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# Generalization of geometric phase to completely positive maps

## Abstract

We generalize the notion of relative phase to completely positive maps with known unitary representation, based on interferometry. Parallel transport conditions that define the geometric phase for such maps are introduced. The interference effect is embodied in a set of interference patterns defined by flipping the environment state in one of the two paths. We show for the qubit that this structure gives rise to interesting additional information about the geometry of the evolution defined by the CP map.

Berry’s berry84  discovery of a geometric phase accompanying cyclic adiabatic evolution has triggered an immense interest in holonomy effects in quantum mechanics and has led to many generalizations. The restriction of adiabaticity was removed by Aharonov and Anandan aharonov87 , who pointed out that the geometric phase is due to the curvature of the projective Hilbert space. It was extended to noncyclic evolution by Samuel and Bhandari samuel88  (see also Refs. aitchison92 ), based on Pancharatnam’s pancharatnam56  work on interference of classical light in distinct states of polarization. Another development of geometric phase was initiated by Uhlmann uhlmann86  who introduced this notion to mixed quantal states. More recently another mixed state geometric phase in the particular case of unitary evolution was discovered in the context of interferometry sjoqvist00 .

The geometric phase has shown to be useful in the context of quantum computing as a tool to achieve fault-tolerance jones00 . For practical implementations of geometric quantum computing, it is important to understand the behavior of the geometric phase in the presence of decoherence. For this, we generalize in this Letter the idea in sjoqvist00  to completely positive (CP) maps, i.e. we define the relative (Pancharatnam) phase and introduce a notion of parallel transport with concomitant geometric phase for such maps. These generalized concepts reduces to that of sjoqvist00  in the case of unitary evolutions.

Let us first consider a Mach-Zehnder interferometer with a variable relative $`U(1)`$ phase $`\chi `$ in one of the interferometer beams (the reference beam) and assume that the interfering particles carry an additional internal degree of freedom, such as spin or polarization, in a pure state $`|k`$. The other beam (the target beam) is exposed to the unitary operator $`U_i`$, yielding the output interference pattern $`I1+\nu \mathrm{cos}(\chi \alpha )`$, which is completely determined by the complex quantity

$$\nu e^{i\alpha }=k|U_i|k.$$
(1)
Thus, by varying $`\chi `$, the relative phase $`\alpha `$ and visibility $`\nu `$ can be distinguished experimentally. We note that $`\alpha `$ is a shift in the maximum of the interference pattern, a fact that motivated Pancharatnam pancharatnam56  to define it as the relative phase between the internal states $`|k`$ and $`U_i|k`$ of the two beams.

Pancharatnam’s analysis was generalized in sjoqvist00  to mixed states undergoing unitary evolution as follows. Assume that the incoming particle is in a mixed internal state $`\rho =_{k=1}^Nw_k|kk|`$, where $`N`$ is the dimension of the internal Hilbert space. Each pure component $`|k`$ of this mixture contributes an interference profile given by $`k|U_i|k=\nu _ke^{i\alpha _k}`$ weighted by the its probability $`w_k`$ yielding $`I=_kw_kI_k1+_kw_k\nu _k\mathrm{cos}[\chi \alpha _k]`$. Noting that $`\text{Tr}(U_i\rho )=w_kk|U_i|k`$, this can also be written as $`I1+|\text{Tr}(U_i\rho )|\mathrm{cos}[\chi \mathrm{arg}\text{Tr}(U_i\rho )]`$. The key result is that the interference fringes, produced by varying the phase $`\chi `$, is shifted by $`\alpha =\mathrm{arg}\text{Tr}(U_i\rho )`$ and that this shift reduces to Pancharatnam’s original prescription for pure states. These two facts are the central properties for $`\alpha `$ being a natural generalization of Pancharatnam’s relative phase to mixed states undergoing unitary evolution. Furthermore, it is clear that the quantity that extends that of Eq. (1) to mixed states is

$$\nu e^{i\alpha }=\text{Tr}(U_i\rho ),$$
(2)
with visibility $`\nu =|\text{Tr}(U_i\rho )|`$.

Nonunitary evolution of a quantal state may be conveniently modeled by appending an environment in a pure state that we designate $`|0_e`$, i.e.

$$\varrho =\rho |0_e0_e|,$$
(3)
and letting the combined state evolve unitarily as $`\varrho \varrho ^{}=U_{ie}\varrho U_{ie}^{}`$ with given $`U_{ie}`$. The evolved density matrix of the internal part is obtained by tracing over this environment yielding

$$\rho ^{}=\text{Tr}_e\varrho ^{}=\underset{\mu }{}m_\mu \rho m_\mu ^{},$$
(4)
where the Kraus operators are $`m_\mu =\mu _e|U_{ie}|0_e`$ kraus83  in terms of an orthonormal basis $`\{|\mu _e\}`$, $`\mu =0,\mathrm{},K1N`$, of the $`K`$dimensional Hilbert space of the environment. This map $`\mathrm{\Lambda }`$ is completely positive (CP), i.e. it takes density operators into density operators, and all trivial extensions $`I\mathrm{\Lambda }`$ likewise. Conversely, any CP map has a Kraus representation of the form Eq. (4).

Using Eq. (2), the interference pattern for the incoming state in Eq. (3), evolved with $`U_{ie}`$ in the target beam, is described by

$`\nu _0e^{i\alpha _0}`$ $`=`$ $`\text{Tr}_{ie}\left[U_{ie}\varrho \right]=\text{Tr}_i\left[m_0\rho \right],`$ (5)
where we have used $`0_e|\mu _e=\delta _{0\mu }`$. The quantity $`\alpha _0`$ is a natural definition of relative phase as it shifts the maximum of the interference pattern and reduces to the phase defined in sjoqvist00  for unitarily evolving mixed states.

Since phase information has leaked from the system part, the interference information contained in Eq. (5) is only partial. The remaining part may be uncovered by flipping the state of the environment associated with the reference beam to an orthogonal state $`|\mu _e0_e`$ (Fig. 1) 111This assumes we have full control over the environment and that it is, e.g., an extra degree of internal freedom.. This transformation may be represented by the operator

$`U=\left(\begin{array}{cc}\hfill 0& \hfill 0\\ \hfill 0& \hfill 1\end{array}\right)U_{ie}+\left(\begin{array}{cc}\hfill e^{i\chi }& \hfill 0\\ \hfill 0& \hfill 0\end{array}\right)1_iF_{0_e\mu _e},`$ (10)
where the first matrix in each term represents the spatial part and the operator $`F_{0_e\mu _e}`$ flips $`|0_e`$ to $`|\mu _e0_e`$. Fig. 2 shows the equivalent quantum network. The interference pattern is determined by

$`\nu _\mu e^{i\alpha _\mu }`$ $`=`$ $`\text{Tr}_{ie}\left[U_{ie}\rho |0_e0_e|F_{0_e\mu _e}^{}\right]`$ (11)
$`=`$ $`\text{Tr}_{ie}\left[U_{ie}\rho |0_e\mu _e|\right]=\text{Tr}_i\left[m_\mu \rho \right]`$
for each $`\mu =1,\mathrm{},K1`$. The set $`\{\nu _\mu e^{i\alpha _\mu }\}`$, $`\mu =0,\mathrm{},K1`$, contains maximal information about the interference effect associated with the CP map, by measuring on the system alone. For unitarily evolving mixed states one obtains $`\nu _\mu =\delta _{0\mu }`$, due to orthogonality of the environmental states, and the surviving interference pattern Eq. (5) reduces to that of sjoqvist00 .

The results above can be derived by considering purifications. We may lift $`\varrho `$ in Eq. (3) to a purified state $`|\mathrm{\Psi }`$ by attaching an ancilla according to

$$|\mathrm{\Psi }=\underset{k}{}\sqrt{w_k}|k_i|0_e|k_a$$
(12)
with $`\{|k_a\}`$ a basis in an auxiliary Hilbert space of dimension at least as large as that of the internal Hilbert space. This state is mapped by the operators $`U=U_{ie}I_a`$ and $`F=I_iF_{0_e\mu _e}I_a`$ in the target and reference beam, respectively, i.e.

$`|\mathrm{\Psi }_{\text{tar}}`$ $`=`$ $`{\displaystyle \underset{k}{}}\sqrt{w_k}\left[U_{ie}|k_i|0_e\right]|k_a,`$
$`|\mathrm{\Psi }_{\text{ref}}`$ $`=`$ $`{\displaystyle \underset{k}{}}\sqrt{w_k}|k_i\left[F_{0_e\mu _e}|0_e\right]|k_a,`$ (13)
Their inner-product becomes

$`\mathrm{\Psi }_{\text{ref}}|\mathrm{\Psi }_{\text{tar}}={\displaystyle \underset{k}{}}w_kk_i|0_e|F_{0_e\mu _e}^{}U_{ie}|0_e|k_i`$
$`={\displaystyle \underset{k}{}}w_kk_i|m_\mu |k_i=\text{Tr}_i(m_\mu \rho )`$ (14)
in agreement with Eqs. (5) and (11).

To illustrate the above, let us consider the depolarization channel preskill  acting on a qubit in the initial state $`\rho =\frac{1}{2}(I+𝒓𝝈)`$, where $`𝒓=(x,y,z)`$ is the Bloch vector with the length $`|𝒓|1`$, $`𝝈=(\sigma _x,\sigma _y,\sigma _z)`$ are the standard Pauli matrices, and $`I`$ is the $`2\times 2`$ unit matrix. We will model this with the Kraus operators

$`m_0=\sqrt{1p}I,`$ $`m_1=\sqrt{p/3}\sigma _x,`$
$`m_2=\sqrt{p/3}\sigma _y,`$ $`m_3=\sqrt{p/3}\sigma _z`$ (15)
that map $`\rho \rho ^{}=\frac{1}{2}(I+𝒓^{}𝝈)`$. Here, $`m_1`$, $`m_2`$, and $`m_3`$, correspond to bit flip, both bit and phase flip, and phase flip, respectively. $`p`$ is the probability that one of these errors occurs and it determines the shrinking factor $`|𝒓^{}|/|𝒓|=(14p/3)`$ of the Bloch vector. Exposing the depolarization channel to one of the interferometer beams, the interference pattern is determined by Eq. (5) as

$`\nu _0e^{i\alpha _0}=\text{Tr}_i(\rho m_0)=\sqrt{1p}.`$ (16)
This quantity is real and positive so that $`\alpha _0=0`$, thus the channel only reduces the visibility by the factor $`\sqrt{1p}`$. If the state of the environment is flipped to any of the other $`|\mu _e`$’s the interference pattern Eq. (11) is determined by

$`\nu _\mu e^{i\alpha _\mu }=\text{Tr}_i(\rho m_\mu )=\sqrt{{\displaystyle \frac{p}{3}}}r_\mu ,`$ (17)
where $`r_\mu =x,y,z`$ for $`\mu =1,2,3`$, respectively. These are also real and positive so that $`\alpha _\mu =0`$. The only effect is a nonvanishing visibility proportional to the probability amplitude $`\sqrt{p/3}`$ associated with the corresponding error. The absence of phase shifts can be understood from the fact that the depolarization channel only shrinks the length of the Bloch vector.

