text:
# That’s a wrap!

## 1 Introduction

Flat M-branes are solitons which preserve half the spacetime supersymmetry and are charged under the three-form of 11-dimensional supergravity. The BPS spectrum of M-Theory includes not just flat branes but also states corresponding to intersecting and wrapped brane configurations, the supergravity solutions of which have been widely discussed in recent years. (For reviews of the subject, see ). In spacetimes where the supergravity three-form is constant, supersymmetry preservation demands that compactification manifolds have special holonomy and the calibrations which exist on such manifolds are known. In more ’realistic’ situations however, where the supergravity field strength is non-zero, we do not yet have an exhaustive list of possible calibrations, though relevant work has been done recently in  and .

Surfaces which M-branes wrap in order to produce BPS states can be classified using the mathematical theory of calibrations. In  it was shown how the supergravity solution for a wrapped M-brane follows almost immediately once we are given the $`p`$-form which calibrates the wrapped cycle. This procedure is both simple and elegant but since it could only be used if the calibrations were already known, its applications were limited in  to M-branes wrapped on Kahler calibrated surfaces in Kahler manifolds.

Using a different approach, the supergravity solution for an M5-brane on a Riemann surface in a three complex dimensional manifold was found in . It turned out that the complex manifold need not be Kahler and is in fact defined through a somewhat unusual constraint on the Hermitean metric. By investigating its implications for calibrations in this background, we are able to use the metric constraint to categorize a class of non-Kahler calibrations which exist in spacetimes with non-zero flux.

A complete classification of calibrations in such spacetimes will take substantial time and effort. We make a beginning here by studying the calibrations relevant to M-branes wrapping holomorphic cycles, as these are the simplest possible supersymmetric cycles one can consider. By exploiting the metric constraint referred to above, we are able to determine when non-Kahler calibrations arise and the conditions they are subject to.

We start in Section 2 with a lightning review of BPS brane configurations in M-Theory. In Section 3 we introduce calibrations in purely geometric backgrounds first before explaining the modifications necessary in order to extend the concept to include spacetime flux. In Section 4 we outline first the method employed by Fayyazuddin and Smith  to find supergravity solutions for wrapped branes and then go on to show how the same results can be obtained more simply, a la , using calibrations.

In Section 5 we present the main result of the paper: a general rule which enables us to determine the constraint on the metric (or calibration) corresponding to an M-brane wrapping a holomorphic cycle. This rule applies to both membranes and fivebranes, but since wrapped M2-branes have already been discussed in depth in , we concentrate mainly on M5-brane examples in section 6. Section 7 concludes with the reminder that though we have moved beyond Kahlerity and catagorized a new type of calibration, many such classes still live in un-named oblivion, waiting to be found!

## 2 BPS Branes in M-Theory

### 2.1 Flat Branes

We start by reviewing a few basic facts about M-branes. In the expressions which follow, as indeed in the rest of the paper, $`X^\mu `$ denotes coordinates tangent to a brane, $`X^\alpha `$ is used to denote transverse coordinates and $`r=\sqrt{X^\alpha X_\alpha }`$ is the radial coordinate in this transverse space.

The M5-brane: A flat M5-brane with worldvolume $`X^{\mu _0}\mathrm{}X^{\mu _5}`$ is a half-BPS object which preserves 16 real supersymmetries corresponding to the components of a spinor $`\chi `$ which satisfies the condition:

$$\widehat{\mathrm{\Gamma }}_{\mu _0\mu _1\mu _2\mu _3\mu _4\mu _5}\chi =\chi .$$
(1)
In the presence of this brane, the geometry of spacetime is described by the metric:

$`ds^2`$ $`=`$ $`H^{1/3}\eta _{\mu \nu }dX^\mu dX^\nu +H^{2/3}\delta _{\alpha \beta }dX^\alpha dX^\beta `$ (2)
$`\mathrm{where}H`$ $`=`$ $`1+{\displaystyle \frac{a}{r^4}}.`$ (3)
Since the M5-brane is charged under the supergravity three-form, it gives rise to a four-form field strength:

$$F_{\alpha \beta \gamma \delta }=\frac{1}{2}ϵ_{\alpha \beta \gamma \delta \rho }_\rho H.$$
(4)
Together, the equations (3) and (4) specify the bosonic fields in the supergravity solution for the M5-brane.

The M2-brane: A flat M2-brane spanning directions $`X^{\mu _0}X^{\mu _1}X^{\mu _2}`$ is also a half-BPS object. Preserved supersymmetries correspond to the 16 components of a spinor $`\chi `$ which survive the following projection

$$\widehat{\mathrm{\Gamma }}_{\mu _0\mu _1\mu _2}\chi =\chi .$$
(5)
The bosonic content of the M2-brane supergravity solution is specified by the following expressions:

$`ds^2`$ $`=`$ $`H^{2/3}\eta _{\mu \nu }dX^\mu dX^\nu +H^{1/3}\delta _{\alpha \beta }dX^\alpha dX^\beta `$ (6)
$`F_{\mu _0\mu _1\mu _2\alpha }`$ $`=`$ $`{\displaystyle \frac{_\alpha H}{2H^2}},`$ (7)
$`\mathrm{where}H`$ $`=`$ $`1+{\displaystyle \frac{a}{r^6}}.`$ (8)
### 2.2 Intersecting Branes.

One way of generating BPS states from the flat M-branes described above is to construct configurations of intersecting branes. In order for two M-branes to have a dynamic intersection, there must exist a worldvolume field to which the intersection can couple, either electrically or magnetically.

The bosonic scalars in the three-dimensional theory on the membrane worldvolume are dual to one-forms which can couple to point particles. Hence, a pair of membranes should overlap only at a point. Assuming that the self dual three-form on an M5 brane vanishes, the only bosonic fields turned on in the worldvolume theory of the fivebrane are scalars. Two M5-branes must intersect with each other in 3 spatial dimensions, in order for their intersection to couple (magnetically) to a scalar and thus have worldvolume dynamics. These arguments lead to what is known as the (p-2) self intersection rule  which states that BPS states can be built from M-branes if these are oriented such that each pair of M$`p`$-branes has a $`(p2)`$-dimensional spatial intersection .

The Killing spinors of the resulting intersecting brane system must simultaneously satisfy the projection conditions imposed by each of its flat M-brane constituents. In general, a complex structure can be defined on the relative transverse directions, i.e those which are spanned by some but not all of the constituent branes. The intersecting brane configuration can often be recovered as the singular limit of a single M-brane wrapping a smooth holomorphic cycle in this complex space.

### 2.3 Wrapped Branes

Another way to generate BPS states is to wrap an M-brane on a supersymmetric $`n`$-cycle. It is known that holomorphic cycles are supersymmetric, and for the time being, we will restrict ourselves to considering these alone.

The amount of supersymmetry preserved by a particular spacetime can be found by introducing a brane which only probes the geometry and does not cause it to deformation in any way; Killing spinors of the probe brane are then Killing spinors of the background, as long as the probe is placed parallel to the wrapped brane and hence does not break any further supersymmetry. The Killing spinors of the probe brane satisfy the following projection condition :

$$\chi =\frac{1}{p!}ϵ^{\alpha _0\alpha _1\mathrm{}\alpha _p}\mathrm{\Gamma }_{M_0M_1\mathrm{}M_p}_{\alpha _0}X^{M_0}_{\alpha _1}X^{M_1}\mathrm{}._{\alpha _p}X^{M_p}\chi $$
(9)
where $`\alpha _i`$ are worldvolume indices, and $`X^{M_i}`$ describe the embedding of the $`p`$-brane in the ambient space-time. By virtue of being a spinor in 11 dimensions, $`\chi `$ must also be Majorana. This requirement, when imposed alongside (9) determines the number of supercharges preserved by the wrapped M-brane.

It is worth bearing in mind that intersecting brane configurations are a subclass of the wrapped branes considered in this paper and are obtained in the limit when some cycles the brane wraps become singular.

## 3 Calibrations and Generalisations Thereof.

Calibrations $`\varphi _p`$ are a very useful mathematical construction which enable us to classify minimal $`p`$-dimensional submanifolds in a given spacetime . A closed $`p`$-form $`\varphi _p`$ is called a (standard) calibration if it obeys the inequality

$$|\varphi _{p}^{}{}_{|_{\mathrm{\Lambda }_p}}{}^{}|dV_{\mathrm{\Lambda }_p}$$
(10)
for all $`p`$-dimensional submanifolds $`\mathrm{\Lambda }_p`$. A manifold $`\mathrm{\Sigma }_p`$ which saturates the inequality is known as a minimal or calibrated manifold.

In the absence of space-time flux, branes ensure their stability by minimizing their worldvolumes; the volume form of an uncharged stable brane must therefore be a calibration in spacetime111While the expressions we have used to illustrate these statements are taken from 11-dimensions, the same logic and results apply to lower dimensions as well.. In such purely geometric backgrounds, Killing spinors are covariantly constant.

If the brane is charged, we can take our pick of two alternate ways to describe the ambient spacetime. The bosonic fields needed to specify the background are the metric and the flux of the gauge field which couples to the brane. The first and most obvious attitude we can take is to treat these fields as two seperate objects. Killing spinors of the brane configuration are determined by the metric as well as the field strength and are hence no longer covariantly constant. Since the coupling of the gauge potential to the brane must now be taken into account, it is only natural that the criterion for brane stability also should change. In fact it turns out that stability requires now that the energy of the brane be minimized, where the energy is a measure not only of the volume but also the charge.

Alternately, we could adopt a more unconventional point of view and ’combine’ the effects of the metric and the flux into a suitably redefined metric. This new metric is defined in such a way that it sees Killing spinors as being covariantly constant. By shifting the effect of the field strength into the geometry, we have of course made the geometry substantially more complicated and the new metric will in general have torsion.

To reiterate then, the volume-form of a stable charged brane is minimal only when measured by a metric which has been defined so as to incorporate the effect of the flux. Generalised calibrations $`\varphi _p`$ are thus defined such that

$`d(A_p+\varphi _p)`$ $`=`$ $`0`$ (11)
$`\mathrm{and}|\varphi _{p}^{}{}_{|\mathrm{\Sigma }_p}{}^{}|`$ $``$ $`\stackrel{~}{dV}_{\mathrm{\Sigma }_p}`$ (12)
for any $`p`$-dimensional submanifold $`\mathrm{\Sigma }_p`$, where $`\stackrel{~}{dV}`$ is the volume form in terms of the redefined metric with torsion. It is also clear from the above that a generalised calibration is not closed, but rather is gauge equivalent to the potential $`A_p`$ under which the $`(p1)`$brane is charged.

Typically, only those directions along the brane worldvolume which are wrapped on a supersymmetric curve have a non-trivial space-time embedding; the remaining directions are flat222In the language of this paper, these are the $`X^\mu `$. Had its entire world-volume been flat, the brane would be a 1/2 BPS object; wrapped branes however, generically break more than half the supersymmetry. Since the preserved supercharges depend on the geometry of the supersymmetric cycle, it is the wrapped directions of the brane world-volume which play a essential role in this analysis whereas flat directions contribute trivially. Because of this, the volume form of a BPS brane, which is actually a calibration in the full spacetime, is sometimes referred to as a calibration even in the subspace where the cycle is embedded.

