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# Luminosity-metallicity relation for stars on the lower main sequence

## 1 Introduction

Stellar isochrones are commonly used to predict or interpret the properties of distant stellar systems. Two popular uses are to derive ages and metallicities of resolved stellar populations (such as open and globular clusters) and to determine the evolutionary state and ages of unresolved systems using the integrated light and synthetic stellar population models (see e.g. Stetson, VandenBerg & Bolte 1996; Sarajedini, Chaboyer & Demarque 1997; Jimenez, Flynn & Kotoneva 1998; Carraro, Girardi & Chiosi 1999; Chaboyer, Green & Liebert 1999; Liu & Chaboyer 2000; Jimenez 1999). The agreement between stellar theoretical models and the Sun is outstanding (e.g Bahcall et al 2001), but comparisons of models to data for other metallicities and masses is still an arduous task. Comparisons of this type have been restricted in the past to open and globular clusters (e.g. Westera et al 2002, Cassisi et al 2000), but in both cases distances and luminosities are a source of considerable uncertainty. Nevertheless, good agreement has been found between isochrones and data from globular clusters, i.e. isochrones at low metallicity are good. Much more difficult to check is the accuracy of metal rich isochrones (\[Fe/H\] $`1`$).

Our aim in this paper is to make such a comparison for stars on the lower main sequence (K dwarfs), using the accurate distances (and thus luminosities) provided by the ESA Hipparcos mission. The width of the lower main sequence has long been held to be a consequence of the metallicities of the stars (for a review see e.g. Reid, 1999). However, this has been difficult to test without having precise parallaxes and metallicities and furthermore the ability to remove multiple stars. The Hipparcos catalogue makes this possible for the first time. In this paper we use Hipparcos parallaxes of a sample of 213 nearby K dwarfs (in the absolute magnitude range $`5.5<M_V<7.3`$, or broadly G8 to K3), for which photometric metallicities are available from Kotoneva and Flynn (2002), to calibrate the luminosity of K dwarfs of a given colour as a function of metallicity and compare these luminosities to isochrones from the literature.

The paper is organised as follows. In section 2 we describe the sample. In section 3 we compare different isochrone sets from the literature to stars of similar metallicity in the sample. Having found that no isochrone set is able to fit the whole range of metallicities in the data, we construct an empirical calibration of the main sequence luminosity with the metallicity in section 4. Comparing with the original sample of spectroscopically analysed K dwarfs, the relation turns out to be surprisingly precise, and we discuss applications of this calibration in section 5. We draw our conclusions in section 6.

## 2 The sample

We have chosen all stars in the survey part of the Hipparcos output catalogue in the absolute magnitude $`M_V`$ range $`5.5<M_V<7.3`$. We term these stars K dwarfs. The survey part of the Hipparcos catalogue is complete to apparent visual magnitude $`V<7.3+1.1\mathrm{s}in|b|`$, where $`b`$ is the galactic latitude (the apparent visual magnitude limit was made dependent on $`b`$ in order to avoid observing excessive numbers of stars in the Galactic plane) (ESA, 1997). This $`V`$ magnitude limit results in 209 stars. To augment the basic sample we increased the magnitude limit by 0.9 mag, i.e. the limit is $`V<7.3+1.1\mathrm{s}in|b|`$ \+ $`0.9`$. This resulted in 668 K dwarfs. For all stars the parallax, proper motions and $`BV`$ colour and apparent $`V`$ magnitude are available in the Hipparcos catalogue (for more details about the sample and the observations see Kotoneva and Flynn, 2002).

### 2.1 Multiple Stars

The photometrically determined metallicities for our K dwarfs is only appropriate for single stars. Identifying the probable multiple stars was therefore very important. The Hipparcos catalog includes a flag for so called “probable multiple stars”, based on the quality of the parallax and proper motion solutions. The stars were divided on this basis into “probable single stars” and “probably multiple stars”. We show the colour magnitude diagrams of the two groups in figures 1 and 2. Overlaid on the diagrams is a solar metallicity isochrone (with an age of 11 Gyr) from Jimenez, Flynn and Kotoneva (1998). The probable single stars are scattered around this line much less than the multiple stars, as one would expect.

Removing probable multiple stars reduced the sample to 449 stars (or about 2/3 of the initial sample). Despite this expedient, a small number of binaries seem to remain in the sample (as covered in detail in section 4, Fig 10). After removing also these suspected multiple stars, the final sample consists of 433 stars (Figure 1).

### 2.2 Metallicities

Metallicities for 213 of the 433 single stars are available from the sample of Kotoneva and Flynn (2002). The photometric metallicities are calibrated by a sample of 34 G and K dwarfs for which accurate, spectroscopically determined metallicity abundances, \[Fe/H\]spec and effective temperatures have been determined with errors of 0.05 dex and $`100`$ K, respectively (Flynn and Morell, 1997). Photometric metallicities for the 213 stars come either from a method based on Geneva $`b_1`$ and Johnson-Cousins $`RI`$ colours (Flynn and Morell, 1997), or from a method based on Strömgren $`m_1`$ and $`RI`$ colours (Kotoneva and Flynn, 2002). Both methods give metallicities accurate to 0.2 dex (Kotoneva and Flynn, 2002).

## 3 Lower Main Sequence luminosity

In this section we have followed the method of Jimenez, Flynn and Kotoneva (1998, hereafter JFK) to see how well different isochrone sets fit our sample. We have tested the following isochrone sets from the literature:

* an updated set of the MacDonald isochrones (MacDonald, private communication; see also Jimenez and MacDonald, 1996),
* the PADOVA isochrones in their newest version (Girardi et al 2000),
* the Siess et al (2000) isochrones,
* the Yonsei-Yale (Yi et al 2001, hereafter Y2) isochrones,
* the GENEVA models (Lejeune and Schaerer, 2001) were used to test both Johnson-Cousins and the Geneva photometric systems.

In general, only a few metallicities (typically three) are computed in the isochrone sets, meaning that only a small subset of the data can actually be compared to the predictions of the isochrones. This was not the case for the Yonsei-Yale (2001) isochrones, because we were able to use the code by Yi et al (2001) to generate isochrones for a complete range of metallicities.

Table 1 shows the different metallicities and helium content of the isochrone sets we tested. For the MacDonald set we have isochrones for ages 10, 12 and 14 Gyr. For the PADOVA, Siess, Y2, and GENEVA sets we used ages 1, 5 and 10 Gyr.

### 3.1 Initial testing of the isochrones

In principle, to test an isochrone of a given metallicity, we select stars from the sample with the same metallicity within some limit (typically $`\pm 0.1`$ dex) and overlay the isochrones on the colour magnitude diagram for these stars. In practice (as discussed in detail in section 3.2 of Jimenez, Flynn and Kotoneva, 1998) matters are by no means so simple because of the large scatter (0.2 dex) in the observed metallicities. Because of the shape of the local stellar metallicity distribution, which is quite peaked, the mean observed metallicity of stars selected from the sample will differ substantially from their true mean metallicity. For example, for stars selected to have an (observed) metallicity of solar, there will be many more sub-solar metallicity stars scattered into the set than those with super-solar metallicity.

To determine the corrections for this effect, we have carried out Monte Carlo simulations (as in JFK) but in more detail. We proceeded as follows. The metallicity distribution of the 433 sample stars was deconvolved (by the 0.2 dex scatter in the metallicities) to recover the true underlying distribution. A large number of stars were then selected from this true distribution, given a random error in the metallicity of 0.2 dex (Gaussian), and the difference between the mean observed metallicity and the true mean metallicity computed as a function of metallicity. The results are shown in table 2.

As an example of reading this table, consider one has selected stars with observed metallicities in the range $`0.15<`$ \[Fe/H\] $`<0.25`$) and that they have a mean observed metallicity of \[Fe/H\] $`=0.20`$. Most of these stars will actually have scattered into this metallicity bin via observational errors from lower metallicity, toward where the peak lies in the stellar metallicity distribution. The simulations show that the true mean metallicity of such stars is \[Fe/H\] $`=0.0`$ (row 5 of the table). Hence, in order to compare stars from the sample to the predictions of a solar metallicity isochrone, one selects stars with an observed metallicity of \[Fe/H\] $`=0.2`$. Similarly, a metal weak isochrone at \[Fe/H\] $`=0.5`$ for example, means comparing to stars with a mean observed metallicity of \[Fe/H\] $`=0.67`$. Metallicities of even 0.1 dex accuracy would alleviate these problems of comparison considerably, but ultimately spectroscopic accuracies ($`\pm 0.05`$ dex) in the metallicities would seem to be highly desirable. The present comparison of data to the predictions of isochrones is really only a statistical one because of the relatively large metallicity error, but the large sample size is sufficient to achieve a first understanding of how well stellar isochrones sets fit real stars.

We now move on to comparing the available data with the isochrones.

### 3.2 MacDonald isochrones

The MacDonald isochrones are available for metallicities of \[Fe/H\] $`=0.50,0.0,0.30`$ (MacDonald, private communication; see also Jimenez and MacDonald, 1996). They have been transformed into the observational plane by use of the Kurucz atmospheres models (Kurucz 1993). We have selected stars from the sample with observed metallicities of $`0.67\pm 0.1,0.20\pm 0.1`$ and $`0.50\pm 0.1`$ for comparison with these isochrones (the selected metallicities differ from the isochrone metallicities because of the effects of observational scatter, as explained in the previous section). Fig. 3 shows the MacDonald isochrones overlaid on the colour magnitude diagram of these three sets of stars from the sample. All isochrone sets in what follows are shown for three different ages, although age of course has very little effect for the stars of the spectral type being considered (K dwarfs). Solar metallicity stars are shown by open circles and the isochrones (for three ages) by solid lines. Sub-solar metallicity stars are shown by crosses and the sub-solar isochrones by dotted lines, and the super-solar metallicity stars by filled squares and the super-solar metallicity isochrones by dashed lines. Stars and isochrones are denoted in this system throughout the comparison (i.e. Figures 3, 4, 5, 6, 8 and 9).

The MacDonald solar metallicity isochrones in figure 3 match the data quite well, and are excellent for the low metallicity case. Although the super-solar isochrones achieve good agreement with the data for $`M_V>6`$, stars more luminous than this appear to be hotter than the models (by about 200 K). Before we discuss this disagreement in more detail it is worth noting that the MacDonald isochrones use $`\mathrm{\Delta }Y/\mathrm{\Delta }Z=2.5`$, for the metallicity range considered (see also table 2). As it has been pointed out by several researchers (see e.g. Pagel and Portinari, 1998 and references therein) the width of the main sequence at a fixed luminosity for dwarfs also depends on the value of $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ although a similar effect is also due to variations with metallicity in the mixing length parameter (e.g. Jimenez and MacDonald, 1996). We have experimented with changing $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ by $`\pm 0.5`$. This experiment is qualitative only, because our starting point is isochrones which are not yet a good fit to the super-solar metallicity stars. Adopting values of $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ in this range leads to no significant improvements in the overall fits of the isochrones. For example, increasing $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ to 3 (a very modest increase) helps to fit the luminous metal rich stars but the fit to the low luminosity metal-rich dwarfs deteriorates. An alternative explanation is that the mixing length parameter might change with luminosity (increase) for metal rich stars.

### 3.3 PADOVA isochrones

Fig. 4 shows a similar comparison as in Fig. 3 but this time using the PADOVA isochrones. The first thing to note is that the solar isochrone provides a fit of nearly the same quality as the MacDonald isochrones. On the other hand both the low and high metallicity isochrones do not provide adequate fits to the data. The metal-rich isochrone does provide a good fit to the luminous stars ($`M_V<6`$) but fails to provide a good fit to the less luminous dwarfs. This can be traced back to the large value of $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ used (2.7 for $`Z=0.03`$) in these isochrones (we found the same effect for the MacDonald isochrones). Furthermore, for the low metallicity isochrone the adopted $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ value is rather low (1.8 for $`Z=0.008`$), and may be the reason for the isochrone to be sub-luminous relative to the data.

