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# Reformulating the Map Color Theorem

### Abstract

This paper discusses reformulations of the problem of coloring plane maps with four colors. We include discussion of the Eliahou-Kryuchkov conjecture, the Penrose formula, the vector cross product formulation and the reformulations in terms of formations and factorizations due to G. Spencer-Brown.

## 1 Introduction

In this paper we give a concise introduction to the work of G. Spencer-Brown  on the Four-Color Theorem and some of the consequences of this work in relation to other reformulations of the four color problem. This work involves a rewriting of the coloring problem in terms of two-colored systems of Jordan curves in the plane. These systems, called formations, are in one-to-one correspondence with cubic plane graphs that are colored with three edge colors so that three distinct colors are incident to each vertex of the graph. It has long been known that the four color problem can be reformulated in terms of coloring such cubic graphs.

We first concentrate on proving two key results. The first is a Parity Lemma due to G. Spencer-Brown . This lemma is also implied by work of Tutte  via translation from edge colorings to formations. The second result, depending on the Parity Lemma is a proof that a certain principle of irreducibility for formations is equivalent to the Four-Color Theorem. Spencer-Brown takes this principle of irreducibility (here called the Primality Principle) to be axiomatic and hence obtains a proof of the Four-Color Theorem that is based upon it. He also gives proofs of the Primality Principle (See Theorem 17 , p. 168-170) that depend upon a subtle notion of inverse distinction. This work of Spencer-Brown deserves careful consideration.

The present paper is an expansion of . In that paper we also prove the parity lemma and discuss the primality principle. However, the discussion of factorizability of formations is imprecise in  and I have taken the opportunity of this paper to rectify that fault. I hope that this paper attains the desired clarity in regard to parity and primality. In the author’s opinion these concepts are central to understanding the nature of the four color theorem, and it is worth a second try at explication.

There are seven sections to the present paper. In the second section we give the basics about cubic maps and formations. In the third section we prove the Parity Lemma. In the fourth section we give the equivalence of the Four-Color Theorem and the Primality Principle. In the fifth section we discuss an algorithm, the Parity Pass, discovered by Spencer-Brown. The Parity Pass is an algorithm designed to color a map that has been colored except for a five sided region. The language of the algorithm is in terms of formations. It is an extraordinarily powerful algorithm and may in itself constitute a solution to the four color problem. It is worth conjecturing that this is so. In the sixth section we discuss an application of formations to the workings of a chromatic counting formula due to Roger Penrose. In section seven we apply ideas from formations to the Eliahou-Kryuchkov conjecture, showing that it can be reformulated in terms of coloring and re-coloring trees, and in terms of the vector cross product reformulation of the four color theorem.

Acknowledgement. It gives the author pleasure to thank James Flagg and Karanbir Sarkaria for helpful conversations in the course of constructing this paper.

## 2 Cubic Graphs and Formations

A graph consists in a vertex set $`V`$ and an edge set $`E`$ such that every edge has two vertices associated with it (they may be identical). If a vertex is in the set of vertices associated with an edge, we say that this vertex belongs to that edge. If two vertices form the vertex set for a given edge we say that that edge connects the two vertices (again the two may be identical). A loop in a graph is an edge whose vertex set has cardinality one. In a multi-graph it is allowed that there may be a multiplicity of edges connecting a given pair of vertices. All graphs in this paper are multi-graphs, and we shall therefore not use the prefix ”multi” from here on.

A cubic graph is a graph in which every vertex either belongs to three distinct edges, or there are two edges at the vertex with one of them a loop. A coloring (proper coloring) of a cubic graph $`G`$ is an assignment of the labels $`r`$ (red), $`b`$ (blue), and $`p`$ (purple) to the edges of the graph so that three distinct labels occur at every vertex of the graph. This means that there are three distinct edges belonging to each vertex and that it is possible to label the graph so that three distinct colors occur at each vertex. Note that a graph with a loop is not colorable.

The simplest uncolorable cubic graph is illustrated in Figure 1. For obvious reasons, we refer to this graph as the dumbell. Note that the dumbell is planar.

Figure 1 — The Simplest Uncolorable Cubic Graph

An edge in a connected plane graph is said to be an isthmus if the deletion of that edge results in a disconnected graph. It is easy to see that a connected plane cubic graph without isthmus is loop-free.

Heawood reformulated the four-color conjecture (which we will henceforth refer to as the Map Theorem) for plane maps to a corresponding statement about the colorability of plane cubic graphs. In this form the theorem reads

Map Theorem for Cubic Graphs. A connected plane cubic graph without isthmus is properly edge-colorable with three colors.

We now introduce a diagrammatic representation for the coloring of a cubic graph. Let $`G`$ be a cubic graph and let $`C(G)`$ be a coloring of $`G.`$ Using the colors $`r`$, $`b`$ and $`p`$ we will write purple as a formal product of red and blue:

$$p=rb.$$

One can follow single colored paths on the coloring $`C(G)`$ in the colors red and blue. Each red or blue path will eventually return to its starting point, creating a circuit in that color. The red circuits are disjoint from one another, and the blue circuits are disjoint from one another. Red circuits and blue circuits may meet along edges in $`G`$ that are colored purple ($`p=rb`$). In the case of a plane graph $`G`$, a meeting of two circuits may take the form of one circuit crossing the other in the plane, or one circuit may share an edge with another circuit, and then leave on the same side of that other circuit. We call these two planar configurations a cross and a bounce respectively.

Figure 2 — Coloring and Formation

Definition. A formation  is a finite collection of simple closed curves in the plane, with each curve colored either red or blue such that the red curves are disjoint from one another, the blue curves are disjoint from one another and red and blue curves can meet in a finite number of segments (as described above for the circuits in a coloring of a cubic graph).

Associated with any formation $`F`$ there is a well-defined cubic graph $`G(F)`$, obtained by identifying the shared segments in the formation as edges in the graph, and the endpoints of these segments as vertices. The remaining (unshared) segments of each simple closed curve constitute the remaining edges of $`G(F).`$ A formation $`F`$ is said to be a formation for a cubic graph $`G`$ if $`G=G(F).`$ We also say that $`F`$ formates $`G.`$

A plane formation is a formation such that each simple closed curve in the formation is a Jordan curve in the plane. For a plane formation, each shared segment between two curves of different colors is either a bounce or a crossing (see above), that condition being determined by the embedding of the formation in the plane.

Since the notion of a formation is abstracted from the circuit decomposition of a colored cubic graph, we have the proposition:

Proposition. Let $`G`$ be a cubic graph and $`Col(G)`$ be the set of colorings of $`G`$. Then $`Col(G)`$ is in one-to-one correspondence with the set of formations for $`G.`$

In particular, the Map Theorem is equivalent to the

Formation Theorem. Every connected plane cubic graph without isthmus has a formation.

This equivalent version of the Map Theorem is due to G. Spencer-Brown . The advantage of the Formation Theorem is that, just as one can enumerate graphs, one can enumerate formations. In particular, plane formations are generated by drawing systems of Jordan curves in the plane that share segments according to the rules explained above. This gives a new way to view the evidence for the Map Theorem, since one can enumerate formations and observe that all the plane cubic graphs are occurring in the course of the enumeration! See Figures 2 and 3 for illustrations of the relationship of formation with coloring.

Remark. In the figures the reader will note that graphs are depicted with horizontal and vertical edges. This means that some edges have corners. These corners, artifacts of this form of representation, are not vertices of the graph. In depicting formations, we have endeavored to keep the shared segments slightly separated for clarity in the diagram. These separated segments are amalgamated in the graph that corresponds to the formation.

Figure 3 – Second Example of Coloring and Formation

## 3 Simple Operations and the Parity Lemma

Recall that a circuit in a graph $`G`$ is a subgraph that is equivalent to a circle graph (i.e. homeomorphic to a circle).

Let $`G`$ be a cubic graph. Suppose that $`C`$ is a coloring of $`G`$ with three colors (so that three distinct colors are incident at each vertex of $`G`$). Let the colors be denoted by $`r`$ (red), $`b`$ (blue) and $`p`$ (purple). Then we can classify circuits in $`G`$ relative to the coloring $`C`$. We shall be concerned with those circuits that contain exactly two colors. The possible two-color circuits are $`rb`$ (red-blue), $`rp`$ (red-purple) and $`bp`$ (blue-purple). Let $`\mathrm{\Delta }(G,C)`$ denote the number of distinct two-color circuits in $`G`$ with the coloring $`C`$.

Definition. Call the parity of the coloring $`C`$, denoted $`\pi (G,C)`$, the parity of the number of distinct two-color circuits, $`\mathrm{\Delta }(G,C)`$.

Definition. If $`C`$ is a coloring of $`G`$ and $`d`$ is a two-color circuit in $`G`$ (called a modulus in ), then we can obtain a new coloring $`C^{}=C`$ of $`G`$ by interchanging the colors on $`d`$. Call the operation of switching colors on a two color circuit a simple operation on the coloring $`C`$.

In this section we will prove a basic Parity Lemma due to Spencer-Brown  in the category of formations. A similar result due to W. T. Tutte  in the category of plane cubic graphs implies the Parity Lemma, but is proved by a different method. The lemma states that simple operations on planar graphs or planar formations preserve parity. Note that by the results of section one, colorings of cubic graphs and formations for cubic graphs are in one-to-one correspondence. The proof of the parity lemma given here is due to the author of this paper.

Note that for a formation $`F`$ composed of red and blue curves, the two color circuits are counted by $`\mathrm{\Delta }(F)=R+B+Alt`$ where $`R`$ denotes the number of red curves, $`B`$ denotes the number of blue curves, and $`Alt`$ denotes the number of red-blue alternating circuits in the corresponding coloring. These red-blue circuits are characterized in the formation as those two-colored circuits that avoid the places where there is a superposition of red and blue (these places correspond to purple edges in the coloring). The red curves in the formation correspond to red-purple circuits in the coloring, and the blue curves in the formation correspond to blue-purple circuits in the coloring.