Another illustration of the general formalism above is provided by the amplitude damping channel preskill , which models, e.g., the decay of an atom from one of its excited states to its ground state by emitting a photon. It may be described by the Kraus operators

$`m_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}(I+\sigma _z)+{\displaystyle \frac{\sqrt{1p}}{2}}(I\sigma _z),`$
$`m_1`$ $`=`$ $`{\displaystyle \frac{\sqrt{p}}{2}}(\sigma _x+i\sigma _y),`$ (18)
where $`p`$ is the decay probability. When no photon has been emitted in the reference beam the interference pattern is determined by

$$\nu _0e^{i\alpha _0}=\text{Tr}_i(\rho m_0)=\frac{1}{2}\left(1+\sqrt{1p}+z[1\sqrt{1p}]\right),$$
(19)
which is real and positive so that $`\alpha _0=0`$, and only the visibility $`\nu _0`$ is affected anisotropically by the channel. On the other hand, if a photon has been emitted in the reference beam, we obtain

$$\nu _1e^{i\alpha _1}=\text{Tr}_\text{i}(\rho m_1)=\frac{\sqrt{p}}{2}(x+iy),$$
(20)
being dependent only upon the $`xy`$ projection of the initial Bloch vector. Here, the visibility decrease is proportional to the decay probability amplitude $`\sqrt{p}`$ and there is a shift in the interference oscillations determined by the angle of the $`xy`$ projection to the $`x`$ axis. By checking whether or not there is a photon in the reference beam it should be possible experimentally to distinguish the two interference patterns determined by Eqs. (19) and (20) by post-selection.

In the general case, it is convenient to make a polar decomposition of $`m_\mu `$ such that

$$m_\mu =h_\mu u_\mu ,$$
(21)
where $`h_\mu `$ is Hermitian and positive, and $`u_\mu `$ is unitary. The action of each $`m_\mu `$ is uniquely defined up to $`N`$ phase factors by the evolution of the system’s density operator. This ambiguity must be associated with the corresponding unitarity $`u_\mu `$ as the Hermitian part is unique.

Let us clarify this point for a qubit, where we may write $`u_\mu =e^{i\theta _\mu 𝒆_\mu 𝝈}`$ and $`h_\mu =a_\mu +𝒃_\mu 𝝈`$. It is possible to evaluate Eq. (11) for $`\rho =\frac{1}{2}(I+𝒓𝝈)`$ yielding

$`\nu _\mu e^{i\alpha _\mu }`$ $`=`$ $`(a_\mu +𝒓𝒃_\mu )\mathrm{cos}\theta _\mu +(𝒓\times 𝒆_\mu )𝒃_\mu \mathrm{sin}\theta _\mu `$ (22)
$`i(𝒆_\mu 𝒃_\mu +a_\mu 𝒓𝒆_\mu )\mathrm{sin}\theta _\mu .`$
Now, with $`𝒓=r𝒏`$ the density operator is unaffected by the change $`u_\mu u_\mu e^{i\gamma _\mu 𝒏𝝈}`$ as the additional part commutes with $`\rho `$. However, the interference pattern is determined by this new unitarity and therefore changes according to

$`\mathrm{cos}\theta _\mu `$ $``$ $`\mathrm{cos}\stackrel{~}{\theta }_\mu =\mathrm{cos}\theta _\mu \mathrm{cos}\gamma _\mu 𝒆_\mu 𝒏\mathrm{sin}\theta _\mu \mathrm{sin}\gamma _\mu `$
$`𝒆_\mu \mathrm{sin}\theta _\mu `$ $``$ $`\stackrel{~}{𝒆}_\mu \mathrm{sin}\stackrel{~}{\theta }_\mu =𝒏\mathrm{cos}\theta _\mu \mathrm{sin}\gamma _\mu `$ (23)
$`+𝒆_\mu \mathrm{sin}\theta _\mu \mathrm{cos}\gamma _\mu +𝒆_\mu \times 𝒏\mathrm{sin}\theta _\mu \mathrm{sin}\gamma _\mu ,`$
where $`u_\mu e^{i\gamma _\mu 𝒏𝝈}=e^{i\stackrel{~}{\theta }_\mu \stackrel{~}{𝒆}_\mu 𝝈}`$.

The phase ambiguity can be removed by introducing a notion of parallel transport and concomitant geometric phases for a continuous (time) parametrization of the CP map. For each interference pattern, the $`N`$ parallel transport conditions read

$$k|\stackrel{~}{u}_\mu ^{}(t)\dot{\stackrel{~}{u}}_\mu (t)|k=0,k=1,\mathrm{}N,$$
(24)
where we have decomposed $`m_\mu (t)=h_\mu (t)u_\mu (t)=h_\mu (t)v_\mu \stackrel{~}{u}_\mu (t)`$ with $`v_\mu =u_\mu (0)`$ completely specified by the channel, $`\stackrel{~}{u}_\mu (0)=1`$, and we have assumed $`h_\mu (0)=\delta _{\mu 0}`$. These conditions naturally extend those in Eq. (13) of sjoqvist00  to the case of CP maps. They are sufficient and necessary to arrive at a unique notion of geometric phase in the context of single-particle interferometry. The set of these geometric phases for $`\mu =0,\mathrm{},K1`$ provides the complete geometric picture of the CP map in interferometry, given the unitary representation.

Now, let us assume for simplicity that $`h_\mu `$ and $`\rho `$ diagonalize in the same basis $`\{|k\}`$ for all $`t0`$. In the cyclic case, where for each $`k`$ we have $`\stackrel{~}{u}_\mu :|ke^{i\beta _k^\mu }|k`$, $`\beta _k^\mu `$ being the corresponding cyclic pure state geometric phase, the interference pattern is given by

$`\nu _\mu e^{i\mathrm{\Phi }_\mu }={\displaystyle \underset{k}{}}w_kk|h_\mu |kk|v_\mu |ke^{i\beta _k^{(\mu )}},`$ (25)
where all $`k|h_\mu |k0`$ are real-valued as $`h_\mu `$ is Hermitian and positive.

Let us use Eq. (25) to compute the geometric phase for a qubit with $`r0`$ in the depolarization channel with a unitary rotation added. Thus, we replace the Kraus operators $`m_\mu `$ in Eq. (15) by $`m_\mu \stackrel{~}{u}`$ with $`\stackrel{~}{u}`$ being an $`SU(2)`$ operator that fulfills the parallel transport conditions Eq. (24). Here, $`h_\mu `$ is diagonal for all Kraus operators, $`(v_1,v_2,v_3)=(\sigma _x,\sigma _y,\sigma _z)`$, and $`\stackrel{~}{u}_\mu =\stackrel{~}{u}`$ for all $`\mu `$. For cyclic $`\stackrel{~}{u}`$, the interference patterns are determined by

$`\nu _0e^{i\mathrm{\Phi }_0}`$ $`=`$ $`\sqrt{1p}(\mathrm{cos}(\mathrm{\Omega }/2)+ir\mathrm{sin}(\mathrm{\Omega }/2))`$
$`\nu _1e^{i\mathrm{\Phi }_1}`$ $`=`$ $`0`$
$`\nu _2e^{i\mathrm{\Phi }_2}`$ $`=`$ $`0`$
$`\nu _3e^{i\mathrm{\Phi }_3}`$ $`=`$ $`\sqrt{p/3}(r\mathrm{cos}(\mathrm{\Omega }/2)+i\mathrm{sin}(\mathrm{\Omega }/2))`$ (26)
with $`\mathrm{\Omega }`$ the solid angle enclosed by the loop on the Bloch sphere. The first interference pattern is precisely that obtained in sjoqvist00  modified by a visibility factor $`\sqrt{1p}`$. $`\nu _1`$ and $`\nu _2`$ vanish since the corresponding errors involve bit flips. Surprisingly, the pure phase flip in the last interference pattern introduces a nontrivial change in the appearance of $`r`$. This is due to the fact that this phase flip introduces an additional relative sign between the weights of the pure state interference patterns and is purely an effect of the decoherence.

We may also consider the case where $`\stackrel{~}{u}`$ takes $`|0|1`$ and vice versa. Any such $`\stackrel{~}{u}`$ fulfilling the parallel transport conditions Eq. (24) may be written as $`e^{i(\pi /2)[\mathrm{cos}\phi \sigma _x+\mathrm{sin}\phi \sigma _y]}`$. Here, only the errors containing bit flips produce a nonvanishing interference effect that can be interpreted geometrically by noting that the $`SU(2)`$ error operators $`iv_1`$ and $`iv_2`$ are themselves taking $`|0|1`$ and $`|1|0`$ along geodesics intersecting the $`y`$ and $`x`$ axis, respectively. Thus, $`iv_1\stackrel{~}{u}`$ defines a closed loop on the Bloch sphere that encloses the solid angle $`2\pi 2\phi `$, yielding

$`\nu _1e^{i\mathrm{\Phi }_1}`$ $`=`$ $`i\sqrt{{\displaystyle \frac{p}{3}}}\left[{\displaystyle \frac{1+r}{2}}0|iv_1\stackrel{~}{u}|0+{\displaystyle \frac{1r}{2}}1|iv_1\stackrel{~}{u}|1\right]`$ (27)
$`=`$ $`\sqrt{{\displaystyle \frac{p}{3}}}e^{i\pi /2}(\mathrm{cos}\phi +ir\mathrm{sin}\phi ).`$
Similarly, $`iv_2\stackrel{~}{u}`$ defines the solid angle $`3\pi 2\phi `$, so that the interference pattern is determined by

$`\nu _2e^{i\mathrm{\Phi }_2}`$ $`=`$ $`i\sqrt{{\displaystyle \frac{p}{3}}}\left[{\displaystyle \frac{1+r}{2}}0|iv_2\stackrel{~}{u}|0+{\displaystyle \frac{1r}{2}}1|iv_2\stackrel{~}{u}|1\right]`$ (28)
$`=`$ $`\sqrt{{\displaystyle \frac{p}{3}}}e^{i\pi }(r\mathrm{cos}\phi +i\mathrm{sin}\phi ).`$
Again, there is a nontrivial change in the appearance of $`r`$ in the last expression due to the fact that this error also contains a phase flip.

