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# 1 Introduction

## 1 Introduction

For a long time iron nitride has attracted much scientific interest in basic research as well as in technology-oriented research. While a large number of results for iron-rich nitrides, such as $`\gamma ^{}`$-Fe4N, have appeared in the literature, only a few investigations on high N-content FeN, specifically FeN with the proportionality 1:1 of Fe and N atoms were reported. Recently, two kinds of FeN structures have been determined in FeN films synthesized by sputtering technique. They are the sodium chloride structure with lattice constants a=4.5Å and the zinc blende structure with lattice constant a$``$4.33Å. All the prepared FeN films were non-stoichiometric due to N vacancies and/or impurities. 57Fe Mössbauer spectroscopy experiments have shown that at 4.2K no magnetic hyperfine splitting is observed for ZnS-type FeN, but two kinds of Fe sites in NaCl-type FeN exhibit surprisingly large hyperfine fields of 49T and 30T. It was suggested that the ZnS-type FeN is nonmagnetic (NM) while the NaCl-type FeN shows antiferromagnetic (AFM) coupling. However, the magnetic measurements by Suzuki et al. indicated that at low temperature the stoichiometric ZnS-type FeN is AFM and exhibits a micromagnetic character.

Using a full-potential linearized-augmented-plane-wave (FLAPW) method, Shimizu et al. calculated the electronic, structural and magnetic properties of stoichiometric ZnS- and NaCl-type FeN and estimated the equilibrium lattice constants and bulk moduli. The results indicated that the ferromagnetic (FM) NaCl-type FeN was more stable than the NM-ZnS structure. Furthermore, the calculated results for the NaCl-type FeN with NM, FM, $`(\pi ,\pi ,\pi )`$\- and $`(0,0,\pi )`$-AFM configurations identified that the FM structure was the ground state with equilibrium lattice constant $`a^{th}`$4.0Å. It has further shown that at the experimental lattice constant 4.5Å the $`(\pi ,\pi ,\pi )`$-AFM state was more stable than the FM state. A similar detailed analysis was not carried out for the ZnS-type FeN and the reason for the difference in magnetism between the two structures was therefore not clear. Most recently, Eck et al. performed band structure calculations using tight-binding-linear-muffin-tin-orbitals (TB-LMTO) method within the atomic-sphere-approximation (ASA) and investigated structural and electronic properties of both FeN structures by analyzing density of states (DOS) and crystal orbital Hamilton population (COHP). They concluded that the zinc blende structure should be more stable because of the weaker antibonding Fe-Fe interactions below the Fermi level. Moreover, the authors evaluated the theoretical lattice constants for non-stoichiometric FeN and found that the deficiency of N atom decreases the equilibrium lattice constant. The magnetic properties of FeN were however hardly discussed. To achieve a better understanding of the magnetic diversity in FeN, systematic investigation of the electronic structure and magnetic properties of various FeN structures thus seems to be needed.

In this paper, the TB-LMTO-ASA method is applied to calculate band structures of FeN compounds with various structures and spin configurations. The structural, electronic and magnetic properties of the FeN are thus investigated by analyzing the calculated electronic structure and total energy. In addition to the NaCl and ZnS structures, we also consider FeN in the CsCl structure.

A brief description of computational technique will be given in the next section. In section 3, we present the calculated total energy and electronic structural and discuss the structure and magnetic properties of FeN compounds. A short summary is given in the last section.

## 2 Computational Details

In the present study the electronic structures of equiatomic FeN compounds are calculated self-consistently using the scalar-relativistic TB-LMTO method in the atomic-sphere-approximation including the combined correction. A local-density-approximation (LDA) to the density-functional theory (DFT) is applied and the non-local correction is also included using the Perdew-Wang generalized-gradient-approximation (GGA).

The lattice structures of NaCl-, ZnS- and CsCl-type FeN compounds are illustrated in Fig. 1. The Fe atoms in sodium chloride and zinc blende structures form an fcc lattice with different coordination of the N atoms. In the NaCl structure the N atoms are located at octahedral sites of the fcc lattice and each Fe atom has six N neighbors while in the ZnS structure the half-filling of the N atoms in tetrahedral sites of the fcc lattice makes each Fe four-fold coordinated to N atoms. In the cesium chloride structure the N atoms fill the body-centered sites of a simple-cubic Fe lattice and one Fe is eight-fold coordinated to N. The sites and filling fractions of the N atoms, the experimental magnetic structure, the nearest-neighbor (NN) Fe-Fe and Fe-N distances as well as the number of N neighbors of an Fe atom are summarized for the different structures in Table 1.

We perform NM, FM and ($`0,0,\pi `$)-AFM calculations for FeN with NaCl, ZnS and CsCl structures. Besides $`(0,0,\pi )`$-AFM state, the $`(\pi ,\pi ,\pi )`$-AFM configuration and an additional AFM structure, which consists of double layers with FM interlayer coupling along -direction, AFMD, are also considered for NaCl-type FeN to include possible magnetic coupling in FeN film. The $`k`$-space integration is performed with the tetrahedron method using $`16\times 16\times 16`$ mesh within the Brillouin zone. All partial waves with $`l2`$ are included in the basis for Fe as well as N. For ZnS- and NaCl-type FeN, special care is taken in filling the interatomic space since the structures are rather open. Therefore, it is necessary to introduce interstitial spheres. The sphere radii and the positions of interstitial spheres are chosen in such a way that space filling is achieved without exceeding a sphere overlap of 16%. This is done using an automatic procedure developed by Krier et al.. The radii of atomic and interstitial spheres corresponding to the theoretical equilibrium volume are listed in Table 2 for the different FeN structures.

In combination with the analysis of atom- and orbital-projected density of states (DOS), the COHP technique is applied to analyze the chemical bonding in ZnS-, NaCl- and CsCl-type FeN to examine the different Fe-N interactions. This technique provides information analogous to the Crystal Orbital Overlap Population (COOP) analysis. While COOP curves are energy resolved plots of the Mulliken overlap population between two atoms or orbitals, a COHP curve is an energy resolved plot of the contribution of a given bond to the bonding energy of the system. Similar to COOP curves, in all the COHP curves presented here positive values are bonding and negative antibonding, i.e. $``$COHP is plotted instead of COHP.

## 3 Results and Discussions

### 3.1 Total energy and phase stability

The calculated total-energy curves for ZnS-, NaCl- and CsCl-type FeN with NM, FM and AFM spin configurations are shown in Fig. 2. The theoretical equilibrium lattice constants $`a^{th}`$ are estimated for various FeN phases and they are listed in Table 2 together with total energies at $`a^{th}`$. The total-energy for NM CsCl structure is not plotted in Fig. 2 because the values are much higher than the other phases.

Firstly, we shall discuss the total-energy curves for NaCl-type FeN. Except for the NM NaCl-type FeN with higher energy, the magnetic NaCl phases with different spin configurations give similar total-energy curves. As indicated in Table 2, at the equilibrium volume the $`E^{th}`$ for ($`0,0,\pi `$)-AFM phase is only 1mRy lower than that for FM-NaCl structure and 10mRy below the highest ($`\pi ,\pi ,\pi `$)-AFM structure. Although our results are in better agreement with experiment than previous results, the $`a^{th}`$ ($``$4.20Å) estimated for NaCl-type FeN is still 6.7% smaller than the values observed experimentally. This discrepancy is much larger than the normal deviation due to the local density approximation (LDA) with GGA correction. It may therefore be, as suggested in Refs., that the experimental NaCl-type FeN with $`a`$=4.5Å is not in stable state due to unknown effects, such as the effect of the surface.

We also perform total-energy calculations for magnetic NaCl phases without the inclusion of the GGA correction to the LDA. The estimated theoretical lattice constants for magnetic NaCl phases are about 3.96$``$4.01Å, which are smaller than those obtained with GGA, and the FM phase is found to be stable at the theoretical equilibrium volume. The results are consistent with those by Shimizu et al.. In the following only the results calculated with the GGA correction are presented.

For ZnS-type FeN, a NM ground state is found with theoretical equilibrium lattice constant $`a^{th}`$=4.36Å, which agrees quite well with the experimental value. The state is about 6mRy higher in energy than that of the ($`0,0,\pi `$)-AFM NaCl structure. Self-consistent ($`0,0,\pi `$)-AFM and FM solutions are found when the lattice constant is larger than 4.45Å and 4.69Å, respectively. Since the critical lattice constant 4.45Å for the ($`0,0,\pi `$)-AFM state is only 0.09Å larger than $`a^{th}`$ of the NM-ZnS phase, one could expect that the metastable AFM phase would be important for the observed micromagnetic character in ZnS-type FeN.

The total-energy curves calculated for FM and ($`0,0,\pi `$)-AFM CsCl-type FeN are nearly identical and about 70mRy above those of ZnS and NaCl structures. Because of this rather higher total-energy, the CsCl-structure should not be considered a possible stable FeN phase.

Among all the investigated FeN phases, as mentioned above, the simple ($`0,0,\pi `$)-AFM NaCl structure is found to have the lowest total energy at theoretical equilibrium volume, while the $`E^{th}`$ for FM-NaCl structure is only about 1mRy higher. However, the energy difference is very small and may be of the order of the inaccuracies due to the ASA used in our calculations.

### 3.2 Electronic structure and iron-nitrogen interactions

In the following, the electronic structure and Fe-N interactions in the FeN phases will be analyzed in detail using the calculated DOS and COHP for NM ZnS, ($`0,0,\pi `$)-AFM NaCl and FM CsCl structures. In Fig. 3 we show the spin-resolved DOS for NM ZnS-, ($`0,0,\pi `$)-AFM NaCl- and FM CsCl-type FeN at the theoretical equilibrium volume. The DOS at Fermi level, $`N\left(E_F\right)`$, are listed in Table 2.

Except for the $`s`$-like states around $`15`$eV, which are not shown, the DOS of NM-ZnS structure shown in Fig. 3a mainly consists of two sets of structures, which are separated by a 2eV energy gap. The lower energy set, centered around $`6`$eV, is primarily composed of N 2$`p`$ bands with some admixture of Fe $`d`$character, the higher energy set from $`2.3`$ to $`3.6`$eV, is dominated by Fe 3$`d`$ states. A small gap at $`0.5`$eV further divides the latter into two parts, which are respectively characterized by the crystal-field splitted $`e`$ and $`t_2`$ sets. The Fermi-level $`E_F`$ is located just above the gap at the low-energy side of the $`t_2`$ set. The reason for ZnS-type FeN phase showing no magnetic moment at equilibrium volume may be understood from the DOS at the $`E_F`$. According to the Stoner model the self-consistency condition for a ferromagnet can be simply expressed by

$$N\left(E_F\right)I=1$$

where $`N\left(E_F\right)`$ is the paramagnetic density of state at the $`E_F`$ and $`I`$ the effective Stoner interaction parameter. For the ZnS-type FeN, it is observed that the DOS curve intersects the Fermi-level with a large negative slope and gives a quite small $`N\left(E_F\right)`$ (0.7 states/eV$``$spin). Consequently, no magnetic ordering is observed for ZnS-type FeN. On the other hand, by increasing the volume, the 3$`d`$ subband becomes much narrower and the $`N\left(E_F\right)`$ larger. The Stoner criterion may therefore be satisfied and the ZnS-type FeN shows certain magnetic ordering. Indeed, our total-energy calculations for ZnS-type FeN has confirmed the metastable FM and AFM phases existing at larger volumes.

Since the band structures of two sublattice in AFM phase are identical, in Fig. 3b only the sublattice DOS for ($`0,0,\pi `$)-AFM NaCl structure is plotted. Compared to that of NM ZnS phase, the DOS of ($`0,0,\pi `$)-AFM NaCl-type FeN form a continuous spectrum over the energy range between $`8`$ and $`4`$eV. Due to the large dispersion of Fe 3$`d`$ subbands the expected crystal field splitting of 3$`d`$ orbitals can not be clearly seen. While the majority-spin DOS are nearly completely occupied, a dominant minority-spin peak is located above the Fermi level due to the exchange-splitting. In Fig. 3c the peaks of the DOS for FM CsCl structure also show complicated structure. Compared to that of NaCl structure, the DOS of the CsCl-type FeN exhibits larger dispersion. Below the $`E_F`$, the majority-spin DOS peaks of NaCl and CsCl structures have a tendency to split into two parts by a deep valley at about $`3`$ and $`4`$eV, respectively. The higher part is dominated by Fe 3$`d`$ states while the lower one is mostly composed of N 2$`p`$ with some admixture of Fe $`d`$ states.

The partial DOS (PDOS) of FeN with NM ZnS, ($`0,0,\pi `$)-AFM NaCl and FM CsCl structures, projected for Fe $`s`$, $`p`$, $`d`$ and N $`p`$ orbitals, are plotted in Fig. 4. Correspondingly, Fig. 5 shows the orbital-projected COHP calculated for the $`s`$-$`p`$, $`p`$-$`p`$ and $`d`$-$`p`$ iron-nitrogen interactions. Here only the nearest-neighbor contributions are included in the COHP. Noticed that of the two identical sublattices in ($`0,0,\pi `$)-AFM-NaCl phase, only the PDOS for one sublattice are shown in Fig. 4b while the COHP curves for Fe1-N1 (Fe2-N2) intra-sublattice and Fe1-N2 (Fe2-N1) inter-sublattice interactions are presented in Fig. 5b and 5c, respectively. Here Fe1 (N1) defines the Fe (N) atom in the up-polarized sublattice and Fe2 (N2) the atom in the down-polarized sublattice.

