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# 1 Introduction

## 1 Introduction

The recent discovery of neutrino oscillations , pointing towards non-vanishing neutrino masses, provides special motivation to investigate the question of fermion masses and mixing, at present one of the major riddles of particle physics.

One of the striking features of the experimental evidence is the fact that large neutrino mixing is required at least in the 2-3 sector. This is to be contrasted to the situation in the quark sector, where the mixing is known to be small. In the search for a model which would naturally accommodate the experimental data, we find desirable to abide by the following principles:

(i) We consider the standard model (SM) with the addition of three right-handed neutrinos, but no extra Higgs doublets. The smallness of neutrino masses results then from the large right-handed neutrino masses through the seesaw mechanism .

(ii) We will treat all the fundamental mass matrices on equal footing. In particular, we will assume that there is a weak-basis (WB) where, in leading order, the mass matrix of charged leptons and both the Dirac and right-handed Majorana neutrino mass matrices are all of the “democratic type”, i.e., they are proportional to a matrix whose elements are, in leading approximation, all equal to unity. We will refer to this assumption as “extended democracy”.

(iii) We will assume that the breaking of extended democracy is small and it has the same pattern for all the fundamental mass matrices.

In this letter we present a class of models which abide by the above principles and where the large mixing in the 2-3 sector results from the seesaw mechanism and requires a strong hierarchy in the right handed neutrino masses.

It is worth emphasizing that assumption (ii) goes much beyond a simple choice of WB. Even if one assumes that both the neutrino Dirac and right-handed Majorana mass matrices have hierarchical eigenvalues, in general it does not follow that there is a WB where both the neutrino mass matrices as well as the charged lepton mass matrix are all, in leading approximation, proportional to the democratic matrix. If our framework is the correct one, it would mean that the appearance of large mixing in the leptonic sector originates in the seesaw mechanism. We recall that in the quark sector one can also obtain a good fit for the quark masses and mixings, assuming that both the up and down quark mass matrices are, to leading order, proportional to the democratic matrix, with a small perturbation generating the masses of the first two generations. The crucial new ingredient in the leptonic sector is the presence of the seesaw mechanism.

Motivated by the recent discovery of neutrino oscillations, there have been in the literature a large number of ansätze for the structure of leptonic mass matrices . In most of them, a particular pattern is suggested directly for the effective left-handed neutrino mass matrix. A distinctive feature of the scheme we propose, is the fact that we suggest a universal pattern for all the fundamental leptonic mass matrices, which in our framework are the charged lepton mass matrix, the Dirac neutrino mass matrix and the right-handed Majorana mass matrix. The structure of the effective left-handed neutrino mass matrix is then derived through the seesaw mechanism.

## 2 General framework

We consider the three generations SM, where three right-handed neutrino fields have been added, leading to the following charged lepton and neutrino mass terms:

$$_{mass}=\overline{l}_{iL}(M_l)_{ij}l_{jR}+\overline{\nu }_{iL}(M_D)_{ij}\nu _{jR}+\frac{1}{2}\nu _{iR}^TC(M_R)_{ij}\nu _{jR}+h.c.,$$
(1)
where the notation is obvious. Since the right-handed Majorana neutrino mass terms are $`SU(2)_L\times U(1)`$ invariant, $`M_R`$ is naturally large, not being protected by the low energy symmetry. Following our general principles stated in the introduction, we will assume that all the matrices $`M_L`$, $`M_D`$ and $`M_R`$ are, to leading order, proportional to the democratic matrix $`\mathrm{\Delta }`$ and, furthermore, that the breaking of the extended democracy has the same pattern for all the mass matrices. We thus write:

$$M_k=c_k[\mathrm{\Delta }+P_k],$$
(2)
where

$`\mathrm{\Delta }=\left(\begin{array}{ccc}1& 1& 1\\ 1& 1& 1\\ 1& 1& 1\end{array}\right),P_k=\left(\begin{array}{ccc}0& 0& 0\\ 0& a_k& 0\\ 0& 0& b_k\end{array}\right),k=l,D,R`$ (9)
with $`|a_k|,|b_k|1`$, so that all matrices are close to the democratic limit. As previously mentioned, the ansatz of Eqs. (2) and (9) is not just a choice of WB, together with the assumption of hierarchical masses for $`M_l`$, $`M_D`$ and $`M_R`$. Indeed if one assumes hierarchical masses, one can always choose, without loss of generality, a WB where, for example, both $`M_l`$ and $`M_R`$ are close to the democratic limit. However, once the $`\nu _R`$ basis is fixed, the Dirac neutrino mass matrix $`M_D`$ cannot in general be reduced to the quasi-democratic form by a choice of the $`\nu _L`$ basis. Thus, it is not possible in general to choose a WB where all the three matrices are in leading order proportional to $`\mathrm{\Delta }`$. Therefore, the nontrivial content of our ansatz of Eq. (2) is the assumption that such a choice of WB is possible, implying an “alignment” of all three matrices in flavour space, and the suggestion that the breaking of the extended democracy has the same form for all three leptonic mass matrices.

Following the hints of some Grand Unified Theories (GUTs), we consider the mass spectrum of $`M_D`$ similar to the one of the up-type quarks. This will allow us to establish the relations between $`(a,b,c)_D`$ and the quark masses $`m_u`$, $`m_c`$ and $`m_t`$. Taking into account that no Higgs triplets have been introduced, the effective mass matrix for the left-handed neutrinos is given by

$$M_{\mathrm{eff}}=M_DM_{R}^{}{}_{}{}^{1}M_{D}^{}{}_{}{}^{T}=c_{\mathrm{eff}}[\mathrm{\Delta }+P_D]Z[\mathrm{\Delta }+P_D]^T,$$
(10)
where $`c_{\mathrm{eff}}=c_{D}^{}{}_{}{}^{2}/c_R`$ and

$`Z[\mathrm{\Delta }+P_R]^1={\displaystyle \frac{1}{a_Rb_R}}.\left(\begin{array}{ccc}a_R+b_R+a_Rb_R& b_R& a_R\\ b_R& b_R& \mathrm{\hspace{0.33em}\hspace{0.33em}\hspace{0.33em}0}\\ a_R& \mathrm{\hspace{0.33em}\hspace{0.33em}0}& a_R\end{array}\right).`$ (14)
It is convenient to define the dimensionless matrix $`M_0M_{\mathrm{eff}}/c_{\mathrm{eff}}`$ which can be written as

$$M_0=\mathrm{\Delta }Z\mathrm{\Delta }+\mathrm{\Delta }ZP_D+P_DZ\mathrm{\Delta }+P_DZP_D.$$
(15)
Due to the form of Z, the first term in $`M_0`$ gives $`\mathrm{\Delta }Z\mathrm{\Delta }=\left(\underset{ij}{}Z_{ij}\right)\mathrm{\Delta }=\mathrm{\Delta }`$, the second and third terms vanish, while the fourth term reduces to

$$P_DZP_D=\left(\begin{array}{ccc}0& 0& 0\\ 0& x& 0\\ 0& 0& y\end{array}\right)P_{\mathrm{eff}},$$
(16)
where $`x=a_{D}^{}{}_{}{}^{2}/a_R`$ and $`y=b_{D}^{}{}_{}{}^{2}/b_R`$. The effective light neutrino mass matrix can then be written as

$$M_{\mathrm{eff}}=c_{\mathrm{eff}}[\mathrm{\Delta }+P_{\mathrm{eff}}].$$
(17)
It is interesting to notice that this matrix has the same general form as the matrices $`M_l`$, $`M_D`$ and $`M_R`$, i.e. the seesaw mechanism preserves our $`\mathrm{𝑎𝑛𝑠𝑎𝑡𝑧}`$. This is a remarkable feature of the scheme we propose in Eqs. (2) and (9).

## 3 Neutrino masses and mixing

We shall choose the values of the parameters in the mass matrix $`M_{\mathrm{eff}}`$ so as to satisfy the experimental constraints on neutrino masses and mixings which can be summarized as follows. The Super-Kamiokande atmospheric neutrino data imply $`\mathrm{\Delta }m_{32}^2(26)\times 10^3`$ eV2, $`\mathrm{sin}^22\theta _{23}0.84`$, and the combined data of the solar neutrino experiments lead to four domains of allowed values of $`\mathrm{\Delta }m_{21}^2`$ and $`\theta _{12}`$ corresponding to the four neutrino oscillation solutions to the solar neutrino problem – large mixing angle MSW (LMA), small mixing angle MSW (SMA), vacuum oscillations (VO) and low-$`\mathrm{\Delta }m^2`$ (LOW) solutions  111Most recent Super-Kamiokande data disfavour the SMA and VO solutions at 95% c.l. . However these solutions cannot yet be considered as ruled out and so we discuss them here along with the LMA and LOW solutions.. For the remaining mixing angle $`\theta _{13}`$, which determines the element $`U_{e3}`$ of the lepton mixing matrix, only upper limits exist. The most stringent limit comes from the CHOOZ reactor neutrino experiment , which together with the solar neutrino observations gives $`|\mathrm{sin}\theta _{13}||U_{e3}|(0.220.14)`$ for $`\mathrm{\Delta }m_{32}^2=(26)\times 10^3\mathrm{eV}^2`$.

The hierarchical structure of the eigenvalues of the mass matrix of charged leptons $`M_l`$ implies that it is very close to the democratic form, i.e. $`|a_l|,|b_l|1`$. The democratic mass matrix $`\mathrm{\Delta }`$ can be diagonalized as $`F^T\mathrm{\Delta }F=\mathrm{diag}(0,\mathrm{\hspace{0.17em}0},\mathrm{\hspace{0.17em}3})`$ with the real orthogonal matrix $`F`$:

$$F=\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}& \frac{1}{\sqrt{6}}& \frac{1}{\sqrt{3}}\\ \frac{1}{\sqrt{2}}& \frac{1}{\sqrt{6}}& \frac{1}{\sqrt{3}}\\ 0& \frac{2}{\sqrt{6}}& \frac{1}{\sqrt{3}}\end{array}\right).$$
(18)
The matrix $`U_l`$ that diagonalizes $`M_l`$ can therefore be written as

$$U_l=FW,$$
(19)
where, due to the hierarchy $`|a_l||b_l|1`$, the matrix $`W`$ is close to the unit matrix. Next we will analyze two specific cases of the ansatz of Eq. (2).

### 3.1 The case of real mass matrices

Let us consider that all the parameters $`a_k`$ and $`b_k`$ in Eqs. (2) and (9) are real. It is instructive to consider first the limit when the matrix $`W`$ in Eq. (19) coincides with the unit matrix. The effective mass matrix of light neutrinos $`\stackrel{~}{M}_{\mathrm{eff}}`$, in the basis where the mass matrix of charged leptons has been diagonalized, is then obtained from Eq. (17) through the rotation by the matrix $`F`$: $`\stackrel{~}{M}_{\mathrm{eff}}=F^TM_{\mathrm{eff}}F`$.

