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# Orbital Kondo behavior from dynamical structural defects

## I Introduction

There is a great number of experimental anomalies observed by point contact, dephasing and transport measurements in metals at low temperature which have not been theoretically explained in a satisfactory way. Sensitivity on annealing, sample preparation, electro-migration support that these anomalies may originate from some kind of dynamical defects.

The concept of two-level systems (TLS’s), i.e. atoms or groups of atoms moving between two positions resulting in two almost degenerate levels, has been introduced to explain the low temperature specific heat anomalies in metallic glasses . In order to keep the level splitting very low, tunneling between the two positions has been assumed. The TLS model has later been generalized by incorporating dissipation effects and non-commutative couplings between the TLS and conduction electrons such as screening and assisted transition due to the metallic electrons , and a two-channel Kondo-like behavior (2CK) has been conjectured. The estimated Kondo temperature $`T_K`$, however, turned out to be too small. Taking a few of the higher levels of the atom into account increased $`T_K`$ considerably, however, this approximation has been shown recently to be incorrect : Most of the terms cancel out at energies above that of the few lowest levels if all excited states are included in the computation, and thus electron assisted tunneling results only in a negligible $`T_K`$ for TLS’s . Similar results were obtained using the adiabatic approximation for an atom moving in a metallic host.

The physical reason of the above cancellation is that the tunneling takes place on a typical time scale $`\tau 1/\omega _D`$. Therefore electrons that are farther from the Fermi surface than $`\omega _D`$ follow the motion of the defect instantaneously, and can be ignored when considering complicated correlations between the TLS and the conduction electrons. In other words, the effective bandwidth of the conduction electrons is reduced from the Fermi energy $`E_F`$ down to a value $`\omega _D`$.

In the present paper we study a similar model but with smaller or negligible barriers, far from the tunneling regime, and keeping all excited states through our computations.

We construct the perturbative scaling equations up to next to leading logarithmic order and show that the cancellation found in Ref.  also extends to the splitting of the TLS, which remains unrenormalized down to the scale $`\omega _{\mathrm{Debye}}`$ too. This supports again the picture of ’adiabatic conduction band’, proposed in Ref. .

In the most interesting cases the second level is just above or around the top of the barrier: In this regime we find a Kondo temperature in the range of $`T_K0.11\mathrm{K}`$ using realistic parameters. For a special class of parameters the renormalized energy splitting between the lowest two levels is around $`T_K`$ implying that such dynamical defects may give rise to some of the Kondo-like anomalies observed. Our calculations also indicate that to obtain a measurable $`T_K`$ one needs resonant scattering on the defect.

In the present work we only study the perturbative region, and there we do not find convincing evidence of an observable two-channel Kondo behavior. However, one can show by performing analytical and numerical calculations using a more detailed model that there exists a regime outside the range of perturbative calculations where the two-channel Kondo behavior appears .

## II Model

Our model consists of a particle (or collective coordinate $`z`$ of the defect) with mass $`M`$ ($`M50m_p`$; $`m_p`$ the proton mass) moving in some bare potential well, $`V_{\mathrm{bare}}(z)`$. The potential $`V_{\mathrm{bare}}(z)`$ can be thought of as the potential resulting from the interaction with the neighboring ionic charges. However, as we shall see later, $`V_{\mathrm{bare}}`$ is strongly renormalized due to the strong electron-defect interaction: In general, both $`V_{\mathrm{bare}}(z)`$ and the electron-defect interaction are of the order of the Fermi energy ($`10\mathrm{e}\mathrm{V}`$), but their sum, the effective potential is only of the order of the Debye frequency. Therefore $`V_{\mathrm{bare}}(z)`$ has very little physical meaning.

The non-interacting part of the Hamiltonian is given by:

$$H_0=\underset{n}{}\epsilon _nb_n^{}b_n+\underset{𝐩,\sigma }{}\epsilon _𝐩a_{𝐩,\sigma }^{}a_{𝐩,\sigma }.$$
(1)
The first term describes the motion of the particle in the potential $`V_{\mathrm{bare}}`$: $`b_n^{}`$ ($`n=1,2,\mathrm{}`$; $`_nb_n^{}b_n1`$ ) denotes the creation operator corresponding to a state of the particle with energy $`\epsilon _n`$ and wave function $`\phi _n(z)`$. The second term describes the conduction electrons, $`a_{𝐩,\sigma }^{}`$ being the creation operator of an electron with momentum $`𝐩`$, spin $`\sigma `$, and energy $`\epsilon _𝐩`$. In the following we shall use a simple free electron approximation to describe the conduction band, and assume that the wave function corresponding to $`a_{𝐩,\sigma }^{}`$ is a simple plane wave $`e^{i𝐤𝐫}`$. The density of states for the electrons is $`\varrho (\epsilon )\varrho _0(1+\alpha \epsilon /D_0)`$, where $`\varrho _0`$ is the value at the Fermi energy $`\epsilon =0`$, $`D_0`$ is a symmetric bandwidth cut-off of the order of the Fermi energy, and $`|\alpha |<1`$ accounts for possible electron-hole symmetry breaking due to band structure effects.

We use a simple local interaction between the particle and the electrons:

$`H_{\mathrm{int}}={\displaystyle \underset{\sigma }{}}{\displaystyle }dzdz_p[\psi _\sigma ^{}(z)\psi _\sigma (z)\mathrm{\Psi }^{}(z_p)\mathrm{\Psi }(z_p)`$ (2)
$`(U_0\delta (z)+U(\delta (zz_p)\delta (z)))],`$ (3)
where $`\psi _\sigma (z)`$ is the electron field operator along the axis $`z`$ of the defect motion ($`x=y=0`$) and $`\mathrm{\Psi }(z_p)=_nb_n\phi _n(z_p)`$ is the particle field operator at the position of the heavy particle, $`z_p`$. $`U_0`$ describes a static scattering at the center while $`U`$ describes the change in the scattering potential when the particle is displaced from the center.

In the following we shall simply take $`U_0=0`$. This simplification needs some explanation: In principle, the value of $`U`$ should be precisely $`U_0`$ in Eq. 3. One can, however, argue, that the electronic wave functions corresponding to the operators $`a_𝐩^{}`$ in Eq. 1 should be determined when the particle is at the origin, and should therefore already incorporate the effect of $`U_0`$, which could therefore be ignored.

The previous argument is, however, not quite right. The consequences of the presence of $`U_0`$ would be quite important. The term $`U_0`$ can be treated exactly for a single impurity : Since $`U_0`$ describes a static potential it can be incorporated in the electronic wave functions, which cannot be approximated by plane waves any more. Its most important effect is to renormalize the local density of states $`\varrho _0`$ in the $`s`$-channel as $`\varrho _0\mathrm{cos}^2(\delta _0)\varrho _0`$, where $`\delta _0`$ denotes the scattering phase shift induced by the scattering potential $`U_0=U`$. As we shall see below, experiments indicate that the value of $`U`$ is rather large, and corresponds to almost resonant scattering. In other words, in this simple model with $`U=U_0`$ at resonant scattering $`\delta _0\pi /2`$, and the local density of states is strongly suppressed. As a result, the dimensionless couplings estimated below are reduced. This is a serious problem: One can show that for a potential scattering model with $`U=U_0`$ this suppression is so strong that one is always in the weak coupling regime, and one can therefore never observe the two-channel Kondo behavior, while without the term $`U_0`$ one can go beyond the Emery - Kivelson line and prove even analytically the existence of a regime where a two-channel Kondo behavior appears .

To resolve this problem, one has to go beyond approximating the particle by a simple potential scatterer and one must take into account the dynamics of the internal electronic degrees of freedom of the particle . This analysis turns out to justify our approximation of setting $`U_0=0`$ in Eq. (3).

To handle the interaction part of the Hamiltonian we follow Ref.  and introduce spherical coordinates. Assuming that the motion of the defect is restricted in space ($`k_Fz_p<1`$, with $`k_F`$ the Fermi momentum), the dominant electron scattering occurs in the ($`l=0,m=0`$) and ($`l=1,m=0`$) angular momentum channels, and we can neglect scattering channels with $`l>1`$ . $`H_{\mathrm{int}}`$ then becomes:

$$H_{\mathrm{int}}=\frac{1}{2\pi }\underset{\genfrac{}{}{0pt}{}{n^{},n}{l^{},l,\sigma }}{}𝑑k𝑑k^{}V_{l^{}l}^{n^{}n}b_n^{}^{}b_na_{k^{}l^{}\sigma }^{}a_{kl\sigma },$$
(4)
where $`a_{kl\sigma }^{}`$ creates an electron with angular momentum $`l`$ ($`m=0`$), radial momentum $`k`$ and spin $`\sigma `$, and satisfies the anti-commutation relation $`\{a_{kl\sigma }^{},a_{k^{}l^{}\sigma ^{}}\}=2\pi \delta (kk^{})\delta _{\sigma \sigma ^{}}\delta _{ll^{}}`$. We evaluated the dimensionless interaction matrix elements $`V_{l^{}l}^{n^{}n}`$ using spherical wave functions with momentum $`kk_F`$ for the electrons and the exact wave functions $`\phi _n`$ for the defect. The dynamics of the heavy particle is described in terms of the pseudo-fermions $`b_n^{}`$ satisfying the constraint $`_nb_n^{}b_n=1`$.

## III Renormalization Group Analysis

To determine $`T_K`$ we constructed the leading and next-to-leading logarithmic renormalization group (RG) equations . To this end one has to compute vertex and self-energy corrections to the pseudo-fermion propagator $`𝒢_{nn^{}}(\tau )T_\tau b_n(\tau )b_n^{}(0)`$ and the impurity-electron vertex function $`\mathrm{\Gamma }_{ll^{}}^{nn^{}}`$, and then apply the relatively standard machinery of multiplicative RG. The corresponding skeleton diagrams are shown in Fig. 2. \[Note that the first order self-energy diagram (not shown in Fig. 2) only generates a local non-logarithmic and time-independent renormalization of the defect potential and can therefore be entirely ignored.\] In the RG procedure the bandwidth cut-off is reduced $`DD+dD`$ and the couplings are simultaneously changed to keep physical quantities invariant. In the present case a matrix version of the multiplicative RG must be employed .

In this work we take also into account the energy dependence of the local density of states. This may also depend on the angular momentum channel $`l`$, $`\varrho _l(\epsilon )/\varrho _l(0)=1+\alpha _l\epsilon /D_0`$, where the slope $`\alpha _l`$ and value $`\varrho _l(0)`$ of the density of states is usually different for different values of $`l`$. The energy $`ϵ`$ is measured from the Fermi energy and only the linear term has been kept in $`\varrho _l`$.

Let us first focus on the case of $`\varrho _{l=0}=\varrho _{l=1}=\varrho _0`$ and $`\alpha _0=\alpha _1=\alpha `$. Then the second order self-energy correction of the pseudo-fermion propagator, e.g., contains both logarithmic and non-logarithmic corrections, and is given by the following expression:

$`\mathrm{\Sigma }_{nm}(\omega )=`$ $`2{\displaystyle \underset{ϵ_{\stackrel{~}{n}}<D_0}{}}\mathrm{tr}\{\underset{¯}{V}^{n\stackrel{~}{n}}\underset{¯}{V}^{\stackrel{~}{n}m}\}`$ (5)
$`\left[D_0f(\alpha )+(\omega ϵ_{\stackrel{~}{n}})\left\{\mathrm{ln}{\displaystyle \frac{D_0}{|\omega ϵ_{\stackrel{~}{n}}|}}+g(\alpha )\right\}\right],`$ (6)
where we introduced a matrix notation, $`V_{ll^{}}^{nn^{}}\underset{¯}{V}^{nn^{}}`$, $`\mathrm{tr}\{\mathrm{}\}`$ denotes the trace in the electronic angular momentum indices, and the constants $`f(\alpha )`$ and $`g(\alpha )`$ are given by

$`f(\alpha )`$ $`=`$ $`{\displaystyle \frac{2}{3}}\alpha ^2(\mathrm{ln}21)+2\mathrm{ln}2,`$ (7)
$`g(\alpha )`$ $`=`$ $`1\mathrm{ln}2+\alpha ^2({\displaystyle \frac{1}{2}}\mathrm{ln}2).`$ (8)
The factor two in Eq. (5) is due to the spin degeneracy of the electrons. The effect of the non-logarithmic terms proportional to $`f`$ and $`g`$ is to strongly renormalize the eigenstates and eigenfunctions of the double well potential by replacing the the heavy particle Hamiltonian by

$$\underset{n}{}\epsilon _nb_n^{}b_n\underset{n,m}{}\mathrm{\Delta }_{nm}b_n^{}b_m$$
(9)
where the matrix $`\mathrm{\Delta }_{nm}`$ is given by

$$\mathrm{\Delta }_{nm}=\epsilon _n\delta _{nm}2\underset{\stackrel{~}{n}}{}\mathrm{tr}\{\underset{¯}{V}^{n\stackrel{~}{n}}\underset{¯}{V}^{\stackrel{~}{n}m}\}\left[D_0f(\alpha )ϵ_{\stackrel{~}{n}}g(\alpha )\right].$$
(10)
The effect of the static ($`\omega `$-independent) non-logarithmic terms in Eqs. (5) can be taken into account by diagonalizing $`\mathrm{\Delta }_{nm}`$ through a unitary transformation

$`(U\mathrm{\Delta }U^{})^{nm}=\stackrel{~}{ϵ}_m\delta _{nm},`$ (11)
$`\underset{¯}{V}^{nm}(U\underset{¯}{V}U^{})^{nm},`$ (12)
where the $`\stackrel{~}{ϵ}_n`$’s denote the renormalized values of the heavy particle energies. The effective Hamiltonian corresponding to $`\mathrm{\Delta }_{nm}`$ generally contains non-local terms too, but the largest terms actually turn out to be simple local corrections to $`V_{\mathrm{bare}}`$. Therefore, in the rest of the paper we shall drop these non-logarithmic self-energy corrections, and assume instead that we can model the entire effective Hamiltonian by a simple local quasi one-dimensional symmetrical square potential with a barrier in the middle and infinite walls (see Fig. 1). We determine the corresponding wave functions by solving simple transcendental equations and then use these wave functions to compute the interaction matrix elements $`\underset{¯}{V}^{nm}`$.