Each formation corresponds to a specific graph coloring. Simple operations on the coloring induce new formations over the underlying graph. Simple operations can be performed directly on a formation via a graphical calculus. This calculus is based on the principle of idemposition saying that: superposition of segments of the same color results in the cancellation of those segments. The result of an idemposition of curves of the same color is a mod-$`2`$ addition of the curves. Two curves of the same color that share a segment are joined at the junctions of the segment, and the segment disappears. In order to perform a simple operation on a blue loop, superimpose a red loop upon it and perform the corresponding idemposition with the other red curves that impinge on this red loop along the blue loop. Similarly, in order to perform a simple operation on a red loop, superimpose a blue loop on it and idempose this blue loop with the blue curves that impinge on the red loop. Finally, in order to perform a simple operation on a red-blue alternating circuit in a formation, superimpose a red and a blue loop on this circuit and perform the corresponding idempositions. These instructions for performing simple operations are illustrated in Figure 4. In this Figure some of the edges that are intended to be superimposed are drawn at a short distance from one another in order to enhance the reader’s ability to trace the curves.

Figure 4 – Simple Operations

Parity Lemma. If $`C^{}`$ and $`C`$ are colorings of a planar cubic graph $`G`$ with $`C^{}`$ obtained from $`C`$ by a simple operation, then the parity of $`C^{}`$ is equal to the parity of $`C`$, $`\pi (C^{})=\pi (C).`$ Equivalently, parity is preserved under simple operations on planar formations.

In order to prove the Parity Lemma, we need to consider elementary properties of idempositions of curves in the plane.

First consider the idemposition of two curves of the same color, as illustrated in Figure 5. We can distinguish three types of interaction denoted by $`L`$ (Left), $`R`$ (Right) and $`B`$ (bounce). A bounce ($`B`$) is when the second curve shares a segment with the first curve, but does not cross the first curve. Crossing interactions are classified as left and right according as the person walking along the first curve first encounters the second curve on his right ($`R`$) or on his left ($`L`$). After an encounter, there ensues a shared segment that the walker leaves in the direction of the opposite hand. Let $`|L|`$ denote the number of left crossings between the first and second curves, $`|R|`$ the number of right crossings, and $`|B|`$ the number of bounces. (Note the $`|L|`$ and $`|R|`$ depend upon the choice of direction for the walk along the first curve. Let $`P(A,A^{})`$ denote the parity of $`(|L||R|)/2+|B|`$ for an interaction of curves $`A`$ and $`A^{}.`$

Figure 5 – Idemposition

Idemposition Lemma. Let $`A`$ and $`A^{}`$ be two simple closed curves in the plane of the same color. The parity of the number of simple closed curves resulting from the idemposition of $`A`$ and $`A^{}`$ is equal to $`P(A,A^{})=(|L||R|)/2+|B|`$ (mod $`2`$) where the terms in this formula are as defined above.

Proof. The proof is by induction on the number of crossing interactions between the two curves. It is easy to see that the removal of a bounce changes the parity of the idemposition. See Figure 6. Figure 7 illustrates a collection of unavoidable crossing interactions between two curves. That is, if there are crossing interactions, then one of the situations in Figure 7 must occur. ( To see this note that if you follow curve $`A^{}`$ and cross curve $`A`$, then there is a first place where $`A^{}`$ crosses $`A`$ again. The unavoidable configurations are a list of the patterns of crossing and crossing again.) It is then clear from Figure 7, by counting parity after the indicated idempositions, that the result follows by induction. //

Figure 6 – Bounce

Figure 7 – Innermost Cross and Recross

Proof of the Parity Lemma. Consider a formation $`F`$ consisting of one red loop $`A`$ that is touched by a set of $`n`$ disjoint blue curves. It is clear by construction that the number of alternating (red/blue) circuits in $`F`$ is equal to the number of curves in the idemposition obtained after letting all the blue curves become red (so that they cancel with the original red loop where blue meets red). As a result, we can apply the Idemposition Lemma to conclude that

$$\mathrm{\Delta }(F)=1+n+(|L||R|)/2+|B|(mod2)$$

where $`|L|`$,$`|R|`$ and $`|B|`$ denote the total number of left, right and bounce interactions between the red curve and the blue curves and $`n`$ is the number of blue curves. (Apply the Lemma to each blue curve one at a time.) The main point is that the parity of $`F`$ is determined by a count of local interactions along the red curve $`A`$. In this case, when we perform a simple operation on $`A`$, the curve count does not change. We simply interchange the roles of blue circuits (i.e. blue/purple circuits) and alternating circuits (i.e. red/blue circuits). Thus in this case we have that $`\mathrm{\Delta }(F)=\mathrm{\Delta }(F^{})`$ where $`F^{}`$ is obtained by a simple operation on the curve $`A`$ in $`F`$. Hence parity is certainly preserved.

In the general case we have a red curve $`A`$ that interacts with a collection of blue curves, and these blue curves interact with the rest of the formation. Call the whole formation $`F`$, and let $`G`$ denote the subformation consisting of the curve $`A`$ and all the blue curves that interact with $`A`$. If $`F^{}`$ is the result of operating on $`A`$ in $`F`$, then $`F^{}`$ will contain $`G^{}`$, the result of operating on $`A`$ in $`G`$. $`G^{}`$ will consist of the curve $`A`$ plus all blue curves in $`F^{}`$ that touch the curve $`A`$ in $`F^{}`$. In counting the change of $`\mathrm{\Delta }`$ from $`\mathrm{\Delta }(F)`$ to $`\mathrm{\Delta }(F^{})`$, we actually count the change in the count of blue curves and the change in the count of alternating circuits. Each of these changes can be regarded as the result of a single color idemposition originating at $`A`$. The change in $`\mathrm{\Delta }`$ from $`F`$ to $`F^{}`$ is the sum of the change in the number of blue curves and the change in the number of alternating circuits. Each of these changes is determined by local interactions along the curve $`A`$. The parity of the change again depends only on these local interactions. Since the transformation from $`G`$ to $`G^{}`$ has identical local interactions, and since $`G`$ and $`G^{}`$ have the same $`\mathrm{\Delta }`$ and hence the same parity, it follows that $`F`$ and $`F^{}`$ have the same parity. This completes the proof of the Parity Lemma. //

Remark. In performing a simple operation, the curve count may change without changing the parity of this count. Figure 8 illustrates an example of this phenomenon.

Figure 8 – Changing Curve Count Under Simple Operation

Figure 9 – Unchanging Curve Count Under Simple Operation

Remark. The parity lemma fails for a non-planar formation. For example, consider the formation in Figure 10. This is a formation for the Petersen graph with one edge removed. As the Figure indicates, parity is not preserved by a simple operation on this graph. The curve count in the first formation is five and the curve count in the second formation (after the simple operation) is four. This shows that the underlying graph of these two formations is non-planar.

Figure 10 – Parity Reversed in the One-deleted Petersen

## 4 A Principle of Irreducibility

The main result of this section is the equivalence of the Four Color Theorem with a property of formations that I call the Primality Principle. In order to state this property we need to explain the concept of a trail in a formation, and how a trail can facilitate or block an attempt to extend a coloring.

Consider a formation with two blue curves and a single red curve that interacts with the two blues. See Figure 11 for an illustration of this condition. I shall call the red curve a trail between the two blues. Call the blue curves the containers or contextual curves for the trail. Call the graph of the trail $`T`$ the cubic graph $`G(T)`$ corresponding to the formation consisting in the two blues and the red curve between them as in Figure 12. In Figure 11 we have also indicated a double arrow pointing between the two blue curves and disjoint from the trail. The double arrow is meant to indicate an edge that we would like to color, extending the given formation to a new formation that includes this edge. We shall refer to this double arrow as the empty edge. In the example shown in Figure 13 we obtain this extension by drawing a purple (blue plus red) curve that goes through the empty edge. The part of the purple curve that is not on the arrow forms a pathway in the given formation from one arrow-tip to the other that uses only two colors (red and blue). After idemposition, this purple curve effects a two-color switch along this pathway and the formation is extended as desired. Under these circumstances we say that the formation is completable over the empty edge. If simple operations on a given formation with an empty edge can transform it so that the formation is completable over the empty edge, we say that the formation is completable by simple operations. Since the final action of completing the formation changes the empty edge to a colored edge, this last operation (described above) will be called a complex operation.

Figure 11 – A Trail Between Two Blue curves

Figure 12 – The Graphs $`G(T)`$ and $`G^{}(T)`$

Figure 13 – A Colorable Trail

Figure 14 – The Petersen Trail

Another example of a trail is shown in Figure 14. Here no extension is possible since the extended graph is the Petersen graph, a graph that does not admit a coloration.

In a trail the endpoints of the empty edge are specified, since one would like to complete the formation over the empty edge. The simplest example of uncolorability is just two curves and an empty edge. Then no matter how the curves are colored there is no way to extend the formation over the empty edge.

There are two cases in the coloring structure of a trail: The two contextual curves have the same color or they have different colors. We shall distinguish these two cases by defining those colors of the contextual curves to be the colors incident at the endpoints of the empty edge. Note that when we refer to a curve in a formation we mean either a blue curve, a red curve or a cycle that alternates in red and blue when we are performing a parity count. On the other hand one can also consider purple curves, but these will appear in the formation as alternations of purple with blue or red at those sites where the purple is idemposed with red or blue respectively. When counting curves, we shall only count blue, red and alternating (red and blue).

We first consider contextual curves of the same color. Suppose that both contextual curves are purple. Then any trail between them must be drawn either in blue or in red. It will be called a non-purple trail. Thus one could insert a Petersen trail drawn as a red curve and then idemposed between the purple curves, or a Petersen trail drawn as a blue curve and then idemposed between the two purples. We will say that a trail between two curves of the same color (red,blue or purple) is factored if after removing the two contextual curves (by idemposing them with curves of the same color) the remaining trail structure has multiple components.

See Figure 15 for an illustration of this removal process. The “trail” that we uncover by the removal process is not the color of the two curves and it does not touch the endpoints of the empty edge. In Figure 15 we illustrate a trail between two purples. That is, each endpoint of the empty edge touches the color purple. In the second part of the figure we reveal the purples so that an idemposition of this figure gives the first part and a removal of the two purple curves gives the single trail component. Since there is only one component, this trail is not factored.

