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# Thermostatistics based on Kolmogorov-Nagumo averages: Unifying framework for extensive and nonextensive generalizations

## Abstract

We show that extensive thermostatistics based on Rényi entropy and Kolmogorov-Nagumo averages can be expressed in terms of Tsallis non-extensive thermostatistics. We use this correspondence to generalize thermostatistics to a large class of Kolmogorov-Nagumo means and suitably adapted definitions of entropy.

Generalized averages of the form

$`x_\varphi =\varphi ^1\left({\displaystyle \underset{k}{}}p_k\varphi (x_k)\right),`$ (1)
where $`\varphi `$ is an arbitrary continuous and strictly monotonic function, were introduced into statistics by Kolmogorov  and Nagumo , and further generalized by de Finetti , Jessen , Kitagawa , Aczél  and many others. Their first applications in information theory can be found in the seminal papers by Rényi  who employed them to define a one-parameter family of measures of information ($`\alpha `$-entropies)

$`I_\alpha `$ $`=`$ $`\phi _\alpha ^1\left({\displaystyle \underset{k}{}}p_k\phi _\alpha (\mathrm{log}_b{\displaystyle \frac{1}{p_k}})\right)={\displaystyle \frac{1}{1\alpha }}\mathrm{log}_b\left({\displaystyle \underset{k}{}}p_k^\alpha \right).`$ (2)
The Kolmogorov-Nagumo (KN) function is here $`\phi _\alpha (x)=b^{(1\alpha )x}`$, a choice motivated by a theorem  stating that only affine or exponential $`\varphi `$ satisfy

$`x+C_\varphi =x_\varphi +C`$ (3)
where $`C`$ is a constant. Random variable

$`I_k=\mathrm{log}_bp_k`$ (4)
represents an amount of information received by learning that an event of probability $`p_k`$ took place ; $`b`$ specifies units of information ($`b=2`$ corresponds to bits; below we use $`b=e`$ which is more common in the physics literature). $`\alpha `$-entropies were also derived in a purely pragmatic manner in  as measures of information for concrete information-theoretic problems.

Rényi’s definition becomes more natural if one notices that KN-averages are invariant under $`\varphi (x)A\varphi (x)+B`$ and one replaces $`\phi _\alpha `$ by

$`\varphi _\alpha (x)={\displaystyle \frac{e^{(1\alpha )x}1}{1\alpha }}\mathrm{ln}_\alpha [\mathrm{exp}(x)]`$ (5)
where $`\mathrm{ln}_\alpha ()`$ is the deformed logarithm  ($`\mathrm{ln}_1()=\mathrm{ln}()`$).

The above (original) derivation of $`I_\alpha `$ clearly shows the two elements which led Rényi to the idea of $`\alpha `$-entropy: (1) one needs a generalized average and (2) the random variable one averages is the logarithmic measure of information. The latter has a well known heuristic explanation which goes back to Hartley : To uniquely specify a single element of a set containing $`N`$ numbers one needs $`\mathrm{log}_2N`$ bits; but, if one splits the set into $`n`$ subsets containing, respectively, $`N_1,\mathrm{},N_n`$ elements ($`_iN_i=N`$) then in order to specify only in which set the element of interest is located it is enough to have $`\mathrm{log}_2N\mathrm{log}_2N_i=\mathrm{log}_2(N/N_i)`$ bits of information. The latter construction ignores the information encoded in correlations between the subsets. For this reason typically one needs less information if such correlations are present. The idea is used in data-compression algorithms and is essential for the argument we will present below.

Although $`\alpha `$-entropies are occasionally used in statistical physics  it seems the same cannot be said of KN-averages. Thinking of the original motivation behind generalized entropies one may wonder whether this is not logically inconsistent. Constructing statistical physics with $`\alpha `$-entropies one should consistently apply KN-averaging to all random variables, internal energy included. Applying the procedure to thermostatistics one may expect to arrive at a one-parameter family of equilibrium states which, in the limit $`\alpha 1`$, reproduce Boltzmann-Gibbs statistics.

During the past ten years it became quite clear that there is a need for some generalization of standard thermostatistics, as exemplified by the unquestionable success of Tsallis’ $`q`$-thermodynamics . Systems with long-range correlations, memory effects or fractal boundaries are well described by $`q1`$ Tsallis-type equilibria. Gradual development of this theory allowed to understand that there is indeed a link between generalized entropies and generalized averages. However, the averages one uses in Tsallis’ statistics are the standard linear ones but expressed in terms of the so-called escort probabilities. So there is no direct link to KN-averages.

In what follows we present a thermostatistical theory based on KN-averages. It deals with the problem of maximizing average information under the constraint that the average of some energy function has a given value. As we shall see there is a link between such a theory and Tsallis’ thermostatistics. Actually, many technical developments obtained within the Tsallis scheme have a straightforward application in the new framework. An important difference with respect to the Tsallis theory is that we can obtain both non-extensive and extensive generalizations so that one may expect the formalism will have still wider scope of applications.

We begin with the KN-average depending on parameters $`p_k`$ which we shall later identify with escort probabilities. $`\alpha `$-entropy defined with the help of the modified KN-function (5) is

$`I_\alpha `$ $`=`$ $`\varphi _\alpha ^1\left({\displaystyle \underset{k}{}}p_k\varphi _\alpha (I_k)\right)=\varphi _\alpha ^1\left({\displaystyle \underset{k}{}}p_k\varphi _\alpha (\mathrm{ln}p_k)\right)`$ (6)
$`=`$ $`\varphi _\alpha ^1\left({\displaystyle \frac{_kp_k^\alpha 1}{1\alpha }}\right)=\varphi _\alpha ^1\left({\displaystyle \underset{k}{}}p_k\mathrm{ln}_\alpha (1/p_k)\right).`$ (7)
It is interesting that in the course of calculation of $`I_\alpha `$ the expression for the Daróczy-Tsallis entropy  arises

$$S_\alpha (p)=\frac{_kp_k^\alpha 1}{1\alpha }.$$
(8)
This shows that in the context of KN-means there is an intrinsic relation between $`I_\alpha `$ and $`S_\alpha `$:

$`\varphi _\alpha (I_\alpha )=S_\alpha .`$ (9)
Let us note that the formula

$`\varphi _\alpha (I_k)=\mathrm{ln}_\alpha (1/p_k)`$ (10)
may hold also for other pairs $`(\varphi _\alpha ,I_k)`$, with $`\varphi _\alpha `$ not given by (5), and be valid even for measures of information different from the Hartley-Shannon-Wiener random variable $`I_k=\mathrm{ln}p_k`$. The key assumption of the present paper is that the generalized theory is characterized by the properties (9) and (10). One can see (10) as a definition of $`I_k`$ in case $`\varphi _\alpha `$ is given, or as a constraint on $`\varphi _\alpha `$ if $`I_k`$ is given.

The generalized thermodynamics is obtained by maximizing $`I_\alpha `$ under the constraint of fixed internal energy

$`\beta _0H_{\varphi _\alpha }=\varphi _\alpha ^1\left({\displaystyle \underset{k}{}}p_k\varphi _\alpha (\beta _0E_k)\right)=\beta _0U`$ (11)
where $`\beta _0`$ is a constant needed to make the averaged energy dimensionless. Equivalently, the problem may be reformulated as maximizing (8) under the constraint

$$\underset{k}{}p_k\varphi _\alpha (\beta _0E_k)=\varphi _\alpha (\beta _0U).$$
(12)
This problem is of the type originally considered by Tsallis . However, since then the formalism of non-extensive thermostatistics has evolved. In particular, one has learned  that the optimization problem should be reparametrized using the so called escort probabilities. The reason why one should do so is the following. The standard thermodynamical relation for temperature $`T`$ is

$$\frac{1}{T}=\frac{\mathrm{d}S}{\mathrm{d}U}$$
(13)
with $`S`$ and $`U`$, respectively, entropy and energy calculated using the equilibrium averages. In generalized thermostatistics this definition of temperature is not necessarily correct. Recently has been shown  that (13) is valid if the entropy is additive and must be modified in all other cases. The reparametrization of non-extensive thermostatistics, by introduction of escort probabilities, is such that energy $`U`$ becomes generically an increasing function of some (unphysical) temperature $`T^{}`$ (see e.g. Prop. 3.5 of ), which is then related to physical temperature $`T`$.

The reparametrization is done by means of $`q1/q`$ duality . Let

$$\rho _k=\frac{p_k^\alpha }{_kp_k^\alpha }$$
(14)
Then one has clearly also the inverse relation

$$p_k=\frac{\rho _k^q}{_k\rho _k^q}$$
(15)
with $`q=1/\alpha `$. The above optimization problem is now equivalent to maximizing $`S_q(\rho )`$ under the constraint

$$\frac{_k\rho _k^q\varphi _{1/q}(\beta _0E_k)}{_k\rho _k^q}=\varphi _{1/q}(\beta _0U)$$
(16)
This is so because $`S_q(\rho )`$ is maximal if and only if $`S_{1/q}(p)`$ is maximal (see ). The latter optimization problem is of the type studied in the new style non-extensive thermostatistics .

We are now ready to solve the optimization problem. The free energy $`F`$ is defined by

$$\beta _0F=\frac{_k\rho _k^q\varphi _{1/q}(\beta _0E_k)}{_k\rho _k^q}\beta _0T^{}S_q(\rho )$$
(17)
Minima of $`\beta _0F`$, if they exist , are realized for distributions of the form

$$\rho _k\frac{1}{[1+ax_k]^{1/(q1)}}\text{ if }1<q$$
(18)
or

$$\rho _k[1ax_k]_+^{1/(1q)}\text{ if }0<q<1$$
(19)
Here $`x_k=\varphi _{1/q}(\beta _0E_k)`$ and $`[x]_+`$ equals $`x`$ if $`x`$ is positive, zero otherwise. Expression (18), with $`1/(q1)`$ replaced by $`1+\kappa `$, is called the kappa-distribution or generalized Lorentzian distribution . There are several reasons why this distribution is of interest. In the first place, the Gibbs distribution, which determines the equilibrium average in the standard setting of thermodynamics , is obtained in the limit $`\kappa +\mathrm{}`$, or $`q1`$. The kappa-distribution is frequently used. For example in plasma physics it is used to describe an excess of highly energetic particles . Typical for distribution (19) is that the probabilities $`p_k`$ are identically zero whenever $`aE_k1`$. This cut-off for high values of $`E_k`$ is of interest in many areas of physics. In astrophysics it has been used  to describe stellar systems with finite average mass. A statistical description of an electron captured in a Coulomb potential requires the cut-off to mask scattering states . In standard statistical mechanics the treatment of vanishing probabilities requires infinite energies which lead to ambiguities. These can be avoided if distributions of the type (19) are used.

The formulas that follow are based on results already found in literature at many places, e.g. in .