Note that it is only the renormalized Hamiltonian that can be measured and has therefore physical meaning. Note also, that both $`V_{\mathrm{bare}}`$ and the the corrections are usually of the order of the Fermi energy, however, their sum is usually of the order of the Debye energy only.

The interaction vertex also contains a non-logarithmic part. Up to second order in $`\underset{¯}{V}`$ the dimensionless vertex function can be calculated as

$`\underset{¯}{\gamma }^{nm}(\omega )`$ $`=`$ $`\underset{¯}{V}^{nm}\alpha {\displaystyle \underset{ϵ_k<D_0}{}}\left\{\underset{¯}{V}^{nk}\underset{¯}{V}^{km}+\underset{¯}{V}^{km}\underset{¯}{V}^{nk}\right\}`$ (13)
$``$ $`{\displaystyle \underset{ϵ_k<D_0}{}}\mathrm{ln}{\displaystyle \frac{D_0}{|\omega ϵ_k|}}[\underset{¯}{V}^{nk},\underset{¯}{V}^{km}].`$ (14)
The effect of the non-logarithmic terms in (14) can be taken into account by renormalizing the bare vertex as

$$\underset{¯}{V}^{nm}\underset{¯}{\overset{~}{V}}^{nm}\underset{¯}{V}^{nm}\alpha \underset{k}{}\left\{\underset{¯}{V}^{nk}\underset{¯}{V}^{km}+\underset{¯}{V}^{km}\underset{¯}{V}^{nk}\right\}.$$
(15)
This transformation must be constructed order by order, and it sums up systematically all higher order non-logarithmic vertex contributions.

After performing the transformations above the expressions of $`𝒢^1`$ and $`\gamma `$ simplify considerably, and contain only logarithmic terms in $`D_0`$:

$`[𝒢^1]_{nm}(\omega )`$ $`=`$ $`\omega \delta _{nm}\stackrel{~}{ϵ}_n`$ (16)
$`+`$ $`2{\displaystyle \underset{\stackrel{~}{ϵ}_k<D_0}{}}\mathrm{tr}\{\underset{¯}{\overset{~}{V}}^{nk}\underset{¯}{\overset{~}{V}}^{km}\}(\omega \stackrel{~}{ϵ}_k)\mathrm{ln}{\displaystyle \frac{D_0}{|\omega \stackrel{~}{ϵ}_k|}},`$ (17)
$`\underset{¯}{\gamma }^{nm}(\omega )`$ $`=`$ $`\underset{¯}{\overset{~}{V}}^{nm}{\displaystyle \underset{ϵ_{\stackrel{~}{n}}<D_0}{}}\mathrm{ln}{\displaystyle \frac{D_0}{|\omega ϵ_n|}}[\underset{¯}{\overset{~}{V}}^{n\stackrel{~}{n}},\underset{¯}{\overset{~}{V}}^{\stackrel{~}{n}m}].`$ (18)
The remaining logarithmic terms in Eqs. (16) and (18) can be summed up using a generalized version of the multiplicative RG , leading to the following RG equations:

$`{\displaystyle \frac{\mathrm{d}\underset{¯}{\overset{~}{V}}^{ij}}{\mathrm{d}x}}`$ $`=`$ $`{\displaystyle \underset{\stackrel{~}{ϵ}_k<D}{}}[\underset{¯}{\overset{~}{V}}^{ik},\underset{¯}{\overset{~}{V}}^{kj}]+{\displaystyle \underset{\stackrel{~}{ϵ}_k,\stackrel{~}{ϵ}_l<D}{}}\mathrm{\hspace{0.33em}2}(\underset{¯}{\overset{~}{V}}^{kl}\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{ik}\underset{¯}{\overset{~}{V}}^{lj}\right]`$ (19)
$``$ $`{\displaystyle \frac{1}{2}}\underset{¯}{\overset{~}{V}}^{ik}\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{kl}\underset{¯}{\overset{~}{V}}^{lj}\right]{\displaystyle \frac{1}{2}}\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{ik}\underset{¯}{\overset{~}{V}}^{kl}\right]\underset{¯}{\overset{~}{V}}^{lj}).`$ (20)
Here $`x=\mathrm{ln}(D_0/D)`$ is the scaling variable, and $`D_0`$ denotes the initial value of the cut-off. As the Hamiltonian is diagonal in the spin, each closed electron loop results in a multiplicative factor of 2 corresponding to $`𝒩_f=2`$ conduction electron channels.

The renormalization group equations for the energies $`\stackrel{~}{ϵ}_n`$ are somewhat more complicated. In particular, the RG generates off-diagonal terms to the heavy particle Hamiltonian:

$`\delta _{nm}\stackrel{~}{ϵ}_n`$ $``$ $`\delta _{nm}\stackrel{~}{ϵ}_n+\mathrm{d}x{\displaystyle \underset{\stackrel{~}{ϵ}_k<D}{}}\{2\stackrel{~}{ϵ}_k\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{nk}\underset{¯}{\overset{~}{V}}^{km}\right]`$ (22)
$`\stackrel{~}{ϵ}_n\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{nk}\underset{¯}{\overset{~}{V}}^{km}\right]\mathrm{tr}\left[\underset{¯}{\overset{~}{V}}^{nk}\underset{¯}{\overset{~}{V}}^{km}\right]\stackrel{~}{ϵ}_m\},`$
where $`\stackrel{~}{ϵ}_n,\stackrel{~}{ϵ}_m<D`$, and $`\mathrm{d}x=\mathrm{ln}[D/D^{}]`$. Therefore, in each RG step we diagonalize the self-energy by constructing a new set of defect states with renormalized energy eigenvalues, and express all couplings in this new basis: $`\stackrel{~}{\phi }_n=_mU_{mn}\phi _m`$. Note that Eqs. (20) are invariant under this unitary transformation.

When the reduced cutoff reaches the renormalized energy eigenvalue of some defect level, the dynamics of that level is frozen out, and we therefore drop it in the following RG steps. Usually only a few levels remain active in the region where the relatively weak initial couplings become comparable to the stronger ones. In many cases only one level remains by this time, meaning that no Kondo effect occurs at all.

In the original tunneling model only the states $`n=1,2`$ were kept giving rise to two initial dimensionless coupling constants, $`v^x`$ and $`v^z`$, corresponding to the diagonal and off-diagonal terms in indices $`n`$ and $`n^{}`$:

$`v^z={\displaystyle \frac{1}{4}}(V_{01}^{21}+V_{10}^{21}+V_{01}^{12}+V_{10}^{12}),`$ (23)
$`v^x={\displaystyle \frac{1}{4}}(V_{00}^{11}V_{11}^{11}V_{00}^{22}+V_{11}^{22}).`$ (24)
We identify Kondo temperature $`T_K`$ with the energy scale at which the initially small dimensionless coupling $`v^x`$ reaches about the half of its fixed point value, $`v_x0.1`$ , and we keep the last two levels active even if their separation is larger than the running cut-off $`D`$. Below the Kondo temperature the perturbative RG breaks down and more efficient methods are needed. If only two levels are kept then Bethe-ansatz results for the two-channel Kondo problem could be applied.

The bare values of $`v^z`$ can be estimated from ultrasound data  and for alloys with stronger couplings they correspond to $`v^z0.2`$ and thus $`U\varrho _03`$ for typical parameters. This rather large value of $`U\varrho _0`$ implies resonant scattering on the atom . Nonetheless, even $`U\varrho _03`$ turns out to be small enough so that the couplings $`V^{nn^{}}`$ corresponding to it are still in the perturbative regime: Restricting our discussion to $`n=1,2`$, the largest matrix elements are those where both the electron and defect parities are changed and are about $`v^z0.2`$. The reduction from $`U\varrho _03`$ is due to a factor $`v^zk_FdU\varrho _0`$, with $`d=2a(1+\alpha _b)0.4\mathrm{\AA }`$ the width of the potential well, and $`k_F^11\mathrm{\AA }`$ the Fermi momentum. Couplings with conserved parities such as $`v_x`$ are even smaller, and are further reduced by the Gamow factor in the case of a large barrier in the tunneling regime .

## IV Results

In this work we used the following procedure: We first diagonalized the effective heavy particle Hamiltonian to obtain the renormalized defect energies $`\stackrel{~}{ϵ}_n`$ and the renormalized couplings $`\stackrel{~}{V}`$ numerically. Then we summed up logarithmic terms by performing the RG steps described in the previous section.

Firstly, to determine the fixed point structure of the flow equations and to determine the Kondo temperature we continued the RG even after reaching the first excited state (where the dynamics of the defect must be entirely frozen due to the energy splitting) and verified that then the couplings indeed flow to the two-channel Kondo fixed point as expected.

The leading logarithmic scaling equations for many levels were investigated by Aleiner et al. in the tunneling regime : They correspond to the first two diagrams in Fig.2 and to the second order terms in Eq. (20). Aleiner et al. have shown that in leading logarithmic order the logarithmic contribution of the excited states cancels out due to a sum rule, related to the approximate completeness of the defect wave functions. This reduces the effective cutoff to the order of the Debye temperature and thus the essential renormalization of the couplings occurs in the region where only few excited states remain active.

We find that this is also true for the renormalization of the tunneling rate. Fig.3 shows the renormalization of the couplings, $`v_x`$, and the tunneling rate, $`\mathrm{\Delta }_{12}\stackrel{~}{ϵ}_2\stackrel{~}{ϵ}_1`$, computed by solving leading and next-to-leading logarithmic scaling equations numerically. Though we could not find a simple sum rule similar to that of Ref. , we found that both $`v_x`$ and $`\mathrm{\Delta }_{12}`$ remain unrenormalized throughout a large energy region, down to an energy scale of the order of the Debye temperature $`\omega _D`$. This is in agreement with the ’adiabatic conduction band’ picture of Kagan and Prokof’ev, who argued that, since the tunneling takes place during a time scale $`1/\omega _D`$, electrons with energies larger than $`\omega _D`$ follow the defect instantaneously and therefore do not contribute to the logarithmic singularities summed up by the renormalization group. Therefore the drastic changes in the effective couplings appear only when a few levels remain.

For typical bare values of the splitting $`\mathrm{\Delta }\mathrm{\Delta }_{21}E_2E_11\mathrm{K}`$, the renormalization of $`\mathrm{\Delta }`$ turned out to be less than about $`25\%`$. This must be opposed to the case where only two levels are kept from the beginning, and therefore a strong power-law renormalization occurs even at high energies . Our results agree with those obtained by means of an adiabatic approximation where the renormalization occurs only when the cutoff is already in the range of the few lowest energy levels .

It is very instructive, how $`T_K`$ depends on the number of defect states (see Fig.4). Such a calculation has been first performed by Aleiner et al.. The first few states result in a strong increase in $`T_K`$, but then $`T_K`$ suddenly drops, and the states $`n6`$ practically don’t produce any further changes. In the following only the ’saturation values’ of $`T_K`$ will be reported that we obtained by eventually continuing the RG flows below the first excited state if $`\mathrm{\Delta }_{21}>T_K`$.

It is very important to determine the range of validity of the perturbative scaling analysis we use. Fortunately, there is a few non-perturbative results available for the TLS model that can be used to achieve this goal. In the limit of small $`\mathrm{\Delta }_{12}`$ and $`v_x`$ the scaling equations take a simple form :

$`{\displaystyle \frac{\mathrm{d}t}{\mathrm{dx}}}`$ $`=`$ $`y_tt,`$ (25)
$`{\displaystyle \frac{\mathrm{d}v_x}{\mathrm{dx}}}`$ $`=`$ $`y_xv_x,`$ (26)
where the scaling exponents $`y_t`$ and $`y_x`$ of the dimensionless tunneling (splitting) $`t\mathrm{\Delta }_{12}/D`$ and assisted tunneling $`v_x`$, only depend on the coupling $`v_z`$ in Eq. (23):

$`y_t`$ $`=`$ $`18\left({\displaystyle \frac{\delta }{\pi }}\right)^2,`$ (27)
$`y_x`$ $`=`$ $`4\left({\displaystyle \frac{\delta }{\pi }}\right)8\left({\displaystyle \frac{\delta }{\pi }}\right)^2,`$ (28)
$`\delta `$ $`=`$ $`\mathrm{artan}(\pi v^z).`$ (29)
In the multiplicative RG scheme these non-perturbative exponents are replaced by the following approximate exponents:

$`y_t^{RG}`$ $`=`$ $`18v_z^2,`$ (30)
$`y_x^{RG}`$ $`=`$ $`4v_z8v_z^2.`$ (31)
These approximate exponents are compared to the exact ones in Fig. 5: The exponent $`y_x`$ of the assisted tunneling is surprisingly well approximated by $`y_x^{RG}`$ in the range $`v_z<0.25`$, and therefore we expect that the estimate of the Kondo temperature is reliable in the range $`v_z0.250.3`$. However, $`y_t^{RG}`$ underestimates the value of $`y_t^{RG}`$ and therefore overestimates the renormalization of $`\mathrm{\Delta }_{12}`$, for which the RG results should be trusted only in the range $`v_z0.22`$.