Figure 15 — A Trail Between Two Purples

For the case where both contextual curves have the same color there is no loss of generality in assuming that the two contextual curves are both red or both blue. Then any extra curves produced in a factorization can be seen directly, in their appearance as alternating, blue or red.

Secondly, suppose that the two contextual curves have different colors. And suppose that the formation has a non-empty trail structure between the two curves. We say that this formation is factored with respect to the empty edge if there is an extra curve in the formation that does not pass through either endpoint of the empty edge. For example, perform a simple operation on the Petersen trail as in Figure 14, making the top curve purple (at an endpoint of the empty edge). Note that in this example every curve in the formation passes through one of the endpoints of the empty edge, so it is not factored. Second example: operate on the top curve in Figure 11. You will find that this produces a red curve that is isolated from the empty edge, giving a factorization.

We shall say that a formation is unfactored if it is not factored.

We shall say that a trail $`T`$ factorizes if there is a formation for the graph $`G(T)`$ (see definition above) of this trail that is factored. Note that we do not require that the original version of the trail be factored. A new version can be obtained by simple operations on the original formation, or by more complicated re-colorings. A trail is said to be prime if it does not admit any factorization.

Sometimes a trail can factorize by simple operations as in the example in Figure 16. In the example in Figure 16 we perform a simple operation on the upper blue curve. Note that in the resulting factorization the arrow is now between a lower blue curve and a part of the upper blue curve that has a superimposed red segment from one of the factors. The Petersen trail of Figure 14 is a significant example of a prime trail. Recolorings of the graph of the formation of this trail just return the Petersen trail in slightly disguised form.

Figure 16 – A Factorizable Trail

A trail is said to be uncolorable if the graph $`G^{}(T)`$ obtained from $`G(T)`$ by adding the edge corresponding to the double arrow is an uncolorable graph. Thus the Petersen trail is uncolorable since $`G^{}(T)`$ is the Petersen graph. A trail is said to be a minimal uncolorable trail if the graph $`G^{}(T)`$ is a smallest uncolorable graph. Now the Petersen graph is the smallest possible uncolorable graph other than the dumbell shown in Figure 1. In particular, the Petersen is the smallest non-planar uncolorable. This does not, in itself, rule out the possibility of planar uncolorables other than the dumbell (that is the essence of the Four Color Theorem). Hence we can entertain the possibility of minimal planar uncolorable trails.

Now we can state the

Primality Principle. A minimal planar (non-empty) uncolorable trail is prime.

In other words, this principle states that there is no possibility of making a minimal planar uncolorable trail that is factored into smaller planar trails. The principle lends itself to independent investigation since one can try combining trails to make a possibly uncolorable formation (i.e. that the graph $`G^{}(T_1,\mathrm{},T_n)`$ is uncolorable where this graph is obtained from the formation consisting in the trails $`T_1,\mathrm{},T_n`$ placed disjointly between two blue curves.) The combinatorics behind this principle are the subject of much of the research of G. Spencer-Brown. Spencer-Brown regards the Primality Principle as axiomatic (See  page 169). It is one purpose of this paper to point out the equivalence of the Four Color Theorem and the Primality Principle.

Theorem. The Primality Principle is equivalent to the Four Color Theorem.

Proof. First suppose the Primality Principle - that minimal uncolorable trails are prime. Let $`T`$ be a minimal uncolorable non-empty planar trail. Without loss of generality $`T`$ is defined by a formation consisting in a single red curve (the trail) drawn between two disjoint blue curves. We call this formation $`F(T)`$, the formation induced by the trail $`T`$. The formation can be depicted so that the two blue curves appear as parallel lines (to be completed to circuits – above for the top line and below for the bottom line) and the trail $`T`$ is interacting between the two parallel blue lines. In this depiction, we can set a double arrow indicator between the two parallel lines, with this indicator entirely to the left of $`T`$. This double-arrow indicator represents an edge that we would like to complete to form a larger formation/coloring. Uncolorability of the trail means that there is no coloring of the graph obtained by adding to the underlying graph of $`F(T)`$ an edge corresponding to the double arrow.

Note that an uncolorable trail is necessarily incompletable (across the empty edge) by simple operations. This implies that there is no two-color pathway in the given formation of the trail from one endpoint of the empty edge to the other endpoint. We can use these facts to count the number of curves in a minimal uncolorable trail.

First consider a prime uncolorable trail with two blue contextual curves, and an existing trail between them in red. This trail must consist in a single red curve. There can be no other red curves in the formation. There is an alternating curve incident to each endpoint of the empty edge. Thus there are at most two alternating curves, one for each endpoint of the empty edge. (Other alternating curves would become red components after the removal of the contextual curves.) If there is one alternating curve, then there is a two-color pathway between the endpoints of the empty edge, and the formation is completable over this edge. Hence there are two alternating curves. Thus we see that the curve count (one red, two blue, two alternating) for a prime uncolorable formation with two blue contextual curves is five.

Second, consider a prime, uncolorable trail with one purple contextual curve and one blue contextual curve. The trail structure will then consist in red curves woven between the two contextual curves. Once these red curves are idemposed with the purple, the formation can be regarded as two blue curves with the trail structure passing through (say) the upper endpoint of the empty edge, so that this upper endpoint rests on purple. Such a formation is unfactored if and only if all curves pass through the endpoints of the empty edge. Thus we have a single blue curve and a single alternating curve passing through the lower endpoint, and one red curve and one blue curve passing through the upper endpoint. This makes a total of two blues, one red and one alternator, hence a curve count of four for a prime uncolorable formation with contextual curves of different colors.

Now consider a planar formation $`F(T)`$ that is minimal, prime and uncolorable. Suppose that it has contextual curves of the same color. Then it has curve count five by the above reasoning. By performing a simple operation on one of the contextual curves, we obtain a formation $`F^{}`$ with contextual curves of different colors. The curve count of $`F^{}`$ cannot be four, since four and five have different parity. Therefore the curve count of $`F^{}`$ must be five or greater and we conclude that $`F^{}`$ is factorized. Similarly, if we begin with a formation that is unfactored and incompletable between two curves of different color, then by operating on one of them we obtain a formation between curves of the same color. The original curve count is four and the new curve count, being of the same parity, is either less than five (and hence solvable) or greater than five (and hence factored). This shows that there does not exist a minimal prime uncolorable (incompletable over the empty edge) planar trail $`F(T).`$ If there are uncolorables then there are minimal uncolorables. Therefore, no minimal uncolorable planar trail is prime. (The trail factors cannot themselves be uncolorable, since this would contradict mimimality.) But this is a direct contradiction of the primality principle. Hence the primality principle implies that there are no uncolorable non-empty planar trails.

Now consider a minimal uncolorable cubic graph. Such a graph entails the possible construction of a minimal uncolorable non-empty trail. Drop an edge from the graph and color the deleted graph. The missing edge cannot have its endpoints on a single curve (red, blue or alternating) in the corresponding formation since that will allow the filling in of the missing edge and a coloration of an uncolorable. Therefore we may take the missing edge to be between two blues. If there is more than one trail factor between these two blues then we would have a factored minimal uncolorable trail. Primality implies that there is only one factor. Therefore the Primality Principle in conjunction with the Parity Lemma implies the non-existence of a minimal uncolorable cubic graph with a non-empty trail in the coloration of the deletion (by one edge) of the graph. The only remaining possibility is that after deleting one edge, the graph is identical to two curves. The dumbell (See Figure 1) is the only such graph. Therefore the primality principle implies the Four Color Theorem.

Conversely, assume the Four Color Theorem. Then indeed there does not exist a minimal uncolorable non-empty planar prime trail (since it by definition implies an uncolorable plane cubic graph with no isthmus). Hence the statement of the Primality Principle is true. This completes the proof of the Theorem.//

Remark. This Theorem constitutes a reformulation of the Four Color Theorem, in terms of the Primality Principle. This reformulation takes the coloring problem into a new domain. In the work of G. Spencer-Brown this reformulation has been investigated in great depth. The capstone of this work is an algorithm called the parity pass ( pp. 182-183) that is intended to extend formations across an uncompleted five-region whenever the given formation does not already solve by simple operations. Spencer-Brown has stated repeatedly that this approach gives a proof of the Four-Color Theorem. It is not the purpose of this paper to give full review of that work. We recommend that the reader consult Spencer-Brown .

## 5 The Parity Pass

We shall say that a formaton is $`1`$-deficient relative to a graph $`G`$ if it formates all but one edge of $`G.`$ We shall say that a formation is planar uncolorable $`1`$-deficient if the underlying graph is uncolorable if one adds a single designated edge to it. In discussing the Primality Principle in the last section, we have considered situations where a graph is formated all except for a single edge. In that section we showed that the Four Color Theorem was equivalent to the Primality Principle which states that one cannot build planar uncolorable $`1`$-deficient formations by combining colorable trail factors. Experience in working with the calculus of formations tends to bolster one’s belief in this principle. There is another approach to coloring, also due to Spencer-Brown that sheds light on this issue. It is well known since Kempe  that if one could give an algorithm that would color a cubic map in the plane when a coloring was given at all but one five-sided region, then any map could be colored with four colors. In this section, we describe an algorithm (The Parity Pass) that is designed to handle the five region in the context of formations. Spencer-Brown asserts that given a planar formation that is $`1`$-deficient at a five-region, it is either completable by simple operations, or at some stage in the parity pass algorithm the resulting formation is completable by simple operations. We refer the reader to  for more details about the context and possible proof of this algorithm. The purpose of this section is to give a condensed description of the Parity Pass, and to urge the reader to try it out on “hard” examples.

View Figure 17. This Figure contains a complete diagrammatic summary of the Parity Pass. There is an initial diagram and five successive transformations $`(A,B,C,D,E)`$ to related diagrams. The last diagram is locally identical to the first diagram. Each transformation consists in a single idemposition of a closed curve on the given formation. In some cases this curve goes through one of the empty edges, coloring it, while transforming one of the edges at the five-region into an empty edge. This is a complex operation. In other cases the transformation is a simple operation on the given formation. In fact $`A`$, $`C`$ and $`D`$ are complex operations, while $`B`$ and $`E`$ are simple operations. Each operation can be performed if the given formation is not completable by simple operations at the five region. Conversely, if one of the operations in the parity pass cannot be performed, then that starting configuration can be solved by simple operations. We will not prove these statements here, but we will give a worked example after some further discussion.

