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# Jet Induced Supernovae: Hydrodynamics and Observational Consequences

## I Introduction

Supernovae (SN) are among the most spectacular events because they reach the same brightness as an entire galaxy. This makes them good candidates to determine extragalactic distances and to measure the basic cosmological parameters. Moreover, they are thought to be the major contributors to the chemical enrichment of the interstellar matter with heavy elements. Energy injection by SN into the interstellar medium, triggers star formation and feedback in galaxy formation, and is regarded as a key for our understanding of the formation and evolution of galaxies.

Core collapse supernovae are thought to be the final stages of the evolution of massive stars which live only $`10^6`$ to $`2\times 10^8`$ years. Such supernovae could be the brightest objects in the distant past when stars first began to form. A detailed understanding of core collapse is essential to probe the very early phases of the Universe right after the initial star forming period which occurs at redshifts $`z3\mathrm{}5`$. Understanding the mechanism of core collapse supernovae explosions is a problem that has challenged researchers for decades (Hoyle & Fowler 1960). In the general scenario for the explosion, the central region of a massive star collapses and forms a neutron star. Eventually, parts of the potential energy will cause the ejection of the envelope. This general scenario has been confirmed by a wealth of observations including the direct detection of neutrinos in SN1987A and neutron stars in young supernovae remnants.

In recent years, there has been a mounting evidence that the explosions of massive stars (core collapse supernovae) are highly aspherical. (1) The spectra of core-collapse supernovae (e.g., SN87A, SN1993J, SN1994I, SN1999em) are significantly polarized indicating asymmetric envelopes (Méndez et al. 1988; Höflich 1991; Jeffrey 1991; Wang et al. 1996; Wang et al. 2000). The degree of polarization tends to vary inversely with the mass of the hydrogen envelope, being maximum for Type Ib/c events with no hydrogen (Wang et. al. 1999, Wang et al. 2000). For supernovae with a good time and wavelength coverage the orientation of the polarization vector tends to stay constant both in time and in the wavelength. This suggests that there is a global symmetry axis in the ejecta (Wang et al. 2000). (2) Observations of SN 1987A showed that radioactive material was brought to the hydrogen rich layers of the ejecta very quickly during the explosion (Lucy 1988; Tueller et al. 1991). (3) The remnant of the Cas A supernova shows rapidly moving oxygen-rich matter outside the nominal boundary of the remnant and evidence for two oppositely directed jets of high-velocity material (Fesen & Gunderson 1997). (4). Recent X-ray observations with the CHANDRA satellite have shown an unusual distribution of iron and silicon group elements with large scale asymmetries in Cas A (Huges et al. 2000). (5) After the explosion, neutron stars are observed with high velocities, up to 1000 km/s (Strom et al. 1995).

There is a general agreement that the explosion of a massive star is caused by the collapse of its central parts into a neutron star or, for massive progenitors, into a black hole. The mechanism of the energy deposition into the envelope is still debated. The process likely involves the bounce and the formation of the prompt shock (e.g. Van Riper 1978, Hillebrandt 1982), radiation of the energy in the form of neutrino (e.g. Bowers & Wilson 1982) and the interaction of the neutrino with the material of the envelope and various types of convective motions ( e.g. Herant et al. 1994, Burrows et al. 1995, Müller & Janka 1997, Janka & Müller 1996), rotation (e.g. LeBlanc & Wilson 1970, Saenz & Shapiro S.L. 1981, Mönchmeyer et al. 1991) and magnetic fields (e.g. LeBlanc & Wilson 1970, Bisnovati-Kogan 1971).

Spherically symmetric explosion models rely on the neutrino deposition mechanism. The results depend critically on the progenitor structure, equation of state, neutrino physics, and implementation of the neutrino transport. Currently, results are inconclusive even when using sophisticated Boltzman solvers for the neutrino transport. For example, Mezzacappa et al. (2000) find an explosion whereas Yamada et al. (1999) and Rammp & Janka (2000) do not. Even if successful, these models cannot explain the observed asymmetries. Within the spherical core-collapse picture, additional mechanisms must be invoked which operate within the envelope itself.

Two such mechanisms have been studied in some detail. One is the Rayleigh-Taylor instability which causes mixing of the layers of different composition when the outgoing shock front passes through (Müller et al. 1989, Benz & Thielemann 1990, Fryxell et al. 1991). This effect can explain mixing of the carbon, oxygen and helium-rich layers required for the SN1987A, but none of the simulations were able to account for the high velocity of Ni observed in SN1987A (Kifonidis et al. 2000). Rayleigh-Taylor mixing provides a rather small-scale structures and can hardly account for the observed polarization which requires a global asymmetry of the expanding envelope ( Höflich 1991). Another mechanism involves an explosion inside a rapidly and differentially rotating supernova progenitor (Steinmetz & Höflich 1992). With this mechanism it was possible to account for the polarization in SN1987A which originated from a blue supergiant. This mechanism may have difficulty accounting for the early polarization in some Type II supernovae (Wang et al. 2000) whose light curves indicate a red-giant progenitors. A strong differential rotation in red supergiants can hardly be expected due to their convective envelopes (Steinmetz & Höflich, 1991).

Attempts have also been made to include multi-dimensional effects into a model of collapse itself. The collapsing core becomes unstable due to the gradients of both electron mole fraction $`Y_e`$ and entropy. The developing convection then affects both the neutrino flux and the energy deposition behind the stalled shock. Numerous studies have demonstrated the presence of this effect. It is still debated whether convection combined with the neutrino transport provides the solution to the supernova problem (Rammp et al. 1998 and references therein). In the current calculations, the size and scale of the convective motions seem to be too small to explain the observed asymmetries. The angular variability of the neutrino flux caused by the convection has been invoked to explain the neutron star kicks (Burrows et al. 1995, Janka & Müller 1994). Calculations give kick velocity up to $`100`$ km/s whereas NS with velocities of several $`100`$ km/s are common.

Rotation of the collapsing core may also be important. It tends to facilitate the explosion because the centrifugal barrier reduces the effective potential for the material moving in the equatorial plane and introduces an axial symmetry in the fluid motions. Simulations made so far indicate that the rotation alone has no or has only a weak effect on the explosion (e.g. Mönchmeyer et al. 1991, Zwerger & Müller 1997). In the latter case it induces a rather weak asymmetry of the explosion with more energy going along the rotational axis.

It has long been suggested that the magnetic field can play an important role in the explosion (LeBlanc & Wilson 1970; Ostriker & Gunn 1971, Bisnovati-Kogan 1971, Symbalisty 1984). LeBlanc and Wilson simulations showed the amplification of the magnetic field due to rotation and the formation of two oppositely directed, high-density, supersonic jets of material emanating from the collapsed core. Their simulations assumed a rather high initial magnetic field $`10^{11}`$ Gauss and produced a very strong final fields of the order of $`10^{15}`$ Gauss which seemed to be unreasonable at the time. The recent discovery of pulsars with very high magnetic fields (Kouveliotou et al. 1998, Duncan & Thomson 1992) revives the interest in the role of rotating magnetized neutron stars in the explosion mechanism. It is not clear whether a high initial magnetic field required for the LeBlanc & Wilson mechanism is realistic. On the other hand it may not be needed. Recently Mayer and Wilson (2000, private communication) have suggested that the field amplification and the generation of the jet may continue during the first few seconds of the cooling of the neutron star when the neutron star shrinks rapidly. The current picture of the core collapse process is unsettled. A quantitative model of the core collapse must eventually include all the elements mentioned above.

Due to the difficulty of modeling core collapse from first principles, a very different line of attack on the explosion problem has been used extensively and proved to be successful in understanding of the supernova problem, SN1987A in particular (Arnett et al. 1990, Hillebrand & Höflich 1991). The difference of characteristic time scales of the core (a second or less) and the envelope (hours to days) allows one to divide the explosion problem into two largely independent parts - the core collapse and the ejection of the envelope. By assuming the characteristics of the energy deposition into the envelope during the core collapse, the response of the envelope can be calculated. Thus, one can study the observational consequences of the explosion and deduce characteristics of the core collapse and the progenitor structure. This approach has been extensively applied in the framework of the 1D spherically symmetric formulation. The major factors influencing the outcome have been found to be the explosion energy and the progenitor structure. The same approach can be applied in multi-dimensions to investigate the effects of asymmetric explosions. In this paper we study the effects and observational consequences of an asymmetric, jet-like deposition of energy inside the envelope of a core-collapse supernova.

## II Numerical Methods and Model Setup

3-D Hydrodynamics: The explosion and jet propagation are calculated by a full 3-D code within a cubic domain of size D. The stellar material is described by the time-dependent, compressible, Euler equations for inviscid flow with an ideal gas equation with $`\gamma =5/3`$ plus a component due to radiation pressure with $`\gamma =4/3`$. The Euler equations are integrated using an explicit, second-order accurate, Godunov type, adaptive-mesh-refinement, massively parallel, Fully-Threaded Tree (FTT) program, ALLA (Khokhlov 1998). Euler fluxes are evaluated by solving a Riemann problem at cell interfaces. FTT discretization of the computational domain allowes the mesh to be dynamically refined or coarsened at the level of individual cells. For more details, see Khokhlov (1998) and Khokhlov et al. (1999ab).

1-D Radiation-Hydrodynamics: About 1000 seconds after the core collapse and in case of the explosion of red supergiants, the propagation of the shock front becomes almost spherical (see below). To be able to follow the developement up to the phase of homologous expansion ($`35`$ days), the 3-D structure is remapped on a 1-D grid, and the further evolution is calculated using a one-dimensional radiation-hydro code (e.g. Höflich et al. 1998) that solves the hydrodynamical equations explicitly in the comoving frame by the piecewise parabolic method (Colella and Woodward 1984).

Radiation Transport: Detailed polarization and flux spectra for asymmetric explosions are calculated using our Monte Carlo code including detailed equations of state. For details, see Höflich (1995), Höflich et al. (1995) & Wang et al. (1998).

The Setup: The computational domain is a cube of size $`L`$ with a spherical star of radius $`R_{\mathrm{star}}`$ and mass $`M_{\mathrm{star}}`$ placed in the center. The innermost part with mass $`M_{\mathrm{core}}1.6M_{}`$ and radius $`R_{\mathrm{core}}=4.5\times 10^8`$ cm, consisting of Fe and Si, is assumed to have collapsed on a timescale much faster than the outer, lower-density material. It is removed and replaced by a point gravitational source with mass $`M_{\mathrm{core}}`$ representing the newly formed neutron star. The remaining mass of the envelope $`M_{env}`$ is mapped onto the computational domain. At two polar locations where the jets are initiated at $`R_{core}`$, we impose an inflow with velocity $`v_j`$ $`\rho _j`$. At $`R_{\mathrm{core}}`$, the jet density and pressure are the same as those of the background material. For the first 0.5 s, the jet velocity at $`R_{\mathrm{core}}`$ is kept constant at $`v_j`$. After 0.5 s, the velocity of the jets at $`R_{\mathrm{core}}`$ was gradually decreased to zero at approximately 2 s. The total energy of the jets is $`E_j`$. These parameters are consistent within, but somewhat less than, those of the LeBlanc-Wilson model.

## III Results

### III.1  Jet propagation:

As a baseline case, we consider a jet-induced explosion in a helium star. Jet propagation inside the star is shown in Fig. 1. As the jets move outwards, they remain collimated and do not develop much internal structure. A bow shock forms at the head of the jet and spreads in all directions, roughly cylindrically around each jet. The jet-engine has been switched off after about 2.5 seconds the material of the bow shock continues to propagate through the star. The stellar material is shocked by the bow shock. Mach shocks travels two wards the equator resulting in a redistribution of the energy. The opening angle of the jet depends on the ratio between the velocity of the bow shock to the speed of sound. For a given star, this angle determines the efficiency of the deposition of the jet energy into the stellar envelope. Here, the efficiency of the energy deposition is about 40 %, and the final asymmetry of the envelope is about two.

