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# Conductivity of Doped Two-Leg Ladders

## Abstract

Recently, conductivity measurements were performed on the hole-doped two-leg ladder material $`\mathrm{Sr}_{14\mathrm{x}}\mathrm{Ca}_\mathrm{x}\mathrm{Cu}_{24}\mathrm{O}_{41}`$. In this work, we calculate the conductivity for doped two-leg ladders using a model of hole-pairs forming a strongly correlated liquid – a single component Luttinger liquid – in the presence of disorder. Quantum interference effects are handled using renormalization group methods. We find that our model can account for the low energy features of the experimental results. However, at higher energies the experiments show deviations from the predictions of this model. Using the results of our calculations as well as results on the ground state of doped two-leg ladders, we suggest a scenario to account for the higher energy features of the experimental results.

Over the last few years, there has been considerable interest in ladder materials. In particular, the two-leg ladder has received quite a bit of attention. Theoretically, the two-leg ladder is popular becase one can do controlled calculations, both analytically and numerically. Experimentally, two-leg ladders are popular because there are several known two-leg ladder materials, and these materials can be fabricated in a controlled way. In particular, the two-leg ladder material $`\mathrm{Sr}_{14\mathrm{x}}\mathrm{Ca}_\mathrm{x}\mathrm{Cu}_{24}\mathrm{O}_{41}`$ has received a considerable amount of attention. Unlike some of the other ladder materials which must be fabricated under high pressure, this material can be fabricated under ambient pressure. Also, when $`\mathrm{Ca}`$ replaces some of the $`\mathrm{Sr}`$, holes are doped into the ladders. However, these holes were already present in the material in the charge reservoir layers composed of $`\mathrm{CuO}_2`$ chains; doping with $`\mathrm{Ca}`$ simply moves them to the ladders. Therefore, this material is self-doped, and hence, extremely clean. Besides these practical reasons, the two-leg ladder is interesting because its properties are remarkably similar to the cuprate superconductors, namely when doped with holes, the system has a spin gap and the doped holes form pairs with a $`d_{x^2y^2}`$-like internal structure.

Recently, conductivity measurements were performed on the hole-doped two-leg ladder material $`\mathrm{Sr}_{14\mathrm{x}}\mathrm{Ca}_\mathrm{x}\mathrm{Cu}_{24}\mathrm{O}_{41}`$.  The $`c`$-axis resistivity, $`\rho _c`$, (i.e. the resistivity parallel to the chains of the ladder) is insulating at low temperatures and shows metallic $`T`$ dependence above $`T_0100K`$ for $`x=11`$; $`\rho _c`$ is nonmetallic over the entire region $`T<300K`$ for $`x=8`$. The $`a`$-axis resistivity, $`\rho _a`$, (i.e. the resistivity parallel to the rungs of the ladder) is insulating at low temperatures and shows a gradual change of sign in the $`T`$ coefficient at $`T^{}250K`$ for $`x=11`$; $`\rho _a`$ is insulating for $`x=8`$. (See Fig. 1 of Ref. REFERENCES.)

The $`a`$-axis optical conductivity, $`\sigma _{1a}(\omega )`$, shows pseudogap behavior in the low frequency region, the depressed spectral weight being transferred into the higher energy region. (See Fig. 2 of Ref. REFERENCES.) The $`c`$-axis optical conductivity, $`\sigma _{1c}(\omega )`$, shows a low frequency peak. Unlike a Drude peak, the peak in $`\sigma _{1c}(\omega )`$ is located at a finite frequency, $`\omega _0`$: $`\omega _0100cm^1`$ for $`x=8`$ and $`\omega _050cm^1`$ for $`x=11`$. (See Fig. 3 of Ref. REFERENCES.)

In this work, we calculate the conductivity for doped two-leg ladders using a model of hole-pairs forming a strongly correlated liquid. We focus on the $`c`$-axis conductivity, but we make some remarks about the $`a`$-axis conductivity. Our model is motivated by several known facts. First, the two-leg ladder (at half-filling and for not too large dopings) is known to have a spin gap. Second, the holes doped into the two-leg ladder are known to form pairs with an internal $`d_{x^2y^2}`$-like structure. Therefore, for our (effective low-energy) model, we consider a liquid of $`d_{x^2y^2}`$ hole pairs in the presence of (weak) disorder. Due to the one-dimensional nature of the ladder, the pairs do not condense. Rather, they form a strongly correlated liquid — a single-component Luttinger liquid.

It should be noted that our model is not purely phenomenological. At weak coupling, controlled calculations using bosonization have been done. In these calculations, one gets four bosonic modes — two spin modes and two charge modes. These calculations show that, for not too large dopings, both of the spin modes are gapped and one of the charge modes is gapped. Therefore, the low-energy physics is described by a single gapless bosonic charge mode. Numerical work shows that there is no phase transition as one goes from weak to strong coupling. Therefore, the low-energy effective theory in terms of a single gapless bosonic charge mode is still valid. However, the parameters of this effective theory cannot be computed as they can in weak coupling; they must be taken as phenomenological parameters from numerics.

The Hamiltonian we consider is

$`H`$ $`=`$ $`{\displaystyle \frac{v}{2}}{\displaystyle 𝑑x\left[K\pi ^2+\frac{1}{K}(_x\varphi )^2\right]}`$ (1)
$`+`$ $`{\displaystyle 𝑑x\left[\xi (x)e^{i\sqrt{4\pi }\varphi }+\xi ^{}(x)e^{i\sqrt{4\pi }\varphi }\right]}.`$ (2)
This Hamiltonian was first considered in Ref. REFERENCES, and in that work they computed the resistivity, $`\rho _c(T)`$. In this work, we extend their calculation of $`\rho _c(T)`$ to lower temperatures, and we also calculate the optical conductivity, $`\sigma _{1c}(\omega )`$. In Eq. 2, $`\varphi `$ and $`\pi `$ are conjugate fields satisfying $`[\varphi (x),\pi (y)]=i\delta (xy)`$. $`\xi (x)`$ and $`\xi ^{}(x)`$ are Gaussian random variables satisfying

$$\overline{\xi ^{}(x_1)\xi (x_2)}=\mathrm{\Delta }_𝒟\delta (x_1x_2),$$
(3)
where the overbar denotes disorder averaging. $`K`$, the Luttinger liquid parameter, is determined by the interactions. For attractive interactions, $`K>1`$; for repulsive interactions, $`K<1`$. ($`K=1`$ for a non-interacting system.) Note that the coupling to disorder is via the $`4k_F`$ charge density wave (CDW). Due to the gaps in the spin modes and one of the charge modes, the $`2k_F`$ CDW coupling is irrelevant; the most relevant coupling generated is to the $`4k_F`$ CDW. For later convenience, we define a dimensionless disorder strength, $`𝒟`$,

$$𝒟=\frac{1}{n_iE_0^2}\mathrm{\Delta }_𝒟,$$
(4)
where $`n_i`$ is the density of impurities and $`E_0`$ is a high-energy cut-off. Since our model is a liquid of $`d_{x^2y^2}`$ hole pairs, $`E_0`$ pair binding energy.

We begin with a standard renormalization group (RG) analysis. In an RG treatment we coarse-grain our system, integrating out high energy degrees of freedom, and deriving an effective theory for the low energy degrees of freedom. The RG equations for the parameters can be obtained in a straightforward way using standard techniques. They are

$`{\displaystyle \frac{d𝒟}{dl}}`$ $`=`$ $`(32K)D,`$ (5)
$`{\displaystyle \frac{dK}{dl}}`$ $`=`$ $`DK^2,`$ (6)
$`{\displaystyle \frac{dv}{dl}}`$ $`=`$ $`DKv.`$ (7)
A few words are in order about the RG equations. From the RG equation for $`𝒟`$, we see that there is a localization-delocalization transition at $`K=3/2`$. However, for the systems we are considering, $`K<1`$. Hence, $`𝒟`$ is strongly relevant and flows to strong coupling; all states will be localized at low temperatures. Also note that $`K`$ as well as the speed of the excitations, $`v`$, decrease under the RG.

From the Kubo formula, the $`c`$-axis conductivity for our model is given by

$$\sigma _{1c}(\omega ,T)=\frac{1}{\omega }\mathrm{Im}\overline{J(x,t)J(x^{},t^{})}(q=0,\omega ),$$
(8)
where $`J(x,t)`$ is the current operator

$`J(x,t)={\displaystyle \frac{v}{\sqrt{\pi }}}_t\varphi .`$

Fourier transforming in space and time, we have

$$\sigma _{1c}(\omega ,T)=\frac{v^2\omega }{\pi }\mathrm{Im}\overline{\varphi (x,t)\varphi (x^{},t^{})}(q=0,\omega ).$$
(9)
From the RG analysis, we saw that the disorder grows strong at low energies and the system localizes. In this work, we will not be concerned with the properties of the localized (insulating) state. More formally, we will be interested in the properties near the Luttinger liquid (free boson) fixed point. Therefore, we can use RG techniques to compute the conductivity. Consider the Green’s function

$$G(\omega ,𝒟)=\overline{\varphi (x,t)\varphi (x^{},t^{})}(q=0,\omega ).$$
(10)
Suppose we scale energies — $`\omega b\omega `$ ($`b=e^{dl}`$). The Green’s function transforms as

$$G(\omega ,𝒟)=b^2ZG(b\omega ,b^{32K}𝒟).$$
(11)
The factor $`b^2`$ comes from dimensional analysis, while the factor $`Z`$ is due to the “wave function renormalization” which arises in the RG. For simplicity, we ignore the renormalization of $`K`$ and $`v`$. Since, by assumption, the disorder is weak and since we are far from the localization-delocalization transition, the renormalization of $`K`$ and $`v`$ should be small. Writing $`Z=b^\gamma `$, where $`\gamma =𝒟K`$, and iterating gives

$$G(\omega ,𝒟)=\mathrm{exp}\left[_0^l^{}𝑑l\left(2\gamma (l)\right)\right]G(e^l^{}\omega ,e^{(32K)l^{}}𝒟).$$
(12)
We choose $`l^{}`$ such that $`e^l^{}=(E_0/E)`$, where $`E=\omega `$ or $`T`$.