The first matrix on the r.h.s. of Eq. (17) becomes diagonal upon this rotation. Therefore, if it dominates over the second matrix (i.e. if $`|x|,|y|1`$), all lepton mixing angles, including $`\theta _{23}`$, are small. This is phenomenologically unacceptable. Therefore we shall require that the second matrix in Eq. (17), i.e. $`P_{\mathrm{eff}}`$, either dominates or is of the same order as the first one. Since $`P_{\mathrm{eff}}`$ is diagonal in the basis where $`M_l`$ has an (almost) democratic form, in the basis where $`M_l`$ has been diagonalized, $`P_{\mathrm{eff}}`$ is non-diagonal and is diagonalized by the matrix $`F^T`$. This means that, when $`P_{\mathrm{eff}}`$ dominates in Eq. (17), the lepton mixing matrix $`U`$ takes the form $`UF^T`$, with $`F`$ given by Eq. (18). Therefore, in this case the mixing angle $`\theta _{12}`$ responsible for the solar neutrino oscillations is $`\theta _{12}=45^{}`$. One obtains also $`\mathrm{sin}^22\theta _{23}=8/9`$, which is within the range allowed by the Super-Kamiokande atmospheric neutrino data, and $`\theta _{13}=0`$, in agreement with the CHOOZ limit. The value $`\theta _{12}=45^{}`$ is suitable for the VO and LOW solutions of the solar neutrino problem, but leads to slightly too high a value of $`\mathrm{sin}^22\theta _{12}`$ in the case the LMA solution which requires $`\mathrm{sin}^22\theta _{12}<0.97`$ at 99% c.l. As we shall see, it is easy to satisfy this requirement if one takes into account a small contribution from the first matrix, $`\mathrm{\Delta }`$, in Eq. (17). For the SMA solution, the contribution from $`\mathrm{\Delta }`$ in Eq. (17) should be comparable to that of $`P_{\mathrm{eff}}`$, otherwise $`\theta _{12}`$ will be too large.

We now proceed to analyze the effective mass matrix of the left-handed neutrinos. The parameters $`a_k`$, $`b_k`$ and $`c_k`$ in Eqs. (2) and (9) are related to the masses of charged leptons, up - type quarks and heavy Majorana neutrinos through

$`a_l6{\displaystyle \frac{m_e}{m_\tau }},b_l{\displaystyle \frac{9}{2}}{\displaystyle \frac{m_\mu }{m_\tau }},`$
$`a_D6{\displaystyle \frac{m_u}{m_t}},b_D{\displaystyle \frac{9}{2}}{\displaystyle \frac{m_c}{m_t}},`$
$`a_R6{\displaystyle \frac{M_1}{M_3}},b_R{\displaystyle \frac{9}{2}}{\displaystyle \frac{M_2}{M_3}},`$
$`|c_l|{\displaystyle \frac{m_\tau }{3}},|c_D|{\displaystyle \frac{m_t}{3}},|c_R|{\displaystyle \frac{M_3}{3}},`$ (20)
where we have taken into account the mass hierarchies present in the charged leptons and up-type quark sectors. The heavy right-handed neutrino masses are denoted by $`M_1`$, $`M_2`$ and $`M_3`$.

The effective mass matrix of $`\nu _L`$ in the basis where $`M_l`$ has been diagonalized takes the form

$$\stackrel{~}{M}_{\mathrm{eff}}=c_{\mathrm{eff}}y\left(\begin{array}{ccc}\frac{\epsilon }{2}& \frac{\epsilon }{2\sqrt{3}}& \frac{\epsilon }{\sqrt{6}}\\ \frac{\epsilon }{2\sqrt{3}}& \frac{2}{3}+\frac{\epsilon }{6}& \frac{2}{3\sqrt{2}}+\frac{\epsilon }{3\sqrt{2}}\\ \frac{\epsilon }{\sqrt{6}}& \frac{2}{3\sqrt{2}}+\frac{\epsilon }{3\sqrt{2}}& \frac{1}{3}+\frac{\epsilon }{3}+\delta \end{array}\right)c_{\mathrm{eff}}y\stackrel{~}{M}_0.$$
(21)
Here

$$|c_{\mathrm{eff}}|y\frac{3}{2}\frac{m_c^2}{M_2},\epsilon x/y\frac{4}{3}\left(\frac{m_u}{m_c}\right)^2\frac{M_2}{M_1},\delta 3/y\frac{2}{3}\left(\frac{m_t}{m_c}\right)^2\frac{M_2}{M_3}.$$
(22)
The above discussed requirement, that the first matrix in Eq. (17) does not dominate over the second one, reduces to the condition $`|\delta |\stackrel{<}{_{}}max\{|\epsilon |,\mathrm{\hspace{0.17em}1}\}`$. We also have to require $`|\epsilon |,|\delta |1`$ in order to have the correct hierarchy $`\mathrm{\Delta }m_{12}^2\mathrm{\Delta }m_{}^2\mathrm{\Delta }m_{32}\mathrm{\Delta }m_{atm}^2`$. The largest eigenvalue of the matrix $`\stackrel{~}{M}_0`$ in Eq. (21) is then always close to unity. Thus, the value of $`c_{\mathrm{eff}}y`$ (and so of $`M_2`$) can be fixed by the requirement $`m_3^2\mathrm{\Delta }m_{32}^2=\mathrm{\Delta }m_{atm}^2`$, which gives

$$M_2\frac{3}{2}\frac{m_c^2}{\sqrt{\mathrm{\Delta }m_{atm}^2}}4\times 10^{10}\mathrm{GeV}.$$
(23)
Using Eqs. (22), it is then easy to find

$$M_1\frac{2}{\epsilon }\frac{m_u^2}{\sqrt{\mathrm{\Delta }m_{atm}^2}},M_3\frac{1}{\delta }\frac{m_t^2}{\sqrt{\mathrm{\Delta }m_{atm}^2}}.$$
(24)
The masses of heavy Majorana neutrinos $`M_1`$, $`M_2`$ and $`M_3`$ are the only free parameters in our model and so all the neutrino masses and leptonic mixing angles can be expressed through them (or, equivalently, through $`a_R`$, $`b_R`$ and $`M_3=3|c_R|`$).

Consider first the case $`|\epsilon ||\delta |1`$ relevant for the SMA solution of the solar neutrino problem. In this case the eigenvalues of the neutrino mass matrix $`\stackrel{~}{M}_{\mathrm{eff}}`$ in Eq. (21) are

$$\{m_1,m_2,m_3\}c_{\mathrm{eff}}y\{\frac{\epsilon }{2},\frac{2}{3}\delta +\frac{\epsilon }{2},1+\frac{\delta }{3}\},$$
(25)
and the diagonalization of $`M_{\mathrm{eff}}`$ results in the following lepton mixing matrix:

$$U\left(\begin{array}{ccc}1& \frac{3}{4}\frac{\epsilon }{\delta }& \frac{\epsilon \delta }{3\sqrt{2}}\\ \frac{\sqrt{3}}{4}\frac{\epsilon }{\delta }& \frac{1}{\sqrt{3}}(1+\frac{2}{3}\delta )& \sqrt{\frac{2}{3}}(1\frac{\delta }{3})\\ \sqrt{\frac{3}{8}}\frac{\epsilon }{\delta }& \sqrt{\frac{2}{3}}(1\frac{\delta }{3})& \frac{1}{\sqrt{3}}(1+\frac{2}{3}\delta )\end{array}\right).$$
(26)
From Eqs. (25) and (26) we find 222We use the parametrization of the leptonic mixing matrix $`U`$ which coincides with the standard parametrization of the quark mixing matrix .

$$\epsilon \mathrm{sin}2\theta _{12}\sqrt{\frac{\mathrm{\Delta }m_{21}^2}{\mathrm{\Delta }m_{32}^2}},\delta \frac{3}{2}\sqrt{\frac{\mathrm{\Delta }m_{21}^2}{\mathrm{\Delta }m_{32}^2}},$$
(27)
$$\mathrm{sin}^22\theta _{23}\frac{8}{9}\left(1+\frac{2}{3}\delta \right),\mathrm{sin}\theta _{13}=U_{e3}=\frac{\epsilon \delta }{3\sqrt{2}}.$$
(28)
Here we have used the fact that the smallness of $`|U_{e3}|`$ implies $`\mathrm{sin}^22\theta _{12}4U_{e1}^2U_{e2}^2`$, $`\mathrm{sin}^22\theta _{23}4U_{\mu 3}^2U_{\tau 3}^2`$. A sample choice of the values of $`a_R`$, $`b_R`$ and $`M_3`$ that yields the SMA solution and the resulting neutrino parameters are shown in table 1.

We shall now consider the case $`|\delta |\stackrel{<}{_{}}|\epsilon |1`$ which, as we shall see, is relevant for the VO, LOW and LMA solutions of the solar neutrino problem. The eigenvalues of the neutrino mass matrix $`\stackrel{~}{M}_{\mathrm{eff}}`$ in Eq. (21) are

$$\{m_1,m_2,m_3\}c_{\mathrm{eff}}y\{\frac{\delta }{3}\frac{\delta ^2}{9\epsilon },\epsilon +\frac{\delta }{3}+\frac{\delta ^2}{9\epsilon },1+\frac{\delta }{3}\}.$$
(29)
The diagonalization of $`\stackrel{~}{M}_{\mathrm{eff}}`$ results in the following lepton mixing matrix:

$$U\left(\begin{array}{ccc}\mathrm{cos}\theta & \mathrm{sin}\theta & \frac{\epsilon \delta }{3\sqrt{2}}\\ \frac{1}{\sqrt{3}}\mathrm{sin}\theta (1+\frac{2}{3}\delta )& \frac{1}{\sqrt{3}}\mathrm{cos}\theta (1+\frac{2}{3}\delta )& \sqrt{\frac{2}{3}}(1\frac{\delta }{3})\\ \sqrt{\frac{2}{3}}\mathrm{sin}\theta (1\frac{\delta }{3})& \sqrt{\frac{2}{3}}\mathrm{cos}\theta (1\frac{\delta }{3})& \frac{1}{\sqrt{3}}(1+\frac{2}{3}\delta )\end{array}\right),$$
(30)
where

$$\mathrm{tan}\theta =1\frac{2}{3}\frac{\delta }{\epsilon }+\frac{2}{9}\frac{\delta ^2}{\epsilon ^2}.$$
(31)
In the limit $`|\delta ||\epsilon |`$, $`\mathrm{tan}\theta 1`$ and the mixing matrix $`U`$ of Eq. (30) becomes the matrix $`F^T`$ (up to the trivial sign changes due to the rephasing of the neutrino fields), as it should. Notice that for $`\delta 0`$ the element $`U_{e3}`$ of the lepton mixing matrix is no longer zero.

