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# 1 Scaling function 𝜉(2𝐿)/𝜉(𝐿) versus 1/(ln𝐿+0.7) for 𝑂(3) (full triangles: ref.[] and full squares : our data) and icosahedron (open circles) at 𝜉(𝐿)/𝐿=0.5. The straight lines are fits.

MPI-PhT/2001-43

Testing Asymptotic Scaling and Nonabelian Symmetry Enhancement.

Adrian Patrascioiu

Physics Department, University of Arizona

Tucson, AZ 85721, U.S.A.

e-mail: patrasci@physics.arizona.edu

Erhard Seiler

Max-Planck-Institut für Physik

(Werner-Heisenberg-Institut)

Föhringer Ring 6, 80805 Munich, Germany

e-mail: ehs@mppmu.mpg.de

## Abstract

We determine some points on the finite size scaling curve for the correlation length in the two dimensional $`O(3)`$ and icosahedron spin models. The Monte Carlo data are consistent with the two models possessing the same continuum limit. The data also suggest that the continuum scaling curve lies above the estimate of Kim  and Caracciolo et al  and thus leads to larger thermodynamic values of of the correlation length than previously reported.

In 1993 Kim  proposed using finite size scaling to obtain the thermodynamic value of the correlation length $`\xi `$ in the two dimensional ($`2D`$) nonlinear $`\sigma `$ model at given inverse temperature $`\beta `$. He claimed that he could predict correctly (less than 2% error) values as large as 15000 from measurements taken on lattices not larger than $`283\times 283`$. Kim’s method was adopted by Caracciolo et al , who, after refining it and collecting data at a 180 pairs of $`L`$ and $`\beta `$ values claimed to have such control over the scaling curve that they could predict values of the correlation length as large as $`10^5`$ even though their largest lattice was only $`512\times 512`$.

Of course at fixed $`x=\xi (L)/L`$ the value of $`\xi (2L)/\xi (L)`$ depends upon $`L`$ and the continuum value is the limit of this ratio as $`L\mathrm{}`$. Both Kim and Caracciolo et al claimed that within their statistical accuracy, they could not detect any systematic drift of $`\xi (2L)/\xi (L)`$ with $`L`$ within the range of values of $`L`$ they studied; so they concluded that they had reached the continuum limit. (The latter authors also investigated in more detail the approach to the continuum limit in a different model, the two-dimensional $`SU(3)`$ principal chiral model  and convinced themselves that their continuum extrapolation was supported by their data (private communication from Alan Sokal)).

Shortly after the appearance of these papers, we criticized both Kim’s paper  and the Caracciolo et al paper  by pointing out that we know rigorously  that in the true continuum limit large spin fluctuations have to occur for any value of $`x>0`$. Indeed it can be shown that the spins must become decorrelated over distances that are fixed, nonvanishing multiples of the infinite volume correlation length, while in the regime in which these authors took their data, at least at $`x>0.75`$, the lattices were so well ordered that second order lattice perturbation theory (PT) could reproduce their Monte Carlo results within the errors.

In this paper we significantly improve Caracciolo et al’s statistics, and go to larger lattices (their largest $`L`$-$`2L`$ pair has $`L=256`$, ours $`640`$). Thereby we find (for $`\xi (L)/L=0.5`$) some statistically significant corrections to scaling even at the largest $`L`$ values, which in our view signifies that the data of Caracciolo et al were rather far from the continuum limit even at $`x=0.5`$ (of course, it is to be expected, and the present study corroborates that, that the continuum limit for larger values of $`x`$ is reached at larger values of $`L`$).

Our interest in this problem was revived by the recent discussions of symmetry enhancement of discrete nonabelian groups. Namely both we   and Hasenfratz and Niedermayer  pointed out that numerics suggest that the dodecahedron and icosahedron spin models have the same continuum limit as the $`O(3)`$ model. Hasenfratz and Niedermayer interpreted this as meaning that these discrete spin models were asymptoticaly free (AF). In fact in our paper we  had measured the Lüscher-Weisz-Wolff running coupling constant  and showed that it did not vanish at the critical point, as required by AF. A theoretical argument was also published shortly thereafter  claiming to show the impossibility of the Hasefratz-Niedermayer scenario of AF in a discrete spin model.

This latter paper contains an interesting suggestion: the observed agreement between the discrete spin models and $`O(3)`$ is a transient phenomenon, which should disappear at larger correlation length. The observation stems from the fact that if one accepts the standard scenario of $`O(3)`$ being AF, then the discrete spin models could be regarded as a perturbed $`O(3)`$ model, and in the accepted PT scheme around the Gaussian fixed point, this would be a relevant perturbation, hence the two models could not possibly be equivalent. However the authors find that this perturbation becomes relevant only for $`\beta `$ sufficiently large. They translate their estimate of this value of $`\beta `$ into a correlation length of approximately 200 and suggest that perhaps the numerics will show that as the correlation length is increased, for continuum observables, the agreement between $`O(3)`$ and the icosahedron or dodecahedron spin models improves for a while, then, as $`\xi `$ exceeds approximately 200, it starts deteriorating.

We decided to investigate numerically this possibility by comparing the finite size scaling curve of $`\xi (L)`$ in the two models. We studied the icosahedron spin model and the $`O(3)`$ model at $`x=0.25`$, $`x=0.5`$ and $`x=0.75`$. For the icosahedron we also took data at our estimated $`\beta _{crt}=1.803`$ . The results are recorded in Tabs.1-7 and displayed in the figures.

Before discussing the figures, let us specify in detail what we did and summarize what we find. Our systems consist of two dimensional square arrays of spins of size $`L\times L`$ with periodic boundary conditions. The spin at each site is of unit length and takes values either on the sphere $`S^2`$ or on the vertices of an inscribed regular icosahedron. Each spin interacts ferromagnetically only with its 4 nearest neighbours at inverse temperature $`\beta `$.

We used the same definition of the correlation length $`\xi `$ as : let $`P=(p,0)`$, $`p=\frac{2n\pi }{L}`$, $`n=0,1,2,\mathrm{},L1`$. Then

$$\xi =\frac{1}{2\mathrm{sin}(\pi /L)}\sqrt{(G(0)/G(1)1)}$$
(1)
where

$$G(p)=\frac{1}{L^2}|\widehat{s}(P)|^2;\widehat{s}(P)=\underset{x}{}e^{iPx}s(x)$$
(2)
At a given $`L`$, we adjusted $`\beta `$ so that the ratio $`\xi (L)/L`$ was approximately 0.25, 0.5 respectively 0.75 (we allowed differences only smaller than $`2\times 10^3`$). Leaving $`\beta `$ unchanged, we then doubled L and measured $`\xi (2L)`$ and therefore $`\xi (2L)/\xi (L)`$ at our $`x`$. (We used the slope of the scaling curve of  to correct for the fact that our $`\xi (L)/L`$ is not exactly equal to the desired values of 0.25, 0,.5 and 0.75 ; since this correction is tiny, it does not matter whether their scaling curve represents exactly the truth). In our study $`L`$ was varied from 20 to 640 or to 1280 and the data were produced using the usual one cluster algorithm. For each $`\beta `$ $`L`$ pair we performed several runs (up to 200), one run consisting of 100,000 clusters used for thermalization and 1,000,000 for taking measurements. Each run started from a new randomly chosen configuration. The errors were computed from the results produced by the different runs, using the jack-knife method.

In Fig.1 we show our results for $`O(3)`$ (full squares) and for the icosahedron (open circles) at $`x=0.5`$. For comparison, we also plotted the results of Caracciolo et al for $`O(3)`$ (full triangles). The choice of the abscissa $`1/(\mathrm{ln}L+c)`$, was motivated by the fact that in studying lattice artefacts for the LWW step scaling function we found that such an ansatz seemed to describe the data pretty well (see ref. Fig.7). The value of the parameter $`c=0.7`$ was obtained from a joint fit to our $`O(3)`$ and icosahedron data with a common limiting value for $`L\mathrm{}`$; it is of acceptable quality ($`\chi ^2/dof=11.6/8`$). The solid curve is a Symanzik type fit ($`a+b/L^2+c\mathrm{ln}L/L^2`$) to the $`O(3)`$ data with, however, an unacceptable $`\chi ^2/dof=10.7/3`$. Several facts are suggested by this figure:

* Our MC data agree very well with those of Caracciolo et al. However while the largest $`L`$ value investigated by these authors was $`L=256`$, ours is $`L=640`$. Also our error bars are much smaller.
* The $`O(3)`$ data suggest a systematic increase of $`\xi (2L)/\xi (L)`$ with $`L`$. This is true about both our data and those of Caracciolo et al, the latter however, having much larger error bars, could also be interpreted as showing no $`L`$ dependance for $`L>64`$.
* The data suggest that the continuum value is definitely larger than the value predicted by Caracciolo et al 1.5420(7).
* There is no obvious reason to suspect that the continuum limit in the two models is different.
* The dashed lines represent linear extrapolations in $`1/(\mathrm{ln}L+0.7)`$ and they intersect at $`\xi (2L)/\xi (L)=1.584`$. The extrapolations used and the value they produce should be regarded only as an illustration, since we have no way of knowing whether our $`L`$ values are truly asymptotic and the extrapolation ansatz is correct.

For a better test of the approach to the continuum, we investigated a smaller value of $`x`$, namely $`x=0.25`$, where one would expect the continuum limit to be reached at smaller $`L`$ values. The data are shown in Fig. 2.

They suggest the following facts:

* Indeed the continuum limit seems to be reached at lower $`L`$ values, perhaps as low as $`L=320`$ corresponding to a correlation length $`\xi =80`$.
* The data are consistent with the two models sharing a common continuum limit value for the step scaling function. item This value seems to be around 1.031, higher than the value quoted by Caracciolo et al (1.0255(20)).

In Fig.3 we present the same results as in in Fig.1 but at $`x=0.75`$. To go to this increased value of $`x`$, we had to increase $`\beta `$. Consequently it is to be expected that at this $`x`$ value, asymptopia will set in at a much larger value of $`L`$. This must be so especially for the $`O(3)`$ model, which will be described by PT up to much larger values of $`L`$ (as we emphsized above, in the true continuum limit, the system cannot be in a PT regime, since in the continuum limit the spins decorrelate over distances proportional to $`L`$). Two things can nevertheless be learned from this figure:

* There is no reason to rule out that the continuum value is the same in the two models.
* The continuum limit may very well be again higher than the prediction of Caracciolo et al (1.8810(3)), which most likely comes from a transient, PT dominated regime; with present day’s computers one cannot study reliably the larger $`L`$ values needed to settle this issue.

Our conclusion is that there is no evidence for the crossover phenomenon in the discrete nonabelian symmetry enhancement suggested by Caracciolo et al. While it follows from the accepted PT calculations, their scenario seems bizarre from the point of view of the discrete spin model. Indeed the latter may simulate a continuous symmetry only if the spins are correlated over a sufficiently large portion of the lattice. Fluctuations alone are not sufficient to enhance the symmetry, as can be seen by the high temperature expansion, which clearly is different for the icosahedron and the $`O(3)`$ models. Symmetry enhancement requires the collective effect of many discrete spins over the typical distance of a correlation length; therefore one should expect that the discrete spins are capable of approximating the continuous ones better and better with increasing correlation length. Thus it would be bizarre if as the correlation length increases, beyond some value, correlation functions at distances measured in units of the correlation length would become less symmetric. However, being based only on some numerics, the present work cannot rule out the Caracciolo et al scenario.

