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# On the Range of Validity of Integral Transform Methods in Tsallis Statistical Mechanics

## 1 Introduction

In 1988, Tsallis postulated a new entropy function . He was, in part, motivated by the difficulties of the standard thermodynamics with nonextensive systems. Since that time, his methods have found various applications. (See references  to .)

One of the main difficulties in using the Tsallis formalism is the proper incorporation of the constraints. The calculation of thermodynamical quantities in this generalized scheme is more involved than in the usual statistics, frequently making necessary the recourse to numerical approaches.

Analytic approaches, however, have great value because because these may suggest new approximation schemes where numerical methods might fail. An example of these analytic methods are integral transform methods.

It has been claimed that the Tsallis partition function is an integral transform of the corresponding q=1 partition function. Tsallis, Prato, and Lenzi have developed various integral transform formulae.

Intergral transform formulae have been used in the past to study the Tsallis statistical mechanics of the classical ideal gas, black body radiation , and two-dimensional self-gravitating systems, among others. If Hilhorst-type formulae are invalid for some values of $`q`$, then these systems need to be restudied for these values of $`q`$.

Our task is to reexamine the derivation of the integral transform formulae, and to examine their respective domains of validity. In the following discussion, we concentrate on the canonical ensemble. In particular, we use the unnormalized constraints formalism.

### 1.1 The Hilhorst Formula

The Tsallis partition function for the canonical ensemble is

$`Z_q={\displaystyle \underset{i}{}}(1+\beta (q1)H_i)^{\frac{1}{1q}}`$ (1)
Note that this is a restricted sum; the sum is only over all states for which $`1+\beta (q1)H_i0`$. The $`H_i`$’s are the eigenvalues of the Hamiltonian.

It is now convenient to introduce the Gamma function so that the power law form may be written as an integral of an exponential. The representation of the Gamma function to be used is given by

$`\mathrm{\Gamma }(y)=x^y{\displaystyle _0^{\mathrm{}}}t^{y1}\text{e}^{xt}\text{dt}`$ (2)
$`\text{where Re(x)}>0,\text{Re(y)}>0.`$.

From (2), it can easily be seen that, for $`\text{Re(x)}>0,\text{Re(y)}>0.`$

$`x^y`$ $`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(y)}}{\displaystyle _0^{\mathrm{}}}t^{y1}\text{e}^{xt}\text{d}t`$ (3)
Setting $`x=1+\beta (q1)H_i`$, and $`y=\frac{1}{q1}`$, the expression for $`p_i`$ may be written as

$`[1+\beta (q1)H_i]^{\frac{1}{1q}}={\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}`$
$`{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}\text{e}^{t[1+\beta (q1)H_i]}\text{d}t`$ (4)
where $`\text{Re}(1+\beta (q1)H_i)>0`$, $`q>1`$.

Previous workers then went on to substitute (4) into the partition function to obtain

$`Z_q`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}\text{e}^{t[1+\beta (q1)H_i]}\text{d}t`$ (5)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}{\displaystyle \underset{i}{}}\text{e}^{t[1+\beta (q1)H_i]}\text{d}t`$ (6)
$`=`$ $`{\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}\text{e}^t{\displaystyle \underset{i}{}}\text{e}^{t[\beta (q1)H_i]}\text{d}t`$ (7)
Previous workers then went on to write

$`Z_q={\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}\text{e}^tZ_1(t(q1)\beta )\text{d}t`$ (8)
This is called the Hilhorst formula.

### 1.2 The Lenzi formula

In this section, the derivation of the Lenzi formula, is reviewed.

To obtain the Lenzi formula, consider the following representation of the Gamma function:

$`{\displaystyle \frac{1}{\mathrm{\Gamma }(z)}}={\displaystyle \frac{\text{exp}(ab)b^{1z}}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\text{e}^{itb}}{(a+\text{i}t)^z}}\text{d}t`$ (9)
with $`a>0`$,$`b>0`$, Re($`z`$)$`>0`$, and $`\pi /2<\text{arg}(a+\text{i}t)<\pi /2`$.

Setting $`a=1`$, $`b=1+\beta (q1)H`$, and $`z=\frac{1}{(1q)}+1`$, it may be seen that

$`[1+\beta (q1)H_i]^{\frac{1}{1q}}={\displaystyle _{\mathrm{}}^{\mathrm{}}}K_q(t)\text{e}^{((1+\text{i}t)(1q)\beta H)}\text{d}t`$ (10)
where

$`K_q(t)={\displaystyle \frac{\mathrm{\Gamma }[(2q)/(1q)]}{2\pi }}{\displaystyle \frac{\text{exp}(1+\text{i}t)}{(1+\text{i}t)^{(2q)/(1q)}}}`$ (11)
From the form of the partition function (16), and from (10) the Tsallis partition function was written as

$`Z_q`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_q(t)\text{e}^{((1+\text{i}t)(1q)\beta )H}\text{d}t`$ (12)
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}K_q(t){\displaystyle \underset{i}{}}\text{e}^{((1+\text{i}t)(1q)\beta )H}\text{d}t`$ (13)
The expression $`_i\text{e}^{((1+\text{i}t)(1q)\beta )H}`$ was then identified in previous works as

$`Z_1((1+\text{i}t)(1q)\beta )={\displaystyle \underset{i}{}}\text{e}^{((1+\text{i}t)(1q)\beta )H}`$ (14)
Using (14), the $`q<1`$ partition function was written as

$`Z_q={\displaystyle _{\mathrm{}}^{\mathrm{}}}K_q(t)\text{e}^tZ_1((1+\text{i}t)(1q)\beta )\text{d}t`$ (15)
This expression is called the Lenzi formula.

The Prato formula  was obtained in a manner similar to the way the Lenzi formula was obtained. The only difference is in the expression for the Gamma function. The Gamma function Prato used was expressed as a contour integral, and it may be shown (by a suitable deformation of the contour ) that the Prato and Lenzi formulae are equivalent.

## 2 How one can go wrong with integral transform methods

We now reexamine the range of validity of the various integral transform methods. As we have stated, integral transform formulae are important because they allow us, when these formulae are valid, to express the Tsallis partition function of a given system in terms of the $`q=1`$ or Boltzmann-Gibbs partition function. Unfortunately, as we now show, integral transform methods are valid only under some restrictive conditions.

These restrictive conditions have their roots in the positive-definite probability requirement. In deriving the Hilhorst formula, the sum $`_i\text{e}^{t\beta (q1)H_i}`$ was identified as the $`q=1`$ partition function, with $`\beta `$ replaced by $`t\beta (q1)`$. Only when this identification is valid may we deduce (8) from (7)

This identification will not be valid for all cases because the sum in (2) is a restricted sum. That is, we only include states for which $`[1+\beta (q1)H]0`$. On the other hand, for the $`q=1`$ partition function, we have an unrestricted sum. Thus, only when the unrestricted sum is equal to the restricted sum will the integral transform formulae be valid.

The Hilhorst formula will be valid when $`q>1`$ and all the eigenvalues $`H_i`$ of the Hamiltonian satisfy the inequality $`H_i\frac{1}{\beta (q1)}`$. The set of positive definite Hamiltonians will obviously satisfy this requirement. Even if the Hamiltonian is not positive definite, there will be a range of values of $`q>1`$ and $`\beta `$ for which the Hilhorst formula will be valid. The Hilhorst formula will be valid when the greatest lower bound of the set of eigenvalues of the Hamiltonian is greater than or equal to $`\frac{1}{\beta (q1)}`$.

In the derivation of the Lenzi formula, the sum $`_i\text{e}^{((1+\text{i}t)(1q)\beta )H}`$ was identified as the $`q=1`$ partition function where $`\beta `$ is replaced by $`(1+\text{i}t)(1q)\beta `$. But this sum is a restricted sum; we must sum only over all states for which $`1+\beta (q1)H0`$. Only when the restricted sum is equal to the unrestricted sum will the formulae of Prato and of Lenzi be valid.

The Lenzi and the Prato formula will obviously be valid when $`q<1`$ and the Hamiltonian is negative definite. In fact, Lenzi and the Prato formulae will be valid if $`q<1`$ and the least upper bound of the eigenvalues of the Hamiltonian is less than or equal to $`\frac{1}{\beta (1q)}`$.

In general, if the Hamiltonian has both positive and negative values, we may not use the Hilhorst, the Prato nor the Lenzi integral transform formulae. To be able to apply integral transform methods, we need to derive formulae that work under less restrictive conditions.

## 3 Integral Transform Formulae for One-Dimensional Gases

The derivation of more general formulae for one-dimensional gases is done here. Along the way, we will show an interesting feature of Tsallis statistical mechanics: for some values of $`\beta `$, inaccessible regions of phase space may begin to appear. These inaccessible regions appear because of the positive probability requirement. The appearance of these inacessible regions in phase space is the reason for the failure of integral transform methods for some values of $`q`$. Thus, previous workers who used the integral transform methods neglected, at some point in their derivation, to take the positive probability requirement into account. This means their results need to be reexamined.

In the following discussion, we concentrate on the canonical ensemble. In particular, we use the unnormalized constraints formalism.

### 3.1 The $`q<1`$ case

The Tsallis partition function for the canonical ensemble is

$`Z_q={\displaystyle \underset{i}{}^{}}(1+\beta (q1)H_i)^{\frac{1}{1q}}`$ (16)
The prime in the summation means we have a restricted sum; we sum only over all states for which $`1+\beta (q1)H_i0`$. The $`H_i`$’s are the eigenvalues of the Hamiltonian.

It must be noted that in previous work, the restriction of positive definite probabilities was not built into the notation. This ambiguity in the notation led to conclusions which are difficult to justify physically because the positive probability requirement was forgotten.

Now suppose that we have a system of N identical particles in 1-dimension, with a Hamiltonian of the form

$`H={\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{p_i^2}{2m}}+U(x_1,\mathrm{},x_N)`$ (17)
Let us assume that the particles are confined in a box of length L. Then the partition function becomes

$`Z_q={\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N{\displaystyle \text{d}p_1\mathrm{}\text{d}p_N[1+\beta (q1)H]^{1/(1q)}}`$ (18)
again, the integration is only over states for which $`1+\beta (q1)H0`$. Now suppose that the potential and $`\beta `$ have values within the box so that $`1+\beta (q1)U(x_1,\mathrm{},x_N)>0`$. Then

$`\left[1\beta (1q){\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \frac{p_i^2}{2m}}+U(x_1,\mathrm{},x_N)\right]^{1/(1q)}`$
$`=[1+\beta (q1)U]^{1/(1q)}\left[1{\displaystyle \frac{\beta (1q)_{i=1}^N\frac{p_i^2}{2m}}{1\beta (q1)U}}\right]^{1/(1q)}`$ (19)
We now use spherical coordinates in momentum space. We set $`_i^Np_i^2=P^2`$, and note that the volume of an N-shell is $`\text{d}V(P)=\frac{\pi ^{N/2}NP^{N1}}{(N/2)!}\text{d}P`$.

We may introduce the momentum cut-off explicitly in the following manner: Let

$`P_f(\beta )=\sqrt{{\displaystyle \frac{2m[1\beta (1q)U]}{\beta (1q)}}}.`$ (20)
From the positive probability requirement, we wish to sum over all states for which $`PP_f(\beta )`$. Thus we may write

$`Z_q`$ $`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N{\displaystyle \text{d}p_1\mathrm{}\text{d}p_N[1+\beta (q1)H]^{1/(1q)}}`$ (21)
$`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N(1\beta (1q)U)^{1/(1q)}`$
$`\times {\displaystyle _0^{P_f(\beta )}}\text{d}P{\displaystyle \frac{\pi ^{N/2}NP^{N1}}{(N/2)!}}[1{\displaystyle \frac{P^2}{P_f(\beta )^2}}]^{\frac{1}{1q}}`$
$`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N(1\beta (1q)U)^{1/(1q)}`$
$`\times {\displaystyle \frac{\pi ^{N/2}N}{(N/2)!}}{\displaystyle _0^{P_f(\beta )}}P^{N1}\text{d}P\left[1{\displaystyle \frac{P^2}{P_f(\beta )^2}}\right]^{\frac{1}{1q}}`$
Note that the integral over the momenta can be evaluated using the Beta function

$`B(p,q)`$ $`=`$ $`2{\displaystyle _0^1}x^{2p1}(1x^2)^{q1}={\displaystyle \frac{\mathrm{\Gamma }(p)\mathrm{\Gamma }(q)}{\mathrm{\Gamma }(p+q)}}`$ (22)
where $`\text{Re}(p)>1`$, and $`\text{Re}(q)>1`$.

