{\overset{d1}{}}}u_{ijkl}|l_I|i_1|j_2|k_A`$ (25)
where the indexes 1, 2, $`R`$ and $`A`$ refer respectively to the two clones, the reference, and the ancilla. Note that this state does not depend on $`𝐧`$, but it can be easily used in order to define the cloning transformation applied on state $`|\psi `$: projecting the reference system of $`|\mathrm{\Psi }_{I,1,2,A}`$ onto $`|\psi `$111In general, one should project the reference onto the complex conjugate of the input state $`|\psi ^{}`$, but this is irrelevant here since we deal with real QCMs. amounts to defining the cloning transformation as:

$`|\psi {\displaystyle \underset{i,j,k,l=0}{\overset{d1}{}}}u_{ijkl}n_l|i_1|j_2|k_A`$ (26)
We require that this state obeys the following covariance principle

$`|\mathrm{\Psi }_{R,1,2,A}=U^{}UUU^{}|\mathrm{\Psi }_{R,1,2,A}`$ (27)
for all real unitary rotations $`U`$ as those used in Eq. (3). This strong requirement allows to recover the property (3), while the converse is not necessarily true. The condition (26) physically means that applying a rotation $`U`$ on the input (or rotating the reference by $`U^{}`$) is equivalent to rotating the two clones by $`U`$ and the ancilla by $`U^{}`$. This covariance principle implies that $`u_{ijkl}`$ is a tensor of rank four, that is, it satisfies

$`u_{ijkl}=R_{ii^{}}R_{jj^{}}R_{kk^{}}R_{ll^{}}u_{i^{}j^{}k^{}l^{}}`$ (28)
The most general tensor obeying Eq. (28) can be written as Hamermesh :

$`u_{ijkl}=A\delta _{il}\delta _{jk}+B\delta _{jl}\delta _{ik}+C\delta _{kl}\delta _{ij}`$ (29)
The symmetry permutation between the two clones imposes that $`A=B`$. The fidelity $`F`$ can be obtained from Eq. (26) by tracing over one of the clones and the ancilla, resulting in

$`F=(d+3)|A|^2+|C|^2+2(AC^{}+CA^{})`$ (30)
This expression has to be maximized under the normalization constraint

$`2(d+1)|A|^2+d|C|^2+2(AC^{}+CA^{})=1`$ (31)
It can be checked that this maximization procedure exactly gives the right-hand side of Eq. (21), so that the cloner we have constructed saturates the no-signaling bound. The corresponding optimal coefficients are given by

$`A`$ $`=`$ $`\left[{\displaystyle \frac{d\sqrt{d^2+4d+20}+2d+d^28}{4(d1)(d+2)\sqrt{d^2+4d+20}}}\right]^{1/2}`$ (32)
$`C`$ $`=`$ $`{\displaystyle \frac{\sqrt{d^2+4d+20}d2}{4}}A`$ (33)
## IV Case of the $`d`$-dimensional universal cloner

Consider now a universal cloner, that is a QCM such that any pure state $`|\psi =_{i=0}^{d1}c_i|i`$ (with $`c_i`$ being complex amplitudes) is cloned with the same fidelity. To obey the covariance properties (3) for any unitary transformation $`U`$, the output density matrix must have the more restricted form:

$`r_{ij,kl}(c_i)=\kappa _1\delta _{ik}\delta _{jl}+\kappa _2\delta _{il}\delta _{jk}+\kappa _4(c_ic_k^{}\delta _{jl}+c_jc_l^{}\delta _{ik})`$
$`+\kappa _5(c_ic_l^{}\delta _{jk}+c_jc_k^{}\delta _{il})+\kappa _7c_ic_jc_k^{}c_l^{}`$ (34)
In comparison with (II), the covariance condition imposes that $`\kappa _3=\kappa _6=0`$ and, consequently, that $`\varphi =0`$. As a result, the second term in (II) gives a smaller upper bound so that we find

$`F{\displaystyle \frac{1}{2}}+{\displaystyle \frac{1}{d+1}}`$ (35)
The universal $`d`$-dimensional cloner saturating this bound has been discussed in Refs. Werner ; BH ; Cerf-qudit , so we see that the no-signaling condition again gives a tight bound. We can recover this cloner by following Section III. The covariance condition implies that $`C=0`$ and, as a consequence, $`A=1/\sqrt{2(d+1)}`$.

## V Discussion and conclusion

We have found a new class of QCMs which duplicate any $`d`$-dimensional real state with an equal fidelity

$`F={\displaystyle \frac{1}{2}}+{\displaystyle \frac{\sqrt{d^2+4d+20}d+2}{4(d+2)}}.`$ (36)
Furthermore, for these universal cloners over real states in $`d`$ dimensions, we have demonstrated that the no-signaling requirement provides a sufficient constraint to unambiguously determine the optimal performance of the cloners. Without this no-signaling constraint, we would obtain a perfect cloner forbidden by quantum theory. Hence, we have found the optimal real QCMs.

In the special case of $`d=2`$, we recover the phase-covariant qubit cloner of fidelity

$`F_{d=2}={\displaystyle \frac{1+1/\sqrt{2}}{2}}0.854`$ (37)
as derived in Bruss  (see also the Appendix of Cerf-qutrit ). For qutrits ($`d=3`$), we get a cloner of fidelity

$`F_{d=3}={\displaystyle \frac{9+\sqrt{41}}{20}}0.770`$ (38)
This result is distinct from the fidelity of the three known QCMs for qutritsCerf-qutrit : $`F=3/4`$ for the universal qutrit cloner, $`F=(5+\sqrt{17})/120.760`$ for the two-phase covariant qutrit cloner, and $`F=1/2+1/\sqrt{12}0.789`$ for the qutrit cloner of two mutually unbiased bases. This suggests that these real QCMs form a genuinely new class of QCMs. Note, finally, that when the dimension $`d`$ tends to infinity, the cloning fidelity $`F`$ tends to $`1/2+O(1/d)`$. In Fig. 1, we have plotted, for comparison, the fidelity as a function of the dimension $`d`$ for the universal cloner, the real cloner derived here, and the optimal cloner of two mutually unbiased bases obtained in Ref. Boure . As expected, we observe that the real QCM has a higher fidelity than the universal QCM since it clones the restricted class of real states. However, the real QCM performs less well than the cloner of two mutually unbiased bases (except when $`d=2`$ where they coincide).

An interesting issue of this work is the potential generalization of this method exploiting the no-signaling constraint to any kind of cloners. It is likely, however, that for a more restrictive set of states to be cloned equally, the no-signaling constraint may only give a non-tight upper bound for the fidelity. A typical example may be cloning the set of only two mutually unbiased bases: this smaller set might impose a weaker covariance constraint to the cloning transformation, so the maximum fidelity consistent with no-signaling might correspond to a cloner that is not allowed by quantum mechanics. This will be further investigated.

ACKNOWLEDGMENTS

We thank Sofyan Iblisdir and Louis-Philippe Lamoureux for many helpful discussions. We also acknowledge funding from the European Union under the project RESQ (IST-FET programme) and from the Communauté Française de Belgique under the “Action de Recherche Concertée” nr. 00/05-251.


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# Suppressing Roughness of Virtual Times in Parallel Discrete-Event Simulations

> In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs), whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the conservative PDES scheme is governed by the Kardar-Parisi-Zhang equation from the theory of non-equilibrium surface growth. Although the simulated (virtual) times of the PEs progress at a nonzero rate, their standard deviation (spread) diverges with the number of PEs, hindering efficient data collection. We show that weak random interactions among the PEs can make this spread nondivergent. The PEs then progress at a nonzero, near-uniform rate without requiring global synchronizations.

Science 299, 677 (2003); http://www.sciencemag.org/cgi/reprint/299/5607/677.pdf

Simulating large systems often leaves the programmer with only one option: parallel distributed simulations where parts of the system are allocated and simulated on different processing elements (PE). A large class of interacting systems, including financial market models, epidemic models, dynamics of magnetic systems, and queuing networks, can be described by a set of local state variables assuming a finite number of possible values. As the system evolves in time, the values of the local state variables change at discrete instants, synchronously or asynchronously depending on the dynamics of the system. Parallel simulation for the former is straightforward (at least conceptually). For the latter, i.e., for asynchronous or non-parallel dynamics, one must use some kind of synchronization to ensure causality. The instantaneous changes in the local configuration are also called discrete events, hence the term parallel discrete-event simulations (PDES) (?, ?, ?). Examples of PDES applications include dynamic channel allocation in cell-phone communication networks (?, ?), models the spread of diseases (?), battle-field simulations (?), and dynamic phenomena in highly anisotropic magnetic systems (?, ?). Here the discrete events are call arrivals, infections, troop movements, and changes of the orientation of the local magnetic moments, respectively. As the number of PEs on parallel architectures increases to tens of thousands, fundamental questions of the scalability of the underlying algorithms must be addressed. Here we show a way to construct fully scalable parallel simulations for systems with asynchronous dynamics and short-range interactions. Understanding the effects of the microscopic dynamics (corresponding to the algorithmic synchronization rules) on the global properties of the simulation scheme brings us to the solution. Recently, a similar connection has been made (?) between rollback-based PDES schemes (?) and self-organized criticality (?).

