A chiral anomaly is the anomalous nonconservation of a chiral current. In some theories of fermions with a chiral symmetry the quantization may lead to the breaking of this (global) chiral symmetry. In that case, the charge associated with the chiral symmetry is not conserved.
A heuristic handwaving way of explaining this is to suppose there is a Dirac sea of fermions and a large (and therefore adiabatic) instanton suddenly appears, and suddenly, the energy levels gradually shift upwards or downwards. This means particles which once belonged to the Dirac sea suddenly become conspicuous particles and what looks like a particle creation happens. This isn't a very satisfactory explanation, however.
An example: baryonic charge non-conservation
The Standard Model of electroweak interactions has all the necessary ingredients for successful baryogenesis. Beyond the violation of charge conjugation and CP violation , baryonic charge violation appears through the Adler-Bell-Jackiw anomaly  of the group.
Baryons are not conserved by the usual electroweak interactions due to quantum chiral anomaly. The classic electroweak Lagrangian conserves baryonic charge. Quarks always enter in bilinear combinations , so that a quark can disappear only in collision with an antiquark. In other words, the classical baryonic current is conserved:
However, quantum corrections destroy this conservation law and instead of zero in the right hand side of this equation, one gets
where is a numerical constant,
and the gauge field strenth is given by the expression
An important fact is that the anomalous current nonconservation is proportional to the total derivative of a vector operator: where the anomalous current is
The last term in this expression is non-vanishing only for non-Abelian gauge theories because the antisymmetric product of three vector potentials can be nonzero due to different group indices (e.g. for the electroweak group it should contain the product of , and the isospin part of ).
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