### 3.4 Siess et al isochrones

In Fig 5 the Siess et al (Siess, Dufour and Forestini, 2000) isochrones are shown compared to the data. The slope of these isochrones matches the data well and the metal weak isochrones are correctly located, but the solar and the metal rich isochrones do not match the data as well, being systematically too faint. Especially interesting is the solar composition metallicity isochrone which appears to be too faint by a few tenths of a magnitude, but given the small number of stars this difference may not be significant (i.e. the error in these comparisons is dominated by systematic effects which are plausibly at least a few $`\times `$ 0.1 mag). The disagreement is more severe for the metal rich case.

### 3.5 Y2 isochrones

The Y2 (i.e. Yonsei-Yale) isochrones are compared in Fig. 6 with the Hipparcos data, choosing the Lejeune et al. (1998) library to transform from effective temperature and luminosity to colour and absolute magnitude. The solar metallicity isochrone provides a good fit to the data and the overall slope matches the data well. On the other hand, the low and high metallicity isochrones do not match the data. For the $`Y^2`$ isochrones $`\mathrm{\Delta }Y/\mathrm{\Delta }Z=2`$ for the whole metallicity range. It would be very interesting to have these isochrones recomputed for values of, say, $`\mathrm{\Delta }Y/\mathrm{\Delta }Z=3`$ and 4, as higher values might alleviate the problem with fitting the higher and lower metallicity isochrones.

A major shortcoming with our comparison technique is that we are restricted to using only stars at the appropriate metallicity for the isochrones being tested (so that most of the data is not being used). This problem can be overcome in the case of the Y2 isochrones because interpolation routines for metallicities between the isochrones are available (Yi et al, 2001). Using their code we created a continuous set of isochrones for metallicities between $`1.45<`$ \[Fe/H\] $`<0.85`$ in steps of 0.1 dex. Each isochrone was then compared to those stars for which the observed metallicity matched the isochrone metallicity with 0.05 dex (and taking into account the systematic shift between mean observed metallicity and mean true metallicity described in section 3.1). This makes use of the whole data set.

The results are shown in Fig. 7. We plot the difference between the Hipparcos measured absolute magnitude and the magnitude of the isochrone at the star’s colour, $`\mathrm{\Delta }(Y^2)`$, as a function of the metallicity, \[Fe/H\]. If the isochrones match the data, then $`\mathrm{\Delta }(Y^2)=0`$ (horizontal line). There is clearly a systematic shift between the isochrones and the data, in the sense that the isochrones are a little too faint. Any trend with metallicity, which might indicate a too low value of $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$ or incorrect high $`Z`$ opacity in the stellar models, cannot be concluded with confidence from these data. Nevertheless, $`\mathrm{\Delta }Y/\mathrm{\Delta }Z=2`$ may be a too low value; the value adopted for the MacDonald isochrones (2.5) would push the Y2 isochrones into better agreement with the data.

### 3.6 GENEVA isochrones

The last group of isochrones we studied is the GENEVA sets (Lejeune and Schaerer, 2001). We compared these isochrones to the data for colour magnitude diagrams in both the $`BV`$ and $`b_1`$ colours (since the GENEVA isochrones predict $`b_1`$ colour and this colour was used to measure the metallicities for about half the sample). The comparisons are shown in Fig 8. The isochrones appear to be generally under-luminous at a given colour in $`BV`$. Interestingly, the isochrones fit the $`b_1`$ colours better than they do the $`BV`$ colours.

### 3.7 Summary of isochrone comparisons

We have tested several sets of isochrones available in the literature. The MacDonald set provides an excellent fit for solar and sub-solar metallicities, but it is not as successful with the super solar models. The PADOVA set provide a good fit to the solar observations but are less satisfactory for metal-poor and rich stars. For the PADOVA isochrones this may be due to the low adopted value of $`\mathrm{\Delta }Y/\mathrm{\Delta }Z=1.7`$ for low metallicity and the high value (2.7) used for metal rich isochrones. In the case of the Y2 isochrones the mismatch at other metallicities than solar is due to the low value (2) adopted for $`\mathrm{\Delta }Y/\mathrm{\Delta }Z`$. The Siess et al isochrones fit well the metal weak stars but fail to fit the solar and solar-rich stars. The Y2 and the GENEVA isochrones have the right slope in the colour magnitude diagram, and the Y2 fit with the solar metallicity stars is quite good. Both Y2 and GENEVA sets produce metal weak or rich isochrones that are too faint (or too hot), and the GENEVA system has difficulties to fit even the solar observations.

## 4 Empirical calibrations of K dwarf luminosity

The comparisons of the isochrones in the previous section usually only made use of stars of metallicity within $`\pm `$ 0.1 of the isochrone metallicity. Even this simple test already shows that none of above models fits the metal-rich isochrones.

In Fig 9 we show the old JFK isochrones. As seen in the plot the solar metallicity and the metal weak stars follow the isochrones well; both the slope and the position appear to be satisfactory.

We therefore decided to make an empirical calibration of the main sequence luminosity as a function of the metallicity which can be used to test any isochrone. We proceeded as follows. The JFK solar isochrones (hereafter JFK0), are in excellent agreement with the data as seen in Fig 9. The JFK0 with age 11 Gyr was chosen as a fiducial line. The luminosity $`M_V`$ of this isochrone as a function of $`BV`$ and $`RI`$ is shown Table 3.

For all stars with known metallicity we measure the star’s distance from the JFK0 isochrone, $`\mathrm{\Delta }M_V`$ (i.e. relatively to the fiducial line at that colour). The results are shown in Fig 10. For most of the stars there is a simple relation between the metallicity and luminosity (relative to JFK0). However, there are clearly some outliers, and these have been marked as solid circles. We identify these as remaining unrecognized multiple stars in the basic sample. We cannot prove that they are not just outliers, but we can assemble circumstantial evidence for this assertion. In Fig 11 we plot $`\mathrm{\Delta }M_V`$ vs. $`[\mathrm{Fe}/\mathrm{H}]`$ for the known multiple stars (identified as such by Hipparcos).111There were two stars well below the metallicity-luminosity relation (shown as open circles in Fig 10). Plausibly their colours are simply incorrect, and they have not been used further In this figure, multiple systems are seen to be brighter than their single counterparts at the same metallicity by approximately 0.75 magnitude, precisely as one would expect. Further evidence for this assertion is shown in Fig 12, where we plot the colour-colour relation for the single stars using the same symbols as in Fig 10. The suspected multiple stars tend to lie above the sequence defined by the rest of the stars, and this is also where the known multiple stars lie when plotted in this plane. The 14 suspected multiples flagged in figure 10, would represent approximately a further 5% in multiple systems in addition to the 30% removed on the basis of Hipparcos. We suspect that the stars marked by filled circles in Figs 10 and 12 are unrecognized multiple stars, but this would require further study to prove.

### 4.1 The metallicity-luminosity relation for K dwarfs

From Fig 10 it is clear that the luminosity of the bulk of the stars (i.e. those marked by crosses) relative to JFK0 correlates well with the metallicity. We have fitted this correlation with the following relation (shown by a solid line in Fig 10):

$$\mathrm{\Delta }M_V=0.84375\times [\mathrm{Fe}/\mathrm{H}]0.04577,$$
(1)
which can be inverted to give a metallicity index, \[Fe/H\]KF:

$$[\mathrm{Fe}/\mathrm{H}]_{\mathrm{KF}}=1.185\times \mathrm{\Delta }M_V+0.054.$$
(2)
To test that this relation is independent of the colour of the star we plot the difference between the photometrically defined abundance and the metallicity based on the luminosity, $`\mathrm{\Delta }[\mathrm{Fe}/\mathrm{H}]=[\mathrm{Fe}/\mathrm{H}]_{\mathrm{KF}}[\mathrm{Fe}/\mathrm{H}]`$, vs. the $`BV`$ colour. As can be seen in Fig 13, the difference is independent of colour, indicating no residual temperature effects are present in the calibration.

Equation (1) was used to produce isochrones of various metallicity, simply offset from JFK0. In Fig 14 is shown the JFK0 11 Gyr isochrone and the artificial isochrones with $`[\mathrm{Fe}/\mathrm{H}]`$ = $``$1.8, $``$1.5, $``$1.0, $``$0.8, $``$0.6, $``$0.4, 0.2, 0.0, 0.2, 0.4 and 0.6 over-plotted with our single stars. Most of the nearby stars lie between $`[\mathrm{Fe}/\mathrm{H}]`$ = $``$0.6 and 0.2 with very few metal weak stars. There are three apparent sub-dwarfs which happen to fit the $`[\mathrm{Fe}/\mathrm{H}]`$ = $``$1.8 isochrone: one is certainly a bone fide halo subdwarf (HD103095) because it has high space velocities; the other two have modest velocities and are probably not subdwarfs (HD 120559 and HD 145417).

## 5 Accuracy of the metallicity-luminosity relation

The photometric metallicities used to derive the luminosity relation (Eq. 1) are ultimately based on spectroscopically obtained metallicities for G and K dwarfs. All of these dwarfs have accurate metallicities, colours and parallaxes, and we can check that they lie on the relation (Eq. 1). This is a self-consistency check on the photometric metallicity calibration. We decided as a simple exercise to check the self-consistency of the method and yielded a remarkable result: the position of a K dwarf within the main sequence on a colour-magnitude diagram is very tightly correlated with metallicity.

The spectroscopic sample of 15 stars with which we made the check is shown in Table 4. Most of the stars come from Flynn and Morell (1997), and a super-solar metallicity K dwarf has been taken from Feltzing and Gonzalez (2001). All the stars are “K dwarfs”, i.e. in the absolute magnitude range $`5.5<M_V<7.3`$. The table shows the HD number, $`BV`$ colour, absolute magnitude $`M_V`$ (from the Hipparcos parallax) and the difference between the absolute magnitude of the star and the absolute magnitude of the JFK0 isochrone (at the colour of the star). We then show the spectroscopically determined metallicity \[Fe/H\]spec and the metallicity \[Fe/H\]KF, derived from Eq. 1.

A colour magnitude diagram ($`BV`$ versus $`M_V`$) for the stars in table 4 is shown in panel (a) of figure 15, along with the JFK0 isochrone. Panel (b) shows the metallicities of the stars as a function of $`BV`$ colour. Panel (c) shows the absolute magnitude difference $`\mathrm{\Delta }(M_V)`$ between the star’s $`M_V`$ and the absolute magnitude of the JFK0 isochrone (at the star’s $`BV`$ colour), as a function of the spectroscopically determined metallicity, \[Fe/H\]spec. There is a very tight relationship between $`\mathrm{\Delta }(M_V)`$ and \[Fe/H\]spec (the scatter in a least squares fit is a mere 0.08 magnitudes). Clearly, luminosity on the main sequence, relative to the solar isochrone, is very tightly correlated with metallicity. Panel (d) shows the relationship between spectroscopic metallicity \[Fe/H\]spec and the metallicity computed via Eq. 1, \[Fe/H\]KF. The line shows a 1:1 relation. Clearly, Eq. 1 produces a a very accurate metallicity estimate for the stars: the scatter in the residuals is a mere 0.08 dex in \[Fe/H\]. Since the spectroscopic metallicities are accurate to approximately 0.05 dex, the metallicity \[Fe/H\]KF (derived directly from the position of the star relative to the JFK0 isochrone in the CMD) appears to be as accurate as a spectroscopically measured metallicity. Eq. 1 turned out to yield a far more accurate metallicity than we had anticipated.

### 5.1 Comparison with open and globular cluster K dwarf luminosities

We have performed a preliminary check on the metallicity-luminosity relation by using it to compute expected apparent magnitudes of K dwarfs in some well studied open and globular clusters, for which sufficiently deep $`BV`$ photometry exists. A suitable colour to compare the observed main sequence with the JFK0 isochrone is at $`BV=0.9.`$ Let the main sequence magnitude at this colour be denoted $`M_V(0.9)`$. For solar metallicity, $`M_V(0.9)=6.17`$ (from Eq. 1 and Table 3).

