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aainstitutetext: Department of Physics and Astronomy, University of British Columbia, Vancouver, BC Canada V6T 1Z1bbinstitutetext: Nordita, KTH Royal Institute of Technology and Stockholm University, Roslagstullsbacken 23, SE-106 91 Stockholm, Sweden

Antisymmetric Wilson loops in 𝓝=𝟒\mathcal{N}=4 SYM beyond the planar limit

James Gordon jbgordon@phas.ubc.ca
Abstract

We study the 12\frac{1}{2}-BPS circular Wilson loop in the totally antisymmetric representation of the gauge group in 𝒩=4\mathcal{N}=4 supersymmetric Yang-Mills. This observable is captured by a Gaussian matrix model with appropriate insertion. We compute the first 1/N1/N correction at leading order in ’t Hooft coupling by means of the matrix model loop equations. Disagreement with the 1-loop effective action of the holographically dual D5D5-brane suggests the need to account for gravitational backreaction on the string theory side.

1 Introduction

Since its inception, the AdS/CFT correspondence has held out the promise of a fully non-perturbative definition of quantum string theory in non-trivial backgrounds. Testing this strongest form of the conjecture is, however, very hard. Progress can be made in this direction by considering controlled deviations from the large-NN, large-λ\lambda limit. In an exciting development, the techniques of supersymmetric localization and integrability have in recent years generated a profusion of exact gauge theoretic results, enabling such quantitative testing and ushering in an era of precision holography.

Supersymmetric localization reduces the partition function of 𝒩=4\mathcal{N}=4 super-Yang-Mills to a gaussian Hermitian matrix model PestunLocalizationOfGaugeTheory . Furthermore, a certain supersymmetry-preserving sub-sector of the theory is completely captured, for arbitrary NN and λ\lambda, by matrix model expectation values of appropriate insertions (see eqs. (4,5) in the next section). For the fundamental Wilson loop this was anticipated in the prescient work Erickson2000 (also Drukker2001 ) where an infinite class of planar diagrams was explicitly re-summed, generating what was correctly conjectured to be the exact planar result. Localization formulæ  for more general correlators and Wilson loops have since followed.

In the study of non-abelian gauge theories, the Wilson loop operator plays a fundamental role. In addition to serving as an order parameter for the confinement-deconfinement phase transition, it provides a naturally gauge-invariant formulation of the theory which, while inherently non-local, is quite natural from the point of view of the correspondence to string theory. It can be understood as the phase acquired by a probe particle as it traces out some closed path CC. As well as this contour, the Wilson loop is labeled by a representation \mathcal{R} of the gauge group, describing the charge of the probe particle. In 𝒩=4\mathcal{N}=4 SYM, the natural (supersymmetric and UV finite) Wilson loop observable also includes a scalar field coupling:

W(C)1NTr(𝒫exp{C𝑑τ(iAμx˙μ+|x˙|nIΦI)})W(C)\equiv\frac{1}{N}\textrm{Tr}_{\mathcal{R}}\left(\mathcal{P}\,\exp\left\{\oint_{C}\!d\tau(iA_{\mu}\dot{x}^{\mu}+|\dot{x}|n^{I}\Phi_{I})\right\}\right) (1)

For the special case where CC is a circle and nIn^{I} a constant unit vector, this preserves half of the supersymmetries, permitting its localization after compactification on S4S^{4}.

To date the correspondence has withstood over two decades of sustained scrutiny. It is therefore noteworthy when tension, let alone disagreement, is found between putatively dual quantities. We can expect such cases to reveal important subtleties or misunderstandings of the dictionary, or indeed to elucidate the limits of its applicability.

In this paper we study an as-yet unresolved mismatch in the most scrutinized example of AdS/CFT, namely the duality between 𝒩=4\mathcal{N}=4 supersymmetric Yang-Mills theory with gauge group SU(N)SU(N), and type IIB superstring theory on AdS5×S5AdS_{5}\times S^{5}. The discrepancy occurs in the 1-loop correction to the 12\frac{1}{2}-BPS circular Wilson loop in the rank-kk totally-antisymmetric representation of the gauge group, with k𝒪(N)k\sim\mathcal{O}(N). We compute this quantity on the gauge theory side by solving the loop equations for the corresponding matrix model obtained from localization111 A similar approach to deriving Wilson loops in higher representations from the loop equations has been advocated for example in Akemann2001 where general kk-loop (fundamental) correlators, from which general representations can be constructed, were computed building on the work of Ambjoern1993 . However, their results are not directly applicable here as we will be interested in the limit kk\rightarrow\infty, with k/Nk/N fixed. . In fact, the antisymmetric Wilson loop was evaluated exactly using orthogonal polynomials in Fiol2014a ; however, it is not clear how to extract from their result the 1/N1/N expansion, which is needed for comparison with holography. Their formula will however be useful for numerical verification of our result.

Apart from its intrinsic interest, an understanding of the structure of higher-rank Wilson loops may also yield insight into the analogous, longstanding 11-loop matching problem for the fundamental Wilson loop Forste1999a ; Drukker2000a ; Sakaguchi2008 ; Kruczenski2008 ; Kristjansen2012 . See Forini2016 ; Faraggi2016 ; Forini2017 for recent progress on this problem.

According to the AdS/CFT dictionary, the antisymmetric Wilson loop is dual to a probe D5D5-brane with kk units of electric flux on its AdS2×S4AdS_{2}\times S^{4} worldvolume Gomis2006 ; Gomis2007 , which “pinches off” along the circular contour described by the Wilson loop at the boundary of AdSAdS. At leading order in large NN and λ\lambda the on-shell action of the DD-brane was successfully matched with the gauge theory Yamaguchi2006 ; HartnollKumar2006 .

The DD-brane tension is of order NN, and its 1-loop effective action captures non-planar contributions. The spectrum of fluctuations and 1-loop effective action were derived in Faraggi2011 ; Harrison2012 and Faraggi2012OneLoopEffectiveActionAntisymmetricWL respectively, with the result222The answer of 112lnsinθk\frac{1}{12}\ln\sin\theta_{k} quoted in Faraggi2012OneLoopEffectiveActionAntisymmetricWL was updated by the authors in the subsequent publication PandozayasOneLoopStructureWL to incorporate a missing normalization factor.

Γ1=16lnsinθk,\Gamma_{1}=\frac{1}{6}\ln\sin\theta_{k}, (2)

where θk\theta_{k} is defined by (θksinθkcosθk)=πk/N(\theta_{k}-\sin\theta_{k}\cos\theta_{k})=\pi k/N. A first step towards reproducing this from the gauge theory side was taken in PandozayasOneLoopStructureWL . They obtained the same functional dependence on kk, but a different overall constant:

Γ~1=12lnsinθk\tilde{\Gamma}_{1}=\frac{1}{2}\ln\sin\theta_{k} (3)

The mismatch is not surprising, as the computation neglected the backreaction of the Wilson loop insertion on the equilibrium eigenvalue distribution of the matrix model. Here we will systematically take this into account. However, our result, which withstands convincing numerical testing, still does not match with (2); even the power of λ\lambda is different. As we mention in the conclusions, this contribution to the free energy likely corresponds to the gravitational backreaction of the probe DD-brane, i.e. our result is of very different origin to (2). It would still be interesting to try to match (2) with a gravity calculation by a careful determination of strong-coupling corrections on both sides.

The layout of the paper is as follows. In section 2 we summarize the localization result PestunLocalizationOfGaugeTheory for the Wilson loop, and set up the problem. In section 3 we derive a sequence of loop equations for the gaussian matrix model perturbed by the Wilson loop insertion, and solve them for the resolvent up to the second sub-leading order. We then derive from this the free energy, by two different means. We also calculate the correction to this result due to considering gauge group SU(N)SU(N) instead of U(N)U(N). Section 4 presents some numerical checks of our answer, by comparing to the exact result of Fiol2014a . Finally we end with some conclusions and open questions in section 5.

