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# On the “failure” of the standard model for Soft X-ray Transients in quiescence.

## 1. Introduction

Soft X-ray transients are mass transfer binaries which periodically undergo outbursts in which their luminosity increase by several orders of magnitude (e.g., see reviews by Tanaka & Lewin 1995; van Paradijs & McClintok 1995; Wheeler 1996; Cannizzo 1998). The compact object may be either a neutron star (NS) or a black hole (BH). SXTs are particularly interesting given the ongoing debate about the structure of the inner accretion disk. In quiescence, the luminosity of SXTs seems to be much higher (e.g., Verbunt 1995; Lasota 1996, Yi et al. 1996; Lasota, Narayan & Yi 1996a; Narayan, McClintock & Yi 1996) than allowed by the standard model (Shakura & Sunyaev 1973; expected to be modified for SXTs due to hydrogen-ionization instability – e.g., Mineshige & Wheeler 1989 \[MW89\]). Lasota, Narayan & co-workers argued that because the “standard” theory predicts that the inner accretion disk is essentially empty of mass in quiescence and accretes at a very small accretion rate, $`\dot{M}_{\mathrm{in}}`$, it cannot reproduce the observed X-ray luminosity $`L_{\mathrm{x},\mathrm{obs}}`$: typical numbers are $`0.1\dot{M}_{\mathrm{in}}c^2(10^410^6)\times L_{\mathrm{x},\mathrm{obs}}`$. They conclude that SXTs in quiescence clearly invalidate the standard model.

However, in this Letter, we argue that this argument is applicable only to “bare” standard accretion disks – those without an overlying hot corona. We find that quiescent standard disks with a corona should produce most of their X-ray emission at very large radii precisely due to the fact that the inner disk is almost empty of mass. At large radii, the standard theory of hydrogen-ionization instability allows much larger accretion rates, and the observed X-ray luminosities can be easily reproduced if the corona reprocesses $`10`$% of the disk energy budget. We also make a testable prediction – Fe K$`\alpha `$ lines from quiescent accretion disks should be narrow (even though these disks extend down to the last stable orbit or the surface of the compact star).

## 2. Hydrogen ionization instability: basic facts

Because the argument of Lasota (1996) against the standard model in SXTs is qualitative, we will address it with a qualitative model as well. The hydrogen ionization instability of accretion disks has been studied for more than two decades for a range of central objects – White Dwarfs (WD), NS, and galactic and extra galactic BHs (e.g., Hoshi 1979; Smak 1982; 1984; MW89; Mineshige & Shields 1990 \[MS90\]; Cannizzo 1993; Siemiginowska, Czerny & Kostyunin 1996 \[SCK96\]). Cannizzo (1998, §2 & 3) gives a short overview of the development of the theory and an easily accessible and enlightening discussion of the background physics. Here we will only sketch the basic principles of the instability to the extent needed to explain our main point. The behavior of the unstable disk depends on the so-called “S-curve” that relates the local disk effective temperature and the column density (see Figures in Smak 1982, MS90, SCK96; and Fig. 31 in Frank, King & Raine 1992). The curves are different for different radii, but luckily only slightly. The steady state Shakura-Sunyaev solution predicts that the disk effective temperature, $`T_{\mathrm{eff}}(R)`$, changes as $`R^{3/4}`$ with radius. In general, this predicts that for small $`R`$, hydrogen is completely ionized, then there should be a range of radii where hydrogen is partially ionized, and finally, at large $`R`$, hydrogen should recombine completely.

However, it turns out that the partially ionized solution is thermally unstable. In terms of the S-curve, this region is between points C and E (see Fig. 31 in Frank et al. 1992). Numerical simulations show that the unstable disks oscillate between two quasi-stable states. The accretion rate is not constant with time and radius, but the time-averaged accretion rate equals that at which the matter is supplied at the outer edge of the disk, $`\dot{M}_0`$. One of these states – the region between points E and D on the S-curve – is the outburst state in which hydrogen is completely ionized. The other thermally stable state – the one between points B and C on the S-curve in Fig. 31 of Frank et al. 1992 – is the quiescent state when hydrogen is neutral. To remain in this state, the mid-plane gas temperature should be kept below $`10^4`$ Kelvin, which in turn requires $`T_{\mathrm{eff}}(R)<T_C(R)\stackrel{<}{}\mathrm{few}\times 10^3`$ (depending on the black hole mass, $`M`$, and viscosity prescription).

Time-dependent (full disk) calculations of many authors show that when the unstable region of the disk returns to quiescence, it settles around point B on the S-curve, which is a little below the maximum quiescent temperature and surface density (point C). The accretion rate corresponding to point B, $`\dot{M}_B(R)`$, is lower than $`\dot{M}_0`$, so that the matter starts accumulating, most quickly at the outermost part of the unstable region. At a future time, this piling up of the mass will lead to $`\dot{M}(R)>\dot{M}_C`$ at some radius (equivalently, $`T_{\mathrm{eff}}(R)>T_C(R)`$), and the outburst will be triggered at that radius (see Cannizzo 1998, §3).

Fortunately, for the present analysis, these details are mostly irrelevant. What is important for us here is that both local disk calculations and full disk time-dependent ones show that the gas effective temperature in quiescence is between $`T_B(R)`$ and $`T_C(R)`$; that $`T_B(R)`$ is typically smaller than $`T_C(R)`$ by a factor of 2 or less, and that both of these functions are extremely weakly dependent on $`R`$. In particular, the scaling law given by Smak (1984), MS90 and SCK96 is $`T_C(R)R^q`$, where $`q`$ is between 0.08 and 0.12. Full disk calculations give temperature profiles slowly increasing and then decreasing with $`R`$ (e.g., Fig. 13 and 16 in MS90; Fig. 10 in SCK96), which is probably due to the fact that the outer disk fills up quicker and hence lies closer to point C than the inner disk does. There are also observations of the disk effective temperature in quiescence for eclipsing dwarf novae, systems to which the hydrogen-ionization instability was applied first. These observations show that $`T_{\mathrm{eff}}(R)`$ is either a constant or a slowly decreasing function of $`R`$ (Fig. 11 in Wood et al. 1986; Fig. 14 in Wood et al. 1989; and Figs. 5 & 6 in Bobinger et al. 1997).

While the exact run of $`T_{\mathrm{eff}}(R)`$ with radius depends on details of the model and the object under consideration, all of the above observational and theoretical papers show that $`T_{\mathrm{eff}}(R)`$ const in quiescence within a factor no larger than $`2`$. This is quite remarkable given that the radii of the unstable region can span some two or more orders of magnitude: the steady-state Shakura-Sunyaev solution with $`T_{\mathrm{eff}}(R)R^{3/4}`$ would predict a change in $`T_{\mathrm{eff}}`$ by about a factor of $`30`$. Hence, below we will assume that $`T_{\mathrm{eff}}(R)T_U`$ const $`\stackrel{<}{}T_C`$ few $`\times 10^3`$ K in quiescence. Physically, the near isothermality of the disk in quiescence is due to the fact that the ionization state of hydrogen is a very sensitive function of temperature, and large changes in radius cause only a slight difference in $`T`$. For example, the opacity is an extremely strong function of midplane disk temperature $`T_d`$: in the temperature range $`6000\stackrel{<}{}T_d\stackrel{<}{}8000`$ K, the opacity $`T_d^b`$ where $`b`$ is as large as 10–20 (see Cannizzo & Wheeler 1984).

Of course, the effective temperature is approximately constant only inside the unstable disk region. Let us call the corresponding radius $`R_U`$. For larger radii, the disk is always non-ionized and so it follows the steady state Shakura-Sunyaev solution, i.e., $`T_{\mathrm{eff}}(R)R^{3/4}`$. Summarizing,

$$T_{\mathrm{eff}}(R)\{\begin{array}{cc}T_U,\hfill & \text{if }R<R_U\hfill \\ T_{\mathrm{SS}}(R)\hfill & \text{otherwise \hspace{0.17em} ,}\hfill \end{array}$$
(1)
where $`T_{\mathrm{SS}}(R)`$ is the Shakura-Sunyaev effective temperature of the disk corresponding to the given radius, accretion rate $`\dot{M}_0`$ and the black hole mass. The thermal disk flux is simply given by $`F_\mathrm{d}(R)=\sigma _BT_{\mathrm{eff}}^4(R)`$.

What are the implications of this for the accretion rate through the disk? At $`RR_s2GM/c^2`$, $`F_\mathrm{d}(R)=(3/8\pi )GM\dot{M}(R)/R^3`$, which can be solved for $`\dot{M}(R)`$:

$$\dot{M}(R)\{\begin{array}{cc}\dot{M}_0(R/R_U)^3,\hfill & \text{for }R<R_U\hfill \\ \dot{M}_0\hfill & \text{for }R>R_U\hfill \end{array}$$
(2)
That is, the accretion rate scales as $`\dot{M}(R)R^3`$ within the unstable radius. Physically, this comes about from the fact that it is most difficult to keep the hydrogen recombined for smaller radii because the gravitational and viscous energy release scale as $`R^3`$, and hence the disk has to be most strongly depleted for the smallest $`R`$ to remain quiescent (see also Cannizzo 1998).

## 3. X-rays do not always come from the inner disk

A frequent implicit or explicit assumption in the common logic about the X-ray emitting region(s) is the following. Since X-rays are the “hottest” part of the overall disk spectrum, and since the Shakura & Sunyaev (1973) model predicts that the disk is hottest in its innermost region, then that has to be the region where the X-rays are produced. Seemingly innocent, this suggestion is actually appropriate for the ADAF-type models (i.e., the inner-ADAF plus outer cold disk models), but is actually entirely foreign for standard disks with coronae in quiescence.

To show this, let us first assume without any justification that the corona above the disk exists at all radii, and that the fraction of power transferred into the corona, $`f`$, is independent of radius (e.g., Svensson & Zdziarski 1994). That is, $`F_\mathrm{x}(R)=fF_\mathrm{d}(R)`$. Next, we define the X-ray luminosity per decade of radius, as $`L_x(R)R^2F_\mathrm{x}(R)`$, which obviously scales according to

$$L_x(R)=\{\begin{array}{cc}fL_U(R/R_U)^2,\hfill & \text{for }R<R_U\hfill \\ fL_U(R/R_U)^1\hfill & \text{for }R>R_U\hfill \end{array},$$
(3)
where $`L_U=F_\mathrm{d}(R_U)R_U^2`$. Therefore, most of the viscous energy liberation and X-ray production for a quiescent disk occurs at $`RR_U3R_S`$, if $`f=`$ const. The inner disk in the standard model is simply very dim and for many purposes may be unobservable at any wavelength in quiescence.