At each stage of Figure 17 we have indicated with small dark circles the edges along which the idemposition is to be performed to get to the next stage. Specifically, performing step $`A`$ requires an idemposition in blue along an alternating curve plus the drawing of this curve across the missing edge and the cancellation of a blue edge by the operating curve. The existence of this idemposition is required to perform step $`A`$. Step $`B`$ entails idemposition in red along a purple/blue alternator. This is the same as following the indicated blue curve with a red idemposition. It is required that the indicated blue curve is distinct from the other blue curve indicated in the local diagram. Step $`C`$ entails idemposition in purple along a blue/red alternator. Step $`D`$ entails idemposition in blue along a red curve and demands that the two local red segments are part of one curve. Step $`E`$ entails purple idemposition along a blue/red alternator that must be distinct from the other alternator locally indicated. If all steps of the parity pass can be performed, then one returns to a local configuration at the five region that is the same as the starting position.

In a given example the reader can deduce from each transformed diagram the locus of the putative operation that produces it. This locus, and the type of operation can be deduced by comparing the changes between the diagram and its transform. We also leave to the reader the verification that when a transform cannot be accomplished, then the domain formation can be completed by simple operations originating at the five region.

It is a fascinating exercise to perform this algorithm on examples. Success consists in being unable to apply one of the four operations of the parity pass, since this inability implicates a solvable formation. Figures 18 and 19 give two examples for the reader to examine. These exercises involve quite a bit of diagrammatic work, but it is worth the effort. In Figures 18.1 to 18.4 we show the work involved in solving the example of Figure 18 by the parity pass algorithm. In this case one can apply steps $`A`$, $`B`$ and $`C`$ of the algorithm. Step $`D`$ cannot be applied and one can see (Figure 18.4) that the formation at this stage can be solved by simple operations. To see this, examime Figure 18.4 and note that after a simple operaton on the curve $`T`$, one can place a purple curve around the five region that fills in the missing edges and does not cancel any remaining edges.

Figure 17 - The Parity Pass

Figure 18 - Culprit Number One

Figure 18.1 - Stage A of Parity Pass Applied to Culprit Number One.

Figure 18.2 - Stage B of Parity Pass Applied to Culprit Number One.

Figure 18.3 - Stage C of Parity Pass Applied to Culprit Number One.

Figure 18.4 - Stage D of Parity Pass Applied to Culprit Number One. Idemposition cannot be performed and Formation is Completable at the Five Region.

Figure 19 - Culprit Number Two

In these examples, Culprit Number One (Figure 18) solves via parity pass after application of $`A`$, $`B`$ and $`C.`$ Culprit Number Two (Figure 19) will solve via parity pass after application of $`A`$ and $`B.`$ Culprit Number Two is an example of a “good try” at making a factorized minimal uncolorable in the plane. As we mentioned, Spencer-Brown asserts that either the parity pass solves any five region extension problem, or the problem could have been solved by simple operations at the outset.

## 6 The Penrose Formula

Roger Penrose  gives a formula for computing the number of proper edge 3-colorings of a plane cubic graph $`G.`$ In this formula each vertex is associated with the “epsilon” tensor

$$P_{ijk}=\sqrt{1}ϵ_{ijk}$$

as shown in Figure 20.

Figure 20 - Epsilon Tensor

One takes the colors from the set $`\{1,2,3\}`$ and the tensor $`ϵ_{ijk}`$ takes value $`1`$ for $`ijk=123,231,312`$ and $`1`$ for $`ijk=132,321,213.`$ The tensor is $`0`$ when $`ijk`$ is not a permutation of $`123.`$ One then evaluates the graph $`G`$ by taking the sum over all possible color assigments to its edges of the products of the $`P_{ijk}`$ associated with its nodes. Call this evaluation $`[G].`$

Theorem (Penrose). If $`G`$ is a planar cubic graph, then $`[G]`$, as defined above, is equal to the number of distinct proper colorings of the edges of $`G`$ with three colors (so that every vertex sees three colors at its edges).

Proof. It follows from the above description that only proper colorings of $`G`$ contribute to the summation $`[G],`$ and that each such coloring contributes a product of $`\pm \sqrt{1}`$ from the tensor evaluations at the nodes of the graph. In order to see that $`[G]`$ is equal to the number of colorings for a plane graph, one must see that each such contribution is equal to $`+1.`$ The proof of this assertion is given in Figure 21 where we see that in a formation for a coloring each bounce contributes $`+1=\sqrt{1}\sqrt{1}`$ while each crossing contributes $`1.`$ Since there are an even number of crossings among the curves in the formation, it follows that the total product is equal to $`+1`$. This completes the proof of the Penrose Theorem.

Figure 21 - Cross and Bounce

It is easy to see from the properties of the epsilon tensor that $`[G]`$ satisfies the recursive identity shown in Figure 22. Here we have that $`[O]=3,`$ where $`O`$ denotes an isolated curve, and the recursion formula includes graphs with extra crossings as shown in the Figure. This use of formations gives a vivid access to the theory of the Penrose formula.

Figure 22 - Penrose Formula

## 7 The Eliahou-Kryuchkov Conjecture

The Eliahou-Kryuchkov Conjecture  is about “reassociating” signed trees. The term reassociation comes from the algebraic transform of a product $`(ab)c`$ to a product $`a(bc).`$ In a non-associative algebra these two terms can represent distinct algebraic elements. In a tree, a trivalent vertex can be regarded as a representative for an algebraic product in the sense that two edge labels are multiplied to give the third edge label at that vertex. See Figure 23 for an illustration of this pattern. In this Figure we show how two distinct trees correspond to the two associated products $`(ab)c`$ and $`a(bc).`$

Figure 23 - Multiplication, Trees and Associated Products

The basic reassociation pattern in binary tree form (each vertex is incident to three edges) is shown in Figures 23 and 24 . Note that in the lower half of Figure 24 the trees are labeled with the colors $`p`$, $`r`$ and $`b`$ with the product of any two of these colors equal to the third color. In this case we see that the tree diagram has illustrated the identity $`(rb)r=pr=b=rp=r(br).`$ Thus in this case the multiplication is associative. If we decide that $`rr=pp=bb=0`$ with $`0r=r0=0b=b0=0p=p0=0`$ then the system $`\{r,b,p,0\}`$ is not associative and two colored trees changed by a reassociation move as indicated in the Figure may have different coloring properties. Note that if we have a colored tree (three distinct colors at a vertex) we can take the two cyclic color orders ($`rbp`$ clockwise or $`rpb`$ clockwise) as denoting two possible signs ( plus and minus respectively) that can be assigned to the vertices of the tree. In the context of the conjecture we are about to discuss one considers arbitrary assignments of signs to the vertices of a tree. The relation with coloring is left out of the game momentarily.

Here is a remarkable game! We shall give signs to the vertices of a tree. We allow the reassociation move inside a larger tree only when the two adjacent vertices in the reassociation are assigned the same sign, and then both vertices receive the opposite of this sign after the reassociation. Such moves are called signed reassociation moves.

Eliahou-Kryuchkov Conjecture. Given any two connected trees (with cubic vertices and, at the ends, vertices incident to single edges) and the same number of twigs (a twig is an edge incident to an end vertex in the tree) , then there exist assignments of signs to the vertices of the two trees so that one signed tree can be transformed to the other signed tree by a series of signed reassociation moves. We shall refer to this conjecture as the EK conjecture.

It was known to the authors of this conjecture that the four color theorem follows from it. In  it has been shown that in fact the EK conjecture is equivalent to the four color theorem. We mention the EK conjecture here to point out that it implies that one can edge color the two trees so that one tree can be obtained from the other by reassociation moves on the colorings as shown in Figure 24 using formations. These reassociation moves on the colorings are particulary nice in that they do not involve changing the colors only reconfiguring the graph. The proof of this statement follows directly from the local coloring depicted in Figure 24. There is a particularly nice pathway of colorings leading from one colored tree to the other.

In this way the formations make the nature of the reassociation move clear and show how coloring is related to the EK conjecture. It is remarkable that the four color theorem is equivalent to this very specific statement about coloring trees.

We can also see just how the EK conjecture is related to the vector cross product reformulation of the four color theorem . In the vector cross product reformulation of the four color theorem, we are given two associated products of the same ordered sets of variables. The vector product conjecture then states that there exist assignments to the variables from the set of generators $`\{i,j,k\}`$ of the vector cross product algebra in three dimensional space such that each of the two given products is non-zero in this algebra. This is sufficient to make the two products equal since if they are non-zero then all partial products are non-zero and hence each product may be viewed in the quaternions. Since the quaternions are associative, it follows that the two products are equal. In this sense, the vector product conjecture is actually a conjecture about the structure of the quaternions.

The relationship of the vector product conjecture with graph coloring is obtained by forming a plane graph consisting of the two trees, tied at their single roots and tied at their branches by non-intersecting arcs so that the left-most branch of the left tree has the same variable as the right-most branch of the right tree and the product order in the left tree is left-to-right, while the product order in the right tree is right-to-left. Solving the equality of the two products is equivalent to coloring the graph consisting in two tied trees.

Let the two associations of the product of $`n`$ variables be denoted $`L`$ and $`R.`$

Proposition. The EK conjecture implies that there exists a solution to the equation $`L=R`$ in the vector cross product algebra plus a series of algebraic reassociations taking $`L`$ to $`R`$ such that all of the intermediate terms in the sequence of reassociations are non-zero when evaluated as vector cross products.

Proof. The proof of this assertion is easy to see using the formalism of formations by translating signs to colors as we have illustrated in Figure 24, and using the interpretation of products via trees as shown in Figures 23 and 24. The signs at the vertices are derived from the fact that in the cross product algebra we have $`ij=+k`$ and $`ji=k.`$ One replaces $`r,b,p`$ by $`i,j,k.`$ Local signs in the partial products in the trees can then be used to decorate the vertices of the tree. This completes the sketch of the proof.

