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# The Substellar Mass Function in 𝜎 Orionis

## 1 Introduction

Although there is no definitive theory to explain the formation processes of stars, the widely accepted scenario is that they form via fragmentation of rotating interstellar molecular clouds followed by gravitational collapse. However, given the typical conditions and properties of Galactic molecular clouds, this simple paradigm has difficulties (Bodenheimer bod98 (1998)) in explaining the genesis of numerous populations of substellar objects ($`M<\mathrm{\hspace{0.17em}0.075}`$$`M_{}`$). Several arguments have also been proposed against the formation of objects below the substellar boderline (Silk silk95 (1995)) or below the deuterium-burning mass limit (Shu, Adams & Lizano shu87 (1987)), which according to Saumon et al. (saumon96 (1996)) and Burrows et al. (burrows97 (1997)) is located in the range 0.013–0.011 $`M_{}`$ ($``$ 14–12 $`M_{\mathrm{Jup}}`$, where 1 $`M_{}`$ = 1047 $`M_{\mathrm{Jup}}`$). The overall distribution of masses for invidual objects resulting from star-forming processes can be described by the mass function (MF), defined as the the number of objects per interval of mass on a logarithmic scale, $`\xi (m)=dN/d\mathrm{log}m`$, or alternatively by the mass spectrum defined as $`\varphi (m)`$ = $`dN/dm`$. The MF was first studied for the stellar regime by Salpeter (salpeter55 (1955)), who found that a power-law relation of the type $`\xi `$(m) $`M^\gamma `$, with an index $`\gamma `$ = 1.35, (which corresponds to $`dN/dmm^\alpha `$ with $`\alpha `$ = 2.35 for the mass spectrum) was adequate in the mass range 1–10 $`M_{}`$. Subsequent studies of the field MF appear to demand lower values of $`\alpha `$ at smaller masses, or even suggest alternative functional forms (Miller & Scalo miller79 (1979)). A recent study of the very low-mass MF based on DENIS and 2MASS discoveries of nearby ultracool dwarfs suggests a value of $`\alpha `$ in the range 1 to 2 (Reid et al. reid99 (1999)). A deep survey for methane dwarfs suggests, however, that $`\alpha `$ $``$ 0.8 for disk brown dwarfs (Herbst et al. herbst99 (1999)).

Early searches for brown dwarfs in stellar clusters and associations (see eg. Rieke & Rieke rieke90 (1990); Stauffer, Hamilton & Probst stauffer94 (1994); Jameson & Skillen jameson89 (1989)) and the subsequent confirmation of their existence (Rebolo, Zapatero Osorio, & Martín rebolo95 (1995); Basri, Marcy & Graham basri96 (1996); Rebolo et al. rebolo96 (1996)) prompted among other questions the nature of the behavior of the MF in the brown dwarf domain and whether the fragmentation process can extend beyond the deuterium-burning mass limit. Several studies in very young clusters have provided partial answers to these questions (Bouvier et al. bouvier98 (1998); Luhman & Rieke luhman99 (1999); Luhman et al. luhman98 (1998), luhman00 (2000); Barrado y Navascués et al. 2001a ; Tamura et al. 1998; Lucas & Roche lucas00 (2000); Hillenbrand & Carpenter hille00 (2000); Najita, Tiede & Carr najita00 (2000); Martín et al. martin00 (2000); Moreaux, Bouvier & Stauffer moreaux01 (2001)). In spite of considerable progress made in recent years, the incompleteness of the photometric surveys at very low masses and the lack of a well defined spectroscopic sequence have prevented a reliable description of the MF over the whole brown dwarf regime. Here we present a determination of the MF for the $`\sigma `$ Orionis young stellar cluster, which is reliable and complete down to the deuterium-burning mass limit, and a first estimate on how this MF extends to smaller masses, i.e., to the planetary regime.

## 2  Age, distance, and extinction in the $`\sigma `$ Orionis cluster

The $`\sigma `$ Orionis cluster belongs to the Orion OB1b association, for which an age of 1.7–7 Myr and a distance modulus of 7.8–8.3 are estimated based on studies carried out on massive stars (Blaauw blaauw64 (1964), blaauw91 (1991); Warren & Hesser warren78 (1978); Brown, de Geus & de Zeeuw brown94 (1994)). The spectral type of the central star of the same name is O9.5 V. In order to account for the location of this star in the hydrogen-burning phase, its age must be younger than 5 Myr (on the basis of models with winds from Meynet et al. meynet94 (1994)). Recent investigations of the low-mass stellar and brown dwarf cluster populations have confirmed that $`\sigma `$ Orionis has indeed a very young age in the interval 1–5 Myr (Béjar, Zapatero Osorio & Rebolo bejar99 (1999) (BZOR); Wolk & Walter wolk00 (2000)), which is consistent with the estimates found for the massive stars. The inferred MF in $`\sigma `$ Orionis may be very close to the true initial mass function (IMF) since no significant dynamical evolution is expected for cluster members. Additionally, the distance to the cluster is known through the determination provided by Hipparcos of the distance modulus of $`mM=7.7\pm 0.7`$ (value given for the central star). This measurement is in agreement with previous distance determinations of the OB1b subgroup. The $`\sigma `$ Orionis star is affected by a low extinction of $`E(BV)=0.05`$ (Lee lee68 (1968)), thus, the associated cluster is expected to exhibit very little reddening. From the comparison of the colors of some of the $`\sigma `$ Orionis objects with counterparts of the same spectral type in the Pleiades and the field, BZOR did not find any significant reddening. In addition, the location of a larger sample of objects in the $`IJ`$ vs $`JK`$ color-color diagram shows that their infrared excesss $`E(IJ)`$ is smaller than 0.3 mag (i.e., $`A_V1`$ mag, on the basis of the relationships given in Rieke & Lefobski rieke85 (1985)). All these properties of youth, proximity and low extinction confirm this cluster as a very interesting site for investigating the IMF.

## 3 Surveys and membership selection criterion

In order to construct the brown dwarf MF in the $`\sigma `$ Orionis cluster we have combined optical ($`IZ`$) and near-infrared ($`J`$) surveys recently conducted around the central star (Zapatero Osorio et al. osorio00 (2000); BZOR; Béjar bejar00 (2000)). New observations in the optical range were obtained with the Wide Field Camera instrument mounted on the primary focus of the 2.5–m Isaac Newton Telescope at the Roque de los Muchachos Observatory on 1998 November 12–13 (Béjar bejar00 (2000)). Images were bias-substracted and flat-fielded within the IRAF111IRAF is distributed by National Optical Astronomy Observatories, which is operated by the Association of Universities for Research in Astronomy, Inc., under contract with the National Science Foundation. environment. Instrumental magnitudes were transformed into observed magnitudes by differential photometry of objects in common with images taken under photometric conditions with the IAC80 telescope (Teide Observatory), which were calibrated in the Cousins system by observing Landolt’s (landolt92 (1992)) standard stars at different airmasses. Near infrared photometry in the $`J`$–band has been acquired using the 3.5–m telescope at the Calar Alto Observatory on 1998 October 27–31 (Zapatero Osorio et al. osorio00 (2000)). In addition, $`K`$–band photometry has been obtained on individual candidates with the 1.5–m Carlos Sánchez Telescope at Teide Observatory (1998 September 18, 2000 January 27, 2000 February 20), the 2.2–m telescope at Calar Alto Observatory (2000 February 16–18) and the 3.8–m United Kingdom Infrared telescope (UKIRT) at the Mauna Kea Observatory (2000 December 5–6). Raw frames were reduced following standard techniques in the infrared, which include sky-substraction and flat-fielding. The photometric calibration in the UKIRT system was achieved with faint standard stars (Hunt et al. hunt98 (1998)) observed at different airmasses on the same nights, except for the UKIRT data, which were calibrated later using objects in comon with images taken under photometric conditions with the 1.23–m telescope at Calar Alto Observatory during 2000 January 22–23. The $`I`$$`Z`$ and $`J`$-band data of these surveys overlap in a sky region of 847 arcmin2 (the location of this region is shown in Fig.1 of BZOR). Therefore we restrict our MF analysis to this particular region of the cluster in which we have three color photometry for all candidate members, with limiting $`I_{\mathrm{Cousins}}`$ and $`J_{\mathrm{UKIRT}}`$ magnitudes of 23.8 and 21.2, and completeness magnitudes of 21.5 and 19.5, respectively. We have adopted as the limiting magnitude of our survey the detection of 95% of the total number of point-like sources on the frames; and as completeness magnitude the value at which the number distribution of detections as a function of magnitude deviates from an exponential law.

Spectroscopic observations of a total of 14 candidates in $`\sigma `$ Orionis have confirmed them as cluster members (see BZOR, Béjar et al. bejar00 (2000); Zapatero Osorio et al. osorio99 (1999), osorio00 (2000)). We note that nine of them are located in the overlapping area of 847 arcmin2. The 14 members give a well defined spectroscopic sequence from M6 (the most luminous and bluest targets) down to L4 (the reddest ones close to the limiting magnitude of the survey). Available $`I`$ and $`J`$-band observations for these objects allow us to define the location of the low-mass star and brown dwarf sequence of the cluster (Figure 1), which we will adopt as a reference for the identification of cluster members. This location is suitably reproduced by the combination of the 5 Myr “dust-free and dusty” Lyon models (Baraffe et al. baraffe98 (1998); Chabrier et al. chabrier00 (2000)) as shown in Figure 1. Below $`I`$ = 20 we expect dust condensates in the atmosphere of cluster members cooler than M9, and so the dusty models seem to be more appropiate.

In the 847 arcmin2 region under consideration we identify a total of 64 photometric candidates that are distributed along the theoretical and observational sequences with a dispersion around 0.5 mag. They seem to be very young objects and have colors redder than the 10 Myr isochrone given by the dust-free Lyon models (see Fig. 1). All the candidates have $`IZ`$ colors and $`I`$ magnitudes consistent with cluster membership. Follow-up $`K`$-band photometry for 17 of them also indicates their belonging to the $`I`$ vs $`IK`$ cluster sequence, which reinforces their very likely membership (BZOR; Béjar et al. bejar00 (2000); Zapatero Osorio et al. osorio00 (2000)). In addition, we have very recently obtained spectra for 6 of our faintest candidates; based on our preliminary analysis these objects fit the expected spectroscopic sequence and so are bona fide low-mass members with a very high probability (Barrado y Navascués et al. 2001c ). The photometric and spectroscopic data of our candidates and those members defining the cluster sequence are shown in Tables 1 and 2. In the latter we have not included the six candidates from Barrado y Navascués et al. (2001c ). As explained in the previous section we do not find any evidence for reddening or infrared excesses and so we have not applied any extinction correction to our data. ¿From the successful spectroscopic results along the photometric sequences we conclude that our selection criterion using optical and near-infrared photometry is very efficient in identifying true members of the cluster. A similar criterion for membership has proved successful in low-extinction clusters such as the Pleiades (Zapatero Osorio et al. osorio97 (1997); Martín et al. martin00 (2000); Moreaux et al. moreaux01 (2001)) and IC 2391 (Barrado y Navascués et al. 2001b ).