The two basic ingredients of PDES are the set of local simulated times, often referred to as virtual times (?), and a synchronization scheme (?). In order for the PDES scheme to be scalable (?), (i) the virtual time horizon should progress on average at a nonzero rate; (ii) the typical spread of the time horizon should be bounded as the number of PEs $`N_{\mathrm{PE}}`$ goes to infinity. The first criterion ensures a nonzero progress rate in the limit of large $`N_{\mathrm{PE}}`$. It is, however, not sufficient if data are to be collected. Different PEs have progressed to different local simulated times with a possibly large spread among them, making measurement a complex task. Frequent global synchronizations can get costly for large $`N_{\mathrm{PE}}`$, whereas temporarily storing a large amount of data as a result of the large virtual time spread is limited by the available memory. Therefore, (ii) is crucial for the measurement part of the algorithm to be scalable. Here we introduce a PDES scheme in which the PEs make nonzero and close-to-uniform progress without global intervention.

In conservative PDES schemes (?, ?, ?), which we focus on, an update is performed by a particular PE only if the resulting change in the local configuration of the simulated system is guaranteed not to violate causality. Otherwise the PE idles. The efficiency of the scheme depends on the fraction of non-idling PEs. It was shown (?, ?) that the virtual time horizon exhibits kinetic roughening (?, ?) for the basic conservative scheme applied to systems with short-range interactions on regular lattices. In particular, the evolution of the virtual time horizon is governed by the Kardar-Parisi-Zhang (KPZ) equation (?), which plays a central role in non-equilibrium surface growth (?, ?). The above finding has two major implications for the asymptotic scalability of the basic conservative PDES scheme (?, ?): criterion (i) for the scalability is satisfied because the average progress rate of the virtual time horizon approaches a nonzero value in the limit $`N_{\mathrm{PE}}\mathrm{}`$. Criterion (ii), however, is violated because the virtual time horizon becomes macroscopically rough.

For illustration, we consider a general one-dimensional system with nearest-neighbor interactions, in which the discrete events exhibit Poisson asynchrony. In the one-site-per PE scenario, each site has its own local simulated time, constituting the virtual time horizon $`\{\tau _i(t)\}_{i=1}^{N_{\mathrm{PE}}}`$. Here $`t`$ is the discrete number of parallel steps executed by all PEs, which is proportional to the wall-clock time. According to the basic conservative synchronization scheme (?, ?), at each parallel step $`t`$, only those PEs for which the local simulated time is not greater then the local simulated times of their neighbors, can increment their local time by an exponentially distributed random amount. (Without loss of generality we assume that the mean of the local time increment is one in simulated time units \[stu\].) Thus, if $`\tau _i(t)\mathrm{min}\{\tau _{i1}(t),\tau _{i+1}(t)\}`$, PE $`i`$ can update the configuration of the underlying site it carries and determine the time of the next event. Otherwise, it idles. Despite its simplicity, this rule preserves unaltered the asynchronous causal dynamics of the underlying system (?, ?). Further, the progress rate of the simulation $`u(t)_{N_{\mathrm{PE}}}`$ (the density of local minima of the virtual time horizon) approaches a nonzero constant in the asymptotic long-time, large-$`N_{\mathrm{PE}}`$ limit (?, ?). The average width of the virtual time horizon, however, diverges as $`N_{\mathrm{PE}}\mathrm{}`$ (?, ?). Specifically, the average width is defined as $`w^2(t)_{N_{\mathrm{PE}}}=(1/N_{\mathrm{PE}})_{i=1}^{N_{\mathrm{PE}}}\left[\tau _i(t)\overline{\tau }(t)\right]^2`$ where $`\overline{\tau }(t)=(1/N_{\mathrm{PE}})_{i=1}^{N_{\mathrm{PE}}}\tau _i(t)`$. For any finite number of PEs, the width grows for early times as $`w^2(t)_{N_{\mathrm{PE}}}t^{2\beta }`$, and after a system-size dependent cross-over time $`t_\times N_{\mathrm{PE}}^z`$ it reaches its steady state with $`w^2(\mathrm{})_{N_{\mathrm{PE}}}N_{\mathrm{PE}}^{2\alpha }`$. Here $`\alpha `$ is the roughness exponent (equal to $`1/2`$ in our example), which quantifies how the average width of the surface diverges in the large-$`N_{\mathrm{PE}}`$ limit. The reason for this divergence is that the local interaction topology of the PEs mimicks that of the underlying system. Under the basic conservative synchronization rules, the PEs form a strongly interacting system in which the correlation length reaches the system size $`N_{\mathrm{PE}}`$ (?). This correlation length is responsible for the diverging surface fluctuations captured by the average width.

To reduce the width, one must de-correlate the fluctuations of the virtual time surface. We achieve this by introducing quenched random communication links between the PEs in addition to the regular nearest-neighbor interactions of the underlying physical system. At the beginning of the simulation we connect each PE to another one, chosen randomly from the rest. Note that these random links in addition to the regular lattice connections result in a small-world network (?), where beyond the nearest neighbors, each PE is connected with a randomly chosen one (?). In the modified conservative PDES scheme, at every parallel step each PE with probability $`p`$ compares its local simulated time with its full virtual neighborhood and can only advance if it is a local minimum, i.e., if $`\tau _i(t)\mathrm{min}\{\tau _{i1}(t),\tau _{i+1}(t),\tau _{r(i)}(t)\}`$, where $`r(i)`$ is the random connection of PE $`i`$. With probability $`(1p)`$ each PE follows the original scheme. Note that the occasional extra checking of the simulated time of the random neighbor is not needed for the faithfulness of the simulation. It is merely introduced to control the width of the time horizon. Using a coarse-graining procedure analogous to that used in (?) we find that the large-scale properties of the virtual time horizon of our modified scheme are governed by the equation,

$$\frac{\widehat{\tau }}{t}=\gamma \widehat{\tau }+\frac{^2\widehat{\tau }}{x^2}\lambda \left(\frac{\widehat{\tau }}{x}\right)^2+\eta (x,t),$$
(1)
where $`\widehat{\tau }(x,t)`$ is the coarse-grained surface-height fluctuation measured from the mean, and the temporal and spatial derivatives are the coarse-grained interpretations of finite differences. Similarly, $`\eta (x,t)`$ is a coarse-grained noise, delta-correlated in space and time. The coefficients $`\gamma `$ and $`\lambda `$ carry the details of the coarse-graining procedure. In particular, $`\gamma (p)`$ is nonzero for all nonzero values of $`p`$ and $`\gamma (p)0`$ as $`p0`$, i.e., in this limit we recover the KPZ equation for the original scheme. The morphological properties of the surface (the virtual time horizon) governed by Eq. 1 are fundamentally different from the one-dimensional KPZ surface for all $`p0`$. The algorithmic rules extended to include the quenched random connections introduce a relaxational term (the first term in Eq. 1) in the evolution of the virtual time horizon. This term converts the system into a mean-field growth model, whose time horizon is macroscopically smooth, i.e., has a finite width. To support the coarse-graining arguments, we simulated the exact stochastic growth process defined by our modified conservative algorithmic rules. Snapshots of the progress of the simulation, i.e., the virtual time horizon, are shown in Fig. 1 for the original ($`p=0.00`$) and modified ($`p=0.10`$) cases.

The structure of the virtual time horizon can be most transparently understood from the steady-state structure factor $`S(k)=\stackrel{~}{\tau }_k\stackrel{~}{\tau }_k/N_{\mathrm{PE}}`$, where $`\stackrel{~}{\tau }_k`$ is the spatial Fourier transform of the surface fluctuations (?). The presence of the relaxational (first) term in the stochastic growth equation, Eq. 1, implies that $`lim_{k0}S(k)<\mathrm{}`$, i.e., there are no large-amplitude long-wavelength modes in the surface. Consequently, the width, $`w^2_{N_{\mathrm{PE}}}=(1/N_{\mathrm{PE}})_{k0}S(k)`$ is also finite. For further understanding we consider only the linear terms in Eq. 1 and obtain

$$S(k)\frac{1}{\gamma +k^2}.$$
(2)
In this approximation the lateral correlation length $`\xi `$ of the surface fluctuations is $`1/\sqrt{\gamma }`$, i.e., it is finite for all $`p0`$. From Eq. 2 it also follows that the local slopes of the virtual time horizon remain short-range correlated and the utilization $`u(\mathrm{})_{N_{\mathrm{PE}}}`$ (average progress rate) is a nonzero constant in the limit $`N_{\mathrm{PE}}\mathrm{}`$, just like in the original conservative scheme. The behavior of the structure factor $`S(k)`$ indicates (Fig. 2) that it approaches a finite value as $`k0`$. Further, the linearized version of the theory seems to work well in the small-$`k`$ regime (Fig. 2 inset), yielding a finite correlation length ($`\xi 26`$ for $`p=0.10`$) for a long chain of PEs.

Choosing an infinitesimally small $`p`$, the virtual time horizon becomes macroscopically smooth with a finite width. At the same time, the utilization is only reduced by an infinitesimal amount, as a result of the occasional extra checking with the random neighbors. This trade-off is substantially favorable for the conservative PDES scheme: by giving up an infinitesimally small fraction of the utilization, the width is reduced from infinity to a finite value, making measurement and data management scalable under the conservative PDES scheme. For example, for $`p=0.10`$, $`w^2(\mathrm{})_{N_{\mathrm{PE}}}`$ is reduced from infinity to approximately $`5.25`$ \[Fig. 3(A)\], while $`u(\mathrm{})_{N_{\mathrm{PE}}}`$ is reduced by only about $`1.6\%`$ \[Fig. 3(B)\]. One can also observe the clear self-averaging property for both global observables, the width and the utilization (Fig. 3). From a broader statistical physics viewpoint, one can ask whether a small, non-zero fraction $`q`$ of the PEs with random links (checked, e.g., at every step) is sufficient to control the width. While this choice clearly weakens load balancing and the utilization \[Fig. 3(B)\], our results in Fig. 3(A) and recent work on the closely related XY-model on a small-world network (?) suggest that a finite width is achieved. There is growing evidence that systems without inherent frustration exhibit mean-field characteristics when the original short-range interaction topology is modified to a small-world network (?, ?, ?, ?).