Assume first that $`\alpha =1/q`$, $`0<\alpha <1`$. Then the equilibrium average is the KN-average with $`p_k`$ given by

$$p_k=\frac{1}{Z_1}\frac{1}{[1+ax_k]^{1/(1\alpha )}}.$$
(20)
$`Z_1`$ is given by

$$Z_1=\underset{k}{}\frac{1}{[1+ax_k]^{1/(1\alpha )}},$$
(21)
and $`x_k=\varphi _\alpha (\beta _0E_k)`$. The unknown parameter $`a`$ has to be fixed in such a way that (12) holds. This condition can be written as

$`\varphi _\alpha (\beta _0U)`$ $`=`$ $`{\displaystyle \frac{1}{a}}\left({\displaystyle \frac{Z_0}{Z_1}}1\right)`$ (22)
with $`Z_0`$ given by

$$Z_0=\underset{k}{}\frac{1}{[1+ax_k]^{\alpha /(1\alpha )}}$$
(23)
The entropy $`I_\alpha `$ follows from (8) with (20). One obtains

$$\varphi _\alpha (I_\alpha )=\frac{1}{1\alpha }\left(\frac{Z_0}{Z_1^\alpha }1\right).$$
(24)
Temperature $`T^{}`$ is given by (cf. Eq. (14) in )

$$\frac{1}{\beta _0T^{}}=\frac{a\alpha }{1\alpha }\frac{Z_1^2}{Z_0^{(1+\alpha )/\alpha }}.$$
(25)
Now assume $`\alpha >1`$. Then the formulas become

$$p_k=\frac{1}{Z_1}[1ax_k]_+^{1/(\alpha 1)}$$
(26)
with $`Z_1`$ given by

$$Z_1=\underset{k}{}[1ax_k]_+^{1/(\alpha 1)}.$$
(27)
The expressions for energy and entropy are

$`\varphi _\alpha (\beta _0U)`$ $`=`$ $`{\displaystyle \frac{1}{a}}\left(1{\displaystyle \frac{Z_0}{Z_1}}\right)`$ (28)
and

$$\varphi _\alpha (I_\alpha )=\frac{1}{\alpha 1}\left(1\frac{Z_0}{Z_1^\alpha }\right)$$
(29)
with

$$Z_0=\underset{k}{}[1ax_k]_+^{\alpha /(\alpha 1)}$$
(30)
Temperature $`T^{}`$ is given by

$$\frac{1}{\beta _0T^{}}=\frac{a\alpha }{\alpha 1}\frac{Z_1^2}{Z_0^{(1+\alpha )/\alpha }}.$$
(31)
Let us finally return to the specific case of Rényi’s entropy, i.e. $`I_k`$ and $`\varphi _\alpha `$ given, respectively, by (4) and (5). This choice is particularly interesting since only then the following three conditions are satisfied

$`\beta _0H+\beta _0E_{\varphi _\alpha }`$ $`=`$ $`\beta _0H_{\varphi _\alpha }+\beta _0E`$ (32)
$`\beta _0H_{A+B}_{\varphi _\alpha }`$ $`=`$ $`\beta _0H_A_{\varphi _\alpha }+\beta _0H_B_{\varphi _\alpha }`$ (33)
$`I_\alpha (A+B)`$ $`=`$ $`I_\alpha (A)+I_\alpha (B)`$ (34)
where $`A`$ and $`B`$ are two uncorrelated noninteracting systems. Condition (32) when combined with the explicit form of equilibrium state means that equilibrium does not depend on the origin of the energy scale. The remaining two conditions imply that we have a one-parameter family of extensive generalizations of the Boltzmann-Gibbs statistics, the latter being recovered in the limit $`\alpha 1`$. For $`\alpha =q^11`$ we obtain the well known Tsallis-type kappa-distributions but with energies $`\beta E_k`$ replaced by $`\varphi _\alpha (\beta _0E_k)`$.

In general, the equilibrium probabilities are not of the product form (there is one exception — see below). The product form is of course also absent in the standard formalism when there are correlations between subsystems. Nevertheless, if the correlations are not too strong, then the system in equilibrium is still extensive. This is expressed by stating that the so-called thermodynamic limit exists. We expect that also in the present formalism the thermodynamic limit exists, but this point has still to be studied.

Consider now the case $`0<\alpha <1`$ and $`a=1\alpha `$. This is a remarkable case because the equilibrium distribution (20) becomes exponential. Indeed, one verifies that

$$p_k=\frac{1}{Z_1}e^{\beta _0E_k}\text{ with }Z_1=\underset{k}{}e^{\beta _0E_k}.$$
(35)
Internal energy equals

$$\beta _0U=\frac{1}{1\alpha }\mathrm{ln}\left(\frac{1}{Z_1}\underset{k}{}e^{\alpha \beta _0E_k}\right)=I_\alpha \mathrm{ln}Z_1.$$
(36)
This means that for each system there exists a particular temperature where the equilibrium state is factorizable.

Let us summarize the results.

The formalism of thermostatistics based on KN-averages simultaneously generalizes Boltzmann-Gibbs and Tsallis theories. As opposed to the Tsallis case, which is always nonextensive, the KN-approach allows for a family of extensive generalizations. On the other hand, the family of extensive theories leads to equilibrium states which share many properties with Tsallis $`q1`$ distributions. Tsallis formalism enters the KN-formulation also via the relation between $`I_\alpha `$ and $`S_\alpha `$. What is surprising is that one should not simply identify $`\alpha `$ with $`q`$. The correct relation $`\alpha =1/q`$ is suggested by the fact that the probabilities $`p_k`$ are interpreted as escort probabilities. In the present paper the function $`\varphi _\alpha `$ is kept constant while the probabilities $`p_k`$ are varied. It could be interesting to consider also the case where $`\varphi _\alpha `$ is varied as well.

Of particular interest is the choice $`\varphi _\alpha (x)=\mathrm{ln}_\alpha (\mathrm{exp}x)`$ since then the average information coincides with Rényi’s entropy. As proved by Rényi, his entropy, together with that of Shannon , are the only additive entropies. As shown in  additivity of entropy is a requirement for physical temperature $`T`$ to be defined by the usual thermodynamic relation (13). The formalism generalizes to other non-exponential choices of $`\varphi `$ provided the information measure is adapted in such a way that (9) and (10) still hold. In this more general context entropy is no longer additive and the definition of physical temperature $`T`$ by means of (13) becomes problematic. A correct definition could be derived along the lines of  or . This problem requires further study.

In a natural way Tsallis’ entropy appears as a tool for calculating equilibrium averages. This offers the opportunity to reuse the knowledge from Tsallis-like thermostatistics. A tempting question is whether in each of the many applications of Tsallis’ thermostatistics one can find a natural KN-average which maps the problem into the present formalism.

In an extended version of this Letter we shall discuss explicit examples. Here we only mention that preliminary results for a two-level system give satisfactory results. In particular, we checked that the $`\alpha 1`$ limit of equilibrium distributions reproduces Boltzmann-Gibbs results, and that the relation between $`T`$ and $`T^{}`$ was found as in . Of course, more complicated examples should be studied. Examples like the one-dimensional Ising model could clarify the issue of the thermodynamic limit.

For the sake of completeness let us mention that Rényi’s entropy has been studied already  in relation with the escort probabilities (14). One of the conclusions of that paper is that they obtain the same results as in Tsallis’ thermostatistics, which is not a surprise since Rényi’s entropy and Tsallis’ entropy are monotonic functions of each other. There is nor further relation with the present work.

One of the authors (MC) wishes to thank the NATO for a research fellowship enabling his stay at the Universiteit Antwerpen.


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# MONOLITH: A HIGH RESOLUTION NEUTRINO OSCILLATION EXPERIMENT

## 1 Introduction

The current observations of atmospheric neutrinos are all consistent with a two-state neutrino oscillation in the $`\nu _\mu \nu _\tau `$ channel. However, the experimental resolution is too poor to clearly resolve the oscillation pattern and models with non-standard $`\nu _\mu `$ disappearance dynamics are not ruled out by data. Moreover, scenarios involving admixtures of the electron neutrino (3$`\nu `$) and of an hypothetical sterile neutrino (4$`\nu `$), that would accommodate the current phenomenology, are not fully constrained and even in the simple two-neutrino oscillation picture, a wide range of oscillation parameters is still allowed.

MONOLITH is a proposal for a detector explicitly designed to establish the occurrence of oscillations in atmospheric neutrinos and to discriminate alternative explanations, through the observation of the full first oscillation swing in $`\nu _\mu `$ disappearance. This also yields a significantly improved measurement of the oscillation parameters. The occurrence of matter effects in atmospheric neutrino oscillations can also be tested with MONOLITH, exploiting its capability to identify the lepton charge of muon neutrinos. This will constrain 3$`\nu `$ and 4$`\nu `$ scenarios and offer the unique opportunity to test the neutrino mass hierarchy, before the advent of $`\nu `$-factories.

If approved, the detector will be located at the Gran Sasso Laboratory in Italy, where the measurement of atmospheric neutrinos can be supplemented by measurements in the CNGS beam from CERN.

## 2 The MONOLITH detector

MONOLITH is a massive tracking calorimeter with a coarse structure and magnetic field. A large modular structure has been chosen for the detector (figure 1). One module consists in a stack of 120 horizontal 8 cm thick iron planes with a surface area of $`14.5\times 15\mathrm{m}^2`$, interleaved with 2 cm planes of sensitive elements. The height of the detector is about 13 meters. The magnetic field configuration is also shown in figure 1; iron plates are magnetized at a magnetic induction of $`1.3`$ T. The detector consists of two modules and its total mass exceeds 34 kt.

Glass Spark Counters (resistive plate chambers with glass electrodes) have been chosen as active detector elements. They provide two coordinates with a pitch of 3 cm, and a time resolution of order 1 ns. An external veto made of scintillation counters is foreseen to reduce the background from cosmic ray muons.

## 3 Measurements with atmospheric neutrinos

### 3.1 Test of $`\nu _\mu `$ disappearance dynamics

Oscillation studies with atmospheric neutrinos requires that the energy $`E`$ and the baseline $`L`$ of the incoming neutrino be measured in each event. The latter is related to the neutrino direction and may be estimated in charged-current (CC) interactions from the direction of the outgoing lepton. MONOLITH, with a mass comparable to Super-Kamiokande, has a much larger acceptance to muons at high energies, where the muon direction gives a better estimate of the neutrino direction. This results in a considerably improved $`L/E`$ resolution and overcomes the main limitation in the sensitivity to the oscillation pattern of current atmospherics neutrino experiments.

High energy atmospheric neutrinos bear another advantage: they represent an ideal source for a disappearance experiment, since they naturally comprise the near (down-going neutrinos) and a far (up-going neutrinos) positions111MONOLITH has an effective threshold on $`\nu _\mu `$-CC events around 3 GeV, where the asymmetry of atmospheric neutrino fluxes, mainly due to geomagnetic effects, is below the percent level .. Thus a detailed prior knowledge of neutrino fluxes is not required. The atmospheric neutrino beam is also characterized by a wide range in $`L/E`$ (from about 1 km/GeV to 105 km/GeV), that gives access to a very large range of oscillation parameters and, in particular, results in a unique sensitivity to oscillations if $`\mathrm{\Delta }m^2`$ is low.

Figure 2 shows the expected $`L/E`$ distributions of up-going neutrinos and of the reference sample of down-going neutrinos and their ratio, for $`\nu _\mu \nu _\tau `$ oscillation with parameters around the current best-fit to Super-Kamiokande data. The figure also shows the allowed regions of the oscillation parameter space of the experiment after four years of exposure.

An oscillation pattern is visible, at clear variance with the unconventional interpretations  of Super-Kamiokande data, which share the feature of the absence of a first clear dip in the $`L/E`$ distribution. A detailed analysis reveals that if the true process is oscillations, the alternative hypotheses can be rejected with more than 99% efficiency at 95% C.L., over the entire region of parameters allowed by Super-Kamiokande (see Fig. 3). The clearness of the oscillation pattern also results in a significantly improved measurement of the oscillation parameters. A precision on $`\mathrm{\Delta }m^2`$ better than 10% is anticipated (Fig. 3).