Clarifying Our Conventions:
The definition of a generalised calibration in the embedding space $``$ adopted here differs from that in . In order to avoid any confusion in a comparison of the two papers, let us make this difference explicit. A generalised calibration $`\mathrm{\Phi }_{p+1}`$in 11 dimensions is gauge equivalent to the potential $`A_{p+1}`$ to which the M$`p`$-brane couples electrically. We can split this up into the product of an $`l`$-form $`\lambda _l`$ (where $`l=p+1m`$) along the flat directions and an $`m`$-form $`\varphi _m`$ in $``$, such that both are generalised calibrations in their own subspaces. The components of these forms satisfy the relation:
$$\mathrm{\Phi }_{i_0\mathrm{}i_{p+1}}=\lambda _{i_0\mathrm{}i_l}\times \varphi _{i_{l+1}\mathrm{}i_{p+1}}A_{i_0\mathrm{}i_{p+1}}$$
(13)  In , it is simply the gauge potential restricted to $``$ which is called the generalised calibration $`\stackrel{~}{A}_m`$ in this subspace. While this is of course still an $`m`$-form, its components differ from those of $`\varphi _m`$, and can in fact be obtained from $`A_{i_0\mathrm{}i_{p+1}}`$ merely by holding the first $`l`$ indices fixed, as follows:
$$\stackrel{~}{A}_{i_1\mathrm{}i_m}=A_{12\mathrm{}l,i_1\mathrm{}i_m}$$
(14)

## 4 Supergravity Solutions for Wrapped Branes.

Supergravity solutions for intersecting brane configurations were constructed initially using the harmonic function rule , which is a recipe for combining the supergravity solutions of each component M-brane; the resulting solutions however were smeared along the relative transverse space. In , Fayyazuddin and Smith came up with a metric ansatz which enabled them to consider localised brane intersections. Since the method employed there will be used later in this paper, here is a brief overview of the way it works.

### 4.1 Fayyazuddin-Smith Spacetimes

We begin by postulating a form for the spacetime metric, based on isometries of the wrapped brane configuration. Since we are focusing on bosonic backgrounds with Killing spinors, the gravitino has already been set to zero and supersymmetry preservation can be ensured simply by demanding that the gravitino variation vanish as well. This is imposed by hand and leads to a set of constraints on the field strength of the supergravity three form, as well as on the functions in the metric ansatz. If in addition, the field strength obeys the Bianchi Identity and equations of motion, it is guaranteed that Einstein’s equations will be satisfied. Having outlined the method, we discuss a few of its steps in more detail in order to equip ourselves to apply the procedure to explicit examples.

Metric Ansatz: We want to consider a class of spacetimes which describe M-branes wrapping supersymmetric cycles. Depending on the dimension of the cycle, there could be some world-volume directions $`X_\mu `$ which are left unwrapped or flat; Lorentz invariance should be preserved along these directions. If the supersymmetric cycle in question is embedded into an $`m`$ dimensional subspace spanned by $`X_a`$, then the remaining directions of spacetime $`X_\alpha `$, (those transverse to both $`X_\mu `$ and the embedding space), should be rotationally invariant. A metric describing this 11-dimensional spacetime takes the form:

$$ds^2=H_{1}^{}{}_{}{}^{2}\eta _{\mu \nu }dX^\mu dX^\nu +h_{ab}dX^adX^b+H_{2}^{}{}_{}{}^{2}\delta _{\alpha \beta }dX^\alpha dX^\beta $$
(15)
From our discussion about the isometries of spacetime, we can see that the metric must be diagonal in both $`X_\mu `$ and $`X_\alpha `$. However we cannot say anything about the metric in the embedding space yet beyond a comment that it must, along with $`H_1`$ and $`H_2`$, be independent of $`X_\mu `$.

Since we are going to be concerned only with M-branes wrapping holomorphic cycles, it is convenient to define a complex structure on the embedding space. This makes the holomorphicity of the cycle (and therefore the supersymmetry of the configuration) manifest. We can hence replace the embedding space metric $`h_{ab}dX^adX^b`$ with $`2G_{M\overline{N}}dz^Mdz^{\overline{N}}`$, arriving at the following final form for the metric

$$ds^2=H_{1}^{}{}_{}{}^{2}\eta _{\mu \nu }dX^\mu dX^\nu +2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H_{2}^{}{}_{}{}^{2}\delta _{\alpha \beta }dX^\alpha dX^\beta $$
(16)
which will be used throughout this paper.

Killing Spinors: A Majorana spinor in the 11-dimensional background described above can be decomposed into components along and transverse to the complex subspace where the supersymmetric cycle is embedded. The component which lies in the complex space can be expressed by a linear combination of Fock space states using the fact that the Clifford algebra in $`^n`$ takes on the form of an algebra of $`n`$ fermionic creation and annihilation operators. The creation operators can then act on the vacuum to generate a Fock space in which states are labelled by $`n`$ fermionic occupation numbers; one corresponding to each creation operator.

Supersymmetric Variation of the Gravitino: The Killing spinor for a particular brane configuration can be decomposed as described above and substituted in the gravitino variation equation:

$$\delta _\chi \mathrm{\Psi }_I=(_I+\frac{1}{4}\omega _I^{ij}\widehat{\mathrm{\Gamma }}_{ij}+\frac{1}{144}\mathrm{\Gamma }_{I}^{}{}_{}{}^{JKLM}F_{JKLM}\frac{1}{18}\mathrm{\Gamma }^{JKL}F_{IJKL})\chi .$$
(17)
The requirement $`\delta _\chi \mathrm{\Psi }=0`$ leads to the vanishing of a combination of Fock space states. Since these states are linearly independent, the coefficient of each must be set to zero identically. This gives us a set of constraints on the metric and field strength.

### 4.2 A Shortcut ..

From our earlier discussion of calibrations, we have learnt that the generalised calibration $`\varphi `$ corresponding to a wrapped brane is gauge equivalent to the $`(p+1)`$-form potential to which the brane couples. The field strength $`F=dA=d\varphi `$, follows once we are given a suitable calibration. For the spacetimes described in the previous section, the calibrating form, and hence the field strength, can simply be read off from the metric! The entire bosonic content of the supergravity solution can thus be obtained simply by appealing to the isometries of the configuration and a knowledge of the possible calibrations.

In order to make this construction more explicit333 Details are given in  and ., we apply it to the example of a membrane wrapping a 2-cycle embedded holomorphically into $`^3`$.

M2 on a holomorphic curve in $`^3`$

The Fayyazuddin-Smith ansatz for the metric is:

$$ds^2=H^{2/3}dt^2+2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H^{1/3}\delta _{\alpha \beta }dX^\alpha dX^\beta .$$
(18)
where $`z^M`$ are complex coordinates, $`X^\alpha `$ span the remaining 4 transverse directions and supersymmetry requirements have been used to fix two of the undetermined quantities in the metric ansatz in terms of a single harmonic function H. Given this metric, we can immediately read off the calibrating three-form

$$\mathrm{\Phi }_{0M\overline{N}}=i\sqrt{H^{2/3}}dtG_{M\overline{N}}dz^Mdz^{\overline{N}}$$
(19)
and use it to compute the components of the field strength:

$$F_{I0M\overline{N}}=d_{[I,}\mathrm{\Phi }_{0M\overline{N}]}$$
(20)
where I can be any spatial coordinate.

In , where this method was proposed, it was assumed (for lack of any information to the contrary) that the metric $`G_{M\overline{N}}`$ is Kahler. However, as we shall soon see, this is by no means the only possibility!

### 4.3 … and its Limitations!

Though calibration technology provides us with a procedure both quicker and simpler than the one described in section 4.1, the fact remains that in order to write down supergravity solutions for M-branes wrapped on calibrated manifolds, we need to know first what the calibrated forms are! Uptil now, this method had only been used for M-branes wrapped around Kahler calibrations  simply because these were the only calibrations we were aware of in spacetimes with non-trivial four-form flux, so the full potential which lay latent in this method could not be exploited.

This is a problem of larger proportions than one might at first think. While it is true that Kahler manifolds permeate String and M-Theory, it is also a fact that we frequently encounter non-Kahler manifolds, perhaps without recognizing them as such. In order to susbtantiate this statement, we take a short detour through a brane described by a non-Kahler calibration, before proceeding to discuss the general constraint which can be used to identify a class of calibrations in M-Theory backgrounds.

Non-Kahler Calibrations.:

A flat M5-brane can be thought of as being wrapped on a trivial supersymmetric cycle embedded into a subspace of 11 dimensional spacetime. Take this subspace to be $`^3`$, spanned by holomorphic coordinates $`u,v,w`$. Two equations $`f=f(u,v,w)=0`$ and $`g=g(u,v,w)=0`$ are then needed to define a holomorphic two-cycle. If these equations are $`v=0`$ and $`w=0`$, the two-cycle in question is simply the complex $`u`$ plane.

In the presence of a flat M5-brane with worldvolume $`0123u\overline{u}`$, the spacetime metric is given by:

$$ds^2=H^{1/3}(dt^2+dx_1^2+dx_2^2+dx_3^2+dud\overline{u})+H^{2/3}(dvd\overline{v}+dwd\overline{w}+dy^2)$$

where

$$H=\frac{\mathrm{constant}}{(|v|^2+|w|^2+y^2)^{3/2}}$$

In general, an M5-brane wrapping a Riemann surface embedded in $`^3`$ is expected to give rise to a metric of the form :

$$ds^2=H^{1/3}(dt^2+dx_1^2+dx_2^2+dx_3^2)+2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H^{2/3}dy^2$$

where $`0123`$ are the flat directions of the brane and $`y`$ is the single coordinate transverse to both the brane and the complex space. Comparing the two expressions, we can read off the components of the Hermitean metric:

$$2G_{u\overline{u}}=H^{1/3},\mathrm{\hspace{0.33em}\hspace{0.33em}2}G_{v\overline{v}}=H^{2/3},\mathrm{\hspace{0.33em}\hspace{0.33em}2}G_{w\overline{w}}=H^{2/3}.$$

It is convenient to define a rescaled metric, $`g_{M\overline{N}}=H^{1/6}G_{M\overline{N}}`$ whose components are

$$2g_{u\overline{u}}=H^{1/2},\mathrm{\hspace{0.33em}\hspace{0.33em}2}g_{v\overline{v}}=H^{1/2},\mathrm{\hspace{0.33em}\hspace{0.33em}2}g_{w\overline{w}}=H^{1/2}.$$

It can trivially be seen that this metric is not Kahler; moreover since a Kahler metric cannot be obtained even by rescaling, $`g_{M\overline{N}}`$ is not warped Kahler either. However, the components of this blatantly non-Kahler metric satisfy the following curious relations:

$$_ug_{v\overline{v}}g_{w\overline{w}}=_vg_{u\overline{u}}g_{w\overline{w}}=_wg_{u\overline{u}}g_{v\overline{v}}=0.$$
(21)
In terms of the Hermitean form $`\omega =ig_{M\overline{N}}dz^Mdz^{\overline{N}}`$ associated with the metric, this can be re-expressed as follows:

$$[\omega \omega ]=0\mathrm{but}\omega 0$$

As we will see in the following sections, this M5-brane is by no means the sole example of commonly encountered non-Kahler calibrations!

## 5 A Method to the Madness.

In our search for non-Kahler calibrations, we don’t exactly have to look very far. Apart from the M5 example quoted above, there are membranes aplenty willing to oblige!

### 5.1 The Madness

Supergravity solutions for a class of BPS states corresponding to wrapped membranes were dicussed in . In keeping with the logic that holomorphicity implies supersymmetry, the M2-branes were wrapped on holomorphic cycles in complex subspaces of varying dimension $`n`$. Working with the following (standard) ansatz for the spacetime metric:

$$ds^2=H^{2/3}dt^2+2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H^{1/3}\delta _{\alpha \beta }dX^\alpha dX^\beta ,$$
(22)
where $`z^M`$ are $`n`$ holomorphic coordinates and $`X^\alpha `$ span the $`(102n)`$ transverse directions, it was found that in each case, supersymmetry preservation imposes a constraint on the Hermitean metric. These constraints take the following form:

$`[H^{2/3}\omega ]`$ $`=`$ $`0\mathrm{for}n=2`$
$`[H^{1/3}\omega \omega ]`$ $`=`$ $`0\mathrm{for}n=3`$
$`[\omega \omega \omega ]`$ $`=`$ $`0\mathrm{for}n=4`$
$`[H^{1/3}\omega \omega \omega \omega ]`$ $`=`$ $`0\mathrm{for}n=5`$ (23)
where $`\omega =iG_{M\overline{N}}dz^Mdz^{\overline{N}}`$ is the Hermitean two-form associated with the metric in the complex subspace.