The generalization when random links are added to a higher-dimensional underlying regular lattice is clear: since the one-dimensional case with random links is governed by the mean-field equation, in higher dimensions it will be even more so (i.e., the critical dimension (?) of the model with random links is less than one). The generalization for the many-sites-per-PE case also follows from universality arguments: without the random connections, there is an additional fast-roughening phase for early times when the evolution of the time horizon corresponds to random deposition (?). Subsequently, it will cross over to the KPZ growth regime and finally saturate. With many sites per PE, the typically desired and efficient way of implementing PDES (?, ?), the saturation value of the width can become extremely large. This underscores the importance of implementing the additional synchronizations through random links to suppress the roughness of the time horizon.


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# Discrepancy principle for the dynamical systems method Key words: ill-posed problems, dynamical systems method (DSM), discrepancy principle, evolution equations. Math subject classification: 34R30, 35R25, 35R30, 37C35, 37L05, 37N30, 47A52, 47J06, 65M30, 65N21; PACS 02.30.-f, 02.30.Tb, 02.30.Zz,02.60Lj, 02.60.Nm, 02.70.Pt, 05.45.-a

## 1 Introduction and statement of the result.

Assume that

$$Au=f,$$
$`(1.1)`$
is a solvable linear equation in a Hilbert space, $`A<\mathrm{}`$, and $`R(A)`$ is not closed, so problem (1.1) is ill-posed. Here $`R(A)`$ is the range of the linear operator $`A`$. Without loss of generality, assume that $`A1`$. Let $`y`$ be the unique minimal-norm solution to (1.1). A solvable equation (1.1) is equivalent to

$$Bu=A^{}f,B:=A^{}A,$$
$`(1.2)`$
where $`A^{}`$ is the operator adjoint to $`A`$. One has $`N(B)=N(A):=N:=\{v:Av=0\}`$. Let $`Q:=AA^{}`$, and $`a>0`$ be a number. Then $`B1`$, $`Q1`$, and $`(B+a)^1A^{}=A^{}(Q+a)^1`$, as one easily checks. Denote by $`E_\lambda `$ and $`F_\lambda `$ the resolutions of the identity of $`B`$ and $`Q`$, respectively.

Let $`ϵ(t)`$ be a monotone, decreasing function,

$$ϵ(t)>0,\underset{t0}{lim}ϵ(t)=0,\underset{t\mathrm{}}{lim}\underset{\frac{t}{2}st}{sup}|\dot{ϵ}(s)|ϵ^2(t)=0.$$

A DSM (dynamical systems method) for solving (1.1), consists of solving the following Cauchy problem:

$$\dot{u}=u+(B+ϵ(t))^1A^{}f,u(0)=u_0,\dot{u}:=\frac{du}{dt},$$
$`(1.3)`$
where $`u_0`$ is arbitrary, and proving that, for any $`u_0`$, problem (1.3) has a unique solution for all $`t>0`$, there exists $`y:=u(\mathrm{}):=lim_t\mathrm{}u(t)`$, $`Ay=f`$, and $`y`$ is the unique minimal-norm solution to (1.1). These results are proved in . If $`f_\delta `$ is given, such that $`ff_\delta \delta `$, then $`u_\delta (t)`$ is defined as the solution to (1.3) with $`f`$ replaced by $`f_\delta `$. The stopping time is defined as a number $`t_\delta `$ such that $`lim_{\delta 0}u_\delta (t_\delta )y=0`$, and $`lim_{\delta 0}t_\delta =\mathrm{}`$. A discrepancy principle for choosing $`t_\delta `$ is proposed and proved in this paper.

Let us assume $`f_\delta N(A^{})`$. Then this discrepancy principle, yields $`t_\delta `$ as the unique solution to the equation:

$$A(B+ϵ(t))^1A^{}f_\delta f_\delta =\delta ,f_\delta >\delta ,$$
$`(1.4)`$
and we prove that

$$\underset{\delta 0}{lim}u_\delta (t_\delta )y=0,lim_{\delta 0}t_\delta =\mathrm{}.$$
$`(1.5)`$
Thus, our basic result is:

Theorem 1.1. If $`A`$ is a bounded linear operator in a Hilbert space $`H`$, equation (1.1) is solvable, $`f_\delta >\delta `$, $`f_\delta N(A^{})`$, and $`ϵ(t)`$ satisfies the assumptions stated above, then equation (1.4) has a unique solution $`t_\delta `$, and (1.5) holds, where $`y`$ is the unique minimal-norm solution to (1.1).

In Section 2 a proof of this theorem is given, and a discrepancy principle is proved for equation (1.1) with monotone, nonlinear, continuous operator $`A`$. For variational regularization the discrepancy principle was proposed by Morozov , see also  and . In  a general regularization method is proposed for a wide class of nonlinear ill-posed problems.

## 2 Proofs.

First, let us prove two lemmas. By $``$ and $``$ we denote the weak and strong convergence in $`H`$, respectively.

Lemma 1. If $`w_ny`$, and $`lim\; sup_n\mathrm{}w_ny`$, then $`w_ny`$.

Lemma 2. If $`ϵ(t)>0`$, $`\dot{ϵ}<0`$, and $`lim_t\mathrm{}\dot{ϵ}(t)ϵ^2(t)=0`$, then $`lim_t\mathrm{}e^tϵ^1(t)=0`$.

Proof of Lemma 1. If $`w_ny`$, then $`ylim\; inf_n\mathrm{}w_n`$. This, and the inequality $`lim\; sup_n\mathrm{}w_ny`$ yield $`lim_n\mathrm{}w_n=y`$. Thus, $`lim_n\mathrm{}w_ny^2=lim_n\mathrm{}[w_n^2+y^22\mathrm{}(w_n,y)]=0`$. $`\mathrm{}`$

Proof of Lemma 2. Our assumptions imply $`\frac{dϵ^1(t)}{dt}c`$, where $`c=const>0`$. Thus $`ϵ^1(t)ct+c_0`$, where $`c_0>0`$ is a constant. The conclusion of Lemma 2 follows. $`\mathrm{}`$

Remark 1. An example of $`ϵ(t)`$, satisfying all the assumptions imposed in the Introduction, is $`ϵ(t)=c_1(c_0+t)^b`$, where $`c_0,c_1>0`$ are positive constants, and $`b(0,1)`$ is a constant.

The proof of Theorem 1.1 consists of two steps.

Step 1: prove that (1.4) has a unique solution $`t_\delta `$, and $`lim_{\delta 0}t_\delta =\mathrm{}`$.

Step 2: prove (1.5).

Step 1. Write $`ϵ`$ for $`ϵ(t)`$ and rewrite (1.4) as:

$$\delta ^2=A(B+ϵ)^1A^{}f_\delta f_\delta ^2=[Q(Q+ϵ)^1I]f_\delta ^2=$$

$$=ϵ^2_0^1(ϵ+\lambda )^2𝑑\rho (\lambda ):=h(\delta ,ϵ).$$
$`(2.1)`$
Here $`Q=AA^{}`$, $`\rho =(F_\lambda f_\delta ,f_\delta )`$, $`Q1`$. One has $`h(\mathrm{},\delta )=_0^1𝑑\rho =f_\delta ^2>\delta ^2`$, and $`lim_{ϵ0}h(ϵ,\delta )=0,`$ by the dominant convergence theorem, provided that $`lim_{\gamma 0}_0^\gamma 𝑑\rho =0`$. The last relation holds if $`f_\delta N(A^{})=N(Q)`$. This assumption is natural, because $`f_\delta `$ enters under the sign of $`A^{}`$ in the definition of $`w_\delta (s)`$ in the argument given in Step 2. Thus, $`h(\delta ,\mathrm{})>\delta ^2`$ and $`h(\delta ,0)=0<\delta ^2`$. By the continuity of $`h`$ as a function of $`ϵ`$ one concludes that there exists a solution $`ϵ:=g(\delta )>0`$ to the equation $`h(\delta ,ϵ)=\delta ^2`$. Since $`h`$ is a monotone increasing function of $`ϵ`$, this solution is unique. Because $`ϵ(t)`$ is monotone decreasing, the equation $`ϵ(t)=g(\delta )`$ defines a unique root $`t_\delta `$, and $`lim_{\delta 0}t_\delta =\mathrm{}`$. Step 1 is done.

Step 2. To prove (1.5), write $`u_\delta (t)=u_0e^t+_0^te^{(ts)}w_\delta (s)𝑑s`$, where here and below $`t:=t_\delta `$ is defined in Step 1, and $`w_\delta (s):=(B+ϵ(s))^1A^{}f_\delta `$. Because $`f_\delta `$ enters under the sign of $`A^{}`$, one may assume that $`f_\delta N(A^{})=N(Q)`$. This assumption has been used in Step 1.

