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# 1. INTRODUCTION

## 1. INTRODUCTION

Fractional calculus is a generalization of integration and derivation to non-integer order fundamental operator $`{}_{a}{}^{}D_{t}^{\alpha }`$, where $`a`$ and $`t`$ are the limits of the operation. The two definitions used for the general fractional differintegral are the Grünwald definition and the Riemann-Liouville definition .

The idea of fractional calculus has been known since the development of the regular calculus, with the first reference probably being associated with Leibniz and L’Hospital in 1695. Fractional calculus was used for modelling of physical systems, but we can find only few works dealing with the application of this mathematical tool in control theory (e.g. ).

The aim of this paper is to show, how by using the fractional calculus, we can obtain a more general structure for the classical $`PID`$ controller, for controlled systems with memory and hereditary behaviour, and how to model fractional-order systems in the frequency domain. On the other hand, we can analyse the fractional-order systems and specify the conditions of stability in Bode’s and Nyquist’s frequency response.

## 2. FRACTIONAL-ORDER CONTROL CIRCUIT

We will be studying the control system shown in Fig.1, where $`G_c(j\omega )`$ is the controller transfer function and $`G_s(j\omega )`$ is the controlled system transfer function.

### 2.1 Fractional-order controlled system

The fractional controlled system will be represented with fractional model with frequency transfer function given by the following expression:

$$G_s(j\omega )=\frac{Y(j\omega )}{U(j\omega )}=\frac{b_m(j\omega )^{\alpha _m}+\mathrm{}+b_1(j\omega )^{\alpha _1}+b_0(j\omega )^{\alpha _0}}{a_n(j\omega )^{\beta _n}+\mathrm{}+a_1(j\omega )^{\beta _1}+a_0(j\omega )^{\beta _0}}=\frac{_{k=0}^mb_k(j\omega )^{\alpha _k}}{_{k=0}^na_k(j\omega )^{\beta _k}},$$
(1)
where $`\beta _k,\alpha _k`$ $`(k=0,1,2,\mathrm{},n)`$ are generally real numbers, $`\beta _n>\mathrm{}>\beta _1>\beta _0`$, $`\alpha _m>\mathrm{}>\alpha _1>\alpha _0`$ and $`a_k,b_k`$ $`(k=0,1,\mathrm{},n)`$ are arbitrary constants.

Identification methods  for determination of the coefficients $`a_k,b_k`$ and $`\alpha _k,\beta _k`$ $`(k=0,1,\mathrm{},n)`$ were developed, based on minimisation of the difference between the calculated and experimentally measured values. The optimisation consists in minimising the square norm of the difference between the measured frequency response $`F(\omega )`$ and the frequency response of the model $`G_s(j\omega )`$. The quadratic criterion is given by the expression:

$$Q=\underset{m=0}{\overset{M}{}}W^2(\omega _m)|F(\omega _m)G_s(j\omega _m)|^2,$$
(2)
where $`W(\omega _m)`$ is a weighting function and $`M`$ is the number of measured values of frequencies.

### 2.2 Fractional order controller

The fractional $`PI^\lambda D^\delta `$ controller will be represented by frequency transfer function given in the following expression:

$$G_c(j\omega )=\frac{U(j\omega )}{E(j\omega )}=K+\frac{T_i}{(j\omega )^\lambda }+T_d(j\omega )^\delta ,$$
(3)
where $`\lambda `$ and $`\delta `$ are arbitrary real numbers $`(\lambda ,\delta 0)`$, $`K`$ is the proportional constant, $`T_i`$ is the integration constant and $`T_d`$ is the derivation constant.

Taking $`\lambda =1`$ and $`\delta =1`$, we obtain a classic $`PID`$ controller. If $`\lambda =0`$ and/or $`T_i=0`$, we obtain a $`PD^\delta `$ controller, etc. All these types of controllers are particular cases of the $`PI^\lambda D^\delta `$ controller, which is more flexible and gives an opportunity to better adjust the dynamical properties of the fractional-order control system.

The $`PI^\lambda D^\delta `$ controller with complex zeros and poles located anywhere in the left-hand $`s`$-plane may be rewritten as

$$G_c(j\omega )=C\frac{\left((j\omega )/\omega _n\right)^{\delta +\lambda }+(2\xi (j\omega )^\lambda )/\omega _n+1}{(j\omega )^\lambda },$$
(4)
where $`C`$ is a gain, $`\xi `$ is the dimensionless damping ratio and $`\omega _n`$ is the natural frequency. Normally, we choose $`0.9>\xi >0.7`$. When $`\xi =1`$, the condition is called critical damping .

The tuning of $`PI^\lambda D^\delta `$ controller parameters is determined according to the given requirements. These requirements are, for example, the stability measure, the accuracy of the regulation process, dynamical properties etc. One of the methods being developed is the method (modification of roots locus method) of dominant roots , based on the given stability measure and the damping measure of the control circuit. Another possible way to obtain the controller parameters is using the tuning formula, based on gain and phase margins specifications.

## 3. FREQUENCY CHARACTERISTICS

The graphical interpretation of the frequency transfer function for different values of the angular frequency $`\omega `$ in the range $`\omega 0,\mathrm{}`$ is called the frequency characteristic.

The practical meaning of the frequency characteristics is in the determination of the stability of control circuits from the behavior of the frequency characteristic. Stability is an asymptotic qualitative criterion of the quality of the control circuit and is the primary and necessary condition for correct functioning of every control circuit. It is difficult to evaluate the stability of a fractional-order control circuit by examining its characteristic equation either by finding its dominant roots or by algebraic methods. The methods given are suitable for integer-order systems. In our case we use Bode’s and Nyquist’s frequency characteristic to investigate the stability .

For the frequency transfer of the open control circuit $`G_o(j\omega )`$ with respect to (1) and (3), we have

$$G_o(j\omega )=\frac{Y(j\omega )}{W(j\omega )}=\left(\frac{T_i+K(j\omega )^\lambda +T_d(j\omega )^{\delta +\lambda }}{(j\omega )^\lambda }\right)\frac{_{k=0}^mb_k(j\omega )^{\alpha _k}}{_{k=0}^na_k(j\omega )^{\beta _k}}.$$
(5)
It is known from the investigation theory of stability of regulation circuits that the system is stable if the roots of the characteristic equation are negative or have negative real parts if they are complex conjugate. This means they are located left of the imaginary axis of the complex $`s`$-plane of the roots. In the case of frequency methods of evaluating the stability we transform the plane of the roots $`s`$ into the complex plane $`G_o(j\omega )`$ while the transformation is realised according to the transfer function of the open circuit. During the transformation all the roots of the characteristic equation are mapped from the $`s`$-plane into the critical point $`(1,i0)`$ in the plane $`G_o(j\omega )`$. The mapping of the $`s`$-plane into plane $`G_o(j\omega )`$ is conformal, that is, the directions and locations of points in the $`s`$-plane are preserved also in the plane $`G_o(j\omega )`$.

In the Nyquist frequency characteristic to find out the stability of the control circuit, it is necessary to investigate the behavior of the curve $`G_o(j\omega )`$ for $`\omega 0,\mathrm{}`$ relative to the critical point $`(1;i0)`$. Based on the above it follows that also the fractional-order control circuit is stable, if the frequency characteristic passes on the right side of the critical point, when going in the direction of increasing values $`\omega `$. If the frequency characteristic passes on the left of the critical point, the circuit is non-stable. The passing of the frequency characteristic through the critical point means the circuit is on the border of stability.

## 4. ILLUSTRATIVE EXAMPLE

We give in this section an example of modelling the stable dynamical system by using fractional calculus in frequency domain. The fractional-order control system consists of the real controlled system with the frequency transfer function

$$G_s(j\omega )=\frac{1}{0.8(j\omega )^{2.2}+0.5(j\omega )^{0.9}+1}$$
(6)
and the fractional-order $`PD^\delta `$ controller, designed on the stability measure $`S_t=2.0`$ and damping measure $`\xi =0.4`$, with the frequency transfer function in the form:

$$G_c(j\omega )=50.0+5.326(j\omega )^{1.286}.$$
(7)
Figure 2: Nyquist plot (and details) for (6) and (7)

Figure 3: Bode plots for (6) and (7)

In Fig. 2 and Fig. 3 are showed the frequency characteristics of the fractional-order control system consists of the fractional-order controlled object (6) and the fractional-order controller (7).

## 5. CONCLUSION

The above methods make it possible to model and analyse fractional-order control systems in the frequency domain. The stability of a fractional-order control system can be investigated via the behavior of the frequency plot (see Fig. 2 and Fig. 3). These properties of the fractional-order systems can be used in the controller parameters design. The results of this and previous works also show that fractional-order controllers are robust. This can even lead to qualitatively different dynamical phenomena in control circuits.

## ACKNOWLEDGEMENTS

This work was partially supported by grant  Fractional-order Dynamical Systems and Controllers: Discrete and Frequency-Domain Models and Algorithms from Austrian Institute for East and South-East Europe and partially supported by grant VEGA 1/7098/20 from the Slovak Agency for Science.


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# On the coupling between different species during recombination

## 1 introduction

Anisotropies in the Cosmic Microwave Background Radiation (CMBR) were first detected in 1992 by the COBE satellite (Smoot et al. 1992). The amplitude and distribution of these temperature fluctuations are closely related to the underlying cosmological model. Thus, a precision measurement of the CMBR fluctuations can in principle yield very precise information about the values of the fundamental cosmological parameters, $`\mathrm{\Omega },\mathrm{\Omega }_\mathrm{\Lambda },\mathrm{\Omega }_b,H_0`$ etc. (see for instance Bond et al. 1994, Jungman et al. 1996a,b, Bond, Efstathiou & Tegmark 1997, Eisenstein, Hu & Tegmark 1999). Normally the fluctuations are parametrized in terms of spherical harmonics as

$$\frac{\mathrm{\Delta }T}{T}(\theta ,\varphi )=\underset{lm}{}a_{lm}Y_{lm}(\theta ,\varphi ),$$
(1)
where the $`a_{lm}`$ coefficients are related to the power spectrum by $`C_l=a_{lm}^{}a_{lm}_m`$. For purely Gaussian fluctuations the power spectrum contains all statistical information about the fluctuations. The data from COBE are not sufficiently accurate for a useful determination of the cosmological parameters. However, a new generation of high-precision experiments will be able to do this. Two balloon experiments, BOOMERANG (de Bernardis et al. 2000) and MAXIMA (Hanany et al. 2000), have already measured the first and second acoustic peaks in the power spectrum (up to $`l800`$). In the next few years there will be data of even better quality available from the MAP and PLANCK satellite experiments 111For information on these missions see the internet pages for MAP (http://map.gsfc.nasa.gov) and PLANCK (http://astro.estec.esa.nl/Planck/).. However, extracting precise information about the cosmological parameters means that we should be able to reliably calculate the theoretical fluctuation spectrum to at least as high precision as that of the best measurement.

Calculating the CMBR power spectrum is a very complicated issue. It involves solving the coupled Boltzmann equations for all different particle species present. This framework has been described in great detail in many papers (see e.g. Ma & Bertschinger 1995), and Hu, Scott, Sugiyama & White (1995) for instance have discussed the influence of various physical assumptions on the final CMBR spectrum.

Since photons exchange momentum and energy with the baryons, a core issue of any CMBR calculation is the treatment of the photon-baryon system. The photons mainly exchange energy with the baryons via Thomson scattering on free electrons. The number of free electrons can be calculated by solving the recombination equations. These equations were first formulated by Peebles (1968) and independently by Zeldovich, Kurt & Sunyaev (1969). Until recently this treatment was used in all calculations of CMBR anisotropies, but it is only accurate to a few percent. Recently Seager, Sasselov & Scott (1999a,b) have provided a much more accurate method for calculating recombination.

However, one assumption which has been made consistently in all treatments is that electrons, protons and neutral hydrogen atoms are very tightly coupled and can exchange energy and momentum much faster than any other relevant timescale (see e.g. Ma & Bertschinger 1995). This means that the photon-baryon system can be treated in a two-fluid approximation, where photons exchange energy with a baryon-fluid which is assumed to have infinitely strong self-interaction.

In the present paper we calculate interaction and energy-momentum exchange rates for the entire baryon-photon system, and write down the full set of Boltzmann equations for the system of electron, ions, neutrals and photons. Solving this system of equations we find that the assumption of a tightly coupled baryon fluid interacting with photons only through Thomson scattering is a very good approximation, valid at the $`10^3`$ level.