While (warped) Kahler metrics definitely solve the above constraints they by no means exhaust the available options. Hence, by assuming that the metric on the embedding space is Kahler, we are in fact restricting ourselves unnecesarily and losing out on a wealth of possibilities.

We have now discussed two ways of obtaining supergravity solutions. Each has its merits. The first, explained in section 4.1, involves somewhat lengthy computations but includes in its results a statement about the kind of manifold the embedding space must be. The second procedure, outlined in section 4.2, is quick and simple but it does not yield a restriction on the embedding space metric; this must be provided as an external input.

Poised between the labour of one method, and the simplicity of the other, it is inevitable to ask the question, can we somehow combine the best features of both approaches? Is it possible to broaden the class of calibrations under consideration so that we have the ease of writing down supergravity solutions using calibrations and also the assurance that all possible cases are covered?

### 5.2 The Method.

A persistent feature of the wrapped brane supergravity solutions obtained using the method of  is a constraint on the metric in the subspace where the supersymmetric cycle is embedded. This constraint in turn restricts the $`(p+1)`$-form potential to which the brane couples. Since the potential is gauge equivalent to the generalised calibration, we find that in fact the metric constraint can alternately be viewed as a condition which determines generalised calibrations in the given background.

We propose the following:

In 11-dimensional backgrounds with non-zero four-form flux, a class of generalised calibrations in the embedding space M is given by the $`2m`$-forms $`\varphi _{2m}`$, for

$`\begin{array}{ccc}\varphi _{2m}& =& (\underset{}{\omega \omega \mathrm{}..\omega \omega })\\ & & m\end{array}`$ (26)
if the following constraint holds:

$$_{}[\varphi _{2m}|G^{^{}}|^{1/2m}]=0.$$
(27)
Here, $`G^{^{}}`$ denotes the determinant of the metric restricted to directions transverse to the embedding space, and the Hodge dual is taken within the embedding space.

## 6 Proof by Example.

The aim of this section is to illustrate the exhaustive nature of the statement (27) through a case by case analysis of M-branes wrapping holomorphic cycles in complex manifolds of various dimensions.

### 6.1 M2-branes on 2-cycles

Two cycles are the only holomorphic curves on which M2-branes can be wrapped. In an 11-dimensional spacetime, these curves can be embedded in manifolds of complex dimensions $`23,4`$ and $`5`$. The supergravity solutions corresponding to each of these configurations were studied in  and the metric constraints that accompany each solution were reviewed in (23). Notice now that they can be unified into the following expression:

$$_{}[\omega _{M\overline{N}}\sqrt{\mathrm{det}G^{^{}}}]=0$$
(28)
where $`\mathrm{det}G^{^{}}`$ is the determinant of the metric when restricted to directions transverse to the complex sub-manifold.

The part of the gauge potential to which the membrane worldspace couples is given simply by $`\omega _{M\overline{N}}`$. In order for the membrane to be stable and supersymmetric, this two form should be a generalised calibration in the complex space. Hence, we find that the constraint (28) is but a special case of the general rule (27) as applied to M2-branes.

### 6.2 M5-branes on 2-cycles

In this section we employ the calibration approach to find supergravity solutions for fivebranes wrapped on holomorphic two-cycles, using calibrations determined by the constraint (27). This procedure enables us to reproduce in a few simple steps the results of  and .

M5 on a holomorphic curve in $`^2`$:

When an M5-brane wraps a holomorphic submanifold in $`^2`$, the relevant ansatz for the spacetime metric is:

$$ds^2=H^{1/3}\eta _{\mu \nu }dX^\mu dX^\nu +2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H^{2/3}\delta _{\alpha \beta }dX^\alpha dX^\beta .$$
(29)
where $`z^M`$ are coordinates on $`^2`$, $`\alpha `$ takes values $`8,9,10`$ and $`\mu `$ runs over $`0,1,2,3`$. Supersymmetry preservation has already been used to fix the relative coefficients $`H^{1/3}`$ and $`H^{2/3}`$. It further dictates that, (upto rescaling by an arbitrary holomorphic function), the harmonic function H is related to the determinant G of the Hermitan metric by

$$\sqrt{G}=H^{2/3}.$$

The calibrating form of the M5-brane

$`\mathrm{\Phi }`$ $`=`$ $`H^{2/3}G_{M\overline{N}}dtdX^1dX^2dX^3dzdz^{\overline{N}}`$ (30)
$`=`$ $`dV_{0123}\varphi _{M\overline{N}}`$ (31)
must be such that:

$$[H^{1/3}G_{M\overline{N}}]=0.$$
(32)
If the above condition is satisfied, the generalised calibration is gauge equivalent to the potential $`A`$ under which the brane is charged. The only non-vanishing component of this potential can then be read off from (31) as:

$$A_{0123M\overline{N}}=H^{2/3}G_{M\overline{N}}$$
(33)
Consequently, the supergravity four form $`F_4=dA`$ is given by:

$`F_{M89(10)}`$ $`=`$ $`{\displaystyle \frac{i}{2}}_MH`$ (34)
$`F_{\overline{N}89(10)}`$ $`=`$ $`{\displaystyle \frac{i}{2}}_{\overline{N}}H`$ (35)
$`F_{N\overline{M}\beta \gamma }`$ $`=`$ $`{\displaystyle \frac{i}{2}}ϵ_{\alpha \beta \gamma }_\alpha [H^{1/3}G_{N\overline{M}}]`$ (36)
These results agree exactly with those obtained in .

M5 on a holomorphic curve in $`^3`$:

When the M5brane is wrapped on a holomorphic curve embedded in $`^3`$, the metric takes the form:

$$ds^2=H^{1/3}\eta _{\mu \nu }dX^\mu dX^\nu +G_{M\overline{N}}dz^Mdz^{\overline{N}}+H^{2/3}dy^2.$$
(37)
where $`z^M`$ now span $`^3`$, $`y`$ is the single overall transverse direction. and the harmonic function H is related to the determinant of the Hermitean metric by $`H=\sqrt{G}`$. In this background, the wrapped M5-brane is calibrated by the form

$`\mathrm{\Phi }`$ $`=`$ $`H^{2/3}G_{M\overline{N}}dtdX^1dX^2dX^3dzdz^{\overline{N}}`$ (38)
$`=`$ $`dV_{0123}\varphi _{M\overline{N}}`$ (39)
such that

$$[H^{1/3}\omega _G\omega _G]=0.$$
(40)
When this relation holds, the gauge potential $`A`$ is once more given by

$$A_{0123M\overline{N}}=H^{2/3}G_{M\overline{N}}$$
(41)
This leads to the following expressions for the four-form field strength:

$`F_{\overline{N}\overline{P}My}`$ $`=`$ $`{\displaystyle \frac{1}{2}}[_{\overline{P}}(H^{1/3}G_{M\overline{N}})_{\overline{N}}(H^{1/3}G_{M\overline{P}})],`$ (42)
$`F_{NP\overline{M}y}`$ $`=`$ $`{\displaystyle \frac{1}{2}}[_P(H^{1/3}G_{N\overline{M}})_N(H^{1/3}G_{P\overline{M}})],`$ (43)
$`F_{MN\overline{P}\overline{Q}}`$ $`=`$ $`{\displaystyle \frac{i}{2}}_y[H^{1/3}(G_{M\overline{Q}}G_{N\overline{P}}G_{M\overline{P}}G_{N\overline{Q}})]`$ (44)
which are precisely the expressions obtained in .

### 6.3 M5-branes on 4-cycles

The worldvolumes of fivebranes are large enough to be wrapped on holomorphic four-cycles as well. The smallest complex space into which a four-manifold can have a non-trivial holomorphic embedding is $`^3`$, and this is the configuration we turn to now. As we will see later, this is in fact the only M-brane which can be wrapped on a holomorphic four-cycle within the scope of this paper.

The Fayyazuddin-Smith Treatment:

Metric Ansatz: For an M5-brane wrapped on a 4-cycle $`\mathrm{\Sigma }_4`$ in $`^3`$, the metric takes the form:

$$ds^2=H_1^2\eta _{\mu \nu }dX^\mu dX^\nu +2G_{M\overline{N}}dz^Mdz^{\overline{N}}+H_2^2\delta _{\alpha \beta }dX^\alpha dX^\beta $$
(45)
where $`\mu =0,1`$ labels the unwrapped directions, $`z^M`$ are holomorphic coordinates in $`^3`$ and $`\alpha `$ takes values 8,9, and 10.

Killing Spinors: The Killing spinors in this space-time are given by (9):

$$ϵ^{abcd}\mathrm{\Gamma }_{01}\mathrm{\Gamma }_{m\overline{n}p\overline{q}}_aX^m_bX^{\overline{n}}_cX^p_dX^{\overline{q}}\chi =\chi $$
(46)
where the $`\mathrm{\Gamma }_m`$ are flat space $`\mathrm{\Gamma }`$-matrices and $`\sigma ^a\mathrm{}\sigma ^d`$ are coordinates on the four-cycle. This leads to the condition

$$\mathrm{\Gamma }_{01}\mathrm{\Gamma }_{m\overline{n}p\overline{q}}\chi =(\eta _{m\overline{n}}\eta _{p\overline{q}}\eta _{m\overline{q}}\eta _{p\overline{n}})\chi $$
(47)
where $`\eta _{m\overline{n}}`$ is the flat space metric. A solution is given by

$$\chi =a|000>+b|111>$$
(48)
if the spinors $`a`$ and $`b`$ in the $`(1+4)`$ dimensional space-time transverse to $`^3`$ satisfy:

$`\mathrm{\Gamma }_{89(10)}a`$ $`=`$ $`ia`$
$`\mathrm{\Gamma }_{89(10)}b`$ $`=`$ $`ib`$ (49)
The wrapped M5-brane then preserves $`\frac{1}{8}`$ of the spacetime supersymmetry, corresponding to the 4 spinors which satisfy the above conditions.

Supersymmetric Variation of the Gravitino: The BPS supergravity solutions for the wrapped brane are found by demanding that $`\delta _\chi \mathrm{\Psi }=0`$ holds for a metric of the form (16), when the variation parameter $`\chi `$ is given by (48). This gives rise to the following set of equations:

$$3_{\overline{M}}lnH_1iH_2^3F_{\overline{M}89(10)}=0$$
(50)
$$3\widehat{ϵ}_{\alpha \beta \gamma }(_\gamma H_2)+2iG^{M\overline{N}}F_{M\overline{N}\beta \gamma }=0$$
(51)
$$3G^{N\overline{P}}(_{\overline{P}}G_{N\overline{M}})+4iH_2^3F_{\overline{M}89(10)}=0$$
(52)
$$6iH_2_\alpha lnH_1+\widehat{ϵ}_{\alpha \beta \gamma }G^{M\overline{N}}F_{M\overline{N}\beta \gamma }=0$$
(53)
$$iH_2^1[6F_{M\overline{N}\beta \gamma }2G_{M\overline{N}}G^{P\overline{Q}}F_{P\overline{Q}\beta \gamma }]+3\widehat{ϵ}_{\alpha \beta \gamma }(_\alpha G_{M\overline{N}})=0$$
(54)
$$3H_2^3(_{\overline{P}}G_{M\overline{N}}_{\overline{N}}G_{M\overline{P}})2iG_{M\overline{N}}F_{\overline{P}89(10)}+2iG_{M\overline{P}}F_{\overline{N}89(10)}=0$$
(55)
The Orginal Variables: An Aside
Formulating the solutions in terms of $`H_1,H_2`$ and $`G_{M\overline{P}}`$, we find that the harmonic functions, though related to each other as expected, are independent of the determinant, G. Moreover,
$$_\alpha G=_MG=_{\overline{N}}G=0.$$
Though this might seem puzzling at first, it is important to realise that we are not implying that the Hermitean metric is independent of the spatial coordinates; merely that such dependences cancel out in its determinant! That this is infact to be expected can be seen by looking at a flat M5 brane, trivially embedded in $`^3`$. Example: For an M5 spanning 01$`u\overline{u}v\overline{v}`$, the supergravity solution is given by
$$ds^2=H^{1/3}(dt^2+dx_1^2+dud\overline{u}+dvd\overline{v})+H^{2/3}(dwd\overline{w}+dx_7^2+dx_8^2+dx_9^2+dx_{10}^2),$$
enabling us to read off the following:    $`H_1^2=H^{1/3},H_2^2=H^{2/3}`$ $``$ $`H_1^2=H_2^1\mathrm{and}`$    $`2G_{u\overline{u}}=2G_{v\overline{v}}=H^{1/3},\mathrm{\hspace{0.33em}2}G_{w\overline{w}}=H^{2/3}`$ $``$ $`\sqrt{G}=G_{u\overline{u}}G_{v\overline{v}}G_{w\overline{w}}=1/8`$   Since the determinant of the Hermitean metric is a constant, its derivatives obviously vanish.