### 3.2 Detection of matter induced effects

The very long baselines available with atmospheric neutrinos offer the possibility to search for Earth-induced matter effects. In that endeavour, atmospheric neutrino experiments are not contested by current and planned conventional accelerator beam experiment, whose baselines are too short for a significant effect.

Matter effects can play an important role if there are significant contributions of $`\nu _e`$ or $`\nu _{\mathrm{sterile}}`$ to atmospheric neutrino oscillations. The non-observation of large matter effects has been already exploited by Super-Kamiokande to exclude the pure $`\nu _\mu \nu _{\mathrm{sterile}}`$ oscillation hypothesis at 99% C.L. . For a contribution of non-maximal $`\nu _\mu \nu _{\mathrm{sterile}}`$ oscillations, matter effects would also manifest themselves in differences in the oscillation patterns for neutrinos and anti-neutrinos. Such differences could be measured with MONOLITH , thanks to its capability to identify the muon charge, and could yield important constraints on hybrid oscillation scenarios .

Such effects could be detectable even in standard three flavour oscillation scenarios . A subdominant $`\nu _e`$ mixing could sizeably modify the $`\nu _\mu `$ transition probability in particular regions of phase space where the $`\nu _\mu \nu _e`$ transition becomes resonant in matter. Depending on the sign of $`\mathrm{\Delta }m^2`$, such effects occur either for neutrinos or for anti-neutrinos only. By comparing the neutrino and anti-neutrino distributions in MONOLITH, the sign of $`\mathrm{\Delta }m^2`$, and therefore the neutrino mass hierarchy, could be determined if a signal would be observed.

Figure 4 shows a preliminary estimate of the region of oscillation parameters over which the sign of $`\mathrm{\Delta }m^2`$ can be determined at 90% C.L. after 200 kty of MONOLITH exposure. The sensitivity achievable in a long-term run (or with a larger detector), corresponding to an exposure of 400 kty, is also shown. For comparison, the region excluded by CHOOZ  and the region allowed by Super-Kamiokande are displayed. This analysis assumes one mass scale dominance for atmospheric neutrinos (i.e. $`\mathrm{\Delta }m^2=m_3^2m_{1,2}^2`$) and maximum mixing in the (2,3) sector, as suggested by Super-Kamiokande data, and no prior knowledge of $`\mathrm{sin}^2(2\mathrm{\Theta }_{13})`$. The latter parameter can also be constrained by MONOLITH over a region that will be partly accessible to MINOS  and fully accessible to long term low-energy beam projects searching for the subdominant $`\nu _\mu \nu _e`$ transition . These experiments, however, can not measure the sign of $`\mathrm{\Delta }m^2`$.

## 4 Measurements with neutrino beams

### 4.1 Oscillation studies with the CNGS beam

The CNGS beam  from CERN to Gran Sasso is optimized for $`\nu _\tau `$ appearance experiments and the energy spectrum is somewhat too high to allow the detection of the first entire oscillation swing in a disappearance experiment. Nonetheless, MONOLITH can reconstruct with high efficiency and good resolution about 40000 $`\nu _\mu `$ charged-current interactions per year. The systematic error, mainly related to the knowledge of the beam spectra, need to be suitably controlled for a disappearance measurement on the CNGS beam. This is partly achieved in the measurement of the neutral to charged current ratio (NC/CC). In this method looser requirements on the muon reconstruction may be applied and about 100000 events per year (CC+NC) can be reconstructed and classified according their length and shape. Both these method can be used to complement the disappearance measurements with atmospheric neutrinos, in particular if $`\mathrm{\Delta }m^2`$ is high.

### 4.2 Measurements at a neutrino factory

In the long term, MONOLITH could be used as a target detector in a potential neutrino factory beam. Neutrino beams from future muon storage rings  (neutrino factories) will be essentially pure beams of either $`\nu _\mu +\overline{\nu }_e`$ or $`\overline{\nu }_\mu +\nu _e`$. The occurrence of $`\nu _e\nu _\mu `$ or $`\nu _e\nu _\tau `$ oscillations would manifest itself via the appearance of wrong sign muons. It has been checked that MONOLITH, with good muon charge separation and momentum measurement, is well suited for the observation of such oscillations.

Neutrino factories will in particular offer the possibility to measure the $`\mathrm{\Theta }_{13}`$ mixing angle, the sign of $`\mathrm{\Delta }m^2`$ through matter effects if not observed earlier and, depending on which of the solar neutrino solutions is correct, it might also open the way for the study of CP violation in the neutrino system.

## 5 Conclusions

MONOLITH is a 34 kt magnetized iron tracking calorimeter proposed for atmospheric neutrino measurements at the Gran Sasso Laboratory in Italy. Its main goal is the proof of the neutrino oscillation hypothesis through the explicit observation of a sinusoidal oscillation pattern. Other goals include tests of the neutrino mass hierarchy in $`3\nu `$ and $`4\nu `$ scenarios, trough the investigation of potential matter effects, and auxiliary measurements in the CERN to Gran Sasso beam. In the long term, the detector could also be used in a potential neutrino factory beam.


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# SEARCHES FOR NEW PHYSICS AT HERA

## 1 Introduction

HERA collides an electron or positron beam of 27.5 GeV and a proton beam of 920 GeV (820 GeV until 1997), yielding 318 GeV (300 GeV) center-of-mass energy ($`\sqrt{s}`$). The square of the momentum transfer ($`Q^2`$) in deep inelastic scattering (DIS) can reach several times $`10^4\mathrm{GeV}^2`$, which means that the structure of the proton is probed with a wavelength as small as one thousandth ($`10^{16}`$ cm) of its radius.

During the years 1994-2000, each of the two collider experiments, H1 and ZEUS, has collected approximately 110 $`\mathrm{pb}^1`$ of $`e^+p`$ and 15 $`\mathrm{pb}^1`$ of $`e^{}p`$ data. With these data, the experiments are sensitive to rare processes with a cross section of a fraction of a picobarn, and searches for exotic signals of physics beyond the Standard Model (SM) are extensively performed. Possible signals of new physics include:

* Resonant states formed by electron-quark fusion. Examples of such states are leptoquarks or squarks (superpartners of quarks) in supersymmetry (SUSY) with $`R`$-parity violation. On-shell production of such particles is possible for those with masses up to $`\sqrt{s}`$.
* Physics at a much higher energy scale than the HERA energy could cause a virtual effect in electron-proton scattering in the highest-$`Q^2`$ domain. Such an effect is modeled as an effective four-fermion ($`eeqq`$) contact interaction. A variant of such a phenomenon is a lepton-flavor-violating (LFV) interaction in which the incoming electron changes its flavor to one of the higher-generation leptons ($`\mu `$ or $`\tau `$).
* If the fermions (leptons and/or quarks) are composite rather than elementary, excited states of fermions could be produced as a consequence of the large momentum transfer, if the masses of such states are below the HERA $`\sqrt{s}`$. Such excited fermions could decay back to the ground state (normal fermions) “radiatively” by emitting a gauge boson ($`\gamma `$, $`W`$, $`Z`$ or gluon).

In the following sections, recent results are presented from both collaborations on these topics. Most of the results are preliminary.

## 2 Leptoquarks

Leptoquarks (LQs) are particles which carry both lepton (L) and baryon (B) numbers. They appear in many unifying theories which try to establish fundamental relations between leptons and quarks. If LQs with a mass below the $`\sqrt{s}`$ of HERA exist, they could be directly produced via a fusion between the electron and a quark in the proton. The production cross section depends on the unknown Yukawa coupling $`\lambda `$ at the LQ-electron-quark vertex. To evaluate the experimental results, the theoretical framework of Buchmüller-Rückl-Wyler (BRW) is often used. In this framework, LQs decay to an electron-quark pair with a fixed branching ratio of either 1/2 or 1, depending on the LQ species. The only other possible decay mode is into a neutrino-quark pair.

When the LQ decays to an electron-quark pair, the final state is identical to SM neutral current (NC) DIS. However, the angular distribution is different. NC DIS with $`t`$-channel photon exchange has a $`1/y^2`$ angular distribution, where $`y`$ is the inelasticity variable related to the electron decay angle in the $`e`$-$`q`$ rest frame, $`\theta ^{}`$, with $`\mathrm{cos}\theta ^{}=12y`$. On the other hand, scalar LQs have flat $`y`$ distribution and vector LQs have $`(1y)^2`$ dependence. Therefore, a cut in $`y`$ (or $`\mathrm{cos}\theta ^{}`$) is used to enhance the LQ signal among the NC DIS background.

Figure 1 shows the mass distribution of NC DIS candidates from the H1 experiment. There was an excess of events after a $`y`$ cut in the old $`e^+p`$ data, which is not confirmed by the new $`e^+p`$ data taken at higher $`\sqrt{s}`$. ZEUS also had a small excess in the high-$`x`$, high-$`y`$ region ($`x`$ is the Bjorken scaling variable, related to the mass of the $`eq`$ system via $`M`$=$`\sqrt{sx}`$) in the old data, which also is not confirmed by the new data. With the smaller amount of $`e^{}p`$ data already analyzed, both experiments have observed good agreement with SM predictions.

With no evidence of a signal, limits are derived on the Yukawa coupling as a function of the LQ mass, as shown in Fig. 2. Note that $`e^+p`$ and $`e^{}p`$ data have complementary sensitivity to different LQ species; $`e^+p`$ collisions mainly probe the production of $`F`$=0 LQs, which couple to a positron and a valence quark ($`F`$ is the fermion number, defined as $`F`$=$`L`$+3$`B`$), and correspondingly $`e^{}p`$ for $`F`$=2. In the figure, comparison is made with other collider results. At the TeVatron, LQs can be pair-produced and thus the limit on mass is independent of $`\lambda `$. The limits from LEP come from hadronic cross section measurements in which LQ exchange can produce virtual effects.

One can also consider a general case and treat the LQ branching ratio to $`eq`$ as a free parameter, in contrast to the restrictions of the BRW framework. In Fig. 3, the search results in both NC (electron-jet resonance) and CC (neutrino-jet resonance) channels are used, and combined limits are obtained assuming the branching ratios to $`eq`$ and $`\nu q`$ decays sum up to one. The limits in LQ mass for fixed values of $`\lambda `$ are largely independent of how the branching ratios are shared, while the TeVatron limits degrade largely when the LQ predominantly decays to $`\nu q`$.

## 3 Squarks in supersymmetry with $`R`$-parity violation

$`R`$-parity is a multiplicative quantum number defined as $`(1)^{L+3B+2S}`$, where $`S`$ is the spin of the particle. It takes the value $`+1`$ for usual particles and $`1`$ for their superpartners. In the Minimal Supersymmetric Standard Model (MSSM), $`R`$-parity is assumed to be conserved. The consequences are that superparticles are always produced in pairs, and that the lightest superparticle is stable.

However, the general supersymmetric and gauge-invariant superpotential contains three terms which violate $`R`$-parity, two with $`L`$ violation and one with $`B`$ violation. Of particular interest at HERA is the term $`\lambda _{ijk}^{}L_iQ_j\overline{D}_k`$, where $`L`$ and $`Q`$ are left-handed lepton and quark doublet superfields and $`\overline{D}`$ is a right-handed singlet superfield of down-type quarks. The indices $`i`$, $`j`$ and $`k`$ denote their generation. For each generation combination, a new Yukawa coupling $`\lambda ^{}`$ is introduced.