We have $`u_\delta =j_1+j`$, where $`j_1:=u_0e^t+_0^{t/2}e^{(ts)}w_\delta (s)𝑑s`$, and $`j:=_{t/2}^te^{(ts)}w_\delta (s)𝑑s.`$ One has $`||w_\delta (s)|||f_\delta ||ϵ^1(s)`$, because $`A^{}1,`$ and $`(B+ϵ)^1ϵ^1`$. By Lemma 2,

$$j_1u_0e^t+e^{t/2}ϵ^1(t/2)f_\delta 0ast\mathrm{}.$$

Furthermore,

$$jyw_\delta (t)_{t/2}^te^{(ts)}𝑑sy+_{t/2}^te^{(ts)}[w_\delta (s)w_\delta (t)]𝑑s:=J_1+J_2.$$

One has:

$$J_1=w_\delta (t)yw_\delta (t)e^{t/2}0ast\mathrm{},$$

because, as we prove below,

$$\underset{\delta 0}{lim}w_\delta (t_\delta )y=0.$$
$`(2.2)`$
To prove that $`J_20`$ as $`t\mathrm{}`$, we estimate

$$w_\delta (s)w_\delta (t)=(B+ϵ(s))^1(ϵ(s)ϵ(t))(B+ϵ(t))^1A^{}f_\delta f_\delta ϵ^2(t)|\dot{ϵ}(\xi )|(ts),$$

where $`t/2st`$, and $`\xi `$ is an intermediate point in the Lagrange formula. Thus,

$$J_2f_\delta _{t/2}^te^{(ts)}(ts)𝑑sϵ^2(t)\underset{\frac{t}{2}\xi t}{sup}|\dot{ϵ}(\xi )|0ast\mathrm{}.$$

Let us prove (2.2). The element $`w_\delta :=w_\delta (t_\delta )`$ is the minimizer of the problem: $`Awf_\delta ^2+ϵw^2=\mathrm{min}`$, $`ϵ:=ϵ(t),t:=t_\delta .`$ Thus,

$$Aw_\delta f_\delta ^2+ϵw_\delta ^2A(y)f_\delta ^2+ϵy^2=\delta ^2+ϵy^2.$$

So, $`w_\delta y`$, because of (1.4). Therefore, one may assume that $`w_\delta W`$ as $`\delta 0`$, and, as we prove below, $`W=y`$. Now, Lemma 1 implies that (2.2) holds.

Let us prove that $`W=y`$. It follows from (1.4) that $`Bw_\delta A^{}f`$ as $`\delta 0`$. This and $`w_\delta W`$, imply $`BW=A^{}f`$, since $`B`$ is monotone and therefore $`w`$closed. We prove $`w`$closedness of $`B`$ below. Since the minimal-norm solution to (1.2) is unique, and since $`Wy`$, it follows that $`W=y`$, as claimed.

Finally, we prove $`w`$closedness of a monotone, hemicontinuous operator $`B`$ defined on all of $`H`$. We call an operator $`B`$ $`w`$closed if $`w_jy`$ and $`Bw_jf`$ imply $`By=f`$. An operator $`B`$ is called monotone, if $`(B(u)B(v),uv)0`$ for all $`u,vD(B)`$, and hemicontinuous, if the function $`t(B(u+tv),z)`$ is continuous for any $`u,v,`$ and $`zH`$, as a function of $`t[0,1)`$. To prove $`w`$closedness of $`B`$, we start with the relation: $`(B(u_j)B(ytz),u_jy+tz)0`$. Let $`j\mathrm{}`$. Then $`(fB(ytz),tz)0`$, or, since $`t>0`$, $`(fB(ytz),z)0`$. Let $`t0`$. Then, by hemicontinuity of $`B`$, one gets $`(fB(y),z)0`$. Since $`z`$ is arbitrary, it follows that $`By=f`$, as claimed. Note, that if $`B`$ is continuous, it is hemicontinuous. Step 2 is done. Theorem 1.1 is proved. $`\mathrm{}`$

Remark 2. Suppose that the assumption $`f_\delta N(A^{})`$ does not hold. Let $`f_\delta =g+h`$, where $`gh`$, $`gN(A^{})`$. Then one can use the discrepancy principle of the form:

$$A(B+ϵ(t))^1A^{}f_\delta f_\delta =C\delta ,f_\delta >C\delta ,C=const>1.$$
$`(1.4^{})`$
In Step 1 we prove now that $`h(\delta ,0)<C^2\delta ^2,`$ $`h(\delta ,\mathrm{})>C^2\delta ^2,`$ and the arguments are similar to the given in the proof of Theorem 1.1.

Remark 3. In this remark we prove a discrepancy principle for nonlinear, monotone, continuous operators, defined on all of $`H`$.

Theorem 2.1. Assume: i) $`A`$ is a monotone, continuous, defined on all of $`H`$, operator, ii) equation $`A(u)=f`$ is solvable, $`y`$ is its minimal-norm solution, and iii) $`f_\delta f\delta `$, $`A(0)f_\delta >C\delta `$, where $`C>1`$ is a constant which can be chosen arbitrarily close to $`1`$. Define $`ϵ(\delta )>0`$ to be the minimal solution to the equation

$$A(u_{\delta ,ϵ})f_\delta =C\delta ,$$
$`(2.3)`$
where $`u_{\delta ,ϵ}`$ is any element satisfying inequality

$$F(u_{\delta ,ϵ})m+(C^21)\delta ^2,F:=A(u)f_\delta ^2+ϵu^2,$$

and $`m=m(\delta ,ϵ):=inf_uF(u)`$. Then equation (2.3) for $`ϵ`$ has a solution $`ϵ(\delta )>0`$. If $`ϵ(\delta )`$ is its minimal solution, and $`u_\delta :=u_{\delta ,ϵ(\delta )}`$, then $`lim_{\delta 0}u_\delta y=0`$.

Proof.  If $`A`$ is monotone, continuous, defined on all of $`H`$, then the set $`N_f:=\{u:A(u)=f\}`$ is convex and closed, so it has a unique minimal-norm element $`y`$. To prove the existence of a solution to (2.3), we prove that the function $`h(\delta ,ϵ):=A(u_{\delta ,ϵ})f_\delta `$ is greater than $`C\delta `$ for sufficiently large $`ϵ`$, and smaller than $`C_1\delta `$ for sufficiently small $`ϵ`$ and $`C_1>C`$ arbitrarily close to $`C`$. Because of the continuity of $`h(\delta ,ϵ)`$ with respect to $`ϵ`$ on $`(0,\mathrm{})`$, equation $`h(\delta ,ϵ)=C\delta `$ has a solution if $`C>1`$ and $`C<A(0)f_\delta `$.

Let us prove the above estimates. One has

$$F(u_{\delta ,ϵ})m+(C^21)\delta ^2F(0)+(C^21)\delta ^2,$$

and

$$F(u_{\delta ,ϵ})m+(C^21)\delta ^2F(y)+(C^21)\delta ^2=ϵy^2+C^2\delta ^2.$$

Therefore, as $`ϵ\mathrm{}`$, one gets $`u_{\delta ,ϵ}\frac{c}{\sqrt{ϵ}}0,`$ where $`c>0`$ is a constant depending on $`\delta `$. Thus, by the continuity of $`A`$, one obtains $`lim_ϵ\mathrm{}h(\delta ,ϵ)=A(0)f_\delta >C\delta `$.

Now, let $`ϵ0`$. Then $`h^2(\delta ,ϵ)<ϵy^2+C^2\delta ^2`$. Thus $`lim\; inf_{ϵ0}h(\delta ,ϵ)C\delta `$. Therefore equation $`h(\delta ,ϵ)=C_1\delta `$ has a solution $`ϵ(\delta )>0`$ if $`C<C_1<A(0)f_\delta `$, which is what we want, because $`C_1>1`$ can be taken arbitrarily close to $`1`$ if $`C>1`$ can be taken arbitrarily close to $`1`$.

Let us now prove that if $`u_\delta :=u_{\delta ,ϵ(\delta )}`$, then $`lim_{\delta 0}u_\delta y=0`$. From the estimate

$$A(u_\delta )f_\delta ^2+ϵu_\delta ^2C^2\delta ^2+ϵy^2,$$

and from the equation (2.3), it follows that $`u_\delta y`$. Thus, one may assume that $`u_\delta U`$, and from (2.3) it follows that $`A(u_\delta )f`$ as $`\delta 0`$. By $`w`$closedness of monotone continuous operators, one gets $`A(U)=f`$, and from $`u_\delta y`$ it follows that $`Uy`$. Because the minimal norm solution to the equation $`A(u)=f`$ is unique, one gets $`U=y`$. Thus, $`u_\delta y`$, and $`u_\delta y`$. By Lemma 1, it follows that $`lim_{\delta 0}u_\delta y=0`$. Theorem 2.1 is proved. $`\mathrm{}`$.