From Eqs. (29) - (31) it is easy to find that, to leading order in $`U_{e3}`$,

$`\mathrm{tan}\theta _{12}=\mathrm{tan}\theta ,`$ (32)
$`\epsilon =\sqrt{\mathrm{tan}\theta _{12}{\displaystyle \frac{\mathrm{\Delta }m_{21}^2}{\mathrm{\Delta }m_{32}^2}}},\delta ={\displaystyle \frac{3}{2}}\left(1\sqrt{2\mathrm{tan}\theta _{12}1}\right)\sqrt{\mathrm{tan}\theta _{12}{\displaystyle \frac{\mathrm{\Delta }m_{21}^2}{\mathrm{\Delta }m_{32}^2}}},`$ (33)
which substitute for Eq. (27), whereas Eq. (28) remains valid in this case.

Eqs. (23) – (33) allow one to find the values of $`a_R`$, $`b_R`$ and $`M_3`$ necessary to obtain the relevant solutions of the solar neutrino problem. Sample choices of these parameters, along with the resulting values of neutrino masses and lepton mixing parameters, are shown in table 1. For example, if one chooses $`a_R=1.9\times 10^{10}`$, $`b_R=8.0\times 10^8`$ and $`M_3=2\times 10^{18}`$ GeV, one obtains $`\epsilon =5\times 10^3`$, $`\delta =2.3\times 10^4`$ which leads to the LOW solution of the solar neutrino problem. In particular, the solar neutrino mixing is nearly maximal, $`\mathrm{sin}^22\theta _{12}=0.999`$.

The value $`\theta _{12}45^{}`$ is also appropriate for the VO solution, but for this solution the best fit corresponds to $`\mathrm{sin}^22\theta _{12}0.7`$. Therefore, we require $`\delta \epsilon `$ to have a smaller value of $`\mathrm{sin}^22\theta _{12}`$ than in the case of the LOW solution. Notice that, for the VO solution, we also have to require $`\delta \epsilon `$ in order to avoid unacceptably large values of $`M_3`$ (see discussion in sec. 4). A choice for the parameters $`a_R`$, $`b_R`$ and $`M_3`$, very close to the best fit VO solution for $`\mathrm{\Delta }m_{21}^2`$ and $`\mathrm{sin}^22\theta _{12}`$, is shown in the last column of table 1.

The LMA solution also requires $`\delta \epsilon `$ in order for $`\theta _{12}`$ not to be too close to $`45^{}`$. A possible choice of the values of $`a_R`$, $`b_R`$ and $`M_3`$ and the resulting neutrino parameters are shown in table 1. Notice that in this case $`\mathrm{sin}^22\theta _{23}0.91`$ which is slightly larger than the value 8/9 obtained for the LOW and VO solutions. These values are still slightly smaller than the ones obtained for the SMA solution. From Eq. (28), it is clear that this is due to the fact that, from all the solutions, the SMA requires the largest value of $`\delta `$.

We shall now take into account that the mass matrix of charged leptons is not exactly of the democratic form. Thus, the matrix $`W`$ in Eq. (19) deviates slightly from the unit matrix due to nonzero values of $`m_e`$ and $`m_\mu `$ . Diagonalization of $`\stackrel{~}{M_l}F^TM_lF`$ gives

$$W\left(\begin{array}{ccc}1& \frac{m_e}{\sqrt{3}m_\mu }& \sqrt{\frac{2}{3}}\frac{m_e}{m_\tau }\\ \frac{m_e}{\sqrt{3}m_\mu }& 1& \frac{m_\mu }{\sqrt{2}m_\tau }\\ \sqrt{\frac{3}{2}}\frac{m_e}{m_\tau }& \frac{m_\mu }{\sqrt{2}m_\tau }& 1\end{array}\right).$$
(34)
The lepton mixing matrix is now obtained from Eq. (30) or Eq. (26) replacing $`UW^TU`$. This modifies the lepton mixing parameters. In the case $`|\delta |\stackrel{<}{_{}}|\epsilon |1`$ relevant for the VO, LOW and LMA solutions of the solar neutrino problem one finds

$`\mathrm{sin}^22\theta _{12}=\mathrm{sin}^22\theta \left[1{\displaystyle \frac{4}{3}}{\displaystyle \frac{m_e}{m_\mu }}{\displaystyle \frac{\mathrm{cos}2\theta }{1\mathrm{cos}2\theta }}\left(1+{\displaystyle \frac{2}{3}}\delta \right)\right],`$ (35)
$`\mathrm{sin}^22\theta _{23}={\displaystyle \frac{8}{9}}\left(1+{\displaystyle \frac{2}{3}}\delta \right)\left[1+{\displaystyle \frac{m_\mu }{m_\tau }}(13\delta )\right],`$ (36)
$`\mathrm{sin}\theta _{13}=U_{e3}={\displaystyle \frac{\epsilon \delta }{3\sqrt{2}}}{\displaystyle \frac{\sqrt{2}}{3}}{\displaystyle \frac{m_e}{m_\mu }}\left(1{\displaystyle \frac{\delta }{3}}\right).`$ (37)
In the limit $`m_e,m_\mu 0`$ the corresponding expressions of Eqs. (28) and (32) are recovered.

Analogously, in the case $`|\epsilon ||\delta |1`$ relevant for the SMA solution of the solar neutrino problem, one obtains from Eq. (26) and Eq. (34)

$$\mathrm{sin}^22\theta _{12}=4\left[\frac{3}{4}\frac{\epsilon }{\delta }\frac{1}{3}\frac{m_e}{m_\mu }\left(1+\frac{2}{3}\delta \right)\right]^2,$$
(38)
whereas $`\mathrm{sin}^22\theta _{23}`$ and $`U_{e3}`$ are again given by Eqs. (36) and (37).

The numerical values of the lepton mixing parameters with contributions from the charged lepton masses included are given in table 2. It is interesting to notice that these contributions tend to increase $`\mathrm{sin}^22\theta _{23}`$, bringing it closer to the Super-Kamiokande best fit value. They also increase significantly the value of the mixing parameter $`|U_{e3}|`$. Here, these contributions are dominant for all the solutions of the solar neutrino problem except, for LMA, in which case they constitute about 2/3 of $`|U_{e3}|`$.

### 3.2 Universal strength of Yukawa couplings

We shall now consider a special case of complex parameters $`a_k`$ and $`b_k`$, which are of the form

$$a_k=\mathrm{e}^{i\alpha _k}1,b_k=\mathrm{e}^{i\beta _k}1,$$
(39)
with real $`\alpha _k`$ and $`\beta _k`$. In this case all matrix elements of the matrices $`M_k`$ in Eq. (2) have the same absolute values, i.e. this is the special case of the so called universal strength of Yukawa couplings (USY) .

The effective mass matrix of $`\nu _L`$ can again be written in the form of Eq. (17) with $`P_{\mathrm{eff}}`$ given by Eq. (16), where $`x`$ and $`y`$ are now complex parameters:

$$x=\frac{a_D^2}{a_R}=\frac{2\mathrm{sin}^2(\alpha _D/2)}{\mathrm{sin}(\alpha _R/2)}\mathrm{e}^{i\rho },y=\frac{b_D^2}{b_R}=\frac{2\mathrm{sin}^2(\beta _D/2)}{\mathrm{sin}(\beta _R/2)}\mathrm{e}^{i\gamma }$$
(40)
with $`\rho =\frac{\pi }{2}+\alpha _D\frac{\alpha _R}{2}`$ and $`\gamma =\frac{\pi }{2}+\beta _D\frac{\beta _R}{2}`$.

The phases $`\alpha _k`$, $`\beta _k`$ and the parameters $`c_k`$ satisfy, to leading order, the relations of Eq. (20) with the substitution $`a_k\alpha _k`$, $`b_k\beta _k`$.

Next, we define the complex parameters $`\epsilon ^{}=x/y`$ and $`\delta ^{}=3/y`$, and denote $`\epsilon =|\epsilon ^{}|`$, $`\delta =|\delta ^{}|`$. Since $`M_l`$ is almost democratic, it can be approximately diagonalized by the matrix $`F`$. In this approximation,333This approximation amounts to neglecting the small terms of the order of $`m_e/m_\mu `$, $`m_e/m_\tau `$ and $`m_\mu /m_\tau `$ in the unitary matrix $`W`$ defined in (10), setting it to the unit matrix. the effective left-handed neutrino mass matrix $`\stackrel{~}{M}_{\mathrm{eff}}`$, in the basis where $`M_l`$ has been diagonalized, is given by Eq. (21) with $`\epsilon `$ and $`\delta `$ substituted by $`\epsilon ^{}`$ and $`\delta ^{}`$. The leptonic mixing matrix then coincides with the unitary matrix $`U`$ that diagonalizes $`\stackrel{~}{M}_{\mathrm{eff}}`$. To find this matrix it is convenient to define the Hermitian matrix $`\stackrel{~}{H}_{\mathrm{eff}}=\stackrel{~}{M}_{\mathrm{eff}}\stackrel{~}{M}_{\mathrm{eff}}^{}=|c_{\mathrm{eff}}y|^2\stackrel{~}{M}_0\stackrel{~}{M}_0^{}`$, which can be diagonalized through $`V^{}\stackrel{~}{H}_0V`$. The matrices $`U`$ and $`V`$ are then related by $`U=V^{}K`$, where $`K`$ is a diagonal matrix of phases.

Further simplification can be achieved by noticing that the phases $`\rho `$ and $`\gamma `$ are very close to $`\pi /2`$, which gives $`\epsilon ^{}\epsilon `$ and $`\delta ^{}i\delta `$. The matrix $`\stackrel{~}{M}_0`$ is then obtained from Eq. (21) substituting $`\delta i\delta `$. All its matrix elements except $`(\stackrel{~}{M}_0)_{33}`$ are real.

We shall first consider the case $`|\epsilon ||\delta |1`$ which is relevant for the SMA solution of the solar neutrino problem. In this case, the eigenvalues of $`\stackrel{~}{H}_{\mathrm{eff}}`$ are

$$\{m_1^2,m_2^2,m_3^2\}|c_{\mathrm{eff}}y|^2\{\frac{\epsilon ^2}{4},\frac{4}{9}\delta ^2+\frac{3}{4}\epsilon ^2,\mathrm{\hspace{0.17em}\hspace{0.17em}1}+\frac{5}{9}\delta ^2\},$$
(41)
where the $`m_i`$’s are the effective left-handed neutrino masses. The diagonalization of $`\stackrel{~}{H}_0`$ leads to the following lepton mixing matrix $`U`$:

$$U\left(\begin{array}{ccc}i\left(1+i\frac{3}{2}\frac{\epsilon }{\delta }\right)& i\frac{3}{4}\frac{\epsilon }{\delta }\left(1+i\frac{3}{2}\frac{\epsilon }{\delta }\right)& i\frac{\epsilon \delta }{3\sqrt{2}}\\ \frac{\sqrt{3}}{4}\frac{\epsilon }{\delta }(1i\delta )& \frac{1}{\sqrt{3}}(1i\delta )& \sqrt{\frac{2}{3}}(1i\delta )\\ \sqrt{\frac{3}{8}}\frac{\epsilon }{\delta }& \sqrt{\frac{2}{3}}& \frac{1}{\sqrt{3}}\end{array}\right).$$
(42)
As in the case of real mass matrices, in the limit $`|\epsilon ||\delta |1`$ the parameters $`\epsilon `$ and $`\delta `$ are related to physical observables through Eq. (22). For the mixing angles one obtains

$$\mathrm{sin}^2\theta _{12}\frac{9}{4}\frac{\epsilon ^2}{\delta ^2},\mathrm{sin}^2\theta _{23}\frac{8}{9},|\mathrm{sin}\theta _{13}|\frac{\epsilon \delta }{3\sqrt{2}}.$$
(43)
Choosing for the SMA solution the same input parameters as in the case of real mass matrices, we get the results similar to those obtained in the previous subsection (see table 3).