Is it appropriate to assume $`f`$ const? To date, detailed MHD simulations of accretion disks have not yet addressed this question, because global MHD disk simulations are forbiddenly numerically extensive, and hence calculations are limited to a small region in radius (see, e.g., Miller and Stone 2000). In the absence of these, we will make a simple analytical argument. If one defines the $`\alpha `$-parameter through $`\nu =\alpha c_sH`$, where $`c_s`$ and $`H`$ are the sound speed and the pressure scale height, respectively, then the total energy generated by the disk per unit surface area is $`2F_\mathrm{d}(R)=(9/8)(GM/R^3)\nu \mathrm{\Sigma }=(9/8)\alpha c_sP_{\mathrm{tot}}`$, where $`\mathrm{\Sigma }`$ is the vertical mass column density, and $`P_{\mathrm{tot}}`$ is the total disk mid-plane pressure. The flux of magnetic energy, $`F_{\mathrm{mag}}`$, delivered by buoyancy to the disk surface and then presumably transformed into X-rays by reconnection is $`F_{\mathrm{mag}}v_bP_{\mathrm{mag}}`$, where $`v_b\stackrel{<}{}c_s`$ is the average buoyant velocity, and $`P_{\mathrm{mag}}`$ is the average magnetic field pressure ($``$ energy density). The viscosity parameter $`\alpha `$ was defined by Shakura & Sunyaev (1973) to be $`\alpha \alpha _t+\frac{P_{\mathrm{mag}}}{P_{\mathrm{tot}}}`$, where the first term, $`\alpha _t`$ is the turbulent viscosity coefficient. It is now believed that the magnetic viscosity is significantly more important than the turbulent one (e.g., Hawley, Gammie, & Balbus 1995; 1996), and that $`\alpha P_{\mathrm{mag}}/P_{\mathrm{tot}}`$, and hence

$$F_{\mathrm{mag}}v_b\alpha P_{\mathrm{tot}}\stackrel{<}{}\alpha c_sP_{\mathrm{tot}}F_\mathrm{d}.$$
(4)
In other words, this equation shows that $`f`$ is indeed expected to be a constant with respect to $`R`$.

Further, if corona is powered by magnetic flares (e.g., Galeev, Rosner & Vaiana 1979; Haardt, Maraschi & Ghisselini 1994; Beloborodov 1999; Miller & Stone 2000), then it is clear that the resulting X-ray spectra have little to do with the temperature of the underlying disk. The spectra depend primarily on the Thomson depth of the hot plasma and its temperature. The temperature within a flare is controlled by the ratio of the X-ray flux to the disk flux, $`F_\mathrm{x}/F_\mathrm{d}`$, (e.g., Stern et al. 1995; Poutanen & Svensson 1996), plus the exact (unknown) geometry of the reconnection site. Therefore, it is entirely possible that a magnetic flare that occurs at $`R1000R_S`$ will have an X-ray spectrum similar to, or even harder than that of a flare at $`R10R_S`$, especially for the quiescent disks.

To summarize this discussion, there is nothing special about the innermost region of the disk for quiescent accretion disks. If there is a corona above the disk, then most of the emission at any wavelength will be produced at $`RR_U`$ \[Note that in a steady Shakura-Sunyaev disk, most of the viscous energy release happens in the inner disk, and this is why it is safe to assume that X-rays come from very small radii for such disks\]. Since there are several parameters that will determine the resulting X-ray spectra (e.g., reconnection rate, height and geometry of the X-ray source, Thomson depth of the X-ray emitting plasma, etc.), it is difficult to calculate the spectra model-independently. Nevertheless, we note that variations of these parameters are sure to yield a broad range of spectral indices (see, e.g., Stern et al. 1995; Poutanen & Svensson 1996), and hence it may be entirely possible to reproduce the observed spectra of SXTs.

## 4. X-ray “Problem” for standard disks in quiescent SXTs

Currently, it is believed that there exists a clear-cut “evidence” for a major failure of the standard disk instability model for the quiescent state accretion disks around dwarf novae, neutron stars and galactic black holes (SXTs). The popularity of the ADAF model itself in part rests on this fact because it is claimed to be the only model that can explain self-consistently the level of X-rays in quiescence for the systems mentioned above. Let us for a moment accept the suggestion that X-rays do emanate from the innermost region and follow the arguments of Lasota (1996), as well as many of other authors (e.g., Lasota et al. 1996a; Yi et al. 1996). The requirement for the disk material to be below the instability point C on the S-curve limits the accretion rate to be (Lasota 1996):

$$\dot{M}_\mathrm{m}(R)2.76\times 10^3t_9^1r_7^{3.11}M_1^{0.37}\alpha ^{0.79}\mathrm{g}\mathrm{s}^1,$$
(5)
where $`M_1`$ is the mass of the black hole in units of $`10M_{}`$, $`t_9`$ is the recurrence time in units of $`10^9`$ s, and $`r_7R/10^7`$ cm. Numerical models (e.g., MW89) satisfy this requirement. This condition (eq. 5) is similar to the simpler one given by equation (2) with a scaling $`\dot{M}_\mathrm{m}(R)R^{3.11}`$ instead of $`R^3`$. Using a $`10`$ % efficiency for conversion of mass accretion rate into X-rays, Lasota (1996) noted that two SXTs, A0620-00 and V404 Cyg, have been detected at the accretion rates $`10^{10}`$ and $`3\times 10^{12}`$ g s-1 (see Verbunt 1995). This estimate is 4-6 orders of magnitude larger than that given by equation (5).

However, as we argued in §3, most of X-ray emission comes from $`RR_U3R_S`$ for standard disks in quiescence. Approximately, we have

$$L_x\stackrel{<}{}f\frac{GM\dot{M}(R_U)}{R_U}=f\frac{R_S}{2R_U}\dot{M}(R_U)c^2,$$
(6)
where $`\dot{M}(R_U)\dot{M}_0`$. Since in quiescence $`\dot{M}(R_U)\stackrel{<}{}\dot{M}_\mathrm{m}(R_U)`$, we estimate

$$L_x\stackrel{<}{}3.7\times 10^{23}ft_9^1r_7^{2.11}M_1^{0.63}\alpha ^{0.79}\mathrm{erg}\mathrm{s}^1.$$
(7)
Clearly, by allowing $`r_7=R_U/10^7\mathrm{cm}`$ to be much greater than unity, we can obtain much higher $`L_x`$ than the estimate based on 10% efficiency and $`r`$few.

Let us now use theoretical and observational constraints on the parameters in equation (7) to determine $`L_x`$ more accurately for A0620-00. From observations, we know that $`L_x0.1L_{\mathrm{bb}}`$, where $`L_{\mathrm{bb}}10^{32}\mathrm{erg}\mathrm{s}^1`$ is the blackbody optical luminosity of the disk as inferred by McClintock et al. (1995). This means that we need to choose $`f0.1`$. Further, analyses of H$`\alpha `$ and $`H\beta `$ spectroscopic data (Marsh et al. 1994) indicate that the radius where the Balmer line luminosity peaks is $`5\times 10^{10}`$. This should roughly equal $`R_U`$ since that is where most of the luminosity is produced in our model. Therefore,

$$L_x9.4\times 10^{30}\left(\frac{f}{0.1t_9}\right)\left(\frac{M}{5M_{}}\right)^{0.63}\alpha _1^{0.79}\frac{\mathrm{erg}}{\mathrm{s}},$$
(8)
where $`\alpha _1\alpha /0.1`$. This value of $`L_x`$ is in a very good agreement with the observed $`L_x10^{31}\mathrm{erg}\mathrm{s}^1`$. A further independent check of the self-consistency of this picture can be made by computing the temperature $`T_U`$, from $`\sigma _BT_U^4=(1f)(3/8\pi )GM\dot{M}_0/R_U^3`$. For $`\dot{M}_010^{16}`$ g s-1 (see McClintock et al. 1995), we find

$$T_U=3.2\times 10^3\left(\frac{M}{5M_{}}\right)^{1/4}.$$
(9)
This temperature estimate agrees quite well with the expected temperature at the lower kink of the S-curve (see Figs. in Smak 1982, MS90, SCK96).

## 5. Discussion

In this paper we re-examined the argument given by Lasota (1996), Lasota et al. (1996a) and Yi et al. (1996) with which they rule out the standard accretion disks extending down to the last stable orbit for quiescent states of SXTs. The argument is based on the assumption that all X-rays are emitted very close to the last stable orbit. Because the accretion rate through this region is so low in quiescence, the standard theory appears to under-predict the observed X-ray luminosities by orders of magnitude. However, we have shown that this argument is only applicable to bare standard accretion disks, i.e., those that have no hot X-ray producing corona. Such disks are ruled out already due to the fact that they do not produce hard X-rays at all, and hence there is no reason to invoke them as a model for SXTs in the first place (and not only for SXTs but for all X-ray emitting accreting sources). We have shown that if a corona exists at all radii, then most of X-ray emission will come from large radii in quiescence. At these radii, the maximum allowed accretion rate – the maximum one at which hydrogen is neutral – is much larger. Accordingly, much larger X-ray luminosities may be sustained by such “non-bare” disks, in qualitative agreement with the X-ray observations of quiescent SXTs.

Further progress in testing this and the ADAF models for SXTs can only be made by a detailed comparison of theoretical and observed spectra. While there is a large body of literature on the spectra of the ADAF model for SXTs (e.g., see the recent review by Lasota 2001) and none for the model proposed here, both of these face serious theoretical challenges and hence neither model can be preferred (in our opinion). In particular, standard disks with magnetic flares is perhaps the most viable model for luminous accreting black holes, both AGN and GBHCs (e.g., Galeev et al. 1979; Beloborodov 1999; Nayakshin & Dove 2001; Done & Nayakshin 2001). However, it is not clear at all how spectra of the high luminosity magnetic flares (e.g., Poutanen & Svensson 1996) should be modified when applied to SXTs. Ironically, the uncertainties in the theory may be great enough to preclude both positive or negative statements about the “standard” model for SXTs, if these require detailed spectra.

The ADAF model, on the other hand, has fundamental difficulties in the modeling of the cold-disk ADAF transition, which is therefore often done in an ad-hoc way. Another major uncertainty of the theory is the accretion rate through the disk as a function of radius ($`\dot{M}(R)`$). The earlier papers assumed $`\dot{M}(R)=`$ const. However, this would only be the case if the ADAF solution joined the cold disk at $`R_t\stackrel{>}{}R_U`$, where $`\dot{M}(R)`$ is indeed constant (see eq. 2). Yet $`R_t`$ is treated as a free parameter of the model with $`\dot{M}`$ being independent of it (e.g., Lasota et al. 1996b; Yi et al. 1996). From our analysis above, we believe that if one chooses $`R_t<R_U`$, the accretion rate through the ADAF region should be smaller by the factor $`(R_t/R_U)^3`$ (see also Wheeler 1996, on a similar point). Since the ADAF luminosity scales as $`\dot{M}^2`$ for small accretion rates, this factor translates into the sixth power of $`R_t/R_U`$ in $`L_x`$. In addition, the issue is further complicated by the more recent discovery of the importance of convection and winds in the ADAF solution (e.g., Blandford & Begelman 1999), neglected in the earlier papers. Taken together, this implies that at the present, the X-ray spectra of the ADAF model are no more well determined than the spectra of magnetic flares.