## 4 The mass spectrum of brown dwarfs and planetary mass objects

The cluster luminosity function (LF) have been derived by counting the number of objects per magnitude interval in the $`I`$ band, and it is shown in Figure 2. The first bin, $`M_I`$ = 7.5–8.5, corresponds to stars so bright that were saturated in some of the images of the surveys under consideration. Fortunately, the BZOR data allowed us to make an estimate of the counts for this massive bin which was conveniently normalized to the present survey. We can see in Figure 2 that the LF is rising up to $`M_I`$=9 mag and then falls down and becomes flat from $`M_I`$=11.5 mag. The LF remains flat down to the completeness limit of our surveys. We note that the bins where the luminosity function shows a peak correspond to a mass range (0.08–0.05 $`M_{}`$) which includes objects that have finished the deuterium burning phase (the more massive ones) and those actually burning deuterium. Both types of objects will have similar luminosities, if the age of the cluster is in the range 3–6 Myr, and therefore contribute to produce a peak in the LF.

In order to derive the IMF, we have first determined the masses for the $`\sigma `$ Orionis members following a similar procedure to that described in Zapatero Osorio et al. (osorio00 (2000)), which means that we adopted the mass–luminosity relationship given by the Lyon models (Baraffe et al. baraffe98 (1998); Chabrier et al. chabrier00 (2000)). In favor of these models it can be argued that they have been successful in fitting the mass–luminosity relation in various optical and infrared passbands (Baraffe et al. baraffe98 (1998); Delfosse et al. delfosse01 (2001)), as well as in predicting coeval ages for the members of several young multiple systems (White et al. white99 (1999); Luhman 1999), and that they provide a good fit to the infrared photometric sequence in the Pleiades and $`\sigma `$ Orionis clusters (Martín et al. martin00 (2000); Zapatero Osorio et al. osorio00 (2000)). Additionally, the Lyon tracks provide magnitudes and colors in the filters of interest as a function of mass, while in order to transform the effective temperatures and luminosities of other models into observables we would have to use bolometric corrections.

The $`\sigma `$ Orionis cluster substellar IMF is illustrated in Figure 3, where the mass spectrum representation on a logarithmic scale is provided. For the age of 5 Myr a single power-law fit facilitates a reasonable representation of the data points with a slope of $`\alpha `$ = 0.8 $`\pm `$ 0.4 in the mass range which goes from very low mass stars (0.2 $`M_{}`$) through the whole brown dwarf domain to 0.013 $`M_{}`$. The uncertainty of $`\pm `$0.4 in the $`\alpha `$ index accounts for possible different ages of the cluster and the use of other evolutionary models. We have investigated the sensitivity of our mass spectrum to age by deriving $`\alpha `$ for ages from 3 Myr to 10 Myr. The values found were between 0.5 to 1.0. This interval also accounts for an uncertainty of 0.2 mag in the estimation of the cluster distance modulus. The dependence of the mass spectrum on theoretical models is even more uncertain. Our calculations considering Burrows et al. (burrows97 (1997)) isochrones yield $`\alpha `$ values up to 0.4 higher depending on age. Our main result is that the very low-mass stellar and substellar mass spectrum of the $`\sigma `$ Orionis cluster is generally rising toward lower masses. IMFs with slopes in the range 0.4–0.8 below the star–substellar mass borderline, have been obtained recently for other young clusters (Luhman et al. luhman00 (2000); Lucas & Roche lucas00 (2000); Hillenbrand & Carpenter hille00 (2000); Najita et al. najita00 (2000); Martín et al. martin00 (2000); Moreaux et al. moreaux01 (2001)), showing that the formation of brown dwarfs is a quite common process in the Galactic disk.

A remarkable feature of Figure 3 is the evidence for an extension of the IMF into the domain of planetary masses (i.e lower than the deuterium burning mass). Despite the incompleteness of our survey and the possible contamination of several cluster non-members at these very low masses (see details in Zapatero Osorio et al. osorio00 (2000)), the planetary mass interval is rather well populated. This indicates that free-floating planetary mass objects with masses 0.013–0.005 $`M_{}`$ are abundant in $`\sigma `$ Orionis. We find no evidence for a “bottom end” of the IMF in the mass interval covered by our analysis, i.e., there is no obvious deficit of objects near and beyond the deuterium-burning mass limit. Deeper surveys will be needed to determine the existence and location of a minimum-mass limit in the IMF.

## 5 Conclusions and future perspectives

Recent searches have found a significant population of brown dwarfs in the $`\sigma `$ Orionis cluster. We have estimated the mass spectrum, $`dN/dmM^\alpha `$, from very low mass stars (0.2 $`M_{}`$) to 0.013 $`M_{}`$ and we have found that this is still rising across the whole brown dwarf regime with $`\alpha `$=0.8 $`\pm `$ 0.4. Our results also suggest that the mass spectrum keeps rising down to 0.005 $`M_{}`$. If the IMF in the $`\sigma `$ Orionis cluster has $`\alpha `$=0.8 down to 1 Jupiter mass, isolated planetary-mass objects in the mass range 1–12 $`M_{\mathrm{Jup}}`$ would be as numerous as brown dwarfs; and brown dwarfs and free-floating planets together would be as numerous as stars (see below for further details). However, their contribution to the total mass in the cluster would be less than 10 %.

The relatively large number of free-floating planetary-candidate members found in the $`\sigma `$ Orionis cluster suggests that such low-mass objects form commonly in nature, and that older and cooler isolated planets could be populating the Galactic disk and hence the solar neighborhood. Assuming that the IMF of $`\sigma `$ Orionis is representative of the disk population, and extrapolating it to a mass of 1 $`M_{\mathrm{Jup}}`$, we obtain the densities of free-floating substellar systems given in Table 3. They are anchored to a density of stellar systems in the solar neighborhood of 0.057 $`pc^3`$ (Reid et al. 1999). With this estimate for an index of $`\alpha `$ $``$ 1 in the mass spectrum we would expect a total number of substellar objects around 435 within a radius of 10 pc, whereas there would be 239 stars. Isolated planets much older than objects in $`\sigma `$ Orionis will be extremely faint and cool enough to show molecular features like the giant planets in the Solar System. Therefore, even if they form a large population in the solar neighborhood, their detection is a challenge to present-day observational capabilities. According to theoretical predictions of radiated fluxes at different wavelengths (Burrows et al. burrows97 (1997); Allard et al. allard97 (1997)), these objects in the mass range 1–12 $`M_{\mathrm{Jup}}`$ at the solar age could have effective temperatures of 100–300 K and an absolute magnitude of $`M_\mathrm{J}`$ = 20–25 and $`M_M`$=15–17. Current surveys such as 2MASS, DENIS, or SLOAN are unable to detect them out to distances greater than 1 parsec because they are too shallow. Deeper surveys, such as those reported by D’Antona, Oliva & Zeppirelli (dantona99 (1999)) and Herbst et al. (herbst99 (1999)) do not cover enough area. Free-floating planetary mass objects are extremely faint at optical and near-infrared wavelengths due to the absorption of methane and water, but they have a moderately transparent region around 5 $`\mu `$m. They could be identified with the Space Infrared Facility (SIRTF) out to distances of several parsecs from the Sun (Martín et al. martin01 (2001)) or with wide ultra-deep ground-based near-infrared surveys such as the one planned with Megacam on the Canada-France-Hawaii telescope.

We are indebted to A. Burrows for facilitating an electronic version of his models. We are grateful to Carlos Gutiérrez and J. Licandro for taking data necessary for calibrating some of the $`K`$ images. Partial financial support was provided by the Spanish DGES project PB98–0531–C02–02. and CICYT grant ESP98–1339-CO2.


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# OSSE and RXTE Observations of GRS 1915+105: Evidence for Non-thermal Comptonization

## 1 Introduction

The black-hole binary GRS 1915+105 is highly variable in X-rays (Belloni et al. 2000, and references therein). Still, even its hardest spectra are relatively soft, consisting of a blackbody-like component and a high-energy tail (Vilhu et al. 2001). They are softer than those of other black-hole binaries in the hard state, which $`EF_E`$ spectra peak at $`100`$ keV (e.g., Cyg X-1, Gierliński et al. 1997), and are similar to their soft state (e.g., Cyg X-1, Gierliński et al. 1999, hereafter G99; LMC X-1, LMC X-3, Wilms et al. 2001).

The blackbody component arises, most likely, in an optically-thick accretion disk. On the other hand, there is no consensus at present regarding the origin of the tail. All three main models proposed so far involve Comptonization of the blackbody photons by high-energy electrons. They differ, however, in the distribution (and location) of the electrons, which are assumed to be either thermal (Maxwellian), non-thermal (close to a power law), or in a free fall onto the black hole.

A discussion of these models is given in Zdziarski (2000), who shows that the thermal and free-fall models of the soft state of black hole binaries can be ruled out, mostly by the marked absence of a high-energy cutoff around 100 keV in the CGRO data (Grove et al. 1998; G99; Tomsick et al. 1999; McConnell et al. 2000). The present best soft-state model appears to involve electron acceleration out of a Maxwellian distribution (i.e., a non-thermal process), which leads to a hybrid electron distribution consisting of both thermal and non-thermal parts (Zdziarski, Lightman & Maciołek-Niedźwiecki 1993; Poutanen & Coppi 1998; G99; Coppi 1999).

In this Letter, we present all OSSE observations of GRS 1915+105. We then choose two OSSE spectra corresponding to the lowest and highest X-ray flux and fit them together with spectra from simultaneous RXTE pointed observations. The spectra, showing extended power laws without any cutoff up to at least 600 keV, provide strong evidence for the presence of non-thermal Comptonization. More extensive presentation of the combined X-ray/OSSE data will be given elsewhere.