Consistent with the observation of the total DOS, a 2eV energy gap separates the PDOS of NM ZnS phase, shown in Fig. 4a, into two sets of isolated structures. As indicated by the COHP curves in Fig. 5a, N $`p`$ orbitals mix Fe $`s,p`$ and $`d`$ subbands on both side of the gap but the $`d`$-$`p`$ hybridization dominates the iron-nitrogen interactions. The $`d`$-$`p`$ Fe-N hybridization is characterized by the large bonding peaks below the gap, centered at about $`5`$eV, and the antibonding peaks around the Fermi-level, centered at about 2.0eV. On the contrary, in both energy windows the $`s`$-$`p`$ and $`p`$-$`p`$ hybridizations form bonding interactions. The corresponding antibonding interactions lie far above the Fermi-level.

In ($`0,0,\pi `$)-AFM NaCl structure, the PDOS projected for Fe $`s,p,d`$ and N $`p`$ orbitals (Fig. 4b) spread over the same energy range from $`8`$ to 4.0eV without energy gap and show prominent hybridizations in the entire energy range. According to the calculated COHP shown in Fig. 5b and Fig. 5c, the $`d`$-$`p`$ hybridization in NaCl-type FeN is characteristic of the bonding interactions below $`3`$eV and the antibonding states above $`3`$eV. Furthermore, it is found that the antibonding peaks below the $`E_F`$ are dominated by antibonding $`\pi ^{}`$ states and the peaks above the $`E_F`$ are mainly $`\sigma ^{}`$ states in character. Comparing the $`d`$-$`p`$ interactions in Fig. 5b and Fig. 5c, a stronger antibonding $`\pi ^{}`$ peak at $`2`$eV is observed for inter-sublattice Fe-N hybridization. Except for the leading $`d`$-$`p`$ interactions the $`s`$-$`p`$ and $`p`$-$`p`$ hybridization show considerable bonding interactions from $`8`$ to 4eV. In contrast to the $`d`$-$`p`$ interaction, the $`s`$-$`p`$ and $`p`$-$`p`$ interactions for both intra- and inter-sublattice Fe-N interactions are nearly identical. Compared to the ZnS structure, the antibonding peaks of $`s`$-$`p`$ and $`p`$-$`p`$ hybridization in NaCl structure are shifted towards lower energy.

Due to larger Fe-N distance, the Fe-N interactions in FM CsCl structure is much weaker than that in ZnS and NaCl structure. As also observed in ($`0,0,\pi `$)-AFM NaCl structure, the dominant Fe-N $`d`$-$`p`$ hybridization is composed of the bonding set at lower energy and the antibonding set around the $`E_F`$. Below the $`E_F`$ there exist strong antibonding peaks. For $`s`$-$`p`$ and $`p`$-$`p`$ interactions the antibonding peaks are found to be much lower in energy than those in ZnS and NaCl structures.

Although the $`s`$-$`p`$ and $`p`$-$`p`$ hybridizations give inevitable contributions, as indicated by the COHP curves in Fig. 5, the dominant Fe-N interaction in all the three FeN structures is the $`d`$-$`p`$ hybridization. In Fig. 5 we also plot the integrated COHP for $`d`$-$`p`$ interactions. As indicated by the ICOHP at Fermi level, the ZnS-type FeN exhibits the strongest $`d`$-$`p`$ Fe-N hybridization among the three FeN structures because of the shortest nearest-neighboring Fe-N distance. On the contrary, the largest Fe-N distance in CsCl structure makes the CsCl-type FeN showing the weakest Fe-N hybridization although the Fe atoms in this structure has the most N neighbors.

### 3.3 Magnetic moment and its volume dependence

The calculated iron magnetic moments $`\mu _{Fe}`$ for the different FeN phases at the theoretical equilibrium volume are listed in table 2. For all the four magnetic NaCl-type FeN phases a similar value of $`\mu _{Fe}`$ is obtained. Among them the FM phase produces a slightly larger $`\mu _{Fe}`$. For both FM and AFM CsCl-type FeN the calculated Fe magnetic moments are larger than those in NaCl-type FeN. At equilibrium volume no spin-splitting for FeN with ZnS structure is obtained from spin-polarized FM and AFM calculations. Noticed that the Fe-N interaction in ZnS structure is the strongest and that in CsCl structure the weakest, it is reasonably concluded that the magnetic properties of Fe in FeN structures is strongly correlated to the strength of the Fe-N interactions, mainly $`d`$-$`p`$ hybridization. In other words, the magnetic properties of FeN phases is closely related to the nearest-neighboring Fe-N distance in the structure. The stronger the Fe-N hybridization is, the smaller becomes the Fe magnetic moment.

The Fe magnetic moments in magnetic NaCl-, CsCl- and ZnS-type FeN calculated at various volumes are shown in Fig. 6 as a function of the nearest-neighboring Fe-N distance, $`d_{FeN}`$. It is found that the $`\mu _{Fe}`$ is highly sensitive to the $`d_{FeN}`$. By compressing the volume, the Fe magnetic moment in all the magnetic FeN phases dramatically decrease with the reduction of the $`d_{FeN}`$. While $`\mu _{Fe}`$ in NaCl-type FeN decrease with $`d_{FeN}`$ at nearly the same rate and it becomes zero gradually when the $`d_{FeN}`$ is smaller than about 3.3Å, $`\mu _{Fe}`$ in both CsCl and ZnS structures exhibit a sudden drop from a value of about 2$`\mu _B`$ to zero at a certain critical $`d_{FeN}`$. According to the canonical band model, the different volume dependence of the $`\mu _{Fe}`$ in various FeN structures should be related to the difference of the DOS around the $`E_F`$.

## 4 Conclusions

Starting out from the calculated total energy and electronic structure using the TB-LMTO-ASA method, we have investigated structural, electronic and magnetic properties of FeN compounds with NaCl, ZnS and CsCl structures.

From the calculated total-energy a stable ($`0,0,\pi `$)-AFM NaCl-type FeN with theoretical equilibrium lattice constant $`a=4.2`$Å is identified. For the FeN with ZnS structure, our results indicate the existence of metastable AFM and FM solutions with a larger cell volume besides stable NM phase. These metastable states may be important for the observed micromagnetic character in ZnS-type FeN.

By analyzing the atom- and orbital-resolved density of states and the orbital-projected COHP, the Fe-N hybridization interactions in NM ZnS, ($`0,0,\pi `$)-AFM NaCl and FM CsCl structures are discussed in detail. In all the three considered FeN structures the $`d`$-$`p`$ hybridization between Fe and N atoms dominates the Fe-N interactions. With the calculated Fe magnetic moment for various FeN structures, it is suggested that the magnetic properties of FeN phases are closely related to the strength of the Fe-N $`d`$-$`p`$ hybridization. Furthermore, the Fe magnetic moment in FeN phases are found to be highly sensitive to the nearest-neighboring Fe-N distance.

Finally, it should be mentioned that the equilibrium lattice constant $`a^{th}`$ estimated for NaCl-type FeN is 6.7% smaller than the values observed experimentally though in our calculations the GGA correction to the local density approximation has been applied. It is suggested that other unknown effects should be responsible for the extraordinarily larger lattice constant observed for FeN with NaCl structure. Eck et al. have estimated the equilibrium lattice constant for defected FeN and obtained a rather smaller $`a^{th}`$. Up to date, no theoretical investigations on FeN film has been reported. It is highly desired to perform calculations on FeN structure with low-dimensional symmetry so that the effect of surface may be examined.

## Acknowledgements

The author would like to gratefully acknowledge Prof. O.K. Andersen for many helpful advices and is indebted to Dr. O. Jepsen for a careful reading of the manuscript.

## Tables

## Figure Caption

Figure 1: Schematic illustration of FeN with NaCl (left), ZnS (middle) and CsCl (right) structures.

Figure 2: Calculated total energy vs. volume for FeN with ZnS, NaCl and CsCl structures. Here ($`0,0,\pi `$)-AFM and ($`\pi ,\pi ,\pi `$)-AFM denote phases showing antiferromagnetic coupling along - and -directions, respectively. AFMD is the AFM state which consists of double layers with FM interlayer coupling along -direction. The arrows label the volume corresponding to experimental lattice constants of ZnS- and NaCl-type FeN.

Figure 3: Spin-resolved DOS calculated for FeN with (a) nonmagnetic ZnS, (b) ($`0,0,\pi `$)-AFM NaCl and (c) FM CsCl structures at the theoretical equilibrium volume. Solid lines represent the majority-spin DOS and dash lines the minority-spin DOS. The Fermi-level is at zero energy.

Figure 4: Orbital-projected partial DOS calculated for FeN with (a) NM ZnS, (b) ($`0,0,\pi `$)-AFM NaCl and (c) FM CsCl structures at theoretical equilibrium volume. The dash, dot, dash-dotted and solid lines represent the DOS projected for Fe $`s,p,d`$ and N $`p`$ orbitals. The Fermi-level is at zero energy.

Figure 5: The COHP curves calculated for $`s`$-$`p`$, $`p`$-$`p`$ and $`d`$-$`p`$ interactions between Fe and N atoms in FeN with (a) NM ZnS, (b) and (c) ($`0,0,\pi `$)-AFM NaCl and (d) FM CsCl structures. Here (b) and (c) show the Fe-N interactions within and between the sublattice in ($`0,0,\pi `$)-AFM NaCl structure, respectively. The solid, dash-dotted and dash lines represent $`s`$-$`p`$, $`p`$-$`p`$ and $`d`$-$`p`$ interactions. The integrated COHP (in eV/cell) for $`d`$-$`p`$ interaction are also plotted with thick solid lines.

Figure 6: Calculated Fe magnetic moment in FeN with ZnS, NaCl and CsCl structures as function of the nearest-neighboring Fe-N distance. The arrows indicate the distances corresponding to experimental lattice constants of NaCl- and ZnS-type FeN.

Fig. 1 of Y. Kong


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# Nonlinear voltage dependence of the shot noise in mesoscopic degenerate conductors with strong electron-electron scattering

## Abstract

It is shown that measurements of zero-frequency shot noise can provide information on electron-electron interaction, because the strong interaction results in the nonlinear voltage dependence of the shot noise in metallic wires. This is due to the fact that the Wiedemann-Franz law is no longer valid in the case of considerable electron-electron interaction. The deviations from this law increase the noise power and make it dependent strongly on the ratio of electron-electron and electron-impurity scattering rates.

Current fluctuations in nonequilibrium mesoscopic diffusive conductors proportional to the average current $`\overline{I}`$ manifest the discreteness of charge carriers and are usually addressed as the shot noise (for a recent review of the subject see ). The effect depends on the length of the conductor $`L`$, the electron-impurity $`l_{\mathrm{ei}}`$ and the electron-electron $`l_{\mathrm{ee}}`$ scattering mean free lengths. In order to observe shot noise, the electron-phonon mean free length $`l_{\mathrm{ep}}`$ has to be the largest scale of problem. This means that inelastic effects of electron-lattice thermalization can be disregarded. Otherwise, at $`l_{\mathrm{ep}}<L`$, the noise power $`S=2𝑑t\overline{\delta I(t)\delta I(0)}`$ just approaches the Johnson-Nyquist equilibrium value $`4GT`$, where $`G`$ is the conductance and $`T`$ is the lattice temperature.

Different regimes of shot noise exist.

(i) Diffusive regime, $`l_{\mathrm{ei}}L\mathrm{l}_{\mathrm{ee}}`$. In this case the effects of electron-electron (e-e) scattering are negligible. The energy of each electron is conserved during its diffusive motion through a conductor as soon as the electron-impurity scattering is elastic. The electronic distribution function satisfies the diffusion equation and has a two-step shape $`f(ϵ,x)=(1/2x/L)f_0(ϵeV/2)+(1/2+x/L)f_0(ϵ+eV/2)`$, here $`f_0`$ is the Fermi-Dirac function, and $`\pm eV/2`$ are the shifts of chemical potentials of the left and right reservoirs, under bias voltage $`V`$. The noise power in this regime is known to be $`1/3`$ of the Poissonian value $`2eI`$ .

(ii) Hot-electron regime, $`l_{\mathrm{ei}}l_{\mathrm{ee}}L`$. The e-e scattering is still small in a sense that all transport processes are governed by the impurity scattering. However, e-e scattering is already efficient enough to smear the two-step partition function and thermalize electrons to the local Fermi-Dirac distribution with some effective temperature profile $`T_\mathrm{e}(x)0.3eVT`$, that is to be found from the equation for energy transfer. The noise power, now simply representing the average Johnson-Nyquist noise in the conductor with inhomogeneous temperature distribution $`T_\mathrm{e}(x)`$, is equal to $`\sqrt{3}/4`$ instead of $`1/3`$ value . The crossover from the diffusive to the hot-electron regime has been experimentally confirmed .