Next, consider the case $`|\delta |\stackrel{<}{_{}}|\epsilon |1`$, relevant for the LMA, LOW and VO solutions. We get the following results for the eigenvalues of $`\stackrel{~}{H}_0`$:

$$\{m_1^2,m_2^2,m_3^2\}|c_{\mathrm{eff}}y|^2\{\frac{\delta ^2}{9}\left(1\frac{\delta ^2}{3\epsilon ^2}\right),\epsilon ^2\left(1+\frac{\delta ^2}{3\epsilon ^2}+\frac{\delta ^4}{27\epsilon ^4}\right),\mathrm{\hspace{0.17em}\hspace{0.17em}1}+\frac{5}{9}\delta ^2\}.$$
(44)
Introducing $`\kappa \delta /3\epsilon `$ one finds for the mixing matrix $`U`$:

$$U\left(\begin{array}{ccc}\frac{1}{\sqrt{2}}(12i\kappa 4\kappa ^4)& \frac{1}{\sqrt{2}}(12i\kappa 4\kappa ^2+8i\kappa ^3+12\kappa ^4)& i\frac{\epsilon \delta }{3\sqrt{2}}\\ \frac{1}{\sqrt{6}}(12\kappa ^2+2\kappa ^4)& \frac{1}{\sqrt{6}}(1+2\kappa ^26\kappa ^4)& \frac{2}{\sqrt{6}}(1i\delta )\\ \frac{1}{\sqrt{3}}(12\kappa ^2+2\kappa ^4)& \frac{1}{\sqrt{3}}(1+2\kappa ^26\kappa ^4)& \frac{1}{\sqrt{3}}\end{array}\right).$$
(45)
Notice that $`\kappa \stackrel{<}{_{}}1/3`$. The mixing angles are

$$\mathrm{sin}^22\theta _{12}116\kappa ^4+32\kappa ^6,\mathrm{sin}^22\theta _{23}\frac{8}{9},|\mathrm{sin}\theta _{13}|\frac{\epsilon \delta }{3\sqrt{2}}.$$
(46)
In table 3 we give the results of the numerical diagonalization of the effective neutrino mass matrix (with no approximations made) and compare them with those obtained using the approximate analytic expressions.

The results for the USY case, presented so far, were obtained neglecting the corrections of the order $`m_e/m_\mu `$, $`m_e/m_\tau `$ and $`m_\mu /m_\tau `$ coming from the diagonalization of $`M_l`$, i.e. by replacing $`W`$ by the unit matrix. Consider now these small corrections. The lepton mixing matrix will be $`U^{}=W^{}U`$. The unitary matrix $`W`$ is (up to a diagonal phase transformation) the matrix that diagonalizes $`H_l^{}=F^TM_lM_l^{}F`$ as $`W^{}H_l^{}W=\mathrm{diag}(m_e^2,m_\mu ^2,m_\tau ^2)`$. We have obtained the following result:

$$W\left(\begin{array}{ccc}1+\frac{3}{2}i\frac{m_e}{m_\tau }& \frac{m_e}{\sqrt{3}m_\mu }& i\sqrt{\frac{2}{3}}\frac{m_e}{m_\tau }\\ \frac{m_e}{\sqrt{3}m_\mu }i\frac{\sqrt{3}}{4}\frac{m_e}{m_\tau }& 1+\frac{3}{4}i\frac{m_\mu }{m_\tau }& i\frac{m_\mu }{\sqrt{2}m_\tau }\\ i\sqrt{\frac{3}{2}}\frac{m_e}{m_\tau }& i\frac{m_\mu }{\sqrt{2}m_\tau }& 1\end{array}\right).$$
(47)
It is easy to show that, unlike in the case of real mass matrices, the corrections coming from $`W1`$ give negligible contributions to the mixing angles $`\theta _{12}`$ and $`\theta _{23}`$. This can also be seen by comparing tables 3 and 4, which give the results of the numerical simulations performed with and without contributions of charged lepton masses. These corrections, however, constitute the main contributions to $`|\mathrm{sin}\theta _{13}|`$. Indeed, taking them into account one finds

$$|\mathrm{sin}\theta _{13}|\sqrt{\frac{2}{9}\left(\frac{m_e}{m_\mu }\right)^2+\frac{\delta \epsilon }{6}\frac{m_e}{m_\tau }+\frac{\delta ^2\epsilon ^2}{18}},$$
(48)
which is valid for all the solutions (SMA, LMA, LOW and VO). In the limit $`m_e/m_\mu ,m_e/m_\tau 0`$ one recovers the result given in Eqs. (43) and (46). However, for the realistic values of parameters, the contributions of the order of $`m_e/m_\tau `$ and $`(m_e/m_\mu )^2`$ are always important.

We shall now discuss briefly the leptonic CP violation. In general, in the case of three light Majorana neutrinos there is a Dirac-type CP violating phase $`\delta _{\mathrm{CP}}`$ and two additional Majorana-type phases. The latter cannot be observed in neutrino oscillation experiments and we shall not discuss them. The phase $`\delta _{\mathrm{CP}}`$ can be found from the invariant CP violating parameter $`|𝒥|=|\mathrm{Im}\left[U_{ij}U_{kl}U_{kj}^{}U_{il}^{}\right]|`$ and the values of the mixing angles. The values of $`𝒥`$ and $`\delta _{\mathrm{CP}}`$, calculated numerically for all four solutions of the solar neutrino problem, are presented in tables 3 and 4 444The values of $`𝒥`$ obtained from the approximate expressions (42) and (45) are zero. In order to get non-zero results as presented in table 3 one has to consider higher order terms in the mixing matrices which do not contribute significantly to the mixing angles..

### 3.3 Renormalization group effects

So far, we have analysed the phenomenological implications of an ansatz for the charged lepton and neutrino mass matrices, based on the hypothesis of extended democracy. In this section, we study the behaviour of the ansatz under the renormalization group. This analysis is especially important due to the fact that if the observed pattern of fermion masses and mixings reflects some flavour symmetry of the lagrangian, it is natural to assume that this symmetry is manifest at a high energy scale and analyse its predictions at low energies by studying its evolution under the renormalization group. In the SM context, the lowest dimension operator that can generate a Majorana mass term for the left-handed neutrinos is uniquely given by

$$\frac{1}{2}\kappa \nu ^T\nu HH+\mathrm{h}.\mathrm{c}$$
(49)
where $`\kappa `$ is proportional to $`\stackrel{~}{M_0}`$ in Eq. (21), and $`H`$ is the neutral component of the usual SM Higgs doublet. Assuming that $`\kappa `$ is defined at $`M_R`$, we will study the stability of the implied pattern of neutrino masses and mixings by analysing the renormalization group equation (RGE) for the operator $`\kappa `$ which can be written, at one loop level, as :

$$16\pi ^2\frac{d\kappa }{dt}\left[2\lambda +6Y_t^23g_2^2\right]\kappa \frac{1}{2}\left[\kappa 𝐘_𝐞^{}𝐘_𝐞+(𝐘_𝐞^{}𝐘_𝐞)^T\kappa \right],$$
(50)
where $`t=\mathrm{log}\mathrm{\Lambda }`$, and $`g_2,\lambda ,Y_t,𝐘_𝐞`$, $`\mathrm{\Lambda }`$ are the $`SU(2)`$ gauge coupling, the quartic Higgs coupling, the top Yukawa coupling, the charged leptons Yukawa couplings matrix and the scale at which $`\kappa `$ is evaluated, respectively. This equation allows us to relate the effective mass matrix at $`M_R`$ with the one at low energies, say at the scale of the $`Z`$ boson mass $`M_Z`$, in the following way :

$$\stackrel{~}{M_0}(M_Z)A\mathrm{diag}(1,1,1+\eta )\stackrel{~}{M_0}(M_R)\mathrm{diag}(1,1,1+\eta ),$$
(51)
where $`\stackrel{~}{M_0}(M_Z)`$, $`\stackrel{~}{M_0}(M_R)`$ are the matrices $`\stackrel{~}{M_0}`$ at the scales of $`M_Z`$ and $`M_R`$, respectively, and $`\eta `$ is approximately given by:

$$\eta =\frac{Y_\tau ^2}{32\pi ^2}\mathrm{log}\frac{\mathrm{\Lambda }(M_R)}{M_Z}=\frac{1}{32\pi ^2}\left(\frac{m_\tau }{v}\right)^2\mathrm{log}\frac{\mathrm{\Lambda }(M_R)}{M_Z},$$
(52)
where $`m_\tau `$ is the $`\tau `$ mass and $`v`$ denotes the vacuum expectation value of the neutral Higgs doublet component 555 We consider $`m_\tau =1.777\mathrm{GeV}`$, $`M_Z=91.187\mathrm{GeV}`$ and $`v=174\mathrm{GeV}`$.. It is straightforward to see that the transformation defined in Eq. (51) corresponds to multiplying the third row and the third column of $`\stackrel{~}{M_0}(M_R)`$ by the parameter $`1+\eta `$. The overall factor $`A`$ in Eq. (51) comes from the terms in the first square bracket on the right-hand side of Eq. (50) and it will affect the values of the neutrino masses but not the structure of the mass matrix. Taking into account the form of $`\stackrel{~}{M_0}(M_R)`$ given in Eq. (21), we get, neglecting second order terms:

$$\stackrel{~}{M_0}(M_Z)\stackrel{~}{M_0}(M_R)+\left(\begin{array}{ccc}0& 0& 0\\ 0& 0& \frac{2}{3\sqrt{2}}\eta \\ 0& \frac{2}{3\sqrt{2}}\eta & \frac{1}{3}\mathrm{\hspace{0.17em}2}\eta \end{array}\right)$$
(53)
In the previous sections, we saw that our results implied a large hierarchy between the right-handed neutrino masses which can lie between $`10^6\mathrm{GeV}`$ and $`10^{18}\mathrm{GeV}`$, corresponding to the lightest and heaviest $`\nu _R`$, respectively (see tables 1 - 4). Using this range for the scale $`\mathrm{\Lambda }(M_R)`$, we get $`3.1\times 10^6\stackrel{<}{_{}}\eta \stackrel{<}{_{}}1.2\times 10^5`$. Since $`10^4\stackrel{<}{_{}}\epsilon ,\delta \stackrel{<}{_{}}10^1`$ (see tables 1 - 4), it can be readily verified that even for $`\eta =1.2\times 10^5`$ the effect of the RGE on structure of the effective neutrino mass matrix is negligible. The point is that although the overall scale factor of $`M_{\mathrm{eff}}`$ may run significantly, the structure of this matrix is quite stable. Therefore, the results we have obtained at low energies will still be valid if we impose the hypothesis of extended democracy, with universal breaking for all the leptonic mass matrices, at a high energy scale.