Fig. 6 shows the barrier height dependence of the Kondo temperature: $`T_K`$ increases with increasing barrier height up to a certain value of $`V_B`$ and then it drops suddenly, while the splitting $`\mathrm{\Delta }_{21}`$ decreases continuously. Initially, increasing the barrier height concentrates the wave functions of the first two states more and more around the potential minima and this results in an increase of the coupling $`v_z`$, and thus a gradual increase in $`T_K`$. This tendency is, however, suddenly reversed once the barrier reaches the first level, and one enters the tunneling regime ($`V_B150\mathrm{K}`$ for the parameters of Fig. 6): There the assisted tunneling $`v_x`$, responsible for the generation of the Kondo effect, decreases exponentially, and both $`\mathrm{\Delta }_{12}`$ and $`T_K`$ decrease dramatically.

$`T_K`$ is also very sensitive to the width of the entire potential well $`d`$. In Fig. 7 we show the $`d`$-dependence of $`T_K`$ for a defect that has a relatively low barrier height and is not in the tunneling regime. As $`d`$ is decreased from $`d=0.5\AA `$, the energy levels are shifted to higher values and also the initial values of the coupling $`v_z`$ decrease while $`v_x`$ does not change dramatically. Thus the width of the well is a fundamental parameter and the Kondo effect can only occur if the room for the particle considered is anomalously large in one direction. For defects in the tunneling range $`T_K`$ decreases with increasing $`d`$ since the bare value of $`v_z`$ only slightly increases while the assisted tunneling $`v_x`$ is exponentially suppressed in the tunneling regime.

In Fig. 8 we show the dependence on the strength of the defect-electron interaction $`U`$. Again, $`T_K`$ increases continuously with increasing $`U`$, since all couplings generating the Kondo effect increase. On the other hand, The renormalized $`\mathrm{\Delta }`$ decreases continuously since the scaling exponent $`y_t^{RG}`$ also decreases with increasing $`U`$.

Finally, let us discuss the electron-hole asymmetry dependence of $`T_K`$. For $`U_0=0`$, $`\varrho _{l=0}=\varrho _{l=1}`$ and $`\alpha =\alpha _0=\alpha _1`$ we find no significant $`\alpha `$-dependence of the renormalized splitting and $`T_K`$. In general, however, the local density of states is different for the $`l=0`$ and $`l=1`$ channels and thus both $`\varrho _0`$ and $`\alpha `$ depend on $`l`$. A non-zero potential scattering term $`U_00`$ in Eq. (3), e.g., would have a twofold effect: (1) It would change the local density of states in the $`l=0`$ scattering channel, and (2) would generate a different electron-hole symmetry breaking for the $`l=0`$ and $`l=1`$ channels . \[Note that in Ref.  $`U_0`$ has not been set to zero and has been treated inappropriately: Instead of incorporating it in the parameters $`\varrho _0`$ and $`\alpha _0`$ we included it in the RG equations as a coupling constant. Though the results obtained are qualitatively similar to the ones we obtained below, this procedure is wrong, since mass terms like $`U_0`$ have to be treated always differently from the coupling constants in the multiplicative RG .\]

It is easy to generalize our previous calculations to the case $`\alpha _0\alpha _1`$ and $`\varrho _{l=0}\varrho _{l=1}`$: The $`l`$-dependent densities of state can be treated by defining the fermion fields slightly differently. However, for $`\alpha _0\alpha _1`$ the electron-hole symmetry breaking generates strong non-logarithmic corrections to the bare coupling constants. In Fig. 9 we plotted the dependence of $`T_K`$ on $`\alpha _0`$ while keeping $`\alpha _1`$ zero and $`\varrho _{l=0}=\varrho _{l=1}`$. We find that for typical parameters we used earlier $`T_K`$ can change about an order of magnitude. This renormalization can have even more dramatic effects for very small $`T_K`$’s where $`T_K`$ can change several orders of magnitude due to changes in the value of the electron-hole asymmetry (see inset of Fig. 9).

Let us conclude this Section with a general observation:
Increasing the mass (the $`M/m_p`$ ratio), the energies of the levels are scaled down. If the central barrier is similarly reduced then $`T_K`$ becomes smaller by the same ratio and thus $`\mathrm{\Delta }/T_K`$ is not affected, as the dependence on the high energy cutoff $`D`$ is weak.

## V Conclusions

In this paper we performed a thorough scaling analysis of a dynamical defect coupled to the conduction electrons, by taking into account all the excited states of the defect, and constructing the next to leading logarithmic scaling equations. We also discussed how to take into account large non-logarithmic terms that renormalize the bare parameters of the theory. In the perturbative regime our calculations confirmed the results of Ref. : The electron-defect couplings remain unrenormalized down to an energy scale of the order of the Debye temperature $`D\omega _{\mathrm{Debye}}`$ due to a cancellation pointed out in Ref. .

In the leading logarithmic approach of Ref.  the energy levels of the impurity are unrenormalized, and the above next to leading logarithmic analysis is needed to compute the renormalization of the defect states. We found that, similar to the defect-electron coupling, the splitting of the first two defect states remains unrenormalized down to $`\omega _{\mathrm{Debye}}`$. In contrast to the expectations of Ref. , where the generation of a large splitting has been predicted, we found that the renormalization of the defect states remains small if one takes into account all defect states.

Our results perfectly agree with the adiabatic picture of Kagan and Prokof’ev : Electrons with excitation energies $`|ϵ|>\omega _{\mathrm{Debye}}`$ follow the defect instantaneously, and therefore the role of the excited states is only reducing the effective electronic cut-off from the order of the Fermi energy down to the energy scale $`\omega _{\mathrm{Debye}}`$.

We also analyzed the range of validity of our approach by using some analytical results in the strong coupling regime. We found that the perturbative RG predicts the Kondo temperature correctly for surprisingly large couplings, however, it tends to overestimate the renormalization of the splitting $`\mathrm{\Delta }`$.

We solved the RG equations for initial couplings obtained by changing various parameters of the double well potential. We always found a region where $`T_K`$ and the renormalized $`\mathrm{\Delta }_{12}`$ were comparable and therefore one should be able to observe the Kondo anomaly in various measurements. Our calculations show that to have $`T_K\mathrm{\Delta }_{12}`$ in the measurable range one needs a defect that (i) has anomalously large room to move in one direction, (ii) is close to but not yet in the tunneling regime (iii), which has a large scattering strength, $`U\varrho _02.5`$, implying resonant scattering on the particle. The best candidates are therefore atoms with resonant d or f-scattering at the Fermi energy or possibly small groups of atoms. Thus dynamical local defects with special realistic model parameters can explain the Kondo-like anomalies observed in some experiments for $`T>T_K`$. Note that in amorphous materials the positions of the defect $`f`$\- or $`d`$-orbitals have usually a distribution, and therefore many of the defects may have resonant scattering at the Fermi energy.

However, to explain the two-channel Kondo scaling reported in Ref. , one would need a renormalized $`\mathrm{\Delta }_{12}`$ that is less than $`T_K`$ at the energy scale $`DT_K`$. Unfortunately, our calculations are only of logarithmic accuracy, and therefore we cannot decide if the ratio $`\mathrm{\Delta }_{12}/T_K`$ is small enough to display a clear two-channel Kondo scaling. In the perturbative regime (i.e. the regime where where our perturbative RG works), our results seem to indicate that $`T_K`$ can be comparable to, but is somewhat smaller than $`\mathrm{\Delta }_{12}`$, and is thus too small to result in an observable two-channel Kondo behavior. However, one can prove both analytically and with NRG calculations the existence of a regime outside the range of perturbative RG  where $`T_K`$ can be larger than $`\mathrm{\Delta }_{12}`$. This is also indicated by our perturbative results.

We have to emphasize that for a defect with resonant scattering in a disordered environment many of our approximations (free electron model, simple delta scattering on the defect, usage of a local effective potential etc.) are questionable, and the estimates of the various couplings are therefore inadequate. Also, in reality, the dynamical defect is not formed by a single atom, but it is probably rather a group of atoms (dislocation, e.g.) that is responsible for the defect dynamics. Though our general conclusions probably do not depend on these approximations, $`T_K`$, e.g., depends exponentially on the coupling constants and more sophisticated models/calculations would be needed to give a quantitative estimate of $`T_K`$ and the ratio $`\mathrm{\Delta }_{12}/T_K`$.

It remains an open question whether for larger couplings (i.e., defects with resonant scattering at the Fermi energy) a larger $`T_K510\mathrm{K}`$ can be reached, as required to explain the experiments for Refs. .

We are grateful to B. Altshuler, I. Aleiner, Yu. Kagan, and N. Prokof’ev for valuable discussions. We benefitted from the discussions and hospitality of J. von Delft at Munich and the support of the Humboldt Foundation (A. Z.). This research has been supported by Hungarian Grants No. T03038243, T034243, T038162, F030041, TS040878, NSF Grant No. DMR 99-81283, and EU RTN No. RTN2-2001-00440.


text:
# Mean first-passage and residence times of random walks on asymmetric disordered chains

## 1 Introduction

The problems of the first-passage time (FPT)  and the residence time (RT)  are very important issues in random walk theory. Moreover, several properties of diffusion and transport in disordered systems are based in this concepts. Here, we do not want to present a survey of the enormous literature in the field of mean first-passage time (MFPT) and mean residence time (MRT) of random walks, nevertheless, we wish to single out the works involved with analytical or exact results, mainly in one-dimensional disordered systems. Goldhirsch and Gefen  developed an analytical method for calculating MFPT for branched networks such as finite segments with dangling bonds and loops. The method is based on the generating function and was generalized for biased walks . Extensions of the generating function method were done for analyzing the probability distribution function of FPT  and the current autocorrelation function . Later on, the generating function method was used for random one-dimensional chains , particularly for the Sinai problem . Explicit expressions for the MFPT, in terms of the basic jump probabilities for discrete time random walk with a reflecting boundary were obtained independently by Van den Broeck , Le Doussal , and Murthy and Kehr  by different methods. It is interesting to remark that Gardiner  had previously reported explicit MFPT formulae. An exact solution of the generating function for the first-passage probability was presented by Raykin  using enumerative conbinatorics for summing up over trajectories of the random walker . The distribution of escape probabilities was computed exactly by Sire  and the exact renormalization group analysis was performed by Le Dousal et al . In the last few years, one of the main applications of the exact expressions for MFPT and MRT in one-dimensional lattices was the study of exciton migration in treelike dendrimers (light harvesting antennae) .

A successful perturbative theory for survival statistics in disordered chains is the finite effective medium approximation (FEMA) . Extensions of FEMA to biased media  and periodically forced boundary conditions  were presented. A unified framework for the FPT and RT statistics in finite disordered chains with bias was also presented by the authors in reference , where exact equations for the quantities averaged over disorder were obtained for both problems and its solutions up to first order in the bias parameter were constructed retaining the full dependence on the system’s size and the initial condition.

In this paper, we obtain explicit analytical expressions for the MFPT and MRT of random walks on a one-dimensional lattice for a quenched realization of disorder. Then, we consider two models for the disorder in the hopping transitions and average the expressions, in each case, on the realizations of disorder. The outline of the paper is as follow. The starting point of our formulation is given in section 2. In sections 2.1 and 2.2 we discuss the algebraic method that allows us obtain the exact dependence of the MFPT and the MRT on the set of transition probabilities. The biased nondisordered chain is treated in section 3, whereas two models of disorder with asymmetric transition probabilities are analyzed in sections 4 and 5. The effects on MFPT and MRT of cutting the chain, at a reflecting site, are considered in section 6. Finally, in section 7, we briefly summarize the principal results of our study.

## 2 Survival and residence probabilities

We start considering a random walk on a discrete one-dimensional lattice with nearest neighbor hopping; jumping from site $`n`$ to site $`n+1`$ with transition probability $`w_n^+`$, or to site $`n1`$ with transition probability $`w_n^{}`$. In this manner, the walker has a sojourn probability $`1w_n^+w_n^{}`$ per unit time at site $`n`$. The conditional probability, $`P(m,t|n)`$, of finding the walker at site $`m`$ at time $`t`$, given that it was initially at site $`n`$, satisfies a Markovian master equation for a given realization of the set $`\{w_j^\pm \}`$.

We are concerned with the survival and residence probabilities in the finite interval $`D=[M,L]`$ on the chain. The first is the probability, $`S_n(t)`$, of remaining in $`D`$ at time $`t`$, without exiting, if the walker initially began at site $`nD`$. The second is the probability, $`R_n(t)`$, of finding the particle within the domain $`D`$ at time $`t`$, given that it initially was at site $`n`$ (not necessary in $`D`$). The dynamical evolution of both quantities follows from the backward master equation

$$_tF_n(t)=w_n^+\left(F_{n+1}(t)F_n(t)\right)+w_n^{}\left(F_{n1}(t)F_n(t)\right),$$
(2.1)
where

$$F_n(t)=\underset{mD}{}P(m,t|n).$$
(2.2)
The survival probability is the solution of the equation (2.1) with the initial condition $`S_n(t=0)=1`$, for all $`nD`$, considering the boundary conditions $`S_{(M+1)}(t)=S_{L+1}(t)=0`$, for all $`t`$. On the other hand, the residence probability is the solution of the equation (2.1) with the initial condition $`R_n(t=0)=1`$ if $`nD`$, or $`0`$ otherwise, fulfilling the boundary condition $`R_n(t)0`$, for $`|n|\mathrm{}`$ for all finite $`t`$.