2 Antisymmetric circular Wilson loop

Localization of 𝒩=4\mathcal{N}=4 SYM reduces the full partition function to that of a Hermitian Gaussian matrix model PestunLocalizationOfGaugeTheory

ZGauss=[dM]e2NλtrM2,Z_{Gauss}=\int[dM]\,e^{-\frac{2N}{\lambda}\,\mathrm{tr}\,M^{2}}, (4)

while the expectation value of the circular Wilson loop is mapped to an expectation value (denoted 0\left\langle\right\rangle_{0}) in this matrix model:

W(Circle)=1dim[]treM0\left\langle W_{\mathcal{R}}(\text{Circle})\right\rangle=\frac{1}{\text{dim}[\mathcal{R}]}\left\langle\mathrm{tr}_{\mathcal{R}}\,e^{M}\right\rangle_{0} (5)

The representation \mathcal{R} of the gauge group is completely arbitrary at this stage. We will be interested in =𝒜k\mathcal{R}=\mathcal{A}_{k}, the totally anti-symmetric representation of rank kk, in the large-NN, large-λ\lambda regime with

fkN𝒪(1)f\equiv\frac{k}{N}\sim\mathcal{O}(1) (6)

held fixed. The generating function for the character of this representation is

F𝒜(t)=det(t+eM)=k=0NtNk(Nk)W𝒜F_{\mathcal{A}}(t)=\det(t+e^{M})=\sum_{k=0}^{N}t^{N-k}\binom{N}{k}\,W_{\mathcal{A}} (7)

so that we can write the Wilson loop expectation value as HartnollKumar2006

W𝒜\displaystyle\left\langle W_{\mathcal{A}}\right\rangle =\displaystyle= dA1Ddt2πiFA(t)0tNk+1,\displaystyle d_{A}^{-1}\oint_{D}\frac{dt}{2\pi i}\;\frac{\left\langle F_{A}(t)\right\rangle_{0}}{t^{N-k+1}}, (8)

where DD encircles the origin and dA=(Nk)d_{A}=\binom{N}{k} is the dimension of the representation. The following change of variables, which maps the complex tt-plane to the cylinder, will prove convenient:

t=ez.t=e^{z}. (9)

It will also be useful to view the expectation value of FAF_{A} as defining a family of perturbed partition functions parametrized by zz,

𝒵(z)[dM]exp{2NλtrM2+trlog(1+eMz)}.\mathcal{Z}(z)\equiv\int[dM]\exp\left\{-\frac{2N}{\lambda}\,\mathrm{tr}\,M^{2}+\,\mathrm{tr}\,\log(1+e^{M-z})\right\}. (10)

and to define a corresponding “free energy”

(z)1Nlog[𝒵(z)ZGauss1].\mathcal{F}(z)\equiv-\frac{1}{N}\log\left[\mathcal{Z}(z)Z_{Gauss}^{-1}\right]. (11)

Note the unconventional factor of ZGauss1Z_{Gauss}^{-1} here. In this manner we obtain the following exact expression for the Wilson loop:

W𝒜=dA1dz2πiexp{N(fz(z))}\left\langle W_{\mathcal{A}}\right\rangle=d_{A}^{-1}\oint\frac{dz}{2\pi i}\;\exp\left\{N(fz-\mathcal{F}(z))\right\} (12)

The free energy of the purely gaussian matrix model is 𝒪(N2)\mathcal{O}(N^{2}) and has a genus expansion in powers of 1/N21/N^{2}, ie.

logZGauss=n=0,2,4,N2nGauss,n;Gauss,n𝒪(1)-\log Z_{Gauss}=\sum_{n=0,2,4,\ldots}N^{2-n}\mathcal{F}_{Gauss,n}\,;\qquad\mathcal{F}_{Gauss,n}\sim\mathcal{O}(1) (13)

Since 𝒵(z)\mathcal{Z}(z) differs from Z0Z_{0} by a perturbation to the action of 𝒪(N)\mathcal{O}(N), its logarithm goes in powers of 1/N1/N, with leading term identical to that of logZGauss\log Z_{Gauss}. Consequently, (z)\mathcal{F}(z) defined in (11) is 𝒪(1)\mathcal{O}(1), and we write

(z)=0(z)+1N1(z)+1N22(z)+;i(z)𝒪(N0)\mathcal{F}(z)=\mathcal{F}_{0}(z)+\frac{1}{N}\mathcal{F}_{1}(z)+\frac{1}{N^{2}}\mathcal{F}_{2}(z)+\ldots;\qquad\mathcal{F}_{i}(z)\sim\mathcal{O}(N^{0}) (14)

As the exponent in (12) is 𝒪(N)\mathcal{O}(N) we can evaluate the zz-integral in the saddle-point approximation, which yields

W𝒜=dA12πieN(fz(z))i[2πN|′′(z)|]12(1+𝒪(1N))\left\langle W_{\mathcal{A}}\right\rangle=\frac{d_{A}^{-1}}{2\pi i}\,e^{N(fz_{*}-\mathcal{F}(z_{*}))}\cdot i\left[\frac{2\pi}{N\left|\mathcal{F}^{\prime\prime}(z_{*})\right|}\right]^{\frac{1}{2}}\left(1+\mathcal{O}\left(\frac{1}{N}\right)\right) (15)

where zz_{*} solves the saddle-point equation 0(z)=f\mathcal{F}_{0}^{\prime}(z_{*})=f. To the order in NN given here, there is no backreaction on the saddle due to 1(z)\mathcal{F}_{1}(z). The ii prefactor is from analytic continuation of the “wrong-sign” quadratic form. Finally, plugging in (14), we have

logW𝒜=N[fz0(z)]+[1(z)12log0′′(z)log(dA2πN)]+𝒪(1/N)\log\left\langle W_{\mathcal{A}}\right\rangle=N\Big{[}fz_{*}-\mathcal{F}_{0}(z_{*})\Big{]}+\Big{[}-\mathcal{F}_{1}(z_{*})-\frac{1}{2}\log\mathcal{F}_{0}^{\prime\prime}(z_{*})-\log\left(d_{A}\sqrt{2\pi N}\right)\Big{]}+\mathcal{O}(1/N) (16)

The leading order result was already obtained in Yamaguchi2006 ; HartnollKumar2006 and agrees perfectly with the D5D5-brane on-shell action Yamaguchi2006 . The log0′′\log\mathcal{F}_{0}^{\prime\prime} term was obtained in PandozayasOneLoopStructureWL . Interestingly, the latter turns out to have the same functional dependence on kk as the 1-loop effective action of the DD-brane, as computed in Faraggi2012OneLoopEffectiveActionAntisymmetricWL , but with a different numerical coefficient. One might anticipate that 1(z)\mathcal{F}_{1}(z_{*}), at leading order in 1/λ1/\lambda, should give a similar contribution, so as to correct the numerical mismatch. In fact this turns out not to be the case: the log term is subleading in λ\lambda.

We review the planar solution in the next subsection. What then remains is to compute the non-planar free energy 1(z)\mathcal{F}_{1}(z) of the matrix model (10). We do this in section 3 by calculating the resolvent 𝒲(p)tr1pM\mathcal{W}(p)\equiv\left\langle\,\mathrm{tr}\,\frac{1}{p-M}\right\rangle order-by-order in NN using the loop equation method. With the resolvent in hand, the free energy can be determined in either of two ways.

  1. 1.

    λ\lambda-integral: 𝒲(p)\mathcal{W}(p) is the generating function of monomial expectation values, Mj=N𝑑ppj𝒲(p)\left\langle M^{j}\right\rangle=N\oint\!dp\,p^{j}\mathcal{W}(p). But M2\left\langle M^{2}\right\rangle is also just the derivative of log𝒵\log\mathcal{Z} with respect to λ1\lambda^{-1}. Therefore \mathcal{F} is obtained from the resolvent by an integral over pp and λ\lambda.

  2. 2.

    Eigenvalue density: At large NN the eigenvalues condense into a continuous distribution ρ(x)\rho(x). The 𝒪(1)\mathcal{O}(1) perturbation to ρ\rho due to the Wilson loop insertion is encoded in the discontinuity of 𝒲1(p)\mathcal{W}_{1}(p) across its single cut. Fluctuations around the large-NN saddle-point of the [dM]\int[dM] integral are not needed as they cancel against the same contribution coming from ZGaussZ_{Gauss}.

Naturally, we find exact agreement between these methods.

