text:
# 1 Introduction and notation

## 1 Introduction and notation

The observed atmospheric  and solar  neutrino deficits suggest that neutrinos have small but non-zero masses. These can be elegantly explained via the see-saw  mechanism, where the left-handed neutrinos of the Standard Model get a small mass from their small mixing with the heavy right-handed singlet neutrinos. Unfortunately, the new physics appears at a very high energy scale, not directly accessible to experiment, which makes it difficult to constrain the see-saw parameters. Motivated by this, we will construct an alternative parameter space, in terms of quantities measurable (in principle) at low energies, where the experimental constraints can be readily imposed.

We consider the supersymmetric see-saw for two reasons: first, supersymmetry stabilizes the Higgs mass against the dangerous quadratic divergences that appear due to the presence of heavy particles (and in the context of the see-saw mechanism, we know that there are at least three heavy particles, namely, the right-handed neutrinos). Second, the presence of sleptons in the spectrum of the theory is crucial to our derivation, because one of our low-energy inputs is the slepton mass matrix.

The leptonic part of the superpotential reads

$`W_{lep}=e_{R}^{c}{}_{}{}^{T}𝐘_𝐞LH_1+\nu _{R}^{c}{}_{}{}^{T}𝐘_\nu LH_2{\displaystyle \frac{1}{2}}\nu _{R}^{c}{}_{}{}^{T}\nu _R^c,`$ (1)
where $`L_i`$ and $`e_{Ri}`$ ($`i=e,\mu ,\tau `$) are the left-handed lepton doublet and the right-handed charged-lepton singlet, respectively, and $`H_1`$ ($`H_2`$) is the hypercharge $`1/2`$ ($`+1/2`$) Higgs doublet. $`𝐘_𝐞`$ and $`𝐘_\nu `$ are the Yukawa couplings that give masses to the charged leptons and generate the neutrino Dirac mass, and $``$ is a $`3\times 3`$ Majorana mass matrix that does not break the SM gauge symmetry. We do not make any assumptions about the structure of the matrices in eq.(1), but consider the most general case. Then, it can be proved that the number of independent physical parameters is 21: 15 real parameters and 6 complex phases .

It is natural to assume that the overall scale of $``$, denoted by $`M`$, is much larger than the electroweak scale or any soft mass. Therefore, at low energies the right-handed neutrinos are decoupled and the corresponding effective Lagrangian reads

$`\delta _{lep}=e_{R}^{c}{}_{}{}^{T}𝐘_𝐞LH_1{\displaystyle \frac{1}{2}}(𝐘_\nu LH_2)^T^1(𝐘_\nu LH_2)+\mathrm{h}.\mathrm{c}.,`$ (2)
After the electroweak symmetry breaking, the left-handed neutrinos acquire a Majorana mass, given by

$`_\nu =𝐦_{𝐃}^{}{}_{}{}^{T}^1𝐦_𝐃=𝐘_{\nu }^{}{}_{}{}^{T}^1𝐘_\nu H_2^0^2,`$ (3)
suppressed with respect to the typical fermion masses by the inverse power of the large scale $`M`$. In what follows, it will be convenient to extract the Higgs VEV by defining

$`\kappa =_\nu /H_2^0^2=𝐘_{\nu }^{}{}_{}{}^{T}^1𝐘_\nu ,`$ (4)
where $`H_2^0^2=v_2^2=v^2\mathrm{sin}^2\beta `$ and $`v=174`$ GeV. Working in the flavour basis in which the charged-lepton Yukawa matrix, $`𝐘_𝐞`$, and the gauge interactions are flavour-diagonal, the $`\kappa `$ matrix can be diagonalized by the MNS  matrix $`U`$ according to

$$U^T\kappa U=\mathrm{d}iag(\kappa _1,\kappa _2,\kappa _3)D_\kappa ,$$
(5)
where $`U`$ is a unitary matrix that relates flavour to mass eigenstates

$`\left(\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right)=U\left(\begin{array}{c}\nu _1\\ \nu _2\\ \nu _3\end{array}\right),`$ (6)
and the $`\kappa _i`$ can be chosen real and positive. $`U`$ can be written as

$`U=V\mathrm{d}iag(e^{i\varphi /2},e^{i\varphi ^{}/2},1),`$ (7)
where $`\varphi `$ and $`\varphi ^{}`$ are CP violating phases (if different from $`0`$ or $`\pi `$) and $`V`$ has the ordinary form of the CKM matrix

$$V=\left(\begin{array}{ccc}c_{13}c_{12}& c_{13}s_{12}& s_{13}e^{i\delta }\\ c_{23}s_{12}s_{23}s_{13}c_{12}e^{i\delta }& c_{23}c_{12}s_{23}s_{13}s_{12}e^{i\delta }& s_{23}c_{13}\\ s_{23}s_{12}c_{23}s_{13}c_{12}e^{i\delta }& s_{23}c_{12}c_{23}s_{13}s_{12}e^{i\delta }& c_{23}c_{13}\end{array}\right).$$
(8)
The $`\kappa `$ matrix, eq.(4), is at the moment our only experimental hint about the high energy physics that generates the neutrino masses. Unfortunately, it is not enough to reconstruct the whole theory. However, there is a second window onto the high energy physics, apart from the neutrino mass matrix: radiative corrections. Between the GUT scale and the Majorana mass scale, $`M`$, neutrino Yukawa couplings affect the renormalization of the slepton mass matrix through the combination $`𝐘_\nu ^{}𝐘_\nu `$. These contributions can leave signatures at low energies and thus provide additional information about the theory at high energies. With certain assumptions, the information provided by radiative corrections is complementary to that provided by $`\kappa `$, so that in principle it could be possible to reconstruct the complete high energy theory. This is the case if the soft masses are universal at the high scale $`M_X`$, and if the most significant contributions to the slepton RGEs come from the supersymmetric SM with right-handed neutrinos.

There are many papers constraining the seesaw parameter space, so we would like to situate our work among this literature. Present measurements of $`\kappa `$ do not determine the matrices $`𝐘_\nu `$ and $``$, so seesaw analyses can be categorized by what they use as inputs. A common approach is to start at the GUT scale, choose theoretically motivated textures for $``$ and the Yukawa matrices, require that they induce a neutrino mass matrix consistent with observations, and then study other low energy predictions of the chosen texture. For recent top-down discussions, see for instance  (about leptogenesis),  (lepton flavour violation) and references therein. A more “bottom-up” approach , is to start from the experimental data on neutrino masses and mixings, and find some particular forms for $`𝐘_\nu `$ and $``$ that reproduce the neutrino data. Some theoretical input is required at the GUT scale, because there are fewer parameters in $`\kappa `$ than there are in $`𝐘_\nu `$ and $``$. One can then study other low energy predictions of the chosen $`𝐘_\nu `$ and $``$. Finally, in  the authors found a parametrization of all the Yukawa couplings compatible with the low energy data, in terms of the masses of the right-handed neutrinos and some unknown parameters. This approach can be considered as “hybrid”, since the parameter space is described both by high energy and low energy quantities. The bottom-up approach to the seesaw which we follow, is to start from present and hypothetical future observations (of Supersymmetry), and try to reconstruct $``$ and $`𝐘_\nu `$. All of our inputs will therefore be at the weak scale.

The paper is organized as follows. In section 2, we present the general procedure to reconstruct the high energy theory from the low energy inputs. It is evident that the more constrained the low energy parameters are, the better we know the high energy parameter space. Therefore, some words on the present and future constraints on the low energy observables are in order. This is done in section 3. Finally, in section 4, we discuss our results and some applications of our procedure.

## 2 General procedure

We take as our weak scale inputs the neutrino mass matrix, related to $`\kappa `$, and

$$P𝐘_\nu ^{}𝐘_\nu .$$
(9)
At this stage, we do not have much information about $`P`$ and we prefer to interpret it as a way to parametrize our ignorance of the high energy physics. However, this parametrization will turn out to be very convenient, because $`P`$ is the combination of Yukawa couplings which enters in the slepton Renormalization Group Equations (RGEs).