In terms of the rescaled quantities:

$$HH_2^3\mathrm{and}g_{M\overline{N}}H_2G_{M\overline{N}}$$
(56)
solutions to the above equations are:

$`_{\overline{N}}lnH`$ $`=`$ $`6_{\overline{N}}lnH_1=3_{\overline{N}}lnH_2`$ (57)
$`_{\overline{P}}g_{M\overline{N}}`$ $`=`$ $`_{\overline{N}}g_{M\overline{P}}`$ (58)
$`F_{89(10)M}`$ $`=`$ $`{\displaystyle \frac{i}{2}}_MH`$ (59)
$`F_{N\overline{M}\beta \gamma }`$ $`=`$ $`{\displaystyle \frac{i}{2}}ϵ_{\alpha \beta \gamma }_\alpha g_{N\overline{M}}`$ (60)
Since the supergravity three-form couples magnetically to the M5-brane, $`dF=0`$ trivially, whereas the Bianchi Identity constrains the metric to obey the following non-linear differential equation

$$_\alpha ^2g_{M\overline{N}}+2_M_{\overline{N}}H=0$$
(61)
This is precisely the solution found in . What we have gained through the above analysis is the metric constraint which explicitly rules out the possibility of M5-branes being wrapped on non-Kahler holomorphic four-cycles in three complex dimensional manifolds and tells us that the previously calculated solution  is, in this case, the only option!

The Calibration Method:

The only non-vanishing component of the gauge potential corresponding to an M5-brane wrapping a holomorphic four-cycle in $`^3`$ is

$$\stackrel{~}{A}_{01MN\overline{P}\overline{Q}}=H^{1/3}(G_{M\overline{P}}G_{N\overline{Q}}G_{M\overline{Q}}G_{N\overline{P}})$$
(62)
Decomposing this into a two-form $`dV_2`$ along the $`(0,1)`$ directions and a four-form $`\varphi _{MN\overline{P}\overline{Q}}`$ in $`^3`$, we find that the gauge-potential/world-volume is a calibration in space-time only if $`\varphi _{MN\overline{P}\overline{Q}}`$ is a generalised calibration in the embedding space, i.e. it satisfies (27). For an M5-brane wrapped on a holomorphic $`4`$-cycle in $`^3`$, this imples that

$$_{}[H^{1/3}\omega _G\omega _G]=\omega _g=0$$
(63)
where $`\omega _G`$ and $`\omega _g`$ are the Hermitean two-forms associated with the metrics $`G_{M\overline{N}}`$ and $`g_{M\overline{N}}`$ respectively. The field strength of the supergravity three form can now be easily calculated using $`F_4=dA_6`$, reproducing previous results.

## 7 The Odd One Out or What Lies Ahead.

In order for a wrapped M-brane to be a stable, supersymmetric configuration the gauge potential to which it couples must be (equivalent to) a generalised calibration in 11-dimensional space-time. In this paper, we looked at M-branes wrapping holomorphic curves and found that when the background contains a field strength, supersymmetric cycles/calibrated forms in a complex subspace have a non-trivial dependence on the remaining directions of spacetime, as reflected in the constraint (27).

The examples considered here, together with those in  exhaust all possible cases of M-branes wrapped holomorphic cycles in complex subspaces of 11-dimensional space-time; with one notable exception. An M5 wrapped on a four-cycle in $`^4`$ has not been discussed and in fact its supergravity solution cannot be constructed based on a calibration following from (27). We justify its exclusion from the present analysis by pointing out how it differs from the configurations we have looked at so far.

The definition of generalised calibrations presented in section 3, and as a result the entire formalism of this paper, is restricted by construction to apply to configurations with a non-vanishing spacetime flux and no non-trivial fields on the brane world-volumes 444A suitable modification of the calibration concept does exist which incorporates worldvolume fluxes , however it has not been undertaken here.. The rule (27) comes with the in-built assumption that the only bosonic fields turned on in the M-brane worldvolume theory are scalars. As a result, it applies to only to those wrapped M-branes which, in the intersecting brane picture can be interpreted as a system of branes where each pair has a $`(p2)`$ dimensional spatial overlap.

It should by now be clear why (27) cannot be applied to an M5 wrapping a four-cycle in $`^4`$. In the intersecting brane picture obtained by taking the limit where the four-cycle becomes singular, the two M5-branes have only one common spatial dimension, thus violating the $`(p2)`$ self intersection rule!

Though, by considering a particular type of BPS wrapped M-branes, we have succeeded in shedding light on a new catagory of calibrations, many still lurk in the shadows. This message is reinforced by the example discussed above. It is hoped that a study of this brane configuration will bring another class of calibrations into the spotlight. This theme will be expanded upon further in a paper coming soon to an arXiv near you!

###### Acknowledgments.

Ansar Fayyazuddin has my gratitude for always being on hand with advice, support and answers. I would like to acknowledge useful conversations with Jerome Gauntlett, Chris Hull and Stathis Pakis during the Clay School at the Newton Institute last year. I am grateful to the Theory Group at the University of Texas at Austin for their hospitality and to Amer Iqbal and Julie Blum for discussions about this and related work.


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# Stochastic Resonance in Two-State Markov Chains

## Introduction

The notion of *Stochastic Resonance* appeared about twenty years ago in the works of Benzi et al.  and Nicolis  in the context of an attempt to explain the phenomenon of ice ages. The modern methods of acquiring and interpreting climate records indicate at least seven major climate changes in the last 700,000 years. These changes occurred with the periodicity of about $`100,000`$ years and are characterized by a substantial variation of the average Earth’s temperature of about $`10K`$.

The effect can be explained with the help of a simple energy balance model (for an extended review on the subject see ). The Earth is considered as a point in space, and its temporally and spatially averaged temperature $`X(t)`$ satisfies the equation

$$\dot{X}(t)=U^{}(X(t))Q\mathrm{sin}(\frac{2\pi t}{T}),$$
(1)
where $`U(X)`$ is a double-well potential with minima at $`278.6K`$ and $`288.6K`$ and saddle point at $`283.3K`$ and wells of equal depth. The second term in (1) corresponds to a small variation of the solar constant of about $`0.1\%`$ with a period of $`T=100,000`$ years due to the periodic change of the eccentricity of the Earth’s orbit caused by Jupiter. The influence of this term reflects itself in small periodic changes of the depths of the potential wells. In this setting, the left well is deeper during the time intervals $`(kT,(k+\frac{1}{2})T)`$, whereas the right one is deeper during the intervals $`((k+\frac{1}{2})T,(k+1)T)`$, $`k=0,1,2,\mathrm{}`$

The trajectories of the deterministic equation (1) have two metastable states given by the minima of the wells. Due to the smallness of the solar constant $`Q`$ no transition between these states is possible. In order to obtain such transitions Benzi et al.  and Nicolis  suggested to add noise to the system which results in considering the stochastic differential equation

$$\dot{X}^{\epsilon ,T}(t)=U^{}(X^{\epsilon ,T}(t))Q\mathrm{sin}(\frac{2\pi t}{T})+\sqrt{\epsilon }\dot{W}_t,$$
(2)
$`\epsilon >0`$, $`\dot{W}`$ a white noise.

Now one can observe the following effect. Fix all parameters of the system except $`\epsilon `$ and consider the typical behaviour of the solutions of (2) for different values of $`\epsilon `$. If the noise intensity is very small, the trajectory only occasionally can escape from the minimum of the well in which it is staying, and one can hardly detect any periodicity in this motion. If the intensity is very large, the trajectory jumps rapidly but randomly between the two wells and therefore also lacks periodicity properties. An interesting effect appears when the noise level takes a certain value $`\epsilon _0`$: the trajectory always tends to be near the minimum of the deepest well and consequently follows the deterministic periodic jump function which describes the location of the deepest well’s minimum. It is very important to note that to produce this effect one needs all three of the following components to be present in the system (2): the double-well potential for bi-stability, the noise to pass the potential barriers, and a small periodic perturbation to change the wells’ depths.

The following are natural questions arising in the context of these qualitative considerations: how can one measure *periodicity* of the trajectories and, consequently, how does the quality of *tuning* of the noisy output to the periodic input be improved by adjusting the noise intensity $`\epsilon `$?

The formulation of the latter question suggests to consider the system (2) as a random amplifier. The random system receives the harmonic signal of small amplitude $`Q`$ and usually large period $`T`$ as input. The stochastic process $`X^{\epsilon ,T}(t)`$ is observed as the output. The input signal carries power $`Q^2`$ at frequency $`1/T`$. The random output has continuous spectrum and thus carries power at all frequencies. Benzi et al.  considered the power spectrum of the output for different values of $`\epsilon `$ and discovered a sharp peak at the input frequency for a certain optimal value of $`\epsilon _0`$. This means that the random process $`X^{\epsilon _0,T}(t)`$ has a big component of frequency $`1/T`$. The effect of amplification of the power carried by the harmonic considered as a response of the nonlinear system (2) to optimally chosen noise was called *stochastic resonance*.

In the past twenty years more than three hundred papers on this subject were published. An extensive description of the phenomenon from the physical point of view can be found in  and . The notion *stochastic resonance* is now used in a much broader sense. It describes a wide class of effects with the common underlying property: the presence of noise induces a qualitatively new behaviour of the system and improves some of its characteristics.

Although stochastic resonance was observed and studied in many physical systems, only few mathematically rigorous results are known. The approach of M. Freidlin is briefly outlined in the next section of this paper. In sections 2, 3 and 4 we introduce discrete-time Markov chains with transition probabilities chosen in such a way, that on a large temporal scale the *attractor hopping* behaviour of the underlying diffusion process is imitated in the limit $`\epsilon 0`$. We investigate stochastic resonance for the Markov chains. The last section is devoted to generalizations and discussion.

## 1 Large deviations approach

In this section we briefly survey rigorous mathematical results obtained by M. Freidlin in  using the theory of large deviations for randomly perturbed dynamical systems, developed in Freidlin and Wentzell (see ). Though the results of  are valid in a quite general framework, we confine our attention to a simple example of a diffusion with weak noise.