These values of shot noise are universal , i.e. they do not depend on the applied voltage, shape of the conductor, anisotropy, distribution and concentration of impurities, etc. It has been noted  that the universality of the hot-electron shot noise has its origin in the Wiedemann-Franz law for impurity scattering (proportionality of the thermal conductivity to the current conductivity, see Ref. ).

(iii) $`l_{\mathrm{ee}}<l_{\mathrm{ei}}L`$. This regime has not been studied yet. It was pointed out that the electron distribution function becomes Fermian at relatively weak e-e scattering and does not change with its further increase . Therefore, in order to obtain information about e-e scattering the finite frequency noise power has been studied, which is sensitive to the details of Coulomb screening and e-e interaction .

However, the zero-frequency noise power becomes dependent on the details of e-e scattering if the applied voltage is high enough. Shot noise power in mesoscopic wires is a fruit of both the energy transport and the charge transport. As soon as even normal processes of e-e scattering affect considerably the thermal conductivity (violating the Wiedemann-Franz law) they must result in a change of the shot noise power. Here we show that this is really the case. Despite the fact that electron distribution function is of the Fermi-Dirac form regardless of the ratio between $`l_{\mathrm{ee}}`$ and $`l_{\mathrm{ei}}`$, the temperature profile $`T_\mathrm{e}(x)`$ is very sensitive to this ratio. The shot noise power then acquires nonlinear dependence on the applied voltage and might even exceed the Poissonian value. It becomes a possible probe of e-e interaction, as it happens, e.g., in the case of non-degenerate mesoscopic conductors (although because of completely different reason) .

Super-Poissonian noise has been reported in a number of mesoscopic systems. In Refs.  the enhancement of shot noise was experimentally found in resonant-tunneling structures biased in the negative differential resistance regions of their I-V characteristics. Magnetic field has been used to pronounce this enhancement . Coulomb interaction effects on the shot noise in resonant quantum wells near an instability threshold were studied in Ref. . The effects of nonlinear I-V characteristic were considered microscopically with the self-consistent Coulomb potential taken into account . In these studies disorder does not play a role.

In the present paper we show how super-Poissonian noise can occur in a disordered metallic wire with strong e-e scattering. Despite the fact that I-V characteristic of such a wire is still linear, the noise power has a nonlinear voltage dependence. To simplify the problem as much as possible we disregard all Umklapp processes. As usual, the convenient starting point is the stationary Boltzmann equation,

$$𝐯f_𝐩(𝐫)+e𝐄\frac{f_𝐩(𝐫)}{𝐩}=I_{\mathrm{ei}}[f_𝐩]+I_{\mathrm{ee}}[f_𝐩]+_𝐩,$$
(1)
for the electron distribution function in the phase spase $`f_𝐩(𝐫)`$, here $`I_{\mathrm{ei}}[f_𝐩]`$ and $`I_{\mathrm{ee}}[f_𝐩]`$ are the electron-impurity and e-e collision integrals respectively,

$`I_{\mathrm{ei}}[f_𝐩]={\displaystyle \frac{d^3p^{}}{(2\pi )^3}w_{\mathrm{ei}}\delta (ϵ_pϵ_p^{})(f_𝐩^{}f_𝐩)},`$ (2)
$`I_{\mathrm{ee}}[f_𝐩]={\displaystyle \frac{2d^3p^{}}{(2\pi )^3}\frac{2d^3k}{(2\pi )^3}w_{\mathrm{ee}}\delta (ϵ_p+ϵ_kϵ_p^{}ϵ_k^{})}`$ (3)
$`\times [f_𝐩^{}f_𝐤^{}(1f_𝐩)(1f_𝐤)f_𝐩f_𝐤(1f_𝐩^{})(1f_𝐤^{})],`$ (4)
where $`𝐩+𝐩^{}=𝐤+𝐤^{}`$. The quasimomentum conservation law is exact due to the absence of Umklapp processes. The scattering amplitudes of the electron-impurity $`w_{\mathrm{ei}}`$ and e-e interaction $`w_{\mathrm{ee}}`$ are independent of the directions of scattering particles (this restriction is not crucial). The last term in Eq. (1) is the extraneous Langevin source, zero on average $`\overline{_𝐩}=0`$, with the correlator $`\overline{_𝐩_𝐤}`$ defined by the very structure of the collision integrals (2)-(3) . Both electron-impurity and e-e collisions contribute to this correlator. Its exact form is quite cumbersome but will not be needed. By multiplying the kinetic equation (1) by the kinetic energy $`ϵ_p\mu `$, and integrating over the momentum space one gets the energy balance equation,

$$\frac{2d^3p}{(2\pi )^3}𝐯(ϵ_p\mu )f_𝐩(𝐫)=e𝐄\frac{2d^3p}{(2\pi )^3}𝐯f_𝐩(𝐫),$$
(5)
which simply means that the dissipative energy flow is equal to the Joule heat.

To solve the equation (1) we make the substitution ,

$$f_𝐩(𝐫)=f_0(\xi )+𝐯𝐪(\xi )\frac{f_0}{\xi }T_\mathrm{e}^1,$$
(6)
here $`f_0(\xi )`$ is the Fermi-Dirac function of the energy variable $`\xi =(ϵ_p\mu )/T_\mathrm{e}`$, with the effective temperature $`T_\mathrm{e}(𝐫)`$. \[Throughout the paper we use the units such that $`\mathrm{}=k_B=1`$.\] The (yet unknown) functions $`T_e(𝐫)`$ and $`𝐪(\xi )`$ determine the nonequilibrium distribution of electrons near the Fermi surface. It is convenient to write the function $`𝐪(\xi )=𝐪_\mathrm{s}(\xi )+𝐪_\mathrm{a}(\xi )`$ as the sum of even $`𝐪_\mathrm{s}(\xi )=𝐪_\mathrm{s}(\xi )`$ and odd function $`𝐪_\mathrm{a}(\xi )=𝐪_\mathrm{a}(\xi )`$ respectively. In the leading order in $`T_\mathrm{e}/\mu `$, the symmetric function $`𝐪_s(\xi )`$ determines the electric current while the antisymmetric one $`𝐪_a(\xi )`$ gives the dissipative heat flow. Now the energy balance equation (5) takes the form,

$$T_\mathrm{e}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑\xi \frac{f_0}{\xi }\xi 𝐪_\mathrm{a}(\xi )=e𝐄\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑\xi \frac{f_0}{\xi }𝐪_\mathrm{s}(\xi ),$$
(7)
as soon as we neglect terms of order $`T_\mathrm{e}/\mu `$. The integrals in Eq. (7) are expanded over the infinite energy axis due to the fast exponential decay of the factor $`f_0/\xi `$. The kinetic equation (1) splits upon the substitution (6) into two independent integral equations for the even and odd function respectively,

$`e𝐄`$ $`=`$ $`\tau _{\mathrm{ei}}^1𝐪_\mathrm{s}(\xi )+{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\eta K(\xi ,\eta )[𝐪_\mathrm{s}(\xi )𝐪_\mathrm{s}(\eta )],`$ (8)
$`\xi T_\mathrm{e}`$ $`=`$ $`\tau _{\mathrm{ei}}^1𝐪_\mathrm{a}(\xi )+{\displaystyle \underset{\mathrm{}}{\overset{\mathrm{}}{}}}𝑑\eta K(\xi ,\eta )[𝐪_\mathrm{a}(\xi ){\displaystyle \frac{1}{3}}𝐪_\mathrm{a}(\eta )].`$ (9)
here $`\tau _{\mathrm{ei}}^1=w_{\mathrm{ei}}p_Fm/2\pi ^2`$ is the electron-impurity collision rate, and the kernel function is given by

$$K(\xi ,\eta )=\frac{m^3w_{\mathrm{ee}}T_\mathrm{e}^2}{2\pi ^4}\frac{(e^\xi +1)(\eta \xi )}{(e^\eta +1)(e^{\eta \xi }1)}.$$

To derive the last terms in Eqs. (8)-(9) one has to perform integrations in the collision integral (3) with respect to the angle and energy variables (see Ref.  for details). The solution of Eq. (8) is simply given by the constant,

$$𝐪_\mathrm{s}(\xi )=e\tau _{\mathrm{ei}}𝐄.$$
(10)
The independence of this solution of the details of e-e interaction reflects the fact that the electric conductivity in the absence of Umklapp processes is determined only by the impurity scattering.

The exact solution of Eq. (9) is much more complicated and can be obtained by the method of Ref. , by which the thermal conductivity of a clean Fermi liquid was found. The brief outline of the method is as follows. By making the Fourier transform of the integral equation (9) one gets an inhomogeneous second-order differential equation for the function $`𝐠(k)=𝑑\xi e^{ik\xi }𝐪_\mathrm{a}(\xi )/(\pi \mathrm{cosh}[\xi /2])`$,

$`{\displaystyle \frac{d^2𝐠}{dk^2}}`$ $`+`$ $`\left({\displaystyle \frac{2}{3\mathrm{cosh}^2[\pi k]}}\gamma \right)𝐠`$ (12)
$`={\displaystyle \frac{8i\pi ^4p_F^3}{m^3w_{\mathrm{ee}}T_\mathrm{e}}}{\displaystyle \frac{\mathrm{sinh}[\pi k]}{\mathrm{cosh}^2[\pi k]}}T_\mathrm{e},`$
where the parameter $`\gamma `$ of the relative strength of e-e interaction is introduced, $`\gamma =1+4\pi ^2/(\tau _{\mathrm{ei}}m^3w_{\mathrm{ee}}T_\mathrm{e}^2).`$ The function $`𝐠(k)`$ is found by using the expansion over the eigenfunctions of the homogeneous equation (12), namely over the Jacobi polynomials $`g_n=\zeta ^{\sqrt{\gamma }/2}\sqrt{1\zeta }P_n^{(\sqrt{\gamma },1/2)}(12\zeta )`$, with $`\zeta =1/\mathrm{cosh}^2[\pi k]`$. For the thermal conductivity, defined as usual as

$$\kappa T_\mathrm{e}=\frac{p_F^2}{3m\pi ^2}\underset{\mathrm{}}{\overset{\mathrm{}}{}}𝑑\xi \frac{f_0}{\xi }\xi 𝐪_a(\xi ),$$
(13)
we get the following expression,

$`\kappa (T_\mathrm{e})={\displaystyle \frac{\pi ^2p_F^3}{3m^4w_{\mathrm{ee}}T_\mathrm{e}}}{\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{2\lambda _n+1/2}{\lambda _n(2\lambda _n+1)1/3}}`$ (14)
$`\times {\displaystyle \frac{\mathrm{\Gamma }^2(\lambda _n)\mathrm{\Gamma }(\lambda _n+1+\sqrt{\gamma }/2)\mathrm{\Gamma }(n+3/2)}{\mathrm{\Gamma }^2(\lambda _n+3/2)\mathrm{\Gamma }(\lambda _n+1/2+\sqrt{\gamma }/2)n!}},`$ (15)
where $`\lambda _n=n+\sqrt{\gamma }/2+1/2`$, and $`\mathrm{\Gamma }(x)`$ is the Gamma function. When the concentration of impurities decreases, $`\gamma 1`$, the thermal conductivity (14) approaches the known expression of the clean limit , while in the case of weak e-e scattering, $`\gamma \mathrm{}`$, the conventional Wiedemann-Franz law  is recovered,

$$\kappa =\{\begin{array}{cc}\frac{\pi ^2p_F^3}{3m^4w_{\mathrm{ee}}T_\mathrm{e}}A,A=0.78,\hfill & \gamma 1,\hfill \\ \frac{p_F^3\tau _{\mathrm{ei}}T_\mathrm{e}}{9m}\kappa _0,\hfill & \gamma \mathrm{}.\hfill \end{array}$$
(16)
The general expression (14) is the complicated function of temperature. In what follows, we will use the simple interpolation formula built upon the asymptotic properties (16),

$$\kappa (T_\mathrm{e})=\frac{\kappa _0(T_\mathrm{e})}{1+\beta (T_\mathrm{e})},$$
(17)
where the ratio of the e-e and electron-impurity scattering rates is defined as $`\beta (T_\mathrm{e})\tau _{\mathrm{ei}}/\tau _{\mathrm{ee}}(T_\mathrm{e})=\tau _{\mathrm{ei}}m^3w_{\mathrm{ee}}T_\mathrm{e}^2/3A\pi ^2`$. Fig. 1 demonstrates excellent agreement of this interpolation formula with the exact dependence (14).

