Super Universality of the Quantum Hall Effect and the?“Large N Picture” of the ? Angle

It is shown that the “massless chiral edge excitations” are an integral and universal aspect of the low energy dynamics of the ϑ vacuum that has historically gone unnoticed. Within the SU(M+N)/S(U(M)×U(N)) non-linear sigma model we introduce an effective theory of “edge excitations” that fundamentally explains the quantum Hall effect. In sharp contrast to the common beliefs in the field our results indicate that this macroscopic quantization phenomenon is, in fact, a super universal strong coupling feature of the ϑ angle with the replica limit M=N=0 only playing a role of secondary importance. To demonstrate super universality we revisit the large N expansion of the CP ^N−1 model. We obtain, for the first time, explicit scaling results for the quantum Hall effect including quantum criticality of the quantum Hall plateau transition. Consequently a scaling diagram is obtained describing the cross-over between the weak coupling “instanton phase” and the strong coupling “quantum Hall phase” of the large N theory. Our results are in accordance with the “instanton picture” of the ϑ angle but fundamentally invalidate all the ideas, expectations and conjectures that are based on the historical “large N picture.”     

Mixed spin ladders with exotic ground states

We study the “mixed spin” isotropic ladder system having S=1 spins on one leg and S=1/2 spins on the other, with general-type exchange interactions between spins on neighboring rungs. A set of model Hamiltonians with exact ground states in the form of a certain matrix product wave function is obtained. We show that sufficiently strong frustration can lead to exotic singlet ground states with infinite (exponential) degeneracy. We also list a couple of rather simple models with nontrivial ground states, including a model with only bilinear exchange. Received: 2 December 1997 / Accepted: 28 January 1998     

A generalized spin model of financial markets

We reformulate the Cont-Bouchaud model of financial markets in terms of classical “super-spins” where the spin value is a measure of the number of individual traders represented by a portfolio manager of an investment agency. We then extend this simplified model by switching on interactions among the super-spins to model the tendency of agencies getting influenced by the opinion of other managers. We also introduce a fictitious temperature (to model other random influences), and time-dependent local fields to model a slowly changing optimistic or pessimistic bias of traders. We point out close similarities between the price variations in our model with N super-spins and total displacements in an N-step Levy flight. We demonstrate the phenomena of natural and artificially created bubbles and subsequent crashes as well as the occurrence of “fat tails” in the distributions of stock price variations. Received 13 October 1998     

Three-Point Functions for MN/SN Orbifolds¶with?= 4 Supersymmetry

The D1–D5 system is believed to have an “orbifold point” in its moduli space where its low energy theory is a ?=4 supersymmetric sigma model with target space M ^N /S _N , where M is T ⁴ or K3. We study correlation functions of chiral operators in CFTs arising from such a theory. We construct a basic class of chiral operators from twist fields of the symmetric group and the generators of the superconformal algebra. We find explicitly the 3-point functions for these chiral fields at large N; these expressions are “universal” in that they are independent of the choice of M. We observe that the result is a significantly simpler expression than the corresponding expression for the bosonic theory based on the same orbifold target space. Received: 29 March 2001 / Accepted: 20 January 2002     

Phase transitions in “small” systems

Traditionally, phase transitions are defined in the thermodynamic limit only. We discuss how phase transitions of first order (with phase separation and surface tension), continuous transitions and (multi)-critical points can be seen and classified for small systems. “Small” systems are systems where the linear dimension is of the characteristic range of the interaction between the particles; i.e. also astrophysical systems are “small” in this sense. Boltzmann defines the entropy as the logarithm of the area of the surface in the mechanical N-body phase space at total energy E. The topology of S(E,N) or more precisely, of the curvature determinant allows the classification of phase transitions without taking the thermodynamic limit. Micro-canonical thermo-statistics and phase transitions will be discussed here for a system coupled by short range forces in another situation where entropy is not extensive. The first calculation of the entire entropy surface S(E,N) for the diluted Potts model (ordinary (q=3)-Potts model plus vacancies) on a square lattice is shown. The regions in {E,N} where D>0 correspond to pure phases, ordered resp. disordered, and D<0 represent transitions of first order with phase separation and “surface tension”. These regions are bordered by a line with D=0. A line of continuous transitions starts at the critical point of the ordinary (q=3)-Potts model and runs down to a branching point P_m. Along this line vanishes in the direction of the eigenvector of D with the largest eigen-value . It characterizes a maximum of the largest eigenvalue . This corresponds to a critical line where the transition is continuous and the surface tension disappears. Here the neighboring phases are indistinguishable. The region where two or more lines with D=0 cross is the region of the (multi)-critical point. The micro-canonical ensemble allows to put these phenomena entirely on the level of mechanics. Received 18 October 1999 and received in final form 17 November 1999     