To summarize, we have provided a generalization of the notion of relative phase to completely positive maps with known unitary representation, based on interferometry. We have further introduced parallel transport conditions that define the geometric phase for such maps. The interference effect is embodied in a set of interference patterns defined by flipping the environment state in one of the two particle beams. We have shown in the qubit case that this structure gives rise to interesting additional information about the geometry of the evolution defined by the CP map. We hope that this work will trigger new experiments on geometric phases for quantal systems exposed to environmental interactions.

We would like to thank Artur Ekert for useful discussions. The work by E.S. was financed by the Swedish Research Council. D.K.L.O acknowledges the support of CESG (UK) and QAIP grant IST-1999-11234.

Note added: After completing this work, it has come to our knowledge that Peixoto de Faria et al. peixoto02  have arrived at the interference pattern described by Eq. (5) in the context of measurement theory.


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# Light Gluino, Light Bottom Squark Scenario, and LEP Predictions

## Abstract

The scenario of light gluinos and light sbottoms was advocated to explain the discrepancy between the measured and theoretical production of $`b`$ quarks at the Tevatron. This scenario will have model-independent predictions for $`Zq\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ at the $`Z^0`$-pole, and $`e^+e^{}q\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ at LEPII. We show that the data for $`Zq\overline{q}g^{}q\overline{q}b\overline{b}`$ at LEPI cannot constrain the scenario, because the ratio $`\mathrm{\Gamma }(Zq\overline{q}\stackrel{~}{g}\stackrel{~}{g})/\mathrm{\Gamma }(Zq\overline{q}g^{}q\overline{q}b\overline{b})=0.150.04`$ for $`m_{\stackrel{~}{g}}=1216`$ GeV is smaller than the uncertainty of the data. However, at LEPII the ratio $`\sigma (e^+e^{}q\overline{q}\stackrel{~}{g}\stackrel{~}{g})/\sigma (e^+e^{}q\overline{q}g^{}q\overline{q}b\overline{b})0.40.2`$ for $`m_{\stackrel{~}{g}}=1216`$ GeV, which may give an observable excess in $`q\overline{q}b\overline{b}`$ events; especially, the $`4b`$ events.

preprint: NSC-NCTS-020531

Weak-scale supersymmetry is the leading candidate for physics beyond the standard model (SM). Supersymmetry (SUSY) is built on a solid theoretical and mathematical foundation. It is also well-motivated as an elegant solution to the gauge hierarchy problem and has merits of gauge-coupling unification, dynamical electroweak-symmetry breaking, and providing a legitimate candidate for dark matter. The search for SUSY will be a major goal at future collider experiments, and in precision measurements, such as $`g2`$ and electric dipole moments report .

One of the long-standing problems in heavy flavors is the excess in hadronic production of $`b`$ quarks recorded by both Collider Detector at Fermilab (CDF) and DØ Collaborations cdf-d0 . The data is about a factor of 2 larger than the prediction by the most optimal choice of parameters in perturbative QCD (here optimal means that the parameters such as $`b`$-quark mass $`m_b`$, the factorization scale $`\mu `$ have been tuned to maximize the prediction) foot1 . Such a discrepancy was recently interpreted by Berger et al. berger  in the scenario of light gluinos and light sbottoms. Light gluinos of mass between $`1216`$ GeV are pair-produced by $`q\overline{q}`$ and $`gg`$ fusion processes. These are QCD processes and the cross sections are similar to $`b`$-quark production. The gluinos undergo subsequent decays $`\stackrel{~}{g}b\stackrel{~}{b}_1^{}/\overline{b}\stackrel{~}{b}_1`$, where the sbottom has a mass $`25.5`$ GeV. Therefore, in the final state there are $`b\overline{b}+\stackrel{~}{b}_1\stackrel{~}{b}_1^{}`$, in which the sbottom either remains stable or decays into other light hadrons (e.g. via $`R`$-parity violating couplings) and goes into the $`b`$-jet. Thus, gluino-pair production gives rise to inclusive $`b`$-quark cross section. The mass ranges are chosen so as to reproduce both the total cross section and the transverse momentum spectrum of the $`b`$-quark. Before Berger et al.’s work, there have been some studies in the light sbottom and/or light gluino scenario new . However, such a scenario cannot be ruled out, unless there exists a sneutrino of at most 1–2 GeV.

A light gluino can be established in some moduli-dominated SUSY-breaking models, and can even be the LSP model . The gluino-LSP scenario was studied in Ref. me  (the gluino-NLSP scenario was studied in Ref. raby .) The light-gluino scenario is consistent with cosmological constraints and does not affect the precision data as long as the squarks are heavy. However, the implication would be very different if both the gluino and sbottom are light. Therefore, the first impression to Berger et al.’s scenario would be that the scenario easily contradicts other experiments, especially the $`Z^0`$-pole data because of the light sbottom, as well as the collider search for light gluinos.

Berger et al. berger  can defend their scenario by arguing that (i) all previous light gluino limits are not applicable because either the mass range is different or the decay channel of the gluino is different, and (ii) the mixing angle of $`\stackrel{~}{b}_L`$ and $`\stackrel{~}{b}_R`$ can be tuned to a value such that the tree-level coupling of $`\stackrel{~}{b}_1`$ to $`Z`$ is negligible so as not to upset the $`Z`$ observables. However, Cao et al. cao  showed that such a light gluino and a light sbottom will contribute significantly to $`R_b`$ via one-loop gluino-sbottom diagrams. In order to suppress such contributions, the second $`\stackrel{~}{b}_2`$ has to be lighter than about 125 GeV (at $`2\sigma `$ level) in order to cancel the contribution of $`\stackrel{~}{b}_1`$ in the gluino-sbottom loop. Cho cho  extended the analysis to the whole set of electroweak precision data and took into account the stop contributions because of the SU(2)L symmetry. He found a similar conclusion that the $`\stackrel{~}{b}_2`$ must be lighter than about 180 GeV at $`5\sigma `$ level and the left-right mixing of the stop must be sufficiently large. On the other hand, Baek baek  showed that such constraints can be relaxed if CP-violating phases are allowed in the model.

The light gluino and light sbottom scenario will certainly give rise to other interesting signals, e.g., decay of $`\chi _b`$ into the light sbottom lee , enhancement of $`t\overline{t}b\overline{b}`$ production at hadron colliders rain , decay of $`\mathrm{{\rm Y}}`$ into a pair of light sbottoms cla , and flavor-changing effects in radiative decays of $`B`$ mesons becher . As mentioned by Berger et al. berger , a light-gluino analysis was done by Baer, Cheung and Gunion me , in which the gluino is assumed the LSP. Here in this work we modify the analysis by letting the light gluino decay into $`b`$ and $`\stackrel{~}{b}_1`$, and study the possible constraint and implication at LEP.

In this Letter, we calculate the associated production of a gluino-pair with a $`q\overline{q}`$ pair and compare to the SM prediction of $`q\overline{q}b\overline{b}`$ at both LEPI and LEPII (here $`q`$ refers to the sum over $`u,d,s,c,b`$ and we use the massless quark approximation). We show that the current data from LEPI are not precise enough to constrain Berger et al.’s scenario. On the other hand, at LEPII ($`\sqrt{s}=189209`$ GeV) the $`q\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ production cross section is about $`4020\%`$ of the SM production of $`q\overline{q}b\overline{b}`$, which may be large enough to produce an observable excess in $`q\overline{q}b\overline{b}`$ events. Similar conclusions can also be drawn on the $`4b`$ production. Such results are model-independent. If Berger et al.’s scenario is correct, the above prediction is unavoidable. We, therefore, urge our experimental colleagues at LEP to analyze the $`q\overline{q}b\overline{b}`$ and $`4b`$ channels.

At the $`Z^0`$-pole, the lowest-order model-independent channel to produce a gluino-pair is via a gluon-splitting coming off a quark or anti-quark, as shown in Fig. 1(a). It is followed by the subsequent decay of gluino $`\stackrel{~}{g}b\stackrel{~}{b}_1^{}/\overline{b}\stackrel{~}{b}_1`$, and therefore, it will give rise to $`q\overline{q}b\overline{b}`$ production. The LEP Collaborations had measured a gluon-splitting process $`Zq\overline{q}g^{}q\overline{q}b\overline{b}`$ at the $`Z^0`$-pole aleph ; opal ; delphi . The data are given as

$$\frac{\mathrm{\Gamma }(Zq\overline{q}g^{}q\overline{q}b\overline{b})}{\mathrm{\Gamma }(Z\mathrm{hadrons})}=\{\begin{array}{cc}(2.77\pm 0.42\pm 0.57)\times 10^3\hfill & \hfill \text{ALEPH}\\ (3.07\pm 0.53\pm 0.97)\times 10^3\hfill & \hfill \text{OPAL}\\ (3.3\pm 1.0\pm 0.8)\times 10^3\hfill & \hfill \text{DELPHI I}\\ (2.1\pm 1.1\pm 0.9)\times 10^3\hfill & \hfill \text{DELPHI II}\end{array}.$$

The above data have been corrected for acceptance and cut efficiencies by each experiment. We combine the above data assuming that the errors are gaussian, each data has equal weights, and the data are uncorrelated. We obtain the average and the $`1\sigma `$ error as

$$\frac{\mathrm{\Gamma }(Zq\overline{q}g^{}q\overline{q}b\overline{b})}{\mathrm{\Gamma }(Z\mathrm{hadrons})}=(2.83\pm 0.51)\times 10^3.$$
(1)
The Feynman diagrams that contribute to the gluon-splitting production of $`Zq\overline{q}g^{}q\overline{q}b\overline{b}`$ are shown in Fig. 1(b). The Feynman diagrams in Fig. 1(c) contribute to the same final state but can be easily separated from those in (b) by an invariant mass cut on $`m_{q\overline{q}}`$. In the calculation, we have chosen $`m_b=4.25`$ GeV and the strong running coupling is evaluated at $`Q^2=m_{b\overline{b}}^2`$, which is the offshellness in the virtual gluon. We obtain in the SM

$$\frac{\mathrm{\Gamma }(Zq\overline{q}g^{}q\overline{q}b\overline{b})}{\mathrm{\Gamma }(Z\mathrm{hadrons})}|_{\mathrm{SM}}=2.81\times 10^3,$$
(2)
where we take the total hadronic width of the $`Z`$, $`\mathrm{\Gamma }_{\mathrm{had}}=1.745`$ GeV lep-wg . It agrees well with the data in Eq. (1).