Consider the SDE in $``$

$$\dot{X}^{\epsilon ,T}(t)=U^{}(X^{\epsilon ,T}(t),\frac{t}{T})+\sqrt{\epsilon }\dot{W}(t),$$
(3)
where $`\dot{W}`$ is a white noise and $`U^{}(x,t)=\frac{}{x}U(x,t),`$ with a time dependent potential just periodically switching between two symmetric double well states, i.e.

$$U(x,t)=\underset{k0}{}U(x)\mathrm{𝟏}_{[k,k+\frac{1}{2})}(t)+U(x)\mathrm{𝟏}_{[k+\frac{1}{2},k+1)}(t),$$

where $`U(x)`$ has local minima in $`x=\pm 1`$ and a saddle point in $`x=0`$, $`lim_{|x|\mathrm{}}U(x)=\mathrm{}`$. We also fix the depths of the wells by two numbers $`0<v<V,`$ assuming that $`U(1)=V/2`$, $`U(1)=v/2`$, and $`U(0)=0`$. Note, that $`X^{\epsilon ,T}`$ is a Markov process which is not time homogeneous. In the following Theorem time scales are determined in which some form of periodicity is observed.

###### Theorem 1

Suppose $`T=T(\epsilon )`$ is given such that

$$\underset{\epsilon 0}{lim}\epsilon \mathrm{ln}T(\epsilon )=\lambda >0.$$

a) If $`\lambda <v,`$ then the Lebesgue measure of the set

$$\{t[0,1]:|X^{\epsilon ,T(\epsilon )}(T(\epsilon )t)\text{sgn}X_0|>\delta \}$$

converges to 0 in $`P_{X_0}`$ probability as $`\epsilon 0`$, for any $`\delta >0`$.

b) If $`\lambda >v,`$ then the Lebesgue measure of the set

$$\{t[0,1]:|X^{\epsilon ,T(\epsilon )}(T(\epsilon )t)\varphi (t)|>\delta \}$$

converges to 0 in $`P_{X_0}`$ probability as $`\epsilon 0`$, for any $`\delta >0`$, where

$$\varphi (t)=\underset{k0}{}\mathrm{𝟏}_{[k,k+\frac{1}{2})}(t)+\mathrm{𝟏}_{[k+\frac{1}{2},k+1)}(t)$$

and $`P_{X_0}`$ denotes the law of the diffusion starting in $`X_0`$. $`\mathrm{}`$

It is nessesary to explain why $`\lambda =v`$ is critical for the long time behaviour of the diffusion. At least intuitively, the answer follows from the asymptotics of the mean exit time from a potential well for the time-homogeneous diffusion. If the diffusion starts in the potential well with the depth $`v/2`$, its mean time $`𝐄(\tau (\epsilon ))`$ needed to leave the well satisfies

$$\epsilon \mathrm{ln}𝐄(\tau (\epsilon ))v,\epsilon 0.$$

according to Freidlin and Wentzell . This means, $`X^{\epsilon ,T(\epsilon )}`$ can leave neither the deep well with the depth $`V/2`$ nor the shallow one with the depth $`v/2`$ in time $`T(\epsilon )`$ of order $`e^{\lambda /\epsilon }`$ if $`\lambda <v`$. Therefore, $`X^{\epsilon ,T(\epsilon )}`$ stays in the $`\delta `$-neighbourhood of the minimum of the initial well. On the other hand, if $`\lambda >v,`$ $`X^{\epsilon ,T(\epsilon )}`$ has always enough time to reach the deepest well. In both cases, the Lebesgue measure of excursions leaving the $`\delta `$-tube of the deterministic periodic function $`\varphi `$ is exponentially negligible on the time scale $`T(\epsilon )`$ as $`\epsilon 0`$.

The Theorem suggests the time scale which induces periodic and deterministic behaviour of the system (3), and the Lebesgue measure as a measure of quality. In fact, it only gives a lower bound for the scale. In the next section, in the framework of discrete Markov chains approximating the diffusion processes just considered, we investigate different measures of quality which provide unique optimal tuning.

## 2 Markov chains with time-periodic transition probabilities

For $`m`$, consider a Markov chain $`X_m=(X_m(k))_{k0}`$ on the state space $`𝒮=\{1,1\}`$. Let $`P_m(k)`$ be the matrix of one-step transition probabilities at time $`k`$. If we denote $`\pi _m^{}(k)=𝐏(X_m(k)=1)`$, $`\pi _m^+(k)=𝐏(X_m(k)=1)`$, and write $`P^{}`$ for the transposed matrix, we have

$$\left(\begin{array}{c}\pi _m^{}(k+1)\\ \pi _m^+(k+1)\end{array}\right)=P_m^{}(k)\left(\begin{array}{c}\pi _m^{}(k)\\ \pi _m^+(k)\end{array}\right).$$

In order to model the periodic switching of the double-well potential in our Markov chains, we define the transition matrix $`P_m`$ to be periodic in time with half-period $`m`$. More precisely,

$$P_m(k)=\{\begin{array}{cc}P_1,\hfill & 0k(\text{mod }2m)m1,\hfill \\ P_2,\hfill & mk(\text{mod }2m)2m1,\hfill \end{array}$$

with

$$\begin{array}{c}P_1=\left(\begin{array}{cc}1\phi & \phi \\ \psi & 1\psi \end{array}\right)=\left(\begin{array}{cc}1px^V& px^V\\ qx^v& 1qx^v\end{array}\right),\\ P_2=\left(\begin{array}{cc}1\psi & \psi \\ \phi & 1\phi \end{array}\right)=\left(\begin{array}{cc}1qx^v& qx^v\\ px^V& 1px^V\end{array}\right).\end{array}$$
(4)
where $`\phi =\phi (\epsilon ,p,V)=pe^{V/\epsilon }`$, $`\psi =\psi (\epsilon ,q,v)=qe^{v/\epsilon }`$, $`x=e^{1/\epsilon }`$, $`0p,q1`$, $`0<v<V<+\mathrm{}`$, $`0<\epsilon <+\mathrm{}`$. Sometimes, it will be convenient to consider $`x[0,1]`$. In these cases the ends of the interval will correspond to the limits $`\epsilon 0`$ and $`\epsilon \mathrm{}`$.

In this setting, the numbers $`V/2`$ and $`v/2`$ clearly have to be associated with the depths of the potential wells, $`\epsilon `$ with the level of noise. According to the Freidlin-Wentzel theory, the exponential factors in the one-step transition probabilities just correspond to the inverses of the expected transition times between the respective wells for the diffusion considered in the preceding section. This is what should be expected for a Markov chain *in equilibrium*, modulo the phenomenological *pre-factors* $`p`$ and $`q`$. They model the pre-factors appearing in large deviation statements, and add asymmetry to the picture.

It is well known that for a time-homogeneous Markov chain on $`S`$ with transition matrix $`P`$ one can talk about *equilibrium*, given by the stationary distribution, to which the law of the chain converges exponentially fast. The stationary distribution can be found by solving the matrix equation $`\pi =P^{}\pi `$ with normalizing condition $`\pi ^{}+\pi ^+=1`$.

For non time homogeneous Markov chains with time periodic transition matrix, the situation is quite similar. Enlarging the state space $`S`$ to $`S_m=\{1,1\}\times \{0,1,\mathrm{},2m1\},`$ we recover a time homogeneous chain by setting

$$Y_m(k)=(X_m(k),k(\text{mod }2m)),k0,$$

to which the previous remarks apply. For convenience of notation, we assume $`S_m`$ to be ordered in the following way:
$`𝒮_m=[(1,0),(1,0),(1,1),(1,1),\mathrm{},(1,2m1),(1,2m1)]`$. Writing $`\mathrm{A}_m`$ for the matrix of one-step transition probabilities of $`Y_m`$, the stationary distribution $`Q=(q(i,j))^{}`$ is obtained as a normalized solution of the matrix equation $`(\mathrm{A}_m^{}E)Q=0,`$ $`E`$ being the unit matrix. We shall be dealing with the following variant of stationary measure, which is not normalized in time.

###### Definition 1

Let $`\pi _m(k)=(\pi _m^{}(k),\pi _m^+(k))^{}=2m(q(1,k),q(1,k))^{}`$, $`0k2m1`$. We call the set $`\pi _m=(\pi _m(k))_{0k2m1}`$ the stationary distribution of the Markov chain $`X_m`$.

The matrix $`\mathrm{A}_m`$ of one-step transition probabilities of $`Y_m`$ is explicitly given by

$$\mathrm{A}_m=\left(\begin{array}{cccccccc}0& P_1& 0& 0& \mathrm{}& 0& 0& 0\\ 0& 0& P_1& 0& \mathrm{}& 0& 0& 0\\ \mathrm{}& & & & & & & \\ 0& 0& 0& 0& \mathrm{}& 0& P_2& 0\\ 0& 0& 0& 0& \mathrm{}& 0& 0& P_2\\ P_2& 0& 0& 0& \mathrm{}& 0& 0& 0\end{array}\right).$$

$`\mathrm{A}_m`$ has block structure. In this notation 0 means a $`2\times 2`$-matrix with all entries equal to zero, $`P_1`$, and $`P_2`$ are the 2-dimensional matrices defined in (4).

Applying some algebra we see that $`(\mathrm{A}_m^{}E)Q=0`$ is equivalent to $`A_m^{}Q=0,`$ where

$$\mathrm{A}_m^{}=\left(\begin{array}{cccccccc}\widehat{P}E& 0& 0& 0& \mathrm{}& 0& 0& 0\\ P_1^{}& E& 0& 0& \mathrm{}& 0& 0& 0\\ \mathrm{}& & & & & & & \\ 0& 0& 0& 0& \mathrm{}& E& 0& 0\\ 0& 0& 0& 0& \mathrm{}& P_2^{}& E& 0\\ 0& 0& 0& 0& \mathrm{}& 0& P_2^{}& E\end{array}\right)$$

and $`\widehat{P}=P_2^{}P_2^{}\mathrm{}P_1^{}=(P_2^{})^m(P_1^{})^m`$. But $`\mathrm{A}_m^{}`$ is a block-wise lower diagonal matrix, and so $`A_m^{}Q=0`$ can be solved in the usual way to give

###### Theorem 2

For every $`m1`$, the stationary distribution $`\pi _m`$ of $`X_m`$ with matrices of one-step probabilities defined in (4) is:

$$\begin{array}{c}\{\begin{array}{c}\pi _m^{}(l)=\frac{\psi }{\phi +\psi }+\frac{\phi \psi }{\phi +\psi }\frac{(1\phi \psi )^l}{1+(1\phi \psi )^m},\hfill \\ \pi _m^+(l)=\frac{\phi }{\phi +\psi }\frac{\phi \psi }{\phi +\psi }\frac{(1\phi \psi )^l}{1+(1\phi \psi )^m};\hfill \end{array}\hfill \\ \{\begin{array}{c}\pi _m^{}(l+m)=\pi _m^+(l),\hfill \\ \pi _m^+(l+m)=\pi _m^{}(l),0lm1.\hfill \end{array}\hfill \end{array}$$
(5)
Proof: $`\pi _m(0)`$ satisfies the matrix equation $`((P_2^{})^m(P_1^{})^mE)\pi _m(0)=0`$ with additional condition $`\pi _m^{}(0)+\pi _m^+(0)=1`$. To calculate $`(P_2^{})^m(P_1^{})^m`$, we use a formula for the $`m`$-th power of $`2\times 2`$-matrices, which results in

$$\begin{array}{c}\left(\begin{array}{cc}p_{1,1}& p_{1,1}\\ p_{1,1}& p_{1,1}\end{array}\right)^m=\frac{1}{2p_{1,1}p_{1,1}}\left(\begin{array}{cc}1p_{1,1}& 1p_{1,1}\\ 1p_{1,1}& 1p_{1,1}\end{array}\right)\hfill \\ +\frac{(p_{1,1}+p_{1,1}1)^m}{2p_{1,1}p_{1,1}}\left(\begin{array}{cc}1p_{1,1}& (1p_{1,1})\\ (1p_{1,1})& 1p_{1,1}\end{array}\right)\hfill \end{array}$$