This extra texture in the vector cross product formulation, and its relationship with the quaternions may provide new algebraic insight into the nature of the four color theorem.

Figure 24 - Signed Reassociation


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# 1 Introduction

## 1 Introduction

There are compelling reasons to believe that the dark matter of the universe is constituted in large part of non-baryonic collisionless particles with very small primordial velocity dispersion, such as axions and/or weakly interacting massive particles (WIMPs) . Generically, such particles are called cold dark matter (CDM). Knowledge of the distribution of CDM in galactic halos, and in our own halo in particular, is of paramount importance to understanding galactic structure and predicting signals in experimental searches for dark matter.

One should expect this dark matter to form caustics. A caustic is a place in physical space where the density is very large because the sheet on which the dark matter particles lie in phase-space has a fold there. Caustics are commonplace in the propagation of light. An instructive example is given by the sharp luminous lines at the bottom of a swimming pool on a breezy sunny day. Two conditions must be satisfied for caustics to occur generically. First, the propagation must be collisionless. Second the flow must have low velocity dispersion. Light propagation is collisionless, and the flow of light from a point source has zero velocity dispersion. Thus caustics are common in light. Caustics in ordinary matter are very unusual because ordinary matter is not normally collisionless. But CDM is collisionless and has very small velocity dispersion. This guarantees that caustics are common in the distribution of CDM.

The primordial velocity dispersion of the cold dark matter candidates is indeed very small, of order

$$\delta v_a(t)310^{17}\left(\frac{10^5eV}{m_a}\right)\left(\frac{t_0}{t}\right)^{2/3}$$
(1)
for axions, and

$$\delta v_W(t)10^{11}\left(\frac{GeV}{m_W}\right)^{1/2}\left(\frac{t_0}{t}\right)^{2/3}$$
(2)
for WIMPs. Here $`t_0`$ is the present age of the universe and $`m_a`$ and $`m_W`$ are respectively the masses of the axion and WIMP. The small velocity dispersion means that the dark matter particles lie on a thin 3-dim. sheet in 6-dim. phase-space. The thickness of the sheet is $`\delta v`$. The sheet cannot break and hence its evolution is constrained by topology.

Where a galaxy forms, the sheet wraps up in phase-space, turning clockwise in any two dimensional cut $`(x,\dot{x})`$ of that space. $`x`$ is the physical space coordinate in an arbitrary direction and $`\dot{x}`$ its associated velocity. The outcome of this process is a discrete set of flows at any physical point in a galactic halo . Two flows are associated with particles falling through the galaxy for the first time ($`n=1`$), two other flows are associated with particles falling through the galaxy for the second time ($`n=2`$), and so on. Scattering in the gravitational wells of inhomogeneities in the galaxy (e.g. molecular clouds and globular clusters) are ineffective in thermalizing the flows with low values of $`n`$.

Caustics appear wherever the projection of the phase-space sheet onto physical space has a fold . Generically, caustics are surfaces in physical space. On one side of the caustic surface there are two more flows than on the other. At the surface, the dark matter density is very large. It diverges there in the limit of zero velocity dispersion. There are two types of caustics in the halos of galaxies, inner and outer. The outer caustics are topological spheres surrounding the galaxy. They are located near where a given outflow reaches its furthest distance from the galactic center before falling back in. The inner caustics are rings . They are located near where the particles with the most angular momentum in a given inflow reach their distance of closest approach to the galactic center before going back out. A caustic ring is a closed tube whose cross-section is a $`D_4`$ (also called elliptic umbilic) catastrophe . The existence of these caustics and their topological properties are independent of any assumptions of symmetry.

As was mentioned earlier, the primordial velocity dispersion of the leading cold dark matter candidates is extremely small. However, to a coarse-grained observer, the dark matter falling onto a galaxy may have additional velocity dispersion because the phase-space sheet on which the dark matter particles lie may be wrapped up on scales which are small compared to the galaxy as a whole. This effective velocity dispersion is associated with the clumpiness of the dark matter before it falls onto the galaxy. For the caustics in a galaxy not to be washed out, the effective velocity dispersion of the infalling dark matter must be much less than the rotation velocity of the galaxy, say less than 30 km/s for our galaxy. However, an upper bound of order 50 m/s can be obtained from observation, as explained below.

Primordial peculiar velocities are expected to be the same for baryonic and dark matter particles because they are caused by gravitational forces. Later the velocities of baryons and CDM differ because baryons collide with each other whereas CDM is collisionless. However, because angular momentum is conserved, the net angular momenta of the dark matter and baryonic components of a galaxy are aligned. Since the caustic rings are located near where the particles with the most angular momentum in a given infall are at their closest approach to the galactic center, they lie close to the galactic plane.

## 2 Caustic ring radii

A specific proposal has been made for the radii $`a_n`$ of caustic rings :

$$\{a_n:n=1,2,\mathrm{}\}(39,19.5,13,10,8,\mathrm{})\mathrm{kpc}\times \left(\frac{j_{\mathrm{max}}}{0.25}\right)\left(\frac{0.7}{h}\right)\left(\frac{v_{\mathrm{rot}}}{220\frac{\mathrm{km}}{\mathrm{s}}}\right)$$
(3)
where $`h`$ is the present Hubble constant in units of $`100\mathrm{km}/(\mathrm{s}\mathrm{Mpc})`$, $`v_{\mathrm{rot}}`$ is the rotation velocity of the galaxy and $`j_{\mathrm{max}}`$ is a parameter with a specific value for each halo. For large $`n`$, $`a_n1/n`$. Eq. 3 is predicted by the self-similar infall model  of galactic halo formation. $`j_{\mathrm{max}}`$ is then the maximum of the dimensionless angular momentum $`j`$-distribution . The self-similar model depends upon a parameter $`ϵ`$ . In CDM theories of large scale structure formation, $`ϵ`$ is expected to be in the range 0.2 to 0.35 . Eq. 3 is for $`ϵ=0.3`$. However, in the range $`0.2<ϵ<0.35`$, the ratios $`a_n/a_1`$ are almost independent of $`ϵ`$. When $`j_{\mathrm{max}}`$ values are quoted below, $`ϵ=0.3`$ and $`h=0.7`$ will be assumed.

Since the caustic rings lie close to the galactic plane, they cause bumps in the rotation curve, at the locations of the rings. In ref.  a set of 32 extended well-measured rotation curves was analyzed and statistical evidence was found for bumps distributed according to Eq. 3. That study suggests that the $`j_{\mathrm{max}}`$ distribution is peaked near 0.27. The rotation curve of NGC3198, one of the best measured, by itself shows three faint bumps which are consistent with Eq. 3 and $`j_{\mathrm{max}}=0.28`$.

A recent paper  gives evidence for ring caustics in our own galaxy.

## 3 Ring caustics in the Milky Way

A detailed north inner galactic rotation curve was obtained  from the Massachusetts-Stony Brook Galactic Plane CO survey . It exhibits a series of eight sharp rises in the range of (galactocentric) radii 3 to 7 kpc. For each, Table I lists the radius $`r_1`$ where the rise starts, the radius $`r_2`$ where it ends, and the increase $`\mathrm{\Delta }v`$ in rotation velocity. The rises are interpreted here as due to the presence of caustic rings of dark matter in the galactic plane. Each $`r_1`$ should therefore be identified with a caustic ring radius $`a_n`$, and $`r_2r_1`$ with the caustic ring width $`p_n`$ . The ring widths depend in a complicated way on the velocity distribution of the infalling dark matter at last turnaround  and are not predicted by the model. They also need not be constant along the ring. In Table I, the numbers in parentheses are for two less distinct rises between 7 kpc and our own radius $`r_{}`$, taken to be 8.5 kpc.

The fourth column shows the caustic ring radii $`a_n^\mathrm{I}`$ of the $`ϵ=0.3`$ self-similar infall model fitted to the eight rises between 3 and 7 kpc, assuming that these are due to caustic rings $`n=7\mathrm{}14`$ (fit I). This is a one-parameter ($`j_{\mathrm{max}}`$) fit minimizing $`rmsd[\frac{1}{8}{\displaystyle \underset{n=7}{\overset{14}{}}}(1\frac{a_n}{r_{1n}})^2]^{\frac{1}{2}}`$. It yields $`j_{\mathrm{max}}=0.263`$ and $`rmsd=3.1\%`$. The fifth column shows the radii $`a_n^{\mathrm{II}}`$ assuming that the eight rises between 3 and 7 kpc are due to caustic rings $`n=6\mathrm{}13`$ (fit II). In this case $`j_{\mathrm{max}}=0.239`$ and $`rmsd=2.8\%`$. Fits of similar quality are obtained for the other values of $`ϵ`$ in the range 0.20 to 0.35, or by assuming simply $`a_n1/n`$. On the other hand, the assumption that the eight rises between 3 and 7 kpc are due to caustic rings $`n=6+s\mathrm{}13+s`$, where $`s`$ is an integer other than 0 or 1, yields considerably worse fits. Up to this point it is unclear whether $`s=0`$ or 1 is preferred. However the two less distinct rises between 7 kpc and $`r_{}`$ strongly suggest $`s=1`$ since their $`r_1`$ values agree at the 2.6% level with ring radii $`a_5^\mathrm{I}`$ and $`a_6^\mathrm{I}`$, but do not agree well with $`a_4^{\mathrm{II}}`$ and $`a_5^{\mathrm{II}}`$. Henceforth $`s=1`$ will be assumed.

The velocity increase due to a caustic ring is given by

$$\mathrm{\Delta }v_n=v_{\mathrm{rot}}f_n\frac{\mathrm{\Delta }I(\zeta _n)}{\mathrm{cos}\delta _n(0)+\varphi _n^{}(0)\mathrm{sin}\delta _n(0)}.$$
(4)
The $`f_n`$, defined in ref. , are predicted by the self-similar infall model, but $`\mathrm{\Delta }I(\zeta _n),\delta _n(0)`$ and $`\varphi _n^{}(0)`$, defined in ref. , are not. Like the $`p_n`$, the latter parameters depend in a complicated way on the velocity distribution of the dark matter at last turnaround. On the basis of the discussion in ref. , the ratio on the RHS of Eq. 4 is expected to be of order one, but to vary from one caustic ring to the next. The size of these fluctuations is easily a factor two, up or down. The sixth column of Table I shows $`\mathrm{\Delta }v_n`$ with the fluctuating ratio set equal to one, i.e. $`\overline{\mathrm{\Delta }}v_nf_nv_{\mathrm{rot}}`$.