2.1 Planar approximation

Written in terms of eigenvalues the matrix integral (10) is

𝒵(z)=(idmi)eN2S[mi;z]\mathcal{Z}(z)=\int(\prod_{i}dm_{i})\,e^{-N^{2}S[m_{i};z]} (17)

where S=S0+1NS1S=S_{0}+\frac{1}{N}S_{1} and

S0\displaystyle S_{0} =\displaystyle= 2λNimi22N2j=1Ni=1j1log|mimj|\displaystyle\frac{2}{\lambda N}\sum_{i}m_{i}^{2}-\frac{2}{N^{2}}\sum_{j=1}^{N}\sum_{i=1}^{j-1}\log|m_{i}-m_{j}| (18a)
S1\displaystyle S_{1} =\displaystyle= 1Nilog(1+emiz)\displaystyle-\frac{1}{N}\sum_{i}\log(1+e^{m_{i}-z}) (18b)

The double sum in S0S_{0} is the usual Vandermonde determinant. Recall that at large NN, the eigenvalues mim_{i} condense into a continuum distribution described by a spectral density ρ\rho,

ρ(x)1NiNδ(xmi),\rho(x)\equiv\frac{1}{N}\sum_{i}^{N}\delta(x-m_{i}), (19)

with support (λ,λ)(-\sqrt{\lambda},\sqrt{\lambda})\subset\mathbb{R}. This is normalized to unity, and has an expansion

ρ(x)=n=0Nnρn(x);abρn(x)𝑑x=δn0\rho(x)=\sum_{n=0}^{\infty}N^{-n}\rho_{n}(x);\qquad\int_{a}^{b}\rho_{n}(x)dx=\delta_{n0} (20)

where ρ0(x)\rho_{0}(x) is just the Wigner semicircle distribution

ρ0(x)=2πλλx2,λ<x<λ,\rho_{0}(x)=\frac{2}{\pi\lambda}\sqrt{\lambda-x^{2}},\qquad-\sqrt{\lambda}<x<\sqrt{\lambda}, (21)

since at N=N=\infty the Wilson loop insertion does not backreact on the eigenvalues. Thus the expectation value of the generating function reduces to its average with respect to ρ0(x)\rho_{0}(x), hence

W𝒜λdAdz~2πiexp{N(fλz~+11𝑑xρ0(x)log(1+eλ(xz~)))}.\left\langle W_{\mathcal{A}}\right\rangle\simeq\frac{\sqrt{\lambda}}{d_{A}}\oint\frac{d\tilde{z}}{2\pi i}\;\exp\left\{N\left(f\sqrt{\lambda}\tilde{z}+\int_{-1}^{1}dx\rho_{0}(x)\log(1+e^{\sqrt{\lambda}(x-\tilde{z})})\right)\right\}. (22)

To facilitate the strong coupling expansion we have re-scaled zz according to zλz~z\equiv\sqrt{\lambda}\tilde{z}. From now on we will drop the tilde. This integral was evaluated in HartnollKumar2006 , to leading order in large-λ\lambda, using a saddle-point approximation. There is a single saddle-point z(1,1)z_{*}\in(-1,1) on the real axis, determined by the equation

arccos(z)z1z2=πf\arccos(z_{*})-z_{*}\sqrt{1-z_{*}^{2}}=\pi f (23a)
or in an angular parametrization defined by z=cosθkz_{*}=\cos\theta_{k}:
(θksinθkcosθk)=πf(\theta_{k}-\sin\theta_{k}\cos\theta_{k})=\pi f (23b)

The Wilson loop (22) then evaluates to

(logW𝒜)planar=2N3πλsin3θk\left(\log W_{\mathcal{A}}\right)_{\textrm{planar}}=\frac{2N}{3\pi}\sqrt{\lambda}\sin^{3}\theta_{k} (24)

This coincides with the on-shell action of the dual D5D5-brane Yamaguchi2006 . Subsequent terms in the strong coupling expansion are obtained by expanding the logarithm in (22), which is like the anti-derivative of the Fermi-Dirac distribution, in inverse powers of λ\lambda Horikoshi2016 - see section 4. In figure 1 we compare the strong-coupling expansion of the planar approximation obtained in this way with the exact numerical result.

Refer to caption
Refer to caption
Figure 1: Strong coupling expansion of (logW)planar\left(\log W\right)_{planar} versus (logW)exact\left(\log W\right)_{exact}, for N=200N=200, λ=35\lambda=35. The right hand plot is a close-up of the middle region. The solid blue is the exact result logW\log W evaluated numerically (see section 4). The orange, green, red and purple lines show, in order, the successive approximations to (logW)planar\left(\log W\right)_{planar} given by (82). They clearly converge to a fixed residual with respect to the exact result, and this residual should be well approximated by the second square bracket in (16). We confirm this in section 4. In this and subsequent plots we omit the constant prefactor dAd_{A}.

3 𝟏/𝑵\boldsymbol{1/N} expansion from the loop equations

We now set up a systematic expansion around the N=N=\infty, 1-cut solution of the matrix model, using the well-known loop equation approach Ambjoern1993 . The matrix model (10) is rather exotic - it involves a non-polynomial 𝒪(1/N)\mathcal{O}(1/N) perturbation to the Gaussian potential. Consequently the usual genus expansion familiar from the study of polynomial-potential matrix models (see eg. Ambjoern1993 ) becomes an expansion in 1/N1/N.

We begin with a few definitions. Our main object of study will be the resolvent, defined by

𝒲(p)\displaystyle\mathcal{W}(p) \displaystyle\equiv 1N\llangletr1pM\rrangle\displaystyle\frac{1}{N}\left\llangle\,\mathrm{tr}\,\frac{1}{p-M}\right\rrangle (25a)
=\displaystyle= n=01Nn𝒲n(p).\displaystyle\sum_{n=0}^{\infty}\frac{1}{N^{n}}\mathcal{W}_{n}(p). (25b)

The double angle-brackets mean the expectation value is with respect to 𝒵(z)\mathcal{Z}(z), ie. such expectation values are always functions of zz. More generally, the “ss-loop correlator” is defined as

𝒲(p1,,ps)=Ns2\llangletr1p1Mtr1psM\rrangleconnected\mathcal{W}(p_{1},\ldots,p_{s})=N^{s-2}\left\llangle\,\mathrm{tr}\,\frac{1}{p_{1}-M}\ldots\,\mathrm{tr}\,\frac{1}{p_{s}-M}\right\rrangle_{connected} (26)

The so-called loop equation for the resolvent follows from invariance of the partition function under the infinitesimal change of variables

MM+ϵ1pM.M\rightarrow M+\epsilon\frac{1}{p-M}\,. (27)

The Jacobian for this transformation is (tr1pM)2\left(\,\mathrm{tr}\,\frac{1}{p-M}\right)^{2}. By the following simple manipulations

1N2\llangle(tr1pM)2\rrangle\displaystyle\frac{1}{N^{2}}\left\llangle\left(\,\mathrm{tr}\,\frac{1}{p-M}\right)^{2}\right\rrangle =\displaystyle= (1N\llangletr1pM\rrangle)2+1N2\llangletr1pMtr1pM\rrangleconn.\displaystyle\left(\frac{1}{N}\left\llangle\,\mathrm{tr}\,\frac{1}{p-M}\right\rrangle\right)^{2}+\frac{1}{N^{2}}\left\llangle\,\mathrm{tr}\,\frac{1}{p-M}\,\mathrm{tr}\,\frac{1}{p-M}\right\rrangle_{conn.} (28)
=\displaystyle= 𝒲(p)2+1N2𝒲(p,p),\displaystyle\mathcal{W}(p)^{2}+\frac{1}{N^{2}}\mathcal{W}(p,p)\,,

and

1N\llangletr(G(M)pM)\rrangle=Σ𝑑mρ(m)Cdω2πi1ωmG(ω)pω=Cdω2πi𝒲(ω)G(ω)pω,\frac{1}{N}\left\llangle\,\mathrm{tr}\,\left(\frac{G^{\prime}(M)}{p-M}\right)\right\rrangle=\int_{\Sigma}dm\,\rho(m)\oint_{C}\frac{d\omega}{2\pi i}\frac{1}{\omega-m}\frac{G^{\prime}(\omega)}{p-\omega}=\oint_{C}\frac{d\omega}{2\pi i}\;\mathcal{W}(\omega)\frac{G^{\prime}(\omega)}{p-\omega}\,, (29)

where the positively-oriented contour CC encloses the singularities of 𝒲\mathcal{W} but excludes the point pp (and possible singularities of “GG”), we obtain the following equation for 𝒲(p)\mathcal{W}(p):

Cdω2πiV(ω)pω𝒲(ω)=(𝒲(p))2+1NCdω2πi𝒲(ω)pωϕz(ω)+1N2𝒲(p,p).\oint_{C}\frac{d\omega}{2\pi i}\;\frac{V^{\prime}(\omega)}{p-\omega}\mathcal{W}(\omega)=\left(\mathcal{W}(p)\right)^{2}+\frac{1}{N}\oint_{C}\frac{d\omega}{2\pi i}\;\frac{\mathcal{W}(\omega)}{p-\omega}\phi_{z}(\omega)+\frac{1}{N^{2}}\mathcal{W}(p,p). (30)

Here ϕz(ω)\phi_{z}(\omega) is defined by

ϕz(ω)ωlog(1+eωz)=11+ezω.\phi_{z}(\omega)\equiv\frac{\partial}{\partial\omega}\log\left(1+e^{\omega-z}\right)=\frac{1}{1+e^{z-\omega}}. (31)