### III.2  Influence of the jet properties

Fig. 2 shows two examples of an explosion with with a low and a very high jet velocity compared to the baseline case (Fig. 1). (Fig.1). Fig.2 demonstrates the influence of the jet velocity on the opening angle of the jet and, consequently, on the efficiency of the energy deposition. For the low velocity jet, the jet engine is switched off long before the jet penetrates the stellar envelope. Almost all of the energy of the jet goes into the stellar explosion. On a contrary, the fast jet (61,000 km/sec) triggers only a weak explosion of 0.9 foe although its total energy was $`10foe`$.

### III.3  Influence of the progenitor

For a very extended star, as in case of ’normal’ Type II Supernovae, the bow shock of a low velocity jet stalls within the envelope, and the entire jet energy is used to trigger the ejection of the stellar envelope. In our example (Fig. 3), the jet material penetrates the helium core at about 100 seconds. After about 250 seconds the material of the jet stalls within the hydrogen rich envelope and after passing about 5 solar masses in the radial mass scale of the spherical progenitor. At this time, the isobars are almost spherical, and an almost spherical shock front travels outwards. Consequently, Strong asphericities are limited to the inner regions. After about 385 seconds, we stopped the 3-D run and remaped the outer layers into 1-D structure, and fullowed the further evolution in 1-D. After about 1.8E4 seconds, the shock front reaches the surface. After about 3 days, the envelope expands homologously. The region where the jet material stalled, expands at velocities of about 4500 km/sec.

Fallback: Jet-induced supernovae have very different characteristics with respect to fallback of material and the innermost structure. In 1-D calculations and for stars with Main Sequence Masses of less than 20 $`M_{}`$ and explosion energies in excess of 1 foe, the fallback of material remains less than 1.E-2 to 1.E-3 $`M_{}`$ and an inner, low density cavity is formed with an outer edge of $`{}_{}{}^{56}Ni`$. For explosion energies between 1 and 2 foe, the outer edge of the cavity expands typically with velocities of about 700 to 1500 km/sec (e.g. Woosley 1997, Höflich et al. 2000). In contrast, we find strong, continuous fallback of $`0.2M_{}`$ in the the 3-D hydro models, and no lower limit for the velocity of the expanding material (Fig. 4). This significant amount of fallback must have important consequences for the secondary formation of a black hole. The exact amount and time scales for the final accretion on the neutron star will depend sensitively on the rotation and momentum transport.

Chemical Structure: The final chemical profiles of elements formed during the stellar evolution such as He, C, O and Si are ’butterfly- shaped’ whereas the jet material fills an inner, conic structure (Figs. 3 and 5).

The composition of the jets must reflect the composition of the innermost parts of the star, and should contain heavy and intermediate-mass elements, freshly synthesized material such as $`{}_{}{}^{56}Ni`$ and, maybe, r-process elements because, in our examples, the entropy at the bow shock region of the jet was as high as a few hundred. In any case, during the explosion, the jets bring heavy and intermediate mass elements into the outer H-rich layers.

## IV Conclusions

We have numerically studied the explosion of Core Collapse supernovae caused by supersonic jets generated in the center of the supernova as a result of the core collapse into a neutron star. We simulated the process of the jet propagation through the star, and the redistribution of elements. A strong explosion and a high efficiency for the conversion of the jet energy requires low jet velocities or a low, initial collimation of the jet. With increasing extension of the envelope, the conversion factor increases. Typically, we would expect higher kinetic energies in SNe II compared to SNe Ib/c if a significant amount of explosion energy is carried away by jets. Within the framework of jet-induced SN, the lack of this evidence suggests that the jets have low velocities.

For the compact progenitors of SNe Ib/c, the final departures of the iso-density contours from sphericity are typical a factor of two. This will produce a linear polarization of about 2 to 3 % (Fig. 6) consistent with the values observed for Type Ib/c supernovae. In case of a red supergiant, i.e. SNe II, the asphericity is restricted to the inner few solar masses. In the latter case, the iso-densities show an axis ratios of up to $``$ 1.4 at the innermost, hydrogen-rich layers. The outer layers remain spherical. This has strong consequences for the observations, in particular, for polarization measurements. In general, the polarization should be larger in SNe Ib/c compared to classical SNe II which is consistent with the observations by Wang et al. (2000). Early on, we expect no or little polarization in supernovae with a massive, hydrogen rich envelope which will increase with time to about 1 % (Höflich 1991), depending on the inclination the supernovae is observed. This is also consistent both with the long-term time evolution of SN1987A (e.g. Jefferies 1991) and, in particular, the plateau supernova 1999em which has been observed recently with VLT and Keck (Wang et al. 2000; Leonard et al. 2000).

The He, C, O and Si rich layers of the progenitor show characteristic, butterfly-shape structures. This overall morphology and pattern should be observable in supernovae remnants, e.g. with the Chanda observatory despite some modifications and instabilities when the expanding medium interacts with the interstellar material.

During the explosion, the jets bring heavy and intermediate mass elements into the outer layers including $`{}_{}{}^{56}Ni`$. Due to the high entropies of the jet material close to the center, this may be a possible site for r-process elements. Spatial distribution of the jet material will influence the properties of a supernova. In our model for a SN II, the jet material stalled within the expanding envelope corresponding to a velocity of $`4500km/sec`$ during the phase of homologous expansion. In SN1987A, a bump in spectral lines of various elements has been interpreted by material excited by a clump of radioactive $`{}_{}{}^{56}Ni`$ (Lucy 1988). Within our framework, this bump may be a measure of region where the jet stalled. This could also explain the early appearance of X-rays in SN1987A which requires strong mixing of radioactive material into the hydrogen-rich layers (see above). We note that, if this interpretation is correct, the ’mystery spot’ (Nisenson et al. 1988) would be unrelated. In contrast to 1-D simulations, we find in our models strong, continuous fallback over an extended period of time, and a lack of an inner, almost empty cavity. This significant amount of fallback and the consequences for the secondary formation of a black hole shall be noted. Moreover, fallback and the low velocity material may alter the escape probablity for $`\gamma `$-rays produced by radioactive decay of $`{}_{}{}^{56}Ni`$. In general, the lower escape probability is unimportant for the determination of the total $`{}_{}{}^{56}Ni`$ production by the late LCs because full thermalization can be assumed in core collapse SN during the first few years. However, in extreme cases such as SN98BW (e.g. Schaefer et al. 1999), only a small fraction of gamma’s are trapped. Effects of multi-dimensionallity will strongly alter the energy input by radioactive material and disallow a reliable estimate for the total $`{}_{}{}^{56}Ni`$ mass.

Finally, we want to emphasize the limits of this study and some of the open questions which will be addressed in future. We have assumed that jets are formed in the course of the formation of a neutron star, and have addressed observational consequences and constrains. However, we have not calculated the jet formation, we do not know if they really form, and, if they form, whether they form in all core-collapse supernovae. We cannot claim that the jets are the only mechanism that can explain asphericity in supernovae although we are not aware of the others. Qualitatively, the observational properties of core collapse supernovae are consistent with jet-induced supernovae and support strongly that the explosion mechanism is highly aspherical but no detailed comparison with an individual object has been performed.

Acknowledgments: We want to thank our collegues for helpful discussions, in particular, E.S. Oran, L. Wang, J.C. Wheeler, Inzu Yi A., C. Mayers, J.C. Wilson, A. Chieffi, M. Limongi, and O. Straniero. This work is supported in part by NASA Grant LSTA-98-022.


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# 1 Introduction

## 1 Introduction

Radiative Bhabhas can be used as one of the calibrations of the BaBar electromagnetic calorimeter (EMC). Radiative Bhabha events ($`e^{}e^+e^{}e^+\gamma `$) deposit photons over a large energy range everywhere in the calorimeter. If the momenta of the incoming and outgoing electrons and positrons, as well as the photon’s angular position are known, the photon energy can be obtained via a kinematic fit. This fit results in an absolute measurement of the photon energy which then can be compared to the measured photon energy to obtain calibration constants.

The radiative Bhabha module is part of BaBar’s Online Prompt Reconstruction (OPR) executable. Initial cuts select good electrons, positrons, and photons. Then all possible combinations of triplets (one electron, one positron, one photon) are formed. Each triplet is sent to the fitting routine to calculate its $`\chi _{\mathrm{est}}^2`$, the “estimated $`\chi ^2`$”. The triplet with the lowest $`\chi _{\mathrm{est}}^2`$ is then submitted to the full kinematic fit which returns, among other quantities, the fitted photon energy $`E_{f\gamma }`$ and the error matrix of the fitted quantities. The ratio $`E_{\mathrm{meas}}/E_{f\gamma }`$ is later used to calibrate the calorimeter. Note that no information on the measured photon energy $`E_{\mathrm{meas}}`$ goes into the kinematic fit or $`\chi _{\mathrm{est}}^2`$.

This note is the complete documentation on the algorithm for fitting the radiative Bhabha events for the purpose of calibrating the calorimeter. It describes the whole fitting procedure: the quantities for the kinematic fit and $`\chi _{\mathrm{est}}^2`$; the derivation and formulas for $`\chi _{\mathrm{est}}^2`$; the derivation and algorithm for the kinematic fit; tests to check the quality of the kinematic fit. The note details all formulas which go into the computer program so that the program can be checked directly against this document. The derivations contain more details than needed to understand the concept, but the details help to derive, check and recheck all necessary formulas. Actual results of the fitting procedure using real data are not included in this note to keep it a pure code documentation.

## 2 Defining the quantities and constraints

### 2.1 Measured quantities

From the experiment come the following measurements, which shall form the 14-dimensional vector $`𝒚`$:

| $`P_{ix}`$ | $``$ | $`y_1`$ | $`P_{iy}`$ | $``$ | $`y_2`$ | $`P_{iz}`$ | $``$ | $`y_3`$ | msrd momentum in $`x`$, $`y`$, and $`z`$ of incoming $`e^{}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`P_{ix+}`$ | $``$ | $`y_4`$ | $`P_{iy+}`$ | $``$ | $`y_5`$ | $`P_{iz+}`$ | $``$ | $`y_6`$ | msrd momentum in $`x`$, $`y`$, and $`z`$ of incoming $`e^+`$ |
| $`P_{ox}`$ | $``$ | $`y_7`$ | $`P_{oy}`$ | $``$ | $`y_8`$ | $`P_{oz}`$ | $``$ | $`y_9`$ | msrd momentum in $`x`$, $`y`$, and $`z`$ of outgoing $`e^{}`$ |
| $`P_{ox+}`$ | $``$ | $`y_{10}`$ | $`P_{oy+}`$ | $``$ | $`y_{11}`$ | $`P_{oz+}`$ | $``$ | $`y_{12}`$ | msrd momentum in $`x`$, $`y`$, and $`z`$ of outgoing $`e^+`$ |
| $`\theta _{o\gamma }`$ | $``$ | $`y_{13}`$ | $`\varphi _{o\gamma }`$ | $``$ | $`y_{14}`$ |  |  |  | measured $`\theta `$ and $`\varphi `$ of the photon |

The momenta of the incoming electron and positron and their errors are changing run-by-run. The errors of the incoming leptons are given as covariance matrices:

$$\begin{array}{cccccc}\hfill 𝑽_i& =& \left(\begin{array}{ccc}V_{ixx}& V_{ixy}& V_{ixz}\\ V_{ixy}& V_{iyy}& V_{iyz}\\ V_{ixz}& V_{iyz}& V_{izz}\end{array}\right)\hfill & \hfill 𝑽_{i+}& =& \left(\begin{array}{ccc}V_{ixx+}& V_{ixy+}& V_{ixz+}\\ V_{ixy+}& V_{iyy+}& V_{iyz+}\\ V_{ixz+}& V_{iyz+}& V_{izz+}\end{array}\right)\hfill \end{array}$$

The errors on $`𝑷_i`$ and $`𝑷_{i+}`$ are assumed to be independent.