Now we turn to the determination of $`𝐘_\nu `$ and $``$ from $`\kappa `$ and $`P`$. We can always choose to work in the basis where the charged lepton mass matrix is diagonal. We can also choose to work in a basis of right-handed neutrinos where $``$ is diagonal

$$=\mathrm{d}iag(_1,_2,_3)D_{},$$
(10)
with $`_i0`$. In this basis, the neutrino Yukawa matrix must be necessarily non-diagonal, but can always be diagonalized by two unitary transformations:

$$𝐘_\nu =V_R^{}D_YV_L.$$
(11)
$`V_L`$ and $`D_Y`$ can be determined from $`P`$, since, using eq. (11),

$`P𝐘_\nu ^{}𝐘_\nu =V_L^{}D_Y^2V_L.`$ (12)
On the other hand, from $`\kappa =𝐘_\nu ^TD_{}^1𝐘_\nu `$ and eq. (11),

$$D_Y^1V_L^{}\kappa V_L^{}D_Y^1=V_R^{}D_{}^1V_R^{},$$
(13)
where the left hand side of this equation is known ($`\kappa `$ is one of our inputs, and $`V_L`$ and $`D_Y`$ were obtained from eq. (12)). Therefore, $`V_R`$ and $`D_{}`$ can also be determined. This shows that, working in the basis where the charged lepton Yukawa coupling, $`𝐘_𝐞`$, the right-handed Majorana mass matrix, $``$, and the gauge interactions are all diagonal, it is possible to determine uniquely the heavy Majorana mass matrix, $``$, and the neutrino Yukawa coupling, $`𝐘_\nu =V_R^{}D_YV_L`$, starting from $`\kappa `$ and $`𝐘_\nu ^{}𝐘_\nu `$. Notice that the see-saw formula, eq. (4), is only valid at the Majorana mass scale and not at low energies, so all the parameters in eqs.(12) and (13) should be understood at $`M`$. Therefore, the observed $`\kappa `$ should be run from the electroweak scale to the Majorana mass scale with the corresponding RGEs 111This seems to require knowing the Majorana mass scale from the beginning, however, in a numerical calculation, $`M`$ can be computed recursively. .

At this point it is worth checking that the number of physical parameters is identical at high and low energies. If we want to reconstruct the whole theory from low energy data, we must have 15 real parameters and 6 complex phases at low energies, and this is actually the case. In the basis we have chosen to work in, $`\kappa `$ contains six real parameters and three complex phases, $`𝐘_𝐞`$ is determined by three real parameters, and $`P`$ contains six real parameters and three complex phases, which add up to 15 real parameters and 6 complex phases. It is not immediately obvious that they are all independent, but we have proved that indeed they are, calculating $`𝐘_\nu `$ and $``$ explicitly from $`\kappa `$ and $`P`$.

Our procedure shows that there is a one to one correspondence between the two following sets of parameters: $`\{𝐘_\nu ,\}`$ and $`\{\kappa ,P\}`$, and we are free to pass from the former to the latter. A region in any of them could be mapped onto the other without loss of information. The mapping $`\{𝐘_\nu ,\}\{\kappa ,P\}`$ corresponds to the common top-down approach that has been extensively used in the literature. Starting from theoretically motivated textures for $`𝐘_\nu `$ and $``$, one can find the corresponding $`\kappa `$ and $`P`$ and then check which of them are consistent with the neutrino data and the bounds on lepton flavour violation.

The inverse mapping, $`\{\kappa ,P\}\{𝐘_\nu ,\}`$, corresponds to a bottom-up approach, which we find appealing both for theoretical and phenomenological reasons. $`\kappa `$ and $`P`$ contain the same information about the see-saw as $``$ and $`𝐘_\nu `$, but $`\kappa `$ is expressed in terms of observable neutrino masses, mixing angles and phases; and $`P`$ can in principle be extracted from renormalization group effects. It is therefore straightforward to restrict $`\kappa `$ and $`P`$ matrix elements to lie within their experimentally allowed ranges. The experimentally allowed $``$ and $`𝐘_\nu `$ can then be reconstructed. Ideally, we would like to shrink the allowed regions for $`\kappa `$ and $`P`$ to a point, and thus determine precisely $``$ and $`𝐘_\nu `$, but as we will see in the next section, this seems far from being attainable. We would like to stress here that the main goal of our paper is to find an alternative (low energy) description of the see-saw parameter space and not to determine $``$ and $`𝐘_\nu `$ from experiments.

This novel parametrization could be applied to the study of the cosmological baryon asymmetry generated from the out-of-equilibrium decay of the $`\nu _R`$s : for certain choices of $`𝐘_\nu `$ and $``$, a sufficiently large lepton asymmetry is produced in the decay of the $`\nu _R`$s, and subsequently reprocessed into a baryon asymmetry by non-perturbative Standard Model B+L violating processes. Starting from $`\kappa `$ and $`P`$, we can readily calculate the implications of experimental measurements for the leptogenesis scenario, and study the dependence of the CP violating asymmetry in $`\nu _R`$ decay 222The generated lepton asymmetry also depends on cosmological parameters, so additional assumptions are required to calculate the baryon asymmetry. on weak scale masses and couplings .

To conclude this section, we would like to compare this result to the quarks, where the $`u_R`$ and the $`u_L`$ share a Dirac mass—there is no undetermined GUT-scale mass. The up quark masses squared are proportional to the eigenvalues of $`𝐘_u^{}𝐘_u`$, which is also the combination that appears in the RGEs. This is in contrast to the neutrino sector, where the light neutrino mass matrix is $`\kappa =𝐘_\nu ^T^1𝐘_\nu `$, and the left-handed slepton RGEs depend on $`P=𝐘_\nu ^{}𝐘_\nu `$. So, the sleptons provide additional information, complementary to the lepton mass matrices. In the neutrino sector, $`\kappa `$, rather than $`𝐘_\nu ^{}𝐘_\nu `$, is directly measurable at the weak scale. $`𝐘_\nu ^{}𝐘_\nu `$ contributes to the renormalization group running from the high energy scale $`M_X`$ to $`_i`$; indeed, it is the high scale input which (in conjunction with $`\kappa `$) allows us to determine $``$.

## 3 Present and future constraints on $`\kappa `$ and $`𝐘_\nu ^{}𝐘_\nu `$

All the matrix elements of $`\kappa `$ are in principle measurable, because they are determined from the light neutrino masses and the angles and phases of the MNS matrix. Three masses, three mixing angles and three phases are required to fully reconstruct $`\kappa `$. Atmospheric neutrino data determine the neutrino mass difference $`|m_3^2m_2^2|`$, and the mixing angle $`\theta _{23}`$. Solar data allow various values for $`m_2^2m_1^2`$ and $`\theta _{12}`$, although present data seem to favour the large angle MSW solution . Also, reactor experiments  constrain $`\theta _{13}`$ to be small. Upcoming and proposed experiments hope to determine the solar solution, and measure the angle $`\theta _{13}`$, the sign of $`m_3^2m_2^2`$, and the $`CP`$ violating phase $`\delta `$ . The overall scale of the neutrino masses could be determined from microwave background and large scale structure observations if $`_im_i\stackrel{>}{_{}}.1`$ eV — alternatively one could take the largest mass to be the largest mass difference. The two remaining “Majorana” phases $`\varphi `$ and $`\varphi ^{}`$ contribute to $`\mathrm{\Delta }L=2`$ neutrino interactions, such as neutrinoless double beta decay , which could measure a combination of $`\varphi `$ and $`\varphi ^{}`$. An additional $`\mathrm{\Delta }L=2`$ process would have to be measured to determine $`\varphi `$ and $`\varphi ^{}`$ separately.

We now turn to constraining $`P`$, which appears in the RGE of the left-handed slepton soft mass matrix, $`𝐦_L^2`$. Since $`P`$ is related to radiative corrections, it is expected that the absolute value of any of its elements is $`\stackrel{<}{_{}}16\pi ^2`$. To further constrain $`P`$, it is necessary to make an ansatz about the high energy physics, and in what follows we make two assumptions. We use the RGEs of the MSSM with right handed neutrinos (see, for example, appendix in ) in running from the high scale $`M_X`$ to $`M`$, and then the RGEs of the MSSM between $`M`$ and $`M_W`$. This means that we neglect the effects of any other new particles between $`M_W`$ and $`M_X`$, and that we are assuming $`M_iM_X`$, so that the large log component of the $`\nu _R`$-induced loops is the most significant part. Secondly, we assume that the slepton soft mass matrices at high energies are proportional to the identity. This is naturally obtained in some well motivated scenarios, for instance, minimal supergravity, dilaton-dominated SUSY breaking or gauge-mediated SUSY breaking. Also, model independent analyses of flavour changing processes suggest approximate universality of the soft terms. In making these assumptions, we are imposing some hypotheses on the high energy theory and thus our approach is not strictly bottom-up. However, these minimal assumptions are made in most top-down analyses, and are a small price to pay for parametrizing the see-saw with low energy data. With these requirements, the low energy left-handed slepton mass matrices read, in the leading-log approximation,

$`\left(m_{\stackrel{~}{\mathrm{}},\stackrel{~}{\nu }}^2\right)_{ij}`$ $``$ $`\left(\mathrm{diagonal}\mathrm{part}\right)_{\stackrel{~}{\mathrm{}},\stackrel{~}{\nu }}{\displaystyle \frac{1}{8\pi ^2}}(3m_0^2+A_0^2)(𝐘_\nu ^{})_{ik}(𝐘_\nu )_{kj}\mathrm{log}{\displaystyle \frac{M_X}{M_k}},`$ (14)
where “diagonal-part” includes the tree level soft mass matrix, the radiative corrections from gauge and charged lepton Yukawa interactions, and the mass contributions from F- and D-terms (that are different for charged sleptons and sneutrinos). The off-diagonal elements in eq. (14) induce rare lepton flavour violating processes, such as $`\mu e\gamma `$. The present upper bounds on their branching ratios can be used to constrain the absolute values of the off-diagonal elements of $`P=𝐘_\nu ^{}𝐘_\nu `$, especially $`|(𝐘_\nu ^{}𝐘_\nu )_{12}|`$, up to a log dependence on the right-handed Majorana masses. For example, model independent analyses obtain $`(m_L^2)_{12}<20\mathrm{GeV}^2`$ for a slepton mass of $`100\mathrm{GeV}`$ , which translates into $`|P_{12}|<6\times 10^3`$. The observation of lepton flavour violating processes would set a lower bound on $`|P_{ij}|`$, $`ij`$, for a certain choice of supersymmetric parameters.