With a presence of non-zero $`\lambda _{1jk}^{}`$, production of squarks is possible in $`eq`$ fusion at HERA, in exact analogy to the scalar LQ production described before. However, the decay mode of the squark has more varieties than LQ decays in the BRW framework. In addition to the $`eq`$ decay, a squark can decay to a quark and a gaugino with $`R`$-conserving gauge couplings. The gauginos can decay to a lepton ($`e`$ or $`\nu _e`$) and two quarks with the same $`\lambda ^{}`$ coupling, or to a lighter gaugino and two fermions with gauge couplings which results in further cascade decays. As a consequence, there are many multi-jet and/or multi-lepton final states with possible missing momentum, which compete with the simple LQ-like decays. It is worth noting that both $`e^+`$ and $`e^{}`$ final states are possible in the gaugino decay to $`eqq`$, which makes possible a “wrong sign” electron search with respect to the charge of the beam electron, a channel with very little background from SM processes.

Both H1 and ZEUS experiments have analyzed the $`e^+p`$ data taken during 1994-97 (approx. 40 $`\mathrm{pb}^1`$ per experiment) in many decay channels, and no evidence of squark production was found. The results can then be converted to constraints in SUSY parameter space under various scenarios. Figure 4 (left) shows the ZEUS results in the unconstrained MSSM framework, in which squark masses are treated as parameters independent of the MSSM parameters $`\mu `$, $`M_2`$ and $`\mathrm{tan}\beta `$. For two fixed values of $`\mathrm{tan}\beta `$, a scan in the large parameter space of $`\mu `$ and $`M_2`$ has been performed, and upper limits in $`\lambda _{1j1}^{}`$ have been obtained as a function of the squark mass. The H1 collaboration has also derived limits in the mSUGRA framework, where the sparticle masses are determined from other SUSY parameters and the number of free parameters become minimal. The results are presented in Fig. 4 (right). For fixed values of $`\lambda ^{}`$ and $`\mathrm{tan}\beta `$, the excluded region in SUSY parameter space ($`m_0`$, $`m_{1/2}`$) is shown. For reasonably large values of the Yukawa coupling (even as small as 0.1), HERA has a sensitivity in a region not explored at the TeVatron, although it should be mentioned that the TeVatron limits are independent of $`\lambda ^{}`$.

## 4 Physics at very high energies

New physics at an energy scale which is much larger than the $`\sqrt{s}`$ of HERA could also be detected via its virtual effects at the highest-$`Q^2`$ region ($`Q^2`$ several $`10^4`$ GeV2) which corresponds to an $`e`$-$`q`$ interaction at a distance as short as 0.001 fm. Such new physics processes are modeled in their low-energy limit as an effective four-fermion contact interaction (CI), and the effects are parameterized by a coupling constant, $`g_{CI}`$, and an effective mass scale, $`\mathrm{\Lambda }`$.

Both collaborations tested the most common $`eeqq`$ CI models using the NC DIS data at high $`Q^2`$. Since the data are well described by the SM within statistical errors, limits are derived for each model tested. The limit on $`\mathrm{\Lambda }`$ depends on the chiral structure of the model, and ranges up to 9 TeV when taking the usual coupling convention $`g_{CI}^2`$=$`4\pi `$. The HERA limits are competitive and complementary to those from LEP and the TeVatron, where the tests are made in $`e^+e^{}`$hadrons and Drell-Yan production, respectively.

Limits are also set on some specific models. In models with large (compactified) extra dimensions in which only the gravitational force can propagate to the extra dimensions, the fundamental Planck mass scale could be as low as the electroweak scale ($``$ TeV). In such models, high-energy particle collisions get additional contributions due to the exchange of a Kaluza-Klein tower of gravitons which modify the cross sections at the highest energies. This causes CI-like effects at HERA in the highest-$`Q^2`$ region with a main contribution from the interference of graviton exchange and normal NC exchange. These effects are characterized by an effective coupling $`\lambda /M_s^4`$, where $`M_s`$ is close to the fundamental Planck scale and $`\lambda =\pm 1`$ determines whether the interference is constructive or destructive. The results from H1 are shown in Fig. 5 (left). An effective mass scale $`M_s`$ of nearly 1 TeV is excluded at 95% CL.

Another example is a test of classical form factor of quarks. If one assumes that quark has a finite size and its charge is distributed with a r.m.s. of $`R`$, the NC DIS cross section gets a suppression factor $`(1R^2Q^2/6)^2`$ which dumps the cross section as $`Q^2`$ increases. Radius of the order of $`10^{16}`$cm is excluded, as shown in Fig. 5 (right).

## 5 Lepton flavor violation

In the SM, lepton flavor is conserved in every interaction. However, it is not regarded as a fundamental symmetry, and new physics could naturally entail the inter-generation transition of leptons. HERA is well suited for searching for electron-muon or electron-tau LFV processes by colliding an electron with a proton at a very short distance. The final state will be an $`ep\mu (\tau )X`$ event which has a striking signature of a high-momentum muon or tau balanced by a hadronic system, which has very little background from SM processes.

Both experiments searched for such events in the 1994-97 data, with no candidates. An example of the limits are expressed in Table 1 in the context of heavy ($`\sqrt{s}`$) LFV leptoquarks mediating the $`eqlq^{}`$ transition, for each LQ species and $`(q,q^{})`$ generation combination. It can be seen that limits from low-energy experiments, such as rare decays, are very stringent for transitions involving first-generation quarks, but HERA has higher (or unique) sensitivity when the LFV transition involves higher-generation quarks.

## 6 Excited fermions

If fermions are not elementary but have substructure, their excited states could be produced in a high-energy collision. At HERA, excited electrons and quarks could be produced mainly via $`t`$-channel photon exchange, and excited neutrinos via $`W`$ exchange. Once produced, they can decay to a normal fermion by radiating off gauge bosons. Decays into $`\gamma `$, $`W`$ or $`Z`$ are considered here.

To measure the experimental sensitivity, the theoretical framework of Hagiwara, Komamiya and Zeppenfeld is conventionally used, in which the production cross section depends on the relative coupling strengths $`f`$, $`f^{}`$ and $`f_s`$ for the SU(2), U(1) and SU(3) gauge groups, respectively, and a common compositeness scale $`\mathrm{\Lambda }`$. By assuming relations between the couplings, the decay branching ratios to different gauge bosons are fixed and the cross section depends only on the parameter $`f/\mathrm{\Lambda }`$.

Both collaborations searched for excited fermions in various decay modes (including hadronic and leptonic decays of $`W`$, $`Z`$) in the 1994-97 $`e^+p`$ data and 1998-99 $`e^{}p`$ data, with no evidence of a signal. It should be noted that $`e^{}p`$ collisions provide a much larger cross section for excited-neutrino production than $`e^+p`$ because of the larger $`u`$-quark density in the proton and the helicity suppression in $`e^+p`$ due to $`W`$-exchange.

Figure 6 shows the upper limits obtained on $`f/\mathrm{\Lambda }`$ as a function of the excited-fermion mass, for $`\nu ^{}`$ and $`q^{}`$. HERA experiments have a unique sensitivity beyond the LEP2 center-of-mass energy. Stringent limits on $`q^{}`$ are obtained from the TeVatron, but the production at the TeVatron takes place via the strong coupling $`f_s`$. HERA limits, on the other hand, are sensitive to the electroweak couplings $`f`$ and $`f^{}`$ and are thus complementary.

## 7 $`W`$ and single-top production

Events with a high transverse momentum (high-$`P_T`$) lepton and missing $`P_T`$ at HERA have drawn attention in recent years due to the excess of such events reported by the H1 experiment. When the region with large $`P_T^X`$ (the transverse momentum of the remaining hadronic system) is selected, the prediction from the SM is dominated by single-$`W`$ production, which has a total cross section of about 1 pb.

Figure 7 shows the results from H1 presented in summer 2000, from the $`e^+p`$ data collected up to middle of 2000. Events are plotted in $`P_T^X`$ and $`M_T`$, the transverse mass between the lepton and missing $`P_T`$. There is no acceptance for muon events at low $`P_T^X`$ due to the requirement of missing $`P_T`$ measured in the calorimeter. The observed and expected numbers of events are shown in Table 2 (top). For $`P_T^X>25`$ GeV, nine electron or muon events were observed while $`2.3\pm 0.6`$ are expected from the SM, dominated by $`W`$ production.

ZEUS had observed good agreement with SM predictions for these event topologies up to the results presented in summer 2000, which included data from 1994-99. In this conference, the results were updated for the first time using all of the data collected in 2000.

Figures 8 and 9 show the distributions of $`P_T^X`$ and transverse mass for events with calorimeter $`P_T>20`$ GeV and an isolated track with $`P_T^{track}>10`$ GeV. Ten electron events and seven muon events were selected, with the SM expectation being $`11.0\pm 1.6`$ and $`5.4\pm 0.7`$, respectively. Both the event rate and the distribution of the kinematic variables are in good agreement with SM expectations, which are dominated by NC DIS for electrons and $`\gamma \gamma \mu \mu `$ for muons.

By further applying cuts to enhance the $`W`$ component in the expectation, similar to the ones used in the H1 analysis, the numbers of events are compared with the SM predictions in Table 2 (bottom) for the large-$`P_T^X`$ region. In the ZEUS case, there is no excess of events observed. There is somewhat larger acceptance for $`W`$ in the H1 analysis due to the wider polar-angle coverage, but it is worth mentioning that all of the observed H1 events are in the polar-angle range where ZEUS has acceptance. The muon event surviving the $`P_T^X>25`$ GeV cut is from the 2000 data, and its event display is shown in Fig. 10.

An event with a lepton, missing $`P_T`$ and a large $`P_T^X`$ is a typical signature for a top quark decaying via $`tbWbl\nu `$. Therefore, the results of the searches described above can be applied to single-top production, $`epetX`$. It is a flavor-changing neutral current (FCNC) process and highly suppressed in the SM. Any observation of single top production at HERA would be a signal for physics beyond the SM.

The resulting limits111In the H1 single-top search, the hadronic decay of $`W`$ is also used., together with those from LEP and the TeVatron, are expressed in Fig. 11 in the plane of two couplings, $`k_\gamma `$, the magnetic coupling at the photon-top-quark vertex and $`v_Z`$, the vector coupling at the $`Z`$-top-quark vertex. Here the quark can be generally $`u`$ or $`c`$. At LEP, the limits come from a single-top search $`e^+e^{}tq`$ and the TeVatron limits are from a rare top decay search $`tq\gamma ,qZ`$. Both processes can constrain the $`\gamma `$ and $`Z`$ couplings, and the limits apply to both $`u`$ and $`c`$ quarks since they are in the final state. At HERA, the contribution from $`Z`$-exchange in the $`t`$-channel is suppressed due to the large mass in the propagator, so the cross section is dominated by the photon coupling $`k_\gamma `$. Moreover, since the $`u`$ quark dominates the parton distribution in the proton at large $`x`$, HERA is most sensitive to the $`tu\gamma `$ coupling. It can be seen that the HERA limits on $`k_{tu\gamma }`$ are more stringent than those from LEP and the TeVatron. Note that the cross section dependence on the top mass uncertainty (5 GeV) is about 20% at HERA, while it is larger at LEP where the available energy is close to the threshold.

## 8 Summary and prospects

During the “HERA 1” running, both H1 and ZEUS experiments collected about 110 pb-1 of $`e^+p`$ and 15 pb-1 of $`e^{}p`$ data. Not all of the searches have finished analyzing all of the data yet, but so far no evidence for new physics has been observed. Therefore, new constraints on various physics have been derived: leptoquarks, squarks in $`R`$-parity violating SUSY, $`eeqq`$ contact interactions, large extra dimensions, quark radius, lepton flavor violation and excited fermions. Limits are comparable and largely complementary to those obtained in searches at LEP or the TeVatron. The excess of isolated leptons in the H1 data is intriguing, although the ZEUS results from the total data sample are consistent with SM expectations. Limits on single-top production yield the most stringent constraint on the FCNC coupling at the $`tu\gamma `$ vertex.

