text:
# Contents

## 1 General description

EinS is a software allowing to perform operation on indexed objects, which may or may not be tensors. EinS is a package for Mathematica, which is one of the most advanced computer algebra systems. EinS is a relatively small package consisting in approximately 3000 lines which constitute about 70 procedures. It was our intention to keep the package \[relatively\] small. The general design and functionality of EinS resulted from scientific problems in the field of astronomical applications of metric gravity theories tackled by the author during last several years. Although, the first version of EinS appeared as early as in 1994 and one can say that EinS is being developed more than 2 years, the development of EinS was not a significant separate area of our scientific activity. That is why, potential user should not expect that EinS is too general and flexible. For example, we did not try to implement built-in procedures for computing all standard quantities in General Relativity (curvature tensor, etc. (see, however, Section 4 below)). Moreover, current version of EinS does not distinguish automatically even covariant and contravariant indices. The main application field of EinS is computations with indexed objects involving implicit (Einstein) summations (EinS stands for ”Einstein Summation handler”). EinS is designed to handle implicit summation rule, automatic generating of dummy indices and has an efficient algorithm for simplification of expressions containing dummy indices and objects with user-defined symmetries. The idea of the package was to create a simple, flexible package which would be easy to alter for solving any problem involving indexed objects and which would not waste time for doing anything we do not ask it to do (the latter is usual fate of the users of too general software). On the other hand, package works under Mathematica which is one of the most advanced and flexible computer algebra systems. This allows the user to employ all the power of Mathematica for solving his problem. In order to work with EinS user should have basic knowledge of Mathematica’s control structures and language.

EinS is not intended to perform very long computations since as well as Mathematica itself. The most laborious computations which we have done with the use of EinS was computing Landau-Lifshits pseudotensor for a general metric containing terms of order of $`𝒪(c^1)`$ in $`g_{0i}`$. The result contained about 2000 terms in total. Each term was a product of up to 10 indexed object, some of which were defined to symmetric. This calculation took about 6 hours on IBM PC 486DX33 with 16 Mbytes RAM. Recent progress in hardware probably allows to operate with about 5000 or more terms depending on their structure within EinS, RAM being principal limitation. However, if you have to operate with longer expressions you have to turn to STENSOR (see, e.g., ).

For the moment there are only two \[semi-\]official publications concerning EinS . If EinS helped you to derive a publishable results please refer to the official description of the package as described on page 1. We would also appreciate receiving a reference on such publications.

Any reports of bugs would be appreciated and I will do my best in fixing them.

## 2 Why one more package for indicial tensor calculations?

It is well known that there exists a dozen of software systems and packages for doing tensorial computations on a computer (see,  for comprehensive reviews). It is necessary to distinguish between indicial tensorial computation and computation of components of tensors. These two class of packages are quite different. The latter usually allow one to compute a standard set of quantities for given components of metric: components of Christoffel symbols, components of curvature tensor etc. The examples of such packages are SHEEP (including CLASSI), EXCALC for REDUCE, CTENSR for Macsyma, and recently developed GRTensor/II for MAPLE, and TTC and CARTAN for Mathematica. On the other hand, the principal aim of a package for indicial tensorial computations is to handle implicit summation and to be able to simplify expressions involving dummy indices and user-defined symmetries of various objects. Among them one could mention the packages appeared in late the 1970s: ITENSR for Macsyma and STENSOR for SHEEP and two newer packages for Mathematica: MathTensor and RICCI. SHEEP is a special-purpose system, and cannot handle all variety of operations which may be necessary for the user. REDUCE and Macsyma are relatively old system and are becoming probably obsolete (although the latest version of Macsyma 2.2 for MS Windows looks promising its performance cannot compete with that of Maple and even with Mathematica). RICCI is designed for applications in differential geometry. Although it is sometimes possible to force it to do the computation similar to those described above, its performance (especially its simplification algorithm) is too slow to handle expressions containing many thousands of terms as we have in our application field. MathTensor is a very large package requiring a lot of additional hardware resources. This makes it difficult for us to use MathTensor for deriving expressions which themselves take sometimes 10 Mbytes of RAM within Mathematica. Besides that neither of the packages provide us with 3+1 split of indices which is so usual and convenient in our application field restricted mainly by post-Newtonian approximations of metric gravity theories. All these arguments forced us to implement our own small and flexible package to work under Mathematica which is one of the best modern computer algebra systems. There are not so many programs (5–7 in total)which allow one to operate with indicial tensor expressions, and every new such program is of interest. This is the reason why even a small summary published about EinS attracted certain attention and a reference on EinS appeared in a recent review on applications of computer algebra in general relativity .

## 3 Commands

Below we describe all the commands of EinS grouped by their functionality. It is a good idea to look first at the demo programs shipped with EinS in order to understand better the logic, purposes and functionality of the package. EinS have online help messages accessible during Mathematica session as usual. For example, the command ?DefObject prints a help message concerning the procedure DefObject. The commands of EinS can be divided into the following three groups:

* General purpose commands which are not directly related to the purpose of the package and extends Mathematica functionality. We gathered these functions in Section 3.2.
* Commands for beginners represent a minimal set of command sufficient to perform any calculations which EinS is originally intended for (but sometimes not in the most effective way). These commands are distributed over Sections 3.33.8 below and tagged with the sign $`\mathrm{}`$.
* Commands for experienced users are commands which could be used by an experienced user who wants to improve the performance of his programs as well as to push EinS to perform some calculation for which EinS is not intended originally. These commands are distributed over the sections below and tagged with the sign

¨
which ”warns of a dangerous bend in the train of thought”. Following Donald Knuth’s book we suggest not to use this commands unless you really need.
* We describe also some of the internal commands. A description of these commands gives user some insight to the internal representation of the data within EinS as well as allows one to write own procedures extending functionality of the package. These commands are described in Section 3.9.

### 3.1 Getting started

EinS is shipped in form of encoded Mathematica package. You can directly read it into Mathematica by the command

\<\<EinS.m
Be sure that the directory where you placed file EinS.m is in the search path governed by variable $Path within Mathematica. After that the EinS logo and its version appear as well as information on Mathematica’s version on which it is being run. If version of Mathematica on which EinS is being run does not coincide with that on which we have tested EinS (currently 2.1, 2.2 and 3.0), a warning message is printed. You can now proceed with typing commands of either Mathematica itself or EinS. You cannot load EinS twice within one Mathematica session. If you really need for some reasons (the author would appreciate hearing about such reasons) to load EinS again, you should restart Mathematica’s kernel.

### 3.2 General purpose commands

EinS extends Mathematica with a few general purpose functions which are not related directly to the calculation which EinS performs. Some of them are used internally by EinS, but nevertheless can be probably useful for users.

* SeriesLength

SeriesLength\[expression\] prints number of terms in the expression interpreting a product as one term (that is, number of monomials in the expression). It also prints the number of terms in a series separately at each power of the small parameter.
* SaveExpression

SaveExpression\[file\_name,name\] saves the unevaluated name, equality sign and the value into the specified file. SaveExpression appends its output to the specified file. It does not use the Mathematica’s functions Definition or FullDefinition. It works faster than SaveDefinition with the same arguments, but doesn’t save the whole Definition of a symbol. This command is especially suitable when you work almost out of your RAM and want to save your result. Usual Mathematica’s function Save (which saves FullDefinition of the specified object) invoke a search throughout all the Mathematica’s memory which may result in painful swapping.

See also: SaveDefinition
* SaveDefinition

SaveDefinition\[file\_name,name\] saves Definition of name into the specified file. SaveDefinition appends its output to the specified file. If you want to save the value of specific expression, it is faster to use SaveExpression with the same arguments. Note that the Mathematica’s function Save saves FullDefinition of the specified object.

See also: SaveExpression
* KSubsets

KSubsets\[l,k\] returns all subsets of set l containing exactly k elements, ordered lexicographically.

This function has been borrowed from the package DiscreteMath‘Combinatorica‘ written by Steven S. Skiena to make EinS independent of a larger package. The code is gratefully acknowledged.
* ExpandSeries

ExpandSeries\[expression\] simplifies when possible nested calls to SeriesData which represent power series within Mathematica. ExpandSeries allows to substitute a power series for a variables which itself appear within a power series. For example,

```
ExpandSeries[Series[1/(1+c x),{c,0,2}] /.
                           x -> Series[1/(1-c),{c,0,5}]]

```

gives correct result

```
            3
1 - c + O[c].

```

### 3.3 How to input objects and formulas

In order to do any calculations it is necessary to input the object with which you want to work, to describe their properties and to input their definition. EinS has a number of functions allowing to do so.

* $ESDimension

$ESDimension is an integer positive constant defining dimension of space, in which the user wants to work. It influences simplification of the trace of the Kronecker symbol as well as the function ToComponents.

Default: $ESDimension = 4
* DefObject

```
DefObject[object_name,valence,"print_name",
          {i1,i2,...},{j1,j2,...},
          {l1,...},ESIndicesLow -> True]

```

defines the object of specified valence to be symmetric with respect to indices number {i1, i2, ...} and alternating with respect to indices number {j1, j2, ...}. Both list are optional and empty by default.

The procedure also defines output formats for the object. The 3rd argument defines ”print name” of the object with the specified valence. This should be a Mathematica’s string. It is used for generating output format used by PrintES and any other printing utilities of Mathematica, as well as TeX format which is used by EinS2TeX and TeXSave. The argument is optional. By default, name of the object itself is used as its print name. User can define another print name for output (for example, it is usually desirable to print objects whose name is the name of a greek character with their names (\omega for object omega). It can be done manually by the user by giving command

```
EinS2TeXString[omega]="\omega"

```

However, this manually defined name shadows all other print names for objects with given name irrespective of valence until it is removed manually. One can do this with the command

```
EinS2TeXString[omega]=.