Notice that on the right hand side of Eq. 12, $`G`$ is evaluated at $`E_0`$. At such high energies, quantum interference effects should be negligible. In this regime, the Born approximation gives accurate results for the conductivity. In the Born approximation, the Green’s function has the form

$$G(\omega ,𝒟)=\frac{1}{\omega ^2+i\omega /\tau }.$$
(13)
The functional form of $`\tau `$ can be deduced from scaling arguments. In the Born approximation, $`1/\tau n_iv𝒟`$. Also, from scaling

$$\frac{1}{\tau (bE,b^{32K}𝒟)}=\frac{b}{\tau (E,𝒟)},$$
(14)
where $`E`$ = $`\omega `$ or $`T`$. Therefore, we deduce that

$$\frac{1}{\tau (E,𝒟)}=\mathrm{const}\times n_iv𝒟\left(\frac{E_0}{E}\right)^{22K}.$$
(15)
Knowing the conductivity in the Born approximation, we can use Eq. 12 to relate the conductivity at lower energies, where quantum interference effects are important, to the conductivity at higher energies, where quantum interference effects are negligible and the Born approximation is accurate.

Let us first understand what our expressions tell us about the resistivity, $`\rho _c(T)`$. Using Eqs. 13 and 15 with Eq. 12 gives

$$\rho _c(T)\left(\frac{1}{x}\right)^{22K}\mathrm{exp}\left\{\frac{K𝒟}{32K}\left[\left(1/x\right)^{32K}1\right]\right\}$$
(16)
where we have introduced $`x=T/E_0`$. Consider the first factor on the right hand side. This power-law factor can be deduced by scaling arguments. The second factor arises from the “wave function renormalization” in the RG and is due to quantum interference/localization effects.

Now let us consider the optical conductivity, $`\sigma _{1c}(\omega )`$ (at $`T=0`$). Again, using Eqs. 13 and 15 with Eq. 12 gives

$$\sigma _{1c}(\omega )\frac{x^{22K}}{x^{64K}+\delta ^2}\mathrm{exp}\left\{\frac{K𝒟}{32K}\left[\left(1/x\right)^{32K}1\right]\right\}$$
(17)
where $`\delta n_iv𝒟/E_0`$ and we have introduced $`x=\omega /E_0`$. Consider the first factor on the right hand side. Notice that for $`K=1`$, we have a peak at $`\omega =0`$ — a Drude peak. For $`K<1`$ (i.e. for an interacting system with repulsive interactions), the peak is shifted to finite frequency. The smaller the value of $`K`$, the higher the frequency at which the peak occurs. Now consider the second factor. This factor arises from the “wave function renormalization” in the RG. This factor is due to quantum interference/localization effects, and it suppresses the low frequency behavior.

How do our results compare with the experimental results of Ref. REFERENCES? In Fig. 1, we plot our calculated result for $`\rho _c(T)`$ as well as the experimental results of Ref. REFERENCES. To fit the data for $`x=8`$, we took $`K=.25`$, $`𝒟=0.1`$, $`E_0=425K`$, and $`\rho _0=0.74m\mathrm{\Omega }cm`$. To fit the data for $`x=11`$, we took $`K=0.78`$, $`𝒟=0.1`$, $`E_0=142K`$, and $`\rho _0=0.285m\mathrm{\Omega }cm`$. For $`x=8`$, we were able to get a reasonable fit to the data at lower temperatures. However, we cannot account for the rather constant resistivity starting at $`200K`$. We believe that pairing fluctuations and the renormalization of $`K`$ and $`v`$, which we ignored in our calculation, could account for this difference. For $`x=11`$, we were able to get a reasonable fit to the data at low temperatures. However, our calculated result cannot account for the metallic behavior seen above $`T_0100K`$. We believe the metallic behavior is due to pairing fluctuations, which were not included in our model. (See below for more details on pairing fluctuations.)

In Fig. 2 we plot our calculated result for $`\sigma _{1c}(\omega )`$ as well as the experimental results of Ref. REFERENCES. We see that $`\sigma _{1c}(\omega )`$ shows a narrow, finite frequency peak. This finite frequency (rather than $`\omega =0`$) peak is due to the strong correlations; the smaller the value of $`K`$, the larger the frequency at which the peak occurs. However, at higher energies, our calculated result does not reproduce some of the features of the measured conductivity. Namely, there is appreciable spectral weight at higher energies, while the calculated result gives practically no spectral weight at higher energies. We believe this appreciable spectral weight at higher energies is due to pairing fluctuations, which were not included in our model. In order to fit the data, we took $`K=0.25`$, $`𝒟=0.1`$, $`\delta =0.075`$, $`E_0=0.04cm^1`$, and $`\sigma _0=150\mathrm{\Omega }^1cm^1`$ for x=8; we took $`K=0.78`$, $`𝒟=0.1`$, $`\delta =0.1`$, $`E_0=0.035cm^1`$, and $`\sigma _0=355\mathrm{\Omega }^1cm^1`$ for x=11. The values for $`E_0`$ and $`\sigma _0`$ are inconsistent with the values determined from the resistivity. For $`x=8`$, the peak occurs at $`100cm^1`$ $`(=144K)`$. At these energies the renormalization of $`K`$ and $`v`$, which we ignored in our calculation, could be coming into play. For $`x=11`$, the peak occurs at $`50cm^1`$ $`(=72K)`$. At these energies, pairing fluctuations are probably still be present and could account for our inability to fit the data consistently. (See below for more details on pairing fluctuations.)

For not too large dopings, a simple picture which captures the essential physics of the ground state of doped two-leg ladders is hole pairs moving through a nearest-neighbor resonating valence bond (RVB) background. A typical configuration in the ground state is shown in Fig. 3. In this picture, the spin gap is related to the energy necessary to break the short ranged singlet bonds; pairing also occurs in order to minimize the number of broken singlet bonds. From this picture of the ground state, combined with our calculations for the conductivity, we suggest a scenario to explain the experimental results of Ref. REFERENCES.

$`T_0`$ $`(100K)`$ is the temperature at which the $`c`$-axis resistivity becomes metallic for $`x=11`$. We believe that this is the temperature at which pairing fluctuations occur. In other words, the RVB background is still, for the most part, in tact. However, the holes are no longer tightly bound into pairs. In the bosonization treatment, pairing is due to the “pinning” of $`\theta _\rho ^{}=\theta _{\rho ,b}\theta _{\rho ,a}`$, the relative phase of the charge modes in the bonding and antibonding bands. When $`\theta _\rho ^{}`$ is pinned, the relative phase between the bonding and antibonding bands become locked together, with fluctuations being gapped. In our calculation, we took $`\theta _\rho ^{}`$ to be pinned; we ignored fluctuations, since they are gapped. We speculate that above $`T_0`$, $`\theta _\rho ^{}`$ is no longer pinned and is free to fluctuate. This also explains why our calculated conductivity has almost no spectral weight at higher energies. Namely, at higher energies the missing spectral weight is due to the fluctuations of $`\theta _\rho ^{}`$ which we ignored.

$`T^{}`$ $`(250K)`$ is the temperature at which the $`a`$-axis resistivity becomes metallic for $`x=11`$; it was found to coincide with the spin-gap inferred from NMR measurements. From the ground state wave function, we see that it is energetically costly for single electrons to tunnel between neighboring ladders as long as the RVB background is in tact i.e. as long as there is a spin-gap. Above $`T^{}`$, the spin-gap is destroyed, and hence it is not costly for single electrons to tunnel between neighboring ladders. In the bosonization language, due to the spin gap, single particle tunneling is irrelevant. However, the operator which tunnels a pair between neighboring ladders is generated under the RG. It is the most relevant operator generated, and hence dominates the $`a`$-axis transport. Once the spin-gap is destroyed, the $`a`$-axis transport will be dominated by single particle tunneling.

$`\sigma _{1a}(\omega )`$ was observed to exhibit pseudogap behavior. The pseudogap was identified to open up at $`1100cm^1`$ $`(=1584K)`$ for $`x=8`$ and $`600cm^1`$ $`(=864K)`$ for $`x=11`$. These values are much larger than the spin-gap values. However, it is possible that the energies at which the pseudogap begins were overestimated in Ref. REFERENCES. We believe that the pseudogap should coincide with the spin-gap, namely because that is where single particles become free to tunnel between neighboring ladders.

To summarize, we computed the conductivity of doped two-leg ladders. Our model consisted of hole pairs forming a single component Luttinger liquid in the presence of disorder; quantum interference effects were handled using RG methods. Our results could account for the low-energy features of Ref. REFERENCES. However, there were some discrepancies at higher energies, namely we could not account for the metallic behavior in $`\rho _c(T)`$ for $`x=11`$, and we could not account for the significant spectral weight in $`\sigma _{1c}(\omega )`$ at higher energies. Based on the results of our calculations as well as results on the ground state of doped two-leg ladders, we suggested that these discrepancies were due to pairing fluctuations which were not included in our model. We also commented that it is quite natural that $`T^{}`$ corresponds to the spin-gap inferred from NMR measurements; single particles are free to tunnel between ladders above $`T^{}`$, but not below $`T^{}`$. Finally, we commented that we believe the energy at which the pseudogap begins in $`\sigma _{1a}(\omega )`$ should coincide with the spin-gap, and that its value may have been overestimated in Ref. REFERENCES.

The author is especially grateful to T. Osafune, N. Motoyama, H. Eisaki, S. Uchida, and S. Tajima for use of their data; to N. Motoyama for correspondence; and to T. Timusk for innumerable helpful discussions about the data. The author would also like to thank A. J. Berlinsky, C. Kallin, D. J. Scalapino, and especially K. M. Kojima and J. Sólyom for helpful discussions and comments about the manuscript. Finally, the author gratefully acknowledges the hospitality of Argonne National Laboratory, where parts of this manuscript were written. This work was supported by the DOE under grants No. 85-ER45197 and No. W-31-109-ENG-38.


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# CENTER VORTEX MODEL FOR THE INFRARED SECTOR OF YANG-MILLS THEORY11footnote 1Talk presented by M. Engelhardt.

## 1 Motivation

Diverse nonperturbative phenomena characterize strong interaction physics. Color charge is confined, chiral symmetry is spontaneously broken, and the axial $`U(1)`$ part of the flavor symmetry exhibits an anomaly. In principle, a theoretical tool exists which allows to calculate any observable associated with these phenomena, namely lattice gauge theory. Nevertheless, it is useful to concomitantly formulate effective models which concentrate on the relevant infrared degrees of freedom, and thus provide a clearer picture of the dominating physical mechanisms. This facilitates the exploration of problem areas which are difficult to access using the full (lattice) gauge theory.

Indeed, such model descriptions of the infrared sector exist. The most widely accepted picture of the confinement phenomenon at present is the dual superconductor mechanism, based on Abelian monopole degrees of freedom. On the other hand, the $`U_A(1)`$ anomaly is most conveniently encoded in instanton degrees of freedom, which carry the relevant topological charge. Instanton models  are furthermore successful at modeling the spontaneous breaking of chiral symmetry. They, however, do not provide confinement, at least on the level of the simple model dynamics hitherto explored. Conversely, the connection of the aforementioned Abelian monopole degrees of freedom with the topological and chiral properties of the underlying theory, QCD, has not been completely clarified. Thus, the different nonperturbative phenomena have been explained on a separate footing, and no consistent, comprehensive picture of the infrared regime has emerged.