Our problem is specialized to a Gaussian potential, V(x)=2λx2V(x)=\frac{2}{\lambda}x^{2}. This is almost identical to the well-known loop equation for the Hermitian matrix model with polynomial potential V(ω)V(\omega), except for the 1/N1/N term on the right-hand sideAmbjoern1993 . Plugging in the expansion (25b) we find a series of equations which can be solved iteratively in nn. The n=0n=0 equation is unaffected by the Wilson loop insertion:

Cdω2πiV(ω)pω𝒲0(ω)=(𝒲0(p))2.\oint_{C}\frac{d\omega}{2\pi i}\;\frac{V^{\prime}(\omega)}{p-\omega}\mathcal{W}_{0}(\omega)=\left(\mathcal{W}_{0}(p)\right)^{2}. (32)

For a Gaussian potential the solution is well-known (see e.g. Marino2004 ):

𝒲0(p)=2λ(pp2λ)\mathcal{W}_{0}(p)=\frac{2}{\lambda}\left(p-\sqrt{p^{2}-\lambda}\right) (33)

This has a single branch cut along λ<p<λ-\sqrt{\lambda}<p<\sqrt{\lambda}. The higher order equations are

{K^2𝒲0(p)}𝒲n(p)=dω2πiϕz(ω)pω𝒲n1(ω)+{0,n=1n=1n1𝒲n(p)𝒲nn(p)+𝒲n2(p,p),n2\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\mathcal{W}_{n}(p)=\\ \oint\frac{d\omega}{2\pi i}\;\frac{\phi_{z}(\omega)}{p-\omega}\mathcal{W}_{n-1}(\omega)+\begin{cases}0,&n=1\\ \sum_{n^{\prime}=1}^{n-1}\mathcal{W}_{n^{\prime}}(p)\;\mathcal{W}_{n-n^{\prime}}(p)+\mathcal{W}_{n-2}(p,p),&n\geq 2\end{cases} (34)

where we have introduced a linear operator K^\hat{K}, defined as in Ambjoern1993 by

K^f(p)Cdω2πiV(ω)pωf(ω).\hat{K}f(p)\equiv\oint_{C}\frac{d\omega}{2\pi i}\;\frac{V^{\prime}(\omega)}{p-\omega}f(\omega). (35)

The contour CC is defined as before. Note that the RHS always involves correlators with smaller nn than the LHS. Thus one can in principle solve iteratively to obtain any 𝒲n(p)\mathcal{W}_{n}(p) 333In Ambjoern1993 , the general iterative solution beyond leading order relies on the fact that, unlike our eq. (34), the RHS there is always a rational function of pp (proof by induction), so by a partial fraction decomposition can be written as a sum of powers of (px)1(p-x)^{-1} and (py)1(p-y)^{-1}, where xx, yy are the endpoints of the cut. The solution 𝒲n\mathcal{W}_{n} is thus easily expressed in terms of a set of basis functions χ(n)(p)\chi^{(n)}(p), Ψ(n)(p)\Psi^{(n)}(p), determined explicitly there, with the property that {K^2𝒲0(p)}χ(n)(p)\displaystyle\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\chi^{(n)}(p) =\displaystyle= (px)n\displaystyle(p-x)^{-n} (36) {K^2𝒲0(p)}Ψ(n)(p)\displaystyle\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\Psi^{(n)}(p) =\displaystyle= (py)n\displaystyle(p-y)^{-n} (37) In general the operator {K^2𝒲0(p)}\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\} can also have zero modes; in such cases, assuming a single cut, this freedom is constrained by the large-pp asymptotics of 𝒲(p)\mathcal{W}(p). .

In the rest of this section we shall solve (34) up to n=2n=2.

3.1 Solution of the loop equations

The n=1n=1 equation is

{K^2𝒲0(p)}𝒲1(p)=dω2πiϕz(ω)pω𝒲0(ω)\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\mathcal{W}_{1}(p)=\oint\frac{d\omega}{2\pi i}\;\frac{\phi_{z}(\omega)}{p-\omega}\mathcal{W}_{0}(\omega) (38)

From now on we specialize to V(ω)=2λω2V(\omega)=\frac{2}{\lambda}\omega^{2}. Note that all the pp-dependence on the RHS is in 1/(pω)1/(p-\omega). By deforming the contour CC to infinity (assuming f(p)f(p) has no singularities outside of CC) we find

{K^2𝒲0}f(p)=(p)p2λf(p)+dz2πiV(z)zpf(z)\left\{\hat{K}-2\mathcal{W}_{0}\right\}f(p)=\mathcal{M}(p)\sqrt{p^{2}-\lambda}f(p)+\oint_{\infty}\frac{dz}{2\pi i}\;\frac{V^{\prime}(z)}{z-p}f(z) (39)

where \oint_{\infty} means we pick up the residue at infinity, and (p)\mathcal{M}(p) is given by

(p)dz2πiV(z)(zp)p2λ=4λ\mathcal{M}(p)\equiv\oint_{\infty}\frac{dz}{2\pi i}\;\frac{V^{\prime}(z)}{(z-p)\sqrt{p^{2}-\lambda}}=\frac{4}{\lambda} (40)

Therefore

{K^2𝒲0(p)}(1(pω)p2λ)=(p)pω.\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\left(\frac{1}{(p-\omega)\sqrt{p^{2}-\lambda}}\right)=\frac{\mathcal{M}(p)}{p-\omega}. (41)

(The integrand in the last term of (39) goes like z2z^{-2} for large zz). Thus (38) is solved by

𝒲1(p)=λ/4p2λCdω2πiϕz(ω)𝒲0(ω)(pω)\mathcal{W}_{1}(p)=\frac{\lambda/4}{\sqrt{p^{2}-\lambda}}\oint_{C}\frac{d\omega}{2\pi i}\;\frac{\phi_{z}(\omega)\mathcal{W}_{0}(\omega)}{(p-\omega)} (42)

Shrinking the contour to lie along the real axis, and rescaling ω\omega so the cut extends from 1-1 to +1+1, we have

𝒲1(p)=12p2λ11𝑑ωω2λ(pω)11+ezλω\mathcal{W}_{1}(p)=\frac{-1}{2\sqrt{p^{2}-\lambda}}\int_{-1}^{1}\!d\omega\frac{\sqrt{\omega^{2}-\lambda}}{(p-\omega)}\frac{1}{1+e^{z-\sqrt{\lambda}\omega}} (43)

We now proceed to the n=2n=2 equation:

{K^2𝒲0(p)}𝒲2(p)=dω2πiϕt(ω)pω𝒲1(ω)a+(𝒲1(p))2b+𝒲0(p,p)c.\left\{\hat{K}-2\mathcal{W}_{0}(p)\right\}\mathcal{W}_{2}(p)=\underbrace{\oint\frac{d\omega}{2\pi i}\;\frac{\phi_{t}(\omega)}{p-\omega}\mathcal{W}_{1}(\omega)}_{a}+\underbrace{\left(\mathcal{W}_{1}(p)\right)^{2}\vphantom{\frac{\phi}{p}}}_{b}+\underbrace{\mathcal{W}_{0}(p,p)\vphantom{\frac{\phi}{p}}}_{c}. (44)

By linearity we can write the solution as

𝒲2(p)=𝒲2,a(p)+𝒲2,b(p)+𝒲2,c(p)\mathcal{W}_{2}(p)=\mathcal{W}_{2,a}(p)+\mathcal{W}_{2,b}(p)+\mathcal{W}_{2,c}(p) (45)

where 𝒲2,i\mathcal{W}_{2,i} solves (44) with only term ii on the RHS. In fact we will only need to solve for 𝒲2,a\mathcal{W}_{2,a}. We do not need 𝒲2,c\mathcal{W}_{2,c} since the corresponding contribution to the free energy 2,c\mathcal{F}_{2,c} is precisely the genus 1 (n=2n=2) component of the Gaussian free energy Gauss,2\mathcal{F}_{Gauss,2}, which cancels in (11). Nor is 𝒲2,b\mathcal{W}_{2,b} relevant, because the asymptotics 𝒲1(p)p2\mathcal{W}_{1}(p\rightarrow\infty)\sim p^{-2} imply that it does not contribute to λdp2πip2𝒲(p)\partial_{\lambda}\mathcal{F}\propto\oint_{\infty}\frac{dp}{2\pi i}\;p^{2}\,\mathcal{W}(p) 444 It is however easy to show using (39) that 𝒲2,a\mathcal{W}_{2,a} is just 𝒲2,b(p)=λ/4p2λ(𝒲1(p))2\mathcal{W}_{2,b}(p)=\frac{\lambda/4}{\sqrt{p^{2}-\lambda}}\left(\mathcal{W}_{1}(p)\right)^{2} (46) .