Sparticle production at future colliders offers the possibility of further constraining the left-handed slepton mass matrices and therefore the magnitudes and phases of the elements of $`P`$. The production of sneutrinos and the observation of their decays could determine their masses and couplings to the charged leptons, which would constrain the elements of $`m_L^2`$. The diagonal elements of $`𝐘_\nu ^{}𝐘_\nu `$ contribute to the running of the diagonal elements of the left-handed slepton soft mass matrix, as do the gauge and charged lepton Yukawa couplings. So elements $`P_{ii}`$ that are of order the gauge couplings could be determined from the sneutrino masses.For a hierarchical $`𝐘_\nu ^{}𝐘_\nu `$, this appears difficult even in the case of $`[𝐘_\nu ^{}𝐘_\nu ]_{33}`$, as has been carefully discussed in . In some areas of SUSY parameter space, slepton oscillations and lepton flavour violating slepton decays could determine $`[m_\stackrel{~}{\mathrm{}}^2]_{13}`$ and $`[m_\stackrel{~}{\mathrm{}}^2]_{23}`$ more accurately than rare $`\tau `$ decays.

The matrices $`𝐦_{\stackrel{~}{\mathrm{}},\stackrel{~}{\nu }}^2`$ are hermitian, so their off-diagonal elements are complex. Naively, from sneutrino oscillation experiments one could hope to extract the three phases of $`𝐦_{\stackrel{~}{\nu }}^2`$, however, it is likely that only one combination is measurable. In these experiments, a flavour eigenstate sneutrino could be produced with a lepton of one flavour (say $`e^+`$), oscillate among the different $`\stackrel{~}{\nu }`$ mass eigenstates, and then decay into a lepton of another flavour ($`e.g.\mu ^{}`$). As discussed in , this process only involves one phase, which could be measured (for sneutrino mass differences of order the decay rate) in the asymmetry between the observed number of $`e^+\mu ^{}`$ and $`e^{}\mu ^+`$. The reason why there is only one phase is that the lepton number conserving 333we neglect for the moment the sneutrino “Majorana” mass matrix, appearing in $`[m_{\stackrel{~}{\nu }\stackrel{~}{\nu }}^2]_{ij}\stackrel{~}{\nu }_i\stackrel{~}{\nu }_j+h.c.`$ sneutrino mass matrix $`[𝐦_{\stackrel{~}{\nu }}^2]_{ij}`$ can be diagonalized, in the basis defined after eq. (4), by $`W𝐦_{\stackrel{~}{\nu }}^2W^{}=D_{𝐦^2}`$. The unitary matrix $`W`$ has six phases, five of which can be rotated away by choosing the relative phases of the charged leptons and sneutrinos. This removal of phases is similar to that in the CKM matrix. It is possible because the phases of the left-handed leptons are not fixed by making their mass matrix diagonal and real, so their two relative phases can be chosen to remove two phases, either in $`W`$ or in the MNS matrix. In the case of sneutrino oscillations, two of the relative phases of the left-handed leptons used to redefine $`W`$ will reappear in the MNS matrix, but this does not have any physical effect since this experiment does not involve neutrinos. Thus, to measure the remaining two phases we need an experiment probing the sneutrino-neutrino-neutralino vertex, that depends on both $`W`$ and the MNS matrix. Experiments that involve the MNS matrix are difficult to perform, so measuring these two phases does not seem feasible. An alternative approach might be to look for CP violation in sneutrino-anti-sneutrino oscillations . Sneutrinos can oscillate into anti-sneutrinos due to small $`\mathrm{\Delta }L=2`$ sneutrino masses $`[m_{\stackrel{~}{\nu }\stackrel{~}{\nu }}^2]_{ij}\stackrel{~}{\nu }_i\stackrel{~}{\nu }_j+h.c.`$, which are the soft SUSY breaking analogy of the neutrino Majorana masses: $`[m_{\stackrel{~}{\nu }\stackrel{~}{\nu }}^2]_{ij}v_2^2m_0\kappa _{ij}`$. However, this process is only observable in a small area of the SUSY parameter space , so it is unlikely that the phases could be extracted from these phenomena.

## 4 Discussion

In the best of all supersymmetric worlds, where soft terms are universal at the GUT scale, and all masses, couplings and phases have been measured at the weak scale, it is possible to calculate the GUT-scale inputs of the SUSY see-saw from measured quantities. However, in practice it would be very difficult to make all the weak scale measurements required to determine the neutrino Yukawa matrix, $`𝐘_\nu `$, and the right-handed neutrino Majorana mass matrix, $``$. The magnitude of the off-diagonal elements of $`𝐘_\nu ^{}𝐘_\nu `$ induce lepton flavour violation in the left-handed slepton mass matrices, so could be measurable. The diagonal elements of $`𝐘_\nu ^{}𝐘_\nu `$ are more difficult: they modify the diagonal elements of the left-handed slepton soft mass matrix, so they would be hard to disentangle from gauge and charged lepton Yukawa contributions to the RG running. Finally, most of the CP violating phases in $`𝐘_\nu ^{}𝐘_\nu `$ and the MNS matrix seem practically unattainable.

A less ambitious, and at this stage more practical, interpretation of our results, is that it is possible to describe the see-saw parameter space using just inputs at the electroweak scale, which have a very straightforward physical interpretation (neutrino masses and mixings, rates for rare flavour changing processes, sneutrino masses…). Since we make our experiments at the electroweak scale, it is much more natural to use a parameter space spanned by quantities measurable at the electroweak scale rather than at the GUT scale. This approach has the immediate consequence that the see-saw parameter space is already constrained by neutrino data and rare lepton decays, and might be further constrained in the future with the advent of neutrino factories and LHC. Therefore, model independent conclusions about the seesaw mechanism can be drawn more readily in this bottom-up formulation than in a top-down approach, where a priori the parameter space is not constrained at all!

Our parametrization is very convenient to look for ways to test the see-saw mechanism. We have shown that it is difficult to rule out the see-saw mechanism from neutrino data and radiative effects on left-handed slepton soft mass matrices: for any combination of low energy neutrino parameters (encoded in $`\kappa `$) and left-handed slepton mass matrices (that can be parametrized by $`P`$, as in eq.(14)), it is always possible to find a neutrino Yukawa coupling and a Majorana mass matrix that reproduce those low energy observables 444Notice that this is not obvious in the top-down approach: for example, it is not immediately clear that there is a region of the $`𝐘_\nu `$ and $``$ parameter space consistent with any experimentally determined neutrino parameters and with the upper bounds on rare lepton decays. . If those $`𝐘_\nu `$ and $``$ are not compatible with perturbativity or the experimental lower bounds on Majorana masses, it would be a blow against the see-saw. Also, the observation of lepton flavour violation not encoded in $`\kappa `$ and $`P`$ (for instance from the right-handed slepton mass matrix), would be an indication for physics other than the see-saw with universal soft terms. In this parametrization, neutrino masses and mixing angles, and radiative effects on slepton masses, are inputs, and in this sense cannot be regarded as predictions of the see-saw mechanism. Therefore, to test the see-saw, we need another low energy effect which is a consequence of it, such as the baryon asymmetry of the Universe. The CP asymmetry in right-handed neutrino decay is indeed a prediction of the see-saw and, when combined with assumptions about the early evolution of the Universe, could be compared with the cosmological baryon asymmetry.

In summary, we have shown that in a SUSY model with universal soft terms, it is possible to determine the GUT scale inputs of the see-saw from parameters that are in some sense measurable at the weak scale. The right-handed neutrino Majorana mass matrix, $``$, and the neutrino Yukawa matrix, $`𝐘_\nu `$, can be calculated from the light neutrino masses, the MNS matrix, and $`𝐘_\nu ^{}𝐘_\nu `$ (which enters into the renormalization group equations of the left-handed slepton soft mass matrix). This does not conflict with decoupling theorems because $`𝐘_\nu ^{}𝐘_\nu `$ (whose indices are left-handed) is effectively a high-scale input: it contributes to the slepton mass matrix via renormalization group running at scales above $`M`$. This matrix can be extracted from $`m_{\stackrel{~}{\nu }}^2`$ if the soft masses are universal at the high scale $`M_X`$, and if the main contribution to the RGEs below $`M_X`$ is from the MSSM particles and the right-handed neutrinos. We briefly discussed the (not very encouraging) prospects of measuring the magnitudes and phases of all $`\kappa `$ and $`𝐘_\nu ^{}𝐘_\nu `$ matrix elements, in a model with universal soft terms. A more realistic approach is to impose all the available experimental constraints on $`\kappa `$ and $`𝐘_\nu ^{}𝐘_\nu `$, vary the matrix elements over their experimentally allowed ranges, and calculate the resulting allowed values of $`𝐘_\nu `$ and $``$. We will pursue this bottom-up approach to the see-saw (and its application to leptogenesis) in subsequent work .