* For the Hyades, we compute an absolute magnitude of the main sequence at $`BV=0.90`$ of $`M_V(0.9)=5.98`$, which is in good agreement with the observed value of $`M_V=6.1`$ (Haywood 2001).
* For the open cluster M67 (\[Fe/H\]$`=0.1`$, $`E(BV)=0.05`$ and $`(mM)_0=9.6`$ (Richer et al 1998, Montgomery et al 1993). Very deep CCD photometry by Montgomery et al (1993) shows that the apparent magnitude of K dwarfs at $`BV=0.95`$ is $`V15.8`$. This leads to an observed absolute magnitude at $`(BV)_0=0.9`$ of $`M_V6.2`$ compared to an expected absolute magnitude of $`M_V(0.9)=6.19`$.
* The open cluster NGC 2420 has been observed with HST by von Hippel and Gilmore (2000), in order to detect the white dwarf cooling sequence. The advantage here is that the distance modulus is not determined from the main sequence. For their adopted metallicity of \[Fe/H\] $`=0.4`$, reddening of $`E(BV)=0.04`$ and true distance modulus of 12.10, Eq. 1 gives an absolute magnitude at $`(BV)_0=0.9`$ of $`M_V(0.9)=6.44`$, close to the observed value of $`M_V=6.4`$ (from an apparent $`V18.6`$, read from figure 7 of Anthony-Twarog et al 1990).
* The globular cluster 47 Tuc has a metallicity of \[Fe/H\] $`0.7`$, $`E(BV)=0.05`$ and a (white dwarf based) true distance modulus has been determined by Zoccalli et al (2001) of 13.09: the apparent magnitude of the main sequence at $`BV=0.95`$ is $`V20.3`$, or $`M_V=7.0`$. This is not in good agreement with the absolute magnitude $`M_V(0.9)=6.73`$ expected from Eq. 1. However, Zoccalli et al (2001) found a distance modulus for 47 Tuc somewhat shorter than obtained by traditional techniques; in particular, the horizontal branch based distance modulus is $`13.4`$ (corresponding to a main sequence absolute magnitude $`M_V=6.8`$) which does improve the agreement. Of all the clusters studied here with distance moduli based on white dwarfs, 47 Tuc is the only one in significant disagreement with the distance modulus using traditional techniques (horizontal branch and/or main sequence fitting).
* The globular cluster M4 has \[Fe/H\] $`=1.2`$ and $`E(BV)=0.37`$. The expected luminosity at $`(BV)_0=0.9`$ is $`M_V(0.9)=7.12`$. Richer et al (1997) have derived an apparent $`V`$ band distance modulus for M4 of 12.5 from a fit to the white dwarf sequence on very deep HST images. Reading from the colour magnitude diagram in Alcaino et al (1997), the apparent magnitude at $`BV=1.27`$ is $`V19.8`$, which yields an absolute magnitude of $`M_V=7.3`$ in good agreement with $`M_V(0.9)=7.12`$.
* The globular cluster NGC 6752 has \[Fe/H\] $`=1.6`$ and $`E(BV)=0.04`$. The expected luminosity at $`(BV)_0=0.9`$ is $`M_V(0.9)=7.46`$. Renzini et al (1996) report a $`V`$ band distance modulus of 13.05, based on the fit to the white dwarf sequence on deep HST images. Reading from the colour magnitude diagram in Penny and Dickens (1986), the main sequence at $`BV=1.94`$ is at $`V20.6`$, leading to an absolute magnitude of $`M_V=7.4`$, which is in good agreement with $`M_V(0.9)=7.46`$.

The above calculations are summarised in Table 5. Note that as far as possible we have used distance moduli which are independent of main sequence fitting, in order to avoid adopting moduli which are ultimately based on the same (or similar) subdwarfs to those studied here. Overall the agreement between the observed luminosity of the main sequences at $`(BV)_0=0.9`$ and the value obtained from Eq. 1 is satisfactory; a more detailed study would be interesting. One should note that at very low metallicities, the metallicity-luminosity relation may not continue in the linear fashion shown in panel (b) of Figure 15. More K dwarfs with high (super-solar) and intermediate ($`1.2<`$\[Fe/H\] $`<0.5`$) and Hipparcos parallaxes would be of great interest in this regard, to check the linearity of the relation. There are presently no K subdwarfs with good parallaxes and metallicities below \[Fe/H\] $`2`$ with which to check the relation at low metallicity. Figure 16 shows the observed absolute magnitudes $`M_V`$ at $`(BV)_0=0.90`$ versus the value $`M_V(0.9)`$ computed using Eq. 1.

### 5.2 Usefulness of the relation

The tightness of the metallicity-luminosity relation for K dwarfs is a remarkable result for which there would be a wide range of applications. For example:

* Galactic chemical evolution: For all K dwarfs in the Hipparcos colour magnitude diagram, we can derive a metallicity with an accuracy of better than 0.1 dex, and thus a very clean and complete determination of the local metallicity distribution (for comparison with models of Galactic chemical evolution). This work will appear in a companion paper (Kotoneva et al 2002).
* New distance indicator: K dwarfs can be used as a distance indicator, since we can determine quite accurately the absolute magnitude of K dwarfs of a given colour and metallicity using Eq. 1, at least for metallicities \[Fe/H\] $`2.0`$. K dwarfs could be used to determine a new set of distance moduli to open clusters, the Galactic bulge, dwarf spheroidal galaxies, the Magellanic clouds and most globular clusters, since for all of these we may have an independent metallicity estimate.
* Galactic structure: In a related study (Flynn, Holmberg and Lynch 2002, in preparation) we have found that using broadband $`BVI`$ photometry, we can yield metallicity estimates for K dwarfs of similar accuracy (0.2 dex) to the methods described in Kotoneva and Flynn (2002) (which use narrower band Geneva or Strömgren filters). Thus, $`BVI`$ data could be used along various lines of sight to (1) measure the structural parameters of the Galaxy, (2) measure the local metallicity distribution at various sites in the Galaxy, such as the inner and outer disk, the bulge region, along the Solar circle and perpendicular to the Galactic plane. The metallicity distribution of stars as a function of position in the Galactic disk would be an interesting constraint on chemical evolution studies of the Galaxy. Accurate distances would allow the stellar density of K dwarfs (i.e. the luminosity/mass function) in the stellar halo to be determined from simple star count data, and by extrapolating the mass function of these K dwarfs, the density of remnants in the stellar halo can be inferred. Such remnants (in white dwarfs) might make up a fraction of the Galactic dark matter (Oppenheimer et al 2001, Flynn et al 2002). We are presently carrying out such a study (Flynn and Holmberg, 2002, in preparation).

A further obvious application is to the upcoming European Space Agency GAIA mission which will measure $`BVI`$, parallax, proper motion and radial velocity data for all K dwarfs within some 5-10 kpc.
* Helium: Our calibration of the luminosity of K dwarfs as a function of \[Fe/H\] can be used to test stellar models, which predict the luminosity more generally as a function of helium abundance $`Y`$ and metals, $`Z`$. The use of models in conjunction with this luminosity constraint might permit an improved determination of the rate of change of helium with metals, $`dY/dZ`$ (Pagel and Portinari, 1998).

## 6 Conclusions

We have shown that the luminosity of lower main sequence K dwarf stars at a given colour is a simple function of metallicity ($`\mathrm{\Delta }M_V=0.84375\times [\mathrm{Fe}/\mathrm{H}]0.04577`$). It was possible to show this because of the availability of (1) accurate Hipparcos parallaxes, (2) a recently developed photometric metallicity index for K dwarfs and (3) the possibility to identify and remove the multiple stars from the sample. We have tested several sets of isochrones from the literature and we show that none of them fit the data completely, and in particular metal rich isochrones remain difficult to construct.

We have adopted the solar isochrone from Jimenez, Flynn and Kotoneva (1998) as a fiducial line relative to which the luminosity of K dwarfs as a function of a metallicity has been empirically calibrated. The calibration stars are a small sample of K dwarfs with very accurate spectroscopically determined metallicities and Hipparcos absolute magnitudes. We find that the relation is very precise and may be used to derive metallicities for K dwarfs based on their position in the colour-magnitude diagram with accuracies better than 0.1 dex. It is also a good distance indicator for K dwarfs if the metallicity can be independently established.

## Acknowledgments

This research was supported by the Academy of Finland through its ANTARES program for Space research and the Emil Aaltonen Foundation and Yrjö, Ville and Kalle Väisälä Foundation.


text:
# Stringent constraints on cosmological neutrino-antineutrino asymmetries from synchronized flavor transformation

## I Introduction

As is well known, the observational successes of big bang nucleosynthesis (BBN) are one of the pillars of standard cosmology schramm . If one assumes three standard neutrino flavors, then the only free parameter is the baryon to photon ratio $`n_B/n_\gamma `$. The value $`n_B/n_\gamma 5\times 10^{10}`$ predicts light-element yields of 2H, 4He, and 7Li that are in excellent agreement with observations. As is often noted, this is particularly remarkable because the absolute yields of these elements span several orders of magnitude. This consistency implies that the post-BBN processing of the light elements is largely understood, and that one does not require new aspects of particle physics beyond the standard model (SM) that would materially affect BBN.

The basic consistency of our picture of the early universe is even more impressive when one considers other recent cosmological measurements. Observations of the acoustic peaks in the angular power spectrum of the cosmic microwave background (CMB) give strong evidence that $`\mathrm{\Omega }_{total}=1.04\pm 0.06`$ cmb , i.e., the universe is flat, as predicted by inflation. Taken together with measurements of clusters of galaxies and the high-redshift type-Ia supernovae (SNIa) data, a mutually consistent picture Turner  with $`\mathrm{\Omega }_{matter}0.3`$ and $`\mathrm{\Omega }_{lambda}0.7`$ is obtained. Additionally, the CMB data indicate that $`\mathrm{\Omega }_{baryon}0.04`$, in excellent agreement with the BBN observations. Recent data on the clustering of galaxies also yield consistent values of $`\mathrm{\Omega }_{matter}`$ and $`\mathrm{\Omega }_{baryon}`$ lss . This agreement of the combined data is all the more impressive because baryonic matter is such a small fraction of the total energy density of the universe, and because the BBN and CMB data reflect measurements of $`\mathrm{\Omega }_{baryon}`$ at very different epochs ($`10^2`$ s and $`10^{13}`$ s after the big bang, respectively).

Nevertheless, from a particle-physics point of view, these impressively measured quantities are all totally unexplained, both in their values and their nature (e.g., though we know that the particle dark matter is not part of the SM, we do not know what it is). Just as in accelerator-based particle physics, the underlying belief is that more and more precise measurements will lead us to the necessary clues on how to generalize the SM. In particular, the baryon-antibaryon asymmetry of $`5\times 10^{10}`$ remains a mystery, and is certainly an important clue for understanding the universe at temperatures at least as high as the electroweak scale.

Naturally, attention is also focused on the lepton-antilepton asymmetry of the universe. General considerations indicate that $`BL`$ may be conserved, so that the lepton asymmetry is $`n_L/n_\gamma 5\times 10^{10}`$ as well. However, there are certainly viable models in which the lepton asymmetry can be much larger affleckdine , and if confirmed, would be a very important clue. Given constraints on charge asymmetry, any large lepton asymmetry would have to be hidden in the neutrino sector. Though the baryon asymmetry can generically be limited to be less than $`10^8`$ simply to not overclose the universe, no similar constraints exist in the lepton sector for light neutrinos.