```

The last two arguments of DefObject regulate printing of indices as superscripts or subscripts. The list {l1,l2,…} (empty by default) specifies numbers of indices which will be printed by commands PrintES (and other Mathematica’s printing utilities) and EinS2TeX as subscripts, while all other indices will be printed as superscripts. The 6th parameter which is also optional could be the rule ESIndicesLow -\> True. This makes all subscripts to be superscripts and vice verse.

Note that objects with the same input name, but with different valences can have different symmetry properties, print names, and output and formats. However, we do not recommend to use this opportunity unless you are an experienced Mathematica user, since defining several objects with the same input name and different valences could sometimes require from the user to take extra care in choosing order in which various definitions are defined. This is a drawback of EinS, but rather a consequence of the general structure of Mathematica language. On the contrary, defining several objects with different input names and valences, but the same print name is absolutely ”safe”.

DefObject prints detailed report of the definition of object resulted from current call.
* ESIndicesLow

ESIndicesLow is a parameter for the function DefObject controlling if indices of the object being defined will be printed as subscripts or superscripts. If ESIndicesLow -\> False (default) all the indices which numbers are not specified in the 5th parameter of DefObject are printed as superscripts, while all other indices are printed as subscripts. If ESIndicesLow -\> True indices are printed vice verse.

See also: DefObject, PrintES, SaveTeX
* DefES

DefES\[expression, list\_of\_variables\_to\_be\_interpreted\_as\_dummy\_indices\] returns EinS’s internal representation of the expression containing Einstein (implicit) sums. The second arguments represent a list of names of variables which are to be interpreted as dummy indexes in the specified expressions. You should take care to define these names to be local names (for example, by calling DefES from within Mathematica’s Module where names of dummy indices are defined to be local. This is especially recommended if you make delayed definitions via :=. Note that after evaluation of DefES each dummy index received it own unique name and all the information on the name with which you named it in the input expression of DefES is lost.

See also: ESRange, $ESDebug, CheckDummies
* ESRange

ESRange is a parameter for the function DefES controlling the range of dummy indices. All dummy indices within EinS can be of two types: ”spatial” indices taking values 1,2,...,$ESDimension-1, and ”space-time” indices taking values 0, 1,2,...,$ESDimension-1. If ESRange -\> $ESDimension is specified as the third argument to DefES all the dummy indices specified in the second argument of DefES are ”space-time” ones. If ESRange -\> $ESDimension-1 is specified (it is actually assumed by default) all the dummy indices specified in the second argument of DefES are ”spatial” ones. If you have to specify indices of different types in a single expressions nested calls of DefES should be used. The information on the type of each index is used, for example, by the procedures ToComponents and SplitTime allowing to convert an implicit sum into partially or fully explicit one.

See also: DefES, $ESDimension, ToComponents, SplitTime
* PD

EinS has its own function for partial derivative. PD\[x,y\] represents partial derivative of x with respect to y. PD\[x,{a,b,c,...}\] represents multiple partial derivative of x with respect to a, b, c,... The main reason to introduce one more function for partial derivative in complement to Mathematica’s D was to make all objects dependent on all others by default. Besides that, the user can add addition rules to treat partial derivatives within EinS by specifying rules for PD without danger to destroy Mathematica’s engine by Unprotect’ing D. Use DeclareConstant\[x\] or DeclareIndependent\[x,n,...\] to make x independent of all or some variables. In current version of EinS function PD does not simplify derivatives of built-in Mathematica functions, such as Sin.

See also: DeclareConstant, DeclareIndependent, DefRS
* DefRS

DefRS\[coordinate\_name,time\_name\] ”defines” coordinates by generating simplification rules related with partial derivative PD as defined in EinS, and producing output as well as formats.

See also: PD, PrintES, SaveTeX
* DeclareConstant

DeclareConstant\[object\_name,valence\] declares partial derivatives PD of specified object (as defined in EinS) with specified nonnegative valence with respect to any variable to be zero.

See also: PD, DeclareIndependent
* DeclareIndependent

DeclareIndependent\[object\_name,valence,list\_of\_variables\] declares partial derivatives PD of specified object (as defined in EinS) with specified nonnegative valence with respect to specified variables to be zero. Note that if the specified variable is the name of coordinates defined previously by DefRS, the rule generated by DeclareIndependent concerns only ”spatial” coordinate. If independence of coordinate time is also desired it should be explicitly mentioned in the list\_of\_variables.

See also: PD, DeclareConstant
* Delta

Delta\[i,j\] is the Kronecker symbol. Its dimensionality can be $ESDimension or $ESDimension-1. Delta is printed as ”$`\delta `$” under Mathematica 3.0 notebook interface and as ”delta” othewise. The format is always ”$`\backslash `$delta”.

See also: $ESDimension, DropDelta
* LeviCivita

LeviCivita\[i,j,...\] represents the fully antisymmetric Levi-Civita symbol. The number of arguments could be either $ESDimension or $ESDimension-1. LeviCivita\[0,1,2,...,$ESDimension\] as well as LeviCivita\[1,2,...,$ESDimension\] are equal to 1. Besides anti-symmetry, and output (”$`\epsilon `$” under Mathematica 3.0 notebook interface and ”eps” othewise) and (always ”$`\backslash `$varepsilon”) formats, some simplification rules for 3-dimensional Levi-Civita symbols are built in EinS.

See also: $ESDimension
* c1

c1 represents $`1/c`$, $`c`$ representing normally speed of light. This object should be used as small parameter in post-Newtonian expansions. All procedures of EinS are designed to be able to work with series expansions with respect to any variable, but the object c1 has some nice predefined output and formats.

### 3.4 How to print expressions

Having computed an expression you may want to look at it. If you print at with Mathematica’s standard printing tools (like, Print) you will see internal EinS’s names for dummy indices, which do not look ”nice”. EinS has a built-in procedures enabling one to print EinS’s expressions in ”pretty” form.

* PrintES

PrintES\[expression,{list\_of\_nondummy\_indices}\] PrintES prints the expression substituting internal names for dummy indices with the strings from the list $Indices which are believed to be ”pretty” names for them. If the ”pretty” name for a dummy index coincides with actual name of a free (non-dummy) index entering in the same expression, next member of $Indices is used instead. Using the second argument you can effectively exclude some of the ”pretty” names from $Indices which you prefer to use for other purposes (for example, for free indices). Second argument is optional (default is empty list).

Because of restricted printing capabilities of Mathematica 2.x (namely its inability to print greek characters), PrintES prints ”space-time” dummy indices by adding simply ”” to each index. On the contrary, under Mathematica 3.0 notebook interface, space-time indices are always displayed as small greek letters. In this case the Mathematica strings with the symbols to be used to display space-time dummy indices (presumably greak letters) are stored in the list $PGIndices. The same algorithm for selecting ”pretty” names is used for space-time dummy indices.

Note that two dummy indices in two different monomials may be printed with the same ”pretty” name while having different internal names. Therefore, if you have printed with PrintES two expressions Ex1 and Ex2 and see visually that they are, say, equal, Mathematica does not necessarily automatically simplify Ex1-Ex2 to 0. Use ComputeES\[Ex1-Ex2\] to simplify the difference.

Two notes for Mathematica 3.0 notebook interface users:

+ The new Mathematica 3.0 enables one to use various FormatType’s to display output of your programs. Although any form could be used with EinS, our experience shows that OutputForm is the most appropriate to work with EinS. For the Mathematica 3.0 notebook front end one may want to change the default settings in Cell menu and set Default Output FormatType to be OutputForm. In the same way you may want to change the default settings in Cell menu and set Default Input FormatType to be InputForm in order to see EinS input in its native form.
    + Some versions of the Mathematica 3.0 notebook front end contain a bug which results sometimes in improper alignment of two dimensional mathematical output if the expression contains greek characters or other non-standard characters (say, superscripts and subscripts are misaligned \[shifted\] with respect to the symbol carrying them). This problem does not appear on print, but only on screen. The only work-around known to the author is to avoid naming object with non-standard symbols. Let us hope that Wolfram Research, Inc. will fix the bug as soon as possible.

See also: $Indices, $PGIndices, ComputeES
* $Indices

$Indices is a list of one-letter strings to be used as ”pretty” names for dummy indices when EinS outputs expressions using functions PrintES, SaveTeX or EinS2TeX.

See also: PrintES, SaveTeX
* $PGIndices

$PGIndices is a list of one-letter strings to be used as ”pretty” names for space-time dummy indices when EinS outputs expressions using PrintES under Mathematica 3.0 notebook interface. By default, it contains all small greak letters in alphabetical order.

See also: PrintES

### 3.5 How to compute and simplify expressions

EinS has a variety of functions aimed at various simplifications of expressions taking into considerations symmetries of user-defined as built-in objects as well as opportunity to rename dummy indices. Function ComputeES, which performs standard maximal possible simplification of an expression, is recommended for beginners. It always returns the simplest form of the expression, but not necessarily in minimal time. Other functions could be used by experienced users to speed up the computations.

* ComputeES

ComputeES\[expression\] performs standard maximal simplification possible within EinS. ComputeES\[expression\] is equivalent to

```
UniqueES[
   ZeroBySymmetry[
      CollectES3[
         Normalize[
            ExpandAll[
               DropDelta[
                  Normalize[
                     ExpandSeries[
                        ExpandAll[expression]]]]]]]]]

```

After standard simplification each dummy index in the resulting expression has own unique name.

If $ESDebug===True, ComputeES uses CheckDummies to check if each dummy index appear exactly twice in each term.

See also: UniqueES, ZeroBySymmetry, CollectES3, Normalize, DropDelta, ExpandSeries, CheckDummies, $ESDebug
* DropDelta

DropDelta\[expression\] is a procedure simplifying terms containing Kronecker symbol Delta\[i,j\] with a dummy index (or indices).