The errors of $`𝑷_o=(P_{ox},P_{oy},P_{oz})`$ and $`𝑷_{o+}=(P_{ox+},P_{oy+},P_{oz+})`$ are also assumed to be independent from each other. They are given in two $`3\times 3`$ error matrices:

$$\begin{array}{cccccc}\hfill 𝑽_o& =& \left(\begin{array}{ccc}V_{oxx}& V_{oxy}& V_{oxz}\\ V_{oxy}& V_{oyy}& V_{oyz}\\ V_{oxz}& V_{oyz}& V_{ozz}\end{array}\right)\hfill & \hfill 𝑽_{o+}& =& \left(\begin{array}{ccc}V_{oxx+}& V_{oxy+}& V_{oxz+}\\ V_{oxy+}& V_{oyy+}& V_{oyz+}\\ V_{oxz+}& V_{oyz+}& V_{ozz+}\end{array}\right)\hfill \end{array}$$

The errors on $`\theta _{o\gamma }`$ and $`\varphi _{o\gamma }`$ appear in the current analysis without $`\theta `$-$`\varphi `$-correlations since they were found to be negligibly small, but we still use this $`2\times 2`$ sub-set of the larger $`4\times 4`$ error matrix of the EmcCluster:

$$\begin{array}{ccc}\hfill 𝑽_{o\gamma }& =& \left(\begin{array}{cc}V_{o\theta \theta \gamma }& V_{o\theta \varphi \gamma }\\ V_{o\theta \varphi \gamma }& V_{o\varphi \varphi \gamma }\end{array}\right)\hfill \end{array}$$

All the errors can be combined in one $`14\times 14`$ error matrix $`𝑽_{\mathrm{all}}`$. Its format is like this:

$$𝑽_{\mathrm{all}}=\left(\begin{array}{ccccc}𝑽_i& 0& 0& 0& 0\\ 0& 𝑽_{i+}& 0& 0& 0\\ 0& 0& 𝑽_o& 0& 0\\ 0& 0& 0& 𝑽_{o+}& 0\\ 0& 0& 0& 0& 𝑽_{o\gamma }\end{array}\right)=\left(\begin{array}{cccccccccccccc}\times & \times & \times & & & & & & & & & & & \\ \times & \times & \times & & & & & & & & & & & \\ \times & \times & \times & & & & & & & & & & & \\ & & & \times & \times & \times & & & & & & & & \\ & & & \times & \times & \times & & & & & & & & \\ & & & \times & \times & \times & & & & & & & & \\ & & & & & & \times & \times & \times & & & & & \\ & & & & & & \times & \times & \times & & & & & \\ & & & & & & \times & \times & \times & & & & & \\ & & & & & & & & & \times & \times & \times & & \\ & & & & & & & & & \times & \times & \times & & \\ & & & & & & & & & \times & \times & \times & & \\ & & & & & & & & & & & & \times & \times \\ & & & & & & & & & & & & \times & \times \end{array}\right)$$

### 2.2 Quantities for the kinematic fit

The kinematic fit determines the following numbers:

| $`f_{ix}`$ | $``$ | $`f_1`$ | $`f_{iy}`$ | $``$ | $`f_2`$ | $`f_{iz}`$ | $``$ | $`f_3`$ | $`x`$, $`y`$, and $`z`$ momentum of incoming $`e^{}`$ |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| $`f_{ix+}`$ | $``$ | $`f_4`$ | $`f_{iy+}`$ | $``$ | $`f_5`$ | $`f_{iz+}`$ | $``$ | $`f_6`$ | $`x`$, $`y`$, and $`z`$ momentum of incoming $`e^+`$ |
| $`f_{ox}`$ | $``$ | $`f_7`$ | $`f_{oy}`$ | $``$ | $`f_8`$ | $`f_{oz}`$ | $``$ | $`f_9`$ | $`x`$, $`y`$, and $`z`$ momentum of outgoing $`e^{}`$ |
| $`f_{ox+}`$ | $``$ | $`f_{10}`$ | $`f_{oy+}`$ | $``$ | $`f_{11}`$ | $`f_{oz+}`$ | $``$ | $`f_{12}`$ | $`x`$, $`y`$, and $`z`$ momentum of outgoing $`e^+`$ |
| $`\theta _{f\gamma }`$ | $``$ | $`f_{13}`$ | $`\varphi _{f\gamma }`$ | $``$ | $`f_{14}`$ | $`E_{f\gamma }`$ | $``$ | $`h_1`$ | $`\theta `$ and $`\varphi `$, and energy of the photon |
| $`\lambda _1`$ |  |  | $`\lambda _2`$ |  |  | $`\lambda _3`$ |  |  | four Lagrange multipliers for momentum and |
| $`\lambda _4`$ |  |  |  |  |  |  |  |  | energy conservation constraints |

The variables $`f_1`$ to $`f_{14}`$ have corresponding measurements. The variable $`h_1`$, the photon energy, is called a “hidden variable”. The vector $`𝜶`$ shall be defined as a 19-element composite of $`𝒇`$ (14 elements), $`𝒉`$ (1 element), and $`𝝀`$ (4 elements).

### 2.3 Constraints

We have four constraint equations that have to be satisfied in the kinematic fit:

$$\begin{array}{ccc}p_{ix}+p_{ix+}p_{0x}p_{0x+}E_{f\gamma }\mathrm{sin}\theta _{f\gamma }\mathrm{cos}\varphi _{f\gamma }\hfill & =& 0\text{momentum in }x\hfill \\ p_{iy}+p_{iy+}p_{0y}p_{0y+}E_{f\gamma }\mathrm{sin}\theta _{f\gamma }\mathrm{sin}\varphi _{f\gamma }\hfill & =& 0\text{momentum in }y\hfill \\ p_{iz}+p_{iz+}p_{0z}p_{0z+}E_{f\gamma }\mathrm{cos}\theta _{f\gamma }\hfill & =& 0\text{momentum in }z\hfill \\ E_i+E_{i+}E_0E_{0+}E_{f\gamma }\hfill & =& 0\text{energy}\hfill \end{array}$$

Here we use, e.g.,

$$\begin{array}{ccc}\hfill E_i& & \sqrt{p_{ix}^2+p_{iy}^2+p_{iz}^2+m_e^2}\hfill \\ & =& \sqrt{f_1^2+f_2^2+f_3^2+m_e^2}\hfill \end{array}$$

## 3 The estimated $`\chi ^2`$: $`\chi _{\mathrm{est}}^2`$

This function is calculated for any given electron-positron-gamma triplet to determine which triplet should be used for the kinematic fit. At the end of this subsection, we will have a complete analytical formula for calculating $`\chi _{\mathrm{est}}^2`$.

The formula is based on the difference between the initial and final momentum, $`𝑷𝑷_i𝑷_o`$. The initial momentum $`𝑷_i`$ is the sum of the momenta of the incoming electron and positron as defined earlier: $`𝑷_i`$ and $`𝑷_{i+}`$. The measured momenta of the outgoing electron, positron are given by $`𝑷_0`$ and $`𝑷_{0+}`$.

For the outgoing photon, we only have its angles $`\theta _{0\gamma }`$ and $`\varphi _{0\gamma }`$. Using the energy constraint

$$E_\gamma =E_i+E_{i+}E_0E_{0+}$$

we may substitute the unknown photon energy $`E_\gamma `$ with measured values, and we obtain:

$$\begin{array}{ccc}\hfill 𝑷_{0\gamma }& & \left(E_i+E_{i+}E_0E_{0+}\right)\left(\begin{array}{c}\mathrm{sin}\theta _{0\gamma }\mathrm{cos}\varphi _{0\gamma }\\ \mathrm{sin}\theta _{0\gamma }\mathrm{sin}\varphi _{0\gamma }\\ \mathrm{cos}\theta _{0\gamma }\end{array}\right)E_\gamma \left(\begin{array}{c}n_x\\ n_y\\ n_z\end{array}\right)E_\gamma 𝒏\hfill \end{array}$$

Of course, $`𝐧`$ is the normal vector, the direction of the photon.

Calculating the difference to form vector $`𝑷`$ is easy:

$$𝑷\left(\begin{array}{c}P_x\\ P_y\\ P_z\end{array}\right)=𝑷_i+𝑷_{i+}𝑷_o𝑷_{o+}𝑷_{o\gamma }$$

In the ideal world, this vector would be exactly zero. For its error matrix $`𝑽_p`$, we convert $`𝑽_{\mathrm{all}}`$, the error matrix of $`𝒚`$, via a transformation matrix $`𝑻`$ into $`𝑽_p`$:

$$𝑽_p=𝑻^t𝑽_{\mathrm{all}}𝑻$$

For the transformation matrix $`𝑻`$ we have to calculate expressions like $`\frac{P_x}{P_{ix}}`$. We note that for $`j=x,y,z`$:

$$\frac{(E_\gamma n_j)}{P_{ix}}=\frac{P_{ix}}{P_i}n_j$$

The transformation matrix is a $`3\times 14`$ matrix:

$$𝑻=\left(\begin{array}{ccc}\frac{P_x}{P_{ix}}& \frac{P_y}{P_{ix}}& \frac{P_z}{P_{ix}}\\ \frac{P_x}{P_{iy}}& \frac{P_y}{P_{iy}}& \frac{P_z}{P_{iy}}\\ \frac{P_x}{P_{iz}}& \frac{P_y}{P_{iz}}& \frac{P_z}{P_{iz}}\\ \frac{P_x}{P_{ix+}}& \frac{P_y}{P_{ix+}}& \frac{P_z}{P_{ix+}}\\ \frac{P_x}{P_{iy+}}& \frac{P_y}{P_{iy+}}& \frac{P_z}{P_{iy+}}\\ \frac{P_x}{P_{iz+}}& \frac{P_y}{P_{iz+}}& \frac{P_z}{P_{iz+}}\\ \frac{P_x}{P_{0x}}& \frac{P_y}{P_{0x}}& \frac{P_z}{P_{0x}}\\ \frac{P_x}{P_{0y}}& \frac{P_y}{P_{0y}}& \frac{P_z}{P_{0y}}\\ \frac{P_x}{P_{0z}}& \frac{P_y}{P_{0z}}& \frac{P_z}{P_{0z}}\\ \frac{P_x}{P_{0x+}}& \frac{P_y}{P_{0x+}}& \frac{P_z}{P_{0x+}}\\ \frac{P_x}{P_{0y+}}& \frac{P_y}{P_{0y+}}& \frac{P_z}{P_{0y+}}\\ \frac{P_x}{P_{0z+}}& \frac{P_y}{P_{0z+}}& \frac{P_z}{P_{0z+}}\\ \frac{P_x}{\theta _{0\gamma }}& \frac{P_y}{\theta _{0\gamma }}& \frac{P_z}{\theta _{0\gamma }}\\ \frac{P_x}{\varphi _{0\gamma }}& \frac{P_y}{\varphi _{0\gamma }}& \frac{P_z}{\varphi _{0\gamma }}\end{array}\right)=\left(\begin{array}{ccc}1\frac{P_{ix}}{E_i}n_x& \frac{P_{ix}}{E_i}n_y& \frac{P_{ix}}{E_i}n_z\\ \frac{P_{iy}}{E_i}n_x& 1\frac{P_{iy}}{E_i}n_y& \frac{P_{iy}}{E_i}n_z\\ \frac{P_{iz}}{E_i}n_x& \frac{P_{iz}}{E_i}n_y& 1\frac{P_{iz}}{E_i}n_z\\ 1\frac{P_{ix+}}{E_{i+}}n_x& \frac{P_{ix+}}{E_{i+}}n_y& \frac{P_{ix+}}{E_{i+}}n_z\\ \frac{P_{iy+}}{E_{i+}}n_x& 1\frac{P_{iy+}}{E_{i+}}n_y& \frac{P_{iy+}}{E_{i+}}n_z\\ \frac{P_{iz+}}{E_{i+}}n_x& \frac{P_{iz+}}{E_{i+}}n_y& 1\frac{P_{iz+}}{E_{i+}}n_z\\ 1+\frac{P_{0x}}{E_0}n_x& \frac{P_{0x}}{E_0}n_y& \frac{P_{0x}}{E_0}n_z\\ \frac{P_{0y}}{E_0}n_x& 1+\frac{P_{0y}}{E_0}n_y& \frac{P_{0y}}{E_0}n_z\\ \frac{P_{0z}}{E_0}n_x& \frac{P_{0z}}{E_0}n_y& 1+\frac{P_{0z}}{E_0}n_z\\ 1+\frac{P_{0x+}}{E_{0+}}n_x& \frac{P_{0x+}}{E_{0+}}n_y& \frac{P_{0x+}}{E_{0+}}n_z\\ \frac{P_{0y+}}{E_{0+}}n_x& 1+\frac{P_{0y+}}{E_{0+}}n_y& \frac{P_{0y+}}{E_{0+}}n_z\\ \frac{P_{0z+}}{E_{0+}}n_x& \frac{P_{0z+}}{E_{0+}}n_y& 1+\frac{P_{0z+}}{E_{0+}}n_z\\ E_\gamma \mathrm{cos}\theta _{0\gamma }\mathrm{cos}\varphi _{0\gamma }& E_\gamma \mathrm{cos}\theta _{0\gamma }\mathrm{sin}\varphi _{0\gamma }& E_\gamma \mathrm{sin}\theta _{0\gamma }\\ E_\gamma \mathrm{sin}\theta _{0\gamma }\mathrm{sin}\varphi _{0\gamma }& E_\gamma \mathrm{sin}\theta _{0\gamma }\mathrm{cos}\varphi _{0\gamma }& 0\end{array}\right)$$