The vortex model presented in the following aims to bridge this gap. It simultaneously provides a quantitative description of both the confinement properties of $`SU(2)`$ Yang-Mills theory (including the finite-temperature transition to a deconfined phase), as well as the topological susceptibility, which encodes the $`U_A(1)`$ anomaly. This turns out to be possible on the basis of a simple effective model dynamics, detailed further below. At this stage, the chiral condensate, which represents the order parameter for the spontaneous breaking of chiral symmetry, has not been evaluated within the model. Some remarks on this next important point of investigation follow in section 5.

## 2 Chromomagnetic center vortices and their dynamics

Center vortices are closed lines of chromomagnetic flux in three-dimensional space; thus, they are described by closed two-dimensional world-surfaces in four-dimensional space-time. Their magnetic flux is quantized such that they contribute a phase corresponding to a nontrivial center element of the gauge group to any Wilson loop they are linked to (or, equivalently, whose minimal area they pierce). In the case of $`SU(2)`$ color discussed here, the only such nontrivial center phase is $`(1)`$. For higher gauge groups, one must consider several possible fluxes carried by vortices.

As an illustrative example, consider a vortex surface located on the $`x_1=x_2=0`$ plane, i.e. extending into the 3-4 direction. Such a vortex surface can be associated with a gauge field as follows.333It is possible to construct explicit gauge field representations for arbitrary vortex surface configurations.  Describe the 1-2 plane in polar coordinates, $`(x_1,x_2)(r,\phi )`$, and set the $`\phi `$-component of the gauge field to

$$A_\phi =\frac{\sigma _3}{2r}$$
(1)
where $`\sigma _3`$ denotes the third Pauli matrix, encoding the color structure. All other components of the gauge field can be set to zero. Evaluating a circular Wilson loop of radius $`R`$ centered at $`r=0`$ yields

$$W[R,0]=\frac{1}{2}\text{Tr}\mathrm{exp}\left(i_0^{2\pi }𝑑\phi R\frac{\sigma _3}{2R}\right)=\frac{1}{2}\text{Tr}\mathrm{exp}\left(i\pi \sigma _3\right)=1$$
(2)
in accordance with the defining property of a vortex given above. Note that the result is independent of $`R`$; the flux of the vortex thus is localized at $`r=0`$, and for any $`R`$, the full flux is encircled by the Wilson loop. This vortex is infinitely thin. The real physical vortex fluxes conjectured to describe the infrared aspects of the Yang-Mills ensemble within the vortex picture of course should be thought of as possessing a finite thickness;444Phenomenologically, such a physical thickness has e.g. been argued to be crucial for an explanation of the Casimir scaling behavior of adjoint representation Wilson loops.  however, for the purpose of evaluating deeply infrared observables, i.e. looking from far away, the thin idealization is adequate. Nevertheless, the thickness of the vortices will significantly influence the ansatz for the vortex dynamics presented further below, and the physical interpretation of that ansatz.

Having described the vortex by a gauge field, one can of course also associate a field strength with it. In view of the Lorentz structure of the field (1), the only nonvanishing tensor component of the field strength is $`F_{r\phi }`$, i.e. the component associated with the two space-time directions perpendicular to the vortex. Lastly, it is important to note that an orientation can be associated with the vortex surface, corresponding to the two possible directions of the magnetic flux. Inverting the orientation simply means changing the sign of the gauge field, $`AA`$. If one inserts the oppositely oriented vortex field in (2), one again obtains the value (-1) for the Wilson loop, i.e. the field $`A`$ indeed also describes a vortex. Wilson loops, and thus the confinement properties of a vortex ensemble, are insensitive to the orientations of the vortices. However, since $`AA`$ implies $`FF`$, topological properties will in general turn out to be sensitive to the vortex orientations.

It should be noted that the chromomagnetic vortex fluxes described above correspond precisely to the flux domains found in the so-called Copenhagen vacuum. Thus, the idea that these degrees of freedom may be relevant in the infrared sector of Yang-Mills theory is not new. What is new about the model to be discussed here is that the vortex picture has been developed into a quantitative tool, allowing to evaluate diverse physical obervables, that the vortex picture furthermore has been generalized to finite temperatures, including the deconfined phase, and, perhaps most importantly, that it has been extended to also subsume the topological properties of the Yang-Mills ensemble.

There are two complementary ways to think about vortex dynamics, i.e. to generate a vortex ensemble. On the one hand, one can devise an algorithm by which it is possible to identify and extract vortex structures from Yang-Mills field configurations. Then, using the full Yang-Mills ensemble, as obtained e.g. in a standard lattice Monte Carlo experiment, in conjunction with the aforementioned algorithm, one can study the vortex physics induced by the full Yang-Mills dynamics. One drawback of such an approach is that no simplification is achieved compared with the standard lattice gauge calculation; rather, it allows a physical interpretation of the results of that calculation. This avenue will not be pursued here. Instead, vortices will be the only degrees of freedom entering the description from the very beginning, and a simple effective model dynamics for the vortices will be assumed, with the aim of ascertaining how far such a simple model will carry.

Specifically, to arrive at a tractable model, the vortex world-surfaces will be composed of elementary squares (plaquettes) on a hypercubic lattice. The spacing of this lattice will be a fixed physical quantity related to the thickness of the vortex fluxes already mentioned further above; the lattice prevents an arbitrarily close packing of the vortices. Thus, it is not envisaged to eventually take the lattice spacing to zero, and accordingly renormalize the coupling constants, such as to arrive at a continuum theory. Rather, the lattice spacing represents the fixed physical cutoff one expects to be present in any infrared effective theory, and thus also delineates the ultraviolet limit of validity of the model. If one wants to refine the model such as to eliminate the artificial hypercubic nature of the vortex surfaces, one has to replace the lattice spacing by some other ultraviolet cutoff. For instance, if the surfaces are represented as triangulations, a minimal area of the elementary triangles could take on this role.

On the hypercubic lattice adopted here, the vortex surfaces will be regarded as random surfaces. This is not such a far-fetched idea; heuristically, the vortex degrees of freedom are magnetic degrees of freedom, dual to the electric degrees of freedom in terms of which one initially defines gauge theories.555This is particularly manifest in the fact that the lattice on which center vortices are defined is dual to the one on which standard lattice gauge theory is constructed. Thus, in the infrared regime, where the usual electric degrees of freedom become strongly coupled, one would conversely expect magnetic vortex degrees of freedom to be weakly coupled, i.e. weakly correlated. The reason the magnetic degrees of freedom are nevertheless organized into vortex lines lies in the constraint of continuity for the magnetic flux (which represents the dual to the usual Gauß law constraint).

The random surfaces describing the vortices will be generated by Monte Carlo methods; the weight function specifying the ensemble depends on the curvature of the surfaces as follows. Every instance of a link on the lattice being common to two plaquettes which are part of a vortex surface, but which do not lie in the same plane, is penalized by an action increment $`c`$. Thus the action can be represented pictorially as

$$S_{curv}=c\text{ }\text{\# (    ) }\text{ }$$
(3)
Note that several such pairs of plaquettes can occur for any given link. For instance, if all six plaquettes attached to a given link are part of a vortex surface, this implies a contribution $`12c`$ to the action.

Since this construction seems rather ad hoc, a comment is in order at this point. As the random surface model discussed here is meant to represent an infrared effective theory, it seems natural to expand the action in a gradient expansion. In such an expansion, one would expect a Nambu-Goto term as the leading term, i.e. a contribution to the action proportional to the total surface area. Only in the next to leading order, curvature terms appear. Such a generalized model has indeed been investigated, containing both a Nambu-Goto action as well as the curvature term $`S_{curv}`$ given above. It turns out that, to a large extent, one can trade the effects of the two action terms off against one another; more precisely, in the plane of coupling coefficients corresponding to the two terms, one finds lines on which confinement physics (specifically all string tensions, as functions of temperature), as discussed in the next section, is invariant up to ten percent effects. This is not entirely surprising, since surfaces with a large area typically will also contain a large amount of curvature, and vice versa (up to exceptions which are entropically suppressed). Thus, both coupling coefficients to some extent have similar effects. The aforementioned lines of approximately invariant physics happen to cross the axis on which the Nambu-Goto coefficient vanishes (but not the axis on which the curvature coefficient $`c`$ does). Thus, one can restrict oneself to the models given by the action (3) without loss of generality.

As a last remark, for the purpose of studying topological properties, cf. section 4, it is necessary to also specify orientations for the vortex surfaces (this was already hinted at above). Section 4 contains more details on this point.

## 3 Confinement and Deconfinement

Given the random surface dynamics defined in the previous section, it is now straightforward to evaluate Wilson loops, using the fundamental property of vortices that they modify any Wilson loop by a phase factor $`(1)`$ whenever they pierce its minimal area. Such measurements can furthermore be carried out at several temperatures, by adjusting the extension of (Euclidean) space-time in the time direction; this extension is identified with the inverse temperature of the ensemble. At finite temperatures, static quark potentials are given by Polyakov loop correlators; their properties in the presence of vortex fluxes are completely analogous to the properties of Wilson loops. Qualitatively, as long as the curvature coefficient $`c`$ is not too large, one finds a confined phase (non-zero string tension) at low temperatures, and a phase transition to a high-temperature deconfined phase. In order to make the correspondence to full $`SU(2)`$ Yang-Mills theory quantitative, one can adjust $`c`$ such as to reproduce the ratio of the deconfinement temperature to the square root of the zero-temperature string tension, $`T_C/\sqrt{\sigma _0}=0.69`$. This happens at the value $`c=0.24`$. Furthermore, by setting $`\sigma _0=(440\text{MeV})^2`$ to fix the scale, one extracts from the measurement of $`\sigma _0a^2`$ the lattice spacing $`a=0.39\text{fm}`$. As discussed in the previous section, this is a fixed physical quantity, related to the thickness of the vortices, which represents the ultraviolet limit of validity of the effective vortex model.

Fig. 1 displays the result of string tension measurements on $`16^3\times N_t`$ lattices, as a function of temperature, for the choice of curvature coefficient $`c=0.24`$. Whereas the quantitative behavior of the static quark string tension, represented by the crosses in Fig. 1, has been fitted using the freedom in the choice of $`c`$, the so-called spatial string tension $`\sigma _s`$, represented by the circles in Fig. 1, can now be predicted. In the high-temperature regime, it begins to rise with temperature; the value obtained at $`T=1.67T_C`$, namely $`\sigma _s(T=1.67T_C)=1.39\sigma _0`$, corresponds to within 1% with the value measured in full $`SU(2)`$ Yang-Mills theory.