See also: Delta
* CollectES

CollectES\[expression\] tries to match Einstein sums in the expression renaming dummy indices. This function is usually slower than CollectES2, but seems to be useful. If $ESDebug===True it prints numbers of equivalent terms. CollectES should be invoked only after Normalize. For historical reasons, CollectES does not account for possible antisymmetry of tensors. Procedures CollectES, CollectES2 and CollectES3 represent 3 versions of the second part of simplification algorithm implemented in EinS, the first part being Normalize or MinimizeDummyIndices, and the third one ZeroBySimmetry.

See also: CollectES2, CollectES3, $ESDebug
* CollectES2

CollectES2\[expression\] tries to match Einstein sums in the expression renaming dummy indices. This function is much faster than CollectES. It uses internal Mathematica matching utility. CollectES2 does not account for possible antisymmetry of tensors. If expression contains objects with antisymmetry as defined by DefObject, CollectES2 invokes automatically CollectES3. Procedures CollectES, CollectES2 and CollectES3 represent 3 versions of the second part of simplification algorithm implemented in EinS, the first part being Normalize or MinimizeDummyIndices, and the third one ZeroBySymmetry.

See also: CollectES3, CollectES
* CollectES3

CollectES3\[expression\] tries to match Einstein sums in the expression renaming dummy indices. CollectES3 is equivalent to CollectES2, but accounts for antisymmetry of tensors. If expression does not contain objects with antisymmetry as defined by DefObject, CollectES3 invokes automatically CollectES2. Procedures CollectES, CollectES2 and CollectES3 represent 3 versions of the second part of simplification algorithm implemented in EinS, the first part being Normalize or MinimizeDummyIndices, and the third one ZeroBySimmetry.

See also: CollectES2, CollectES
* UniqueES

UniqueES\[expression\] renames all dummy indices of the expression to have unique names. It is necessary for making substitutions of Normalize’d expressions into other expressions.

See also: Normalize
* Normalize

Normalize\[expression\] renames all dummy indices in the expression so that number of different dummy indices is minimal for each Einstein sum, and factors all terms independent of dummy indices out of the Einstein sum. Dummy indices will be numbered in the order they appear in the expression itself (which is ordered lexicographically by Mathematica itself). Normalize\[expression\] is NOT equivalent to MinimizeDummyIndices\[FactorConstants\[expression\]\]. Procedures Normalize and MinimizeDummyIndices represent 2 versions of the first part of simplification algorithm implemented in EinS, the second part being CollectES, CollectES2 or CollectES3, and the third one ZeroBySimmetry. Many terms involving implicit summation are combined automatically by Mathematicaitself after applying Normalize or MinimizeDummyIndices.

See also: UniqueES, MinimizeDummyIndices, FactorConstants
* MinimizeDummyIndices

MinimizeDummyIndices\[expression\] renames all dummy indices in the expression so that number of different dummy indices is minimal for each Einstein sum. Dummy indices will be numbered in the order they appear in the lists of dummy indices (second arguments of ES). Procedures Normalize and MinimizeDummyIndices represent 2 versions of the first part of simplification algorithm implemented in EinS, the second part being CollectES, CollectES2 or CollectES3, and the third one ZeroBySimmetry. Many terms involving implicit summation are combined automatically by Mathematicaitself after applying Normalize or MinimizeDummyIndices. Note that MinimizeDummyIndices renames dummy indices in another order a compared with Normalize which can be of advantage or disadvantage depending on the problem under study. Normalize is used in the standard simplification function ComputeES.

See also: UniqueES, Normalize, ES
* FactorConstants

FactorConstants\[expression\] factors all terms independent of dummy indices out of each Einstein sum in the expression.

See also: Normalize
* ZeroBySymmetry

ZeroBySymmetry\[expression\] tests each term of the expression for being equal to zero due to be a product of symmetric and antisymmetric factors for a pair of dummy indices. Procedure ZeroBySymmetry represent the third part of simplification algorithm implemented in EinS, the first part being Normalize or MinimizeDummyIndices, and the third one CollectES, CollectES2 or CollectES3. ZeroBySymmetry may take relative long running time for large number of dummy indices in terms involving many objects with defined antisymmetry.

See also: ComputeES

### 3.6 How to convert implicit sums into partially and fully explicit form

EinS has two functions which allow to convert implicit summations into partially (”3+1” split in case of general relativity) or fully explicit form. The latter is a conversion from indicial tensor notations into components notations which is useful for numerical computing as well as for checking the results.

* SplitTime

SplitTime\[expression\] represents any Einstein sum involving ”space-time” indices into sum of corresponding terms with zero values of indices and the sum involving ”spatial” indices.

See also: ToComponents, ESRange
* ToComponents

ToComponents\[expression\] converts implicit Einstein summation into explicit form. In the explicit form all indices are integer numbers. All dummy indices are considered to run either from 0 (for ”space-time” indices) or from 1 (for ”spatial” indices) to $ESDimension-1.

See also: SplitTime, $ESDimension, ESRange

### 3.7 How to export expression into

EinS has a built-in subsystem allowing to export EinS’s expressions into or with automatic line breaking of formulas with specified number of monomials per line.

* SaveTeX

SaveTeX\[file\_name,expression,list\_of\_nondummy\_indices\] outputs a string returned by EinS2TeX\[expression,list\_of\_nondummy\_indices\] to the specified file. The meaning of the third argument is the same as for the procedure PrintES. The third argument is optional and empty by default.

See also: EinS2TeX, $TeXDialect
* EinS2TeX

EinS2TeX\[expression,list\_of\_nondummy\_indices\] returns a string containing TeX form of the expression according to switches $TeXDialect, $TermsPerLine, and the list of ”pretty” names for ”spatial” dummy indices $Indices and ”space-time” dummy indices $GIndices. The meaning of the second argument is the same as for the procedure PrintES. The second argument is optional and empty by default.

See also: SaveTeX,$TeXDialect, $TermsPerLine $Indices, $GIndices
* $GIndices

$GIndices is a list of strings to be used as ”pretty” names for ”space-time” dummy indices when EinS outputs expressions using functions SaveTeX or EinS2TeX. By default, it contains forms of small greek letters in alphabet order.

See also: SaveTeX, EinS2TeX
* EinS2TeXString

EinS2TeXString\[expression\]:=string

A set of rules with the head EinS2TeXString is used when converting EinS’s expressions into their representation. Besides a number of predefined rules, the procedure DefObject automatically adds rules for user-defined objects. User can add his own rules manually which you cannot for some reason define via DefObject. EinS2TeXString should return a Mathematica’s string.

See also: SaveTeX, EinS2TeX, DefObject
* $TeXDialect

$TeXDialect controls whether EinS2TeX and SaveTeX output EinS expressions with alignment commands in plain ($TeXDialect===$PlainTeX), ($TeXDialect===$LaTeX) or without alignment ($TeXDialect===None). In the latter case output is not split into lines and no alignment is performed. Default is $LaTeX.
* $PlainTeX

$PlainTeX is a possible value for $TeXDialect. If $TeXDialect===$PlainTeX EinS2TeX and SaveTeX output EinS’s expressions into plain form.
* $LaTeX

$LaTeX is possible value for $TeXDialect. If $TeXDialect===$LaTeX EinS2TeX and SaveTeX output EinS’s expressions into form.
* $TermsPerLine

$TermsPerLine is an integer number of terms to be printed per line when formatting multiline or output using functions EinS2TeX or SaveTeX.

### 3.8 How to debug programs

EinS has limited debugging capabilities. It includes one switch and one procedure.

* $ESDebug

$ESDebug is a switch turning on and off printing some additional information from several functions defined in EinS. Many of messages are of form

```
FunctionName:: ??? terms processed

```

and are printed each 100 terms. Here FunctionName stands for the name of the EinS’s function which prints current message, and ??? for actual number of terms. These messages are useful for checking what EinS is doing now.

Beside that, if $ESDebug===True ComputeES and DefES automatically call CheckDummies to check the validity of the usage of dummy indices.

See also: CheckDummies
* CheckDummies

CheckDummies\[expression\] checks that in each term of expression each dummy index appears exactly two times and print a message otherwise. If $ESDebug==True, CheckDummies is invoked automatically by ComputeES and DefES.

See also: $ESDebug, DefES, ComputeES

Many of the functions generate errors or warning messages if something goes wrong. If you got an error message you have to check, for example, that you are doing a meaningful operation. If you believe that it is meaningful and cannot find an error in your code, you may want to check if each pair of dummy indices during you calculations does have a unique name. In many cases EinS tries to generate unique names automatically and it is always possible to write the program in such a way that EinS does this itself. However, if you think EinS should do this in your case, but does not do this, you may want to make this manually by using function UniqueES.

### 3.9 Some internal commands

This section describes some of the internal commands of EinS which we decided to make accessible to the users. These functions allow to write subroutines extending functionality of the package. With except for $MaxDummy, these functions should be used only by experienced users.

* $ESVersion

A string representing EinS logo and version.
* ES

ES serves as a token folding each Einstein sum. ES\[expression,list\_of\_dummy\_indices is internal representation of Einstein sum of expression with respect to the dummy indices from the list. Normally ES should not be used by the user. Dummy indices are coded as $DummyHead\[number\] for ”space-time” dummy indices, and $SDummyHead\[number\] for ”spatial” dummy indices, where number is number of the pair of dummy indices. This number is usually unique for each pair of dummy indices processed by EinS, but can be changed by functions Normalize, UniqueES and MinimizeDummyIndices

See also: Normalize, UniqueES, MinimizeDummyIndices
* STDummyQ

STDummyQ\[expression\] returns True if the expression is a ”space-time” dummy index and False otherwise.

See also: DummyQ, SDummyQ
* SDummyQ

SDummyQ\[expression\] returns True if the expression is a ”spatial” dummy index and False otherwise.

See also: DummyQ, STDummyQ
* DummyQ

DummyQ\[expression\] returns True if the expression is a dummy index and False otherwise.