Now we have $`𝑽_p^1=𝑻^t𝑽_{\mathrm{all}}^1𝑻`$, and hence we may calculate $`\chi _{\mathrm{est}}^2`$:

$$\chi _{\mathrm{est}}^2=𝑷^t𝑽_p^1𝑷$$

What is the meaning of this $`\chi ^2`$? We can say that the 14 input variables are used to measure $`𝑷`$, and $`\chi _{\mathrm{est}}^2`$ tells us the deviation of the measured $`𝑷`$ from the expected $`𝑷`$, which is zero.

## 4 The kinematic fit

For the derivation of the kinematic fit algorithm, we follow the description of Louis Lyons, page 151, 152 .

### 4.1 The $`\chi ^2`$-Function

The real $`\chi ^2`$-function can be written down in the following way:

$$\begin{array}{ccc}\hfill \chi ^2& =& (𝒇𝒎)^t𝑽_{\mathrm{all}}^1(𝒇𝒎)\hfill \\ & +& \lambda _1\left[p_{xi}+p_{xi+}p_{xo}p_{xo+}E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma \right]\hfill \\ & +& \lambda _2\left[p_{yi}+p_{yi+}p_{yo}p_{yo+}E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma \right]\hfill \\ & +& \lambda _3\left[p_{zi}+p_{zi+}p_{zo}p_{zo+}E_\gamma \mathrm{cos}\theta _\gamma \right]\hfill \\ & +& \lambda _4\left[E_i+E_{i+}E_oE_{o+}E_\gamma \right]\hfill \end{array}$$

The constraint equations are here included via Lagrange multipliers. To minimize this $`\chi ^2`$, we could use a standard package like MINUIT, but standard packages are always slower than specially adapted code. Since the $`\chi ^2`$-minimization is being done millions of times, it pays off to write special code for the minimization. In addition, MINUIT is not supported in BaBar’s Online Prompt Reconstruction.

### 4.2 Derivation of kinematic fit algorithm

At the minimum of $`\chi ^2`$, its first derivatives are to be zero. Lyons uses for this the following equations:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`0\text{for }i=1\text{ to 14}`$
$`{\displaystyle \frac{\chi ^2}{h}}`$ $`=`$ $`0\text{here }h=E_\gamma =\alpha _{15}`$
$`{\displaystyle \frac{\chi ^2}{\lambda _k}}`$ $`=`$ $`0\text{here }\lambda _1=\alpha _{16}\text{ etc.}`$
The three equation sets can be written as:The factor 2 in front of $`𝑽_{\mathrm{all}}^1`$ is missing in Lyons’ book . We could easily remove this factor from our formulas by re-defining the Lagrange multipliers in the $`\chi ^2`$-function with a factor 2. This would not change the fit result or errors, as long as the subsequent calculations were carried out consistently.

$`2𝑮(𝒇𝒎)+𝑫^t𝝀`$ $`=`$ $`\mathrm{𝟎}`$
$`𝑬^t𝝀`$ $`=`$ $`\mathrm{𝟎}`$
$`𝑪`$ $`=`$ $`\mathrm{𝟎}`$
where $`𝑮`$ is the $`14\times 14`$ inverse error matrix of the measurements which we also call $`𝑽_{\mathrm{all}}^1`$.

$`𝑫=\left(\begin{array}{ccc}C_1/\alpha _1& \mathrm{}& C_1/\alpha _{14}\\ C_2/\alpha _1& \mathrm{}& C_2/\alpha _{14}\\ C_3/\alpha _1& \mathrm{}& C_3/\alpha _{14}\\ C_4/\alpha _1& \mathrm{}& C_4/\alpha _{14}\end{array}\right)\text{and}𝑬=\left(\begin{array}{c}C_1/\alpha _{15}\\ C_2/\alpha _{15}\\ C_3/\alpha _{15}\\ C_4/\alpha _{15}\end{array}\right)`$
We now expand the constraint equations $`𝑪`$ around $`f_0`$ and $`h_0`$, and we obtain for the four equations $`C_k`$ with $`k=1`$ to 4:

$`C_kC_k^{(0)}+{\displaystyle \underset{i=1}{\overset{14}{}}}{\displaystyle \frac{C^{(0)}}{f_i}}(f_if_i^{(0)})+{\displaystyle \frac{C^{(0)}}{h}}(hh^{(0)})=0`$ (1)
We may rewrite this into:

$$\underset{i=1}{\overset{14}{}}\frac{C^{(0)}}{f_i}(f_im_i)+\frac{C^{(0)}}{h}(hh^{(0)})=C_k^{(0)}+\underset{i=1}{\overset{14}{}}\frac{C^{(0)}}{f_i}(f_i^{(0)}m_i^{(0)})$$

Now we collect everything, use the definitions for $`𝑴`$, $`𝒀`$, and $`𝒁`$,

$$𝑴=\left(\begin{array}{ccc}2𝑮& \mathrm{𝟎}& 𝑫^t\\ \mathrm{𝟎}& \mathrm{𝟎}& 𝑬^t\\ 𝑫& 𝑬& \mathrm{𝟎}\end{array}\right)𝒀=\left(\begin{array}{c}𝒇𝒎\\ 𝒉𝒉_0\\ 𝝀\end{array}\right)𝒁=\left(\begin{array}{c}\mathrm{𝟎}\\ \mathrm{𝟎}\\ 𝑹\end{array}\right)$$

with

$`𝑹=𝑪^{(0)}𝑫(𝒇_0𝒎)=\left(\begin{array}{c}C_1(𝒇_0,𝒉_0)\\ C_2(𝒇_0,𝒉_0)\\ C_3(𝒇_0,𝒉_0)\\ C_4(𝒇_0,𝒉_0)\end{array}\right)𝑫(𝒇_0𝒎),`$
and we see:

$$𝑴𝒀=𝒁$$

This is the equation we have to solve. Since the constraint equations $`𝑪=\mathrm{𝟎}`$ contain non-linear functions like $`\mathrm{sin}\theta _\gamma `$, Eq. (1) is only an approximation, and we have to iterate as described in the next section.

### 4.3 Recipe for the kinematic fit algorithm

The matrix $`𝑴`$ and the vector $`𝒁`$ are functions of the measurements and their error matrices as well as of the parameters $`𝜶`$. The vector $`𝒀`$ is, as mentioned above,

$$𝒀=\left(\begin{array}{c}𝒇𝒎\\ 𝒉𝒉_0\\ 𝝀\end{array}\right)$$

and can be calculated with:

$$𝒀=𝑴^1𝒁$$

Here is the iteration: Initially, we will use for the fit quantities $`𝒇_0=𝒎`$, i.e. the measured quantities. For $`𝒉=h_0`$, we calculate the photon energy via simple energy conservation. These together with the measured quantities allow us to calculate $`𝑴`$ and $`𝒁`$. We multiply the inverse of $`𝑴`$ with $`𝒁`$ and obtain $`𝒀`$. This result will then give us a better set of $`𝒇`$ and $`𝒉`$, which we again use to calculate $`𝑴`$ and $`𝒁`$, and then a better $`𝒀`$. And we continue until our constraint equations are sufficiently fulfilled and the quantities $`𝒇`$ and $`𝒉`$ are stable.

It might happen that the iteration does not converge at the minimum, but wanders off into unphysical numbers. In that case, it would be good to have a certain boundary box around the point. If the step would make the point lie outside the box, then the program would change the step so that the point would be back inside. It might be good to implement this, although the radiative Bhabha fitting does not seem to need this part of the algorithm.

### 4.4 Details of matrices and vectors used in the kinematic fit

We define the following variables:

$$E_i=\{\begin{array}{cc}E_i\hfill & \text{for }i=1\text{, 2, 3  (}p_{ix}\text{}p_{iy}\text{}p_{iz}\text{)}\hfill \\ E_{i+}\hfill & \text{for }i=4\text{, 5, 6  (}p_{ix+}\text{}p_{iy+}\text{}p_{iz+}\text{)}\hfill \\ E_0\hfill & \text{for }i=7\text{, 8, 9  (}p_{0x}\text{}p_{0y}\text{}p_{0z}\text{)}\hfill \\ E_{0+}\hfill & \text{for }i=10\text{, 11, 12  (}p_{0x+}\text{}p_{0y+}\text{}p_{0z+}\text{)}\hfill \end{array}$$

$$s_i=\{\begin{array}{cc}\hfill 1& \text{for }i6\text{ (}p_{ix}\text{}p_{iy}\text{}p_{iz}\text{}p_{ix+}\text{}p_{iy+}\text{}p_{iz+}\text{)}\hfill \\ \hfill 1& \text{for }i>6\text{ (}p_{0x}\text{}p_{0y}\text{}p_{0z}\text{}p_{0x+}\text{}p_{0y+}\text{}p_{0z+}\text{)}\hfill \end{array}$$

For $`4\times 14`$ matrix $`𝑫`$ we need the following expressions:

Row $`j=1`$ to 3, columns $`i=1`$ to 12:

$$\frac{C_j}{\alpha _i}=\{\begin{array}{cc}s_i& \text{if }i=j\text{ or }i=j+3\text{ or }i=j+6\text{ or }i=j+9\hfill \\ 0& \text{else}\hfill \end{array}$$

Row $`j=1`$, column $`i=13`$:

$$\frac{C_1}{\alpha _{13}}=E_{f\gamma }\mathrm{cos}\theta _{f\gamma }\mathrm{cos}\varphi _{f\gamma }=\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{cos}\alpha _{14}$$

Row $`j=1`$, column $`i=14`$:

$$\frac{C_1}{\alpha _{14}}=E_{f\gamma }\mathrm{sin}\theta _{f\gamma }\mathrm{sin}\varphi _{f\gamma }=\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}$$