Using some more elementary algebra we find

$$\begin{array}{cc}(P_2^{})^m(P_1^{})^m\hfill & =(P_1^mP_2^m)^{}=\left(\begin{array}{cc}1\psi & \psi \\ \phi & 1\phi \end{array}\right)^m\left(\begin{array}{cc}1\phi & \phi \\ \psi & 1\psi \end{array}\right)^m\hfill \\ & =\frac{1}{\phi +\psi }\left(\begin{array}{cc}\phi & \phi \\ \psi & \psi \end{array}\right)+(1\phi \psi )^m\frac{\phi \psi }{\phi +\psi }\left(\begin{array}{cc}1& 1\\ 1& 1\end{array}\right)\hfill \\ & +\frac{(1\phi \psi )^{2m}}{\phi +\psi }\left(\begin{array}{cc}\phi & \psi \\ \phi & \psi \end{array}\right),\hfill \end{array}$$

from which a straightforward calculation yields

$$\{\begin{array}{c}\pi _m^{}(0)=\frac{\phi +\psi (1\phi \psi )^m}{(\phi +\psi )(1+(1\phi \psi )^m)},\hfill \\ \pi _m^+(0)=\frac{\psi +\phi (1\phi \psi )^m}{(\phi +\psi )(1+(1\phi \psi )^m)}.\hfill \end{array}$$

To compute the remaining entries, we use $`\pi _m(l)=(P_1^{})^l\pi _m(0)`$ for $`0lm1`$, and $`\pi _m(l)=(P_2^{})^l(P_1^{})^m\pi _m(0)`$ for $`ml2m1`$ to obtain (5). Note also the symmetry $`\pi _m^{}(l+m)=\pi _m^+(l)`$ and $`\pi _m^+(l+m)=\pi _m^{}(l)`$, $`0lm1`$. $`\mathrm{}`$

## 3 Spectral power amplification

The chain $`X_m`$ can be interpreted as amplifier of a signal. Our stochastic system may be seen to receive a deterministic periodic input signal which switches the double depths of the potential wells in (4), i.e.

$$I_m(l)=\{\begin{array}{cc}V,\hfill & 0l(\text{mod }2m)m1,\hfill \\ v,\hfill & ml(\text{mod }2m)2m1.\hfill \end{array}$$

The output is a random process $`X_m(k)`$.

The input signal $`I_m`$ admits a spectral representation

$$I_m(k)=\frac{1}{2m}\underset{a=0}{\overset{2m1}{}}c_m(a)e^{\frac{2\pi ik}{2m}a},$$

where $`c_m(a)=(1/2m)_{l=0}^{2m1}I_2(l)e^{\frac{2\pi ia}{2m}l}`$ is the Fourier coefficient of frequency $`a/2m`$. The quantity $`|c_{2m}(a)|^2`$ measures the power carried by this Fourier component. We are only interested in the component of the input frequency $`1/2m`$. Its power is given by

$$|c_m(1)|^2=\frac{(Vv)^2}{4m^2}\mathrm{csc}^2(\frac{\pi }{2m}).$$
(6)
In the stationary regime, i.e. if the law of $`X_m`$ is given by the measure $`\pi _m`$, the power carried by the output at frequency $`a/2m`$ is a random variable

$$\xi _m(a)=\frac{1}{2m}\underset{l=0}{\overset{2m1}{}}X_m(l)e^{\frac{2\pi ia}{2m}l}.$$

We define the *spectral power amplification* as the relative expected power carried by the component of the output with frequency $`\frac{1}{2m}`$.

###### Definition 2

The *spectral power amplification coefficient* of the Markov chain $`X_m`$ with half period $`m1`$ is given by

$$\eta _m=\frac{|𝐄_{\pi _m}(\xi _m(1))|^2}{|c_m(1)|^2}.$$

Here $`𝐄_{\pi _m}`$ denotes expectation w.r.t. the stationary distribution $`\pi _m`$.

The explicit description of the invariant measure now readily yields the following formula for the spectral power amplification.

###### Theorem 3

Let $`m1`$. The spectral power amplification coefficient of the Markov chain $`X_m`$ with one-step transition probabilities (4) equals

$$\eta _m=\frac{4}{(Vv)^2}\frac{(\phi \psi )^2}{(\phi +\psi )^2+4(1\phi \psi )\mathrm{sin}^2(\frac{\pi }{2m})}.$$

Proof: Using (5) one immediately gets

$`𝐄_{\pi _m}\xi _m(1)`$ $`=`$ $`{\displaystyle \frac{1}{2m}}{\displaystyle \underset{k=0}{\overset{2m1}{}}}𝐄_{\pi _m}X_m(k)e^{\frac{2\pi i}{2m}k}={\displaystyle \frac{1e^{\pi i}}{2m}}{\displaystyle \underset{k=0}{\overset{m1}{}}}(\pi _m^+(k)\pi _m^{}(k))e^{\frac{2\pi i}{2m}k}`$
$`=`$ $`{\displaystyle \frac{2}{m}}{\displaystyle \frac{\phi \psi }{\phi +\psi }}\left({\displaystyle \frac{1}{1e^{\frac{\pi i}{m}}}}{\displaystyle \frac{1}{1(1\phi \psi )e^{\frac{\pi i}{m}}}}\right).`$
Some algebra and an appeal to (6) finish the proof. $`\mathrm{}`$

Recall now that the one-step probabilities $`P_1`$ and $`P_2`$ depend on the parameters $`0p,q1`$ and, what is especially important, on $`0<\epsilon <\mathrm{}`$ which is interpreted as noise level. Our next goal is to *tune* the parameter $`\epsilon `$ to a value which maximizes the amplification coefficient $`\eta _m=\eta _m(\epsilon )`$ as a function of $`\epsilon `$.

## 4 Extrema and zeros of $`\eta _m(\epsilon )`$.

In this section we study some features of the function $`\eta _m(\epsilon )`$ and its dependence on $`m`$, $`0<v<V<\mathrm{}`$ and the pre-factors $`0p1`$, $`0q1`$.

After substituting $`e^{1/\epsilon }=x`$ and writing $`\eta _m(\epsilon )=\eta _m(x),`$ this function takes the form

$`\eta _m(x)={\displaystyle \frac{4}{(Vv)^2}}{\displaystyle \frac{(px^Vqx^v)^2}{(px^V+qx^v)^2+4(1px^Vqx^v)\mathrm{sin}^2(\frac{\pi }{2m})}}`$ (7)
In what follows, we assume $`x[0,1]`$. The boundaries $`x=0`$ and $`x=1`$ correspond to the limiting cases $`\epsilon =0`$ and $`\epsilon =\mathrm{}`$. Denote $`a_m=\mathrm{csc}(\frac{\pi }{2m})^21`$, $`m1`$.

Our main result on optimal tuning is contained in the following theorem.

###### Theorem 4

a) We have $`\eta _m(x)0`$, $`\eta _m(0)=0`$.

b) Let $`0<\beta =\frac{v}{V}<1`$ and $`m1`$ be fixed. There exists a continuous function

$$p_{}(q)=p_{}(q;\beta ,m)=\frac{b(q;m,\beta )\sqrt{b(q;m,\beta )^24a(q;m,\beta )(2q)q}}{2a(q;m,\beta )},$$

where $`a(q;m,\beta )=1a_mq(1\beta )`$, $`b(q;m,\beta )=23(1\beta )q+a_m(1\beta )q^2`$, with following properties:

i) $`p_{}(q)0`$, $`q[0,1]`$and$`p_{}(q)=0q=0`$;

ii) $`p_{}(q)q`$, $`q[0,1]`$and$`p_{}(q)=qq=0`$ or $`q=1`$, $`m=1`$;

iii) $`{\displaystyle \frac{dp_{}(q;m,\beta )}{dq}}|_{q=0}=\beta `$.

Moreover for $`m2`$

1) If $`(p,q)U_0=\{(p,q):0<q1,0p<p_{}(q)\}`$, $`\eta _m(x)`$ is strictly increasing on $`[0,1]`$.

2) If $`(p,q)U_1=\{(p,q):0<q1,p_{}(q)<pq\}`$, $`\eta _m(x)`$ has a unique local maximum on $`[0,1]`$.

3) If $`(p,q)U_2=\{(p,q):0<q1,qp1\}`$, $`\eta _m(x)`$ has a unique local maximum on $`[0,1]`$ and a unique root on $`(0,1]`$. (See Fig. )

c)For any $`\delta >0`$ there exists $`M_0=M_0(p,q,\beta ,\delta )`$ such that for $`m>M_0`$ the coordinate of the local maximum $`\widehat{x}_m[x_m(1\delta ),x_m]`$, where

$$x_m=\left(\frac{\pi ^2}{2m^2pq}\frac{v}{Vv}\right)^{\frac{1}{V+v}}$$

Proof: Differentiate the explicit formula (7) with respect to $`x`$ to determine the critical points and sets $`U_0`$, $`U_1`$, $`U_2`$. The calculation of the resonance point in $`U_1`$, $`U_2`$ requires to find two points in some neighborhood such that the derivative is strictly monotone on the interval between them, and has different signs at the extremities. $`\mathrm{}`$

Remarks:
1. The optimal tuning rule can be rewritten in the form

$$m(\epsilon )\frac{\pi }{\sqrt{2pq}}\sqrt{\frac{v}{Vv}}e^{\frac{V+v}{2\epsilon }}.$$

The maximal value of amplification is found as

$$\underset{\epsilon 0}{lim}\eta _{[m(\epsilon )]}(\epsilon )=\frac{4}{(Vv)^2}.$$

2. We also see that the spectral power amplification as a measure of quality of stochastic resonance allows to distinguish a unique time scale, find its exponential rate ($`\lambda =(V+v)/2`$) together with the pre-exponential factor.


text:
# Constraining Hadronic Superfluidity with Neutron Star Precession

## Abstract

I show that the standard picture of the neutron star core containing coexisting neutron and proton superfluids, with the proton component forming a type II superconductor threaded by flux tubes, is inconsistent with observations of long-period ($`1`$ yr) precession in isolated pulsars. I conclude that either the two superfluids coexist nowhere in the stellar core, or the core is a type I superconductor rather than type II. Either possibility would have interesting implications for neutron star cooling and theories of spin jumps (glitches).

Physical Review Letters, in press

Neutron superfluidity and proton superconductivity in neutron stars could have a number of interesting consequences for observed spin behavior and thermal evolution. Interaction of superfluid vorticity with the nuclei of the inner crust or superconducting flux tubes in the core could lead to the jumps in spin rate, glitches, seen in many neutron stars Lyne et al. (2000). The specific heat of the stellar interior is determined by the state of the matter, while neutrino emission processes which cool a young neutron star are strongly suppressed in the presence of hadronic superfluids (see, e.g., Tsuruta (1998)). The properties of condensed hadronic systems are also of interest in studies of heavy nuclei near the neutron drip line Müller and Sherril (1993) and light halo nuclei Riisager (1994). The properties of hadronic systems in beta equilibrium is therefore a central problem in both nuclear astrophysics and nuclear physics.

Reliable predictions of the pairing states of the neutron star core are not yet possible as they require extrapolation of nucleon-nucleon potentials well above nuclear saturation density, $`\rho _s2.8\times 10^{14}`$ g cm-3. The current picture of the neutron star interior posits that the outer core consists of mostly $`{}_{}{}^{3}P_{2}^{}`$ or $`{}_{}{}^{3}P_{2}^{}`$-$`{}_{}{}^{3}F_{2}^{}`$ superfluid neutrons, with about 5% of the mass in type II $`{}_{}{}^{1}S_{0}^{}`$ superconducting protons, normal electrons and fewer muons Hoffberg et al. (1970); Chao et al. (1972); Amundsen and Østgaard (1985); Wambach et al. (1993); Takatsuka (1984); Elgarøy et al. (1996); Baldo et al. (1998). Above a density $`1.7\rho _s`$, the pairing situation is essentially unknown Baldo et al. (1998).