## 4 Discussion

We have proposed a model for lepton masses and mixing with a high predictive power. With just three free parameters (the masses of heavy right-handed neutrinos $`M_1`$, $`M_2`$ and $`M_3`$ or, equivalently, $`a_R`$, $`b_R`$ and $`M_3`$) we predict seven physical quantities – the masses of light neutrinos $`m_1`$, $`m_2`$, $`m_3`$, the mixing angles $`\theta _{12}`$, $`\theta _{23}`$ and $`\theta _{13}`$, and the CP-violating phase $`\delta _{\mathrm{CP}}`$. Depending on the values of the input parameters, all four solutions of the solar neutrino problem (SMA, LMA, LOW and VO) can be obtained. Representative choices for the input parameters and the resulting values of light neutrino masses, lepton mixing angles and CP-violating parameters are given in tables 1 - 4. We have performed both exact numerical and approximate analytic diagonalizations of the light neutrino effective mass matrix. As follows from tables 1 - 4, our analytic expressions give a very accurate approximation to the exact results. We have also demonstrated that the structure of the effective mass matrix of light neutrinos is stable against the RGE evolution.

A characteristic feature of our scenario is a large hierarchy of all neutrino masses, including the masses of heavy Majorana neutrinos . This is because we assume all the fundamental lepton mass matrices to have a nearly democratic form. It is interesting to notice that, for all the solutions of the solar neutrino problem, the values of $`M_2`$, i.e. the mass of the second heavy Majorana neutrino, are nearly the same. This stems from the fact that $`M_2`$, approximately given by Eq. (23), is related to $`\mathrm{\Delta }m_{atm}^2`$, and is practically independent from $`\mathrm{\Delta }m_{}^2`$ and $`\theta _{12}`$.

Physically, the mass $`M_3`$ of the heaviest right handed Majorana neutrino must not exceed $`M_{\mathrm{Pl}}=1.2\times 10^{19}`$ GeV. Eq. (24) then gives a lower bound on $`|\delta |`$: $`|\delta |4.2\times 10^5`$. However, for real lepton mass matrices, in the case of the LMA, LOW and VO solutions, it follows from the second equation in (33) that $`|\delta |`$ decreases with $`\mathrm{tan}\theta _{12}1`$. Therefore values of $`\theta _{12}`$ too close to $`45^{}`$ are not allowed in our scenario. For the LMA and LOW solutions, this restriction is not severe (the values of $`\mathrm{sin}^22\theta _{12}`$ as large as $`1410^8`$ for LMA and $`1310^5`$ for LOW are allowed), but for the VO solution $`\mathrm{sin}^22\theta _{12}`$ must not exceed 0.967. Interestingly, in this case, the value of $`\mathrm{sin}^22\theta _{12}`$ giving the best fit of the solar neutrino data, is not close to 1. As follows from the first equality in (46), in the complex USY case $`\mathrm{sin}^22\theta _{12}`$ can be very close to unity.

It should be noticed that for LOW and VO solutions $`M_310^{18}`$ GeV (see tables 1 - 4), i.e. is close to the reduced Planck scale which is presumably the string scale. In these cases our results might be affected by new physics at this scale.

It can be seen, if one compares tables 1 and 2 (and Eqs. (28) and (36)), that in the case of real neutrino mass matrices the corrections of order $`m_\mu /m_\tau `$, coming from the deviation of the charged lepton mass matrix from the exact democratic form, increase the values of $`\mathrm{sin}^22\theta _{23}`$, bringing them closer to the Super-Kamiokande best-fit value $`\mathrm{sin}^22\theta _{23}=1`$. At the same time, in the case of complex parameters the corrections to $`\mathrm{sin}^22\theta _{23}`$ are of the order $`(m_\mu /m_\tau )^2`$, i.e. they are negligible (compare tables 3 and 4). This comes about because the terms of the order $`m_\mu /m_\tau `$ in the matrix $`W`$ in Eq. (47) are purely imaginary, unlike those in Eq. (34).

The corrections to $`\mathrm{sin}^22\theta _{12}`$ due to nonzero $`m_e`$ and $`m_\mu `$ are small (of the order $`m_e/m_\mu `$) in the case of real lepton mass matrices and totally negligible in the case of complex USY matrices. In contrast to this, the corresponding contribution to $`|U_{e3}|=|\mathrm{sin}\theta _{13}|`$, though of the order $`m_e/m_\mu `$, is dominant (compare tables 1 and 2, 3 and 4 and also Eqs. (28) and (37)). For the SMA, LOW and VO solutions of the solar neutrino problem we find $`|U_{e3}|(\sqrt{2}/3)(m_e/m_\mu )2.3\times 10^3`$, whereas for the LMA solution it is slightly larger. Unfortunately, these values are too small to be experimentally probed in currently planned long-baseline neutrino oscillation experiments.

The values for $`|U_{e3}|`$ that we have found are different from the predictions of Ref.  obtained under the assumption of no fine tuning between the elements $`(\stackrel{~}{M}_{\mathrm{eff}})_{12}`$ and $`(\stackrel{~}{M}_{\mathrm{eff}})_{13}`$ of the neutrino mass matrix in the basis where the mass matrix of charged leptons has been diagonalized. The reason for this is that, in our case, there is an approximate equality $`(\stackrel{~}{M}_{\mathrm{eff}})_{12}\mathrm{sin}\theta _{23}+(\stackrel{~}{M}_{\mathrm{eff}})_{13}\mathrm{cos}\theta _{23}0`$, which is exactly the kind of relation which was excluded from the consideration in . This relation can be traced back to an approximate symmetry underlying $`_{mass}`$ in Eqs. (1) - (9). Thus, our scheme provides an example of the case in which the predictions of  do not apply.

In the case of complex lepton mass matrices, we predict relatively large values for the CP-violating phase $`\delta _{\mathrm{CP}}`$ in the case of SMA and VO solutions, and small values in the case of LMA and LOW solutions. The contributions due to nonzero $`m_e`$ and $`m_\mu `$ are very important in this case – they increase the CP-violating parameter $`|𝒥|`$ by 2 - 6 orders of magnitude for the SMA, LOW and VO solutions and decrease it by 2 orders of magnitude for the LMA solution. Unfortunately, CP-violating effects in neutrino oscillations cannot be experimentally probed in our scheme because of the smallness of $`|𝒥|`$, which is mainly due to the smallness of the mixing angle $`\theta _{13}`$.

In conclusion, we have suggested a simple structure for the leptonic mass matrices, with the remarkable feature that a simple explanation is provided for the large mixing in the leptonic sector, in contrast with the quark sector. It is well known that, in the quark sector, one may obtain the correct mass spectrum and mixing pattern  starting with a democratic matrix for the up and down quarks and adding a small perturbation which generates the masses of the two light generations, as well as the small mixing present in the Cabibbo-Kobayashi-Maskawa matrix. In the scheme we have proposed, all leptonic mass matrices are treated in an entirely analogous way, i.e. they are, in leading order, all proportional to the democratic matrix, with a small universal breaking of democracy. The large mixing in the leptonic sector results from the seesaw mechanism, which is the crucial new ingredient, only present in the leptonic sector.

We are grateful to F. Feruglio and M.N. Rebelo for useful discussions and to the referees of the paper for constructive suggestions. The work of E.A. and F.R.J. has been supported by Fundação para a Ciência e a Tecnologia under the grants PRAXIS XXI/BCC/16414/98 and PRAXIS XXI/BD/18219/98, respectively.


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# Optical Observations of the Black Hole Candidate XTE J1550-564 During Re-Flare and Quiescence

## 1 Introduction

X-ray binaries, which contain a neutron star or a black hole, are among the brightest and most carefully studied X-ray sources. A subclass of X-ray binaries, called soft X-ray transients (SXTs) or X-ray novae, are mass transferring binaries in which the Roche filling mass donor is a dwarf or sub-giant and the accreting compact object is a black hole or a neutron star. SXTs undergo long periods of quiescence (when the X-ray luminosity is $`10^{33}`$ergs s-1) which is occasionally interrupted by luminous X-ray and optical outbursts lasting anywhere from $`10`$ to $``$ 100 days (Tanaka & Shibazaki 1996; Chen, Shrader, & Livio 1997). The mass function, which is a firm lower limit on the mass of the compact object, can be obtained from optical observations for systems which are bright in quiescence and dominated by the secondary star. The inclination and mass ratio can also be determined, leading to a complete knowledge of the orbital parameters and the masses.

Nine SXTs have been shown to contain a black hole (van Paradijs & McClintock 1995; Bailyn et al. 1998; Orosz et al. 1998a, Filippenko et al. 1999), as their mass functions, or the constrained masses, exceed the maximum stable limit of a neutron star, which is $`3M_{\mathrm{}}`$ (Chitre & Hartle 1976). In comparison to the numerous observations of SXTs during quiescence (Bradt & McClintock 1983; van Paradijs & McClintock 1995), thorough optical observations of SXTs during outburst are rare. Obtaining good outburst light curves in the optical and in X-ray bands requires an all sky monitor on board an X-ray satellite and uninterrupted access, throughout the year, to an optical telescope. There have been several all sky monitors on previous X-ray satellites, but the opportunity to obtain excellent X-ray light curves of transients dramatically increased with the introduction of the Rossi X-ray Timing Explorer (RXTE). Generally, SXT outbursts are covered with a series of pointed RXTE observations every $``$ few days (with energy range between 2-200 keV and time resolution as low as 1$`\mu `$s), while the All Sky Monitor (ASM; Levine et al. 1996) provides more frequent and less sensitive coverage by scanning most of the X-ray sky every few hours. On the other hand, comparable optical light curves have been difficult to obtain, due to inflexible telescope scheduling, unpredictable weather conditions, and the limitations posed by the position of the object in the night sky. To circumvent the difficulties posed by conventional telescope scheduling, we have used the Yale 1-m telescope located in CTIO and operated by the YALO (Yale, AURA, Lisbon, and Ohio State) consortium. Observations are requested, nightly, via the web and taken by two permanent staff observers, providing the flexible scheduling necessary for studying new outbursts.