Row $`j=2`$, column $`i=13`$:

$$\frac{C_2}{\alpha _{13}}=E_{f\gamma }\mathrm{cos}\theta _{f\gamma }\mathrm{sin}\varphi _{f\gamma }=\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{sin}\alpha _{14}$$

Row $`j=2`$, column $`i=14`$:

$$\frac{C_2}{\alpha _{14}}=E_{f\gamma }\mathrm{sin}\theta _{f\gamma }\mathrm{cos}\varphi _{f\gamma }=\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}$$

Row $`j=3`$, column $`i=13`$:

$$\frac{C_3}{\alpha _{13}}=E_{f\gamma }\mathrm{sin}\theta _{f\gamma }=\alpha _{15}\mathrm{sin}\alpha _{13}$$

Row $`j=3`$, column $`i=14`$:

$$\frac{C_3}{\alpha _{14}}=0$$

Row $`j=4`$, columns $`i=1`$ to 12:

$$\frac{C_4}{\alpha _i}=s_i\frac{\alpha _i}{E_i}$$

Row $`j=4`$, column $`i=13`$ and 14:

$$\frac{C_4}{\alpha _{13}}=\frac{C_4}{\alpha _{14}}=0$$

The $`4\times 1`$ matrix $`𝑬`$ is:

$$𝑬=\left(\begin{array}{c}\mathrm{sin}\theta _{f\gamma }\mathrm{cos}\varphi _{f\gamma }\\ \mathrm{sin}\theta _{f\gamma }\mathrm{sin}\varphi _{f\gamma }\\ \mathrm{cos}\theta _{f\gamma }\\ 1\end{array}\right)=\left(\begin{array}{c}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}\\ \mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}\\ \mathrm{cos}\alpha _{13}\\ 1\end{array}\right)$$

### 4.5 The error matrix of the fit

The second partial derivatives of $`\chi ^2`$ appear in the error matrix of the fit parameters:

$`𝑯=\left({\displaystyle \frac{1}{2}}{\displaystyle \frac{^2\chi ^2}{\alpha _i\alpha _j}}\right)^1`$
So in our case, $`𝑯`$ is a $`19\times 19`$ matrix. The detailed expressions for the second derivatives of $`\chi ^2`$ will be given in the following section.

### 4.6 Tests for goodness of fit

After completing the iteration on the kinematic fit, one wants to make sure that all quantities are indeed correct.

Besides the obvious tests that the constraint equations are satisfied, one can check that indeed a minimum was reached. For this, one may wiggle each final value $`\alpha _1`$ to $`\alpha _{14}`$ and recalculate $`\chi ^2`$. In our case we have in the $`\chi ^2`$-function the terms with the Lagrange multipliers. Just recalculating the $`\chi ^2`$ function will not lead to correct results, since the found vector $`𝜶`$ is a minimum only when also requiring the constraints. So one has to redo the fit while forcing the selected element of $`𝜶`$ to the off-minimum value.

This wiggling allows us to map out the minimum, and it also tells us whether the fit error returned for that parameter is reasonable. If we fix $`E_{f\gamma }`$ to be $`\pm 1\sigma _{\gamma \mathrm{fit}}`$ way from the real fit result, then the $`\chi ^2`$ should rise by 1 in either direction. When mapping out this rise, one will see the shape of a parabola. When the formulas are complicated and/or one is far away from the minimum, the parabola will be distorted.

In our case, we can indeed calculate the fit error for $`E_{f\gamma }`$, but if this would be impossible, one can find the fit error by mapping out the minimum with the above described re-fitting with fixed values. The $`\pm 1\sigma `$-error is then defined to be where $`\chi ^2`$ is 1 unit above the minimum. As mentioned, this function may be distorted when far away from the minimum. A complicated $`\chi ^2`$-function might even distort the $`\pm 1\sigma `$-area. In this case, one can take the minimum and two points very close to it, fit a parabola through these three points, and take the sigma from that parabola as the error.

The same process also works for the hidden parameter (fitted photon energy), and we definitely have to re-fit since the fitted photon energy only appears in the constraints, where the Lagrange multipliers would influence the outcome.

Here is how we have to modify the formulas for re-fitting:

#### 4.6.1 Re-fitting with fixed $`E_{f\gamma }`$

We want to redo the fit with the photon energy fixed to $`E_{\mathrm{fix}}=E_{f\gamma }+ϵ`$. To the $`\chi ^2`$-function, we add the term

$`+X\left(E_\gamma E_{\mathrm{fix}}\right)^2`$
where $`X`$ is a large number compared to the original $`\chi ^2`$. If we now minimize this new $`\chi ^2`$-function, the additional term adds a large penalty to any deviation of $`E_\gamma `$ from $`E_{\mathrm{fix}}`$.

Going through the derivation again, we find the following places that have to be changed in the code:

$``$ First partial derivative $`\frac{\chi ^2}{\alpha _i}`$ for $`i=15`$ \[for $`i=k`$\] has the additional term “$`+2X(E_\gamma E_{\mathrm{fix}})`$”.

$``$ No change to second partial derivatives.

$``$ Matrix $`𝐌`$ has the additional term “$`+2X`$” at (15,15). This means that the (15,15)-element of $`𝑴`$ is no longer zero.

$``$ Vector $`𝒁`$ has an additional term at position 15:

$$𝒁=\left(\begin{array}{c}\mathrm{𝟎}\\ 2X(h_0E_{\mathrm{fix}})\\ 𝑹\end{array}\right)$$

.

These are all necessary changes. The iteration should converge again, but this time always result in $`E_\gamma =E_{\mathrm{fix}}`$ for sufficiently large $`X`$.

#### 4.6.2 Re-fitting with fixed $`f_k`$

Let us now wiggle one of the measurement variables $`\alpha _1`$ to $`\alpha _{14}`$. When fixing $`f_k`$ to $`f_k=f_{k\mathrm{fix}}`$, we add the term

$`+X\left(f_kf_{k\mathrm{fix}}\right)^2`$
to the $`\chi ^2`$-function. Again, $`X`$ is a large number compared to the original $`\chi ^2`$. The following changes have to be made in the formulas of the algorithm:

$``$ The first partial derivative $`\chi ^2/\alpha _i`$ gets for $`i=k`$ the additional term “$`+2X(f_kf_{k\mathrm{fix}})`$”.

$``$ Again no change to second partial derivatives.

$``$ Matrix $`𝐌`$ gets at position $`(k,k)`$ the additional term “$`+2X`$”.

$``$ Vector $`𝐙`$ has at position $`k`$ the entry “$`2X(m_kf_{k\mathrm{fix}})`$”.

#### 4.6.3 Confidence Level

If all errors of the measurements are nicely described by Gaussian distributions, and if all events are what we think they are, i.e., (in our case) radiative Bhabhas, then the $`\chi ^2`$ values of the fits should be distributed like the $`\chi ^2`$-distribution for $`n=3`$ (3 because out fit is a 3-constraint fit). Instead of looking at the $`\chi ^2`$ distributions directly, it is easier to map the $`\chi ^2`$ to a flat distribution with values between 0 and 1. This value is then called the confidence level (C.L.) of the event. If the $`\chi ^2`$ is really distributed as it should be, the confidence level will have a flat distribution.

So we are looking for two things in the C.L. distribution:

(1) Most of the region should have a flat distribution. If not, the errors used in the fit might be too large or too small. If the errors are underestimated, the $`\chi ^2`$ will be larger than expected, and the confidence level distribution will be tilted downward (when going from 0 to 1). Vice-versa, if the errors are overestimated, the C.L. distribution will be tilted upward. More information on the validity of errors might be obtained from the “pull” distributions described later.

(2) A peak at zero indicates events that do not fulfill the kinematics of radiative Bhabhas at all. They will result in very large $`\chi ^2`$ (=very small C.L., close to zero). These events can come from backgrounds or misidentified tracks. What can we do? We can improve our selection criteria. Or we can cut out all events belonging to that peak, taking only those events that are part of the flat distribution. A cut on the confidence level is, of course, equivalent to a cut on $`\chi ^2`$.

#### 4.6.4 The “Pull”

For each measured variable, one can plot the so-called “pull”  or “normalized stretch values”  :

$`\text{pull }p={\displaystyle \frac{\text{meas}\text{fit}}{\sqrt{\sigma _{\mathrm{meas}}\sigma _{\mathrm{fit}}}}}`$
The minus sign in the square root comes from the strong correlation between the measured and the fitted quantity, and “still puzzles many users” . If all measured errors were estimated correctly and the conditions for the fit were satisfied (e.g., the event was really a radiative Bhabha event), then the pull quantity will be distributed like a Gaussian centered at 0 with $`\sigma =1`$. If an error is for example overestimated, the pull quantity will have a more narrow distribution. In this case, the confidence level should also be affected, displaying a tilt in its distribution.

To check whether a systematic increase or decrease of one or more errors would improve the pull and/or the confidence level distributions, one can redo the whole analysis with increased or decreased errors. Perhaps one can find a set of corrections that create nice pull distributions and a nice confidence level distribution. If the errors are really not correct, one should talk with the colleagues who are responsible for the errors. However, abnormal pull quantities might not be always created by incorrect errors. Systematically shifted measurements could also cause such symptoms.

## 5 $`\chi ^2`$-Function — First Derivatives

For this set of equations, we will use the following notation:

$$L_i=\{\begin{array}{cc}\hfill \lambda _1& \text{for }i=1\text{, 4, 7, 10  (}p_{ix}\text{}p_{ix+}\text{}p_{0x}\text{}p_{0x+}\text{)}\hfill \\ \hfill \lambda _2& \text{for }i=2\text{, 5, 8, 11  (}p_{iy}\text{}p_{iy+}\text{}p_{0y}\text{}p_{0y+}\text{)}\hfill \\ \hfill \lambda _3& \text{for }i=3\text{, 6, 9, 12  (}p_{iz}\text{}p_{iz+}\text{}p_{0z}\text{}p_{0z+}\text{)}\hfill \end{array}$$

Now we calculate the first partial derivatives of the $`\chi ^2`$-function, i.e., the 19 equations $`\chi ^2/\alpha _i`$.