In section 2 we calculate the relevant rates for different processes, in section 3 we derive the Boltzmann equations for a multi-fluid baryon plasma, and in section 4 we describe numerical results of solving this extended set of equations. Finally, section 5 contains a discussion of our results.

## 2 Reaction rates in the photon-baryon plasma

### 2.1 Photons

Electrons — The main energy exchange mechanism between photons and electrons is Thomson scattering. The scattering rate per photon is given by

$$\mathrm{\Gamma }=n_e\sigma _Tv=1.7\times 10^8\mathrm{\Omega }_bh^2x_eT_{\mathrm{eV}}^3\mathrm{s}^1,$$
(2)
where $`\sigma _T=8\pi \alpha ^2/3m_e^2`$ is the Thomson scattering cross-section. Relativistic corrections to the standard cross section are important at the $`O(T/m_e)10^5`$ level (Hu, Scott, Sugiyama & White 1995).

The other main photon-electron processes are bremsstrahlung and double Compton scattering. The rates for these two processes are given roughly by (Hu & Silk 1993a,b, Lightman 1981)

$$\mathrm{\Gamma }_{\mathrm{BS}}=3\times 10^{15}T_{\mathrm{eV}}^{5/2}x_e^2(\mathrm{\Omega }_bh^2)^2\mathrm{s}^1.$$
(3)
and

$$\mathrm{\Gamma }_{\mathrm{DC}}=2\times 10^{22}T_{\mathrm{eV}}^5x_e(\mathrm{\Omega }_bh^2)\mathrm{s}^1.$$
(4)
Ions — Photons scatter on ions in exactly the same way as they do on electrons. However, because of the mass difference the cross section is much smaller

$$\sigma =\sigma _T\left(\frac{m_e}{m_p}\right)^23\times 10^7\sigma _T.$$
(5)
Neutrals — Photon scattering on neutrals (Rayleigh scattering) is characterised by the cross section (Jackson 1962, Lightman 1979, Peebles & Yu 1970)

$$\sigma _R=\sigma _T(\omega _\gamma /\omega _0)^4,\omega _0=13.6\mathrm{eV},$$
(6)
if $`\omega \omega _0`$. This cross-section is energy dependent, but the thermal average of the cross section leads to a scattering rate of

$$\mathrm{\Gamma }_R=2\times 10^{10}\mathrm{\Omega }_bh^2(1x_e)T_{\mathrm{eV}}^7\mathrm{s}^1,$$
(7)
for $`T_{\mathrm{eV}}1`$ eV. However, close to the epoch of recombination, the photons are not in scattering equilibrium (Hu & Silk 1993a,b) and the different photon modes do not exchange energy. Therefore the energy dependence of Rayleigh scattering can have different effects in different wavelength bands. We will return to this question in section 5.

### 2.2 Electrons

Photons — Thomson scattering gives a rate per electron of

$$\mathrm{\Gamma }=n_\gamma \sigma _Tv1.70T_{\mathrm{eV}}^3\mathrm{s}^1.$$
(8)
Ions — Coulomb scattering on ions is characterized by the cross section

$$\sigma _C=\frac{3}{2v^4}\sigma _T\mathrm{ln}\mathrm{\Lambda },$$
(9)
where $`\mathrm{\Lambda }`$ is the Coulomb logarithm

$$\mathrm{\Lambda }=\frac{3}{2}\left(\frac{T^3}{\pi \alpha ^3n_e(1+x_e)}\right)^{1/2}.$$
(10)
The scattering rate is then given by

$$\mathrm{\Gamma }=n_e\sigma _Cv\frac{3}{2}\sigma _T\mathrm{ln}\mathrm{\Lambda }\left(\frac{m_e}{3T}\right)^{3/2},$$
(11)
and inserting numbers gives a rate of

$$\mathrm{\Gamma }=1.8\mathrm{log}\mathrm{\Lambda }\mathrm{\Omega }_bh^2x_eT_{\mathrm{eV}}^{3/2}\mathrm{s}^1.$$
(12)
In addition to Coulomb scattering electrons and ions can recombine to neutral hydrogen. The rate for this process is given roughly by (Lightman 1979, Ma & Bertschinger 1995)

$$\mathrm{\Gamma }=1.7\times 10^7\mathrm{\Omega }_bh^2x_eT_{\mathrm{eV}}^{5/2}\mathrm{s}^1,$$
(13)
which is entirely negligible as a means of momentum transfer.

Neutrals — Electron scattering on hydrogen atoms at low energy is primarily s-wave, so the cross-section is given by (Mott & Massey 1965)

$$\sigma _N=\frac{4\pi }{k^2}\underset{l=0}{\overset{\mathrm{}}{}}(2l+1)\mathrm{sin}^2\delta _l\frac{4\pi }{k^2}\mathrm{sin}^2\delta _{l=0}$$
(14)
The s-wave phase shift has been calculated for instance by Schwartz (1961). To a reasonable approximation we may put $`\delta \pi `$ for $`E\omega _0`$. In that case the rate is

$$\mathrm{\Gamma }=n_n\sigma _Nvn_n\frac{4\pi }{2m_eE_e}\left(\frac{2E_e}{m_e}\right)^{1/2}$$
(15)
Inserting numbers into the above equation yields the rate

$$\mathrm{\Gamma }=0.16\mathrm{\Omega }_bh^2(1x_e)T_{\mathrm{eV}}^{5/2}\mathrm{s}^1.$$
(16)
### 2.3 Ions

We have already seen that Thomson scattering is negligible for protons. The Coulomb scattering rate is the same as for electrons. Scattering on neutrals is very inefficient because of the much higher mass of protons compared with electrons. Finally, the recombination rate is the same for protons as it is for electrons.

### 2.4 Neutral hydrogen

We shall in the present paper assume that all neutral hydrogen is in the ground state, an approximation which is very good for our purposes.

Photons — The Rayleigh scattering rate has been calculated above to be

$$\mathrm{\Gamma }_R=n_\gamma \sigma _Rv6.4\times 10^3T_{\mathrm{eV}}^7\mathrm{s}^1$$
(17)
Photo-ionization of neutral hydrogen could in principle also be important. The rate for this process is given by (Ma & Bertschinger 1995)

$$\mathrm{\Gamma }=\frac{32}{\sqrt{54}\pi }m_e^{1/2}T^{3/2}e^4\left(\frac{T}{B}\right)\varphi (T),$$
(18)
where $`B`$ is the binding energy of the given level and $`\varphi (T)=0.448\mathrm{ln}(B/T)`$. For ionization from the ground state this is approximately

$$\mathrm{\Gamma }=9.1\times 10^{10}T_{\mathrm{eV}}e^{13.6/T_{\mathrm{eV}}}\mathrm{s}^1.$$
(19)
Finally, neutral hydrogen can also absorb momentum from the photon gas via photo-excitation. During recombination the Ly-$`\alpha `$ line is densely populated by resonance photons (Peebles 1968). This effective non-thermal distribution function across the line we denote with $`f_\alpha `$. In terms of this the photo-excitation rate from the ground state is

$$\mathrm{\Gamma }=2.1\times 10^5f_\alpha T_{\mathrm{eV}}^{1/2}\mathrm{s}^1.$$
(20)
From the recombination calculation we find $`f_\alpha `$ and thus $`\mathrm{\Gamma }`$. The system of equations we use is that provided by Peebles (Peebles 1968). Although it is not as accurate as that of Seager, Sasselov & Scott (1999a,b), it is adequate for our purpose. Note that photo-excitation does not in itself transfer any momentum between hydrogen and the other species. Almost all photons in the line are resonance photons and not thermal background photons. However, hydrogen in excited states is ionized almost completely and so the above rate can be seen effectively as the rate for converting hydrogen and $`ep`$.

Electrons — Scattering on electrons is by far the most important means of exchanging momentum with other species. The rate is roughly given by (c.f. Eq. (16))

$$\mathrm{\Gamma }=n_e\sigma _Nv0.16\mathrm{\Omega }_bh^2x_eT_{\mathrm{eV}}^{5/2}\mathrm{s}^1.$$
(21)
Ions — Scattering on ions is by s-wave scattering exactly as for electrons. However, the cross section is much smaller because of the much higher mass of protons.

### 2.5 Ion-electron fluid

The Coulomb interaction between electrons and ions is already the dominant reaction rate in the plasma. However, as soon as there is any motion of electrons relative to ions, an electric field quickly builds up and acts in the direction opposite to the motion (Hogan 2000). Thus, electrons and ions are even more tightly coupled than the Coulomb scattering suggests and effectively this means that electrons and protons can be treated as one tightly coupled species.

### 2.6 Comparison of rates

From the above equations we can compare the different rates and identify the dominant ones for momentum exchange between the different species. However, the above equations describe the scattering rates, not the rates for momentum transfer between different species. These two quantities are to a good approximation equivalent, except in the case where photons scatter on massive particles. Because photons have very low momenta compared with massive particles, they are inefficient at transferring momentum to these particles. In each scattering, the photon on average loses a large fraction of its momentum, whereas the massive particle only loses a fraction $`T/m`$ of its momentum. This effect is only important for the processes described in Eqs. (8) and (17). Both these equations should be multiplied by a factor $`T/m_p`$ to find the rate of momentum transfer. When this is done, all rates are momentum transfer rates and can be directly compared.

Fig. 1 shows the different rates as a function of time. From the figure it is clear which processes we need to include, they are:
1) Thomson scattering which couples photons with the ion-electron plasma
2) Rayleigh scattering which couples photons with neutral hydrogen
3) s-wave scattering which couples the ion-electron fluid with neutral hydrogen (this process is dominant for $`z2000`$).

## 3 Boltzmann equations for a multi-fluid baryon-photon plasma

The evolution of different particle species can be described via the Boltzmann equation. In deriving the equations below we shall work in synchronous gauge because the numerical code for calculating CMBR power spectra, CMBFAST (Seljak & Zaldarriaga 1996), is written in this gauge. As the time variable we use conformal time $`d\tau dt/a(t)`$, where $`a(t)`$ is the scale factor. Finally, instead of using physical momentum, $`p_j`$, we work with comoving momentum, $`q_j=ap_j`$, because it is a conserved quantity in the expanding universe. Finally, we parametrize it as $`q_j=qn_j`$, where $`q`$ is the magnitude and $`n_j`$ is a 3-vector describing its direction. Generically, the Boltzmann equation can always be written as

$$L[f]=\frac{Df}{D\tau }=C[f],$$
(22)
where $`L[f]`$ is the Liouville operator. The collision operator on the right-hand side describes any possible collisional interactions.

We then write the distribution function as

$$f(x^i,q,n_j,\tau )=f_0(q)[1+\mathrm{\Psi }(x^i,q,n_j,\tau )],$$
(23)
where $`f_0(q)`$ is the unperturbed distribution function. $`f_0`$ can be found by solving the unperturbed Boltzmann equation (Kaplinghat et al. 1999)

$$\frac{df_0}{d\tau }=C[f_0].$$
(24)
The perturbed part of the Boltzmann equation can be written as an evolution equation for $`\mathrm{\Psi }`$ in $`k`$-space (Ma & Bertschinger 1995)

$$\frac{1}{f_0}L[f]=\frac{\mathrm{\Psi }}{\tau }+i\frac{q}{ϵ}\mu \mathrm{\Psi }+\frac{d\mathrm{ln}f_0}{d\mathrm{ln}q}\left[\dot{\eta }\frac{\dot{h}+6\dot{\eta }}{2}\mu ^2\right]=\frac{1}{f_0}C[f],$$
(25)
where $`\mu n^j\widehat{k}_j`$. $`h`$ and $`\eta `$ are the metric perturbations, defined from the perturbed space-time metric in synchronous gauge (Ma & Bertschinger 1995)

$$ds^2=a^2(\tau )[d\tau ^2+(\delta _{ij}+h_{ij})dx^idx^j],$$
(26)
$$h_{ij}=d^3ke^{i\stackrel{}{k}\stackrel{}{x}}\left(\widehat{k}_i\widehat{k}_jh(\stackrel{}{k},\tau )+(\widehat{k}_i\widehat{k}_j\frac{1}{3}\delta _{ij})6\eta (\stackrel{}{k},\tau )\right).$$
(27)
Collisionless Boltzmann equation — At first we assume that $`\frac{1}{f_0}C[f]=0`$. We then expand the perturbation as

$$\mathrm{\Psi }=\underset{l=0}{\overset{\mathrm{}}{}}(i)^l(2l+1)\mathrm{\Psi }_lP_l(\mu ).$$
(28)
One can then write the collisionless Boltzmann equation as a moment hierarchy for the $`\mathrm{\Psi }_l`$ by performing the angular integration of $`L[f]`$