### Acknowledgments

We would like to thank Gian Giudice, Howie Haber and Martin Hirsch for useful conversations. We are grateful to Graham Ross for comments and his continuous encouragement. Finally, we are especially indebted to Alberto Casas for enlightening discussions and a careful reading of the manuscript.


format: text

text:
# Evolution of the social network of scientific collaborations

## I Introduction

One of the most prolific mathematicians of all time, Paul Erdős has written over 1400 papers with over 500 co-authors. This unparalleled productivity inspired the concept of the Erdős number, which is defined to be one for his many co-authors, two for the co-authors of his co-authors and so on. The tightly interconnected nature of the scientific community is reflected by the conjecture that all publishing mathematicians, as well as many physicists and economists have rather small Erdős numbers . Besides the immediate interest for scientometrics, the co-authorship networks is of general interest for understanding the topological and dynamical laws governing complex networks , as it represents the largest publicly available computerized social network.

Social networks have been much studied in social sciences . A general feature of these studies is that they are restricted to rather small systems, and often view networks as static graphs, whose nodes are individuals and links represent various quantifiable social interactions.

In contrast, recent approaches with methodology rooted in statistical physics focus on large networks, searching for universalities both in the topology of the web and in the dynamics governing it’s evolution. These combined theoretical and empirical results have opened unsuspected directions for research and a wealth of applications in many fields ranging from computer science to biology . Three important results seem to crystallize in this respect: First, most networks have the the so called small world property , which means that the average separation between the nodes is rather small, i.e. one can find a short path along the links between most pairs of nodes. Second, real networks display a degree of clustering higher than expected for random networks. Finally, it has been found that the degree distribution contains important information about the nature of the network, for many large networks following a scale-free power-law distribution, inspiring the study of scale-free networks .

In addition to uncovering generic properties of real networks, these studies signal the emergence of a new set of modeling tools that considerably enhance our ability to characterize and model complex interactive systems. To illustrate the power of this these advances we choose to investigate in detail the collaboration network of scientists.

Recently Newman has taken an important step towards applying modern network ideas to collaboration networks . He studied several large database focusing on several fields of research over a five year period, establishing that collaboration networks have all the general ingredients of small world networks: they have a surprisingly short node-to-node distance and a large clustering coefficient, much larger than the one expected from a random Erdős-Rényi type network of similar size and average connectivity. Furthermore, the degree distribution appears to follow a power law.

Our study takes a different, but complementary approach to collaboration networks than that followed by Newman. We view collaboration networks as prototype of evolving networks, where the accent is on dynamics and evolution. Indeed, the co-authorship network constantly expands by the addition of new authors to the database, as well as the addition of new internal links representing papers co-authored by authors that were already part of the database. The topological properties of these networks are determined by these dynamical and growth processes. Consequently, in order to understand their topology, we first need to understand the dynamical process that determines their evolution. In this aspect Newman’s study focuses on the static properties of the collaboration graph, while our work investigates the dynamical properties of these networks. We show that such dynamical approach can explain many of the static topological features seen in the collaboration graph.

It is important to emphasize that the properties of the co-authorship network are not unique. The WWW is also a complex evolving network, where nodes and links are added (and removed) at a very high rate, the network topology being profoundly determined by these dynamical features. The actor network of Hollywood is very similar to the co-authorship network, because it grows through the addition of new nodes (actors) and new links (movies linking existing actors) . Similarly, the nontrivial scaling properties of many cellular, ecological or business networks are all determined by dynamical processes that contributed to the emergence of these networks. So why single out the collaboration network as a case study? A number of factors have contributed to this choice. First we needed a network for which the dynamical evolution is explicitly available. That is, in addition to a map of the network topology, it is important to know the time at which the nodes and links have been added to the network, crucial for revealing the network dynamics. This requirement reduces the currently available databases to two systems: the actor network, where we can follow the dynamics by recording the year of the movie release, and the collaboration network for which the paper publication year allows us to track the time evolution. Of these two, the co-authorship data is closer to a prototypical evolving network than the Hollywood actor database for the following reasons: in the science collaboration network the co-authorship decision is made entirely by the authors, i.e. decision making is delegated to the level of individual nodes. In contrast, for actors the decision often lies with the casting director, a level higher than the node. While in the long run this difference is not particularly important, the collaboration network is still closer in spirit to a prototypical evolving network such as social systems or the WWW.

Our work stands on three pillars. First, we use direct measurements on the available data to uncover the mechanism of network evolution. This implies determining the different parameters and uncovering the various competing processes present in the system. Second, building on the mechanisms and parameters revealed by the measurements we construct a model that allows us to investigate the large scale topology the system, as well as its dynamical features. The predictions offered by a continuum theory of the model allow us to explain some of the results that were uncovered by ours, as well Newman’s measurements. The third and final step will involve computer simulations of the model, serving several purposes: (i) It allows us to investigate quantities that could not be extracted from the continuum theory; (ii) Verifies the predictions of the continuum theory; (iii) Allows us to understand the nature of the measurements we can perform on the network, explaining some apparent discrepancies between the theoretical and the experimental results.

## II Databases: co-authorship in mathematics and neuro-science

For each research field whose practitioners collaborate in publications one can define a co-authorship network which is a reflection of the professional links between the scientists. In this network the nodes are the scientists and two scientists are linked if they wrote a paper together. In order to get information on the topology of a scientific co-authorship web one needs a complete dataset of the published papers, ideally from the birth of the discipline until today. However, computer databases cover at most the past several decades. Thus any study of this kind needs to be limited to only a recent segment of the database. This will impose unexpected challenges, that need to be addressed, since such limited data availability is a general feature of most networks.

The databases considered by us contain article titles and authors of all relevant journals in the field of mathematics (M) and neuro-science (NS), published in the period 1991-98. We have chosen these two fields for several reasons. A first factor was the size of the database: biological sciences or physics are orders of magnitude larger, too large to address their properties with reasonable computing resources. Second, the selected two fields offer sufficient diversity by displaying different publishing patterns: in NS collaboration is intense, while mathematics, although there is increasing tendency towards collaboration, is still a basically single investigator field.

In mathematics our database contains 70,975 different authors and 70,901 papers for an interval spanning eight years. In NS the number of different authors is 209,293 and the number of published papers is 210,750. A complete statistics for the two considered database is summarized in Fig. 1, where we plot the cumulative number of papers and authors for the period 1991-98. We consider ”new author” an author who was not present in the database from 1991 up to a given year.

Before proceeding we need to clarify a few methodological issues that affect the data analysis. First, in the database the authors are represented by their surname and initials of first and middle name, thus there is a source of error in distinguishing some of them. Two different authors with the same initials and surname will appear to be the same node in the database. This error is important mainly for scientists of Chinese and Japanese descent. Second, seldom a given author uses one or two initials in different publications, and in such cases he/she will appear as separate nodes. Newman  showed that the error introduced by those problems is of the order of a few percents. Our results are also affected by these methodological limitations, but we do not expect that it will have a significant impact on our results.

## III Data analysis

In this section we investigate the topology and dynamics of the two databases, M and NS. Our goal is to extract the parameters that are crucial to the understanding of the processes which determine the network topology, offering input for the construction of an appropriate model.

### A Degree distribution follows a power-law

A quantity that has been much studied lately for various networks is the degree distribution, $`P(k)`$, giving the probability that a randomly selected node has $`k`$ links. Networks for which $`P(k)`$ has a power-law tail, are known as scale-free networks. On the other hand, classical network models, including the Erdős-Rényi and the Watts and Strogatz models have an exponentially decaying $`P(k)`$ and are collectively known as exponential networks. The degree distributions of both the M and NS data indicate that collaboration networks are scale-free. The power-law tail is evident from the raw, uniformly binned data (Fig. 2a,b), but the scaling regime is better seen on the plot that uses logarithmic binning, reducing the noise in the tail (Fig. 2c). The cumulative data with logarithmic binning indicates $`\gamma _M=2.4`$ and $`\gamma _{NS}=2.1`$ for the two databases.

We will see in the coming sections that the data indicates the existence of two scaling regimes with two different scaling exponents. The combination of these two regimes could easily give the impression of an exponential cutoff in the $`P(k)`$ for large $`k`$. Further analysis, offered in sections V-VII, indicates that a consideration of two scaling regimes offers a more accurate description.

### B Average separation decreases in time

The ability of two nodes, $`i`$ and $`j`$, to communicate with each other depends on the length of the shortest path, $`l_{ij}`$, between them. The average of $`l_{ij}`$ over all pairs of nodes is denoted by $`d=<l_{ij}>`$, and we call it the average separation of the network, characterizing the networks interconnectedness. Large networks can have surprisingly small separation, explaining the origin of the small-world concept . Determining the average separation in a large network is a rather time-consuming procedure. Usually sampling a fraction of all nodes and determining their distance from all other points gives reasonable results. The results for the cumulative database are shown in Fig. 3.