## 2 OSSE and RXTE spectra

Table 1 gives the log of the 9 OSSE observations, together with results of power-law fits and basic data about the corresponding X-ray and radio states. The OSSE instrument accumulated spectra in a sequence of 2-min. measurements of the source field alternated with 2-min., offset-pointed measurements of background. The background spectrum for each source field was derived bin-by-bin with a quadratic interpolation in time of the nearest background fields (see Johnson et al. 1993). Figure 2 shows the OSSE spectra (including standard energy-dependent systematic errors), which were fitted up to energies at which the source signal was still detected. The uncertainty for a fitted parameter corresponds hereafter to 90% confidence ($`\mathrm{\Delta }\chi ^2=2.71`$). We see that the source went through wide ranges of radio and X-ray fluxes and types of X-ray variability during those observations. In spite of that variety, 8 out of 9 OSSE spectra are best-fitted by a power law with a photon index of $`\mathrm{\Gamma }3.0\pm 0.1`$ and the flux varying within a factor of 2. The only exception is the OSSE spectrum corresponding to the highest X-ray flux measured by the ASM (1999 April 21–27), which is much harder, $`\mathrm{\Gamma }2.3`$, and has a much lower flux.

We then consider the OSSE spectra corresponding to the extreme X-ray fluxes measured by the RXTE/ASM, i.e., from 1997 May 14–20 (VP 619) and 1999 April 21–27 (VP 813). We fit them together with spectra from the pointed RXTE observations of 1997 May 15 and 1999 April 23 (the observation IDs are 20187-02-02-00, 40403-01-07-00; 1% systematic error is added to the PCA data with the responses of 2001 February). These PCA data correspond to the variability classes (Belloni et al. 2000) of $`\chi `$ and $`\gamma `$, in which the variability is moderate and the source spends most of the time in two basic low ($`C`$) and high ($`B`$) X-ray flux state, respectively.

We fit the data with the XSPEC (Arnaud 1996) model eqpair (Coppi 1999; G99), which calculates self-consistently microscopic processes in a hot plasma with electron acceleration at a power law rate with an index, $`\mathrm{\Gamma }_{\mathrm{inj}}`$, in a background thermal plasma with a Thomson optical depth of ionization electrons, $`\tau _\mathrm{i}`$. The electron temperature, $`kT`$, is calculated from the balance of Compton and Coulomb energy exchange, as well as $`e^\pm `$ pair production (yielding the total optical depth of $`\tau >\tau _\mathrm{i}`$) is taken into account. The last two processes depend on the plasma compactness, $`\mathrm{}\sigma _\mathrm{T}/(m_\mathrm{e}c^3)`$, where $``$ is a power supplied to the hot plasma, $``$ is its characteristic size, and $`\sigma _\mathrm{T}`$ is the Thomson cross section. We then define a hard compactness, $`\mathrm{}_\mathrm{h}`$, corresponding to the power supplied to the electrons, and a soft compactness, $`\mathrm{}_\mathrm{s}`$, corresponding to the power in soft seed photons irradiating the plasma (which are assumed to be emitted by a blackbody disk with the maximum temperature, $`kT_{\mathrm{bb}}`$). The compactnesses corresponding to the electron acceleration and to a direct heating (i.e., in addition to Coulomb energy exchange with non-thermal $`e^\pm `$ and Compton heating) of the thermal $`e^\pm `$ are denoted as $`\mathrm{}_{\mathrm{nth}}`$ and $`\mathrm{}_{\mathrm{th}}`$, respectively, and $`\mathrm{}_\mathrm{h}=\mathrm{}_{\mathrm{nth}}+\mathrm{}_{\mathrm{th}}`$. Details of the model are given in G99.

We also take into account Compton reflection with a solid angle of $`\mathrm{\Omega }`$ (Magdziarz & Zdziarski 1995) and an Fe K$`\alpha `$ emission from an accretion disk assumed to extend down to $`10GM/c^2`$ (which results in a relativistic smearing). The equivalent width, $`W_{\mathrm{K}\alpha }`$, with respect to the scattered spectrum only is tied to $`\mathrm{\Omega }`$ via $`W_{\mathrm{K}\alpha }100(\mathrm{\Omega }/2\pi )`$ eV (George & Fabian 1991). The elemental abundances of Anders & Ebihara (1982), an absorbing column of $`N_\mathrm{H}1.75\times 10^{22}`$ cm-2 (Dickey & Lockman 1990; Vilhu et al. 2001), and an inclination of $`i=70\mathrm{°}`$ are assumed.

As discussed in G99, $`\chi ^2`$ depends weakly on $`\mathrm{}_\mathrm{s}`$ in a wide range of this parameter. An increase of $`\mathrm{}_\mathrm{s}`$ leads to increasing $`e^\pm `$ pair production, which then leads to an annihilation feature around 511 keV. The presence of such a feature is compatible with the OSSE data (Fig. 2), but only very weakly constrained. G99 found that $`\mathrm{}_\mathrm{s}=10`$ provides a good fit to Cyg X-1 data. Here, we find that a good fit is provided with $`\mathrm{}_\mathrm{s}=100`$, compatible with the high luminosity of GRS 1915+105. For example, for 1/2 of the Eddington luminosity, $`L_\mathrm{E}`$, and spherical geometry, the size of the plasma corresponds then to $`100GM/c^2`$.

This model provides very good description of our two broad-band spectra (as well as of other RXTE-OSSE spectra, S. V. Vadawale et al., in preparation). For VP 619, we assume a free relative normalization of the HEXTE and OSSE spectra with respect to those from the PCA. On the other hand, the HEXTE spectrum for VP 813 has relatively few counts at its highest energies, and thus we use the actual OSSE normalization in that fit. Table 2 gives the fit results, and Figure 2 shows the spectra.

Our model predicts the power law emission extending with no cutoff well above 1 MeV and a weak annihilation feature (with the plasma allowed to be pair-dominated, i.e., with $`\tau _\mathrm{i}0`$, for VP 619). Those predictions can be tested by future soft $`\gamma `$-ray detectors more sensitive than the OSSE. We note that the COMPTEL has already detected a power law tail up to $``$5–10 MeV in the soft state of Cyg X-1 (McConnell et al. 2000).

Figure 2a shows the spectral components of the fit to the VP-619 spectrum. Compton reflection with $`\mathrm{\Omega }2\pi `$ is detected at a very high significance ($`\mathrm{\Omega }=0`$ gives $`\chi ^2/\nu =214/131`$, corresponding to the chance appearance of reflection of $`6\times 10^{26}`$ from the $`F`$-test), and it is responsible for the convex curvature in the $``$10–100 keV spectrum. Figure 2a also shows that the scattered component has a spectral break at $`100`$ keV but continues as a power law (with addition of the broad annihilation feature) above it due to the domination of non-thermal scattering at those energies. Comptonization by the thermal electrons dominates at energies close to the blackbody component and thus PCA data of GRS 1915+105 can be reasonably modeled up to 60 keV by thermal Comptonization of a disk blackbody (Vilhu et al. 2001). When the OSSE data are included, the probability that non-thermal electrons are not present (i.e., $`\mathrm{}_{\mathrm{nth}}=0`$) is only $`4\times 10^{10}`$. The best-fit thermal Compton model shown by the long dashes in Figure 2a strongly underestimates the flux above 100 keV. The statistical significance of the presence of non-thermal electrons can be further increased by fitting the RXTE spectrum together with the average spectrum from OSSE, which has virtually identical shape to that of VP 619, but much better statistics. Then, allowing for $`\mathrm{}_{\mathrm{nth}}>0`$ reduces $`\chi ^2/\nu `$ from $`228/139`$ to $`105/137`$, which corresponds to the chance probability of $`4\times 10^{24}`$. Thus, we strongly rule out the pure-thermal Comptonization model.

During the VP 813, Compton reflection is statistically not required, as indeed expected at the large $`\tau 4`$ of the scattering medium covering the disk (which would completely smear out any disk reflection and fluorescence features). Thus, we set $`\mathrm{\Omega }=0`$ is the fit. The presence of non-thermal electrons is now required at an extremely high significance ($`110^{40}`$) due to the presence of the very distinct hard high-energy tail above the thermally–cut-off spectrum, see Figures 2, 2b.

On the other hand, Shrader & Titarchuk (1998) have fitted a model of bulk-motion Comptonization of blackbody photons to RXTE and BATSE data from a hard state of GRS 1915+105 similar to that of VP 619. We fit their model (bmc in XSPEC) at a free $`N_\mathrm{H}`$ to our broad-band spectra, and find it is completely unacceptable statistically, with $`\chi ^2/\nu =851/133`$ and $`549/92`$ for VP 619 and 813, respectively.

However, the specific feature of bulk-motion Comptonization is a high-energy cutoff at $`100`$ keV due to the effects of Compton recoil and gravitational redshift close to the black-hole horizon (e.g. Laurent & Titarchuk 1999). Such a cutoff is not included in the bmc model (and its inclusion would further worsen the fits above). Thus, we use Monte Carlo results of Laurent & Titarchuk (1999), which include the cutoff, to test whether the OSSE data (regardless of the data at lower energies) are compatible with its presence. We find that their theoretical spectrum for the accretion rate of $`\dot{M}=2L_\mathrm{E}/c^2`$ matches well the slope of the average OSSE spectrum at low energies (the histogram in Fig. 2). The Monte-Carlo spectrum can then be very well reproduced by a power law times a step function convolved with a Gaussian (model plabs(step) in XSPEC, with the cutoff energy of 150 keV and the Gaussian width of 35 keV, the solid curve in Fig. 2). We see that the OSSE average spectrum lies well above that model at $`100`$ keV. Quantitatively, the bulk-motion Compton model yields $`\chi ^2/\nu =745/48`$. In comparison, the power-law and eqpair models yield $`\chi ^2/\nu =29/48`$ and $`\chi ^2/\nu =31/44`$, respectively. Thus, the bulk-Compton model is completely ruled out. Further problems with that model are discussed in Zdziarski (2000).

Also, the commonly used phenomenological models of disk blackbody and either a power law or an e-folded power law give very bad fits to our data. The latter yields $`\chi ^2/\nu =263/132`$, $`405/91`$ for VP 619, 813, respectively. In fact, even the thermal part of the VP-813 spectrum is very poorly described by a disk blackbody, with $`\chi ^2/\nu =3450/36`$ for a fit to the 3.5–20 keV PCA data, whereas the same data are well modeled by thermal Comptonization, $`\chi ^2/\nu =22/34`$ (with neither model including a high-energy tail). Thus, we find physical models of the spectra of GRS 1915+105 in terms of thermal and non-thermal Comptonization and (in some cases) Compton reflection to be vastly superior to any other model proposed so far.