Since neutrinos and antineutrinos should be in chemical equilibrium until they decouple at a temperature $`T2`$ MeV, they may be well described by Fermi-Dirac distributions with equal and opposite chemical potentials:

$$f(p,\xi )=\frac{1}{1+\mathrm{exp}(p/T\xi )},$$
(1)
where $`p`$ denotes the neutrino momentum, $`T`$ the temperature and $`\xi `$ is the chemical potential in units of $`T`$. (There is a tiny non-thermal perturbation that occurs at the epoch of $`e^+e^{}`$ annihilation at $`T0.3`$ MeV, which we can ignore.) The lepton asymmetry $`L_\alpha `$ for a given flavor $`\nu _\alpha `$ is related to the chemical potential by

$$L_\alpha =\frac{n_{\nu _\alpha }n_{\overline{\nu }_\alpha }}{n_\gamma }=\frac{\pi ^2}{12\zeta (3)}\left(\xi _\alpha +\frac{\xi _\alpha ^3}{\pi ^2}\right),$$
(2)
where $`\zeta (3)1.202`$. Even enormous values of $`\xi _\alpha 1`$ have been allowed observationally. This is so distant from the naive SM prediction that any measured nonzero value would be very important. Interest in searches for such large values of $`\xi _\alpha `$ is also driven by the fact that we evidently have much to learn about the neutrino sector. Previously, most attention was devoted to the possibility of significant mixing of the SM active neutrinos with light sterile neutrinos, which can generate large lepton numbers $`L1`$ ftv .

A general approach to setting limits on $`\xi _\alpha `$ arises because for very large degeneracy, the effective number of neutrinos is increased from the standard model prediction by

$$\mathrm{\Delta }N_\nu =\frac{30}{7}\left(\frac{\xi }{\pi }\right)^2+\frac{15}{7}\left(\frac{\xi }{\pi }\right)^4.$$
(3)
This increases the expansion rate of the universe, changing the CMB results by magnifying the amplitude of the acoustic peaks. For all flavors, the bound $`|\xi _\alpha |3`$ has been obtained from the CMB alone Hannestad:2000hc . Note that the sign of $`\xi _\alpha `$ is unconstrained. With future CMB data, these limits may be reduced to $`|\xi _\alpha |0.25`$ or less leptcmb . A much stronger limit can be placed on $`\xi _e`$ with $`|\xi _e|0.04`$ because of its effect on setting the neutron to proton ratio prior to BBN by altering beta equilibrium.111Beta equilibrium is between the weak interactions $`n+\nu _ep+e^{}`$ and $`p+\overline{\nu }_en+e^+`$. Positive $`\xi _e`$ increases the $`\nu _e`$ abundance relative to $`\overline{\nu }_e`$, forcing equilibrium towards lower $`n/p`$. If at the same time $`\xi _{\mu ,\tau }`$ are large, this effect can be partially undone by the increased expansion rate, leading to the often-quoted bounds hansen ; kneller

$`0.01<\xi _e`$ $`<`$ $`0.22,`$ (4)
$`|\xi _{\mu ,\tau }|`$ $`<`$ $`2.6,`$ (5)
where the upper limits are obtained only in tandem.

There are now three types of evidence for neutrino oscillations: solar neutrino solar  $`\nu _e\nu _\mu ,\nu _\tau `$ with large (but not maximal) mixing angle and $`\delta m^210^5`$ eV2, atmospheric atm  neutrino $`\nu _\mu ,\overline{\nu }_\mu \nu _\tau ,\overline{\nu }_\tau `$ with maximal mixing and $`\delta m^210^3`$ eV2, and the Liquid Scintillator Neutrino Detector (LSND) lsnd  neutrino $`\overline{\nu }_\mu \overline{\nu }_e`$ with a very small angle and $`\delta m^21`$ eV2. It is not possible to accomodate these three signals with only three neutrinos, as there are only two independent mass-squared differences. A possible fourth (sterile) neutrino can be invoked to create a new $`\delta m^2`$, but now that the solar and atmospheric neutrino data indicate the appearance of active neutrino flavors, there is a problem of where to incorporate the required mixing with the sterile neutrino. While four-neutrino models may still work, it is only with difficulty, both in fitting the oscillation data (see, e.g., Ref. fournu ) and through the effects on BBN (see, e.g., Ref. dibarietal ). The LSND signal will be conclusively confirmed or refuted by the MiniBooNE experiment miniboone . For simplicity, we consider just three active neutrinos, and neglect the LSND result (of course, if it is confirmed, a major revision will be necessary).

In such a three-neutrino framework, Lunardini and Smirnov smirnov  suggested that the large mixing angles implied by the present data may transfer any large asymmetry hidden in $`\xi _{\mu ,\tau }`$ to $`\xi _e`$ well before the beta-equilibrium freezeout at $`T1\mathrm{MeV}`$ (see also Savage, Malaney and Fuller smf ). Thus, the stringent BBN limit on $`\xi _e`$ might apply to all three flavors, improving the bounds on $`\xi _{\mu ,\tau }`$ by nearly two orders of magnitude.

This proposal was recently studied in detail by Dolgov, Hansen, Pastor, Petcov, Raffelt, and Semikoz (DHPPRS) dhpprs . They found that close to complete transformation of asymmetries $`\xi _\mu `$ and $`\xi _\tau `$ to $`\xi _e`$ was obtained. This is an important result, as it excludes the possibility of degenerate BBN oritoesposito , and is the strongest limit on the total lepton number of the universe and is likely to remain so for the foreseeable future. In this article we examine the DHPPRS result, show it as the result of a synchronized Mikheyev-Smirnov-Wolfenstein (MSW) transformation and establish its robustness through physical and numerical insight into the dynamics. We assess how the results depend on the input parameters and consider more exotic physical scenarios that might affect the results.

## II Two-flavor density matrix equations and synchronized MSW

In this section we consider a mixed neutrino statistical ensemble in the early universe, with initial neutrino-antineutrino asymmetries which are not equal among flavors. We show that this ensemble behaves as a synchronized system following a single effective momentum state that undergoes an MSW transformation given large mixing angles. In describing neutrino flavor evolution in dense environments such as the early universe, one must use a density matrix description if the neutrino self-potential is large or if decohering collisional processes are significant. Where collisional processes are not important, as is the case for some examples we shall consider here, the evolution is coherent. A useful parametrization of the density matrix equations is the Bloch form stodolsky .

In an environment such as the early universe, where the potential arising from neutrino-neutrino forward scattering (the neutrino self-potential) is important, active-active mixing is substantially different from active-sterile mixing. Forward scattering processes of the type $`\nu _\alpha (p)\nu _\beta (p)`$ lead to refractive index terms which are off-diagonal in the flavor basis $`\{\alpha ,\beta \}`$ pantaleone . A useful and interesting casting of the Bloch formalism for pure active neutrino mixing was done by Pastor, Raffelt and Semikoz prs , which allows an interpretation via analogy with the precession of coupled magnetic dipoles. The analysis of Ref. prs  considered the case of constant density, in the absence of a background medium other than that provided by the neutrinos themselves. We shall have need to extend this description to include a background medium of charged leptons of a density that varies with time (or temperature). One particularly interesting feature first revealed clearly in Ref. prs , is that the neutrino self-potential (that is, the potential due to neutrino-neutrino forward scattering) does not, in general, suppress flavor oscillations, as one might have naively expected by analogy with the potential from, say, a background of charged leptons. This is in stark contrast to the case of active-sterile oscillations, where the effect of an asymmetry between the active neutrinos and antineutrinos is always to suppress mixing angles. Even for relatively small degeneracies, the asymmetry term dominates the evolution and thus delays transformation of such asymmetry from the active to the sterile flavor.

For active-active oscillations, no such simple mixing angle suppression occurs as the neutrino asymmetry enters both the diagonal and off-diagonal terms in the effective Hamiltonian. These terms have the effect of synchronizing the ensemble,222Note that this forward-scattering induced synchronization is unrelated to the synchronization effect of Ref. linearsync  which arises from rapid flavor-blind collisions. It is remarkable that both collisions and forward scattering lead to synchronization effects in the case of active-active oscillations. resulting in collective behavior resembling the evolution of a single momentum state in the absence of the self-potential. The mixing angle for this collective oscillation is determined essentially by the background medium of thermal charged leptons. When the density of this background decreases with temperature, the neutrinos evolve adiabatically from their initial flavor into vacuum mass eigenstates. For large-angle mixing, this implies significant flavor transformation.

### II.1 Formulation

We express the mixing between two neutrino mass and flavor eigenstates as

$`\nu _e`$ $`=`$ $`\mathrm{cos}\theta _0\nu _1+\mathrm{sin}\theta _0\nu _2,`$
$`\nu _\mu ^{}`$ $`=`$ $`\mathrm{sin}\theta _0\nu _1+\mathrm{cos}\theta _0\nu _2,`$ (6)
where, in general, $`\nu _\mu ^{}`$ denotes some linear superposition of $`\nu _\mu `$ and $`\nu _\tau `$, as we shall explain later. We parametrize the two-flavor neutrino density matrix in the form

$`\rho (p)=\left(\begin{array}{cc}\rho _{ee}& \rho _{e\mu }\\ \rho _{\mu e}& \rho _{\mu \mu }\end{array}\right)={\displaystyle \frac{1}{2}}\left[P_0(p)+𝝈𝐏(p)\right],`$ (9)
and similarly for the antineutrinos, where we refer to $`𝐏(p)`$ as the neutrino “polarization” vector. These quantities are most usefully normalized such that

$$𝐏(p)^{initial}=\frac{1}{n^{\mathrm{eq}}/T^3}\left[f_e(p,\xi _e)f_\mu (p,\xi _\mu )\right],$$
(10)
where $`n_0^{\mathrm{eq}}=d^3p/(2\pi )^3f(p,0)=3\zeta (3)T^3/4\pi ^2`$.

In the absence of collision terms, $`P_0(p)`$ and the magnitude of $`𝐏(p)`$ remain constant and the full evolution equations for two mixed active flavors in the early universe are

$`_t𝐏_p`$ $`=`$ $`+𝐀_p\times 𝐏_p+\alpha (𝐉\overline{𝐉})\times 𝐏_p,`$ (11)
$`_t\overline{𝐏}_p`$ $`=`$ $`\overline{𝐀}_p\times \overline{𝐏}_p+\alpha (𝐉\overline{𝐉})\times \overline{𝐏}_p,`$
where $`𝐏_p`$ denotes the polarization vectors for the neutrinos of momentum $`p`$ while $`𝐉`$ denotes the corresponding quantity integrated over momentum such that

$$𝐉=\frac{d^3(p/T)}{(2\pi )^3}𝐏_p.$$
(12)
Vectors with an overbar refer to the antineutrino quantities throughout. With the normalization we use here, the length of the individual $`𝐏_p`$ vectors and that of $`𝐉`$ do not redshift with temperature. The coefficient of the second term is $`\alpha \sqrt{2}G_Fn^{\mathrm{eq}}`$. Time $`t`$ and temperature $`T`$ may be interconverted via the expression $`t1.15\mathrm{s}(T/\mathrm{MeV})^2`$. Decohering collisions (damping) of the system at high temperatures forces the neutrinos into unmixed flavor states. We shall assume zero initial $`\xi _e^i`$ and a finite initial $`\xi _\mu ^i`$, taken to have a negative sign.333For the opposite sign, one simply reverses the directions of the polarization vectors. Therefore, the initial alignment of the $`𝐏_p`$ are along the $`+z`$ axis, and $`\overline{𝐏}_p`$ are along the $`z`$ axis.

Equations (11) are equivalent to the precession of magnetic dipoles in two “magnetic fields”: the momentum-dependent $`𝐀_p`$ and the integrated neutrino self-potential $`\alpha (𝐉\overline{𝐉})`$. The effects of $`𝐀_p`$, as we shall show, are straightforward, but the neutrino self-potential makes the system non-linear by explicitly coupling each momentum mode to the evolution of every other momentum mode. An intuitive description of the evolution in Eq. (11) for a constant-density system without matter effects was provided in Ref. prs . The issue of the synchronization of the system has also been studied in Ref. Samuel .