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# 1 Introduction

## 1 Introduction

The $`SU(3)_L\times SU(3)_R`$ chiral symmetry of QCD is spontaneously broken down to $`SU(3)_V`$ giving rise to eight pseudoscalar Goldstone bosons, the pions, kaons, and the eta. At low energies the interactions among these Goldstone bosons are described well in chiral perturbation theory (ChPT) which is the effective field theory of QCD. The Green functions are ordered in powers of the small meson masses and momenta, such that they are organized as Taylor expansions. This systematic perturbative chiral expansion is limited to the low energy region. At higher energies, the accuracy of the chiral series decreases, until convergence finally fails and becomes useless. One reason for the failure of convergence is, e.g., the exchange of resonances between the mesons in scattering processes. The resonances appear as poles in the scattering amplitude and cannot be generated to any order in a plain series expansion. Nevertheless it has been shown that, when combined with non-perturbative methods such as Lippmann-Schwinger equations (LSE) which are employed in such a way as to ensure unitarity, the chiral Lagrangian is able to reproduce a number of observed resonances both in the purely mesonic sector and under the inclusion of baryons, see e.g. . Within these approaches effective coupled channel potentials are derived from the chiral meson Lagrangian and iterated in Lippmann-Schwinger equations, or in the relativistic case Bethe-Salpeter equations (BSE). (For simplicity we will not distinguish between the two.) The BSE generates dynamically quasi-bound states of the mesons and baryons and accounts for the exchange of resonances without including them explicitly. The usefulness of this approach lies in the fact that from a small set of parameters a large variety of data can be explained.

In the purely mesonic sector Oller and Oset have used the BSE to probe the system of two interacting mesons. Employing the lowest order $`SU(3)`$ chiral Lagrangian they were able to generate a number of scalar resonances at around $`1\mathrm{GeV}`$, which could be identified with the observed resonances $`f_0(980)`$ and $`a_0(980)`$ . Furthermore, the resulting scattering cross sections were matched in good agreement with experimental data. By considering fourth order ChPT in a subsequent work  the results were extended to account for further resonances below $`1\mathrm{GeV}`$, e.g. the lowest-lying vector mesons $`\rho `$, $`K^{}`$. The authors find agreement with data at energies up to $`\sqrt{s}1.2\mathrm{GeV}`$ . (Similar results are obtained in a fully relativistic $`SU(2)`$ ChPT approach .)

The $`\eta ^{}(958)`$, on the other hand, cannot be generated in coupled channel approaches by these two-meson states due to its pseudoscalar nature. In fact, the $`\eta ^{}`$ meson is considered to be the singlet counterpart of the octet of Goldstone bosons $`(\pi ,K,\eta )`$. The extra mass of the $`\eta ^{}`$ is due to the axial $`U(1)`$ anomaly which prevents it from being a Goldstone boson. In the large $`N_c`$ limit the axial $`U(1)`$ anomaly vanishes yielding nine Goldstone bosons. The $`\eta ^{}`$ is then the ninth Goldstone boson with a mass comparable with the other mesons. It is thus possible to combine the $`\eta ^{}`$ meson with the octet of Goldstone bosons. To this end, we will extend the chiral Lagrangian by including the $`\eta ^{}`$ explicitly and without employing large $`N_c`$ rules. We use the fourth order $`U(3)`$ chiral effective Lagrangian, see e.g. , to evaluate the interaction kernel for the BSE. All possible two-meson states are taken into account in a relativistic BSE approach to calculate the propagators of the pertinent quasi-bound states. By restricting ourselves to conventional $`SU(3)`$ chiral Lagrangians and neglecting the $`\eta ^{}`$ we are then able to study its effects in the coupled channel analysis which may offer new insights into the importance of the axial anomaly. The inclusion of the $`\eta ^{}`$ may not only produce new resonances in the spectrum due to the appearance of new channels, but can in principle also destroy the agreement with the well established resonances of $`SU(3)`$ coupled channel analyses below $`1\mathrm{GeV}`$. Even if the channels which involve the $`\eta ^{}`$ are below threshold and cannot contribute to physical processes directly, they can have effects on channels with two Goldstone bosons via mixing. Our investigation provides an important check whether a similar agreement with experiment as in the $`SU(3)`$ case can be obtained in the presence of the $`\eta ^{}`$.

In the meson-baryon sector, the $`SU(3)`$ coupled channel formalism has already been extended to include the $`\eta ^{}`$, and meson-baryon scattering processes together with photoproduction of $`\eta `$ and $`\eta ^{}`$ on the proton have been investigated . Within their approach the authors find substantial changes with respect to the original work in the $`SU(3)`$ sector . Even after fitting the parameters in their approach, they were not able to achieve good agreement with experimental data in contrast to . Sizeable effects of the $`\eta ^{}`$ were also observed in the processes in which the $`\eta ^{}`$ is not an external particle, but contributes via virtual $`\eta ^{}`$-baryon states . It is hence worthwile investigating whether the inclusion of the $`\eta ^{}`$ in the purely mesonic sector destroys the good agreement of previous investigations with experimental data and whether one needs to finetune the parameters in order to reachieve agreement. It could well be that – as in the case of  – the inclusion of the $`\eta ^{}`$ does not allow for an overall good description of the data, even if there is no significantly big branching ratio to the $`\eta ^{}`$ and a Goldstone boson for the resonances discussed in the present work.

The inclusion of the $`\eta ^{}`$ furthermore allows for a consistent treatment of $`\eta _8`$-$`\eta _0`$ mixing. In the $`SU(3)`$ framework, the $`\eta `$ is treated as the octet state $`\eta _8`$ with its mass being at its physical value $`m_\eta =547\mathrm{MeV}`$, while some effects of the $`\eta ^{}`$, after integrating it out from the theory, are hidden in coupling constants of the effective Lagrangian at next-to-leading order . In  it was shown that $`\eta _8`$-$`\eta _0`$ mixing does not follow the usually assumed one-mixing-angle scheme, but must be parametrized in terms of two angles even at leading order, if large $`N_c`$ counting rules are not imposed. In order to account for this unusual behavior, one needs to include the $`\eta ^{}`$ field explicitly.

Two-meson systems consisting of an $`\eta ^{}`$ and a Goldstone boson will lead to contributions in meson-meson scattering, e.g., the $`\pi \eta ^{}`$ decay mode of the $`s`$-wave resonance $`a_0(1450)`$ is seen by the Crystal Barrel experiment  and the experimentally well studied $`f_0(1500)`$ has an $`\eta \eta ^{}`$ decay mode . In  the possibility that the $`J^{PC}=1^+`$ exotics observed at BNL  and CERN  may be resonances in $`\eta \pi `$ and $`\eta ^{}\pi `$ scattering was investigated. The authors come to the conclusion that it is indeed possible to describe the appearance of exotics by means of a coupled channel treatment of the $`\eta \pi `$ and $`\eta ^{}\pi `$ systems. Within that work, however, it was not checked whether the inclusion of $`\eta ^{}`$ channels destroys the overall agreement of the coupled channel analysis for $`p`$-wave meson-meson scattering at energies below $`1.2\mathrm{GeV}`$. Our investigation will shed some light on the importance of the $`\eta ^{}`$ channels within coupled channel approaches for $`s`$-wave resonances and can be extended to $`p`$-waves. This may help to understand the role of the axial anomaly and gluons in the structure of these resonances.

This work is organized as follows. In Sec. 2 we introduce the kinematics and solve the Bethe-Salpeter equation. The identification of poles in the complex continuation of the two-particle propagator is discussed in Sec. 3 and Sec. 4 contains the results of the analysis.

## 2 Bethe-Salpeter Equation

### 2.1 Kinematics

In this section we introduce our notation for the kinematics of the Bethe-Salpeter equation. We will work in the relativistic framework, restrict ourselves to $`s`$-waves and put all momenta on-shell (see below). The momenta and masses of a four-point scattering process are given in Fig. 1. A general scalar amplitude $`A`$ depends only on scalar combinations of the momenta which can be expressed in terms of the Mandelstam variables. The Mandelstam invariants $`s`$, $`t`$ and $`u`$ are defined as the center-of-mass energy squared $`s=(q_i+\overline{q}_i)^2=p^2`$, the momentum transfer $`t=(q_iq_f)^2`$ and the crossed momentum transfer $`u=(q_i\overline{q}_f)^2`$. The constraint $`s+t+u=q_i^2+\overline{q}_i^2+q_f^2+\overline{q}_f^2=m_i^2+\overline{m}_i^2+m_f^2+\overline{m}_f^2`$ allows one to neglect the combination $`t+u`$ in favor of $`tu`$. The scalar amplitude can be written as $`A(s,tu)`$. Since we are only interested in scalar, i.e. $`s`$-wave or $`l=0`$, resonances, we must separate channels of different total angular momentum. The amplitude $`A`$ in our approach is a fourth order polynomial in the momenta. Hence, $`A`$ can be decomposed as

$$A=_lA_lJ_l=A_sJ_s+A_pJ_p+A_dJ_d,$$
(1)
where the partial wave operator $`J_l`$ is a polynomial of degree $`l`$ in $`tu`$. The $`J_l`$ read

$`J_s=`$ $`1,`$
$`J_p=`$ $`h_{\mu \nu }q_i^\mu q_f^\nu ={\displaystyle \frac{tu}{4}}+{\displaystyle \frac{(q_i^2\overline{q}_i^2)(q_f^2\overline{q}_f^2)}{4s}},`$
$`J_d=`$ $`D_{\mu \nu \rho \sigma }q_i^\mu q_i^\nu q_f^\rho q_f^\sigma =J_p^2{\displaystyle \frac{h_{\mu \nu }q_i^\mu q_i^\nu h_{\rho \sigma }q_f^\rho q_f^\sigma }{d1}},`$ (2)
and in $`d=4`$ space-time dimensions they are proportional to Legendre polynomials in the cosine of the scattering angle. The metric $`h`$ of the $`(d1)`$-dimensional space transverse to $`p`$ is given by

$$h_{\mu \nu }=g_{\mu \nu }+p_\mu p_\nu /p^2.$$
(3)
The partial wave operators $`J_l`$ can be given in terms of spin projectors, e.g. the spin-$`2`$ projector

$$D^{\mu \nu }{}_{\rho \sigma }{}^{}=\frac{1}{2}h_\rho ^\mu h_\sigma ^\nu +\frac{1}{2}h_\sigma ^\mu h_\rho ^\nu h^{\mu \nu }h_{\rho \sigma }/(d1).$$
(4)
The spin projectors are totally symmetric in the upper (lower) indices, orthogonal to $`p`$ and have the property that every pair of upper (lower) indices is traceless; they project to the spin-$`n`$ components of a general tensor of rank $`n`$. This formalism allows us to extract the $`s`$-wave part of the amplitude $`A`$.