## 3 Discussion and Conclusions

We have found that broad-band spectra of GRS 1915+105 in its two main spectral states ($`B`$, $`C`$) are very well fitted by Comptonization of disk blackbody photons in a (hybrid) plasma with both electron heating and acceleration. The presence of strong reflection indicates the plasma is located in coronal regions (possibly magnetic flares) above the disk. This physical model is the same as that fitted to the soft state of Cyg X-1 by G99. Differences in the variability properties of Cyg X-1 and GRS 1915+105 are likely to be due to the disk being stable in the former case and unstable in the latter, most likely due to its much higher $`\dot{M}`$. The corona is unstable in both cases. The Comptonizing medium in the high-$`L`$ state ($`B`$) is Thomson-thick, and it can represent the surface layer of an overheated disk accreting at a super-Eddington rate (Beloborodov 1998). An issue to be addressed by future research is the origin of the hardening of the tail in this state as compared to other ones (Fig. 2). Our model predicts broad annihilation features, although their strength depends on the unknown size of the plasma.

GRS 1915+105 was in the power-law $`\gamma `$-ray state in the classification of Grove et al. (1998) during the 9 OSSE observations. This state usually corresponds to the high/soft X-ray state. Indeed, X-ray spectra observed so far from GRS 1915+105 (Vilhu et al. 2001) are substantially softer than those with $`\mathrm{\Gamma }1.7`$ and a sharp thermal cutoff at $`E100`$ keV, characteristic to the hard state of other black-hole binaries.

We thank P. Coppi and M. Gierliński for their work on the eqpair model, W. N. Johnson for help with the OSSE data reduction, and Ph. Laurent for supplying his Monte Carlo results. This research has been supported by grants from KBN (2P03D00614 and 2P03C00619p1,2), the Foundation for Polish Science (AAZ), and the Swedish Natural Science Research Council and the Anna-Greta and Holger Crafoord Fund (JP). JP and AAZ acknowledge support from the Royal Swedish Academy of Sciences, the Polish Academy of Sciences and the Indian National Science Academy through exchange programs.

TABLE 1
OSSE observations of GRS 1915+105     OSSE Start End Exposurebbfootnotemark:  $`\mathrm{\Gamma }`$ OSSE X-ray X-ray fluxeefootnotemark:  2.2 GHz flux  VPaafootnotemark:  date date \[$`10^5`$ s\]  fluxccfootnotemark:  obs.ddfootnotemark:  \[mCrab\] \[mJy\]    507 1995 Nov 28 Dec 7 2.26 $`3.08_{0.07}^{+0.08}`$ $`18.8_{0.4}^{+0.5}`$     601 1996 Oct 15 Oct 29 7.15 $`3.08_{0.05}^{+0.05}`$ $`14.1_{0.2}^{+0.2}`$ $`\nu \chi \chi \nu \chi `$ 840$`\pm `$330fffootnotemark:    619 1997 May 14 May 20 3.27 $`3.06_{0.06}^{+0.06}`$ $`14.7_{0.4}^{+0.3}`$ $`\alpha \chi \chi \alpha \chi `$ 270$`\pm `$120 33$`\pm `$12fffootnotemark:   720 1998 May 5 May 15 4.20 $`3.00_{0.09}^{+0.09}`$ $`9.5_{0.2}^{+0.3}`$ $`\chi \chi \chi \chi \chi `$ 570$`\pm `$40 91$`\pm `$22  811 1999 Apr 6 Apr 13 2.92 $`3.10_{0.07}^{+0.07}`$ $`14.9_{0.4}^{+0.3}`$ $`\alpha \rho \rho `$ 830$`\pm `$350 11$`\pm `$6  812 1999 Apr 14 Apr 20 2.85 $`2.89_{0.10}^{+0.10}`$ $`9.5_{0.3}^{+0.4}`$ $`\kappa \kappa \kappa \kappa \kappa \kappa `$ 920$`\pm `$270 9$`\pm `$4  813 1999 Apr 21 Apr 27 3.23 $`2.33_{0.27}^{+0.28}`$ $`3.0_{0.3}^{+0.4}`$ $`\gamma `$ 1190$`\pm `$240 10$`\pm `$4  917 2000 Apr 18 Apr 25 1.56 $`3.16_{0.07}^{+0.08}`$ $`19.1_{0.4}^{+0.4}`$ $`\chi \chi \chi \chi \alpha \alpha `$ 430$`\pm `$100 19$`\pm `$7  919 2000 May 9 May 26 3.89 $`2.96_{0.08}^{+0.08}`$ $`11.5_{0.3}^{+0.3}`$ $`\chi \rho \rho \rho \rho \rho \rho \rho \rho `$ 700$`\pm `$90   Sum   29.60 $`3.05_{0.04}^{+0.04}`$ $`12.2_{0.2}^{+0.1}`$

a CGRO Viewing Period.
b Scaled to a single OSSE detector.
c For 50–300 keV in units of $`10^{10}`$ erg cm-2 s-1.
d Pointed RXTE observations with Greek letters giving their variability in the classification of Belloni et al. (2000).
e The RXTE/ASM 2–12 keV flux.
f These errors give the standard deviation of the flux variability.

TABLE 2
Model parameters of the broad-band spectra     OSSE $`N_\mathrm{H}`$ $`kT_{\mathrm{bb}}`$ $`\mathrm{}_\mathrm{h}/\mathrm{}_\mathrm{s}`$ $`\mathrm{}_{\mathrm{nth}}/\mathrm{}_\mathrm{h}`$ $`\mathrm{\Gamma }_{\mathrm{inj}}`$ $`\tau _\mathrm{i}`$ $`\tau `$aafootnotemark:  $`kT`$aafootnotemark:  $`\mathrm{\Omega }/2\pi `$ $`F_{\mathrm{bol}}`$bbfootnotemark:  $`L_{\mathrm{iso}}`$ccfootnotemark:  $`\chi ^2/\nu `$ddfootnotemark:     VP \[$`10^{22}`$ cm-2\] \[keV\]      \[keV\]      619 $`3.2_{0.4}^{+0.3}`$ $`1.37_{0.05}^{+0.05}`$ $`0.48_{0.03}^{+0.03}`$ $`0.23_{0.13}^{+0.31}`$ $`3.0_{0.6}^{+0.8}`$ $`0.26_{0.26}^{+0.34}`$ 0.39 66 $`0.96_{0.26}^{+0.50}`$ 3.5 6.5 91/130  813 $`6.1_{0.4}^{+0.5}`$ $`1.35_{0.02}^{+0.04}`$ $`0.29_{0.01}^{+0.02}`$ $`0.12_{0.01}^{+0.02}`$ $`2.2_{0.2}^{+0.2}`$ $`4.42_{0.06}^{+0.14}`$ 4.43 3.6 0 (fixed) 8.9 17 60/90

a The total optical depth and the electron temperature calculated from energy and pair balance for the best-fit model (i.e., not free parameters).
b The unabsorbed bolometric flux of the model in units of $`10^8`$ erg cm-2 s-1.
c The model luminosity assuming isotropy and a distance of 12.5 kpc in units of $`10^{38}`$ erg s-1.
d The values of $`\chi ^2/\nu <1`$ result here from the assumed systematic errors, and are not due to overmodeling.


text:
# Chiral phase in fermionic measure and the resolution of the strong CP problem

##

At present, a popular approach to anomalies is in the functional integral formalism. Here an integration is carried out over different field configurations. The integrand involves the classical action which possesses all classical symmetries, but the measure of integration may break some of these , and lead to anomalies, which can be calculated if a regularization is employed. The measure of integration over fermions has been extensively studied in connection with chiral anomalies, but as will be demonstrated here, there is still a certain ambiguity left. This ambiguity relates to the case when the fermion mass is non-vanishing, and is practically relevant in the important context of QCD. In the standard model, the parity-violating electroweak sector gives rise to an unknown chiral phase in the quark mass term of QCD, and this has been at the basis of the strong CP problem. The ambiguity in the fermion measure would imply an ambiguity in the amount of CP violation caused by the chiral phase in the fermion mass term. The natural way of fixing the ambiguity makes the CP violation disappear. This is in consonance with the results obtained by explicit regularization of the action, namely the generalized Pauli-Villars regularization  and lattice regularizations . This reconfirms the basic idea behind the solution of the strong CP problem in the more formal framework in which anomalies arise primarily from the measure and the regularization is relegated to the background. Indeed, this investigation was motivated by the fact that the earlier discussions resolving the strong CP problem were restricted to regularized actions and trivial measures, whereas many of the misconceptions that made up the strong CP problem arose in analyses using nontrivial measures instead of regularizations.

For a theory like quantum chromodynamics, with fermions interacting vectorially with gauge fields, the euclidean action may be written as

$`S={\displaystyle \overline{\psi }(\gamma ^\mu D_\mu m)\psi }+S_g,`$ (1)
where $`D`$ is the covariant derivative, hermitian $`\gamma `$-matrices are used and $`S_g`$ stands for the gauge field action. The fermionic integration is supposed to be over $`\psi ,\overline{\psi }`$, but in the context of anomalies, these are conventionally expanded in orthonormal eigenfunctions of $`\gamma ^\mu D_\mu `$ ,

$`\psi ={\displaystyle \underset{n}{}}a_n\varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n\varphi _n^{},`$ (2)
and the expansion coefficients $`a_n,\overline{a}_n`$, which are Grassmann variables, are integrated over. The functional integral is

$`Z={\displaystyle 𝒟A\underset{n}{}𝑑a_n\underset{n}{}𝑑\overline{a}_ne^S}.`$ (3)
A chiral transformation of the fermion fields

$`\psi e^{i\alpha \gamma ^5}\psi ,\overline{\psi }\overline{\psi }e^{i\alpha \gamma ^5},`$ (4)
causes $`a_n,\overline{a}_n`$ to change,

$`a_n`$ $``$ $`{\displaystyle \underset{m}{}}{\displaystyle \varphi _n^{}e^{i\alpha \gamma ^5}\varphi _ma_m},`$
$`\overline{a}_n`$ $``$ $`{\displaystyle \underset{m}{}}\overline{a}_m{\displaystyle \varphi _m^{}e^{i\alpha \gamma ^5}\varphi _n},`$ (5)
and there is a nontrivial Jacobian which can be calculated with an appropriate regularization. It is this Jacobian which is responsible for the axial anomaly in this approach  because the action is chirally invariant when $`m=0`$. When $`m0`$, the divergence of the axial current gets a contribution from the explicit breaking due to this mass in addition to the anomaly.