Finally, MFPT and MRT can be obtained from the asymptotic limit of the Laplace transformed (denoted by hats) survival and residence probabilities, respectively ,

$`T_n=\underset{s0}{lim}\widehat{S}_n(s),`$ (2.3a)
$`\tau _n=\underset{s0}{lim}\widehat{R}_n(s).`$ (2.3b)
### 2.1 Mean first-passage time

In the first-passage time problem the random walker only jumps inside a finite interval with absorbing ends, as shown in figure 1. The boundary can be simply modeled by setting $`w_{(M+1)}^+=w_{L+1}^{}=0`$ (i.e., the walker cannot jump back into the interval once it has been tramped on $`(M+1)`$ or $`L+1`$).

From the Laplace transform of the evolution equation (2.1), using that $`S_n(0)=1`$ for all $`nD`$, and taking the limit of equation (2.3a), we obtain the corresponding equation for the MFPT

$$w_n^+\left(T_{n+1}T_n\right)+w_n^{}\left(T_{n1}T_n\right)=1,nD.$$
(2.3d)
This equation must be suplemented with the conditions: $`T_{(M+1)}=T_{L+1}=0`$. Equation (2.3d) is a three-term recursion formula. To get a two-term recursion relation, which is simpler to analyze, following Gardiner  we make the substitution

$$\mathrm{\Delta }_n=T_{n+1}T_n.$$
(2.3e)
This yields the equation $`w_n^+\mathrm{\Delta }_nw_n^{}\mathrm{\Delta }_{n1}=1`$, and results in $`\mathrm{\Delta }_L=T_L`$ and $`\mathrm{\Delta }_{(M+1)}=T_M`$. Assuming that $`w_n^+0`$ for all $`nD`$, from these conditions we immediately obtain

$$\mathrm{\Delta }_n=\frac{w_n^{}}{w_n^+}\mathrm{\Delta }_{n1}\frac{1}{w_n^+},$$
(2.3f)
$$\underset{nD}{}\mathrm{\Delta }_n=T_M.$$
(2.3g)
Starting from site $`M`$ and applying recursively (2.3f), we obtain

$$\mathrm{\Delta }_n=\underset{j=M}{\overset{n}{}}\frac{w_j^{}}{w_j^+}T_M\frac{1}{w_n^+}\frac{1}{w_n^+}\underset{i=M}{\overset{n1}{}}\underset{j=i}{\overset{n1}{}}\frac{w_{j+1}^{}}{w_j^+}.$$
(2.3h)
Note that the last term only runs for $`nM+1`$. Using (2.3h) in (2.3g), immediately results in

$$T_M\left(1+\underset{k=M}{\overset{L}{}}\underset{j=M}{\overset{k}{}}\frac{w_j^{}}{w_j^+}\right)=\underset{k=M}{\overset{L}{}}\frac{1}{w_k^+}+\underset{k=M+1}{\overset{L}{}}\frac{1}{w_k^+}\underset{i=M}{\overset{k1}{}}\underset{j=i}{\overset{k1}{}}\frac{w_{j+1}^{}}{w_j^+}.$$
(2.3i)
Finally, writing $`T_n=T_M+{\displaystyle \underset{k=M}{\overset{n1}{}}}\mathrm{\Delta }_k`$ and substituting in according to equations (2.3h) and (2.3i), we get

$`T_n={\displaystyle \frac{1+{\displaystyle \underset{k=M}{\overset{n1}{}}}{\displaystyle \underset{j=M}{\overset{k}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}}{1+{\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \underset{j=M}{\overset{k}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}}}\left({\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \frac{1}{w_k^+}}+{\displaystyle \underset{k=M+1}{\overset{L}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=M}{\overset{k1}{}}}{\displaystyle \underset{j=i}{\overset{k1}{}}}{\displaystyle \frac{w_{j+1}^{}}{w_j^+}}\right)`$
$`\left({\displaystyle \underset{k=M}{\overset{n1}{}}}{\displaystyle \frac{1}{w_k^+}}+{\displaystyle \underset{k=M+1}{\overset{n1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=M}{\overset{k1}{}}}{\displaystyle \underset{j=i}{\overset{k1}{}}}{\displaystyle \frac{w_{j+1}^{}}{w_j^+}}\right).`$ (2.3j)
This expression can be additionally recast as

$`T_n={\displaystyle \frac{1+{\displaystyle \underset{k=M}{\overset{n1}{}}}{\displaystyle \underset{j=M}{\overset{k}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}}{1+{\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \underset{j=M}{\overset{k}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}}}\left({\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \frac{1}{w_k^+}}+{\displaystyle \underset{k=M}{\overset{L1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=k+1}{\overset{L}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}\right)`$
$`\left({\displaystyle \underset{k=M}{\overset{n1}{}}}{\displaystyle \frac{1}{w_k^+}}+{\displaystyle \underset{k=M}{\overset{n2}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=k+1}{\overset{n1}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}\right),`$ (2.3k)
for $`nD`$, and where the sums whose upper limit is $`n\alpha `$ run only for $`nM+\alpha `$. The above equation for the MFPT is an exact expression for quenched disorder, given that it contains explicitly the full dependence on the basic jump transitions $`\{w_j^\pm \}`$.

Let us substitute, in (2.3k), $`w_k^+=w_k^{}=w_k`$ for all $`k`$. This corresponds to a symmetrical random walk and we obtain

$`T_n=`$ $`{\displaystyle \frac{n+M+1}{L+M+2}}\left({\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \frac{1}{w_k}}+{\displaystyle \underset{k=M}{\overset{L1}{}}}{\displaystyle \frac{Lk}{w_k}}\right)`$ (2.3l)
$`\left({\displaystyle \underset{k=M}{\overset{n1}{}}}{\displaystyle \frac{1}{w_k}}+{\displaystyle \underset{k=M}{\overset{n2}{}}}{\displaystyle \frac{nk1}{w_k}}\right).`$
### 2.2 Mean residence time

In the residence time problem, the walker jumps on the unbounded chain, but we compute the probability of finding the walker in the finite region $`D`$, as shown in figure 2. Particularly, we are concerned with the mean time that the walker spends in $`D`$.

From the Laplace transform of the evolution equation (2.1) and taking the limit of equation (2.3b), we obtain the corresponding equation for the MRT

$$w_n^+\left(\tau _{n+1}\tau _n\right)+w_n^{}\left(\tau _{n1}\tau _n\right)=R_n(t=0),$$
(2.3m)
where $`R_n(t=0)=1`$ if $`nD`$, or $`0`$ otherwise. For this problem, we assume the presence of a global bias that points to the right, i.e., $`w_j^{}/w_j^+<1`$ for all site $`j`$. Thus, equation (2.3m) must be supplemented with the condition: $`lim_{n+\mathrm{}}\tau _n=0`$. Equation (2.3m) is also a three-term recursion formula. Therefore, we make again the substitution

$$\mathrm{\Gamma }_n=\tau _{n+1}\tau _n.$$
(2.3n)
This yields the equations

$`\mathrm{\Gamma }_{n1}={\displaystyle \frac{w_n^+}{w_n^{}}}\mathrm{\Gamma }_n\text{for }n<M,`$ (2.3oa)
$`\mathrm{\Gamma }_n={\displaystyle \frac{w_n^{}}{w_n^+}}\mathrm{\Gamma }_{n1}\text{for }n>L,`$ (2.3ob)
$$\mathrm{\Gamma }_n=\frac{w_n^{}}{w_n^+}\mathrm{\Gamma }_{n1}\frac{1}{w_n^+}\text{for }MnL.$$
(2.3oc)
We are considering residence in a finite region, then we must take the boundary conditions: $`lim_{n\pm \mathrm{}}\mathrm{\Gamma }_n=0`$.

Applying recursively equation (2.3oa), we get

$$\mathrm{\Gamma }_k=\underset{j=k+1}{\overset{(M+1)}{}}\frac{w_j^+}{w_j^{}}\mathrm{\Gamma }_{(M+1)}\text{for }k(M+2).$$
(2.3op)
Given that we have assumed $`w_j^+/w_j^{}>1`$, the condition $`lim_k\mathrm{}\mathrm{\Gamma }_k=0`$, imposes that $`\mathrm{\Gamma }_{(M+1)}=0`$. Therefore, we immediately obtain $`\mathrm{\Gamma }_k=0`$ for $`k(M+1)`$. Thus, from equation (2.3n) we get

$$\tau _k=\tau _M\text{for }k<M.$$
(2.3oq)
In a similar way, from equation (2.3ob), we get

$$\mathrm{\Gamma }_k=\underset{j=L+1}{\overset{k}{}}\frac{w_j^{}}{w_j^+}\mathrm{\Gamma }_L\text{for }kL+1,$$
(2.3or)
and the assumption $`w_j^{}/w_j^+<1`$ guarantees that $`lim_{k+\mathrm{}}\mathrm{\Gamma }_k=0`$, for any arbitrary $`\mathrm{\Gamma }_L`$. On the other hand, from equation (2.3oc), using that $`\mathrm{\Gamma }_{(M+1)}=0`$, we obtain

$`\mathrm{\Gamma }_M`$ $`={\displaystyle \frac{1}{w_M^+}},`$ (2.3osa)
$`\mathrm{\Gamma }_k`$ $`={\displaystyle \frac{1}{w_k^+}}\left(1+{\displaystyle \underset{i=M}{\overset{k1}{}}}{\displaystyle \underset{j=i}{\overset{k1}{}}}{\displaystyle \frac{w_{j+1}^{}}{w_j^+}}\right)`$ (2.3osb)
$`={\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=M}{\overset{k1}{}}}{\displaystyle \frac{1}{w_i^+}}{\displaystyle \underset{j=i+1}{\overset{k}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}\text{for }M<kL.`$
The boundary condition for the MRT when the bias points to the right, $`lim_{n+\mathrm{}}\tau _n=0`$, and equation (2.3n), allows us to write $`\tau _n=_{k=n}^{\mathrm{}}\mathrm{\Gamma }_k`$, and using equations (2.3or) and (2.3osb) for $`k=L`$, we obtain

$$\tau _n=\left(\frac{1}{w_L^+}+\underset{i=M}{\overset{L1}{}}\frac{1}{w_i^+}\underset{j=i+1}{\overset{L}{}}\frac{w_j^{}}{w_j^+}\right)\underset{k=n}{\overset{\mathrm{}}{}}\underset{j=L+1}{\overset{k}{}}\frac{w_j^{}}{w_j^+}\text{for }n>L,$$
(2.3ost)
and

$$\tau _L=\left(\frac{1}{w_L^+}+\underset{i=M}{\overset{L1}{}}\frac{1}{w_i^+}\underset{j=i+1}{\overset{L}{}}\frac{w_j^{}}{w_j^+}\right)\left(1+\underset{k=L+1}{\overset{\mathrm{}}{}}\underset{j=L+1}{\overset{k}{}}\frac{w_j^{}}{w_j^+}\right).$$
(2.3osu)
From equation (2.3n), we can also write $`\tau _M=\tau _L_{k=M}^{L1}\mathrm{\Gamma }_k`$, and using equation (2.3osb), we get, after introducing a change in the order of the sums,

$$\tau _M=\tau _L+\underset{k=M}{\overset{L1}{}}\frac{1}{w_k^+}+\underset{k=M}{\overset{L2}{}}\frac{1}{w_k^+}\underset{i=k+1}{\overset{L1}{}}\underset{j=k+1}{\overset{i}{}}\frac{w_j^{}}{w_j^+}.$$
(2.3osv)
Finally, writting $`\tau _n=\tau _M+_{k=M}^{n1}\mathrm{\Gamma }_k`$, using equation (2.3osb), and doing the same change in the order of the sums, we obtain

$$\tau _n=\tau _M\underset{k=M}{\overset{n1}{}}\frac{1}{w_k^+}\underset{k=M}{\overset{n2}{}}\frac{1}{w_k^+}\underset{i=k+1}{\overset{n1}{}}\underset{j=k+1}{\overset{i}{}}\frac{w_j^{}}{w_j^+}\text{for }M<n<L.$$
(2.3osw)
Equations (2.3oq) and (2.3ost)–(2.3osw) are the exact expressions for the MRT for quenched disorder, with the full dependence on the set of transitions $`\{w_j^\pm \}`$.

For the unbiased random walk, the residence problem is not defined as can be seen from equations (2.3ost)–(2.3osu), where the series diverges in the symmetrical case, i.e., $`w_j^+=w_j^{}`$.

## 3 Homogeneous chain

The homogeneous biased chain corresponds to the case $`w_j^+=a`$, $`w_j^{}=b`$. Introducing the bias parameter $`\gamma =b/a`$, equation (2.3k) can be easily written as

$$T_n=\frac{L+1n}{a(1\gamma )}\frac{L+M+2}{a(1\gamma )}\frac{\gamma ^n\gamma ^{L+1}}{\gamma ^{(M+1)}\gamma ^{L+1}}\text{for }MnL.$$
(2.3osa)
The study of the drift and diffusive regimes of the MFPT follows from equation (2.3osa). Additional information about the survival probability in the homogeneous chain was reported in references  and .