For $`i=1`$ to 12:

$$\frac{\chi ^2}{\alpha _i}=2\underset{j=1}{\overset{14}{}}𝑽_{\mathrm{all}ij}^1(f_jm_j)+s_iL_i+s_i\lambda _4\frac{f_i}{E_i}$$

For $`i=13`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`2{\displaystyle \underset{j=1}{\overset{14}{}}}𝑽_{\mathrm{all}ij}^1(f_jm_j)\lambda _1E_\gamma \mathrm{cos}\theta _\gamma \mathrm{cos}\varphi _\gamma \lambda _2E_\gamma \mathrm{cos}\theta _\gamma \mathrm{sin}\varphi _\gamma +\lambda _3E_\gamma \mathrm{sin}\theta _\gamma `$
$`=`$ $`2{\displaystyle \underset{j=1}{\overset{14}{}}}𝑽_{\mathrm{all}ij}^1(\alpha _jm_j)`$
$`\alpha _{16}\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{cos}\alpha _{14}\alpha _{17}\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{sin}\alpha _{14}+\alpha _{18}\alpha _{15}\mathrm{sin}\alpha _{13}`$
For $`i=14`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`2{\displaystyle \underset{j=1}{\overset{14}{}}}𝑽_{\mathrm{all}ij}^1(f_jm_j)+\lambda _1E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma \lambda _2E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma `$
$`=`$ $`2{\displaystyle \underset{j=1}{\overset{14}{}}}𝑽_{\mathrm{all}ij}^1(\alpha _jm_j)+\alpha _{16}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}\alpha _{17}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}`$
For $`i=15`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`\lambda _1\mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma \lambda _2\mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma \lambda _3\mathrm{cos}\theta _\gamma \lambda _4`$
$`=`$ $`\alpha _{16}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}\alpha _{17}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}\alpha _{18}\mathrm{cos}\alpha _{13}\alpha _{19}`$
For $`i=16`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`p_{xi}+p_{xi+}p_{x0}p_{x0+}E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma `$
$`=`$ $`\alpha _1+\alpha _4\alpha _7\alpha _{10}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}`$
For $`i=17`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`p_{yi}+p_{yi+}p_{y0}p_{y0+}E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma `$
$`=`$ $`\alpha _2+\alpha _5\alpha _8\alpha _{11}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}`$
For $`i=18`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`p_{zi}+p_{zi+}p_{z0}p_{z0+}E_\gamma \mathrm{cos}\theta _\gamma `$
$`=`$ $`\alpha _3+\alpha _6\alpha _9\alpha _{12}\alpha _{15}\mathrm{cos}\alpha _{13}`$
For $`i=19`$:

$`{\displaystyle \frac{\chi ^2}{\alpha _i}}`$ $`=`$ $`E_i+E_{i+}E_0E_{0+}E_\gamma `$
$`=`$ $`E_i+E_{i+}E_0E_{0+}\alpha _{15}`$
## 6 $`\chi ^2`$-Function — Second Derivatives

For $`i=1`$ to 12 and $`j=1`$ to 12:

$$\begin{array}{ccccc}\hfill \frac{^2\chi ^2}{\alpha _j\alpha _i}& =& 2𝑽_{\mathrm{all}ij}^1+s_i\lambda _4\frac{E_if_i^2/E_i}{E_i^2}\hfill & =& 2𝑽_{\mathrm{all}ij}^1s_i\alpha _{19}\frac{\alpha _i^2E_i^2}{E_i^3}\text{if }i=j\hfill \\ & =& 2𝑽_{\mathrm{all}ij}^1s_i\lambda _4\frac{f_if_j}{E_i^3}\hfill & =& 2𝑽_{\mathrm{all}ij}^1s_i\alpha _{19}\frac{\alpha _i\alpha _j}{E_i^3}\text{if }E_i=E_j\text{ by definition}\hfill \\ & =& 2𝑽_{\mathrm{all}ij}^1\hfill & & \text{else}\hfill \end{array}$$

For $`i=1`$ to 12 and $`j=13`$ to 14:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=2𝑽_{\mathrm{all}ij}^1$$

For $`i=1`$ to 12 and $`j=15`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=0$$

For $`i=1`$ to 12 and $`j=16`$ to 18:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`s_i`$if $`L_i=L_j`$ by definition
$`=`$ 0else
For $`i=1`$ to 12 and $`j=19`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=s_i\frac{f_i}{E_i}=s_i\frac{\alpha _i}{E_i}$$

For $`i=13`$ and $`j=13`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`2𝑽_{\mathrm{all}ij}^1+\lambda _1E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma +\lambda _2E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma +\lambda _3E_\gamma \mathrm{cos}\theta _\gamma `$
$`=`$ $`2𝑽_{\mathrm{all}ij}^1+\alpha _{16}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}+\alpha _{17}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}+\alpha _{18}\alpha _{15}\mathrm{cos}\alpha _{13}`$
For $`i=13`$ and $`j=14`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`2𝑽_{\mathrm{all}ij}^1+\lambda _1E_\gamma \mathrm{cos}\theta _\gamma \mathrm{sin}\varphi _\gamma \lambda _2E_\gamma \mathrm{cos}\theta _\gamma \mathrm{cos}\varphi _\gamma `$
$`=`$ $`2𝑽_{\mathrm{all}ij}^1+\alpha _{16}\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{sin}\alpha _{14}\alpha _{17}\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{cos}\alpha _{14}`$
For $`i=13`$ and $`j=15`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`\lambda _1\mathrm{cos}\theta _\gamma \mathrm{cos}\varphi _\gamma \lambda _2\mathrm{cos}\theta _\gamma \mathrm{sin}\varphi _\gamma +\lambda _3\mathrm{sin}\theta _\gamma `$
$`=`$ $`\alpha _{16}\mathrm{cos}\alpha _{13}\mathrm{cos}\alpha _{14}\alpha _{17}\mathrm{cos}\alpha _{13}\mathrm{sin}\alpha _{14}+\alpha _{18}\mathrm{sin}\alpha _{13}`$
For $`i=13`$ and $`j=16`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=E_\gamma \mathrm{cos}\theta _\gamma \mathrm{cos}\varphi _\gamma =\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{cos}\alpha _{14}$$

For $`i=13`$ and $`j=17`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=E_\gamma \mathrm{cos}\theta _\gamma \mathrm{sin}\varphi _\gamma =\alpha _{15}\mathrm{cos}\alpha _{13}\mathrm{sin}\alpha _{14}$$

For $`i=13`$ and $`j=18`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=E_\gamma \mathrm{sin}\theta _\gamma =\alpha _{15}\mathrm{sin}\alpha _{13}$$

For $`i=13`$ and $`j=19`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=0$$

For $`i=14`$ and $`j=14`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`2𝑽_{\mathrm{all}ij}^1+\lambda _1E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma +\lambda _2E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma `$
$`=`$ $`2𝑽_{\mathrm{all}ij}^1+\alpha _{16}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}+\alpha _{17}\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}`$
For $`i=14`$ and $`j=15`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`\lambda _1\mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma \lambda _2\mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma `$
$`=`$ $`\alpha _{16}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}\alpha _{17}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}`$
For $`i=14`$ and $`j=16`$:

$`{\displaystyle \frac{^2\chi ^2}{\alpha _j\alpha _i}}`$ $`=`$ $`E_\gamma \mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma `$
$`=`$ $`\alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}`$
For $`i=14`$ and $`j=17`$:

$$\begin{array}{ccc}\hfill \frac{^2\chi ^2}{\alpha _j\alpha _i}& =& E_\gamma \mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma \hfill \\ & =& \alpha _{15}\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}\hfill \end{array}$$

For $`i=14`$ and $`j=18`$ and 19:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=0$$

For $`i=15`$ and $`j=15`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=0$$

For $`i=15`$ and $`j=16`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=\mathrm{sin}\theta _\gamma \mathrm{cos}\varphi _\gamma =\mathrm{sin}\alpha _{13}\mathrm{cos}\alpha _{14}$$

For $`i=15`$ and $`j=17`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=\mathrm{sin}\theta _\gamma \mathrm{sin}\varphi _\gamma =\mathrm{sin}\alpha _{13}\mathrm{sin}\alpha _{14}$$

For $`i=15`$ and $`j=18`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=\mathrm{cos}\theta _\gamma =\mathrm{cos}\alpha _{13}$$

For $`i=15`$ and $`j=19`$:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=1$$

For $`i=16`$ to 19 and $`j=16`$ to 19:

$$\frac{^2\chi ^2}{\alpha _j\alpha _i}=0$$

## Acknowledgments

I thank Bill Dunwoodie (SLAC) for his patience with my numerous questions. His help and expertise were invaluable in understanding all issues on the estimated $`\chi ^2`$ and the kinematic fit.


text:
# 1 How far from Ithaca?

## 1 How far from Ithaca?

For several years now, the precision electroweak data have been suggesting  that the Higgs boson is very close to the present experimental limit of 113.5 GeV . Fig. 1 shows a recent combination of the likelihood information from one precision electroweak fit with the lower limit from direct searches at LEP . The central value of $`m_H`$ indicated by the precision electroweak data increases by about 30 GeV if the new BES data on $`\sigma `$ ($`e^+e^{}`$ hadrons) are used to re-evaluate $`\alpha _{em}(m_Z)`$ , but the message remains clear: Ithaca cannot be far away.

As is well known, in the minimal supersymmetric extension of the Standard Model (MSSM), the Higgs mass may be calculated, is unlikely to exceed 130 GeV , and may well be considerably lighter, depending on the ratio of Higgs v.e.v.’s and on the mass of the stop squark. Later we use this linkage to estimate the sparticle spectrum. For the moment, we just note that this is an independent argument for thinking that LEP might have arrived within sight of Ithaca.

Much excitement has been generated by the ‘signal’ for a Higgs boson with $`m_H=115.0_{0.7}^{+1.3}\mathrm{GeV}`$ (90% confidence range), produced in association with a $`Z^0`$ , reported by the LEP collaborations  and the LEP Working Group on Higgs boson searches this Autumn. The overall significance on Nov. 3rd  was higher than on Oct. 10th , which was in turn higher than on Sept. 5th : $`2.2\sigma 2.5\sigma 2.9\sigma `$. Moreover, the overall significances on all three dates were in (improving) agreement with the estimated sensitivity for $`m_H115`$ GeV: see Fig. 2 . The probability that the data sample be compatible with background only was found by the LEP Higgs working group to be 1.2% on Sept. 5th, 0.6% on Oct. 10th, and 0.4% on Nov. 3rd, respectively.

The overall significance of the LEP 2 Higgs ‘signal’ did not decrease as would have been expected if there was only background, but instead grew just as would be expected if there was also a real Higgs weighing 115 GeV .

The growth in significance between September 5th and November 3 was mainly a result of the accumulation of interesting candidates by L3 and OPAL. The DELPHI ‘signal’ reported on September 5th weakened after re-analysis, and the ALEPH ‘signal’ did not grow. The present situation is that ALEPH still has the largest ‘signal’, the next largest is in L3, then OPAL, and DELPHI is more compatible with pure background, as seen in Fig. 3. The distribution of log-likelihood across the four experiments is quite consistent with common sampling of the same ‘signal’.

Moreover, the ‘signal’ spread from the original $`\overline{b}b\overline{q}q`$ channel to the $`\overline{b}b\overline{\nu }\nu `$ channel, where it is now almost as significant, as seen in Fig. 4. This metastasis is largely due to an interesting $`\overline{b}b\overline{\nu }\nu `$ event from L3. They see a pair of $`\overline{b}b`$ jets with relatively low net $`p_T`$ that emerge almost back to back. This would be surprising if their invariant mass were much less than 114 GeV, but is just what one might expect if $`H\overline{b}b`$ with $`m_H>114`$ GeV , as confirmed by an ALEPH Monte Carlo simulation .

Thus the LEP Higgs ‘signal’ did all that it could with the increase in the statistics analyzed on Nov. 3rd - increased in significance, spread to other detectors and to another channel. It would have been nice to have a ‘gold-plated’ event, e.g., in the $`\overline{b}b\mathrm{}^+\mathrm{}^{}`$ channel, but the truth is that no channels are background-free at LEP 111The same is even more true at the Tevatron and the LHC..

## 2 Meanwhile on Mount Olympus

What would be the significance of a Higgs weighing 115 GeV ? It would not just be the crowning confirmation of the Standard Model, but would also be evidence for new physics beyond it, at a relatively low scale, potentially accessible to the LHC. The reason for this is the shape of the effective Higgs potential, determined by the quartic Higgs coupling $`\lambda _H`$. This is subject to renormalization by the top-quark Yukawa coupling $`\lambda _t`$, as well as by the quartic Higgs coupling $`\lambda _H`$ itself. With $`m_t175`$ GeV and $`m_H115`$ GeV, the renormalization by $`\lambda _t`$ is stronger. Moreover, it tends to decrease $`\lambda _H`$, eventually turning it negative at a scale $`<10^6`$ GeV . This causes the effective Higgs potential to become unbounded below, implying that our present electroweak vacuum is unstable - unless some new physics is introduced at an energy below $`10^6`$ GeV.

Could this new physics be a new non-perturbative set of strong interactions, as in technicolour or topcolour models? These generally predict large effective scalar masses, e.g., about 1 TeV in the technicolour case . In order to generate fermion masses, one needs to extend technicolour, and such models predict additional pseudoscalar bosons weighing $`100`$ GeV. However, these would not be produced at LEP in association with the $`Z`$ . Therefore, technicolour has no obvious candidate for a 115 GeV ‘Higgs’, and the same seems to be true of other strongly-interacting models of electroweak symmetry breaking .