HERA and both experiments have been performing shutdown work since September 2000 for the luminosity upgrade. New focusing magnets are installed very close to the interaction point, even inside the detectors. The new optics, together with a moderate increase in beam currents, will bring a five-fold increase in the instantaneous luminosity compared to the year 2000 running. In addition the detectors will be upgraded; for example, ZEUS will have a micro-vertex detector for the first time. From summer 2001, the machine will restart and physics running is scheduled from December. In the five-year program of “HERA 2” running, approximately 1 fb-1 of data are expected per experiment. Another notable feature of the new running is that the longitudinal polarization of the electron/positron beam will be available by default to the collider experiments.

In these five years, HERA 2 and TeVatron Run II will be the only energy-frontier machines in operation. They will compete in many physics scenarios. For example, leptoquark (or squark) sensitivity is illustrated in Fig. 12. If the Yukawa coupling $`\lambda `$ is within the sensitivity of HERA, and if HERA 2 quickly starts up with high-luminosity running, there is a chance for discovery with 10 times more data to come. Otherwise, for the case of leptoquarks decaying 100% to $`eq`$, with 1-2 fb-1 of Run II data the TeVatron experiments can close the discovery window for direct observation at HERA since the $`\lambda `$-independent mass limit will exceed the HERA kinematic limit. However, there are cases where HERA has still potential not covered by Run II; as indicated in the figure, in the case of leptoquarks with a small branching ratio to $`eq`$, HERA’s sensitivity exceeds that of Run II even for fairly small Yukawa coupling. Also there are some models not probed extensively at the TeVatron such as excited leptons. Therefore, the two colliders will continue to be competitive and complementary during the coming years before the start of LHC, in the hunt for possible excitement.

## 9 Acknowledgements

The author is very grateful to the organizers of “XV Rencontres de Physique de la Vallee d’Aoste” for their excellent hospitality which ensured a pleasant stay at La Thuile.


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# Fragility of the spin-glass-like collective state to a magnetic field in an interacting Fe-C nanoparticle system

## Abstract

The effect of applied magnetic fields on the collective nonequilibrium dynamics of a strongly interacting Fe-C nanoparticle system has been investigated. It is experimentally shown that the magnetic aging diminishes to finally disappear for fields of moderate strength. The field needed to remove the observable aging behavior increases with decreasing temperature. The same qualitative behavior is observed in an amorphous metallic spin glass (Fe0.15Ni0.85)75P16B6Al3.

Frozen ferrofluids offer systems where the long-range dipolar interaction between the single-domain nanoparticles can be continuously varied by changing the particle concentration. In a dilute ferrofluid, where the dipolar interaction energy is negligible compared to the anisotropy energy, the magnetic properties of the system is given by averaging over the individual particle contributions. The dynamical properties of isolated particles are determined by the thermally activated relaxation between the potential wells of the anisotropy energy, as was originally proposed by Néel. The magnetic response of a single-domain particle is strongly affected by an external bias field. The relaxation time depends both on the magnitude and the direction of the applied magnetic field with respect to the anisotropy axis, in combination with the damping of the gyration around the easy axis after a spin-flip (see, e.g., Refs. ). For interacting particle systems, the dipolar field created by surrounding particles will also affect the relaxation time.

Highly concentrated ferrofluids, in which the dipolar interaction energy dominates over the anisotropy energy, contain all ingredients needed to create collective glassy dynamics; a complex interaction mechanism - the dipolar interaction - and frustration provided by the randomness of the particle positions and directions of the anisotropy axes. Indeed, experiments have shown that such particle systems exhibit nonequilibrium dynamics with striking similarities to the nonequilibrium dynamics of spin glasses. The magnetic relaxation of the low field dc magnetization shows an aging behavior and there is a downward relaxation of the low-frequency ac susceptibility when the sample is kept at constant temperature combined with a rejuvenation and memory behavior when the temperature of the sample is further decreased and subsequently re-heated. Also, certain effects of applied magnetic fields on the nonequilibrium behavior of particle systems have been reported. In a recent work it was shown that the relaxation of the thermoremanent magnetization (TRM) exhibits magnetic aging if the field applied during cooling is low, but not if a relatively high field is used.  This result is similar to the behavior of spin glasses where large enough fields impose an equilibrium state on experimental time scales and a relaxation of the thermoremanent magnetization that is independent of wait time  and it is thus also consistent with the assumption of collective spin-glass-like dynamics in strongly interacting nanoparticle systems.  In the spin glass case, it has also been shown that field changes can induce rejuvenation of the spin glass state  and that the nonequilibrium relaxation is affected by large enough fields.

In this article, we study the effect of bias magnetic fields on the nonequilibrium dynamics of a strongly interacting nanoparticle sample. We have chosen to measure the relaxation of the low-frequency ac susceptibility, since such relaxation is indicative of magnetic aging and therefore does not exist in weakly interacting nanoparticle systems. It is observed that the collective nonequilibrium dynamics disappears at moderate fields and that the strength of the field needed to remove the collective glassy dynamics increases with decreasing temperature. The same qualitative behavior is observed for a spin glass sample. We interpret the results within the droplet model,  which is a real-space model that has successfully been used to describe nonequilibrium effects in spin glasses.

The ferrofluid consisted of ferromagnetic nanoparticles of the amorphous alloy Fe1-xCx ($`x0.20.3`$). A TEM study revealed a nearly spherical particle shape and a particle size of $`d=5.3\pm 0.3`$ nm. The saturation magnetization is estimated to $`M_s=110^3`$ G and the anisotropy constant to $`K=910^5`$ erg cm-3. Details about the sample preparation and characterization are given elsewhere.  Two samples were studied, one with a concentration of 5 vol% which has earlier been shown to exhibit spin-glass-like nonequilibrium dynamics,  while the second sample was diluted to 1 vol% and no magnetic aging was observed in this sample.

For comparison, experiments were also performed on an amorphous metallic spin glass (Fe0.15Ni0.85)75P16B6Al3. The interaction in this sample is of RKKY type and it behaves as a dilute metallic spin glass alloy with a transition temperature of $`T_g=22.5`$ K. Various magnetic properties of the system have been investigated in a number of earlier reports (see, e.g., Refs. ). We chose this compound since it has a high susceptibility and comparably low applied magnetic fields are needed to affect the nonequilibrium dynamics.

The temperature dependence of the ac susceptibility of the two nanoparticle samples with a superimposed dc field was measured in a LakeShore 7225 ac susceptometer using an ac probing field of frequency 125 Hz and amplitude 2 Oe and dc fields in the range 0 – 250 Oe. These fields are low enough not to destroy the two-well structure of the single-particle potential. A noncommercial low-field SQUID magnetometer  was used to measure the ac susceptibility with superimposed dc fields as a function of time on both the 5 vol% nanoparticle sample and the spin glass. The samples were cooled in the dc field from a temperature in the paramagnetic region to the measuring temperature, and the data collection was initiated after waiting a short time $`t_0`$ allowing the system to stabilize. For the nano-particle sample $`t_0=120`$ s and for the spin glass $`t_0=60`$ s. The frequency of the ac field was 510 mHz, the field amplitude 10 mOe and the range of dc fields 0-240 Oe.

The total energy of a nanoparticle system, probed by an ac field of amplitude $`h_0`$ and with an applied dc field $`H`$ in the same direction as the ac field, is given by

$$E=E_\mathrm{a}\underset{i}{}\stackrel{}{m}_i(h_0\widehat{z}\mathrm{sin}\omega t+H\widehat{z}+\stackrel{}{H}_i^{\mathrm{dip}}),$$
(1)
where $`E_a`$ is the anisotropy energy and $`\stackrel{}{m}_i`$ is the magnetic moment of particle $`i`$. The dipolar field at the position of the $`i`$th particle is given by

$$\stackrel{}{H}_i^{\mathrm{dip}}=\frac{1}{4\pi }\underset{j}{}\left[\frac{3(\stackrel{}{m}_j\stackrel{}{r}_{ij})\stackrel{}{r}_{ij}}{r_{ij}^5}\frac{\stackrel{}{m}_j}{r_{ij}^3}\right],$$
(2)
where $`ji`$ and $`\stackrel{}{r}_{ij}=\stackrel{}{r}_i\stackrel{}{r}_j`$ is the vector connecting particle $`i`$ with particle $`j`$.

The results from measurements of the ac susceptibility with superimposed dc fields for the two nanoparticle samples are shown in Fig. 1. For $`H=0`$ the peak of the ac susceptibility appears at higher temperature for the 5 vol% sample than for the 1 vol% sample, due to the stronger dipolar interactions in the more concentrated sample. However, the difference between the susceptibility of the two samples decreases with increasing dc field, and for the highest fields the susceptibility curves are almost identical indicating that the dipolar field created by the surrounding particles is negligible compared to the applied field. Corresponding ac susceptibility results with bias fields for the spin glass sample are shown in Fig. 1 of Ref. .

We have chosen to study how the collective behavior is affected by a magnetic field by measuring the relaxation of the low-frequency ac susceptibility in superimposed dc fields. Aging effects are seen in $`\chi ^{\prime \prime }(\omega )`$ as a relaxation towards equilibrium with time spent at constant temperature, $`t`$ ($`1/\omega `$). The corresponding relaxation is seen in $`\chi ^{}(\omega )`$, and since the relaxation is larger in $`\chi ^{}`$ than in $`\chi ^{\prime \prime }`$ it can be more convenient to study $`\chi ^{}`$ if the relaxation is small. Fig. 2 shows $`\chi (H,t)\chi (H,t=t_0)`$ for different dc fields at $`T=25`$ K for the 5 vol% sample. It is seen that the field reduces the relaxation and at fields higher than 200 Oe there is almost no relaxation left. A reduction of the relaxation in the ac susceptibility with applied magnetic fields is also observed for the spin glass sample.

We now define a quantity $`k`$ as

$$k(H)=\frac{\chi (H,t=t_0)\chi (H,t=t_{\mathrm{max}})}{\chi (H=0,t=t_0)\chi (H=0,t=t_{\mathrm{max}})},$$
(3)
which gives a relative measure of the relaxation in the presence of a dc field. We have repeated the measurements in Fig. 2 at different temperatures for both the 5 vol% sample and the spin glass sample. For both samples the relaxation persists to higher fields at lower temperatures. Postulating an $`HT^x`$ dependence of $`k`$ and using $`x`$ as a fitting parameter we obtain reasonable scaling behavior for the two samples. In Fig. 3(a) $`k(HT^{2.5})`$ is shown for temperatures in the interval 20-35 K, for the 5 vol% nanoparticle sample. The curves measured at different temperatures give a satisfactory data collapse. For the spin glass sample, on the other hand, data collapse is obtained for curves measured at different temperatures between 16 and 20 K using $`k(HT^{7.5})`$, as can be seen in Fig. 3(b). The choice of using $`\chi ^{}`$ or $`\chi ^{\prime \prime }`$ in the analysis did not affect $`k`$.