In general, the “magnetic field” vector $`𝐀_p`$ includes contributions from vacuum mixing, a thermal potential from the charged-lepton background, and a potential due to asymmetries between the charged leptons

$$𝐀_p=𝚫_p+\left[V^T(p)+V^B\right]\widehat{𝐳}.$$
(13)
Vacuum mixing is incorporated by

$$𝚫_p=\frac{\delta m_0^2}{2p}(\mathrm{sin}2\theta _0\widehat{𝐱}\mathrm{cos}2\theta _0\widehat{𝐳}),$$
(14)
where $`\delta m_0^2=m_2^2m_1^2`$ and $`\theta _0`$ are the vacuum oscillation parameters.

The thermal potential from finite-temperature modification of the neutrino mass due to the presence of thermally populated charged leptons in the plasma is

$$V^T(p)=\frac{8\sqrt{2}G_\mathrm{F}p}{3m_\mathrm{W}^2}\left(E_l^{}n_l^{}+E_{l^+}n_{l^+}\right).$$
(15)
The neutrinos also contribute a thermal self-potential similar to the form of the self-potential on the right-hand side (RHS) of Eqs. (11) Sigl , but unlike $`\alpha G_F`$, the thermal self-potential goes as $`G_F^2`$. Unless the initial asymmetry is of a size much too small to be interesting here, the $`G_F^2`$ term is negligible by comparison with the order $`G_F`$ self-potential and thus unimportant in determining the dynamics of the system.

The background potential arising due to asymmetries in charged leptons is nonzero only for electron neutrinos to maintain charge neutrality of the baryon-contaminated plasma:

$$V^B=\{\begin{array}{cc}\pm \sqrt{2}G_F\left(n_e^{}n_{e^+}\right)\hfill & \text{for }\nu _e\nu _{\mu ,\tau },\hfill \\ 0\hfill & \text{for }\nu _\mu \nu _\tau ,\hfill \end{array}$$
(16)
where $`+()`$ is for neutrinos (antineutrinos). Due to the smallness of the baryon asymmetry relative to number densities of thermalized species, this term is always negligibly small relative to the vacuum vector $`𝚫_p`$ and the thermal potential $`V^T`$, and so we may take $`\overline{𝐀}_p=𝐀_p`$.

In the absence of the neutrino self-potential it is possible to define

$$𝐀_p\frac{\delta m_m^2}{2p}(\mathrm{sin}2\theta _m\widehat{𝐱}\mathrm{cos}2\theta _m\widehat{𝐳}),$$
(17)
where $`\delta m_m^2`$ and $`\theta _m`$ are the matter-affected oscillation parameters. When the self-term must be included, the nonlinearity of the problem makes the notion of a matter-affected mixing angle more subtle.

### II.2 Synchronization

Taking the difference of the Eqs. (11), integrating over momenta, and defining a collective polarization vector $`𝐈𝐉\overline{𝐉}`$ one obtains

$$_t𝐈𝐀_{\mathrm{eff}}\times 𝐈,$$
(18)
where the appropriate effective “magnetic field” is

$$𝐀_{\mathrm{eff}}\frac{1}{𝐈^2}𝐀_p(𝐏_p+\overline{𝐏}_p)𝐈.$$
(19)
In fact, Eqs. (18), (19) are exact only when $`𝐈(𝐏_p+\overline{𝐏}_p)`$. The vector $`𝐈`$ thus precesses slowly about $`𝐀_{\mathrm{eff}}`$. Since the self-potential dominates Eqs. (11), the individual polarization vectors $`𝐏_p`$ all precess rapidly about $`𝐈`$, and, if initially aligned, are held together. The various vectors are illustrated in Fig. 1.

We assume for simplicity that the initial asymmetry resides in a single flavor. Although the coefficient of the self-term makes it dominant, the flavor transformation is actually determined by the evolution of $`𝐀_{\mathrm{eff}}`$. In fact, if one leaves out the self-term altogether, the synchronization is of course lost, but the average flavor evolution of the system is almost completely unchanged.

Let us first consider the simple linearized case where the self-potentials in Eqs. (11) vanish. In this case, the polarization vector of each momentum mode $`𝐏_p`$ precesses about its own respective $`𝐀_p`$:

$`_t𝐏_p`$ $`=`$ $`+𝐀_p\times 𝐏_p,`$ (20)
$`_t\overline{𝐏}_p`$ $`=`$ $`𝐀_p\times \overline{𝐏}_p.`$
If one follows only the average momentum $`p/T3.15`$, Eqs. (20) are simply two linear equations with a straightforward solution. Recall that each $`𝐏_p`$ is initially aligned along the $`+z`$ axis. At high temperatures, $`|V^T||𝚫_p|`$, and thus from Eq. (13) the $`𝐀_p`$ point in the $`\widehat{𝐳}`$ direction. As the temperature of the universe decreases, $`|V^T|T^5`$ decreases and the vectors $`𝐀_p`$ will slowly rotate from the $`\widehat{𝐳}`$ direction toward the $`+\widehat{𝐱}`$ direction and the angle that $`𝐀_p`$ subtends with the $`z`$ axis will asymptote to $`2\theta _0`$. This effect is a straightforward MSW transformation of the asymmetry: the initial neutrino number excess in one flavor evolves from a mass eigenstate in matter (modified by the thermal potential) to a vacuum mass eigenstate with different flavor content. And, since Eqs. (20) are decoupled, the average-momentum mode will describe the collective evolution of the entire system.

In the substantially more involved system, including the self-potential (11), each momentum mode is coupled to all other momenta through the self-term. Therefore, a simplifying average-momentum technique is poorly justified. However, if one blindly drives forward with an average-momentum evolution of Eqs. (11), one luckily recovers (nearly) the correct behavior. For the full-momentum case, including the self-potential, the $`𝐈`$ vector will also initially be aligned with the $`z`$ axis. Using the approximate Eqs. (18) and making the as-yet unjustified assumption that $`𝐀_{\mathrm{eff}}`$ follows the average of the $`𝐀_p`$, the synchronized system will undergo the MSW transformation at the exact same temperature as the over simplified case (20). This is what we found numerically.

The fact that the neutrino flavor system evolves to the same end-state with and without the self-term appears at first absurd. However, one must keep in mind that the neutrino self-potential in a purely active neutrino system affects the evolution drastically differently than the familiar flavor-diagonal potentials in the matter Hamiltonian present, for example, in evaluating the solar MSW effect and active-sterile mixing in the early universe. The neutrino self-potential, as the dominant precession term for each momentum, only plays the role of forcing each momentum mode to follow the collective vector $`𝐈`$.

To explore the behavior of the system and verify the approximations in arriving at the collective equations (18), (19), we numerically integrate Eqs. (11), which, again, explicitly couple the full thermal distribution of momenta to the quantum mechanical evolution of each momentum mode. Because of the drastically different time scales over which the terms $`𝚫_p`$, $`V^T(p)`$ and $`\alpha (𝐉\overline{𝐉})`$ evolve, the system is a set of stiff nonlinear differential equations and therefore requires careful treatment.

In Fig. 2a we show the evolution with the full equations (11) of a representative two-flavor $`\nu _e`$ and $`\nu _\mu `$ system with the best-fit solar large mixing angle (LMA) parameters. Shown is the angle between each $`𝐀_p`$ and $`\widehat{𝐳}`$, which would determine evolution of each $`𝐏_p`$ in the absence of the self-term. The actual angle between $`𝐏_p`$ and $`\widehat{𝐳}`$ is shown in Fig. 2b, displaying the stunning synchronization of all momentum modes, to roughly the orientation of $`𝐀_p`$ at the average momentum $`p/T3`$. Figure 3 shows the tiny magnitude of the angle between $`𝐏_p`$ and $`𝐈`$, which is the result of the synchronization.

Now, we justify why taking the evolution of $`𝐀_{\mathrm{eff}}`$ to be effectively that of the average of $`𝐀_p`$ luckily provides the nearly the correct evolution. For the case where collisional damping may be neglected and assuming that both synchronization and the close alignment of $`𝐏_p+\overline{𝐏}_p`$ with $`𝐈`$ holds, we may explicitly calculate $`𝐀_{\mathrm{eff}}`$ which describes the MSW-like transition (the expressions for $`𝐀_{\mathrm{eff}}`$ and $`p_{\mathrm{sync}}`$ were independently calculated in Ref. yyy ). We find

$$𝐀_{\mathrm{eff}}\xi \frac{\delta m_0^2}{2T}\left(\frac{3/2}{\pi ^2+\xi ^2}\right)\left[\mathrm{sin}2\theta _0\widehat{𝐱}+\left(\mathrm{cos}2\theta _0+Z\right)\widehat{𝐳}\right],$$
(21)
where

$$Z=\frac{2T}{\delta m_0^2}\left(\frac{V^T}{p/T}\right)\left(\pi ^2+\frac{\xi ^2}{2}\right).$$
(22)
Note that $`Z`$ is negative so there is no resonance. It is helpful to reexpress Eq. (21) in terms of effective “synchronized” oscillation parameters as

$$𝐀_{\mathrm{eff}}\mathrm{\Delta }_{\mathrm{sync}}\left(\mathrm{sin}2\theta _{\mathrm{sync}}\widehat{𝐱}\mathrm{cos}2\theta _{\mathrm{sync}}\widehat{𝐳}\right),$$
(23)
where the synchronized oscillation frequency is given by

$$\mathrm{\Delta }_{\mathrm{sync}}=\xi \frac{\delta m_0^2}{2T}\left(\frac{3/2}{\pi ^2+\xi ^2}\right)\sqrt{\mathrm{sin}^22\theta _0+(\mathrm{cos}2\theta _0+Z)^2}.$$
(24)
The size of $`\mathrm{\Delta }_{\mathrm{sync}}`$, which is proportional to an overall factor of $`\xi `$, is not important in determining when the MSW-like transformation takes place.444If $`V^T=0`$, we find $`\mathrm{\Delta }_{\mathrm{sync}}\delta m_0^2/132T`$ for $`\xi =0.05`$ in agreement with Ref. dhpprs . We note that the momentum scale $`p/T132`$ does not determine the character of the solution. It is the mixing angle $`\theta _{\mathrm{sync}}`$ that is important in describing the transformation resulting from the evolution into vacuum mass eigenstates. This angle (i.e., half of the angle between $`𝐀_{\mathrm{eff}}`$ with the $`z`$ axis) is given by

$$\mathrm{sin}^22\theta _{\mathrm{sync}}=\frac{\mathrm{sin}^22\theta _0}{\mathrm{sin}^22\theta _0+(\mathrm{cos}2\theta _0+Z)^2},$$
(25)
and thus we find it is the mixing angle which would correspond to the momentum state

$$\frac{p_{\mathrm{sync}}}{T}=\pi \sqrt{1+\xi ^2/2\pi ^2}\pi .$$
(26)
This is one of our principal results, and indicates a remarkable coincidence. Namely, the apparently identical evolution for the synchronized system including the self-term and that found with a vanishing self-term only results from the fact that average momentum for a relativistic Fermi gas (with small chemical potential)

$$p/T=\frac{7\pi ^4}{180\zeta (3)}3.15$$
(27)
is approximately $`\pi `$, the effective momentum of the synchronized system (26) with $`\xi \pi `$. One can observe in Fig. 2 that the effective mixing angle (the angle of $`𝐀_p`$ with respect to the $`z`$ axis) does in fact correspond to the way in which the state $`p/T3`$ would evolve in the absence of the self-term.

It is clear that $`\theta _{\mathrm{sync}}`$ depends only very weakly on the size of the initial asymmetry, and in particular the transformation will occur at almost the same temperature for any plausible initial $`\xi `$. Additionally, if $`\xi `$ were very large, even a very small degree of flavor transformation would be sufficient to upset successful BBN. We have also numerically integrated the system for several initial asymmetries, and verified that the synchronized transformation is present for all asymmetries within the previous limit in Eq. (4).