Substituting Eqs. (10) and (17) into the energy balance equation (7), we obtain the equation for the electron temperature profile,

$$\frac{d}{dx}\left(\frac{T_\mathrm{e}}{1+\beta (T_\mathrm{e})}\frac{dT_\mathrm{e}}{dx}\right)=\frac{3}{\pi ^2}(eE)^2.$$
(18)
We assume that a conductor of length $`L`$ is in a contact with two reservoirs at equilibrium with zero temperature $`T_\mathrm{e}(\pm L/2)=0`$. The solution of Eq. (18) gives the effective temperature profile inside the conductor,

$$T_\mathrm{e}(x)=\frac{eV}{\sqrt{\beta (eV)}}\sqrt{\mathrm{exp}\left[\frac{3\beta (eV)}{4\pi ^2}\left(1\frac{4x^2}{L^2}\right)\right]1}.$$
(19)
To get the expression for the shot noise power it is sufficient to note that locally (at any given point $`x`$) the principal term in the electronic distribution (6) is equilibrium-like and, therefore, the noise is of the Johnson-Nyquist thermal type . The noise power is then given by the averaging of the thermal noise over the length of the conductor ,

$$S=\frac{4G}{L}\underset{L/2}{\overset{L/2}{}}𝑑xT_\mathrm{e}(x).$$
(20)
Substituting Eq. (19) into the expression (20) we get the shot noise power,

$$S=2e\overline{I}F(V),$$
(21)
where the so-called Fano factor (noise suppression factor) is voltage-dependent and given by the integral

$$F(V)=\frac{2}{\sqrt{\beta (eV)}}\underset{0}{\overset{1}{}}𝑑z\sqrt{\mathrm{exp}\left[\frac{3\beta (eV)}{4\pi ^2}(1z^2)\right]1}.$$
(22)
Fig. 2 shows the Fano factor as a function of the e-e collision rate.

The shot noise (21)-(22) is not universal as it depends nonlinearly on the applied voltage. It also becomes sensitive to the geometry of the conductor. The most striking feature of Fig. 2 is the monotonous increase of the shot noise power up to and above its Poissonian value $`F=1`$. This is different from the prediction, $`F1`$, of the quantum linear statistic theory of the shot noise . This is due to the fact that the linear statistic theory does not include effects of inelastic scattering. It is understood however, that in order to observe super-Poissonian values, very strict condition should be satisfied $`(eV/\mu )^2p_Fl_{\mathrm{ei}}10^2`$, making it difficult to achieve such a regime. From the experimental point of view, lower values of $`\beta (eV)10`$ are of more interest, at which case e-e interaction contributes a correction to the $`\sqrt{3}/4`$ noise power, $`F=\sqrt{3}/4(1+9\beta (eV)/64\pi ^2)`$. The main reason why the shot noise power becomes nonlinear under strong e-e scattering while the conductance stays Ohmic is due to the fact that e-e interaction conserves the net momentum of particles and therefore does not affect the average current but does affect the dissipative energy flow that turns out to be important for current fluctuations.

The calculation presented here essentially assumes that the interference between e-e and impurity scattering  is negligible. This is true for sufficiently high effective electron temperatures (i.e. for high voltages), $`T_\mathrm{e}\tau _{\mathrm{ei}}^1`$ . In order to observe effects discussed in this paper the mesoscopic conductor has to be prepared sufficiently clean to make the ratio $`\beta (eV)`$ as large as possible.

To summarise, we presented here a situation where the universality of shot-noise is removed by a sufficiently strong e-e interaction and finite voltages. The consideration based on the Boltzmann equation and restricted to the three-dimensional case is given. However, a fully microscopic theory for the shot noise in a strongly interacting system theory is needed, especially for low dimensional systems. As to do this is usually not an easy task, the Monte Carlo simulations could provide helpful insights into the problem.

I gratefully appreciate a number of useful discussions with C. W. J. Beenakker and M. Titov. This work was supported by the Dutch Science Foundation NWO/FOM.


text:
# CTMC calculations of electron capture and ionization in collisions of multiply charged ions with elliptical Rydberg atoms

## Abstract

We have performed classical trajectory Monte Carlo (CTMC) studies of electron capture and ionization in multiply charged ($`Q8`$) ion-Rydberg atom collisions at intermediate impact velocities. Impact parallel to the minor and to the major axis, respectively, of the initial Kepler electron ellipse has been investigated. The important role of the initial electron momentum distribution found for singly charged ion impact is strongly disminished for higher projectile charge, while the initial spatial distribution remains important for all values of Q studied.

The use of coherent elliptical Rydberg states in ion-atom collision studies (for recent papers on the subject cf. \[1-3\] and references therein) has not only aided the intuitive understanding of the interaction dynamics , it also illuminates the roles of the momentum and the spatial distributions of the target electron states. In classical terms, the momentum distribution can be widely varied simply by changing the eccentricity $`\epsilon `$ of the Rydberg ellipse without affecting the energy of the state. In particular, for impact perpendicular to the major axis of the ellipse, the capture cross section displays a maximum if $`𝐯_𝐩`$ (the perihelion electron velocity) is parallel and equal to the projectile velocity $`𝐯`$; this is believed to be due to the matching electron momenta in the initial target and the final projectile state. In contrast, the role of the spatial distribution becomes most clearly visible if the impact velocity vector in adjusted perpendicular to the minor axis of the Rydberg ellipse; in this case, the electrons can be located either between the approaching ion and the target nucleus (”upstream geometry”) or behind the target nucleus, as seen from the projectile (”downstream geometry”) without otherwise changing the momentum distribution of the Rydberg state (i.e., its angular momentum $`l`$ and the principal quantum number $`n`$). The capture cross section in both cases turns out to be quite different: it is much larger in the upstream case as compared to the downstream case; apparently, in the corresponding region of parameter space the spatial characteristics of the initial state determine the outcome of the collision. These investigations have so far been restricted to collisions with singly charged ions. Recently, however, it has become possible to employ such targets in studies involving multiply charged ions . In another context (electron capture by multiply charged ion in the presence of an external magnetic field) we have found indications  that for increasing projectile charge Q the distortion of the initial state increasingly dominates over the influence of different target electron distributions; we have therefore performed an exploratory study of such systems which is the topic of this Letter.

We employ the classical trajectory Monte Carlo (CTMC) method which is quite useful in particular for the description of quantum mechanically complex systems, giving a good qualitative and often fairly quantitative agreement with experimental data ( for more recent applications to the study of Rydberg atom collisions cf., e.g., \[1-3\]). Structureless ions of charge Q between 1 and 8 collide with Rydberg target atoms with nuclear charge q=1 and principal quantum number $`n=25`$. The geometry is chosen such that the direction of impact is perpendicular to the angular momentum direction of the Kepler ellipse. Specifically, two cases are studied: (i) the impact is parallel to the minor axis, thus allowing to study the velocity matching phenomenon, and (ii) impact parallel to the major axis, showing the effect of the spatial orientation of the target electron (”upstream-downstream asymmetry”). A useful quantity characterizing the electron orbit is the (generalized) eccentricity $`\epsilon =\pm \sqrt{1(l/n)^2}`$. In case (i), the + sign identifies orbits with the perihelion velocity $`𝐯_𝐩`$ parallel (-, antiparallel) to $`𝐯`$; in case (ii) it characterizes the upstream (-, downstream) geometry. The impact velocity $`v`$ is scaled by $`1/n`$, the velocity of a circular Rydberg state, i.e., $`V=vn=1`$ in this case; the number of MC cycles was adjusted to obtain statistical uncertainties of less than 5%. Care has been taken to assure that the projectile starts sufficiently far from the target (approximately $`3.5\times 10^5`$ atomic units a.u.) to correctly describe the initial part of the trajectory; in view of the long range Coulomb potential and the known sensitivity of Rydberg states to $`l,m`$ changing processes, this is critical particularly for higher projectile charges Q (see also below).

(i) Impact parallel to the minor axis
Figure 1 shows the eccentricity-dependent charge capture cross section $`\sigma /Q`$ for $`V=1.66`$ and Q ranging from 1 to 8. Velocity matching is obtained at $`\epsilon =+0.47`$; at low Q, the cross section displays the well-known behavior with a pronounced maximum at this eccentricity and a deep minimum for negative eccentricities which characterize a strongly elongated Kepler ellipse with $`𝐯`$ antiparallel to $`𝐯_𝐩`$. For increasing Q, this structure is soon washed out; while it is still noticeable for Q=2 and 4, almost any trace of the minimum has disappeared for Q=8. Inspection of electron trajectories during the approach of the projectile ion reveals the reason: as expected, the long range Coulomb force distorts the original Kepler ellipse already at quite long distances. This distortion is quite regular, and reminds of a Stark effect. Indeed, a simple estimate confirms this: for Q=8, an electric field strength of 5V/cm (i.e., of the order of the fields applied to the collision region in the experiments ) is attained at approximately $`10^5`$ a.u. This initial state effect might be reduced in the experiment by applying a strong field in the target region; however, this results also illuminates an inherent weakness of the CTMC-approach: the slow rise of the electric field may ”in reality” induce adiabatic transitions between the many Rydberg states which would be populated differently in the classical calculation. This distortion of the initial state becomes quite severe at distances below $`10^4`$ a.u., i.e., corresponding to several revolution of the Rydberg electron about its nucleus; therefore, it is to be believed that the washing out of the cross section structure is indeed a real effect. Finally, we may add that also the impact parameter dependence of the capture probability reflects the signature of this effect. While for Q=1 and $`\epsilon =+0.47`$ (the velocity matching situation) the capture probability is rather concentrated about the perihelion position , it is nearly symmetric about b=0 (the position of the target nucleus) for Q=8.

(ii) Impact parallel to the major axis
For this study, we choose $`\epsilon =0.96`$, corresponding to $`l=7`$. This creates a quite elongated state which is not too non-classical (low $`l`$). Figure 2 shows for Q=8 the cross sections for upstream ($`\sigma _u`$) and downstream ($`\sigma _d`$) geometry, respectively, including the contributions of the various ”swaps” to the capture cross sections. A swap has been defined as a passage of the electron through the midplane between projectile and the target nucleus; note, however, that for asymmetric collisions ($`qQ`$ as studied here), this plane has to cut the connection line between target and projectile nucleus at the saddle point of the two respective Coulomb potentials (i.e, at a distance $`R/(1+\sqrt{q/Q})`$ from the projectile, with R the distance of both nuclei). In view of the discussion in section (i) above, the strong upstream-downstream asymmetry seen in these data is at first glance somewhat surprising. Again, inspection of the electron trajectories sheds light on this point: the slowly increasing electric field of the approaching projectile causes a distortion and precession of the Kepler ellipse, in general not strong enough, however, to revert the upstream into a downstream geometry and vice versa. Therefore, upon approach of the projectile into the actual close interaction the electron is still mainly fore or aft, respectively, of the target nucleus, thus qualitatively preserving the role of the initial spatial distribution of the electron; interestingly, even 3-swap and higher swap processes can still be discerned. The qualitatively different behavior of $`\sigma _u`$ and $`\sigma _d`$ beyond $`V=1.5`$ is associated with differently rising cross sections for ionization; in case of the downstream geometry it sets in at considerably smaller V-values as compared to the upstream geometry. This is further clarified by the respective impact parameter dependencies (Fig.3a,b): In the upstream situation, charge exchange extends out to fairly large distances and ionization is still weak; in the downstream situation, the maximum charge exchange probability is of the same order as in the upstream case, however, it is limited to much smaller impact parameters, and ionization is already quite strong.

To conclude, our analysis shows that for impact of multiply charged ions of intermediate velocities the role of the initial electron momentum distribution becomes weaker for increasing projectile charge. This is due to the strong perturbation of the initial state by the approaching ion which induces pronounced changes in the momentum distribution long before the actual close interaction occurs. In contrast, the initial spatial orientation of the electron continues to be important for all Q-values studied here.

Acknowledgment
This work has been supported by the Deutsche Forschungsgemeinschaft (DFG).

References:

* J. C. Day, B. D. DePaola, T. Ehrenreich, S. B. Hansen, E. Horsdal-Pedersen, Y. Leontiev and K. S. Mogensen 1997 Phys. Rev A56, 4700;
* D. M. Homan, O. P. Makarov, O. P. Sorokina, K. B. MacAdam, M. F. V. Lundsgaard, C. D. Lin, N. Toshima 1998, Phys.Rev A58, 4565 ;
* L. Kristensen, T. Bov$`\stackrel{´}{e}`$, B. D. DePaola, T. Ehrenreich, E. Horsdal-Perdersen and O. E. Povlsen submitted;
* B. D. DePaola, private communiation;
* J. Lu, S. Bradenbrink, Z. Roller-Lutz, and H.O. Lutz, 1999 J.Phys. B: At.Mol.Opt.Phys.32, L681;
* S. Bradenbrink, H. Reihl, Z. Roller-Lutz, and H.O. Lutz, 1995 J.Phys. B: At.Mol.Opt.Phys.28, L133;

Figure caption

* Eccentricity-dependent capture cross section $`\sigma /Q`$ for impact velocity $`V=1.66`$ (in units of the circular $`n=25`$ Rydberg electron velocity) and different projectile charges Q. For the initial state, velocity matching is obtained at $`\epsilon =+0.47`$.
* Charge capture cross sections for (a)upstream $`\sigma _u`$ and (b)downstream $`\sigma _d`$ geometry; the eccentricity $`\epsilon =\pm 0.96`$. The respective ionization cross sections are also given.
* Impact parameter dependent probabilities of capture and ionization: (a) upstream geometry, (b) downstream geometry. Impact parameter $`b`$ in atomic units; impact velocity $`V=1.5`$; projectile charge $`Q=8`$.


text:
# Ideal Class Groups and Subgroups of Real Quadratic Function Fields MR (1991) Subject Classification: 11R58; 11R29; 14H05. Project Supported by the NNSFC (No.19771052) Email: kpwang@mail.cic.tsinghua.edu.cn

In , algebraic quadratic number fields $`F=𝐐(\sqrt{d})`$ were studied, a necessary and sufficient condition was obtained for the ideal class group $`H(F)`$ of any real field $`F=𝐐(\sqrt{d})`$ to have a cyclic subgroup of order $`n`$; and eight series of such fields $`F`$ were given explicitly by utilizing the theory of continued fractions. All these fields $`F`$ are ERD-type or GERD-type, that is, the discriminates $`d`$ are in the form $`d=N^2+n,`$ where $`n|4N`$ or $`n|2^mN(m2).`$ In the present note, we study algebraic function fields $`K`$, give necessary and sufficient condition for the ideal class group $`H(K)`$ of any real quadratic function field $`K`$ to have a cyclic subgroup of order $`n`$, and obtain eight series of such fields $`K`$, with four of them not ERD-type or GERD-type.