We then get, using the change of integration variables $`P=P_f(\beta )x`$

$`{\displaystyle _0^{P_f}}`$ $`\text{d}PP^{N1}\left[1{\displaystyle \frac{P^2}{P_f(\beta )}}\right]^{\frac{1}{1q}}`$ (23)
$`=`$ $`\left[1\beta (1q)U\right]^{\frac{N}{2}}\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{\frac{N}{2}}{\displaystyle _0^1}\text{d}x(1x^2)^{\frac{1}{1q}}x^{N1}`$
$`=`$ $`2\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}[1\beta (1q)U]^{N/2}B({\displaystyle \frac{N}{2}},1+{\displaystyle \frac{1}{1q}})`$ (24)
Substituting the expression in (24) into the expression for the partition function (21), we obtain

$`Z_q`$ $`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N(1\beta (1q)U(x_1,\mathrm{},x_N))^{N/2+1/(1q)}{\displaystyle \frac{\pi ^{N/2}N}{(N/2)!}}`$ (25)
$`\times 2\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}B({\displaystyle \frac{N}{2}},1+{\displaystyle \frac{1}{1q}})`$
Using the expression for the Beta function in terms of Gamma functions, and using the properties of the Gamma function, we may simplify (25)

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!\mathrm{\Gamma }((1/(1q))+(N/2)+1)}}`$ (26)
$`\times {\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N[1\beta (1q)U(x_1,\mathrm{},x_N)]^{N/2+1/(1q)}`$
Note that this expression is only valid when $`1\beta (1q)U>0`$ over the region of integration. If we wish to consider ranges of $`\beta `$, or potentials $`U`$ for which this restriction does not hold, we get the formula

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!\mathrm{\Gamma }((1/(1q))+(N/2)+1)}}`$ (27)
$`\times {\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N[1\beta (1q)U(x_1,\mathrm{},x_N)]^{N/2+1/(1q)}`$
$`\times \theta (1\beta (1q)U(x_1,\mathrm{},x_N))`$
where the step function $`\theta (x)`$ is defined as

$`\theta (x)`$ $`=`$ $`1\text{when}x0`$ (28)
$`=`$ $`0\text{when}x<0`$
We now introduce the Gamma function because we wish to write a power law form as an integral of an exponential. The relevant representation of the Gamma function was used in the papers of Lenzi ,, and is given by :

$`{\displaystyle \frac{1}{\mathrm{\Gamma }(z)}}={\displaystyle \frac{\text{exp}(ab)b^{1z}}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\text{e}^{itb}}{(a+\text{i}t)^z}}\text{d}t.\text{where}b>0`$ (29)
From (29), we have

$`b^{z1}={\displaystyle \frac{\mathrm{\Gamma }(z)\text{exp}(ab)}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\text{e}^{itb}}{(a+\text{i}t)^z}}\text{d}t\text{where}b>0`$ (30)
Setting $`a=1`$, $`b=1\beta (1q)U`$, and $`z=\frac{N}{2}+\frac{1}{1q}+1`$, we have

$`[1\beta (1q)U]^{\frac{N}{2}+\frac{1}{1q}}={\displaystyle \frac{\mathrm{\Gamma }(\frac{N}{2}+\frac{1}{1q}+1)}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\text{e}^{1+it}\text{e}^{(1+it)\beta (1q)U}}{(1+\text{i}t)^z}}\text{d}t`$ (31)
Substituting (31) into (27), we get

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!\mathrm{\Gamma }((1/(1q))+(N/2)+1)}}`$ (32)
$`\times {\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N{\displaystyle \frac{\mathrm{\Gamma }(\frac{N}{2}+\frac{1}{1q}+1)}{2\pi }}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle \frac{\text{e}^{1+it}\text{e}^{(1+it)\beta (1q)U}}{(1+\text{i}t)^z}}\text{d}t`$
$`\times \theta (1\beta (1q)U(x_1,\mathrm{},x_N))`$
Interchanging the order of integration, we get

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!2\pi }}`$ (33)
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}t{\displaystyle \frac{\text{e}^{1+it}}{(1+\text{i}t)^{\frac{N}{2}+\frac{1}{1q}+1}}}`$
$`\times {\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N\text{e}^{(1+it)\beta (1q)U}\theta (1\beta (1q)U)`$
The presence of the step function in (33) tells us that if $`\beta `$ is large enough, then there ought to be inaccessible particle configurations.

Note that this expression may be further simplified if the Hamiltonian or the parameter $`\beta `$ is such that the condition $`1\beta (1q)U>0`$ is satisfied for every point in configuration space. If this condition is satisfied, then the expression for the $`q<1`$ partition function reduces to

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!2\pi }}`$ (35)
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}t{\displaystyle \frac{\text{e}^{1+it}}{(1+\text{i}t)^{\frac{N}{2}+\frac{1}{1q}+1}}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N\text{e}^{(1+it)\beta (1q)U}`$
$`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}\mathrm{\Gamma }(1/(1q)+1)}{h^NN!2\pi }}`$
$`\times {\displaystyle _{\mathrm{}}^{\mathrm{}}}\text{d}t{\displaystyle \frac{\text{e}^{1+it}}{(1+\text{i}t)^{\frac{N}{2}+\frac{1}{1q}+1}}}Z_{conf}((1+it)\beta (1q))`$
Let us now discuss this very interesting result. First, the presence of the step function in (33) tells us that if $`\beta `$ is large enough, then there ought to be inaccessible particle configurations. That is, there exist points in phase space that become inaccessible if we lower the temperature. This is in contrast to the usual Gibbsian statistics, where lowering the temperature decreases, but does not totally wipe out, the possibility of the system being in high energy states.

Second, when $`1\beta (1q)U>0`$ for every point in configuration space, then there is an exact relationship between the Tsallis partition function and the Gibbs configuration partition function. So, for potential energy functions that are bounded from above, there is a temperature range for which (35) is valid.

### 3.2 The $`q>1`$ case

We now consider the $`q>1`$ case. Again we pay careful attention to the restriction of positive definite probabilities. The derivation is similar but not totally identical to the derivation of the Hilhorst formula

Again, consider the partition function(18)

$`Z_q={\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N{\displaystyle \text{d}p_1\mathrm{}\text{d}p_N[1+\beta (q1)H]^{1/(1q)}}`$ (36)
We must integrate over the region of phase space for which $`1+\beta (q1)H>0`$. Again, we introduce spherical coordinates so that we may write

$`Z_q^{(1)}`$ $`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N(1\beta (1q)U(x_1,\mathrm{},x_N))^{1/(1q)}`$ (37)
$`\times {\displaystyle _0^{\mathrm{}}}\text{d}P{\displaystyle \frac{\pi ^{N/2}NP^{N1}}{(N/2)!}}[1{\displaystyle \frac{\beta (1q)}{1\beta (1q)U}}{\displaystyle \frac{P^2}{2m}}]^{\frac{1}{1q}}`$
$`\times \theta \left(U{\displaystyle \frac{1}{\beta (1q)}}\right)`$
and

$`Z_q^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{N!h^N}}{\displaystyle _0^L}\text{d}x_1\mathrm{}{\displaystyle _0^L}\text{d}x_N(1\beta (1q)U(x_1,\mathrm{},x_N))^{1/(1q)}`$ (38)
$`\times {\displaystyle _{\sqrt{\frac{2m[1\beta (1q)U]}{\beta (1q)}}}^{\mathrm{}}}\text{d}P{\displaystyle \frac{\pi ^{N/2}NP^{N1}}{(N/2)!}}[1{\displaystyle \frac{\beta (1q)}{1\beta (1q)U}}{\displaystyle \frac{P^2}{2m}}]^{\frac{1}{1q}}`$
$`\times \theta \left({\displaystyle \frac{1}{\beta (1q)}}U\right)`$
The full partition function is given by

$`Z_q=Z_q^{(1)}+Z_q^{(2)}`$ (39)
Let us now examine our results. The first term in the expression (39) for the full partition function reduces to the Hilhorst formula when the Hamiltonian is positive definite.

The second term represents the correction to the Hilhorst formula when the Hamiltonian is not positive definite. Note that the presence of the step function tells us that whenever $`\left(\frac{1}{\beta (1q)}U\right)>0`$ for a given point in configuration space, then there is a lower limit to the allowed kinetic energies.

There is a problem with these expressions that we were unable to address: the convergence of the integrals in expressions (37) and(38). If the integrals in (37) and in (38)do not converge for a given value of q, then there might be reason to suppose that the probability distributions obtained are unnormalizable.

## 4 Simple Applications

### 4.1 The Ideal Gas

The ideal gas is the simplest classical gas.

We now reconsider the ideal gas within the unnormalized constraints formalism. Since the Hilhorst formula is valid for the ideal gas in the $`q>1`$ regime and the since the $`q>1`$ partition function has already been worked out correctly , we work out the one-dimensional, $`q<1`$ case. Since the potential is always zero, we may use the results of the previous section to immediately write the partition function as

$`Z_q`$ $`=`$ $`\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{4\pi ^{N/2}L^N\mathrm{\Gamma }(1/(1q)+1)}{h^NN!\mathrm{\Gamma }((1/(1q))+(N/2)+1)}}`$ (40)
On the other hand, Prato’s formula leads to the result

$`Z_q^{Prato}=\left({\displaystyle \frac{2m}{\beta (1q)}}\right)^{N/2}{\displaystyle \frac{2\pi ^{N/2}L^N\mathrm{\Gamma }(1/(1q)+1)}{h^NN!\mathrm{\Gamma }((1/(1q))+(N/2)+1)}}`$ (41)
Evidently, $`Z_q^{Prato}<Z_q`$. This is understandable because negative probability states are included in the expression for the $`q<1`$ partition function.

### 4.2 The Tonks gas

The Tonks gas is a one-dimensional gas with a hard-core potential energy function. If the particles are a distance greater than $`a`$, then they act like free particles. However, they cannot be nearer to each other than the distance $`a`$ because the potential energy becomes infinite. In equations, the Tonks potential between two particles, (called the ith and jth particles) is given by

$`V_{Tonks}(x_ix_j)`$ $`=`$ $`0x_ix_j>a`$ (42)
$`=`$ $`\mathrm{}x_ix_ja`$
It has been shown that the Tonks gas configuration partition function, in the Boltzmann-Gibbs treatment, is of the form

$`Z_{conf}^{Tonks}={\displaystyle \frac{(L(N1)a)^N}{N!}}.`$ (43)
Note that the Hamiltonian of the Tonks gas is positive definite. Thus, the Hilhorst formula may be used to evaluate the $`q>1`$ partition function. Substituting the form of the Tonks gas Boltzmann-gibbs partition function into the expression

$`Z_q={\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{1}{q1})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{2q}{q1}}\text{e}^tZ_1(t(q1)\beta )\text{d}t,`$ (44)
the following is readily obtained

$`Z_q^{Tonks}={\displaystyle \frac{(L(N1)a)^N}{N!\mathrm{\Gamma }\left(\frac{1}{q1}\right)}}\left({\displaystyle \frac{2m\pi }{\beta (q1)}}\right)^{N/2}\mathrm{\Gamma }\left({\displaystyle \frac{2q}{q1}}\right)`$ (45)
## 5 Conclusion

The positive probability requirement (or the need for cut-off conditions) is a feature of Tsallis statistics that is not found in the usual statistics. It is this requirement that makes Tsallis statistics interesting and computationally nontrivial.

We chose to work within the unnormalised constraints formalism purely for mathematical convenience. There are, however, other Tsallis formalisms aside from the unnormalised constraints formalism. There is therefore a need for a reinvestigation of these other formalisms in the light of the positive probability requirement.