Macroscopic strings as heavy quarks: Large-N gauge theory and anti-de Sitter supergravity

We study some aspects of Maldacena's large-N correspondence between superconformal gauge theory on the D3-brane and maximal supergravity on AdS by introducing macroscopic strings as heavy (anti-) quark probes. The macroscopic strings are semi-infinite Type IIB strings ending on a D3-brane world-volume. We first study deformation and fluctuation of D3-branes when a macroscopic BPS string is attached. We find that both dynamics and boundary conditions agree with those for the macroscopic string in anti-de Sitter supergravity. As a by-product we clarify how Polchinski's Dirichlet and Neumann open string boundary conditions arise dynamically. We then study the non-BPS macroscopic string–anti-string pair configuration as a physical realization of a heavy quark Wilson loop. We obtain the static potential from the supergravity side and find that the potential exhibits non-analyticity of the square-root branch cut in the 't Hooft coupling parameter. We put forward non-analyticity as a prediction for large-N gauge theory in the strong 't Hooft coupling limit. By turning on the Ramond–Ramond zero-form potential, we also study the vacuum angle dependence of the static potential. We finally discuss the possible dynamical realization of the heavy N-prong string junction and of the large-N loop equation via a local electric field and string recoil thereof. Throughout comparisons of the AdS–CFT correspondence, we find that a crucial role is played by “geometric duality” between the UV and IR scales in directions perpendicular to the D3-brane and parallel ones, explaining how the AdS spacetime geometry emerges out of four-dimensional gauge theory at strong coupling. Received: 21 September 2001 / Published online: 12 November 2001     

Two interacting particles in a disordered chain I: Multifractality of the interaction matrix elements

For N interacting particles in a one dimensional random potential, we study the structure of the corresponding network in Hilbert space. The states without interaction play the role of the “sites”. The hopping terms are induced by the interaction. When the one body states are localized, we numerically find that the set of directly connected “sites” is multifractal. For the case of two interacting particles, the fractal dimension associated to the second moment of the hopping term is shown to characterize the Golden rule decay of the non interacting states and the enhancement factor of the localization length. Received: 17 April 1998 / Accepted: 14 May 1998     

Mixing and sorting of bidisperse two-dimensional bubbles

We have examined a number of candidates for the minimum-surface-energy arrangement of two-dimensional clusters composed of N bubbles of area 1 and N bubbles of area λ ( λ≤1). These include hexagonal bubbles sorted into two monodisperse honeycomb tilings, and various mixed periodic tilings with at most four bubbles per unit cell. We identify, as a function of λ, the minimal configuration for N → ∞. For finite N, the energy of the external (i.e., cluster-gas) boundary and that of the interface between honeycombs in “phase-separated” clusters have to be taken into account. We estimate these contributions and find the lowest total energy configuration for each pair (N,λ). As λ is varied, this alternates between a circular cluster of one of the mixed tilings, and “partial wetting” of the monodisperse honeycomb of bubble area 1 by the monodisperse honeycomb of bubble area λ. Received 1 August 2002 RID="a" ID="a"e-mail: paulo@ist.utl.pt     

Color Grosse–Wulkenhaar models: one-loop <Emphasis Type="Italic">β</Emphasis>-functions

The β-functions of O(N) and U(N) invariant Grosse–Wulkenhaar models are computed at one loop using the matrix basis. In particular, for “parallel interactions”, the model is proved to be asymptotically free in the UV limit for N>1, and it has a triviality problem or Landau ghost for N<1. The vanishing β-function is recovered solely at N=1. We discuss various possible consequences of these results. Work supported by the ANR Program “GENOPHY” and by the Daniel Iagolnitzer Foundation, France.     