We will interpret our results within the droplet model  which was derived for short-range Ising spin glasses. Important concepts of the model should however also be applicable to particle systems exhibiting strong dipole-dipole interaction and random orientation of the anisotropy axes. In this model, it is assumed that, at each temperature below the spin-glass transition temperature $`T_g`$, the spin-glass equilibrium state is unique but two-fold degenerate by its global spin-reversal state. In equilibrium, the most important contribution to physical observables, such as the magnetic susceptibility, comes from low-lying excitations of compact clusters of spins, called droplets. The droplet excitations of size $`L`$ have a broad distribution of free energies, with a typical value of

$`F_L^{\mathrm{typ}}\mathrm{{\rm Y}}(L/L_0)^\theta ,`$

where $`\mathrm{{\rm Y}}(T)`$ is the stiffness modulus, $`\theta `$ is the stiffness exponent, and $`L_0`$ is a characteristic length scale. The stiffness exponent satisfies $`\theta (d1)/2`$, where $`d`$ is the dimension of the system, and $`\theta 0.2`$ for $`d=3`$.  The dynamics of droplets is a thermally activated process. The typical energy barrier scales as

$`B_L^{typ}\mathrm{\Delta }(L/L_0)^\psi ,`$

where $`\mathrm{\Delta }(T)`$ sets the free energy scale of the barriers and the barrier exponent $`\psi `$ satisfies $`\theta \psi d1`$. The value of the exponent $`\psi `$ has been estimated to 0.8.

Let us now consider the isothermal aging process which we experimentally have observed as a relaxation of the low-frequency ac susceptibility. Within the droplet model, the development towards equilibrium from the out-of-equilibrium state, which was created when quenching the system, is governed by the growth of domains belonging to either of the two degenerate equilibrium states. That growth is driven by successive nucleation and annihilation of droplets. The growth law proposed by Fisher and Huse is

$$L_T(t)L_0\left[\frac{T\mathrm{ln}(t/\tau _0)}{\mathrm{\Delta }(T)}\right]^{1/\psi },$$
(4)
where $`\tau _0`$ is the relaxation time of a spin (or magnetic moment). The weak ac field of frequency $`\omega /2\pi `$ probes the system by polarizing droplets of size $`L_T(1/\omega )`$. Since $`t1/\omega `$, $`L_T(1/\omega )<L_T(t)`$ and hence the domain walls of size $`L_T(t)`$ appear effectively frozen on the probing length scale. The small scale droplets \[of size $`L_T(1/\omega )`$\] in touch with a frozen-in domain wall will have a lower free energy than they would have had if the frozen-in wall was not present. This can be described by a reduction of the effective stiffness of the system. Fisher and Huse used scaling arguments to obtain

$`{\displaystyle \frac{\mathrm{\Delta }\mathrm{{\rm Y}}}{\mathrm{{\rm Y}}}}\left[{\displaystyle \frac{L_T(1/\omega )}{L_T(t)}}\right]^{d\theta }`$

and deduced that

$$\chi ^{\prime \prime }(\omega )=\chi _{eq}^{\prime \prime }(\omega )\left\{1c\left[\frac{L_T(1/\omega )}{L_T(t)}\right]^{d\theta }\right\},$$
(5)
where $`c`$ is a constant. It has been shown experimentally, for a 2d Ising spin glass, that both $`\chi ^{\prime \prime }`$ and $`\chi ^{}`$ relax according to this expression.

In a magnetic field $`H`$, the system is disordered by the field on length scales larger than the correlation length

$`\xi _H\left[{\displaystyle \frac{\mathrm{{\rm Y}}}{H\sqrt{q_m}}}\right]^{2/(d2\theta )},`$

while it still exhibits spin glass order on shorter length scales. Here, $`q_m(T)`$ is an order parameter defined in Ref. . The typical time needed for the system to equilibrate is given by $`t_{eq}\tau _H`$, where $`\mathrm{ln}(\tau _H/\tau _0)\frac{\mathrm{\Delta }}{T}\xi _H^\psi `$. The relaxation of $`\chi `$ at a certain temperature will then be governed by the relation between the domain size $`L_T(t)`$ reached within the experimental time window and the length scale $`\xi _H`$ set by the magnetic field. In a strong applied field Eq. (5) can be modified to include the correlation length, as

$$\chi ^{\prime \prime }(\omega ,H)=\chi _{eq}^{\prime \prime }(\omega ,H)\left\{1c\left[\frac{L_T(1/\omega )}{min(L_T(t),\xi _H)}\right]^{d\theta }\right\}.$$
(6)
Here, it should be noted that neither $`L_T(t)`$ nor $`\xi _H`$ are well defined length scales, so the relaxation will not end abruptly, but will gradually be suppressed over a wide time window. Three different field regimes can be distinguished: i) $`L_T(t)\xi _H`$, the collective nonequilibrium dynamics is virtually unaffected by the field. ii) $`L_T(t)\xi _H`$, the system is partly at equilibrium, and hence the ac relaxation is reduced. iii) $`L_T(t)>\xi _H`$, the system is in equilibrium, no collective dynamics exists.

At sufficiently low temperatures ($`TT_g/2`$) the influence of critical fluctuations is small and hence the temperature dependent coefficients $`\mathrm{{\rm Y}}`$, $`\mathrm{\Delta }`$, and $`q_m`$ are approximately constant.  Since $`k(H)`$ scales with $`L_T(t)/\xi _H`$ according to Eq. (6), we then expect to obtain data collapse, at low temperatures, plotting $`k`$ vs $`HT^{\stackrel{~}{x}}`$, with $`\stackrel{~}{x}=(d2\theta )/2\psi `$. The reported values of $`\theta `$ and $`\psi `$ yield $`\stackrel{~}{x}>1`$ and hence the condition $`L_T(t)/\xi _H1`$ is fulfilled for lower fields at higher temperatures in accordance with results shown in Fig. 3. Due to experimental limitations, the measurements on the spin glass correspond to $`T>T_g/2`$ and therefore $`x\stackrel{~}{x}`$, since critical fluctuations will modify the temperature dependence.

The quantitative difference, between the spin glass and the nanoparticle system, in how the field needed to affect the collective dynamics scales with temperature can be attributed to the difference in relaxation time of isolated spins in the two systems. The spin flip time of an atomic moment in the spin glass is constant, while for the magnetic moment of a nanoparticle the relaxation time depends both on the temperature and the field in a nontrivial way, and is also affected by the dipolar interactions.

We have shown, by measuring the isothermal relaxation of the ac susceptibility with superimposed dc fields, that the collective glassy dynamics of a strongly interacting nanoparticle system can be destroyed by the application of moderate fields. The field strength needed to destroy the collective dynamics increases with decreasing temperature. This behavior is consistent with corresponding observations on a spin glass sample. The results for both samples show quantitative agreement with predictions within the droplet model.

###### Acknowledgements.

We thank J. L. García-Palacios, H. Yoshino, and H. Takayama for valuable discussions. This work was financially supported by the Swedish Natural Science Research Council (NFR), now assimilated in the Swedish Research Council (VR).


text:
# Analysis of two quintessence models with SN Ia data

## 1 Introduction

Recently, astronomers discovered an accelerated expansion of our Universe. It is well known that all known types of matter generate attraction, which leads to a decelerated expansion of the Universe. That discovery then reveals a new type of matter, which is now called quintessence or, sometimes, dark energy (Ostriker and Steinhardt, 1995; Turner and White, 1997; Chiba et al., 1997; Caldwell et al., 1998; Zlatev et al., 1999; Perlmutter et al., 1999,b).

The discovery of the presence of dark energy became possible when astronomers recognized that SN Ia can be the long expected standard candle for cosmological investigations. Two main features provide the use of SN Ia as a standard candle (Filippenko and Riess, 2000):

i) They are exceedingly luminous, comparable with luminosity of a whole galaxy; they can, thus, be detected and observed with high S/N ratio even at cosmological distances.

ii) “Normal” SNe Ia have small variations among their peak absolute magnitudes (around 0.3).

The accelerated expansion of our Universe was discovered as a result of two projects: the High-z SN Search (Schmidt et al., 1998; Riess et al., 1998) and the Supernova Cosmology Project (Perlmutter et al., 1999,a).

In fact, a new type of matter was predicted many years ago by A. Einstein, who included a $`\mathrm{\Lambda }`$-term into his considerations (Einstein, 1917). At the beginning of the past century, the $`\mathrm{\Lambda }`$-term was just a new fundamental constant, and only much later it was really considered as a formidable challenge by both observational and theoretical cosmologists (Weinberg, 1989; Dolgov et al., 1990; Zel’dovich, 1992; Carroll et al., 1992; Carroll, 2000; Sahni and Starobinsky, 2000; Rubakov, 2000). Moreover, during the last 20 years cosmologists understood that this constant can be replaced with a scalar field, which induces the repulsive gravitational force dynamically. Accordingly, several models were proposed (Ratra and Peebles, 1988; Peebles and Ratra, 1988; Wetterich, 1995, 1998; Copeland et al., 1998; Ferreira and Joyce, 1998; Liddle and Scherrer, 1999; Steinhardt et al., 1999; Brax and Martin, 1999; Sahni and Wang, 2000; Binetruy, 2000; Rubano and Scudellaro, 2001), in order to explain the observed present acceleration of our Universe.

Two of these models continued to be developed after the discovery of acceleration, and were also roughly elaborated and adapted for present-day data (Rubano and Scudellaro, 2001). Here, we again use these models to such an end, but in a much more refined way: the goal is now to fit the observed data of apparent magnitude and redshift of the supernovae Ia, and test the models themselves.

## 2 Model description

As said above, in this paper we discuss two models for quintessence, both based on a scalar field with a special type of potential. The field is minimally coupled with pressureless matter, and the total density parameter $`\mathrm{\Omega }`$ of the Universe is fixed to be 1. A detailed discussion of the consequences of assuming such models in cosmology is given in (Rubano and Scudellaro, 2001), so that we limit ourselves here only to a short summary of the results we need for our purpose.

The main attractive feature of these models is that they allow a general exact solution of the field equations, obtained through a suitable transformation of variables. Anyway, independently of the fact that this is an exact solution, we also find that this solution reflects many properties of the real Universe correctly.

The first model considers a potential of the form

$$V(\phi )=B^2e^{\sigma \phi },$$
(1)
where $`B^2`$ is a generic positive constant and $`\sigma ^2`$ is some fixed combination of universal constants

$$\sigma ^2=\frac{12\pi G}{c^2}.$$
(2)
Actually, this kind of potential has already been widely discussed in the literature, but without any particular assumption on the value of $`\sigma `$ (Ratra and Peebles, 1988; Peebles and Ratra, 1988; Wetterich, 1995, 1998; Copeland et al., 1998; Ferreira and Joyce, 1998; Brax and Martin, 1999; Sahni and Wang, 2000; Binetruy, 2000; Fabris et al., 2000). We stress that it is the particular choice of this constant given above that allows the exact integration of the field equations (see also (Barrow, 1987; Burd and Barrow, 1988)).

The general solution of the cosmological equations (both for the metric and the scalar field) has five free parameters (including $`B^2`$) (Rubano and Scudellaro, 2001). We fix two of them and keep three as free. But one of these three parameters just determines the present value of the scale factor of our Universe, which, in a spatially flat geometry, is not observable. It is not included into statistical analysis and does not affect the degrees of freedom of our analysis.