The confined and deconfined phases can alternatively be characterized by the percolation properties  of the vortex clusters in space slices of the lattice universe, i.e. slices defined by keeping one space coordinate fixed. In such a slice of space-time, vortices are represented by closed lines, cf. Fig. 2. In the confined phase, these lines percolate throughout (sliced) space-time, whereas in the deconfined phase, they form small, isolated clusters, which, more specifically, wind around the universe in the Euclidean time direction (and are closed by virtue of the periodic boundary conditions). Also, simple heuristic arguments can be given  which explain why confinement should be associated with vortex percolation. The percolation characteristics of the surfaces in the vortex model precisely mirror the ones found for vortex structures extracted from full lattice Yang-Mills configurations.

## 4 Topology

Next to the confinement phenomenon, the topological properties of the Yang-Mills ensemble constitute an important nonperturbative aspect of strong interaction theory, as already highlighted in section 1. These properties are encoded in the topological winding number

$$Q=\frac{1}{32\pi ^2}d^4xϵ_{\mu \nu \lambda \tau }\text{Tr}F_{\mu \nu }F_{\lambda \tau }.$$
(4)
In view of this expression, to generate a nonvanishing topological density at a certain point in space-time, the field strength there must have nonvanishing tensor components such that the corresponding Lorentz indices span all four space-time directions. For example, a nonvanishing $`F_{12}`$ in conjunction with a nonvanishing $`F_{34}`$ would fulfil this requirement. In order to generate nonvanishing $`F_{12}`$, a vortex surface segment (locally) running in 3-4 direction is necessary, as discussed in section 2; conversely, to generate nonvanishing $`F_{34}`$, one needs a surface segment running in 1-2 direction. Thus, a nontrivial contribution to the topological winding number is e.g. generated by a self-intersection point of the vortex surfaces, where a segment running in 3-4 direction intersects a segment running in 1-2 direction. Quantitatively, the contribution specifically of such a self-intersection point has modulus $`1/2`$. In general, all singular points of a surface configuration contribute, where a singular point is defined as a point at which the set of tangent vectors to the surface configuration spans all four space-time directions. Self-intersection points are but the simplest example of such singular points; there also exist writhing points, at which the surface is twisted in such a way as to generate a singular point in the above sense. These writhing points actually turn out to be statistically far more important than the self-intersection points in the random surface ensemble discussed here.

As already indicated in section 2, the orientation of the vortex surfaces enters the topological winding number, since it is encoded in the sign of the field strength. This should be contrasted with the Wilson loop, which is insensitive to the orientation. The random surfaces of the vortex ensemble should not be considered to be globally oriented (in fact, most configurations are not even globally orientable); they in general should be composed of patches of alternating orientation. Given a vortex surface from the ensemble defined by (3), it is straightforward to randomly assign orientations to the plaquettes making up the surface. By biasing this procedure with respect to the relative orientation of neighboring plaquettes, different mean sizes of the oriented patches making up the surface can be generated; equivalently, the density of patch boundary lines can be adjusted. This density strictly speaking constitutes an additional parameter of the model, which cannot be fixed using the confinement properties due to the fact that the Wilson loop is insensitive to the vortex orientation. A priori, one might expect e.g. the topological susceptibility, the measurement of which is presented below, to depend on this parameter. This would mean that the topological susceptibility can possibly be fitted, but not predicted. In actual fact, it turns out that this quantity is independent of the aforementioned density within the error bars. The reasons for this can be understood in detail in terms of the properties of the random surface ensemble. The measurement of the topological susceptibility exhibited below therefore does represent a genuine quantitative prediction of the vortex model.

At first sight, given the surfaces, including their orientation, it may seem straightforward to locate their singular points and thus evaluate the topological winding number. However, surfaces constructed on a hypercubic lattice, as done in the present formulation of the vortex model, contain ambiguities which would not appear if one were dealing with arbitrary surfaces in continuous space-time. For one, the lattice surfaces in general self-intersect not at points, but along whole intersection lines; in an ensemble of arbitrary continuum surfaces, such configurations would represent a set of measure zero. Likewise, the boundaries of the oriented patches making up the surfaces discussed above coincide with singular points of the surfaces with a finite probability; again, such configurations would represent a set of measure zero in an ensemble of arbitrary continuum surfaces. These ambiguities are resolved by interpreting the surfaces on the hypercubic lattice as coarse-grained representations of other surfaces which slightly deviate from the former ones. Physically, this is consistent; in view of the thickness of the vortices, the location of the associated surfaces is only defined up to arbitrary deviations shorter than this thickness. Thus, in practice, the initial vortex surfaces can be transferred onto a finer lattice, and arbitrary short-range deformations can be carried out on the surfaces such as to eliminate all the ambiguities highlighted above. Then the topological winding number can indeed be extracted unambiguously.

Note therefore that the calculation of the topological properties within the vortex model on a hypercubic lattice is afflicted with difficulties which are reminiscent of the ones occuring in standard lattice gauge theory. The elimination of ambiguities discussed above is analogous to an “inverse blocking” prescription for Yang-Mills link configurations.

Having thus obtained an algorithm allowing to evaluate the topological winding number $`Q`$ of vortex surface configurations on a hypercubic lattice, it is possible to measure the topological susceptibility $`\chi =Q^2/V`$ of the vortex ensemble, where $`V`$ denotes the space-time volume under consideration. The result is exhibited in Fig. 3 as a function of temperature.

Quantitatively, this result is compatible with measurements in full Yang-Mills theory. The vortex model thus provides, within one common framework, a simultaneous, consistent description of both the confinement properties as well as the topological properties of the $`SU(2)`$ Yang-Mills ensemble. It should remarked that, also as far as the vortex structures extracted from lattice Yang-Mills configurations are concerned, evidence has been obtained that these structures encode the topological characteristics of the gauge fields: Removing all vortices from a lattice gauge configuration has the effect of transferring the configuration to the topologically trivial ($`Q=0`$) sector.

## 5 Outlook

One obvious generalization of the present work is the treatment of $`SU(3)`$ color. The vortex model appropriate for this color group will in some respects exhibit qualitatively different behavior. Since there are two nontrivial center elements in the $`SU(3)`$ group, namely the phases $`e^{\pm i2\pi /3}`$, one will have to distinguish two distinct vortex fluxes. The main qualitative difference in the topology of vortex configurations will be the presence of vortex branchings. In the $`SU(3)`$ theory, there are branchings which respect flux conservation; a vortex carrying one type of vortex flux can split into two vortices carrying the other type of vortex flux. This difference in the topological character of the configurations is expected to lead to a change in the order of the deconfinement phase transition from second order for $`SU(2)`$ to first order for $`SU(3)`$, as observed in full Yang-Mills lattice experiments.

To render the vortex model a useful quantitative tool, it is furthermore important to couple the vortices to quark degrees of freedom. Foremost, it must be ascertained whether the vortex ensemble induces the spontaneous breaking of chiral symmetry to a sufficient degree; i.e., the chiral condensate must be evaluated quantitatively. Technically, this implies constructing the Dirac operator in a vortex background. In this respect, the vortex picture has an important advantage to offer. As hinted in section 2, any arbitrary vortex surface can be associated with a continuum gauge field; this trivially includes surfaces which happen to be made up of elementary squares, e.g. plaquettes on a hypercubic lattice. Therefore, the Dirac operator can be constructed directly in the continuum, and some of the difficulties associated with lattice Dirac operators, such as fermion species doubling, may be avoidable. From a physical point of view, it is tempting to speculate that a model with the correct topological properties should also correctly account for the chiral condensate, in view of the corresponding success of instanton models  in describing the spontaneous breaking of chiral symmetry.

## Acknowledgments

M.E. and H.R. gratefully acknowledge financial support by Deutsche Forschungsgemeinschaft under grants DFG En 415/1-1 and DFG Re 856/4-1, respectively. M.F. is supported by Fonds zur Förderung der Wissenschaftlichen Forschung under P11387-PHY.

## References


text:
# Aharonov-Bohm Effect for Quasiparticles around a Vortex Line in a D-wave Superconductor

## Abstract

On the basis of the Bogolubov–de Gennes theory we develop an analytical description of low-energy extended quasiparticle states around an isolated flux line in a superconductor with gap nodes. The wavefunctions of these excitations and the corresponding density of states are shown to be strongly influenced by the interaction with a pure gauge potential due to the Aharonov–Bohm scenario.

Understanding the nature of low energy quasiparticle (QP) excitations in isolated vortices and vortex lattices of type-II superconductors is of considerable importance since for low temperatures $`T`$ these excitations impact on various static and dynamic properties. The flux lines are known to affect the low energy QP states through the following mechanisms: (i) QP scattering on the gap inhomogenuity in vortex cores (which is known to result in formation of localized core states in s-wave compounds) ; (ii) QP scattering on the potential proportional to the superfluid velocity $`𝐕_s`$ ; (iii) long-range magnetic field effects which are responsible for a finite curvature of a quasiclassical trajectory in a vortex lattice ; (iv) interaction with a pure gauge potential due to the Aharonov–Bohm (AB) scenario . For conventional s-wave superconductors these mechanisms have been studied for several decades and now one may conclude that the physical picture of the electronic structure of the mixed state in s-wave systems is rather clear. The situation is dramatically different in superconductors with gap nodes where the vanishing pair potential in the nodal directions results in qualitative changes in quantum mechanical motion of QPs. The interest to these fundamental issues is stimulated by recent experimental observations of unconventional behavior of QP excitations in the mixed state of high-$`T_c`$ compounds  where the dominating order parameter is believed to be of d-wave symmetry.