We are interested here in the situation where the fermion mass term has a chiral phase. Let us write the action as

$`S_\theta ^{}={\displaystyle \overline{\psi }(\gamma ^\mu D_\mu me^{i\theta ^{}\gamma ^5})\psi }+S_g,`$ (6)
where the prime in the symbol $`\theta ^{}`$ is used to distinguish it from the coefficient of the $`F\stackrel{~}{F}`$ term in QCD. The corresponding functional integral will be given by an equation like (3), but what are the corresponding $`a_n,\overline{a}_n`$? One may naïvely follow  and use (2). In the presence of the chiral phase in the mass term, we shall distinguish these expansion coefficients by the superscript 0, writing

$`\psi ={\displaystyle \underset{n}{}}a_n^0\varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n^0\varphi _n^{},`$ (7)
and the functional integral is

$`Z_0={\displaystyle 𝒟A\underset{n}{}𝑑a_n^0\underset{n}{}𝑑\overline{a}_n^0e^{S_\theta ^{}}}.`$ (8)
One may, instead, try to derive a functional integral in the presence of a chiral phase in the fermion mass term from the simple case where there is no such phase. $`S_\theta ^{}`$ is obtained from $`S`$ by a chiral transformation (4) with $`\alpha =\theta ^{}/2`$, so the expansion (2) gets altered to

$`\psi =e^{i\theta ^{}\gamma ^5/2}{\displaystyle \underset{n}{}}a_n^\theta ^{}\varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n^\theta ^{}\varphi _n^{}e^{i\theta ^{}\gamma ^5/2}.`$ (9)
The chiral phase sticking out on the right hand side may look unfamiliar and strange, but it has to be remembered that the basis of expansion is not a priori fixed , and the phase can be thought of as causing a change of basis. Correspondingly

$`Z_\theta ^{}={\displaystyle 𝒟A\underset{n}{}𝑑a_n^\theta ^{}\underset{n}{}𝑑\overline{a}_n^\theta ^{}e^{S_\theta ^{}}}.`$ (10)
This integral is different from the previous one because of the anomaly: A redefinition of the expansion coefficients along the lines of (5), followed by a calculation of the Jacobian can be used to convert $`a_n^\theta ^{},\overline{a}_n^\theta ^{}`$ to $`a_n^0,\overline{a}_n^0`$, but an $`F\stackrel{~}{F}`$ term gets added to the action, showing the difference between $`Z_0,Z_\theta ^{}`$. $`Z_0`$ violates CP, while $`Z_\theta ^{}`$ does not, because it is equivalent to the case with no chiral phase in either action or measure.

This already shows the ambiguity in the fermion measure, but one can be even more general. Note that $`Z_0`$ has been defined by postulating the standard measure in the presence of $`\theta ^{}`$, and $`Z_\theta ^{}`$ has been derived by falling back on the standard measure only in the absence of any chiral phase in the mass term. There is a continuum of possibilities in between: one can start with a mass term having some chiral phase different from zero and $`\theta ^{}`$, and postulate the standard measure in that situation. Then one makes a chiral transformation to reach $`\theta ^{}`$ in the mass term, but this chiral transformation alters the expansion of the fields. Thus, in general,

$`\psi =e^{i\beta \gamma ^5/2}{\displaystyle \underset{n}{}}a_n^\beta \varphi _n,\overline{\psi }={\displaystyle \underset{n}{}}\overline{a}_n^\beta \varphi _n^{}e^{i\beta \gamma ^5/2},`$ (11)
and the functional integral is

$`Z_\beta ={\displaystyle 𝒟A\underset{n}{}𝑑a_n^\beta \underset{n}{}𝑑\overline{a}_n^\beta e^{S_\theta ^{}}}.`$ (12)
Here $`\beta `$ is a real parameter. $`Z_0,Z_\theta ^{}`$ correspond to the special cases $`\beta =0,\theta ^{}`$ respectively. This functional integral depends on $`\beta `$ because of the nontrivial $`\beta `$-dependent Jacobian which would be involved in removing the chiral phase from the expansion by redefining the expansion coefficients: one would get a $`\beta `$-dependent $`F\stackrel{~}{F}`$ term added to the action. This $`\beta `$-dependence in the expansion, which can be converted to a $`\beta `$-dependence in the action, is the ambiguity referred to above.

This new parameter $`\beta `$ may appear unnecessary because it has been overlooked earlier, but it can be nonzero, and if it is, it changes all old discussions of strong CP physics. The standard picture used to be that there are two parameters: one in the chiral phase of the fermion mass term, and the other in the $`F\stackrel{~}{F}`$ term hidden here in $`S_g`$. By chiral transformations one would then try to show that physical quantities depend on the algebraic combination of these two phases. What we are pointing out here is that the measure accommodates a third phase, and it is the algebraic combination of these three phases that is relevant for physics. A third phase also arises if explicit regularizations are used as in  and has the same significance in the context of strong CP physics. It may be recalled that that phase gets fixed by the desire to maintain the classically conserved parity (see below) instead of running into regularization artefacts.

One may ask whether the anomaly depends on the parameter $`\beta `$. It is easy to see that even in the presence of a chiral phase in the expansion as in (11), a chiral transformation (4) leads to the change (5) of the expansion coefficients, and the anomaly is standard.

Can one then choose between the different values of $`\beta `$? A choice is already suggested by the way the alternatives were introduced above. $`Z_0`$ and the more general $`Z_\beta `$ for $`\beta \theta ^{}`$ were obtained by postulating the standard measure in an unknown domain, involving the presence of a chiral phase, while $`Z_\theta ^{}`$, corresponding to $`\beta =\theta ^{}`$ was derived from the standard measure in the known domain where there is no chiral phase, which can probably be trusted more. In view of the conflict, this may be the functional integral to be adopted.

Another way of choosing the parameter $`\beta `$ is through the consideration of parity, as in . As explained there, the classical theory with a chiral phase in the mass term does not violate parity, in spite of appearances to the contrary. One simply has to redefine the parity operation for fermions. As it is, the parity operation for fermions in the absence of a chiral phase in the mass term involves a $`\gamma ^0`$. In the presence of the chiral phase $`\theta ^{}`$, this is altered and the appropriate parity operation is

$`\overline{\psi }(x_0,\stackrel{}{x})`$ $``$ $`\overline{\psi }(x_0,\stackrel{}{x})e^{i\theta ^{}\gamma ^5}\gamma ^0`$
$`\psi (x_0,\stackrel{}{x})`$ $``$ $`\gamma ^0e^{i\theta ^{}\gamma ^5}\psi (x_0,\stackrel{}{x}).`$ (13)
This change is justified by the fact that the changed transformation, together with the standard parity operation for gauge fields, leave $`S_\theta ^{}`$ invariant, except to the extent that there is an $`F\stackrel{~}{F}`$ term in $`S_g`$, which explicitly violates parity. As $`S_\theta ^{}`$ has this symmetry, it is natural to try to see if the fermion measure can be arranged to have the same symmetry. If not, it would be a case of an anomaly. Fortunately, there is no parity anomaly: the measure preserves the symmetry, i.e. the above transformation leaves $`a_n^\beta ,\overline{a}_n^\beta `$ in (11) invariant if and only if $`\beta =\theta ^{}`$. This can be seen by noting that under the parity operation,

$`\varphi _n(x_0,\stackrel{}{x})\gamma ^0\varphi _n(x_0,\stackrel{}{x}),`$ (14)
so that

$`\varphi _n^{}(x_0,\stackrel{}{x})e^{i\beta \gamma ^5/2}`$ $``$ $`\varphi _n^{}(x_0,\stackrel{}{x})e^{i\beta \gamma ^5/2}e^{i\beta \gamma ^5}\gamma ^0,`$
$`e^{i\beta \gamma ^5/2}\varphi _n(x_0,\stackrel{}{x})`$ $``$ $`\gamma ^0e^{i\beta \gamma ^5}e^{i\beta \gamma ^5/2}\varphi _n(x_0,\stackrel{}{x}).`$ (15)
This confirms that one has to take $`\beta =\theta ^{}`$. If one uses $`\beta \theta ^{}`$, and in particular the value zero, one is guilty of violating parity by a deliberate choice of measure when a parity conserving measure is available. Parity violation is then an artefact of the measure.

Unfortunately, the chiral phase $`\theta ^{}`$ in the expansion has been overlooked in the literature and this has caused immense confusion. In particular, if a chiral transformation is carried out to remove $`\theta ^{}`$ from the action, it automatically goes away from the expansion relations connecting the fermion fields with the eigenfunctions of the Dirac operator. No Jacobian needs to be calculated, and no $`F\stackrel{~}{F}`$ term gets generated in the action . This means that the chiral phase has no effect, in agreement with the recent resolution of the strong CP problem  through similar demonstrations that a chiral phase in the quark mass term does not violate CP. It is of interest to note that in all cases a chiral phase had to be identified to absorb the chiral phase in the mass term. In the other cases, this absorbing chiral phase appeared in the regulators, while in the present one it appears in the expansion or equivalently in the measure.

The problem studied here arose out of discussions with Haridas Banerjee on the strong CP problem.


text:
# Shear Viscosity of Strongly Coupled 𝒩=4 Supersymmetric Yang-Mills Plasma

\[

## Abstract

Using the anti–de Sitter/conformal field theory correspondence, we relate the shear viscosity $`\eta `$ of the finite-temperature $`𝒩=4`$ supersymmetric Yang-Mills theory in the large $`N`$, strong-coupling regime with the absorption cross section of low-energy gravitons by a near-extremal black three-brane. We show that in the limit of zero frequency this cross section coincides with the area of the horizon. From this result we find $`\eta =\frac{\pi }{8}N^2T^3`$. We conjecture that for finite ’t Hooft coupling $`g_{\mathrm{YM}}^2N`$ the shear viscosity is $`\eta =f(g_{\mathrm{YM}}^2N)N^2T^3`$, where $`f(x)`$ is a monotonic function that decreases from $`𝒪(x^2\mathrm{ln}^1(1/x))`$ at small $`x`$ to $`\pi /8`$ when $`x\mathrm{}`$.

preprint: CU-TP-xxx
\]

Introduction.—At finite temperatures, the large distance, long time behavior of gauge theories is described, as in any other fluid, by a hydrodynamic theory . To write down the hydrodynamic equations one has to know the thermodynamics (i.e., the equation of state) of the medium, as well as the transport coefficients: the shear and the bulk viscosities, the electrical conductivity \[in the presence of a U(1) gauge group\], and the diffusion constants (in the presence of conserved global charges). Knowledge of these quantities in hot gauge theories is crucial for numerous applications, the most notable of which belong to the physics of the electroweak phase transition in the early Universe  and of the quark-gluon plasma possibly created in heavy-ion collisions .