What the present work does show though is that the scaling curve predicted by Caracciolo et al in 1995  is not correct and that the lattice artefacts are larger than they claimed. If one accepts the universality of the $`O(3)`$ and icosahedron spin model, then it appears that one could get a much better approximation of the continuum scaling curve by studying the icosahedron spin model. For instance the scaling curve produced by Caracciolo et al  never reached 2, presumably because the best it could do is reach the value predicted by perturbation theory. Now in the icosahedron model one can work at $`\beta _{crt}`$. The results, shown in Tab.7 show that $`\xi (2L)/\xi (L)`$ does actually reach 2 (definition of $`\beta _{crt}`$) and that this happens at $`x1`$ (nontrivial information). If the scaling curve were known, one could repeat the Kim-Caracciolo et al procedure and produce some thermodynamic values for $`\xi (\beta )`$. It should be emphasized though that with that procedure, the error compounds and one can lose control very fast. For instance if the scaling curve predicted by Caracciolo et al is changed by adding to their fit formula for $`\xi (2L)/\xi (L)`$ the term $`0.02x`$ and the starting values were $`L=100`$ $`\xi =75`$ then the predicted thermodynamic value changes from 2000 to 2670. Please notice that the modification we introduced vanishes for $`x0`$ and it amounts to an increase of less than 1% for any $`x`$, yet the change in the predicted value is about $`33\%`$. Since in their 1995 paper Caracciolo et al stated themselves that they did observe scaling violations of about $`1.5\%`$ (and the data shown in Fig.1 suggest that that was a gross underestimate), we believe that their claim of having verified AF at correlation lenghts $`10^5`$ at the $`4\%`$ level is unjustified. Note Added in Proof:

After the completion of this paper, S. Caracciolo drew our attention to some recent work done by himself with A. Montanari and A. Pelissetto concerning the issue of nonabelian discrete symmetry enhancement . In this work Caracciolo et al claim to have shown that in fact the continuum limit of the model perturbed by a term enjoying only icosadral symmetry is different from that of the $`O(3)`$ model; but in contrast to their earlier estimate that the difference should show up at correlation length of about 200 they now say that they have to go to correlation length of about $`10^5`$.

Unfortunately the authors base their conclusion only on data taken on relatively small lattices (while their estimate of the thermodynamic correlation length is $`10^5`$, their largest lattice for which they determine the step scaling function only is $`150\times 150`$. As we already stated both in previous papers , ,  and repeated throughout the present paper, such data cannot be considered as representing the true continuum limit since they place the system in a perturbative regime, known rigorously not to occur in the true continuum limit. It is also not clear if the perturbed system with the icosahedral symmetry is not in its magnetized phase at the values of the paramters chosen (the authors do not provide any infromation on this).

The data reported in the present paper, at $`x=0.25`$ and $`x=0.5`$, do not suffer from this limitation and are consistent with discrete symmetry enhancement. In support of their claim, Caracciolo et al state that their data indicate that the difference between the model enjoying a discrete symmetry and $`O(3)`$ is increasing with the size of the lattice $`L`$. We have two comments to this observation:

* Even though the continuum limit of the two models may be the same, there is no guarantee that this limit must be reached in a monotonic fashion, hence the observed increased descrepancy with increased $`L`$ could be a transient phenomenon.
* In some cases (Fig.2 of , Figs. 4 and 6 of ) the data at their largest $`L`$ value $`L=150`$ seem to lie below the data at $`L=90`$, contrary to their claim.

We thank S. Caracciolo and A. Sokal for correspondence and discussions. A.P. wishes to thank the Werner Heisenberg Institut, where this study was conducted, for its hospitality.

Tab.1:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`O(3)`$ model at $`\xi (L)/L.25`$
$`L`$ 20 40 80 160 320  $`\beta `$ 1.332 1.488 1.6135 1.728 1.838    $`\xi (L)`$ 5.011(3) 10.070(7) 19.919(11) 39.881(25) 79.988(48)  $`\xi (2L)`$ 5.164(3) 10.395(5) 20.529(10) 41.097(26) 82.458(47)

Tab.2:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`O(3)`$ model at $`\xi (L)/L.5`$
$`L`$ 20 40 80 160 320 640  $`\beta `$ 1.595 1.7143 1.825 1.935 2.047 2.16    $`\xi (L)`$ 10.007(9) 19.999(17) 40.002(28) 79.884(52) 159.73(13) 319.29(37)  $`\xi (2L)`$ 15.205(13) 30.629(27) 61.451(41) 123.079(91) 246.99(26) 493.94(68)

Tab.3:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`O(3)`$ model at $`\xi (L)/L.75`$
$`L`$ 20 40 640  $`\beta `$ 2.092 2.18 2.63    $`\xi (L)`$ 15.010(16) 29.607(30) 470.07(86)  $`\xi (2L)`$ 28.260(32) 55.608(66) 882.8(2.5)

Tab.4:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`icosahedron`$ model at $`\xi (L)/L.25`$
$`L`$ 20 40 80 160 320  $`\beta `$ 1.319 1.457 1.556 1.6295 1.6836    $`\xi (L)`$ 5.016(3) 10.043(6) 19.960(14) 39.955(15) 80.278(57)  $`\xi (2L)`$ 5.164(3) 10.348(4) 20.583(11) 41.237(13) 82.829(41)

Tab.5:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`icosahedron`$ model at $`\xi (L)/L.5`$
$`L`$ 20 40 80 160 320 640  $`\beta `$ 1.5382 1.618 1.6767 1.718 1.7469 1.7664    $`\xi (L)`$ 9.991(9) 19.996(17) 40.057(25) 80.131(74) 160.04(20) 318.62(32)  $`\xi (2L)`$ 14.955(14) 30.141(20) 61.076(42) 122.58(13) 246.14(35) 487.17(70)

Tab.6:
$`\xi (L)`$ and $`\xi (2L)`$ for the $`icosahedron`$ model at $`\xi (L)/L.75`$
$`L`$ 20 40 80 160 320 640  $`\beta `$ 1.733 1.758 1.774 1.788 1.794 1.797    $`\xi (L)`$ 15.114(31) 29.936(68) 58.99(11) 121.20(21) 242.68(39) 479.40(5)  $`\xi (2L)`$ 27.279(43) 54.227(083) 107.69(17) 222.97(33) 448.06(73) 882.2(1.6)

Tab.7a:
$`\xi (L)`$ for the icosahedron model at $`\beta =1.802`$     $`L`$ 20 40 80 160 320    $`\xi (L)`$ 19.946(49) 39.50(11) 78.11(21) 155.77(38) 305.20(51)

Tab.7b:
$`\xi (L)`$ for the icosahedron model at $`\beta =1.803`$    $`L`$ 320 640    $`\xi (L)`$ 318.23(76) 642.2(1.4)


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# Optimization of crystal extraction experiment

## 1 Optimization of single-pass channeling

Optimization of channeling in a single pass is well understood. Two effects cause the particle dechanneling in a bent crystal: the bending dechanneling due to centrifugal force, and the scattering. For a given bending angle $`\mathrm{\Theta }_B`$, a larger crystal length $`L`$ means smaller curvature 1/$`R`$=$`\mathrm{\Theta }_B/L`$ and hence smaller bending dechanneling. However, the $`L`$ increase means larger loss for scattering (characterized by the 1/$`e`$-dechanneling length $`L_D`$). There is an optimal $`L`$, when losses from bending and scattering are roughly equal. In a harmonic approximation for the interplanar potential, the bent-crystal transmission can be estimated as

$$F(\mathrm{\Theta }_B,\rho )=A_S\left(1\rho \right)^2\mathrm{exp}\left(\frac{\mathrm{\Theta }_B}{\mathrm{\Theta }_D\rho (1\rho )^2}\right),$$
(1)
We used the notation $`\rho `$=$`R_c/R`$ ($`R_c`$ is the critical radius). $`A_S`$ is the number of particles trapped in a straight crystal. The factor $`(1R_c/R)^2`$ describes the $`A_S`$ reduction due to bending dechanneling. The exponent describes a reduction due to scattering; $`\mathrm{\Theta }_D`$=$`L_D/R_c`$ is a constant defined by the crystal properties. In a bent crystal, $`L_D`$ is reduced by $`(1R_c/R)^2`$, just the same factor as for bending dechanneling. See review for further details and references. The dislocation dechanneling in crystals is reviewed in Ref. .

## 2 Optimization of multi-pass channeling

### 2.1 Qualitative discussion

If a crystal works in the extraction mode at a circular accelerator, the circulating particles may pass through it many times. The simplest estimate of the total (with multipasses) efficiency of the particle extraction $`F`$ may be derived using the following two simplifications:

(a) the probability $`A_k`$ of the particle capture into the channeling mode in the $`k`$-th passage through the crystal is the same as that probability in the first passage, $`A_k=A_1=A`$ (actually $`A_k`$ decreases with $`k`$ as the beam divergence grows with the scattering in crystal);

(b) the probability $`q_k`$ of the particle loss, either in the crystal or at the vacuum chamber wall, with the $`k`$-th passage through the crystal is the same as that probability in the first passage, $`q_k=q_1=q`$ (actually $`q_k`$ may increase with $`k`$ if the particles reach the vacuum chamber wall with scattering).

The circulating particles are gradually removed from the ring with these two processes – crystal channeling and nuclear interaction, with respective probabilities $`A`$ and $`q`$ per a single passage of crystal. The number of the particles remaining in the ring after $`k`$ passages through the crystal is $`N_k=N_0(1A)^k(1q)^k`$ if the initial number was $`N_0`$. The particle number extracted by the $`(k+1)`$-th passage equals $`F_kN_0=AN_0(1A)^k(1q)^k`$, and total efficiency amounts to

$$F=F_k=\frac{A}{A(1q)+q}\mathrm{exp}(L/L_D)$$
(2)
The exponent takes into account dechanneling of the trapped particles. Since both assumptions (a,b) tend to overestimate $`F`$, Eq. (2) is the upper limit for the real efficiency.

Eq. (2) well agrees, e.g., with the computer simulation of proton extraction from a 20-TeV SuperCollider, Fig. 1. The analytical curve (2) was predicted in Ref.  for 90-$`\mu `$rad bending; the points are from the more-recent simulation for 100-$`\mu `$rad bending.

To understand Eq. (2) better, it is useful to consider several limiting cases.

1. If the probability $`q`$ of the unchanneled particle interaction with nuclei over the crystal length is very high, $`q`$1, the secondary passes are not possible. Eq. (2) is reduced then to the efficiency of a single pass: $`FA\mathrm{exp}(L/L_D)`$.
2. Typically, $`qL/L_N`$0.1 over a single pass in crystal, where $`L_N`$ is the nuclear interaction length. If the probability of capture into channeling mode is very small, $`Aq`$, Eq. (2) is reduced to $`F(1/q)A\mathrm{exp}(L/L_D)`$. This is simply the single-pass efficiency times the mean number of passes $`(1/q)`$ before a nuclear interaction.
3. The opposite case $`qA`$ would mean that the circulating particles are removed from the ring mostly with the crystal channeling rather than with nuclear interactions. The efficiency is then close to 1, with Eq.(2) reduced to $`F`$$`(1q/A)\mathrm{exp}(L/L_D)`$.