The figure indicates that $`d`$ decreases with time, which is highly surprising because all network models so far predict that the average separation should increase with system size. The decreasing trend observed by us could have two different origins. First, it is possible that indeed, the separation does decrease as internal links, i.e. papers written by authors that were previously part of the database, the increase interconnectivity,thus decreasing the diameter. Second, the decreasing diameter could be a consequence of the fact that we have no access to the full database, but only starting from year 1991. As we demonstrate in sect. VI, such incomplete dataset could result in an apparently decreasing separation even if otherwise for the full system the separation increases.

One can note the slow convergence of the diameter and the more connected nature of the NS field expressed by a smaller separation. The slow convergence indicates that perhaps even longer time interval is needed to reach the asymptotic limit, in which different relevant quantities take up a stationary value. The smaller separation for the NS field is expected, since mathematicians tend to work in smaller groups and write papers with fewer co-authors.

### C Clustering coefficient decays with time

An important phenomena characterizing the deviation of real networks from the completely random ER model is clustering. The clustering coefficient, a quantitative measure of this phenomena, $`C`$, can be defined as follows: pick a node, $`i`$ that has links to $`k_i`$ other nodes in the system. If these $`k_i`$ nodes form a fully connected clique, there are $`k_i(k_i1)/2`$ links between them, but in reality we find much fever. Let us denote by $`N_i`$ the number of links that connect the selected $`k_i`$ nodes to each other. The clustering coefficient for node $`i`$ is then $`C_i=2N_i/k_i(k_i1)`$. The clustering coefficient for the whole network is obtained by averaging $`C_i`$ over all nodes in the system, i.e. $`C=<C_i>_i`$. In simple terms the clustering coefficient of a node in the co-authorship network tells us how much a node’s collaborators are willing to collaborate with each other, and it represents the probability that two of it’s collaborators wrote a paper together. The clustering coefficient for the cumulative network as a function of time is shown in Fig. 4.

The results, in agreement with the separation measurements, suggest a stronger interconnectedness for the NS compared with M, and a slow convergence in time to an asymptotic value.

### D Relative size of the largest cluster increases

It is important to realize that the collaboration network is fragmented in many clusters. There are several reasons for this. First, in every field there are scientists that do not collaborate at all, that is they are the only authors of all papers on which their name appears. This is more frequent in mathematics, which despite an increasing tendency toward collaboration , is still more fragmented than physics or neural science. Second, and most important, the database contains papers published only after 1990. Thus there is a possibility that two authors co-authored a paper before 1990, but in our database they appear as disconnected.

If we look only at a single year, we see many isolated clusters of authors. The cumulative dataset containing several years develops a giant cluster, that contains a large fraction of the authors. To investigate the emergence of this giant connected component we measured the relative size of the largest cluster, $`r`$, giving the ratio between the number of nodes in the largest cluster and the total number of nodes in the system. A cluster is defined as a subset of nodes interconnected by links. Results from our cumulative co-authorship networks are presented in Fig. 5. As expected, in M the fraction of clustered researchers is considerably smaller than in NS.

The continuous increase in $`r`$ may appear as the scenario commonly described as percolation  or the much studied emergence of the giant component in random networks . However, the process leading to this giant cluster is fundamentally different from these much studied phenomena. In most research fields, apart from a very small fraction of authors that do not collaborate, all authors belong to a single giant cluster from the very early stages of the field. That is, the system is almost fully connected from the very first moment. The only reason why the giant cluster in our case grows so dramatically in the first several years is that we are missing the information on the network topology before 1991. A good example is the actor network, where the huge majority of the actors are part of the large cluster at any stage of the network, starting from early 1900’s until today. However, if we would start recording collaborations only after 1990 for example, the data would indicate, incorrectly, that many actors are disconnected. The increasing $`r`$ indicates only the fact that we are reconstructing the already existing giant cluster, and it is only a partial measure of it’s emergence.

Finally, the fast convergence of the NS cluster size to an approximately stationary value around 0.9 indicates that after 1994 the network reached a roughly stationary topology, i.e. the basic alliances are uncovered. This does not seems to be the case for M, where after ten years $`r`$ still increases, perhaps due to smaller publication and collaboration rate in the field.

### E Average degree increases

With time the number of nodes in our co-authorship network increases due to arrival of new authors. The total number of links also increases through the connections made by new authors with old ones and by new connections between old authors. A quantity characterizing the network’s interconnectedness is the average degree $`<k>`$, giving the average number of links per author. The time dependence of $`<k>`$ for the cumulative network is shown in Fig. 6, indicating an approximately linear increase of $`<k>`$ with time.

This is a rather important deviation from the majority of currently existing evolving network models, that assume a constant $`<k>`$ as the network expands. As expected, the average degree for M is much smaller than for NS.

### F Node selection is governed by preferential attachment

Classical network models assume complete randomness, i.e. the nodes are connected to each other independent of the the number of links they already had. The discovery of the power-law connectivity distribution required the development of new modeling paradigms. A much used assumption is that in scale-free networks nodes link with higher probability to those nodes that already have a larger number of links, a phenomena labeled as preferential attachment. Implicitly or explicitly, preferential attachment is part of all network models that aim to explain the emergence of the inhomogeneous network structure and power law connectivity distribution. The availability of dynamic data on the network development allows us to investigate its presence in the co-authorship network. For this network preferential attachment appears at two levels, that we discuss separately.

(i) New nodes: For a new author, that appears for the first time on a publication, preferential attachment has a simple meaning: it is more likely that the first paper will be co-authored with somebody that already has a large number of co-authors (links) that with somebody less connected. As a result ”old” authors with more links will increase their number of co-authors at a higher rate than those with fever links. To investigate this process in quantitative terms we determined the probability that an old author with connectivity $`k`$ is selected by a new author for co-authorship. This probability defines the $`\mathrm{\Pi }(k)`$ distribution function. Calling ”old authors” those present up to the last year, and ”new author” those who were added during the last year, we determine the change in the number of links, $`\mathrm{\Delta }k`$, for an old author that at the beginning of the last year had $`k`$ links. Plotting $`\mathrm{\Delta }k`$ as a function of $`k`$ gives the function $`\mathrm{\Pi }(k)`$, describing the nature of preferential attachment. Since the measurements are limited to only a finite ($`\mathrm{\Delta }T=1`$ year) interval, we improve the statistics by plotting the integral of $`\mathrm{\Pi }(k)`$:

$$\kappa (k)=_1^k\mathrm{\Pi }(k^{})𝑑k^{}.$$
(1)
If preferential attachment is absent, $`\mathrm{\Pi }(k)`$ should be independent of $`k`$, as each node grows independently of it’s degree, and $`\kappa (k)`$ is expected to be linear. As Fig. 7 shows, we find that $`\kappa (k)`$ is nonlinear, increasing as $`\kappa (k)k^{\nu +1}`$, where the best fit gives $`\nu 0.8`$ for M and $`\nu 0.75`$ for NS. This implies that $`\mathrm{\Pi }(k)k^\nu `$, where $`\nu `$ is different from $`1`$ . As simulations have shown, such nonlinear dependence generates deviations from a power law $`P(k)`$. This was supported by analytical calculations, that demonstrated that the degree distribution follows a power law only for $`\nu =1`$. The consequence of this nonlinearity will be discussed below.

(ii) Internal links: A large number of new links appear between old nodes as the network evolves, representing papers written by authors that were part of the network, but did not collaborate before. Such internal links are known to effect both the topology and dynamics of the network . These internal links are also subject to preferential attachment. We studied the probability $`\mathrm{\Pi }(k_1,k_2)`$ that an old author with $`k_1`$ links forms a new link with another old author with $`k_2`$ links. The $`\mathrm{\Pi }(k_1,k_2)`$ probability map can be calculated by dividing $`N(k_1,k_2)`$, the number of new links between authors with $`k_1`$ and $`k_2`$ links, with the $`D(k_1,k_2)`$, number of pairs of nodes with connectivities $`k_1`$ and $`k_2`$ present in the system:

$$\mathrm{\Pi }(k_1,k_2)=\frac{N(k_1,k_2)}{D(k_1,k_2)}.$$
(2)
The three dimensional plot of $`\mathrm{\Pi }(k_1,k_2)`$ is shown in Fig.8, the overall behavior indicating preferential attachment: $`\mathrm{\Pi }(k_1,k_2)`$ increases with as either $`k_1`$ or $`k_2`$’s increase.

A natural hypothesis is to assume that $`\mathrm{\Pi }(k_1,k_2)`$ factorizes into the product $`k_1k_2`$. As Fig. 9 shows, we indeed find that

$$\kappa (k_1k_2)=_1^{k_1k_2}\mathrm{\Pi }(k_1^{}k_2^{})d(k_1^{}k_2^{})$$
(3)
can be well approximated with a slope 2 as a function of $`k_1k_2`$, indicating that for internal links the preferential attachment is linear in the degree.