### 2.2 Bethe-Salpeter Equation

The Bethe-Salpeter equation for the two-particle propagator $`T`$ from a local interaction $`A`$ is given by

$$T(p,q_i,q_f)=A(p,q_i,q_f)+\frac{id^dk}{(2\pi )^d}\frac{T(p,q_i,k)A(p,k,q_f)}{(k^2m^2)(\overline{k}^2\overline{m}^2)}.$$
(5)
or diagrammatically in Fig. 2. Combinatorial factors for two identical particles in the loop have to be taken into account, but we prefer to keep this form of the BSE and modify the amplitudes accordingly. In that case $`A`$ must be the four-point amplitude from ChPT multiplied by $`\frac{1}{2}`$ in order for $`T`$ to be proportional to a bubble chain with the correct factors from perturbation theory. The factor of $`\frac{1}{2}`$ is the symmetry factor of two identical particle multiplets in a loop and $`1`$ stems from factors of $`i`$ in the vertices and propagators.

We can further simplify the integral in the BSE (5), since we are only interested in the physically relevant piece of the solution $`T`$ with all momenta put on the mass shell. The amplitude $`A`$ contains in general off-shell parts which deliver via the integral a contribution even to the on-shell part of the solution $`T`$. However, these off-shell parts yield exclusively chiral logarithms which – besides being numerically small – can be absorbed by redefining the regularization scale of the loop integral. Furthermore the off-shell parts are not uniquely defined in ChPT. We will therefore set all the momenta in the amplitudes in (5) on-shell.333This was also done in other work such as . For a discussion of off-shell effects see . The BSE then simplifies to the arithmetic equation

$$T=A+TGA,$$
(6)
with $`G`$ being the scalar loop integral in dimensional regularization

$`G_{m\overline{m}}(p^2)=`$ $`{\displaystyle \frac{id^dk}{(2\pi )^d}\frac{1}{(k^2m^2)((kp)^2\overline{m}^2)}}`$
$`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}[1+\mathrm{ln}{\displaystyle \frac{m\overline{m}}{\mu ^2}}+{\displaystyle \frac{m^2\overline{m}^2}{p^2}}\mathrm{ln}{\displaystyle \frac{m}{\overline{m}}}`$
$`{\displaystyle \frac{2\sqrt{\lambda _{m\overline{m}}(p^2)}}{p^2}}artanh{\displaystyle \frac{\sqrt{\lambda _{m\overline{m}}(p^2)}}{(m+\overline{m})^2p^2}}]`$
$`\lambda _{m\overline{m}}(p^2)=`$ $`\left((m\overline{m})^2p^2\right)\left((m+\overline{m})^2p^2\right).`$ (7)
The scattering matrix $`S`$ is given by

$$S=1iCTC\text{with }C^2=2ImG$$
(8)
which is unitary due to the identity $`2ImT=TC^2T^{}`$. The phase of the unit complex number $`S`$ is parametrized by the scattering phase $`\delta `$ defined by $`S=\mathrm{exp}(2i\delta )`$. For an ideal resonance $`\delta `$ increases by $`180^{}`$.

The generalization to $`n`$ coupled channels is achieved by promoting $`A`$, $`T`$, $`G`$, $`C`$ and $`S`$ to $`n\times n`$ matrices. The matrix $`A`$ contains the interaction kernels among the channels, $`G`$ is diagonal with the loop integrals for the channels as elements. The unitary scattering matrix $`S`$ can be given in terms of eigenvectors and eigenphases.

## 3 Propagator in the Complex Plane

### 3.1 Branch cuts

Since the integral has physical significance only for real values of $`E=\sqrt{s}`$, we will refer to the set of real $`E`$ as the ‘physical real axis’. In the coupled channel analysis, however, we would like to identify structures on the real axis with poles of the analytic continuation in the lower half of the complex plane. The analytical continuation of $`G_{m\overline{m}}(E^2)`$ inherits several branch cuts from its constituent functions and we use the following conventions. The branch cut of $`\sqrt{x}`$ is just below the negative real axis, the branch cuts of $`artanhx`$ are below the negative real axis from $`1`$ and above the real axis from $`+1`$. The resulting branch cut in $`I`$ is below the positive real axis of $`E`$ starting at the threshold point $`m+\overline{m}`$. This Riemann sheet is commonly referred to as the ‘physical’ sheet.

Unfortunately, it is not well suited for finding physically relevant poles. This can be seen as follows: a relevant pole is a pole in the lower half of the complex plane and close to the physical real axis which has a strong influence on observables. Points $`E`$ in the upper half of the complex plane or below threshold (e.g. $`E_1`$, $`E_2`$, $`E_3`$ in Fig. 3 left) can be connected with a straight vertical line $`\gamma `$ ($`\gamma _1`$, $`\gamma _2`$, $`\gamma _3`$) to the physical real axis. The length of $`\gamma `$ is $`|Imp|`$ and $`E`$ is as close to the physical real axis as possible. Points $`E`$ in the lower half of the complex plane above threshold (e.g. $`E_4^{}`$), on the other hand, are not close to the physical real axis, because the length of the paths connecting $`E`$ to the physical real axis (such as $`\gamma _4^{}`$, $`\gamma _4^{\prime \prime }`$) exceeds $`|ImE|`$. The vertical path towards the real axis ($`\gamma _4^{\prime \prime \prime }`$) crosses the branch cut and ends in an unphysical real axis.

As a matter of fact, the region below the physical real axis and above threshold turns out to be the most interesting of all, because here physically relevant poles occur. Therefore it is better to consider the ‘physical’ sheet with the branch cut rotated down by $`90^{}`$ (Fig. 3 right). Every point in that rotated sheet is as close as possible to the physical real axis and the loop integral function defined on the rotated sheet is

$$G_{m\overline{m}}(E^2)G_{m\overline{m}}(E^2)\frac{\sqrt{\lambda _{m\overline{m}}(E^2)}}{8\pi E^2}\theta \left(ImE\right)\theta \left(Re(Em\overline{m})\right),$$
(9)
with $`\theta (x)`$ being the unit step function with $`\theta (0)=0`$. With this choice for the analytic continuation of the loop integral most poles that are relevant for the physical real axis – except those which are related to cusps (cf. next section) – are in the same sheet, whereas other investigations have to take several sheets into account, in order to observe the physically relevant poles.

### 3.2 Cusps

When the modified integral (9) is used for all channels in a coupled channel approach, most of the poles can be seen simultaneously. Nevertheless, some relevant poles may still be hidden behind a branch cut. This is the case if there are cusp resonances in the spectrum. Cusps are discontinuities of the derivative of the full amplitude and they occur at the threshold energy of each channel. Cusp resonances can be generated by the configuration of poles as shown in Fig. 4. In the rotated Riemann sheet no poles are seen, but there is one pole just behind the branch cut on either side. When the branch cut is moved around these two poles the situation becomes clearer. The real axis below threshold is close to the pole at $`E_1`$. The amplitude will therefore have a peak at $`ReE_1`$, but only the increase on the right of the resonance is below threshold and physical; the peak itself lies on an unphysical real axis. Above threshold it is just the opposite, the peak at $`ReE_2`$ is hidden and only the decline on the left is physical. The cusp resonance is therefore the interplay between two poles and a branch cut. It is even more instructive to consider both poles as manifestations of the same pole disturbed by the branch cut singularity: At a pole the denominator is zero. Going from one sheet to another corresponds to adding some function to the propagator integral in the denominator. Assuming this function to be small, the root will be shifted by a small amount giving rise to a nearby pole on the new sheet. When $`E_1`$ and $`E_2`$ are considered one, the cusp can be considered as a common resonance with the middle part removed by the branch cut. In the scattering phase a cusp will correspond to an increase of considerably less than $`\pi `$ as for usual resonances, because the sharp increase at the center is eliminated.

## 4 Results and Comparison

We can now employ the Bethe-Salpeter equation as presented in Sec. 2, in order to fit to scattering data of two pseudoscalar mesons. In $`U(3)`$ ChPT the fundamental pseudoscalar mesons are the Goldstone bosons $`(\pi ,K,\eta )`$ with their singlet counterpart, the $`\eta ^{}(958)`$. The potential $`A`$ is derived from the chiral $`U(3)`$ Lagrangian by calculating the tree diagrams up to fourth chiral order and taking $`\eta `$-$`\eta ^{}`$ mixing into account where we employ the two-mixing angle scheme as described in . Tadpoles and crossed diagrams which are not included in our approach have been shown to yield numerically small effects in scattering processes in the physical region and can furthermore be partially absorbed by redefining chiral parameters. We have therefore neglected both tadpoles and crossed diagrams and restrict ourselves to the tree diagrams in the calculation of the potential $`A`$.