A shorter crystal disturbs the particles less. The amplitude of betatron oscillation of a scattered proton grows with the scattering angle squared $`\theta _s^2`$: $`x_{max}`$=$`(x_0^2+\beta ^2\theta _s^2)^{1/2}`$; $`\beta `$ is the accelerator function, $`x_0`$ the crystal edge position. When $`x_{max}`$ exceeds the aperture, the proton is lost. Keeping $`\theta _s^2`$ below some critical value, one may reduce $`L`$ to get a respective increase in the allowed number of passes $``$1/$`L`$ before a loss. Furthermore, the scattering over $`L`$ is reduced, so the scattered protons have smaller divergence in further passes.

On the other hand, a short crystal need to be more strongly bent to keep $`\mathrm{\Theta }_B`$. With $`pv/R`$ greater than $``$1 GeV/cm in silicon, the crystal acceptance rapidly decreases. This cuts the extraction efficiency at too-small $`L`$.

### 2.2 Optimization of crystal parameters

Detailed computer study of extraction should take into account the accelerator optics (betatron motion, aperture) and the processes of channeling, scattering, and nuclear interaction in crystal. These processes depend essentially on $`L`$.

Figs. 2-4 show the extraction efficiency simulated as a function of $`L`$, for the experiments at 120-GeV SPS , 900-GeV Tevatron , and 7-TeV Large Hadron Collider (see refs. in ). The accelerator setting and the computer model have been earlier described in Refs. respectively. In Figs. 2-3 two cases were studied: an ideal crystal, and the crystal with imperfect surface. In the latter case an inefficient layer of some thickness $`t`$ appears near the crystal surface, defined by the surface irregularities. In Fig. 4 we consider imperfect surface only. Also shown in the SPS and LHC cases is the simulation for a realistic model of the ”U-shaped crystal”  which included the end straight parts (5 mm for $`L`$$``$5 cm and 1–4 mm for $`L`$$``$4 cm), and scattering in ”the legs of U” and in the bending device. The incident beam was nearly parallel at the SPS and LHC, but divergent (11.5 $`\mu `$rad rms) at the Tevatron. The efficiency measurements have been reported so far from the SPS for the crystals of the 3–4 cm length only. The simulation for the U-shaped crystal 4-cm long in realistic model has given the efficiency in good agreement with the experimental values of 10–15 %, Fig. 2. Notice that an agreement was found only in the assumption of imperfect edge of crystal. This edge imperfection (the first-pass suppression) predicted  for the SPS extraction was confirmed by the recent experiment . Other comparisons of the expected and measured parameters in crystal extraction see in Refs. .

In all the Figs. 1–4, the optimum is found near $`pv/R`$1 GeV/cm. The short-crystal optimum is most spectacular at lower energies, $``$120 GeV, where scattering is appreciable.

All the circulating protons with sufficient amplitudes are intercepted by the crystal sooner or later, irrespective of its transverse size. Therefore this parameter is not so important for extraction.

### 2.3 Extraction with high–$`Z`$ crystals

Crystals with higher $`Z`$ than in Si (Ge and possibly W) have evident benefits, such as higher critical angle $`\theta _c`$$``$$`Z^{1/3}`$, and smaller $`R_c`$$``$1/$`Z`$; $`\mathrm{\Theta }_D`$$``$$`Z^{2/3}`$. Therefore the application of high-$`Z`$ perfect crystals for a ”single-pass” channeling is advantageous. Interestingly, in crystal extraction (which is multi-pass channeling essentially) this may not be true. The primary incident particles can be practically parallel due to very small impact parameters $`b`$ (in the range of 1 $`\mu `$m) at crystal; then $`\theta _c`$ doesn’t matter. In multipass mode, one has to trap the protons scattered in the crystal. Then the scattering angle and interaction length $`L_N`$ do matter as well as the channeling properties.

In general, one could consider a constant crystal lattice and vary $`Z`$ of the atoms (we keep $`Z/A`$$``$const below). Then $`\theta _c`$ is scaled as $`Z^{1/3}`$. The scattering angle per unit length is scaled as $`Z`$. Increasing $`Z`$, one scales the trapping efficiency as $`Z^{2/3}`$ (i.e., the ratio of $`\theta _c`$ to particle divergence). Since $`R_c`$$``$1/$`Z`$, one can shorten $`L`$$``$1/$`Z`$. The scattering angle per a single passage of crystal is $``$$`Z^{1/2}`$, and the efficiency is $`Z^{1/6}`$ (decreasing with $`Z`$).

The final answer is more complicated, as one takes into account the dechanneling loss (reduced in shorter crystal: $`L/L_DZ^{2/3}`$), and absorption length $`L_N`$$``$$`Z^{2/3}`$ (absorption loss is also reduced: $`L/L_NZ^{1/3}`$). Fig. 4 shows the simulated efficiency of proton extraction from LHC by Ge(110) crystal in the same conditions as for Si(110). As expected, the efficiency with Ge crystal has slightly decreased compared to Si. Therefore, high-$`Z`$ crystals are hardly advantageous in extraction.

### 2.4 Accelerator parameters

The channeling efficiency is defined by the divergence of incident particles w.r.t the crystal planes. In the ”diffusion mode” of extraction, protons are intercepted by crystal with very small impact parameters $`b`$ in the first pass. Hand-in-hand, the primary divergence in the ”diffusion plane” is also small: $`b^{}\theta _c`$. The crystal may deflect protons either in this plane (Protvino-CERN case) or normally (Fermilab). In the latter case, primary divergence is scaled as $`\beta ^{1/2}`$. Interestingly, in the Protvino-CERN case the efficiency hardly depends on $`\beta `$. The starting divergence of protons $`b^{}\theta _c`$; the secondary divergence is defined by the scattering in crystal, which is independent of the machine optics.

Increasing $`\beta `$ one could increase primary $`b`$ to avoid a ”septum width” $`t`$ due to crystal surface irregularities (and get an efficient first-pass channeling). However, recent measurements indicate $`t`$$``$50 $`\mu `$m, while $`b`$ is well below 1 $`\mu `$m. In that case, the extraction becomes insensitive to $`\beta `$.

The accelerator $`\alpha `$-function sets a correlation of the mean incident angle $`x^{}`$ of particles with the transverse coordinate: $`x_{mean}^{}`$=$`\alpha x/\beta `$. The angle of incidence varies by $`\mathrm{\Delta }x^{}`$=$`\alpha t_{cr}/\beta `$ over the crystal thickness $`t_{cr}`$. E.g., with $`t_{cr}`$=3.5 mm in the SPS case, the $`x^{}`$ variation over the crystal face becomes 2.07$`\times `$3.5mm /90m$``$80 $`\mu `$rad $`\theta _c`$=14 $`\mu `$rad! A thick crystal ($`t_{cr}\beta \theta _c/\alpha `$) should loose in efficiency.

We leave aside the discussion of the betatron tune effects in crystal extraction. Two points can however be mentioned. At the rational values of tune the trajectory of a circulating particle becomes periodical; if the first pass in crystal was through an inefficient layer, some later passes suffer the same way resulting in a dip of efficiency at the rational tunes . Note however that in a real machine the other strong effects are essential at the rational tunes. Another relevant point is that crystal theorists predict  that in an aligned bent crystal the unchanneled particles are deflected in average at the angles of order $`\theta _c`$, opposite to the crystal bending. In terms of the betatron motion, a deflection at $`\theta _c`$ is a betatron phase advance of $`\mathrm{\Delta }Q\beta \theta _c/x_0`$ per each traverse of crystal. Typical $`\mathrm{\Delta }Q`$0.1–0.2 is big and should be taken into account in a study of the tune effects in crystal extraction.

### 2.5 Pre-scattering

To raise primary $`b`$, some ideas were proposed and employed to pre-scatter protons in a thin target before they hit a crystal. In a target of length $`s`$, the scattering angle is $`\theta _s`$=$`(E_s/E)(s/L_R)^{1/2}`$; $`E_s`$=14 MeV, $`L_R`$ radiation length. Then, the impact parameters in the first pass are $`b\beta ^2\theta _s^2/2x_0`$ , which gives a relation for $`s`$:

$$s\frac{2bx_0L_RE^2}{\beta ^2E_s^2}$$
(3)
Notice, $`sE^2`$. E.g., requiring $`b>`$50 $`\mu `$m at crystal, one needs a Si target as long as $`s`$$``$1 mm at 120-GeV SPS, but $`s`$$``$40 mm at 900-GeV Tevatron. For comparison, an effective length of the first pass at SPS is $``$5 mm (reduced near the bent face); in the 900-GeV case, the 40 mm is as long as the crystal. Therefore, an amorphous pre-scatter might work at $``$100 GeV and below. At $``$1 TeV this idea can no longer be applied. Notice that a pre-scatterer must be positioned (closer to the beam than crystal) with accuracy $``$$`b`$ ($``$50 $`\mu `$m)! Otherwise, protons traverse it many times, and the benefits are lost.

The pre-scatter becomes more interesting with a crystalline scatterer, producing angular kicks $``$$`\theta _c`$. The minimal length required is $`\lambda `$/4, with $`\lambda `$ being the channeled-particle wavelength ($`\lambda `$$``$0.1 mm at 1 TeV in Si). The drawback is the need to tune two extra parameters: position (with accuracy $``$10 $`\mu `$m) and angle (with accuracy $`<`$$`\theta _c`$) of the pre-scatterer.

The alternative to the above ideas is the intrinsic scattering in the edge of bent crystal. It was shown with simulations for 120-GeV, 900-GeV and 7-TeV extraction experiments that a difference in efficiency between an ideal crystal and a crystal with imperfect surface vanishes with increasing energy $`E`$. Therefore, the problem may disappear in TeV range.

## 3 Conclusion

The computer study of the crystal-extraction at accelerators indicates an interesting physics of ”multipass channeling”. The optimal extraction is achieved with a short crystal, and is due to the multipass mode when the reduction in a single-pass transmission is overcompensated with the increased mean number of passes. The multipass mode may well be the only feasible one at high energy accelerators, due to infinitesimal $`b`$. This mode must be studied (at the optimum suggested) as it provides a deeper insight into the crystal-extraction physics. Different ideas for studying the multipass channeling at circular accelerators have been reviewed in Refs..


text:
# References

|  | hep-ph/0110283 |
| --- | --- |

Lepton Flavor Violating Process in Degenerate

and Inverse-Hierarchical Neutrino Models

Atsushi Kageyama 111E-mail address: atsushi@muse.hep.sc.niigata-u.ac.jp, Satoru Kaneko 222E-mail address: kaneko@muse.hep.sc.niigata-u.ac.jp

Noriyuki Shimoyama 333E-mail address: simoyama@muse.hep.sc.niigata-u.ac.jp, Morimitsu Tanimoto 444E-mail address: tanimoto@muse.hep.sc.niigata-u.ac.jp

Department of Physics, Niigata University, Ikarashi 2-8050, 950-2181 Niigata, JAPAN

ABSTRACT

We have investigated the lepton flavor violation in the supersymmetric framework assuming the large mixing angle MSW solution with the quasi-degenerate and the inverse-hierarchical neutrino masses. In the case of the quasi-degenerate neutrinos, the predicted branching ratio BR$`(\mu e\gamma )`$ strongly depends on $`m_\nu `$ and $`U_{e3}`$. For $`U_{e3}0.05`$ with $`m_\nu 0.3\mathrm{eV}`$, the prediction is close to the present experimental upper bound if the right-handed Majorana neutrino masses are degenerate. On the other hand, the prediction is larger than the experimental upper bound for $`U_{e3}0.05`$ in the case of the inverse-hierarchical neutrino masses.