$`\dot{\mathrm{\Psi }}_0`$ $`=`$ $`k{\displaystyle \frac{q}{ϵ}}\mathrm{\Psi }_1+{\displaystyle \frac{1}{6}}\dot{h}{\displaystyle \frac{d\mathrm{ln}f_0}{d\mathrm{ln}q}}`$ (29)
$`\dot{\mathrm{\Psi }}_1`$ $`=`$ $`k{\displaystyle \frac{q}{3ϵ}}(\mathrm{\Psi }_02\mathrm{\Psi }_2)`$ (30)
$`\dot{\mathrm{\Psi }}_2`$ $`=`$ $`k{\displaystyle \frac{q}{5ϵ}}(2\mathrm{\Psi }_13\mathrm{\Psi }_3)\left({\displaystyle \frac{1}{15}}\dot{h}+{\displaystyle \frac{2}{5}}\dot{\eta }\right){\displaystyle \frac{d\mathrm{ln}f_0}{d\mathrm{ln}q}}`$ (31)
$`\dot{\mathrm{\Psi }}_l`$ $`=`$ $`k{\displaystyle \frac{q}{(2l+1)ϵ}}(l\mathrm{\Psi }_{l1}(l+1)\mathrm{\Psi }_{l+1}),l3`$ (32)
It should be noted here that the first two hierarchy equations are directly related to the energy-momentum conservation equation. This can be seen in the following way. Let us define the density and pressure perturbations of the dark matter fluid as (Ma & Bertschinger 1995)

$`\delta `$ $``$ $`\delta \rho /\rho `$ (33)
$`\theta `$ $``$ $`ik_j\delta T_j^0/(\rho +P)`$ (34)
$`\sigma `$ $``$ $`(\widehat{k}_i\widehat{k}_j{\displaystyle \frac{1}{3}}\delta _{ij})(T^{ij}\delta ^{ij}T_k^k/3).`$ (35)
Then energy and momentum conservation implies that (Ma & Bertschinger 1995)

$`\dot{\delta }`$ $`=`$ $`(1+\omega )\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)3{\displaystyle \frac{\dot{a}}{a}}\left({\displaystyle \frac{\delta P}{\delta \rho }}\omega \right)\delta `$ (36)
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a}}(13\omega )\theta {\displaystyle \frac{\dot{\omega }}{1+\omega }}\theta +{\displaystyle \frac{\delta P/\delta \rho }{1+\omega }}k^2\delta k^2\sigma .`$ (37)
By integrating Eq. (29) over $`q^2ϵdq`$, one gets Eq. (36) and by integrating Eq. (30) equation over $`q^3dq`$ one retrieves Eq. (37).

Collisional Boltzmann equation — The baryon-photon system is coupled by interactions, so $`C[f]0`$. In the standard treatment, where all baryons are assumed to be infinitely tightly coupled to each other, there are only two Boltzmann equations, one for the photons and one for the baryons (Ma & Bertschinger 1995). The baryons are highly non-relativistic and we need only consider the first two terms in the Boltzmann hierarchy, corresponding to energy and momentum. For photons many more terms need to be incorporated. However, in the present treatment we suppress writing out explicitly these higher order terms. The collision term for the system has been calculated many times in the literature and the collisional Boltzmann equations are (Ma & Bertschinger 1995)

Baryons:

$`\dot{\delta }`$ $`=`$ $`\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)`$ (38)
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a}}\theta {\displaystyle \frac{\delta P}{\delta \rho }}k^2\delta +{\displaystyle \frac{4\rho _\gamma }{3\rho _b}}an_e\sigma _T(\theta _\gamma \theta _b).`$ (39)
Photons:

$`\dot{\delta }`$ $`=`$ $`{\displaystyle \frac{4}{3}}\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)`$ (40)
$`\dot{\theta }`$ $`=`$ $`k^2(\delta _\gamma /4\sigma _\gamma )+an_e\sigma _T(\theta _b\theta _\gamma )`$ (42)
$`+\mathrm{higher}\mathrm{order}\mathrm{terms}`$
The full hierarchy can be found for instance in Ma and Bertschinger (1995).

In our case, instead of an infinitely tightly coupled baryon-electron fluid we have three interacting “species”: electrons ($`e`$), ions ($`i`$) and neutrals ($`n`$). This means that 4 different Boltzmann hierarchies have to be solved simultaneously. As discussed in section 3, the electrons and ions can be considered as infinitely tightly coupled because of charge neutrality. This ion-electron fluid we denote by the subscript $`ie`$. The Boltzmann hierarchy is now

Ion-electron fluid:

$`\dot{\delta }`$ $`=`$ $`\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)+{\displaystyle \frac{\dot{\rho }_{ie}}{\rho _{ie}}}(\delta _n\delta _{ie})`$ (43)
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a}}\theta {\displaystyle \frac{\delta P}{\delta \rho }}k^2\delta +{\displaystyle \frac{4\rho _\gamma }{3\rho _{ie}}}an_e\sigma _T(\theta _\gamma \theta _{ie})+an_n\sigma _Nv(\theta _n\theta _{ie}).`$ (44)
Neutrals:

$`\dot{\delta }`$ $`=`$ $`\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)+{\displaystyle \frac{\dot{\rho }_n}{\rho _n}}(\delta _{ie}\delta _n)`$ (45)
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a}}\theta +{\displaystyle \frac{\delta P}{\delta \rho }}k^2\delta +{\displaystyle \frac{4\rho _\gamma }{3\rho _n}}an_n\sigma _R(\theta _\gamma \theta _n)+an_{ie}\sigma _Nv(\theta _{ie}\theta _n).`$ (46)
Photons:

$`\dot{\delta }`$ $`=`$ $`{\displaystyle \frac{4}{3}}\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)`$ (47)
$`\dot{\theta }`$ $`=`$ $`k^2(\delta _\gamma /4\sigma _\gamma )+an_e\sigma _T(\theta _{ie}\theta _\gamma )+an_s\sigma _R(\theta _n\theta _\gamma )`$ (49)
$`+\mathrm{higher}\mathrm{order}\mathrm{terms}`$
Here $`\sigma _R`$ denotes the thermally averaged Rayleigh cross section. In the equations for $`\dot{\delta }`$ for neutrals and ions, there is a new term appearing because ions and neutrals can interconvert. $`\dot{\rho }`$ can be found from solving the unperturbed Boltzmann equation (Kaplinghat et al. 1999), which in the present case is the recombination equation.

## 4 Numerical results

Solving the above system of equations is quite complicated, but we can easily estimate the importance of the different terms. The first important term is the interaction between neutrals and electrons/ions. We can estimate the relative velocity difference between these two components as

$$\frac{\theta _n\theta _{ie}}{\theta _n}\frac{\frac{4\rho _\gamma }{3\rho _{ie}}n_e\sigma _T}{n_e\sigma _Nv}1\times 10^7T_{\mathrm{eV}}^{3/2}$$
(50)
Thus, the relative velocity building up between neutrals and electrons/ions is at most of $`O(10^7)`$. This correction is exceedingly small and we can to a very good approximation treat neutrals and electrons-ions as infinitely tightly coupled. In that case the above system of equations almost reduces to that in the standard treatment

Baryons:

$`\dot{\delta }`$ $`=`$ $`\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)`$ (51)
$`\dot{\theta }`$ $`=`$ $`{\displaystyle \frac{\dot{a}}{a}}\theta {\displaystyle \frac{\delta P}{\delta \rho }}k^2\delta +{\displaystyle \frac{4\rho _\gamma }{3(\rho _{ie}+\rho _n)}}a(n_e\sigma _T+n_n\sigma _R)(\theta _\gamma \theta ).`$ (52)
Photons

$`\dot{\delta }`$ $`=`$ $`{\displaystyle \frac{4}{3}}\left(\theta +{\displaystyle \frac{\dot{h}}{2}}\right)`$ (53)
$`\dot{\theta }`$ $`=`$ $`k^2(\delta _\gamma /4\sigma _\gamma )+a(n_e\sigma _T+n_n\sigma _R)(\theta _b\theta _\gamma )`$ (55)
$`+\mathrm{higher}\mathrm{order}\mathrm{terms}`$
Except for the fact that Rayleigh scattering is now included this form is identical to the standard treatment. Note that the polarization terms for photons are different for Rayleigh scattering compared with for Thomson scattering because Rayleigh scattering corresponds to scattering in a dipole field (see e.g. Jackson 1962). However, this is a higher order effect which is we shall not discuss further in the present paper.

Thus, the corrections to the standard treatment come almost solely from including Rayleigh scattering in the calculations of the temperature power spectrum. We have modified the CMBFAST code to include the effect of Rayleigh scattering. In Fig. 2 we show how the CMBR temperature power spectrum changes due to this inclusion. The difference between the two spectra increases with $`l`$, but is always below $`10^3`$. Since the absolute accuracy of CMBFAST is only about 1%, one might worry that the effect is due to numerical noise. However, the effect shown in Fig. 2 is a differential effect, and the accuracy of CMBFAST should therefore be substantially better.

It is in fact possible from analytic arguments, to understand how the inclusion of Rayleigh scattering dampens the fluctuation spectrum. Three effects contribute to change the CMBR power spectrum: 1) Diffusion damping of the perturbations close to recombination is changed by including Rayleigh scattering, 2) The last scattering surface is moved to slightly lower redshift, so that $`\rho _m/\rho _\gamma `$ is higher. This means that the early ISW effect is less important, and suppresses power around the horizon size at recombination. 3) Since the last scattering surface is moved to lower redshift, $`R3\rho _b/4\rho _\gamma `$, is also higher. This parameter changes the amplitude of the acoustic oscillations (Hu 1995).

The first effect is the most important and can to a reasonable precision be calculated analytically. The diffusion damping of the $`k`$-space fluctuation spectrum can be written roughly as (Hu 1995)

$$P(k)_{\mathrm{damping}}D^2(k)P(k)_{\mathrm{no}\mathrm{damping}},$$
(56)
where

$$D(k)=_0^{\eta _0}𝑑\eta \dot{\tau }e^\tau e^{(k/k_D)^2}.$$
(57)
Here, $`\dot{\tau }=\mathrm{\Gamma }`$ is the differential optical depth, and $`k_D𝑑\eta /\dot{\tau }`$ is the diffusion scale for a photon. $`\eta `$ is the conformal time coordinate, $`d\eta dt/a`$.

We then use the approximate relation that $`l2k/H_0`$ to write that

$$\left(\frac{C_{l,\mathrm{R}}}{C_{l,\mathrm{no}\mathrm{R}}}\right)_{l2k/H_0}\left(\frac{_0^{\eta _0}𝑑\eta \dot{\tau }_Re^{\tau _R}e^{(k/k_{D,R})^2}}{_0^{\eta _0}𝑑\eta \dot{\tau }_{\mathrm{no}\mathrm{R}}e^{\tau _{\mathrm{no}\mathrm{R}}}e^{(k/k_{D,\mathrm{no}\mathrm{R}})^2}}\right)^2$$
(58)
This damping factor is shown as a function of $`l`$ in Fig. 3. It quite nicely agrees with both the magnitude and shape of the damping seen in the numerically calculated spectrum (Fig. 2). The oscillatory behaviour of the damping in Fig. 2 comes from the fact that the parameter $`R`$ is changed (Hu 1995, Landau, Harari and Zaldarriaga 2000), so that the oscillation amplitudes are different when Rayleigh scattering is included.

Thus, the behaviour of the fluctuation damping due to Rayleigh scattering, seen in Fig. 2, is understandable in terms of simple physical arguments.

## 5 Discussion

We have thoroughly reviewed the interactions between different particle species in the baryon-photon plasma during recombination, as well as written down the complete set of Boltzmann equations for the system of photons, electrons, ions and neutrals. In the standard CMBR calculations, the entire baryon plasma is treated as infinitely tightly coupled to itself. We find that the error introduced by this assumption is only at the $`10^7`$ level. The main error in the standard treatment is that Rayleigh scattering between photons and neutral hydrogen is neglected. However, the difference in the power spectrum when this process is included is at most of $`O(10^3)`$, even at high $`l`$.