## IV Modeling the web of science

In this section we use the obtained numerical results to construct a simple model for the evolution of the co-authorship network. It is important to emphasize that the purpose of the model is to capture the main mechanisms that affect the evolution and the scaling of the network, and not to incorporate every numerical detail of the measured web. However, the advantage of the proposed model is its flexibility: features, neglected here, can be incorporated into the current modeling framework.

We denote by $`k_i(t)`$ the number of links node $`i`$ has at time $`t`$; by $`T(t)`$ and $`N(t)`$ the total number of links and total number of nodes at time $`t`$, respectively. We assume that all nodes present in the system are active, i.e. they can author further papers. This is a reasonable assumption as the time-span over which data is available to us is shorter than the professional lifetime of a scientist. In agreement with Fig. 1, we consider that new researchers join the field at a constant rate, leading to

$$N(t)=\beta t.$$
(4)
The average number of links per node in the system at time $`t`$ is thus given by:

$$<k>=\frac{T(t)}{N(t)}.$$
(5)
Fig. 9 suggests, that the probability to create a new internal link between two existing nodes is proportional with the product of their connectivities. Consequently, denoting by $`a`$ the number of newly created internal links per node in unit time, we write the probability that between node $`i`$ and $`j`$ a new internal link is created as

$$\mathrm{\Pi }_{ij}=\frac{k_ik_j}{_{s,m}^{}k_sk_m}N(t)a,$$
(6)
where the prime sign indicates that the summation is done for $`sm`$ values.

The measurements also indicated (Fig. 7) that new nodes link to the existing nodes with preferential attachment, $`\mathrm{\Pi }(k)`$ follows $`k^\nu `$ with $`\nu 0.750.8`$. Aiming to obtain an analytically solvable model, at this point we neglect this nonlinearity and we approximate $`\mathrm{\Pi }(k)`$ with a linear $`k`$ dependence. The effect of the nonlinearities will be discussed in sect. VII. Thus, if node $`i`$ has $`k_i`$ links, the probability that an incoming node will connect to it is given by

$$\mathrm{\Pi }_i=b\frac{k_i}{_jk_j},$$
(7)
where $`b`$ is the average number of new links that an incoming node creates.

We have thus formulated the dynamical rules that govern our evolving network model, capturing the basic mechanism governing the evolution of the co-authorship network:

1. Nodes join the network at a constant rate.
2. Incoming nodes link to the already present nodes following preferential attachment (7).
3. Nodes already present in the network form new internal links following preferential attachment (6).
4. We neglect the aging of nodes, and assume that all nodes and links present in the system are active, able to initiate and receive new links.

In the model we assume that the number of authors on a paper is constant. In reality $`m`$ is a stochastic variable, as the number of authors varies from paper to paper. However, for the scale-free model the exponent $`\gamma `$ is known to be independent of $`m`$, thus making $`m`$ a stochastic variable is not expected to change the scaling behavior.

## V Continuum theory

Taking into account that new links join the system with a constant rate, $`\beta `$, the continuum equation for the evolution of the number of links node $`i`$ has can be written as:

$$\frac{dk_i}{dt}=\frac{b\beta k_i}{_jk_j}+N(t)a\underset{j}{\overset{}{}}\frac{k_ik_j}{_{s,m}^{}k_sk_m}.$$
(8)
The first term on the right hand side describes the contribution due to new nodes (7) and the second term gives the new links created with already existing nodes (6). The total number of links at time $`t`$ can be computed taking into account the internal and external preferential attachment rules:

$$\underset{i}{}k_i=T(t)=_0^t2[N(t^{})a+b\beta ]𝑑t^{}=t\beta (at+2b).$$
(9)
Consequently the average number of links per node increases linearly in time,

$$<k>=at+2b,$$
(10)
in agreement with our measurements on the collaboration network (Fig. 6). The master equation (8) can be solved if we approximate the double sum in the second term. Taking into account that we are interested in the asymptotic limit where the total number of nodes is large relative to the connectivity of the nodes, we can write:

$$\underset{s,m}{\overset{}{}}k_sk_m=\underset{s}{}k_s\underset{m}{}k_m\underset{m}{}k_m^2\left(\underset{i}{}k_i\right)^2.$$
(11)
We have used here the fact that $`T(t)^2`$ depends on $`N^2`$, while $`_ik_i^2`$ depends only linearly on $`N`$ (we investigate the $`N\mathrm{}`$ limit). Using (11) equation (8) now becomes:

$$\frac{dk_i}{dt}=\frac{bk_i}{t(at+2b)}+\frac{k_ia}{at+2b}.$$
(12)
Introducing the notation $`\alpha =a/b`$, we obtain:

$$\frac{dk_i}{dt}=\frac{k_i}{t}\frac{t\alpha +1}{t\alpha +2}.$$
(13)
This differential equation is separable, the general solution having the form

$$k_i(t)=C_i\sqrt{t}\sqrt{2+\alpha t}.$$
(14)
The $`C_i`$ integration constant can be determined from the initial conditions for node $`i`$. Since node $`i`$ joins the system at time $`t_i`$, we have $`k_i(t_i)=b`$, leading to

$$k_i(t)=b\sqrt{\frac{t}{t_i}}\sqrt{\frac{2+\alpha t}{2+\alpha t_i}}.$$
(15)
This implies that for large times ($`t\mathrm{}`$) the connectivity of the node scales linearly with time, i.e. $`k(t)t`$.

A quantity of major interest is the degree distribution, $`P(k)`$. The nodes join the system randomly at a constant rate, which implies that the $`t_i`$ values are uniformly distributed in time between 0 and t. The distribution function for the $`t_i`$ in the $`[0,t]`$ interval is simply $`\rho (t)=1/t`$. Using (15), $`P(k)`$ can be obtained after determining the $`t_i(k_i)`$ dependence from (15), giving

$`P(k)`$ $`=`$ $`\rho (t){\displaystyle \frac{dt_i}{dk_i}}|_k=`$ (16)
$`=`$ $`b^2(2/\alpha +t){\displaystyle \frac{1}{k^2}}{\displaystyle \frac{1}{\sqrt{k^2+b^2t(2+\alpha t)}}}.`$ (17)
An immediate consequence of this result is that the connectivity distribution depends both on the observation time $`t`$ and on the range of $`k`$ values we explore. In the asymptotic limit $`t\mathrm{}`$ we obtain

$$P(k)\frac{1}{k^2},$$
(18)
predicting a scale-free behavior with exponent $`\gamma =2`$. At short times, however, the exponent is different, the network exhibiting a scale-free behavior similar to the scale-free model :

$$P(k)\frac{1}{k^3}.$$
(19)
Thus the model predicts that the degree distribution of the collaboration network displays a crossover between two scaling regimes. In general, scaling is controlled by the time dependent crossover connectivity, given by

$$k_c=\sqrt{b^2t(2+\alpha t)}.$$
(20)
For $`kk_c`$ the degree distribution scales with an exponent $`\gamma =2`$, while for $`kk_c`$ the degree distribution scales with $`\gamma =3`$. The crossover connectivity, $`k_c`$, increases linearly in time for $`t2/\alpha `$, which implies that in the asymptotic limit ($`t\mathrm{}`$) only the $`\gamma =2`$ exponent is observable.

Note that this result predicts that the degree distribution has two scaling regimes, one with $`\gamma =2`$ for small $`k`$, followed by a crossover to $`\gamma =3`$ for large $`k`$. This crossover towards a larger exponent can be easily approximated with an exponential cutoff, which is why we believe that in  the power law with an exponential cutoff gave a reasonable fit. However, as  and our results show, for datasets with better statistics the scaling regimes can be distinguished. Indeed, the crossover is visible in Fig. 2 as well, in particular for the degree distribution of NS. The degree distribution taken in 1993 has a clear $`\gamma =3`$ tail, as for the studied short time-frame (3 years) $`k_c`$ is expected to be low. This $`\gamma =3`$ tail all but disappears, however, in 1998, being replaced with a $`\gamma =2`$ exponent, as predicted by (18) for the limit $`t\mathrm{}`$. The M database shows similar characteristics, albeit the crossover is masked by a higher spread in the data point thanks to the weaker statistics.

Plotting instead of $`P(k)`$ two differently cumulated values, the $`\gamma =2`$ and $`\gamma =3`$ scaling regimes are more evident. Let us denote by $`F(k)`$ the primitive function of $`P(k)`$, defining:

$$\mathrm{\Phi }(k)=F(1)_1^kP(k^{})𝑑k^{}.$$
(21)
$`\mathrm{\Phi }(k)`$ can be determined numerically by integrating $`P(k)`$ between $`1`$ and $`k`$ and subtracting the constant at which the integral converges. For small $`k`$ the function $`\mathrm{\Phi }(k)`$ should scale as

$$\mathrm{\Phi }(k)k^1,$$
(22)
assuming that $`P(k)`$ scales as given by (18). As Fig. 10a shows, we indeed find that for large $`t`$ (1998) the measured $`\mathrm{\Phi }(k)`$ function converges to a $`k^1`$ behavior, which is less apparent on the small $`t`$ curves (1993 and 1995).