One obvious consequence of our model is that because most of the X-ray power is radiated away at $`RR_U`$, Fe K$`\alpha `$ lines of quiescent SXTs will have to be narrow even though the disk extends down to the last stable orbit. While narrow-ish lines are also predicted by the ADAF model, we believe that a detailed modeling and observations of these lines are still the key to distinguish the two models. The ADAF model produces the lines mostly due to collisional processes, and the line is dominated by H- and He-like components (e.g., Narayan & Raymond 1999) with the line centroid energy of $``$ 6.9 and 6.7 keV, respectively. In the case of a cold disk plus corona model, depending on the parameters of X-ray spectra we can expect the line centroid energy to be either at $`6.4`$ or $`6.7`$ keV or be a combination of these two (e.g., Nayakshin & Kallman 2001). Highly ionized collisionally excited Fe K$`\alpha `$ lines may also be expected based on the analogy with Fe K$`\alpha `$ lines from solar flares (e.g., see Pike et al. 1996). The ADAF model is however unlikely to produce a neutral-like Fe K$`\alpha `$ line, because most of X-ray emission in the ADAF is expected at small radii which yields little illuminating flux at large radii where the cold disk is located.

Finally, we would like to stress the following general “theorem”. The absence of emission from the inner disk (whether this emission is the Fe K$`\alpha `$ line emission, the X-ray continuum or the thermal disk emission), is not an evidence for the absence of the standard disk there. The particular case of SXTs discussed here proves this point. Because hydrogen is neutral in quiescence, the inner disk is expected to be very dim at all wavelengths and so it may be difficult to discern in the data. This point is quite general as it may also be relevant for other than hydrogen ionization disk instabilities. For example, Nayakshin, Rappaport & Melia (2000) have devised a specific model for the radiation-pressure driven instabilities in the galactic micro-quasar GRS 1915+105. In this model, the inner disk is also very much dimmer during the “quiescence” than expected in the steady-state Shakura-Sunyaev solution (see Fig. 13 in Nayakshin et al. 2000). Therefore, one must not use the steady-state Shakura-Sunyaev theory for unsteady disks – e.g., low luminosity systems, such as SXTs and Low Luminosity AGN (since one may suspect that the reason these objects are dim is that they are in a quiescent state), and those verifiably unsteady such as GRS 1915+105.

The authors acknowledge many useful discussions with John Cannizzo, Chris Done and Demos Kazanas.


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# Reentrance of the induced diamagnetism in gold-niobium proximity cylinders

## Abstract

We discuss the magnetic response of gold-niobium proximity cylinders in the temperature range $`100\mu \mathrm{K}<T<9\mathrm{K}`$. The temperature dependence of the susceptibility in the diamagnetic regime is described well by the quasiclassical Eilenberger theory including an elastic mean-free path $`\mathrm{}`$. In the mesoscopic regime, the temperature dependence of the reentrant paramagnetic susceptibility $`\chi _{\mathrm{p}ara}(T)\mathrm{exp}[L/3\xi _N^d(T)]`$ is governed by the dirty limit coherence length $`\xi _N^d(T)=\sqrt{1/3\xi _N\mathrm{}_N}`$, with $`\xi _N`$ the clean limit coherence length obtained from breakdown field measurements and $`\mathrm{}_N`$ the measured mean-free path in the gold layer. At $`T=100\mu \mathrm{K}`$, $`\chi _{\mathrm{p}ara}`$ compensates about 1/5 of the induced diamagnetic susceptibility in gold.

The field of mesoscopic physics, including superconducting structures in proximity with normal metals, has attracted a wide interest, recently. In particular, experimental work on transport properties of mesoscopic proximity systems has been enabled by recent advances in nanostructure fabrication technology. In addition, extensive theoretical and experimental work on magnetic properties has led to the understanding of the high-temperature diamagnetic response of rather clean normal metal-superconductor (NS) proximity structures in the context of the quasiclassical Eilenberger theory as well as the magnetic breakdown transitions.

On the other hand, the paramagnetic reentrance phenomenon, discovered some years ago in silver-niobium cylinders is still a matter of discussion. Recently, three theoretical works have addressed the origin of paramagnetic currents in NS systems from different points of view. Bruder and Imry consider non Andreev reflecting trajectories at the outer surface of NS proximity cylinders (glancing states), which give a paramagnetic correction to the Meissner susceptibility. This result has been subject to debate because of its small magnitude. The approach by Fauchère et al. assumes a net repulsive interaction in the noble metals. In their case, the $`\pi `$–shift of the order parameter then leads to spontaneous paramagnetic currents at the NS interface. In the most recent work by Maki and Haas the noble metals copper, silver, and gold are assumed to show p-wave superconducting ordering below transition temperatures close to where the paramagnetic reentrance effect occurs. In their model, a quantized counter-current is generated in the periphery of the NS cylinders, compensating the Meissner effect. Unfortunately, neither of the present theories correctly explain the absolute value or the temperature dependence of the paramagnetic reentrant effect. A more detailed discussion can be found in Ref. .

In view of the most recent two theories, which depend on specific (assumed) properties of the normal metals, it is important to check the reentrant effect in NS junctions of different materials. Here, we report on the reentrance of the magnetic susceptibility of a gold-niobium sample, covering a large mesoscopic regime down to $`\mu `$K-temperatures. This new material combination gold-niobium, follows our previous investigations of the paramagnetic reentrant effect in AgNb and CuNb specimens superimposing on fully induced Meissner screening.

The sample reported here is an ensemble of cylindrical wires with a superconducting core of soft niobium ($`RRR300`$) concentrically embedded in a normal-metal matrix of gold. The total diameter was mechanically reduced by several steps of swagging and co–drawing  to the final value $`23\mu \mathrm{m}`$, with average normal layer thickness $`3.2\mu \mathrm{m}`$. We chose not to anneal this sample, since gold dissolves in niobium as well as Nb in Au up to 5-10 percent for temperatures above 500 $`{}_{}{}^{}\mathrm{C}`$. For this sample the value of the mean-free path $`\mathrm{}_N0.3d_N`$ was obtained from resistivity measurements. The detailed sample preparation was done as for the samples reported in Ref. .

A bundle of about 200 wires was placed directly inside the mixing chamber of a dilution refrigerator in contact with the liquid $`{}_{}{}^{3}\mathrm{He}`$$`{}_{}{}^{4}\mathrm{He}`$ solution. Using an rf–SQUID sensor, we measured inductively the temperature and field dependent ac-magnetic susceptibility as well as dc magnetization curves for $`7\mathrm{m}K<T<7\mathrm{K}`$. For thermometry, the Curie–type magnetic susceptibility of the paramagnetic salt CMN (cerium magnesium nitrate) was measured, calibrated with Ge resistors.

Extensions of the measurements to $`\mu `$K temperatures were performed at the ultralow temperature (ULT) facility at the University of Bayreuth. There, an experimental setup was installed for inductive measurements using an rf–SQUID sensor. Magnetic fields were applied along the axis of the wires.

For the ULT experiments, we took parts of the wire bundle measured in our dilution refrigerator, and glued them with GE 7031 varnish to high purity gold foils tightly attached to a silver finger, in good electrical contact with the Cu demagnetization stage . Thus, about 200 wires were mounted. Temperatures were measured with a pulsed NMR Pt thermometer .

In the following we report on the temperature dependent magnetic susceptibility of the gold–niobium sample 41AuNb \[Fig. 1\]. We show $`\chi _{ac}(T)`$ between $`7\mathrm{m}K`$ and $`9\mathrm{K}`$, measured in our dilution refrigerator with field amp-

litude $`H_{ac}=33\mathrm{m}Oe`$ ($`H_{dc}0`$) and frequency $`\nu =80\mathrm{H}z`$, as well as $`\chi _{dc}(T)`$ at constant $`H_{dc}=0.2\mathrm{Oe}`$ at ULT and LT.

Below the critical temperature of Nb ($`T_c=9.2\mathrm{K}`$), the magnetic susceptibility of the N layer exhibits diamagnetism induced through Andreev reflection at the NS interface. At lower temperatures, it develops almost total Meissner screening in the Au layer, as in comparable AgNb samples .

The numerically obtained curve with only one parameter $`\mathrm{}`$ fits the experimental data very well over the whole temperature range above the Andreev temperature $`T_A=\mathrm{}v_F/2\pi k_Bd_N`$. For sample 41AuNb it is $`T_A=530\mathrm{m}K`$. The value of $`\mathrm{}/d_N`$ is $`0.14`$, about a factor of two smaller than the value $`\mathrm{}_N/d_N=0.3`$, obtained from resistivity measurements.

The fit is surprisingly good, if one takes into account the difference in geometry between experiment and theory, as well as the neglect of the boundary roughness in the theory and other imperfections inevitably present in the sample. The quasiclassical theory of the proximity effect with a finite mean-free path parameter $`\mathrm{}`$ due to a low concentration of elastic scatterers, is able to describe the linear susceptibility data of our relatively clean AuNb specimen as well as it was previously shown for AgNb and CuNb systems.

For comparison, in Fig. 1 we also have plotted the temperature dependent diamagnetic susceptibility of a silver-niobium sample described in Ref.  \[sample 3AgNb, $`d_N=5.5\mu \mathrm{m}`$, $`T_A=310\mathrm{m}K`$\] and its numerical fit with $`\mathrm{}/d_N=0.55`$. A close examination of both curves shows that, the diamagnetic susceptibility of the gold-niobium sample develops not so steep as for the AgNb sample, due to a higher level of impurities. Moreover, as has been shown by the authors and in Fig. 1, there are considerable deviations of the experiment from the theoretical curves at temperatures $`T<T_A`$, where the surface quality has a stronger influence, not accounted for in the theory.

We also have investigated the nonlinear-magnetic response in the low-temperature regime, where the induced diamagnetism shows approximately full Meissner screening. The magnetic breakdown of the induced superconductivity, a first-order phase transition, was measured for the gold-coated NS proximity sample. In Fig. 2(a), the isothermal nonlinear susceptibility as a function of magnetic field is shown for different temperatures between $`7\mathrm{mK}`$ and $`400\mathrm{mK}`$. An isothermal magnetization curve for $`T=7\mathrm{mK}`$ is displayed in Fig. 2(b).

The double transitions displayed in Fig. 2 are caused by the displacement of the niobium cores from the center of the cylinders during our drawing procedure of the niobium inside the soft gold matrix. The two nearly separated transitions $`(1)`$ and $`(2)`$ correspond to two different effective thicknesses of the gold layer $`d_N^{(1)}`$ and $`d_N^{(2)}`$. The supercooled and superheated fields $`H_{sc,sh}^{(1,2)}`$ for each breakdown transition are shown as a function of temperature in Fig. 3. At temperatures well above $`0.1T_A`$, the experimental breakdown fields follow the exponential dependence

$$H_{sc,sh}^{(1,2)}(T)\frac{1}{d_N^{(1,2)}}\mathrm{exp}\left[d_N^{(1,2)}/\xi _N(T)\right],$$
(1)
indicated in Fig. 3 as solid lines. This is similar to the theoretical clean limit expression as given in Ref. .

Experimentally we found

$$\xi _N(T)=p\xi _T,$$
(2)
with the clean limit thermal length in gold

$$\xi _T=\mathrm{}v_F/2\pi k_BT=1.7\mu \mathrm{m}/T(\mathrm{K}).$$
(3)
For this gold-niobium sample 41AuNb, the value of the prefactor $`p`$ is $`0.5`$. Several other gold-niobium specimens showing paramagnetic reentrance have $`0.4<p<0.7`$. The temperature dependence of Eqn. 1 with $`p<1`$ is analogous to our findings in silver-niobium samples with $`0.15<\mathrm{}_N/d_N<0.3`$ and copper samples, indicating an elevated density of scattering centers with respect to the clean samples with $`p=1`$.