Super-Kamiokande has almost confirmed the neutrino oscillation in the atmospheric neutrinos, which favors the $`\nu _\mu \nu _\tau `$ process . For the solar neutrinos , the recent data of the Super-Kamiokande and the SNO also favor the neutrino oscillation $`\nu _\mu \nu _e`$ with the large mixing angle(LMA) MSW solution . These results mean that neutrinos are massive, moreover, they indicate the bi-large flavor mixing in the lepton sector. The non-zero neutrino masses clearly imply new physics beyond the standard model (SM), and the large flavor mixings suggest that the flavor structure in the lepton sector is very different from that in the quark sector.

If neutrinos are massive and mixed in the SM, there exists a source of the lepton flavor violation (LFV). However, due to the smallness of the neutrino masses, the predicted branching ratios for these processes are tiny  such as BR$`(\mu e\gamma )<10^{50}`$.

On the other hand, in the supersymmetric framework the situation is completely different. The SUSY provides new direct sources of flavor violation in the lepton sector, namely the possible presence of off-diagonal soft terms in the slepton mass matrices $`\left(m_{\stackrel{~}{L}}^2\right)_{ij}`$, $`\left(m_{\stackrel{~}{e}_R}^2\right)_{ij}`$, and trilinear couplings $`A_{ij}^e`$. Strong bounds on these matrix elements come from requiring branching ratios for LFV processes to be below the observed ratios. For the present the strongest bound comes from the $`\mu e\gamma `$ decay.

In order to avoid these dangerous off-diagonal terms, one often imposes the perfect universality of the $`\left(m_{\stackrel{~}{L}}^2\right)_{ij}`$, $`\left(m_{\stackrel{~}{e}_R}^2\right)_{ij}`$, $`A_{ij}^e`$ matrices, i.e. to take them proportional to the unit matrix. However, even under the universality assumption, radiative corrections generate off-diagonal soft terms due to the massive neutrinos. The flavor changing operators giving rise to the non-diagonal neutrino mass matrices will contribute to the renormalization group equations (RGE’s) of the $`\left(m_{\stackrel{~}{L}}^2\right)_{ij}`$, $`\left(m_{\stackrel{~}{e}_R}^2\right)_{ij}`$ and $`A_{ij}^e`$ matrices and induces off-diagonal entries.

Suppose that neutrino masses are produced by the see-saw mechanism , there are the right-handed neutrinos above a scale $`M_R`$. Then neutrinos have the Yukawa coupling matrix $`Y_\nu `$ with off-diagonal entries in the basis of the diagonal charged-lepton Yukawa couplings. The off-diagonal entries of $`Y_\nu `$ drive off-diagonal entries in the $`\left(m_{\stackrel{~}{L}}^2\right)_{ij}`$ and $`A_{ij}^e`$ matrices through the RGE’s running .

Some authors  have already analyzed the effect of neutrino Yukawa couplings for the LFV focusing on the recent data of the Super-Kamiokande. Those analyses have been done assuming that neutrino masses are hierarchical ones, which is similar to quarks and charged-leptons. However, since the data of neutrino oscillations only indicate the differences of the mass square $`\mathrm{\Delta }m_{ij}^2`$, the neutrinos may have the quasi-degenerate spectrum $`m_1m_2m_3`$ or the inverse-hierarchical one $`m_1m_2m_3`$. These cases have been discussed qualitatively neglecting $`U_{e3}`$ in ref. . In our work, we present quantitative analyses of BR($`\mu e\gamma `$) including effect of $`U_{e3}`$ in the case of the quasi-degenerate and inverse-hierarchical neutrino masses. It should be emphasized that the magnitude of $`U_{e3}`$ is one of important ingredients to predict the branching ratio.

In terms of the standard parametrization of the mixing matrix , the MNS matrix $`U`$ (lepton mixing matrix)  are given as

$$U=\left(\begin{array}{ccc}c_{13}c_{12}& c_{13}s_{12}& s_{13}e^{i\varphi }\\ c_{23}s_{12}s_{23}s_{13}c_{12}e^{i\varphi }& c_{23}c_{12}s_{23}s_{13}s_{12}e^{i\varphi }& s_{23}c_{13}\\ s_{23}s_{12}c_{23}s_{13}c_{12}e^{i\varphi }& s_{23}c_{12}c_{23}s_{13}s_{12}e^{i\varphi }& c_{23}c_{13}\end{array}\right),$$
(1)
where $`s_{ij}\mathrm{sin}\theta _{ij}`$ and $`c_{ij}\mathrm{cos}\theta _{ij}`$ are mixings in vacuum, and $`\varphi `$ is the $`CP`$ violating phase. Assuming that oscillations need only accounting for the solar and the atmospheric neutrino data, we take the LMA-MSW solution, in which the magnitude of the MNS matrix elements are given in ref.  and the neutrino mass scales are given by the data

$$\mathrm{\Delta }m_{\mathrm{atm}}^2=(1.55)\times 10^3\mathrm{eV}^2,\mathrm{\Delta }m_{}^2=2.5\times 10^51.6\times 10^4\mathrm{eV}^2.$$
(2)
In our calculation of the LFV effect, we take the typical values $`\mathrm{\Delta }m_{\mathrm{atm}}^2=3\times 10^3\mathrm{eV}^2,\mathrm{\Delta }m_{}^2=7\times 10^5\mathrm{eV}^2`$ and $`s_{23}=1/\sqrt{2},s_{12}=0.6,s_{13}0.2`$, taking account of the CHOOZ data . The CP violating phase is neglected for simplicity.

First, let us consider the degenerate neutrino case. The neutrino masses are given as

$$m_1m_\nu ,m_2=m_\nu +\frac{1}{2m_\nu }\mathrm{\Delta }m_{}^2,m_3=m_\nu +\frac{1}{2m_\nu }\mathrm{\Delta }m_{\mathrm{atm}}^2,$$
(3)
in terms of the experimantal values $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ and $`\mathrm{\Delta }m_{}^2`$. Since the best bound on the neutrinoless double beta decay obtained by Heidelberg-Moscow group gives  $`m_{ee}<0.34\mathrm{eV}`$ at 90% C.L., we take $`m_\nu =0.3\mathrm{eV}`$ in the following calculations. The $`m_\nu `$ dependence of our result is commented later.111If we take account of the non-zero Majorana phases, we can take $`m_\nu `$ larger than $`0.34\mathrm{eV}`$.

The see-saw mechanism leads to the tiny neutrino mass as follows $`Y_\nu ^TM_R^1Y_\nu v^2`$, where $`v`$ is the vacuum expectation value of the relevant Higgs field and $`M_R`$ is the right-handed Majorana neutrino mass matrix. Then, we can get the Yukawa coupling in the basis of the diagonal charged-lepton Yukawa couplings as

$$Y_\nu =\frac{1}{v}\left(\begin{array}{ccc}\sqrt{M_{R1}}& 0& 0\\ 0& \sqrt{M_{R2}}& 0\\ 0& 0& \sqrt{M_{R3}}\end{array}\right)R\left(\begin{array}{ccc}\sqrt{m_1}& 0& 0\\ 0& \sqrt{m_2}& 0\\ 0& 0& \sqrt{m_3}\end{array}\right)U^{},$$
(4)
where $`R`$ is an orthogonal $`3\times 3`$ matrix and depends on the model. We take $`R`$ to be the unit matrix and degenerate right-handed Majorana masses $`M_{R1}=M_{R2}=M_{R3}M_R`$. This assumption is derived logically, otherwise a big conspiracy would be needed between $`Y_\nu `$ and $`M_R`$. Actually, this assumption is realized in some models as discussed later. However, as the conspiracy between $`Y_\nu `$ and $`M_R`$ is not excluded a priori, we also discuss the effect of the non-degenerate right-handed Majonara neutrino masses.

Eq.(4) presents the Yukawa coupling at the electroweak scale. Since we need the Yukawa coupling at the GUT scale or the Planck scale, eq.(4) should be modified by taking account of the effect of the RGE’s . Modified Yukawa couplings at a scale $`M_R`$ are given as

$$Y_\nu =\frac{\sqrt{M_R}}{v}\left(\begin{array}{ccc}\sqrt{m_1}& 0& 0\\ 0& \sqrt{m_2}& 0\\ 0& 0& \sqrt{m_3}\end{array}\right)U^{}\sqrt{I_gI_t}\left(\begin{array}{ccc}1& 0& 0\\ 0& 1& 0\\ 0& 0& \sqrt{I_\tau }\end{array}\right),$$
(5)
with

$$I_g=\mathrm{exp}\left[\frac{1}{8\pi ^2}_{t_Z}^{t_R}c_ig_i^2dt\right],I_t=\mathrm{exp}\left[\frac{1}{8\pi ^2}_{t_Z}^{t_R}y_t^2𝑑t\right],I_\tau =\mathrm{exp}\left[\frac{1}{8\pi ^2}_{t_Z}^{t_R}y_\tau ^2𝑑t\right],$$
(6)
where $`t_R=\mathrm{ln}M_R`$ and $`t_Z=\mathrm{ln}M_Z`$. Here, $`g_i(i=12)`$’s are gauge couplings and $`y_t`$ and $`y_\tau `$ are Yukawa couplings.

In practice, the degenerate neutrino masses with the LMA-MSW solution are predicted by the models with the flavor symmetry $`S_{3R}\times S_{3L}`$  or $`O_{3R}\times O_{3L}`$ ,222These models predicted the effective left-handed Majorana neutrino masses by the symmetry without introducing the see-saw mechanism. However, one can easily get the see-saw realization by introducing the right-handed neutrinos $`\nu _R`$. Assuming the same transformation property of the flavor symmetry for both $`\nu _L`$ and $`\nu _R`$, one obtains $`M_R\mathrm{I}`$ and $`Y_\nu \mathrm{I}`$. which gives the democratic mass matrices in the quark sector . In those models, $`U_{e3}`$ is predicted to be $`0.05`$. We will show results for both cases of $`U_{e3}=0.05`$ and $`0.2`$.

Second, let us consider the case of the inverse-hierarchical neutrino masses. The neutrino masses are given as

$$m_2\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2},m_1=m_2\frac{1}{2m_2}\mathrm{\Delta }m_{}^2,m_30,$$
(7)
where $`m_2>m_1`$ is taken in order to keep the MSW effect.

The typical model of the inverse-hierarchy is the Zee model , in which the right-handed neutrinos do not exist. However, one can also consider Yukawa textures which lead to the inverse mass hierarchy through the see-saw mechanism as seen in eq.(4). The detailed analyses with definite models  will show in a further comming paper. In this work, we take $`R=I`$ and degenerate right-handed Majorana masses $`M_{R1}=M_{R2}=M_{R3}M_R`$ as well as the case of degenerate neutrino masses. We also discuss the case of the non-degenerate right-handed Majonara neutrino masses.