When the gauge coupling is small (which requires, in the case of QCD, temperatures much larger than the confinement scale), both the equation of state and the transport coefficients are calculable perturbatively. At strong coupling (i.e., at temperatures not much larger than the confinement scale), thermodynamics can be found nonperturbatively by lattice simulations, but transport coefficients are beyond the reach of all current numerical techniques. This situation is very unfortunate, since the quark-gluon plasma one hopes to create in heavy-ion experiments has relatively low temperature at which the perturbation theory works very poorly.

Lacking methods to reliably compute the transport coefficients of finite-temperature QCD, one should try to gain insight into models where these coefficients can be computed nonperturbatively. Recently, powerful techniques based on the anti–de Sitter/conformal field theory (AdS/CFT) correspondence have been developed, establishing, in particular, the connection between the $`𝒩=4`$ supersymmetric Yang-Mills (SYM) theory in the large coupling, large $`N`$ limit and classical ten-dimensional gravity on the background of black three-branes . This allows one to perform analytical calculations in a strongly coupled four-dimensional gauge theory.

In this Letter, we compute the shear viscosity $`\eta `$ of the strongly coupled finite-temperature $`𝒩=4`$ SYM theory (the bulk viscosity of this theory vanishes due to scale invariance). We first relate, using previously known results from the AdS/CFT correspondence, the shear viscosity with the absorption cross section of low-energy gravitons falling perpendicularly onto near-extremal black three-branes. We further show that this cross section is equal to the the area of the horizon, in a way very similar to the case of black holes . These facts provide enough information for us to find that $`\eta =\frac{\pi }{8}N^2T^3`$, provided both the ’t Hooft coupling and $`N`$ are large. Remarkably, the shear viscosity approaches a constant value in the large ’t Hooft coupling limit, and this value is related to the area of the horizon of the black brane.

The viscosity.—To start our discussion, we briefly review the notion of viscosity in the context of finite-temperature field theory. Consider a plasma slightly out of equilibrium, so that there is local thermal equilibrium everywhere but the temperature and the mean velocity slowly vary in space. We define, at any point, the local rest frame as the one where the three-momentum density vanishes: $`T_{0i}=0`$. The stress tensor, in this frame, is given by the constitutive relation,

$`T_{ij}`$ $`=`$ $`\delta _{ij}p\eta \left(_iu_j+_ju_i{\displaystyle \frac{2}{3}}\delta _{ij}_ku_k\right)`$ (2)
$`\zeta \delta _{ij}_ku_k,`$
where $`u_i`$ is the flow velocity, $`p`$ is the pressure, and $`\eta `$ and $`\zeta `$ are, by definition, the shear and bulk viscosities respectively. In conformal field theories like the $`𝒩=4`$ SYM theory, the energy momentum tensor is traceless, $`T_{}^{\mu }{}_{\mu }{}^{}=0`$, so $`\epsilon T_{00}=3p`$ and the bulk viscosity vanishes identically, $`\zeta =0`$.

All kinetic coefficients can be expressed, through Kubo relations, as the correlation functions of the corresponding currents . For the shear viscosity, the correlator is that of the stress tensor,

$`\eta `$ $`=`$ $`\underset{\omega 0}{lim}{\displaystyle \frac{1}{2\omega }}{\displaystyle 𝑑t𝑑𝐱e^{i\omega t}[T_{xy}(t,𝐱),T_{xy}(0,0)]}`$ (3)
$`=`$ $`\underset{\omega 0}{lim}{\displaystyle \frac{1}{2\omega i}}[G_\mathrm{A}(\omega )G_\mathrm{R}(\omega )],`$ (4)
where the average $`\mathrm{}`$ is taken in the equilibrium thermal ensemble, and $`G_\mathrm{A}`$ and $`G_\mathrm{R}`$ are the advanced and retarded Green functions of $`T_{xy}`$, respectively. In Eq. (4), the Green functions are computed at zero spatial momentum. Though Eq. (4) can, in principle, be used to compute the viscosity in weakly coupled field theories, this direct method is usually very cumbersome, since it requires resummation of an infinite series of Feynman graphs. This calculation has been explicitly carried out only for scalar theories . A more practical method is to use the kinetic Boltzmann equation, which gives the same results as the diagrammatic approach .

For gauge theories at weak coupling, $`g^2N1`$, where throughout this paper $`gg_{\mathrm{YM}}`$ is the gauge coupling, the shear viscosity has the following parametric behavior,

$$\eta =C\frac{N^2T^3}{(g^2N)^2\mathrm{ln}(1/g^2N)}.$$
(5)
Basically, $`\eta `$ is proportional to the product of the energy density $`\epsilon N^2T^4`$ and the transport mean free time $`\tau [(g^2N)^2\mathrm{ln}(1/g^2N)T]^1`$. The numerical coefficient $`C`$ in Eq. (5), in principle, can be computed by solving the linearized Boltzmann equation .

The relation to graviton absorption.—The key observation underlying this work is that the right hand side of the Kubo formula (4) is known to be proportional to the classical absorption cross section of gravitons by black three-branes . For completeness, we recall here the basic argument leading to this correspondence. Consider, in type IIB string theory, a configuration of $`N`$ D3-branes stacked on top of each other. The low-energy theory living on the branes is the $`𝒩=4`$ U($`N`$) SYM theory. On the other hand, if $`N`$ is large, the stack of D3-branes has large tension, which curves space-time. In the limit of large ’t Hooft coupling $`g^2N`$, the three-brane geometry has small curvature and can be described by supergravity. Therefore, we have two descriptions of the same physics in terms of strongly coupled gauge theory on the branes and classical gravity on a certain background.

If one sends a graviton to the brane, there is some probability that it will be absorbed. On the gravity side, the absorption cross section can be calculated by solving the wave equation on the background metric. On the gauge theory side, the rate of graviton absorption measures the imaginary part of the stress tensor–stress tensor correlator, since gravitons polarized parallel to the brane are coupled to the stress-energy tensor of the degrees of freedom on the brane. The relation between the absorption cross section $`\sigma (\omega )`$ of a graviton with energy $`\omega `$, polarized parallel to the brane (say, along the $`xy`$ directions) and falling at a right angle on the brane is related to the correlator in field theory as

$$\sigma (\omega )=\frac{\kappa ^2}{\omega }𝑑t𝑑𝐱e^{i\omega t}[T_{xy}(t,𝐱),T_{xy}(0,0)],$$
(6)
where $`\kappa =\sqrt{8\pi G}`$, $`G`$ being the ten-dimensional gravitational constant. The relation (6) has been explicitly verified for zero-temperature field theory (or extremal black branes, in the gravity language) . Such a check is possible because there is a nonrenormalization theorem for the correlator of the stress-energy tensor .

At finite temperature $`T`$, Eq. (6) relates the graviton absorption cross section by a near-extremal black brane having the Hawking temperature equal to $`T`$ with a correlator in the hot SYM theory . Since there is no supersymmetry and no nonrenormalization theorem is known to work at finite temperature, one cannot explicitly verify the relation (6). We instead view Eq. (6) as a prediction of theory. In particular, taking the $`\omega 0`$ limit one can relate $`\sigma (\omega =0)`$ with the shear viscosity of hot SYM plasma,

$$\eta =\frac{1}{2\kappa ^2}\sigma (0).$$
(7)
Equation (7) implies that, for nonextremal black branes, the graviton absorption cross section must not vanish in the limit of zero frequency (in contrast to the extremal case where $`\sigma (\omega )\omega ^3`$ at small $`\omega `$ ), and, by computing the zero-frequency value of $`\sigma `$ one obtains the shear viscosity of the hot SYM plasma. The problem of computing the shear viscosity is now reduced to a problem of classical gravity.

The metric of a nonextremal black three-brane has the form

$`ds^2`$ $`=`$ $`H^{1/2}(r)[f(r)dt^2+d𝐱^2]`$ (9)
$`+H^{1/2}(r)[f^1(r)dr^2+r^2d\mathrm{\Omega }_5^2],`$
where $`H(r)=1+R^4/r^4`$ and $`f(r)=1r_0^4/r^4`$. The extremal case corresponds to $`r_0=0`$; the limit relevant for us is the near-extremal one, $`r_0R`$. This metric has a horizon at $`r=r_0`$. From the existence of this horizon one should expect $`\sigma (0)`$ to be nonvanishing. Running ahead, we will show, by solving the wave equation on the metric (9), that $`\sigma (0)`$ is equal to the area of the horizon,

$$\sigma (0)=\pi ^3r_0^3R^2$$
(10)
(the numerical coefficient $`\pi ^3`$ is simply the area of the unit five-sphere). Using the formula for the Hawking temperature of the metric (9),

$$T=\frac{r_0}{\pi R^2},$$
(11)
and the relation between $`R`$ and $`N`$ which is obtained by identifying the Arnowitt-Deser-Misner mass per unit volume of the three-brane with the tension of a stack of $`N`$ D3-branes ,

$$R^4=\frac{\kappa N}{2\pi ^{5/2}},$$
(12)
we find the shear viscosity to be

$$\eta =\frac{\pi }{8}N^2T^3.$$
(13)
This is the main result of the paper. Up to a constant, the shear viscosity is equal to the entropy density . Both quantities are proportional to the area of the horizon.