Now we proceed to calculate $`Zq\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ to see if it would contribute at a level larger than the uncertainty of the data. However, we found that

$$\frac{\mathrm{\Gamma }(Zq\overline{q}\stackrel{~}{g}\stackrel{~}{g})}{\mathrm{\Gamma }(Z\mathrm{hadrons})}=(0.430.12)\times 10^3$$
(3)
for $`m_{\stackrel{~}{g}}=1216`$ GeV. We have chosen $`\alpha _s(Q^2=m_{\stackrel{~}{g}\stackrel{~}{g}}^2)`$ analogous to the $`b\overline{b}`$ calculation above. It implies that $`\mathrm{\Gamma }(Zq\overline{q}\stackrel{~}{g}\stackrel{~}{g})`$ is only a small fraction (15% – 4% for $`m_{\stackrel{~}{g}}=1216`$ GeV) of $`\mathrm{\Gamma }(Zq\overline{q}g^{}q\overline{q}b\overline{b})`$, plus it is less than the $`1\sigma `$ uncertainty. We conclude that the present LEPI data cannot constrain the scenario. This gluino-pair production is independent of any mixing parameters.

The DELPHI Collaboration delphi  also measured the $`4b`$ production due to the gluon-slitting. The statistics is even lower. We would expect $`Zb\overline{b}\stackrel{~}{g}\stackrel{~}{g}`$ to be subdominant, very similar to the $`q\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ case. We do not pursue it further.

At LEPII, the situation would be different because of higher energies and more phase space. We show the cross section of $`\sigma (e^+e^{}q\overline{q}\stackrel{~}{g}\stackrel{~}{g})`$ versus $`m_{\stackrel{~}{g}}=1020`$ GeV for $`\sqrt{s}=189,209`$ GeV in Fig. 2(a). In general, there are two factors affecting the cross section: (i) this is a $`s`$-channel process as far as the initial $`e^+e^{}`$ is concerned, and so the cross section decreases with $`\sqrt{s}`$, and (ii) as $`\sqrt{s}`$ increases more phase space is available for the massive gluinos. The cross sections for $`\sigma (e^+e^{}q\overline{q}g^{}q\overline{q}b\overline{b})`$ with $`m_b=4.25`$ GeV are $`0.19`$ and $`0.17`$ pb at $`\sqrt{s}=189`$ and $`209`$ GeV, respectively.

In Fig. 2(b), we plot the ratio

$$R_{\stackrel{~}{g}}\frac{\sigma (e^+e^{}q\overline{q}\stackrel{~}{g}\stackrel{~}{g})}{\sigma (e^+e^{}q\overline{q}g^{}q\overline{q}b\overline{b})}$$

for $`m_{\stackrel{~}{g}}=1020`$ GeV. For the mass range of interest, $`m_{\stackrel{~}{g}}=1216`$ GeV, the ratio at $`\sqrt{s}=189(209)`$ GeV is

$$R_{\stackrel{~}{g}}=\{\begin{array}{cc}0.38(0.41)\hfill & \text{for }m_{\stackrel{~}{g}}=12\text{ GeV}\hfill \\ 0.26(0.28)\hfill & \text{for }m_{\stackrel{~}{g}}=14\text{ GeV}\hfill \\ 0.18(0.20)\hfill & \text{for }m_{\stackrel{~}{g}}=16\text{ GeV}.\hfill \end{array}$$
(4)
Since the rate for gluino-pair production is about $`4020`$% of the SM prediction, we would expect an observable excess in $`q\overline{q}b\overline{b}`$ events at LEPII. We note that the ratio for $`\sigma (e^+e^{}b\overline{b}\stackrel{~}{g}\stackrel{~}{g})/\sigma (e^+e^{}b\overline{b}g^{}b\overline{b}b\overline{b})`$ is very similar. Though the $`4b`$ final state would be more spectacular, the statistics would be a few times lower.

In Fig. 3, we show the angular separation among the final state particles. The decay products of each gluino, i.e., a $`b`$-quark and a sbottom, are very close to each other with $`\mathrm{cos}\theta `$ peak at above $`0.9`$. Experimentally it may be very difficult to separate them. Thus, the sbottom will simply go almost along with the $`b`$-quark. The final state then looks like a $`q\overline{q}b\overline{b}`$. In Fig. 3, we also show the cosine of the opening angle between the $`q\overline{q}`$ pair, between the gluino pair before they decay, and between the $`b`$-quarks decaying from the gluinos. The $`q\overline{q}`$ pair is back-to-back while the $`b`$-quarks are very close to each other. In addition, the $`q`$ and $`\overline{q}`$ are very energetic while the two $`b`$’s are soft. This event topology is very similar to that of the SM gluon-splitting process. Thus, we expect the selection efficiencies of the SM gluon-splitting process and the gluino-pair production are very similar.

So far, throughout the analysis we used a value $`m_b=4.25`$ GeV, somewhat lower than the value employed in Refs. cdf-d0 ; berger . The main reason is to make the SM prediction in Eq. (2) close enough to the $`Z^0`$-pole data in Eq. (1). If we used $`m_b=4.75`$ GeV, the SM prediction would be lower but still within $`1.2\sigma `$ of the data in Eq. (1). Therefore, the data in Eq. (1) could not indicate any excess at a significant level. On the other hand, if we change $`m_b=4.75`$ GeV in the LEPII calculation, the results change slightly, giving a slightly larger ratio $`R_{\stackrel{~}{g}}`$ of Eq. (4):

$$R_{\stackrel{~}{g}}=\{\begin{array}{cc}0.45(0.49)\hfill & \text{for }m_{\stackrel{~}{g}}=12\text{ GeV}\hfill \\ 0.31(0.34)\hfill & \text{for }m_{\stackrel{~}{g}}=14\text{ GeV}\hfill \\ 0.21(0.24)\hfill & \text{for }m_{\stackrel{~}{g}}=16\text{ GeV}\hfill \end{array}$$
(5)
at $`\sqrt{s}=189(209)`$ GeV for $`m_b=4.75`$ GeV. The observability of excess in $`q\overline{q}b\overline{b}`$ events increases. The result in Eq. (4) would then be more conservative.

There is another process similar to the one shown in Fig. 1(b) with $`q,\overline{q}`$ replaced by $`\stackrel{~}{b}_1,\stackrel{~}{b}_1^{}`$. However, $`\stackrel{~}{b}_1`$ couples to the photon with an electric charge $`1/3`$ but not to the $`Z`$ in Berger et al.’s scenario. Furthermore, it is a scalar. We, therefore, expect this process to be sub-dominant to the one that we are considering here. Nevertheless, it gives an additional, yet small, contribution to the excess in $`q\overline{q}b\overline{b}`$ events.

The effect of including the light gluino and sbottom into the running of the strong coupling constant is rather mild chiang . The difference in $`\alpha _s`$ is only 6% (3%) when we run the scale down from $`M_Z`$ to $`24`$ GeV $`(M_Z/2)`$. Thus, this will not affect our result significantly.

Each LEP experiment recorded more than $`600\mathrm{pb}^1`$ luminosity for energy between 183 and 209 GeV, with most luminosity at 189 and 207 GeV lep-wg . With a total luminosity more than $`2\mathrm{fb}^1`$ collected by four experiments, there should be sufficient number of $`q\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ signal events above the gluon-splitting background. However, at energies above $`2M_W`$ other backgrounds such as $`WW,ZZ4\mathrm{jets}`$ have to be discriminated also. Since the $`q\overline{q}`$ pair is back-to-back and energetic while $`\stackrel{~}{g}\stackrel{~}{g}`$ or $`b\overline{b}`$ pair tends to soft and rather close to each other, one can make use of this event topology to discriminate the signal from the 4-jet events of $`WW`$ or $`ZZ`$ decays. Contamination from gluon-splitting into other light quarks can be reduced by displaced vertices. Detailed detector-dependent analysis is beyond the scope of the present paper.

After selective cuts to reduce backgrounds, the number of gluon-splitting $`e^+e^{}q\overline{q}g^{}q\overline{q}b\overline{b}`$ events can be counted. If an excess in such events is observed, it may be due to gluino-pair production followed by the gluino decay $`\stackrel{~}{g}b\stackrel{~}{b}_1^{}/\overline{b}\stackrel{~}{b}_1`$ that is discussed in the present paper foot2 . Such a scenario of light gluinos and light sbottoms is advocated by Berger et al. to explain the excess in $`b`$-quark production at the Tevatron. In Fig. 2 and in Eq. (4), we have shown that the gluino-pair production is a significant fraction of the production of $`q\overline{q}b\overline{b}`$ by gluon-splitting. In principle, it should be observed if the light gluino and light sbottom scenario is correct. This prediction is independent of the light sbottom coupling to $`Z`$ boson, the mass of the second $`\stackrel{~}{b}_2`$, or the $`\stackrel{~}{b}_L\stackrel{~}{b}_R`$ mixing angle.

In this Letter, we have calculated the associated production of a gluino-pair with a $`q\overline{q}`$ pair and compared to the SM prediction of $`q\overline{q}b\overline{b}`$ at both LEPI and LEPII. We have shown that the current data from LEPI are not precise enough to constrain Berger et al.’s scenario. On the other hand, at LEPII the $`q\overline{q}\stackrel{~}{g}\stackrel{~}{g}`$ production is about $`4020\%`$ of the SM production of $`q\overline{q}b\overline{b}`$ by gluon-splitting, which may be large enough to produce an observable excess in $`q\overline{q}b\overline{b}`$ events. A similar conclusion can also be drawn on the $`4b`$ production. If Berger et al.’s scenario is correct, the prediction here is unavoidable. We, therefore, urge our experimental colleagues at LEP to analyze the gluon-splitting $`q\overline{q}b\overline{b}`$ and $`4b`$ events. Wishfully, this is a sign of supersymmetry.

We would like to thank Gi-Chol Cho for enlightening discussions on the subject of electroweak precisions, and to Alex Kagan for an interesting discussion. This research was supported in part by the NCTS under a grant from the NSC of Taiwan Republic of China.


text:
# A Note on the Extension of the Polar Decomposition for the Multidimensional Burgers Equation

## I Introduction

We are interested in the Burgers equation in $`\mathrm{IR}^n`$ Burgers

$$𝐮_t+𝐮𝐮=\nu ^2𝐮,𝐮=\mathrm{\Phi },$$
(1)
where $`𝐮_t`$ is the partial derivative of $`𝐮`$ with respect to time $`t`$, and $`\nu `$ is viscosity ($`\nu >0`$). This equation is the simplest evolutionary dissipative equation, which is minimally (quadratically) nonlinear and enjoys translational and Galilean invariance. This simplicity and generality of the equation (1) explains its applicability for seemingly different processes occurring in a wide range of physical phenomena. Although originally this equation appeared as a model for Navier–Stokes turbulence Burgers , it is mostly used today in cosmology applCosmology , polymer physics applPolymers , and nonlinear acoustics applAcoustics . Also this equation is very useful as a testing ground for numerical schemes in hydrodynamics applHydrodynamics . These features make the Burgers equation important and attractive for physicists.