In the presence of non-zero neutrino Yukawa couplings, we can expect the LFV phenomena in the lepton sector. Within the framework of SUSY models, the flavor violation in neutrino Yukawa couplings induces the LFV in slepton masses even if we assume the universal scalar mass for all scalars at the GUT scale. In the present models, the LFV is generated in left-handed slepton masses since right-handed neutrinos couple to the left-handed lepton multiplets. A RGE for the left-handed doublet slepton masses $`(m_{\stackrel{~}{L}}^2)`$ can be written as

$`\mu {\displaystyle \frac{d(m_{\stackrel{~}{L}}^2)_{ij}}{d\mu }}`$ $`=`$ $`\left(\mu {\displaystyle \frac{d(m_{\stackrel{~}{L}}^2)_{ij}}{d\mu }}\right)_{\mathrm{MSSM}}`$ (8)
$`+{\displaystyle \frac{1}{16\pi ^2}}\left[m_{\stackrel{~}{L}}^2Y_\nu ^{}Y_\nu +Y_\nu ^{}Y_\nu m_{\stackrel{~}{L}}^2+2(Y_\nu ^{}m_{\stackrel{~}{\nu }}^2Y_\nu +\stackrel{~}{m}_{H_u}^2Y_\nu ^{}Y_\nu +A_\nu ^{}A_\nu )\right]_{ij},`$
where $`m_{\stackrel{~}{\nu }}^2`$ and $`\stackrel{~}{m}_{H_u}^2`$ are soft SUSY-breaking masses for right-handed sneutrinos ($`\stackrel{~}{\nu }`$) and doublet Higgs ($`H_u`$), respectively. Here $`(\mu d(m_{\stackrel{~}{L}}^2)_{ij}/d\mu )_{\mathrm{MSSM}}`$ denotes the RGE in case of the minimal SUSY standard model (MSSM), and the terms explicitly written are additional contributions in the presence of the neutrino Yukawa couplings. In a basis where the charged-lepton Yukawa couplings are diagonal, the term $`(\mu d(m_{\stackrel{~}{L}}^2)_{ij}/d\mu )_{\mathrm{MSSM}}`$ does not provide any flavor violations. Therefore the only source of LFV comes from the additional terms. In our analysis, we numerically solve the RGE’s, and then calculate the event rates for the LFV processes by using the complete formula in ref. . Here, in order to obtain an approximate estimation for the LFV masses, let us consider approximate solution to the LFV mass terms ($`ij`$):

$`(\mathrm{\Delta }m_{\stackrel{~}{L}}^2)_{ij}{\displaystyle \frac{(6+2a_0^2)m_0^2}{16\pi ^2}}(Y_\nu ^{}Y_\nu )_{ij}\mathrm{ln}{\displaystyle \frac{M_X}{M_R}},`$ (9)
where we assume a universal scalar mass $`(m_0)`$ for all scalars and a universal A-term $`(A_f=a_0m_0Y_f)`$ at the GUT scale $`M_X`$. It is noticed that large neutrino Yukawa couplings and large lepton mixings generate the large LFV in the left-handed slepton masses.

The decay rates can be approximated as follows:

$`\mathrm{\Gamma }(e_ie_j\gamma ){\displaystyle \frac{e^2}{16\pi }}m_{e_i}^5F\left|(\mathrm{\Delta }m_{\stackrel{~}{L}}^2)_{ij}\right|^2,`$ (10)
where $`F`$ is a function of masses and mixings for SUSY particles.

Before showing numerical results, we present a qualitative discussion on $`(Y_\nu ^{}Y_\nu )_{21}`$, which is a crucial quantity to predict the branching ratio BR$`(\mu e\gamma )`$. This is given in terms of neutrino masses and mixings at the electroweak scale as follows:

$$(Y_\nu ^{}Y_\nu )_{21}=\frac{M_\mathrm{R}}{v_\mathrm{u}^2}\left[U_{\mu 2}U_{e2}^{}(m_2m_1)+U_{\mu 3}U_{e3}^{}(m_3m_1)\right],$$
(11)
where $`v_u\mathrm{v}\mathrm{sin}\beta `$ with $`\mathrm{v}=174\mathrm{G}\mathrm{e}\mathrm{V}`$ is taken as an usual notation and a unitarity relation of the MNS matrix elements is used. Taking the three cases of the neutrino mass spectra, the degenerate, the inverse-hierarchical and the normal hierarchical masses, one obtains

$`(Y_\nu ^{}Y_\nu )_{21}`$ $`{\displaystyle \frac{M_\mathrm{R}}{2\sqrt{2}v_\mathrm{u}^2}}{\displaystyle \frac{\mathrm{\Delta }m_{\mathrm{atm}}^2}{m_\nu }}\left[{\displaystyle \frac{1}{\sqrt{2}}}U_{e2}^{}{\displaystyle \frac{\mathrm{\Delta }m_{}^2}{\mathrm{\Delta }m_{\mathrm{atm}}^2}}+U_{e3}^{}\right],(\mathrm{Degenerate})`$
$``$ $`{\displaystyle \frac{M_\mathrm{R}}{\sqrt{2}v_\mathrm{u}^2}}\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}\left[{\displaystyle \frac{1}{2\sqrt{2}}}U_{e2}^{}{\displaystyle \frac{\mathrm{\Delta }m_{}^2}{\mathrm{\Delta }m_{\mathrm{atm}}^2}}U_{e3}^{}\right],(\mathrm{Inverse})`$ (12)
$``$ $`{\displaystyle \frac{M_\mathrm{R}}{\sqrt{2}v_\mathrm{u}^2}}\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}\left[{\displaystyle \frac{1}{\sqrt{2}}}U_{e2}^{}\sqrt{{\displaystyle \frac{\mathrm{\Delta }m_{}^2}{\mathrm{\Delta }m_{\mathrm{atm}}^2}}}+U_{e3}^{}\right],(\mathrm{Hierarchy})`$
where we take the maximal mixing for the atmospheric neutrinos. Since $`U_{e2}1/\sqrt{2}`$ for the bi-maximal mixing matrix, the first terms in the square brackets of the right hand sides of eqs.(12) can be estimated by putting the experimental data. We should take care the magnitude of $`U_{e3}`$ in the second terms to predict the branching ratios because the second term is the dominant one as far as $`U_{e3}0.01(0.1)`$ for the degenerate and the inverse-hierarchical cases (for the normal hierarchical case). For the case of the degenerate neutrino masses, $`(Y_\nu ^{}Y_\nu )_{21}`$ depends on the unkown neutrino mass scale $`m_\nu `$. As one takes the larger $`m_\nu `$, one predicts the smaller branching ratio. In our calculation, we take $`m_\nu =0.3\mathrm{eV}`$, which is close to the upper bound of the neutrinoless double beta decay experiment.

As seen in eqs. (12), we expect that the case of the degenerate neutrino masses gives the smallest branching ratio BR$`(\mu e\gamma )`$. The comparison in cases of the inverse-hierarchical masses and the normal hierarchical masses depends on the magnitude and phase of $`U_{e3}`$. In the limit of $`U_{e3}=0`$, the case of the normal hierarchical masses predicts larger branching ratio. However, for $`U_{e3}0.2`$ the predicted branching ratios are almost same in both cases.

Let us present numerical calculations in the case of the degenerate neutrino masses assuming a universal scalar mass $`(m_0)`$ for all scalars and $`a_0=0`$ as a universal A-term at the GUT scale ($`M_X=2\times 10^{16}`$ GeV). We show BR$`(\mu e\gamma )`$ versus the left-handed selectron mass $`m_{\stackrel{~}{e}_L}`$ for each $`\mathrm{tan}\beta =3,10,30`$ and a fixed wino mass $`M_2`$ at the electroweak scale. In fig.1, the branching ratio is shown for $`M_2=150,300\mathrm{GeV}`$ in the case of $`U_{e3}=0.2`$ with $`M_R=10^{14}\mathrm{GeV}`$, in which the solid curves correspond to $`M_2=150\mathrm{G}\mathrm{e}\mathrm{V}`$ and the dashed ones to $`M_2=300\mathrm{G}\mathrm{e}\mathrm{V}`$. The threshold of the selectron mass is determined by the recent LEP2 data  for $`M_2=150\mathrm{G}\mathrm{e}\mathrm{V}`$, but determined by the constraint that the left-handed slepton should be heavier than the neutralinos for $`M_2=300\mathrm{G}\mathrm{e}\mathrm{V}`$. As the $`\mathrm{tan}\beta `$ increases, the branching ratio increases because the decay amplitude from the SUSY diagrams is approximately proportional to $`\mathrm{tan}\beta `$ . It is found that the branching ratio is almost larger than the experimental upper bound in the case of $`M_2=150\mathrm{G}\mathrm{e}\mathrm{V}`$. On the other hand, the predicted values are smaller than the experimental bound except for $`\mathrm{tan}\beta =30`$ in the case of $`M_2=300\mathrm{G}\mathrm{e}\mathrm{V}`$.

In order to compare the degenerate neutrino mass case with the hierarchical one ($`m_3m_2m_1`$), we show the results of the hierarchical case in fig.2, in which parameters are taken as same as in fig.1. It is remarked that the branching ratio is suppressed in the degenerate case.

Since the typical models  predict $`U_{e3}0.05`$, we also show the branching ratio for $`U_{e3}=0.05`$ in fig.3. In this case, our predictions lie under the experimental upper bound even in the case of $`M_2=150\mathrm{G}\mathrm{e}\mathrm{V}`$ except for $`\mathrm{tan}\beta =30`$, however, it is not far away from the experimental bound. Therefore, we expect the observation of $`\mu e\gamma `$ in the near future.

Our predictions depend on $`M_R`$ strongly, because the magnitude of the neutrino Yukawa coupling is determined by $`M_R`$ as seen in eq.(5). If $`M_R`$ reduces to $`M_R=10^{12}\mathrm{GeV}`$, the branching ratio reduces to $`10^4`$ roughly since it is proportional to $`M_R^2`$. The numerical result is shown in fig.4. Thus, the branching ratio is not so large compared with the predictions in the case of the hierarchical neutrino masses .

It may be important to comment on the effect of the non-degenerate right-handed Majorana neutrino masses since our results depend on the degeneracy of the right-handed Majorana neutrino masses. We replace $`(Y_\nu ^{}Y_\nu )_{21}`$ in eq.(11) with

$$(Y_\nu ^{}Y_\nu )_{21}=\frac{M_\mathrm{R}}{v_\mathrm{u}^2}\left[U_{\mu 2}U_{e2}^{}(ϵ_2m_2ϵ_1m_1)+U_{\mu 3}U_{e3}^{}(m_3ϵ_1m_1)\right],$$
(13)
where $`ϵ_1=M_{R1}/M_{R3}`$, $`ϵ_2=M_{R2}/M_{R3}`$ and $`M_R=M_{R3}`$. The degenerate right-handed Majorana neutrino masses correspond to $`ϵ_1=ϵ_2=1`$. If $`ϵ_1`$ and $`ϵ_2`$ deviate from 1 (the non-degenerate case), the cancellation among $`\nu _1`$, $`\nu _2`$ and $`\nu _3`$ is weakened. In other words, the LFV is not so suppressed. In the case $`ϵ_1ϵ_21`$, the result is similar to the one in the case of hierarchical neutrino masses.

Next we show the results in the case of the inverse-hierarchical neutrino masses. As expected in eq.(12), the branching ratio is much larger than the one in the degenerate case. In fig.5, the branching ratio is shown for $`M_2=150,300\mathrm{GeV}`$ in the case of $`U_{e3}=0.2`$ with $`M_R=10^{14}\mathrm{GeV}`$. In fig.6, the branching ratio is shown for $`U_{e3}=0.05`$ with $`M_R=10^{14}\mathrm{GeV}`$. The $`M_R`$ dependence is similar to the case of the degenerate neutrino masses. The predictions almost exceed the experimental bound as far as $`U_{e3}0.05`$, $`\mathrm{tan}\beta 10`$ and $`M_R10^{14}\mathrm{GeV}`$.