In the linear magnetic susceptibility \[Fig. 1\], for sample 41AuNb below $`T_r40\mathrm{m}K`$ the signature of reentrance is observed, with the development of an additional paramagnetic susceptibility $`\chi _{\mathrm{p}ara}(T)`$, such that $`\chi _N(T)=\chi _{\mathrm{d}ia}(T)+\chi _{\mathrm{p}ara}(T)`$.

For this sample, the paramagnetic reentrance occurs at lower temperatures than for AgNb samples of similar sizes and shows a weaker increase as the temperature is reduced. In spite of the smaller value of $`\chi _{\mathrm{p}ara}`$ of the gold-niobium sample, the reentrant effect below $`500\mu \mathrm{K}`$ shows a strong temperature dependence with no signs of saturation down to the minimal temperature $`100\mu \mathrm{K}`$. The silver-niobium sample in Fig. 1 shows saturation of the magnetic susceptibility below $`400\mu \mathrm{K}`$, which could be intrinsic or lack of equilibrium. Indeed, long-time effects of the order of several days showing for the silver-niobium samples discussed in Ref. , have not been observed in sample 41AuNb.

Hysteresis effects which were very important in the silver-niobium samples described in Ref. , were not observed in the gold-niobium sample, possibly due to the very small value of $`\chi _{\mathrm{p}ara}`$ above $`7\mathrm{m}K`$, where we could trace it on cooling and warming.

Fig. 4 shows the reentrant paramagnetic susceptibility below $`T_r`$. The data exponentially increases as

$$4\pi \chi _{\mathrm{p}ara}(T)=A\mathrm{exp}(\sqrt{T/T_0}),$$
(4)
with characteristic temperature $`T_0=1\mathrm{m}K`$ and prefactor $`A=0.23`$. The value of the characteristic temperature can be connected to an energy through $`k_BT_0=4.7\mathrm{}v_Fl_N/6\pi L^2`$, with $`l_N`$ the measured mean-free path and $`L=72\mu \mathrm{m}`$ the wire perimeter.

Alternatively, we use the experimental coherence length of the Andreev pairs $`\xi _N=p\xi _T`$ in Au, obtained from our breakdown field measurements, in the expression for the dirty limit coherence length $`\xi _N^d=\sqrt{1/3\xi _N\mathrm{}_N}`$. Thus, we find for the temperature dependence of the paramagnetic reentrant susceptibility

$$4\pi \chi _{\mathrm{p}ara}=A\mathrm{exp}\left[\frac{L}{3\xi _N^d(T)}\right].$$
(5)
The dirty-limit coherence length $`\xi _N^d(T)`$ in Eqn. 5 again indicates the stronger level of impurities in the gold-niobium sample 41AuNb as compared to the silver-niobium samples discussed in Ref. . Due to the short mean-free path $`\mathrm{}_N`$ the induced diamagnetism is only slightly weaker as compared to sample 3AgNb, whereas the paramagnetic reentrant susceptibility is in the dirty regime. $`\chi _{\mathrm{p}ara}`$ develops below a lower characteristic temperature $`T_r`$ and is by a factor of five smaller than for sample 3AgNb. From these results it is evident that, impurities have a much stronger influence on the paramagnetic reentrance phenomenon than on the proximity effect.

In summary, we have found the paramagnetic reentrance phenomenon in gold-coated niobium proximity cylinders. For these NS samples, the absolute value of the paramagnetic reentrant susceptibility is considerably smaller than in clean silver-niobium specimens, showing a stronger influence of scattering centers, the quality of the NS interface, as well as the free surface. The temperature dependence of $`\chi _{\mathrm{p}ara}`$ is governed by the dirty limit coherence length, which becomes of the order of the wire perimeter.

The paramagnetic reentrant behavior of gold–niobium cylinders has to be viewed in light of the expected superconductivity in Au below $`T_c200\mu \mathrm{K}`$  for a very pure gold sample, as well as the theoretical assumptions for this element.

We wish to express our gratitude to M. Anen and M. Nideröst, for their contributions to the experimental work. We especially thank the group at the ULT facility in the University of Bayreuth for their help and support. We acknowledge discussions with W. Belzig, G. Blatter, C. Bruder, K. Maki, and Y. Imry. Partial support from the “Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung” and the “Bundesamt für Bildung und Wissenschaft” (EU Program “Training and Mobility of Researchers”) is acknowledged.


text:
# REFERENCES

Something mysterious with neutrinos is a foot. It is clear that about half of the upward going atmospheric $`\nu _\mu ^{}s`$ are mising. Furthermore, about half of the solar $`\nu _e^{}s`$ have also disappeared. There is also strong evidence that $`\nu _e\nu _\mu `$ oscillations take place with small mixing angles from the LSND experiment. An elegant explanation of these facts is that each neutrino oscillates maximally with an approximately sterile partner, with small angles between generations. For the status of the maximal $`\nu _e\nu _s`$ solution to the solar neutrino problem, see Ref.. The status of the maximal $`\nu _\mu \nu _s`$ solution to the atmospheric neutrino problem is the subject of this paper.

As was pointed out sometime ago, both $`\nu _\mu \nu _s`$ and $`\nu _\mu \nu _\tau `$ oscillations are able to explain the sub-GeV and multi-GeV superKamiokande single ring events (while 2 flavour $`\nu _\mu \nu _e`$ oscillations cannot because there is no observed anomaly with the electron events). Recently, however, the SuperKamiokande Collaboration have argued that the $`\nu _\mu \nu _s`$ oscillation explanation of the observed deficit of atmospheric neutrinos is disfavoured at more than 99% C.L., while the interpretation interms of $`\nu _\mu \nu _\tau `$ oscillations fits all of their data extremely well. This conclusion relies on an analysis of the upward through going muon data (UTM), the partially contained events with $`E_{visible}>5GeV`$(PC) and the neutral current enriched multi-ring events (NC). These data sets lead to slightly different expectations for the $`\nu _\mu \nu _\tau `$ vs $`\nu _\mu \nu _s`$ oscillations because of earth matter effects for $`\nu _\mu \nu _s`$ oscillations which are important for UTM and PC events while neutral current interactions in the detector are utilized for the NC events. These three data sets, obtained from Ref. (for 1100 live days), are shown in Figures 1a,b,c. Also shown is the theoretically expected result for maximal $`\nu _\mu \nu _s`$ oscillations with $`\delta m^2=3\times 10^3eV^2`$ also obtained from Ref.. SuperKamiokande analyse the data by taking particular ratios and have not as yet provided detailed justification of the systematic uncertainties in the theoretically expected rates.

Let us discuss each of the three data sets in turn: a) Upward through going muons: The overall normalization of the through going muon fluxes have an estimated 20 % uncertainty, however the uncertainty in the expected shape of the zenith angle distribution is significantly lower (for some discussion of these uncertainties, see Ref.). A recent estimate of the uncertainty in the vertical/horizontal ratio due to the uncertainties in the atmospheric fluxes is of order 4%. This systematic uncertainty is dominated by the uncertainty in the ratio $`K/\pi `$ produced in the atmosphere from the interactions of cosmic rays. In addition there will be other uncertainties in the shape of the zenith angle distribution due to the uncertainty in the energy dependence of the neutrino - nucleon cross section  Uncertainties in the energy dependence of the cross section leads to uncertainties in the expected shape of the zenith angle distribution of UTM events, because the zenith angle dependence of the atmospheric neutrino flux is energy dependent. and from cosmic ray muons masquerading as neutrino induced muons. The latter uncertainty, while mainly affecting the most horizontal bin ($`0.1<\mathrm{cos}\mathrm{\Theta }<0`$) may be very important, as we will show. b) Partially contained events (with $`E_{visible}>5GeV`$). The systematic uncertainty in the expected normalization of these events is quite large, again of order 20%. The systematic uncertainty on the expected shape of the zenith angle distribution of these events should be relatively small ($`\stackrel{<}{}few\%`$ in the up/down ratio). c) Neutral current enriched multi-ring events. The systematic uncertainty in the expected normalization is again quite large, of order 20-40% due to the highly uncertain cross sections (as well as the uncertain atmospheric fluxes). The uncertainty in the expected shape of the zenith angle distribution will of course be much smaller, but may be significant (i.e. of order 5% in the up/down ratio). The uncertainty is due in part to the uncertainty in the relative contributions due to $`\nu _e`$ interactions (which are expected to be approximately up/down symmetric) and $`\nu _\mu `$ interactions (which are up/down asymmetric due to the oscillations affecting the upward going $`\nu _\mu `$’s). The relative contributions due to the neutral current weak interactions and the charged current weak interactions will also be uncertain. In addition to the cross section uncertainties there are also the uncertainties in the scattering angle distribution between the angles of the multi-ring events and the incident neutrino.

Note that the normalization uncertainties between the three data sets will be largely uncorrelated because of the different energy ranges for the atmospheric neutrino fluxes and also because of the different cross sections involved. Nevertheless, some weak correlation between UTM and PC events may be expected. While analysing the data using ratio’s does eliminate the normalization uncertainty, the remaining uncertainties will be important for the data sets a) and c). Furthermore, a conclusion based on particular ratios could only be robust if it agreed with a $`\chi ^2`$ fit of the binned data points. SuperKamiokande are in the best position to do this for their data, and we hope that they will do this at some point.

In the meantime we will do this using the superKamiokande theoretical Monte-Carlo results for their given test point of maximal mixing with $`\delta m^2=3\times 10^3eV^2`$ (which is not expected to be the best fit for $`\nu _\mu \nu _s`$ oscillations). We define the $`\chi ^2`$ by:

$$\chi _{total}^2=\chi _{UTM}^2+\chi _{PC}^2+\chi _{NC}^2,$$
(1)
with

$$\chi _y^2=\underset{i=1}{\overset{10}{}}\left(\frac{data_y(i)f_y\times theory_y(i)}{\delta data_y(i)}\right)^2+\left(\frac{f_y1}{\delta f}\right)^2,$$
(2)
where $`y=UTM,PC,NC`$ and the sum runs over the 10 zenith angle bins, and $`\delta data_y`$ is the statistical uncertainty in the data, $`data_y(i)`$. The normalization factor, $`f_y`$ parameterizes the overall normalization uncertainty in the theoretical expected value, $`theory_y(i)`$, and $`\delta f_y`$ is the expected normalization uncertainty, and we take $`\delta f_y=0.2`$ for $`y=UTM,PC,NC`$. It is understood that $`\chi _y^2`$ is minimized with respect to $`f_y`$.

Doing this exercise (using the superKamiokande experimental data, $`data_y(i),\delta data_y(i)`$ and also the superKamiokande theoretically expected results $`theory_y(i)`$ for maximal mixing with $`\delta m^2=3\times 10^3eV^2`$), we find that $`\chi _y^2`$ is minimized when $`f_{UTM}0.90`$, $`f_{PC}0.87`$ and $`f_{NC}1.07`$. In Figures 2a,b,c we compare the data with $`f_ytheory_y(i)`$, which is the theoretical prediction for $`\delta m^2=3\times 10^3eV^2`$ (neglecting systematic uncertainties in the shape). We obtain the following $`\chi _y^2`$ values:

$`\chi _{UTM}^2=17.0for10degreesoffreedom,`$ (3)
$`\chi _{PC}^2=13.4for10degreesoffreedom,`$ (4)
$`\chi _{NC}^2=16.0for10degreesoffreedom.`$ (5)
Thus we obtain $`\chi _{total}^246`$ for $`30`$ degrees of freedom which corresponds to an allowed C. L. of about 3%. While this allowed C.L. is low, it is only a lower limit because we haven’t varied $`\delta m^2`$ or incorporated the systematic uncertainties in the shape of $`theory_y(i)`$, which we now discuss.