Now suppose that $`k=𝐅_q(T)`$ is the rational function field of indeterminate (variable) $`T`$ over $`𝐅_q`$, the finite field with $`q`$ elements. Let $`R=𝐅_q[T]`$ be polynomials over $`𝐅_q`$ , which is said to be the ring (domain) of integers (integral functions) of $`k`$. Any finite algebraic extension $`K`$ of $`k`$ is said to be an algebraic function field. The study of algebraic function fields is equivalent to the arithmetic of algebraic smooth curves over $`𝐅_q`$. On the other hand, the study of function fields is parallel to the study of algebraic number fields (via valuation theory).

If further $`r|f`$, then $`K`$ and $`D`$ are said to be of ERD-type. The integral closure of $`R`$ in any algebraic function field $`K`$ is said to be the ring (domain) of integers of $`K`$, and is denoted by $`𝒪_K`$. $`𝒪_K`$ is a Dedekind domain, and $`K`$ is the quotient field of $`𝒪_K`$. The fractional ideals of $`𝒪_K`$ form a multiplication group $`_K`$. Let $`𝒫_K`$ denotes the principal ideals in $`_K`$. Then the quotient group $`H(K)=H(D)=_K/𝒫_K`$ is said to be the ideal class group of $`K`$. And $`h(K)=h(D)=\mathrm{\#}H(K)`$ (the order of $`H(K)`$) is said to be the ideal class number of $`K`$. The theory of continued fractions plays a vital role in the research of real quadratic number fields. We here will apply the continued fraction theory in  to study real quadratic function fields, obtaining our main results on their ideal class groups and subgroups.

Theorem 1. The ideal class group $`H(D)`$ of a real quadratic function field $`K=k(\sqrt{D})`$ contains a subgroup of order $`n(2)`$ if and only if the equation

$$X^2DY^2=cZ^n(ZR𝐅_q,c𝐅_q^\times )$$

has a solution $`(X,Y)`$ where $`X,YR`$ are relatively prime, and equations

$$X^2DY^2=c^{}Z^j(c^{}𝐅_q^\times ,\mathrm{\hspace{0.33em}\hspace{0.33em}1}j|n,jn)$$

have no solution with $`(X,Y)=1`$.

If $`(X,Y)R\times R`$ is a solution of the equation $`X^2DY^2=C(CR)`$, then we say $`\alpha =X+Y\sqrt{D}`$ is a solution. If $`(X,Y)=1`$ then $`\alpha `$ is said to be a primary solution. For any unit $`\epsilon `$ of the Dekekind domain $`𝒪_K=R+R[\sqrt{D}]`$, $`\epsilon \alpha `$ is said to be an associate of $`\alpha `$. The conjugate of $`\alpha =X+Y\sqrt{D}`$ is $`\overline{\alpha }=\sigma (\alpha )=XY\sqrt{D}`$, where $`\text{Gal}(K/k)=\sigma `$.

Lemma. The primary solutions of the equation $`X^2DY^2=C`$ $`(CR,\text{deg}C<\frac{1}{2}\text{deg}D)`$ are just

$$p_{i1}+q_{i1}\sqrt{D}((1)^iQ_i=C,\mathrm{\hspace{0.33em}0}<i𝐙)$$

together with their associates and conjugates , where $`p_{i1}/q_{i1}=[a_0,a_1,\mathrm{},a_{i1}]`$ is the $`(i1)`$th convergent of the simple continued fraction $`\sqrt{D}=[a_0,a_1,\mathrm{}]`$; $`Q_i`$ is the denominator of the $`i`$-th complete quotient $`\alpha _i`$ $`=[a_n,a_{n+1},\mathrm{}]`$ $`=(\sqrt{D}+P_i)/Q_i`$.

In the following Theorem 2 and 3, we give explicitly eight series of real quadratic function fields whose class group contains a cyclic subgroup of order $`n`$. By the above Lemma and Theorem 1, we could use the simple continued fraction of $`\sqrt{D}`$ to prove the class group of the field $`K=k(\sqrt{D})`$ to contain a cyclic subgroup of order $`n`$. If $`K`$ is a field of ERD-type, then it is easy to find the expansion of the simple continued fraction of $`\sqrt{D}`$. The fields in Theorem 2 are in this case, i.e., they are ERD-type. Fortunately, for some other $`\sqrt{D}`$ not being ERD-type, we could also obtain the expansions of simple continued fractions, which gives Theorem 3.

Theorem 2. For the following series of monic square-free polynomials $`DR`$, the ideal class groups $`H(D)`$ of the real quadratic function field $`K=k(\sqrt{D})`$ all contain a subgroup of order $`n`$ (Here we assume $`ZR`$ is any non-constant polynomial).
(1) $`D=Z^{2n}+1;`$
(2) $`D=(Z^n+F1)^2+4F,`$  where $`F|(Z^n1);`$
(3) $`D=(Z^nF+1)^2+4F,`$  where $`F|(Z^n+1);`$
(4) $`D=(4Z^n+F1)^2+4F,`$  where $`F|(4Z^n1).`$
In general, for any

$$D=(Z^n+aFb)^2+4abF,$$

where $`a,b𝐅_q^\times ,F|(Z^nb),`$ the ideal class of $`K=k(\sqrt{D})`$ contains a subgroup of order $`n`$.

Theorem 3. Suppose that $`aR𝐅_q`$ is a non-constant polynomial, the polynomial $`A=2a+1R`$ is monic. Let $`A=Z^n`$ for any non-constant $`ZR𝐅_q`$. Then for the following square-free polynomials $`D`$, the ideal class groups $`H(D)`$ of $`K=k(\sqrt{D})`$ all contain a cyclic subgroup of order $`n`$.
(1) $`D=(A^d+a)^2+A;`$
(2) $`D=(A^da)^2+A;`$
(3) $`D=(A^d+a+1)^2A;`$
(4) $`D=(A^da1)^2A.`$

Corollary. Suppose that the polynomials $`D`$ are as in theorem 2 and 3, then the ideal class numbers $`h(D)`$ of $`K=k(\sqrt{D})`$ all have a factor $`n`$. in particular, we have $`h(D)n`$.

References:

\] E. Artin, Quadratische Körper im Gebiete der höheren Kongruenzen I, II, Math. Z., 19 (1924), 153-206, 207-246.

\] S. Louboutin, Continued fraction and real quadratic fields, J. Number Theory, 30 (1998), 167-176.

\] WANG Kunpeng, ZHANG Xianke , Continued fractions of functions connected with real quadratic function fields (to appear)

\] ZHANG Xianke, L. C. Washington, Ideal class groups and there subgroups of real quadratic fields, Sci. in China, (A) 27 (1997), 522-528.


text:
# Measuring Leptonic CP Violation by Low Energy Neutrino Oscillation Experiments

## Abstract

We uncover an interesting phenomenon that neutrino flavor transformation in slowly varying matter density imitates almost exactly that of vacuum neutrino oscillation under suitably chosen experimental parameters. It allows us to have relatively large CP violating measure $`\mathrm{\Delta }PP(\nu _\mu \nu _e)P(\overline{\nu }_\mu \overline{\nu }_e)`$ which is essentially free from matter effect contamination. We utilize this phenomenon to design a low-energy long-baseline neutrino oscillation experiment to measure the leptonic CP violating phase.

preprint:   TMUP-HEL-0003 hep-ph/0004114 April 2000, Revised August 2000

Exciting discovery of neutrino oscillation in atmospheric neutrino observation  and the persistent discrepancy between the observed and the calculated flux of solar neutrinos  provide the strongest evidence for neutrino masses and lepton flavor mixing. Determination of all the mixing parameters, in particular the CP violating Kobayashi-Maskawa phase , is one of the most challenging goals in particle physics.

This is the third in a series of works  in which we intend to explore possible (and hopefully experimentally feasible) ways of measuring leptonic CP violation in neutrino oscillation experiments. For early references and recent works on CP violation (or equivalently T violation), see for example, Refs.  and Refs. , respectively. We focus in this paper the neutrino mass (difference) hierarchy suggested by the atmospheric neutrino observation and the MSW solutions  of the solar neutrino problem . In the standard three-flavor mixing scheme of neutrinos they exhaust all the independent mass difference squared: from atmospheric neutrino data, $`\mathrm{\Delta }m_{13}^2\mathrm{\Delta }m_{23}^2=\mathrm{\Delta }m_{\text{atm}}^2(25)\times 10^3\text{eV}^2`$ and from solar neutrino data, $`\mathrm{\Delta }m_{12}^2=\mathrm{\Delta }m_{\text{solar}}^2(410)\times 10^6\text{eV}^2\text{(SMA)},(220)\times 10^5\text{eV}^2\text{(LMA)}`$ or $`(620)\times 10^8\text{eV}^2\text{(LOW)}`$ where SMA, LMA, and LOW denote the small mixing angle, large mixing angle and the low $`\mathrm{\Delta }m^2`$ MSW solutions, respectively . We use the notation in this paper as $`\mathrm{\Delta }m_{ij}^2m_j^2m_i^2`$.

Many authors including us examined the question of how to separate the genuine CP violating effect due to the leptonic Kobayashi-Maskawa phase from the fake one induced by matter effect . In this paper we take a simple alternative strategy to look for a region of parameters in which the matter effect is ”ignorable” in the first approximation. More precisely speaking, we will look for the solution of the question; is there region of tunable parameters in experiments, such as energy of neutrino beam, baseline length, etc. in which the neutrino oscillation probability, including its CP-odd term, are dominated by vacuum mixing effects? (See below on what we mean precisely by ”dominated by vacuum mixing effects”.) We will answer the question in the positive and finally end up with a proposal of experiment which utilizes low-energy neutrino beam of $`E100`$ MeV and a megaton water Cherenkov detector to measure leptonic CP violation.

We define the flavor mixing matrix $`U`$ as $`\nu _\alpha =U_{\alpha i}\nu _i`$, where $`\nu _\alpha (\alpha =e,\mu ,\tau )`$ and $`\nu _i(i=1,2,3)`$ stand for the gauge and the mass eigenstates, respectively. We take for convenience the representation of $`U`$ as

$$U=e^{i\lambda _7\theta _{23}}\mathrm{\Gamma }_\delta e^{i\lambda _5\theta _{13}}e^{i\lambda _2\theta _{12}}$$
(1)
$`=\left[\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}\\ s_{12}c_{23}c_{12}s_{23}s_{13}e^{i\delta }& c_{12}c_{23}s_{12}s_{23}s_{13}e^{i\delta }& s_{23}c_{13}e^{i\delta }\\ s_{12}s_{23}c_{12}c_{23}s_{13}e^{i\delta }& c_{12}s_{23}s_{12}c_{23}s_{13}e^{i\delta }& c_{23}c_{13}e^{i\delta }\end{array}\right],`$ (2)
where $`\lambda _i`$ are SU(3) Gell-Mann’s matrix and $`\mathrm{\Gamma }_\delta =diag(1,1,e^{i\delta })`$.