These results also depend on the degeneracy of the right-handed Majorana neutrino masses. As seen in eq.(13), the cancellation between $`\nu _1`$ and $`\nu _2`$ is weakened if $`ϵ_1ϵ_2`$. The predicted branching ratio depends on $`ϵ_1`$ and $`ϵ_2`$. For example, it could be larger than the one in the case of hirarchical neutrino masses if $`ϵ_1ϵ_21`$ is realized in the right-handed Majorana neutrino mass matrix. Actually, the typical model  does not guarantee our assumption $`M_R=I`$, we need careful analyses, which will be presented in a further comming paper.

Summary:

We have investigated the LFV effect in the supersymmetric framework assuming LMA-MSW solution with the quasi-degenerate and the inverse-hierarchical case of neutrino masses. We show the predicted branching ratio of $`\mu e\gamma `$ for both cases. We expect the relation BR(degenerate) $``$ BR(inverse) $`<`$ BR(hierarchy) if the right-handed Majorana neutrino masses are degenerate. In the case of the quasi-degenerate neutrinos, the predicted branching ratio strongly depends on $`M_R`$, $`m_\nu `$ and $`U_{e3}`$. For $`U_{e3}0.05`$ with $`m_\nu 0.3\mathrm{eV}`$, the prediction is close to the present experimental upper bound. On the other hand, the prediction is larger than the experimental upper bound for $`U_{e3}0.05`$ in the case of the inverse-hierarchical neutrino masses. More analyses including the process $`\tau \mu \gamma `$ will be present elsewhere.

We would like to thank Drs. J. Sato and H. Nakano for useful discussions. We also thank the organizers and participants of Summer Institute 2001 held at Yamanashi, Japan for helpful discussions. This research is supported by the Grant-in-Aid for Science Research, Ministry of Education, Science and Culture, Japan(No.10640274, No.12047220).


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# Absence of Ferromagnetic Instability at the Metal-Insulator Transition in Si-inversion Layers

## Abstract

We have measured the Shubnikov-de Haas oscillations in high-mobility Si MOS structures over a wide range of the carrier densities $`n0.77\times 10^{11}`$cm-2. This range includes the critical density $`n_c`$ of the metal-insulator transition for two samples studied. The periodicity of oscillations clearly demonstrates that the electron states remain fourfold degenerate down to and at the 2D MIT. Both the effective spin susceptibility $`\chi ^{}`$ and mass $`m^{}`$ remain finite and show no signatures of divergency at the critical density for both samples studied. To test possible divergency of $`\chi ^{}(n)`$ and $`m^{}(n)`$ at even lower densities, we have analyzed the data on $`\chi ^{}(n)`$ and $`m^{}(n)`$ in terms of a critical dependence $`\chi ^{},m^{}(n/n_01)^\alpha `$. Our data suggest that $`\chi ^{}`$ and $`m^{}`$ may diverge at $`n_00.5\times 10^{11}`$cm-2 ($`r_s12`$), which is significantly smaller than $`n_c`$.

Despite intensive experimental and theoretical efforts (see, e.g., Ref.  for a bibliography), the origin of the apparent “metal-insulator transition in two dimensions” (2D MIT) remains to be the subject of ongoing discussion. This phenomenon addresses a fundamental problem of the ground state of strongly correlated and disordered electron systems. In (100) Si inversion layers, the 2D MIT is observed at a sample-dependent critical electron density $`n_c1\times 10^{11}`$ cm-2 .

One of the important unsolved problems is a possible magnetic instability  in spin or valley systems. The electron-electron interactions drive a 2D system towards magnetic transition; numerical calculations for the critical value of $`r_s`$  at the instability vary from 13 to 20 . According to these calculations, the ferromagnetic transition is likely to be of first order with a complete rather than a partial (ferrimagnetic) spin polarization. An interesting interpretation  of the parallel-field magnetoresistance in Si inversion layers suggested a ferromagnetic instability at or very close to $`n_c`$ \[where $`n_c(0.80.85)\times 10^{11}`$cm-2, which corresponds to $`r_s9`$\]. The idea of magnetic instability and its possible link to the 2D MIT is important and requires a careful examination.

In this Letter, we report on our experimental test of two possible scenarios for the magnetic instability: (i) complete spin and/or valley polarization occurs spontaneously at a sample-dependent critical density of the MIT, and (ii) $`\chi ^{}`$ diverges at a universal (sample-independent) value of $`n=n_0`$. To test the first scenario, we measured the Shubnikov-de Haas (SdH) oscillations and determined the degeneracy of the electron system across the 2D MIT in two samples (down to $`n=0.77\times 10^{11}`$cm-2). We found that the period of oscillations corresponds to the double-degenerate spin and valley states even in the presence of external magnetic field $`B0.5`$ T. This rules out the possibility of a complete spin/valley polarization at the 2D MIT. To test the second scenario, we analyzed independent measurements of $`\chi ^{}(n)`$ and $`m^{}(n)`$, and found that each could be described by the same critical dependence $`(n/n_01)^\alpha `$, if we impose an upper limit on the density of the instability, $`n_00.5\times 10^{11}`$cm-2 ($`r_s12`$), and a lower limit on the critical index $`\alpha 0.6`$. The density $`n_0`$ is significantly lower than $`n_c`$ for the samples studied.

The measurements were performed on two Si-MOS samples: Si6-14 (peak mobility $`\mu ^{\mathrm{peak}}2.2`$m2/Vs) and Si5 ($`4.3`$m2/Vs), with the critical density $`n_c`$ of the apparent MIT $`1.0\times 10^{11}`$cm-2 and $`0.77\times 10^{11}`$cm-2, respectively. The MOS structures are made on a (001)-Si wafer with  source-drain orientation; the gate oxide thickness was $`190`$ nm. The density of electrons was controlled by the gate voltage $`V_g`$ and determined from the period of SdH oscillations. An in-plane field $`B_{}0.02`$ T was applied for quenching the superconductivity of the Al contact pads and gate electrode. Details of the experimental technique can be found in Refs.

Typical SdH oscillations of the resisitivity $`\rho _{xx}\rho `$ are shown in Fig. 1 a as a function of $`B_{}`$. Due to a high electron mobility, oscillations were detected in fields down to 0.14 T. To examine directly the first scenario, we focus on the period of the SdH oscillations, the quantity which is not renormalized by interactions.

For such low densities as presented in Fig. 1, the oscillations $`\rho (B_{})`$ are “shaped” mostly by the spin energy gaps . Figure 1 b shows that the magnitude of oscillations increases with an in-plane magnetic field $`B_{}`$. This confirms that the ratio of the Zeeman energy $`E_Z=g^{}\mu _BB_{}`$ to the cyclotron energy $`\mathrm{}\omega _c`$ is within the interval $`1/2<E_Z/\mathrm{}\omega _c<1`$, in good agreement with the measured values of $`\chi ^{}(n)`$ , which control the calculated energy spectrum (the upper inset to Fig. 1 b). Curve 5 in Fig. 1 a corresponds to the density $`n=n_c`$ for sample Si6-14. The latter has been determined in the insulating regime, $`\rho \mathrm{exp}(\mathrm{\Delta }/k_BT)`$, by extrapolating the density dependence of the activation energy $`\mathrm{\Delta }(n)`$ to zero  (see the inset to Fig. 1 b).

In order to emphasize the low-field region, and to clearly illustrate the SdH periodicity, we present the experimental data normalized by the amplitude of the first SdH harmonic $`A_1(B_{})`$ . In evaluating $`A_1`$, we used the values of $`\chi ^{}(n)g^{}m^{}`$ and $`m^{}(n)`$ measured in Ref. ; the Dingle temperature was adjusted to match damping of the measured oscillations. Figure 2 shows oscillations of the resistivity $`\delta \rho /\rho _0A_1`$ as a function of the Landau level filling, $`\nu =nh/eB_{}`$. The $`\delta \rho (\nu )/\rho _0A_1`$ data (dots) in Figs. 2 a–c correspond to the $`\rho (B_{})`$ data 1, 5 and 6 in Fig. 1 a. It is important to limit the field range $`B_{}1T`$ in the analysis of the SdH oscillations in order to diminish the magnetic-field-induced spin polarization and reentrant quantum Hall effect-to-insulator transitions . The former limitation was violated at $`\nu <5`$: doubling of the period for $`\nu =4`$ in Fig. 2 a illustrates lifting the spin degeneracy by the perpendicular field $`B_{}1.3T`$. The latter limitation was violated for $`\nu <10`$ in Figs. 2 b-e and may account for the large oscillation amplitude.

For all the densities studied, including $`n=n_c`$ (Figs. 2 b e), the low-field oscillations $`\delta \rho /\rho _0`$ have the period $`\mathrm{\Delta }\nu =4`$ that corresponds to a double-degenerate (i.e. unpolarized) spin and valley system. The minima of $`\delta \rho `$ in Figs. 2 are located at $`\nu =6,10,14,18`$, in contrast to $`\nu =4,8,12,16`$, as observed for higher densities. This is in agreement with earlier results  and with the measured $`\chi ^{}`$ values . The sign of oscillations changes due to the Zeeman factor $`cos(\pi E_Z/\mathrm{}\omega _c)`$, when $`E_Z`$ exceeds $`\mathrm{}\omega _c/2`$ (at $`r_s>6.3`$) .

From these data, we can estimate the spontaneous spin polarization $`P_0`$ near $`n_c`$. The total spin polarization of the interacting 2D electron system is:

$$P\frac{n_{}n_{}}{n}=P_Z+P_0=\frac{\chi ^{}B_{}}{2\mu _Bn}+P_0.$$
(1)
Figures 2 c and 2 e show that the complete spin (or valley) polarization does not occur at least down to $`\nu =6`$ ($`P_Z0.3`$), for both $`B_{}=0`$ and $`B_{}=0.3`$T (Fig. 1b); thus, the spontaneous component $`P_0<10.3=0.7`$. We can impose even more restrictive upper limit on the spontaneous spin polarization across the 2D MIT, $`P_00.18`$, by noting that no nodes of beating are seen in SdH oscillations in Figs. 2 c, 2 e over the interval of $`\nu =520`$. For example, a larger value of $`P_0=0.19`$ would induce a beating node in the SdH oscillations at $`\nu =15`$. For even lower densities, the period of the $`\rho `$ oscillations  demonstrates that both the spin and valley states remain double-degenerate across the 2D MIT. These direct data provide very strong evidence against a complete spontaneous spin/valley polarization at the sample-dependent critical density for $`n0.77\times 10^{11}`$cm-2.

Below, we explore the second scenario, a divergence of $`\chi ^{}`$ and $`m^{}`$ at a sample-independent density $`n_0`$. Indeed, it has been found in recent measurements  that both quantities increase with decreasing carrier concentration and are sample-independent ($`\chi ^{}`$ \- to within $`\pm 2\%`$, and $`m^{}`$ \- $`\pm 4`$%). We examine our data on $`\chi ^{}(n)`$ and $`m^{}(n)`$  for sample Si6-14 for possible critical density dependence in the form $`(n/n_01)^\alpha `$. For a given $`n_0`$, the exponents $`\alpha _\chi `$ and $`\alpha _m`$ have been obtained from fitting $`\chi ^{}(n)`$ and $`m^{}(n)`$. An example with $`n_0=0.53\times 10^{11}`$cm-2 and $`\alpha =0.63`$ is shown in Figs. 3 a, b. The exponents $`\alpha _\chi `$ and $`\alpha _m`$ versus $`n_0`$ (hash marks indicate the error bars) are shown in the inset in Fig. 3a. The standard deviation of $`\alpha (n_0)`$ has such a shallow minimum that the optimal $`n_0`$ value could not be determined reliably; the large uncertainty was mainly caused by unknown critical range of densities. Similar uncertain situation was encountered in the critical analysis of the $`m^{}`$ data for sample Si6-14 (see Figs. 3b and 3c).