Here the pp-dependence of the RHS is the same as for the n=1n=1 equation and the solution is therefore analogous:

𝒲2,a(p)\displaystyle\mathcal{W}_{2,a}(p) =\displaystyle= λ/4p2λCdω2πiϕ(ω)𝒲1(ω)pω\displaystyle\frac{\lambda/4}{\sqrt{p^{2}-\lambda}}\oint_{C}\frac{d\omega}{2\pi i}\;\frac{\phi(\omega)\mathcal{W}_{1}(\omega)}{p-\omega} (47)
=\displaystyle= (λ/4)2p2λCdu2πiϕ(u)pu1u2λCdv2πiϕ(v)uv𝒲0(v)\displaystyle\frac{(\lambda/4)^{2}}{\sqrt{p^{2}-\lambda}}\oint_{C^{\prime}}\frac{du}{2\pi i}\;\frac{\phi(u)}{p-u}\frac{1}{\sqrt{u^{2}-\lambda}}\oint_{C}\frac{dv}{2\pi i}\;\frac{\phi(v)}{u-v}\mathcal{W}_{0}(v) (48)

The contour CC^{\prime} encloses CC but not pp. Only the singular (square root) part of 𝒲0(p)\mathcal{W}_{0}(p) contributes. Again shrinking CC, CC^{\prime} around the cut, we can write

𝒲2,a(p)=λ8π2p2λλλ𝑑uϕ(u)(pu)λu2\strokedintλλ𝑑vϕ(v)λv2uv\mathcal{W}_{2,a}(p)=\frac{-\lambda}{8\pi^{2}\sqrt{p^{2}-\lambda}}\int_{-\sqrt{\lambda}}^{\sqrt{\lambda}}du\,\frac{\phi(u)}{(p-u)\sqrt{\lambda-u^{2}}}\strokedint_{-\sqrt{\lambda}}^{\sqrt{\lambda}}dv\,\frac{\phi(v)\sqrt{\lambda-v^{2}}}{u-v} (50)

where \strokedint\strokedint denotes the Cauchy principal value.

3.2 Free energy I: \mathcal{F} as generator of (trM2)l\langle(\,\mathrm{tr}\,M^{2})^{l}\rangle

The resolvent (25a) is the generator of expectation values of monomials

𝒲(p)=1Nk=0\llangletrMk\rranglepk+1.\mathcal{W}(p)=\frac{1}{N}\sum_{k=0}^{\infty}\frac{\llangle\,\mathrm{tr}\,M^{k}\rrangle}{p^{k+1}}. (51)

This allows us to obtain the free energy as an integral over λ\lambda and pp, since

λ22N2λlog𝒵(z)\displaystyle\frac{\lambda^{2}}{2N^{2}}\partial_{\lambda}\log\mathcal{Z}(z) =\displaystyle= 1N\llangletrM2\rrangle\displaystyle\frac{1}{N}\left\llangle\,\mathrm{tr}\,M^{2}\right\rrangle (52)
=\displaystyle= dp2πip2𝒲(p)\displaystyle\oint_{\infty}\frac{dp}{2\pi i}\;p^{2}\mathcal{W}(p) (53)

The potential V(M)=2λM2V(M)=\frac{2}{\lambda}M^{2} acts as a source for insertions of trM2\,\mathrm{tr}\,M^{2}. Thus we have

(z)=2Ndλλ2dp2πip2𝒲(p)+C0(z)Gauss\mathcal{F}(z)=-2N\int\frac{d\lambda}{\lambda^{2}}\oint_{\infty}\frac{dp}{2\pi i}\;p^{2}\mathcal{W}(p)+C_{0}(z)-\mathcal{F}_{Gauss} (54)

with some integration constant C0(z)C_{0}(z). Due to the subtraction of Gauss\mathcal{F}_{Gauss}, the leading order is determined by 𝒲1\mathcal{W}_{1}. The pp-integral is easily done

Resp=p2(pω)p2λ=ω,\underset{p=\infty}{\text{Res}}\;\frac{p^{2}}{(p-\omega)\sqrt{p^{2}-\lambda}}=-\omega, (55)

as is the λ\lambda integral, and we find

0(z)=2Nπ1+1𝑑ω1ω2log(1+eλωz)+C0(z)\mathcal{F}_{0}(z)=-\frac{2N}{\pi}\int_{-1}^{+1}\!\!d\omega\,\sqrt{1-\omega^{2}}\;\log\left(1+e^{\sqrt{\lambda}\,\omega-z}\right)+C_{0}(z) (56)

in agreement with (22). Proceeding in the same way with 𝒲2,a\mathcal{W}_{2,a}, we get

1(z)=14π2𝑑λ11𝑑u\strokedint11𝑑vu1u21v2uv11+ezλu11+ezλv\mathcal{F}_{1}(z)=\frac{-1}{4\pi^{2}}\int\!\!d\lambda\int_{-1}^{1}\!\!du\strokedint_{-1}^{1}\!\!dv\,\frac{u}{\sqrt{1-u^{2}}}\,\frac{\sqrt{1-v^{2}}}{u-v}\,\frac{1}{1+e^{z-\sqrt{\lambda}u}}\,\frac{1}{1+e^{z-\sqrt{\lambda}v}} (57)

Recall that zz here is to be substituted with z=λcosθkz_{*}=\sqrt{\lambda}\cos\theta_{k}. At strong coupling the Fermi-Dirac function can be approximated by a step function - this is the first term in the “low-temperature” expansion. Thus

λ1(z)14π2ζ1𝑑uu1u2\strokedintζ1𝑑v1v2uv\partial_{\lambda}\mathcal{F}_{1}(z)\simeq\frac{-1}{4\pi^{2}}\int_{\zeta}^{1}du\frac{u}{\sqrt{1-u^{2}}}\strokedint_{\zeta}^{1}dv\,\frac{\sqrt{1-v^{2}}}{u-v} (58)

where ζz/λ\zeta\equiv z_{*}/\sqrt{\lambda}. We find for the vv-integral, taking care with the principal value, that

11u2\strokedintζ1dv1v2uv=uarccos(ζ)+1ζ21u2log1uζ+1u21ζ2|uζ|.\frac{1}{\sqrt{1-u^{2}}}\strokedint_{\zeta}^{1}\!dv\,\frac{\sqrt{1-v^{2}}}{u-v}=\frac{u\arccos(\zeta)+\sqrt{1-\zeta^{2}}}{\sqrt{1-u^{2}}}-\log\frac{1-u\zeta+\sqrt{1-u^{2}}\sqrt{1-\zeta^{2}}}{|u-\zeta|}. (59)

For the uu integral we get

ζ1𝑑uau2+bu1u2=12arccos2(ζ)+(1ζ2)+12ζ1ζ2arccos(ζ)\int_{\zeta}^{1}du\,\frac{au^{2}+bu}{\sqrt{1-u^{2}}}=\frac{1}{2}\arccos^{2}(\zeta)+(1-\zeta^{2})+\frac{1}{2}\zeta\sqrt{1-\zeta^{2}}\arccos(\zeta) (60)

and

ζ1𝑑uulog1uζ+(1ζ2)(1u2)uζ=12[1ζ2+ζ1ζ2arccos(ζ)]\int_{\zeta}^{1}\!du\,u\,\log\frac{1-u\zeta+\sqrt{(1-\zeta^{2})(1-u^{2})}}{u-\zeta}=\frac{1}{2}\left[1-\zeta^{2}+\zeta\sqrt{1-\zeta^{2}}\arccos(\zeta)\right] (61)

resulting in

λ1(z)=18π2[arccos2(z/λ)+(1z2/λ)].\partial_{\lambda}\mathcal{F}_{1}(z)=\frac{-1}{8\pi^{2}}\left[\arccos^{2}(z_{*}/\lambda)+(1-z_{*}^{2}/\lambda)\right]. (62)

Finally this can be integrated with the help of Mathematica to give

λ𝑑λ[λ1(z)]=18π2[λ2zλz2arccos(zλ)+λarccos2(zλ)]+C1(z).\int^{\lambda}\!d\lambda\,\left[\partial_{\lambda}\mathcal{F}_{1}(z)\right]=\frac{-1}{8\pi^{2}}\left[\lambda-2z\sqrt{\lambda-z^{2}}\arccos\left(\frac{z}{\sqrt{\lambda}}\right)+\lambda\arccos^{2}\left(\frac{z}{\sqrt{\lambda}}\right)\right]+C_{1}(z). (63)

In terms of the λ\sqrt{\lambda}-scaled parameter we then have

1(z)=λ8π2[12z1z2arccos(z)+arccos2(z)]+C1(λz)\mathcal{F}_{1}(z)=-\frac{\lambda}{8\pi^{2}}\left[1-2z\sqrt{1-z^{2}}\arccos(z)+\arccos^{2}(z)\right]+C_{1}(\sqrt{\lambda}z) (64a)
What about the integration constant C1(z)C_{1}(z)? The leading λ\lambda-dependence obtained here suggests it should be of the form C1(z)=az2C_{1}(z)=az^{2}. Then the requirement that 1=0\mathcal{F}_{1}=0 at z=1z=1 (corresponding to k=θ=0k=\theta=0) fixes aa to be 1/8π21/8\pi^{2}:
C1(z)=z28π2C_{1}(z)=\frac{z^{2}}{8\pi^{2}} (64b)
In terms of θk\theta_{k} the result is
1(θk)=λ8π2[sin2θkθksin2θk+θk2]\mathcal{F}_{1}(\theta_{k})=-\frac{\lambda}{8\pi^{2}}\left[\sin^{2}\theta_{k}-\theta_{k}\sin 2\theta_{k}+\theta_{k}^{2}\right] (64c)

In the next section we will show that with this choice of C(z)C(z), 1\mathcal{F}_{1} agrees with the direct evaluation of the matrix integral using the eigenvalue density.