In this Letter we focus on the quantum mechanical effects caused by the interaction of QPs with pure gauge potentials induced by flux lines. The main goal of our theoretical analysis is to show that contrary to the s-wave case the AB effect plays a crucial role in the behavior of low-lying QP states in d-wave compounds. Let us consider a single isolated vortex line which carries the flux quantum $`\varphi _0=\pi \mathrm{}c/|e|`$. Due to the Meissner effect a magnetic field $`𝐇`$ is screened at the London penetration depth $`\lambda _L`$ and at large distances from the vortex center $`r\lambda _L`$ the vector potential takes the form: $`𝐀=\varphi _0[𝐳_0,𝐫]/(2\pi r^2)`$, where $`[𝐳_0,𝐫]`$ is a vector product of vectors $`𝐳_0`$ and $`𝐫`$, and $`𝐳_0`$ is a unit vector chosen along the vortex axis. Such a vector potential can not be excluded from the Bogolubov – de Gennes (BdG) equations (describing the quantum mechanics of QPs) using any single-valued gauge transformation. Note that within the standard Schroedinger theory for a particle with a charge $`e`$ an AB solenoid with a magnetic flux $`\mathrm{\Phi }=\varphi _0`$ is known to be the most effective scatterer . However one can see that for s-wave superconductors the effect of the AB potentials on the QP density of states (DOS) should be rather small. The point is that the size of the semiclassical wavepacket propagating outside the flux tube (i.e., in the region $`r\lambda _L`$) appears to be much less than the impact parameter. As a result, the interference effects are small and can be neglected. As we see below, such a conclusion is no more valid if we consider superconductors with gap nodes. Hereafter we assume Fermi surface (FS) to be two-dimensional (2D), which is appropriate to high-$`T_c`$ superconductors, and take the gap function in the form $`\mathrm{\Delta }_d=2\mathrm{\Delta }_0k_xk_y/k_F^2`$ (the $`x`$ axis is taken along the  crystal direction and thus makes an angle $`\pi /4`$ with the $`a`$ axis of the $`CuO_2`$ planes). The nature of low energy QP excitations in the vortex state of d-wave systems attracted recently a great deal of attention (see  and references therein). In contrast to conventional superconductors, the DOS at low energies $`\epsilon `$ in d-wave systems is dominated by contributions which come from the regions far from the vortex cores  and associated with extended QP states with momenta close to the nodal directions. This conclusion based on the semiclassical approach has been confirmed by the recent numerical analysis  of the BdG equations for a single isolated vortex line (in the limit $`\lambda _L\mathrm{}`$). Note that the calculations presented in  also point to the absence of truly localized core states or any resonant levels in the pure d-wave case though such states were observed in numerical simulations .

Let us start with some qualitative arguments which indicate a significance of pure gauge potentials in the quantum mechanics of extended QP excitations. In the homogeneous state the low energy excitations (confined to one of the gap nodes) are described by a Dirac-like spectrum: $`\epsilon ^\pm =\pm \mathrm{}\sqrt{V_F^2q_{}^2+V_\mathrm{\Delta }^2q_{}^2},`$ where $`V_F`$ is the Fermi velocity, and $`(q_{},q_{})`$ defines a coordinate system whose origin is at the node, with $`q_{}`$ ($`q_{}`$) normal (tangential) to the FS. The $`V_\mathrm{\Delta }`$ value determines the gap slope near the node and for our choice of the gap function is given by the expression $`V_\mathrm{\Delta }=2\mathrm{\Delta }_0/(\mathrm{}k_F)`$. One can separate the following length scales for QP wavefunctions: an atomic length scale $`k_F^1`$ and two characteristic wavelengths of a slowly varying envelope $`l_{}q_{}^1\mathrm{}V_F/\epsilon `$, $`l_{}q_{}^1\mathrm{}V_\mathrm{\Delta }/\epsilon `$. The length scales $`l_{}`$ and $`l_{}`$ determine the size of the semiclassical wave packet, which appears to diverge in the low energy limit. Such a divergence is responsible for a crucial role of quantum mechanical effects in QP motion and, in particular, for the extremely large AB scattering amplitude. This conclusion is in a good agreement with the recent calculations of the QP band spectrum  and thermal conductivity  in the regime $`H_{c1}HH_{c2}`$. Our further consideration of the low-energy QP states ($`|\epsilon |\mathrm{\Delta }_0`$) with momenta locked to the nodes is based on the essentially 2D quantum mechanical model proposed by Simon and Lee . Let us introduce the gap function describing the mixed state of a d-wave superconductor in the form $`\mathrm{\Delta }(𝐤,𝐑)=\mathrm{\Delta }_d(𝐤)\mathrm{\Psi }(𝐑)`$, where $`\mathrm{\Psi }(𝐑)=fexp(i\chi )`$ is the order parameter used in the Ginzburg-Landau theory. In the limit $`k_F\xi 1`$ ($`\xi `$ is the coherence length) one can divide out the fast oscillations on a scale $`k_F^1`$ in the particle-like and hole-like parts of the wavefunction $`(u,v)=(\stackrel{~}{u},\stackrel{~}{v})exp(i𝐤_F𝐫)`$ and simplify the nonlocal off-diagonal terms in BdG equations. Omitting details of the derivation, we start from the BdG equations linearized in gradient terms for quasiparticles with momenta close to a certain gap node direction (e.g., $`𝐤_1=(k_F,0)`$): $`\widehat{H}\widehat{g}=\epsilon \widehat{g}`$, where $`\widehat{g}=(\stackrel{~}{u}exp(i\chi ),\stackrel{~}{v})`$, and the Hamiltonian $`\widehat{H}`$ outside the vortex cores takes the form:

$$\widehat{H}=\widehat{H}_0+|e|\phi ,$$
(1)
$$\widehat{H}_0=\mathrm{}V_F\widehat{\sigma }_z\left(i\frac{}{x}\frac{\chi _x^{}}{2}\right)\mathrm{}V_\mathrm{\Delta }\widehat{\sigma }_x\left(i\frac{}{y}\frac{\chi _y^{}}{2}\right)$$
(2)
Here $`\widehat{\sigma }_x,\widehat{\sigma }_z`$ are the Pauli matrices, the scalar potential $`\phi =MV_FV_{sx}/|e|`$ results in the Doppler shift of the QP energy, $`M`$ is the electron effective mass, $`V_{sx}`$ and $`V_{sy}`$ are the components of the superfluid velocity $`𝐕_s=V_{sx}𝐱_0+V_{sy}𝐲_0`$, $`𝐱_0`$, $`𝐲_0`$, $`𝐳_0`$ are the unit vectors of the coordinate system with $`𝐳_0`$ chosen along the $`c`$-axis. For an isotropic FS such a description is correct only for $`\epsilon \mathrm{\Delta }_0/(k_F\xi )`$, but the range of validity may become larger if the FS is somewhat flattened at the nodes. The single-valued transformation of wavefunctions ($`\widehat{g}=(\stackrel{~}{u}exp(i\chi ),\stackrel{~}{v})`$) used above was introduced previously in . Note that other possible versions of single-valued gauge transformations were discussed in . The superfluid velocity $`𝐕_s(𝐫)`$ can be written as a superposition of contributions from individual vortices situated at points $`𝐫_i`$:

$$𝐕_s(𝐫)=\frac{\mathrm{}}{2M}\underset{i}{}\frac{[𝐳_0,𝐫𝐫_i]}{\lambda _L|𝐫𝐫_i|}K_1\left(\frac{|𝐫𝐫_i|}{\lambda _L}\right),$$

where $`K_1`$ is the Mcdonald function (modified Bessel function) of the first order. Note that in this expression we neglect the effects of nonlocal electrodynamics  which can not perturb the wave function $`\widehat{g}`$ essentially in the limit $`\epsilon <\mathrm{}V_\mathrm{\Delta }/\xi `$ when the minimum characteristic wavelength $`l_{min}\mathrm{}V_\mathrm{\Delta }/\epsilon `$ exceeds the coherence length $`\xi `$. One can see that our equations are analogous to the ones describing the quantum mechanical motion of a massless Dirac particle with a charge $`|e|`$ in the ‘vector potential’ $`𝐚=\varphi _0\chi /(2\pi )`$ of AB solenoids and the scalar potential $`\phi `$ of 2D ‘electrical dipoles’ screened at a length scale $`\lambda _L`$. Both the solenoids and the dipoles are positioned at $`𝐫_i`$. Each solenoid carries the flux quantum $`\varphi _0`$. The expression for a dipole moment reads: $`𝐏=0.5\mathrm{}V_F𝐲_0/|e|`$. The Hamiltonian (1) provides a simple tool for the study of 2D quantum mechanical effects in the QP motion and has been recently used as a starting point for both the analytical and numerical analysis of the band spectrum in regular vortex arrays with a rather small intervortex distance $`R_v\lambda _L`$ .

Isotropic Dirac cone. Let us focus on the case of a single isolated vortex line. We start our analysis from the most simple isotropic limit $`V_F=V_\mathrm{\Delta }=V`$ (isotropic Dirac cone) and show that the low energy QP states near each node are strongly influenced by the pure gauge potential $`𝐚`$ due to the AB scenario. Indeed, if we neglect the potential of a 2D ‘electric dipole’ in (1), the scattering cross section of a Dirac fermion in the AB potential appears to diverge for $`\epsilon 0`$: $`{\displaystyle \frac{d\sigma }{d\theta }}\epsilon ^1`$ . Introducing a polar coordinate system $`(r,\theta )`$ with the origin at the vortex center and taking the order parameter phase in the form $`\chi =\theta `$ one can obtain the eigenfunctions of the Hamiltonian $`\widehat{H}_0`$:

$`\widehat{g}_m^{(1)}(1+i\widehat{\sigma }_x)\sqrt{{\displaystyle \frac{k}{L}}}\left({\displaystyle \genfrac{}{}{0pt}{}{e^{im\theta }J_{m+1/2}(kr)}{sgn\epsilon e^{i(m+1)\theta }J_{m+3/2}(kr)}}\right),`$ (3)
$`\widehat{g}_m^{(2)}i\widehat{\sigma }_ye^{i\theta }\widehat{g}_m^{},`$ (4)
where $`J_\nu `$ is the $`\nu `$-th Bessel function, $`m`$ is an integer, $`|\epsilon |=\mathrm{}Vk`$, and $`L`$ is the system size. QP states confined near each node provide the following contribution to the local DOS:

$$N=\underset{m}{}\frac{L}{2\pi }𝑑k(|\stackrel{~}{u}_m|^2\delta (\epsilon \epsilon _k)+|\stackrel{~}{v}_m|^2\delta (\epsilon +\epsilon _k)),$$
(5)
where $`\epsilon _k=\pm \mathrm{}Vk`$. The wavefunctions $`\widehat{g}_m^{(1)}`$ and $`\widehat{g}_m^{(2)}`$ with $`m0`$ are regular at the origin. The local DOS corresponding to a set of these regular solutions vanishes in the region $`r<\mathrm{}V/|\epsilon |`$ and approaches the value $`N_{\mathrm{}}|\epsilon |`$ for $`r\mathrm{}V/|\epsilon |`$ ($`N_{\mathrm{}}`$ is the DOS in the absence of vortices). The solutions with negative $`m`$ diverge at the origin and are responsible for the formation of the nonzero DOS near the vortex inside the domain $`r<\mathrm{}V/|\epsilon |`$. Thus, the residual DOS $`N_0`$ (at $`\epsilon =0`$) is also determined by the contributions from the states with negative $`m`$. The crucial role in the formation of the residual DOS is played by the states $`g_1^{(1)}`$ and $`g_1^{(2)}`$ which appear to decay most slowly from the vortex center (as $`r^{1/2}`$) in the limit $`\epsilon 0`$. Using (5) one can obtain the following contribution to the residual local DOS: $`N_0(\mathrm{}Vr)^1`$. Let us emphasize that this contribution appears to be nonzero even in the large-r domain ($`r>\lambda _L`$) in sharp contrast to the behavior expected on the basis of the semiclassical model which takes account of the Doppler term $`|e|\phi `$ and neglects the AB effect.