We have shown, within the unnormalised constraints formalism, how integral transform methods may fail for some values of the parameter $`q`$. The failure of integral transform method emerges from the appearance of innaccessible phase space configurations; these innaccesible phase space configurations in turn arise from the positive probability requirement.

We then worked out expressions for the $`q<1`$ and $`q>1`$ Tsallis partition function for one-dimensional gases made of identical particles that agree with the positive probability requirement. We were able to apply the formulae we obtained to the case of the Ideal Gas and the Tonks gas.

## Acknowledgments

The authors would like to acknowledge the assistance of Mr. Augusto Morales,Jr.


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# Elucidation of the disulfide folding pathway of hirudin by a topology-based approach

## I Introduction

The characterisation of the folding pathway of proteins is one of the fundamental problems in molecular biology and is under an increasing scientific attention due to the continuous advancements in experimental and theoretical biochemistry. After the work of Anfinsenanfinsen , who demonstrated that ribonuclease unfolds and refolds reversibly into its native (active) three-dimensional structure, it has generally been accepted that the primary sequence usually contains sufficient information to direct the complete folding process. What typically remains elusive to experimental and theoretical investigations is the pathway of this spontaneous process and the mechanisms that govern it.

A considerable progress in this direction is possible for proteins containing native disulfide bonds. The formation of disulfide bonds during the folding process can be controlled experimentally through the use of an appropriate thioldisulfide redox couple and thiol quenching agentcreighton ; Cre92 ; Weis91 . By these means the regeneration process can be halted, the intermediate species can be trapped, isolated and characterised. Historically, one of the most investigated proteins containing disulfide bonds has been the bovine pancreatic trypsin inhibitor (BPTI). Starting with the work of Creighton Cre75  a series of crucial studies have accumulated a wealth of evidence in favour of the existence of partially structured intermediates along the protein folding pathway. Despite these efforts, the detailed characterisation of the intermediates turned out to be a delicate experimental matter and there is still not a universal agreement on whether intermediates contain native or non-native disulfide bondsWeis91 ; Weis92 ; Cre92  and if there exists more than one pathwayScher87 ; Weis91 . In this context, the use of theoretical and computational tools Cam95 ; Cam95b ; AS00 ; TKD ; CKS02  has been extremely useful in complementing the experimental findings with a more precise characterisation of the folding pathway, albeit obtained for models that greatly simplify the complexity of the real system.

In this paper we propose a theoretical scheme to study the folding of proteins with disulfide bonds by suitably exploiting the (known) protein native structure. At a general level our strategy falls in the class of approaches that build on the importance of the native state topology in steering the folding processGo , that is in bringing into contact pairs of amino-acid that are found in interaction in the native state. In the past few years an increasing number of experimental and theoretical studies have confirmed the utility of these approaches in the characterisation of various aspects of protein folding processes Miche99b ; ME99 ; AB99 ; GF99 ; M00 ; Bak2000 ; CNO00 ; memb ; hiv ; cieplak ; ZK99 ; SNGB98 ; Plotkin01 . In the present work we try to generalise this strategy by adding a suitable treatment of disulfide bonds accounting both for their strength as well as their capability to undergo intra-molecular reshuffling.

In order to validate this approach we investigate the folding process of the N-terminal core domain of hirudin HM2 from the blood-sucking leech Hirudinaria manillensis Scac93 . Hirudins are the most potent and specific inhibitors of thrombin (a key enzyme in blood coagulation) identified so far, and they are currently used as effective anticoagulants. Hirudin HM2 is composed of a compact N-terminal domain (residues 1-47) stabilised by three disulfides (Cys6-Cys14, Cys16-Cys28, Cys22-Cys37) and a highly flexible, negatively charged C-terminal tail. Structural studies conducted on several leech-derived disulfide-rich small proteins (i.e., hirudin, decorsin, and antistasin) reveal that although these proteins display negligible sequence similarity and different function they share a common disulfide topology and 3D fold Krez94 , suggesting that leeches use the same protein scaffold but different binding epitopes to affect hemostasis. Notably, it has been found that these leech antihemostatic proteins possess a T-knot scaffold closely similar to that observed for other unrelated proteins, including b-transforming growth factors, wheat germ agglutinins and snake venom toxins Lin95 ; Bol98 . In this view, the results of our study may have relevant and more general implication on the elucidation of the folding pathway(s) of other protein systems.

The first experimental attempts to identify the folding pathway of Hirudin date back to the studies of Otto and Seckler who argued that Hirudin could be a viable alternative to BPTI and showed that it was experimentally feasible to obtain and follow its unfolding/refolding processesOS91 . As for the case of BPTI, also Hirudin has been studied in different experiments OS91 ; Chat93 ; Def95 ; Scher97  leading to alternative formulations of its folding pathway Chat93 ; Scher97 . In particular when dissolved atmospheric oxygen was used as oxidising agent, the folding process appeared to occur first through the establishment of three non-native (scrambled) disulfides and later through their slow rearrangement into the native bonding pattern. On the contrary, no evidence for the importance of these fully-oxidised disordered intermediates was found in the experiments of Thannauser et al. carried out using oxidised DL-ditiothreitol (DTTox).

These alternative views prompted the present investigation of the Hirudin pathway within a topology-based model. To ascertain that, despite its simplified nature, the model was suitable to characterize the main aspects of the folding process we have first tuned and validated it against the set of experimental measurements provided in ref. Scher97 . Based on the success of this comparison we have undertaken a detailed characterisation of the folding process by monitoring quantities inaccessible in previous experiments. Our study confirms the experimental evidence of ref. Scher97  suggesting that, under a certain set of experimental conditions, the rate-limiting step of the refolding process involves a transition from a species with two disulfides to ones with the three native disulfidesScher97 . A detailed analysis of the numerical dynamical trajectories further reveals the precise order of formation of the disulfide bonds.

## II Theory and results

The starting point of our analysis is the 1-47 fragment of HirudinDef95  resolved by NMR Nic97  shown in Fig. 1 (see Methods and Materials Section). The fragment under consideration contains three disulfide bonds between residues 6-14, 16-28, 22-37 and differs from the whole protein because it lacks the 18-residues long tail; this tail plays an important role in the biological activity of the protein. However, it is highly mobile due to the virtual absence on any non-covalent contacts with the 1-47 globular fragment. For this reason we neglected the Hirudin tail in our numerical characterisation of the folding process.

The effective energy scoring function that we adopted belongs to the class of topology-based Hamiltonians Go ; GA81 . The knowledge of the above mentioned native structure, $`\mathrm{\Gamma }^N`$, is exploited to construct an effective energy function that admits $`\mathrm{\Gamma }^N`$ as the lowest energy state. The simplest form of such energy function is as follows:

$$E(\mathrm{\Gamma })=\mathrm{\Delta }_{ij}(\mathrm{\Gamma }^N)\mathrm{\Delta }_{ij}(\mathrm{\Gamma }),$$
(1)
where $`E(\mathrm{\Gamma })`$ is the energy of a trial conformation $`\mathrm{\Gamma }`$ and $`\mathrm{\Delta }(\mathrm{\Gamma })`$ is its contact matrix, whose elements are 1  if amino acids $`i`$ and $`j`$ are \[not\] in interaction. A standard criterion based on $`C_\alpha `$ or $`C_\beta `$ distance of pairs of amino acids is used to decide whether two amino acids are interacting.

In the simple case of eqn. (1) the energy minimum is attained when all native bonds are established. Such native interactions are weighted equally. This is a simplification that can be justified when the effective amino acid interactions in the protein are of comparable strength and has the advantage of keeping the model transparent by avoiding the use of imperfect energy parametrisation maiorov:92 ; thomas:96:pnas ; stabloc ; chang .

It is important to notice that the equal weighting of native contacts does not imply that, in a thermalised ensemble, they are formed with equal probability. In fact, it is the complex interplay of energy and structural entropy that dictates the most probable routes to the native state from an unfolded conformation as well as the presence of rate-limiting steps due to the establishment of crucial sets of native contactshiv .

In the present study, the equal weighting of native contacts does not appear to be a good starting point since one has to account for the very energetic disulfide bridges that can occur between pairs of Cys. For this reason, in place of (1) we adopt a scoring function consisting of two terms (see also section Methods and Materials):

$$=V_{nss}+\mu V_{ss}.$$
(2)
$`V_{nss}`$ enforces some general constraints on the peptide chain geometry and promotes the formation of native contacts between pairs of amino acids other than Cys-Cys. These contacts are weighted in the same manner. The second term, $`V_{ss}`$ rewards the formation of disulfide bonds between pairs of cysteines. It is important to stress that the formation of disulfide bonds is allowed among any pair of Cys, not only the native ones. By doing so we can investigate the extent to which species with one or more non-native disulfides are present and if they influence the dynamics toward the native state, as proposed in recent experiments.

The strength of the disulfide bonds relative to other non-covalent interactions is controlled by the parameter $`\mu `$. This parameter should not be regarded as a relative measure of the “bare”, i.e. in vacuum, disulfide strength. In fact, since our model does not treat the solvent explicitly, $`\mu `$ captures the effective strength of disulfide bonds in the presence of water and any other appropriate reducing/oxidising agent. For this reason the value of $`\mu `$ and also that of the heat bath temperature, $`T`$, have to be chosen in a suitable way so to reproduce as accurately as possible the conditions of a given experiment.

In this study we shall focus on the set of experiments carried out by Thannhauser et al. Scher97  where hirudin was refolded in the presence of various concentrations of $`DTT^{ox}`$. We shall first show that there exists a well-defined region in the $`\mu T`$ parameter space where the rates of conversion between species with different numbers of disulfides match well those observed in experiments. This is an important fact since it proves that, despite its simple form, the energy scoring function of eqn. (2) can indeed be used to characterize the folding process obtaining the correct quantitative experimental picture. Based on such stringent validation of our strategy, we shall then monitor quantities that are inaccessible in current experiments and thus propose a vivid and detailed picture for the hirudin refolding process.

We want to stress the fact that the possibility to reproducing the results of Thannhauser et al. Scher97  for a suitable choice of the $`\mu T`$ parameters support the hypothesis that our model is general enough to study any folding process involving the formation of disulfide bonds.

### II.1 Comparison with experimental rates

The experimental benchmark for our model is provided by a series of hirudin refolding experiments carried out by Thannhauser et al. Scher97  under various concentrations of $`DTT^{ox}`$. By using several combined techniques it was established that the refolding process occurs under the reaction shown in Fig. 2 where $`R`$, $`1S`$ and $`2S`$ denote respectively the species with 0, 1 and 2 disulfides (either native or non-native). A certain species with three disulfides, denoted as $`3S^{}`$ was seen to convert with extreme rapidity to native hirudin and was, therefore, identified with a native arrangement of the three disulfide contacts. The remainder of the ensemble of structures with three disulfides (i.e. with at least two non-native disulfides) is therefore denoted as $`3S`$. The experimental characterisation of Thannhauser et al provides the rates for the individual reactions of the above model for a few choices of the initial concentrations of $`DTT^{ox}`$ and the reduced protein species. Our first goal was to see if, for suitably chosen values of $`T`$ and $`\mu `$ it was possible to reproduce such rates.

Several values of $`T`$ and $`\mu `$ were considered and, for each of them, we measured the rates of conversion between the $`R`$, $`1S`$, $`2S`$, $`3S`$ and $`3S^{}`$ species by using a Monte Carlo technique. This was done by keeping track of how many transitions out of any given species occurred and how many of them ended up in each of the other species. To ensure that the obtained dynamics could be interpreted as a (coarse grained) viable dynamical trajectory Sokal  only tiny local distortions of the peptide chain were attempted in the Monte Carlo moves. During such coarse-grained trajectories the formation, breaking or reshuffling of disulfide bonds obeys a set of constraints dictated by the chemistry of the disulfide bonds and the thiol-disulfide coupling. In particular no Cys residue is allowed to participate to more than one disulfide; the number of disulfide bonds can decrease or increase by at most one unit at each time step, respectively when an existing disulfide is broken or through the establishment of a new disulfide between two previously unbonded Cys residues. Intramolecular rearrangements where one bond is broken in favour of a new one (thus preserving the total number of disulfides) are also allowed under the requirement that the new bond involves one of the cysteines of the broken disulfide.