We now include into consideration the data for sample Si5 which has substantially lower $`n_c`$. Three additional $`m^{}(n)`$ points from Si5 are shown as diamonds in Fig. 3 c. We find that the critical dependence cannot fit the data when $`n_0`$ is taken greater than $`0.65\times 10^{11}`$cm-2; this value sets the upper limit for possible $`n_0`$. Although only the $`m^{}(n)`$ data were available for Si5, $`\chi ^{}(n)`$ can be estimated independently from the lineshape and phase of the SdH oscillations. The SdH pattern is very sensitive to the ratio $`E_Z/\mathrm{}\omega _c`$: when this ratio becomes greater than 3/2 ($`g^{}m^{}7.89`$) or smaller than 1/2 ($`g^{}m^{}2.63`$), the phase of oscillations changes by $`\pi `$. Theoretical curves in Figs. 2 d and 2 e show that, even before the phase reverses for all oscillations, the highest-field oscillation ($`\nu =6`$) splits starting from $`g^{}m^{}7`$. The absence of such behavior in the measured $`\delta \rho (B_{})`$ traces enables us to obtain, correspondingly, the upper and lower estimates for $`g^{}m^{}`$ at six densities in the range from $`n=0.768`$ to $`0.884\times 10^{11}`$cm-2. Three of these estimates are shown by vertical bars in Fig. 3a (three others, located between the shown bars, are omitted for clarity).

Small values of $`n_0n_c`$ can be certainly accommodated by the critical dependence; however, we searched for the upper limit on $`n_0`$, in order to determine how close $`n_0`$ could be to $`n_c`$. For this reason, we have used the upper limits for $`\chi ^{}`$ (the top of bars in Fig. 3 a) when we plotted the critical dependence in Fig. 3 a. The $`\chi ^{}(n)`$ data for both Si5 and Si6-14 obey a common critical dependence only if we choose $`n_00.53\times 10^{11}`$cm-2. This choice of $`n_0`$ also provides the lower limit for the critical index $`\alpha _\chi 0.63`$. This procedure defines the range of densities where the critical behavior holds: e.g., for $`n_0=0.53\times 10^{11}`$cm-2, this range corresponds to $`n<1.5\times 10^{11}`$cm-2. A similar but less restrictive conclusion follows from the critical analysis for $`m^{}`$ (Figs. 3b,c): $`n_00.65\times 10^{11}`$cm-2 and $`\alpha _m0.4`$. It is important to note that the upper limit on $`n_0`$ is a factor of 1.5–2 lower than the critical density $`n_c`$ for the samples studied.

For a given $`n_0`$ value, the estimated critical indices $`\alpha _\chi `$ and $`\alpha _m`$ are close to each other (see the inset to Fig. 3a). This might be expected: there is no experimental indication for a critical behavior of $`g^{}(n)`$ , therefore $`\chi ^{}g^{}m^{}`$ and $`m^{}`$ should exhibit the same $`n`$\- dependence (a critical behavior or otherwise).

The conclusion on the absence of the magnetic instability at $`nn_c`$, which we have drawn from our analysis, differs from the one suggested in Refs. . There might be several reasons for this disagreement. Firstly, we believe that the magnetoresistance data for in-plane fields, analyzed in Refs. , might be indirectly related to the spin susceptibility of mobile electrons. Secondly, measurements in Refs.  were taken in strong in-plane fields. The strong fields drive a 2D system into the hopping regime ; the characteristic values of $`B_{}`$ go to zero as $`n`$ approaches $`n_c`$ . Moreover, even moderate fields $`B_{}<E_F/g^{}\mu _B`$ induce non-linearity of magnetization, i.e. the $`\chi ^{}(B)`$-dependence . In contrast, our direct measurements of $`\chi ^{}`$ have been performed in the low-field linear regime.

To summarize, we measured Shubnikov-de Haas oscillations in weak perpendicular fields over a wide density range $`n0.77\times 10^{11}`$cm-2, which includes the sample-specific critical densities $`n_c`$ of the 2D MIT for two different samples. It has been found that the period of oscillations corresponds to the fourfold degeneracy of spin/valley systems on both sides of the 2D MIT. Our results demonstrate that the apparent 2D MIT is not accompanied by a spontaneous complete polarization of spins or valleys at zero field. Moreover, the experimental data allow us to put an upper limit $`P_0<0.18`$ on the value of a possible spontaneous polarization at the transition. We also explored a possibility of critical behavior of the renormalized spin susceptibility and the effective mass at a sample-independent density $`n_0`$. We found that the divergence of both $`\chi ^{}`$ and $`m^{}`$ is unlikely for $`n_0>0.65\times 10^{11}`$cm-2. However, it may occur at lower densities (significantly less than $`n_c`$): e.g. for $`\chi ^{}`$ – at $`n_00.5\times 10^{11}`$cm-2 and $`\alpha 0.6`$.

Authors are grateful to E. Abrahams, B. L. Altshuler, and D. L. Maslov for discussions. The work was supported by the NSF, ARO MURI, NWO, NATO, RFBR, INTAS, and the Russian programs “Physics of Nanostructures”, “Quantum and Non-linear Processes”, “Quantum computing and telecommunications”, “Integration of High Education and Academic Research”, and “The State Support of Leading Scientific Schools”.


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# Pulsating AGB stars in the LMC

## 1. The Magellanic Clouds in an astro-physical context

Our view of the place of mankind in the Universe changed dramatically with the recognition by Abbe (1967) that the Large and Small Magellanic Clouds (LMC & SMC) are in fact nearby galaxies composed of stars and nebular matter, separate from our own Milky Way galaxy. Four decades later, the discovery in 1907 by Henrietta Leavitt of a relation between the pulsation period and apparent brightness of Cepheid-type variables in the LMC counts amongst the most important discoveries in modern astronomy.

Over the past few decades, a great deal of astro-physics has been learnt from studies of stars in the Magellanic Clouds, for several reasons: (i) stars in each of the Clouds are all at the same distance to us, and therefore their relative luminosities are well determined; (ii) this distance is well known; (iii) the Clouds are near enough to study individual stars; (iv) interstellar extinction to and within the Clouds is small; (v) as dwarf galaxies, the Clouds are fairly big, and they have experienced star formation over much of their history. Hence, plenty of stars can be found in different evolutionary stages, including stars in clusters for which accurate ages may be determined. (vi) The LMC and SMC have metallicities of $`\frac{1}{2}`$ and $`\frac{1}{5}`$ solar, allowing the study of metallicity effects. However, as the analyses and astrophysical problems they address become more detailed, these advantages meet their limitations: (i) the depth of the Clouds has been measured and is not always negligible; (ii) different methods yield a distance modulus of the LMC ranging from $`18.1`$ to 18.7 mag (I adopt distance moduli to the LMC and SMC of 18.5 and 19.0 mag, respectively); (iii) current instrumentation does not always provide the required spatial resolution or detection sensitivity; (iv) although extinction is much less than in the plane of the Milky Way, it is not always negligible even at infrared (IR) wavelengths, and can be very patchy in places; (v) the number of stars in very rare, short-lived evolutionary phases is limited — sometimes to less than one at any moment — hampering statistical studies. Also, the star formation history of the LMC is complex, with a lack of 4 to 10 Gyr-old stellar clusters. And (vi) there are no (identified) samples of either metal-rich stars, with \[Fe/H\]$`>0`$, or extremely metal-poor stars, with \[Fe/H\]$`2`$.

## 2. Asymptotic Giant Branch (AGB) stars

The AGB phase is the final stadium in the life of a star with a Zero-Age Main-Sequence (ZAMS) mass of $`0.5`$ to 8 M. The lower limit to this mass range is set by the requirement that the temperature and pressure at the bottom of the hydrogen mantle surrounding the electron-degenerate core (oxygen and carbon/neon) is sufficiently high to ignite hydrogen shell burning, driving the evolution of the star along the asymptotic giant branch towards higher luminosity (growing core) and lower surface temperature (expanding mantle). The AGB evolution terminates either because the core has reached the Chandrasekhar mass limit of $`M_{\mathrm{max}}1.4`$ M beyond which the core becomes gravitationally unstable, the corresponding luminosity of $`L_{\mathrm{max}}55,000`$ L defining the tip of the AGB, or because the mantle has diminished to the extent that the hydrogen-burning shell becomes exposed and quickly runs out of fuel, leaving the hot and compact core (white dwarf) to cool into oblivion. The upper limit to the mass range of AGB progenitors is set by the condition for the ignition of carbon burning in the non-degenerate core of supergiants.

The hydrogen-burning shell produces an underlying helium shell which ignites as soon as sufficient pressure has built up, thereby causing the mantle to expand and the hydrogen burning to switch off. Such Thermal Pulses (TP) re-occur on timescales from $`\mathrm{\Delta }t10^3`$ yr for the most massive AGB stars up to $`\mathrm{\Delta }t10^5`$ yr for the least massive AGB stars. The TP itself is brief ($`1`$% of $`\mathrm{\Delta }t`$), but it takes long (up to $`30`$% of $`\mathrm{\Delta }t`$) for a star to recover from the luminosity dip of up to a factor two whilst the hydrogen shell burning gradually takes over from the helium shell burning. The effect of the TP on the mantle and emergent luminosity is relatively stronger for less massive stars. The TP-AGB phase lasts for $`t=`$few$`\times 10^5`$ yr, up to $`t=`$few$`\times 10^6`$ yr for the most massive AGB stars unless mass loss is severe.

Energy transport from the nuclear burning site to the stellar surface of an AGB star proceeds via convective motion through the mantle: a rising gas element continues to rise. Much theoretical understanding needs to be gained about the exact criterium for convective instability and the description of convective flows and boundaries, especially because convection not only transports energy but also matter and hence affects the stratification of elemental abundances throughout the mantle. When during a TP the convection zone penetrates into layers containing the products of nuclear burning, these heavy elements will become mixed into and become over-abundant in the stellar photosphere where light leaves the star. This is the third time in the evolution of intermediate-mass stars that such dredge-up event may happen, and probably occurs only for the more massive AGB stars ($`M>1.5`$ M). Products of the slow neutron-capture process, s-process elements such as zirconium, technetium and barium are used to diagnose the TP-AGB history of stars. Carbon may become enhanced too, greatly affecting the chemistry in the cool stellar atmosphere ($`T_{\mathrm{eff}}<4000`$ K) if after binding carbon and oxygen into carbon-monoxide (CO) not oxygen but carbon remains to form more complex molecules. Such carbon stars are easily distinguished from oxygen-rich AGB stars as their spectra are dominated by absorption bands of CN, HCN, C2 and C2H2 rather than TiO, VO and SiO. However, nuclear burning may take place at the inner boundary of the convection zone, this Hot Bottom Burning (HBB) converting carbon into oxygen and nitrogen and preventing the formation of a carbon star. HBB occurs in massive AGB stars ($`M>4`$ M) and enhances their luminosity, but switches off once the mantle has nearly gone due to severe mass loss.