For the MRT in the homogeneous chain, we get

$$\tau _n=\frac{1}{a}\{\begin{array}{cc}\frac{L+M+1}{1\gamma }\hfill & \text{for }n<M\hfill \\ \frac{Ln}{1\gamma }+\frac{1\gamma ^{n+M+1}}{(1\gamma )^2}\hfill & \text{for }MnL\hfill \\ \frac{1\gamma ^{L+M+1}}{(1\gamma )^2}\gamma ^{nL}\hfill & \text{for }n>L,\hfill \end{array}$$
(2.3osb)
where $`0<\gamma <1`$. An expression for the residence probability in the homogeneous chain and the limit regimes of equation (2.3osb) were given in reference .

## 4 Weak biased disordered chain

Two prototype problems are defined in disordered one-dimensional systems. The first one, the bond disorder or random-barrier problem, corresponds to the situation in which the transfer rates associated with the bond between two neighbor sites are symmetric, $`w_n^+=w_{n+1}^{}`$. In this kind of problem, the statistical properties of the system are given by the distribution of the random variable which describes the transition rate in each bond. The second class is the site disorder or random-trap problem. Here, the hopping probabilities $`w_n^\pm `$ associated with each site are symmetric, $`w_n^+=w_{n+1}^{}`$ , and the distribution of hopping rates in each site characterizes the model of disorder. Physical realizations corresponding to each class of problems were summarized by Alexander et al .

In what follows, we consider site disordered chains. We assume that the hopping probabilities $`w_n^\pm `$ are strictly positive random variables, chosen independently from site to site and identically distributed. However, we are particularly interested in the effects of bias in the chain by external fields. Therefore, we admit that the site transition probabilities are not necessarily symmetric in the sense that $`w_n^+w_n^{}`$. Thus, our first random-site model is defined by $`w_j^+=a+\xi _j`$, $`w_j^{}=b+\xi _j`$, where $`a`$ and $`b`$ are positive constants, and $`\{\xi _j\}`$ are taken independent but identically distributed random variables with $`\xi _j=0`$. This form of jump transitions involves an ordered biased background with an added random medium. The strength of the bias is given by the ratio between $`a`$ and $`b`$ and the disorder is characterized by the distribution of variables $`\left\{\xi _j\right\}`$. We introduce the parameter $`ϵ`$ for bias strength by $`b/a=1ϵ`$. This selection of parameters allows us to focus our attention in the small bias limit and to study the transition to the symmetric diffusive behavior. For practical reasons, we can alternatively introduce this additive model by the constrain $`w_j^{}=w_j^+aϵ`$, where the random variables $`\{w_j^+\}`$ are taken independent and identically distributed. Additionally, $`w_j^+>aϵ`$ for $`ϵ>0`$, otherwise $`w_j^+`$ is strictly positive for $`ϵ<0`$. Thus, we can write

$$\frac{w_j^{}}{w_j^+}=1\frac{aϵ}{w_j^+}.$$
(2.3osa)
We will find it useful to define the quantities $`\beta _k\left(1/w_j^+\right)^k`$, which we assume finite for all $`k1`$. This class of disorder is known as weak disorder . We also define a measure of the fluctuation of the disorder by $`\left(\beta _2\beta _1^2\right)/\beta _1^2`$. In this manner, we can write

$$\frac{1}{w_j^+w_k^+}=\beta _1^2(1+\delta _{jk}).$$
(2.3osb)
In the next step, we will average over the realizations of disorder the corresponding expressions for MFPT and MRT, up to first order in the bias parameter $`ϵ`$. For this model, in both problems we need to use the following expansions

$`{\displaystyle \underset{j=\alpha }{\overset{\beta }{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}1aϵ{\displaystyle \underset{j=\alpha }{\overset{\beta }{}}}{\displaystyle \frac{1}{w_j^+}},`$ (2.3osca)
$`{\displaystyle \underset{k=\alpha }{\overset{x}{}}}{\displaystyle \underset{j=\alpha }{\overset{\beta }{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}x\alpha +1aϵ{\displaystyle \underset{k=\alpha }{\overset{x}{}}}{\displaystyle \underset{j=\alpha }{\overset{\beta }{}}}{\displaystyle \frac{1}{w_j^+}},`$ (2.3oscb)
$`{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{j=k+1}{\overset{x}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \frac{1}{w_k^+}}aϵ{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \underset{j=k+1}{\overset{x}{}}}{\displaystyle \frac{1}{w_k^+w_j^+}},`$ (2.3oscc)
$`{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{k=k+1}{\overset{x}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \frac{xk}{w_k^+}}aϵ{\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \underset{i=k+1}{\overset{x}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{1}{w_k^+w_j^+}}.`$ (2.3oscd)
We must note that in the last term of equations (2.3oscc) and (2.3oscd) $`jk`$. Therefore, the average of these expressions do not involve the fluctuation of disorder. However, when we average the equation (2.3k), expanding up to first order in $`ϵ`$ and using equations (2.3osca)–(2.3oscd), we obtain

$$T_n\mathrm{\Theta }_0(n,L,M)\beta _1+\left[\mathrm{\Theta }_1(n,L,M)+\mathrm{\Theta }_2(n,L,M)\right]a\beta _1^2ϵ,$$
(2.3oscd)
where the functions $`\mathrm{\Theta }_0(n,L,M)`$, $`\mathrm{\Theta }_1(n,L,M)`$ and $`\mathrm{\Theta }_2(n,L,M)`$ are defined in the appendix. Here, the fluctuation of disorder $``$ is introduced by the expansion of the denominator of expression (2.3k). Following the calculations given in the appendix, we obtain

$`\mathrm{\Theta }_0(n,L,M)={\displaystyle \frac{(L+1n)(M+1+n)}{2}},`$ (2.3oscea)
$`{\displaystyle \frac{\mathrm{\Theta }_1(n,L,M)}{\mathrm{\Theta }_0(n,L,M)}}={\displaystyle \frac{LM+32n}{6}},`$ (2.3osceb)
$`{\displaystyle \frac{\mathrm{\Theta }_2(n,L,M)}{\mathrm{\Theta }_0(n,L,M)}}={\displaystyle \frac{2L+M+3n}{3(L+M+2)}}.`$ (2.3oscec)
Therefore, the averaged MFPT results in

$`T_n{\displaystyle \frac{(L+1n)(M+1+n)}{2\beta _1^1}}`$
$`\times \left[1+\left({\displaystyle \frac{LM+32n}{6}}+{\displaystyle \frac{2L+M+3n}{3(L+M+2)}}\right)a\beta _1ϵ\right].`$ (2.3oscef)
Taking the limit $`ϵ0`$ in equation (2.3oscef), we arrive to the known expression for the MFPT of a homogeneous symmetrical chain with the effective coefficient $`\beta _1^1`$. Note that, for this class of disorder, the asymmetry in the hopping transitions links the strength of the bias with the fluctuation of disorder.

On the other hand, for the residence problem we need to evaluate the expression

$$\underset{k=n}{\overset{\mathrm{}}{}}\underset{j=L+1}{\overset{k}{}}\frac{w_j^{}}{w_j^+}\underset{i=0}{\overset{\mathrm{}}{}}\mathrm{exp}\left[aϵ\beta _1(i+nL)\right]\frac{1aϵ\beta _1(nL)}{aϵ\beta _1},$$
(2.3osceg)
which is valid for $`nL+1`$. Then, taking $`0<ϵ1`$, so that the bias field points to the right, and using equations (2.3oscc), (2.3oscd) and (2.3osceg), from equation (2.3ost)–(2.3osw) we obtain the averaged MRT

$$\tau _n\frac{L+M+1}{aϵ}\{\begin{array}{cc}1\hfill & \text{for }n<M\hfill \\ 1\frac{(n+M)(n+M+1)}{2(L+M+1)}a\beta _1ϵ\hfill & \text{for }MnL\hfill \\ 1\left[n(LM)/2\right]a\beta _1ϵ\hfill & \text{for }n>L.\hfill \end{array}$$
(2.3osceh)
This expression is equivalent to the diffusive regime of a homogeneous chain. Therefore, it can be obtained from equation (2.3osb) taking $`\gamma =1ϵ`$ and expanding up to first order in $`ϵ`$. The effect of disorder appears as a renormalization of the parameters $`a`$ and $`ϵ`$ according to $`a\beta _1^1`$ and $`ϵa\beta _1ϵ`$ . Note that, in the limit $`ϵ0`$, from equation (2.3osceh) we obtain a divergence. This is a direct consequence of the fact that the MRT is not a defined quantity for unbiased chains.

We remark that the results given by equations (2.3oscef) and (2.3osceh) are valid for weak disorder. When the quantities $`\beta _k`$ are not finite, we have to deal with a perturbative approach for analyse the behavior of the averaged MFPT and MRT .

## 5 Multiplicative model

Our second asymmetric random-site model is defined by $`w_j^+=a\eta _j`$ and $`w_j^{}=b\eta _j`$, where $`a`$ and $`b`$ are positive constants and $`\{\eta _j\}`$ are taken independent but identically distributed positive random variables with $`\eta _j=1`$. Thus, we obtain $`w_j^{}/w_j^+=b/a=\gamma `$. It is immediate to recognize that the averaged expressions for MFPT and MRT are obtained replacing $`1/w_k^+`$ by $`\beta _11/\left(a\eta _j\right)`$ in all the terms of equations (2.3k) and (2.3ost)–(2.3osw). Therefore, the averaged formulae for this model of disorder corresponds to the homogeneous case, given in section 3, with the substitution $`a\beta _1^1`$. We must stress that the averaged expressions obtained by this way are exact expressions for all value of the bias parameter $`\gamma `$. Particularly, taking $`\gamma =1ϵ`$, up to first order in $`ϵ`$, we obtain for the averaged MFPT

$$T_n\frac{(L+1n)(M+1+n)}{2\beta _1^1}\times \left[1+\frac{LM+32n}{6}ϵ\right].$$
(2.3oscea)
As a notable remark, we observe that there is not coupling between the bias $`ϵ`$ and the fluctuation of disorder $``$ for the multiplicative model. We emphasize that the multiplicative asymmetric disordered model cannot be easily worked out by using FEMA  or in general using a perturbative method .

## 6 One reflecting boundary

In this section, we consider a reflecting boundary condition at the left extreme of the interval. The reflecting boundary can be modeled by setting $`w_M^{}=w_{(M+1)}^+=0`$. Without lost of generality, we take $`M=0`$, therefore our interval of interest is $`[0,L]`$. From equation (2.3k), taking $`M=0`$ and $`w_0^{}=0`$, we immediatly obtain for the MFPT

$`T_0`$ $`=`$ $`{\displaystyle \underset{k=0}{\overset{L}{}}}{\displaystyle \frac{1}{w_k^+}}+{\displaystyle \underset{k=0}{\overset{L1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=k+1}{\overset{L}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}},`$ (2.3osceaa)
$`T_1`$ $`=`$ $`T_0{\displaystyle \frac{1}{w_0^+}},`$ (2.3osceab)
$`T_n`$ $`=`$ $`T_0{\displaystyle \underset{k=0}{\overset{n1}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{k=0}{\overset{n2}{}}}{\displaystyle \frac{1}{w_k^+}}{\displaystyle \underset{i=k+1}{\overset{n1}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}{\displaystyle \frac{w_j^{}}{w_j^+}}\text{for }2nL.`$ (2.3osceac)
Equation (2.3osceaa) was reported for discrete time random walks by Murthy and Kehr . The main effect of the reflecting boundary is the disappearance of the denominator in the expression of the MFPT. For the homogeneous (nondisordered) case, for which $`w_j^+=a`$, $`w_j^{}=b`$ and $`\gamma =b/a`$, we obtain for $`0nL`$ that

$$T_n=\frac{1}{a(1\gamma )}\left(L+1n\frac{\gamma ^{n+1}\gamma ^{L+2}}{1\gamma }\right).$$
(2.3osceab)
The small bias expansion ($`\gamma =1ϵ`$) of equation (2.3osceab) is given by

$$T_n\frac{(L+1)(L+2)n(n+1)}{2a}\left[1\left(\frac{L}{3}+\frac{n(n+1)}{3(L+2+n)}\right)ϵ\right].$$
(2.3osceac)
In the guideline of section 4, we can compute the averaged MFPT for a walker in a chain with reflecting-absorbing boundary conditions and additive disorder. In this manner, we obtain up to first order in $`ϵ`$

$$T_n\frac{(L+1)(L+2)n(n+1)}{2\beta _1^1}\left[1\left(\frac{L}{3}+\frac{n(n+1)}{3(L+2+n)}\right)a\beta _1ϵ\right].$$
(2.3oscead)
Equation (2.3oscead) is exactly the same as (2.3osceac) for weak biased nondisordered chains if we set $`a\beta _1^1`$ and $`ϵa\beta _1ϵ`$. Strikingly, for reflecting-absorbing boundaries the fluctuation of disorder is not present in the averaged MFPT. From equation (2.3osceab) and (2.3osceac), the same argument presented in section 5 allows us to reckon the averaged MFPT for a disordered chain under multiplicative disorder, substituting $`a`$ by $`\beta _1^1`$.

The presence of a reflecting boundary at the left of the interval has not effect on the RT problem when the bias points to the right. This fact can be easily seen from equations (2.3ost)–(2.3osw), where we found that MRT’s expressions do not depend on the hopping transitions $`w_M^{}`$ and $`w_{(M+1)}^+`$. However, if the reflecting boundary is at the right of the interval, when the bias points to the right, the MRT diverges as is expected. This fact can be seen from equations (2.3osu)–(2.3osw) taking $`w_{L+1}^{}=0`$ and the limit $`w_L^+0`$ (see figure 2).