A particular care is necessary to ensure that the Monte Carlo dynamics subject to these constraints does not violate detailed balance. The difficulties arise from the fact that an elementary MC distortion of distinct starting configurations may result in structures that are compatible with a different number of allowed disulfide bonding patterns.

To overcome this problem we have proceeded as follows: to a newly generated conformation $`\mathrm{\Gamma }`$ we randomly associate one of the 15 possible pairing patterns of the three disulfides. If the proposed bonding pattern of the new structure violates the previous criteria, the structure is rejected and time is incremented. Otherwise, the energy function is recalculated and the structure is rejected or accepted with the usual Metropolis criterion (see Methods for further details). In this way, detailed balance is obviously satisfied, since the same number of bonding patterns is proposed for each structure. The downside is that one encounters frequent Metropolis rejections due to the “blind” proposal of bonding patterns.

For each of the explored values of $`T`$ and $`\mu `$ we have measured the correlation between the experimental rates and those obtained numerically. As a measure of the degree of correlation between these two quantities we used the non-parametric Kendall analysis NR . This statistical tool allows to establish if there is a relationship between two sets of data and how statistically significant it is. Being based on the comparative ranking of corresponding data in the two sets, the Kendall analysis does not rely on any pre-assigned parametric dependence (e.g. linear) between the two quantities. For this reason, it is regarded as a very robust measure of correlation and appears particularly appropriate in this context where the measured rates (both experimental and numerical) span several orders of magnitude NR .

Our findings are summarised in Fig. 3 where we have shown the contour and density plot of the Kendall correlation coefficient, $`\tau `$, against the rates pertaining to the experimental conditions of Fig. 5a in ref. Scher97 . These effective first-order like rates where obtained starting from the best-fit experimental rates of Table 2 in ref Scher97  multiplied by the asymptotic concentration of DTTox or DTTred measured under the given experimental conditions (see Fig. 6 in the same reference). A darker/lighter shadow in Fig. 3 denotes the presence of a higher/lower degree of correlation. It is apparent that the experimental data are well reproduced in the neighbourhood of $`\mu =2.8`$, $`T=1.0`$ for which the highest correlation $`\tau =0.81`$ is observed. To ascertain the statistical significance of observing such correlation, we have computed the probability to observe, by pure chance a correlation larger than the observed one. It turns out that this probability (double-sided) is equal to $`p=0.01`$, which testifies the statistical significance of the observed correlation. This establishes that there is a strong monotonic relation between the experimental and theoretical rates.

A scatter plot of the logarithm of experimental rates versus the numerically obtained ones is provided in Fig. 4 where the good interdependence of the data can be visually inspected. If one were able to model the folding process with detailed and accurate energy functions one would expect an equality of the theoretical and experimental rates, a part from a time conversion factor. In our case, due to the simplicity of our model we do not observe such dependence but encounter, instead, another simple linear relationship between the logarithms of both sets of rates. This is visible in the linear fit of Figure 3; the corresponding correlation coefficient is $`r=0.88`$ . Its statistical significance (two-sided) over the set of 7 data points is 4% which is compatible with the significance of the more general (and robust) Kendall correlation. These values indicate that the correlation is highly significant from the statistical point of view.

A further validation can be carried out by comparing the asymptotic concentration of the various species observed in the experiment and in an equilibrated MC trajectory. In case of a perfect correlation between the experimental and numerical rates, this further check would be redundant. In this context, where the correlation is not perfect (a significant discrepancy is seen for the transition between the $`3S`$ and $`2S`$ species) this validation is useful to ascertain whether the differences in the rates result in significantly different equilibrium conditions. The plot of Fig. 4b reveals that the asymptotic concentrations are in good accord and hence by setting $`T=1`$ and $`\mu =2.8`$ one can be confident that the MC trajectory is compatible both the dynamical and equilibrium properties of the experimental system.

### II.2 Thermodynamics

It is interesting to analyse the thermodynamic behaviour of the system at $`\mu =2.8`$ as a function of the heat bath temperature, $`T`$. By using the standard, yet powerful method of histogram re-weighting (see Methods) we have computed the average internal energy as a function of $`T`$. The data, shown in Fig. 5(a) indicate the presence of a point of inflection for temperatures close to 1. The presence of a transition at this temperature is further corroborated by the behaviour of the specific heat $`C_v`$ which displays a clear peak at $`T=T_F0.91`$, the folding temperature, and by the presence of two minima in the free energy profile in Fig. 5(b).

This peak is associated to the folding transition in the system and its neatness suggests that the folding process has a two-state character CKS02 . This is indeed confirmed by an analysis of the free energy landscape at $`T_F`$ which exhibits two minima as a function of $`V_{nss}`$ in correspondence of the unfolded and folded states (data not shown). The special point $`\mu =2.8`$, $`T=1.0`$, corresponding to the experimental conditions of ref. Scher97  appears therefore to be located slightly above the folding transition temperature (for $`\mu =2.8`$). This is entirely consistent with the fact that the experimental conditions of ref. Scher97 , Fig. 5a, do not particularly favour the formation of the native state which, indeed, involves only a few percent of the total equilibrium population.

We have portrayed in Fig. 6 the free energy landscape for the different reduced species as a function of $`V_{nss}`$. It can be seen that the free energy profiles have minima at different energy values according to the number of correctly formed disulfides. The $`R`$, $`1S`$, $`2S`$ and $`3S`$ species, in fact, display a minimum near $`E0`$ which denotes an unfolded ensemble (see Fig. 5b). On the contrary, the species with three native disulfides has a free-energy minimum for energies much closer to the native state energy.

The relative high values of free energy associated to the $`3S^{}`$ species reflect the particular experimental conditions reproduced here where the asymptotic fraction of species with native disulfides is low. Clearly, by lowering the temperature one favours the formation of the native structure which is accompanied by an increase of the concentration with native bonding patterns for the cysteines. This effect is visible in Fig. 7a where the average fraction of formed disulfide bonds is portrayed as a function of temperature. It can be seen that above $`T_F`$ one has a significant formation of non-native bonds, that are superseded by native ones below $`T_F`$.

An alternative picture to this one was put forward by Chatrenet and Chang based on a hirudin refolding experiment carried out in ref. Chat93 . Due to the much more oxidising conditions than the one considered in ref. Scher97 , Chatrenet and Chang Chat93  observed that the folding of hirudin occurred through the formation of intermediates with three (typically non-native) formed disulfides. Through a slow reshuffling process the disulfides would then rearrange in the native pairing from which the native conformation could be easily reached.

Our findings indicate that this alternative scenario could be probably captured by our model by using larger values of the effective disulfide strength $`\mu `$. This is consistent with the different oxidising solvent conditions Scher97  adopted by Chatrenet and Chang.

To investigate this regime we explored the value of $`\mu =10`$. It is important to point out that the folding transition temperature (identified through the location of the specific heat peak) is almost insensitive to the disulfide strength in the range $`0\mu 10`$. By comparing the plots in Fig. 7 it is then possible to see that for the higher value of $`\mu `$ the total number of formed disulfide bonds is higher than for $`\mu =2.8`$. This result, accompanied by the fact that the total energy depends weakly on $`\mu `$, confirms the intuition that, for large $`\mu `$’s the disulfides are established at early stages of the folding process when the rest of the protein is still unstructured. This “greedy” disulfide formation not only impacts on the total number of formed disulfides but also on the relative fraction of correct (native ones). As a result, a much higher fraction of wrong bonds is found at any temperature, as noticeable in Fig. 7b. This picture suggests that the large $`\mu `$ regime of our model may be compatible with the scenario proposed by Chatrenet and Chang where the rate-limiting step corresponded to the disentanglement of non-native disulfides in intermediates states with three formed disulfide bonds. However, for this alternative case the experimental rates are not available and we cannot corroborate in a more quantitative way the parallel between the experimental conditions of Chatrenet and Chang and the “large” $`\mu `$ regime in our model.

## III Folding pathways

So far we have focused on the overall thermodynamic characterisation of the refolding of hirudin, paying a particular attention to the validation of our model against experimental data. Having established that the detailed experimental reaction rates of ref. Scher97  can be well reproduced we can confidently use our model to investigate finer aspects of the refolding process.

We begin by examining the details of formation of the native arrangement of disulfides. Our interest is to find whether the formation of the $`3S^{}`$ species is aided by the establishment of some non-native disulfides that are later broken in favour of native bondings. To do so, instead of subdividing the structures according to just the overall number of disulfides we indexed them with a pair of numbers, $`(n_c,n_w)`$ denoting the number of correct (native) disulfides, $`n_c`$ and wrong (non-native) ones, $`n_w`$. In this way the fully reduced state, $`R`$, is indicated as (0,0) while the $`3S^{}`$ state corresponds to (3,0). Altogether there are nine possible states, as indicated in Fig.8.

We have generated several MC trajectories, each spanning about 20 million time steps (see sections Methods and Materials) at ($`T=1.0`$, $`\mu =2.8`$) and then recorded the probability of occurrence of all allowed transitions between the states of Fig. 8. The typical dispersion on the measured rates over ten MC trajectories was typically less than 1% but augmented to about 10 % for the few very improbable transitions. Then we have considered all possible productive routes taking from $`R`$ to $`3S^{}`$ in a preassigned number of transitions. The probability of occurrence for any such routes is obtained by multiplying the individual probabilities of any of the elementary steps. By considering productive routes involving an increasing number of transitions it can be established that the most probable route (see Fig. 8) is $`R(0,0)(1,0)(2,0)(3,0)3S^{}`$ which is more than ten times as likely than the second ranking paths which is $`R(0,1)(1,0)(2,0)3S^{}`$ . These findings seem robust against variations of the parameters in our model. For example, even changing the temperature to 0.8 (keping $`\mu =2.8`$) so that the formation of native species is strongly favoured (see Fig. 7a) it is found that the top ranking routes taking from the reduced state to the native one are the same as above. Interestingly, the relative weight ratio of the top productive routes is analogous to the one encountered for $`T=1.0`$; on the other hand the fact that the native formation is highly favoured at $`T=0.8`$ is reflected in an increase, by several orders of magnitude, of the weight of the productive routes.

We complete the present section by identifying the rate limiting steps of the folding process. In a sequential reaction the rate limiting step is straightforwardly identified as the slowest one. In the present scheme such simple analysis cannot be carried out due to the presence of several alternative routes that can take to the native state. An objective and convenient way to identify the rate limiting step in such a situation is to identify the reaction whose rate change affects the most the production of the species of interest, in this case $`3S^{}`$. Therefore, by using the measured rates for the transitions between the states of Fig. 8 we have integrated the associated master equations starting from a fully reduced population. We have then changed by 10 % each of the rates and identified the time at which the concentration of $`3S^{}`$ crosses a pre-assigned threshold value. We found that, almost independently of the threshold value, the most sensitive step among all the allowed ones was $`(2,0)3S^{}`$ which is the last step of the most probable route leading to $`3S^{}`$. In principle this may have not been the case, especially in the presence of equally important paths leading to $`3S^{}`$. The fact that the most probable routes include the rate limiting steps confirms the existence of a well defined succession of events taking to the native state.

As mentioned before, based on experimental dynamical plots, Thannhauser et al. Scher97  had determined that the rate limiting step was the $`2S3S^{}`$ one. In their study it was not possible to characterise by direct means whether the transition to the $`3S^{}`$ state occurred from a $`2S`$ state comprising only native cysteine bonds, although this was reputed to be the most likely scenario. Our picture thus fully supports the experimental results concerning the $`2S3S^{}`$ rate-limiting step, but also adds novel insight in the process by indicating explicitly that the most crucial step involves a particular $`2S`$ species, namely one with two native disulfides. In the remainder of this section we shall further characterise the folding process by identifying which of the native disulfides are formed in the most probable routes (or rate-limiting steps). This is done by following a series of individual dynamical trajectories where the native conformation is reached starting from a reduced state.