The benchmark for any CMBR calculation is the best possible precision with which any measurement can be made. Because the ensemble average needed in calculating $`C_l`$ in practise has to be replaced with an average over $`m`$ there is an uncertainty in $`C_l`$ of

$$\frac{\sigma (C_l)}{C_l}\sqrt{\frac{2}{2l+1}},$$
(59)
which corresponds to the best precision any CMBR measurement can be made to. Even at $`l=2000`$ this “cosmic variance” is $`\sigma (C_l)/C_l=0.022`$, which is an order of magnitude higher than the error introduced by neglecting Rayleigh scattering, and several orders of magnitude larger than the error introduced by treating neutrals and ions/electrons as infinitely tightly coupled. Notice, however, that this calculation has been performed using a thermally averaged Rayleigh cross section. Since photons with different energy do not exchange energy at recombination (Hu & Silk 1993a,b), this different Rayleigh interaction rate can lead to different fluctuation spectra in different wavelength bands. A full calculation of this effect requires solving the momentum dependent Boltzmann equation for the photon gas (Ma & Bertschinger 1995), and is beyond the scope of the present work. However, one can get a rough feeling for how the effect of Rayleigh scattering scales with photon energy.

In Fig. 4 we show the effect on the power spectrum in the case where the Rayleigh scattering is increased by factors of $`2^4`$ and $`3^4`$ above the value for the average photon energy. In this case, the effect can be very significant and above the detection threshold. To compare with observations, the highest frequency channel of the Planck surveyor is at 857 GHz (see http://astro.estec.esa.nl/Planck/), which corresponds to $`E_\gamma 15T_05E_\gamma `$ 222Note that even though this frequency would from Eq. (6) correspond to $`\sigma 5^4\sigma `$, Eq. (6) does not apply at such high energy during recombination. The upper limit for the cross section would rather be $`\sigma \sigma _T`$, which corresponds better to the case of $`\sigma =3^4\sigma `$, shown in Fig. 4.. So for the Planck surveyor it is not impossible that the effect at high frequencies could be detectable. However, this simplistic analysis clearly overestimates the effect, because increasing the general Rayleigh scattering by a certain amount implicitly assumes that all photons have more energy, which is not really the case. A real calculation using the momentum dependent Boltzmann equation would likely find a somewhat smaller effect, which could nevertheless still be significant at high energy. A second point is that the high frequency bands are subject to heavy foreground contamination (Tegmark et al. 2000), so that a cosmological signal would probably not be visible.

## Acknowledgements

Use of the CMBFAST package for calculating CMBR anisotropies (Seljak & Zaldarriaga 1996) is acknowledged.


text:
# Limit on Lorentz and CPT Violation of the Proton Using a Hydrogen Maser

## Abstract

We present a new measurement constraining Lorentz and CPT violation of the proton using a hydrogen maser double resonance technique. A search for hydrogen Zeeman frequency variations with a period of the sidereal day (23.93 h) sets a clean limit on violation of Lorentz and CPT symmetry of the proton at the $`10^{27}`$ GeV level.

Experimental investigations of Lorentz symmetry provide important tests of the standard model of particle physics and general relativity. While the standard model successfully describes particle phenomenology, it is believed to be the low energy limit of a fundamental theory that incorporates gravity. This underlying theory may be Lorentz invariant, yet contain spontaneous symmetry-breaking that could result at the level of the standard model in small violations of Lorentz invariance and CPT (symmetry under simultaneous application of Charge conjugation, Parity inversion, and Time reversal).

Clock comparisons  provide sensitive tests of rotation invariance and hence Lorentz symmetry by bounding the frequency variation of a given clock as its orientation changes, e.g., with respect to the inertial reference frame defined by the fixed stars . Atomic clocks are typically used, involving the electromagnetic signals emitted or absorbed on hyperfine or Zeeman transitions. Here we report results from a hydrogen (H) maser experiment that sets an improved clean limit on Lorentz and CPT violation of the proton at the level of $`10^{27}`$ GeV as the H maser rotates with the Earth.

Our H maser measurement is motivated by a standard model extension developed by Kostelecký and others . This standard-model extension is quite general: it emerges as the low-energy limit of any underlying theory that generates the standard model and that contains spontaneous Lorentz symmetry violation . For example, such characteristics might emerge from string theory . A key feature of the standard-model extension is that it is formulated at the level of the known elementary particles, and thus enables quantitative comparison of a wide array of searches for Lorentz and CPT violation . The dimensionless suppression factor for such effects would likely be the ratio of the appropriate low-energy scale to the Planck scale, perhaps combined with dimensionless coupling constants .

Recent experimental work motivated by this standard-model extension includes Penning trap tests by Gabrielse *et al.* on the antiproton and H- , and by Dehmelt *et al.* on the electron and positron , which place improved limits on Lorentz and CPT violation in these systems. A re-analysis by Adelberger, Gundlach, Heckel, and co-workers of existing data from the “Eöt-Wash II” spin-polarized torsion pendulum  sets the most stringent bound to date on Lorentz and CPT violation of the electron: approximately $`10^{29}`$ GeV . A recent search for Zeeman-frequency sidereal variations in a 129Xe/3He maser places an improved constraint on Lorentz and CPT violation involving the neutron at the level of $`10^{31}`$ GeV . Also the KTeV experiment at Fermilab and the OPAL and DELPHI collaborations at CERN have limited possible Lorentz and CPT violation in the $`K`$ and $`B_d`$ systems .

The hydrogen maser is an established tool in precision tests of fundamental physics . H masers operate on the $`\mathrm{\Delta }F=1`$, $`\mathrm{\Delta }m_F=0`$ hyperfine transition (the “clock” transition) in the ground electronic state of atomic hydrogen . Hydrogen molecules are dissociated into atoms in an RF discharge and the atoms are spatially state selected via a hexapole magnet (Fig. 1). Atoms in the $`F=1`$, $`m_F=+1,0`$ states are focused into a Teflon coated cell, thereby creating the population inversion necessary for active maser oscillation. The cell resides in a microwave cavity resonant with the $`\mathrm{\Delta }F=1`$ transition at 1420 MHz. A static magnetic field of $`1`$ milligauss is applied by a solenoid surrounding the resonant cavity to maintain the quantization axis of the H atoms. For normal H maser operation, this magnetic field is directed vertically upwards in the laboratory reference frame. The $`F=1`$, $`m_F=0`$ atoms are stimulated to make a transition to the $`F=0`$ state by the thermal microwave field in the cavity. The energy from the atoms then acts as a source to increase the microwave field. With sufficiently high polarization flux and low cavity losses, this feedback induces active maser oscillation. H masers built in our laboratory over the last 30 years provide fractional frequency stability on the clock transition of better than $`10^{14}`$ over averaging intervals of minutes to days and can operate undisturbed for several years before requiring routine maintenance.

The $`\mathrm{\Delta }m_F=0`$ clock transition has no leading-order sensitivity to Lorentz and CPT violation  because the transition encompasses no change in longitudinal spin orientation. In contrast, the $`F=1`$, $`\mathrm{\Delta }m_F=\pm 1`$ Zeeman transitions are maximally sensitive to potential Lorentz and CPT violation . Therefore, we searched for a Lorentz-violation signature by monitoring the Zeeman frequency ($`\nu _Z850`$ Hz in a static magnetic field of 0.6 mG) as the laboratory reference frame rotated sidereally. We utilized an H maser double resonance technique  to measure $`\nu _Z`$. We applied a weak, oscillating magnetic field perpendicular to the static field at a frequency close to the Zeeman transition, thereby coupling the three sublevels of the hydrogen $`F=1`$ manifold . Provided that a population difference exists between the $`m_F=\pm 1`$ states, this coupling alters the energy of the $`m_F=0`$ state, thus shifting the measured maser clock frequency in a manner described by a line shape that is antisymmetric about the Zeeman frequency for sufficiently small static fields (Fig. 2) . We determined $`\nu _Z`$ by measuring the resonant driving field frequency at which the maser clock frequency is equal to its unperturbed value. Due to the excellent frequency stability of the H maser, this double resonance technique allowed the determination of $`\nu _Z`$ with a precision of $``$ 1 mHz .

In the small-field limit, the hydrogen Zeeman frequency is proportional to the static magnetic field. Four layers of high permeability magnetic shields surround the maser (Fig. 1), screening external field fluctuations by a factor of 32,000. Nevertheless, the residual effects of day-night variations in ambient magnetic noise shifted the measured Zeeman frequency with a 24 hour periodicity which was difficult to distinguish from a true sidereal (23.93 h period) signal in our data sample. Therefore, we employed an active stabilization system to cancel external magnetic field fluctuations (Fig. 1). A fluxgate magnetometer sensed the field near the maser cavity with a shielding factor of only 6 to external magnetic fields due to its location at the edge of the shields. A feedback loop controlled the current in large Helmholtz coils (2.4 m dia.) surrounding the maser to maintain a constant field. This feedback loop effectively reduced the sidereal fluctuations of $`\nu _Z`$ caused by external fields at the location of the magnetometer to below 1 $`\mu `$Hz.

We accumulated data in three separate runs of 11, 9 and 12 days over the period Nov., 1999 to Mar., 2000. During data taking, the maser remained in a closed, temperature controlled room to reduce potential systematics from thermal drifts that might have 24 hour periodicities. Each $`\nu _Z`$ measurement required approximately 20 minutes of data (Fig. 2). We also monitored the H maser amplitude, residual magnetic field fluctuations, maser and room temperatures, and the current through the maser solenoid (which set the static magnetic field). During the second and third runs, we reversed the direction of the static magnetic field created by the maser’s internal solenoid in order to investigate possible systematic dependence of the diurnal variation of $`\nu _Z`$ on field direction. (No such dependence was observed.) In the field-reversed configuration, the axial magnetic field in the storage bulb was anti-parallel to the field near the exit from the state-selecting hexapole magnet. Thus H atoms traversed a region of magnetic field inversion on their way into the storage bulb, causing loss of atoms from the maser excited state ($`F=1`$, $`m_F=0`$) due to Majorana transitions as well as sudden transitions of atoms from the $`F=1`$, $`m_F=+1`$ state to the $`F=1`$, $`m_F=1`$ state. In the field reversed configuration, the maser amplitude was reduced by 30% and both the maser clock frequency and Zeeman frequency were less stable. Thus, our constraint on sidereal-period $`\nu _Z`$ variations was 5 times weaker in the field-reversed configuration than in the parallel-field configuration.

To identify any sidereal variations in $`\nu _Z`$, we fit a sidereal-period sinusoid and a slowly varying background to the accumulated $`\nu _Z`$ measurements. (See Fig. 3 for the 11 days of data from run 1.) Two coefficients, $`\delta \nu _{Z,\alpha }`$ and $`\delta \nu _{Z,\beta }`$, parameterize the sine and cosine components of the sidereal oscillations. ($`\alpha `$ and $`\beta `$ also correspond to non-rotating directions in the plane perpendicular to the Earth’s axis of rotation.) In addition, we used piecewise continuous linear terms (whose slopes were allowed to vary independently for each day) to model the slow drift of the Zeeman frequency. In the field-inverted configuration, large variations in $`\nu _Z`$ led to days for which this model did not successfully fit the data. Large values of the reduced $`\chi ^2`$ and systematic deviation of the residuals from a normal distribution characterized such days, which we cut from the data sample. For each run, the fit determined the components $`\delta \nu _{Z,\alpha }`$ and $`\delta \nu _{Z,\beta }`$ of the sidereal sinusoidal variation (see Table I). The total weighted means and uncertainties for $`\delta \nu _{Z,\alpha }`$ and $`\delta \nu _{Z,\beta }`$ were then formed from all three data sets, yielding the measured value $`A\sqrt{(\delta \nu _{Z,\alpha })^2+(\delta \nu _{Z,\beta })^2}=0.49\pm \mathrm{\hspace{0.17em}0.34}`$ mHz (1-$`\sigma `$ level). This result is consistent with no observed sidereal variation in the hydrogen $`F=1`$, $`m_F=\pm 1`$ Zeeman frequency, given reasonable assumptions about the probability distribution for $`A`$ .