## 7 Concluding remarks

We have presented an algebraic method for calculating MFPT and MRT of a random walk on one-dimensional lattices for quenched disorder. The starting points are the one step equations (2.3d) and (2.3m). We have obtained the exact solution (2.3k) for the MFPT and the exact expressions (2.3oq) and (2.3ost)–(2.3osw) for the MRT. Also, we have considered a reflecting boundary in the section 6. Two models for site disorder in the chain were considered, namely, additive and multiplicative. The expressions for MFPT and MRT were exactly averaged for both kinds of disorder. The main difference between these models is in the coupling of the inverse moments of jump transitions and the bias parameter in the averaged quantities. For the additive model of section 4, the terms to first order in the bias parameter are proportional to $`a\beta _1ϵ`$ \[see equations (2.3oscef), (2.3osceh) and (2.3oscead)\]. Moreover, for absorbing-absorbing boundaries, the bias links the strength parameter $`ϵ`$ with the fluctuation of disorder $``$ in the averaged MFPT \[see equation (2.3oscef)\]. On the other hand, for the multiplicative model, the terms to first order in the bias parameter are proportional to $`aϵ`$ and there is not any kind of linking between $`ϵ`$ and $``$ in the averaged MFPT.

In this work we have considered models of site disorder. The pair of transition probabilities $`w_j^+`$ and $`w_j^{}`$, associate to the site $`j`$, has the same distribution through the random variable $`\xi _j`$ or $`\eta _j`$. In addition, the exact equation (2.3j) allow us to consider models of bond disorder. In this case, the pair of jump probabilities $`w_j^+`$ and $`w_{j+1}^{}`$, associate to the bond between the sites $`j`$ and $`j+1`$, has the same distribution. For tackle this problem, we only need to rewrite the sums in the prefactor in the following manner:

$$\underset{k=M}{\overset{x}{}}\underset{j=M}{\overset{k}{}}\frac{w_j^{}}{w_j^+}=w_M^{}\left(\frac{1}{w_M^+}+\underset{k=M}{\overset{x1}{}}\frac{1}{w_{k+1}^+}\underset{j=M}{\overset{k}{}}\frac{w_{j+1}^{}}{w_j^+}\right)$$
(2.3osceaa)
Similar arranging can be made with the residence time expressions to deal with bond disordered problems.

This work was partially supported by the “Secretaría de Ciencia y Tecnología de la Universidad Nacional de Córdoba” under Grant No. 05/B160 (Res. SeCyT 194/00).

## Appendix

In order to perform the average over disorder for the additive model of section 4, we need previously to evaluate the following functions:

$`f_0(x,M){\displaystyle \underset{k=M}{\overset{x1}{}}}(xk)={\displaystyle \frac{(x+M)(x+M+1)}{2}},`$ (2.3osceab)
$`f_1(x,M){\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \underset{i=k+1}{\overset{x}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}\mathrm{\hspace{0.17em}1}={\displaystyle \frac{(x+M)(x+M+1)(x+M+2)}{6}},`$ (2.3osceac)
$`f_2(x,M){\displaystyle \underset{k=M}{\overset{x1}{}}}{\displaystyle \underset{i=k+1}{\overset{x}{}}}{\displaystyle \underset{j=k+1}{\overset{i}{}}}\delta _{jk}=0,`$ (2.3oscead)
$`f_3(x,L,M){\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \underset{i=M}{\overset{x}{}}}{\displaystyle \underset{j=M}{\overset{i}{}}}\mathrm{\hspace{0.17em}1}={\displaystyle \frac{(L+M+1)(x+M+1)(x+M+2)}{2}},`$ (2.3osceae)
$`f_4(x,L,M){\displaystyle \underset{k=M}{\overset{L1}{}}}{\displaystyle \underset{i=M}{\overset{x}{}}}{\displaystyle \underset{j=M}{\overset{i}{}}}(Lk)`$
$`={\displaystyle \frac{(L+M)(L+M+1)(x+M+1)(x+M+2)}{4}},`$ (2.3osceaf)
$`f_5(x,L,M){\displaystyle \underset{k=M}{\overset{L}{}}}{\displaystyle \underset{i=M}{\overset{x}{}}}{\displaystyle \underset{j=M}{\overset{i}{}}}\delta _{jk}={\displaystyle \frac{(x+M+1)(x+M+2)}{2}},`$ (2.3osceag)
$`f_6(x,L,M){\displaystyle \underset{k=M}{\overset{L1}{}}}{\displaystyle \underset{i=M}{\overset{x}{}}}{\displaystyle \underset{j=M}{\overset{i}{}}}(Lk)\delta _{jk}`$
$`={\displaystyle \frac{(3L+2Mx)(x+M+1)(x+M+2)}{6}}.`$ (2.3osceah)
Using the functions defined above, the functions $`\mathrm{\Theta }_0(n,L,M)`$, $`\mathrm{\Theta }_1(n,L,M)`$ and $`\mathrm{\Theta }_2(n,L,M)`$, that appear in equation (2.3oscd), are defined by

$`\mathrm{\Theta }_0(n,L,M){\displaystyle \frac{n+M+1}{L+M+2}}\left[(L+M+1)+f_0(L,M)\right]`$
$`\left[(n+M)+f_0(n1,M)\right],`$ (2.3osceai)
$`\mathrm{\Theta }_1(n,L,M){\displaystyle \frac{n+M+1}{L+M+2}}[{\displaystyle \frac{1}{L+M+2}}(f_3(L,L,M)+f_4(L,L,M))`$
$`{\displaystyle \frac{1}{n+M+1}}(f_3(n1,L,M)+f_4(n1,L,M))f_1(L,M)]`$
$`+f_1(n1,M),`$ (2.3osceaj)
$`\mathrm{\Theta }_2(n,L,M){\displaystyle \frac{n+M+1}{L+M+2}}[{\displaystyle \frac{1}{L+M+2}}(f_5(L,L,M)+f_6(L,L,M))`$
$`{\displaystyle \frac{1}{n+M+1}}(f_5(n1,L,M)+f_6(n1,L,M))].`$ (2.3osceak)
Equations (2.3oscea)–(2.3oscec) follow from equation (2.3osceai)–(2.3osceak), respectively, replacing the functions $`f_i`$ by their explicit expressions.

## References


text:
# High–energy scattering amplitudes in QCD: from Minkowskian to Euclidean space

## 1 Introduction

The parton–parton scattering amplitude, at high squared energies $`s`$ in the center of mass and small squared transferred momentum $`t`$ (that is $`s\mathrm{}`$ and $`|t|s`$, let us say $`|t|1\mathrm{GeV}^2`$), can be described by the expectation value of two infinite Wilson lines, running along the classical trajectories of the two colliding particles .

Let us consider, for example, the case of the quark–quark scattering amplitude. If one defines the scattering amplitude $`T_{fi}=f|\widehat{T}|i`$, between the initial state $`|i`$ and the final state $`|f`$, as follows ($`\widehat{S}`$ being the scattering operator)

$$f|(\widehat{S}\mathrm{𝟏})|i=i(2\pi )^4\delta ^{(4)}(P_{fin}P_{in})f|\widehat{T}|i,$$
(1)
where $`P_{in}`$ is the initial total four–momentum and $`P_{fin}`$ is the final total four–momentum, then, in the center–of–mass reference system (c.m.s.), taking for example the initial trajectories of the two quarks along the $`x^1`$–axis, the high–energy scattering amplitude $`T_{fi}`$ has the following form \[explicitly indicating the color indices ($`i,j,\mathrm{}`$) and the spin indices ($`\alpha ,\beta ,\mathrm{}`$) of the quarks\]

$`T_{fi}=\psi _{i\alpha }(p_1^{})\psi _{k\gamma }(p_2^{})|\widehat{T}|\psi _{j\beta }(p_1)\psi _{l\delta }(p_2)`$ (2)
$`\underset{s\mathrm{}}{}i2s\delta _{\alpha \beta }\delta _{\gamma \delta }{\displaystyle \frac{1}{Z_W^2}}{\displaystyle d^2\stackrel{}{z}_{}e^{i\stackrel{}{q}_{}\stackrel{}{z}_{}}}`$
$`\times [W_{p_1}(z_t)\mathrm{𝟏}]_{ij}[W_{p_2}(0)\mathrm{𝟏}]_{kl},`$
where $`q=(0,0,\stackrel{}{q}_{})`$, with $`t=q^2=\stackrel{}{q}_{}^2`$, is the tranferred four–momentum and $`z_t=(0,0,\stackrel{}{z}_{})`$, with $`\stackrel{}{z}_{}=(z^2,z^3)`$, is the distance between the two trajectories in the transverse plane \[the coordinates $`(x^0,x^1)`$ are often called longitudinal coordinates\]. The expectation value $`f(A)`$ is the average of $`f(A)`$ in the sense of the functional integration over the gluon field $`A^\mu `$ (including also the determinant of the fermion matrix, i.e., $`det[i\gamma ^\mu D_\mu m_0]`$, where $`D^\mu =^\mu +igA^\mu `$ is the covariant derivative and $`m_0`$ is the bare quark mass). The two infinite Wilson lines $`W_{p_1}(z_t)`$ and $`W_{p_2}(0)`$ in Eq. (2) are defined as

$`W_{p_1}(z_t)=𝒯\mathrm{exp}\left[ig{\displaystyle _{\mathrm{}}^+\mathrm{}}A_\mu (z_t+p_1\stackrel{~}{\tau })p_1^\mu 𝑑\stackrel{~}{\tau }\right];`$
$$W_{p_2}(0)=𝒯\mathrm{exp}\left[ig_{\mathrm{}}^+\mathrm{}A_\mu (p_2\stackrel{~}{\tau })p_2^\mu 𝑑\stackrel{~}{\tau }\right],$$
(3)
where $`𝒯`$ stands for “time ordering” and $`A_\mu =A_\mu ^aT^a`$; the four–vectors $`p_1(E,E,0,0)`$ and $`p_2(E,E,0,0)`$ are the initial four–momenta of the two quarks \[$`s=(p_1+p_2)^2=4E^2`$\].

Finally, $`Z_W`$ in Eq. (2) is the residue at the pole (i.e., for $`p^2m^2`$, $`m`$ being the quark pole mass) of the unrenormalized quark propagator, which can be written in the eikonal approximation as

$`Z_W{\displaystyle \frac{1}{N_c}}\mathrm{Tr}[W_{p_1}(z_t)]={\displaystyle \frac{1}{N_c}}\mathrm{Tr}[W_{p_1}(0)]`$ (4)
$`={\displaystyle \frac{1}{N_c}}\mathrm{Tr}[W_{p_2}(0)],`$
where $`N_c`$ is the number of colours.

In a perfectly analogous way, one can also derive the high–energy scattering amplitude for an elastic process involving two partons, which can be quarks, antiquarks or gluons . For an antiquark, one simply has to substitute the Wilson line $`W_p(b)`$ with its complex conjugate $`W_p^{}(b)`$: this is due to the fact that the scattering amplitude of an antiquark in the external gluon field $`A_\mu `$ is equal to the scattering amplitude of a quark in the charge–conjugated (C–transformed) gluon field $`A_\mu ^{}=A_\mu ^t=A_\mu ^{}`$. In other words, going from quarks to antiquarks corresponds just to the change from the fundamental representation $`T_a`$ of $`SU(N_c)`$ to the complex conjugate representation $`T_a^{}=T_a^{}`$. In the same way, going from quarks to gluons corresponds just to the change from the fundamental representation $`T_a`$ of $`SU(N_c)`$ to the adjoint representation $`T_a^{(adj)}`$. So, if the parton is a gluon, one must substitute $`W_p(b)`$, the Wilson string in the fundamental representation, with $`𝒱_k(b)`$, the Wilson string in the adjoint representation \[and the renormalization constant $`Z_W`$ with $`Z_𝒱=\mathrm{Tr}[𝒱_k(0)]/(N_c^21)`$\].

In what follows, to be definite, we shall consider the case of the quark–quark scattering and we shall deal with the quantity

$`g_{M(ij,kl)}(s;t){\displaystyle \frac{1}{Z_W^2}}{\displaystyle d^2\stackrel{}{z}_{}e^{i\stackrel{}{q}_{}\stackrel{}{z}_{}}}`$ (5)
$`\times [W_{p_1}(z_t)\mathrm{𝟏}]_{ij}[W_{p_2}(0)\mathrm{𝟏}]_{kl},`$
in terms of which the scattering amplitude can be written as

$`T_{fi}=\psi _{i\alpha }(p_1^{})\psi _{k\gamma }(p_2^{})|\widehat{T}|\psi _{j\beta }(p_1)\psi _{l\delta }(p_2)`$ (6)
$`\underset{s\mathrm{}}{}i2s\delta _{\alpha \beta }\delta _{\gamma \delta }g_{M(ij,kl)}(s;t).`$
At first sight, it could appear that the above expression (5) of the quantity $`g_M`$ is essentially independent on the center–of–mass energy of the two quarks and that the $`s`$–dependence of the scattering amplitude is all contained in the kinematical factor $`2s`$ in front of the integral in Eq. (2). This is clearly in contradiction with the well–known fact that amplitudes in QCD have a very non–trivial $`s`$–dependence, whose origin lies in the infrared (IR) divergences typical of $`3+1`$ dimensional gauge theories. In more standard perturbative approaches to high–energy QCD, based on the direct computation of Feynman diagrams in the high–energy limit, these IR divergences are taken care of by restricting the rapidities of the intermediate gluons to lie in between those of the two fast quarks (see, e.g., ). The classical trajectories of two quarks with a non–zero mass $`m`$ and a center–of–mass energy squared $`s=4E^2`$ are related by a finite Lorentz boost with rapidity parameter $`\mathrm{log}(s/m^2)`$, so that the size of the rapidity space for each intermediate gluon grows as $`\mathrm{log}s`$ and each Feynman diagram acquires an overall factor proportional to some power of $`\mathrm{log}s`$, depending on the number of intermediate gluon propagators.