### III.1 Folding trajectories

The Monte-Carlo procedure allows for a detailed study of the folding pathways and for a systematic analysis of the specific order of formation of disulfide bonds. By setting $`\mu =2.8`$ the protein is initially thermalised at an high temperature ($`T10`$) where, in our model, the disulfide bonds are completely reduced and then suddenly quenched to $`T=1.0`$. For each kinetic trajectory the order of formation of the disulfide bonds was stored and a statistical analysis accomplished by comparing several runs. In particular we have recorded the exact type of disulfide bridges forming the different species ($`1S`$,$`2S`$) and from their relative concentration we have inferred the pathway.

The six Cys residues of the fully reduced protein, 6, 14, 16, 22, 28, 37 are equally likely to participate in forming the initial disulfide bond. Although in the early folding stages the contact $`(1416)`$ appears quite frequently due to the short sequence distance between the amino-acids, after the molecule has equilibrated through a series of rapid internal disulfide interchange reactions, only 5 of the 15 possible $`1S`$ states exist in significant quantities. They are: (6-14), (6-16), (16-22), (28-37) that are respectively present in the following equilibrium concentrations: $`7\%`$ $`6\%`$ $`12\%`$ and $`26\%`$. It is interesting to notice that the most common bond among the $`1S`$ ensemble is a non-native one, (28-37), while the only native bond that is present in significant quantities is (6-14).

Of the 45 possible $`2S`$ states, seven occur in significant quantities. Two of them, (6-14;16-28) present in the $`1\%`$ of the cases and (6-14,22-37) present in the $`0.7\%`$ of the cases, are formed by native bonds. Other two, (6-14;16-22) and (6-14,28-37) present with concentration of $`2\%`$ and $`5\%`$ respectively, have a native and a non-native contact. Whereas the last three, (6-16,28-37) with a frequency of $`9\%`$, (14-22,28-37) with a frequency of $`7\%`$ and (16-22,28-37) with a frequency of $`7\%`$, are formed by non-native disulfide bonds. The relatively high concentration of species with non-native states, which are not present in the most probable productive routes expected for the folding (see the previous section), reflect the particular experimental conditions reproduced here (induced by the choice of $`T`$ and $`\mu `$) in which the formation of the native state is not particularly favoured (see Fig. 4b).

The analysis of the folding pathway reported in the previous section and the statistical analysis of the dynamical productive pathway can be summarised in the following re-folding picture: the reduced proteins forms first the native contact $`(614)`$ and consequently either the states (6-14;16-28) or (6-14,28-37) almost with the same probability. The folding proceeds with the formation of the last disulfide bond. This conversion is relatively slow in agreement with the finding of the previous section on the rate limiting step of the reaction. The presence of conformation with three scrambled disulfide bonds turns out not to be statistically significant also from this kinetic analysis. A graphical representation of the most probable trajectory is shown in Fig. 9.

The fact that the majority of structures sampled in the quenching process involve non-native bonding patterns is not in contradiction with the findings of the previous section, where the most probable productive route was shown to be free of non-native bonds. In fact, the high concentration of structures with non-native bonds does not automatically imply that they contribute significantly to the refolding “flux” towards the native state. On the contrary, species involving native bonds even if they do not accumulate to high equilibrium concentration, appear to take part to the most efficient routes leading to the native state.

## IV Methods and Materials

### IV.1 Structure of Hirudin

The structure of the synthetic analogues of fragment 1-47 of hirudin HM2 in the free state was modelled on the NMR solution structure of natural fragment 1-47 Nic97 , almost super-imposable to that of the corresponding segment (1-49) in intact hirudin HV1 variantFolkers89  (PDB code: 5HIR), showing $`75\%`$ sequence identity with hirudin HM2, or to that of HV1 fragment 1-51 Szy92  (PDB code: 1HIC). The best-representative model in the NMR ensemble was selected using the program OLDERADO Kell97  available on-line at the site http://neon.chem.le.ac.uk.

### IV.2 The Model

In our model a generic conformation $`\mathrm{\Gamma }\{\stackrel{}{r}_i\}`$ of the protein is modelled as a self-avoiding chain of connected $`C_\alpha `$ atoms located at position $`\stackrel{}{r}_i^\alpha `$, where $`i`$ is the amino-acid chain index (ranging from 1 to 47). Starting from the $`C_\alpha `$ coordinates the peptide dihedral angles are calculated and hence, following standard geometrical rules PL96 ; stabloc  we construct an effective $`C_\beta `$ centroid for all residues with the exception of the two end residues and the seven Glycines (indices: 10,18,23,25,34,40,42).

The energy scoring function consists of two terms. The first one incorporates a standard bias toward the formation of native non-disulfide bonds but also disfavours the formation of non-native bonds (except for disulfide ones) and penalises significant deviations from the native dihedral angles. These details are known to improve the cooperatively of the modelled folding process chan90 ; Kaya1 ; Kaya2 ; Settanni . The explicit expression of this term, evaluate on a trial structure $`\mathrm{\Gamma }`$ is given by:

$`V_{nss}(\mathrm{\Gamma })=`$
$`V_0{\displaystyle \underset{i,j>i+2}{\overset{^{}}{}}}\mathrm{\Delta }_{ij}(\mathrm{\Gamma }^N)\left[5\left({\displaystyle \frac{r_{ij}^N}{r_{ij}}}\right)^{12}\right]`$
$`6\left({\displaystyle \frac{r_{ij}^N}{r_{ij}}}\right)^{10}`$ (3)
$`+V_1{\displaystyle \underset{i,j>i+2}{\overset{^{}}{}}}\left[1\mathrm{\Delta }_{ij}(\mathrm{\Gamma }^N)\right]\left({\displaystyle \frac{r_{ij}^N}{r_{ij}}}\right)^{12}`$
$`+V_2\left[{\displaystyle \underset{i=2,46}{}}(\theta _i\theta _i^N)^2+{\displaystyle \underset{i=3,46}{}}(\varphi _i\varphi _i^N)^2\right]`$
$`+V_{constraints}`$ (4)
where $`r_{ij}`$ denotes the distance of the $`i`$th and $`j`$th $`C_\alpha `$ atoms in the trial structure $`\mathrm{\Gamma }`$; a superscript $`N`$ is used to denote analogous quantities pertaining to the native structure. The contact map $`\mathrm{\Delta }`$ is computed by considering as threshold a distance of 8 Å between the $`C_\alpha `$ atoms. The prime in the summation indicates that no contribution is considered if both the amino-acids are Cys. Finally, the angular term has been constructed using the standard dihedral angles, $`\theta `$ and $`\varphi `$ PL96 ; stabloc . The coefficients $`V_0`$,$`V_1`$ and $`V_2`$ are used to control the strength of interactions and are set equal to 1, 5 and 1 energy units, respectively. The last term in the expression, $`V_{constraints}`$, is used to enforce a series of knowledge-based constraints whose violation is penalised through an “infinite” energy penalty (that is through a rejection of the violating conformation). The constraints are as follows: (1) the distance between two consecutive $`C_\alpha `$ atoms must remain in the interval 3.7-3.9 Å, (2) the distance between two non consecutive $`C_\alpha `$ atoms must be greater than 4 Å, (3) the distance between any two $`C_\beta `$ must be greater than 2 Å and (4) the distance between any two $`C_\alpha `$ and $`C_\beta `$ centroids must be greater than 2 Å.

The second term of the Hamiltonian, $`V_{ss}`$ rewards the formation of disulfides, irrespective of whether they are native or not. As explained in the next subsection, each proposed configuration, described in terms of $`C_\alpha `$’s and $`C_\beta `$’s, comes with a set of three putative bonds among the six cysteines. Of these putative bonds only those among residues whose $`C_\beta `$’s are a separation smaller than 5 Å are considered to be effectively present and hence give a contribution equal to $`\mu `$ to the total energy.

### IV.3 Monte-Carlo Method

As mentioned in the text, we used Monte Carlo dynamics for studying the folding process. At each Monte-Carlo step the current structure is distorted through local deformations oligons  based on two equally-probable moves: (a) single-bead move: a random $`alpha`$-carbon is chosen and is displaced randomly by at most 1 Å along each Cartesian direction, (b) crankshaft move: two sites, $`i`$ and $`j`$, with sequence separation at most 6 are chosen and all the sites between them are rotated around the axis joining $`i`$ and $`j`$ by an angle chosen randomly in the interval $`\frac{\pi }{10}\mathrm{\Omega }\frac{\pi }{10}`$. As mentioned before, besides this structural rearrangement, at each Monte Carlo step we also associate a randomly-chosen pairing pattern for the six cysteines so that each of them is involved in a putative disulfide bond. These bonds are termed putative because, to satisfy detailed balance, the pairing assignment is done blindly that is without inspecting whether a given pair of cysteines is at a distance compatible with the existence of a disulfide bond. One then checks whether (irrespective of the pairing distances) the proposed bonding pattern is compatible with the undistorted configuration, i.e. if it respects the rules of section 2.1 about disulfide formation and thiol/disulfide coupling. If not the configuration is rejected, the Monte Carlo clock is advanced and a new distortion and bonding pattern is considered. Otherwise one proceeds as in ordinary Metropolis schemes after having calculated the energy of the proposed configuration. It is important to notice that this latter step involves the inspection of the distance of the putatively bonded cysteines to reward only those bonds that are geometrically feasible.

The efficiency of the Monte-Carlo algorithm to study the thermodynamics was enhanced by the multiple Markov-chain sampling schemeTROW , a method that has proved quite effective in exploring the low temperature phase diagrams of proteins and interacting polymers. All the runs have been performed by covering the temperature range of interest, $`T=[0.2,1.5]`$, with 20 Markov chains uniformly-spaced in temperature.

The data obtained in the multiple-Markov-chain runs at different values of $`T`$ and $`\mu `$ were further processed through a generalised multiple histogram technique inspired by the work of ref. ferren . This strategy allowed to reconstruct faithfully the density of states (number of configurations) in the multi-dimensional space of reaction coordinates constituted by $`V_{nss}`$ and the number of correct (native) and wrong (non-native) disulfides: $`(n_c,n_w)`$. The data from the different runs were combined so to minimize the error propagation on the density of states. The typical uncertainty of the reconstructed free-energy at the values of $`T`$ and $`\mu `$ considered here is about 0.5 energy unit (this estimate follows from the analysis of free energy dispersion when half of the collected data is used). By these means it was possible to obtain the total energy and specific heat curves of Fig. 5 and the free energy profiles of Fig. 6.

## V Conclusions

We have proposed a theoretical framework to model and study the folding of proteins containing disulfide bonds. The approach is based on the knowledge of the native state of a protein but contains an appropriate term to account for the possibility that native or non-native disulfide bonds can form. The main advantage of the model proposed here is its simplicity which allows for a detailed description of all the folding pathways through the monitoring of the correct/incorrect contact formation.

The model has been validated by investigating the debated re-folding pathways of Hirudin which has been object of several experimental studies. It was shown that there exists a region in our two-dimensional parameter space where the rates of conversions between different oxidised species are in good agreement with experimental measurements Scher97 . Starting from this successful comparison we have then attempted a detailed characterisation of the whole folding process.

At a coarse-grained level our results is consistent with the scenario described by Thannhauser et al. Scher97  suggesting that the rate limiting step turns out to be $`2S3S^{}`$. Our approach, that allow for a precise identification of the formed contacts, shows clearly that the $`2S`$ state appears to involve native intermediates, possibility that was reputed as the most probable situation in ref. Scher97  although experimentally it was impossible to show it directly. The analysis of several folding trajectories also allowed the identification of the most probable folding route and the typical associated succession of formation of disulfide bridges. Furthermore, the thermodynamics of the system was elucidated by using statistical mechanical techniques to reconstruct the free energy profiles for the whole system and also for the different oxidised species.

Due to its simplicity, the proposed model, cannot capture those aspects of the folding process that result from the delicate interplay of amino acid specific interactions. The successful comparison of the theoretical predictions for hirudin with the experimental findings suggests that also, for disulfide containing proteins, suitable topology-based models can be profitably used to elucidate the folding pathways, even in the presence of non-native intermediates. Thus, the present approach, which is general and not specifically tailored for hirudin, ought to be straightforwardly applicable in other contexts providing a useful complement of experimental techniques in the characterisation of the folding process in the presence of disulfide bonds.