Systematic sidereal-period fluctuations of $`\nu _Z`$ were smaller than the 0.34 mHz statistical resolution. The current in the main solenoid typically varied by less than 5 nA out of 100 $`\mu `$A over 10 days, corresponding to a change in $`\nu _Z`$ of $`50`$ mHz. We corrected the measured Zeeman frequency for this solenoid current drift. The sidereal component of the current correction was typically $`25\pm \mathrm{\hspace{0.17em}10}`$ pA, corresponding to a sidereal-period variation of $`\nu _Z0.16\pm \mathrm{\hspace{0.17em}0.08}`$ mHz. The temperature inside the maser cabinet enclosure had a sidereal component below 0.5 mK, corresponding to a sidereal-period modulation of $`\nu _Z`$ of less than 0.1 mHz. Potential Lorentz-violating effects acting directly on the electron spins in the fluxgate magnetometer’s ferromagnetic core could change the field measured by the magnetometer and mask a potential signal from the H maser experiment. However, any such effect would be greatly suppressed by a factor of     Run Useful days Field $`\delta \nu _{Z,\alpha }`$ $`\delta \nu _{Z,\beta }`$     (cut days) direction (mHz) (mHz)  1 11 (0) $``$ $`0.43\pm 0.36`$ $`0.21\pm 0.36`$  2 3 (6) $``$ $`2.02\pm 1.27`$ $`2.75\pm 1.41`$  3 5 (7) $``$ $`4.30\pm 1.86`$ $`1.70\pm 1.94`$   Table I. Means and standard errors for $`\delta \nu _{Z,\alpha }`$ and $`\delta \nu _{Z,\beta }`$, the quadrature amplitudes of sidereal-period variations in the hydrogen $`F=1`$, $`m_F=\pm 1`$ Zeeman frequency. Results are displayed for each of three data-taking runs, listing also the number of days of useful data, the number of discarded data-taking days (in parentheses), and the direction of the maser’s internal magnetic field in the laboratory frame.   $`E/kT10^{16}`$ below the $`1`$ nG sensitivity of the magnetometer, where $`E`$ is the Lorentz-violating shift of the electron spin energy (known to be $`10^{29}`$ GeV ) and $`T`$ is the temperature of the spins when the core is in zero magnetic field (the equilibrium condition of the magnetometer lock loop). Also, the magnetic shielding reduces field fluctuations at the magnetometer by a factor of only 6 whereas fluctuations at the storage-bulb are reduced by 32,000. Therefore, any effective magnetic field shifts induced in the magnetometer by Lorentz/CPT-violations were negligible in the present experiment. Spin-exchange collisions between the H atoms shift the zero crossing of the double resonance from the true Zeeman frequency . Hence, the measured $`\nu _Z`$ varies with H density in the maser. We monitored the atomic density by measuring the output maser power, with the relation to $`\nu _Z`$ being $`0.8`$ mHz/fW. During long term operation, the average maser power drifted less than 1 fW per day. The sidereal component was typically less than 0.05 fW, corresponding to a 0.04 mHz variation in the Zeeman frequency. Combining these systematic errors in quadrature with the statistical uncertainty produces a final limit on a sidereal variation in the hydrogen $`F=1`$, $`\mathrm{\Delta }m_F=\pm 1`$ Zeeman frequency of 0.37 mHz, which expressed in energy units is $`1.5\times 10^{27}`$ GeV.

The hydrogen atom is directly sensitive to Lorentz and CPT violations of the proton and the electron. Following the notation of Refs. , one finds that a limit on a sidereal-period modulation of the Zeeman frequency ($`\delta \nu _Z`$) provides a bound on the following parameters in the standard model extension of Kostelecký and co-workers:

$$\left|\stackrel{~}{b}_3^p+\stackrel{~}{b}_3^e\right|2\pi \delta \nu _Z$$
(1)
for the low static magnetic fields at which we operate. (Here we have taken $`\mathrm{}=c=1`$.) The subscript 3 in Eq. (1) indicates the direction along the quantization axis of the apparatus, which is vertical in the lab frame. The superscripts $`e`$ and $`p`$ refer to the electron and proton, respectively.

As in Refs. , we can re-express the time varying change of the hydrogen Zeeman frequency in terms of parameters expressed in a non-rotating inertial frame as

$$2\pi \delta \nu _{Z,J}=\left(\stackrel{~}{b}_J^p+\stackrel{~}{b}_J^e\right)\mathrm{sin}\chi ,$$
(2)
where $`J`$ refers to either of two orthogonal directions perpendicular to the earth’s rotation axis and $`\chi =48^{}`$ is the co-latitude of the experiment.

As noted above, a re-analysis of existing data from a spin-polarized torsion pendulum  sets the most stringent bound to date on Lorentz and CPT violation of the electron: $`\stackrel{~}{b}_J^e10^{29}`$ GeV . Therefore, the H maser measurement reported here constrains Lorentz and CPT violations of the proton: $`\stackrel{~}{b}_J^p2\times 10^{27}`$ GeV at the one sigma level. This limit is comparable to that derived  from the 199Hg/133Cs clock comparison experiment of Hunter, Lamoreaux *et al.*  but in a much cleaner system: the hydrogen atom nucleus is simply a proton, whereas significant nuclear model uncertainties affect the interpretation of experiments on many-nucleon systems such as 199Hg and 133Cs.

To our knowledge, no search for sidereal variations in the hydrogen Zeeman frequency has been performed previously. Nevertheless, implicit limits can be set from a widely-practiced H maser characterization procedure in which the Zeeman frequency is measured by observing the drop in maser output power induced by a drive field swept through the Zeeman resonance . It is reasonable to assume that sidereal-period variations of the Zeeman frequency of $`1`$ Hz would have been noticed. Thus, our result improves upon existing implicit constraints by over two orders of magnitude.

In conclusion, precision comparisons of atomic clocks provide sensitive tests of Lorentz and CPT symmetries . A new measurement with an atomic hydrogen maser provides a clean limit on Lorentz and CPT violation involving the proton that is consistent with no effect at the $`10^{27}`$ GeV level. Further details of this work will be found in Ref. .

We gratefully acknowledge the encouragement and assistance of Alan Kostelecký. Financial support was provided by NASA grant NAG8-1434 and ONR grant N00014-99-1-0501. M. A. H. acknowledges a fellowship from the NASA Graduate Student Researchers Program.


text:
# 1 Introduction

## 1 Introduction

In article  the unified approach to the construction of confidence intervals and confidence limits for a signal with a background presence, in particular for Poisson distributions, is proposed. The method is widely used for the presentation of physical results  though a number of investigators criticize this approach  (in particular, this approach avoids a violation of the coverage principle). Series of Workshops on Confidence Limits has been held in CERN and Fermilab. At these meetings demands for properties of constructed confidence intervals and confidence limits have been formulated . On the other hand, the results of experiments often give noninteger values of a number of observed events (for example, after background subtraction ) when a Poisson distribution take place. That is why there is a necessity to search a continuous analogue of Poisson distribution. The present work offers some generalization of Poisson distribution for continuous case. The generalization given here allows to construct confidence intervals and confidence limits for Poisson distribution parameter both for integer and real values of a number of observed events, using conventional methods. More than, the supposition about continuous of some function $`f(x,\lambda )`$ described below allows to use a Gamma distribution for construction of confidence intervals and confidence limits of Poisson distribution parameter. In present article we consider only the construction of confidence intervals.

In the Section 2 the generalization of Poisson distribution for the continuous case is introduced. An example of confidence intervals construction for the parameter of analogue of Poisson distribution is given in the Section 3. In the Section 4 the results of construction of confidence intervals having the minimal length for the parameter of Poisson distribution using a Gamma distribution are discussed. The main results of the article are formulated in the Conclusion.

## 2 The Generalization of Discrete Poisson Distribution for the Continuous Case

Let us have a random value $`\xi `$, taking values from the set of numbers $`xX`$. Let us consider two-dimensional function

$$f(x,\lambda )=\frac{\lambda ^x}{x!}e^\lambda ,$$
(1)
where $`x0`$ $`\lambda >0`$. Assume, that set $`X`$ includes only integer numbers, then discrete function $`f(x,\lambda )`$ describes distribution of probabilities for Poisson distribution with the parameter $`\lambda `$ and a random variable $`x`$

Let us rewrite the density of Gamma distribution using unconventional notation

$$f(x,a,\lambda )=\frac{a^{x+1}}{\mathrm{\Gamma }(x+1)}e^{a\lambda }\lambda ^x,$$
(2)
where $`a`$ is a scale parameter, $`x>1`$ is a shape parameter222A conventional notation for the shape parameter is  $`r=x+1,r>0`$. and $`\lambda >0`$ is a random variable. Here the quantities of $`x`$ and $`\lambda `$ take values from the set of real numbers. Let us set $`a=1`$ and denote $`x!=\mathrm{\Gamma }(x+1)`$, then a continuous function

$$f(x,\lambda )=\frac{\lambda ^x}{x!}e^\lambda ,\lambda >0,x>1$$
(3)
is the density of Gamma distribution with the scale parameter $`a=1`$.

To anticipate a little, it is indicative of the Gamma distribution of parameter $`\lambda `$ for the Poisson distribution in case of observed value $`x=\widehat{x}`$.

Figure 1 shows the surface described by the function $`f(x,\lambda )`$. Smooth behaviour of this function along $`x`$ and $`\lambda `$ (see Fig.2) allows to assume that there is such a function $`ł(\lambda )>1`$, that

$$_{l(\lambda )}^{\mathrm{}}f(x,\lambda )𝑑x=1$$
(4)
for given value of $`\lambda `$. It means that in this way we introduce continued analogue of Poisson distribution with the probability density $`f(x,\lambda )={\displaystyle \frac{\lambda ^x}{x!}}e^\lambda `$ over the area of the function definition, i.e. for $`xl(\lambda )`$ and $`\lambda >0`$. The values of the function $`f(x,\lambda )`$ for integer $`x`$ coincide with corresponding magnitudes in the probabilities distribution of discrete Poisson distribution. Dependences of the values of function $`ł(\lambda )`$, the means and the variances for the suggested distribution on $`\lambda `$ have been calculated by using programme DGQUAD from the library CERNLIB  and the results are presented in Table 1. This Table shows that series of properties of Poisson distribution $`(E\xi =\lambda ,D\xi =\lambda )`$ take place only if the value of the parameter $`\lambda >3`$.

It is appropriate at this point to say that

$$_0^{\mathrm{}}f(x,\lambda )𝑑x=_0^{\mathrm{}}\frac{\lambda ^xe^\lambda }{\mathrm{\Gamma }(x+1)}𝑑x=e^\lambda \nu (\lambda ).$$
(5)
The function

$$\nu (\lambda )=_0^{\mathrm{}}\frac{\lambda ^x}{\mathrm{\Gamma }(x+1)}𝑑x$$
(6)
is well known and, according to ref. ,

$$\nu (\lambda )=\underset{n=N}{\overset{\mathrm{}}{}}\frac{\lambda ^n}{\mathrm{\Gamma }(n+1)}+O(|\lambda |^{N0.5})=e^\lambda +O(|\lambda |^N)$$
(7)
if $`\lambda \mathrm{},|arg\lambda |\frac{\pi }{2}`$ for any integer $`N`$. Nevertheless we have to use the function $`l(\lambda )`$ in our calculations in Section 3. We consider it as a mathematical trick to illustrate a possibility of construction of confidence intervals by numerically in the case of real value $`\widehat{x}`$.

In principle, we can numerically transforms the function $`f(x,\lambda )`$ in the interval $`x(0,1)`$ so that

$`{\displaystyle _0^{\mathrm{}}}f(x,\lambda )𝑑x=1,E\xi ={\displaystyle _0^{\mathrm{}}}xf(x,\lambda )𝑑x=\lambda ,`$

$`D\xi ={\displaystyle _0^{\mathrm{}}}(xE\xi )^2f(x,\lambda )𝑑x=\lambda `$

for any $`\lambda `$. In this case we can construct confidence intervals without introducing of $`l(\lambda )`$.

In Section 3 assumption about continuous of the function $`f(x,\lambda )`$ along the variable $`x`$ are used for construction of confidence intervals of a parameter $`\lambda `$ for any observed $`\widehat{x}`$.

Let us construct a central confidence intervals for the continued analogue of Poisson distribution using function $`l(\lambda )`$.