See also: SDummyQ, STDummyQ
* $$Alt

A symbol folding indices for which an expression is alternating.
* $$Sym

A symbol folding indices for which an expression is symmetric.
* $MaxDummy

Maximal number of dummy indices to be handle by EinS. EinS performance does not depend on $MaxDummy. By default, $MaxDummy=1000.
* $DummyHead

A string used by EinS as Head for internal representation of ”space-time” dummy indices. Initially ”a$$” (a Mathematica string).

See also: $SDummyHead
* $SDummyHead

A string used by EinS as Head for internal representation of ”spatial” dummy indices. Initially ”i$$” (a Mathematica string).

See also: $DummyHead

## 4 Future prospects

As we mentioned above, EinS resulted from our own needs. It was our desire to have a relatively small, simple and easy-to-tune package allowing to perform calculations aroused from various scientific problems the author investigated. Therefore, it is generally not our intention to improve package permanently. On the contrary, the further development of the package strongly depend on the scientific problems which the author will study. Nevertheless, we list the improvements of EinS which are to be expected in the future:

* Refining simplification algorithm in two major directions:

1. automated splitting of dummy indices into subgroups which cannot intersect a priori when performing pattern matching;
    2. handling more complicated symmetry properties including linear (and possibly non-linear) identities (see, e.g., ).
* Writing a special package on the basis on EinS for calculation of a standard set of quantities on the basis of metric (Christoffel symbols, curvature tensor, covariant derivative, etc.). It is clear that implementing such a package is rather trivial task having EinS. At present time, many potential pieces of such a package is distributed over various applications of EinS. However, we probably will not make EinS to distinguish automatically covariant and contravariant indices.

Besides that, some minor changes could be made on request of users, if such changes are in agreement with the author’s vision of the EinS’s functionality. You are encouraged to report bugs (which certainly should exist in the package) as well as suggestions to the address quoted on the title page of this document.

## 5 Acknowledgements

The version 2.6 of EinS described in this document has been finished while the author was Humboldt Research Fellow at the Lohrmann Observatorium, Dresden, Germany. Financial support of the Alexander von Humboldt Foundation as well as hospitality of Prof. Michael Soffel and the stuff of the Lohrmann Observatorium are gratefully acknowledged.

## Index

* $DummyHead, 22
* $ESDebug, 20
* $ESDimension, 9
* $ESVersion, 21
* $GIndices, 19
* $Indices, 14
* $LaTeX, 19
* $MaxDummy, 22
* $PGIndices, 14
* $PlainTeX, 19
* $SDummyHead, 22
* $TeXDialect, 19
* $TermsPerLine, 19
* $$Alt, 21
* $$Sym, 21
* c1, 13
* CheckDummies, 20
* CollectES, 15
* CollectES2, 16
* CollectES3, 16
* ComputeES, 15
* DeclareConstant, 12
* DeclareIndependent, 12
* DefES, 11
* DefObject, 9
* DefRS, 12
* Delta, 12
* DropDelta, 15
* DummyQ, 21
* EinS2TeX, 18
* EinS2TeXString, 19
* ES, 21
* ESIndicesLow, 11
* ESRange, 11
* ExpandSeries, 9
* FactorConstants, 17
* KSubsets, 9
* LeviCivita, 13
* Loading EinS, 7
* Mathematica 3.0, 7, 12–14
* MinimizeDummyIndices, 17
* Normalize, 16
* PD, 11
* PrintES, 13
* SaveDefinition, 8
* SaveExpression, 8
* SaveTeX, 18
* SDummyQ, 21
* Series within EinS, 8, 9
* SeriesLength, 8
* SplitTime, 18
* STDummyQ, 21
* ToComponents, 18
* UniqueES, 16
* ZeroBySymmetry, 17


format: text

text:
# A nanomechanical resonator shuttling single electrons at radio frequencies

(November 8, 2000)

## Abstract

We observe transport of electrons through a metallic island on the tip of a nanomechanical pendulum. The resulting tunneling current shows distinct features corresponding to the discrete mechanical eigenfrequencies of the pendulum. We report on measurements covering the temperature range from 300 K down to 4.2 K. We explain the $`I`$-$`V`$ curve, which unexpectedly differs from previous theoretical predictions, with model calculations based on a Master equation approach.
PACS. 68.60.Bs,73.23.-b,87.80.Mj

One of the traditional experiments in the electrodynamics class is set up by two large capacitor plates and a metallized ball suspended in between the plates. Applying a constant voltage of several 100 V across the plates leads to the onset of periodic charge transfer by the ball bouncing back and forth, similar to a classical bell . The number of electrons transferred by the metallized ball in each revolution naturally depends on the volume of the metal, but can be estimated to be of the order of $`10^{10}`$. At an oscillation frequency of some 10 Hz up into the audible kHz-range this gives a typical current of $`110\mu `$A.

The question arising is whether such an experiment can be performed on the microscopic level in order to obtain a transfer not of a multitude but of only one electron per cycle of operation at frequencies of some 100 MHz. Indeed this can be achieved by simply scaling down the setup and applying a nanomechanical resonator. In recent experiments  the importance of the excitation of mechanical modes for electronic transport through single fullerenes was discussed.

Here we want to present our results on shrinking the mechanical electron shuttle to submicron dimensions by integration of an electron island into a nanomechanical resonator functioning as an electromechanical transistor (EMT). The clear advantages are the increased speed of operation and the reduction of the transfer rate, allowing to count electrons one by one. A similar combination was proposed theoretically by Gorelik et al.  for metallic particles, which are connected to the reservoirs by elastically deformable organic molecular links. The main difference to common single electron transistor devices is the fact that only one tunneling barrier is open at a certain time. This leads to an exponential suppression of cotunneling effects and thus increases the accuracy of current transport. Detailed calculations for theoretical limits of the accuracy, which were presented elsewhere , show that these devices will allow measuring quantum fluctuations. In the present work we report on measurements of transport of electrons through a nanomechanical electron shuttle. The $`I`$-$`V`$ characteristics which unexpectedly differs from theoretical predictions  can be explained by taking into account the driving voltage.

An important feature of the device is the possibility to effectively modulate the tunneling rate onto and off the electron island given by the large speed of operation ($`f100`$ MHz). This basically enables to mechanically filter and select electrons passing through the electromechanical circuit by simply adjusting the tunneling rate $`\mathrm{\Gamma }`$. Additionally, the device is a tool to regularize the stochastic tunneling process through a well defined geometry. Another advantage of nanomechanical resonators, machined out of Silicon-On-Insulator (SOI) material, is their insensitivity to thermal and electrical shocks as has been shown in their application for electrometry . This and the high speed of operation enable direct integration in filter applications . We have already demonstrated, that a nanomechanical tunneling contact, which operates at radio frequencies, can be built out of SOI substrates . The tunneling process in turn is very sensitive to changes of the environmental conditions, thus its use in sensor applications.

The nano-electromechanical electron shuttle is machined out of SOI-material. In order to avoid mechanical defects in the structure so-called “Smart Cut”  is used rather than SIMOX . The fabrication process is divided into two steps: First the metallic leads (made out of Au) and the etch mask (made out of Al) are defined by optical and electron beam lithography. Then the mechanical pendulum is etched in a combination of dry and wet etch steps. Alignment of the etch mask with respect to the metallic leads has to be accurate down to 10 nm in order to provide well defined tunneling contacts. In earlier work we ensured that the processing steps, which are also used in our present work, provide clean and tuneable tunneling contacts . An electron micrograph of the measurement setup is shown in Fig. 1.

The first measurements were performed at room temperature. The sample was mounted in an evacuated sample holder with a small amount of helium gas added, to ensure thermal coupling. During evacuation the sample holder was heated. The 300 K trace shows a variety of resonances, where the source-drain current is increased due to the motion of the clapper (see Fig. 2). This behavior is well known from the measurements performed on the single tunneling barrier . The peaks are superimposed on a background, which depends linearly on the source-drain bias. This background is due to the thermal motion of the clapper, since it disappears at lower temperatures.

The clapper is set into motion by an ac-voltage applied to the two driving gates at frequency $`f_0`$. This leads to an alternating force acting on the grounded lower part of the pendulum. Additionally, the driving voltage also acts as a gate voltage. In order to calculate the influence of this gate voltage on the number of electrons transferred we estimate the capacitance between the closest driving electrode and the island at positions of the island where tunneling occurs. This electrode as seen by the island has a radius of roughly 215 nm. With a distance of 300 nm between driving gate and island, the resulting gate capacitance is

$$C4\pi \epsilon _0\left(\frac{1}{215\mathrm{nm}}\frac{1}{300\mathrm{nm}}\right)^184\mathrm{aF}$$

which corresponds to gate charges of up to $`\pm 527e`$ if voltages of up to $`\pm 1V`$ are applied. Because of this large number of electrons the applied voltages lead to an electrostatic force on the island. If the frequency $`f_0`$ of the driving force coincides with the eigenfrequency of the clapper, resonant motion is excited. In our calculations this kind of motion shows a large number of electrons transferred at a high accuracy during each cycle. This creates the large peaks seen in the measurements. If the shuttle moves with frequencies different from $`f_0`$ (e.g. excited thermally), the resulting current has a much smaller signal to noise ratio. Therefore, the large value of the gate-voltage explains both the high number of electrons transferred at room temperature and the background depending on whether or not the clapper moves with the same frequency as the applied voltage.