Glassy effects in the swelling/collapse dynamics of homogeneous polymers

We investigate, using numerical simulations and analytical arguments, a simple one-dimensional model for the swelling or the collapse of a closed polymer chain of size N, representing the dynamical evolution of a polymer in a Θ-solvent that is rapidly changed into a good solvent (swelling) or a bad solvent (collapse). In the case of swelling, the density profile for intermediate times is parabolic and expands in space as t ^1/3, as predicted by a Flory-like continuum theory. The dynamics slows down after a time ∝N ² when the chain becomes stretched, and the polymer gets stuck in metastable “zig-zag” configurations, from which it escapes through thermal activation. The size of the polymer in the final stages is found to grow as . In the case of collapse, the chain very quickly (after a time of order unity) breaks up into clusters of monomers (“pearls”). The evolution of the chain then proceeds through a slow growth of the size of these metastable clusters, again evolving as the logarithm of time. We enumerate the total number of metastable states as a function of the extension of the chain, and deduce from this computation that the radius of the chain should decrease as 1/ln(ln t). We compute the total number of metastable states with a given value of the energy, and find that the complexity is non-zero for arbitrary low energies. We also obtain the distribution of cluster sizes, that we compare to simple “cut-in-two” coalescence models. Finally, we determine the aging properties of the dynamical structure. The subaging behaviour that we find is attributed to the tail of the distribution at small cluster sizes, corresponding to anomalously “fast” clusters (as compared to the average). We argue that this mechanism for subaging might hold in other slowly coarsening systems. Received 23 October 2000     

Adiabatic population transfer in multistate chains via dressed intermediate states

The well-known process of stimulated Raman adiabatic passage (STIRAP) provides a robust technique for achieving complete population transfer between the first and last state of a three-state chain, with little population, even transiently, in the intermediate state. The extension of STIRAP to general N-state chainwise-linked systems continues to generate interest. Recently Malinovsky and Tannor (Phys. Rev. A 56, 4929 (1997)) have shown with numerical simulation that a resonant pulse sequence, which they term “straddle STIRAP”, can produce (under appropriate conditions, including specific pulse areas) complete population transfer with very little population in intermediate states. Their proposal supplements a pair of counterintuitively ordered delayed laser pulses, driving the first and last transition of the chain and corresponding to the pump and Stokes pulses in STIRAP, with one or more additional strong pulses of longer duration which couple the intermediate transition(s) and overlap both the pump and the Stokes pulses. In this paper, we modify the “straddling” Malinovsky-Tannor pulse sequence so that the intermediate couplings are constant (and strong), at least during the times when the pump and Stokes pulses are present, and the intermediate states therefore act as a strongly coupled subsystem with constant eigenvalues. Under this condition, we show that the original N-state chain is mathematically equivalent to a system comprising N-2 parallel -transitions, in which the initial state is coupled simultaneously to N-2 dressed intermediate states, which in turn are coupled to the final state. The population transfer is optimized by suitably tuning the pump and Stokes frequencies to resonance with one of these dressed intermediate states, which effectively acts as the single intermediate state in a three-state STIRAP-like process. We show that tuning to a dressed intermediate state turns the system (for both odd N and even N) into a three-state system - with all of the properties of conventional STIRAP (complete population transfer, little transient population in the intermediate states, insensitivity to variations in the laser parameters, such as pulse area). The success of the tuning-to-dressed-state idea is explained by using simple analytic approaches and illustrated with numerical simulations for four-, five-, six- and seven-state systems. Received: 17 April 1998 / Accepted: 15 June 1998     

From Weak to Strong Coupling in ABJM Theory

The partition function of N=6{\mathcal{N}=6} supersymmetric Chern–Simons-matter theory (known as ABJM theory) on \mathbbS³{\mathbb{S}^3} , as well as certain Wilson loop observables, are captured by a zero dimensional super-matrix model. This super–matrix model is closely related to a matrix model describing topological Chern–Simons theory on a lens space. We explore further these recent observations and extract more exact results in ABJM theory from the matrix model. In particular we calculate the planar free energy, which matches at strong coupling the classical IIA supergravity action on AdS₄×\mathbbC\mathbbP³{{\rm AdS}_4\times\mathbb{C}\mathbb{P}^3} and gives the correct N ^3/2 scaling for the number of degrees of freedom of the M2 brane theory. Furthermore we find contributions coming from world-sheet instanton corrections in \mathbbC\mathbbP³{\mathbb{C}\mathbb{P}^3} . We also calculate non-planar corrections, both to the free energy and to the Wilson loop expectation values. This matrix model appears also in the study of topological strings on a toric Calabi–Yau manifold, and an intriguing connection arises between the space of couplings of the planar ABJM theory and the moduli space of this Calabi–Yau. In particular it suggests that, in addition to the usual perturbative and strong coupling (AdS) expansions, a third natural expansion locus is the line where one of the two ’t Hooft couplings vanishes and the other is finite. This is the conifold locus of the Calabi–Yau, and leads to an expansion around topological Chern–Simons theory. We present some explicit results for the partition function and Wilson loop observables around this locus.     