## VI Acknowledgements

We thank F. Cecconi, G.L. Lattanzi and D. Marenduzzo for stimulating discussions and suggestions. This work was supported by INFM, FISR-MIUR 2001 and Murst Cofin 2001.


text:
# Symplectic structures on moduli spaces of parabolic Higgs bundles and Hilbert scheme

## 1. Introduction

In , we proved that the two–form on the moduli space of triples of the form $`(E,\theta ,\sigma )`$, where $`(E,\theta )`$ is a stable Higgs bundle on Riemann surface $`X`$ and $`\sigma `$ a nonzero section of $`E`$, obtained by pulling back the natural symplectic form on the moduli space of stable Higgs bundles coincides with the pullback of the symplectic structure on the Hilbert scheme of zero dimensional subschemes of the total space of of the holomorphic cotangent bundle $`K_X`$ of $`X`$. Our aim here is to establish an analogous result in the context of parabolic triples.

Let $`X`$ be a compact connected Riemann surface of genus $`g`$. Fix a finite subset $`S`$ of $`X`$. A parabolic vector bundle of rank two with parabolic structure over $`S`$ consists of a holomorphic vector bundle $`E`$, a line $`F_sE_s`$, and a real number $`0<\lambda _s<1`$ for each $`sS`$. A Higgs field on this parabolic bundle is a holomorphic section $`\theta `$ of the vector bundle $`\text{End}(E)K_X𝒪_X(S)`$ such that $`\theta (s)`$ is nilpotent with respect to the flag $`0=F^0F^1=F_sF^2=E_s`$ of the fiber $`E_s`$ for each $`sS`$.

We fix the parabolic weights $`\{\lambda _s\}_{sS}`$ and consider parabolic Higgs bundles of rank two and fixed positive degree $`d`$, with $`d>\mathrm{\hspace{0.17em}6}(g1)+\mathrm{\#}S`$. Let $`_H^s`$ denote the moduli space of stable parabolic Higgs bundles. For such stable parabolic Higgs bundles the dimension of the space of all holomorphic sections of the underlying vector bundle remains constant over the moduli space (Lemma 3.1). Therefore, there is a projective bundle

$$\varphi :_H_H^s$$

whose fiber over any point representing a parabolic Higgs bundle $`((E,\{F_s\}),\theta )`$ is the projective space $`H^0(X,E)`$. In other words, $`_H`$ is the moduli space of triples of the form $`((E,\{F_s\}),\theta ,\sigma )`$, where $`((E,\{F_s\}),\theta )`$ is a stable parabolic Higgs bundle and $`\sigma `$ is a nonzero section of $`E`$. See  and , where the notion of triples were introduced, for a detailed study and many interesting results on triples.

The moduli space $`_H^s`$ has a natural holomorphic one–form, which we call $`\mathrm{\Omega }`$, such that $`\text{d}\mathrm{\Omega }`$ is a symplectic form on $`_H^s`$. The total space of the holomorphic cotangent bundle of the moduli space of stable parabolic bundles sits inside $`_H^s`$ as a Zariski open dense subset. The restriction of $`\mathrm{\Omega }`$ to this open subset coincides with the canonical one–form on the total space of any cotangent bundle. The main result proved here relates the form $`\varphi ^{}\mathrm{\Omega }`$ on $`_H`$ with a certain one–form on a Hilbert scheme.

Let $`Z`$ denote the surface defined by the total space of the line bundle $`K_X𝒪_X(S)`$ over $`X`$. Given a stable parabolic Higgs bundle $`((E,\{F_s\}),\theta )`$, there is a spectral curve, which is a divisor on $`Z`$ and a rank one torsionfree sheaf $``$ on it such that $`\gamma _{}E`$, where $`\gamma `$ is the projection map of the spectral curve to $`X`$. Since $`\gamma `$ is a finite map, we have $`H^0(X,E)`$ identified with the space of all sections of $``$. Considering the divisor of the section of $``$ corresponding to $`\sigma H^0(X,E)\{0\}`$ we get a map from $`_H`$ to the Hilbert scheme $`\text{Hilb}^\delta (Z)`$ of zero dimensional subschemes of $`Z`$ of length $`\delta =d+2(g1)+\mathrm{\#}S`$. This map, which we will denote by $`f`$, sends a parabolic triple $`((E,\{F_s\}),\theta ,\sigma )`$ to the divisor on the spectral curve for $`((E,\{F_s\}),\theta )`$ defined by $`\sigma `$. Note that using the inclusion map of a spectral curve in $`Z`$, a divisor on a spectral curve is a zero dimensional subscheme of $`Z`$. (See Section 3.1 for the details.)

Using the fact that $`Z`$ is the total space of $`K_X𝒪_X(S)`$, there is a natural meromorphic one–form $`\mathrm{\Omega }_\delta `$ on $`\text{Hilb}^\delta (Z)`$. The pullback $`f^{}\mathrm{\Omega }_\delta `$ is a holomorphic one–form on $`_H`$.

We prove that $`f^{}\mathrm{\Omega }_\delta `$ coincides with $`\varphi ^{}\mathrm{\Omega }`$ (Theorem 3.2).

Although we have restricted ourselves to rank two parabolic bundles, the extension of Theorem 3.2 to higher rank case is straight forward. The reason for restriction to rank two case is the ensuing notational simplification.

## 2. Preliminaries

### 2.1. Parabolic Higgs bundles

Let $`X`$ be a compact connected Riemann surface of genus $`g`$. Fix a finite subset

$$S:=\{s_1,s_2,\mathrm{},s_n\}X.$$

If $`g=0`$, then take $`n4`$, and $`n1`$ if $`g=1`$.

A parabolic vector bundle of rank two over $`X`$ with parabolic structure over $`S`$ consists of the following :

1. a holomorphic vector bundle $`E`$ of rank two over $`X`$;
2. for each point $`sS`$, a line $`F_sE_s`$ of the fiber $`E_s`$;
3. for each point $`sS`$, a real number $`\lambda _s`$ with $`0<\lambda _s<\mathrm{\hspace{0.17em}1}`$.

The numbers $`\{\lambda _s\}`$ are called parabolic weights. See  for the definition of parabolic (semi)stability.

We fix real numbers $`\{\lambda _s\}_{sS}`$ and an integer $`d`$. Henceforth, by a parabolic vector bundle we will always mean a parabolic vector bundle over $`X`$ of rank two and degree $`d`$ with parabolic structure over $`S`$ and with parabolic weight $`\lambda _s`$ for each $`sS`$.

Let $`K_X`$ denote the holomorphic cotangent bundle of $`X`$. A Higgs structure on a parabolic vector bundle $`E_{}:=(E,\{F_s\})`$ is a holomorphic section

(2.1)
$$\theta H^0(X,\text{End}(E)K_X𝒪_X(S))$$

with the property that for each $`sS`$, the image of the homomorphism

$$\theta (s):E_s(EK_X𝒪_X(S))_s$$

is contained in the subspace $`F_s(K_X𝒪_X(S))_s(EK_X𝒪_X(S))_s`$ and $`\theta (s)(F_s)=\mathrm{\hspace{0.17em}0}`$ , , . In other words, $`\theta (s)`$ is nilpotent with respect to the flag $`0F_sE_s`$.

A parabolic Higgs bundle $`(E_{},\theta )`$ as above is called stable if for every line subbundle $`L`$ of $`E`$ with

$$\theta (L)LK_X𝒪_X(S)EK_X𝒪_X(S)$$

the following inequality is satisfied

$$\text{degree}(L)+\underset{sS^{}}{}\lambda _s<\frac{\text{par-deg}(E_{})}{2},$$

where $`S^{}:=\{sS|L_s=F_s\}`$; if the strict inequality is replaced by partial inequality, then $`(E_{},\theta )`$ is called semistable.

The moduli space of semistable parabolic Higgs bundles will be denoted by $`_H`$. It is an irreducible normal quasiprojective variety, and $`_H^s`$ is a Zariski open smooth subvariety of it.

### 2.2. Symplectic structure on moduli space

The moduli space $`_H^s`$ has a natural holomorphic symplectic structure \[3, Section 6\]; we will briefly recall it here.

Take a stable parabolic Higgs bundle $`(E_{},\theta ):=((E,\{F_s\}),\theta )`$ represented by a point in $`_H^s`$. Define

$$\text{End}^1(E)\text{End}(E)$$

by the condition that for any $`sS`$ and $`v\text{End}^1(E)_s`$ we have $`v(F_s)F_s`$. Let

$$\text{End}^0(E)\text{End}^1(E)$$

be defined by the condition $`v(F_s)=\mathrm{\hspace{0.17em}0}`$. Consider the two term complex $`C_.`$ of sheaves defined by

(2.2)
$$C_0:=\text{End}^1(E)\stackrel{[,\theta ]}{}C_1:=\text{End}^0(E)K_X𝒪_X(S)$$

where $`C_i`$ is at the $`i`$th position.

The tangent space $`T_{(E_{},\theta )}_H^s`$ of the variety $`_H^s`$ at the point represented by the parabolic Higgs bundle $`(E_{},\theta )`$ is identified with the hypercohomology $`^1(C_.)`$ \[3, Lemma 6.1\]. Consider the homomorphism

$$\begin{array}{ccc}C_0& \stackrel{[,\theta ]}{}& C_1\\ & & \\ \text{End}^1(E)& & 0\end{array}$$

This induces a homomorphism

(2.3)
$$f:H^1(C_.)H^1(X,\text{End}^1(E)).$$

Now observe that $`\text{End}^1(E)^{}\text{End}^0(E)𝒪_X(S)`$ with the duality pairing defined by

$$(\omega ,\alpha )\text{trace}(\omega \alpha ),$$

where $`\alpha \text{End}^1(E)_x`$ and $`\omega (\text{End}^0(E)𝒪_X(S))_x`$, and $`x`$ is any point of $`X`$. Now the Serre duality says

$$H^1(X,\text{End}^1(E))^{}H^0(X,\text{End}^0(E)K_X𝒪_X(S)).$$

Consequently, we have a functional $`\theta ^{}H^1(C_.)^{}`$ defined by $`\beta (\theta ,f(\beta ))`$, where $`f`$ is constructed in (2.3).

Let $`\mathrm{\Omega }`$ denote the one–form on the variety $`_H^s`$ that sends any tangent vector $`\beta T_{(E_{},\theta )}_H^s`$, where $`(E_{},\theta )_H^s`$, to $`\theta ^{}(\beta )`$ constructed above.

The two–form $`\mathrm{d}\mathrm{\Omega }`$ is a symplectic form on $`_H^s`$. The restriction of $`\mathrm{d}\mathrm{\Omega }`$ to the Zariski open subset of $`_H^s`$ defined by the total space of the cotangent bundle of the moduli space of parabolic bundles coincides with the canonical symplectic structure on cotangent bundles. (See , .)

### 2.3. Spectral data for parabolic Higgs bundles

Let $`(E_{},\theta )`$ be a parabolic Higgs bundle. So we have $`\text{trace}(\theta )H^0(X,K_X)`$ and

$$\text{trace}(\theta ^2)H^0(X,K_X^2𝒪_X(S))$$

since $`\theta (s)`$ is nilpotent for each $`sS`$. Set

(2.4)
$$:=H^0(X,K_X)H^0(X,K_X^2𝒪_X(S)).$$

Hitchin defined a map

(2.5)
$$\psi :_H$$

that sends any semistable parabolic Higgs bundle $`(E_{},\theta )`$ to $`(\text{trace}(\theta ),\text{trace}(\theta ^2))`$ , , . This map $`\psi `$ is known as the Hitchin map, and $``$ is known as the Hitchin space.

Let $`Z`$ denote the total space of the line bundle $`K_X𝒪_X(S)`$, which is a quasiprojective complex surface. The natural projection of $`Z`$ to $`X`$ will be denoted by $`\gamma `$. Since $`S`$ is an effective divisor, there is a natural homomorphism from $`K_X^2𝒪_X(S)`$ to $`K_X^2𝒪_X(2S)`$; this homomorphism will be denoted by $`q`$.