We work with the Lagrangian found in

$`=`$ $`\frac{1}{4}f^2^\mu U^{}_\mu U+\frac{1}{2}f^2ReU^{}\chi +i\frac{1}{3}\sqrt{6}v_3^{(1)}(\mathrm{ln}detU)ImU^{}\chi +\frac{1}{12}f^2m_0^2(\mathrm{ln}detU)^2`$ (10)
$`+\beta _0^{(0)}^\mu U^{}^\nu U_\mu U^{}_\nu U+\beta _3^{(0)}^\mu U^{}_\mu U^\nu U^{}_\nu U`$
$`+2\beta _5^{(0)}Re^\mu U^{}_\mu UU^{}\chi +2\beta _8^{(0)}ReU^{}\chi U^{}\chi +\mathrm{}`$
where $`\chi =2Bdiag(\widehat{m},\widehat{m},m_s)`$ is the quark mass matrix in the isospin limit and $`m_0`$ denotes the mass of the $`\eta ^{}`$ in the chiral limit. We have omitted all terms that are irrelevant or are not considered here, in particular we have only taken the most relevant terms from the fourth chiral order Lagrangian according to the OZI rule. We replace the quark masses $`\widehat{m}`$, $`m_s`$ and the constant $`f`$ by the fourth chiral order expressions (without loops) for the pion, kaon masses $`M_\pi =138\mathrm{MeV}`$, $`M_K=496\mathrm{MeV}`$ and the pion decay constant $`F_\pi =92.4\mathrm{MeV}`$. The interaction kernel $`A`$ for the Bethe-Salpeter equation are the tree level amplitudes from the Lagrangian separated in angular momentum and isospin channels. As an example we state the $`4\pi `$ vertex with $`J=0`$, $`I=2`$,

$$A=\frac{s2M_\pi ^2}{2F_\pi ^2}\frac{4\beta _0^{(0)}}{F_\pi ^4}\left(s2M_\pi ^2\right)^2\frac{4\beta _3^{(0)}}{3F_\pi ^4}\left(4M_\pi ^42M_\pi ^2s+s^2\right)+\frac{4\beta _5^{(0)}M_\pi ^2s}{F_\pi ^4}\frac{16\beta _8^{(0)}M_\pi ^4}{F_\pi ^4}.$$

For the particle propagators we use the standard propagators for scalar particles with the physical masses of the particles.

In this section we present a fit to scattering data from  ($`K\pi `$),  ($`\pi \pi `$, $`I=2`$) and . The work  is a collection of $`\pi \pi `$ scattering data from  and $`K\pi `$ scattering data from . Having replaced the quark masses and $`f`$ by the meson masses and $`F_\pi `$ as described above, the only free parameters left are the regularization scale $`\mu `$ in $`G`$ and the coupling constants of the effective Lagrangian.

### 4.1 SU(3) ChPT

We first restrict ourselves to the conventional chiral $`SU(3)`$ Lagrangian. This is done by omitting all possible vertices which include the $`\eta ^{}`$ field. Later on we will proceed by including the $`\eta ^{}`$ field explicitly. By comparison we can then pin down the effects of the $`\eta ^{}`$ within this approach. The parameters entering in the pure $`SU(3)`$ case are besides the regularization scale $`\mu `$ only the known parameters $`\beta _k`$, $`k=0,\mathrm{},8`$, from $`SU(3)`$ ChPT. However, there is a slight difference in so far as that we keep the low-energy constant (LEC) $`\beta _0`$ from the fourth order Lagrangian explicitly. Usually this contact term is absorbed into other terms of the Lagrangian by employing a Cayley-Hamilton matrix identity , but for processes including the $`\eta ^{}`$ it seems to be more convenient to keep this term . The values of some of the LECs $`\beta _k`$, involved in the Cayley-Hamilton identity change accordingly. The LECs $`\beta _1`$, $`\beta _2`$, $`\beta _4`$, $`\beta _6`$, and $`\beta _7`$ are then compatible with zero within their phenomenologically determined error bars and we neglect them as an approximation. This estimate for the LECs has been proven to be quite successful in  and suggests that the important physics for the considered processes is included in the remaining parameters $`\beta _0`$, $`\beta _3`$, $`\beta _5`$, and $`\beta _8`$. The omission of the first parameters is also motivated by the observation that they can be interpreted as OZI violating corrections of the latter ones. Of course, an improved fit to data might be obtained by fine-tuning these suppressed parameters, but no additional insight is gained and none of our conclusions change. We therefore consider the reduced set of parameters $`\beta _0^{(0)},\beta _3^{(0)},\beta _5^{(0)}`$ and $`\beta _8^{(0)}`$ with their values given by

$$\begin{array}{ccc}\beta _0^{(0)}=(0.6\pm 0.1)\times 10^3,\hfill & & \beta _3^{(0)}=(0.5\pm 0.1)\times 10^3,\hfill \\ \beta _5^{(0)}=(1.4\pm 0.2)\times 10^3,\hfill & & \beta _8^{(0)}=(0.2\pm 0.2)\times 10^3.\hfill \end{array}$$
(11)
while neglecting the remaining LECs $`\beta _k`$. Using this set of parameters we will compare the results for the phase shifts with available experimental data. The results presented in the paper have been obtained by employing the central values for the LECs in Eq. (11), but variations within the given ranges for the parameters do not lead to substantial differences in the results. We furthermore restricted ourselves first to a single scale parameter $`\mu =1\mathrm{GeV}`$ for all channels and energies. However, with such a simplified choice the calculated phase in the $`I=\frac{1}{2}`$ channel turned out to be slightly above the data points. This feature can also be seen in . By lowering the scale down to $`\mu =0.8\mathrm{GeV}`$ in that particular channel we are easily able to improve the fit. This indicates that our approach neglects further contributions in the $`I=\frac{1}{2}`$ channel which we mimic by fine-tuning the scale $`\mu `$. The results are summarized in Tab. 1 and Fig. 5.

In the $`I=0`$ channel matching is remarkable up to energies around $`E_{\mathrm{cm}}=1.2\mathrm{GeV}`$, the linear increase from threshold to just below $`1\mathrm{GeV}`$ is due to the $`\sigma `$ or $`f_0(4001200)`$ resonance and the $`f_0(980)`$ resonance can be clearly seen by a sudden phase shift of $`180^{}`$. These resonances are associated with poles at $`(448263i)\mathrm{MeV}`$ and $`(98314i)\mathrm{MeV}`$. This is in reasonable agreement with recent results for light scalar mesons obtained from Dalitz plot analyses of charm decays in the Fermilab experiment E791 . By analyzing the decay $`D^+\pi ^{}\pi ^+\pi ^+`$  strong evidence of the $`\sigma `$ was found with a mass of $`478\pm 17\mathrm{MeV}`$ and a width of $`324\pm 21\mathrm{MeV}`$ which corresponds to twice the imaginary part of the pole position. From the analysis of the $`D_s^+\pi ^{}\pi ^+\pi ^+`$ decay  the mass and the width of the $`f_0(980)`$ were remeasured to be $`975\pm 3\mathrm{MeV}`$ and $`44\pm 4\mathrm{MeV}`$, respectively.

Our results start deviating from the experimental phase shifts at around $`E_{\mathrm{cm}}=1.2\mathrm{GeV}`$, however, this is not very surprising since higher particle effects which are omitted in this scheme, in particular the $`4\pi `$ channel, will become important at these energies . In the $`I=\frac{1}{2}`$ channel a broad resonance, the $`\kappa `$ or $`K_0^{}(900)`$, can be seen extending from threshold to about $`1\mathrm{GeV}`$, which is related to a pole at $`(740246i)\mathrm{MeV}`$. Again, we have good agreement with data up to energies of $`E_{\mathrm{cm}}=1.3\mathrm{GeV}`$. In the $`I=1`$ channel a sharp increase just below $`1\mathrm{GeV}`$ is due to the $`a_0(980)`$ resonance, which manifests as a cusp in the scattering amplitude. A possible cusp interpretation of the $`a_0`$ has already been given in . In our analysis it corresponds to poles at $`(108136i)\mathrm{MeV}`$ and $`(79175i)\mathrm{MeV}`$ (see the discussion about cusps in Sec. 3). These poles are both hidden on our standard Riemann sheet, the first pole lies on the Riemann sheet corresponding to the physical region between the branching points of $`\pi \eta `$ at $`682\mathrm{MeV}`$ and $`KK`$ at $`988\mathrm{MeV}`$ and the second one corresponding to the Riemann sheet above the $`KK`$ branching point. Therefore, the $`a_0`$ appears as a resonance with its central part cut away and the phase shift is less than $`180^{}`$. For the $`I=\frac{3}{2}`$ and $`I=2`$ channels reasonable agreement with experiment is achieved for center-of mass energies up to $`E_{\mathrm{cm}}=1.5\mathrm{GeV}`$ and no significant increase of the phase shifts is observed.