3.3 Free energy II: ρn\rho_{n} from 𝒲n(p)\mathcal{W}_{n}(p)

An alternative route to the free energy is via the eigenvalue density. The first 1/N1/N correction, 1\mathcal{F}_{1}, will require knowledge of the backreacted eigenvalue density, which is encoded in the resolvent555Fluctuations around the large-NN eigenvalue saddlepoint, which would contribute a factor of 12logdet[2S/mimj]\frac{1}{2}\log\det[\partial^{2}S/\partial m_{i}\partial m_{j}] to the free energy, do not contribute at this order as they cancel against the equivalent contribution to Gauss\mathcal{F}_{Gauss}..

The action (18) in terms of ρ\rho is

S0\displaystyle S_{0} =\displaystyle= 2λ𝑑xρ(x)x22𝑑x𝑑yρ(x)ρ(y)log|xy|\displaystyle\frac{2}{\lambda}\int\!dx\,\rho(x)x^{2}-2\iint\!dxdy\,\rho(x)\rho(y)\log|x-y| (65)
S1\displaystyle S_{1} =\displaystyle= 𝑑xρ(x)log(1+exz)\displaystyle-\int\!dx\,\rho(x)\log(1+e^{x-z}) (66)

Expanding around ρ0\rho_{0} gives

S[ρ0+ρ1/N+𝒪(1/N2)]=S0[ρ0]+1N{ρ1δS0δρ|ρ0+S1[ρ0]}+1N2{12ρ1δ2S0δρδρρ1+ρ1δS1δρ|ρ0+ρ2δS0δρ|ρ0}+𝒪(1N3)S\left[\rho_{0}+\rho_{1}/N+\mathcal{O}(1/N^{2})\right]=S_{0}[\rho_{0}]+\frac{1}{N}\left\{\int\rho_{1}\left.\frac{\delta S_{0}}{\delta\rho}\right|_{\rho_{0}}+S_{1}[\rho_{0}]\right\}\\ +\frac{1}{N^{2}}\left\{\frac{1}{2}\iint\rho_{1}\frac{\delta^{2}S_{0}}{\delta\rho\delta\rho}\rho_{1}+\int\rho_{1}\left.\frac{\delta S_{1}}{\delta\rho}\right|_{\rho_{0}}+\int\rho_{2}\left.\frac{\delta S_{0}}{\delta\rho}\right|_{\rho_{0}}\right\}+\mathcal{O}(\frac{1}{N^{3}}) (67)

The terms involving first derivatives of S0S_{0} are identically zero, by the equation of motion. We can also eliminate the awkward double integral by means of the 𝒪(1/N)\mathcal{O}(1/N) equation of motion:

0=ddx[δ2S0δρ(x)δρ(y)ρ1(y)𝑑y+δS1δρ|ρ0]0=\frac{\mathrm{d}}{\mathrm{d}x}\left[\int\frac{\delta^{2}S_{0}}{\delta\rho(x)\delta\rho(y)}\rho_{1}(y)dy+\left.\frac{\delta S_{1}}{\delta\rho}\right|_{\rho_{0}}\right] (68)

Thus integrating the quantity in square brackets against ρ1(x)\rho_{1}(x) (a trick used in Chen-Lin2016nonplanarSymmWL ) gives

ρ1δ2S0δρδρρ1=ρ1δS1δρ|ρ0\iint\rho_{1}\frac{\delta^{2}S_{0}}{\delta\rho\delta\rho}\rho_{1}=-\int\rho_{1}\left.\frac{\delta S_{1}}{\delta\rho}\right|_{\rho_{0}} (69)

Therefore the action finally reduces to

N2S[ρ]=N2S0[ρ0]N𝑑xρ0(x)log(1+exz)12𝑑xρ1(x)log(1+exz)N^{2}\,S[\rho]=N^{2}S_{0}[\rho_{0}]-N\int\!dx\,\rho_{0}(x)\log(1+e^{x-z})-\frac{1}{2}\int\!dx\,\rho_{1}(x)\log(1+e^{x-z}) (70)

The first term is canceled by Gauss\mathcal{F}_{Gauss}, the second is the planar result in (22), and the third is the one we are after. After scaling of xx, zz by λ\sqrt{\lambda} as before, we have

1(z)\displaystyle\mathcal{F}_{1}(z) =\displaystyle= λ211𝑑xρ1(λx)log(1+eλ(xz))\displaystyle-\frac{\sqrt{\lambda}}{2}\int_{-1}^{1}\!dx\,\rho_{1}(\sqrt{\lambda}x)\log(1+e^{\sqrt{\lambda}(x-z)}) (71a)
\displaystyle\simeq λ2z1𝑑xρ1(λx)(xz),(λ)\displaystyle-\frac{\lambda}{2}\int_{z}^{1}\!dx\,\rho_{1}(\sqrt{\lambda}x)(x-z),\qquad(\lambda\rightarrow\infty) (71b)

We now determine ρ1(λx)\rho_{1}(\sqrt{\lambda}x) from 𝒲1(p)\mathcal{W}_{1}(p). Recall that the continuum form of (25a), namely 𝒲(p)=ρ(m)pm𝑑m\mathcal{W}(p)=\int\frac{\rho(m)}{p-m}\,dm, implies that the eigenvalue density is given as the discontinuity across the cut:

ρ(x)=12πi(𝒲(xiϵ)𝒲(x+iϵ))\rho(x)=\frac{1}{2\pi i}\left(\mathcal{W}(x-i\epsilon)-\mathcal{W}(x+i\epsilon)\right) (72)

Using the relation

1x±iϵ=𝒫(1x)iπδ(x),\frac{1}{x\pm i\epsilon}=\mathcal{P}\left(\frac{1}{x}\right)\mp i\pi\delta(x), (73)

where 𝒫\mathcal{P} denotes the Cauchy principal value, and recalling (43), which we repeat here,

𝒲1(p)=12p2λ11𝑑ωω2λ(pω)11+ezλω,\mathcal{W}_{1}(p)=\frac{-1}{2\sqrt{p^{2}-\lambda}}\int_{-1}^{1}\!d\omega\frac{\sqrt{\omega^{2}-\lambda}}{(p-\omega)}\frac{1}{1+e^{z-\sqrt{\lambda}\omega}},

we find

ρ1(x)=12π2λx2\strokedintλλdωϕ(ω)λω2(xω)\rho_{1}(x)=\frac{1}{2\pi^{2}\sqrt{\lambda-x^{2}}}\strokedint_{-\sqrt{\lambda}}^{\sqrt{\lambda}}d\omega\,\phi(\omega)\frac{\sqrt{\lambda-\omega^{2}}}{(x-\omega)} (74)

As usual we re-scale ω\omega and zz by λ\sqrt{\lambda}. Then at strong coupling we can approximate ϕz(λω)θ(ωz)\phi_{z}(\sqrt{\lambda}\omega)\simeq\theta(\omega-z), i.e.

ρ1(λx)12π21x2\strokedintz1dω1ω2(xω)\rho_{1}(\sqrt{\lambda}x)\approx\frac{1}{2\pi^{2}\sqrt{1-x^{2}}}\strokedint_{z}^{1}\!d\omega\,\frac{\sqrt{1-\omega^{2}}}{(x-\omega)} (75)

Using (59) we thus find

ρ1(λx)=12π2{xarccos(z)+1z21x2log1xz+1x21z2|xz|}\rho_{1}(\sqrt{\lambda}x)=\frac{1}{2\pi^{2}}\left\{\frac{x\arccos(z)+\sqrt{1-z^{2}}}{\sqrt{1-x^{2}}}-\log\frac{1-xz+\sqrt{1-x^{2}}\sqrt{1-z^{2}}}{|x-z|}\right\} (76)

This function is plotted in fig. 2. Note the logarithmic singularity that arises at infinite coupling, located on the cut at x=zx=z. (At finite λ\lambda, (74) is a smooth function of xx). ρ1(x)\rho_{1}(x) is correctly normalized to zero: 11𝑑xρ1(λx)=0\int_{-1}^{1}dx\rho_{1}(\sqrt{\lambda}x)=0.