## 3 The Construction of the Confidence Intervals for Continued Analogue of Poisson Distribution.

Assume that in the experiment with the fixed integral luminosity (i.e. a process under study may be considered as a homogeneous process during given time) the $`\widehat{x}`$ events of some Poisson process were observed. It means that we have an experimental estimation $`\widehat{\lambda }(\widehat{x})`$ of the parameter $`\lambda `$ of Poisson distribution. We have to construct a confidence interval $`(\widehat{\lambda }_1(\widehat{x}),\widehat{\lambda }_2(\widehat{x}))`$, covering the true value of the parameter $`\lambda `$ of the distribution under study with confidence level $`1\alpha `$, where $`\alpha `$ is a significance level. It is known from the theory of statistics , that the mean value of a sample of data is an unbiassed estimation of mean of distribution under study. In our case the sample consists of one observation $`\widehat{x}`$. For the discrete Poisson distribution the mean coincides with the estimation of parameter value, i.e. $`\widehat{\lambda }=\widehat{x}`$. This is not true for a small value of $`\lambda `$ in the considered case (see Table 1). That is why in order to find the estimation of $`\widehat{\lambda }(\widehat{x})`$ for small value $`\widehat{x}`$ there is necessary to introduce correction in accordance with Table 1. Let us construct the central confidence intervals using conventional method assuming that

$$_{\widehat{x}}^{\mathrm{}}f(x,\widehat{\lambda }_1)𝑑x=\frac{\alpha }{2}$$
(8)
for the lower bound $`\widehat{\lambda }_1`$ and

$$_{l(\widehat{\lambda }_2)}^{\widehat{x}}f(x,\widehat{\lambda }_2)𝑑x=\frac{\alpha }{2}$$
(9)
for the upper bound $`\widehat{\lambda }_2`$ of confidence interval.

Figure 3 shows the introduced in the Section 2 distributions with parameters defined by the bounds of confidence interval $`(\widehat{\lambda }_1=1.638,\widehat{\lambda }_2=8.493)`$ for the case $`\widehat{x}=\widehat{\lambda }=4`$ and the Gamma distribution with parameters $`a=1`$, $`x=\widehat{x}=4`$. The association between the confidence interval and the Gamma distribution is seen from this Figure. The bounds of confidence interval with 90% confidence level for the parameter of continued analogue of Poisson distribution for different observed values $`\widehat{x}`$ (first column) were calculated and are given in the second column of the Table 2. It is necessary to notice that the confidence level of the constructed confidence intervals always coincides exactly with the required confidence level. As it results from Table 2 that the suggested approach allows to construct confidence intervals for any real and integer values of the observed number of events in the case of the values of parameter $`\lambda >3`$. The Table 2 shows that the left bound of central confidence intervals is not equal to zero for small $`\widehat{x}`$, what is not suitable.

Also note that 90% of the area of Gamma distributions with parameter $`x=\widehat{x}`$ are contained inside the constructed 90% confidence intervals for observed value $`\widehat{x}`$. However, for small values of $`\widehat{x}`$ we have got values of the area close to 88%, i.e. less than 90%.

## 4 Shortest Confidence Intervals for Parameter of Poisson Distribution.

As is follow from the formula $`(3)`$ for $`f(x,\lambda )`$ (see Fig.3) the true value of $`\lambda `$ of Poisson distribution for the observed value $`\widehat{x}`$ has Gamma distribution (at least both for integer $`x0`$ if we consider pure Poisson distribution and for real $`x0`$ if we consider analogue of Poisson distribution) with the parameters $`a=1`$ and $`x=\widehat{x}`$, i.e.

$$P(\lambda |\widehat{x})=\frac{\lambda ^{\widehat{x}}}{\widehat{x}!}e^\lambda .$$
(10)
This supposition allows to choose confidence interval of a minimum length from all possible confidence intervals of given confidence level without violation of the coverage principle. The bounds of minimum length area, containing 90% of the corresponding Gamma distribution square, were found numerically both for integer value of $`\widehat{x}`$ and for real value of $`\widehat{x}`$. We took into account that $`x=\widehat{x}`$ and found the shortest 90% confidence interval for the parameter of Poisson distribution. The results are presented in third column of the Table 2. For comparison with the results of conventional procedure  of finding confidence intervals, the results of calculations of confidence intervals for integer value of $`\widehat{x}`$  are adduced in the Table 2. By this means confidence intervals, got using Gamma distribution, may be used for real values of $`\widehat{x}`$.

## 5 Conclusion

In the article the attempt of introducing of continued analogue of Poisson distribution for the construction of classical confidence intervals for the parameter $`\lambda `$ of Poisson distribution is described. Also, in the article is shown that the true value of a parameter of Poisson distribution for the observed value $`\widehat{x}`$ has Gamma distribution with the scale parameter $`a=1`$ and the shape parameter $`x=\widehat{x}`$. Two approaches (with using of function $`l(\lambda )`$ and with using of Gamma distribution) are considered. Confidence intervals for different integer and real values of number of observed events for Poisson process in the experiment with given integral luminosity are constructed. The second approach allows to construct any confidence intervals for a parameter of Poisson distribution.

Acknowledgments

We are grateful to V.A. Matveev, V.F. Obraztsov and Fred James for the interest to this work and for valuable comments. We are thankful to S.S. Bityukov and V.A. Litvine for useful discussions. We would like to thank E.A.Medvedeva for the help in preparing the article. This work has been supported by RFFI grant 99-02-16956 and grant INTAS-CERN 377.


text:
# 1 Acknowledgement:

## 1 Acknowledgement:

We would like to thank Joel Cohen, Sergey Leikin, Eric Raspaud and Don Rau for stimulating discussions and Eric Raspaud for generously providing us with data prior to publication.

Figure 1: Osmotic coefficient, $`\varphi =n(R_0)/n_{PO4}`$ vs. mean counterion concentration $`n_{PO4}`$ ($`c_{DNA}`$ in molar units) and the geometry of the cell model. $`n(R_0)`$ is the counterion density at the cell wall. The charge density on the cylinder corresponds to one elementary charge per $`1.7\AA `$ contour length (or Q=4.353). Osmotic coefficients have been calculated for $`a=10\AA `$. We have considered the consequences of allowing the counterions to enter the interior of the cylinder (dashed line), or of preventing the counterions from entering the cylinder at all (solid line). The osmotic pressure in the limit of vanishing $`a`$ (Manning condensation limit) is shown by the dashed line. The calculated osmotic coefficients increase as $`c_{DNA}`$ increases. The experimental results for DNA  ($`\mathrm{}`$) in the salt independent regime of DNA concentrations show the same trend, but the variation is slower than for any of the calculated data. The osmotic coefficient is somewhat sensitive to whether the cylinder is hollow (dotted lines) or solid (solid lines). Expectably when the cylinder is hollow, the osmotic coefficient is smaller. The hollow/solid difference increases when $`R_0a`$. In the dilute, $`a/R_00`$, limit the computed osmotic coefficient reaches the constant limiting value of $`1/(2Q).11`$ of counterion condensation theory.

Figure 2: Osmotic pressure $`\pi _{osm}`$ versus the molar concentration of DN,A $`c_{DNA}`$ (upper graph) or the radius of the cell $`R_0`$ (lower graph). The charge density on the cylinder with radius $`a=10\AA `$ corresponds to one elementary charge per $`1.7\AA `$ contour length (or $`Q=4.353`$). Hollow cylinder, dotted line; solid cylinder, solid line. The predicted osmotic pressure in the limit of vanishing $`a`$ (counterion condensation limit) is shown with a dashed line. Experimental data are represented with symbols: $`\mathrm{}`$ osmotic pressure data at 2 mM salt , $`\mathrm{}`$ osmotic pressure data at DNA concentrations where salt does not matter, $``$ osmotic pressure at very large DNA concentrations where again there are no salt concentration effects . The experimentally determined pressures for very small values of $`c_{DNA}`$ can not be explained by the electrostatic cell model studied here. For $`c_{DNA}`$ in the range $`0.10.5M`$, the calculated pressures determined from the electrostatic cell model seems to capture the trend in the experimental data but the calculated pressures are slightly larger than the experimentally determined pressures, irrespective of solid-cylinder (solid line) or hollow-cylinder (dashed line) assumptions. When $`c_{DNA}`$ approaches $`1`$ M , we find that the calculated pressures and the experimentally determined pressures are not very different in magnitude, but the calculated variation of pressure with concentration does not fit the trend in the experimental data.


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# Stars and Planetary Nebulae in the Galactic Bulge

## 1. Introduction

Planetary Nebulae are interesting objects for the study of the Galactic Bulge because they concentrate the energy of their central stars in the emission lines of their spectra, and can therefore be observed relatively easily at this distance. Furthermore the masses of their progenitor stars varying from 0.8 to $`8\mathrm{M}_{}`$, their ages span from 50 Myr to 25 Gyr, covering more than 95% of the possible ages in the Universe, and of course in the Bulge.

The only stars with a similar ages range, that are reasonabely observable in the Bulge, are the Red Giants. They are actually the direct precursors of the Planetary Nebulae. Some elements have their abundances unmodified by the stellar evolution in Red Giants as well as in Planetary Nebulae. These elements keep the fingerprints of the chemical composition of the ISM when the progenitor star was born, and because of the span of their ages, they allow to follow its evolution over a very wide time range.

One particular point of interest are the relative abundances of elements produced in type II and in type Ia supernovae. Type II supernovae explode very rapidely, after some Myr, e.g. quasi instantaneously on the Bulge evolution timescale, whereas type Ia supernovae explode after a period of the order of one Gyr. The relative abundances of type II and type Ia supernovae should thus allow to measure the timescale of the Bulge formation.

On the other hand, elements produced during the lifetimes of the progenitor stars should allow to determine their ages - at least statistically. In Planetary Nebulae, nitrogen is very easily detectable, and has its abundance modified in high mass progenitors, that are short lived. Nitrogen abundances in Planetary Nebulae should thus help to identify recent star formation.

## 2. Abundances in Stars and in Planetary Nebulae

We derived abundances for a sample of 30 PN, that we observed with high quality spectroscopy (Cuisinier et al. 2000). These abundances being of really better quality than others available in the literature, we will only consider these ones here.

Abundances for individual elements in stars are up to now only available for a sample of 11 red giants, from McWilliam & Rich (1994).

Unfortunately, a direct comparison of abundances is not possible, the elements detectable in stars with a good confidence being different from those detectable in Planetary Nebulae.

We compared therefore the distributions of O, S and Ar in Planetary Nebulae in the Bulge and in the Disk, these elements representing the pristine abundances of the ISM (Figure 1, left panel, for O). We found the abundances distributions to be quite similar, like the Fe abundances in the stars (Mc William & Rich 1994).

On the other hand, the N/O ratios comparison in the Bulge and the Disk (figure 1, left panel) show that the young progenitor, N-rich Planetary Nebulae, that are present in the Disk, are lacking in the Bulge. From the Planetary Nebulae, the Bulge does not seem to have formed stars recently.

If the Red Giant and the Planetary Nebulae populations in the Bulge seem to be quite similar in the light of our study, the picture that arises from a comparison of the various elements originating from type II and type Ia supernovae that are detected in Planetary Nebulae and in Red Giants remains very puzzling: Mg and Ti, that are enhanced over Fe, seem to favor a quick evolution, whereas He, O, Si, S, Ar and Ca show normal abundances patterns, and favor a much slower evolution.

## References

Cuisinier, F., Maciel, W.J., Köppen, J., Acker, A., Stenholm, B. 2000, A&A, 353, 543

McWilliam, A., Rich, R.M., 1994, ApJS, 91, 749


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# On the boundary of the dispersion-managed soliton existence

## Abstract

A breathing soliton-like structure in dispersion-managed (DM) optical fiber system is studied. It is proven that for negative average dispersion the breathing soliton is forbidden provided that a modulus of average dispersion exceed a threshold which depends on the soliton amplitude.

PACS numbers: 05.45.Yv, 42.65.Tg, 42.79.Sz, 42.81.Dp

Propagation of optical pulse in nonlinear media with varying dispersion is both fundamental  and important applied problem  because a dispersion managed (DM) system, which is a system with periodic dispersion variation along an optical fiber, is one of the most prospective candidate for ultrafast high-bit-rate optical communication lines. Lossless propagation of optical pulse in DM fiber is described by a nonlinear Schrödinger equation (NLS) with periodically varying dispersion $`d(z)`$:

$$iu_z+d(z)u_{tt}+|u|^2u=0,$$
(1)
where $`u`$ is the envelope of the optical pulse, $`z`$ is the propagation distance and all quantities are made dimensionless. Consider a two-step periodic dispersion map: $`d(z)=d_0+\stackrel{~}{d}(z)`$, where $`\stackrel{~}{d}(z)=d_1`$ for $`0<z+nL<L_1`$ and $`\stackrel{~}{d}(z)=d_2`$ for $`L_1<z+nL<L_1+L_2`$, $`d_0`$ is the path-averaged dispersion, $`d_1,d_2`$ are the amplitudes of dispersion variation subject to a condition $`d_1L_1+d_2L_2=0`$, $`LL_1+L_2`$ is a dispersion compensation period and $`n`$ is an arbitrary integer number. Eq. $`(\text{1})`$ also describes pulse propagation in a fiber with losses compensated for by periodically placed amplifiers if the distance between amplifiers is much less than $`L`$.