### 4.2 U(3) ChPT

We now extend the chiral Lagrangian to its $`U(3)`$ form by including the $`\eta ^{}`$ explicitly. In order to compare the results with the pure $`SU(3)`$ analysis we make the same choice for the parameters (11), while the additional LECs of the $`U(3)`$ Lagrangian are set to zero. This approximation yields good results and we refrain from performing a better fit to existing data by fine-tuning the new couplings. The resulting scattering phases are shown in Fig. 6 and the pole positions are given in Tab. 2. We note that up to $`1.5\mathrm{GeV}`$ there are no considerable differences to $`SU(3)`$ ChPT. In particular, the inclusion of the $`\eta ^{}`$ channels does not yield any new resonances in the considered energy range up to $`1.5\mathrm{GeV}`$.

This is a non-trivial observation, since the inclusion of $`\eta ^{}`$ channels might have disturbed the agreement with experimental data of the pure $`SU(3)`$ case via coupling between the channels as has been observed in the meson-baryon sector . In the purely mesonic sector, on the other hand, the effects of the $`\eta ^{}`$ decouple to a large extent from the interactions of the Goldstone bosons. Remarkably, the results are insensitive to the value of $`\stackrel{~}{v}_2^{(1)}=\frac{1}{4}f^2\frac{1}{2}\sqrt{6}v_3^{(1)}`$ which is mainly responsible for $`\eta \eta ^{}`$ mixing . Variation of its value from $`\stackrel{~}{v}_2^{(1)}=\frac{1}{4}f^2`$ with omitted $`1/N_c`$-suppressed piece $`v_3^{(1)}`$ down to $`\stackrel{~}{v}_2^{(1)}=0`$ for suppressed mixing does not alter our results considerably.

The similarity of the $`SU(3)`$ and $`U(3)`$ results with the same set of parameters depends on a Cayley-Hamilton identity which can be utilized to absorb the parameter $`\beta _0`$ by some of the other LECs. In the $`SU(3)`$ case this identitiy involves the parameters $`\beta _0,\mathrm{},\beta _3`$, whereas for $`U(3)`$ the additional parameters $`\beta _{13},\mathrm{},\beta _{16}`$ are included, see . Our choice of setting the new parameters $`\beta _{13},\mathrm{},\beta _{16}`$ to zero does not change the results with respect to the $`SU(3)`$ case, since we kept $`\beta _0`$ explicitly. If, on the other hand, we would have preferred to absorb $`\beta _0`$, the equivalence of both schemes could have only been restored by taking non-vanishing values for $`\beta _{13},\mathrm{},\beta _{16}`$ in the $`U(3)`$ Lagrangian as given by the Cayley-Hamilton identity.

There are, however, small differences between the $`SU(3)`$ and $`U(3)`$ results, if the same set of parameters is employed, and they are most easily seen in the positions of the poles in Tab. 1 and Tab. 2 which change by up to $`30\mathrm{MeV}`$. These changes give a measure for the importance of the $`\eta ^{}`$ contributions within this approach. In the $`SU(3)`$ framework some effects of the $`\eta ^{}`$ are hidden in the coupling constants of the fourth order chiral Lagrangian , whereas in the $`U(3)`$ theory the $`\eta ^{}`$ is treated as a dynamical degree of freedom. Hence, in order to reproduce the $`SU(3)`$ results more accurately, the coupling constants would have to be modified slightly compensating the $`\eta ^{}`$ contributions in the $`U(3)`$ framework.

### 4.3 Comparison with previous work

It is instructive to compare the present investigation with previous work on coupled meson channels. In  the second order $`SU(3)`$ Lagrangian was sufficient to reproduce the measured scattering data below $`1\mathrm{GeV}`$. This work was done in cut-off regularization and with a reduced set of channels. When setting all fourth order couplings to zero in our approach we obtain very similar scattering data, with or without the $`\eta ^{}`$ channels, which shows that at leading order the $`\eta ^{}`$ has hardly any effect on low energy physics.

In , for example, the approach was extended by including the fourth order Lagrangian and a full analysis of the scalar and vector channels in $`SU(3)`$ ChPT was performed. By adjusting the LECs the authors were able to obtain good agreement for all presented data. The main difference to our scheme is the expansion of the scattering amplitude. For the amplitude $`A`$ at a vertex we use the sum of the second and fourth order amplitudes $`A=A_2+A_4`$, whereas in  the inverse amplitude (IAM) expansion

$$A=A_2(A_2A_4)^1A_2=A_2+A_4+A_4A_2^1A_4+\mathrm{}$$
(12)
was used which is equal in fourth order. Both approaches differ significantly at energies well above $`E_{\mathrm{cm}}=1\mathrm{GeV}`$. This difference can be easily understood by investigating the asymptotic dependence of $`A`$ with respect to the energy squared $`s`$. The amplitudes $`A_2`$ and $`A_4`$ are linear and quadratic in $`s`$, respectively. While in our scheme the introduction of fourth order couplings increases the asymptotic power of $`A`$ to two, it is decreased to zero in the other scheme.

In a couple of papers on this subject the results were refined. In the work  a full IAM analysis with manifest regularization independence, but without manifest unitarity is performed. The main advantage of this approach is the direct compatibility with chiral perturbation theory from which the one-loop amplitude is taken. Here, the $`K\pi `$, $`I=\frac{1}{2}`$, scattering phase agrees with the experimental data. This is possibly due to the $`t`$ and $`u`$ channel loops that are included in the full IAM analysis. When they are dropped as in  or our analysis the scattering phase is increased. The effect of those loops can be simulated by a change of renormalization scale, this is what we did by lowering $`\mu `$ to $`0.8\mathrm{GeV}`$ in this particular channel.

Finally, we would like to comment on a possible extension to $`SU(3)`$ or $`U(3)`$ of the $`SU(2)`$ analysis described in  where emphasis was put on renormalization. For each channel a separate counterterm polynomial was introduced to account for the infinities of the loop integral. The success of this method relies on the fact that there are only three channels in $`SU(2)`$, $`\pi \pi `$ with $`(I,J)`$ equals $`(0,0)`$, $`(1,1)`$ and $`(2,0)`$. In $`SU(3)`$ or $`U(3)`$ ChPT, however, more than ten channels exist and each of them would require different coefficients for the polynomials. With such a large number of coefficients agreement with experimental data is easily achieved without constraining most of the parameters and the method would lose its predictive power.

## 5 Conclusions

In this work we have analyzed meson-meson scattering from the $`SU(3)`$ and $`U(3)`$ chiral effective Lagrangians in the $`s`$-wave channel by means of a coupled channel Bethe-Salpeter equation. We have presented the Bethe-Salpeter equation and solved it for a local interaction kernel. Resonances are identified by relating them to poles in the analytical continuation of the scattering cross section and multiplets of composed states of two fundamental pseudoscalar mesons, i.e. $`(\pi ,K,\eta ,\eta ^{})`$, are discussed.

We first investigated the $`SU(3)`$ case. The fourth order Lagrangian was simplified by taking only the most relevant parameters according to the OZI rule into account, which are $`\beta _0^{(0)}`$, $`\beta _3^{(0)}`$, $`\beta _5^{(0)}`$ and $`\beta _8^{(0)}`$. In the isospin $`I=0`$ and $`I=\frac{1}{2}`$ channels we were able to fit the scattering phases up to about $`1.2`$-$`1.3\mathrm{GeV}`$, in analogy to results found, e.g., in . Above $`1.2\mathrm{GeV}`$ deviations from the experimental phase shifts are observed as expected due to the omission of higher particle states, e.g., the $`4\pi `$ channel should become important in the $`I=0`$ channel at these energies. For the $`I=\frac{3}{2}`$ and $`I=2`$ channels reasonable agreement with experiment is achieved for center-of mass energies up to $`1.5\mathrm{GeV}`$ and no significant increase of the phase shifts is observed.

In a second step, the analysis was extended to $`U(3)`$ ChPT by including the $`\eta ^{}`$ explicitly. Employing the same choice for the LECs as in the $`SU(3)`$ case and neglecting new couplings of the $`\eta ^{}`$ which are also OZI suppressed (more generally: the 1/$`N_c`$ suppressed couplings) the results in this energy region were not altered considerably and again the spectrum could be reproduced. This is a non-trivial statement, since the coupling between the $`\eta ^{}`$ channels with the other ones may have destroyed the agreement of the pure $`SU(3)`$ case, and is in contradistinction to the results recently obtained in the meson-baryon sector . Nevertheless, small effects from the inclusion of the $`\eta ^{}`$ are observed which would require a slight readjustment of the coupling constants, in order to reproduce the results of the $`SU(3)`$ case. In our approach and with our choice of the parameter values the inclusion of the $`\eta ^{}`$ does not yield new resonances below $`1.5\mathrm{GeV}`$ that could be interpreted as quasi-bound states of the $`\eta ^{}`$ with a Goldstone boson.

We should mention that our fit to the phase shifts is not unique. The OZI violating parameters which we have neglected here do not necessarily need to be small and can contribute to meson-meson scattering. However, a small variation of these parameters could always be compensated by small variations of $`\beta _0^{(0)}`$, $`\beta _3^{(0)}`$, $`\beta _5^{(0)}`$ and $`\beta _8^{(0)}`$. The choice of the parameters made in the present investigation is in so far appealing as it takes only a minimal set of four LECs into account while setting the remaining OZI violated couplings to zero. Further phenomenological input such as the three pion decays of the $`\eta `$ and $`\eta ^{}`$  may help to extract the values of some of the LECs more precisely and clarify if this simplifying assumption for the LECs was justified.

## Acknowledgements

We are grateful to E. Marco for useful discussions. This work was supported in part by the Deutsche Forschungsgemeinschaft.

## Figures