Let us first assume that the matter effect plays a minor role and consider the CP violating effect in vacuum. We will justify this assumption later. Under the mass difference hierarchy $`\mathrm{\Delta }m_{13}^2\mathrm{\Delta }m_{12}^2`$ which is implied by the solar and atmospheric neutrino data, the neutrino oscillation probability in vacuum can be written as

$`P(\nu _\beta \nu _\alpha )`$ $`=`$ $`4|U_{\alpha 3}|^2|U_{\beta 3}|^2\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }_{13}L}{2}}\right)4\text{Re}[U_{\alpha 1}U_{\alpha 2}^{}U_{\beta 1}^{}U_{\beta 2}]\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }_{12}L}{2}}\right)`$ (4)
$`2J\mathrm{sin}(\mathrm{\Delta }_{12}L)[1\mathrm{cos}(\mathrm{\Delta }_{13}L)]+4J\mathrm{sin}(\mathrm{\Delta }_{13}L)\mathrm{sin}^2(\mathrm{\Delta }_{12}L),`$
where $`\mathrm{\Delta }_{ij}\frac{\mathrm{\Delta }m_{ij}^2}{2E}`$. One of the most significant feature of (4) is that CP violation comes in through $`J`$ defined by

$$J_{\alpha \beta ;i,j}\text{Im}[U_{\alpha i}U_{\alpha j}^{}U_{\beta i}^{}U_{\beta j}]$$
(5)
as it is the unique (in three-flavor mixing scheme) measure for CP violation as first observed by Jarlskog  in the case of quark mixing. It takes the form in the parametrization we introduced above as $`J=\pm c_{12}s_{12}c_{23}s_{23}c_{13}^2s_{13}\mathrm{sin}\delta `$, where the sign is positive for $`(e,\mu )`$ and (1, 2) and $`+()`$ corresponds to their (anti-) cyclic permutations of $`(\alpha ,\beta )`$ and $`(i,j)`$.

We first observe that from the expression of $`J`$, if any one of the mixing angles is extremely small or very close to $`\pi /2`$ there is little hope in detecting the leptonic CP violation. For this reason, we will not deal with the case of SMA MSW solar neutrino solution. See, however, a remark at the end of this paper.

We also notice that in order to have appreciable effect of CP violation,

$$\mathrm{\Delta }_{12}L=0.26\left(\frac{\mathrm{\Delta }m_{12}^2}{10^5\mathrm{eV}^2}\right)\left(\frac{L}{1000\mathrm{km}}\right)\left(\frac{E}{100\mathrm{MeV}}\right)^1,$$
(6)
should not be too small. If $`\mathrm{\Delta }m_{12}^2\mathrm{\Delta }m_{\text{solar}}^2`$ is much smaller than $`10^5\text{eV}^2`$ we have to either use a neutrino energy much lower than $``$ 100 MeV which would be impractical in accelerator experiments, or take baseline length much longer than 1,000 km at the cost of lowering the beam flux. For this reason, our discussion can accommodate neither the just-so vacuum oscillation solution nor the LOW MSW solution. Thus we assume in the following discussion that the nature chooses the LMA MSW solution to the solar neutrino problem.

If we restrict ourselves into relatively short baseline, i.e., less than 1,000 km, one can safely assume that linear approximation $`\mathrm{sin}(\mathrm{\Delta }_{12}L)\mathrm{\Delta }_{12}L`$ is valid. Therefore, in order that the CP violating (third) term in (4) is relatively larger than the 2nd term we must focus on the region where $`\mathrm{\Delta }_{12}L`$ is smaller but not too smaller than unity. This consideration naturally leads us to the option of low-energy neutrino oscillation experiments with energy of order $``$ 100 MeV.

Next we must justify our assumption that the matter effect plays a minor role even for the CP violating effect. What we will show below is actually that whereas the Jarlskog factor and the energy eigenvalues are strongly modified by the matter effect it almost cancels out and does not show up in the observable quantities, the oscillation probabilities.

We now discuss full system of three-flavor neutrino propagation in earth matter to understand the phenomenon of matter neutrino oscillation imitating vacuum oscillation. Toward this goal we develop an analytic framework based on perturbation theory under the adiabatic approximation . We start from the neutrino evolution equation in the flavor basis:

$$i\frac{d}{dx}\left[\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right]=\left\{U\left[\begin{array}{ccc}0& 0& 0\\ 0& \mathrm{\Delta }_{12}& 0\\ 0& 0& \mathrm{\Delta }_{13}\end{array}\right]U^{}+\left[\begin{array}{ccc}a(x)& 0& 0\\ 0& 0& 0\\ 0& 0& 0\end{array}\right]\right\}\times \left[\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right]$$
(7)
where $`a(x)=\sqrt{2}G_FN_e(x)`$ indicates the index of refraction with $`G_F`$ and $`N_e`$ being the Fermi constant and the electron number density, respectively.

We first note that at neutrino energy of $``$ 100 MeV there is a hierarchy among the relevant energy scales;

$$\mathrm{\Delta }_{13}\frac{\mathrm{\Delta }m_{13}^2}{2E}a\frac{\mathrm{\Delta }m_{12}^2}{2E}\mathrm{\Delta }_{12}$$
(8)
The latter relationship holds because

$$\frac{a(x)}{\mathrm{\Delta }m^2/2E}=2.1\left(\frac{\rho }{2.7\mathrm{g}/\mathrm{cm}^3}\right)\left(\frac{Y_e}{0.5}\right)\left(\frac{\mathrm{\Delta }m^2}{10^5\mathrm{eV}^2}\right)^1\left(\frac{E}{100\mathrm{MeV}}\right).$$
(9)
Thanks to the mass hierarchy (8) we can formulate the perturbation theory.

We rewrite the evolution equation (7) as

$$i\frac{\mathrm{d}}{\mathrm{d}x}\stackrel{~}{\nu _\alpha }=(H_0+H^{})_{\alpha \beta },\stackrel{~}{\nu _\beta }$$
(10)
where $`\stackrel{~}{\nu }`$ is defined by

$$\stackrel{~}{\nu _\alpha }=\left[e^{i\lambda _5\theta _{13}}\mathrm{\Gamma }_\delta ^+e^{i\lambda _7\theta _{23}}\right]_{\alpha \beta }\nu _\beta ,$$
(11)
and $`H_0=diag(0,0,\mathrm{\Delta }_{13})`$ and

$$H^{}=\mathrm{\Delta }_{12}\left[\begin{array}{ccc}s_{12}^2& c_{12}s_{12}& 0\\ c_{12}s_{12}& c_{12}^2& 0\\ 0& 0& 0\end{array}\right]+a(x)\left[\begin{array}{ccc}c_{13}^2& 0& c_{13}s_{13}\\ 0& 0& 0\\ c_{13}s_{13}& 0& s_{13}^2\end{array}\right].$$
(12)
The diagonalization of the 2$`\times `$2 submatrix gives rise to the energy eigenvalues $`h_i`$ and the matter enhanced $`\theta _{12}`$ as

$$h_{1,2}=\frac{1}{2}\left[c_{13}^2a(x)+\mathrm{\Delta }_{12}\sqrt{(\mathrm{cos}2\theta _{12}\mathrm{\Delta }_{12}ac_{13}^2)^2+\mathrm{\Delta }_{12}^2\mathrm{sin}^22\theta _{12}}\right],$$
(13)
$$\mathrm{sin}2\theta _{12}^M=\frac{\mathrm{sin}2\theta _{12}}{\sqrt{(\mathrm{cos}2\theta _{12}\frac{a}{\mathrm{\Delta }_{12}}c_{13}^2)^2+\mathrm{sin}^22\theta _{12}}}$$
(14)
The matter “suppressed” $`\overline{\theta }_{12}^M`$ for antineutrinos and the energy eigenvalues can be defined analogously by flipping the sign of $`a`$ in (13) and (14). The resonance condition is satisfied in neutrino channel *** We note that one can take $`\mathrm{\Delta }m_{12}^2`$ always positive in the MSW mechanism as far as $`\theta _{12}`$ is taken in its full range \[0, $`\pi /2`$\].  at

$$c_{13}^2a(x)=\mathrm{cos}2\theta _{12}\mathrm{\Delta }_{12}$$
(15)
which leads to the resonance energy of order of 100 MeV,

$$E_r=48.6\mathrm{cos}2\theta _{12}\left(\frac{\mathrm{\Delta }m_{12}^2}{10^5\mathrm{eV}^2}\right)\left(\frac{\rho }{2.7\mathrm{g}/\mathrm{cm}^3}\right)^1\left(\frac{Y_e}{0.5}\right)\mathrm{MeV}$$
(16)
for small value of the remaining vacuum mixing angle, $`\theta _{13}1`$. For the best fit values of the parameter of the LMA MSW solution, $`\mathrm{\Delta }m_{12}^2(3.04.0)\times 10^5`$ eV2 and $`\mathrm{sin}^22\theta _{12}0.8`$ , we obtain $`E_r6080`$ MeV.

The key to the matter enhanced $`\theta _{12}`$ mechanism is the degeneracy of the zeroth order ”energy” eigenvalue in the first 2$`\times `$2 subspace of $`H_0`$. The degenerate perturbation theory dictates that one has to first diagonalize $`H_0+H^{}`$ in this subspace to obtain the first-order corrected energy eigenvalues and the zeroth-order wave function. This last point is crucial. It gives rise to the matter enhanced CP violating effect that is free from the suppression by energy denominator. To our knowledge, this is the unique case of having CP violating effect which is not suppressed by any hierarchical ratios such as $`\mathrm{\Delta }m_{12}^2/\mathrm{\Delta }m_{13}^2`$

While our formalism is exactly the same as the one developed in Ref.  the interpretation of the physical phenomena that occur is quite different from theirs. Also the nature of the resonance is quite different in large mixing angles. The resonance width can be estimated as $`\frac{\delta E}{E_r}=\mathrm{tan}2\theta _{12}`$ which means that $`\delta E2E_r`$ 120 MeV. Therefore, the resonances are so broad that they lose the identity as sharp resonances.

We now show that despite the fact that $`\theta _{12}`$ could be strongly modified in matter, especially for small vacuum $`\theta _{12}`$, the system mimics the vacuum neutrino oscillation even at the resonance where the effect of matter could be maximal. To understand this point we calculate the neutrino and antineutrino conversion probabilities $`P(\nu _\mu \nu _e)`$ and $`P(\overline{\nu }_\mu \overline{\nu }_e)`$. Since the matter enhanced mixing angle $`\theta _{12}^M`$ just replaces $`\theta _{12}`$ in zeroth-order wave function it is straightforward to compute neutrino oscillation probabilities under the adiabatic approximation. They are nothing but the oscillation probabilities in vacuum but with $`\theta _{12}`$ replaced by $`\theta _{12}^M`$, and $`\mathrm{\Delta }_{ij}`$ by integrals over the energy eigenvalues, $`h_{1,2}`$ and $`h_3\mathrm{\Delta }_{13}`$. For example, the appearance probability $`P(\nu _\mu \nu _e)`$ reads

$`P(\nu _\mu \nu _e)`$ $`=`$ $`4s_{23}^2c_{13}^2s_{13}^2\mathrm{sin}^2({\displaystyle \frac{1}{2}}\mathrm{\Delta }_{13}L)`$ (20)
$`+c_{13}^2\mathrm{sin}2\theta _{12}^M\left[(c_{23}^2s_{23}^2s_{13}^2)\mathrm{sin}2\theta _{12}^M+2c_{23}s_{23}s_{13}\mathrm{cos}\delta \mathrm{cos}2\theta _{12}^M\right]`$
$`\times \mathrm{sin}^2\left[{\displaystyle \frac{1}{2}}\sqrt{(\mathrm{cos}2\theta _{12}{\displaystyle \frac{a}{\mathrm{\Delta }_{12}}}c_{13}^2)^2+\mathrm{sin}^22\theta _{12}}\mathrm{\Delta }_{12}L\right]`$
$`2J_M(\theta _{12}^M,\delta )\mathrm{sin}\left[\sqrt{(\mathrm{cos}2\theta _{12}{\displaystyle \frac{a}{\mathrm{\Delta }_{12}}}c_{13}^2)^2+\mathrm{sin}^22\theta _{12}}\mathrm{\Delta }_{12}L\right]`$
where $`J_M`$ is the matter enhanced Jarlskog factor, $`J_M(\theta _{12}^M,\delta )=\mathrm{cos}\theta _{12}^M\mathrm{sin}\theta _{12}^Mc_{23}s_{23}c_{13}^2s_{13}\mathrm{sin}\delta `$, and we have averaged the rapidly oscillating piece driven by $`\mathrm{\Delta }_{13}`$ in the CP violating term. The antineutrino transition probability $`P(\overline{\nu }_\mu \overline{\nu }_e)`$ is given by the same expressions as above but replacing $`\theta _{12}^M`$ by $`\overline{\theta }_{12}^M`$ and $`\delta `$ by $`\delta `$.

Notice that at relatively short baseline, $`L<`$ 1,000 km or so, the approximation $`\mathrm{sin}xx`$ is valid. Then, the expressions of the oscillation probabilities approximately reduce to those in the vacuum because

$$\mathrm{sin}2\theta _{12}^M(\text{or},\overline{\theta }_{12}^M)\sqrt{(\mathrm{cos}2\theta _{12}\frac{a}{\mathrm{\Delta }_{12}}c_{13}^2)^2+\mathrm{sin}^22\theta _{12}}\mathrm{\Delta }_{12}=\mathrm{sin}2\theta _{12}\mathrm{\Delta }_{12}.$$
(21)
Only mild $`a`$-dependence would remain due to the $`\mathrm{cos}\delta `$ term in (20). Hence, as long as $`\mathrm{\Delta }_{12}L`$ is small, the oscillation probabilities of neutrinos and antineutrinos in matter imitate those in vacuum, independent of the mixing parameters and neutrino energy.