From the mathematical point of view the Burgers equation is also remarkable, for it is completely integrable AblowitzNewell , i.e. reducible to a linear problem after equivalent transformation. This follows directly from the Cole-Hopf transformation ColeHopf :

$$𝐮=2\nu \mathrm{log}\theta ,$$
(2)
which maps (1) into the linear heat equation for the scalar field $`\theta `$, namely

$$\theta _t=\nu ^2\theta ,$$
(3)
from which the solution to the Burgers equation (1) can be obtained explicitly by quadrature.

With a few exceptions, completely integrable PDEs are two dimensional (one dimension for time and one dimension for space) AblowitzNewell . There is a probable underlying mathematical reason, which hinders integrability in more than one spatial dimension: loosely speaking, it is related to the fact that polynomials with respect to more than one variable generally are not factorizable into non-trivial factors, while in the case of one variable they always are, by virtue of the main theorem of algebra. However, the Burgers equation (1) is integrable in arbitrary number of dimensions. This is obvious, because the Cole-Hopf transformation (2), which maps (1) to (3), is valid in $`\mathrm{IR}^n`$ for an arbitrary natural $`n`$. Our goal here is to describe two classes of finite-dimensional exact solutions of the multidimensional Burgers equation (1), which are extensions of the “pole decomposition” of the (1+1)-dimensional Burgers equation ChoodnChoodn , FrischPoleDecomp .

The pole decomposition is a property of PDEs (or integro-PDEs) to have finite dimensional solutions whose degrees of freedom are movable singularities (poles) in the complex plane. Most, if not all, completely integrable models enjoy this property AblowitzNewell . The most notable examples of pole decomposition in integrable systems can be found in Refs. ChoodnChoodn , Kruskal74 -Moser . As said above, the Burgers equation (1) in (1+1)-dimension also enjoys the pole decomposition ChoodnChoodn , FrischPoleDecomp . (See also Kimura , Senouf  for recent results in this direction.) Namely, it admits “polar” solutions in the form

$$𝐮(t,x)=2\nu \underset{k=1}{\overset{N}{}}\frac{1}{xz_k(t)},$$
(4)
where the poles constitute an $`N`$-dimensional dynamical system:

$$\frac{dz_l}{dt}=2\nu \underset{kl}{\overset{N}{}}\frac{1}{z_lz_k},$$
(5)
The pole decomposition for (1) corresponds to solutions of (3) which are polynomial in the space variable. Note that existence of a pole decomposition for a nonlinear system does not imply its integrability. Indeed, there are known instances of nonlinear non-integrable models, which also possess a pole decomposition. They include the 2-D Euler equation for ideal hydrodynamics Sommerfeld , some models in plasma turbulence LeeChen , some versions of the Sivashinsky equation for a flame propagation ThualFrischHenon , ProcacciaOlami , and related combustion systems GuyJoulin . Both integrable and nonintegrable systems possessing a pole decomposition are of interest to physicists and mathematicians, for the pole dynamics reveals important physical trends and hidden mathematical structure underlying the model.

It should also be mentioned that the Burgers equation is dissipative, unlike almost all integrable systems, which are Hamiltonian AblowitzNewell . The phase volume of closed dissipative systems shrinks with time, so that only a few degrees of freedom are really relevant in the long-time asymptotics, most of the initially existing degrees of freedom being eventually suppressed. Because a pole decomposition is an exact finite-dimensional reduction of the system with an infinite number of degrees of freedom, this explains why such a decomposition is especially instructive for dissipative models, like the Burgers equation (1) FrischPoleDecomp , flame propagation ThualFrischHenon -GuyJoulin , and viscous fingering (the Saffman-Taylor problem) LGE .

Since multidimensional integrability is a far more difficult subject than the $`(1+1)`$-dimensional case, it is tempting to extend to higher dimensions physical ideas adopted from interacting poles, by replacing poles by strings or by more general complex varieties. A priori however it seems impossible to extend (5) to non-pointlike objects, while keeping a finite number of degrees of freedom. However we shall see that in higher dimensions there are still polynomial (algebraic and trigonometric) solutions to (3) which can be obtained explicitly. Observe that polynomials are factorizable in one dimension, whereas this is generally not the case in higher dimensions: the zeros of polynomials are then located on algebraic complex varieties which are generally irreducible AlgGeom .

Here we will show how to construct polynomial-based solutions to the multidimensional Burgers equation (1) with singularities on such irreducible varieties

## II Solutions generated by polynomials

We are looking for polynomial solutions to the heat equation

$$P(t,𝐱)=\underset{𝐊=\mathrm{𝟎}}{\overset{𝐌}{}}a_𝐊(t)\underset{l=1}{\overset{n}{}}x_l^{k_l},$$
(6)
where $`𝐱=(x_1,x_2,\mathrm{},x_n)`$, $`𝐊=(k_1,k_2,\mathrm{},k_n)`$, $`\mathrm{𝟎}=(0,0,\mathrm{},0)`$, $`𝐌=(m_1,m_2,\mathrm{},m_n)`$, and $`|𝐌|=_{k=1}^nm_k`$ is the degree of the polynomial. It is technically convenient to define new coefficients

$$b_𝐊=a_𝐊\underset{l=1}{\overset{n}{}}k_l!.$$
(7)
The initial ($`t=0`$) values of these coefficients are denoted by the superscript zero.

It is easily checked by substitution into the heat equation that the time dependence of the $`b_𝐊`$’s is

$$b_𝐊(t)=\underset{𝐏=\mathrm{𝟎}}{\overset{𝐌^{}}{}}b_{𝐊+\mathrm{𝟐}𝐏}^0\frac{(\nu t)^{p_1+p_2+\mathrm{}+p_n}}{(p_1+p_2+\mathrm{}+p_n)!},$$
(8)
where $`𝐌^{}=(m_1^{},m_2^{},\mathrm{},m_n^{})`$, and $`m_l^{}`$ is either $`m_l`$ or $`m_l1`$ depending on whether $`m_lk_l`$ in (8) is even or odd.

Using (2) we find that our polynomial solutions generate the following rational solutions to the Burgers equation

$$u_p(t,𝐱)=2\nu \frac{_{𝐊=0}^𝐌a_𝐊(t)k_p_{l=1}^nx_l^{k_l}}{x_p_{𝐊=0}^𝐌a_𝐊(t)_{l=1}^nx_l^{k_l}},$$
(9)
where $`u_p`$ is the $`p^{th}`$ component of the vector field $`𝐮`$. Another closely related class of solutions involves trigonometric polynomials

$$P(t,𝐱)=e\underset{𝐊=0}{\overset{𝐌}{}}c_𝐊(t)\underset{l=1}{\overset{n}{}}e^{ik_lx_l}$$
(10)
with the same $`𝐊`$ and $`𝐌`$ as in (8). The time-dependence of $`c_𝐊`$ is now given by

$$c_𝐊(t)=c_𝐊^0\mathrm{exp}\left(\nu \left(\underset{l=1}{\overset{n}{}}k_l^2\right)t\right).$$
(11)
By (2) this generates the following solutions to the Burgers equation

$$u_p(t,𝐱)=2\nu \frac{m_{𝐊=0}^𝐌c_𝐊(t)k_p_{l=1}^ne^{ik_lx_l}}{e_{𝐊=0}^𝐌c_𝐊(t)_{l=1}^ne^{ik_lx_l}}.$$
(12)
Thus we have shown that the Burgers equation (1) in $`\mathrm{IR}^n`$ possesses exact solutions with a finite number of time dependent parameters generated by the algebraic and trigonometric polynomial solutions of the heat equation in $`\mathrm{IR}^n`$.

We observe that such solutions, contrary to the one-dimensional case, cannot in general be decomposed into a sum of separate simpler solutions. Indeed, this would correspond to having at all time polynomial solutions of the heat equation which are factorized. Even if the initial polynomial is factorized, the time evolution will in general destroy the factorization. Recently, special solutions possessing the all-time factorization property were found by D. Leshchiner and one of the authors (M. M-W.). We do not yet know how broad is the class of such solutions.

A final remark concerns integrability and explicit characterization of singularities. Knowing explicitly the coefficients of the polynomial solution of the heat equation does not imply that we can explicitly describe the algebraic variety on which the polynomial vanishes. Even in one dimension, if we have a pole decomposition with more than four poles, we conjecture that Galois theory implies the following: given the initial position, in general it is not possible to find the positions for all times by radicals.

We gratefully acknowledge helpful discussions with F. Calogero, M. Kruskal, and D. Leshchiner. This work was supported by the the LDRD project 2002006ER “Unstable Fluid-Fluid Interfaces” at LANL, by the European Union under contract HPRN-CT-2000-00162, and by the Indo-French Centre for the Promotion of Advanced Research (IFCPAR 2404-2).


text:
# Localization of classical waves in two dimensional random media: A comparison between the analytic theory and exact numerical simulation

## I Introduction

Propagation of waves through random medium has been and continues to be a subject of vivid research fol ; lax ; wat ; twe ; fri ; pag . When propagating through media containing many scatterers, waves will be repeatedly scattered by each scatterer, forming a multiple scattering processish . Multiple scattering is responsible for phenomena such as random laser law ; Zhang , electronic transport in impure solids and , and photonic or acoustic bandgaps yab ; san ; kus . Under proper conditions, multiple scattering leads to the unusual phenomenon of wave localization, a concept introduced by Anderson and .

Such a localization phenomenon has been characterized by two levels. One is the weak localization associated with the enhanced back scattering due to constructive interference from the reversed propagating paths. The second is termed as the strong localization (for brevity just termed as localization hereafter), in which significant inhibition of transmission surfaces, indicating that the energy mostly remains in a region of space in the neighborhood of the emission. The generally accepted wisdom on the connection between the weak localization and the strong localization is that enhanced backscattering of a diffusive wave packet leads to an effective reduction in the diffusion constant of the wave packet. When the influence of the increased backscattering is so overwhelming that the diffusion constant vanishes, the strong localization sets in.

It is worthy to mention that tremendous efforts have been devoted to investigate the localization phenomenon for classical waves in random media over the past several years kir ; gen ; dal ; lag ; van ; McCall2 ; aad ; cjp ; Nat ; Sridhar . However, observation of classical wave localization is a difficult task, partially because suitable systems are hard to find and partially because observation is often complicated by such effects as absorption and attenuation.

One important quantity associated with the wave localization is the localization length which is defined as the characteristic decay length of the transmitted intensity through the system from the source. Taking into account of the enhanced backscattering, the corrected (renormalized) diffusion constant may be obtained which then may be set to zero to obtain the localization length. This theoretical version of the localization length may be found in the literature for various dimensions for both the electronic waves and classical waves (e. g.kir ; DV , and summarized in Ref. pin ).