Note that a large mixing angle is essential in obtaining flavor “equilibration,” i.e., that $`\xi _\mu ^i`$ is effectively transferred to $`\xi _e^f`$ as shown by DHPPRS dhpprs . The underlying dynamics is simply the adiabatic evolution of the initial neutrinos into vacuum mass eigenstates. This would be exactly the usual MSW effect555Note, however, that for a normal hierarchy we do not have a resonance — the negative thermal potential makes the $`\nu _e`$’s lighter, and does the same for $`\overline{\nu }_e`$. if it were not for additional complexity of synchronization. We achieve equilibration in the sense that the initial asymmetry is partitioned across the flavors (with the ratio of the final $`\xi _e^f`$ and $`\xi _{\mu ,\tau }^f`$ set by the vacuum mixing angle). This “equilibration” is simply a MSW transformation that leaves the ensemble in a coherent state. This is to be distinguished from equilibration in the conventional sense of a completely incoherent or relaxed state, i.e., one produced by collisions.

## III Neutrino Properties and Asymmetry Transformation

Since the asymmetry in the electron neutrino number is the most stringently constrained, its enhancement due to coupling to the other flavors is crucial. The neutrino oscillation solution best fitting the observed solar electron neutrino flux and spectra is the region of mixing parameter space named the large mixing angle (LMA) solution, with maximum likelihood parameters for two-neutrino mixing of order $`\delta m_0^24\times 10^5\mathrm{eV}^2`$ and $`\mathrm{sin}^22\theta _00.8`$. Since the LMA mixing is large but not maximal, the first mass state ($`|m_1`$) is more closely associated with the electron neutrino and the other ($`|m_2`$) less so, and in order to enable resonance in the sun, $`m_1<m_2`$.

We also know from atmospheric neutrino observations that $`\mu `$ and $`\tau `$ neutrino flavors are maximally mixed superpositions (or nearly so) of two mass states $`|m_2`$ and $`|m_3`$. Therefore, the flavor composition of mass state $`|m_2`$ is that of a nearly maximal superposition, and complicates discussion of LMA mixing in neutrino environments where the flavor content of $`|m_2`$ is of interest.

However, a powerful simplification can be made given maximally mixed (or more generally “similarly coupled”) $`\nu _\mu `$ and $`\nu _\tau `$, which allows a linear transformation of the $`3\times 3`$ mixing matrix such that one effective flavor state $`|\nu _\tau ^{}`$ is identically a vacuum mass eigenstate and decouples from the matter effects transform . It is sufficient to follow the two remaining states $`|\nu _e`$ and $`|\nu _\mu ^{}`$. This is only justified if the momentum state (or more exactly, momentum distributions) of the superimposed flavors $`|\nu _\mu `$ and $`|\nu _\tau `$ are indistinguishable. That is, the temperatures and chemical potentials of $`\nu _\mu `$ and $`\nu _\tau `$ should be equal, i.e., $`\nu _\mu `$, $`\nu _\tau `$ should be equilibrated. The atmospheric neutrino results actually can provide that $`\nu _\mu `$ and $`\nu _\tau `$ are equilibrated, which we discuss in Section III.2. Strictly speaking, the similar-coupling limit is exact only when $`U_{e3}=0`$, and we consider the more general case below.

### III.1 Electron flavor transformation

Recall that we are interested in whether an asymmetry initially present in the poorly constrained $`\nu _\mu `$ or $`\nu _\tau `$ will convert into a stringently constrained $`\nu _e/\overline{\nu }_e`$ asymmetry. We can analyze how the LMA mixing parameters evolve in the early universe through the effective two-neutrino system $`(\nu _e,\nu _\mu ^{})`$. The initial system may be prepared by an unspecified leptogenesis mechanism to be in an unmixed state with the asymmetry in $`\nu _\mu ^{}`$ ($`\xi _\mu ^{}^i0`$) and no asymmetry in $`\nu _e`$ ($`\xi _e^i=0`$) and remains in this state from damping by collisions. We have defined the direction $`+\widehat{𝐳}`$ to correspond to the $`\nu _e`$ flavor. Taking, for the sake of the example, the initial $`\xi _\mu ^{}^i`$ to be negative, the vector $`𝐈`$ will initially point in the $`+\widehat{𝐳}`$ direction.

At initially high temperatures, the effective magnetic field vector $`𝐀_{\mathrm{eff}}`$ is dominated by the thermal lepton potential $`V^T`$, and is aligned in the $`\widehat{𝐳}`$ direction. As the universe cools, $`𝐀_{\mathrm{eff}}`$ rotates away from $`\widehat{𝐳}`$ and asymptotes to its vacuum value, which lies close to the $`+\widehat{𝐱}`$ direction (i.e., the angle it makes with the $`z`$ axis is $`2\theta _0`$). A large vacuum mixing angle is clearly necessary for this MSW transformation to work.

For an initial asymmetry of $`|\xi _\mu ^{}^i|=0.05`$, the evolution of the synchronized vector components $`J_i`$ are shown in Fig. 4. The components are driven as a magnetic dipole adiabatically following the evolution of the magnetic field $`𝐀_{\mathrm{eff}}`$. The evolution of $`P_i(\overline{P}_i)`$ at the average momentum is the same if one excludes the self-potentials in Eq. (11). The power law growth of $`J_x`$ is simply the evolution of the synchronized mixing angle

$$J_x2\theta _{\mathrm{sync}}\frac{1}{Z}\frac{\delta m_0^2/2p_{\mathrm{sync}}}{V^T(p_{\mathrm{sync}})}T^6,$$
(28)
and the growth of $`J_yT^9`$ results directly from (18). Obviously, the transformation occurs when the orientation of $`𝐉`$ rapidly evolves at $`\mathrm{\Delta }_pV^T`$ at $`T2\mathrm{MeV}`$. The temperature of the transition point in $`J_x`$ scales only as $`(\delta m^2)^{1/6}`$, so the results are rather insensitive to the uncertainty in the LMA $`\delta m^2`$. The antineutrinos evolve identically by following the vector $`𝐀_{\mathrm{eff}}`$. The final state of the asymmetry after the MSW transformation entering the nucleosynthesis epoch is then transferred in proportion to the vacuum mixing amplitude between the two flavors, i.e., $`J_z(1\mathrm{MeV})`$:

$`\xi _e^f`$ $`=`$ $`\left({\displaystyle \frac{1\mathrm{cos}2\theta _0}{2}}\right)\xi _\mu ^{}^i,`$ (29)
$`\xi _\mu ^{}^f`$ $`=`$ $`\left({\displaystyle \frac{1+\mathrm{cos}2\theta _0}{2}}\right)\xi _\mu ^{}^i.`$ (30)
(Some care must be taken in interpreting the limits on $`\xi ^f`$, since the final distributions are not exactly thermal, as they are superpositions of Fermi-Dirac distributions with different chemical potentials.) Obviously, complete “equilibration” or $`\xi _e^f=\xi _\mu ^{}^f`$ only occurs for maximal mixing. The antineutrino chemical potential evolves to the values $`\overline{\xi }_e^f=\xi _e^f`$ and $`\overline{\xi }_\mu ^f=\xi _\mu ^f`$. We note that collisions (which we have neglected) will help make the flavor transformation more complete and thus should reduce the sensitivity to the mixing angle.

### III.2 Mu-tau flavor transformation

Maximal neutrino mixing as indicated by the Super-Kamiokande observations of atmospheric neutrinos has nearly identical implications for the evolution of asymmetries between $`\nu _\mu `$ and $`\nu _\tau `$. Because of the hierarchy $`\delta m_{\mathrm{atm}}^2\delta m_{\mathrm{LMA}}^2`$, $`\mathrm{\Delta }_pV^T`$ at the higher temperature $`T10\mathrm{MeV}`$. Necessary in driving the flavor evolution here is the presence of the remnant thermally produced charged muons with energy density

$$\rho _{\mu ^\pm }=\frac{1}{\pi ^2}p^2𝑑p\frac{\sqrt{p^2+m_\mu ^2}}{1+\mathrm{exp}\left(\sqrt{p^2+m_\mu ^2}/T\right)}.$$
(31)
Though far from the thermal abundance of $`e^\pm `$ at $`T20\mathrm{MeV}`$, real muons remain enough to dictate the flavor evolution. However, since $`T<m_\mu `$, the thermal potential from Eq. (15) is modified as $`E_{\mu ^\pm }\frac{3}{4}E_{\mu ^\pm }+p^2/3E_{\mu ^\pm }`$ nrdnt . We solved the evolution of this case numerically, explicitly including the thermal abundance of $`\mu ^\pm `$, whose disappearance accelerates the growth of $`J_x`$ and $`J_y`$ away from the power-law growth in the previous LMA case, but for simplicity have ignored collisions (Fig. 5). Maximal mixing then gives an equilibration $`\xi _\mu ^f=\xi _\tau ^f`$, which allows the application of the simplifying basis transformation of the previous section. Inclusion of collisions would damp the oscillations at low temperatures but not the transformation, as found by DHPPRS dhpprs .

Interestingly, in the case of evolution without the presence of thermal $`\mu ^\pm `$, the evolution is different, with pure synchronized vacuum oscillations taking place (rotation in the $`zy`$ plane) after the Hubble time exceeds the oscillation time. Collisions, which we have omitted, would modify the oscillations seen here.

### III.3 Effects of $`U_{e3}`$

The possibility of a nonzero value of $`U_{e3}`$ obstructs the simplifying linear transformation to the basis $`|\nu _e`$ and $`|\nu _\mu ^{}`$. However, nonzero $`U_{e3}`$ may allow partial equilibration of $`\xi _\mu ,\xi _\tau `$ into $`\xi _e`$ earlier, at $`T5\mathrm{MeV}`$. For solar LMA mixing, significant transformation will always occur at $`T2\mathrm{MeV}`$ so the value of $`U_{e3}`$ will not alter the basic outcome. However, substantial equilibration at 5 MeV (well before the beta-equilibrium freeze-out) makes the general conclusions even more inevitable.

There are, however, some subtleties associated with the sign of $`\delta m_{\mathrm{atm}}^2`$ — that is, whether the neutrino spectrum has a normal or inverted hierarchy.666The sign of the solar $`\delta m^2`$ is determined by the requirement that there be a MSW transition in the Sun, which precludes a resonance in the early universe (for both neutrinos and antineutrinos). There is, however, no such constraint of the sign of the atmospheric $`\delta m^2`$. For a normal hierarchy, the fact the thermal potential makes the $`\nu _e`$’s (and $`\overline{\nu }_e`$’s) lighter implies that that no resonance conditions can be satisfied in the early universe. With an inverted hierarchy, however, a $`\nu _e\nu _\mu ^{}`$ resonance will occur when $`V^T\delta m_{\mathrm{atm}}^2`$. We plot in Fig. 6 level crossing diagrams for neutrinos of the average energy in the absence of the self potential. As discussed above, this is a very good description of the evolution of the entire neutrino distribution.

The $`U_{e3}`$ mixing angle is constrained to be small choozpv , and as such, coherent evolution will not lead to large flavor transformation (for the inverted hierarchy, coherent evolution through the resonance would swap asymmetries between flavors). However, at $`T5\mathrm{MeV}`$ collisional processes are still highly important and will help achieve equilibration. This should be somewhat more effective for the inverted case (where the mixing angle goes through a maximum) as collisions equilibrate most effectively when mixing angles are large.

## IV New Constraints

The electron neutrino asymmetry $`\xi _e`$ is limited by its effects on the primordial 4He abundance, $`Y_p`$. At nucleosynthesis, nearly all neutrons are incorporated into 4He nuclei, and $`Y_p`$ production is limited by the neutron fraction, set by the freeze-out of beta equilibrium at $`T1\mathrm{MeV}`$. The change in the neutron to proton ratio with non-zero $`\xi _e`$ is simply a Boltzmann factor $`n/pe^{\xi _e}1\xi _e`$. And since $`Y_pn/p`$, the uncertainty in the constraint on $`\xi _e`$ is directly related to the uncertainty in the primordial helium abundance $`\mathrm{\Delta }Y_p`$,

$$\mathrm{\Delta }\xi _e\frac{\mathrm{\Delta }Y_p}{Y_p}.$$
(32)
Therefore, one can be very conservative regarding the error on the primordial abundance, e.g., $`\mathrm{\Delta }Y_p\pm 0.010`$ os  and still limit $`\mathrm{\Delta }\xi _e\pm 0.04`$, or equivalently, $`|L_e|0.03`$. This method ultimately relies on the uncertainty (mostly systematic) in the primordial abundance of 4He. Refinement of this constraint may be possible by applying CMB priors to BBN predictions combined with reduced systematic uncertainties of observed primordial element abundances Cyburt .