In a linear regime, in which the nonlinear term in Eq. $`(\text{1})`$ is negligible, the periodical variation of dispersion is a way to overcome pulse broadening due to the chromatic dispersion provided that the residual dispersion $`d_0`$ is small enough. However in real optical fiber the nonlinear term in $`(\text{1})`$ is important because the optical pulse amplitude should be big enough to get high signal/noise ratio. One of the fascinating feature of DM system is the numerical observation of a space-breathing soliton-like structure, which is called DM soliton, for both positive and negative residual dispersion $`d_0`$ . This observation is in sharp contrast with the system described by NLS with the constant dispersion where stable soliton propagation is possible only for the positive dispersion  because the nonlinearity can continuously compensate the positive dispersion only. In DM soliton the balance between the nonlinearity and dispersion is achieved on average over the dispersion period $`L`$ what lift a restriction of the positive dispersion sign. Nevertheless it was never proven that DM soliton really exists because there is a possibility that this is rather a long-lived quasi-stable breathing pulse which decays on a long distance $`z.`$ It is shown here that for negative $`d_0`$ DM soliton can exist only if $`|d_0|`$ is small enough to allow nonlinear compensation of pulse broadening due to the dispersion over distance $`L.`$

Eq. $`(\text{1})`$ can be written in the Hamiltonian form $`ıu_z=\frac{\delta H}{\delta u^{}},`$ where the Hamiltonian

$$H=\left[d(z)|u_t|^2\frac{|u|^4}{2}\right]𝑑t,$$
(2)
is an integral of motion on each interval of a constant dispersion $`d(z)=const.`$ Eq. $`(\text{1})`$ is reduced to usual NLS on such intervals. At points $`z=nL`$ and $`z=nL+L_1,`$ where $`n`$ is an arbitrary integer number, the Hamiltonian experiences jumps due to jumps of the dispersion although the value of $`u`$ is a continuous function of $`z`$ in these points. In contrast to the Hamiltonian the time-averaged optical power $`N=|u|^2𝑑t`$ or number of particles in the quantum mechanical interpretation of NLS (in this interpretation the coordinate $`z`$ means some ”time” and actual time $`t`$ has a meaning of ”coordinate”) is an integral of motion for all $`z.`$ Consider z-dependence of the quantity $`A=t^2|u|^2𝑑t.`$ $`A/N`$ is the average width of a time-distribution of $`u`$ or simply $`t^2`$ in a quantum mechanical interpretation of NLS.

Using $`(\text{1})`$ and integrating by parts one gets for the first $`z`$ derivative

$`A_z=d(z){\displaystyle 2it(uu_t^{}u^{}u_t)𝑑t}.`$ (3)
In a similar way after a second differentiation by $`z`$ one gets

$$A_{zz}=4dH+4d^2X+\frac{d_z}{d}A_z,$$
(4)
where $`X|u_t|^2𝑑t.`$ It follows from Eq. $`(\text{3})`$, which is often called virial theorem (see e.g. Refs.), that $`A_z`$ experiences finite jumps corresponding to jumps of a step-wise function $`d(z):`$

$`A_z|_{z=L_1+0}={\displaystyle \frac{d_0+d_2}{d_0+d_1}}A_z|_{z=L_10}`$
$`A_z|_{z=L+0}={\displaystyle \frac{d_0+d_1}{d_0+d_2}}A_z|_{z=L0}.`$ (5)
Set $`X(z)=X_0+\delta X(z),X(0)X_0`$ then one can integrate Eq. $`(\text{4})`$ over intervals $`(0,L_1),`$ $`(L_1,L)`$:

$`A_z|_{z=L_10}=A_z|_{z=0+0}+4{\displaystyle _0^{L_1}}\left[(d_0+d_1)H_1+(d_0+d_1)^2X\right]𝑑z`$
$`A_z|_{z=L0}=A_z|_{z=L_1+0}+4{\displaystyle _{L_1}^L}\left[(d_0+d_2)H_2+(d_0+d_2)^2X\right]𝑑z,`$ (6)
where

$`H_1=(d_0+d_1)X_0Y_0,`$
$`H_2=(d_0+d_2)X_0Y_0(d_1d_2)\delta X|_{z=L_1}`$ (7)
are the Hamiltonian values on intervals $`(0,L_1),(L_1,L)`$ respectively, $`Y(z)\frac{|u|^4}{2}𝑑t,Y_0Y(0).`$ Here the conservation of $`H_1`$ on interval $`(0,L_1)`$ is used in derivation of expression for $`H_2`$.

The DM soliton solution of Eq. $`(\text{1})`$ (see Ref. ) is given by $`u=\stackrel{~}{u}(z,t)\mathrm{exp}(ıkz),`$ where $`k`$ is an arbitrary real constant and $`\stackrel{~}{u}(z+L,t)=\stackrel{~}{u}(z,t)`$ is a periodic function of $`z`$, $`\stackrel{~}{u}(z,t)|_{|t|\mathrm{}}0.`$ Thus for DM soliton $`A_z|_{z=L+0}=A_z|_{z=0+0}.`$ This condition can be cast via Eq. $`(\text{On the boundary of the dispersion-managed soliton existence}),(\text{On the boundary of the dispersion-managed soliton existence}),(\text{On the boundary of the dispersion-managed soliton existence})`$ into the form:

$`L(d_1+d_0)\left[2d_0X_0Y_0+(d_1d_2){\displaystyle \frac{L_2}{L}}\delta X|_{z=L_1}\right]+`$
$`{\displaystyle _0^{L_1}}(d_0+d_1)^2\delta X𝑑z+{\displaystyle _{L_1}^L}(d_0+d_2)^2\delta X𝑑z=0.`$ (8)
Next step is to consider $`\delta X(z)`$ dependence. Using $`(\text{1})`$ and integrating by parts one can get

$$X_z=4\varphi _tR_tR^3𝑑t,$$
(9)
where $`uRe^{ı\varphi },`$ $`\varphi `$ and $`R`$ are real, $`R0`$. Consider an upper bound of $`X_z`$ which is given by a chain of inequalities:

$$4\varphi _tR_tR^3𝑑t4\underset{t}{\mathrm{max}}(R^2)|\varphi _tR_tR|𝑑t4X^{3/2}N^{1/2},$$
(10)
where the following inequalities are used:

$`2\varphi _tR_tR(\varphi _tR)^2+R_t^2,`$
$`\underset{t}{\mathrm{max}}(R^2){\displaystyle _{\mathrm{}}^t}|(R^2)_t^{}|𝑑t^{}{\displaystyle |(R^2)_t|𝑑t}2{\displaystyle R|R_t|𝑑t}2N^{1/2}X^{1/2}`$ (11)
(in last expression the Cauchy-Schwarz inequality is also used). Eq. $`(\text{9})`$ and $`(\text{10})`$ can be integrated by $`z`$ and give (it is assumed below that $`2X_0^{1/2}N^{1/2}max(L_1,L_2)<1`$):

$$X\frac{X_0}{\left(12X_0^{1/2}N^{1/2}z\right)^2}$$
(12)
In a similar way using inequality $`X_z4|\varphi _tR_t|R^3𝑑t`$ following from $`(\text{9})`$ one can get the lower bond of $`X(z):`$

$$X\frac{X_0}{\left(1+2X_0^{1/2}N^{1/2}z\right)^2}.$$
(13)
For DM soliton $`X(L)=X_0`$ and thus it is more convenient to use for $`L_1<z<L`$ similar inequalities:

$$\frac{X_0}{\left(1+2X_0^{1/2}N^{1/2}(Lz)\right)^2}X\frac{X_0}{\left(12X_0^{1/2}N^{1/2}(Lz)\right)^2}.$$
(14)
Eqs. $`(\text{On the boundary of the dispersion-managed soliton existence}),(\text{12}),(\text{13}),(\text{14})`$ result in inequality:

$$\begin{array}{cc}|2d_0X_0Y_0|\frac{|d_1d_2|L_2X_0}{L}\left[\frac{1}{\left(12X_0^{1/2}N^{1/2}L_1\right)^2}1\right]& \\ +\frac{2X_0^{3/2}N^{1/2}}{|d_0+d_1|L}\left[\frac{(d_0+d_1)^2L_1^2}{12X_0^{1/2}N^{1/2}L_1}+\frac{(d_0+d_2)^2L_2^2}{12X_0^{1/2}N^{1/2}L_2}\right].& \end{array}$$
(15)
Eq. $`(\text{15})`$ is the main result of the present paper. Eq. $`(\text{15})`$ is a consequence of initial assumption that DM soliton exist for given parameters $`L_1,L_2,d_0,d_1,d_2`$ and integral values $`X_0,Y_0,N`$ which depend on $`u|_{z=0}`$ only. Thus DM soliton can exist only if this inequality is fulfilled.

Note that if one assumes uniqueness of DM soliton solution for given $`k`$ and soliton width then, as shown in Ref. , $`|u||_{z=0}=|u||_{z=L_1}`$. In such a case the term $`\delta X|_{z=L_1}`$ in Eq. $`(\text{On the boundary of the dispersion-managed soliton existence})`$ vanishes and instead of $`(\text{15})`$ one can get a stricter inequality. Here however that possibility is disregarded for the sake of generality.

To clarify physical consequences of Eq. $`(\text{15})`$ consider the optical pulse with a typical amplitude $`p`$ and a typical time-width $`t_0.`$ Then $`N|p|^2t_0,`$ $`X_0|p|^2/t_0`$ and thus $`X_0^{1/2}N^{1/2}LL/Z_{nl},`$ where $`Z_{nl}=1/|p|^2`$ is a characteristic nonlinear length. In a typical experimental condition a nonlinearity is small: $`L/Z_{nl}1`$ and denominators in $`(\text{15})`$ can be series expanded thus giving

$$|2d_0X_0Y_0|\frac{2X_0^{3/2}N^{1/2}}{L}\left[2|d_1d_2|L_1L_2+|d_0+d_1|L_1^2+\frac{(d_0+d_2)^2L_2^2}{|d_0+d_1|}\right]+O(\frac{d_1L^3}{t_0Z_{nl}^3}).$$
(16)
Provided that $`d_0`$ is negative both terms in left-hand side of $`(\text{16})`$ have the same sign and thus right-hand side should be greater or equal to $`2|d_0|X_0+Y_0.`$ Assuming $`d_1|d_0|`$ one can get from $`(\text{16})`$ the following estimate $`(Y_0t_0/Z_{nl}^2):`$

$$\frac{2|d_0|}{t_0Z_{nl}}+\frac{t_0}{Z_{nl}^2}\stackrel{<}{}\frac{4L_1d_1}{Z_{nl}^2t_0}(1+\frac{L_1}{L}).$$
(17)
Consider a strong dispersion management limit $`Z_{disp}/L1,`$ where $`Z_{disp}2d_1L_1/t_0^2`$ is a typical dispersion length. This limit implies that an optical pulse experiences strong oscillation on each period $`L`$ due to dispersion. Then $`(\text{17})`$ reduces to

$$\frac{d_0}{d_1}\stackrel{<}{}\frac{6L_1}{Z_{nl}}(1+\frac{L_1}{L}),$$
(18)
i.e. a nonlinearity (amplitude of the optical pulse) should be strong enough to allow DM soliton solution existence for a given negative $`d_0`$.

Eq. $`(\text{15})`$ gives a necessary condition for DM soliton existence but not sufficient. In other words violation of the inequality $`(\text{15})`$ means that DM soliton is forbidden. Of course it would be interesting to find to what extent this necessary existence condition is close to sufficient one. In general this could be done only if one found DM soliton analytically. Here one can only mention that there is a qualitative correspondence between threshold of DM soliton existence following from the analytical condition $`(\text{15})`$ and from a numerical investigation of DM soliton. Namely the maximal value of $`|d_0|`$ $`(d_0<0)`$ for which DM soliton exist grows with increase of the dispersion map strength $`L/Z_{disp}`$ according to both numerics (see e.g. ) and the analytical condition $`(\text{16})`$. It also follows from $`(\text{18})`$ that for asymmetric dispersion map $`L_1L_2`$ maximal possible value of $`|d_0|`$ grows as $`L_1`$ increase (for fixed $`L,Z_{nl},d_1`$) in correspondence with Fig. 3 of Ref. .