Simultaneous X-ray and optical data on SXT outbursts are important for several reasons. First, optical observations provide diagnostics of the properties of the outer accretion disk. The optical emission of a black hole SXT is generally thought to arise in the outer accretion disk due to reprocessing of X-rays that are emitted by the inner disk (van Paradijs & McClintock 1995; King & Ritter 1998). Recent work suggests that the outer disk must be significantly warped in order to explain the high intensity of the reprocessed flux (Esin et al. 1999; hereafter EKMN). A warped disk was also invoked by Esin, Lasota and Hynes (hereafter ELH) to explain the different decay profiles of both optical and X-ray light curves of GRO 1655-40, however the optical light curve was sparsely sampled. In another model for the accretion geometry, the inner accretion disk is replaced by an optically thin ADAF (Narayan, Mahadevan, & Quataert 1998, and references therein). In this case, optical data provide important information required to constrain the spectra predicted by this composite model.

Second, the features of the optical and X-ray light curves are often correlated, with delays spanning several seconds to days. Such delays are related to interesting physical timescales, such as the viscous and thermal timescales or the light-crossing time, which in turn provide information about the $`\alpha `$-viscosity parameter, radial extent of the disk, and accretion rates. For example, strong evidence in support of the composite ADAF and thin disk model for quiescent SXTs (Lasota 1999) comes from a recent observation of a 6 day delay between the rise of the 1996 optical and X-ray outbursts of GRO 1655-40 (Orosz et al. 1997), which has been successfully modeled by an accretion flow consisting of an outer thin disk and an inner ADAF region (Hameury et al. 1997). However, it is sometimes the case that the X-ray and optical light curves are uncorrelated (e.g. XTE J1550-564, Jain et al. 1999a; this paper). Such contrasting X-ray and optical behavior poses a challenge to models which simply predict an exponentially declining light curve at all wavelengths and to models which simply assume optical photons come from the X-ray heated outer disk.

The soft X-ray transient XTE J1550-564 was discovered with the ASM on the RXTE on September 6, 1998 (Smith et al. 1998). The optical counterpart (Orosz, Bailyn, & Jain 1998b; Jain et al. 1999a) as well as the radio counterpart (Campbell-Wilson et al. 1998) were identified shortly thereafter. Spectra of the optical counterpart during outburst show prominent H$`\alpha `$ emission as well as broad and weaker emission lines from H$`\beta `$ and He II (Sánchez-Fernández et al. 1999, hereafter S-F). Based on the equivalent widths of Na D absorption lines and the diffuse interstellar features, S-F find $`E(BV)=0.60`$ and infer a distance of 2.5 kpc. The object continued to increase in brightness, reaching a maximum of $`6.8`$ crab during a bright flare, making XTE J1550-564 the second brightest new X-ray source detected by RXTE (Sobczak et al. 1999).

We have published the X-ray spectral, X-ray timing, and optical results for the period 1998 September 6 to October 28: Sobczak et al. 1999 (Paper I); Remillard et al. 1999 (Paper II); and Jain et al. 1999a (Paper III). We observed the canonical spectral states of a black hole SXT, both the high and low frequency QPOs, and optical responses to large amplitude X-ray fluctuations.

As shown by the ASM X-ray light curve in Fig. 7d, near the end of 1998, the source appeared to be heading towards quiescence (Paper I). However, a prolonged re-flare was observed in the X-ray and optical between MJD 51162 (1998 December 15) and $``$ MJD 51350 (1999 June 20). In this paper we report our optical observations and results for this 27 week period. We present comparisons between the optical and X-ray light curves as well as evidence for periodic behavior in the optical light curve both during the final stages of outburst and quiescence. The spectral and timing analysis of the RXTE proportional counter array (PCA) data as well as their correlations for both the 1998 and the 1999 data, up to the end of RXTE Gain Epoch 3 (i.e. before 16:30 (UT) on 1999 March 22) can be found in Paper I, II and Sobczak et al. 2000 (hereafter Paper IV).

In §2 we discuss the observation and data reduction methods. In §3 we present the re-flare light curve and discuss some of its salient features. To facilitate the discussion we divide the re-flare light curves into four intervals. In §4 we describe evidence for periodic behavior of the re-flare light curve shortly before and during quiescence. We also discuss the possible origin of the periodic behavior. In §5, we compare the $`B`$,V and I light curves with the X-ray light curve. The total X-ray flux can be decomposed into contributions from a disk blackbody component and a power law component (Paper IV) and we compare the behavior of each of these components with the optical light curve. In §6 we provide a discussion which compares the present data set with existing models and in §7 we end with a brief summary.

## 2 Observations and Reductions

We obtained standard (Johnson) $`B`$, $`V`$, and (Kron) $`I`$ and wide bandpass Johnson $`R`$ photometry using the Yale 1m telescope at CTIO, which is currently operated by the YALO consortium (Bailyn et al. 2000). Data were acquired using the ANDICAM optical/IR camera which contains a TEK $`2048\times 2048`$ CCD with $`10.2\times 10.2`$ arcmin2 field of view with a scale of 0.3 arcsec pixel-1. There are gaps in the light curve in April due to equipment failure caused by a lightening strike, and early July when the IR array was brought into operation. No IR data was obtained for XTE J1550-564.

Paper III reported data between 1998 September 8.99 and October 26.9. Due to observational constraints imposed by the location of the object in the night sky, we were not able to re-embark on our $`BVI`$ observing campaign until 1999 January 4. After this, at least one exposure was taken per filter for each night the weather and equipment permitted. We concluded the $`B`$, $`V`$, and $`I`$ observations on 1999 May 7.3 as the source brightness approached the limiting magnitudes. During 1999, we obtained 241, 280, and 262 exposures in $`B`$, $`V`$, and $`I`$, respectively, with observation times ranging between 300 and 1200 seconds (see Table 1 for journal of observations).

Although the object was too faint for the $`B`$, $`V`$, and $`I`$ filters by mid-May, we were able to continue observing using the Johnson $`R`$ (or wide $`R`$) filter. The bandpass of this filter is approximately the same as the combined bandpass of the standard Kron $`R`$ and $`I`$ filters, which makes the wide $`R`$ filter ideally suited for studying faint red objects. Unfortunately, calibration standards, e.g. those from Landolt, are not available in Johnson $`R`$ (hereafter simply $`R`$), therefore we will work exclusively with differential magnitudes. Observations in $`R`$ started on 1999 April 27 and ended on 1999 August 24. We obtained 171 images with exposure times ranging from 900 to 1200 seconds (see Table 1). The last 82 exposures consist of 41 pairs of 2 consecutive 1200 second integrations, which were summed to increase the signal to noise ratio. The seeing throughout the $`B`$, $`V`$, $`R`$, and $`I`$ campaign varied from 1.2” to 2.4” with a median value of 1.5”. Ninety percent of the exposures had seeing less than 1.8”.

Preliminary data reduction to make the bias, overscan and flat field corrections, were handled using customized scripts which invoke IRAF routines. The light curve was obtained using IRAF versions of DAOPHOT and the stand-alone code DAOMATCH and DAOMASTER (Stetson 1987, 1992a, 1992b; Stetson, Davis, & Crabtree 1990). The DAOPHOT instrumental magnitudes in $`BVI`$ were calibrated to standard scales using 4 neighbor stars, whose calibrated magnitudes were obtained previously (see Fig. 7, Table 2 and Paper III)111Sánchez-Fernández et al. have also calibrated 9 neighbor stars in the XTE J1550-564 field. To check for consistency, we used our local standards to calibrate the YALO instrumental magnitudes corresponding to the local standards listed in Table 1 of S-F. The average deviation between their calibrated magnitudes and the values we obtained were 0.03, 0.07, and 0.05 in $`B`$, $`V`$, and $`I`$, respectively. However, in computing this average we excluded stars 4, 5 and 8 as the magnitudes in S-F contain typographical errors (Sánchez-Fernández 2000).

## 3 The Re-flare Light Curve

Based on the ASM light curve from late October and November of 1998, XTE J1550-564 appeared to be heading steadily towards quiescence. However, by December 15th, the X-ray flux of the source had clearly increased, as the ASM count rate from this time is double the average count rate of the previous 35 days (see Fig. 7d). This was the beginning of a X-ray re-flare which eventually lasted for $`140`$ days. The optical monitoring did not cover the earliest stages of the re-flare, and by the time we resumed observations in early January, the source had brightened by 0.54, 0.8, and 0.60 magnitudes in $`B`$, $`V`$, and $`I`$, respectively, compared to the values obtained during the optical flare in September 1998 (see Fig 7, Paper III).

The general features of the light curve of the 1999 re-flare data differ substantially from the 1998 light curve (Paper III). With the exception of one large flare, the 1998 optical light curves can be described as an exponential decay of the flux with constant e-folding timescale of $`30`$ days.222An exponential decline of the flux gives rise to a linearly decaying optical light curve – since magnitudes are logarithms of the flux. When we say the optical light curve is exponentially declining, we are referring to the flux and not the magnitude. Low amplitude flares, dips, and periodic signals in the light curve were generally not observed. Slight deviations from the smooth exponential decline can be found during the first ten and the last seven days of the 1998 light curve, which can better be described as plateau periods. On the other hand, the re-flare light curve exhibited a wider range of phenomena. In Fig. 7 we have plotted the $`V`$, $`VI`$, $`R`$, ASM count rate and ASM hardness ratio (HR2) light curves (where HR2 is defined as the ratio of 5-12 counts and 3-5 keV counts). The $`R`$ light curve was placed on the same scale as the $`V`$ light curve by adding an offset determined from the data taken in late April when both filters were used. This was done only to facilitate the comparison of the $`R`$ light curve with other colors, and these magnitudes should not be taken to represent true $`R`$ magnitudes since $`VR`$, presumably, is not zero. To draw attention to the salient features of the light curve, we have divided the observation run into four intervals (with days in units of MJD): Interval 1 (51180 to 51229), Interval 2 (51230 to 51313), Interval 3 (51314 to 51345), and Interval 4 (51346 to 51420) – see Table 3 & Fig. 7.

### 3.1 Interval 1 – Large Flux and Slow Decay

During Interval 1 the optical brightness decreased very slowly, and roughly exponentially at a rate of $``$0.009 mag/day in $`V`$, corresponding to an e-folding time of 121 days (see Figs. 77, and 7). During this time, there were two sharp dips in the optical light curve, which occurred around MJD 51200 and 51215 with amplitudes of $`0.33`$ and 0.25 in $`B`$, $``$0.32 and 0.25 in $`V`$, and $`0.32`$ and 0.24 in $`I`$ (see Figs. 7 and 7). Each of the dips lasted $`3`$ days. Other than these two features, the light curve does not deviate significantly from an exponential decay. The $`VI`$ color increased slowly at a rate of about $`6\times 10^4`$ magnitudes/day, which corresponds to a slight reddening of the system. We do not find periodic signatures from the de-trended data from Interval 1.