A question we raise in this paper is about the validity of the existing theoretical formula for localization length, and subsequently the appropriateness or accuracy of the previous theory of wave localization. A main reason behind raising this question is that it would be helpful to experimentalists in designing experiments, provided that the theoretical formula for localization length is accurate enough in both qualitative and quantitative sense, and otherwise, it may mislead the experimentalists if the theory is not accurate enough.

The main aim of this paper is to answer the questions raised above for classical waves. One possible way is to concentrate on an exactly computable system and find the exact characteristic decay length of the transmitted intensity with the sample size, and compare with the theoretical value of this particular system obtained from the existing theory. In this paper, we first outline the previous theory and show a numerically exact procedure for the calculation of the localization length for classical waves in two dimensional media. Then we compare the two results, to gain information about the accuracy and appropriateness of the previous theory. In addition, we will also investigate the localization behavior as the frequency varies. These will be followed by a detailed discussion on the implications of the results.

## II Formalism

### II.1 Existing theory

Here we briefly review the existing theory for wave localization. As wave propagates in random media, it experiences multiple random scattering, and as a result, the wave loses its propagating phase, leading to the gradual decreases of the coherence of the wave in the absence of absorption, i. e. elastic scattering. Meanwhile, diffusive wave is built up as more and more scattering takes place. The traditional picture of localization is in fact a version of localization of diffusive waves. In other words, the conventional wisdom towards the localization mechanism is the absence of diffusion. The procedure to obtained the localization state can be briefly summarized as follows.

The quantity, $`D^{(B)}`$ which is a measure of diffusion of classical waves is called the classical Boltzman diffusion constant and it may be derived under the coherent potential approximation lax , and is given as pin

$$D^{(B)}\frac{v_tl}{d_{dim}}$$
(1)
where $`v_t`$ is the transport velocity, $`l`$ is the mean free path and $`d_{dim}`$ is the dimensionality.

As waves scattered along any two reversed paths in the backward direction interfere constructively, leading to the enhanced backscattering effect, which will then add corrections to the diffusion coefficient. In the two dimension case, such an enhanced backscattering effect is represented by a set of maximally crossed ladder diagrams. An evaluation of these diagrams leads to an integration for which two cut-off limits have to be introduced to avoid the divergence. In this way, the correction to the diffusion constant for two dimensional system may be found to be pin

$$\delta D\mathrm{ln}(L_M/l_m)$$
(2)
where $`L_M`$ and $`l_m`$ are the two cut-off limits. It is then interpreted in the previous theory that the cut-off limit $`l_m`$ is a measure of the minimum scaling for the waves and is thought to be related to (for example) the mean free path, whereas $`L_M`$ is a measure of the effective size of the sample. It is rather important to note that the correction in Eq. (2) is not only negative but diverges as $`L_M`$ approach infinity. This is obviously unphysical, since the conductance or the corrected diffusion constant cannot be negative. To avoid the problem, it was conjectured that $`L_M`$ is in fact related to the localization range, or simply the localization length, in such way that when $`L_M`$ is equal to the localization length denoted by $`\xi `$ say (i. e. $`L_M=\xi `$), the corrected diffusion coefficient becomes zero, i. e. the absence of diffusion:

$$D_R(\xi )=D^{(B)}+\delta D(\xi )=0.$$
(3)
The localization length $`\xi `$ is solved from this equation. It is obvious that this equation always renders a solution and thus a localization length can always be found in two dimensions. Such an absence-of-diffusion mechanism is the core of the previous theory of localization in two dimensions, and supports the assertion from a scaling analysis that all waves are localized in two dimensionsgang4 .

As will be shown later, there are significant discrepancies between the result from the absence-of-diffusion mechanism and the result from the exact numerical computation. These discrepancies would indicate either that the theory based on the diffusion mechanism is not accurate enough or simply that the theory has not yet fully captured the essence of the localization. We will come back to this later. Since the existing theory heavily depends on the diffusion picture, we may call it the diffusion based theory.

Equation (3) leads to the following solution for the localization length in two dimensions

$$\xi _{\mathrm{theory}}=l\mathrm{exp}(\frac{\pi }{2}\mathrm{Re}[k_{\mathrm{eff}}]l),$$
(4)
Under the effective medium theory, the mean free path, $`l`$ may be obtained from the characteristic decay length of the coherent intensity and may be expressed as $`l=\frac{1}{2\mathrm{I}\mathrm{m}[k_{\mathrm{eff}}]}`$ and the effective wave number, $`k_{\mathrm{eff}}`$ may be written as

$$k_{\mathrm{eff}}=k+\sqrt{\frac{2\pi }{ik}}\rho f(0)$$
(5)
where $`k`$ is the wave vector of the incident wave propagating through the random scattering media with the scatterer numerical density $`\rho `$; $`f(0)`$ represents the scattering function of a single scatterer in the forward direction. The forward scattering function can be calculated by the standard series expansion method for a cylinder with radius $`a`$ when a wave with wave vector $`k`$ is incident normally on it. The forward scattering function is given as

$$f(0)=\sqrt{\frac{2}{\pi k}}\underset{n=0}{\overset{\mathrm{}}{}}C_ne^{i(n\pi /2+\pi /4)}$$
(6)
with

$$C_n=\frac{ϵ_n(J_n^{}(ka)J_n(k^{}a)\frac{1}{gh}J_n(ka)J_n^{}(k^{}a))}{H_{n}^{(1)}{}_{}{}^{}(ka)J_n(k^{}a)\frac{1}{gh}H_n^{(1)}(ka)J_n^{}(k^{}a)}$$

where $`ϵ_0=1`$ and $`ϵ_{n1}=2`$, $`g`$ is the ratio of the density of the scatterer to that of the media, $`h`$ is the ratio of the wave speed in the sactterer to that in the media, $`J_n`$ represents the Bessel function of order $`n`$, $`H_n^{(1)}`$ represents $`n`$-th order Hankel function of first kind and prime indicates the derivative.

### II.2 Exact numerical calculation

Thus, on one hand the localization length for classical wave in a system consisting of any kind of cylindrical scatterers placed randomly in any media may be evaluated by the use of equations from the previous theory. On the other hand, the localization length for classical waves in two dimensional random media may also be calculated exactly by the use of the multiple scattering technique.

Consider $`N`$ straight cylinders located at $`\stackrel{}{r_i}`$ with $`i=1,2,\mathrm{},N`$ to form a completely random array. An acoustic line source transmitting monochromatic waves is placed at $`\stackrel{}{r}_s`$. The scattered wave from each cylinder is a response to the total incident wave composed of the direct wave from the source and the multiply scattered waves from other cylinders. The final wave reaching a receiver located at $`\stackrel{}{r}_r`$ is the sum of direct wave from the source and the scattered waves from all the cylinders. Such scattering problem can be solved exactly, following Twersky. While the details are in proc , the essential procedures are summarized below. The formulation presented below has been successfully applied to explain the recent experimental observations of acoustic crystalsche ; che1 .

The scattered wave from the $`j`$-th cylinder can be written as

$$p_s(\stackrel{}{r},\stackrel{}{r_j})=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}i\pi A_n^jH_n^{(1)}(k|\stackrel{}{r}\stackrel{}{r_j}|)e^{in\varphi _{\stackrel{}{r}\stackrel{}{r_j}}},$$
(7)
where $`k`$ is the wavenumber in the medium, $`H_n^{(1)}`$ is the $`n`$-th order Hankel function of first kind, and $`\varphi _{\stackrel{}{r}\stackrel{}{r_j}}`$ is the azimuthal angle of the vector $`\stackrel{}{r}\stackrel{}{r_j}`$ relative to the positive $`x`$ axis. The total incident wave around the $`i`$-th cylinder $`(i=1,2,\mathrm{},N;ij)`$ is summation of the direct incident wave from the source and the scattered waves from all other scatterers, can be expressed as

$$p_{in}^i(\stackrel{}{r})=\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}B_n^iJ_n(k|\stackrel{}{r}\stackrel{}{r_i}|)e^{in\varphi _{\stackrel{}{r}\stackrel{}{r_i}}}.$$
(8)
The coefficients $`A_n^i`$ and $`B_n^i`$ can be solved by expressing the scattered wave $`p_s(\stackrel{}{r},\stackrel{}{r_j})`$, for each $`ji`$, in terms of the modes with respect to the $`i`$-th scatterer by the addition theorem for Bessel function gra . Then the usual boundary conditions are matched at each individual scattering cylinder. This leads to

$$B_n^i=S_n^i+\underset{j=1,ji}{\overset{N}{}}C_n^{j,i},$$
(9)
with

$$S_n^i=i\pi H_n^{(1)}(k|\stackrel{}{r_i}|)e^{in\varphi _{\stackrel{}{r}_i}},$$
(10)
and

$$C_n^{j,i}=\underset{l=\mathrm{}}{\overset{\mathrm{}}{}}i\pi A_l^jH_{ln}^{(1)}(k|\stackrel{}{r_i}\stackrel{}{r_j}|)e^{i(ln)\varphi _{\stackrel{}{r_i}\stackrel{}{r_j}}},$$
(11)
and

$$B_n^i=i\pi \tau _n^iA_n^i,$$
(12)
where $`\tau _n^i`$ are the transfer matrices relating the acoustic properties of the scatterers and the surrounding medium, and have been given by Eq. (21) in Ref. che .

The coefficients $`A_n^i`$ and $`B_n^j`$ can then be inverted from Eq. (9). Once the coefficients $`A_n^i`$ are determined, the transmitted wave at any special point is given by

$$p(\stackrel{}{r})=p_0(\stackrel{}{r})+\underset{i=1}{\overset{N}{}}\underset{n=\mathrm{}}{\overset{\mathrm{}}{}}i\pi A_n^iH_n^{(1)}(k|\stackrel{}{r}\stackrel{}{r_i}|)e^{in\varphi _{\stackrel{}{r}\stackrel{}{r_i}}},$$
(13)
where $`p_0`$ is the field when no scatterers are present. The normalized transmission is defined as $`T=p/p_0`$ and therefore, the acoustic intensity is represented as $`|T|^2`$.

The averaged localization length is subsequently determined byKramer

$$\xi _{\mathrm{exact}}=\frac{L}{<\mathrm{ln}|T(L)|^2>},$$
(14)
where $`L`$ is the sample size, and $`<>`$ denotes the ensemble average over the random distribution of the scatterers. Thus obtained localization length can be compared to that in Eq. (4) obtained analytically from the previous theory.