Eq. $`(\text{15})`$ has also a clear physical meaning in another limit $`\frac{d_0}{d_1}\frac{L}{Z_{nl}},`$ $`Z_{disp}L`$ and $`Z_{nl}L`$ in which $`(\text{15})`$ reduces to:

$$(2d_0X_0Y_0)/Y_0=O(L/Z_{disp})1.$$
(19)
Equality $`2d_0X_0=Y_0`$ exactly corresponds to one-soliton solution of NLS with dispersion $`d_0`$ (see Ref. ) where the dispersion $`d_0`$ and the nonlinearity continuously balance each other. Thus in the limit $`Z_{disp}L`$, which is called a weak dispersion limit, we recover usual NLS describing a path-averaged (over space period L) DM soliton dynamics provided $`d_0`$ is large enough. A weak dispersion management limit was studied earlier . Note that an additional condition $`\frac{d_0}{d_1}\frac{L}{Z_{nl}}`$ allows the amplitude $`d_1`$ of the dispersion variation still to be much higher than $`d_0`$ because one assumes $`LZ_{nl}`$.

In conclusion the necessary analytical condition $`(\text{15})`$ of DM soliton existence is established. From a physical point of view this condition means that DM soliton solution can exist only if the nonlinearity is strong enough to compensate the pulse broadening due to the negative value of the average dispersion $`d_0.`$ Note that estimates in Eqs. $`(\text{16})(\text{19})`$ are only given here for a physical interpretation of the analytical condition $`(\text{15})`$. So far DM soliton solution was obtained numerically , by variational  and other perturbative approaches . These results are in agreement with the condition $`(\text{15})`$. But analytical proof of DM soliton existence in the parameter region satisfying the condition $`(\text{15})`$, i.e. the sufficient existence condition, is still an open question.

The author thanks I.R. Gabitov for helpful discussions.

The support was provided by the US Department of Energy, under contract W-7405-ENG-36, RFBR and the program of Russian government support for leading scientific schools.


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# A continued fraction expansion for a 𝑞-tangent function

## 1. Introduction

In , Prodinger defined the following $`q`$–trigonometric functions

$`\mathrm{sin}_q(z)`$ $`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^nz^{2n+1}}{[2n+1]_q!}}q^{n^2},`$
$`\mathrm{cos}_q(z)`$ $`={\displaystyle \underset{n=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{(1)^nz^{2n}}{[2n]_q!}}q^{n^2}.`$
Here, we use standard $`q`$–notation:

$$[n]_q:=\frac{1q^n}{1q},[n]_q!:=[1]_q[2]_q\mathrm{}[n]_q,$$

$$(a;q)_n:=(1a)(1aq)\mathrm{}(1aq^{n1}).$$

These $`q`$–functions are variations of Jackson’s  $`q`$-sine and $`q`$-cosine functions.

For the $`q`$–tangent function $`\mathrm{tan}_q=\frac{\mathrm{sin}_q}{\mathrm{cos}_q}`$, Prodinger conjectured the following continued fraction expansion (see \[4, Conjecture 10\]):

$$z\mathrm{tan}_q(z)=\frac{z^2}{[1]_qq^0{\displaystyle \frac{z^2}{[3]_qq^2{\displaystyle \frac{z^2}{[5]_qq^1{\displaystyle \frac{z^2}{[7]_qq^9\mathrm{}}}}}}}}.$$
(1)
Here, the powers of $`q`$ are of the form $`(1)^{n1}n(n1)/2n+1`$.

The purpose of this note is to prove this statement. In our proof, we make use of the polynomials (see \[3, §2, (11)\]) $`A_n(z)`$ and $`B_n(z)`$, which are given recursively by

$`A_n(z)`$ $`=b_nA_{n1}(z)z^2A_{n2}(z),`$ (2)
$`B_n(z)`$ $`=b_nB_{n1}(z)z^2B_{n2}(z);`$ (3)
with initial conditions (see \[3, §2, (12)\])

$$A_1=1,B_1=0,A_0=b_0,B_0=1,$$

where $`b_0=0`$, $`b_n=[2n1]_qq^{(1)^{n1}n(n1)/2n+1}`$. As is well known (see \[3, §2\]), the continued fraction terminated after the term $`b_n`$ is equal to $`\frac{A_n}{B_n}`$, whence (1) follows from the assertion

$$A_n\mathrm{cos}_q+zB_n\mathrm{sin}_q=O(z^{2n+1}),$$
(4)
i.e., the leading $`2n`$ coefficients of $`z`$ vanish in (4).

In Section 2 we give a proof of (4) (and thus of (1)).

## 2. The proof

Both $`A_n`$ and $`B_n`$ are polynomials in $`z^2`$:

$$A_n(z)=\underset{j}{}c_{n,j}z^{2j},B_n(z)=\underset{j}{}d_{n,j}z^{2j}.$$

Observe that from the recursions (2) and (3) we obtain immediately

$$c_{n,k}=b_nc_{n1,k}c_{n2,k1}\text{ and }d_{n,k}=b_nd_{n1,k}d_{n2,k1},$$
(5)
with initial conditions

$$c_{0,k}=d_{0,k}=c_{1,k}=d_{1,k}=c_{n,0}=d_{n,1}=0,\text{ }c_{1,1}=1,\text{ }d_{0,0}=1.$$

Given this notation, we have to prove the following assertion for the coefficients of $`z^{2k}`$ in (4): For $`n1`$, $`0kn`$, there holds

$$\underset{i=0}{\overset{k}{}}c_{n,i}\frac{(1)^{ki}}{[2k2i]_q!}q^{(ki)^2}+\underset{i=0}{\overset{k}{}}d_{n,i}\frac{(1)^{ki1}}{[2k2i1]_q!}q^{(ki1)^2}=0.$$
(6)
In fact, we shall state and prove a slightly more general assertion:

###### Lemma 1.

Given the above definitions, we have for all $`n1`$, $`k0`$:

$$\begin{array}{c}\underset{i=0}{\overset{k1}{}}(1)^i\frac{q^{(ki1)^2}}{[2k2i2]_q!}\left(c_{n,i+1}+\frac{d_{n,i}}{[2k2i1]_q}\right)=\hfill \\ \hfill (1)^nq^{(5+3(1)^n12k4(1)^nk+8k^2+8n8kn+4n^22(1)^nn^2)/8}\\ \hfill \times \frac{_{s=kn}^k[2s]_q}{[2k]_q!}.\end{array}$$
(7)
Note that the left hand side of (7) is the same as in (6), and the right hand side of (7) vanishes for $`0kn`$. Hence (6) (and thus Prodinger’s conjecture) is an immediate consequence of Lemma 1.

###### Proof.

We perform an induction on $`k`$ for arbitrary $`n`$.

The case $`k=0`$ is immediate. For the case $`k=1`$, observe that

$$c_{n,1}=d_{n,0}=\underset{s=1}{\overset{n}{}}b_n.$$

For the inductive step $`(k1)k`$, we shall rewrite the recursions (5) in the following way:

$$c_{n,k}=\underset{i=0}{\overset{n2}{}}\left(c_{i,k1}\underset{j=i+3}{\overset{n}{}}b_j\right),d_{n,k}=\underset{i=0}{\overset{n2}{}}\left(d_{i,k1}\underset{j=i+3}{\overset{n}{}}b_j\right).$$

Substitution of these recursions into (7) and interchange of summations transform the identity into

$$\frac{q^{(k1)^2}(1[2k1]_q)_{s=1}^nb_s}{[2k1]_q!}+\underset{i=0}{\overset{n2}{}}\left(\text{rhs}(i,k1)\underset{j=i+3}{\overset{n}{}}b_j\right)=\text{rhs}(n,k),$$

where $`\text{rhs}(n,k)`$ denotes the right hand side of (7).

Now we use the induction hypothesis. As it turns out, factorization of powers of $`q`$ from $`\left(\text{rhs}(i,k1)_{j=i+3}^nb_j\right)`$ yields the same power for $`2i`$ and $`2i+1`$, whence we can group these terms together. After several steps of simplification we arrive at the following identity:

$$\begin{array}{c}\left(\underset{j=0}{\overset{\frac{n4}{2}}{}}\frac{(q^{2k+6};q^4)_j(q^{2k+4};q^4)_j(q^{17/2k};q^4)_j(q^{17/2k};q^4)_j}{(q^7;q^4)_j(q^9;q^4)_j(q^{9/2k};q^4)_j(q^{9/2k};q^4)_j}q^{(2k1)j}\right)\hfill \\ \hfill \times \frac{(q;q^2)_nq(1q^{2k1})(1q^{2k2})(1q^{92k})}{(1q)(1q^3)(1q^5)}(1q^{2k1})(q^3;q^2)_{n1}\\ \hfill (1)^nq^{(1+(1)^n+2k2(1)^nk+2n4kn+4n^2)/4}(q^{2k2n};q^2)_n\\ \hfill +(q;q^2)_n+\chi (n)(1q^{2k1})q^{n(2n2k+1)/2}(q^{2k2n+2};q^2)_{n1}=0,\end{array}$$
(8)
where $`\chi (n)=1`$ for $`n`$ even and $`0`$ for $`n`$ odd.

The sum can be evaluated by means of the very–well–poised $`{}_{6}{}^{}\varphi _{5}^{}`$ summation formula \[1, (2.7.1); Appendix (II.20)\]:

$$\begin{array}{c}\underset{j=0}{\overset{\mathrm{}}{}}\frac{(a;q)_j(\sqrt{a}q;q)_j(\sqrt{a}q;q)_j(b;q)_j(c;q)_j(d;q)_j}{(q;q)_j(\sqrt{a};q)_j(\sqrt{a};q)_j(\frac{aq}{b};q)_j(\frac{aq}{c};q)_j(\frac{aq}{d};q)_j}\left(\frac{aq}{bcd}\right)^j\hfill \\ \hfill =\frac{(aq;q)_{\mathrm{}}(\frac{aq}{bc};q)_{\mathrm{}}(\frac{aq}{bd};q)_{\mathrm{}}(\frac{aq}{cd};q)_{\mathrm{}}}{(\frac{aq}{b};q)_{\mathrm{}}(\frac{aq}{c};q)_{\mathrm{}}(\frac{aq}{d};q)_{\mathrm{}}(\frac{aq}{bcd};q)_{\mathrm{}}}.\end{array}$$
(9)
The sum we are actually interested in does not extend to infinity, so we rewrite is as follows:

$`{\displaystyle \underset{j=0}{\overset{\frac{n4}{2}}{}}}s(n,k,j)`$ $`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}s(n,k,j){\displaystyle \underset{j=\frac{n2}{2}}{\overset{\mathrm{}}{}}}s(n,k,j)`$
$`={\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}s(n,k,j)s(n,k,{\displaystyle \frac{n2}{2}}){\displaystyle \underset{j=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{s(n,k,j+\frac{n2}{2})}{s(n,k,\frac{n2}{2})}},`$
where $`s(n,k,j)`$ denotes the summand in (8). Now, replacing $`q`$ by $`q^4`$, $`a`$ by $`q^{2k+8a+9}`$, $`b`$ by $`q^{2k+4a+4}`$, $`c`$ by $`q^{2k+4a+6}`$ and $`d`$ by $`q^4`$ in the summand of (9) gives $`\frac{s(n,k,j+a)}{s(n,k,a)}`$ times the fraction $`\frac{(q^{2k+8a+9};q^4)_j(q^4;q^4)_j}{(q^{2k+8a+9};q^4)_j(q^4;q^4)_j}`$, which cancels. So we obtain after some simplification:

$$\begin{array}{c}\underset{j=0}{\overset{x}{}}\frac{(q^{2k+6};q^4)_j(q^{2k+4};q^4)_j(q^{17/2k};q^4)_j(q^{17/2k};q^4)_j}{(q^7;q^4)_j(q^9;q^4)_j(q^{9/2k};q^4)_j(q^{9/2k};q^4)_j}q^{(2k1)j}\hfill \\ \hfill =\frac{(1q^3)(1q^5)}{(1q^{2k1})(1q^{92k})}\left(1q^{(2k1)(x+1)}\frac{(q^{2k+4};q^2)_{2x+2}}{(q^3;q^2)_{2x+2}}\right).\end{array}$$

Substitution of this evaluation in (8) and simplification yield for both cases $`n`$ even ($`n=2N`$) and odd ($`n=2N1`$) the same equation

$$(q^{2k+2};q^2)_{2N1}=q^{2(kN)(2N1)}(q^{2k4N+2};q^2)_{2N1},$$

which, of course, is true. This finishes the proof. ∎