Refer to caption
Figure 2: ρ1(λx)\rho_{1}(\sqrt{\lambda}x), the 1/N1/N correction to the density, at large λ\lambda and with z=0.2z=0.2. The analytic expression is given by (76).

The free energy (at strong coupling) now follows from (71a) and (76). The result is

1(z)=λ8π2(1z22z1z2arccos(z)+arccos(z)2),\mathcal{F}_{1}(z)=\frac{-\lambda}{8\pi^{2}}\left(1-z^{2}-2z\sqrt{1-z^{2}}\;\arccos(z)+\arccos(z)^{2}\right), (77a)
or in terms of θk\theta_{k}:
1(θ)=λ8π2(sin2θθsin2θ+θ2),\mathcal{F}_{1}(\theta)=\frac{-\lambda}{8\pi^{2}}\left(\sin^{2}\theta-\theta\sin 2\theta+\theta^{2}\right), (77b)

in precise agreement with (64).

3.4 Modification for SU(N)SU(N)

AdS/CFT is generally held to describe 𝒩=4\mathcal{N}=4 SYM with gauge group SU(N)SU(N). This is motivated by considering the Kaluza-Klein spectrum of IIB supergravity. On the CFT side, for a U(N)U(N) gauge theory, the U(1)U(1) and SU(N)SU(N) components decouple, up to global identifications. On the AdS side, dimensional reduction of SUGRA on the internal S5S^{5} does indeed give rise to a free U(1)U(1) multiplet, but this comprises pure gauge modes which can be set to zero in the bulk (see e.g. Aharony2000 ; Zaffaroni2000 ).

Since we are studying 1/N1/N effects here, the difference between the U(N)U(N) and SU(N)SU(N) theories is potentially important; so far we have only considered the former. For SU(N)SU(N) the integral (4) is over traceless Hermitian matrices. It is not hard to integrate out the trace degree of freedom explicitly666 Alternatively we can keep the integral over all of 𝔲(N)\mathfrak{u}(N) and impose the tracelessness constraint with a Lagrange multiplier Λ\Lambda. This adds N2SΛ=Λi=1NmiN^{2}S_{\Lambda}=\Lambda\,\sum_{i=1}^{N}m_{i} to the action, resulting in a perturbation δρΛ(λx)=Λ2πx1x2\delta\rho_{\Lambda}(\sqrt{\lambda}x)=\frac{\Lambda}{2\pi}\frac{x}{\sqrt{1-x^{2}}} to the density. The tracelessness condition 11𝑑xx[ρ1(x)+δρΛ(x)]=0\int_{-1}^{1}\!dx\,x\,\left[\rho_{1}(x)+\delta\rho_{\Lambda}(x)\right]=0 then fixes the multiplier to πΛ=z1z2arccos(z)\pi\Lambda=z\sqrt{1-z^{2}}-\arccos(z). Using the saddlepoint equation (23) for zz (or θk\theta_{k}), we then find precisely the result (79) above. , as described for the fundamental case in Drukker2001 . Write M=M+mIM=M^{\prime}+mI, where MM^{\prime} is traceless. The measure is just [dM]=[dM]dm[dM]=[dM^{\prime}]dm. From the definition of W𝒜W_{\mathcal{A}} in terms of the generating function (7) we have

W𝒜U(N)=ekmt~Nkdet(t~+eM)0|t~=0\left\langle W_{\mathcal{A}}\right\rangle_{U(N)}=\left\langle e^{km}\partial_{\tilde{t}}^{N-k}\det(\tilde{t}+e^{M^{\prime}})\right\rangle_{0}\,\bigg{|}_{\tilde{t}=0} (78)

where we made the replacement t~=tem\tilde{t}=te^{-m}. Integrating out mm we obtain the following exact relation between the Wilson loops of the two theories:

W𝒜U(N)=ek2λ/8N2W𝒜SU(N)\left\langle W_{\mathcal{A}}\right\rangle_{U(N)}=e^{k^{2}\lambda/8N^{2}}\left\langle W_{\mathcal{A}}\right\rangle_{SU(N)} (79)

In terms of the free energies we have SU(N)(z)=U(N)(z)+18λf2\mathcal{F}_{SU(N)}(z)=\mathcal{F}_{U(N)}(z)+\frac{1}{8}\lambda f^{2}. Our final result for 1(θk)\mathcal{F}_{1}(\theta_{k}) is remarkably simple:

1SU(N)=λ8π2sin4θ.\mathcal{F}_{1}^{SU(N)}=-\frac{\lambda}{8\pi^{2}}\,\sin^{4}\theta. (80)

4 Numerical checks

The antisymmetric Wilson loop was evaluated in Fiol2014a using orthogonal polynomials, yielding the following exact result for the generating function (7) of the Wilson loop

F𝒜(t)=det[t+Aeλ/8N],AijLj1ij(λ/4N),F_{\mathcal{A}}(t)=\det\left[t+A\,e^{\lambda/8N}\right],\qquad A_{ij}\equiv L_{j-1}^{i-j}(-\lambda/4N), (81)

which we evaluate numerically for large values of NN and λ\lambda. In order to compare this with our 1\mathcal{F}_{1} we must subtract off the planar result at strong coupling. As detailed in Horikoshi2016 , the latter is obtained as an expansion in large-λ\lambda using the “low-temperature” expansion of the Fermi-Dirac function which appears in the planar saddle-point equation. We find

(logW𝒜)planar=4πNλ[λ32sin3θk6π2+λsinθk121λπ21440(19+5cos2θk)sin3θk1λ32π4725760(6788cos2θk+35cos4θk+8985)sin7θk+],\left(\log W_{\mathcal{A}}\right)_{\textrm{planar}}=\frac{4\pi N}{\lambda}\left[\lambda^{\frac{3}{2}}\frac{\sin^{3}\theta_{k}}{6\pi^{2}}+\sqrt{\lambda}\,\frac{\sin\theta_{k}}{12}-\frac{1}{\sqrt{\lambda}}\frac{\pi^{2}}{1440}\frac{(19+5\cos 2\theta_{k})}{\sin^{3}\theta_{k}}\right.\\ \left.-\frac{1}{\lambda^{\frac{3}{2}}}\frac{\pi^{4}}{725760}\frac{(6788\cos 2\theta_{k}+35\cos 4\theta_{k}+8985)}{\sin^{7}\theta_{k}}+\cdots\right], (82)

where we have corrected a numerical error in the last two terms of eq. 2.10 of Horikoshi2016 777I thank Kazumi Okuyama for correspondence on this point..

Refer to caption
Refer to caption
Figure 3: Numerical versus analytic results for 1\mathcal{F}_{1} as a function of kk. This was defined via equations (11,14,23). The solid blue line is our analytic result for 1\mathcal{F}_{1}, and its numerical approximation Φ(k)\Phi(k) (defined in (84)) is given by the orange dashed line. The plot on the left is for gauge group U(N)U(N) (eq. (77)) while that on the right is for SU(N)SU(N) (eq. (80)). (As in figure 1, we have replaced dA=(Nk)1d_{A}=\binom{N}{k}\rightarrow 1 here).