## III Results comparison and discussion

### III.1 Results comparison

The system we consider here consists of $`N`$ identical air cylinders placed randomly in water medium. The reason behind considering the system as the air cylinders in water is that due to the large contrast of densities for air and water, and also a large contrast of sound speeds in air and water, the air cylinders act as strong scatters to the waves propagating in water media. The radius of each air cylinder is $`a`$. The fraction of area occupied by the cylinders per area is $`\beta `$. the average distance between nearest neighbors is therefore $`d=(\frac{\pi }{\beta })^{1/2}a`$, which is also the lattice constant for the corresponding regular lattice array. All the cylinders are placed completely randomly within a circle of radius $`L`$. A transmitting line source is located at the center and the receiver is located outside the scattering cloud. In the computation, the acoustic intensity is normalized in such a way that its value equals unity when there are no scatterers present. Thus the uninteresting geometrical spreading effect is naturally eliminated. All the lengths are scaled by the parameter $`d`$, and the frequency is presented in terms of $`ka`$ to make the computation non-dimensional.

Fig. (1) shows the variation of $`<\mathrm{ln}|T|^2>`$ as a function of the system size, $`L`$ for three different values of frequency ($`ka`$ = 0.01, 0.013 and 0.016) with the filling fraction, $`\beta =0.001`$. The $`<>`$ implies the configuration average of the total transmitted intensity. Number of configurations considered here is 200. It is apparent from the Fig. (1) that the averaged total transmitted intensity decays exponentially with the dimensionless system size, $`L`$ for all the $`ka`$ values shown in the figure which in turn indicates the localization of wave at those frequencies. The localization length is nothing but the characteristic decay length and thus it may be obtained from the inverse of the slope of the straight lines (in Fig. (1)) for those frequencies. Similarly one may obtain the localization length of classical waves at other frequencies from the exact numerical computation.

Fig. (2) presents the dimensionless localization length ($`\xi `$) as a function of frequencies ($`ka`$) for $`\beta =0.001`$. The dashed curve with circles represent the localization length obtained from the exact numerical computation using the multiple scattering technique while the solid curve represents the localization length calculated from the theoretical formula as prescribed earlier in Eq. (4). From the dashed curve we observe that the localization length increases very rapidly as the frequency of the wave is decreased at the low frequency regime, the localization length also increases rapidly with the increase of frequency at the high frequency regime and there is a minimum of localization length at an intermediate frequency. For lower values of frequencies the waves propagating through the random media feel the media as homogeneous over a large distance depending on the wavelength, for higher values of frequencies the waves are like very localized objects that can easily propagate between the scatterers and at an optimal frequency, the waves feel the strongest scattering in the random media. Thus, the larger values of localization lengths at lower and higher frequencies and the minimum value of localization length at an intermediate frequency are understood physically.

However, we observe that critical change in the localization length takes place at lower and higher frequencies. On the other hand, the solid curve also shows similar behavior. But, one important difference is that the minimum of the dashed curve occurs at a higher frequency when compared with that of the solid curve. In other wards, the strongest localization predicted from the previous theoretical formula occurs at a frequency which is lower than that obtained from the exact numerical computation. And as a result, we observe that the two curves cross each other at some frequency, say $`(ka)_{cr}`$. For $`ka<(ka)_{cr}`$ the localization length obtained from exact numerical calculation is larger than that obtained from the existing theoretical formula while for $`ka>(ka)_{cr}`$, the theoretical value dominates over the exact value of localization length. \[Note that both the results are theoretical though, the results (values) obtained from the previous theoretical formula are termed as theoretical results (values) and those obtained from exact numerical calculations are termed as exact results (values) and we may use this convention for our convenience.\] In the low and high frequency regimes, the discrepancies between the theoretical and the exact values are significant.

We have also done similar calculations for $`\beta =0.01`$ and compared the localization length obtained from the theoretical formula with that obtained from the exact numerical computation and is shown in Fig. (3). While the theoretical formula seems to capture the shape of the exact results (Fig. (2) and Fig. (3)), but there are significant discrepancies with regard to whether the waves are most localized, and where localization length starts to increase rapidly.

Shown in Fig. (4) is the variation of localization length ($`\xi `$) as a function of the filling factor $`\beta `$ for $`ka=0.009`$ which is less than $`(ka)_{cr}`$ in Fig. (2). The dashed curve with circle represents the exact localization length obtained from numerical calculation, and the solid curve is obtained from theoretical formula. The solid curve shows the monotonous decrease of the localization length as the filing factor increases but the exact result (dashed curve with circle) shows completely different behavior: the localization length initially decreases and then increases monotonically, leaving a minimum at some value of $`\beta `$. Thus, the wave with frequency $`ka=0.009`$ becomes localized most strongly only for a specific value of the average density of scatterers. However, for $`ka=0.009`$, the exact localization length is larger than the theoretical values for all filling factors. Thus here we observe that at the frequency, $`ka=0.009`$ the theoretical results do not even capture the trend of the exact results. Similar behavior can be observed for a small range of frequencies around $`ka=0.009`$.

The variation of localization length ($`\xi `$) as a function of the filling factor $`\beta `$ for a moderate frequency ka=0.015 which is greater than $`(ka)_{cr}`$ in Fig. (2) is shown in Fig. (5). The dashed curve with circle represents the exact result and the solid curve represents the theoretical result for localization length. The localization length decreases with filling factor for both the curves. However, there is a cross over between two curves at some value of $`\beta `$, say $`\beta _{cr}`$ below which the theoretical value is higher than the exact value and above $`\beta _{cr}`$ the exact values are larger than the theoretical values for localization length. Thus at $`ka=0.015`$, the exact and theoretical curves are similar in shape, the exact and theoretical values for localization length matches at $`\beta =\beta _{cr}`$, otherwise there are significant quantitative discrepancies. All the observed discrepancies between the theoretical and exact results are probably due to the approximations involved in the previous theory.

In order to study the fluctuation behavior of localization, we define an exponent, by analogy with one-dimensional casesLev ,

$$\gamma \frac{1}{L}\mathrm{ln}(|T|^2),$$
(15)
which is reciprocal to the localization length. Fig. 6(a) shows the variance of $`\gamma `$, i. e. $`\text{var}(\gamma )=<\gamma ^2><\gamma >^2`$, as a function of $`ka`$ for $`\beta =0.001`$.

We interestingly observe that for a range of frequencies, the fluctuation is rather small indicating that the wave is strongly localized in this range of frequencies. However, at low and high frequencies (below and above the range of frequencies where the fluctuation is very small) the fluctuation is high. This is an indication of some critical change in the localization behavior and it tends to suggest that waves become very rapidly and critically less localized at low and high frequencies. It may also be an implication of the localization-delocalization transition, as discussed inemi ; APL . These cannot be explained in the context of the current diffusion based theory. We also plot the variance of the exponent $`\gamma `$ versus the mean $`<\gamma >`$ in Fig. 6(b). Here we do not observe the linear dependence between the mean localization length and the variance, similar to 1D casesLev ; Luan

### III.2 Discussion

All the deviations from the predictions from the existing theory should possibly have a couple of important implications. The first is merely that the theory is not accurate enough, since it is necessarily based upon a perturbation scheme given the complications involved in the problem. If this scenario is valid, we could believe that though inaccurate, the present theory still captures the fundamental nature of the localization phenomenon. It would then be expectable that the discrepancies will be reduced when more and more relevant multiple scattering processes are included in the theoretical derivation. A next task would thus be to look for these scattering processes.

The second implication would be simply that the existing theory, which is based upon the absence-of-diffusion mechanism, has not yet fully encapsulated the essence of the phenomenon of wave localization. Beside the results shown above, there are other evidences indicating that this line of reasoning should not be discarded too lightly. For example, it has been shown that in the localized state, a genuine phase-coherence behavior prevails as a unique feature of localized wavesemi . This coherent behavior can be understood as follows. For quantum mechanic or acoustic waves, the current can be written as $`\stackrel{}{J}\text{Re}[\psi (i)\psi ],`$ where $`\psi `$ stands for the wave function for quantum mechanical systems and for the pressure in acoustic systems. Writing the field as $`\psi =|\psi |e^{i\theta },`$ the current becomes $`\stackrel{}{J}|\psi |^2\theta .`$ It is clear that when $`\theta `$ is constant at least by domains while $`|\psi |0`$, the flow stops, i. e. $`\stackrel{}{J}=0`$, and the wave or the energy is localized in space, i. e. $`|\psi |^20`$. Obviously the constant phase $`\theta `$ indicates the appearance of a long range ordering in the system. All these have been demonstrated successfully not only for two dimensional mediaemi ; APL , but for one and three dimensions as wellLuan ; cjp ; Hsu . It can be easily shown that the same consideration also holds for electromagnetic wavesEM . In the current diffusion based theory, the phase information is not attained. Therefore, at least the theory cannot account for the phase-coherence related localization phenomenon. Additionally, the theory could also be expected to fail when waves come to a complete stop before the diffusion becomes dominant.

We would like to make a further note on the existing theory of wave localization. It has been widely believed in the literature that the theory has been tested experimentally to be very successful. Upon a close scrutiny, we find that the success is mainly based upon two types of experiments. One is the measurement of the enhanced backscattering (e. g. Ref. van ). In a rigorous numerical simulation, it has been shown that the enhanced backscattering is not directly related to the localizationaad . Waves are not necessarily localized when a strong enhanced backscattering exits, and sometimes waves can be localized even when the enhanced backscattering is weak. Asides from few exceptionsMcCall2 ; Sridhar , the other type of experiments is based on observations of the exponential decay of waves as they propagate through disordered media, as summarized in Nat ; this setup scenario is in fact also the base for the previous scaling analysisgang4 . The recent researchChen , however, has indicated that while this type of experiments can indeed help obtain information about whether a disordered medium will or not prevent waves from propagation through the medium, but this type of experiments is not sufficient to discern whether the medium really only has localized states; this discovery is consistent with the prediction of a recent scaling analysiszhen . Unwanted effects of non-localization origin can also contribute to the wanted exponential decay, likely making data interpretation ambiguous. In other words, there is a crucial need to differentiate the situation that waves are blocked from transmission from the situation that waves can be actually localized in the medium. This is also essential to a scaling analysiszhen . It is worth noting that there was report of the observation of microwave localization in two dimensions when a transmitting source is inside disordered mediaMcCall2 . However, the diffusion based theory has not been verified against this experimental result. Instead, an exact numerical simulation based on the phase coherence picture is shown to agree well with the experimental observationEM .

## IV Summary

The localization length for classical waves in two dimensional random media is obtained from exact numerical computation as well as from the previous theoretical formula and then the results are compared. Significant discrepancies between the two results is observed. Furthermore, results indicate some critical change in the localization behavior at low and high frequencies, and it seems to suggest that waves become very rapidly and critically less localized at these frequencies. These features are not readily seen in the previous theoretical picture of wave localization. Therefore it is suggested that caution should be taken when applying the previous analytic theory to infer the localization length of classical waves. Possible implications of the present research are discussed.

## Acknowledgment

This work received support from National Science Council of Republic of China (Grant No: NSC 90-2811-M008-004).