We list below only the three cosmological functions which we need in our analysis (the other ones can be found in (Rubano and Scudellaro, 2001), of course)

$`(1+z)^3={\displaystyle \frac{\tau _0^2(1+\tau _0^2)}{\tau ^2(1+\tau ^2)}},`$ (3)
$`H={\displaystyle \frac{2(1+2\tau ^2)}{3t_s\tau (1+\tau ^2)}},`$ (4)
$`\mathrm{\Omega }_m={\displaystyle \frac{1+\tau ^2}{(1+2\tau ^2)^2}}.`$ (5)
They are the redshift of the epoch, the Hubble parameter, and the $`\mathrm{\Omega }_m`$ parameter of pressureless matter, and are expressed in terms of the dimensionless time $`\tau t/t_s`$. The free parameters are then the time scale $`t_s`$ and the present value of the dimensionless time $`\tau _0`$. Le us remark that $`t_s`$ is of the same order of magnitude (but not necessary equal to) as the age of the Universe.

As to the second model, it considers a potential of the form

$$V(\phi )=A^2e^{\sigma \phi }+B^2e^{\sigma \phi },$$
(6)
with $`\sigma ^2=12G\pi /c^2`$ as before, and $`A^2`$ and $`B^2`$ free parameters.

We have, now, one additional free parameter; therefore, according to the same considerations as above, we have to deal with three of them.

The equations which describe the Hubble parameter, the redshift, and the density parameter in the second model are

$`(1+z)^3={\displaystyle \frac{\lambda ^2\mathrm{sinh}^2\tau _0\mathrm{sin}^2\tau _0}{\lambda ^2\mathrm{sinh}^2\tau \mathrm{sin}^2\tau }},`$ (7)
$`H(\tau )={\displaystyle \frac{\omega (\mathrm{sin}(2\tau )\lambda ^2\mathrm{sinh}(2\tau ))}{3(\mathrm{sin}^2\tau \lambda ^2\mathrm{sinh}^2\tau )}},`$ (8)
$`\mathrm{\Omega }_m(\tau )={\displaystyle \frac{2(\lambda ^21)(\mathrm{cos}(2\tau )+\lambda ^2\mathrm{cosh}(2\tau )1\lambda ^2)}{(\mathrm{sin}(2\tau )\lambda ^2\mathrm{sinh}(2\tau ))^2}}.`$ (9)
The dimensionless time, in this case, is $`\tau =\omega t`$. Following Rubano and Scudellaro (2001), we use here $`\omega `$ instead of $`t_s`$, because of the fact that it is directly connected with the parameters in the potential of the scalar field, and has the meaning of a mass factor in theoretical considerations. So, the free parameters are $`\omega `$, $`\lambda `$, and $`\tau _0`$.

In the analysis of the supernovae data, we use the bolometric distance. As explained better below, it can be expressed in terms of the “Hubble free” luminosity distance and of a parameter $`m_0`$, connected with the absolute magnitude and the Hubble parameter. The parameters of the first model ($`\tau _0`$ and $`t_s`$) can be recasted into $`\tau _0`$ and $`m_0`$. The parameters of the second model ($`\lambda `$, $`\tau _0`$, and $`\omega `$) can be recasted into $`\lambda `$, $`\tau _0`$, and $`m_0`$. Once the best fit is made, it is easy to compute the relevant physical quantities $`H_0`$ and $`\mathrm{\Omega }_{m0}`$. In all the considerations below, $`H_0`$ turns out to have the same value as in (Perlmutter et al., 1999,a). So, we concentrate on $`\mathrm{\Omega }_{m0}`$.

## 3 SNe Ia Data

The published data of the supernovae consist of 60 SNe Ia (Perlmutter et al., 1999,a). The data analysis and the determination of cosmological parameters can be considered in two steps. The first one is the measurement of the Hubble parameter for close supernovae (Calan - Tololo survey) (Hamuy et al., 1996), to be compared with the absolute magnitude $`M`$ of a supernova SN Ia. The second step is the comparison of the high redshift supernovae with the theoretical prediction of bolometric distance:

$$m=5\mathrm{log}(D_b)+m_0;$$
(10)
here, $`D_b`$ is the ”Hubble free” bolometric distance

$$D_b=H_0(1+z)_0^z\frac{dz^{}}{H(z^{})},$$
(11)
and $`m_0`$ is a parameter connected to the absolute magnitude and the Hubble parameter.

In data presented in (Perlmutter et al., 1999,a) there are several values for corrected apparent magnitude. Authors consider $`m_B^{peak}`$ and stretch luminosity corrected effective $`B`$-band magnitude $`m_B^{eff}`$. For the analysis of cosmological parameters only $`m_B^{eff}`$ is used, together with its errors $`\sigma _{m_B^{eff}}`$.

There are several methods for SN Ia data analysis. Two of them are used in (Riess et al., 1998). The first one is the Multicolor Light Curve Shape (MLCS) method and the second one is a template fitting method. In (Perlmutter et al., 1999,a) another method is used.

The data of both groups have the statistical errors approximately as $`\sigma _m0.25`$.

We follow the authors of paper (Perlmutter et al., 1999,a) to analyze the models described in (Rubano and Scudellaro, 2001). First of all, as a check of the procedure, we apply the flat cosmological model with a $`\mathrm{\Lambda }`$-term to fit the data. The standard $`chi^2`$ algorithm of data analysis reveals a good agreement of our analysis with published statistical values (Perlmutter et al., 1999,a). We use the complete set of data of 60 SNe Ia. It results $`\chi ^2=1.75`$ per degree of freedom, not significantly different from $`\chi ^2=1.76`$ found in (Perlmutter et al., 1999,a). The same is for the $`\mathrm{\Omega }_\mathrm{\Lambda }`$ parameter. Since 4 points in the data are outliers, we can proceed with analysis and exclude these data from our considerations. The total number of SN Ia data then drops to 56. The $`\chi ^2`$ per degree of freedom in this case becomes 1.16, which is in good agreement with previously published results (Perlmutter et al., 1999,a) and is within $`1\sigma `$ level.

## 4 Data analysis and fitting

In our analysis we use the standard $`\chi ^2`$ method. The analysis is done minimizing the value of weitghed $`\chi ^2`$:

$$\chi ^2=w_i(m_im_i^{model})^2,$$
(12)
where $`w_i`$ is the weight of the $`i`$-th SN Ia, $`m_i`$ is its $`B`$-band effective apparent magnitude, and $`m_i^{model}`$ is its magnitude as predicted with the models introduced before and thoroughly discussed in (Rubano and Scudellaro, 2001).

### 4.1 The first model

In the first model, it is possible to eliminate $`\tau `$ from Eqs. (3) and (4), and to obtain an analytical expression for $`H(z)`$. Thus, it is possible to compute $`m`$ from Eqs. (10) and (11), and $`\chi ^2`$ as a function of $`\tau `$ and $`m_0`$.

Firstly, we use 60 SN Ia data and get the $`\chi ^2`$ minimum at $`m_0=24.01`$, $`\tau _0=1.04`$, with $`\chi ^2=1.77`$ per degree of freedom. As it is unsatisfactory, we reject data which are out of the 3$`\sigma `$ level, as done in (Perlmutter et al., 1999,a).

After data rejection, the $`\chi ^2`$ minimum drops down to $`\chi ^2=1.195`$ per degree of freedom. It is definitely within one sigma level of the expected value of $`\chi ^2`$. The minimum now has other values than $`m_0=23.985`$ and $`\tau _0=1.268`$.

If we accept the value of this minimum, we obtain, from Eqs. (4) and (5), $`H_0=70kms^1Mpc^1`$, $`\mathrm{\Omega }_{m0}=0.15`$.

The situation is illustrated in Figs. 1 – 3.

### 4.2 The second model

The second model has only been tested and fitted with 56 data of SNe Ia. The number of parameters in this case is equal to three. The true minimum of the $`\chi ^2`$ is at $`m_0=23.98`$, $`\tau _0=0.8`$, and $`\lambda =1.182`$. We find a value of $`\chi ^2=1.1906`$, which is definitely within one sigma level of expected value. After such value we obtain from Eqs. (8) and (9) that $`\mathrm{\Omega }_{m0}=0.17`$.

The $`\chi ^2`$ value is a function of three arbitrary values: $`m_0`$, $`\tau _0`$, and $`\lambda `$. Therefore, the $`\chi ^2`$ as a function of all parameters is impossible to plot, but we can nonetheless plot several slits.

The situation is illustrated in Figs. 4 – 8.

## 5 Conclusions

In a quintessential universe we have analyzed the same data as in (Perlmutter et al., 1999,a), where it is present only a cosmological constant, and found good values for $`\chi ^2`$ in both cases. The values of $`\mathrm{\Omega }_{m0}`$ found are rather different from the one found in (Perlmutter et al., 1999,a), but it is impossible to say if this is due to differences in the models or to influence of the measurement errors on the final values.

In fact, in both models we have degeneracy in the parameters, particularly large in $`\lambda `$ (II model). This makes impossible to give significant confidence limits for the values of $`\mathrm{\Omega }_{m0}`$, which we found. Only very rough estimates can be given. Our main results are summarized in the following tables.

Model I

| $`\chi ^2`$ | $`m_0`$ | $`\tau _0`$ | $`\mathrm{\Omega }_{m0}`$ | $`\tau _0`$ range | $`\mathrm{\Omega }_{m0}`$ range |
| --- | --- | --- | --- | --- | --- |
| 1.195 | 23.985 | 1.268 | 0.15 | 0.82 $`÷`$ 1.40 | 0.12 $`÷`$ 0.30 |

Model II

| $`\chi ^2`$ | $`m_0`$ | $`\tau _0`$ | $`\lambda `$ | $`\mathrm{\Omega }_{m0}`$ | $`\mathrm{\Omega }_{m0}`$ range |
| --- | --- | --- | --- | --- | --- |
| 1.19 | 23.98 | 0.8 | 1.182 | 0.17 | 0.14 $`÷`$ 0.22 |

As final remarks, we want to observe that our results are in a very good agreement with the one found in (Bahcall et al., 2000) in a completely independent way, and that the high degeneracy we get for the model parameters seems to support the opinion of those who claim that it is very difficult to discriminate among theories on the basis of observational data only (Maor et al., 2000; Barger and Marfatia, 2000).

M.V. Sazhin acknowledges the INFN (Naples Section) and Osservatorio Astronomico di Capodimonte for financial support and hospitality during his visit in Napoli. M.V. Pavlov acknowledges the support of Osservatorio Astronomico di Capodimonte. C. Rubano and P. Scudellaro are in part supported by MURST Prin2000 SINTESI.


text:
# Non Commutativity, Fluctuations and Unification

## 1 Introduction

Feynman had speculated that gravitation may be a result of some type of a fluctuation, motivated by the fact that the attractive Van der Waal force can be attributed to the dipole moments induced by the fluctuation in molecular distribution. On the other hand the author had pointed out that in a fluctuational scheme, not only do we get a key to electromagnetism, but also we are able to deduce a consistent cosmology in which supposedly accidental large number relations including the so called Weinberg relation between the Hubble constant and the pion mass, arise naturally, as a consequence of the theory. The question is, can gravitation also be included in such a scheme, and if so can this point to the long sought after unification of gravitation and electromagnetism?
We will now argue that indeed this is so - it is an underlying non commutativity of the spacetime that has kept apart gravitation which relies on a smooth spacetime manifold on the one hand, and Quantum Theory on the other hand, though the latter also uses a smooth manifold as an approximation.
Relatively recent work by scholars like Ord, Nottale, El Naschie, the author and others, particularly several papers in Chaos, Solitons and Fractals have highlighted the non smooth and even fractal nature of spacetime. This again can be the key to Einstein’s much sought after unification.
An understanding of the underlying substructure of spacetime is required for such a unification program. Indeed Einstein himself had noted in the Journal of the Franklin Institute,”…it has ben pointed out that the introduction of a space-time continuum may be considered as contrary to nature in view of the molecular structure of everything which happens on a small scale. It is maintained that perhaps the success of the Heisenberg method points to a purely algebraic method of description of nature that is to the elimination of continuous functions from physics. Then however, we must also give up, by principle the space-time continuum. It is not unimaginable that human ingenuity will some day find methods which will make it possible to proceed along such a path. At present however, such a program looks like an attempt to breathe in empty space”. Wheeler on the other hand notes, ”the most evident shortcoming of the geometrodynamic model as is stands is this, that it fails to supply any completely natural place for spin $`\frac{1}{2}`$ in general and for the neutrino in particular”, while ”it is impossible to accept any description of elementary particles that does not have a place for spin half.” Indeed he describes the four dimensional spacetime as a classical approximation.