For the reasons just stated, the fact that the observed $`\mathrm{\Delta }v`$ fluctuate by a factor of order 2 from one rise to the next is consistent with the interpretation that the rises are due to caustic rings. However the observed $`\mathrm{\Delta }v`$ (column 3) are typically a factor 5 larger than the velocity increases caused by the caustic rings acting alone (column 6). To account for the discrepancy I assume that the effect of the caustic rings is amplified by baryonic matter they have accreted. First I’ll argue that the gas in the disk has sufficiently high density and low velocity dispersion for such an explanation to be plausible. Second I’ll give observational evidence in support of the explanation.

The equilibrium distribution of gas is:

$$d_{\mathrm{gas}}(\stackrel{}{r})=d_{\mathrm{gas}}(\stackrel{}{r}_0)\mathrm{exp}[\frac{3}{<v_{\mathrm{gas}}^2>}(\varphi (\stackrel{}{r})\varphi (\stackrel{}{r}_0))],$$
(5)
where $`d`$ is density and $`\varphi `$ gravitational potential. In the solar neighborhood, $`d_{\mathrm{gas}}310^{24}\frac{\mathrm{gr}}{\mathrm{cm}^3}`$ , which is comparable to the density of dark matter inside the tubes of caustic rings near us. From the scale height of the gas  and the assumption that it is in equilibrium with itself and the other disk components, I estimate $`v_{\mathrm{gas}}^2^{\frac{1}{2}}8`$ km/s. The variation in the gravitational potential due to a caustic ring over the size of the tube is of order $`\mathrm{\Delta }\varphi _{\mathrm{CR}}2fv_{\mathrm{rot}}^2p/a(5\frac{\mathrm{km}}{\mathrm{s}})^2`$. Because $`\frac{3}{<v_{\mathrm{gas}}^2>}\mathrm{\Delta }\varphi _{\mathrm{CR}}`$ is of order one, the caustic rings have a large effect on the distribution of gas in the disk. The accreted gas amplifies and can dominate the effect of the caustic rings on the rotation curve. To check whether this hypothesis is consistent with the shape of the rises would require detailed modeling, as well as detailed knowledge on how the rotation curve is measured. In the meantime, I found observational evidence in its support.

The accreted gas may reveal the location of caustic rings in maps of the sky. Looking tangentially to a ring caustic from a vantage point in the plane of the ring, one may recognize the tricusp  shape of the $`D_4`$ catastrophe. The IRAS map of the galactic disk in the direction of galactic coordinates $`(l,b)=(80^{},0^{})`$ shows a triangular shape which is strikingly reminiscent of the cross-section of a ring caustic. The vertices of the triangle are at $`(83.5^{},0.3^{}),(77.3^{},3.5^{})`$ and $`(77.4^{},2.7^{})`$ galactic coordinates. Images can be obtained from the Skyview Virtual Observatory (http://skyview.gsfc.nasa.gov/). The shape is correctly oriented with respect to the galactic plane and the galactic center. Moreover its position is consistent with that of a rise in the rotation curve, the one between 8.28 and 8.38 kpc ($`n=5`$ in fit I). The caustic ring radius implied by the image is 8.31 kpc, and its dimensions are $`p=134`$ pc and $`q=200`$ pc, in the directions parallel and perpendicular to the galactic plane respectively.

In principle, the feature at $`(80^{},0^{})`$ should be matched by another in the opposite tangent direction to the nearby ring caustic, at approximately $`(80^{},0^{})`$. Although there is a plausible feature there, it is much less compelling than the one in the $`(+80^{},0^{})`$ direction. There are several reasons why it may not appear as strongly. One is that the $`(+80^{},0^{})`$ feature is in the middle of the Sagittarius spiral arm, whose stellar activity enhances the local gas emissivity, whereas the $`(80^{},0^{})`$ feature is not so favorably located. Another is that the ring caustic in the $`(+80^{},0^{})`$ direction has unusually small dimensions. This may make it more visible by increasing its contrast with the background. In the $`(80^{},0^{})`$ direction, the nearby ring caustic may have larger transverse dimensions.

## 4 The big flow

Our proximity to a ring means that the associated flows, i.e. those flows in which the caustic occurs, contribute very importantly to the local dark matter density. Using the results of refs. , and assuming axial symmetry of the caustic ring between us and the tangent point (approx. 1 kpc away from us), the densities and velocity vectors on Earth of the associated flows can be derived:

$$d^+=1.710^{24}\frac{\mathrm{gr}}{\mathrm{cm}^3},d^{}=1.510^{25}\frac{\mathrm{gr}}{\mathrm{cm}^3},\stackrel{}{v}^\pm =(470\widehat{\varphi }\pm 100\widehat{r})\frac{\mathrm{km}}{\mathrm{s}},$$
(6)
where $`\widehat{r},\widehat{\varphi }`$ and $`\widehat{z}`$ are the local unit vectors in galactocentric cylindrical coordinates. $`\widehat{\varphi }`$ is in the direction of galactic rotation. The velocities are given in the (non-rotating) rest frame of the Galaxy. Because of an ambiguity, it is not presently possible to say whether $`d^\pm `$ are the densities of the flows with velocity $`\stackrel{}{v}^\pm `$ or $`\stackrel{}{v}^{}`$. Eq. 6 has implications for dark matter searches. Previous estimates of the local dark matter density, based on isothermal halo profiles, range from 5 to 7.5 $`10^{25}\frac{\mathrm{gr}}{\mathrm{cm}^3}`$. The present analysis implies that a single flow ($`d^+`$) has three times that much local density, i.e. that the total local density is four times higher than previously thought. The large size of $`d^+`$ is due to our proximity to a cusp of the nearby caustic. Assuming axial symmetry, that cusp is only 55 pc away from us. The exact size of $`d^+`$ is sensitive to our distance to the cusp but, in any case, $`d^+`$ is very large. If we are inside the tube of the fifth caustic, there are two additional flows on Earth, aside from those given in Eq. 6. A list of approximate local densities and velocity vectors for the $`n5`$ flows can be found in ref. . An updated list is in preparation.

The sharpness of the rises in the rotation curve and of the triangular feature in the IRAS map implies an upper limit on the velocity dispersion $`\delta v_{\mathrm{DM}}`$ of the infalling dark matter. Caustic ring singularities are spread over a distance of order $`\delta a\frac{R\delta v_{\mathrm{DM}}}{v}`$ where $`v`$ is the velocity of the particles in the caustic, $`\delta v_{\mathrm{DM}}`$ is their velocity dispersion when they first fell in, and $`R`$ is the turnaround radius then. The sharpness of the IRAS feature implies that its edges are spread over $`\delta a<\text{ }20`$pc. Assuming that the feature is due to the $`n=5`$ ring caustic, $`R`$ 180 kpc and $`v480`$ km/s. Therefore $`\delta v_{\mathrm{DM}}<\text{ }53`$ m/s.

There may be evidence for the accretion of baryonic matter onto the $`n4`$ rings as well. Binney and Dehnen studied  the outer rotation curve of the Milky Way and concluded that its anomalous behaviour can be explained if most of the tracers of the rotation are concentrated in a ring of radius $`1.6r_{}=13.6`$ kpc. This is very close to the expected radius (13.9 kpc) of the $`n=3`$ ring. Recently, the SDSS collaboration detected  an overdensity of stars which appears to be lying in the galactic plane on an arc of circle at least $`40^{}`$ in length, and of galactocentric radius approximately 18 kpc. These stars have properties consistent with those of spheroid stars but their spatial distribution is not consistent with a power law spheroid. The observed feature may be due to the accretion of stars onto the $`n=2`$ ring.

The caustic ring model may explain the puzzling persistence of galactic disk warps . These may be due to outer caustic rings lying somewhat outside the galactic plane and attracting visible matter. Such disk warps would not damp and would persist on cosmological time scales.

The caustic ring model, and more specifically the prediction Eq. 6 of the locally dominant flow associated with the nearby ring, has important consequences for axion dark matter searches , the annual modulation  and signal anisotropy  in WIMP searches, the search for $`\gamma `$-rays from dark matter annihilation , and the search for gravitational lensing by dark matter caustics . The model allows precise predictions to be made in each of these approaches to the dark matter problem.


text:
# Effects of matter density variations on dominant oscillations in long baseline neutrino experiments

## I Introduction

The increasing evidence in favor of neutrino flavor oscillations motivates further studies of the oscillation phenomenon by means of accelerator neutrino experiments with a (very) long baseline $`L`$. Current long baseline projects include the Japanese KEK-to-Kamioka (K2K) experiment with $`L=250`$ km , the European CERN Neutrinos to Gran Sasso (CNGS) experiment with $`L=732`$ km  (in construction), and the American Main Injector Neutrino Oscillation Search (MINOS) experiment with $`L=735`$ km  (in construction). Possible future projects include oscillation searches with much longer baselines, e.g., using $`\nu `$ factories . Although there is still a lively debate on baseline optimization for such future projects, there seems to be an increasing consensus in favor of $`L2`$$`3\times 10^3`$ km .

For baselines $`L10^4`$ km, neutrinos cross only the Earth mantle, whose matter density can significantly affect the dynamics of flavor oscillations . For baselines $`L6\times 10^3`$ km (as considered in the present work) it has been shown extensively that the main matter effects are accurately described by approximating the mantle density profile with its average value along the $`\nu `$ trajectory (see  and the extensive bibliography in ). Therefore, variations in the matter density (and chemical composition) around the average value can be regarded as a fractional contribution to the (theoretical) error budget, rather than as a contribution to observable oscillation signals. It should be also stressed that the mantle density variations around the average value may also be affected by their own uncertainties. Indeed, the standard (radially symmetric) density profile provided by Preliminary Reference Earth Model (PREM)  is subject to local variations and uncertainties at the level of $`5`$$`10\%`$, which may well be nonsymmetrical along a given trajectory .