Finally, to compare precisely with the numerics, we need all other contributions up to 𝒪(N0)\mathcal{O}(N^{0}). This includes the prefactor (Nk)1λ2π\binom{N}{k}^{-1}\frac{\sqrt{\lambda}}{2\pi} from (12), as well as the 1-loop contribution from the zz-integral:

2πN0′′(z)=π2Nλsinθk.\sqrt{\frac{2\pi}{N\mathcal{F}_{0}^{\prime\prime}(z_{*})}}=\sqrt{\frac{\pi^{2}}{N\sqrt{\lambda}\sin\theta_{k}}}. (83)

With these factors included, we find good numerical agreement with the exact result (81). In figure 3 we plot 1(θk)\mathcal{F}_{1}(\theta_{k}) versus Φ(k)\Phi(k), defined as

Φ(k)log(W𝒜exact)+(logW𝒜)planar,3+12logλ4NdA2+{0,U(N)λ8(kN)2,SU(N)\Phi(k)\equiv-\log(W_{\mathcal{A}}^{\textrm{exact}})+\left(\log W_{\mathcal{A}}\right)_{\textrm{planar},3}+\frac{1}{2}\log\frac{\sqrt{\lambda}}{4Nd_{A}^{2}}+\begin{cases}\phantom{\frac{\lambda}{8}}0\hskip 0.0pt,&U(N)\\ \frac{\lambda}{8}\left(\frac{k}{N}\right)^{2},&SU(N)\end{cases} (84)

where (logW𝒜)planar,3\left(\log W_{\mathcal{A}}\right)_{\textrm{planar},3} contains the first three terms of the planar strong coupling expansion (82). The parameter values used are N=400N=400, λ=100\lambda=100. We then expect the next correction to to be 𝒪(101)\mathcal{O}(10^{-1}), since for the “higher-genus” and strong-coupling corrections we have respectively (λN)2logW𝒜0.5\left(\frac{\sqrt{\lambda}}{N}\right)^{2}\log W_{\mathcal{A}}\approx 0.5 and (λN)1λlogW𝒜0.2\left(\frac{\sqrt{\lambda}}{N}\right)\frac{1}{\lambda}\log W_{\mathcal{A}}\approx 0.2. This is indeed borne out by the numerics: from the plot we see that the residual is approximately |1numeric1analytic|0.2.\left|\mathcal{F}_{1}^{numeric}-\mathcal{F}_{1}^{analytic}\right|\approx 0.2. If instead we take N=700N=700, λ=30\lambda=30, so that 1λλN\frac{1}{\lambda}\gg\frac{\sqrt{\lambda}}{N}, we get

|1numeric1analytic|(λN)1λlogW𝒜0.25,\left|\mathcal{F}_{1}^{numeric}-\mathcal{F}_{1}^{analytic}\right|\approx\left(\frac{\sqrt{\lambda}}{N}\right)\frac{1}{\lambda}\log W_{\mathcal{A}}\approx 0.25,

whereas (λN)2logW𝒜0.05\left(\frac{\sqrt{\lambda}}{N}\right)^{2}\log W_{\mathcal{A}}\approx 0.05.

Finally, as a check of the λ\lambda dependence, in figure 4 we plot 1numeric(k)\mathcal{F}_{1}^{numeric}(k) versus λ\lambda, for fixed NN and several different values of kk. This plot clearly illustrates the linear behavior at large λ\lambda.

Refer to captionλ\lambda|1|\left|\mathcal{F}_{1}\right|
Figure 4: Linear dependence of 1(k)\mathcal{F}_{1}(k) on λ\lambda: Each line corresponds to a particular value of kk in the range 100<k<300100<k<300, with N=400N=400. The dashed rays are included simply as visual aids. For large enough λ\lambda we see precisely the linear behavior obtained in (77).

5 Conclusions

We computed the first 1/N1/N correction to the 12\frac{1}{2}-BPS circular antisymmetric Wilson loop of rank kk, with kk of order 𝒪(N)\mathcal{O}(N), in 𝒩=4\mathcal{N}=4 SYM, at leading order in ’t Hooft coupling λ\lambda. The result is given in equations (77) and (80), for gauge group U(N)U(N) and SU(N)SU(N) respectively.

The holographic dual of this object is a known probe D5D5-brane configuration with kk units of electric flux on its worldvolume. Interestingly, the results obtained here and the DD-brane 11-loop effective action computed in Faraggi2012OneLoopEffectiveActionAntisymmetricWL do not match. There they found 1𝒪(N0λ0)\mathcal{F}_{1}\sim\mathcal{O}(N^{0}\lambda^{0}). In contrast, our calculation yielded 1𝒪(λ)\mathcal{F}_{1}\sim\mathcal{O}(\lambda), implying an expansion in λ/N\sqrt{\lambda}/N. The obvious explanation for this discrepancy is the gravitational backreaction of the brane, which so far has not been accounted for. Integrating out the bulk action in the Gaussian approximation would indeed give a result 𝒪(λ)\mathcal{O}(\lambda), although the problem is not so simple as one needs to account for the infinite tower of Kaluza-Klein modes and their couplings to the brane888I thank Kostya Zarembo for comments on this point.. It also remains desirable to resolve the numerical mismatch at 𝒪(N0,λ0)\mathcal{O}(N^{0},\lambda^{0}), by studying 1/λ1/\lambda corrections.

It is worth mentioning that several important properties of the heavy probes studied here follow directly from the Wilson loop expectation value, including the so-called Bremsstrahlung function999see also Bianchi2014 ; Bianchi2017 ; Bianchi2017a for a similar formula in the context of ABJM theory Correa2012a

B𝒜k(λ,N)=12π2λλW𝒜k,B_{\mathcal{A}_{k}}(\lambda,N)=\frac{1}{2\pi^{2}}\lambda\partial_{\lambda}\left\langle W_{\mathcal{A}_{k}}\right\rangle, (85)

and the additional entanglement entropy Δ𝒮\Delta\mathcal{S}, relative to the vacuum, of a spherical region threaded by the probe101010 Incidentally, it should be possible to calculate Δ𝒮\Delta\mathcal{S} holographically using the approach of Chang2014b , whose authors studied the additional holographic entanglement entropy due to the presence of probe branes. The leading order effect arises from the backreaction of the probes on the geometry, and the concomitant distortion of the Ryu-Takayanagi minimal surface. This was shown to be captured by a compact “double-integral” formula, where the integrations are taken over the brane worldvolume and unperturbed minimal surface respectively, obviating the need for a full, backreacted solution. As argued in some detail in Chang2014b , complications due to fields other than the metric being sourced by the brane may be avoided, thanks to the particular worldvolume gauge field configuration relevant to this problem. Lewkowycz2014 ; Gentle2014 ,

Δ𝒮=(143λλ)logW𝒜k.\Delta\mathcal{S}=\left(1-\frac{4}{3}\lambda\partial_{\lambda}\right)\log\left\langle W_{\mathcal{A}_{k}}\right\rangle. (86)

Also intriguing is the relation of the antisymmetric Wilson loop to a supersymmetric Kondo model Harrison2012 .

The plethora of gauge theory localization results in the literature opens the door to a number of natural extensions of the present work. Firstly, there exist exact results for various gauge theories with generally richer structure than the highly symmetric 𝒩=4\mathcal{N}=4 SYM. Expectation values of higher rank SUSY Wilson loops have been studied in the planar limit in 𝒩=2\mathcal{N}=2^{*} SYM Chen-Lin2015HigherRankWLinNeq2star , 𝒩=2\mathcal{N}=2 SQCD Fraser2012 and also ABJM theory Cookmeyer2016HigherRankABJM_WLs 111111In the latter work, a partial 1/N1/N contribution, analogous to the logarithmic term in (16), was also calculated.. On the gravity side some of the corresponding probes have been studied in eg. Chen-Lin2016HologSymmWL ; Faraggi2012OneLoopEffectiveActionAntisymmetricWL ; Faraggi2011 ; Mueck2016 . The problem of 1-loop matching remains open in all these cases.

Continuing in this vein, we could also consider more general correlators, again beyond the planar limit. The resolvent (25a), which we have obtained from the loop equation, encodes expectation values of monomials in the presence of the Wilson loop, trMjW𝒜\langle\,\mathrm{tr}\,M^{j}\rangle_{W_{\mathcal{A}}}. For the Hermitian matrix model these have no direct physical interpretation. However, the analogous quantities in the normal matrix model describe correlators of the Wilson loop with chiral primary operators in 𝒩=4\mathcal{N}=4 SYM Okuyama2006 ; Giombi2006 , and it would be interesting to extend our analysis to this case. On the gravity side, the corresponding “backreaction” calculation may prove more tractable than that of the Wilson loop expectation value itself.

This story generalizes still further to a larger subsector of Wilson loops and chiral primary operators in 𝒩=4\mathcal{N}=4 SYM. For example, one can consider the generically 18\frac{1}{8}-BPS configurations of multiple loops and chiral primaries supported on an S2S^{2} submanifold of 4\mathbb{R}^{4}. It is believed that correlators of such observables reduce to bosonic 2d Yang-Mills theory Drukker2007 ; Drukker2008 ; Drukker2008a ; Pestun2012 ; Giombi2013 , which in turn can be mapped to certain multi-matrix models. (This is still at the level of conjecture, as the 1-loop fluctuations around the localization locus have not been explicitly evaluated. See Bassetto2008 ; Bassetto2009 ; Bonini2014 however for several non-trivial checks of the conjecture). Aspects of the matrix model machinery we have employed can be generalized to the study of multi-matrix models.

Acknowledgements.
The author would like to thank Gordon Semenoff and Konstantin Zarembo for useful discussions, as well as Xinyi Chen-Lin for early conversations on this topic. This work was supported by the Marie Curie network GATIS of the European Union’s FP7 Programme under REA Grant Agreement No 317089.

References