The compelling evidence for precession in isolated pulsars Stairs et al. (2000); Cordes (1993); Shabanova et al. (2001) provides new probes of the state of a neutron star’s exotic interior. The periodic timing behavior of PSR B1828-11 and correlated changes in beam profile have been interpreted as due to precession with a period of $`1`$ yr and an amplitude of $`3^{}`$ Link and Epstein (2001); Jones and Andersson (2001); Rezania (2003). The measured precession period implies a fractional distortion of the star (in addition to its rotational distortion) of $`ϵ10^8`$. This deformation could be sustained by magnetic stresses Wasserman (2003); Cutler (2002), crust stresses Cutler et al. (2003), or a combination of the two.

The picture of the outer core I will consider is as follows. The neutron fluid rotates by establishing a triangular array of quantized vortex lines, parallel to the axis of the angular momentum of the superfluid and with an areal density of $`n_v=2m_n\mathrm{\Omega }_n/\pi \mathrm{}10^4P(\mathrm{s})^1\text{ cm}^2`$, where $`m_n`$ is the neutron mass, $`\mathrm{\Omega }_n`$ is the angular velocity of the superfluid and $`P`$ is the spin period. The average vortex spacing is $`l_vn_v^{1/2}10^2P\text{(s) cm}`$. If magnetic flux penetrates the superconducting core, it is organized into quantized flux tubes, with an areal density $`n_\mathrm{\Phi }=B/\mathrm{\Phi }_010^{19}B_{12}\text{ cm}^2`$, where $`B_{12}10^{12}B`$, $`B`$ is the average core field in Gauss and $`\mathrm{\Phi }_0\pi \mathrm{}c/e=2\times 10^7\text{ G cm}^2`$ is the flux quantum. The average spacing between flux tubes is $`l_\mathrm{\Phi }n_\mathrm{\Phi }^{1/2}3000B_{12}^{1/2}\text{ fm}`$. The magnetic field in the core of a flux tube is approximately the lower critical field for the superconducting transition, $`H_{c1}(10^{15}`$ G). Unlike the vortex array, which is expected to be nearly rectilinear, the flux tube array is likely to have a very complicated and twisted structure Ruderman et al. (1998). Hence, the vortices are entangled in the far more numerous flux tubes. In this Letter I show that this entanglement restricts the precession to be of very high frequency and low amplitude, in conflict with observations.

A flux tube has a core of normal protons; the radius of this region is of order the proton coherence length $`\xi _p30`$ fm. Outside the flux tube, the magnetic field falls off exponentially over a distance equal to the London length: $`\mathrm{\Lambda }_p80`$ fm. (Type II superconductivity occurs when $`\sqrt{2}\mathrm{\Lambda }_p>\xi _p`$). A vortex has a core of normal neutrons, of characteristic radius the neutron coherence length, $`\xi _n10`$ fm. Entrainment of protons in the neutron flow about a vortex magnetizes the vortex Alpar et al. (1984). The length scale over which the vortex’s magnetic field decays is $`\mathrm{\Lambda }_n10`$ fm. These length scales are for typical parameters of the core: a superconducting transition temperature of $`10^9`$ K, an effective proton mass of half the bare mass, a proton mass fraction of 0.05 and a total mass density of $`3\times 10^{14}`$ g cm-3 Sjöberg (1976). The protons do not rotate by establishing an array of vortices, but corotate with the crust and electron fluid approximately as a rigid body by adjusting the London current Alpar et al. (1984).

For the angular momentum of the neutron fluid to change, the vortices must move. The flux tubes in which they are entangled, however, impede their motion. As a vortex segment approaches a flux tube segment, the total magnetic energy increases (decreases) if the vortex and flux tube are aligned (anti-aligned). The energy per intersection is $`E_{\mathrm{int}}5`$ MeV, with a range $`\mathrm{\Lambda }_p`$ Chau et al. (1992); Ruderman et al. (1998). The vortices are effectively pinned against the flux array, unless they can push the flux tubes through the star, or cut through them by surmounting the numerous energy barriers. The pinning force is $`F_pE_{\mathrm{int}}/\mathrm{\Lambda }_p0.1`$ MeV fm-1 per intersection, corresponding to a force per unit length of vortex of $`f_pF_pn_\mathrm{\Phi }^{1/2}=3\times 10^{15}B_{12}^{1/2}`$ dyn cm-1. Because the core is highly conductive, vortices can push the flux tubes only very slowly Ruderman et al. (1998). Hence, unless the vortices cut through the flux tubes, the core flux tubes and vortices move together, and the crust, which is frozen to the strong field emerging from the core, approximately follows the motion of the charged fluid.

The charged fluid of the core responds to changes in its rotation rate approximately as a rigid body if magnetic stresses are sufficient to enforce corotation. In the superconducting core, magnetic stresses propagate as cyclotron-vortex waves of frequency $`\omega _{cv}=(H_{c1}B/4\pi \rho _p)^{1/2}k`$, where $`k`$ is the excitation wavenumber Mendell (1998). Taking $`k=\pi /R`$, where $`R`$ is the stellar radius, $`\rho _p=1.5\times 10^{13}`$ g cm-3 and $`B=5\times 10^{12}`$ G, gives the characteristic frequency at which magnetic stresses are communicated through the core, $`\omega _{cv,0}10`$ rad s-1. The frequency $`\omega _{cv,0}`$ represents an approximate upper limit to the precession frequency of the star as a whole.

To calculate the precession dynamics, I assume that pressure gradients and magnetic stresses force the crust and the charged fluid to move together, and refer to the charged core fluid plus crust, whose spin rate we observe, as the “body”, even though it contains $`\genfrac{}{}{0pt}{}{_<}{^{}}10`$% of the star’s mass. By the arguments given above, the core neutron fluid, which accounts for $`\genfrac{}{}{0pt}{}{_>}{^{}}90\%`$ of the stellar mass, has its angular momentum fixed to this body, through pinning of the vortices to the flux tubes. I assume that the $`{}_{}{}^{1}S_{0}^{}`$ vortices of the inner crust are not pinned to nuclei, and nearly follow the body’s rotation axis so that they have a negligible effect on the precession dynamics Link and Cutler (2002). With these idealizations, let us write the the inertia tensor of the charged fluid as the sum of a spherical piece, a centrifugal bulge that follows the instantaneous angular velocity and an oblate, biaxial deformation bulge aligned with the body’s principal axis:

$$𝑰_c=I_{0,c}𝜹+\mathrm{\Delta }I_\mathrm{\Omega }\left(𝒏_𝛀𝒏_𝛀\frac{1}{3}𝜹\right)+\mathrm{\Delta }I_d\left(𝒏_𝒅𝒏_𝒅\frac{1}{3}𝜹\right).$$
(1)
Here $`I_{0,c}`$ is the moment of inertia of the charged fluid (plus any components tightly coupled to it) when non-rotating and spherical, $`𝜹`$ is the unit tensor, $`𝒏_𝛀`$ is a unit vector along the body’s angular velocity $`𝛀_c`$, $`𝒏_𝒅`$ is a unit vector along the principal axis of inertia, $`\mathrm{\Delta }I_\mathrm{\Omega }`$ is the increase in oblateness about $`𝛀_c`$ due to rotation and $`\mathrm{\Delta }I_d`$ is the portion of the body’s deformation that is frozen in the body. Let the neutron fluid’s angular momentum vector $`𝑳_𝒏`$ be perfectly tied to the core flux tube array, so that $`𝑳_𝒏`$ is fixed with respect to the body. The total angular momentum is $`𝑳=𝑳_𝒏+𝑳_𝒄`$, where $`𝑳_𝒄`$ is the total angular momentum of the body. The Euler equations in the body frame are $`𝑰_c\dot{𝛀}_c+𝛀_𝒄\times (𝑳_𝒄+𝑳_𝒏)=0.`$ Define principal axes in the body ($`x_1`$, $`x_2`$, $`x_3`$), where $`x_3`$ is along the major principal axis ($`\widehat{x}_3=𝒏_𝒅`$). The principal moments of inertia are $`I_1=I_0+2\mathrm{\Delta }I_\mathrm{\Omega }/3\mathrm{\Delta }I_d/3=I_2=I_3(1+ϵ)^1`$, where $`ϵ\mathrm{\Delta }I_d/I_1>0`$. Let the angle between $`x_3`$ and $`𝑳_𝒏`$ be $`\alpha `$. If $`𝑳_𝒄`$, $`𝑳_𝒏`$ and $`𝛀_𝒄`$ are all aligned, the star is in a state of minimum energy for a given angular momentum and does not precess. A likely precessional state is one in which $`𝑳_𝒄`$ and $`𝑳_𝒏`$ are perturbed slightly about this stationary point. To define angles, let $`x_3`$, $`𝑳_𝒏`$, $`𝑳_𝒄`$ and $`𝛀_𝒄`$ all lie in a plane at $`t=0`$, with $`\theta `$ the angle between $`x_3`$ and $`𝑳`$, and $`\theta ^{}`$ the angle between $`𝛀_𝒄`$ and $`𝑳`$ (see Fig. 1). Linearizing Euler’s equations in $`\mathrm{\Omega }_{c1}`$, $`\mathrm{\Omega }_{c2}`$ and $`\alpha `$, gives the solutions:

$$\mathrm{\Omega }_{c1}(t)=A\mathrm{cos}\mathrm{\Omega }_pt\theta _0\mathrm{\Omega }_c,\mathrm{\Omega }_{c2}(t)=A\mathrm{sin}\mathrm{\Omega }_pt,$$
(2)
where $`\mathrm{\Omega }_pϵ\mathrm{\Omega }_c+L_n/I_1`$ is the body-frame precession frequency, and,

$$\frac{A}{\mathrm{\Omega }_c}=\alpha \frac{L_n}{I_1}\left[\frac{1}{\mathrm{\Omega }_c}+\frac{1}{\mathrm{\Omega }_p}\right]\theta \left[1+\frac{\mathrm{\Omega }_p}{\mathrm{\Omega }_c}\right],\theta _0=\alpha \frac{L_n}{I_1\mathrm{\Omega }_p}.$$
(3)
The motion of $`𝛀_𝒄`$ is a circle of angular radius $`|A|/\mathrm{\Omega }_c`$, about an axis that takes an angle $`\theta _0`$ with respect to $`x_3`$ in the $`x_1x_3`$ plane, completing one revolution in a time $`2\pi /\mathrm{\Omega }_p`$. Removing the pinned component ($`L_n=0`$) gives the familiar result of $`\mathrm{\Omega }_p=ϵ\mathrm{\Omega }_c`$, $`A/\mathrm{\Omega }_c\theta `$. Restoring the pinned neutron fluid, and taking $`L_nI_n\mathrm{\Omega }_c`$ gives $`\mathrm{\Omega }_p(I_n/I_1)\mathrm{\Omega }_c10\mathrm{\Omega }_c`$, independent of $`\alpha `$ and $`\theta `$. When $`\mathrm{\Omega }_p`$ exceeds $`\omega _{cv,0}`$, as for PSR B1828-11, the precession frequency is likely to be closer to $`\omega _{cv,0}10`$ rad s-1, still very high. As long as $`𝐋_𝐧`$ is pinned to the body, the star precesses at high frequency for any finite $`\alpha `$ or $`\theta `$.