Take any point $`(\alpha ,\beta )`$. Consider the map from $`Z`$ to the total space of the line bundle $`K_X^2𝒪_X(2S)`$ defined by

(2.6)
$$zzz+q(z\alpha (\gamma (z)))+q(\beta (\gamma (z)))(K_X^2𝒪_X(2S))_{\gamma (z)}.$$

The inverse image (in $`Z`$) by this map of the zero section of $`K_X^2𝒪_X(2S)`$ is the spectral curve associated to the point $`(\alpha ,\beta )`$ of the Hitchin space (see , ).

For any point $`h=(\alpha ,\beta )`$, the corresponding spectral curve will be denoted by $`Y_h`$. The restriction to $`Y_h`$ of the projection $`\gamma `$ to $`X`$ will also be denoted by $`\gamma `$. Note that the map

(2.7)
$$\gamma :Y_hX$$

is of degree two. This map is evidently ramified over every point of $`S`$.

Given a parabolic Higgs bundle, there is a corresponding spectral curve and a torsionfree sheaf on it , . To describe the construction, take a semistable parabolic Higgs bundle $`(E_{},\theta )_H`$ on $`X`$. The spectral curve associated to it is the one defined by $`\psi ((E_{},\theta ))`$ by the above construction, where $`\psi `$ is the Hitchin map defined in (2.5). Denote the point $`\psi ((E_{},\theta ))`$ by $`h`$.

There is a torsionfree sheaf $``$ of rank one on the spectral curve $`Y_h`$ such that

(2.8)
$$\gamma _{}E$$

(the underlying vector bundle of the parabolic bundle), where $`\gamma `$ as in (2.7). The spectral curve can be thought of as the eigenvalues of the endomorphism $`\theta `$. The sheaf $``$ is defined by the corresponding eigenvectors (see  for the details). Since the map $`\gamma `$ is ramified over any point of $`sS`$, the direct image $`\gamma _{}`$ has a filtration over $`s`$. This filtration is defined by the order of the vanishing (at $`\gamma ^1(s))`$ of a (locally defined) section of $``$. In the isomorphism of $`\gamma _{}`$ with $`E`$, The filtration of $`\gamma _{}`$ at any $`sS`$ coincides with the filtration $`F_sE_s`$ for the parabolic structure.

## 3. Parabolic triples and Hilbert scheme

In Section 2.1 we fixed the degree of a parabolic vector bundle to be $`d`$.

Henceforth, we will assume that the integer $`d`$, which is the degree of a parabolic vector bundle, satisfies the condition

$$d>\mathrm{\hspace{0.17em}6}g6+n$$

where $`n=\mathrm{\#}S`$.

###### Lemma 3.1.

For any semistable parabolic Higgs bundle $`(E_{},\theta )_H`$ over $`X`$, we have $`H^1(X,E)=\mathrm{\hspace{0.17em}0}`$, where $`E`$ is the underlying vector bundle. Consequently, $`dimH^0(X,E)=d+2(1g)`$.

###### Proof.

Take any $`(E_{},\theta )_H`$. Let $`E`$ be the underlying vector bundle for the parabolic vector bundle $`E_{}`$. Since $`H^1(X,E)H^0(X,E^{}K_X)^{}`$, it suffices to show $`H^0(X,E^{}K_X)=\mathrm{\hspace{0.17em}0}`$. Assume that $`\tau H^0(X,E^{}K_X)\{0\}`$ is a nonzero section.

So $`\tau `$ defines a nonzero homomorphism from $`E`$ to $`K_X`$, which will be denoted by $`\overline{\tau }`$. The kernel of $`\overline{\tau }`$ is a torsionfree coherent subsheaf of $`E`$. Therefore, it defines a line bundle over $`X`$, which will be denoted by $`L`$. Now we have a diagram

(3.1)
$$\begin{array}{ccccc}L& \stackrel{\iota }{}& E& \stackrel{\overline{\tau }}{}& K_X\\ & & \theta & & \\ LK_X𝒪_X(S)& \stackrel{\iota \text{Id}}{}& EK_X𝒪_X(S)& \stackrel{\overline{\tau }\text{Id}}{}& K_X^2𝒪_X(S)\end{array}$$

We will show that the composition $`(\overline{\tau }\text{Id})\theta \iota =\mathrm{\hspace{0.17em}0}`$. To prove this, first note that the top sequence in (3.1) shows that

(3.2)
$$\text{degree}(L)\text{degree}(E)\text{degree}(K_X)=d2g+2.$$

On the other hand, $`\text{degree}(K_X^2𝒪_X(S))=\mathrm{\hspace{0.17em}2}g4+n`$, where $`n`$ is the cardinality of the set $`S`$. Since $`d`$ is assumed to be at least $`6g5+n`$, we have

$$\text{degree}(L)>\text{degree}(K_X^2𝒪_X(S)).$$

Consequently, there is no nonzero homomorphism from $`L`$ to $`K_X^2𝒪_X(S)`$. In particular, the composition $`(\overline{\tau }\text{Id})\theta \iota =\mathrm{\hspace{0.17em}0}`$.

Let $`L^{}`$ denote the line subbundle of $`E`$ generated by $`L`$ (note that $`\iota `$ may not be fiberwise injective). Since $`(\overline{\tau }\text{Id})\theta \iota =\mathrm{\hspace{0.17em}0}`$, it follows immediately, that $`\theta (L^{})L^{}K_X𝒪_X(S)`$. Finally, we have

$$\text{degree}(L^{})\text{degree}(L)d2g+2=\frac{d}{2}+\frac{1}{2}(d4g+4)>\frac{d}{2}+\frac{n}{2}=\frac{\text{par-deg}(E_{})}{2}$$

where the second inequality was obtained in (3.2) and the third one follows from the assumption $`d>\mathrm{\hspace{0.17em}6}g6+n`$; the first inequality follows from the fact that there is a nonzero homomorphism from $`L`$ to $`L^{}`$. The above inequality shows that the line subbundle $`L^{}`$ of $`E`$ contradicts the semistability condition of the parabolic Higgs bundle $`(E_{},\theta )`$.

Therefore, we have $`H^1(X,E)=\mathrm{\hspace{0.17em}0}`$. Now the Riemann–Roch says that $`dimH^0(X,E)=d+2(1g)`$. This completes the proof of the lemma. ∎

The above lemma says that $`dimH^0(X,E)`$ remains constant over $`_H^s`$. Therefore, there is a natural projective bundle

(3.3)
$$\varphi :_H_H^s$$

of relative dimension $`d2g+1`$ such that the fiber over any point $`(E_{},\theta )_H`$ is the projective space $`H^0(X,E)`$ consisting of all lines in $`H^0(X,E)`$; as before, $`E`$ denotes the underlying vector bundle for the parabolic bundle $`E_{}`$.

Therefore, $`_H`$ is the moduli space of triples of the form $`(E_{},\theta ,\sigma )`$, where $`(E_{},\theta )`$ is a stable parabolic Higgs bundle and $`\sigma H^0(X,E)\{0\}`$ a nonzero section.

By a parabolic triple we will mean a triple $`(E_{},\theta ,\sigma )`$ of the above type. Consequently, $`_H`$ is the moduli space of all parabolic triples.

In Section 2.2 we defined a symplectic structure $`d\mathrm{\Omega }`$ on $`_H^s`$. Define the algebraic one–form

(3.4)
$$\mathrm{\Omega }^{}:=\varphi ^{}\mathrm{\Omega }$$

on $`_H`$, where $`\varphi `$ is defined in (3.3). So,

$$\mathrm{d}\mathrm{\Omega }^{}=\varphi ^{}d\mathrm{\Omega }$$

is the pullback to $`_H`$ of the symplectic form $`\mathrm{\Omega }`$ on $`_H^s`$.

### 3.1. Parabolic triples and spectral data

Take a parabolic triple $`(E_{},\theta ,\sigma )_H`$. Its image $`\psi ((E_{},\theta ))`$ will be denoted by $`h`$, where $`\psi `$ is the Hitchin map defined in (2.5).

As we saw in Section 2.3, the parabolic Higgs bundle $`(E_{},\theta )`$ gives a spectral curve $`Y_h`$ and a torsionfree sheaf $``$ of rank one on $`Y_h`$. It was noted in (2.8) that $`\gamma _{}E`$, where $`\gamma `$ is the projection of $`Y_h`$ to $`X`$. Now, since $`\gamma `$ is a finite map, the natural homomorphism

$$H^i(Y_h,)H^i(X,\gamma _{})=H^i(X,E)$$

is an isomorphism for all $`i0`$. Therefore, $`H^0(Y_h,)H^0(X,E)`$. The point in $`H^0(Y_h,)`$ corresponding the point $`\sigma H^0(X,E)`$ will be denoted by $`\sigma ^{}`$. In particular, $`\sigma ^{}`$ is a divisor on $`Y_h`$.

We will calculate the degree of the divisor defined by $`\sigma ^{}`$. The Hitchin map $`\psi `$ in (2.5) is a complete integrable system for the symplectic structure $`\mathrm{d}\mathrm{\Omega }`$ on $`_H`$ and the fiber of $`\psi `$ over any $`h^{}`$ is the Jacobian of the corresponding spectral curve $`Y_h^{}`$. Consequently, the genus of $`Y_h^{}`$ coincides with $`dim_H/2=\mathrm{\hspace{0.17em}4}g3+n`$. Since

$$\text{degree}()(4g3+n)+1=\chi ()=\chi (E)=d+2(1g)$$

we conclude that $`\text{degree}()=d+n+2(g1)`$. Hence the degree of the divisor defined by the section $`\sigma ^{}`$ of $``$, which coincides with the degree of $``$, is $`d+n+2(g1)`$, where $`n=\mathrm{\#}S`$.

Set $`\delta =d+n+2(g1)`$. Let $`\text{Hilb}^\delta (Z)`$ denote the Hilbert scheme of zero dimensional subschemes of the surface $`Z`$ (the total space of $`K_X𝒪_X(S)`$) of length $`\delta `$.

The divisor of $`\sigma ^{}`$ is a zero dimensional subscheme of $`Y_h`$ of length $`\delta `$. Taking the image of $`\sigma ^{}`$ by the inclusion map of the spectral curve $`Y_h`$ in $`Z`$, we get a zero dimensional subscheme of $`Z`$ of length $`\delta `$. Therefore, we have an element of $`\text{Hilb}^\delta (Z)`$. Let

(3.5)
$$f:_H\text{Hilb}^\delta (Z)$$

be the map that sends any parabolic triple to the zero dimensional subscheme of $`Z`$ defined by the divisor of the corresponding section on the spectral curve for the underlying parabolic Higgs bundle. In other words, $`f`$ sends any $`(E_{},\theta ,\sigma )_H`$ to the element of $`\text{Hilb}^\delta (Z)`$ defined by the divisor of $`\sigma ^{}`$ on $`Y_h`$.

### 3.2. Forms on moduli of triples

Using the map $`f`$ defined in (3.5) we will construct an algebraic one–form on $`_H`$, and for that we will first show the existence of a natural meromorphic one–form on $`\text{Hilb}^\delta (Z)`$.

We start by observing that the variety $`Z`$ has a natural meromorphic one–form with pole, of order at most one, along the divisor $`\gamma ^1(S)`$, where $`\gamma `$, as before is the projection of $`Z`$ to $`X`$. The $`\gamma ^{}𝒪_X(S)`$ valued one–form sends any tangent vector $`vT_zZ`$ to $`z\mathrm{d}\gamma (z)(v)`$, where $`\mathrm{d}\gamma (z):T_zZT_{\gamma (z)}X`$ is the differential of $`\gamma `$ at $`z`$. Note that since $`z`$ is an element of the fiber $`(K_X𝒪_X(S))_{\gamma (z)}`$, the tensor product $`zd\gamma (z)(v)`$ gives an element of the fiber $`(𝒪_X(S))_{\gamma (z)}`$ after contracting $`(K_X)_{\gamma (z)}`$ with $`T_{\gamma (z)}X`$. Since $`S`$ is an effective reduced divisor, a $`\gamma ^{}𝒪_X(S)`$ valued one–form on $`Z`$ is a meromorphic one–form on $`Z`$ with a pole along $`\gamma ^1(S)`$ of order at most one.