On the other hand, such a light Higgs boson cries out for supersymmetry, and vice versa. In any perturbative framework, one can argue that the new low-energy physics should be bosonic, so that it may help $`\lambda _H`$ counterbalance the destabilizing effects of $`\lambda _t`$. In MSSM, the task of stabilization is undertaken by the stop squarks.

As already mentioned, in the MSSM the lightest neutral Higgs boson is predicted to weigh $`<130`$ GeV. Since its mass is sensitive, via radiative corrections, to sparticle masses, one can try to use the ‘measurement’ $`m_H=115`$ GeV to guess how heavy squarks and other sparticles might be. To do this requires some assumption on the nature of the sparticle spectrum. For example, if all the spin-0 sparticles are assumed to be degenerate at some high (GUT) energy scale with a mass $`m_0`$ and likewise for the spin-1/2 gauginos with a common mass $`m_{1/2}`$, we found that $`m_H`$ is most sensitive to $`m_{1/2}`$ . Indeed, as seen in Fig. 5, we found the lower limit $`m_{1/2}>240`$ GeV if $`m_H>113`$ GeV and $`m_t180`$ GeV. The gluino and squark masses would then be 2 or 3 times heavier: $`m_{\stackrel{~}{g}}>600`$ GeV and $`m_{\stackrel{~}{q}}>700`$ GeV, beyond the reach of the Tevatron 222These lower bounds remain valid even if the LEP Higgs ‘signal’ eventually turns out to be a chimera. Other groups have repeated this analysis using alternative assumptions, obtaining analogous results .. However, masses up to a factor three above these lower limits are within reach of the LHC, which should be able to cover all of the $`(m_0,m_{1/2})`$ parameter region where the lightest supersymmetric particle is likely to constitute the cold dark matter posited by astrophysicists and cosmologists .

## 3 Return to Ithaca

We now turn to the jealous suitors and Telemachus. What is the sensitivity of the Tevatron experiments to a Higgs weighing 115 GeV? As seen in Fig. 6, in order to attain 3 (5) $`\sigma `$, it is estimated that they would need 5 (15) fb-1 . As for the prospective Tevatron luminosity, at the moment, 2 fb-1 is ‘promised’ by 2003. However, a roadmap for reaching 15 fb-1 by 2007 has been proposed. If this is achieved, the Tevatron may have a chance if the Higgs weighs 115 GeV, but does not seem likely to detect any heavier Higgs boson.

What of Telemachus? According to CMS and ATLAS studies, as seen in Fig. 7 , the minimum luminosity required to start seeing a 115 GeV Higgs at 5 $`\sigma `$ is $`10`$ fb-1, which may be achieved after two years of LHC running. Since at most a few weeks of very low luminosity collisions can be envisaged in 2005, and only 1 or 2 fb-1 is anticipated in 2006, this presumably means that the LHC could hope to discover a 115 GeV Higgs boson after the 2007 run.

There is, however, an important proviso. The LEP production mechanism, $`e^+e^{}Z+H`$ , measures a different coupling - $`ZZH`$ \- from those to which the LHC is sensitive - $`\overline{t}tH`$ and $`\gamma \gamma H`$, with the latter being quite model-dependent. The $`\gamma \gamma H`$ coupling is controlled by loop diagrams sensitive to virtual particles and the $`\overline{t}tH`$ coupling is sensitive to the ratio of v.e.v.’s and Higgs mixing in the MSSM. Therefore the information obtained at the Tevatron and the LHC will be complementary to that obtained by LEP, and both sets of information will be helpful in determining whether the candidate Higgs boson has all the expected couplings.

The long-term plans for high-energy physics at all major laboratories around the world (NLC, JLC, TESLA, Muon Collider) depend very much whether or not there is a light Higgs. All the indications from LEP precision data are that it must weigh $`<200`$ GeV . A Higgs in the hand would be worth two in the bush to the NLC, JLC, TESLA and Muon Collider communities, when they approach their funding agencies. For this they may have to wait until 2007. Until then, they and the rest of the particle physics community may be left in suspense while the Higgs Odyssey continues across the wine-dark seas of LHC construction.

In the mean time - even if we are cast in subordinate roles analagous to the swineherd Eumaeus, old Laertes, faithful Penelope, the observant nurse Eurycleia, or the dying dog Argos - we all support CMS and ATLAS in their definitive search for the Higgs boson.


text:
# Black hole entropy: certain quantum features

## I Introduction

The notion of black hole entropy, introduced by Bekenstein  on the basis of the laws of black hole mechanics  and gleaning insights from (classical) information theory, is one of the most profound in black hole physics. The issue of which microstates contribute to the entropy has remained a challenging one, since these states should ostensibly appear in a quantum theory that includes gravitation. In the absence (even now) of a complete quantum theory of gravitation, a measure of the entropy was suggested on semiclassical grounds ,  as being equal to a quarter of the horizon area of the black hole. Deeply engaging insights into this unexpected dependence of entropy on surface area (rather than volume) have appeared early in the last decade. The ‘It from bit’ picture of Wheeler  contains the germ of these insights which have subsequently been substantially refined \- , leading to the bold proposal of the principle of Holography, as applied to quantum gravity. In this paper, some of these insights are reexamined from a somewhat different standpoint. The departure from standard lore appears to bring into the fold the first truly ‘quantum gravity’ aspects beyond the semiclassical Bekenstein-Hawking Area Law (BHAL).

The paper is organized as follows: in Section 2, we survey the basic ingredients of the ‘It from bit’ picture; in Section 3, we discuss the criterion we impose on the space of states to identify the physical Hilbert space of horizon states; the dimensionality of this physical Hilbert space yields the entropy of the black hole which has a $`\mathrm{log}(area)`$ correction over and above the BHAL. This is argued to lead to an upper bound on the entropy of all bounded three-spaces (where the boundary is $`S^2`$) via the holographic principle. In Section 4, we derive our physical subspace criterion of the earlier section on the basis of the microscopic theory of Quantum Geometry. Our concluding remarks are presented in Section 5.

## II ‘It from bit’

Consider a two dimensional finite ‘floating lattice’ with plaquettes approximately the size of a Planck area ($`l_P^2`$) covering the spherical horizon of an eternal non-rotating four dimensional black hole. The black hole is assumed to be macroscopic***Planck-size or primordial black holes fall outside the purview of this work in that the classical area of its horizon $`A_S/l_P^21`$. Assume that binary variables (‘bits’, ‘Boolean variables’ or ‘pixels’) are distributed randomly on this lattice. Typically, these could be elementary spin 1/2 variables or doublets of an $`SU(2)`$ group. Assume also that the size of the lattice is characterized by a finite large even integer $`p`$. Clearly, the Hilbert space of quantum states defined by these spin 1/2 variables has a dimensionality $`𝒩(p)=2^p`$. It follows that the number of degrees of freedom characterizing the horizon is given by $`N\mathrm{log}𝒩(p)=p\mathrm{log}2`$. Given the relation between entropy and number of degrees of freedom, the former is also proportional to the size $`p`$ of the lattice. By assumption, $`p1`$; in the limit of very large $`p`$, the lattice can be taken to approximate the macroscopic horizon of the black hole. One would then expect that the classical horizon area $`A_S`$ would satisfy $`A_S/l_P^2=\xi p`$ where $`\xi =O(1)`$. For a choice $`\xi =4\mathrm{log}2`$, one obtains for the entropy $`S_{bh}N=A_S/4l_P^2`$ which is the famous BHAL.

The generality of the above scenario makes it appealing vis-a-vis a quantum theory of black holes in particular and of quantum gravity in general. There is however one crucial aspect of any quantum approach to black hole physics which seems to have been missed in the above, – the aspect of symmetry. Indeed, the mere random distribution of spin 1/2 (binary) variables on the lattice which approximates the black hole horizon, without regard to possible symmetries, possibly leads to a far bigger space of states than the physical Hilbert space, and hence to an overcounting of the number of the degrees of freedom, i.e., a larger entropy.

## III The physical Hilbert (sub)space

### A A natural symmetry criterion

But what is the most plausible symmetry that one can impose on states so as to identify the physical subspace ? Recall that the elementary variables are binary or spin 1/2 variables which can be considered to be in the fundamental doublet representation of an $`SU(2)`$ Lie Algebra. On very general grounds then, the most natural symmetry of the physical subspace must be this $`SU(2)`$. One is thus led to a symmetry criterion which identifies the physical Hilbert space $`_S`$ of horizon states contributing to black hole entropy: $`_S`$ consists of states, composed of elementary $`SU(2)`$ doublets, which are $`SU(2)`$ singlets. Observe that this criterion has no allusions whatsoever to any specific proposal for a quantum theory of gravitation. Nor does it involve any gauge redundancies (or any other infinite dimensional symmetry like conformal invariance) at this point. It is the most natural choice for the symmetry of physical horizon states simply because in the ‘It from bit’ picture, the basic variables are spin 1/2 variables. Were they of higher multiplicity than 2, the Lie Algebra of symmetries might have been likewise different. Later on we shall show however that this symmetry arises very naturally in the Quantum Geometry approach to black hole physics. It will emerge from that approach that horizon states of large macroscopic black holes are best described in terms of spin 1/2 variables at the punctures of a punctured two-sphere which represents (a spatial slice of) the event horizon.

### B Dimensionality of $`_S`$

The criterion of $`SU(2)`$ invariance leads to a simple way of counting the dimensionality of the physical Hilbert space, as has already been shown . For $`p`$ variables, this number is given by

$$dim_S𝒩(p)=\left(\begin{array}{c}p\\ p/2\end{array}\right)\left(\begin{array}{c}p\\ (p/21)\end{array}\right)$$
(1)
There is a simple intuitive way to understand the result embodied in (1). This formula counts the number of ways of making $`SU(2)`$ singlets from $`p`$ spin $`1/2`$ representations. The first term corresponds to the number of states with net $`J_3`$ quantum number $`m=0`$ constructed by placing $`m=\pm 1/2`$ on the punctures. However, this term by itself overcounts the number of $`SU(2)`$ singlet states, because even non-singlet states (with net integral spin, for $`p`$ is an even integer) have a net $`m=0`$ sector. Beside having a sector with total $`m=0`$, states with net integer spin have, of course, a sector with overall $`m=\pm 1`$ as well. The second term basically eliminates these non-singlet states with $`m=0`$, by counting the number of states with net $`m=\pm 1`$ constructed from $`m=\pm 1/2`$ on the $`p`$ sites. The difference then is the net number of $`SU(2)`$ singlet states that represents the dimensionality of $`_S`$.

It may be pointed out that the first term in (1) also has another interpretation. It counts the number of ways binary variables corresponding to spin-up and spin-down can be placed on the sites to yield a vanishing total spin. Alternatively, one can think of the binary variables as unit positive and negative $`U(1)`$ charges; the first term in (1) then corresponds to the dimensionality of the Hilbert space of $`U(1)invariant`$ states. As already shown in , this corresponds to a binomial rather than a random distribution of binary variables.