We now proceed with the analysis of the effect of the Doppler term in the Hamiltonian (1) on the behavior of wavefunctions in the small-r domain ($`r<\lambda _L`$). For low energies $`\epsilon \mathrm{}V/\lambda _L`$ the regular solutions (3,4) with $`m0`$ are only weakly influenced by the potential of the screened ‘electric dipole’. On the contrary, for the wave functions (3,4) with negative $`m`$ (which diverge at $`r0`$) the scalar potential $`\phi `$ can not be considered as a small perturbation and essentially modifies the solution in the domain $`r<\lambda _L`$. In the low energy limit $`\epsilon \mathrm{}V/\lambda _L`$ the solutions in this $`𝐫`$-domain can be written in the form:

$`\widehat{g}_\mu ^{(1)}=(1+i\widehat{\sigma }_x)r^{\mu +1/2}exp(i\theta (1+\widehat{\sigma }_z)/2)\widehat{G}_\mu (\theta ),`$ (6)
$`\widehat{g}_\mu ^{(2)}i\widehat{\sigma }_ye^{i\theta }\widehat{g}_\mu ^{},`$ (7)
where the equation for $`\widehat{G}_\mu (\theta )`$ reads:

$$i\frac{}{\theta }\widehat{G}_\mu +(1+\mu )\widehat{\sigma }_z\widehat{G}_\mu +\frac{sin\theta }{2}\widehat{\sigma }_x\widehat{G}_\mu =0.$$
(8)
A set of discrete quantum numbers $`\mu `$ is determined by the condition: $`\widehat{G}_\mu (\theta )=\widehat{G}_\mu (\theta +2\pi )`$. In the large-$`|\mu |`$ limit the $`\mu `$ values can be calculated using the quasiclassical quantization rule:

$$\underset{0}{\overset{2\pi }{}}\sqrt{(1+\mu )^2+\frac{1}{4}sin^2\theta }𝑑\theta =2\pi n,$$
(9)
where $`n`$ is an integer. The residual DOS near the vortex center is dominated by the states (6,7) with $`\mu <1/2`$, which are characterized by the power divergence at $`r0`$. The divergence should be cut off due to the matching with the solution inside the core, which results in a strong mixing of QP wavefunctions characterized by different $`\mu `$ values and corresponding to all four nodes. Outside the core the most slowly decaying wavefunctions correspond to the value $`\mu =1`$ and can be found exactly using Eq.(8):

$`\widehat{g}_1^{(1)}=C(1+i\widehat{\sigma }_x)r^{1/2}\left({\displaystyle \genfrac{}{}{0pt}{}{e^{i\theta }cos\gamma }{isin\gamma }}\right),`$ (10)
$`\widehat{g}_1^{(2)}=i\widehat{\sigma }_ye^{i\theta }\widehat{g}_1^{},`$ (11)
where $`\gamma =cos\theta /2`$, and the constant $`CL^{1/2}`$ is determined from the matching with the solution in the large-$`𝐫`$ domain ($`r>\lambda _L`$). One can see that for intermediate distances $`\xi r\lambda _L`$ these states provide a dominating contribution to the residual local DOS $`N_0(\mathrm{}Vr)^1`$, which coincides with the one predicted on the basis of the semiclassical model . Obviously the latter conclusion is no more valid near the vortex core, where the admixture of the solutions decaying more rapidly from the vortex axis becomes substantial and can result in a narrow DOS peak similar to the one observed in high-$`T_c`$ compounds .

Despite of a possible formation of such a peak structure the resulting low-energy states are not truly localized. The wavefunctions $`\widehat{g}_1^{(1)}`$ and $`\widehat{g}_1^{(2)}`$ can be considered as leading terms in a large distance ($`r\xi `$) asymptotic expansion for the low-lying states and, thus, are responsible for the escape of QPs from the core. These conclusions can be supported by the analysis of the generalized inverse participation ratio, defined as :

$$\beta L^2\frac{(|\stackrel{~}{u}|^4+|\stackrel{~}{v}|^4)𝑑𝐫}{\left((|\stackrel{~}{u}|^2+|\stackrel{~}{v}|^2)𝑑𝐫\right)^2}.$$

For slowly decaying solutions $`\widehat{g}_1^{(1)}`$ and $`\widehat{g}_1^{(2)}`$ the $`\beta `$ value appears to grow logarithmically as a function of an increasing system size $`L`$. Such logarithmic behavior is in a sharp contrast to the $`\beta L^2`$ divergence expected for localized states. The absence of the $`\beta L^2`$ scaling is in a good agreement with the numerical analysis  carried out in the limit $`L\lambda _L`$.

Anisotropic Dirac cone. The physical picture suggested above can be generalized for the case of an anisotropic spectrum $`V_FV_\mathrm{\Delta }`$. Such a generalization is of particular importance for the understanding of the electronic structure of vortices in high-$`T_c`$ cuprates, where an estimate based on the results of thermal conductivity measurements  gives us a rather large anisotropy ratio: $`\alpha =V_F/V_\mathrm{\Delta }14`$. Taking an appropriate gauge transformation $`\widehat{g}=e^{iS}\widehat{f}`$ one can choose the ‘vector potential’ $`𝐚`$ in the Hamiltonian $`\widehat{H}_0`$ in the form:

$$𝐚=\frac{\varphi _0\alpha }{2\pi }\frac{(y𝐱_0+x𝐲_0)}{x^2+(\alpha y)^2}.$$

Using the scale transformation ($`\alpha y=\stackrel{~}{y}`$, $`x=\stackrel{~}{x}`$) the Hamiltonian $`\widehat{H}_0`$ can be reduced to the isotropic one with $`V=V_F`$. As a result, in the new coordinates the solution $`\widehat{f}`$ in the large-$`𝐫`$ domain (where the Doppler shift is negligible) can be written in the form (3,4) with $`k=|\epsilon |/(\mathrm{}V_F)`$. The small distance asymptotic expansion can be analysed analogously to the isotropic case. The most slowly decaying solutions can be obtained from (10,11) if we replace $`\theta `$ and $`r`$ by $`\stackrel{~}{\theta }=tan^1(\stackrel{~}{y}/\stackrel{~}{x})`$ and $`\stackrel{~}{r}=\sqrt{\stackrel{~}{x}^2+\stackrel{~}{y}^2}`$, respectively, and take

$$\gamma =\frac{\alpha }{2\sqrt{\alpha ^21}}tan^1(\sqrt{\alpha ^21}cos\stackrel{~}{\theta }).$$

Outside the core the expression for the residual local DOS (taking account of the contributions from all four nodes) reads:

$$N_0\frac{1}{\mathrm{}\sqrt{V_\mathrm{\Delta }^2x^2+V_F^2y^2}}+\frac{1}{\mathrm{}\sqrt{V_\mathrm{\Delta }^2y^2+V_F^2x^2}}.$$
(12)
The anisotropy of the Dirac cone results in the angular dependence of the local DOS which exhibits a fourfold symmetry with the maxima along the nodal directions (see Fig.1).

Multi-quanta flux structures. The generalization of the above analysis to the case of a multi-quanta vortex with a winding number $`M_\varphi `$ is straightforward. For a vortex carrying an odd number $`M_\varphi `$ of the flux quanta the effect of the AB potential on the local DOS outside the flux tube ($`r>\lambda _L`$) is the same as for a singly quantized vortex. On the contrary, a vortex with an even number $`M_\varphi `$ does not cause the AB interference and, thus, can not provide the slowly decaying contribution ($`N_0r^1`$) to the residual DOS discussed above. The most direct way to observe this odd-even effect is to consider a hollow cylinder with a trapped magnetic flux $`\mathrm{\Phi }`$. The AB mechanism is the cause of an oscillating dependence $`N_0(\mathrm{\Phi })`$, which should be observable by any experimental technique sensitive to the residual DOS. The large odd-even effect in the residual DOS is specific for superconductors with gap nodes and can be considered as a test for d-wave pairing. Obviously, the magnitude of such odd-even effect is strongly influenced by finite lifetime and temperature effects. One can expect that these mechanisms should suppress the slowly decaying contribution (12) to the local DOS in the domain $`r>\mathrm{}V_F/max[\mathrm{\Gamma },T]`$, where $`\mathrm{\Gamma }`$ is a scattering rate.

To sum up, we have discussed an extremely important role of pure gauge potentials in the behavior of low energy QP excitations in the mixed state of superconductors with gap nodes. Within the BdG theory linearized in gradient terms we have considered the peculiarities of extended QP states for isolated flux lines. Such a model allowed to develop a 2D quantum mechanical description of these states, taking account of both the Doppler shift of the QP energy and the Aharonov–Bohm effect. It is hoped that the physical picture considered in this Letter can provide a starting point for the analysis of static and dynamic properties of the mixed state in various d-wave systems, including, probably, high-$`T_c`$ copper oxides.

I am indebted to I.D.Tokman, D.A.Ryndyk, and A.A.Andronov for useful discussions and to J.Ye for correspondence. This work was supported, in part, by the Russian Foundation for Fundamental Research (Grant No. 99-02-16188).


text:
# Four-neutrino oscillations and the solar neutrino problem

## I Introduction: <br>why four-neutrino mixing?

Evidences in favor of neutrino oscillations (see ) have been found in solar (Homestake , Kamiokande , GALLEX , SAGE , Super-Kamiokande ) and atmospheric (Kamiokande, IMB, Super-Kamiokande, Soudan 2, MACRO ) neutrino experiments and in the LSND experiment . It is rather well-known  that these three evidences require the existence of at least three small neutrino mass-squared differences ($`\mathrm{\Delta }m^2`$’s):

$`\mathrm{\Delta }m_{\mathrm{sun}}^210^{10}10^4\mathrm{eV}^2,`$ (1)
$`\mathrm{\Delta }m_{\mathrm{atm}}^210^310^2\mathrm{eV}^2,`$ (2)
$`\mathrm{\Delta }m_{\mathrm{LSND}}^210^110\mathrm{eV}^2.`$ (3)
This means that at least four light massive neutrinos must exist in nature. Following the old principle known as Occam’s razor (“pluralitas non est ponenda sine necessitate”) we assume the existence of four light massive neutrinos, that is the minimal possibility compatible with all data. In this case the left-handed components $`\nu _{\alpha L}`$ of the flavor neutrino fields are superpositions of the left-handed components $`\nu _{kL}`$ ($`k=1,\mathrm{},4`$) of neutrino fields with definite mass $`m_k`$ smaller than a few eV:

$$\nu _{\alpha L}=\underset{k=1}{\overset{4}{}}U_{\alpha k}\nu _{kL},$$
(4)
where $`U`$ is a $`4\times 4`$ unitary mixing matrix.