We verify by numerical computations without using analytic expression in eq. (20) that the matter effect in fact cancels out. We tentatively take the values of the parameters as $`\mathrm{\Delta }m_{13}^2=3\times 10^3`$ eV2, $`\mathrm{sin}^22\theta _{23}=1.0`$, $`\mathrm{\Delta }m_{12}^2=2.7\times 10^5`$ eV2, $`\mathrm{sin}^22\theta _{12}=0.79`$, $`\mathrm{sin}^22\theta _{13}=0.1`$ and the Kobayashi-Maskawa phase $`\delta =\pi /2`$. Our choice of $`\theta _{13}`$ is within the newer CHOOZ bound , but it may still be an optimistic one. With these parameters the Jarlskog factor in vacuum is given by $`J=0.035`$, a small but non-negligible value. If we take $`\delta =\pi /2`$ it corresponds, in a good approximation, to interchanging $`\nu `$ and $`\overline{\nu }`$ because the matter effect is only minor.

In Fig. 1 we plot the oscillation probabilities for neutrino and anti-neutrino, and their difference, $`\mathrm{\Delta }PP(\nu _\mu \nu _e)P(\overline{\nu _\mu }\overline{\nu _e})`$, as a function of distance from the source with the neutrino energy $`E=60`$ MeV, for both $`\nu _\mu \nu _e`$ and $`\overline{\nu _\mu }\overline{\nu _e}`$. It corresponds to the resonance energy in the neutrino channel. Insensitivity of the transition probability to the matter effect and how well it mimics the vacuum oscillation probability is clearly displayed in this figure. Although we sit on at the resonance energy of neutrino channel the features in the resonant neutrino flavor conversion cannot be traced in Fig. 1, but rather we observe the one very much similar to the vacuum oscillation. We have also checked that the matter effect is small even if $`\mathrm{cos}\delta `$ term in (20) is non-zero. The feature that it is a product of two harmonics with quite different frequencies can be understood by (4). We note that a large amplitude of $`|\mathrm{\Delta }P|`$ (as large as $``$ 0.3) in Fig. 1 can be qualitatively understood from the third term in our approximated analytic expression in eq. (4) which implies that $`|\mathrm{\Delta }P|`$ can be as large as $`8J(0.28)`$ at $`\mathrm{\Delta }_{13}L=\pi `$.

Now we discuss the possible experiments which utilize the imitating vacuum mechanism to measure leptonic CP violation. Measurement of CP violation at a few $`\%`$ level at neutrino oscillation experiments at $`E100`$ MeV leaves practically the unique channel $`\nu _\mu \nu _e`$. Experimentally, what we can actually measure is the number of events not the oscillation probability itself. Here we consider the ratio of the expected number of events due to $`\nu _\mu \nu _e`$ and $`\overline{\nu _\mu }\overline{\nu _e}`$ reactions in order to quantify the effect of CP violation.

In such low energy appearance experiment we must circumvent the following difficulties; (1) smaller cross sections (2) lower flux due to larger beam opening angle, $`\mathrm{\Delta }\theta 1`$ (E/100 MeV)-1 radian. Therefore, we are invited to the idea of the baseline as short as possible, because the luminosity decreases as $`L^2`$ as baseline length grows. But of course, a baseline as long as possible is preferable to make the CP violating effect \[the last term in (20)\] maximal. Thus we have to compromise. It appears to us that for $`E100`$ MeV, the baseline of $``$ 30-50 km seems preferable, as we will see below.

Detection of low-energy neutrinos at a few $`\%`$ level accuracy requires supermassive detectors. Probably the best thinkable detection apparatus is the water Cherenkov detector of Superkamiokande type. Let us estimate the expected number of events at a megaton detector placed at $`L=100`$ km. We assume that the neutrino beam flux 10 times as intense as (despite the difference in energy) that of the design luminosity in K2K experiment . In the future it is expected that an 100 times more intense proton flux than KEK-ps seems possible at Japan Hadron Facility  but we assume only 10 times larger flux considering the fact that lower energy beam is more difficult to prepare.

The dominant $`\nu _e`$-induced reaction in water at around $`E=100`$ MeV is not the familiar $`\nu _ee`$ elastic scattering but the reaction on $`{}_{}{}^{16}O`$, $`\nu _e^{16}Oe^{}F`$ . The cross section of the former reaction is about $`\sigma (\nu _ee\nu _ee)=0.93\times 10^{42}\left({\displaystyle \frac{E}{100\mathrm{MeV}}}\right)\mathrm{cm}^2`$, while the latter is $`\sigma (\nu _e^{16}Oe^{}F)10^{39}\mathrm{cm}^2`$ at $`E=100`$ MeV , which is a factor of 1000 times larger. Notice that the energy dependence of $`\nu _e^{16}O`$ reaction is very steep below $`E=100`$ MeV. For example, it is smaller by an order of magnitude at $`E=60`$ MeV. Because the energy dependence of $`\mathrm{\Delta }P`$ is mild we are invited to take larger energy than the resonance energy. But the number of oxygen in water is 1/10 of the number of electrons. So in net the number of events due to the reaction $`\nu _e^{16}Oe^{}F`$ is larger than that of $`\nu _ee`$ elastic scattering by a factor of 100. The number of $`{}_{}{}^{16}O`$ in detector is given by $`3.34\times 10^{31}`$ per kton of water. The neutrino flux at the detector located at $`L=250`$ km is, by our assumption, 10 times more intense than the neutrino flux at Superkamiokande in K2K experiment. The latter is, roughly speaking, $`3\times 10^6\left({\displaystyle \frac{\mathrm{POT}}{10^{20}}}\right)`$ cm-2 where POT stands for proton on target. Therefore, the expected number of events $`N`$ assuming 100 $`\%`$ conversion of $`\nu _\mu `$ to $`\nu _e`$ is given by

$$N6300\left(\frac{L}{100\mathrm{km}}\right)^2\left(\frac{V}{1\mathrm{Mton}}\right)\left(\frac{\mathrm{POT}}{10^{21}}\right).$$
(22)
In the antineutrino channel, the dominant reaction is $`\overline{\nu }_epe^+n`$ with cross section $`\sigma 0.4\times 10^{39}\mathrm{cm}^2`$ at $`E=100`$ MeV. The event number due to this reaction, assuming the same flux of $`\overline{\nu }_\mu `$ as $`\nu _\mu `$, is similar to that of (22) because the cross section is about half but there are two free protons per one oxygen. There is additional oxygen reaction $`\overline{\nu }_e^{16}Oe^+N`$ with approximately factor 3 smaller cross section than that of $`\nu _e^{16}O`$ .

In order to estimate the optimal distance, we compute the expected number of events in neutrino and anti-neutrino channels as well as their ratios as a function of distance with taking into account of neutrino beam energy spread. For definiteness, we assume that the average energy of neutrino beam $`E`$ = 100 MeV and beam energy spread of Gaussian type with width $`\sigma _E=10`$ MeV. We present our results in Fig. 2.

If there is no matter and CP violating phase effects the ratio $`RN(\nu _\mu \nu _e)/N(\overline{\nu }_\mu \overline{\nu }_e)`$ must not vary with the distance but must be a constant which is $`\varphi _\nu \sigma _\nu /\varphi _{\overline{\nu }}\sigma _{\overline{\nu }}`$ where $`\varphi _\nu `$ ($`\varphi _{\overline{\nu }}`$) and $`\sigma _\nu `$ ($`\sigma _{\overline{\nu }}`$) are total flux and cross section averaged over neutrino (anti-neutrino) energy, respectively. Taking the error (only statistical one for simplicity) into account, $`L`$ must not be too short or too long. The optimal distance turned out to be rather short, $`L3050`$ km, much shorter than that of the current long-baseline experiments. (see Fig. 2.) At such distance the significance of the CP violating signal is as large as 3-4 $`\sigma `$.

Roughly speaking, the deviation of $`R`$ from the case without CP violating effect, $`\mathrm{\Delta }R`$, is proportional to $`\mathrm{\Delta }P`$ but what is relevant is the quantity $`\mathrm{\Delta }P\times N`$ ($`N`$ is the expected number of events in the absence of CP violating effect) which signals if the CP violating effect is significant or not. From eq. (4) we can see that when the distance is small so that $`\mathrm{\Delta }_{13}L1`$, the terms proportinal to $`J`$ (or $`\mathrm{\Delta }P`$) behaves like $`\mathrm{\Delta }P(L/E)^3`$. This implies that assuming $`\varphi _\nu 1/L^2`$, $`\mathrm{\Delta }P\times N\mathrm{\Delta }P\sigma (E)/L^2\sigma (E)L/E^3`$ is an increasing function of $`L`$. When the distance is larger and $`\mathrm{\Delta }_{13}L`$ is not small, $`\mathrm{\Delta }P(L/E)`$ and this implies that $`\mathrm{\Delta }P\times N\sigma (E)E/L`$ is a decreasing function of $`L`$.

Hence, the significance of CP violating effect is expected to be maximal at some distance $`L`$ where $`\mathrm{\Delta }P\times N`$ takes the largest value. In our case it corresponds to $`L3050`$ km for the mixing parameters and neutrino energy we consider, as indicated in Fig. 2.

Let us also make some comments on the validity of our choice of low neutrino energy (as low as $`100`$ MeV) from the view point of the expected number of events. Suppose that the relevant cross section $`\sigma (E)`$ behaves like $`\sigma (E)E^\alpha `$ and we can neglect matter effect. In this case, $`N`$ is $`f(L/E)\times E^{(\alpha 2)}`$ where $`f(L/E)`$ is some function of $`L/E`$. From this we can conclude that if $`\alpha =2`$ the same number of events can be expected as long as the value of $`L/E`$ is the same if the same intensity of neutrino beam is assumed because the increase in the cross section with higher energy can be compensated by the decrese of the flux due to larger distance. On the other hand, if $`\alpha 2`$ such scaling law does not apply. If $`\alpha >2`$ ($`\alpha <2`$) the one can expect larger number of events with higher (lower) energy if the value of $`L/E`$ is kept constant. For neutrino energy above 100 MeV but below 1 GeV, for neutrno channel, roughly speaking $`\alpha 2`$ whereas for anti neutrino channel $`\alpha 1`$ . Therefore, our choice of lower energy seems to be preferable. For energy well above GeV, $`\alpha 1`$ for both channels and lower energy is preferable.

We conclude that the experiment is quite feasible under such intense neutrino beam and a megaton detector. Fortunately, the possibility of constructing a megaton water Cherenkov detector is already discussed by the experimentalists .

Finally, a few remarks are in order:

(1) Imitating vacuum mechanism does work also for the SMA solar MSW solution after averaging over the rapid oscillations due to larger $`\mathrm{\Delta }m^2`$. Because of the tiny vacuum angle, however, the number of events is smaller by a factor of $`2500`$ than the LMA case and the experiment does not appear feasible with the same apparatus.

(2) An alternative way of measuring CP violation is the multiple detector method  which may be inevitable if either one of $`\nu `$ or $`\overline{\nu }`$ beam is difficult to prepare. It utilizes the fact that the first, the second, and the third terms in the oscillation probability (20) have different $`L`$ dependences, $`L`$-independent (after averaging over energy spread of the neutrino beam), $`L^2`$, and $`L`$, respectively, in the linear approximation. The minimal two detector methods  is most powerful if the far (near) detector is placed at $`\mathrm{\Delta }_{12}=\frac{3\pi }{2}(\frac{\pi }{2})`$ because then the difference of the CP violating term in (20) between the far and the near detectors is maximal. However, it requires the baseline length of far detector as $`L=6,300\left({\displaystyle \frac{\mathrm{\Delta }m_{12}^2}{3\times 10^5\text{eV}^2}}\right)^1\left({\displaystyle \frac{E}{100\text{MeV}}}\right)`$ km which may or may not be too large to realize.

(3) Intense neutrino beams from muon storage ring at low energies, proposed as PRISM, Phase-Rotation Intense Secondary Mesons , would be an ideal source for neutrinos for the experiment proposed in this paper. Of course, it requires identification of $`\overline{\nu _e}`$ from $`\nu _e`$ by some methods, e.g., by adding Chlorine (35Cl) into the Water Cherenkov detector to make it sensitive to the characteristic $`8`$ MeV $`\gamma `$ rays arising from the absorption of neutron into the Chlorine followed by $`\overline{\nu }_epe^+n`$ reaction.

(4) We would like to urge experimentalists to think more about the better supermassive detection apparatus than water Cherenkov for highly efficient and accurate measurement of low energy neutrinos.

###### Acknowledgements.

We thank Takaaki Kajita, Masayuki Nakahata and Kenzo Nakamura for informative discussions on detection of low energy neutrinos. One of us (HM) thanks Marcelo M. Guzzo and the department of Cosmic Ray and Chronology at Gleb Wataghin Physics Institute in UNICAMP for their hospitality during his visit when the main part of this work was done. This work was supported by the Brazilian funding agency Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP), and by the Grant-in-Aid for Scientific Research in Priority Areas No. 11127213, Japanese Ministry of Education, Science, Sports and Culture.


text:
# Bounds for Turbulent Transport

We would like to pursue a mathematical approach to turbulence that is able to predict bulk average quantities of experimental and practical significance. Among such bulk average quantities, the Nusselt number $`N`$, the enhanced bulk average heat transfer due to convection, is perhaps the simplest physical objective of rigorous mathematical study of turbulence.