Varying $`\delta m^2`$ within the allowed region identified from a fit to the contained events should improve $`\chi _{PC}^2`$ somewhat as well as slightly improving $`\chi _{UTM,NC}^2`$. For example, for $`\delta m^2=5\times 10^3eV^2`$ using our code developed in Ref. we find that $`\chi _{PC}^212`$ (c.f. $`13.4`$ for $`\delta m^2=3\times 10^3eV^2`$).

With regard to the UTM and NC events the effect of systematic uncertainties on $`\chi ^2`$ can be very dramatic. We illustrate this by introducing a slope factor s(i) defined by

$$s(i)=0.95+0.01i,$$
(6)
where $`i=1,\mathrm{},10`$ (with $`i=1`$ the vertical upward going bin). In Eq.(2) we replace $`f_{UTM}(i)s(i)f_{UTM}(i)`$, which is roughly within the estimated 1-sigma systematic uncertainty for the UTM events. In fact, this would be roughly equivalent to reducing the atmospheric $`K/\pi `$ ratio by about $`3040\%`$ to be compared with the estimated $`25\%`$ uncertainty for the $`K/\pi `$ ratio. While the uncertainty in the $`K/\pi `$ ratio may be the largest single contribution to the uncertainty in the shape of the zenith angle distribution of UTM events, the total systematic uncertainty in the shape of the zenith angle distribution gets many contributions  Due to e.g uncertainty in the energy dependence of the neutrino nucleon cross section, uncertainty in the interaction length of the cosmic rays in the upper atmosphere, modelling of the atmosphere, uncertainty in the primary cosmic ray energy spectrum and composition of cosmic rays etc. which is why the slope factor in Eq.(6) might be expected to be roughly within the 1-sigma systematic uncertainty. With the above slope factor, we find $`\chi _{UTM}^213`$, which represents a significantly improved fit. From our ealier discussion, the systematic uncertainties in the shape of the zenith angle distribution of the events for UTM and NC events are expected to be completely uncorrelated. This means that the best fit for the NC events can have a slope factor with a slope of a different sign, and this is needed to improve the fit. To illustrate the effect then, for NC we replace $`f_{NC}(i)f_{NC}(i)/s(i)`$ and find $`\chi _{NC}^212`$. This demonstrates that a $`\chi ^2`$ fit to the three data sets incorporating the systematic uncertainties and varying $`\delta m^2`$ would be expected to reduce $`\chi _{total}^2`$ by at least 9 leading to a $`\chi _{total}^2`$ of about 37 or less. This corresponds to an allowed C.L. of 15% or more. Of course a global fit of all the superKamiokande data gives a much larger allowed C.L. because of the excellent fit of the $`\nu _\mu \nu _s`$ oscillations to the lower energy contained events (both sub-GeV and multi-GeV). The results obtained for UTM and NC events using the slope factor $`s(i)`$ are given by the dotted lines in Figure 2a,c.

We would also like to emphasise that the poor $`\chi ^2`$ fit for UTM events is due largely to the most horizontal bin ($`0.1<\mathrm{cos}\mathrm{\Theta }<0`$). Excluding this bin we find that

$$\chi _{UTM}^2=12.5for9bins$$
(7)
excluding any systematic uncertainty in the shape of the zenith angle distribution (i.e. with $`s(i)=1`$). The reason for questioning the horizontal bin is clear: It is expected that the systematic uncertainty for the most horizontal bin should be relatively large. This is because atmospheric muons can contribute. (In fact the Kamiokande collaboration made the cut $`\mathrm{cos}\mathrm{\Theta }<0.04`$ and incorporated large systematic errors for this bin). SuperKamiokande, in their published analysis of 537 days  included the whole horizontal bin, and made an estimate of the contamination of atmospheric muons in this bin (of order 4%) and subtracted it off. This is based on an extrapolation from $`\mathrm{cos}\mathrm{\Theta }>0`$ where the background falls off exponentially. This exponential assumption is not discussed in any detail, and needs to be justified if it can be. In fact, from their Figure 1, which compares the distribution of through-going muons near the horizon observed by superKamiokande for regions with thick and thin rock overburden, it seems possible that the atmospheric muon background could be higher by a factor of two or three or even more. This is rather important. For example, if a background of $`10\%`$ is assumed (which means that we must lower the superKamiokande data value by $`6\%`$ for this bin), then we obtain a $`\chi _{UTM}^214`$ for 10 degrees of freedom (excluding the effects of the systematic uncertainties in the shape of the zenith angle distribution, i.e. $`s(i)=1`$) or $`\chi _{UTM}^211`$ including the modest slope factor in Eq.(6). Unless the level of contamination of atmospheric muons in the horizontal bin can be rigorously justified, it is probably safest to exclude the horizontal bin altogether because the systematic uncertainties may be so large as to make it too uncertain to be useful§§§ In terms of analysis with ratio’s we suggest that the vertical be defined as $`1<\mathrm{cos}\mathrm{\Theta }<0.5`$ and the horizontal as $`0.5<\mathrm{cos}\mathrm{\Theta }<0.9`$..

Thus, we have shown that a $`\chi ^2`$ analysis of the recent upward through going muon binned data, partially contained events with $`E_{visible}>5GeV`$ and neutral current enriched multi-ring events does not exclude maximal $`\nu _\mu \nu _s`$ oscillation solution to the atmospheric neutrino problem with any significant confidence level. This is not inconflict with the superKamiokande results since they fit three particular ratio’s rather than the binned data. However it does show that the conclusion that the $`\nu _\mu \nu _s`$ osillations are disfavoured does depend on how one analyses the data. Furthermore, the overall fit (i.e. including also the lower energy single ring events) of the $`\nu _\mu \nu _s`$ oscillations to the superKamiokande data is good. Fortunately future data will eventually decide the issue. In the meantime, important work needs to be done on carefully estimating and checking the possible systematic uncertainties.

Acknowledgement

The author would like to thank Paolo Lipari and Ray Volkas for many related discussions/communications and for comments on a preliminary version of the paper. The author is an Australian Research Fellow.

Figure Captions

Figure 1: SuperKamiokande data for the upward through going muons (Fig.1a), partially contained events with $`E_{visible}>5GeV`$ (Fig.1b) and neutral current enriched multi-ring events (Fig.1c), all obtained from Ref.. Also shown are the superKamiokande expected results for maximal $`\nu _\mu \nu _s`$ oscillations with $`\delta m^2=3\times 10^3eV^2`$, also obtained from Ref.. Figure 2: Same as Figure 1 except that the theoretical expectation for maximal $`\nu _\mu \nu _s`$ oscillations with $`\delta m^2=3\times 10^3eV^2`$, are renormalized by an overall scale factor (as discussed in the text). In Figures 2a and 2c, the dotted line includes the effect of a modest correction to the expected shape of the zenith angle distribution given by Eq.(6), as discussed in the text.


text:
# Normal scaling in globally conserved interface-controlled coarsening of fractal clusters

\[

## Abstract

Globally conserved interface-controlled coarsening of fractal clusters exhibits dynamic scale invariance and normal scaling. This is demonstrated by a numerical solution of the Ginzburg-Landau equation with a global conservation law. The sharp-interface limit of this equation is volume preserving motion by mean curvature. The scaled form of the correlation function has a power-law tail accommodating the fractal initial condition. The coarsening length exhibits normal scaling with time. Finally, shrinking of the fractal clusters with time is observed. The difference between global and local conservation is discussed.

\]

Dynamics of growth of order from disorder in coarsening systems with long-range correlations is an intriguing problem which appears in phase ordering  and in many other applications. Systems with long-range correlations are often characterizable by fractal geometry . Therefore, a lot of attention has been devoted recently to a variety of “fractal coarsening” problems . A typical (though not the only) setting for fractal coarsening is the following. At an earlier stage of the dynamics a fractal cluster (FC) develops due to an instability of growth of the “minority phase” . When the mass (or heat) source is depleted, coarsening by surface tension becomes dominant. The main question concerns possible scaling relations and universality classes in this type of coarsening.

A major simplifying assumption in the analysis of a coarsening process is dynamic scale invariance (DSI) (see review ). The DSI hypothesis was first applied to fractal coarsening by Toyoki and Honda  who considered systems with non-conserved order parameter. Implications of (mass) conservation in fractal coarsening were considered more recently . Most remarkable of them is predicted shrinking of the FCs in the process of coarsening. However, there has been no convincing evidence (neither in experiment, nor in simulations) in favor of DSI in conserved fractal coarsening. Moreover, anomalous scaling and breakdown of DSI were observed in recent simulations of locally conserved edge-diffusion-  and bulk-diffusion-controlled  fractal coarsening. This communication reports our finding that DSI and normal scaling hold in the process of interface-controlled fractal coarsening with a globally conserved order parameter. This system is apparently the first realistic conserved fractal coarsening system where this simplifying and beautiful concept is found to work.

Globally conserved interface-controlled coarsening is accessible in experiment. Consider the sublimation/deposition dynamics of a solid and its vapor in a small closed vessel kept at a (constant) low temperature . As the acoustic time in the gas phase is short compared to the coarsening time, the gas pressure (and, consequently, density) remains uniform in space, changing only in time. This character of mass transport makes the coarsening dynamics conserved globally rather than locally, which leads to a different kinetics. Another example appears in the context of attachment/detachment-controlled nanoscale fluctuations at solid surfaces . There is also a strong recent evidence in favor of interface-controlled transport during the cluster coarsening in driven rapid granular flows .

Here is an outline of the rest of the paper. We shall work with the Ginzburg-Landau equation with a global conservation law. The corresponding sharp interface theory is reducible, at large times, to volume preserving motion by mean curvature. Assuming DSI, one can then predict scaling behavior of the correlation function, shrinking of FCs with time and normal scaling of the coarsening length $`l(t)`$. Our extensive numerical simulations of the coarsening of two-dimensional (2d) diffusion-limited aggregates (DLAs) support all these predictions. We shall conclude by pointing out the main difference between global and local conservation.