To investigate the large $`k`$ behavior of $`P(k)`$ we measured the $`\tau (k)`$ function defined as:

$$\tau (k)=_k^{\mathrm{}}P(k^{})𝑑k^{},$$
(23)
which captures the scaling of the tail. According to (19) for large $`k`$ and small $`t`$ one should observe

$$\tau (k)k^2.$$
(24)
As Fig. 10 shows, we indeed find that for NS for small $`t`$ (1993) the large $`k`$ scaling follows the prediction (23), and, as predicted, the scaling increasingly deviates from it as time increases.

## VI Monte Carlo Simulations

While the continuum theory discussed in the previous section predicts the connectivity distribution in agreement with the empirical data, there are other quantities, such as the node separation and clustering coefficient, that cannot be calculated using this method at this point. To investigate the behavior of these measures of the network topology next we study the model proposed in Sect. IV using Monte Carlo simulations.

Due to memory and computing time limitations we investigated relatively small networks, with total number of nodes $`N<4000`$. While these networks are considerably smaller than the real networks, their scaling and topological features should be representative. In order to form a reasonable number of internal links, we increased the parameter $`a`$ in Eq. (6). For comparison purposes we note that in the real system we have $`a_\text{M}=0.31/\text{year}10^4/\text{simulation step}`$ and $`a_{\text{NS}}=0.98/\text{year}3.68410^5/\text{simulation step}`$, numbers that can be derived from the data shown in Fig. 6 and Fig. 1b.

The advantage of the modeling efforts, including the Monte Carlo simulations, is that they reproduce the network dynamics from the very first node. In contrast, the database we studied records nodes and links only after 1991, when much of the networks structure was already in place. By collecting data over several years we gradually discovered the underlying structure. We expect that after a quite long measurement time the structure revealed by the collected data will be statistically indistinguishable from the full collaboration network. However, the dynamics we measure during this process for the relevant quantities (diameter, average connectivity, clustering coefficient) might differ from those characterizing the full network, since all of them are computed on the incomplete network (revealed by the available data). However, Monte Carlo simulations allow us to investigate the effect of the data incompleteness on the relevant network measures.

We investigated the time dependence of the average connectivity, the diameter and the clustering coefficient, using the parameters $`N_{max}=1000`$, $`a=0.001`$, $`\beta =1`$ and $`b=2`$. In order to increase the statistics, the results were averaged over 10 independent configurations.

*Average degree:* As Fig. 11 indicates, asymptotically the average connectivity increases linearly, in agreement with both our measurements (see Fig. 6) and the continuum theory (see Eq. (5)).

*Average separation:* The empirical results indicated (see Fig. 3) that the average separation decreases with time for both databases. In contrast, our simulations show a monotonically increasing $`d`$, in apparent disagreement with the real system.

Note that an increasing diameter agrees with measurements done on other models, including scale-free and exponential networks, that all predict an approximately logarithmic increase with the number of nodes, $`d\mathrm{ln}(N)`$. This contradiction between the models and our empirical data is rooted in the incomplete data we have for the first years of our measurements. To show this we perform the following simulation. We construct a network of $`N=1000`$ nodes. However, we will record the apparent diameter of the network made of nodes that have been added only after a predefined time, mimicking the fact that the data available for us gives $`d`$ only for publications after 1991. We find that the separation of this incomplete network has a decreasing tendency, slowly converging to the real value (Fig. 12), in agreement with the decrease observed in the empirical measurements (Fig. 3). This result underlies the importance of simulations in understanding the dynamics of complex networks, and resolves the conflict between the simulation and the empirical data. It also indicates that most likely the diameter of the M and NS database does increase in time, but such increase can be observed only if much longer time intervals will be available for study.

*Clustering coefficient.* The clustering coefficient predicted by our simulations is shown on Fig. 13. As the figure indicates, C depends strongly on the value of the parameter $`a`$. For $`a=0`$ we have essentially the scale-free model  and the clustering coefficient has a monotonically decreasing tendency. For $`a>0`$ however, the clustering coefficient decreases at the beginning and after reaching a minimum at $`N_{min}`$ changes its course, asymptotically increasing with time. Thus, for all $`a>0`$, we expect that in the asymptotic limit the clustering coefficient should increase, in agreement with our measurements on the collaboration network (see Fig. 4). The $`N_{min}`$ position where the clustering coefficient has a minimum scales as power of the $`a`$ parameter, as shown as the inset in Fig. 13.

We conclude thus that the decreasing $`C`$ observed for our database, shown in Fig. 4, does not represent the asymptotic behavior. The observed behavior also indicates that one should view the values for $`C`$ reported in the literature, and measured for finite time-frames (maximum 5 years) with caution, as they might not represent asymptotic values.

*Degree distribution:* The simulations provide $`P(k)`$ as well, allowing us to check the validity of the predictions of the continuum theory. Although the considered system sizes are rather small ($`N_{max}=3500`$) compared to the $`N\mathrm{}`$ approximation used in the analytical calculation and the $`N_M=70,975`$, $`N_{NS}=209,750`$ for the empirical data, the behavior of $`P(k)`$, shown in Fig. 14 agrees with our continuum model and measurements. For small $`k`$ we observe the $`\gamma =2`$ scaling, while for large $`k`$ $`P(k)`$ converges to the predicted $`\gamma =3`$ exponent.

## VII Nonlinear effects

An issue that remained unresolved up to this pont concerns the effect of the nonlinear preferential attachment. We have seen in sect. III F that for the incoming links we have

$$\mathrm{\Pi }_i=b\frac{k_i^\nu }{_jk_j^\nu },$$
(25)
with $`\nu 0.8`$. On the other hand, for such preferential attachment Krapivsky *et al* have shown that the degree distribution follows a stretched exponential, i.e. the power law is absent. This would indicate that $`P(k)`$ for the co-authorship network should follow a stretched exponential, which disagrees with our and Newman’s findings (we have explicitly checked that a stretched exponential is not a good fit for our data). What could then override the known effect of the $`\nu <1`$ nonlinear behavior? Next we propose a possible explanation: the linearity of the internal preferential attachment can restore the power law nature of $`P(k)`$.

For non integer $`\nu `$ values the differential equation (8) governing the evolution of the connectivity is not analytically solvable. However, in the extreme case $`\nu =0`$ (no preferential attachment for new nodes) the equation is again analytically tractable. Equation (8) in this case has the form

$$\frac{dk_i}{dt}=\frac{b\beta }{N(t)}+N(t)a\underset{j}{}\frac{k_ik_j}{_{s,m}k_sk_m}.$$
(26)
Using $`N(t)=\beta t`$ and $`<k>=at+2b`$, which are valid in this case as well, following the steps described in sect. V, we obtain the differential equation:

$$\frac{dk_i}{dt}=\frac{b}{t}+\frac{ak_i}{at+2b}.$$
(27)
The general solution of this equation has the form:

$$k_i(t)=(2b+at)C_i+\frac{1}{2}(2b+at)\mathrm{log}\left(\frac{t}{2b+at}\right),$$
(28)
where $`C_i`$ is an integration constant which can be determined using the $`k_i(t_i)=b`$ initial condition. We thus obtain:

$$k_i(t)=b\frac{2b+at}{2b+at_i}+\frac{1}{2}(2b+at)\mathrm{log}\left[\frac{t(2b+at_i)}{t_i(2b+at)}\right]$$
(29)
The degree distribution cannot be determined analytically, since the $`t_i(k_i)`$ function is not analytical. However, taking the $`\{t,t_i\}\mathrm{}`$ limit, i.e. focusing on the network’s long time evolution we obtain

$$k_i(t)b\frac{t}{t_i},$$
(30)
which again predicts a power-law degree distribution:

$$P(k)\frac{1}{k^2}.$$
(31)
Consequently, we obtain that in the asymptotic limit for $`\nu =0`$ the scale-free degree distribution has the same tail as we obtained for $`\nu =1`$. This result suggests that the linearity in the internal preferential attachment determines the asymptotic form of the degree distribution. The real exponent $`\nu =0.8`$ is between the two asymptotically solvable cases $`\nu =0`$ and $`\nu =1`$, but, based on the limiting behavior of the two extremes we expect that independently of the value of $`0\nu 1`$, in the asymptotic limit the degree distribution should converge to a power-law with $`\gamma =2`$. On the other hand, we expect that the nonlinear $`\nu 1`$ behavior would have a considerable effect on the non-asymptotic behavior, which is not accessible analytically at this point.

To test further the potential effect of the nonlinearities, we have simulated the model discussed in sect. VI with $`\nu =0.75`$, otherwise all parameters being unchanged. We show on Fig. 15 the degree distribution for the linear ($`\nu =1`$) and the nonlinear ($`\nu =0.75`$) case.

As one can see, the $`\nu =1`$ and $`\nu =0.75`$ case can be hardly distinguished. This could have two origins. First, the simulations are limited to $`t=3500`$ simulation steps, due to the discussed running time limitations. Thus we are hardly in the asymptotic regime. On the other hand, the agreement indicates that the nonlinear effect has hardly distinguishable effect on $`P(k)`$, again the internal attachment dominating the system behavior.