From the above viewpoint, one would like to have a practical recipe to evaluate the (small) density variation effects for a variety of possible density profiles (suggested, or at least permitted, by local geophysical data), without solving the $`\nu `$ evolution equations numerically. In this work, by using the perturbative approach applied in  for $`2\nu `$ oscillations at first order in the density variations, we derive such a recipe for $`3\nu `$ and $`4\nu `$ oscillation scenarios characterized by a dominant mass scale. We think that our simple expressions may be useful to experimentalists involved in simulations of long baseline oscillation signals, in order to easily quantify the effects of uncertainties associated to (known or hypothetical) matter density variations.

## II Notation and method

In this section we introduce the notation and the calculation method. The kinematics is defined by the unitary matrix $`U`$ connecting flavor states $`\nu _\alpha `$ with massive states $`\nu _i`$,

$$\nu _\alpha =\underset{i}{}U_{\alpha i}\nu _i,$$
(1)
and by the squared mass matrix

$$^2=\mathrm{diag}(m_1^2,m_2^2,\mathrm{}).$$
(2)
The dynamics is the defined by the hamiltonian

$$(x)=U\frac{^2}{2E}U^{}+𝒱(x)$$
(3)
where $`𝒱`$ is the matrix of potentials felt by neutrinos in matter at the position $`x`$ (in the flavor basis), up to irrelevant terms proportional to the unit matrix $`\mathrm{𝟏}`$.

Solving the dynamics is equivalent to find the evolution operator $`T`$ from the $`\nu `$ production point $`x_i`$ to the detection point $`x_f`$,

$$\nu _\beta (x_f)=\underset{\alpha }{}T_{\beta \alpha }(x_f,x_i)\nu _\alpha (x_i),$$
(4)
which provides the desired flavor oscillation probabilities,

$$P(\nu _\alpha \nu _\beta )P_{\alpha \beta }=|T_{\beta \alpha }|^2.$$
(5)
A perturbative evaluation of $`T`$ can be made  by splitting the $`\nu `$ potential matrix as

$$𝒱(x)=\overline{𝒱}+\delta 𝒱(x),$$
(6)
where

$$\overline{𝒱}=_{x_i}^{x_f}𝑑x𝒱(x)/(x_fx_i)$$
(7)
is the average potential matrix along the neutrino trajectory, and $`\delta V`$ is the residual variation, characterized by

$$_{x_i}^{x_f}𝑑x\delta 𝒱(x)=0.$$
(8)
For later purposes, it is useful to distinguish variations of the neutrino potential which are symmetric $`(+)`$ or antisymmetric $`()`$ with respect to the trajectory midpoint

$$\overline{x}=(x_i+x_f)/2,$$
(9)
namely,

$$\delta 𝒱(x)=\delta 𝒱^+(x)+\delta 𝒱^{}(x),$$
(10)
where

$$\delta 𝒱^\pm (x\overline{x})=\pm \delta 𝒱^\pm (\overline{x}x).$$
(11)
The hamiltonian is split as

$$(x)=\overline{}+\delta 𝒱(x),$$
(12)
where the constant part is

$$\overline{}=U\frac{^2}{2E}U^{}+\overline{𝒱}.$$
(13)
Correspondingly, the evolution operator is split as

$$T=\overline{T}+\delta T,$$
(14)
where $`\overline{T}`$ is trivially obtained by exponentiating the constant part of $``$,

$$\overline{T}(x_f,x_i)=e^{i\overline{}(x_fx_i)},$$
(15)
while the correction $`\delta T`$ (at first order in $`\delta 𝒱`$) is perturbatively given by

$$\delta T(x_f,x_i)=i_{x_i}^{x_f}𝑑x\overline{T}(x_f,x)\delta 𝒱(x)\overline{T}(x,x_i)+O(\delta 𝒱^2).$$
(16)
Finally, the oscillation probability is given by

$`P_{\alpha \beta }`$ $`=`$ $`|\overline{T}_{\beta \alpha }+\delta T_{\beta \alpha }|^2`$ (17)
$`=`$ $`\overline{P}_{\alpha \beta }+\delta P_{\alpha \beta },`$ (18)
where

$$\overline{P}_{\alpha \beta }=|\overline{T}_{\beta \alpha }|^2$$
(19)
refers to the approximation of constant neutrino potential (i.e., constant fermion density), while

$$\delta P_{\alpha \beta }=2\mathrm{Re}(\overline{T}_{\beta \alpha }\delta T_{\beta \alpha }^{})+O(\delta 𝒱^2)$$
(20)
represents the (first-order) correction due to fermion density variations along the neutrino trajectory.

In the following sections we evaluate $`\delta P`$ for $`3\nu `$ and $`4\nu `$ scenarios characterized (from the point of view of long baseline experiments) by a dominant (squared) mass scale $`m^2`$, coincident with the squared mass difference indicated by current atmospheric neutrino experiments . Our results are valid (at first perturbative order) also beyond the approximation of a dominant mass scale, provided that the subdominant oscillating terms themselves can be treated as a perturbation, which is a good approximation in many cases of phenomenological interest for present and future long baseline projects (see, e.g., ). In this case, the effect of matter density variations on subdominant oscillations can be regarded as a second order effect, which has been shown to be safely negligible unless $`L7\times 10^3`$ km  (a case not considered in this work).

## III Results for three-neutrino oscillations

Let us consider three neutrino flavors,

$$\nu _\alpha =(\nu _e,\nu _\mu ,\nu _\tau ),$$
(21)
and a mass spectrum with two practically degenerate states,

$$m_2^2m_1^2,$$
(22)
plus a third “lone” state which can be either heavier or lighter than the previous “doublet” of states,

$$m_3^2m_{1,2}^2=\pm m^2.$$
(23)
In the following, the double sign $`\pm `$ is explicitly kept to distinguish the so-called normal ($`+m^2`$, upper sign) and inverted ($`m^2`$, lower sign) spectrum hierarchy. The mass spectrum can then be written as

$$^2=\mathrm{diag}(\frac{m^2}{2},\frac{m^2}{2},\pm \frac{m^2}{2}).$$
(24)
The scale $`m^2`$ and the neutrino energy $`E`$ define the neutrino wavenumber relevant for the dominant oscillations,

$$k=m^2/2E.$$
(25)
The mixing matrix $`U`$ is parametrized in standard form  as

$$U=U_{23}(\psi )U_{13}(\varphi )U_{12}(\omega ),$$
(26)
where the CP phase $`\delta `$ is omitted, being irrelevant under the approximation in Eq. (22).

The potential matrix can be written as

$$𝒱=\mathrm{diag}(+\frac{V}{2},\frac{V}{2},\frac{V}{2}),$$
(27)
where

$$V(x)=\sqrt{2}G_FN_e(x)$$
(28)
and $`N_e`$ is the electron number density.*** In the Earth mantle, it is $`N_e2`$ mol/cm3. See also Fig. 1 in . The above notation refers to neutrinos. The case of antineutrinos ($`VV`$) will be discussed at the end of this section.

The constant hamiltonian $`\overline{}`$ is explicitly diagonalized as

$$\overline{}=U_{23}(\psi )U_{13}(\overline{\varphi })\mathrm{diag}(\overline{E}_1,\overline{E}_2,\overline{E}_3)U_{13}^T(\overline{\varphi })U_{23}^T(\psi ),$$
(29)
the energy eigenvalues being given by

$`\overline{E}_1`$ $`=`$ $`{\displaystyle \frac{\overline{k}}{2}},`$ (30)
$`\overline{E}_2`$ $`=`$ $`{\displaystyle \frac{k\overline{V}}{2}},`$ (31)
$`\overline{E}_3`$ $`=`$ $`\pm {\displaystyle \frac{\overline{k}}{2}},`$ (32)
where

$$s_{2\overline{\varphi }}=\frac{s_{2\varphi }}{\sqrt{(c_{2\varphi }\overline{V}/k)^2+s_{2\varphi }^2}}$$
(33)
gives the neutrino mixing angle $`\overline{\varphi }`$ in matter ($`c=\mathrm{cos}`$, $`s=\mathrm{sin}`$), and

$$\overline{k}=k\frac{s_{2\varphi }}{s_{2\overline{\varphi }}}$$
(34)
is the neutrino wavenumber in matter (for average electron density).

By using Eqs. (15) and (19) one gets

$`\left(\begin{array}{ccc}\overline{P}_{ee}& \overline{P}_{e\mu }& \overline{P}_{e\tau }\\ \overline{P}_{\mu e}& \overline{P}_{\mu \mu }& \overline{P}_{\mu \tau }\\ \overline{P}_{\tau e}& \overline{P}_{\tau \mu }& \overline{P}_{\tau \tau }\end{array}\right)=\mathrm{𝟏}`$ $`+`$ $`\left(\begin{array}{ccc}0& 0& 0\\ 0& 1& 1\\ 0& 1& 1\end{array}\right)s_{2\psi }^2(c_{\overline{\varphi }}^2S_{23}^2+s_{\overline{\varphi }}^2S_{12}^2)`$ (41)
$`+`$ $`\left(\begin{array}{ccc}1& s_\psi ^2& c_\psi ^2\\ s_\psi ^2& s_\psi ^4& s_\psi ^2c_\psi ^2\\ c_\psi ^2& s_\psi ^2c_\psi ^2& c_\psi ^4\end{array}\right)s_{2\overline{\varphi }}^2S_{31}^2`$ (45)
for the oscillation probabilities with constant (average) potential $`\overline{V}`$, where the oscillation factors are given by

$$S_{jl}^2=\mathrm{sin}^2\left(\frac{\overline{E}_j\overline{E}_l}{2}(x_fx_i)\right).$$
(46)
The above results for $`\overline{P}_{\alpha \beta }`$ are well-known (see, e.g., ).