Analysis of synchronized transformation of neutrino asymmetries indirectly translates the constraints on $`\xi _e^f`$ to $`\xi _\mu ^i`$ and $`\xi _\tau ^i`$. In the extreme scenario, an asymmetry $`\xi _{\mu ,\tau }^i`$ in $`\nu _\mu `$ ($`\nu _\tau `$) is equilibrated with $`\nu _\tau `$ ($`\nu _\mu `$) for maximal mixing, such that the state $`\nu _\mu ^{}`$ has $`\xi _\mu ^{}=0.5\xi _{\mu ,\tau }^i`$. The LMA solution transforms $`\xi _\mu ^{}`$ as Eq. (30) so that

$$\xi _e^f=\left(\frac{1\mathrm{cos}2\theta _0}{4}\right)\xi _{\mu ,\tau }^i.$$
(33)
For the best-fit LMA mixing angle $`\mathrm{sin}^22\theta _00.8`$, the limit on an initial asymmetry is $`\xi _{\mu ,\tau }^i0.3`$. However, the LMA mixing angle is not precisely specified. The lower end of the 95% confidence level (C.L.) region has $`\mathrm{sin}^22\theta _00.6`$, for which the limit on the initial asymmetry is considerably weaker777Note that we expect this limit would be tighter were we to include the effect of collisions. $`\xi _{\mu ,\tau }^i0.5`$. The effective “$`2\sigma `$” limit therefore is actually an order of magnitude larger than that given in DHPPRS since a “small-angle” LMA solution reduces the transformation amplitude considerably. The sensitivity of the KamLAND experiment to the LMA parameter space can confirm the LMA parameters Piepke  and potentially reduce the mixing angle uncertainty, and thus improve constraints on the lepton number.

## V Discussion and Conclusions

Due to synchronization by the neutrino self-potential, transformation of a large fraction of any asymmetries in $`\nu _\mu `$ or $`\nu _\tau `$ number to $`\nu _e`$ is an inescapable consequence of the near bimaximal mixing framework emerging for the neutrino mass matrix. We have performed a full numerical integration of the evolution equations in Eq. (11). The numerical solution is nontrivial due to stiff, nonlinear equations with terms whose time scales vary by several orders of magnitude. We confirm the numerical results of DHPPRS, and agree that large initial asymmetries in $`\nu _\mu `$ and $`\nu _\tau `$ are effectively transformed into a $`\nu _e`$ asymmetry, so that the bound from BBN bounds all dhpprs .

In addition, we have shown numerically that the coupled evolution of the full-momentum results can also be obtained in the average-momentum case when the nonlinear coupling is neglected. The transfer of neutrino asymmetries between flavors occurs identically even when ignoring the numerically dominant self-potential. In Eq. (26) we have derived that the self-potential drives a synchronization of all momenta to a momentum mode $`p/T=\pi `$, so that the system by numerical coincidence closely follows the average momentum case $`p/T3.15`$.

We conclude by considering the following implications of these results:

(1) The uncertainty in the lepton number of the universe may be reduced by up to two orders of magnitude. However, the most conservative limits place

$`|\xi _e^f|`$ $``$ $`0.04,`$ (34)
$`|\xi _\mu ^i+\xi _\tau ^i|`$ $``$ $`0.5,`$ (35)
($`|L_e|0.03`$ and $`|L_\mu +L_\tau |<0.4`$). These limits will be improved by reducing systematic uncertainties in the inferred primordial 4He abundance and the precise determination of the baryon density by satellite anisotropy experiments Microwave Anisotropy Probe (MAP) and Planck hudodelson . It also may be improved by verification of the LMA parameters by KamLAND, particularly if the mixing angle is at the large end of the presently allowed range. The upcoming data from SNO sno  will also play a very important role in reducing the mixing parameter uncertainties.

(2) Because effectively asymmetries in any neutrino flavor will affect beta equilibrium, the stringent limits (34) consequentially eliminate the possibility of degenerate BBN oritoesposito , since an increase the expansion rate with large $`|\xi _{\mu ,\tau }|1`$ can no longer be compensated by a small $`\xi _e0.1`$.

(3) The above limits on degeneracy in terms of extra relativistic degrees of freedom $`\mathrm{\Delta }N_\nu `$ \[see Eq. (3)\] are impressively small: $`\mathrm{\Delta }N_\nu 0.004`$ for the best-fit LMA solution, and $`\mathrm{\Delta }N_\nu 0.2`$ for the lower limit on the mixing angle in the LMA solution. DHPPRS suggest that $`\mathrm{\Delta }N_\nu `$ can be eliminated as a cosmological parameter in upcoming fits to the precision CMB data leptcmb . It is certainly true that $`\xi `$ can be eliminated, but that is not the only possible contribution to $`\mathrm{\Delta }N_\nu `$. If any nonstandard contribution to the relativistic energy density were to be detected via the CMB, its origin would be something more exotic than degenerate neutrinos, e.g., the decay of a massive particle to relativistic species after BBN but before CMB decoupling Hannestad:2001hn .

(4) It is actually still possible that the upper limit for $`\xi _e`$ in Eq. (4) be fulfilled. Strictly speaking, we have set tight new degeneracy limits assuming no non-standard contribution to the energy density at the time of BBN. It is conceivable that $`\xi _e\xi _\mu \xi _\tau 0.2`$ if another relativistic particle or scalar field contributes the extra energy density required to compensate for the large $`\nu _e`$ chemical potential. In this case, flavor-transformation improves the current $`\xi _{\mu ,\tau }`$ limits by at most an order of magnitude. Such an unnatural scenario can be detected by comparison with the CMB.

(5) A possible complication to the scenario presented here could be mixing with a light sterile neutrino. Obviously, if the LSND result is confirmed by MiniBooNE, then the physics will be much more complicated than assumed here. If the LSND result is not confirmed, there is still the possibility of subdominant mixing to steriles that may be difficult to detect in neutrino oscillation experiments, but which may still play an important role in the early universe. Such scenarios have not yet been explored.

(6) A final complication is the yet-unexcluded possibility of a low reheating temperature ($`T1\mathrm{MeV}`$) lowheat , such that the initial conditions of thermal or chemical equilibrium for neutrinos for the analysis presented here is invalid. Stronger constraints on low-temperature reheating scenarios may be obtained by studying their effects on the light element abundances in detail.

## Acknowledgments

We thank Scott Dodelson, George Fuller, Ray Sawyer, Ray Volkas, and Yvonne Wong for useful discussions. K.N.A., J.F.B., and N.F.B. were supported by Fermilab, which is operated by URA under DOE contract No. DE-AC02-76CH03000, and were additionally supported by NASA under NAG5-10842.


text:
# Constraints of the 4th generation from 𝑔_𝜇-2

## Acknowledgments

This research is supported by the the Chinese Postdoctoral Science Foundation and CAS K.C. Wong Postdoctoral Research Award Fund. We are grateful to prof. C.S. Huang and Prof. X.M Zhang for useful discussions.


text:
# Modulated Scale-free Network in the Euclidean Space

## Abstract

A random network is grown by introducing at unit rate randomly selected nodes on the Euclidean space. A node is randomly connected to its $`i`$-th predecessor of degree $`k_i`$ with a directed link of length $`\mathrm{}`$ using a probability proportional to $`k_i\mathrm{}^\alpha `$. Our numerical study indicates that the network is Scale-free for all values of $`\alpha >\alpha _c`$ and the degree distribution decays stretched exponentially for the other values of $`\alpha `$. The link length distribution follows a power law: $`D(\mathrm{})\mathrm{}^\delta `$ where $`\delta `$ is calculated exactly for the whole range of values of $`\alpha `$.

Statistical properties of many different networks are being studied recently with much interests. Examples include the World-wide web (WWW) web , the internet structure Faloutsos , neural networks neural , collaboration network collab  etc. Broadly these networks are classified into four different groups, namely, (i) Networks on regular lattices (ii) Random networks random  (iii) Small-world networks (SWN) WS  and (iv) Scale-free networks (SFN) barabasi ; albert .

It has been observed that the degree distributions of nodes for two very important networks e.g., World-wide web web  which is a network of webpages (nodes) and the hyperlinks (links) among various pages and the internet network Faloutsos  of routers or autonomous systems follow power law as:

$$P(k)k^\gamma .$$
(1)
These networks are called Scale-free networks and the exponent $`\gamma `$ varies between 2 and 3 for these networks. Barabási and Albert (BA) proposed a simple model for an evolving SFN that has the following two essential ingredients, namely: (i) A network grows from an initial set of $`m_o`$ nodes with $`m<m_o`$ links among them. Further, at every time step a new node is introduced and is randomly connected to $`m`$ previous nodes. (ii) Any of these $`m`$ links of the new node introduced at time $`t`$ connects a previous node $`i`$ with an attachment probability $`\pi _i(t)`$ which is linearly proportional to the degree $`k_i(t)`$ of the $`i`$-th node at time $`t`$

$$\pi _i^{BA}(t)k_i(t).$$
(2)
For BA model $`\gamma =3`$ albert .

The physical distance, or the Euclidean distance between the nodes plays an important role in cases like electrical networks, internet or even in postal and transports networks etc. In these networks one tries to minimize the lengths of the connections e.g., electrical wires, ethernet cables or say travel distances of postal carriers. Static networks, in which connection probabilities depend on the Euclidean distance have already been considered in the context of small-world properties euclid . Recently a number of interesting works in the context of SFN have been published jost ; dorog .

Study of internet’s topological structure is important for designing efficient routing protocols and modelling internet traffic. Waxman model describes internet with exponentially decaying link length distribution: $`D(\mathrm{})exp(\mathrm{}/\mathrm{}_o)`$ Waxman . Faloutsos et. al. observed the scale-free degree distribution of the internet Faloutsos . Yook et. al. observed nodes of the router level network maps of North America are distributed on a fractal set and the link length distribution is inversely proportional to the link lengths yook1 . They also argued that a competition exists beteen the preferential attachment of the nodes and the weightage of the link lengths yook1 .

In this paper our aim is to study how a scale-free network defined on the Euclidean space behaves when the usual BA attachment probability as in eqn. (2) is modulated by a link length $`\mathrm{}`$ dependent factor $`\mathrm{}^\alpha `$. Our important observation is even for the uniform random distribution of nodes we obtain the power law variation of the link length distribution for all values of $`\alpha `$ including the empirically observed inverse variation where as the Waxman’s exponential behaviour is never observed. We argue that for a country with homogeneously distributed router density, our results seem to be important.

Specifically in two-dimensions, we consider an unit square area on the $`xy`$ plane. Randomly selected points within this area are the nodes of the network. The network grows by systematically introducing one node at a time with randomly chosen coordinates $`(x,y);0x,y<1`$ with uniform probabilities. The attachment probability that the new node introduced at time $`t`$ would be connected to its $`i`$-th predecessor $`(0it1)`$ is:

$$\pi _i(t)k_i(t)\mathrm{}^\alpha $$
(3)
where, $`\mathrm{}`$ is the Euclidean distance between the $`t`$-th and the $`i`$-th node and $`\alpha `$ is a continuously varying parameter.

The case with $`\alpha `$=0 is the usual BA model. For the negative values of $`\alpha `$, the largest value of the modulation factor $`\mathrm{}^\alpha `$ corresponds to the smallest value of $`\mathrm{}`$. Therefore, in the limit of $`\alpha \mathrm{}`$, only the smallest value of $`\mathrm{}`$ corresponding to the nearest node will contribute with probability one. Similarly, for $`\alpha >0`$ large $`\mathrm{}`$ values will be more probable and the limit of $`\alpha +\mathrm{}`$ corresponds to only non-zero contribution from the furthest node.