First consider a state in which $`𝑳_𝒏`$ and $`𝑳_𝒄`$ are both aligned at $`t=0`$, but $`𝛀_𝒄`$ is not along $`𝑳`$. In this case, $`\alpha =\theta `$, giving

$$\frac{A}{\mathrm{\Omega }_c}=ϵ\theta \left(1+\frac{\mathrm{\Omega }_c}{\mathrm{\Omega }_p}\right),\theta _0=\theta \left(1ϵ\frac{\mathrm{\Omega }_c}{\mathrm{\Omega }_p}\right).$$
(4)
The angular velocity vector of the body takes a tiny circle of (angular) radius $`ϵ\theta <<\theta `$ about axis $`o`$ in Fig. 1, nearly coincident with $`𝑳`$. Since $`𝑳_𝒏`$ is fixed in the body, it too goes around $`o`$. For the wobble angle to be $`3^{}`$ with $`𝑳_𝒏`$ fixed in the body, $`\alpha <<\theta `$ is obviously required. Suppose, for example, that $`\alpha =0`$, that is, $`𝑳_𝒏`$ is aligned with $`x_3`$. Then

$$\frac{A}{\mathrm{\Omega }_c}=\theta \left(1+\frac{\mathrm{\Omega }_p}{\mathrm{\Omega }_c}\right)=(\theta +\theta ^{})\beta ,\theta _0=0.$$
(5)
Now the angular velocity of the body takes a circle about $`x_3`$, with radius $`\beta \theta `$. Relatively large-amplitude precession occurs, but still at very high frequency. For precession of large amplitude to occur at low frequency, $`𝑳_𝒏`$ must be able to closely follow the rotation axis of the body, so that the $`𝛀_𝒄\times 𝑳_𝒏`$ term in Euler’s equations becomes small compared to $`𝛀_𝒄\times 𝑳_𝒄`$. For this to happen, the neutron vortices must be able cut through the flux tubes. For $`\beta 1^{}`$, this is likely. The flow of the neutron superfluid past a vortex pinned against a flux tube creates a Magnus force per unit length of vortex at location $`𝒓`$ of $`𝒇_m=\rho _n𝜿\times ([𝛀_𝒏𝛀_𝒄]\times 𝒓)`$, where $`\rho _n`$ is the mass density of the neutron superfluid and $`𝜿`$ is a vector in the direction of the neutron vorticity with magnitude $`h/2m_n`$ Shaham (1977). For simplicity, take $`𝜿=\kappa \widehat{x}_3`$ and $`𝛀_𝒏=\mathrm{\Omega }_n\widehat{x}_3`$ and $`\mathrm{\Omega }_n=\mathrm{\Omega }_c\mathrm{\Omega }`$. At $`t=0`$, when $`𝛀_𝒏`$, $`𝛀_𝒄`$ and $`𝑳`$ all lie in the $`x_1x_3`$ plane, the angular velocity of the body is $`𝛀_𝒄=\mathrm{\Omega }(\mathrm{sin}\beta \widehat{x}_1+\mathrm{cos}\beta \widehat{x}_3)`$. The instantaneous Magnus force per unit length of vortex as a function of position in the star is, for small angles, $`𝒇_m=\widehat{x}_1\rho _n\kappa \mathrm{\Omega }\beta x_3`$. If $`f_m`$ exceeds $`f_p`$, the pinning force per unit length on a typical vortex, the vortices will cut through the flux tubes that are in their way. This condition gives $`|x_3|>f_p/\rho _n\kappa \mathrm{\Omega }\beta `$. For $`\mathrm{\Omega }=16`$ rad s-1 (PSR B1828-11), the inferred $`\beta `$ of 3 and a density $`\rho _s=3\times 10^{14}`$ g cm-3; $`|𝒇_m|`$ exceeds $`f_p=10^{16}`$ dyne cm-1 for $`|x_3|>2\times 10^2R`$, that is, the Magnus force will force the vortices through the flux tubes almost everywhere in the star. This process is highly dissipative.

As a vortex is forced through a flux tube, quantized vortex waves, kelvons, are excited, which propagate along the vortex and eventually dissipate as heat Epstein and Baym (1992). In the rest frame of a straight vortex along the $`\widehat{z}`$ axis, suppose a straight flux tube in the $`yz`$ plane approaches at speed $`v`$. Since $`\mathrm{\Lambda }_n<\mathrm{\Lambda }_p`$, the finite (magnetic) radius of the vortex can be ignored. Let the vortex and flux tube overlap at $`t=0`$. The vector separation between a point at the center of the flux tube which will coincide with the vortex at $`t=0`$ is $`𝐬(t)=vt\widehat{x}`$. As a simple model of the interaction force, consider $`𝐟_{\mathrm{int}}(𝐬(t))=F_p(s/\mathrm{\Lambda }_p)\mathrm{exp}[(1s^2/\mathrm{\Lambda }_p^2)/2]\delta (z)\widehat{x}`$, where $`\delta (z)`$, the Dirac-delta function, gives the distribution of the interaction force along the vortex (justified below).

The relative velocity between vortices and flux tubes is $`vR\mathrm{\Omega }_c\beta `$ in the initial stage that flux tubes cut through vortices; taking $`\beta `$ comparable to the observed wobble angle gives $`v=10^6`$ cm s-1 for PSR B1828-11. As a flux tube passes through a vortex, it excites kelvons of characteristic frequency $`\omega _0=v/\mathrm{\Lambda }_p`$. Kelvons on a free vortex are circularly polarized waves. The frequency of a kelvon is related to its wavenumber by $`\omega _k=\mathrm{}k^2/2\mu `$ where $`\mu `$ is the effective mass of a kelvon, given by $`\mu =m_n/\pi \mathrm{\Lambda }`$. The dimensionless parameter $`\mathrm{\Lambda }`$ is $`0.116\mathrm{ln}(k\xi _n)`$ for wavenumbers in the range $`l_v^1<<k<<\xi _n^1`$ Sonin (1987), which is easily satisfied for the characteristic wavenumber $`k_0=(2\mu \omega _0/\mathrm{})^{1/2}`$ of interest. For $`v=10^6`$ cm s-1 and $`\xi _n=10`$ fm, these relationships give $`k_0=5\times 10^4`$ fm and $`\mu =0.06m_n`$.

The total energy transferred to a vortex per scattering in a potential is given in first-order perturbation theory by Epstein and Baym (1992)

$$\mathrm{\Delta }E=\frac{\mathrm{}}{4\pi \rho _n\kappa \mu }_{\mathrm{}}^{\mathrm{}}𝑑kk^2\left|_{\mathrm{}}^{\mathrm{}}𝑑z\mathrm{e}^{ikz}_{\mathrm{}}^{\mathrm{}}𝑑t\mathrm{e}^{i\omega _kt}f_+(z,t)\right|^2.$$
(6)
Here $`f_+(z,t)𝐟_{\mathrm{int}}(z,t)𝝀^{\mathbf{}}`$ where $`𝝀^{\mathbf{}}(\widehat{x}+i\widehat{y})/\sqrt{2}`$ is the right-circularly polarized unit vector for a kelvon. Since $`k_0\mathrm{\Lambda }_p<<1`$, the flux tube exerts a highly localized force along the length of the vortex, justifying the use of the $`\delta `$-function in model for the force. To estimate the total dissipation rate in the core, take $`l_\mathrm{\Phi }n_\mathrm{\Phi }^{1/2}=(\mathrm{\Phi }_0/B)^{1/2}`$ as the average distance between intersections of a vortex line with a flux tube. The total number of vortices in the core is $`N=2\pi R^2\mathrm{\Omega }_n/\kappa `$. Taking a typical vortex length of $`R`$, gives a total dissipation rate in the core of $`\dot{E}\genfrac{}{}{0pt}{}{_>}{^{}}Nn_\mathrm{\Phi }Rv\mathrm{\Delta }E`$, or

$$\frac{dE}{dt}\genfrac{}{}{0pt}{}{_>}{^{}}4\frac{F_p^2R^3\mathrm{\Omega }_nB}{\rho _n\kappa ^2\mathrm{\Phi }_0}\left(\frac{2\mu \mathrm{\Lambda }_pv}{\mathrm{}}\right)^{1/2},$$
(7)
a lower limit, since the excitation of flux tubes, which is also dissipative, was ignored. Different choices for the dependence of the interaction force on $`𝐬`$ give the same scaling on the parameters appearing in eq. (7), with slightly different numerical factors. The use of eq. (6) assumes that cuttings of the vortex at different locations can be treated as separate events, with the excitations due to different cuttings adding incoherently. This will be the case as long as $`k_0l_\mathrm{\Phi }1`$. For $`v=10^6`$ cm s-1 and $`B_{12}=1`$, $`k_0l_\mathrm{\Phi }`$ is $`2`$, so the approximation of kelvons as distinct wavepackets is a somewhat crude one, but the lower limit in eq. (7) should be a reasonable estimate for the velocities of interest. Taking $`v=10^6`$ cm s-1, $`\mu =0.06m_n`$, $`R=10`$ km $`\mathrm{\Lambda }_p=80`$ fm and $`F_p=0.1`$ MeV fm-1 gives a dissipation rate of $`dE/dt10^{41}`$ erg s-1. Now consider the excess rotational energy of the precessing star. The energy in the body $`E_{\mathrm{rot}}`$ is related to the energy in the inertial frame $`E_0`$ by $`E_{\mathrm{rot}}=E_0𝑳𝛀`$. Most of the angular momentum is in the neutrons, so $`𝑳𝑳_𝒏`$. The excess rotational energy is thus $`\mathrm{\Delta }E_{\mathrm{rot}}I_n\mathrm{\Omega }_n^2\beta ^2/22\times 10^{44}`$ erg. The characteristic damping time is $`\tau _d\mathrm{\Delta }E_{\mathrm{rot}}(dE/dt)^1\genfrac{}{}{0pt}{}{_<}{^{}}1`$ hr. Over this short timescale, the precession damps to small amplitude. When $`\beta `$ is $`\genfrac{}{}{0pt}{}{_<}{^{}}0.06^{}`$, the Magnus force cannot drive the vortices though the flux tubes anywhere in the star; $`𝑳_𝒏`$ is now fixed in the body, and therefore cannot follow the total angular momentum, so the star precesses at frequency $`\mathrm{\Omega }_p\omega _{cv,0}10`$ rad s-1. In general, then, long-period precession is not possible.

To summarize, these estimates show that a neutron star core containing coexisting neutron vortices and proton flux tubes cannot precess with a period of $`1`$ yr. Since $`\mathrm{\Omega }_p=ϵ\mathrm{\Omega }_c+L_n/I_1`$, the fraction of the neutron component’s moment of inertia that is pinned against flux tubes must be $`ϵ10^8`$. Hence, observations require that neutron vortices and proton flux tubes coexist nowhere in the star. Either the star’s magnetic field does not penetrate any part of the core that is a type II superconductor, which seems highly unlikely, or at least one of the hadronic fluids is not superfluid. This latter possibility appears unlikely in the face of pairing calculations which predict coexisting neutron and proton superfluids in the outer core Hoffberg et al. (1970); Chao et al. (1972); Amundsen and Østgaard (1985); Wambach et al. (1993); Takatsuka (1984); Elgarøy et al. (1996); Baldo et al. (1998).

If the core is a type I superconductor, at least in those regions containing vortices, the magnetic flux could exist in macroscopic normal regions that surround superconducting regions that carry no flux. In this case, the magnetic field would not represent the impediment to the motion of vortices that flux tubes do, and the star could precess with a long period. Perhaps PSR B1828-11 and other precession candidates are giving us the first clue that neutron stars contain a type I superconductor. Another, strange possibility, is that “neutron stars” are in fact composed of strange quark matter Alcock et al. (1986).

The possibilities discussed above have interesting implications for models of neutron star spin and thermal evolution. Glitch models that rely on vortex-flux tube interactions, e.g., Ruderman et al. (1998), would no longer apply, leaving the inner crust superfluid as a possible origin of glitches 11endnote: 1Evidence that glitches originate in the inner crust follows from angular momentum considerations showing that glitches involve $`1\%`$ of the star’s moment of inertia on average in most neutron stars Link et al. (1999).. The URCA reactions, which are strongly suppressed in regions where both neutrons and protons are superfluid, could be significantly increased if macroscopic regions of the core are normal, affecting the thermal evolution of young neutron stars.

###### Acknowledgements.

I thank R. I. Epstein, C. Thompson and I. Wasserman for valuable discussions. This work was supported by the National Science Foundation under Grant No. AST-0098728.