Solution to the radial wave equation.—Now let us show how Eq. (10) is obtained. We have to solve the $`s`$-wave radial equation for a minimally coupled scalar (such as the graviton polarized parallel to the brane), $`_\mu (\sqrt{g}g^{\mu \nu }_\nu \varphi )=0`$. In the metric (9) this equation acquires the form

$$\varphi ^{\prime \prime }+\frac{5r^4r_0^4}{r(r^4r_0^4)}\varphi ^{}+\omega ^2\frac{r^4(r^4+R^4)}{(r^4r_0^4)^2}\varphi =0.$$
(14)
The method we use to solve Eq. (14) is the same matching method that was used in the extremal case . Since ultimately we are interested in the limit $`\omega 0`$, we will assume $`\omega T`$. More details about our method, as well as the solution to the radial equation in the opposite limit $`\omega T`$ and for higher partial waves, can be found in Ref. . Earlier attempts to compute the absorption rate by nonextremal black branes were made in Refs. . As in the extremal case, we search for the solution in several regions and match the result wherever the regions overlap. Let us go from small $`r`$ to large $`r`$, starting from the horizon $`r=r_0`$. The first region is the one just outside the horizon: $`r>r_0`$, $`rr_0r_0`$. In this case Eq. (14) has the form

$$\varphi ^{\prime \prime }+\frac{\varphi ^{}}{rr_0}+\frac{\lambda ^2}{16}\frac{\varphi }{(rr_0)^2}=0,$$
(15)
where $`\lambda =\omega /(\pi T)1`$. The solution to Eq. (15) is

$$\varphi =A\left(1\frac{r_0}{r}\right)^{i\lambda /4},$$
(16)
where we have chosen the sign of the exponent so that the solution corresponds to an incoming wave at the horizon. When $`\lambda `$ is small, (16) is basically a constant, $`A`$, except for an exponentially small region near $`r_0`$. In the next region, $`r_0<r\omega ^1`$ (excluding $`r`$ exponentially closed to $`r_0`$), the term proportional to $`\omega ^2`$ in the left-hand side of Eq. (14) can be dropped. Indeed,

$$\omega ^2r^8(r^4r_0^4)^2(rr_0)^2$$
(17)
due to $`r\omega ^1`$, and

$$\omega ^2r^4R^4(r^4r_0^4)^2(rr_0)^2$$
(18)
since $`\omega Tr_0R^2`$. Equation (14) now has the form

$$\varphi ^{\prime \prime }+\frac{5r^4r_0^4}{r(r^4r_0^4)}\varphi ^{}=0,$$
(19)
which possesses a trivial solution,

$$\varphi =A,$$
(20)
which matches smoothly with Eq. (16). Finally, in the outermost region, $`rRr_0`$, Eq. (14) is simplified to

$$\frac{d^2\varphi }{dr^2}+\frac{5}{r}\frac{d\varphi }{dr}+\omega ^2\varphi =0,$$
(21)
which can be solved in terms of the Bessel functions,

$$\varphi (r)=\alpha \frac{J_2(\omega r)}{(\omega r)^2}+\beta \frac{Y_2(\omega r)}{(\omega r)^2},rR.$$
(22)
The regimes of validity of Eq. (20), $`r_0<r\omega ^1`$, and of Eq. (22), $`rR`$, has an overlap since $`\omega ^1R`$ (this is the consequence of $`Rr_0`$ and $`\omega T`$). In order for Eq. (22) to match with Eq. (20) in the overlapping region, one should require

$$\alpha =8A,\beta =0.$$
(23)
The field at large distances can be decomposed into an incoming wave and an outgoing wave,

$$\varphi (r)=4A\left[\frac{H_2^{(1)}(\omega r)}{(\omega r)^2}+\frac{H_2^{(2)}(\omega r)}{(\omega r)^2}\right].$$
(24)
The absorption probability $`P`$ is the ratio of the flux at $`r=r_0`$ from Eq. (16) and the flux from the incoming wave in Eq. (24). We find

$$P=\frac{\pi }{32}\omega ^5r_0^3R^2.$$
(25)
Since the absorption cross section $`\sigma `$ is related to $`P`$ by

$$\sigma =\frac{32\pi ^2}{\omega ^5}P,$$
(26)
we arrive to Eq. (10), which coincides with the area of the horizon. This is very similar to the universal result for black holes .

Notice that in deriving Eq. (10) we require $`\omega `$ to be much smaller than the Hawking temperature. The absorption cross section will deviate substantially from the zero-frequency limit if $`\omega `$ is of order $`T`$. In particular, the next correction to Eq. (10) is of order $`\omega ^2/T^2`$ with a computable coefficient .

Discussion.—We have shown that the shear viscosity can be computed in the strongly coupled $`𝒩=4`$ SYM theory from the AdS/CFT correspondence. Now let us try to interpret the result (13). The power of $`T`$ in $`\eta `$ is completely fixed by the dimensionality of $`\eta `$ and the scale invariance of the theory. The factor $`N^2`$ apparently comes from the number of degrees of freedom in the plasma. It is remarkable that the shear viscosity approaches a constant value as one sends the ’t Hooft coupling to infinity. From the relation $`\eta \epsilon \tau `$, one can interpret this behavior as the indication that the “relaxation time” $`\tau `$ remains of order $`T^1`$ (but not much smaller) in the strong coupling limit. Since the inverse relaxation time is comparable to the energy per degree of freedom, the strongly coupled plasma cannot be viewed as a collection of particles, and the formula $`\eta \epsilon \tau `$ does not applies in the strict sense. However, one should expect that the counting of the powers of $`N`$ still works. This counting, combined with the expressions for $`\eta `$ is the weak-coupling \[Eq. (5)\] and strong-coupling \[Eq. (13)\] limits, suggests that for finite ’t Hooft coupling $`g^2N`$ the shear viscosity has the form

$$\eta =f(g^2N)N^2T^3,$$
(27)
where $`f(x)x^2\mathrm{ln}^1(1/x)`$ when $`x1`$ and $`f(x)=\pi /8`$ when $`x1`$. It is most likely that $`f(x)`$ is a monotonic function of $`x`$. One way to verify this conjecture is to compute the $`𝒪(1/g^2N)`$ correction to $`\eta `$ in the strong coupling limit. If $`f(x)`$ is monotonic, then this correction must be positive. This is analogous to the behavior of the free energy , except that at small coupling $`\eta \mathrm{}`$, while the free energy remains finite.

Recalling that $`\sigma (\omega )`$ deviates substantially from $`\sigma (0)`$ when $`\omega T`$, we see that the hydrodynamic theory can describe processes occuring during times much larger than $`T^1`$, but breaks down for those whose typical time scale is of order or less than $`T^1`$. One also should expect hydrodynamics to work at spatial distances much larger than $`T^1`$, but not at distances of order or less than $`T^1`$. This is consistent with $`T^1`$ playing the role of the relaxation time in the limit $`g^2N\mathrm{}`$. There is apparently no separation of scales in the strong coupling regime that would make a kinetic description possible: $`T^1`$ is the only time/length scale. Thus, the viscosity $`\eta `$ cannot be computed from a Boltzmann-type equation.

In this paper, we have confined our attention to the most important transport coefficient — the shear viscosity. As mentioned above, the bulk viscosity vanishes identically due to the exact scale invariance of the $`𝒩=4`$ SYM theory. It would be useful to compute other transport coefficients in this theory (for example, the diffusion constant of the $`R`$ charges) at strong coupling using the AdS/CFT correspondence.

We thank M. Porrati for discussions. G.P. is supported, in part, by the Fondazione A. Della Riccia. D.T.S. thank RIKEN, Brookhaven National Laboratory, and U.S. Department of Energy \[DE-AC02-98CH10886\] for providing the facilities essential for the completion of this work. The work of D.T.S is supported, in part, by a DOE OJI grant.


text:
# On methods for extracting exact non-perturbative results in non-supersymmetric gauge theories

## Acknowledgements

I am grateful to many colleagues for conversations, including A. Hanany, V. Kazakov, M. Luty, M. Schmaltz, and E. Silverstein. This work was supported by Department of Energy grant DE-FG02-95ER40893.


text:
# References

Neutrino oscillations is one of the most interesting phenomena under investigation in high-energy physics. It gives information on neutrino masses and mixing, that are fundamental ingredients for the understanding of the Standard Model and its possible extensions.

The theory of neutrino oscillations has been studied by many authors, starting from Pontecorvo’s pioneering works , going through the classical works of the 70’s  and the introduction of the wave packet description , continuing until today with several new developments (see  and references therein).

In neutrino oscillation experiments flavor neutrinos, produced and detected in weak interaction processes, are described by the flavor states $`|\nu _\alpha `$, with $`\alpha =e,\mu ,\tau `$, which are superpositions of the states of neutrinos with definite mass (see  and references therein):

$$|\nu _\alpha =\underset{k}{}U_{\alpha k}^{}|\nu _k,$$
(1)
where $`U`$ is the mixing matrix of the neutrino fields ($`\nu _\alpha =_kU_{\alpha k}\nu _k`$) and the index $`k=1,2,\mathrm{}`$ labels the neutrino with mass $`m_k`$. Neutrino oscillations are due to the different phase velocities of different massive neutrinos, leading to the transition probability

$$P_{\nu _\alpha \nu _\beta }(L,T)=\left|\underset{k}{}U_{\alpha k}^{}e^{ip_kLiE_kT}U_{\beta k}\right|^2,$$
(2)
where $`p_k`$ and $`E_k`$ are the momentum and energy of the neutrino with mass $`m_k`$ and $`L`$ and $`T`$ are the space and time intervals between neutrino production and detection. An important characteristic of the transition probability (2) is its manifest Lorentz invariance. Indeed, different observers must measure the same flavor transition probability.

One of the problems under debate is the determination of the mass dependence of the momenta and energies, $`p_k`$, $`E_k`$, of massive neutrinos in the transition probability (2). In the classical works of the 70’s  it was assumed that the massive neutrinos have a common momentum, $`p_k=p`$, and different energies given by

$$E_k=\sqrt{p^2+m_k^2}p+\frac{m_k^2}{2p}.$$
(3)
The approximation is due to the extreme relativistic character of detectable neutrinos, which implies also that $`TL`$, leading to the standard expression

$$P_{\nu _\alpha \nu _\beta }(L)=\underset{k}{}|U_{\alpha k}|^2|U_{\beta k}|^2+2\mathrm{R}\mathrm{e}\underset{k>j}{}U_{\alpha k}^{}U_{\beta k}U_{\alpha j}U_{\beta j}^{}\mathrm{exp}\left[i\frac{\mathrm{\Delta }m_{kj}^2}{2p}L\right],$$
(4)
for the probability of $`\nu _\alpha \nu _\beta `$ transitions as a function of the source-detector distance $`L`$ measured in real experiments. Here $`\mathrm{\Delta }m_{kj}^2m_k^2m_j^2`$.

As discussed in  and references therein, formally it is possible to derive the transition probability (4) also assuming that the massive neutrinos have a common energy. This assumption has the advantage to avoid the approximation $`TL`$ in the derivation of the transition probability (4) as a function of the distance $`L`$ from the probability (2), which depends also on the time interval $`T`$ that is not measured in oscillation experiments.

However, it is well known  that the assumption of equal momentum or equal energy is not necessary for the derivation of the neutrino oscillation probability (4), and actually it may be incompatible with energy-momentum conservation in the process in which neutrinos are produced. In general energy-momentum conservation in the production process implies that different massive neutrinos have different momenta, $`p_k`$, as well as different energies, $`E_k`$, related by the relativistic dispersion relation

$$E_k^2=p_k^2+m_k^2.$$
(5)
Nevertheless, some authors  claim that there is one correct assumption: equal energy.