The stability criterium for motion within the mantle not only determines the occurrence of convection (turbulent motion), but also the occurrence of pulsation (organised motion). In the hydrogen ionization zone not far below the stellar surface, and in the first helium ionization zone, the absorption coefficient of the gas to radiation from the stellar interior is very large; hence the internal energy becomes high and the mantle expands until the opacity drops and the mantle shrinks again. These radial pulsations levitate the atmosphere high enough for dust formation to occur and radiation pressure to blow away the circumstellar dust — taking with it the collisionally coupled gas. Mass-loss rates of $`\dot{M}10^7`$ to $`10^4`$ M yr-1 cause the pre-mature termination of AGB evolution, exposing the white dwarf after the star has shed its mantle.

## 3. AGB stars in the Magellanic Clouds

Searches for AGB stars in the Magellanic Clouds have followed three main strategies: (i) monitoring surveys to find Long-Period Variables (LPVs), mostly of Mira type defined by regular pulsation on the order of a year with a visual amplitude $`A_\mathrm{V}2.5`$ mag; (ii) spectroscopic or photometric surveys to find bright M-type or carbon stars, and (iii) mid-IR surveys to find AGB stars with circumstellar dust emission.

### 3.1. Optically bright AGB stars

Amongst the most influential systematic searches for magellanic M-type giants and carbon stars are the study of selected fields in the bar of the LMC and in the SMC (Blanco et al. 1980); Blanco & McCarthy 1983; Frogel & Richer 1983), the construction of the carbon star luminosity function in the LMC (Costa & Frogel 1996), and the survey of magellanic clusters for which ages and hence the ZAMS masses of the cluster members can be determined (Aaronson & Mould 1985; Frogel et al. 1990; Westerlund et al. 1991).

Although much of the physics remains in parameterised form — notably convection and dredge-up — evolutionary models can be tuned to reproduce the carbon star luminosity function quite well (Marigo et al. 1999). When these results are confronted with the luminosities and chemistry of cluster AGB stars in the Magellanic Clouds (Frogel et al. 1990), the match is not entirely satisfactory (Fig. 1 left) due to both imperfections in the models as well as difficulties in deducing the observed quantities.

The first grand survey for variable stars resulted in the catalogue of Harvard Variables (Payne-Gaposchkin 1971) which, however, were mostly supergiants. Subsequent surveys identified pulsating AGB stars in sufficient numbers for a P-L relation to be proposed (Glass & Lloyd-Evans 1981) and refined (Wood et al. 1983; Feast et al. 1989; Hughes & Wood 1990). Mira’s did indeed seem to obey a remarkably tight and unique P-L relation (Fig. 1 right) suggesting a robust instability threshold and a single pulsation mode, and their possible use as distance indicators, but already a few complications may be noticed: (i) The P-L relation has a different slope for periods shorter/longer than $`P^{}400`$ d, which evolutionary tracks (Vassiliadis & Wood 1993) link to a ZAMS mass $`M^{}2`$ M. Previous evolution, for instance whether ($`M<M^{}`$) or not ($`M>M^{}`$) the star experienced violent ignition of core-helium burning at the tip of the first red giant branch (RGB), may be the cause for a difference in internal structure and pulsational properties. Also, (ii) carbon stars and especially red stars have somewhat larger periods for their luminosities, which may be due to their larger radii as they have suffered significant mass loss. (iii) A paucity of luminous AGB stars, in particular carbon stars with $`L>20,000`$ L corresponding to $`M>4`$ M, was explained as due to HBB (Iben 1981; Wood et al. 1983). This was confirmed by the identification of lithium-enriched S-type stars (C/O just below unity) with $`20,000<L<55,000`$ L (Smith et al. 1995).

### 3.2. Dust-enshrouded AGB stars

Studies of optically bright AGB stars are biased against stars in the final phases of AGB evolution that have become dust-enshrouded as a result of mass loss. It is difficult to study their properties as their stellar surface is obscured at optical wavelengths and the photosphere at IR wavelengths becomes dominated by thermal emission from the circumstellar dust.

The IRAS mission in the early 1980s provided a catalogue with a few hundred mid-IR point sources in the Magellanic Clouds that are candidate dust shells around AGB stars (Loup et al. 1997). Follow-up on such IRAS sources and similar dust-enshrouded supergiants (Wood et al. 1992; van Loon et al. 1998, and references therein) culminated in the detailed quantitative study of $`50`$ dust-enshrouded AGB stars in the LMC observed with ISO (van Loon et al. 1999). The main results are that (i) luminous carbon stars do exist amongst dust-enshrouded AGB stars, confirming the HBB scenario with mass loss; (ii) the threshold above which HBB occurs is confirmed to be 4 M (van Loon et al. 2001); (iii) winds of AGB stars are dust-driven (e.g. Gail & Sedlmayr 1986); (iv) mass-loss rates exceed nuclear burning mass consumption rates and reach a maximum $`\dot{M}_{\mathrm{max}}L`$ in a distinct superwind phase; (iv) mass-loss rates increase with lower $`T_{\mathrm{eff}}`$ — this effect is strongest during the early stages of circumstellar dust formation — but may be only little dependent on metallicity for $`[Fe/H]>1`$ (van Loon 2000). Great improvement in our knowledge of AGB mass loss is expected from recent surveys of the Magellanic Clouds at near-IR (2MASS, DENIS) and mid-IR (MSX, ISO) wavelengths, and their follow-up.

### 3.3. Large-scale variability surveys

Much progress is made in detecting variables in the LMC thanks to micro-lensing surveys (MACHO, EROS, OGLE). The P-L diagram (Fig. 2, left) not only shows the classical Mira sequence but at least three more roughly parallel sequences. Two of these, at shorter periods and populated by semi-regulars (many of which are regular but have smaller amplitudes than Miras), are believed to correspond to overtone modes with the Miras pulsating in the fundamental mode (Wood & Sebo 1996; Wood et al. 1999). This interpretation is supported by the behaviour of pulsation amplitudes & velocities (Scholz & Wood 2000), period & radius, and non-linear models (Ya’ari & Tuchman 1996, 1999) for galactic Miras, but if the mixing length describing convection is allowed to vary then Miras could still pulsate in the first overtone (Barthès 1998). Another sequence at longer periods than the Mira P-L is explained as binarity (Wood et al. 1999).

It is estimated that not all but $`65`$% of the TP-AGB stars are LPV, of which (only) $`10`$% are Miras (Cioni et al. 2001), and the evolution in the P-L plane is complex: the pulsation is a function of mass and time — not necessarily in a continuous or even monotonous fashion. It is then remarkable how consistent the P-L diagram is populated by stars in the LMC, SMC and galactic centre, and the galactic bulge ($`M<2`$ M) and globular clusters ($`M<1`$ M) despite an order of magnitude difference in metallicity (Fig. 2, right).

An overdensity of stars at the two short-period sequences just below the maximum luminosity at the RGB indicates these may be RGB stars, whilst above the maximum luminosity at the AGB, supergiants are found on sequences similar to but slightly displaced from the Mira P-L and the long-period sequence. This suggests that certain similarities in the internal structure of RGB stars, AGB stars and (red) supergiants cause similarities in their pulsation.

Carbon stars populate the Mira P-L where stars with $`M_{\mathrm{ZAMS}}1.5`$ to 4 M are found, as expected from third dredge-up and HBB. Carbon stars on the sequence immediately at shorter periods than the Mira P-L, at $`L8,000`$ L, may have $`M_{\mathrm{ZAMS}}3`$ to 4 M, but the continuation of the evolutionary track is devoid of stars until it reaches the Mira P-L at a twice as high luminosity. Perhaps, after having become carbon stars on the Mira P-L, these stars are temporarily semi-regulars, possibly due to a TP. Surprisingly, the most luminous carbon stars obey the Mira P-L. Thought to have become carbon-enriched after an extended period of severe mass loss terminated HBB, they would be expected to have the longest periods of all — longer than on the Mira P-L.

## 4. The connection between pulsation and mass loss of AGB stars

When AGB stars arrive on the Mira P-L, their mass-loss rates have become so severe that further evolution is along tracks of constant luminosity, with the radius (and hence pulsation period) growing as the structure of the mantle re-adjusts itself to the decrease in mass. Hence the dust-enshrouded stars (Wood 1998; Whitelock et al., in preparation) are on the Mira P-L or to longer periods. Describing the Mira as a polytrope ($`R\sqrt[3]{M}=constant`$) and the pulsation as a harmonic oscillator ($`2\pi /P1/t_{\mathrm{freefall}}g(R)/R`$), the period evolves as $`P1/M`$. For instance, a Mira with $`P=250`$ d ($`M_{\mathrm{ZAMS}}=1.5`$ M) would end up on the long-period sequence at $`P750`$ d and $`M0.5`$ M, which is a reasonable white dwarf mass. The longest observed period for an evolved equivalent of a Mira with $`P=700`$ d ($`M_{\mathrm{ZAMS}}=5`$ M), however, has $`P1400`$ d and $`M2.5`$ M. Such star must still lose more than a solar mass, but stars with correspondingly long periods ($`P3000`$ d) have not (yet) been found.

The growth in radius/period of mass-losing AGB stars may become truncated when the dynamical timescale, $`P`$, approaches the thermal timescale, $`tGM^2/LR`$, and the mantle no longer pulsates adiabatically. This happens when $`P\sqrt[3]{\pi M/\sigma T_{\mathrm{eff}}^4}`$, corresponding to $`P2000`$ d for a star of $`M=2.5`$ M and $`T_{\mathrm{eff}}=2500`$ K (note the moderate dependence on stellar parameters). By this time, the surface gravity is so low that mass loss could be initiated without the help of pulsation: the star may quite literally be boiling over, and this could be responsible for the superwind phase required to shed the remainder of the mantle that may become visible as a planetary nebula. The ability of the mantle to restore thermo-dynamic equilibrium on a dynamical timescale may also be relevant for the faint part of the long-period sequence ($`L<10,000`$ L). Some disturbance, for instance tidal interaction in a binary, could trigger instabilities on a thermal (not orbital) timescale, causing irregular mass loss that results in obscuration events, super-imposed on a “traditional” (adiabatic) pulsation in the fundamental mode (Mira P-L) or overtone mode (shorter-period sequences).

K-band amplitudes (a measure for the bolometric amplitude) generally increase with period, but for $`P>400`$ d the increase becomes steeper (Fig. 3, left). This could be related to the different slope of the Mira P-L relation for periods shorter/longer than $`P^{}400`$ d. The diagram suggests that, for longer periods, carbon stars and stars in the Magellanic Clouds pulsate less vigorously than galactic oxygen-rich stars. However, the pulsation of a luminous star with small amplitude in magnitude may well involve more energy than that of a faint star with large amplitude. The time-averaged rate at which radiative energy is stored in the mechanical pulsation, $`\dot{E}=L/2\times (\mathrm{exp}[\mathrm{\Delta }K/2.5]1)/(\mathrm{exp}[\mathrm{\Delta }K/2.5]+1)`$ has a theoretical maximum of $`\dot{E}_{\mathrm{max}}/L=0.5`$: the maximum energy rate available during that half of the pulsation cycle in which the mantle is lifted is $`L`$. The observed $`\dot{E}`$ increases with luminosity (Fig. 3, right), saturating at $`\dot{E}_{\mathrm{max}}/L=0.4`$ — i.e. very efficient — with no clear distinction between stars of different chemistry. As the maximum mass-loss rate was found to increase proportionally to luminosity (van Loon et al. 1999), I obtain $`\dot{M}_{\mathrm{max}}\dot{E}_{\mathrm{max}}`$. This explains the absence of a clear metallicity-dependence of the mass-loss rate (van Loon 2000).

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