Transport through the island on the clapper can be described by a simple Master equation

$`{\displaystyle \frac{d}{dt}}p(m,t)`$ $`=`$ $`\left[\mathrm{\Gamma }_\mathrm{L}^{(+)}(m,t)+\mathrm{\Gamma }_\mathrm{R}^{(+)}(m,t)\right]p(m,t)`$
$``$ $`\left[\mathrm{\Gamma }_\mathrm{L}^{()}(m,t)+\mathrm{\Gamma }_\mathrm{R}^{()}(m,t)\right]p(m,t)`$
$`+`$ $`\left[\mathrm{\Gamma }_\mathrm{L}^{(+)}(m1,t)+\mathrm{\Gamma }_\mathrm{R}^{(+)}(m1,t)\right]p(m1,t)`$
$`+`$ $`\left[\mathrm{\Gamma }_\mathrm{L}^{()}(m+1,t)+\mathrm{\Gamma }_\mathrm{R}^{()}(m+1,t)\right]p(m+1,t)`$
where $`\mathrm{\Gamma }`$ are the transition rates and $`p`$ the probability to find $`m`$ additional electrons on the island at time $`t`$. In a golden rule approach the tunneling rates are of the form

$$\mathrm{\Gamma }=\frac{1}{e^2R}\frac{\mathrm{\Delta }E}{1\mathrm{exp}\left(\frac{\mathrm{\Delta }E}{k_\mathrm{B}T}\right)}.$$
(2)
Taking into account that the energy changes $`\mathrm{\Delta }E`$ are time dependent due to the periodic motion of the shuttle  one obtains

$`\mathrm{\Gamma }_{\mathrm{R},m}^{()}(t)=`$ (3)
$`{\displaystyle \frac{1}{\tau }}{\displaystyle \frac{\pm \left(m+\frac{C_\mathrm{G}V_\mathrm{G}}{e}+\frac{C_\mathrm{L}(t)V}{e}\right)\frac{1}{2}}{1\mathrm{exp}\left[\left(\pm \left(m+\frac{C_\mathrm{G}V_\mathrm{G}}{e}+\frac{C_\mathrm{L}(t)V}{e}\right)\frac{1}{2}\right)\frac{e^2}{C_\mathrm{\Sigma }(t)k_\mathrm{B}T}\right]}},`$
where $`\tau =R_\mathrm{R}(t_{\mathrm{max}})C_\mathrm{R}(t_{\mathrm{max}})`$, $`t_{\mathrm{max}}`$ is the time, where the island is at its closest point to the right electrode, and $`C_\mathrm{\Sigma }(t)=C_\mathrm{R}(t)+C_\mathrm{L}(t)+C_\mathrm{G}(t)`$. For the left electrode the indices $`R`$ and $`L`$ have to be interchanged, $`V`$ has to be replaced by $`V`$ and $`x(t)`$ by $`x(t)`$.

Numerical solution of Eq. (A nanomechanical resonator shuttling single electrons at radio frequencies) results in the height of the peaks being determined by the applied gate–voltage $`V_\mathrm{G}`$. The number of electrons transferred does hardly depend on source-drain bias, since the voltages applied on the driving gates are a factor $`10^3`$ larger than the source-drain bias which agrees with the experimental result as shown in the inset of Fig. 3. The displacement noise of a cantilever can be calculated in analogy to an electrical circuit . The mean square displacement is given by the fluctuation-dissipation-theorem $`u^2=k_\mathrm{B}T\chi _T`$, where $`\chi _T=d\omega \mathrm{Im}\chi /\omega `$ can be approximated by $`\mathrm{\Delta }f\mathrm{Im}\chi /f`$ for a peak at frequency $`f`$ of width $`\mathrm{\Delta }f`$. Thus the formula for Johnson noise derived by Nyquist  can be transformed for the mechanical case yielding:

$$u^2=4k_\mathrm{B}T\mathrm{\Delta }f\mathrm{Im}\left\{\frac{1}{\omega }\frac{u_k}{F_i}\right\},$$
(4)
$`u_k`$ are the displacements due to applied forces $`F_i`$. The imaginary part of $`u_i/F_k`$ depends on the phase relationship between the actual motion of the mechanical structure and the force. The response of the clapper to an external force was calculated by a finite element program . We conclude from this calculation, that contributions to the current can be expected up to frequencies of some GHz. This explains the amplitude of the thermal background. A contribution to the current by the substrate can be excluded as well as a displacement current by direct capacitive coupling of the ac power by measuring a non-moving sample (shown in the inset of Fig. 3).

We extracted one peak of the complex spectrum by subtracting the thermal background and overlapping neighboring peaks. The direction of the current in this peak is reversed to the normal current direction. The peak height does not depend on the dc-source-drain bias as well. Both facts can be explained by the large gate voltage. In the inset of Fig. 4 the electric field distribution around the clapper is shown in a top view by assuming a potential $`V_\mathrm{G}=`$1 V at one of the driving gates. The calculation was performed by using a finite element program .

The number of transferred electrons in this peak is approximately 1000 which agrees with our theoretical estimate based on Eq. (A nanomechanical resonator shuttling single electrons at radio frequencies). These results show, that the electron transfer works well at room-temperature. Since electron tunneling should be very sensitive to environmental influences this opens an interesting possibility for sensor applications.

Measurements at lower temperatures show a complete suppression of the ohmic background and thus indicate its thermal nature. At temperatures of about 12 K a pronounced peak at 120 MHz is found. The oscillation amplitude of the motion at the peak position is strongly attenuated towards lower temperatures of 4.2 K due to the increased stiffness of the clapper. The rest of the complex spectrum is completely suppressed at 4.2 K also because of the increased stiffness of the structure. The maximum current amplitude of the peak is (2.3$`\pm `$0.02) pA, which corresponds to a transfer of 0.11 electrons on average per cycle of motion of the clapper. Peaks in the classical experiment  show Lorentzian line shape. In order to obtain a formula for the peak fit for the present experiment we use the simple expression

$$N\frac{t_0}{RC}$$

for the average number of electrons transferred derived in  in the limit of small contact times $`t_01/(f\sqrt{x_{\mathrm{max}}})`$. The cantilever behaves like a damped harmonic oscillator.

$$x^{\prime \prime }(t)+2\pi kx^{}(t)+4\pi ^2f_0^2x(t)=F\mathrm{sin}\left(2\pi ft\right).$$
(5)
Due to the strong dependence of $`R`$ on the tunneling distance the peak shape can be modelled by following the approximation:

$$N=\frac{A}{f}\sqrt{\frac{x_{\mathrm{max}}(f_\mathrm{r})}{x_{\mathrm{max}}(f)}}\mathrm{exp}\left[B\left\{1x_{\mathrm{max}}(f)/x_{\mathrm{max}}(f_\mathrm{r})\right\}\right]$$
(6)
where $`x_{\mathrm{max}}(f)1/\sqrt{\left(f^2f_0^2\right)^2+k^2f^2}`$ is the amplitude of the oscillation in resonance and $`f_r=\frac{f_0}{2}\sqrt{42k}`$ is the shifted frequency of the damped oscillator, respectively. From the fit parameters we obtain a quality factor $`Q=f_0/k`$ of order 10. Small $`Q`$s are essential for operation as a switch where the oscillating force in Eq. (5) is replaced by a step function. For small quality factors the oscillatory solution of the differential equation vanishes on a short timescale.

In summary we have shown single electron tunneling by using a combination of nanomechanics and single electron devices. We have demonstrated a new way to transfer electrons one by one at radio frequencies. At 4.2 K we measured an average of $`0.11\pm 0.001`$ electrons which shows that the resolution of current transport through the shuttle should also resolve Coulomb blockade after minimizing the effects of the driving voltage. We estimate the temperature, at which Coulomb blockade should be observable to be 600 mK. Scaling down the island size will increase this temperature. In future work, forming superconducting and magnetic islands will be of interest for the understanding of the tunnel process itself.

We like to thank U. Sivan for discussions. Special thanks to J. P. Kotthaus for his support. This work was financially supported by the Deutsche Forschungsgemeinschaft (DFG Bl-487/1-1). CW acknowledges support by the SFB 348.


text:
# Recent Results From the K2K (KEK-to-Kamioka) Neutrino Oscillation Experiment

## 1 Introduction

For many years experiments studying neutrinos produced in interactions of cosmic rays with atmospheric nuclei have been measuring a significant suppression of the ratio of $`\nu _\mu `$ to $`\nu _e`$ with respect to the expectation derived from standard hadronic shower models . The popular interpretation of this suppression is that neutrino oscillations, in which $`\nu _\mu `$ change to some other neutrino flavour in flight, are occurring. Neutrino oscillations can only take place if the neutrino has a finite mass and if, as in the quark sector, the neutrino mass eigenstates are not the same the flavour eigenstates.

The probabilty of a neutrino with energy $`E_\nu `$(GeV) produced a distance $`L`$(km) from a detector to oscillate into another flavour is expressed (in the two-flavour approximation) as :

$$P(\nu _\mu \nu _x)=sin^22\theta sin^2\frac{1.27\mathrm{\Delta }m^2(eV^2)L(km)}{E_\nu (GeV)}$$
(1)
where $`\mathrm{\Delta }m^2`$ is the difference between the squared masses of the two neutrino mass eigenstates and $`sin^22\theta `$ is a mixing parameter. The recent results from the Super-Kamiokande experiment  have presented strong evidence that the atmospheric neutrino problem can be described assuming the existence of neutrino oscillations with $`\mathrm{\Delta }m^2`$ in the range $`210^3`$ to $`610^3`$ and $`sin^22\theta >0.8`$ at the 90% confidence level.

The K2K experiment is the first accelerator-based long baseline neutrino oscillation experiment. With a baseline of 250 km, an average neutrino energy of E$``$1.3 GeV and an intense neutrino beam which is 98.0% pure $`\nu _\mu `$, K2K is ideally placed to investigate neutrino oscillations in the oscillation parameter region favoured by Super-Kamiokande. The primary oscillation search mode is $`\nu _\mu \nu _\tau `$ oscillations (the $`\nu _\mu `$ disappearance mode). However K2K can also investigate flavour oscillations through the $`\nu _\mu \nu _e`$ appearance mode.

In this paper, the most recent results from K2K are presented. Section 2 describes the beam and the near detector components. Section 3 discusses the measurement technique and the calculation of the expected flux of neutrinos at Super-Kamiokande. Section 4 outlines the selection of KEK beam-related events in Super-Kamiokande, compares the number of events observed in Super-Kamiokande with the expected number and describes the systematic errors in the measurement. Finally, a conclusion is drawn in Section 5.