### C Large $`p`$ approximation and black hole entropy

In the limit of very large $`p`$, one can evaluate the factorials in (1) using the Stirling approximation. One obtains

$$𝒩(p)\frac{2^p}{p^{\frac{3}{2}}}.$$
(2)
Clearly, the dimensionality of the physical Hilbert space is smaller than what one had earlier, as would be an obvious consequence of imposing $`SU(2)`$ symmetry. Using the relation between $`p`$ and the classical horizon area $`A_S`$ discussed in the last section, with the constant $`\xi `$ chosen to take the same value as in that section, (2) can be shown  to lead to the following formula for black hole entropy,

$$S_{bh}\mathrm{log}𝒩(p)\frac{A_S}{4l_P^2}\frac{3}{2}\mathrm{log}\left(\frac{A_S}{4l_P^2}\right)+const.+O(A_S^1).$$
(3)
The general nature of the assumptions underlying the derivation of eq. (3) can hardly be overemphasized. Nowhere has any particular aspect of a microscopic theory of quantum gravity been used. Nor did we need to appeal to any specific infinite dimensional symmetry of the classical horizon geometry, and formulas pertaining to such an invariance. In spite of this, the physical subspace criterion discussed earlier in this section, leads unequivocally to the BHAL, and a correction term logarithmic in the horizon area, with the coefficient -3/2. Of course, the constant $`\xi `$ was chosen to have a fixed value, in order to fix the normalization of the BHAL. Observe though that the coefficient of the $`\mathrm{log}(area)`$ correction is unaffected by the choice of $`\xi `$. There are further sub-leading corrections that are constant and inversely proportional to powers of horizon area, as an expansion for large areas should entail.

This result is of course not new; it has been derived earlier  within the context of quantum geometry, where the correct normalization of the BHAL dictates a choice of the Barbero-Immirzi parameter. Once again, the coefficient of the logarithmic correction is independent of this choice. Rather compelling arguments have been presented (from a perspective different from ours)  that the correction could be of a ‘universal’ character. Our discussion above would lend credence to such an inference on more general grounds. But, perhaps of similar significance is the feature that kinematically, quantum horizon states of large macroscopic non-rotating black holes appear to have a rather simple description in terms of $`SU(2)`$ singlet states of a (two dimensional) lattice of spin 1/2 variables. It turns out that such a description is not restricted to static black hole horizon states, but in fact, describe Isolated Horizons ,  of macroscopic size as well.

### D Holography and the entropy bound

Having identified the kinematical quantum states characterising a black hole horizon, the question that immediately comes to mind is whether there are other states that describe black hole physics. Although the ‘It from bit’ picture tends to imply that the entire information lies with the horizon states, this has been more sharply articulated in the so-called Holographic Principle . According to this principle, the horizon states exhaust the Hilbert space of a black hole, encoding the entire information of gravitationally collapsed matter in terms of macroscopic observables like the horizon area. The entropy of a black hole can then be taken to represent the maximal possible entropy of a spacetime whose spatial slice has a boundary that coincides with the intersection of this spatial slice with the horizon. Now, it can be shown  that eq. (3) actually translates into a bound on black hole entropy, given by

$$S_{max}=ln\left(\frac{\mathrm{exp}S_{BH}}{S_{BH}^{3/2}}\right)$$
(4)
Thus, it follows that all 3-spaces with boundary have an entropy bounded from above by (4). That this is extremely plausible follows from the following argument, based on reductio ad absurdum : we assume, for simplicity that the spatial slice of the boundary of an asymptotically flat spacetime has the topology of a 2-sphere on which is induced a spherically symmetric 2-metric. Let this spacetime contain an object whose entropy exceeds the entropy bound given in eq. (4). Certainly, such a spacetime cannot have a black hole horizon as a boundary, since then, its entropy would have been subject to (4). But, in that case, its energy should be less than that of a black hole which has the 2-sphere as its horizon. Let us now add energy to the system, so that it does transform adiabatically into a black hole with the said horizon, but without affecting the entropy of the exterior. But we have already seen above that a black hole with such a horizon must obey the bound (4); it follows that the starting assumption of the system having an entropy exceeding (4) must be incorrect. Thus, we have indeed obtained an upper bound on the entropy of a large class of spacetimes. Notice that this bound tightens the semiclassical Bekenstein bound , which is of course expected because of its quantum kinematical underpinning. We now turn to an exposé of this underlying structure within the framework of Quantum Geometry.

## IV Entropy from Quantum Geometry

The presentation in this section closely follows ref. ; we consider generic 3+1 dimensional Isolated Horizons without rotation, on which one assumes an appropriate class of boundary conditions . These boundary conditions require that the gravitational action be augmented by the action of a Chern-Simons theory living on the isolated horizon. Boundary states of the Chern-Simons theory contribute to the entropy. These states correspond to conformal blocks of the two-dimensional Wess-Zumino model that lives on the spatial slice of the horizon, which is a 2-sphere of area $`A_H`$. The dimensionality of the boundary Hilbert space has been calculated thus ,  by counting the number of conformal blocks of two-dimensional $`SU(2)_k`$ Wess-Zumino model, for arbitrary level $`k`$ and number of punctures $`p`$ on the 2-sphere. We shall show, from the formula for the number of conformal blocks specialized to macroscopic black holes characterized by large $`k`$ and $`p`$ , that eq. (3) ensues.

Let us start with the formula for the number of conformal blocks of two-dimensional $`SU(2)_k`$ Wess-Zumino model that lives on the punctured 2-sphere. For a set of punctures $`𝒫`$ with spins $`\{j_1,j_2,\mathrm{}j_p\}`$ at punctures $`\{1,2,\mathrm{},p\}`$, this number is given by

$$N^𝒫=\frac{2}{k+2}\underset{r=0}{\overset{k/2}{}}\frac{\underset{l=1}{\overset{p}{}}sin\left(\frac{(2j_l+1)(2r+1)\pi }{k+2}\right)}{\left[sin\left(\frac{(2r+1)\pi }{k+2}\right)\right]^{p2}}.$$
(5)
Observe now that Eq. (5) can be rewritten as a multiple sum,

$$N^𝒫=\left(\frac{2}{k+2}\right)\underset{l=1}{\overset{k+1}{}}sin^2\theta _l\underset{m_1=j_1}{\overset{j_1}{}}\mathrm{}\underset{m_p=j_p}{\overset{j_p}{}}\mathrm{exp}\{2i(\underset{n=1}{\overset{p}{}}m_n)\theta _l\},$$
(6)
where, $`\theta _l\pi l/(k+2)`$. Expanding the $`\mathrm{sin}^2\theta _l`$ and interchanging the order of the summations, this becomes

$$N^𝒫=\underset{m_1=j_1}{\overset{j_1}{}}\mathrm{}\underset{m_p=j_p}{\overset{j_p}{}}\left[\overline{\delta }_{(_{n=1}^pm_n),0}\frac{1}{2}\overline{\delta }_{(_{n=1}^pm_n),1}\frac{1}{2}\overline{\delta }_{(_{n=1}^pm_n),1}\right],$$
(7)
where, we have used the standard resolution of the periodic Kronecker deltas in terms of exponentials with period $`k+2`$,

$$\overline{\delta }_{(_{n=1}^pm_n),m}=\left(\frac{1}{k+2}\right)\underset{l=0}{\overset{k+1}{}}\mathrm{exp}\{2i[(\underset{n=1}{\overset{p}{}}m_n)m]\theta _l\}.$$
(8)
Our interest focuses on the limit of large $`k`$ and $`p`$, appropriate to macroscopic black holes of large area. Observe, first of all, that as $`k\mathrm{}`$, the periodic Kronecker delta’s in (8) reduce to ordinary Kronecker deltas,

$$\underset{k\mathrm{}}{lim}\overline{\delta }_{m_1+m_2+\mathrm{}+m_p,m}=\delta _{m_1+m_2+\mathrm{}+m_p,m}.$$
(9)
In this limit, the quantity $`N^𝒫`$ counts the number of $`SU(2)`$ singlet states, rather than $`SU(2)_k`$ singlets states. For a given set of punctures with $`SU(2)`$ representations on them, this number is larger than the corresponding number for the affine extension. It is here that one makes contact with the ‘physical subspace criterion’ introduced in Section 3: the $`SU(2)`$ invariance is completely natural within this microscopic approach.

Next, recall that the eigenvalues of the area operator for the horizon, lying within one Planck area of the classical horizon area $`A_H`$, are given by

$$\widehat{A}_H\mathrm{\Psi }_S=8\pi \beta l_P^2\underset{l=1}{\overset{p}{}}[j_l(j_l+1)]^{\frac{1}{2}}\mathrm{\Psi }_S,$$
(10)
where, $`l_P`$ is the Planck length, $`j_l`$ is the spin on the $`l`$th puncture on the 2-sphere and $`\beta `$ is the Barbero-Immirzi parameter . We consider a large fixed classical area of the horizon, and ask what the largest value of number of punctures $`p`$ should be, so as to be consistent with (10); this is clearly obtained when the spin at each puncture assumes its lowest nontrivial value of 1/2, so that, the relevant number of punctures $`p`$ is given by

$$p=\frac{A_H}{4l_P^2}\frac{\beta _0}{\beta },$$
(11)
where, $`\beta _0=1/\pi \sqrt{3}`$. We are of course interested in the case of very large $`p`$ appropriate to a macroscopic black hole. Observe that

Now, with the spins at all punctures set to 1/2, the number of states for this set of punctures $`𝒫`$ is given by

$$N^𝒫=\underset{m_1=1/2}{\overset{1/2}{}}\mathrm{}\underset{m_p=1/2}{\overset{1/2}{}}\left[\delta _{(_{n=1}^pm_n),0}\frac{1}{2}\delta _{(_{n=1}^pm_n),1}\frac{1}{2}\delta _{(_{n=1}^pm_n),1}\right]$$
(12)
The summations can now be easily performed, with the result given precisely by the rhs of eq. (3).

This establishes on a microscopic basis the validity of the extension of the ‘It from bit’ picture proposed by us in the last section. The central role played by variables in the doublet representation of a (global) $`SU(2)`$ group, which we identified with the binary variables on the lattice approximating the horizon, is now clarifed. This completes the derivation of our physical space criterion and the ensuing entropy formula and holographic bound on the basis of a quantum kinematical formulation.

We close this section with a remark on the Barbero-Immirzi parameter which has often led to confusing statements regarding a so-called ‘ambiguity’ within the quantum geometry approach. The Barbero-Immirzi parameter is an intrinsic aspect of a Hamiltonian formulation of general relativity based on connection variables . Its appearance in the quantum theory is akin to the appearance of the $`\theta `$ parameter in quantum Yang-Mills theory in that it signifies the existence of a one-parameter family of quantum theories corresponding to the same classical theory. The actual value of $`\theta `$ can only be decided by experiment. Here in the case of black hole kinematics, without recourse to experiment, we have followed  to fix it to match the coefficient of the BHAL which we believe as the correct lowest order result for macroscopic black holes. This ‘fix’ works for all non-rotating, generic, four-dimensional black holes. Whether it works for rotating black holes as well, remains to be seen. But until a contradiction becomes manifest, there is no reason to suspect that the quantum kinematics described in this approach has any inherent deficiency.

## V Conclusions

Even though the physical subspace criterion becomes automatic in the quantum geometry approach, because of special properties of two dimensional WZW theories at large level and large number of punctures, we would like to emphasize that it may not be restricted to one particular microscopic construct. Our proposal of this criterion in Section 3 was made on quite general grounds, and we have shown that the leading quantum (kinematical) correction follows uniquely from this criterion, without requiring an underlying microscopic substructure. The existence of this latter substructure, of course, places the criterion on far firmer grounds than would have been otherwise possible. However, insofar as macroscopic black holes are concerned, the full machinery of the quantum geometry approach does not appear to be exigent. It is another question as to how our criterion by itself can be used to analyse situations which are qualitatively different in that quantum dynamical effects become more important. Our guess is that such situations require a fuller quantum general relativity than what we have at our disposal at the moment.

We should also mention that some recent authors  have alleged that the universality proofs given in  of the coefficient of the $`\mathrm{log}(area)`$ correction are in fact not technically complete. We have no comments to offer on this from our heuristic perspective.

I thank R. Kaul for collaboration leading to understanding of the relevance of $`SU(2)`$ in discerning physical horizon states, and for numerous illuminating discussions.