We adopt a simple Landau free energy functional:

$$F[u]=\left[(1/2)(u)^2+V(u)+Hu\right]d^d𝐫,$$
(1)
where $`V(u)=(1/4)(1u^2)^2`$ is a double-well potential, $`u(𝐫,t)`$ is the order parameter and fluctuations are neglected. The effective “magnetic field” $`H=H(t)`$ changes in time so as to impose a global conservation law: $`<u>=\text{const}`$, where $`<\mathrm{}>`$ denotes a spatial average:

$$<\mathrm{}>=L^d(\mathrm{})d^d𝐫,$$
(2)
$`L`$ is the system size and the integration is over the whole system. The dynamics is described by a simple gradient descent:

$$\frac{u}{t}=\frac{\delta F}{\delta u}=^2u+uu^3H(t).$$
(3)
It follows from Eq. (3) and the conservation law that $`H(t)=<uu^3>`$ (either no-flux, or periodic boundary conditions are assumed), so Eq. (3) is a nonlocal reaction-diffusion equation . In the context of phase ordering it can be called the Ginzburg-Landau equation with a global conservation law. To make a theoretical progress, one should work in the sharp-interface limit  valid at late times, when the system already consists of large domains of “phase 1” and “phase 2” divided by a sharp interface. At this stage $`H(t)`$ is both small, $`H(t)1`$, and slowly varying in time. The phase field in the phases $`1`$ and $`2`$ is uniform and rapidly adjusts to the current value of $`H(t)`$, so $`u=1H(t)/2`$ and $`1H(t)/2`$, respectively. For brevity, we will consider 2d-case. The normal velocity of the interface is

$$v_n(s,t)=\frac{3}{\sqrt{2}}H(t)\kappa (s,t),$$
(4)
where $`s`$ is the coordinate along the interface and $`\kappa `$ is the local curvature of the interface. The positive sign of $`v_n`$ corresponds to the interface moving toward phase $`2`$, while $`\kappa `$ is positive when the interface is convex towards phase $`2`$.

An equation for $`H(t)`$ follows from the global conservation law which takes the form

$$\frac{4A(t)}{L^2}H(t)=\text{const},$$
(5)
where $`A(t)=_{u(𝐫,t)>0}d^2𝐫`$ is the cluster area.

Eqs. (4) and (5) make a closed set and provide a general sharp-interface formulation to the Ginzburg-Landau equation with a global conservation law. Often they can be simplified further. Compute the area loss rate of the cluster:

$$\dot{A}(t)=v_n(s,t)𝑑s=\mathrm{\Lambda }(t)\left[\frac{3}{\sqrt{2}}H(t)\overline{\kappa (s,t)}\right],$$
(6)
where $`\overline{\kappa (s,t)}`$ is the curvature averaged over the whole interface:

$$\overline{\kappa (s,t)}=\frac{1}{\mathrm{\Lambda }(t)}\kappa (s,t)𝑑s,$$
(7)
and $`\mathrm{\Lambda }(t)`$ is the cluster perimeter. If the cluster area is conserved, then $`H(t)=(\sqrt{2}/3)\overline{\kappa (s,t)}`$ which yields

$$v_n(s,t)=\overline{\kappa (s,t)}\kappa (s,t).$$
(8)
This is area-preserving motion by curvature (in 2d), or volume-preserving motion by mean curvature (in 3d) . Dynamics (8) shortens the interface length (in 2d), or area (in 3d) . This nonlocal coarsening model is simpler than the better known “Laplacian coarsening model” (derivable from the Cahn-Hilliard equation ) which describes the late-time asymptotics of the locally-conserved bulk-diffusion-controlled coarsening.

Assuming DSI and using Eq. (8), one obtains normal scaling for the characteristic coarsening length: $`l(t)t^{1/2}`$. Therefore, global conservation does not change the scaling law. The same result (again, when assuming DSI) follows from dynamic renormalization group arguments applied to Eq. (3) (with a Gaussian white noise term) . For short-range correlations this result was supported by particle simulations of critical  and off-critical  quench, and by a numerical solution of Eq. (3) for both critical, and off-critical quench .

Let us return to fractal coarsening. The initial conditions represent FCs that are characterizable by their fractal dimension $`D`$ on an interval of scales between the lower cutoff $`\stackrel{~}{l}_0`$ and the upper cutoff $`\stackrel{~}{L}_0`$. The DSI-based coarsening scenario  assumes that the fractal dimension of the cluster remains constant on a shrinking interval of distances between the lower cutoff $`\stackrel{~}{l}(t)`$ (which has the same dynamic scaling as the coarsening length), and the upper cutoff $`\stackrel{~}{L}(t)`$. Now, the perimeter $`\mathrm{\Lambda }`$ and area $`A`$ of the FC can be estimated as

$$\mathrm{\Lambda }l(\stackrel{~}{L}/l)^D\text{and}Al^2(\stackrel{~}{L}/l)^D,$$
(9)
respectively. Then area conservation yields $`Ll^{(D2)/D}t^{(2D)/2D}`$ which implies that the FC shrinks with time . This follows $`\mathrm{\Lambda }(t)l^1(t)t^{1/2}`$. One can also predict the asymptotic shape of the equal-time pair correlation function at large times: $`C(r,t)g[r/l(t)]`$. At distances $`rl(t)`$ from a typical reference point inside the cluster the correlation function should obey the Porod law: $`g(\xi )=1k\xi `$ with a constant $`k`$ of order unity. At $`l(t)r\stackrel{~}{L}(t)`$ $`g(\xi )\xi ^{D2}`$ (see Ref. ), a power-law tail with the same exponent as in $`C(r,t=0)`$.

In order to check these predictions, we solved Eq. (3) numerically on a domain $`2048\times 2048`$ with no-flux boundary conditions. The accuracy of the numerical scheme was monitored by checking the (approximate) conservation law (5) which was found to hold with an accuracy better than $`0.2`$% for $`t>3`$.

We used $`10`$ different DLA clusters  as the initial conditions. These clusters (like the one shown in Fig. 1, upper left) had a radius of order $`10^3`$. To prevent fragmentation at an early stage of coarsening, the clusters were reinforced by an addition of peripheral sites, similar to Ref. . The average fractal dimension of the initial clusters, determined from the averaged pair correlation function, was $`1.75`$.

Introducing the density $`\rho (𝐫,t)=(1/2)[u(𝐫,t)+1]`$, we identified the cluster as the locus where $`\rho (𝐫,t)1/2`$. Typical snapshots of the coarsening process are shown in Fig. 1. One can see that larger features of the FC grow at the expense of smaller ones. At late times the cluster shrinks, in agreement with the prediction of DSI . A similar shrinking is evident in the pictures obtained in Monte Carlo simulations of area-preserving interface-controlled coarsening , although the authors of Ref.  did not comment on it.

To characterize the coarsening process, several quantities were sampled and averaged over the $`10`$ initial conditions:

1. The cluster area.
2. The (circularly averaged) correlation function, normalized at r=0:

$$C(r,t)=\frac{<\rho (𝐫^{}+𝐫,t)\rho (𝐫^{},t)>}{<\rho ^2(𝐫^{},t)>}.$$
(10)
3. The coarsening length scale $`l(t)`$, computed from the equation $`C(l,t)=1/2`$. $`l(t)`$ can be interpreted as the typical width of the cluster branches.
4. The cluster perimeter $`\mathrm{\Lambda }(t)`$ computed by a standard algorithm .

The cluster area was found to be constant with an accuracy better than $`0.5\%`$ for $`t>10`$, and better than $`0.15\%`$ for $`t>100`$. Hence, area preserving motion by curvature, Eq. (8), provides an accurate description to this regime. Figure 2 shows that, at late times ($`t>100`$), $`C(r,t)`$ approaches a scaled form. The scaled function has a long-range power-law tail with an exponent $`D2`$ (the same as in the initial condition), see the inset of Fig. 2. Noticeable is the absence of any additional dynamic length scales, in a striking contrast to the locally conserved fractal coarsening . The dynamics of $`l(t)`$ is shown in Fig. 3. The same figure shows a pure $`t^{1/2}`$ power-law line (serving as a reference for the expected late-time behavior) and a corrected power-law fit $`l(t)=l_0+bt^\alpha `$ with $`\alpha =0.49`$, $`b=1.2`$ and $`l_0=5.0`$.

The inset of Fig. 3 illustrates a different method  of determining the dynamic exponent. One defines a (time-dependent) effective exponent: $`\alpha _0(t)=d\mathrm{ln}l(t)/d\mathrm{ln}t`$. Under the normal scaling assumption, one can determine the “true” dynamic exponent by plotting $`\alpha _0(t)`$ versus $`l^1(t)`$ and extrapolating it to $`t\mathrm{}`$, that is to $`l^1(t)0`$. The numerical value of $`\alpha _0(t)`$ is computed from $`\alpha _0(t)=\mathrm{log}_{10}\left[l(10t)/l(t)\right]`$. This procedure yields $`\alpha =0.50`$. Therefore, $`l(t)`$ exhibits normal scaling.

The same procedures were used for an analysis of the dynamic behavior of the cluster perimeter $`\mathrm{\Lambda }(t)`$. We found that $`\mathrm{\Lambda }^1(t)`$ exhibits the same normal scaling: $`\mathrm{\Lambda }^1(t)t^{1/2}`$. Irisawa et al.  reported an exponent $`0.38`$ for the inverse perimeter. Their graph shows, however, that the effective exponent increases at late times. We believe that a careful analysis of their data would also lead to an exponent of $`1/2`$.

Thus, all predictions following from the DSI hypothesis: the normal scaling of $`l(t)`$, shrinking of the FC and scaling behavior of correlation function (including its power-law tail), are confirmed by numerical simulations. We therefore conclude that globally-conserved interface-controlled fractal coarsening exhibits DSI and normal scaling. This behavior stands in contrast to the breakdown of scale invariance observed in diffusion-controlled coarsening of FCs , where the order parameter is conserved locally. The mechanism of scaling violations in locally-conserved systems is not entirely clear at present, therefore a comparison between the two types of systems can be instructive. We relate the difference in scaling behavior to an important (and simple) difference in the character of transport. Global transport, characteristic for interface-controlled systems, is uninhibited by Laplacian screening effects typical for locally conserved systems. Therefore, large-scale dynamics is always present in globally-conserved systems, but is suppressed in locally-conserved ones. This difference is observed already in a very simpler setting of an area-preserving coarsening (shrinking) of long slender bars. In the locally-conserved case the bar acquires a dumbbell shape, while its initial width remains (almost) constant and represents a relevant length scale until late times . On the contrary, in the globally conserved case the shrinking bar has a finger-like shape, and its dimensions are changing on the same time scale .

We are grateful to Azi Lipshtat for help. This work was supported in part by a grant from the Israel Science Foundation, administered by the Israel Academy of Sciences and Humanities.


text:
# Study of the spatial resolution achievable with the BTeV pixel sensors

## 1 Introduction

BTeV is an experiment designed to explore heavy flavor phenomenology thoroughly , with particular emphasis on mixing, $`CP`$ violation and rare and forbidden decays. The pixel detector system is crucial to the experiment. We have engaged in a thorough study of several different factors influencing the sensor performance, with particular emphasis on spatial resolution and detector occupancy. As the radiation dose is very intense at small distances from the beam axis, our main emphasis is on $`n^+np^+`$ sensors , where the collected charge carriers are electrons.

We report the most important results on the expected performance of the BTeV baseline front end-sensor systems, as well as a comparison between our predictions and results recently obtained in a test beam run that took place at Fermilab, where we took extensive data using different prototype sensors and readout electronics .

## 2 Spatial resolution studies

We have investigated several factors affecting the spatial resolution, in particular charge diffusion, magnetic field, electronic noise, discriminator threshold and digitization resolution.