## 2 Non Commutativity and Fluctuations

We are beginning to realize now, and as we will also see in the sequel, that the problem is that of reconciling the usual classical spacetime with the spacetime of Quantum Theory, or as Witten puts it Bosonic spacetime with Fermionic spacetime.
Our starting point is the effect of an infinitessimal parallel displacement on a vector:

$$\delta a^\sigma =\mathrm{\Gamma }_{\mu \nu }^\sigma a^\mu dx^\nu $$
(1)
Equation (1) represents the extra effect in displacements, due to the curvature of space. In terms of partial derivatives with respect to the $`\mu ^{th}`$ coordinate, (1) leads to,

$$\frac{a^\sigma }{x^\mu }\frac{a^\sigma }{x^\mu }\mathrm{\Gamma }_{\mu \nu }^\sigma a^\nu $$
(2)
where the $`\mathrm{\Gamma }`$’s are the Christoffel symbols. We consider the second term on the right side of (2) as:

$$\mathrm{\Gamma }_{\mu \nu }^\lambda g_\lambda ^\nu a^\sigma =\mathrm{\Gamma }_{\mu \nu }^\nu a^\sigma $$

where we have utilized the linearity property that in the above formulation

$$g_{\mu \nu }=\eta _{\mu \nu }+h_{\mu \nu },$$

$`\eta _{\mu \nu }`$ being the Minkowski metric and $`h_{\mu \nu }`$ a small correction whose square is neglected.
So from (2) we get,

$$\frac{}{x^\mu }\frac{}{x^\mu }\mathrm{\Gamma }_{\mu \nu }^\nu $$
(3)
From (3) we can deduce that

$$\frac{}{x^\lambda }\frac{}{x^\mu }\frac{}{x^\mu }\frac{}{x^\lambda }\frac{}{x^\lambda }\mathrm{\Gamma }_{\mu v}^v\frac{}{x^\mu }\mathrm{\Gamma }_{\lambda v}^v$$
(4)
If we now impose the condition that the right hand side in (4) does not vanish, then we have a non commutativity of the momentum components in Quantum Theory. Indeed the left side of (4) can be written as

$$\frac{1}{\mathrm{}^2}[p_\lambda ,p_\mu ]\frac{0(1)}{l^2}$$
(5)
where $`l`$ is the Compton wavelength and $`\mathrm{}`$ the reduced Planck length wherein we have utilised the fact that at the extreme scale of the Compton wavelength, the Planck scale being a special case, the momentum is $`mc`$.
We can, in view of (3) identify the right side of (4) as the electromagnetic Field Tensor

$$\frac{e}{c\mathrm{}}F^{\mu v}$$

What we have shown here is that once we consider the non commutativity of the right or left side of (4), then it is meaningful to identify

$$A^\mu =\mathrm{}\mathrm{\Gamma }_v^{\mu v}$$
(6)
with the electromagnetic four potential, thus leading to a unification of electromagnetism with gravitation theory. This unification is not possible in the usual commutative spacetime, that is when the right or left side of (4) vanish. Equation (6), as we shall see can be deduced alternatively.
Equation (5) is the manifestation of non commutative geometry: This has been discussed in detail. The non commutative geometry is given by, apart from (5), by relations like:

$$[x,y]=0(l^2)$$

$$[x,p_x]=ı\mathrm{}[1+(a/\mathrm{})^2p_x^2];$$

$$[t,p_t]=ı\mathrm{}[1(a/\mathrm{}c)^2p_t^2];$$

$$[x,p_y]=[y,p_x]=ı\mathrm{}(a/\mathrm{})^2p_xp_y;$$
(7)
$$[x,p_t]=c^2[p_{x,}t]=ı\mathrm{}(a/\mathrm{})^2p_xp_t;\text{etc}.$$

Interestingly not only can the Dirac equation itself be deduced therefrom, but as also the existence of the magnetic monopole at extreme Compton scales can be deduced. Indeed this follows from (5) and the identification of the electromagnetic Field Tensor: We have infact

$$Bl^2\frac{\mathrm{}c}{e}$$

which is the celebrated monopole equation. It must be mentioned that such strong magnetic fields can be shown to be associated with a non commutative geometry from an alternative point of view.
The relations (5) and (7) are a manifestation of the non point like, spinorial structure of spacetime. In Quantum SuperString Theory, Witten has called it Fermionic spacetime, as against the usual commutative geometry of Classical or Bosonic spacetime. This non commutativity is at the root of the emergence of electromagnetism and spin as can be seen from (5) or (6) and subsequent remarks.
Another way of looking at the non commutative relations (5) or (7) is that, as pointed out by Witten, they provide a correction to the Heisenberg Uncertainity Principle viz.,

$$\mathrm{\Delta }x\alpha \frac{\mathrm{\Delta }p}{\mathrm{}}$$
(8)
where, $`\alpha l^2`$, this as discussed in the references cited referring to the well known duality, one encounters in Quantum SuperString Theory. In this case $`\mathrm{\Delta }x`$ is of the order of the radius of the universe and is given by

$$\mathrm{\Delta }x\sqrt{N}l$$
(9)
which is the well known Eddington Large Number formula, $`N10^{80}`$ being the number of particles in the universe.
We now use the fact that the number of fluctuationally created particles is $`\sqrt{N}`$, so that the Uncertainity in the energy momentum is given by

$$\mathrm{\Delta }p\sqrt{N}mc,\mathrm{\Delta }E\sqrt{N}mc^2$$
(10)
Using equations (8), (9) and (10) along with equation (6) we get, remembering that $`h_{00}`$ represents the gravitational potential except for a factor $`c^2`$,

$$A^0\mathrm{}\frac{}{x^0}h_{00}\sqrt{N}mc^2\left(\frac{Gm}{c^2}\right)$$

whence we get the celebrated large number ”coincidence”

$$e^2/Gm^2\sqrt{N}$$
(11)
Equation (11) provides the link between electromagnetism and gravitation and arises from equation (6) and preceeding considerations with the fluctuation input, very much in the spirit of Feynman. Infact the fluctuational underpinning for interactions has been commented on earlier.

## 3 Remarks

We observe that the identification of (6) with the electromagnetic four potential,leads to a unification of electromagnetism with gravitation theory. This unification is not possible in the usual commutative spacetime, that is when the right or left side of (4) vanishes.
We now make a number of remarks which corroborate the above deductions. The identification of (6) with the electromagnetic vector potential was deduced and discussed at length though from a completely different and infact Quantum Mechanical point of view. There the spinorial or pseudo vector property of the Dirac four spinor was used, in a purely Quantum Mechanical derivation.
This has been discussed at length in the references cited. But briefly, if the Dirac bispinor is written as $`\left(\begin{array}{cc}\mathrm{\Theta }\hfill & \\ \varphi \hfill & \end{array}\right)`$, then at the Compton scale, it is the spinor $`\varphi `$ which predominates and moreover, under reflection,

$$\varphi \varphi $$

This was shown to immediately lead to (3) or (6).
It was pointed out there that interestingly (6) was mathematically similar to Weyl’s original formulation except that Weyl had introduced it ad hoc, infact as an external element, without any internal derivation. This was why Weyl’s formulation was rejected. However as can be seen from the above, (6) is a consequence of the pseudo spinorial behaviour at the Compton scale, which again is related to the non commutativity of equation (4) and manifested in the non commutative geometry contained in equations (5) and (7).
As string Theorist Greene puts it,”…wild electromagnetic field oscillation, weak and strong free field fluctuations - quantum mechanical uncertainity tells us the universe is a teeming, chaotic, frenzied arena on microscopic scales…this frenzy is the obstacle to merging generaal relativity and quantum mechanics.” Only when we take into account the breakdown of the smooth spacetime manifold do we begin to make progress.
APPENDIX
In a recent paper El Naschie has introduced the concept of a fluction , a result of geometric fluctuation which could lead towards a unification of fundamental forces. It is pointed out here that recent work by the author does indeed emphasize the underpinning of fluctuations for fundamental interactions.
In this recent work, it was pointed out firstly that the fluctuation of the electromagnetic field (or the Zero Point Field) leads to,

$$\mathrm{\Delta }B\sqrt{\mathrm{}c}/L^2,$$
(12)
where $`L`$ is the spatial extent. It was pointed out that if $`L`$ Compton wavelength of a typical elementary particle then from (12) we recover the mass and energy of this particle. In other words at the Compton wavelength the elementary particle ”condenses” out of the background Zero Point Field. Similarly a fluctuation in the metric leads to (Cf.refs.),

$$\mathrm{\Delta }\mathrm{\Gamma }\frac{\mathrm{\Delta }g}{L}l_P/L^2$$
(13)
where $`l_P10^{33}cms`$ Planck scale. Unlike in equation (12), if $`L`$ in (13) is taken to be $`l_P`$ then from (13) we get the gravitational interaction.
That fluctuations tie up equations (12) and (13) can be seen explicitly as follows. As is known, given $`N10^{80}`$ elementary particles in the universe, the fluctuation in the particle number is $`\sqrt{N}`$ which leads to a fluctuational electromagnetic energy which in the above scheme is the energy of the typical elementary particle, so that we have (Cf. also)

$$\frac{e^2\sqrt{N}}{R}=mc^2$$
(14)
Using in (14) the fact that,

$$R=\frac{GNm}{c^2}$$

we get the well known relation

$$e^2Gm^2\sqrt{N}=Gm^210^{40}$$
(15)
Equation (15) is usually interpreted as an adhoc or empirical relation comparing the strengths of gravitational and electromagnetic forces. But once the fluctuational underpinning has been taken into account, we have deduced (15) and can now see the connection between electromagnetic and gravitational interactions. Indeed from (15) one can deduce that at the Planck scale the electromagnetic and gravitational forces become equal, or alternatively the Planck scale of mass $`10^5gms`$ is a Schwarszchild black hole.
Indeed in the model referred to earlier, elementary particles like electrons are Kerr-Newman type black holes giving at once both the electromagnetic and gravitational fields including the Quantum Mechanical anomalous gyro magnetic ratio $`g=2`$.
From this point, it was shown that the strong interactions follow at the Compton wavelength scale itself, where the dimensionality is low (Cf.ref.). Infact within the same scheme, it was shown that the very puzzling characteristics of quarks namely their fractional charge, handedness and confinement besides the order of their massses can be deduced.
It is by the same argument of the fluctuation of the number of particles that it was shown that the weak interactions can also be explained. Indeed similar arguments in a different context were put forward years ago by Hayakawa.
Briefly if the weak force is mediated by a particle of mass $`M`$ and Compton wavlength $`L`$ we get from the fluctuation of particle number, this time

$$g^2\sqrt{N}L^2Mc^210^{14},$$

whence the weak interaction can be characterised.
The conclusion is that the spirit of fluctions is vindicated (Cf.also ref.).