The question we wish to address here is: what are the optimal bounds on $`N`$ as a function of Rayleigh number $`R`$? What is the effect of the Prandtl number? Theoretical results (, , ) predict a maximal ultimate behavior of $`N\sqrt{R}`$. The experimental () findings indicate however that

$$NR^q$$

where the reported values for $`q`$ belong approximately to the interval $`[\frac{2}{7},\frac{1}{3}]`$ for large $`R`$. The exponents $`2/7`$ and $`1/3`$ have been discussed by several authors, (, ). The recent results of () favor an exponent of 3/10 with logarithmic corrections. We will describe below some very simple rigorous results.

The mathematical formulation of the problem is based on the three dimensional Boussinesq equations for Rayleigh-Bénard convection (). These are a system of equations coupling the three dimensional Navier-Stokes equations

$$\frac{𝐮}{t}+𝐮𝐮+p=\sigma \mathrm{\Delta }𝐮+\sigma RT𝐞_z,𝐮=0$$
(1)
to a heat advection-diffusion equation

$$\frac{T}{t}+𝐮T=\mathrm{\Delta }T.$$
(2)
The five unknowns, incompressible velocity, $`𝐮=(u,v,w)`$, pressure $`p`$, and temperature $`T`$ are functions of position $`𝐱=(x,y,z)`$ and time $`t`$. $`R`$ is the Rayleigh number and $`\sigma `$ is the Prandtl number. $`𝐞_z=(0,0,1)`$ is the unit vector in the vertical direction. For simplicity of exposition the equations have been non-dimensionalized: the vertical variable $`z`$ is scaled so that it belongs to the interval $`[0,1]`$, the horizontal independent variables $`(x,y)`$ belong to a square $`Q𝐑^2`$ of side $`L`$. The boundary conditions are as follows: all functions ($`(u,v,w)`$, $`p`$, $`T`$) are periodic in $`x`$ and $`y`$ with period $`L`$; $`u`$, $`v`$, and $`w`$ vanish for $`z=0,1`$, and the temperature obeys $`T=0`$ at $`z=1`$, $`T=1`$ at $`z=0`$. We write

$$f^2=\frac{1}{L^2}_0^L_0^L_0^1|f(x,y,z)|^2𝑑x𝑑y𝑑z$$

for functions and vectors $`f`$. We use $`<\mathrm{}>`$ for long time average:

$$f=lim\underset{t\mathrm{}}{sup}\frac{1}{t}_0^tf(s)𝑑s.$$

We write $`\overline{f}`$ the horizontal average

$$\overline{f}=\frac{1}{L^2}_0^L_0^Lf(x,y)𝑑x𝑑y.$$

When a function depends on additional variables we write only the remaining variables after integration, so for instance

$$𝐮(,t)^2=\frac{1}{L^2}_0^L_0^L_0^1|𝐮(x,y,z,t)|^2𝑑x𝑑y𝑑z.$$

The Nusselt number is given in terms of the long time average of the vertical heat flux:

$$N=1+_0^1b(z)𝑑z$$
(3)
with

$$b(z,t)=\frac{1}{L^2}_0^L_0^Lw(x,y,z,t)T(x,y,z,t)𝑑x𝑑y=\overline{wT}(z,t).$$
(4)
A consequence of the equations of motion are two additional formulas for the Nusselt number:

$$T^2=N$$
(5)
and

$$𝐮^2=R(N1).$$
(6)
The classical result of Howard, conditioned on on assumptions about statistical averages, is that $`N`$ is bounded at very large Rayleigh numbers by a multiple of $`R^{\frac{1}{2}}`$. The same kind of bound can be derived without any conditions (). This bound is valid for all solutions, aspect ratios $`L`$ and Prandtl numbers $`\sigma `$ and is also valid in a rotating frame, at arbitrary rotation speed.

The system is not isotropic: the direction of gravity is singled out. Consider a function $`\tau (z)`$ that satisfies $`\tau (0)=1`$, $`\tau (1)=0`$, and express the temperature as

$$T(x,y,z,t)=\tau (z)+\theta (x,y,z,t).$$
(7)
The role of $`\tau `$ is that of a convenient background (, ,  ) that carries the inhomogeneous boundary conditions; thus $`\theta `$ obeys the same homogeneous boundary conditions as the velocity. Note that, because $`\tau `$ does not depend on $`x,y`$ one has

$$T(x,y,z,t)\overline{T}(z,t)=\theta (x,y,z,t)\overline{\theta }(z,t).$$
(8)
The equation obeyed by $`\theta `$ is

$$\left(_t+u\mathrm{\Delta }\right)\theta =\tau ^{\prime \prime }w\tau ^{}$$
(9)
where we used $`\tau ^{}=\frac{d\tau }{dz}`$. The horizontal average of the vertical velocity vanishes identically because of incompressibility

$$\overline{w}(z,t)=0.$$

Therefore the quantity $`b(z,t)`$ can be written as

$$b(z,t)=\frac{1}{L^2}_0^L_0^Lw(x,y,z,t)\left(\theta (x,y,z,t)\overline{\theta }(z,t)\right)𝑑x𝑑y=\overline{w(T\overline{T})}(z,t)$$
(10)
Multiplying the equation (9) by $`\theta `$ and integrating we obtain

$$N+\theta ^2=2_0^1\tau ^{}(z)b(z)𝑑z+_0^1\left(\tau ^{}(z)\right)^2𝑑z.$$
(11)
We will choose the background profile $`\tau `$ for simplicity to be a smooth profile concentrated in a boundary layer of width $`\delta `$,

$$\tau (z)=P\left(\frac{z}{\delta }\right)$$

with $`P(0)=1`$ and $`P(s)=0`$ for $`s1`$. Using only elementary facts (fundamental theorem of calculus, the boundary conditions and the Schwartz inequality) it is easy to see from (10) that

$$|b(z,t)|z𝐮(,t)(T\overline{T})(,t)$$
(12)
holds for any $`z`$. Let us define

$$n=(T\overline{T})^2$$
(13)
Note that, from the definition of $`n`$ and (5) it follows that

$$nN.$$

From (12), (11) and (6) we obtain

$$N\frac{C}{\delta }+2D\delta \sqrt{R(N1)}\sqrt{n}$$

with

$$C=_0^1\left(\frac{dP(s)}{ds}\right)^2𝑑s$$
(14)
and

$$D=_0^1s\left|\frac{dP(s)}{ds}\right|𝑑s.$$
(15)
Optimizing in $`\delta <1`$ we get

$$\delta ^1=\sqrt{\frac{2D}{C}}\left\{R(N1)n\right\}^{\frac{1}{4}}+1$$

and letting $`Ps`$ we obtain

$$N2(Rn)^{\frac{1}{4}}(N1)^{\frac{1}{4}}+1$$
(16)
Thus we have proved

###### Theorem 1

Let

$$n=(T\overline{T})^2$$

Then the Nusselt number (3, 5, 6) for three dimensional Rayleigh-Bénard convection satisfies

$$N2^{\frac{4}{3}}\left(Rn\right)^{\frac{1}{3}}+1.$$

If one has no additional information then, using $`nN`$ in the inequality above we obtain the square-root bound

$$N4\sqrt{R}+1$$

(The prefactor is not optimal. The search for optimal prefactors is better motivated for other systems, where the power law obtained rigorously coincides with the one observed in experiments. When that is the case then the rigorous results can match experiments with remarkable accuracy ()). The exponent $`1/3`$ (or anything less than $`1/2`$ for that matter) have not been proven rigorously for the general system. The theorem above brings in the exponent 1/3 in the general Boussinesq system conditionally, for slowly varying $`n`$. Another way by which the Nusselt number dependence on the Rayleigh number can be lower is if the Prandtl number is very high or in rotating () convection. If the Prandtl number is infinity then the upper bound is closer to 1/3. The equations of motion for infinite Prandtl number Rayleigh-Bénard convection () are

$$\mathrm{\Delta }𝐮+p=RTe_z,𝐮=0$$
(17)
coupled with the advection-diffusion equation (2). Because (17) is time independent we say that $`T`$ obeys an active scalar equation.

An important observation, true even for the general case (1) is that, in view of the boundary conditions and incompressibility, not only the vertical component of velocity $`w`$ but also its normal derivative $`\frac{w}{z}`$ vanish at the vertical boundaries. Therefore we can write

$$b(z,t)=\overline{_0^z𝑑z_1_0^{z_1}\frac{^2w}{z^2}(,s,t)𝑑s_0^z\left(\frac{(T(,\sigma ,t)\overline{T}(\sigma ,t))}{z}\right)𝑑\sigma }.$$
(18)
Consequently

$$|b(z,t)|z^{\frac{5}{2}}\frac{^2w(,t)}{z^2}_L^{\mathrm{}}(T\overline{T})(,t)$$
(19)
where $`f_L^{\mathrm{}}`$ is the sup-norm. One can express $`\frac{^2w}{z^2}`$, in terms of $`T\overline{T}`$. Indeed, eliminating the pressure from (17) one has

$$\mathrm{\Delta }^2w=R\mathrm{\Delta }_h(T\overline{T})$$
(20)
where $`\mathrm{\Delta }_h`$ is the Laplacian in the horizontal directions $`x`$ and $`y`$. Using the boundary conditions we may write this as

$$w=R(\mathrm{\Delta }_{DN}^2)^1\mathrm{\Delta }_h(T\overline{T})$$
(21)
where $`(\mathrm{\Delta }_{DN}^2)^1`$ is the inverse bilaplacian with homogeneous Dirichlet and Neumann boundary conditions. Taking two $`z`$ derivatives then yields

$$\frac{^2w}{z^2}=RB(T\overline{T})$$
(22)
where the linear operator $`B`$ is given by

$$B=\frac{^2}{z^2}(\mathrm{\Delta }_{DN}^2)^1\mathrm{\Delta }_h$$
(23)
The temperature equation obeys a maximum principle so that

$$0T1$$

holds pointwise in space and time. Therefore

$$0|T\overline{T}|1$$

holds. The operator $`B`$ is not bounded in $`L^{\mathrm{}}`$ but obeys a logarithmic extrapolation estimate. This means that higher derivatives enter logarithmically in the bound; the estimate

$$B(T\overline{T})_L^{\mathrm{}}^2C_1^2\left\{1+\mathrm{log}_+R\right\}^4$$
(24)
follows from the bounds in (). The constant $`C_1`$ can be computed explicitly. Therefore, using the same kind of background as above in (11) we obtain

$$N_0^1\left(\tau ^{}(z)\right)^2𝑑z+2_0^1z^{\frac{5}{2}}|\tau ^{}(z)|\frac{^2w(,t)}{z^2}_L^{\mathrm{}}(T\overline{T})𝑑z$$
(25)
and consequently

$$N\frac{C}{\delta }+2E\delta ^{\frac{5}{2}}C_1R\left\{1+\mathrm{log}_+R\right\}^2\sqrt{n}$$
(26)
with $`C`$ defined in (14), $`C_1`$ coming from (24) and

$$E=_0^1s^{\frac{5}{2}}P(s)𝑑s.$$
(27)
optimizing in $`\delta <1`$ we find

$$\delta ^1=\left[\frac{5E}{C}C_1R\left\{1+\mathrm{log}_+R\right\}^2\sqrt{n}\right]^{\frac{2}{7}}+1$$

and then letting $`Ps`$ we deduce

###### Theorem 2

There exists a constant $`C_2`$ such that the Nusselt number for the infinite Prandtl number equation is bounded by

$$N1+C_2R^{\frac{2}{7}}\left\{1+\mathrm{log}_+R\right\}^{\frac{4}{7}}n^{\frac{1}{7}}.$$

If no additional information is given then, using $`nN`$ in the theorem above we recover the result

$$N1+C_2^{\frac{7}{6}}R^{\frac{1}{3}}\left\{1+\mathrm{log}_+R\right\}^{\frac{2}{3}}$$

of (). The theorem brings in the exponent 2/7 as long as $`n`$ is not varying too much with $`R`$.

Discussion

There is no proof that the Nusselt number cannot ever scale like $`R^{\frac{1}{2}}`$ for exceedingly large $`R`$. The experimental data do not seem however to encounter this behavior. Mathematically, the Nusselt number represents the maximum (among all possible invariant measures) of the expected value of the diameter of the global attractor in the energy dissipation norm. The functions on the attractor are not arbitrary, and may have certain properties that explain the experimentally observed bounds (). In this paper we showed that if the ratio

$$\frac{n}{N}=\frac{(T\overline{T})^2}{T^2}$$

is small then the Nusselt number dependence on Rayleigh is depleted.

Acknowledgment This work was partially supported by NSF-DMS9802611 and by the ASCI Flash Center at the University of Chicago under DOE contract B341495.