### 3.2 Interval 2 – Steep Decline with Random Variability

Around MJD 51231, the optical flux of XTE J1550-564 began to drop dramatically and deviate strongly from the smooth exponential decline found during Interval 1 (see Figs. 7 & 7). Within the first three days of Interval 2, between MJD 51230.34 and 51233.40, the $`V`$-band flux dropped by $``$0.6 magnitudes, nearly 22 times more rapidly than the rate found during Interval 1. Subsequently, the source brightened by $`0.21`$ mag in the next 5 days (or by MJD 51238.27) and then decreased again in brightness by $`0.85`$ magnitudes during the next 4 days. Between MJD 51244 and 51300 the optical light curve is much less variable and resembles an exponential decline with an e-folding time of $`27`$ days, or a decay of $`0.04`$ mag/day, which is $`5`$ times larger than the value found during Interval 1. There is also flickering in the light curve, of order $`0.10.2`$ magnitudes superposed on this decaying component. As mentioned in section II, there is a substantial gap in the light curves between MJD 51267 and 51294; however it is likely that the $`V`$ light curve during the gap continued with the exponential decline, as the data immediately after the gap are still consistent with the exponential decay. Finally, the $`V`$ light curve tapers into a brief plateau as the rate of decay between MJD 51300 and 51313 diminishes to $`1.4\times 10^3`$ mag/day, corresponding to an e-folding time of $`776`$ days.

We began our $`R`$-band observations on MJD 51295.18 (see Fig. 7). The $`R`$-band data is essentially flat between MJD 51295 and 51312 with minimal decay of only $`3.1\times 10^3`$ mags/day. It is difficult to compare the $`R`$ light curve to the $`V`$ light curve due to the small number of data points which overlap in time. However, the transition from an exponential decay to a plateau which is seen in the $`V`$ light curve during the last few days of Interval 2, just before MJD $`51300`$, is difficult to see in the $`R`$ light curve (Fig. 7 & 7). It may be that this transition occurred earlier in $`R`$, prior to our first observations in this filter.

### 3.3 Interval 3 – Exponential Decay with Periodic Variability

During Interval 3 (between MJD 51313 and 51345) and the next interval, data were collected only in $`R`$ as the object was too faint for the narrower $`V`$ and $`I`$ filters. Contrary to the indications near the end of Interval 2 that the source might be approaching quiescence, its brightness continued to decline throughout Interval 3 (see Figs. 7 and 7). We find no dips of the sort found in Intervals 1 and 2. The light curve can be described as a superposition of a sinusoidal component and an exponential decay, with a rate of $`0.048`$ mags/day or e-folding time of $`22.6`$ days. This value is comparable to the e-folding time of $`27`$ days found during the exponentially decaying phase of Interval 2. Detailed discussion of the periodic component of the light curve during this interval follows in section 4.

### 3.4 Interval 4 – Quiescence

Between MJD 51346 and the end of the observing campaign on MJD 51420, we believe the source was in or close to full quiescence. A linear fit to the light curve reveals a slight decreasing trend in the brightness, with a rate of $`3.0\times 10^3`$ mag/day or an e-folding time of 362 days (see Fig. 7 &7). As there was still a decaying component to the light curve, there remains the possibility that true quiescence had not been reached. During Interval 4, the source brightness was approaching the limiting magnitude of the instrument, hence we averaged two consecutive 1200s integrations to increase the signal to noise ratio. In addition, due to inclement weather and engineering tests, we were unable to get data on a daily basis, with notable gaps between MJD 51368 and 51378 and MJD 51395 and 51406, thus limiting our analysis.

It is important to establish the quiescent magnitude corresponding to a standard set of filters to facilitate comparisons with other sources. Unfortunately the quiescent data were taken using the wide-$`R`$ filter, which is difficult to calibrate using conventional methods (e.g. via Landolt standards). However, during the last ten days of Interval 2, the light curve is relatively flat, and moreover we have data available in all four filters. Assuming the source did not change color significantly, we can estimate the $`B`$, $`V`$, and $`I`$ magnitudes in quiescence by adding the difference between the average $`R`$ band magnitudes from the end of Interval 2 and 4 to the $`B`$, $`V`$, and $`I`$ magnitudes from the end of Interval 2. Clearly, the assumption of constant color may be wrong as the $`VI`$ color changed substantially, during the steep decline of Interval 2 (see Figure 7). If we adopt the change in $`VI`$ color observed during Interval 2, $`0.34`$ mags as an additional source of uncertainty, we obtain the mean quiescent $`V`$ and $`I`$ magnitudes of $`21.3\pm 0.4`$ and $`19.01\pm 0.4`$, respectively. This value is similar to that of XN Oph 1977 which has a quiescent $`m_V=21.3`$ (Remillard et al. 1996). There are only four data points in the $`B`$-band data during the last ten days of Interval 2 and the associated errors are large due to the faintness of the source. Hence the quiescent $`B`$ value of $`22.7\pm 0.4`$ must be taken with some caution. However, this value is consistent with the quiescent magnitude of $`22\pm 0.5`$ which was obtained from aperture photometry of the digitized SERC J plate No. J2977 (Paper III).

## 4 Timing Analysis of Intervals 3 and 4

We find strong evidence for periodic signatures from Intervals 3 (Jain et al. 1999b) and 4. Before applying the period searching algorithms, the data had to be de-trended in order to minimize the contribution to the power spectrum from the decaying component of the light curve. The decaying component is subtracted by a linear fit for the data from Interval 3. During interval 4 there is a large gap in the data which roughly separates the light curves into two shorter segments. We took account of the decaying component during Interval 4 by subtracting a linear fit to the entire Interval 4 data set as well as by scaling the average value of the data from both segments to a common value. Subsequently, we used the publicly available time series analysis package PERIOD, which is distributed by project Starlink, to search for periodic signatures in the time series data. Among the various methods for detecting periodic signatures from time series data, we used three independent methods: the CLEAN algorithm (Roberts, Lehár, & Dreher 1987), the Lomb-Scargle periodogram (L-S, Lomb 1976; Scargle 1982; Press & Rybicki 1989), and the phase dispersion minimization algorithm (PDM, Stellingwerf 1978). By using three independent methods, we are less likely to be misled by spurious results.

Using these techniques we have searched for periodic signatures from Intervals 1 through 4. We find no significant peaks in the spectra computed from the de-trended data from Interval 1 and 2. In Fig. 7 we have plotted the results of our period search from Interval 3. We find clear peaks detected by all three methods at $`0.647\pm 0.015`$ cycles/day corresponding to a period of $`1.546\pm 0.038`$ days. The quoted uncertainty in the frequency is the half width at half maximum (HWHM) of the gaussian fit to the peaks in the power spectra. We also find weaker peaks corresponding to approximately twice the period. In Fig. 7 we present light curves folded on the three biggest peaks. The light curve folded with a period of $`1.546`$ days looks the cleanest, although the light curve folded by $`3.095\pm 0.044`$ days, which is almost exactly double 1.546 days, looks reasonably clean as well. The peak-to-peak amplitude is roughly 0.15 mag although there is substantial scatter, especially at the maximum.

The timing analysis of the data from Interval 4 also provides strong evidence for periodic behavior (see Fig. 7). The analyses show four strong features at $`0.296\pm 0.007`$, $`0.649\pm 0.0032`$, $`0.652\pm 0.006`$, and $`1.298\pm 0.006`$ cycles/day, corresponding to periods of $`3.370\pm 0.076`$, $`1.540\pm 0.008`$, $`1.533\pm 0.012`$, and $`0.770\pm 0.0034`$ days, respectively. Here also, the strongest signal is found at $`0.65`$ cycles/day. The $`R`$ band light curve from Interval 4 was folded using the four periods mentioned above. All of the folded light curves look reasonably clean (see Fig. 7), but the cleanest light curve is again obtained by folding with a period of 1.540 days. This folded light curve clearly exhibits two maxima and minima per phase, and the peak-to-peak amplitude is $`0.36`$ mags, more than double the value corresponding to Interval 3.

The periodic behavior could be due to several different underlying mechanisms. During outbursts, modulations in the light curve can arise from the precession of the tidally distorted accretion disk, known as superhumps (Whitehurst 1988), or from the X-ray heated secondary star (van Paradijs & McClintock, 1995). During quiescence, if the light curve has periodic features, it is usually an ellipsoidal variation. Ellipsoidal light curves exhibit two equal maxima and two unequal minima when folded by the orbital period (van Paradijs & McClintock 1995). During the transition from outburst to quiescence optical modulations can be caused by a combination of all of these effects.

The presence of disk heating can explain the absence of a second minimum in the folded light curve from Interval 3 (see Fig. 7). As the source was still in outburst during this time, secondary heating from the disk may have been significant enough to produce a broad maximum during superior conjunction, which results in a light curve with only one minimum and one maximum per orbit (Orosz 1996). This scenario is supported by the fact that the peak to peak amplitudes of the optical light curve increased, by a factor of $`2`$, as the overall brightness continued to drop between Interval 3 and 4. This can only happen if the modulation was coming from the secondary star and not from the disk itself. Therefore, we favor the interpretation of the Interval 3 and 4 light curves as a combination of secondary heating and ellipsoidal modulation, which together suggest an orbital period $`1.54`$ days.

An alternative interpretation of Interval 3 data using superhumps seems to be ruled out by our observations. Superhump periods are usually $`1\%`$ longer than the orbital period, hence the combined, detrended Interval 3 and 4 light curves should manifest a phase offset when folded by the the same period, if the Interval 3 periodicity was from a superhump. To test this possibility, we combined the de-trended data from Interval 3 and 4 and performed timing analysis of this joint data set and found a strong peak at $`P=1.541\pm 0.009`$ days, or frequency of $`0.649\pm 0.004`$ cycles/day (Fig. 7). The combined data set was folded with 1.541 days and is shown in Fig. 7. As the maxima and minima line up in phase, superhumps appear to be ruled out because a $`1\%`$ difference in period would have caused an appreciable offset in phase over the span of the observation. The existing evidence shows that the true orbital period is close to 1.54 days and that ellipsoidal variability is present.

## 5 Correlation with the X-ray Light Curve

During the entire outburst, RXTE PCA and ASM observations were conducted on a daily basis. The detailed analysis of the timing and spectral analysis are presented elsewhere (see Paper I,II,IV). Here we compare the optical light curve from 1998, as well as from Interval 1 and 2 with the X-ray light curve. In particular, we will make use of the detailed spectral information from the PCA data to decompose the total X-ray flux from 2-20 keV into the contribution from the model components. The model used in Papers I and IV consists of the following components: interstellar absorption, multi-color disk blackbody, power law, and a broad Fe emission line. Therefore, based on the fit using the model above, the total X-ray flux can be decomposed into the disk blackbody flux and the power law flux.