From the measurement of the invisible decay width of the $`Z`$-boson it is known that the number of light active neutrino flavors is three (see ), corresponding to $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$ (active neutrinos are those taking part to standard weak interactions). This implies that the number of massive neutrinos is bigger or equal to three. If there are four massive neutrinos, in the flavor basis there is one sterile neutrino, $`\nu _s`$, that does not take part to standard weak interactions. For the flavor index $`\alpha `$ in Eq. (4) we choose the ordering $`\alpha =e,s,\mu ,\tau `$.

Let us emphasize that four-neutrino mixing is very interesting both for theory and experiment. From the theoretical point of view the existence of a light sterile neutrino can be explained only with models far beyond the Standard Model and is thus a signal of exciting new physics. From the experimental point of view four-neutrino mixing is attractive because it allows the existence of a $`\mathrm{\Delta }m^2`$ at the eV scale which generates oscillations in different channels that can be explored with high precision in short-baseline experiments. Moreover, it allows large CP-violation effects in long-baseline and $`\nu `$-factory experiments (see ). Four-neutrino mixing may also open the possibility for measurable exotic phenomena, as neutrino decay, neutrino magnetic moment, etc.

From the model-builder point of view, there seems to be no difficulty in constructing models with a light sterile neutrino (as one can convince oneself with an appropriate search of the hep-ph electronic archive, resulting in too many four-neutrino models to be cited here). However, our impression is that these models are constructed with assumptions “ad hoc” in order to generate a light sterile neutrino, with the possible exception of models based on the existence of a mirror world (see ) and models based on the existence of large extra dimensions (see ), in which light neutral fermions that mix with the ordinary neutrinos seem to be naturally allowed.

Our approach is phenomenological: we extract information on four-neutrino mixing (masses and mixing angles) from the available data.

## II Allowed four-neutrino schemes

The six types of four-neutrino mass spectra with three different scales of $`\mathrm{\Delta }m^2`$ that can accommodate the hierarchy $`\mathrm{\Delta }m_{\mathrm{sun}}^2\mathrm{\Delta }m_{\mathrm{atm}}^2\mathrm{\Delta }m_{\mathrm{LSND}}^2`$ (see Eqs. (1)–(3)) are shown qualitatively in Fig. II. In all these mass spectra there are two groups of close masses separated by the “LSND gap” of the order of 1 eV. The six schemes are divided into four schemes of class 1 (I–IV) in which there is a group of three masses separated from an isolated mass by the LSND gap, and two schemes of class 2 (A, B) in which there are two couples of close masses separated by the LSND gap. In each scheme the smallest mass-squared difference ($`\mathrm{\Delta }m_{ij}^2m_i^2m_j^2`$) corresponds to $`\mathrm{\Delta }m_{21}^2=\mathrm{\Delta }m_{\mathrm{sun}}^2`$, the intermediate one to $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ ($`\mathrm{\Delta }m_{31}^2\mathrm{\Delta }m_{32}^2`$ in the schemes of class 1, $`\mathrm{\Delta }m_{43}^2`$ in the schemes of class 2) and the largest mass squared difference $`\mathrm{\Delta }m_{41}^2=\mathrm{\Delta }m_{\mathrm{LSND}}^2`$ is relevant for the oscillations observed in the LSND experiment ($`\mathrm{\Delta }m_{41}^2\mathrm{\Delta }m_{42}^2\mathrm{\Delta }m_{43}^2`$ in the schemes of class 1, $`\mathrm{\Delta }m_{41}^2\mathrm{\Delta }m_{42}^2\mathrm{\Delta }m_{31}^2\mathrm{\Delta }m_{32}^2`$ in the schemes of class 2).

It has been show that the four schemes of class 1 are disfavored by the data if also the negative results of short-baseline accelerator and reactor disappearance neutrino oscillation experiments are taken into account . The reason is simple: in order to explain solar and atmospheric data with neutrino oscillations $`\nu _e`$ and $`\nu _\mu `$ must have large mixing with the group of three neutrinos and, consequently, small mixing with the isolated neutrino. In this case, short-baseline oscillations occurring through the mass-squared difference $`\mathrm{\Delta }m_{41}^2`$, i.e. through the interference of the wave functions of the isolated neutrino and the three grouped neutrinos, are strongly suppressed. It turns out that the negative results of short-baseline accelerator and reactor disappearance experiments imply that the amplitude of short-baseline $`\nu _\mu \nu _e`$ transitions is suppressed below the value measured by LSND . Hence, the schemes of class 1 cannot explain all neutrino oscillation data.

On the other hand, the two four-neutrino schemes of class 2 are compatible with the results of all neutrino oscillation experiments if the mixing of $`\nu _e`$ with $`\nu _1`$ and $`\nu _2`$, the two mass eigenstates responsible for the oscillations of solar neutrinos, and the mixing of $`\nu _\mu `$ with $`\nu _3`$ and $`\nu _4`$, the two mass eigenstates responsible for the oscillations of atmospheric neutrinos, are large . Hence, we have the two possibilities illustrated in Fig. II, in which $`\nu _e`$ and $`\nu _\mu `$ are depicted close to the two massive neutrinos with which they have large mixing and it is explicitly indicated that the mixing of $`\nu _\tau `$ and $`\nu _s`$ is unknown. Information on the mixing of $`\nu _\tau `$ and $`\nu _s`$, as well as more detailed information on the mixing of $`\nu _e`$ and $`\nu _\mu `$, can be obtained through the fit of solar and atmospheric neutrino data, and, in the future, of the data of long-baseline experiments.

The appropriate formalism for the treatment of solar and atmospheric neutrino oscillations, including matter effects, in the framework of the two four-neutrino schemes A and B has been presented in Ref. . In the next section we present the results of a fit of solar neutrino data .

## III Fit of solar neutrino data

In the framework of the two four-neutrino schemes A and B, solar neutrino oscillations depend on only one mass-squared difference, $`\mathrm{\Delta }m_{\mathrm{sun}}^2`$, but there are several degrees of freedom coming from the $`4\times 4`$ mixing matrix, that can be parameterized in terms of six mixing angles and three CP-violating phases (three additional CP-violating phases are possible if massive neutrinos are Majorana particles, but can be neglected in the present contest because they do not have any effect in neutrino oscillations). However, the data of solar neutrino experiments together with those of short-baseline $`\overline{\nu }_e`$ disappearance experiments indicate that the elements $`U_{e3}`$ and $`U_{e4}`$ of the neutrino mixing matrix are very small . This implies that two mixing angles are small and can be neglected in the study of solar (and atmospheric) neutrino oscillations . Furthermore, the CP-violating phases can be neglected because their effects are washed out by the average over neutrino energy and source-detector distance. Therefore, we consider the mixing matrix $`U`$ in Fig. III , where $`\vartheta _{12}`$, $`\vartheta _{23}`$, $`\vartheta _{24}`$, $`\vartheta _{34}`$ are four mixing angles and $`c_{ij}\mathrm{cos}\vartheta _{ij}`$ and $`s_{ij}\mathrm{sin}\vartheta _{ij}`$. The rows and columns of the mixing matrix $`U`$ correspond, respectively, to the neutrino flavors $`\nu _e,\nu _s,\nu _\mu ,\nu _\tau `$ and to the mass eigenstates $`\nu _1,\nu _2,\nu _3,\nu _4`$.

Since solar neutrino oscillations are generated by the mass-square difference between $`\nu _2`$ and $`\nu _1`$ and $`U_{e1}=\mathrm{cos}\vartheta _{12}`$, $`U_{e2}=\mathrm{sin}\vartheta _{12}`$, the survival of solar $`\nu _e`$’s, $`P_{\nu _e\nu _e}`$, mainly depends on the mixing angle $`\vartheta _{12}`$, with the only correction due to four-neutrino mixing in the matter potential that is given by

$$VV_{CC}+\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}V_{NC},$$
(5)
where $`V_{CC}=\sqrt{2}G_FN_e`$ and $`V_{NC}=\sqrt{2}G_FN_n/2`$ are the usual charged-current and neutral-current potentials (see ).

The mixing angles $`\vartheta _{23}`$ and $`\vartheta _{24}`$ determine the relative amount of transitions into sterile $`\nu _s`$ or active $`\nu _\mu `$ and $`\nu _\tau `$ (that cannot be distinguished in solar neutrino experiments, because their matter potential and their interaction in the detectors are equal, due only to neutral-current weak interactions). The active/sterile ratio and solar neutrino oscillations in general do not depend on the mixing angle $`\vartheta _{34}`$, that contribute only to the different mixings of $`\nu _\mu `$ and $`\nu _\tau `$. Indeed, the mixing of $`\nu _s`$ with $`\nu _1`$ and $`\nu _2`$ depends only on $`\vartheta _{12}`$ and the product $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$. Moreover, instead of $`\nu _\mu `$ and $`\nu _\tau `$, one can consider the linear combinations

$$\left(\begin{array}{c}\nu _a\hfill \\ \nu _b\hfill \end{array}\right)=\left(\begin{array}{cc}\mathrm{sin}\vartheta & \mathrm{cos}\vartheta \\ \mathrm{cos}\vartheta & \mathrm{sin}\vartheta \end{array}\right)\left(\begin{array}{cc}s_{34}& c_{34}\\ c_{34}& s_{34}\end{array}\right)\left(\begin{array}{c}\nu _\mu \hfill \\ \nu _\tau \hfill \end{array}\right),$$

with $`\mathrm{tan}\vartheta =\mathrm{sin}\vartheta _{24}/\mathrm{tan}\vartheta _{23}`$. The mixing of $`\nu _a`$ and $`\nu _b`$ with $`\nu _1`$ and $`\nu _2`$ is given by $`U_{a1}=s_{12}\sqrt{1c_{23}^2c_{24}^2}`$, $`U_{a2}=c_{12}\sqrt{1c_{23}^2c_{24}^2}`$, $`U_{b1}=U_{b2}=0`$. Therefore, the oscillations of solar neutrinos depend only on $`\vartheta _{12}`$ and the product $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$. If $`0<\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}<1`$, solar $`\nu _e`$’s can transform simultaneously into sterile neutrinos and in the linear combination $`\nu _a`$ of active $`\nu _\mu `$ and $`\nu _\tau `$, with the limiting cases of pure two-generation $`\nu _e\nu _a`$ transitions if $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}=0`$ ($`U_{s1}=U_{s2}=0`$, $`U_{a1}=\mathrm{sin}\vartheta _{12}`$, $`U_{a2}=\mathrm{cos}\vartheta _{12}`$), and pure two-generation $`\nu _e\nu _s`$ transitions if $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}=1`$ ($`U_{s1}=\mathrm{sin}\vartheta _{12}`$, $`U_{s2}=\mathrm{cos}\vartheta _{12}`$ and $`U_{a1}=U_{a2}=0`$).