In the case of the quantity (5), as was first pointed out by Verlinde and Verlinde in , the IR singularity is originated by the fact that the trajectories of the Wilson lines were taken to be lightlike and therefore have an infinite distance in rapidity space. One can regularize this infrared problem by giving the Wilson lines a small timelike component, such that they coincide with the classical trajectories for quarks with a non–zero mass $`m`$ (this is equivalent to consider two Wilson lines forming a certain finite hyperbolic angle $`\chi `$ in Minkowskian space–time; of course, $`\chi \mathrm{}`$ when $`s\mathrm{}`$), and, in addition, by letting them end after some finite proper time $`\pm T`$ (and eventually letting $`T\mathrm{}`$). Such a regularization of the IR singularities gives rise to an $`s`$–dependence of the quantity $`g_M`$ defined in (5) and, therefore, to a non–trivial $`s`$–dependence of the amplitude (2), as obtained by ordinary perturbation theory  and as confirmed by the experiments on hadron–hadron scattering processes. We refer the reader to Refs.  and  for a detailed discussion about this point.

The direct evaluation of the expectation value (5) is a highly non–trivial matter and it is also strictly connected with the renormalization properties of Wilson–line operators . A non–perturbative approach for the calculation of (5) has been proposed and developed in Refs. , in the context of the so–called “stochastic vacuum model”. In three previous papers  we proposed and discussed a new approach, which consists in analytically continuing the scattering amplitude from the Minkowskian to the Euclidean world, so opening the possibility of studying the scattering amplitude non perturbatively by well–known and well–established techniques available in the Euclidean theory (e.g., by means of the formulation of the theory on the lattice). This approach has been recently adopted in Refs. , in order to study the high–energy scattering in strongly coupled gauge theories using the AdS/CFT correspondence, in Ref. , in order to investigate instanton–induced effects in QCD high–energy scattering, and also in Ref. , in the context of the so–called “loop–loop correlation model”, in which the QCD vacuum is described by perturbative gluon exchange and the non–perturbative stochastic vacuum model.

More explicitly, in Refs.  we have given arguments showing that the expectation value of two infinite Wilson lines, forming a certain hyperbolic angle $`\chi `$ in Minkowskian space–time, and the expectation value of two infinite Euclidean Wilson lines, forming a certain angle $`\theta `$ in Euclidean four–space, are connected by an analytic continuation in the angular variables. This relation of analytic continuation was proved in Ref.  for an Abelian gauge theory (QED) in the so–called quenched approximation and for a non–Abelian gauge theory (QCD) up to the fourth order in the renormalized coupling constant in perturbation theory; a general proof was finally given in Ref. . The relation of analytic continuation between the amplitudes $`g_M(\chi ;t)`$ and $`g_E(\theta ;t)`$, in the Minkowskian and the Euclidean world, was derived in Refs.  using infinite Wilson lines, i.e., directly in the limit $`T\mathrm{}`$ and assuming that the amplitudes were independent on $`T`$. In other words, the results derived in Refs.  apply to the cutoff–independent part of the amplitudes.

On the contrary, in Ref.  we have considered IR–regularized amplitudes at any $`T`$ (including also possible divergent pieces when $`T\mathrm{}`$) and, generalizing the results of Ref. , we have given the general proof that the expectation value of two IR–regularized Wilson lines, forming a certain hyperbolic angle in Minkowskian space–time, and the expectation value of two IR–regularized Euclidean Wilson lines, forming a certain angle in Euclidean four–space, are connected by an analytic continuation in the angular variables and in the IR cutoff $`T`$. This result can be used to evaluate the IR–regularized high–energy scattering amplitude directly in the Euclidean theory, as discussed in Sect. 2. The conclusions and an outlook are given in Sect. 3.

## 2 From Minkowskian to Euclidean theory

Let us consider the following quantity, defined in Minkowskian space–time:

$`g_M(p_1,p_2;T;t)={\displaystyle \frac{M(p_1,p_2;T;t)}{Z_M(p_1;T)Z_M(p_2;T)}},`$
$`M(p_1,p_2;T;t)={\displaystyle d^2\stackrel{}{z}_{}e^{i\stackrel{}{q}_{}\stackrel{}{z}_{}}}`$ (7)
$`\times [W_{p_1}^{(T)}(z_t)\mathrm{𝟏}]_{ij}[W_{p_2}^{(T)}(0)\mathrm{𝟏}]_{kl},`$
where $`z_t=(0,0,\stackrel{}{z}_{})`$ and $`q=(0,0,\stackrel{}{q}_{})`$, so that $`t=\stackrel{}{q}_{}^2=q^2`$. The Minkowskian four–momenta $`p_1`$ and $`p_2`$ are arbitrary four–vectors lying in the longitudinal plane $`(x^0,x^1)`$ \[so that $`\stackrel{}{p}_1=\stackrel{}{p}_2=\stackrel{}{0}_{}`$\] and define the trajectories of the two IR–regularized Wilson lines $`W_{p_1}^{(T)}`$ and $`W_{p_2}^{(T)}`$:

$`W_{p_1}^{(T)}(z_t)𝒯\mathrm{exp}\left[ig{\displaystyle _T^{+T}}A_\mu (z_t+{\displaystyle \frac{p_1}{m}}\tau ){\displaystyle \frac{p_1^\mu }{m}}𝑑\tau \right];`$
$$W_{p_2}^{(T)}(0)𝒯\mathrm{exp}\left[ig_T^{+T}A_\mu (\frac{p_2}{m}\tau )\frac{p_2^\mu }{m}𝑑\tau \right].$$
(8)
$`A_\mu =A_\mu ^aT^a`$ and $`m`$ is the quark pole mass. $`T`$ is our IR cutoff.
$`Z_M(p;T)`$ in Eq. (7) is defined as ($`N_c`$ being the number of colours)

$`Z_M(p;T){\displaystyle \frac{1}{N_c}}\mathrm{Tr}[W_p^{(T)}(z_t)]`$ (9)
$`={\displaystyle \frac{1}{N_c}}\mathrm{Tr}[W_p^{(T)}(0)].`$
(The last equality comes from the space–time translation invariance.) This is a sort of Wilson–line’s renormalization constant: as shown in Ref. , $`Z_M(p;T\mathrm{})`$ is the residue at the pole (i.e., for $`p^2m^2`$) of the unrenormalized quark propagator, in the eikonal approximation.

In an analogous way, we can consider the following quantity, defined in Euclidean four–space:

$`g_E(p_{1E},p_{2E};T;t)={\displaystyle \frac{E(p_{1E},p_{2E};T;t)}{Z_E(p_{1E};T)Z_E(p_{2E};T)}},`$
$`E(p_{1E},p_{2E};T;t)={\displaystyle d^2\stackrel{}{z}_{}e^{i\stackrel{}{q}_{}\stackrel{}{z}_{}}}`$ (10)
$`\times [\stackrel{~}{W}_{p_{1E}}^{(T)}(z_{tE})\mathrm{𝟏}]_{ij}[\stackrel{~}{W}_{p_{2E}}^{(T)}(0)\mathrm{𝟏}]_{kl}_E,`$
where $`z_{tE}=(0,\stackrel{}{z}_{},0)`$ and $`q_E=(0,\stackrel{}{q}_{},0)`$, so that: $`t=\stackrel{}{q}_{}^2=q_E^2`$. The expectation value $`\mathrm{}_E`$ must be intended now as a functional integration with respect to the gauge variable $`A_\mu ^{(E)}=A_\mu ^{(E)a}T^a`$ in the Euclidean theory. The Euclidean four–momenta $`p_{1E}`$ and $`p_{2E}`$ are arbitrary four–vectors lying in the plane $`(x_1,x_4)`$ \[so that $`\stackrel{}{p}_{1E}=\stackrel{}{p}_{2E}=\stackrel{}{0}_{}`$\] and define the trajectories of the two IR–regularized Euclidean Wilson lines $`\stackrel{~}{W}_{p_{1E}}^{(T)}`$ and $`\stackrel{~}{W}_{p_{2E}}^{(T)}`$:

$`\stackrel{~}{W}_{p_{1E}}^{(T)}(z_{tE})`$
$`𝒯\mathrm{exp}\left[ig{\displaystyle _T^{+T}}A_\mu ^{(E)}(z_{tE}+{\displaystyle \frac{p_{1E}}{m}}\tau ){\displaystyle \frac{p_{1E\mu }}{m}}𝑑\tau \right];`$
$`\stackrel{~}{W}_{p_{2E}}^{(T)}(0)`$ (11)
$`𝒯\mathrm{exp}\left[ig{\displaystyle _T^{+T}}A_\mu ^{(E)}({\displaystyle \frac{p_{2E}}{m}}\tau ){\displaystyle \frac{p_{2E\mu }}{m}}𝑑\tau \right].`$
$`Z_E(p_E;T)`$ in Eq. (10) is defined analogously to $`Z_M(p;T)`$ in Eq. (9):

$`Z_E(p_E;T){\displaystyle \frac{1}{N_c}}\mathrm{Tr}[\stackrel{~}{W}_{p_E}^{(T)}(z_{tE})]_E`$ (12)
$`={\displaystyle \frac{1}{N_c}}\mathrm{Tr}[\stackrel{~}{W}_{p_E}^{(T)}(0)]_E.`$
(The last equality comes from the translation invariance in Euclidean four–space.)

Since we finally want to obtain the expression (2) of the scattering amplitude in the c.m.s. of the two quarks, taking their initial trajectories along the $`x^1`$–axis, we choose $`p_1`$ and $`p_2`$ to be the four–momenta of the two particles with mass $`m`$, moving with speed $`\beta `$ and $`\beta `$ along the $`x^1`$–direction, i.e.,

$`p_1`$ $`=`$ $`E(1,\beta ,0,0),`$
$`p_2`$ $`=`$ $`E(1,\beta ,0,0),`$ (13)
where $`E=m/\sqrt{1\beta ^2}`$ (in units with $`c=1`$) is the energy of each particle (so that: $`s=4E^2`$). We now introduce the hyperbolic angle $`\psi `$ \[in the plane $`(x^0,x^1)`$\] of the trajectory of $`W_{p_1}^{(T)}`$: it is given by $`\beta =\mathrm{tanh}\psi `$. We can give the explicit form of the Minkowskian four–vectors $`p_1`$ and $`p_2`$ in terms of the hyperbolic angle $`\psi `$:

$`p_1`$ $`=`$ $`m(\mathrm{cosh}\psi ,\mathrm{sinh}\psi ,0,0),`$
$`p_2`$ $`=`$ $`m(\mathrm{cosh}\psi ,\mathrm{sinh}\psi ,0,0).`$ (14)
Clearly, $`p_1^2=p_2^2=m^2`$ and

$$p_1p_2=m^2\mathrm{cosh}(2\psi )=m^2\mathrm{cosh}\chi ,$$
(15)
where $`\chi =2\psi `$ is the hyperbolic angle \[in the plane $`(x^0,x^1)`$\] between the two trajectories of $`W_{p_1}^{(T)}`$ and $`W_{p_2}^{(T)}`$.

Analogously, in the Euclidean theory we choose a reference frame in which the spatial vectors $`\stackrel{}{p}_{1E}`$ and $`\stackrel{}{p}_{2E}=\stackrel{}{p}_{1E}`$ are along the $`x_1`$–direction and, moreover, $`p_{1E}^2=p_{2E}^2=m^2`$; that is:

$`p_{1E}`$ $`=`$ $`m(\mathrm{sin}\varphi ,0,0,\mathrm{cos}\varphi );`$
$`p_{2E}`$ $`=`$ $`m(\mathrm{sin}\varphi ,0,0,\mathrm{cos}\varphi ),`$ (16)
where $`\varphi `$ is the angle formed by each trajectory with the $`x_4`$–axis. The value of $`\varphi `$ is between $`0`$ and $`\pi /2`$, so that the angle $`\theta =2\varphi `$ between the two Euclidean trajectories $`\stackrel{~}{W}_{p_{1E}}^{(T)}`$ and $`\stackrel{~}{W}_{p_{2E}}^{(T)}`$ lies in the range $`[0,\pi ]`$: it is always possible to make such a choice by virtue of the $`O(4)`$ symmetry of the Euclidean theory. From (16) we derive that:

$$p_{1E}p_{2E}=m^2\mathrm{cos}\theta .$$
(17)
\[A short remark about the notation: we have denoted everywhere the scalar product by a “$``$”, both in the Minkowskian and the Euclidean world. Of course, when $`A`$ and $`B`$ are Minkowskian four–vectors, then $`AB=A^\mu B_\mu =A^0B^0\stackrel{}{A}\stackrel{}{B}`$; while, if $`A_E`$ and $`B_E`$ are Euclidean four–vectors, then $`A_EB_E=A_{E\mu }B_{E\mu }=\stackrel{}{A}_E\stackrel{}{B}_E+A_{E4}B_{E4}`$.\]

It has been proved in Ref.  that, if we denote with $`M(\chi ;T;t)`$ the value of $`M(p_1,p_2;T;t)`$ for $`p_1`$ and $`p_2`$ given by Eq. (14) and we also denote with $`E(\theta ;T;t)`$ the value of $`E(p_{1E},p_{2E};T;t)`$ for $`p_{1E}`$ and $`p_{2E}`$ given by Eq. (16), the following relation holds (reminding that $`\varphi =\theta /2`$ and $`\psi =\chi /2`$):

$$E(\theta ;T;t)=M(\chi i\theta ;TiT;t).$$
(18)
Let us consider, now, the Wilson–line’s renormalization constants $`Z_M(p;T)`$ in the Minkowskian theory and $`Z_E(p_E;T)`$ in the Euclidean theory, defined by Eqs. (9) and (12) respectively.