## 2 K2K Experiment

### 2.1 Beamline and beam monitors

The KEK neutrino beam is produced by 12 GeV/c protons incident on an aluminium target. The 66 cm long aluminium target is embedded in the first of two focussing horns which serve to focus(defocus) the positive(negative) pions and kaons produced by the proton-Aluminium interactions. The positive hadrons then passed to a 200 m long decay pipe where they decay, producing a wide-band neutrino beam with a mean energy of 1.3 GeV. The beam composition estimated from Monte Carlo simulation is shown in Table 1. The beam Monte Carlo program itself uses the proton beam profile before the target and generates $`\pi ^{\pm ,0}`$, $`K^{\pm ,0}`$ and secondary protons according to a parametrisation of existing data on secondary particle production in p-Al interactions. GEANT 3.15 is then used to trace the secondary particles through the target, the magnetic horns, and into the decay tunnel.

Within the target hall, and before the decay pipe, a threshold gas Cerenkov detector (the pion monitor) has been constructed. This monitor can be moved in and out of the beam and is used to measure the energy and angular spectra of the secondary pions after focussing. The measurements are then used to verify the predictions of the beam Monte Carlo. Figure 1 compares the ratio of the $`\nu _\mu `$ flux seen in the far detector (see Section 3) and in the near detector as predicted by the pion monitor and by the beam simulation. Above a neutrino energy of 1 GeV (the lower limit of the pion monitor sensitivity) the pion monitor predictions and the beam simulation agree.

At the end of the decay pipe is an iron and concrete beam dump after which is positioned a segmented plate ionisation chamber and a set of silicon detectors. These monitor the residual beam-associated muons and are used to check the beam centering and intensity.

The direction from KEK to Super-Kamiokande along which to point the beam was surveyed using a method based on GPS. The survey precision is $`<0.01\mathrm{mrad}`$ and the construction precision is $`<0.1\mathrm{mrad}`$. Due to beam divergence over the 250 km flight path, the flux of neutrinos at Super-Kamiokande is constant over a distance of approximately one km around Super-Kamiokande, requiring a pointed accuracy of $`<3mrad`$, well above the estimated accuracy.

### 2.2 The near detector

In a disappearance oscillation experiment it is essential that the neutrino beam at the point of production be understood completely. The understanding of the neutrino beam is the primary goal of the suite of detectors located 300 m downstream of the target. The near detector is composed of a one kiloton water Cerenkov detector (1kt) and a fine-grained detector (FGD).

The 1kt detector measures neutrino interactions using the same target and techniques as used in the far detector (Super-Kamiokande) thus cancelling many of the systematic errors in the calculation of the expected event rate in the far detector (see Section 3).

The FGD complements the one kiloton detector. It is used for precise measurements of the $`\nu _\mu `$ energy spectrum and flux, the beam profile and the $`\nu _e`$ contamination in the $`\nu _\mu `$ beam. The fine-grained detector consists of a scintillating fiber tracking detector (SciFi), a lead-glass electromagnetic calorimeter and a large muon range detector (MRD).

The SciFi is constructed from 20 $`2.4m\times 2.4m`$ modules. Between each module is a 6 cm thick layer of aluminium tubes filled with water. These form the target for neutrino interactions in the SciFi. Such interactions are used to study the neutrino energy spectrum and for studying other properties of neutrino-water interactions at the 1 GeV energy scale.

Downstream of the SciFi is the lead-glass array. The purpose of the lead-glass array is to identify $`\nu _e`$ interactions. The energy resolution of the lead-glass detector is $`\mathrm{\Delta }E/E=10\%/\sqrt{E(GeV)}`$.

The muon range detector (MRD) is a large ($`7.6m\times 7.6m`$ cross-sectional area) iron tracking calorimeter with a target mass of 915 tons. It consists of 12 iron plates interleaved with drift chambers. The four most upstream plates are 10 cm thick and the last eight plates are 20 cm thick. The MRD is used to monitor the beam profile, to study the stability of beam intensity and to determine the energy of muons from neutrino interactions in the MRD or SciFi using rangeout techniques.

The far detector for K2K is the Super–Kamiokande detector which has been taking data since 1996. The data selection at this detector is described below in Section 4.

## 3 Performance of the near detector and beam stability

Comparison of the expected and observed number of events in Super-Kamiokande depends on understanding the stability and characteristics of the neutrino beam profile and energy spectrum.

The neutrino beam profile measured in the MRD is shown in Figure 2. The beam profile is centered on Super-Kamiokande and is reproduced well by simulation. The Monte Carlo histogram has been normalised to the number of events in data. The center of the beam profile is plotted as a function of time in Figure 4. The beam direction has been stable within $`\pm 1`$ mrad throughout the running time of the experiment.

The energy and angular distributions of muons from neutrino interactions in the Scifi is shown in Figure 4. The simulation has been normalised to the number of events in data. The Monte Carlo shows good agreement with the data.

The number of events predicted to be observed at Super-Kamiokande ($`N_{SK}^{pred}`$) in the absence of neutrino oscillations is calculated using the observed number of events in the near detector ($`N_{KEK}^{obs}`$) corrected for the differences in neutrino flux, target mass, detector efficiencies and livetimes between the near and far detector :

$$N_{SK}^{pred}=N_{KEK}^{obs}R\frac{M_{SK}}{M_{KEK}}\frac{ϵ_{SK}}{ϵ_{KEK}}\frac{L_{SK}}{L_{KEK}}$$
(2)
where $`ϵ_{SK(KEK)}`$ is the detection efficiency of neutrino interaction in Super-Kamiokande(KEK), $`M_{SK(KEK)}`$ is the fiducial target mass at Super-Kamiokande(KEK), $`L_{SK(KEK)}`$ is the number of protons on target collected by Super-Kamiokande(KEK) and R is the ratio of the number of events expected at Super-Kamiokande and at KEK :

$$R=\frac{\varphi _{SK}(E_\nu )\sigma (E_\nu )𝑑E}{\varphi _{KEK}(E_\nu )\sigma (E_\nu )𝑑E}$$
(3)
$`R`$ is calculated from the beam simulation.

The expected number of events observed in Super-Kamiokande based on the observed event rate in each of the near detector components, corresponding to a collected intensity of $`2.310^{19}`$ protons on target, are shown in Table 2. The errors are systematic with the statistical error being negligible. Despite different detection techniques and sources of systematic error, the predictions of the near detector components agree well. The error for the prediction using the 1kt detector is smaller than for the Scifi or MRD predictions, since the 1kt detectors uses the same target matrial and the same detection technique as used in Super-Kamiokande. Hence, the uncertainties in the neutrino-water interactions cross section and some detector-based biases cancel. For this reason, the prediction of the 1kt detector will be used when comparing with the observed number of events in Super-Kamiokande. The largest sources of systematic error in the expected number of events derived from the 1kt event rate are a 7% error in $`R`$, the far-to-near ratio, and a 6% error in the measurement of the 1kt event rate. The extrapolation error arises from uncertainties in the pion monitor measurement and in modelling low energy neutrino production. The error in the 1kt rate arises mostly from uncertainties in vertex fitting and the propagation of these uncertainties into the fiducial volume estimate.

## 4 Events in Super-Kamiokande

KEK beam associated $`\nu _\mu `$ interactions in Super-Kamiokande are tagged by comparing the UTC time stamps of the Super-Kamiokande trigger and the KEK beam spill. If the event is indeed associated with the KEK beam, the difference between the two time stamps, $`\mathrm{\Delta }T=T_{SK}T_{KEK}TOF`$, where $`TOF`$ is the time the neutrino takes to move between KEK and Super-Kamiokande, should be distributed between 0 and 1.1 $`\mu s`$, a reflection of the KEK beam spill width. The intrinsic time resolution of the GPS system is approximately 150 ns so a 1.5 $`\mu s`$ search window is used. The contamination from atmospheric neutrino events in the Super-Kamiokande sample is estimated to be less than $`10^3`$ events over the running period to date.

The events collected at Super-Kamiokande are sorted into two categories : fully-contained (FC) events, in which the Cerenkov light from all particles in the event is contained in the Super-Kamiokande inner detector, and outer-detector (OD) events, in which the interaction occurs in the Super-Kamiokande anti-detector volume or in the rock surrounding the detector. The FC events are furthur subdivided into FC-in(out) events, in which the interaction occurs inside(outside) the 22.5 kt fiducial volume. The reconstruction efficiency and systematics of the FC-in events are well known and it is this category which will eventually be used in the full spectral analysis. The OD and FC-out events, which have larger systematic errors, are used as consistency checks on the event rate of the FC events. Other selection criteria for FC events are

1. no activity 30 $`\mu `$s before the event
2. $`Q_{300ns}`$, the total number of photo-electrons collected in the inner detector in a 300ns timing window, must be greater than 200 photoelectrons, corresponding to 30 MeV energy threshold.
3. $`N_{OD}`$, the number of hits in the largest cluster in the anti-detector must be less than 10.

The selection efficiency of events in Super-Kamiokande is approximately 80%, dominated by the 30 MeV energy threshold. Figure 5 shows the FC event distribution within 500 $`\mu s`$ and 5 $`\mu s`$ of the KEK beam spill.

A clear peak corresponding to beam-associated events may be observed from -0.2 to 1.3 $`\mu s`$. The number of FC-in events and their characteristics are summarised in Table 3. The events are subdivided into events with a single Cerenkov ring (1-ring events) and multi-ring events. The 1-ring events are furthur decomposed into “mu-like” and “electron-like” events. The table also includes the expected number of events in each category for the case of no oscillations and for three sets of oscillation parameters. Figure 6 shows the fitted vertex distribution of all FC events in Super-Kamiokande. The direction and length of the lines on each vertex indicate the direction and momentum of each detected particle in the event. There is an obvious momentum flow in the direction of the KEK beam.