Since the mixing of $`\nu _e`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations (with the mixing angle $`\vartheta _{12}`$), the mixing of $`\nu _s`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations times $`\mathrm{cos}\vartheta _{23}\mathrm{cos}\vartheta _{24}`$ and the mixing of $`\nu _a`$ with $`\nu _1`$ and $`\nu _2`$ is equal to the one in the case of two-generations times $`\sqrt{1\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}}`$, it is clear that in the general case of simultaneous $`\nu _e\nu _s`$ and $`\nu _e\nu _a`$ oscillations the corresponding transition probabilities are given by

$`P_{\nu _e\nu _s}=\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\left(1P_{\nu _e\nu _e}\right),`$ (6)
$`P_{\nu _e\nu _a}=\left(1\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}\right)\left(1P_{\nu _e\nu _e}\right).`$ (7)
These expressions satisfy the relation of probability conservation $`P_{\nu _e\nu _e}+P_{\nu _e\nu _s}+P_{\nu _e\nu _a}=1`$. We calculated the survival probability $`P_{\nu _e\nu _e}`$ in the range $`10^{11}\mathrm{eV}^2\mathrm{\Delta }m^210^{13}\mathrm{eV}^2`$, $`10^4\mathrm{tan}^2\vartheta _{12}10`$ and $`0\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}1`$, taking into account matter effects for $`10^8\mathrm{eV}^2\mathrm{\Delta }m_{21}^210^3\mathrm{eV}^2`$ and the possible regeneration of $`\nu _e`$’s when the flux of solar neutrinos crosses the Earth (for details see Ref. ).

In order to calculate the allowed regions for the parameters $`\mathrm{\Delta }m_{21}^2`$, $`\mathrm{tan}^2\vartheta _{12}`$ and $`c_{23}^2c_{24}^2`$, we have used data on the total event rates measured in the Chlorine experiment at Homestake , in the two Gallium experiments GALLEX  and SAGE  and in the water Cherenkov detectors Kamiokande  and Super-Kamiokande  shown in Table III. We used also the zenith angle distribution of the events and the electron recoil energy spectrum measured in the Super-Kamiokande experiment (825-day data sample) . For the calculation of the theoretical expectations we use the BP98 standard solar model of Ref. . The calculation of the theoretical rates, the statistical treatment of the data and the results of different fits of rates only, rates and zenith angle distribution, rates and recoil electron energy spectrum are described in Ref. . Here we present only the result of the global $`\chi ^2`$ fit of all data.

Figure III shows the allowed regions at 90% and 99% CL in the $`\mathrm{tan}^2\vartheta _{12}`$$`\mathrm{\Delta }m_{21}^2`$ plane for $`c_{23}^2c_{24}^2=0,0.2,0.4,0.5,0.71`$, that we calculated in the following way. We computed for a grid of points in the three-dimensional $`\mathrm{tan}^2\vartheta _{12}`$$`\mathrm{\Delta }m_{21}^2`$$`c_{23}^2c_{24}^2`$ parameter space the expected values of the observables and with those and the corresponding uncertainties we constructed the function $`\chi ^2(\mathrm{tan}^2\vartheta _{12},\mathrm{\Delta }m_{12}^2,c_{23}^2c_{24}^2)`$. We found its minimum, $`\chi _{\mathrm{min}}^2`$, in the full three-dimensional space considering as a unique framework both MSW and vacuum oscillations. The allowed three-dimensional regions for a given CL are then defined as the set of points satisfying the condition

$$\chi ^2(\mathrm{tan}^2\vartheta _{12},\mathrm{\Delta }m_{12}^2,c_{23}^2c_{24}^2)\chi _{\mathrm{min}}^2\mathrm{\Delta }\chi ^2(\mathrm{CL},3\mathrm{dof})$$
(8)
where $`\mathrm{\Delta }\chi ^2(\mathrm{CL},3\mathrm{dof})=6.25,11.36`$ for CL=90%, 99%, respectively. In Fig. III we plotted the sections of such volumes in the $`\mathrm{tan}^2\vartheta _{12}`$$`\mathrm{\Delta }m_{21}^2`$ plane for six selected values of $`c_{23}^2c_{24}^2`$.

The global minimum of $`\chi ^2`$, $`\chi _{\mathrm{min}}^2=28.8`$ with 23 degrees of freedom corresponding to 28 data points (4 rates plus 6 Super-Kamiokande zenith-angle bins plus 18 Super-Kamiokande energy spectrum bins) minus 2 normalization factors (for the Super-Kamiokande zenith-angle and energy spectrum data) minus 3 fitted parameters, lies in the LMA region for $`\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}=0`$, corresponding to pure two-generation $`\nu _e\nu _a`$ oscillations, and $`\mathrm{tan}^2\vartheta _{12}=0.35`$, $`\mathrm{\Delta }m_{21}^2=2.3\times 10^5\mathrm{eV}^2`$. However, as one can see from Fig III, the $`\chi ^2`$ of the best-fit point in the LMA, LOW and VO regions rises steeply when $`\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}`$ is increased. Therefore, the 99% CL LMA, LOW and VO regions disappear for $`c_{23}^2c_{24}^20.78,0.70,0.83`$, respectively. For values of $`c_{23}^2c_{24}^2`$ close to one, corresponding to almost pure two-generations $`\nu _e\nu _s`$ transitions, only the SMA region is allowed. This is expected, because only the SMA solution is allowed in the two-generation $`\nu _e\nu _s`$ fit of solar data (see ). Notice, however, that the statistical analysis is different: in the two-generation picture the pure $`\nu _e`$$``$active and $`\nu _e`$$``$sterile cases are analyzed separately, whereas in the four-neutrino picture they are taken into account simultaneously in a consistent scheme that allows to calculate the allowed regions with the prescription given in Eq. (8). We think that the agreement between the results of the analyses with two and four neutrinos indicate that the physical conclusions are quite robust.

The disappearance of the LMA and LOW regions for values of $`c_{23}^2c_{24}^2`$ close to one is due to the following reason. Unlike active neutrinos which lead to events in the water Cherenkov detectors by interacting via neutral current with the electrons, sterile neutrinos do not contribute to the Kamiokande and Super–Kamiokande event rates. Therefore a larger survival probability for $`{}_{}{}^{8}\mathrm{B}`$ neutrinos is needed to accommodate the measured rates. As a consequence a larger contribution from $`{}_{}{}^{8}\mathrm{B}`$ neutrinos to the Chlorine and Gallium experiments is expected, so that the small measured rate in Chlorine can only be accommodated if less $`{}_{}{}^{7}\mathrm{Be}`$ neutrinos are present in the flux. This is only possible in the SMA solution region, since in the LMA and LOW regions the suppression of $`{}_{}{}^{7}\mathrm{Be}`$ neutrinos is not enough (the survival probability of $`\nu _e`$’s as a function of neutrino energy is rather flat).

Figure III shows that the LMA region at 99% CL extends to high values of $`\mathrm{\Delta }m_{21}^2`$, even above $`10^3\text{eV}^2`$ for $`c_{23}^2c_{24}^20.1`$. Since the atmospheric mass squared difference $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ lies between $`10^3`$ and $`10^2\text{eV}^2`$ (see ), one may wonder if the solar and atmospheric mass squared differences may coincide and three massive neutrinos may be enough for the explanation of solar, atmospheric and LSND data. The answer to this question is negative, because in the high–$`\mathrm{\Delta }m_{21}^2`$ part of the 99% CL LMA region the mixing angle $`\theta _{21}`$ is large, $`0.3\mathrm{sin}^2(\theta _{21})0.7`$, and in this case disappearance of $`\overline{\nu }_e`$’s should be observed in long-baseline reactor experiments, contrary to results of the CHOOZ  experiment. In other words, the results of the CHOOZ experiment, that have not been taken into account in the present analysis, forbid the part of the 99% CL LMA region that extends above $`\mathrm{\Delta }m_{21}^210^3\text{eV}^2`$. For this reason we cut the plots at this value.

## IV Conclusions

We have considered the two four-neutrino schemes A and B in Fig. II that are compatible with the results of all neutrino oscillation experiments. These two schemes are completely equivalent for neutrino oscillation experiments, but have different phenomenology in $`\beta `$ and neutrinoless $`\beta \beta `$ decay experiments (see ).

In general the four-neutrino schemes A and B allow simultaneous transitions of solar $`\nu _e`$’s into active $`\nu _\mu `$’s, $`\nu _\tau `$’s and sterile $`\nu _s`$, as well as simultaneous transitions of atmospheric $`\nu _\mu `$’s into active $`\nu _\tau `$’s and sterile $`\nu _s`$’s.

We have fitted the data of solar neutrino experiments in terms of neutrino oscillations, that in the schemes under consideration depend on three parameters, $`\mathrm{\Delta }m_{21}^2`$, $`\mathrm{tan}^2\vartheta _{12}`$ and $`\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}`$. The allowed regions of these three parameters are depicted in Fig. III, from which one can see that the SMA region is valid for all values of $`\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}`$ (i.e. any combination of $`\nu _e`$$``$active and $`\nu _e`$$``$sterile transitions), whereas the LMA, LOW and VO solutions disappear for values of $`\mathrm{cos}^2\vartheta _{23}\mathrm{cos}^2\vartheta _{24}`$ close to one, where $`\nu _e\nu _s`$ transitions are dominant.

Other authors have recently performed fits of the atmospheric neutrino data in the framework of the two four-neutrino schemes A and B . We expect that in the future a combined fit of solar and atmospheric neutrino data will allow to constraint further the mixing of four neutrinos.

###### Acknowledgements.

MCGC and CPG acknowledge partial support by the spanish DGICYT under grants PB98-0693 and PB97-1261, by the Generalitat Valenciana under grant GV99-3-1-01 and by the TMR network grant ERBFMRXCT960090 of the European Union.