In summary, the domination of the internal attachment affects are expected to be even more dominant for the real network. Indeed, in the collaboration network the fraction of the links created as internal links is much higher than those created by the incoming nodes, as an author qualifies for a new incoming link only on his first paper. Most scientists contribute for a considerable time to the same filed, publishing numerous subsequent papers, and these later links will all appear as internal links. Thus typically the number of internal links is much higher than the number of new links, the network’s topology is much more driven by the internal links then by the external ones. This is one possible reason why the effect of the nonlinear behavior, while clearly present, cannot be detected in the functional form of $`P(k)`$.

## VIII Discussion

In the last two years we witnessed considerable advances in addressing the topology and the dynamics of complex networks. Along this road a number of quantities have been measured and calculated, aiming to characterize the network topology. However most of these studies are fragmented, focusing on one or a few characteristics of the network at a time. Here we presented a detailed study of a network of high interest to the scientific community, the collaboration network of scientists, which also represents a prototype example of a complex evolving network. This study allows us to investigate to which degree can we use various known measures to characterize a given network. A first and important result of our investigation is that we need to be careful at distinguishing between the asymptotic and the intermediate behavior. In particular, most quantities used to characterize the network are time dependent. For example, the diameter, the clustering coefficient, as well as the average degree of the nodes are often used as basic time independent network characteristics. Our empirical results show that many of these key quantities are time dependent, without a tendency to saturate within the available time-frame. Thus their value at a given moment tells us little about the network. They can be used, however, at any moment, to show that the network has small world properties, i.e. it has a small average separation, and a clustering coefficient that is larger than one expected for a random network.

A quantity that is often believed to offer a stationary measure of the network is the degree distribution. Our empirical data, together with the analytic solution of the model shows that this is true only asymptotically for the co-authorship network: we uncover a crossover behavior between two different scaling regimes. We tend to believe that the model’s predictions are not limited to the collaboration network: as on the WWW and for the actor collaboration network similar basic processes take place, chances are that similar crossovers could appear there as well.

A third important conclusion of the study regards the understanding that the measurements done on incomplete databases could offer trends that are opposite compared to that seen in the full system. An example is the node separation: we find that the empirically observed decreasing tendency is an artifact of the incomplete data. However, our simulations show that one can, with careful modeling, uncover such inconsistencies. But this also offers an important warning: for any network, before attempting to model it, we need to fully understand the limitations of the data collection process, and test their effect on the quantities of interest for us.

The model presented here represents only the starting point toward a complete modeling of collaborations in science. As we discussed thorough the paper, we have made several important approximations, sacrificing certain known network features for an analytical solution. For example, we neglected in our modeling effort the potential effect of aging , reflecting the fact that scientists retire and stop publishing papers. In the long run such aging effects will, undoubtedly, introduce exponential cutoffs in $`P(k)`$, as there are inherent limits on how many papers a researcher can write. Those effects, however, are not visible in our datasets. There are several potential reasons for this. Probably the most important is that even the eight years available to us for study is much shorter than the professional life of a scientist. Such aging induced cutoffs are expected to be visible only when time-frames of length of several time the scientist’s professional life are studied. Data availability so far does not permit such studies.

A second simplification is that we assumed that each paper has exactly $`m`$ authors. That is far from being so, as the numbers of co-authors varies greatly between papers. However, it is hard to imagine that the inclusion of a stochastic component in $`m`$ would fundamentally affect our results. It is clear that such stochastic component will not affect $`P(k)`$, and we feel that the effect on $`d`$ or $`C`$ is also negligible, but we lack at this point results to support this latter claim.

A surprising result of our study is the power law character of $`P(k)`$, despite the fact that $`\mathrm{\Pi }(k)`$ is nonlinear. We have shown that the existence of a linear internal attachment rule is able to restore the power law $`P(k)`$. Considering the fact that the largest fraction of links appear as internal links, compared with links created by new authors, it is fair to expect that the scaling determined by this internal linking process will dominate. The fact that for the two limits of the internal linking exponents, $`\nu =0`$ and $`\nu =1`$, we obtained power law $`P(k)`$ despite the nonlinear external $`\mathrm{\Pi }(k)`$, suggests that such power law might appear for nonlinear, $`\nu 0,1`$ internal $`\mathrm{\Pi }(k)`$ as well. Solving this problem is a formidable challenge, but it is perhaps worth the effort.

Finally, a more detailed modeling of the co-authorship network would involve the construction of bipartite graphs , in which we directly simulate the publishing of papers by several co-authors, which are all connected to each other. In such a model the basic unit is a paper, that involves several ”old” and ”new” authors. In such a framework one can simultaneously study the evolution of the co-authorship network (in which nodes are scientists linked by joint publications) and the publication network (in which nodes are papers linked by joint authors). One can imagine that coupled continuum equations could be formulated for such bipartite network as well, which would eventually predict the network’s dynamics and topology. Undoubtedly including such detail in the modeling effort would increase the fidelity of the model. While challenging, following such path is beyond our goals here.

In summary, the modeling efforts presented here are only the starting point for a systematic investigation of the evolution of social networks. It is important to note that such modeling is open ended: more details can be incorporated, that could undoubtedly improve the agreement between the empirical data and theory. And such improvements might not be in vain: they could point towards a better understanding of the evolution of not only the co-authorship graph, but complex networks in general.

## IX Acknowledgments

This work has been done during a collaboration at the Collegium Budapest Institute of Advanced Study, Hungary. We gratefully acknowledge the inspiring and professionally motivating atmosphere, and the fellowships offered by Collegium Budapest in supporting this study. We thank M. Newman and I. Derényi for discussions and comments on this topic.

Figure Captions:

Fig. 1 (a) Cumulative number of papers for the M and NS databases in the period 1991-98. The inset shows the number of papers published each year. (b) Cumulative number of authors (nodes) for the M and NS databases in the period 1991-98. The inset shows the number of new authors added each year.

Fig. 2 Degree distribution for the (a) M and (b) NS database, showing the data based on the cumulative results up to yeas 1993 ($`\times `$) and 1998 ($``$). (c) Degree distribution shown with logarithmic binning computed from the full dataset cumulative up to 1998. The lines correspond do the best fits, and have the slope $`2.1`$ (NS, dotted) and $`2.4`$ (M, dashed).

Fig. 3 Average separation in the M and NS databases. The separation is computed on the cumulative data up to the indicated year.

Fig. 4 Clustering coefficient of the M and NS database, determined for the cumulative data up to the year indicated on the $`t`$ axis.

Fig. 5 Relative size of the largest cluster for the M and NS database. Results are computed on the cumulative data up to the given year.

Fig. 6 Average number of links per node ($`<k>`$) for the M and NS database. Results are computed on the cumulative data up to the given year.

Fig 7 Cumulated preferential attachment ($`\kappa (k)`$) of incoming new nodes for the M and NS database. Results computed by considering the new nodes coming in the specified year, and the network formed by nodes already present up to this year. In the absence of preferential attachment $`\kappa (k)k`$, shown as continuous line on the figures.

Fig. 8 Internal preferential attachment for the M and NS database, 3D plots: $`\mathrm{\Delta }k`$ as a function of $`k_1`$ and $`k_2`$. Results computed on the cumulative data in the last considered year.

Fig. 9 Cumulated internal preferential attachment ($`\kappa (k)`$) for the M and NS database, scaling as a function of the $`k_1k_2`$ product. Results computed on the cumulative data in the last considered year. The straight lines have slope 1, expected for $`\kappa (k_1k_2)`$ if there would be no preferential attachment.

Fig. 10 Scaling of $`\mathrm{\Phi }(k)`$ (a) and of $`\tau (k)`$ (b) for the NS database, demonstrating the trends in the small and large $`k`$ behavior of the degree distribution (see text).

Fig. 11 Computer simulated dynamics of the average connectivity in the proposed model. ($`N_{max}=1000`$, $`a=0.001`$, $`\beta =1`$ and $`b=2`$)

Fig. 12 Computer simulated dynamics for the real and apparently measured diameter value. ($`N_{max}=1000`$, $`a=0.001`$, $`\beta =1`$, $`b=2`$ and $`N_s=200`$)

Fig. 13 Clustering coefficient for different values of the $`a`$ parameter as a function of the system size $`N`$. ($`N_{max}=1000`$, $`\beta =1`$ and $`b=2`$, values of $`a`$ are 0 ($``$), 0.00025 ($`+`$), 0.0005 ($``$), 0.00075 ($``$), 0.002 ($``$).) The inset shows the scaling of the $`N_{min}`$ value as a function of the $`a`$ parameter. ($`N_{max}=1000`$, $`\beta =1`$ and $`b=2`$, the line shows a fit $`\mathrm{ln}N_{min}=1.8871.144\mathrm{ln}a`$.

Fig. 14 Connectivity distributions as predicted by numerical simulation for different stages of evolution of the network ($`a=0.001`$, $`\beta =1`$ and $`b=2`$).

Fig. 15 Connectivity distribution generated by the numerical simulations for linear ($`\nu =1`$) and nonlinear ($`\nu =0.75`$) preferential attachment ($`N_{max}=3500`$, $`a=0.0005`$, $`\beta =1`$ and $`b=2`$).