We then compute the desired corrections $`\delta P_{\alpha \beta }`$ due to electron density variations through Eq. (20). Omitting the algebra, the final results read

$`\left(\begin{array}{ccc}\delta P_{ee}& \delta P_{e\mu }& \delta P_{e\tau }\\ \delta P_{\mu e}& \delta P_{\mu \mu }& \delta P_{\mu \tau }\\ \delta P_{\tau e}& \delta P_{\tau \mu }& \delta P_{\tau \tau }\end{array}\right)=`$ $`\left(\begin{array}{ccc}0& 0& 0\\ 0& 1& 1\\ 0& 1& 1\end{array}\right)s_{2\overline{\varphi }}^2s_\psi ^2c_\psi ^2CS^{}`$ (53)
$`+`$ $`\left(\begin{array}{ccc}1& s_\psi ^2& c_\psi ^2\\ s_\psi ^2& s_\psi ^4& s_\psi ^2c_\psi ^2\\ c_\psi ^2& s_\psi ^2c_\psi ^2& c_\psi ^4\end{array}\right)s_{2\overline{\varphi }}^2c_{2\overline{\varphi }}CS^{\prime \prime },`$ (57)
where $`S^{}`$ and $`S^{\prime \prime }`$ are oscillating terms defined as

$`S^{}`$ $`=`$ $`\mathrm{sin}\left({\displaystyle \frac{k\overline{V}}{2}}(x_fx_i)\right),`$ (58)
$`S^{\prime \prime }`$ $`=`$ $`\mathrm{sin}\left(\pm {\displaystyle \frac{\overline{k}}{2}}(x_fx_i)\right),`$ (59)
while $`C`$ is basically the Fourier (cosine) transform of the symmetric part of the potential variations,

$$C(\overline{k})=_{x_i}^{x_f}𝑑x\delta V^+(x)\mathrm{cos}\left(\overline{k}(x\overline{x})\right).$$
(60)
By comparing Eqs. (45) and (57), it emerges that the effects of nonconstant electron density can be simply embedded as corrections to the oscillating factors $`S_{jl}^2`$,

$$S_{jl}^2S_{jl}^2+C\times \{\begin{array}{cc}s_{\overline{\varphi }}^2c_{\overline{\varphi }}^2S^{}\hfill & \mathrm{if}jl=23\mathrm{or}12,\hfill \\ c_{2\overline{\varphi }}S^{\prime \prime }\hfill & \mathrm{if}jl=13.\hfill \end{array}$$
(61)
The above replacement represent our simple recipe for the evaluation of matter density variations in the $`3\nu `$ scenario. Once the usual “constant density” probabilities \[Eq. (45)\] have been computed for a given long baseline experiment configuration, one has just to calculate the Fourier term $`C`$ \[Eq. (60)\] and make the substitutions in Eq. (61) to get the corrected probabilities. By using a variety of possible density profiles (allowed or suggested by geophysical information along the given baseline) one can then easily evaluate the effect of uncertainties in $`N_e`$ upon observable quantities, without solving numerically the neutrino evolution equations for the specific profile.

Several remarks are in order, about the size and the properties of the correction terms $`\delta P_{\alpha \beta }`$ in Eq. (57). Their size is typically rather small $`(10^3)`$, both because they are suppressed by an overall factor $`\mathrm{sin}^22\overline{\varphi }`$ (constrained to be $`0.1`$ by reactorAlthough reactor bounds apply, strictly speaking, to $`\varphi `$ and not to $`\overline{\varphi }`$, our arguments are not qualitatively changed. and atmospheric neutrino data ), and because the integral $`C`$ is typically rather small, due to the oscillating behavior of the integrand. The maximum of $`C`$ is reached only for a hypothetical configuration of the matter profile with $`\delta N_e^+(x)\mathrm{cos}[\overline{k}(x\overline{x})]`$, namely, when matter density fluctuations happen to be “in phase” with oscillations. In such a contrived case, since

$$dx\delta V^+=0.386\times 10^3\left(\frac{dx}{\mathrm{km}}\right)\left(\frac{\delta N_e^+}{\mathrm{mol}/\mathrm{cm}^3}\right)$$
(62)
with (plausibly) $`\delta N_e10\%N_e0.2`$ mol/cm3, the integral $`C`$ could be as large as a few percent over long baselines ($`10^3`$ km). However, the realization of such a “maximum effect” configuration (if approximately reachable) can be attained only in a narrow range of $`k`$ (i.e., of neutrino energy). Outside such a range, the size of $`C`$ (and thus of $`\delta P_{\alpha \beta }`$) is rapidly suppressed. We refer the reader to the recent papers  for extensive numerical investigations of the size of $`\delta P_{\alpha \beta }`$, for various admissible $`\delta N_e(x)`$ profiles.

Concerning the symmetry properties of the oscillation probabilities, notice that the first-order corrections $`\delta P_{\alpha \beta }`$ do not involve the antisymmetric part of the potential. As a consequence, $`T`$-violation effects are absent not only at 0th order, but also at 1st order in $`\delta V`$,

$`\overline{P}_{\alpha \beta }`$ $`=`$ $`\overline{P}_{\beta \alpha },`$ (63)
$`P_{\alpha \beta }`$ $`=`$ $`P_{\beta \alpha }+O(\delta V^2),`$ (64)
in agreement with the discussion in .

Finally, let us consider the case of antineutrinos, for which the potential is given by $`V`$. It is easy to check that all the above oscillation probabilities are invariant under the simultaneous replacements $`\pm m^2m^2`$ (change of hierarchy) and $`+VV`$ (change of potential). Therefore, antineutrino probabilities for direct (inverse) hierarchy are equal to neutrino probabilities for inverse (direct) hierarchy,

$$P(\pm m^2;\overline{\nu }_\alpha \overline{\nu }_\beta )=P(m^2;\nu _\beta \nu _\alpha ).$$
(65)
## IV results for four-neutrino oscillations

In this section we consider the phenomenologically interesting scenario of three active plus one sterile neutrino $`\nu _s`$, with a mass spectrum consisting of two separated doublets (see  and references therein). In such a case, it is useful to decompose the flavor space as

$$(\nu _e,\nu _\mu ,\nu _\tau ,\nu _s)=(\nu _+,\nu _\mu )(\nu _{},\nu _e)$$
(66)
where the states $`\nu _\pm `$ are linear combinations of $`\nu _\tau `$ and $`\nu _s`$,

$$\left(\begin{array}{c}\nu _+\\ \nu _{}\end{array}\right)=\left(\begin{array}{cc}c_\xi & s_\xi \\ s_\xi & c_\xi \end{array}\right)\left(\begin{array}{c}\nu _\tau \\ \nu _s\end{array}\right).$$
(67)
Under plausible approximations discussed in , the mass-mixing parameter space can then be factorized as

$$4\nu \mathrm{parameter}\mathrm{space}(m^2,\psi ,\xi )(\delta m^2,\omega ,\xi ),$$
(68)
where the first and second factors dominate the oscillation physics in terrestrial and solar experiments, respectively. From the point of view of long-baseline experiments, the role of $`(m^2,\psi )`$ is similar to the $`3\nu `$ case in the previous section, while the new angle $`\xi `$ interpolates smoothly from pure active oscillations ($`s_\xi =0`$) to pure sterile oscillations ($`s_\xi =1`$).

In the $`(\nu _+,\nu _\mu )`$ basis, the effective hamiltonian for long baseline experiments is given by

$$\overline{}=\frac{1}{2}\left(\begin{array}{cc}\overline{V}kc_{2\psi }& ks_{2\psi }\\ ks_{2\psi }& \overline{V}+kc_{2\psi }\end{array}\right),$$
(69)
where the average neutrino potential is now related to the average neutron density $`\overline{N}_n`$,

$$\overline{V}=\sqrt{2}G_Fs_\xi ^2\overline{N}_n/2.$$
(70)
The dynamics is then effectively reduced to an equivalent two-flavor problem, which is easily solved. We give the final results for the relevant muon neutrino probabilities,

$`\overline{P}_{\mu \mu }`$ $`=`$ $`1s_{2\overline{\psi }}^2S^2,`$ (71)
$`\overline{P}_{\mu \tau }`$ $`=`$ $`c_\xi ^2s_{2\overline{\psi }}^2S^2,`$ (72)
$`\overline{P}_{\mu s}`$ $`=`$ $`s_\xi ^2s_{2\overline{\psi }}^2S^2,`$ (73)
where

$$s_{2\overline{\psi }}=\frac{s_{2\psi }}{\sqrt{(c_{2\psi }\overline{V}/k)^2+s_{2\psi }^2}}$$
(74)
and the dominant oscillating factor is

$$S^2=\mathrm{sin}^2\left(\overline{\frac{k}{2}}(x_fx_i)\right),$$
(75)
with

$$\overline{k}=k\frac{s_{2\psi }}{s_{2\overline{\psi }}}.$$
(76)
We perturbatively find that the first-order correction due to nonconstant neutron density amounts to the following replacement

$$S^2S^2+c_{2\overline{\psi }}C\mathrm{sin}\left(\frac{\overline{k}}{2}(x_fx_i)\right),$$
(77)
where $`C`$ is formally defined as in Eq. (60).

Notice that, contrary to the previous $`3\nu `$ scenario, the cases $`+m^2`$ and $`m^2`$ are now equivalent, being connected by the replacement $`\psi \pi /2\psi `$. One can then fix the sign of $`m^2`$, provided that $`\psi `$ is taken in its full range $`[0,\pi /2]`$.

Finally, antineutrino probabilities are obtained by the above neutrino probabilities through the replacement $`VV`$ or, equivalently, through $`m^2m^2`$ or, equivalently, through $`s_\psi c_\psi `$.

## V summary

In the context of long baseline $`\nu `$ oscillation experiments, the small effects due to nonconstant matter density (along a given neutrino trajectory) can be regarded as a fractional contribution to the uncertanties associated to oscillation signals. Therefore, it makes sense to search for a practical method to compute them for given density profiles. We perturbatively find that the first-order effects can be simply embedded as a correction to the oscillating factors in both $`3\nu `$ and $`4\nu `$ scenarios with a dominant mass scale \[Eqs. (61) and (77), respectively\]. The correction involves the Fourier (cosine) transform of the symmetric part of the density variations, which can be easily evaluated and incorporated in experimental simulations.

###### Acknowledgements.

This work was partly supported by the Italian Istituto Nazionale di Fisica Nucleare (INFN) and Ministero dell’Istruzione, dell’Università e della Ricerca (MIUR) under the “Astroparticle Physics” project.