## 5 Summary

The K2K experiment has been running smoothly since June, 1999, and collected $`2.6\times 10^{19}`$ protons on target. The expected interaction rates at Super-Kamiokande as determined by the near detectors (SciFi, MRD and 1kton) are consistent with one another. The neutrino beam direction has been within $`1mrad`$ of the direction to Super-Kamiokande throughout the experiment. Twenty seven KEK beam associated FC-in events have been observed in the Super-Kamiokande fiducial volume with a background of less than $`10^3`$ events. The expected number is $`40.3_{4.6}^{+4.7}`$ in the case of null oscillations. Our data disfavor null oscillations at the $`2\sigma `$ level. With more data a definitive analysis of both the event rate and reconstructed energy spectrum of the events in the far detector will be carried out.


text:
# The Power of Confidence Intervals

## I Introduction

The problem of calculating Frequentist confidence intervals and upper limits has received recently new contributions  and has been subject of intense discussions (see Refs. ). Three new methods with correct coverage (see Section II) have been proposed: Unified Approach , Bayesian Ordering  and Maximum Likelihood Estimator*** We introduce here this name for the method proposed by Mandelkern and Schultz in Ref. , since it is based on the use of the estimator derived from maximum likelihood. .

In this paper we consider the power of Frequentist methods to reject false values of the parameter under investigation and we connect it with the physical significance of confidence intervals. In this contest the physical significance of a confidence interval is its degree of reliability. For example, an unbelievably small upper limit below the sensitivity of the experiment has negligible physical significance (one could even argue that it has “negative” physical significance, since it gives misleading information to those who believe in it). Empty confidence intervals are practically useless and physically insignificant.

In Section II we review the coverage of Frequentist methods and their power to reject false values of the parameter. Section III constitutes the main part of the paper, in which considering a non-negative parameter, we discuss the power of confidence intervals and their physical significance. In Sections IV and V we illustrate the arguments presented in Section III using as examples a Gaussian distribution with mean $`\mu 0`$ and a Poisson distribution with known background, respectively.

## II Coverage and power

An important property of Frequentist confidence intervals is *coverage*. A method for the calculation of confidence intervals has correct coverage if its confidence intervals with $`100(1\alpha )\%`$ confidence level (CL) belong to a set of confidence intervals that can be obtained with a large ensemble of experiments, $`100(1\alpha )\%`$ of which contain the true value of the parameter (see, for example, Refs. ). In other words, if coverage is satisfied, a $`100(1\alpha )\%`$ CL confidence interval has a probability $`1\alpha `$ to cover the true value of the parameter.

Confidence intervals with correct coverage can be calculated using Neyman’s method . In this method, $`100(1\alpha )\%`$ CL confidence intervals for a quantity $`\mu `$ are obtained through the construction of a confidence belt in the plane $`\widehat{\mu }`$$`\mu `$, where $`\widehat{\mu }`$ is an appropriate estimator of $`\mu `$. For each possible value of $`\mu `$ one calculates an acceptance interval of the estimator with integral probability $`1\alpha `$. The union of all the acceptance intervals constitutes the confidence belt. The confidence interval resulting from a measurement of $`\widehat{\mu }`$ is given by all the values of $`\mu `$ whose acceptance interval include the measured value of $`\widehat{\mu }`$ (see, for example, Refs. ).

Coverage, however, is not the only quantity that is important in the construction of confidence intervals. Another quantity, called *power*, is related to the probability to reject false values of the parameter. Coverage and power are connected, respectively, with the so-called *Type I* and *Type II* errors in testing a simple statistical hypothesis $`H_0`$ against a simple alternative hypothesis $`H_1`$ (see Ref. , section 20.9):

Reject the null hypothesis $`H_0`$ when it is true. The probability of a Type I error is called *size* of the test and it is usually denoted by $`\alpha `$.

Accept the null hypothesis $`H_0`$ when the alternative hypothesis $`H_1`$ is true. The probability of a Type II error is usually denoted by $`\beta `$. The power of a test is the probability $`\pi =1\beta `$ to reject $`H_0`$ if $`H_1`$ is true. A test is *most powerful* if its power is the largest one among all possible tests.

In Neyman’s method, whatever is the true value of $`\mu `$, the probability that it is not included in a $`100(1\alpha )\%`$ CL confidence interval is $`\alpha `$. From the point of view of hypothesis testing, if one considers a possible value $`\mu _0`$ of $`\mu `$ as a null hypothesis, $`H_0`$: $`\mu =\mu _0`$, the probability to reject $`\mu _0`$ if it is true is $`\alpha `$, i.e. there is a probability $`\alpha `$ to make a Type I error. In other words, the acceptance interval of the estimator $`\widehat{\mu }`$ corresponding to $`\mu _0`$ is the *acceptance region* of the test and the complementary interval is the *critical region* of the test. If the measured value of $`\widehat{\mu }`$ falls in the critical region, the null hypothesis is rejected. This happens with a probability $`\alpha `$ if the null hypothesis is true, as required by coverage.

The property of coverage is not sufficient to specify uniquely how to construct the confidence belt. Different Frequentist methods with correct coverage follow different prescriptions for the definition of the acceptance intervals. The associated probability $`\alpha `$ of a Type I error is the same, but the probability $`\beta `$ of a Type II error and the corresponding power $`\pi =1\beta `$ are different.

Unfortunately, the power associated with a confidence belt is not easy to evaluate, because for each possible value $`\mu _0`$ of $`\mu `$ considered as a null hypothesis there is no simple alternative hypothesis that allows to calculate the probability $`\beta `$ of a Type II error. Instead, we have the alternative hypothesis $`H_1`$: $`\mu _1\mu _0`$, which is composite. For each value of $`\mu _1\mu _0`$ one can calculate the probability $`\beta _{\mu _0}(\mu _1)`$ of a Type II error associated with a given acceptance interval corresponding to $`\mu _0`$. A method that gives an acceptance region for $`\mu _0`$ which has the largest possible power $`\pi _{\mu _0}(\mu _1)=1\beta _{\mu _0}(\mu _1)`$ if $`\mu _1`$ is true is most powerful with respect to the alternative $`\mu _1`$. Clearly, it would be desirable to find a *uniformly most powerful* test, i.e. a test that gives an acceptance region for $`\mu _0`$ which has the largest possible power $`\pi _{\mu _0}(\mu _1)`$ for any value of $`\mu _1`$. Unfortunately, the Neyman-Pearson lemma implies that in general a uniformly most powerful test does not exist if the alternative hypothesis is *two-sided*, i.e. both $`\mu _1<\mu _0`$ and $`\mu _1>\mu _0`$ are possible, and the derivative of the Likelihood with respect to $`\mu `$ is continuous in $`\mu _0`$ (see Ref. , section 20.18). Nevertheless, it is possible to find a uniformly most powerful test if the class of tests is restricted in appropriate ways. A class of tests that has some merit is the class of *unbiased* tests, such that

$$\underset{\mu _1}{inf}\pi _{\mu _0}(\mu _1)\alpha ,$$
(1)
i.e. the probability of rejecting $`\mu _0`$ when it is false is at least as large as the probability of rejecting $`\mu _0`$ when it is true. The *equal-tail* test used in the Central Intervals method is unbiased and *uniformly most powerful unbiased* for distributions belonging to the exponential family, such as, for example, the Gaussian and Poisson distributions (see Ref. , section 21.31).

Therefore, the Central Intervals method, is widely used because it corresponds to a uniformly most powerful unbiased test. Other methods based on asymmetric tests unavoidably introduce some bias.

## III Power near a boundary

In some cases the Central Intervals method is not satisfactory. The two cases which occur often in physics are the Gaussian distribution with a mean $`\mu `$ physically bounded to be non-negative In general one can consider any boundary for $`\mu `$. We consider only the case $`\mu 0`$ for simplicity.  and the Poisson distribution with mean $`\mu 0`$ and a known background. In these cases the Central Intervals method sometimes produces empty confidence intervals, that are physically useless. The recently proposed Frequentist methods with correct coverage  cure this problem considering appropriate constructions of the confidence belt that guarantee a transition from two-sided confidence intervals to upper limits near the boundary for the Gaussian distribution and for small number of counts in the case of the Poisson distribution. From the discussion at the end of Section II, it is clear that these methods are biased. In particular, since the acceptance intervals shift towards lower values of the estimator, which are more likely for smallest values of $`\mu `$, these methods have a bias in testing the alternatives $`\mu _1<\mu _0`$. On the other hand, these methods are more powerful than the Central Intervals method in the test of the alternatives $`\mu _1>\mu _0`$.

Near the boundary $`\mu 0`$, where the various methods produce different results, it is clearly much more important to test the alternatives $`\mu _1>\mu _0`$ than the alternatives $`\mu _1<\mu _0`$, which are limited. In other words, the boundary introduces an asymmetry in the importance of the $`\mu _1>\mu _0`$ and $`\mu _1<\mu _0`$ alternatives. Moreover, experiments are made to search for a signal and when small signals are searched for (small $`\mu `$ near the boundary $`\mu 0`$), testing the alternatives $`\mu _1>\mu _0`$ is physically more meaningful than testing the alternatives $`\mu _1<\mu _0`$. Having more power in the test of the alternatives $`\mu _1>\mu _0`$ means that values of $`\mu `$ smaller than the true one are less likely to be accepted, i.e. the experiment is more sensitive to a possible signal.

In general the loss of power in testing $`\mu _0`$ against $`\mu _1<\mu _0`$ when $`\mu _0`$ is near the physical boundary leads to less stringent upper limits. If the experiment is not sensitive to values of $`\mu `$ near the physical boundary, it does not make any sense to test $`\mu _0`$ against $`\mu _1<\mu _0`$ near the boundary. Hence, a loss of power for this test is actually desirable and leads to more reliable upper limits. Indeed, the Central Intervals method, which is unbiased and has a large power in testing $`\mu _0`$ against $`\mu _1<\mu _0`$ near the boundary, gives practically useless upper limits.