The meromorphic one–form on $`Z`$ defined above will be denoted by $`\mathrm{\Omega }_Z`$. Using $`\mathrm{\Omega }_Z`$, a meromorphic one–form will be constructed on Hilbert scheme $`\text{Hilb}^k(Z)`$ of zero dimensional subschemes of $`Z`$ of length $`k`$, where $`k\mathrm{\hspace{0.17em}1}`$.

Consider the Zariski open dense subset $`U_k\text{Hilb}^k(Z)`$ consisting of distinct $`k`$ points of $`Z`$. Let

$$\underset{¯}{z}=\{z_1,z_2,\mathrm{},z_k\}\text{Hilb}^k(Z)$$

be a point of $`U_k`$, that is, all $`z_i`$ are distinct. Then we have

$$T_{\underset{¯}{z}}\text{Hilb}^k(Z)=\underset{i=1}{\overset{k}{}}T_{z_i}Z.$$

Therefore, the meromorphic one–form $`\mathrm{\Omega }_Z`$ on $`Z`$ defines a meromorphic one–form on the Zariski open subset $`U_k`$ of $`\text{Hilb}^k(Z)`$. In other words, this form sends any tangent vector

$$\{v_1,v_2,\mathrm{},v_k\}T_{\underset{¯}{z}}\text{Hilb}^k(Z)$$

where $`v_iT_{z_i}Z`$, to

$$\underset{i=1}{\overset{k}{}}\mathrm{\Omega }_Z(z_i)(v_i)$$

whenever the sum makes sense. Evidently, this one–form is regular on the complement of the divisor on $`U_k`$ defined by all points $`\{z_1,z_2,\mathrm{},z_k\}`$ such that

$$\{\gamma (z_1),\gamma (z_2),\mathrm{},\gamma (z_k)\}S\mathrm{}$$

as the above sum makes sense on the complement. More precisely, the pole of the one–form on $`U_k`$ is over this divisor, and the order of the pole is one. Since $`U_k`$ is a Zariski open dense subset of $`\text{Hilb}^k(Z)`$, the meromorphic one–form on $`U_k`$ defines a meromorphic one–form on $`\text{Hilb}^k(Z)`$.

The meromorphic one–form on $`\mathrm{Hilb}^k(Z)`$ defined above will be denoted by $`\mathrm{\Omega }_k`$. Note that $`\text{Hilb}^1(Z)=Z`$ and $`\mathrm{\Omega }_1=\mathrm{\Omega }_Z`$.

Consider the meromorphic one–form $`f^{}\mathrm{\Omega }_\delta `$ on $`_H`$, where the map $`f`$ is defined in (3.5). It was noted in Section 2.3 that for any spectral curve $`Y_h`$ and any $`sS`$, we have $`\gamma ^1(s)Y_h=\{0\}`$ (that is, the spectral curve is totally ramified over $`s`$ and passes through $`0`$). From this it follows immediately that $`f^{}\mathrm{\Omega }_\delta `$ is a holomorphic one–form on $`_H`$. Indeed, for the origin $`0(K_X𝒪_X(S))_x`$, where $`xX`$, the form $`\mathrm{\Omega }_Z`$ vanishes at $`0`$. Therefore, $`f^{}\mathrm{\Omega }_\delta `$ is a holomorphic one–form on $`_H`$.

Recall the one–form $`\mathrm{\Omega }^{}=\varphi ^{}\mathrm{\Omega }`$ on $`_H`$ constructed in (3.4).

###### Theorem 3.2.

The one–form $`f^{}\mathrm{\Omega }_\delta `$ on $`_H`$ coincides with the one–form $`\mathrm{\Omega }^{}`$. In particular, $`\mathrm{d}f^{}\mathrm{\Omega }_\delta `$ coincides with the pullback $`\varphi ^{}\mathrm{d}\mathrm{\Omega }`$ of the symplectic form $`\mathrm{d}\mathrm{\Omega }`$ on $`_H^s`$.

This theorem will be proved in the next section.

## 4. Identification of one–forms

We start with the following lemma.

###### Lemma 4.1.

There is a holomorphic one–form $`\omega `$ on $`_H^s`$ such that $`\varphi ^{}\omega `$ coincides with $`f^{}\mathrm{\Omega }_\delta `$, where $`\varphi `$ is the projection defined in (3.3).

###### Proof.

Recall that $`𝒫_H`$ is a projective bundle over $`_H^s`$ with $`\varphi `$ being the projection map. Since there is no nonzero holomorphic one–form on a projective space, the pullback of $`f^{}\mathrm{\Omega }_\delta `$ by the inclusion map of a fiber of $`\varphi `$ must vanish identically.

Let $`T^\varphi T𝒫_H`$ be the relative tangent bundle. In other words, $`T^\varphi `$ is the kernel of the differential $`\mathrm{d}\varphi :T𝒫_H\varphi ^{}T_H^s`$. Since the evaluation of $`f^{}\mathrm{\Omega }_\delta `$ on $`T^\varphi `$ vanishes, there is a homomorphism

$$\omega ^{}:T𝒫_H/T^\varphi 𝒪_{𝒫_H}$$

such that $`f^{}\mathrm{\Omega }_\delta `$ coincides with the composition of the natural projection of $`T𝒫_H`$ to $`T𝒫_H/T^\varphi `$ with the homomorphism $`\omega ^{}`$; here $`𝒪_{𝒫_H}`$ is the structure sheaf of $`𝒫_H`$, or equivalently, the sheaf defined by the trivial line bundle.

For any point $`\zeta _H^s`$, the restriction of $`T𝒫_H/T^\varphi `$ to the fiber $`\varphi ^1(\zeta )`$ is a trivial vector bundle. In fact, $`T𝒫_H/T^\varphi `$ is identified with the pullback $`\varphi ^{}T_H^s`$. Since $`\varphi ^1(\zeta )`$ is a compact and connected, the homomorphism $`\omega ^{}(p)`$ is independent of $`p\varphi ^1(\zeta )`$ (with $`\zeta `$ fixed). In other words, there is a holomorphic one–form $`\omega `$ on $`_H^s`$ such that $`\omega ^{}`$ is the pullback of $`\omega `$. This completes the proof of the lemma. ∎

Recall the one–form $`\mathrm{\Omega }`$ on $`_H^s`$ constructed in Section 2.2. Since $`\mathrm{\Omega }^{}=\varphi ^{}\mathrm{\Omega }`$ (see (3.4)), in view of Lemma 4.1, to prove Theorem 3.2 it suffices to establish that the two one–forms $`\omega `$ and $`\mathrm{\Omega }`$ on $`_H^s`$ coincide.

Consider the Hitchin map $`\psi `$ defined in (2.5). We want to show that there is a holomorphic one–form $`\mathrm{\Omega }_H`$ on the Hitchin space $``$ such that

(4.1)
$$\mathrm{\Omega }\omega =\psi ^{}\mathrm{\Omega }_H.$$

To prove the existence of such a form $`\mathrm{\Omega }_H`$, take a point $`h`$ such that the corresponding spectral curve $`Y_h`$ is smooth. We recall that there is a nonempty Zariski open subset $`U`$ of $``$ such that for any point $`h^{}U`$ the corresponding spectral curve $`Y_h^{}`$ is smooth.

The fiber $`\psi ^1(h)`$ is identified with the Picard variety $`J_h:=\text{Pic}^{d+2(1g)}(Y_h)`$ of degree $`d+2(1g)`$ line bundles on $`Y_h`$. (The degree $`d+2(1g)`$ was computed in the proof of Lemma 3.1.) Let $`j_h:J_h_H^s`$ be the inclusion map of the fiber of $`\psi `$. From the constructions of $`\mathrm{\Omega }`$ and $`\omega `$ it follows that that $`j_h^{}\mathrm{\Omega }=j_h^{}\omega `$.

Therefore, exactly as in the proof of Lemma 4.1, we conclude that for any point $`z\psi ^1(h)`$, the homomorphism

$$(\mathrm{\Omega }\omega )(z):T_z_H^s$$

factors through the projection $`\mathrm{d}\psi (z):T_z_H^sT_{\psi (z)}`$ defined the differential of $`\psi `$ at the point $`h`$. Consequently, there is a holomorphic one–form $`\mathrm{\Omega }_H`$ on $`U`$ such that $`\mathrm{\Omega }\omega =\psi ^{}\mathrm{\Omega }_H`$ on $`\psi ^1(U)`$, where $`U`$, as before, is the open subset of $``$ defined by the points corresponding to smooth spectral curves. Since $`\mathrm{\Omega }\omega `$ on $`\psi ^1(U)`$ extends to $`_H^s`$, $`U`$ is a Zariski open dense subset of $``$ and the map $`\psi `$ is a submersion everywhere, it follows immediately that $`\mathrm{\Omega }_H`$ extends to $``$ and the equality in (4.1) is valid on $`_H^s`$.

###### Lemma 4.2.

The one–form $`\mathrm{\Omega }_H`$ on $``$ vanishes identically.

###### Proof.

Recall that $`=H^0(X,K_X)H^0(X,K_X^2𝒪_X(S))`$. Set $`^{}:=\{0\}`$, the nonzero vectors. For any nonzero complex number $`c`$, consider the automorphism of $`^{}`$ that sends any point $`(\alpha ,\beta )`$ to $`(c\alpha ,c^2\beta )`$, where $`\alpha H^0(X,K_X)`$ and

$$\beta H^0(X,K_X^2𝒪_X(S)).$$

So we have a free action of $`^{}`$ on $`^{}`$ defined this way. The quotient space

$$Q:=^{}/^{}$$

is a weighted projective space. Let

(4.2)
$$\rho :^{}Q$$

be the quotient map.

In Section 2.3, given a point of $``$ we constructed a spectral curve, which is a divisor on $`Z`$, the total space of $`K_X𝒪_X(S)`$. We want to describe the above action of $`^{}`$ on $`^{}`$ in terms of spectral curves. On $`Z`$ there is an action of $`^{}`$ defined by the condition that the action of any $`c^{}`$ sends a point $`z`$ to $`cz`$, where the scalar multiplication is defined by the vector space structure of the fibers of the line bundle $`K_X𝒪_X(S)`$. It is easy to see that for any $`h^{}`$ and $`c^{}`$, the spectral curve corresponding to the point $`ch`$ coincides with the image of the spectral curve corresponding to the point $`h`$ by the automorphism of $`Z`$ defined action of $`c`$.

On the other hand, the meromorphic one–form $`\mathrm{\Omega }_Z`$ on $`Z`$ (constructed in Section 3.2) evidently has the property that it vanishes along the orbits of $`^{}`$ on $`Z`$. In other words, for the projection $`\gamma `$ of $`Z`$ to $`X`$, the pullback of $`\mathrm{\Omega }_Z`$ by the inclusion map of a fiber of $`\gamma `$ vanishes identically. Furthermore, for any $`c^{}`$, if $`T_c`$ denotes the automorphism of $`Z`$ defined by the multiplication by $`c`$, then $`T_c^{}\mathrm{\Omega }_Z=c\mathrm{\Omega }_Z`$. From these observations it follows immediately that there is a one–form $`\mathrm{\Omega }_Q`$ on the weighted projective space $`Q`$ such that $`\rho ^{}\mathrm{\Omega }_Q=\mathrm{\Omega }_H`$ on $`^{}`$, where $`\rho `$ is the projection in (4.2).

A weighted projective space does not admit any nonzero holomorphic one–form. Hence we have $`\mathrm{\Omega }_Q=\mathrm{\hspace{0.17em}0}`$. Since $`\rho ^{}\mathrm{\Omega }_Q=\mathrm{\Omega }_H`$, it follows immediately that $`\mathrm{\Omega }_H=\mathrm{\hspace{0.17em}0}`$, and the proof of the lemma is complete. ∎

The above results clearly combine together in imply Theorem 3.2.

Proof of Theorem 3.2. Lemma 4.2 (4.1) together imply that $`\mathrm{\Omega }=\omega `$ on $`_H^s`$. So,

$$\mathrm{\Omega }^{}:=\varphi ^{}\mathrm{\Omega }=\varphi ^{}\omega .$$

Now Lemma 4.1, which says that $`\varphi ^{}\omega =f^{}\mathrm{\Omega }_\delta `$, completes the proof of the theorem.