From Figs. 7 and 7 it is clear that the shape of the optical and X-ray light curves are quite different. For example, during the steep decline of the 1998 optical light curves between MJD 51080 and 51100, the X-ray disk flux was nearly constant, until MJD 51100 (see Fig. 7) when it suddenly increased. During this time the power law flux decreased very slowly with an e-folding time of $`63.0`$ days, nearly double the optical value. The slow decline in the X-ray intensity is unusual, since typically the X-ray decay is much faster than the optical – compare the average e-folding decay time-scales of 17.4 and 67.6 days for the X-ray and optical light curves, respectively, computed from a large sample of SXTs (Chen et al. 1997).

During Interval 1, the earliest stages of the re-flare, the optical flux slowly declined as the X-ray flux first increased slightly and then decreased by a similar amount, thereby producing a concave X-ray light curve with a maximum at around MJD 51200. During Interval 1 there were two prominent dips in the $`V`$ light curve at MJD 51200.3 and 51215, with amplitudes of $``$0.32 & 0.25 respectively (see the Observations section). The disk flux light curve shows no sign of similar dips (see Fig. 7). On the other hand, the power-law flux is anti-correlated with the first optical dip, exhibiting a mini-flare, although there is no response to the second optical dip. The power-law mini-flare peaks at MJD 51201.78, which is nearly 2 days after the peak of the optical dip, and has an X-ray flux of roughly $`1.0\times 10^8`$ erg s-1 cm-2 relative to the ten day average between MJD 51190 and 51200. The relative amplitude of the power-law mini-flare is roughly twice as large as the corresponding optical dip. Since we only have two data points representing this mini-flare, the estimate of the peak could be off by as much as half a day.

At the beginning of Interval 2, MJD 51230, the optical light curve decreases sharply, by $`0.6`$ magnitudes. Again, the disk flux showed no change as the optical flux dipped. However, the power-law flux light curve is once again anti-correlated with the $`V`$-light curve. It is difficult to determine when exactly the power-law flux began to increase, due to the large error bars and sparse data coverage. Clearly, by MJD 51232.25, the power-law flux had increased by $`4.42\times 10^9`$ erg s-1 cm-2, compared to the average values between MJD 51226 to 51230. Since the optical flux during outburst is typically believed to be dominated by the component from the accretion disk, the absence of any correlation between the optical flux and the X-ray disk flux is surprising. On the other hand, our results suggest that both the optical and the power-law component may be a manifestation of the same physical process.

One possibility is that the optical flux is upscattered to the X-ray by the hot corona. In this scenario, during the optical dip, a larger fraction of the optical photons are reprocessed into hard X-rays by compton scattering in the corona, resulting in a decrease in the optical photons accompanied by an increase in the power-law component. This can occur if there is an increase in the size of the corona or an increase in the solid angle it subtends at the outer edge of the disk, or if the opacity suddenly increases. If variations in the properties of the outer edge of the accretion disk were causing the optical dips (e.g. due to a mass transfer instability), we should expect to see a corresponding dip in the X-ray as well, with a delay set by the viscous timescale. The viscous timescale is much longer than the $`2.25`$ days delay we find, hence this possibility seems to be ruled out by the data. Nevertheless, even if the optical flux is up-scattered to X-ray, the delay of $`2`$ days is difficult to explain since the corresponding light travel time far exceeds the size of the compton cloud. Perhaps there is a time dependence in the efficiency of the scattering resulting in the delay, but it is unclear how this may arise.

Finally, we see remarkable transitions in both the disk flux and power-law light curves starting at around MJD 51240 (see Fig 7). During the next ten days, the disk component dropped by $`3.5\times 10^8`$ erg s-1 cm-2, or by a factor of 3.0 and the power-law flux increased by nearly $`3.80\times 10^8`$ erg s-1 cm-2, or a factor of 4.9. As mentioned before, between MJD 51230 and MJD 51245 there are large fluctuations in the optical light curve, complicating the comparison of the X-ray and optical light curves. Clearly the e-folding timescale of the optical light curves between Interval 1 and 2 are different, but it is not clear whether the transition occurred at around MJD 51230 or MJD 51240 (see Fig. 7). It is clear, however, that the disk flux between MJD 51240 and 51250 is now correlated with the optical whereas the power-law component is anti-correlated. The correlation of the disk flux and anti-correlation of the power-law component with optical magnitudes between MJD 51240 and 51250 suggests the onset of a global change in the accretion disk spanning the outer and inner disk as well as the corona.

## 6 Discussion

Recent progress has been made in understanding the optical light curve and their relation to the X-ray light curve for a number of well known black hole SXTs. By using a model consisting of an inner ADAF region and an irradiated outer thin disk, Esin et al. have fitted the optical and X-ray light curves of A0620-00, a canonical black hole SXT, and GRS 1124-68, also known as Nova Muscae (see Esin et al. 1997; hereafter EMN, and EKMN). The model essentially depends only on two key parameters, the accretion rate in Eddington units, $`\dot{m}`$, and the transition radius between the ADAF and the thin disk, $`r_{tr}`$. The optical flux, which originates from the outer region, is dominated by X-ray irradiation of the disk surface, and therefore is proportional to the X-ray flux emitted from the inner regions (van Paradijs 1996; King & Ritter 1998). It is clear that the particular choice of $`\dot{m}`$ and $`r_{tr}`$ will dictate not only the X-ray spectrum but the optical spectrum as well, due to the coupling by X-ray heating. According to the scenario outlined in EMN and EKMN, after the source has reached its maximum brightness, the accretion rate $`\dot{m}`$ begins to decrease exponentially in time as the transition radius $`r_{tr}`$ increases, although not necessarily at the same time. At the highest accretion rate and smallest transition radius, the source is in the very high state. Subsequently, as $`\dot{m}`$ decreases, the source passes through the high state and at a critical value of at $`\dot{m}`$, reaches the intermediate state when the inner disk starts to evaporate. During the intermediate state, the spectral and temporal characteristics shift from the high state to the low state. Finally, the outer accretion disk is restricted to large radii and the source enters the quiescent state. Spectral transitions, as described above, occurred in XTE J1550-564 throughout the outburst and re-flare (Paper IV; Fig 7). From the very beginning of the outburst to MJD 51115, the object was in the very high state. Between MJD 51115 and 51150 the source faded rapidly and entered the high state, although occasionally the source appeared to be in the intermediate state. During most of the the re-flare (after MJD 51150) the source was in the high state although the source briefly entered the very high state after MJD 51230, at which time the power-law flux increased considerably. Finally the spectrum of one of the last few observations resembles the low state (see Fig. 7). The luminosity of the source was consistent with the scenario laid out by EMN, where the very high state is more luminous than the high state which is in turn more luminous than the intermediate state and low state, with the exception of the last few observations which is perhaps too bright to be in the low state.

Although the scenario laid out by EMN and EKMN applies very well to A0620-00 and Nova Muscae, it is rather difficult to understand the light curves of XTE J1550-564 within this framework. The obvious difficulty lies in the dramatically different morphologies of the optical and X-ray light curves. We also find substantial optical emission during Interval 3, even though there is no discernible X-ray emission. Clearly such behavior can not be explained within the context of a simple irradiated disk, as the optical flux is proportional to the X-ray emission in such models (van Paradijs & McClintock 1995; King & Ritter 1998). Moreover, there are substantial features in the optical light curve, such as sudden changes in the e-folding timescale, dips and mini-flares, which are absent in the X-ray light curve.

Recently ELH have modeled the optical, UV, and X-ray light curves of GRO J1655-40 during the 1996 outburst, which are quite similar to the light curves of XTE J1550-564 from Intervals 1 and 2. Both sources exhibit an exponentially declining optical light curve, whereas the X-ray remains constant or increases slightly. Furthermore, both outbursts began as a flat top with a very high state spectra, followed by a re-flare. The model depends on several critical assumptions. First, the mass transfer rate $`\dot{M}_T`$ must be close to the stability limit for an irradiated disk. Second, $`\dot{M}_T`$ needs to be increased above the critical accretion rate by the irradiation of the secondary due to the X-ray emission from the disk. This prevents the X-ray flux from decreasing exponentially. Finally, the warping of the disk required by recent theoretical work for the outer disk to be irradiated (Dubus et al. 1999) must diminish with a characteristic warp damping time-scale $`t_{damp}4\alpha ^2t_{vis}`$ (ELH) which is about 100 days for $`\alpha =0.1`$, where $`t_{vis}`$ is the the viscous time-scale and $`\alpha `$ is the parameter of viscosity (Shakura & Sunyaev 1973). Due to the incomplete optical coverage of GRO J1655-40, the re-flare which occurred $`270`$ days after the initial outburst was not considered at all in ELM. Although this scenario may apply to the optical light curves of XTE J1550-564, judging from the similarity of the source and the light curves, the present data set clearly requires a detailed consideration of the re-flare.

There has been great attention paid to the exponential nature of optical and X-ray light curves, perhaps at the expense of recognizing the interesting exceptions. This is not surprising, as optical data coverage is often incomplete and indeed the prominent X-ray light curve morphology for SXTs is the fast rise followed by an exponential decay (or FREDs) (Chen et al. 1997). Disk instability models generally produce such exponentially decaying light curves (Mineshige & Wheeler 1989; Cannizzo, Chen, & Livio 1995; Hameury et al. 1998). The present data of XTE J1550-564 provide a nearly complete picture of the entire optical outburst including the re-flare, and thus pose a qualitatively more complex challenge to models of outburst and decay of SXTs.

## 7 Summary

We have presented comprehensive optical light curves for XTE J1550-564 from September 1998 to August 1999 and compared them with the X-ray results presented in Papers I, II, and IV. The shape of the optical and X-ray light curves differ substantially from the typical fast rise and exponential decay and the correspondence between the overall optical and X-ray flux levels is poor, although there are several instances of anti-correlation between the optical flux and the hard power law component of the X-ray system. Analysis of the R-band data at and near quiescence reveal strong periodic signatures at $`1.54`$ days with peak to peak amplitudes of 0.15-0.36 mags which we interpret as the orbital period. The single hump behavior in the decay toward quiescence may be due to ellipsoidal modulation and X-ray heating, whereas the double humped signal in quiescence is presumably due to ellipsoidal modulation, with marginal irradiation from the disk. However, more data from quiescence will be required to fully resolve the nature of the modulation.

We thank the two YALO observers, David Gonzalez Huerta and Juan Espinoza, for providing data in a timely manner. We would like to thank S. Tourtellotte and E. Terry for their assistance with data reduction and J. Greene for her assistance with data acquisition. We thank our referee, Ann Esin, for her useful comments and suggestions. R.J. would like to thank M. Garcia, K. Menou, M. Nowak, and M. Sako for useful discussions. Financial support for this work was provided by the National Science Foundation through grant AST 97-30774.