These considerations imply that a Frequentist method produces upper limits which are *physically significant* if near the physical boundary it has a *large* power in testing $`\mu _0`$ against $`\mu _1>\mu _0`$ and *small* power in testing $`\mu _0`$ against $`\mu _1<\mu _0`$.

Among the recently proposed Frequentist methods with correct coverage (Unified Approach , Bayesian Ordering , Maximum Likelihood Estimator ), the shift of the acceptance intervals towards lower values of the estimator is smallest in the Unified Approach . We will show this fact explicitly in Section IV for a bounded Gaussian distribution, but it is true also for a Poisson distribution with known background. Therefore, the Unified Approach is the *less powerful* among new methods in testing $`\mu `$ against the alternatives $`\mu _1>\mu `$, which are more important near the boundary than the alternatives $`\mu _1<\mu `$, for which the Unified Approach has the highest power. In other words, the Unified Approach is less sensitive than the other methods to positive signals, because small values of $`\mu `$ are more likely to be accepted if the true value of $`\mu `$ is large. It also produces upper limits that are too stringent and unreliable from the physical point of view , because it has too much power in testing $`\mu `$ against the alternatives $`\mu _1<\mu `$ near the boundary.

## IV Gaussian distribution with boundary

In order to illustrate the power of different methods, let us consider an observable $`x`$ with Gaussian distribution around a non-negative mean $`\mu `$ and a standard deviation $`\sigma `$, assumed to be known. In this case $`x`$ is the estimator of $`\mu `$ ($`\widehat{\mu }=x`$) and a measurement of $`x`$ gives a confidence interval for $`\mu `$, which depend on the chosen method.

Figure 1 shows the 90% CL confidence belts ($`\alpha =0.10`$) for $`\sigma =1`$ corresponding to four different methods: the standard Central Intervals method and the three new methods with correct coverage, Unified Approach , Bayesian Ordering In Ref.  the Bayesian Ordering method is discussed explicitly only for the case of a Poisson distribution with known background, but, as noted there, the method can be generalized in a straightforward way to other cases, as that considered here.   and Maximum Likelihood Estimator . For $`x\sigma `$ all the methods produce the same results, far from the boundary $`\mu 0`$. The Central Intervals method gives an empty confidence interval for $`x1.64`$. The other three methods give non-empty confidence intervals for any value of $`x`$, which become upper limits for $`x1.28`$. For negative values of $`x`$ the Unified Approach give the most stringent upper limits, whereas the Maximum Likelihood Estimator gives the upper limit $`\mu 1.65`$ for any value of $`x0`$. At $`\mu =1.65`$, the confidence belt obtained with the Maximum Likelihood Estimator method has discontinuous derivative of the left edge at $`x=0`$, and a discontinuity of the right edge from $`x=3.30`$ to $`x=2.92`$. The confidence belt obtained with the Unified Approach has discontinuous derivatives of both left and right edges at $`\mu =1.65`$, where the left edge has $`x=0`$ and the confidence belt start to deviate from the Central Intervals confidence belt for decreasing $`x`$. Both left and right edges of the confidence belt obtained with the Bayesian Ordering are smooth for all values of $`x`$.

For small values of $`\mu `$ the acceptance intervals in the Unified Approach, Bayesian Ordering and Maximum Likelihood Estimator are increasingly shifted to the left, with respect to those in the Central Intervals method. Hence, among these methods, the Maximum Likelihood Estimator has highest power in testing small values of $`\mu `$ against larger alternatives, followed by the Bayesian Ordering and then by the Unified Approach. The order of the power of the four methods in testing small values of $`\mu `$ against smaller alternatives is reversed.

In order to give a quantitative illustration of the power of the four methods under consideration, let us define the positive average power function

$$\pi _\mu _+=\frac{1}{\mathrm{\Delta }\mu }_\mu ^{\mu +\mathrm{\Delta }\mu }\pi _\mu (\mu _1)d\mu _1,$$
(2)
for an arbitrary $`\mathrm{\Delta }\mu `$, and the negative average power function

$$\pi _\mu _{}=\frac{1}{\mu }_0^\mu \pi _\mu (\mu _1)d\mu _1.$$
(3)
These two functions, for a Gaussian distribution with mean $`\mu 0`$, standard deviation $`\sigma =1`$, $`\alpha =0.10`$ and $`\mathrm{\Delta }\mu =1`$, are plotted in Fig. 2.

From Fig. 2A one can see that the Maximum Likelihood Estimator method has the highest power with respect to the alternatives $`\mu _1>\mu `$ if $`\mu <1.65`$. The power of the Bayesian Ordering method is higher than that of the Unified Approach and both tend to the constant power of the Central Intervals method for large values of $`\mu `$. All methods are unbiased in testing larger alternatives ($`\pi _\mu _+>\alpha =0.1`$).

Figure 2B shows that the order of the power of the four methods is reversed when smaller alternatives are considered and only the Central Intervals method is unbiased. The curves in Fig. 2B increase with increasing $`\mu `$ because the range $`0\mu _1<\mu `$ increases with $`\mu `$ and values of $`\mu _1`$ far from $`\mu `$ lead to higher values of the power. The value of $`\pi _\mu _{}`$ tends to $`\alpha =0.10`$ for $`\mu 0`$ in all methods, because by definition $`\pi _{\mu _0}(\mu _1)\alpha `$ for $`\mu _1\mu _0`$ and the interval of integration in Eq. (3) shrinks to zero for $`\mu 0`$. As noted in Section III, a small power in testing smaller alternatives is desirable in order to obtain physically reliable upper limits.

Let us emphasize that the arbitrary definition of the quantities in Eqs.(2) and (3) is irrelevant for the quality of our conclusions. Choosing other appropriate quantities one always obtains the same classification (Central Intervals, Unified Approach, Bayesian Ordering, Maximum Likelihood Estimator) of the four considered methods in order of increasing power to test larger alternatives and decreasing power to test smaller alternatives.

## V Poisson distribution with background

In this section we discuss as another example the case of a Poisson distribution of counts $`n`$ with mean signal $`\mu `$ and known background $`b=5.2`$. We consider the same four methods already considered in the previous section: Central Intervals, Unified Approach , Bayesian Ordering  and Maximum Likelihood Estimator . Since the discreteness of $`n`$ does not allow to construct exact Central Intervals, we follow the prescription described in Ref. .

Figure 3 shows the 90% CL confidence belts in the four methods. One can see that for $`n6`$ the Maximum Likelihood Estimator gives a constant upper limit $`\mu 4.8`$, the Bayesian Ordering and Unified approach methods give upper limits that decrease with $`n`$, and the Central Intervals method gives an empty confidence interval for $`n<2`$.

Because of the discreteness of $`n`$, the acceptance intervals do not have exact integral probability $`1\alpha `$. Their integral probability $`1\alpha _\mu `$ is shown in Fig. 4 as a function of $`\mu `$ in the four considered methods. One can see that the dependence of $`1\alpha _\mu `$ from $`\mu `$ is very wild. As a consequence, also the average power functions in Eqs. (2) and (3) are wild functions of $`\mu `$. In order to obtain smoother functions of $`\mu `$, whose behaviour is not too difficult to be interpreted, we consider the ratios $`\pi _\mu _+/\alpha _\mu `$ and $`\pi _\mu _{}/\alpha _\mu `$. These ratios are appropriate to evidence the presence of a bias, which manifest itself when a ratio becomes less then one.

Figure 5A shows the ratio $`\pi _\mu _+/\alpha _\mu `$, with $`\mathrm{\Delta }\mu =1`$ (see Eq. (2)). In spite of the precaution to divide $`\pi _\mu _+`$ by $`\alpha _\mu `$, the curves still have wild jumps because of the discreteness of $`n`$. From Fig. 5A one can see that for most small values of $`\mu `$ the Maximum Likelihood Estimator has the highest power in testing $`\mu `$ against larger alternatives, followed in order by Bayesian Ordering, Unified Approach and Central Intervals. The Unified Approach has higher (or equal) power than Central Intervals for $`\mu 2.6`$, and smaller (or equal) power mfor highest values of $`\mu `$.

Figure 5B shows the ratio $`\pi _\mu _{}/\alpha _\mu `$ (see Eq. (3)). One can see that even the Central Intervals method is slightly biased. This is due to the fact that, because of the discreteness of $`n`$, it is not possible to construct exactly central acceptance intervals. Fig. 5B shows that Central Intervals and Unified Approach have the highest power in testing $`\mu `$ against smaller alternatives (Central Intervals for $`\mu 2.2`$ and Unified Approach for highest values of $`\mu `$). The Maximum Likelihood Estimator method has the smallest power for $`\mu 4.8`$.

In conclusion of this section, we have shown with a specific example that also in the case of a Poisson process with background, among the recently proposed methods with correct coverage, Maximum Likelihood Estimator yields confidence intervals with the highest physical significance (with the criteria discussed in Section III), followed in order by Bayesian Ordering and Unified Approach.

## VI Conclusions

In conclusion, we have considered the power of Frequentist methods, which quantifies their capability to avoid Type II errors. We have connected the power with the physical significance of confidence intervals, i.e. their degree of reliability.

Considering the case of a parameter bounded to be non-negative, we have shown that near the boundary a (biased) method that has large power in testing the parameter against larger alternatives and small power in testing the parameter against smaller alternatives produces confidence intervals (upper limits) that are physically more significant.

We have shown that among the recently proposed Frequentist methods with correct coverage (Unified Approach , Bayesian Ordering , Maximum Likelihood Estimator ), the widely used Unified Approach yields upper limits with the smallest physical significance. The upper limits with the highest physical significance are produced by the Maximum Likelihood Estimator method.

We have illustrated our arguments in the cases of a bounded Gaussian distribution (Section IV) and a Poisson distribution with known background (Section V).