We start with only one initial node corresponding to $`m=m_o=1`$ and connect a new node to only one of its previous nodes. Therefore, every node has only one outgoing link $`(k_{out}=1)`$ but can have a number of incoming links $`(k_{in})`$. The network thus formed has a tree structure, without any loops. Similar to BA model we expect that the main results of our model should be robust with respect to the value of $`m_o`$ used albert .

The link lengths of this network vary over a wide range. We define $`D(\mathrm{})d\mathrm{}`$ as the probability that a randomly selected link has the length between $`\mathrm{}`$ and $`\mathrm{}+d\mathrm{}`$ and assume a power law distribution $`D(\mathrm{})\mathrm{}^\delta `$. Since the network with $`\alpha =0`$ has no length dependence and since the nodes are located in random positions in space with uniform probabilities, $`D(\mathrm{})`$ for $`\alpha =0`$ should depend only on the volume of the spherical shell between $`\mathrm{}`$ and $`\mathrm{}+d\mathrm{}`$ and $`D(\mathrm{})\mathrm{}^{d1}`$ in the $`d`$-dimensional space. For $`\alpha 0`$, this distribution is modified by the factor $`\mathrm{}^\alpha `$ of Eqn. 3 giving

$$D(\mathrm{})\mathrm{}^{\alpha +d1}$$
(4)
which implies $`\delta (\alpha )=\alpha +d1`$. Therefore at a particular value of $`\alpha =\alpha _c=1d`$, $`\delta (\alpha )=0`$ and the distribution is uniform in any dimension. $`D(\mathrm{})`$ grows with $`\mathrm{}`$ for $`\alpha >\alpha _c`$ and decays with $`\mathrm{}`$ for $`\alpha <\alpha _c`$. Growing, uniform and decaying distributions are shown in Fig. 2(a) for different values of $`\alpha `$ which confirm $`\alpha _c=1`$ in $`d=2`$. Similar calculations in $`d=1`$ show uniform distribution for $`\alpha _c=0`$.

Since we distribute nodes within the unit square and link lengths are measured using the periodic boundary conditions along both the $`x`$ and $`y`$ directions, the distance between any two nodes can be at most $`\mathrm{}_o=2^{1/2}`$. Consequently all orientations of links of lengths up to $`1/2`$ are equally likely. However links of lengths greater than $`1/2`$ have to be oriented more towards to the diagonal directions i.e., $`y=\pm x`$ lines to properly fit in and therefore their orientations are not equally likely. This anisotropic effect is observed in $`d`$=2 when $`D(\mathrm{})`$ decays at a faster rate for $`1/2<\mathrm{}<\mathrm{}_o`$ since isotropy of the orientation of these links is lost and therefore they are less probable. In contrast, we do not see such a region in one dimension in agreement with the theoretical analysis.

However, $`\delta (\alpha )`$ saturates at a minimum value $`\delta _m`$ below a certain value of $`\alpha `$ which is calculated exactly in the limit of $`\alpha \mathrm{}`$. Since, in this limit a new node is always connected to its closest neighbour, the probability that the $`t+1`$-th node has a link of length between $`\mathrm{}`$ and $`\mathrm{}+d\mathrm{}`$ is

$$D_t(\mathrm{})d\mathrm{}=a\mathrm{}^{d1}t(1b\mathrm{}^d)^{t1}d\mathrm{}$$
(5)
where $`b\mathrm{}^d`$ is the volume of a hypersphere in $`d`$ dimensions and $`a=bd`$. Therefore for a network evolved up to a time $`𝒯`$, the link length distribution of the whole network is

$$D(\mathrm{})d\mathrm{}=\mathrm{\Sigma }_{t=1}^𝒯D_t(\mathrm{})d\mathrm{}=a\mathrm{}^{d1}d\mathrm{}\mathrm{\Sigma }_{t=1}^𝒯t(1b\mathrm{}^d)^{t1}.$$
(6)
In the limit $`𝒯\mathrm{}`$ this series converges for large $`\mathrm{}`$ to $`D(\mathrm{})\mathrm{}^{d1}`$ giving $`\delta _m=(d+1)`$. However, for small $`\mathrm{}`$, $`D(\mathrm{})=c_1\mathrm{}^{d1}c_2\mathrm{}^{2d1}`$ ignoring higher order corrections where $`c_1O(t^2)`$ and $`c_2O(t^3)`$ for large $`t`$. This implies that $`D(\mathrm{})`$ must have a maximum at $`\mathrm{}𝒯^{1/d}`$ for all $`d>1`$ as verified below by the scaling analysis. For one dimension however no such maximum is expected and the power law decay starts right from the small values of $`\mathrm{}`$. Again since $`\delta `$ varies linearly with $`\alpha `$ as $`\delta (\alpha )=\alpha +d1`$ in general, the minimum value $`\delta _m`$ is attained at $`\alpha =2d`$ and remains same for smaller values of $`\alpha `$.

Our numerical findings nicely support these results: we check that $`\delta `$ saturates nearly at $`\delta _m=3`$ for $`\alpha <4`$ for $`d=2`$ and $`\delta _m=2`$ for $`\alpha <2`$ in $`d=1`$ (Fig. 2(b)). We look at the distribution in more detail in $`d=2`$ for small values of $`\mathrm{}`$. On decreasing $`\alpha `$ from -1 a maximum appears at $`\mathrm{}0.01`$ (Fig. 2(c)) i.e., as $`\mathrm{}`$ increases from zero the distribution grows very rapidly as a power law, reaches a maximum and then decays. For a particular value of $`\alpha `$, $`D(\mathrm{})`$ scales nicely with the duration $`𝒯`$ of growth as:

$$D(\mathrm{})𝒯^{1/2}𝒢(\mathrm{}𝒯^{1/2}).$$
(7)
In Fig. 2(c) we plot this collapsed data which fits very well to the following form of the scaling function:

$$𝒢(x)=a^{}x^b^{}/(x^2+c^{})^d^{}.$$
(8)
Values of all the constants $`a^{},b^{},c^{},d^{}`$ of this expression are dependent on $`\alpha `$. No such maximum in $`D(\mathrm{})`$ at the small values of $`\mathrm{}`$ is observed in one dimension.

We studied the cumulative degree distribution $`F(k)=_k^{\mathrm{}}P(k)𝑑kk^{1\gamma }`$ and assume the following scaling behaviour:

$$F(k,𝒯)𝒯^\eta (k/𝒯^\zeta )$$
(9)
where the scaling function $`(x)x^{1\gamma }`$ when $`x<<1`$ and $`(x)constant`$ for $`x>>1`$. This implies that $`\gamma =1+\eta /\zeta `$. For example for $`\alpha =1`$ at $`d`$=2 a good data collapse is obtained for $`\eta =1`$ and $`\zeta =1/2`$ giving $`\gamma =3`$ and the same result is obtained for all values of $`\alpha >1`$. However for $`\alpha <1`$ we see a stretched exponential variation $`P(k)exp(k^{\psi (\alpha )})`$ and $`\psi (\alpha )`$ increases to 1 i.e., to a pure exponential form at $`\alpha =\mathrm{}`$. It therefore appears that the transition from the stretched exponential to the scale-free behaviour is perhaps taking place at the specific value of $`\alpha _c=1`$ in $`d`$=2 and in general at $`\alpha _c=1d`$ in the $`d`$ dimension. However a similar study in one dimension shows all indications that $`\alpha _c`$ is very likely to be around -0.5, certainly greater than -1 but seems to be smaller than zero. Therefore we conjecture that $`\alpha _c=1d`$ though our numerical analysis in one dimention does not fully confirm this prediction. At the opposite limit of $`\alpha =\mathrm{}`$ i.e. when each node is connected to its farthest neighbour, the degree distribution is found to be exponentially decaying and it appears that it happens only at $`\alpha =\mathrm{}`$ since even at $`\alpha =40`$ we found scaling of the distribution.

We note a few more important properties of this network near $`\alpha _c`$. The first moment of the degree distribution $`k`$ is exactly 2 since the sum of the degrees of all nodes is 2$`𝒯`$ counting each link twice where as the number of nodes is $`𝒯+1`$. As the cut-off of the degree distribution varies as $`𝒯^\zeta `$ the $`k`$ is defined as $`_1^{𝒯^\zeta }kP(k)𝑑k/_1^{𝒯^\zeta }P(k)𝑑k`$. Assuming $`\gamma >2`$ the mean is $`(\gamma 1)/(\gamma 2)`$ in the large $`𝒯`$ limit. This gives $`\gamma =3`$ correctly. Since each node has exactly one outgoing link, the mean number of incoming links averaged over all nodes must be equal to 1. The fraction of nodes with nonzero incoming links should be 1-$`P(1)`$. In Fig. 3(a) we plot the variation of $`P(1)`$ with $`\alpha `$. This varies from 0.4777 at $`\alpha =\mathrm{}`$ to very close to 2/3 for $`\alpha >\alpha _c`$. Therefore the mean number of incoming links per node $`k_{in}(\alpha )`$ averaged over all nodes with $`k_{in}0`$ is $`𝒯/[(1P(1))𝒯]`$=3 for $`\alpha >\alpha _c`$. This is checked numerically. We also keep track of the variation of average link length $`\mathrm{}(\alpha )`$ as the characteristic distance of this system which is shown in Fig. 3(b). Since for $`\alpha <\alpha _c`$ smaller links are more probable, $`\mathrm{}(\alpha )`$ is very small and approaches zero as $`𝒯^{1/2}`$. For $`\alpha >\alpha _c`$, $`\mathrm{}(\alpha )`$ grows with $`\alpha `$. Finally the fraction of anisotropic links $`f(\mathrm{}>1/2)`$ also grows from zero at $`\alpha =\alpha _c`$.

The average degree of a node which is introduced at the time $`t`$ to a network which has grown up to a time $`𝒯`$ is denoted by $`k(t,𝒯)`$ and follows a power law variation with $`t`$ at large $`t`$ values as: $`k(t,𝒯)t^\beta `$. For BA network, $`\beta =1/2`$ is obtained dorog  and it is connected to the degree distribution exponent $`\gamma `$ by the relation: $`\beta (\gamma 1)=1`$. We have calculated $`k(t,𝒯)`$ in two dimensions for different values of $`\alpha `$ and in Fig. 4 we plot $`k(t,𝒯)t^{1/2}`$ vs. $`t`$ on a linear scale. We observe that for all values of $`\alpha >1`$ the plot is horizontal implying that $`\beta =1/2`$ for this range of $`\alpha `$ values.

To summarize, we studied a growing random network where the attachment probability $`\pi _i`$ to a previous node $`i`$ depends jointly on the degree of the node $`k_i`$ as well as on the $`\alpha `$-th power of the link-length $`\mathrm{}`$ as $`\pi _ik_i\mathrm{}^\alpha `$. By tuning $`\alpha `$ we find that for $`\alpha <\alpha _c`$, the degree distribution of the resulting network is stretched exponential whereas for $`\alpha >\alpha _c`$ the network is scale-free. We also observe that the link length distribution follows a power law: $`D(\mathrm{})\mathrm{}^\delta `$ for the whole range of the parameter $`\alpha `$ in contrast to the Waxman’s exponential distribution Waxman . The exponent $`\delta `$ grows linearly with $`\alpha `$ for $`\alpha 2d`$ and saturates at $`(d+1)`$ for $`\alpha <2d`$. Our interesting observation is when $`\alpha =d`$ the network has the property of real internet network where the link length distribution varies inversely with the link length.

We thank I. Bose, A. Chatterjee, S. Dasgupta and P. A. Sreeram for many useful discussions on network related problems. PS acknowledged financial support from DST grant SP/S2-M11/99.

Electronic Address: manna@boson.bose.res.in

parongama@vsnl.net