From the definition (9), $`Z_M(p;T)`$, considered as a function of a general four–vector $`p`$, is a scalar function constructed with the only four–vector $`up/m`$. In a perfectly analogous way, from the definition (12) in the Euclidean case, $`Z_E(p_E;T)`$, considered as a function of a general Euclidean four–vector $`p_E`$, is a scalar function constructed with the only Euclidean four–vector $`u_Ep_E/m`$. It has been proved in Ref.  that, if we denote with $`Z_W(T)`$ the value of $`Z_M(p_1;T)`$ or $`Z_M(p_2;T)`$ for $`p_1`$ and $`p_2`$ given by Eq. (14) and we also denote with $`Z_{WE}(T)`$ the value of $`Z_E(p_{1E};T)`$ or $`Z_E(p_{2E};T)`$ for $`p_{1E}`$ and $`p_{2E}`$ given by Eq. (16), the following relation holds:

$$Z_{WE}(T)=Z_W(iT).$$
(19)
Combining this identity with Eq. (18), we find that the Minkowskian and the Euclidean amplitudes, defined by Eqs. (7) and (10), with $`p_1`$ and $`p_2`$ given by Eq. (14) and $`p_{1E}`$ and $`p_{2E}`$ given by Eq. (16), i.e.,

$`g_M(\chi ;T;t)`$ $``$ $`{\displaystyle \frac{M(\chi ;T;t)}{[Z_W(T)]^2}},`$
$`g_E(\theta ;T;t)`$ $``$ $`{\displaystyle \frac{E(\theta ;T;t)}{[Z_{WE}(T)]^2}},`$ (20)
are connected by the following relation :

$`g_E(\theta ;T;t)=g_M(\chi i\theta ;TiT;t);`$
$`g_M(\chi ;T;t)=g_E(\theta i\chi ;TiT;t).`$ (21)
The relation (21) of analytic continuation has been derived for a non–Abelian gauge theory with gauge group $`SU(N_c)`$. It is clear, however, from the derivation fully reported in Ref. , that the same result is valid also for an Abelian gauge theory (QED).

Moreover, even if the result (21) has been explicitly derived for the case of the quark–quark scattering, it is immediately generalized to the more generale case of the parton–parton scattering, where each parton can be a quark, an antiquark or a gluon. In fact, as explained in the Introduction, one simply has to use a proper Wilson line for each parton: $`W_p(b)`$, the Wilson string in the fundamental representation $`T^a`$, for a quark; $`W_p^{}(b)`$, the Wilson string in the complex conjugate representation $`T_a^{}=T_a^{}`$, for an antiquark; and $`𝒱_k(b)`$, the Wilson string in the adjoint representation $`T_a^{(adj)}`$, for a gluon. The proof leading to Eq. (21) is then repeated step by step, after properly modifying the definitions (8) and (11) of the Wilson lines. \[If the parton is a gluon, one must substitute the quark mass $`m`$ appearing in all previous formulae with an arbitrarily small mass $`\mu 0`$. The IR cutoff appears in all expressions in the form of the ratio $`T/\mu `$ for a gluon and $`T/m`$ for a quark/antiquark.\]

The relation (21), originally derived in Ref. , completely generalizes the results of Ref. , where we derived a relation of analytic continuation between the amplitudes $`g_M(\chi ;t)`$ and $`g_E(\theta ;t)`$, in the Minkowskian and the Euclidean world, using infinite Wilson lines, i.e., directly in the limit $`T\mathrm{}`$ and assuming that the amplitudes were independent on $`T`$. In other words, we can claim that the results of Ref.  apply to the cutoff–independent part of the amplitudes, while Eq. (21) is a relation of analytic continuation between IR–regularized amplitudes at any $`T`$.

The result (21) can be used to evaluate the IR–regularized high–energy parton–parton scattering amplitude directly in the Euclidean theory. In fact, the IR–regularized high–energy scattering amplitude is given (e.g., for the case of the quark–quark scattering) by

$`T_{fi}=\psi _{i\alpha }(p_1^{})\psi _{k\gamma }(p_2^{})|\widehat{T}|\psi _{j\beta }(p_1)\psi _{l\delta }(p_2)\underset{s\mathrm{}}{}`$ (22)
$`i2s\delta _{\alpha \beta }\delta _{\gamma \delta }g_M(\chi \mathrm{};T\mathrm{};t),`$
where the quantity $`g_M(\chi ;T;t)`$, defined by Eq. (7), is essentially a correlation function of two IR–regularized Wilson lines forming a certain hyperbolic angle $`\chi `$ in Minkowskian space–time. For deriving the dependence on $`s`$ one exploits the fact that the hyperbolic angle $`\chi `$ is a function of $`s`$. In fact, from $`s=4E^2`$, $`E=m/\sqrt{1\beta ^2}`$, and $`\beta =\mathrm{tanh}(\chi /2)`$ \[see Eqs. (13), (14) and (15)\], one immediately finds that:

$$s=2m^2(\mathrm{cosh}\chi +1).$$
(23)
Therefore, in the high–energy limit $`s\mathrm{}`$ (or $`\chi \mathrm{}`$, i.e., $`\beta 1`$), the hyperbolic angle $`\chi `$ is essentially equal to the logarithm of $`s/m^2`$ (for a non–zero quark mass $`m`$):

$$\chi \underset{s\mathrm{}}{}\mathrm{log}\left(\frac{s}{m^2}\right).$$
(24)
The quantity $`g_M(\chi ;T;t)`$ is linked to the corresponding Euclidean quantity $`g_E(\theta ;T;t)`$, defined by Eq. (10), by the analytic continuation (21) in the angular variables and in the IR cutoff $`T`$. Therefore, one can start by evaluating $`g_E(\theta ;T;t)`$, which is essentially a correlation function of two IR–regularized Wilson lines forming a certain angle $`\theta `$ in Euclidean four–space, and then one can continue this quantity into Minkowskian space–time by rotating the Euclidean angular variable clockwise, $`\theta i\chi `$, and the IR cutoff (Euclidean proper time) anticlockwise, $`TiT`$: in such a way one reconstructs the Minkowskian quantity $`g_M(\chi ;T;t)`$. As was pointed out in , one should note that a priori there is an ambiguity in making such an analytic continuation, depending on the precise choice of the path. This phenomenon does not appear when the Euclidean correlation function $`g_E(\theta ;T;t)`$ has only simple poles in the complex $`\theta `$–plane, but in some cases the analyticity structure can contain branch cuts in the complex plane, which must be taken into account: we refer the reader to Ref.  for a full discussion about this point.

## 3 From Wilson lines to Wilson loops

We want to conclude by making a remark about the problem of the IR divergences which appear in the high–energy scattering amplitudes.

A well–known feature of the parton–parton scattering amplitude is its IR divergence, which, as we have already said in the Introduction, is typical of $`3+1`$ dimensional gauge theories and which, in our formulation, manifests itself in the IR singularity of the correlation function of two Wilson lines when $`T\mathrm{}`$. In many cases these IR divergences can be factorized out.

As suggested in Ref. , an alternative way to eliminate this cutoff dependence is to consider an IR–finite physical quantity, like the scattering amplitude of two colourless states in gauge theories, e.g., two $`q\overline{q}`$ meson states. It was shown in Ref.  that the high–energy meson–meson scattering amplitude can be approximately reconstructed by first evaluating, in the eikonal approximation, the scattering amplitude of two $`q\overline{q}`$ pairs, of given transverse sizes $`\stackrel{}{R}_1`$ and $`\stackrel{}{R}_2`$ respectively, and then folding this amplitude with two proper wave functions $`\omega _1(\stackrel{}{R}_1)`$ and $`\omega _2(\stackrel{}{R}_2)`$ describing the two interacting mesons. It turns out that the high–energy scattering amplitude of two $`q\overline{q}`$ pairs of transverse sizes $`\stackrel{}{R}_1`$ and $`\stackrel{}{R}_2`$, and impact–parameter distance $`\stackrel{}{z}_{}`$, is governed by the correlation function of two Wilson loops $`𝒲_1`$ and $`𝒲_2`$, which follow the classical straight lines for quark (antiquark) trajectories :

$`𝒲_1^{(T)}(\stackrel{}{z}_{},\stackrel{}{R}_1)X_{\pm 1}^\mu (\tau )=z_t^\mu +{\displaystyle \frac{p_1^\mu }{m}}\tau \pm {\displaystyle \frac{R_{1t}^\mu }{2}};`$
$$𝒲_2^{(T)}(\stackrel{}{0}_{},\stackrel{}{R}_2)X_{\pm 2}^\mu (\tau )=\frac{p_2^\mu }{m}\tau \pm \frac{R_{2t}^\mu }{2},$$
(25)
\[where, as usual, $`z_t=(0,0,\stackrel{}{z}_{})`$ and also $`R_{1t}=(0,0,\stackrel{}{R}_1)`$ and $`R_{2t}=(0,0,\stackrel{}{R}_2)`$\] and close at proper times $`\tau =\pm T`$.
The same analytic continuation (21), that has been derived for the case of Wilson lines, is, of course, expected to apply also to the Wilson–loop correlators: the proof can be repeated going essentially through the same steps (see Ref. ), after adapting the definitions (8) and (11) from the case of Wilson lines to the case of Wilson loops. However, in this case the cutoff dependence on $`T`$ is expected to be removed together with the related IR divergence which was present for the case of Wilson lines. As an example to illustrate these considerations, let us consider the simple case of quenched QED. In this case, the calculation of the correlator of the two Wilson loops given in Eq. (25) can be performed explicitly and one finds the following result, in the Minkowskian space–time:

$`{\displaystyle \frac{𝒲_1^{(T)}(\stackrel{}{z}_{},\stackrel{}{R}_1)𝒲_2^{(T)}(\stackrel{}{0}_{},\stackrel{}{R}_2)}{𝒲_1^{(T)}(\stackrel{}{z}_{},\stackrel{}{R}_1)𝒲_2^{(T)}(\stackrel{}{0}_{},\stackrel{}{R}_2)}}\underset{T\mathrm{}}{}`$ (26)
$`\mathrm{exp}[i4e^2\mathrm{cotgh}\chi {\displaystyle }{\displaystyle \frac{d^2\stackrel{}{k}_{}}{(2\pi )^2}}{\displaystyle \frac{e^{i\stackrel{}{k}_{}\stackrel{}{z}_{}}}{\stackrel{}{k}_{}^2}}.`$
$`.\times \mathrm{sin}\left({\displaystyle \frac{\stackrel{}{k}_{}\stackrel{}{R}_1}{2}}\right)\mathrm{sin}\left({\displaystyle \frac{\stackrel{}{k}_{}\stackrel{}{R}_2}{2}}\right)],`$
where $`\chi `$ is, as usual, the hyperbolic angle between the two Wilson loops. The analogous calculation in the Euclidean space gives the following result:

$`{\displaystyle \frac{\stackrel{~}{𝒲}_{1E}^{(T)}(\stackrel{}{z}_{},\stackrel{}{R}_1)\stackrel{~}{𝒲}_{2E}^{(T)}(\stackrel{}{0}_{},\stackrel{}{R}_2)_E}{\stackrel{~}{𝒲}_{1E}^{(T)}(\stackrel{}{z}_{},\stackrel{}{R}_1)_E\stackrel{~}{𝒲}_{2E}^{(T)}(\stackrel{}{0}_{},\stackrel{}{R}_2)_E}}\underset{T\mathrm{}}{}`$ (27)
$`\mathrm{exp}[4e^2\mathrm{cotg}\theta {\displaystyle }{\displaystyle \frac{d^2\stackrel{}{k}_{}}{(2\pi )^2}}{\displaystyle \frac{e^{i\stackrel{}{k}_{}\stackrel{}{z}_{}}}{\stackrel{}{k}_{}^2}}.`$
$`.\times \mathrm{sin}\left({\displaystyle \frac{\stackrel{}{k}_{}\stackrel{}{R}_1}{2}}\right)\mathrm{sin}\left({\displaystyle \frac{\stackrel{}{k}_{}\stackrel{}{R}_2}{2}}\right)],`$
where $`\theta `$ is the angle between the two Euclidean Wilson loops. One can see explicitly that the two quantities (26) and (27) are indeed IR finite (when $`T\mathrm{}`$) and are connected by the usual analytic continuation in the angular variables ($`\chi i\theta `$).

In our opinion, the high–energy scattering problem could be directly investigated on the lattice using this Wilson–loop formulation. A further advantage of the Wilson–loop formulation, which makes it suitable to be studied on the lattice, is that, contrary to the Wilson–line formulation, it is manifestly gauge–invariant. (In the case of the parton–parton scattering amplitude, gauge invariance can be restored, at least for the diffractive, i.e., no–colour–exchange, part proportional to $`\mathrm{Tr}[W_{p_1}(z_t)\mathrm{𝟏}]\mathrm{Tr}[W_{p_2}(0)\mathrm{𝟏}]`$, by requiring that the gauge transformations at both ends of the Wilson lines are the same .)
A considerable progress is expected along this line in the near future.