Here we present a simple argument that shows that the equal energy assumption, as well as the equal momentum assumption, in general do not correspond to reality: Lorentz invariance implies that even if different massive neutrinos have the same energy (momentum) in one Lorentz frame, they have different energies (momenta) in all the other frames boosted along the neutrino propagation path.

Indeed, let us assume for example that in a Lorentz frame $`S`$ different massive neutrinos have the same energy:

$$E_k=E,$$
(6)
independent from the mass index $`k`$. In this frame the momenta of the massive neutrinos are given by

$$p_k=\sqrt{E^2m_k^2}E\frac{m_k^2}{2E}.$$
(7)
Therefore $`E`$ is the momentum of a massless neutrino, equal to its energy. Since in oscillation experiments neutrinos propagate along a macroscopic distance between production and detection, we will consider in the following only one spatial direction along the neutrino path.

In another Lorentz frame $`S^{}`$ with velocity $`v`$ with respect to $`S`$ along the neutrino path the energy of the $`k^{\mathrm{th}}`$ massive neutrino is

$$E_k^{}=\sqrt{\frac{1+v}{1v}}E\frac{v}{\sqrt{1v^2}}\frac{m_k^2}{2E}=E^{}\frac{v}{1v}\frac{m_k^2}{2E^{}},$$
(8)
where

$$E^{}=\sqrt{\frac{1+v}{1v}}E$$
(9)
is the energy of a massless neutrino in $`S^{}`$. The difference between the energies of the $`k^{\mathrm{th}}`$ and $`j^{\mathrm{th}}`$ massive neutrinos is

$$\mathrm{\Delta }E_{kj}^{}E_k^{}E_j^{}=\frac{v}{1v}\frac{\mathrm{\Delta }m_{kj}^2}{2E^{}}.$$
(10)
For relativistic velocities ($`v0.11`$), the energy difference is of the same order as the momentum difference,

$$\mathrm{\Delta }p_{kj}^{}p_k^{}p_j^{}=\frac{1}{1v}\frac{\mathrm{\Delta }m_{kj}^2}{2E^{}}.$$
(11)
Therefore, it is clear that in the Lorentz frame $`S^{}`$ the energies of different massive neutrinos are different and the equal energy assumption is untenable.

For example, let us consider the simple case of pion decay,

$$\pi ^+\mu ^++\nu _\mu .$$
(12)
For the sake of illustration, let us consider the equal energy assumption to be valid for pion decay at rest, even if this assumption is incompatible with energy-momentum conservation . Then $`S`$ is the Lorentz frame in which the pion is at rest.

Many experiments measure the oscillations of neutrinos produced by pion decay in flight. These are short and long baseline accelerator experiments and atmospheric neutrino experiments (see  for a review). The energy of the pions goes from a few hundred MeV (for example in the short baseline accelerator experiment LSND ) to hundreds of GeV (for example in the upward-going events measured in the Super-Kamiokande atmospheric neutrino experiment ).

It is clear that even if the equal energy assumption is valid for pion decay at rest, it cannot be valid even approximately in the case of short and long baseline accelerator experiments and atmospheric neutrino experiments. Indeed, considering for example a neutrino emitted in the forward direction by a pion decaying in flight with energy $`E_\pi 200\mathrm{MeV}`$, the laboratory frame $`S^{}`$ is boosted with respect to the frame $`S`$ in which the pion is at rest by a velocity $`v0.71`$, which gives

$$\frac{v}{1v}2.4,\frac{1}{1v}3.4.$$
(13)
From Eqs.(10) and (11) one can see that the energy and momentum difference between different massive neutrinos is of the same order of magnitude. Obviously, increasing the pion energy, the energy and momentum differences increase and tend to the same limit.

Let us emphasize that one would obtain the same result choosing another Lorentz frame in which the energies of different massive neutrinos are assumed to be equal: from Lorentz invariance the equal energy assumption cannot be simultaneously valid for all neutrino oscillation experiments in which neutrinos are produced by pion decay and it cannot be even valid in one experiment in which the decaying pion have a spectrum of energies (as always happens in practice).

Another obvious problem of the equal energy assumption, as well as the equal momentum assumption, is the arbitrariness of the choice of the Lorentz frame in which it is valid, which is not based on any physical argument.

Let us discuss now the effect of energy-momentum conservation in the production process on the energies and momenta of different massive neutrinos. In the wave-packet description of neutrino oscillations energy-momentum conservation in the production process is compatible with the localization in space and time of the production process . For example, in pion decay the pion is described by a localized wave packet. The average energy and momentum of the pion wave packet determines the average energies and momenta of the different massive neutrinos through energy-momentum conservation and the size of the pion wave packet determines the sizes of the neutrino wave packets.

Since all detectable neutrinos are extremely relativistic, only the first order approximation in the mass contribution to the energies and momenta of the different massive neutrinos is relevant. At zeroth order in the mass contribution all neutrino masses are considered negligible and all energies and momenta of massive neutrinos in a Lorentz frame $`S`$ are equal: $`p_k=E_k=E`$. The value of $`E`$ is determined by energy-momentum conservation in the production process. For example, in pion decay at rest $`E=\frac{m_\pi }{2}\left(1\frac{m_\mu ^2}{m_\pi ^2}\right)30\mathrm{MeV}`$.

Since the energy $`E_k`$ and momentum $`p_k`$ of the $`k^{\mathrm{th}}`$ massive neutrino are related by the relativistic dispersion relation (5), the first order corrections to the equalities $`p_k=E_k=E`$ depend on the square of the neutrino mass. In general, energy-momentum conservation in a Lorentz frame $`S`$ implies that

$$p_kE\xi \frac{m_k^2}{2E},$$
(14)
where $`\xi `$ is a quantity that depends on the production process. For example, in pion decay at rest $`\xi =\frac{1}{2}\left(1+\frac{m_\mu ^2}{m_\pi ^2}\right)0.8`$. From the relativistic approximation of the energy-momentum dispersion relation (5), the energy $`E_k`$ of the $`k^{\mathrm{th}}`$ massive neutrino is given by

$$E_kE+\left(1\xi \right)\frac{m_k^2}{2E}.$$
(15)
From Eqs.(14) and (15) it is clear that the equal momentum and equal energy assumptions correspond, respectively, to the special cases $`\xi =0`$ and $`\xi =1`$. However, it is important to remember that $`\xi `$ is determined by energy-momentum conservation in the production process and in general its value is different from 0 or 1, as we have seen in the case of pion decay at rest.

Let us consider now a Lorentz frame $`S^{}`$ boosted by a velocity $`v`$ along the neutrino propagation path. The energies and momenta of the massive neutrinos in the frame $`S^{}`$ can be written as

$$E_k^{}E^{}+\left(1\xi ^{}\right)\frac{m_k^2}{2E^{}},p_k^{}E^{}\xi ^{}\frac{m_k^2}{2E^{}},$$
(16)
with $`E^{}`$ given by Eq. (9) and

$$\xi ^{}=\frac{\left(1+v\right)\xi v}{1v}.$$
(17)
In general different massive neutrinos have different energies and momenta also in the Lorentz frame $`S^{}`$, but it may be possible to find a frame in which the equal energy assumption corresponds to reality,

$$\xi ^{}=1v=\frac{1\xi }{\xi },$$
(18)
or another frame in which the equal momentum assumption corresponds to reality,

$$\xi ^{}=0v=\frac{\xi }{1\xi },$$
(19)
Since $`|v|<1`$, for a given process, which determines the value of $`\xi `$, only one of Eqs. (18) or (19) can be satisfied. A frame in which the equal energy assumption corresponds to reality exists if $`\xi >1/2`$, whereas a frame in which the equal momentum assumption corresponds to reality exists if $`\xi <1/2`$. From Eq. (17) one can see that, consistently, if $`\xi >1/2`$, also $`\xi ^{}>1/2`$ in any frame and if $`\xi <1/2`$, also $`\xi ^{}<1/2`$ in any frame ($`\xi =1/2`$ implies $`\xi ^{}=1/2`$ in any frame).

It is remarkable that if there is a Lorentz frame in which the condition (18) is satisfied, in this frame all massive neutrinos have the same energy, whatever their number. Similarly, if there is a Lorentz frame in which the condition (19) is satisfied, in this frame all massive neutrinos have the same momentum. This is due to the first order relativistic approximations (14) and (15) and to the linearity of Lorentz transformations, that imply a similar expression for $`p_k`$ and $`E_k`$ in any frame (confront Eq. (16) with Eqs. (14) and (15)).

In the case of pion decay at rest, we have seen that $`\xi 0.8`$. Therefore there is no frame in which the equal momentum assumption corresponds to reality, whereas for neutrinos produced in the forward direction in the decay of pions with velocity $`v0.25`$ and energy $`E_\pi ^{}145\mathrm{MeV}`$, the equal energy assumption corresponds to reality.

The non-existence of a frame in which the equal momentum assumption corresponds to reality and the existence of a frame in which the equal energy assumption corresponds to reality is a property of all two body decay processes in which neutrinos are produced. Indeed in the general two body decay process

$$A^+\alpha ^++\nu _\alpha (\alpha =e,\mu ,\tau )$$
(20)
at rest, $`\xi `$ is given by

$$\xi =\frac{1}{2}\left(1+\frac{m_\alpha ^2}{m_A^2}\right)>\frac{1}{2},$$
(21)
where $`m_A`$ and $`m_\alpha `$ are, respectively, the masses of the decaying particle $`A`$ and of the charged lepton $`\alpha `$. All massive neutrinos have equal energy in the Lorentz frame where the initial particle $`A`$ has velocity and energy given by

$$v=\frac{m_A^2m_\alpha ^2}{m_A^2+m_\alpha ^2},E_A^{}=m_A+\frac{\left(m_Am_\alpha \right)^2}{2m_\alpha }.$$
(22)
In conclusion, we have shown that Lorentz invariance implies that in general flavor neutrinos in oscillation experiments are superpositions of massive neutrinos with different momenta and energies. For each production process (unless $`\xi =1/2`$), there is either a Lorentz frame in which the different massive neutrinos have equal energy or a Lorentz frame in which they have equal momentum. In the case of neutrinos produced in two-body decays there is a Lorentz frame in which the different massive neutrinos have equal energy. However, let us emphasize that such a frame does not have any other attractive property and is not useful in the calculation of the flavor transition probability, because in general it does not correspond to the laboratory frame and depends on the energy of the decaying particle, that usually is not monochromatic.