Unparticles in gauge theory

A field model for a quark and an antiquark binding is described. Quarks interact via a gauge unparticle (“ungluon”). The model is formulated in terms of Lagrangian which features the source field S(x) which becomes a local pseudo-Goldstone field of conformal symmetry — the pseudodilaton mode and from which the gauge non-primary unparticle field is derived by B _μ(x) ∼ ∂_μ S(x). Because the conformal sector is strongly coupled, the mode S(x) may be one of new states accessible at high energies. We have carried out an analysis of the important quantity that enters in the “ungluon” exchange pattern — the “ungluon” propagator.     

Modelling fluctuations of financial time series: from cascade process to stochastic volatility model

In this paper, we provide a simple, “generic” interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as recently observed in reference [23], naturally emerge. We then propose a simple solvable “stochastic volatility” model for return fluctuations. This model is able to reproduce most of recent empirical findings concerning financial time series: no correlation between price variations, long-range volatility correlations and multifractal statistics. Moreover, its extension to a multivariate context, in order to model portfolio behavior, is very natural. Comparisons to real data and other models proposed elsewhere are provided. Received 22 May 2000     

Macroscopic chirality of strings

The macroscopic chirality of strings in xerogel obtained from a solution of N-trifluoroacetyl-R(+)-valinol in cyclohexane was revealed by atomic force microscopy and circular dichroism. The characteristic plots on different scales are reported, namely, large-scale “chaos” (∼100 μm), string commutation (∼10 μm), and “fine” structure (∼1 μm).     

Production of φ mesons in near-threshold πN and NN reactions

We analyze the production of φ mesons in πN and NN reactions in the near-threshold region, using throughout the conventional “non-strange” dynamics based on such processes which are allowed by the non-ideal ω-φ mixing. We show that the occurrence of the direct φNN interaction may show up in different unpolarized and polarization observables in πN→Nφ reactions. We find a strong non-trivial difference between observables in the reactions pp→ppφ and pn→pnφ caused by the different role of the spin singlet and triplet states in the entrance channel. A series of predictions for the experimental study of this effect is presented. Received: 27 January 2000     

Baryon resonances in the mean field approach and a simple explanation of the Θ<Superscript>+</Superscript> pentaquark

We suggest to classify baryon resonances as single-quark states in a mean field, and/or as its collective excitations. Identifying the Roper resonance N(1440, 1/2⁺), the nucleon resonance N(1535, 1/2⁻), and the singlet hyperon Λ(1405, 1/2⁻) as single-quark excitations, we find that there must be an exotic S = +1 baryon resonance Θ⁺ (the “pentaquark”) with a mass about 1440 + 1535 − 1405 = 1570 MeV and spin-parity 1/2⁺. We argue that Θ⁺ is an analog of the Gamov-Teller excitation long known in nuclear physics.     

Local Energy Statistics in Spin Glasses

Recently, Bauke and Mertens conjectured that the local statistics of energies in random spin systems with discrete spin space should in most circumstances be the same as in the random energy model. We review some rigorous results confirming the validity of this conjecture. In the context of the SK models, we analyse the limits of the validity of the conjecture for energy levels growing with the volume of the system. In the case of the Generalised Random energy model, we give a complete analysis for the behaviour of the local energy statistics at all energy scales. In particular, we show that, in this case, the REM conjecture holds exactly up to energies E _N < β _c N, where β _c is the critical temperature. We also explain the more complex behaviour that sets in at higher energies. Research supported in part by the DFG in the Dutch-German Bilateral Research Group “Mathematics of Random Spatial Models from Physics and Biology” and by the European Science Foundation in the Programme RDSES.