We have modeled the signal induced by minimum ionizing tracks traversing silicon using a charge straggling distribution function supported by experimental data and a detailed theoretical model of the interactions responsible for the energy loss in silicon . The detector has been conceptually divided into $``$ 30 $`\mu `$m thick slices to model fluctuations in the energy deposition along the charged particle track path. The most probable charge signal produced by a minimum ionizing particle in the 280 $`\mu `$m p-stop sensors used in the test beam data is found to be 24000 $`e^{}`$ with a full width at half maximum of 10000 $`e^{}`$, in good agreement with the corresponding parameters of the measured distribution .

Electrons and holes produced by the energy deposited by a traversing charged particle drift along the electric field lines ($`\stackrel{}{E}`$) in the detector. The equations describing this drift motion are:

$`\stackrel{}{J}_e=q\rho _e\mu _e\stackrel{}{E}`$ (1)
$`\stackrel{}{J}_h=q\rho _h\mu _h\stackrel{}{E}`$ (2)
where $`q`$ is the magnitude of the electron charge, $`\mu _e`$ and $`\mu _h`$ are the mobility of electrons and holes respectively, $`\rho _e`$ is the number of free electrons per unit volume, and $`\rho _h`$ is number of free holes per unit volume.

The charge cloud spreads laterally due to diffusion. The parameters characterizing the drift in the electric field ($`\mu _h`$, $`\mu _e`$) are related to the parameter describing the diffusion of the charge cloud ($`D_h`$,$`D_e`$) by the Einstein equation:

$$D_{h(e)}=\frac{kT}{q}\mu _{h(e)}$$
(3)
where $`D_h`$ and $`D_e`$ are the diffusion coefficients and $`kT`$ is the product of the Boltzmann constant and the absolute temperature of the silicon. The average square deviation with respect to the trajectory of the collected charge without diffusion is $`<\mathrm{\Delta }r^2>=2D\mathrm{\Delta }t`$. In our study we have used $`\mu _h=400\mathrm{cm}^2/\mathrm{Vs},\mu _e=1450\mathrm{cm}^2/\mathrm{Vs}`$ . A magnetic field perpendicular to $`\stackrel{}{E}`$ produces a distortion of the collected charge distribution parameterized in terms of the Hall mobility $`\mu _H`$, proportional to the drift mobility. Finally, the charge-cloud is collected on more pixels when the incident track crosses the detector at an angle, as the generation points of the electron-hole pairs spread out along the track path. These various effects are illustrated in Fig. 1 as a function of the incident angle $`\theta `$.

The discriminator threshold also influences the spatial resolution. In this study we have assumed that only the pixels having a signal above threshold are read out, and we have varied the threshold for analog and binary readout. Fig. 2 (top) shows the effect of increasing the threshold for an incident angle $`\mathrm{\Theta }=300`$ mr, for analog and digital readout respectively. The bottom plot shows the fraction of events having $`N`$ pixels hit for a given threshold. For instance, for a threshold of 1000 electrons, about 60% of the events have 3 pixels hit, and about 40% have 2 pixels hit. The resolution achievable for binary readout shows a characteristic oscillatory behavior as we change the threshold. As the digital clustering algorithm exploits the information provided by the number of pixels in a cluster, its accuracy is best when there is an almost equal population in two different cluster sizes: the smaller cluster corresponding to a track incident in a pixel center and the bigger cluster corresponding to incidence close to the boundary between two pixels. In the analog readout case, the accuracy of any position reconstruction algorithm is degraded as the threshold increases.

A pixel detector has the potential for being a very low noise system, since the capacitive load at the input of the charge sensitive preamplifier is negligible. We have achieved  100 $`e^{}`$ noise or below on the test bench. In order to take full advantage of the low noise, the minimum threshold spread among channels needs to be small. The measured spread in the devices used in the test beam run is about 380 $`e^{}`$ . Prototypes of the more advanced version of this design show that a threshold spread of 180 $`e^{}`$ or better is achievable. Therefore noise and threshold spread figures are not a limiting factor in the detector performance.

An analog readout is a preferred solution for several reasons, including more effective monitoring of the stability of the detector properties and improvement in the spatial resolution. We need to know how many bits are required because the analogue circuit must fit within the small pixel cell boundary. Furthermore, we need to extract the digitized information very quickly. We have thus investigated several different combinations of ADC transfer functions, varying both the dynamic range and the digitization accuracy. Fig. 3 shows an example where the expected performance of our analog front end electronics combined with a logarithmic 3 bit flash ADC is shown. As a comparison, the resolution expected from a 8 bit linear ADC is included. Note that the difference is not too dramatic. This supports our conclusion that the digitization resolution of 3 bits, chosen for our front end electronics, FPIX2, is optimal for our application.

In order for this simulation tool to be effective, its accuracy must be checked with experimental data. We have done a systematic study of the performance expected from various sensor and readout electronics combinations used in the recently completed test beam run. Details on the data taken and the analysis procedure are given elsewhere in these proceedings . The comparison between predicted and measured resolution is shown in Fig. 4 for two different digitization accuracies (8 bit and 2 bit ADCs) as well as binary readout. The data for the two ADCs tested were taken with different thresholds. Fig. 4 includes a simulation of the 2 bit ADC case with the lower threshold, showing that the higher threshold used with the coarser ADC resolution is a dominant effect, in particular at small incidence angles. The agreement with the data is very good, especially if we take into account that factors like imperfect alignment, track projection errors and angular resolution have not yet been included.

## 3 Conclusions

The Monte Carlo simulation algorithm discussed in this paper has been a key element in our optimization of the baseline design of the BTeV pixel detector system. The good agreement with recent test beam data gives us confidence that the most important factors affecting the pixel performance are modeled accurately and that this baseline design will be an excellent tool to achieve our physics goals.

While the results presented here are specific to the BTeV experiment, the algorithm developed is quite general and can be applied to other detector systems.

## 4 Acknowledgements

We thank D. Christian, S. Kwan, R. Mountain and S. Stone for interesting discussions. MA thanks the organizers for a very informative workshop, in a beautiful setting. This work was supported by the U.S. National Science Foundation.


text:
# It is the ambiguity. (But only three generations)

## 1 Introduction

It is known  that the usual ambiguity in the definition of (partial) derivatives of a function becomes a source of problems when we go to quantum theory. The simplest example is Feynman quantum mechanics (or 0+1 dimensional field theory), where different elections of discretisation for the derivative drive to different ordering rules in the quantized theory; Weyl corresponds to the symmetric one, Born-Jordan to the forward derivative, and so on, and even more exotic effects could be got by gauging the ambiguity.

My paper  has been understood in  as if it were giving theoretical support to the existence of a fourth generation. Indeed, as it is pointed in  and also previously in , I believe that the ambiguities of a discrete curvature only point to three generations, the extant ambiguity being absorbed in a scale parameter which relates to Plank constant (and, to the deformation parameter of the calculus). It is my fault that this process is just half cooked, in sparse references at the end of  and, as appendix, in . I apologize I can not help with a detailed example yet, so in order to try to clear the confusion, this paper can only to expand on the ideas of our previous .

So, please consider this note as a traditional conference poster, trying to put illustrations to the previous work. The examples of the previous papers were formulated in the context of non commutative geometry. Here we will keep ourselves in the conceptual cloud.

## 2 Pictorial image

The main observation, figure (1), is that to define a vector tangent at a point $`x_0`$ we need to build two series of points approaching $`x_0`$, so the limit $`(x_2x_1)/ϵ`$ will give the tangent vector. It seems that there are two ambiguities, to choose $`x_2`$ and to choose $`x_1`$, but one of them can be absorbed into the scale parameter. The extant ambiguity is the one we proposed to consider a mass.

Consider now, as in figure (2), a curve of which we want to know the curvature at a point. This implies to give four points, so the orthogonal to two q-tangent vectors will cross marking the position of the radius of curvature, and giving us the inverse of the curvature when the continuous limit is approached.

Again the scale can absorb one of the ambiguities, and we have three free parameters, that we can identify with three masses.

When going to higher dimensions, the play is not more ambiguous, but it is more complicated (Figure 3). The curvature tensor is build from the curvatures of the geodesic surface tangent to each 2-plane. Every direction must be considered, and dependences between the ambiguities of orthogonal directions are not clear.

There are ways to simplify the task, for instance asking for additional restrictions (isotropy, homogeneity) to the space-time manifold. In any case, we should expect now to multiply our degeneration times the number of dimension of space time, to be able to cope with every curvature. Thus we will get four particles (from space-time dimension) and three generations (from ambiguity).

Last, consider how the scale parameter could come into play. Every tangent vector is defined via tales theorem, figure (4), relating the time (or parameter of the curve) with the distance. Classically each triangle is well defined at each point of the curve. Now, doubts can be raised when we make an integration (figure 5) in the ”deformed” way, before any limit. It seems that we should introduce an scale parameter $`ϵ`$, to be able to add the quantities of each triangle, and that the continuous limit should come when $`ϵ0`$.

The process as I see it is a little more involved, as first one needs to use scale invariance to go from a bare $`ϵ`$ to a renormalized $`h`$, and the classical limit is $`h0`$. This method is needed because the groupoid of paths given by Connes does not add $`(x,y,t)(y,z,t)`$ to $`(x,z,2t)`$ but to $`(x,z,t)`$.

## 3 Interdisciplinary work

The most popular of all the regularisation problems is the one of fermion doubling, which happens when we try to quantize fermions in lattice quantum field theory. Here, if we use only the symmetric definition of derivative we finish with a set of $`2^d`$ fermions for each initial fermion in the theory. Wilson cures this by incorporating the ambiguity to the theory, building each derivative as a combination of symmetric and antisymmetric part, and then giving a high mass to the antisymmetric combination, which controls the unwanted degrees of freedom. Recently  Wilson’ approach has been resuscited and the Ginsparg-Wilson condition is looking for a place in non commutative geometry. Lüscher’ approach is perhaps closest to Dimakis or Majid ones, but Balachandran  is already looking for a role for it near to the axiomatic of NCG manifolds.

From the point of view of non commutative geometry, it seems  that naive lattice field theory does not qualify as a differential geometry, as even when multiple copies of elements are taken (which seems needed to cope with NCG first order axiom), it fails to fulfill Poincare duality. To get out of this trap, the suggestion should be to act with the Dirac operator in different points of the space.

We will do this by introducing small finite differences between the fields attached to each fermion, and relating this difference to the inverse of the mass reasoned in the pictorial show, so that in the very low energy limit the implemented difference becomes equal to the derivative it discretizes. Our goal is to expand NCG Lagrangian to contain information about quantization ambiguity, but with this technique we also get to introduce the spectrum of masses.

Time ago in Barcelona, Alain, in a dual session with Asthekar, suggested that the newer versions  of the Connes-Lot approach should be seen as an low energy approximation to a completely non commutative space only visible at high energy. In some sense, here the methodology is reversed, betting first of a ”very non commutative” model and trying to guess a method to go down to low energy. At very low energy, only gravity should be seen, while at intermediate energy, Connes-Chamseddine or Connes-Lot should be suitable approximations.

Just to visualize such approximation we want to keep ourselves using the Dirac operator formalism. On the other hand, from the Tangent Groupoid construction, we know that the set of functions over the tangent space $`TM`$ of a manifold can be pasted, via Weyl quantization , to the set of kernels $`k(x,y)`$ of operators in a Hilbert space, and this formalism is very near to the finite difference scheme proposed above. It should be nice if our candidates for differential forms had some duality with this space of operators. Also because the tangent groupoid seems closer to q-deformations as made by Majid and others, and to the non-commutative formalism used by lattice theoretists in the above referred works.

## 4 Mass

Basic mass, as we have seen, should be fixed by the position of the vector of figure 1 respective of the point which ”differentiation” is assigned to.

For each particle, a mass relationship can be imposed asking to the second derivatives to give the same result as a iteration of the first derivatives. So the two vectors of a curvature would be given by the positions of the extreme points of the vector giving the first derivative.

Such relationship could be not needed if some geometrical consistency conditions where imposed to the mass matrix. For instance, it is know that Poincare Duality forces the Connes-Lott model generations to be degenerated in mass. More restringent conditions could appear.

Finally, the mass relation between different particles is the touchiest point. My bet is to link it to a preferred kind of metrics, with a preferred set of coordinate systems. Very much as it happens in a spherical set of coordinates: a variation across $`\delta r`$ has no additional weight, variations across $`\delta \theta ,\delta \varphi `$ carry an additional weight $`r`$, and variation across $`\delta \varphi `$ carries an additional term respect to $`\delta \theta `$. In , this was stated with an obscure comparison between quarks and angles.

## 5 Acknowledgements

To gauge the ambiguity is a suggestion of E. Follana, yet to explore. Cheerfully acknowledged, as well as a lot of support to discuss other ideas. Momentum space was seen as configuration space with a field of forces in some coffee talks with J. I. Martinez, according my old notebooks. Again, yet to explore. And, as noted elsewhere, the main thesis of this paper surfaced while a bedroom talk with J. Guerrero at Vietri, where I was driven to think in analogies between the four fundamental fermions and a four dimensional volume form. More about this can be forthcoming in , where we wonder about the relation between junk removal and the Pauli antisymmetrization of $`N`$ fermions.

The relaxing ambiance provided by the folks of La Latina, the Madrid inner neighborhood where I am doing a half sabbatical, should also be acknowledged.


text:
# Unpolarized light in quantum optics

## I Introduction

The quantum theory of polarization formally has the same structure as that for relative phase. This follows from the fact that both observables measure the relative properties of two bosonic modes. As is well known, the phase shift is generated by one of Schwinger’s bosonic SU(2) operators , which form the Lie algebra for linear lossless transformations of two bosonic modes . Similarly, when considering polarization another SU(2) operator appears, generating geometric rotations. This makes it possible to treat the polarization in the same manner as was successfully applied to the relative phase , that is, considering the different excitation manifolds separately. In this way we are able to easily find all the unpolarized quantum states of light first derived by Prakash and Chandra , and later treated by Agarwal  and by Lehner, Leonhardt, and Paul . We think our treatment offers some insight into the nature of polarization at a quantum level.

## II Schwinger’s bosonic SU(2) operators

We will consider a transverse field of light (or more generally, a transverse field of bosons) that can be decomposed into two linearly polarized modes, called $`a`$ and $`b`$. The field is supposed to have a well-defined direction of propagation. Assuming that the two modes have the same frequency, any lossless coupling will leave the number of excitations (photons) unchanged. It is therefore natural to introduce Schwinger’s realization of the SU(2) algebra

$`\widehat{L}_1`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{a}^{}\widehat{b}+\widehat{a}\widehat{b}^{}),`$ (1)
$`\widehat{L}_2`$ $`=`$ $`{\displaystyle \frac{1}{2i}}(\widehat{a}^{}\widehat{b}\widehat{a}\widehat{b}^{}),`$ (2)
$`\widehat{L}_3`$ $`=`$ $`{\displaystyle \frac{1}{2}}(\widehat{a}^{}\widehat{a}\widehat{b}^{}\widehat{b}),`$ (3)
where $`\widehat{a}`$ and $`\widehat{a}^{}`$ denote the annihilation and creation operator of mode $`a`$, respectively. The SU(2) operators satisfy

$$[\widehat{L}_k,\widehat{L}_l]=iϵ_{klm}\widehat{L}_m,$$
(4)
where the Levi-Cività tensor $`ϵ_{klm}`$ is equal to $`1`$ and $`1`$ for even and odd permutations of its indices, respectively, and zero otherwise. The Casimir operator is

$$\widehat{L}^2\widehat{L}_1^2+\widehat{L}_2^2+\widehat{L}_3^2=\frac{\widehat{N}}{2}\left(\frac{\widehat{N}}{2}+1\right),$$
(5)
where $`\widehat{N}=\widehat{a}^{}\widehat{a}+\widehat{b}^{}\widehat{b}`$ is the total photon number. Thus $`\widehat{N}`$ commutes with all the generators $`\widehat{L}_k,k=1,2,3`$, which shows that the coupling described by them are indeed lossless. The Schwinger operators $`\widehat{L}_1`$, $`\widehat{L}_2`$, $`\widehat{L}_3`$, and $`\widehat{L}^2`$ are proportional to the Stokes operators $`\widehat{S}_x`$, $`\widehat{S}_y`$, $`\widehat{S}_z`$, and $`\widehat{S}^2`$, that can be constructed by quantizing the Stokes parameters used to characterise the polarisation state of classical light fields.

The evolutions under the SU(2) algebra span all the linear lossless transformations of two bosonic modes  and they can be written as

$$\widehat{U}(\varphi _1,\varphi _2,\varphi _3)=e^{i(\varphi _1\widehat{L}_1+\varphi _2\widehat{L}_2+\varphi _3\widehat{L}_3)},$$
(6)
where $`\varphi _1,\varphi _2`$, and $`\varphi _3`$ are real. In physical terms, any combination of differential phase shifts and rotations around the direction of propagation can be expressed in this form using the appropriate variables $`\varphi _k`$. Since all the generators commute with the total photon number, any evolution takes the form of a direct sum

$$\widehat{U}(\varphi _1,\varphi _2,\varphi _3)=\underset{N=1}{\overset{\mathrm{}}{}}\widehat{U}_N(\varphi _1,\varphi _2,\varphi _3),$$
(7)
where $`\widehat{U}_N`$ operates on the $`N`$-dimensional Hilbert space $`_N`$ formed by all the two-mode states with $`N1`$ photons. This means that the matrix corresponding to $`\widehat{U}(\varphi _1,\varphi _2,\varphi _3)`$ is block-diagonal if the basis is chosen to be the two-mode number states ordered by their excitation manifold, for example, ($`|0,0`$, $`|0,1`$, $`|1,0`$, $`|0,2`$, $`|1,1`$, $`|2,0`$, $`|0,3`$, $`\mathrm{}`$). Similarly, the Hilbert space of two harmonic oscillators can be written

$$_{\mathrm{}}_{\mathrm{}}=\underset{N=1}{\overset{\mathrm{}}{}}_N.$$
(8)
## III Unpolarized quantum states

Prakash and Chandra argued that the unpolarized quantum states should be defined as those states that are invariant under any geometric rotation and any phase shift. From these conditions the most general form of an unpolarized quantum state was derived . An equivalent definition, but using different derivations, lead Agarwal, and later Lehner et al., to arrive at the same result . Here we present a fourth, alternative, more straightforward, derivation, which makes use of Shur’s lemma.

In mathematical form the invariance requirements can be written

$$[\widehat{\rho },e^{i\theta _k\widehat{L}_k}]=0,\theta _k,k=2,3,$$
(9)
where $`\widehat{\rho }`$ is the density operator of the quantum state. Since this is valid for all $`\theta _2`$ and $`\theta _3`$, we have

$$[\widehat{\rho },\widehat{L}_k]=0,k=2,3.$$
(10)
We start by observing that $`\widehat{L}_1`$ can be expressed in $`\widehat{L}_2`$ and $`\widehat{L}_3`$, as is seen from Eq. $`\left(\text{4}\right)`$. Thus, any operator that commutes with both $`\widehat{L}_2`$ and $`\widehat{L}_3`$ also commutes with $`\widehat{L}_1`$. Therefore the unpolarized states satisfy

$$[\widehat{\rho },\widehat{L}_k]=0,k=1,2,3.$$
(11)
This implies, according to Shur’s lemma , that the density operator is a multiple of the identity operator in the respective Hilbert spaces $`_N`$. Since density operators are Hermitian, we have

$$\widehat{\rho }=\underset{N=1}{\overset{\mathrm{}}{}}r_N\widehat{𝟙}_N,$$
(12)
where $`\widehat{𝟙}_N`$ is the identity operator in $`_N`$, and all $`r_N`$ are real and positive. Writing this equation explicitly gives

$$\widehat{\rho }=r_1|0,00,0|+r_2(|0,10,1|+|1,01,0|)+\mathrm{}$$
(13)
Furthermore, the trace of any density operator equals unity, so we find

$$\underset{N=1}{\overset{\mathrm{}}{}}Nr_N=1.$$
(14)
We note that the vacuum state is the only pure state that is unpolarized, and that the unpolarized mixed states are totally mixed in each manifold. Any two-mode thermal state is hence unpolarized.

It is clear that Eq. $`\left(\text{10}\right)`$ is equivalent to

$$[\widehat{\rho },\widehat{U}(\varphi _1,\varphi _2,\varphi _3)]=0,\varphi _1,\varphi _2,\varphi _3,$$
(15)
where $`\widehat{U}(\varphi _1,\varphi _2,\varphi _3)`$ denotes the linear lossless transformations $`\left(\text{6}\right)`$. Moreover, the form of the unpolarized states $`\left(\text{12}\right)`$ makes them invariant under any, not necessarily linear, lossless transformation.

## IV Discussion

We have investigated the quantum mechanical definition of unpolarized light $`\left(\text{10}\right)`$, suggested by Prakash and Chandra . (The choice $`k=1,2`$, or $`k=1,3`$, leads to equivalent definitions.) The suggested definition is very concise and can experimentally be stated as: An unpolarized state is invariant under any rotation around its direction of propagation and any differential phase shift, or any combination thereof. Note that this definition is more severe than the classical definition of unpolarized light, as pointed out by Agarwal . Classically, the term “unpolarized” only implies invariance of the second order moments of the two modes under differential phase shifts and geometrical rotations. The quantum mechanical definition implies invariance of the moments of all orders.

It is somewhat surprising that such a relatively “mild” defining condition $`\left(\text{10}\right)`$ leads to such severe restraint on the density matrix as Eq. (12). If one defines the circularly polarized states as the states that are invariant under rotation around the direction of propagation, one finds that there are $`N+1`$ such (orthonormal) states in every excitation manifold $`N`$. These states can be used to form a Hermitian circular polarization operator in a similar manner as the relative phase operator has been constructed . In the $`N`$th excitation manifold one can subsequently construct up to $`N`$ additional, complementary, operators . An alternative definition of an unpolarized transverse state would be that such a state should be invariant under all transformations generated by these complementary operators. A direct check of what requirement on the density matrix this alternative (but in our eyes seemingly stronger) definition of unpolarized light dictates, again leads to Eq. (12). Since Eq. (10) is commendably concise, and is experimentally testable using only linear components (only variable phase-plates are needed), we think it is a correct and convenient mathematical definition of unpolarized light.

## V Acknowledgments

This work was funded by the Swedish Foundation for Strategic Research (SSF), the Royal Swedish Academy of Science (KVA), and the Swedish Research Council for Engineering Sciences (TFR).