## Figure Captions

$`<\mathrm{ln}|T|^2>`$ is plotted as a function of sample size ($`L`$) for $`ka=0.010`$ (circles), $`ka=0.013`$ (stars) and $`ka=0.016`$ (diamonds) respectively. Here the filling factor ($`\beta `$) is 0.001.

Localization length ($`\xi `$) is shown as a function of frequency ($`ka`$) for $`\beta `$=0.001. The dashed curve with circles represent the exact values obtained numerically while the solid curve is obtained from theoretical formula.

Same as the Fig. 2 except that $`\beta `$ =0.01 here.

Localization length ($`\xi `$) is shown as a function of filling factor ($`\beta `$) for $`ka`$=0.009. The dashed curve with circles represent the exact values obtained numerically while the solid curve is obtained from theoretical formula.

Same as the Fig. 4 except that $`ka=0.015`$ here.

(a) This shows the variance of the localization exponent $`\text{var}(\gamma )`$ as a function of frequency ($`ka`$) with $`\beta =0.001`$. (b) The variance $`\text{var}(\gamma )`$ is shown as a function of the mean $`<\gamma >`$ for $`\beta =0.001`$.


text:
# MICHELSON-MORLEY EXPERIMENTS REVISITED and the COSMIC BACKGROUND RADIATION PREFERRED FRAME

## Abstract

We report a simple re-analysis of the old results (1887) from the Michelson-Morley interferometer experiment that was designed to detect absolute motion. We build upon a recent (1998) re-analysis of the original data by Múnera, which revealed a small but significant effect after allowing for several systematic errors in the original analysis. The further re-analysis here reveals that a genuine effect of absolute motion is expected, in what is essentially a quantum interference experiment, but only if the photons travel in the interferometer at speeds $`V<c`$. This is the case if the interferometer operates in a dielectric, such as air, as was the case, incidently, of the Michelson-Morley experiment. The re-analysis here of the Michelson-Morley experimental data, correcting for the refractive index effect of the air, reveals an absolute speed of the Earth of $`v=359\pm 54`$ km/s, which is in excellent agreement with the speed of $`v=365\pm 18`$ km/s determined from the dipole fit, in 1991, to the NASA COBE satellite Cosmic Background Radiation (CBR) observations. Other experiments where the interferometers operated in air (Miller 1925,1933) or helium (Illingworth 1927) give similar results when re-analysed. These experimental results refute Einstein’s assertion that absolute motion through space has no meaning. This re-analysis was motivated by developments in a new information-theoretic modelling of reality, known as Process Physics111Process Physics Web Page: http://www.socpes.flinders.edu.au/people/rcahill/processphysics.html, in which the Einstein Special and General Relativity formalisms arise as consequences of an emergent quantum-foam explanation for space. This amounts to an absolute and preferred frame of reference, in what is a unified quantum theory of space, gravity and matter. So Einstein’s theoretical phenomenology survives, and is now explained, even though he used a false premise in his derivation, but his spacetime construct is now seen to have no ontological significance. We predict that new interferometer experiments, operating in dielectric mode, will reveal an inward velocity component of magnitude $`11.2`$km/s due to the quantum-foam flow caused by the matter of the Earth. This is a fundamental test of the quantum theory of gravity that has emerged from Process Physics.

Key words: Michelson-Morley interferometer, Cosmic Background Radiation (CBR),

COBE, preferred frame, quantum foam, quantum gravity, process physics, aether.

PACS:   03.30.+p, 04.80.-y, 03.65.-w, 04.60.-m

One key unchallenged folklore in physics is that the Michelson interferometer laboratory experiment of 1881 , and repeated by Michelson and Morley in 1987 , that were designed to detect absolute motion, gave a null result, vindicating Einstein’s assumption that absolute motion (motion relative to space itself) has no meaning; it is in principle not detectable in a laboratory situation. Motion of objects is always relative to other objects, according to Einstein. Using this assumption Einstein went on to construct the Special and General Theory of Relativity, which uses the notion of spacetime to avoid any notion of absolute space. Of course Einstein’s formalism has been abundantly confirmed both by the extensive use of the special theory in particle physics experiments and theory, and by the general theory in various experimental and observational situations. Nevertheless we report here experimental evidence that absolute motion is detectable in laboratory experiments, such as those done by Michelson and Morley and others, but that this requires a re-analysis of the operation of their interferometer, as reported herein. This analysis leads to a speed which agrees with that found from the NASA COBE satellite observations on analysing the dipole anisotropy of the Cosmic Background Radiation. These two speed observations, 104 years apart, agree within experimental errors. Together these results show that absolute motion has been detected. New interferometer experiments are needed to confirm that the direction of that motion is the same as the direction discovered by the COBE mission. These results are profoundly significant to our understanding of reality. It follows from recent work that these experimental outcomes will not be in conflict with the Einstein phenomenology, but require a major re-assessment of what that phenomenology describes .

Recent developments in the new information-theoretic modelling of reality, known as Process Physics , indicate that the Einstein Special and General Relativity formalisms arise as a consequence of an emergent quantum-foam explanation for space, but with this quantum foam amounting to an absolute and preferred frame of reference, in what is a unified quantum theory of space, gravity and matter. In  it was shown how the general theory account of gravity arises from an amalgam of two distinct quantum foam effects, one being the effective diffusion of the quantum foam towards ‘matter’ that acts as a ‘sink’, together with the classical measurement protocol based on the apparent invariance of the speed of light, which uses the radar method to retrospectively assign spacetime coordinates to distant events, that is, spacetime is in fact a historical record of reality, and not reality itself. Here the invariance of the speed of light is caused by the genuine dynamical effect of the quantum foam on moving rods and clocks, as suggested long ago by Fitzgerald and Lorentz to explain the, here now disputed, null result of the Michelson-Morley experiment. Observers adopting this phenomenological property of light within the classical measurement protocol will find, according to Process Physics, that the formalism of the General Theory of Relativity describes their historical records which have the form of a spacetime geometrical construct, but that this spacetime construct has no ontological significance. In this construct the modelling of time by geometry is entirely appropriate; it is essentially a pagination of the historical record. The resolution of the confusion between the geometrical modelling of time in historical records and time as an actual process has now been achieved within the new Process Physics. The older but still current Non-Process Physics modelling of reality, which has been with us since Galileo and Newton introduced the geometrical modelling of time, is now superseded.

An implication of these developments in Process Physics is that it should be possible in principle to overcome the classical measurement protocol effects by using the long-known nonlocality of quantum processes which should be sensitive to absolute motion through this quantum foam. Indeed ever since the Aspect  experiment showed a violation of the Bell inequalities, in the context of the Einstein-Podolsky-Rosen (EPR) nonlocal effects it has been understood that quantum collapse events caused by quantum detectors appear to require a preferred frame, and so appear to be in conflict with Einstein’s assumption. The work of Hardy  and Percival  suggested that ‘double-EPR’ experiments could reveal an absolute frame, and hence absolute motion, though such experiments for this purpose would be extremely difficult. However the old Michelson-Morley interferometer experiment is actually a quantum interferometer, that is, in principle it could be done with one photon at a time, and we inquired why it is believed that it was unable to detect a preferred frame, and so absolute motion. In fact it can do so.

As described in Fig.1 the beamsplitter/mirror $`A`$ sends a photon $`\psi (t)`$ into a superposition $`\psi (t)=\psi _1(t)+\psi _2(t)`$, with each component travelling in different arms of the interferometer, until they are recombined in the quantum detector which results in a localisation process, and one spot in the detector is produced. Repeating with many photons, reveals that the interference between $`\psi _1`$ and $`\psi _2`$ at the detector results in fringes. Before the quantum theory (and in particular before the new quantum foam physics) Michelson designed the interferometer with the idea that any motion through absolute space (then called the luminiferous aether) would result in different path lengths for light waves in the two arms, which would show as a shift in the fringe. Of course as an experimental expediency one rotates the apparatus through $`90^o`$ so that the roles of the two arms are interchanged, this rotation then should result in a shift of the fringes, which is an effect more easily observed. However Michelson and Morley reported a null result, despite a small effect actually being seen. Fitzgerald and then Lorentz then offered an explanation for the null result, namely that the failure to get an effect was caused by the actual contraction of the arm moving lengthwise through the absolute space, as we show below. However long ago it was decided by physicists that the more elaborate Einstein explanation in terms of spacetime transformations was superior to this dynamical explanation.

In reviewing the operation of the Michelson-Morley interferometer (see below) it was noticed that the Fitzgerald-Lorentz contraction explanation only implies a null effect if the experiment is performed in vacuum. In air, in which photons travel slightly slower than in vacuum, there should be a small fringe shift effect when the apparatus is rotated, even after taking account of the Fitzgerald-Lorentz contraction. This appears to have gone unnoticed. As well Múnera  in 1998 has corrected the original results for various systematic errors, and shown that these interferometer experiments do indeed reveal small but significant non-null results, but as expected now, only when they are operated in a dielectric.

We have applied the elementary correction required for the effects of the air, or in one case helium, to various interferometer results as corrected by Múnera for other systematic errors. The correction is in fact large, being some two orders of magnitude. Applied to one set of data the Michelson-Morley experiment now results in a speed of $`v=359\pm 54`$ km/s. Even more amazing is the excellent agreement of this speed with the speed of $`v=365\pm 18`$ km/s determined from the dipole fit, in 1991, to the NASA COBE satellite Cosmic Background Radiation observations .

We now indicate the proper understanding of the operation of the Michelson-Morley interferometers when operated in a dielectric, and then report the corrected results, as shown in Fig.2. The two arms are constructed to have the same lengths when they are physically parallel to each other. For convenience assume that the value $`L`$ of this length refers to the lengths when at rest in the quantum foam. The Fitzgerald-Lorentz effect is that the arm $`AB`$ parallel to the direction of motion is shortened to

$$L_{}=L\sqrt{1\frac{v^2}{c^2}}$$
(1)
by motion through the quantum foam.

Following Fig.(1), we consider the case when the apparatus is moving at speed $`v`$ through the quantum foam, and that the photon states travel at speed $`V=c/n`$ relative to the quantum foam, where $`n`$ is the refractive index of the gas and $`c`$ is the speed of light, in vacuum, relative to the quantum foam. Let the time taken for $`\psi _1`$ to travel from $`AB`$ be $`t_{AB}`$ and that from $`BA`$ be $`t_{BA}`$. In moving from the beamsplitter at $`A`$ to $`B`$, the photon state $`\psi _1`$ must travel an extra distance because the mirror $`B`$ travels a distance $`vt_{AB}`$ in this time, thus the total distance that must be traversed is

$$Vt_{AB}=L_{}+vt_{AB}.$$
(2)
Similarly, on returning from $`B`$ to $`A`$, the photon state $`\psi _1`$ must travel the distance

$$Vt_{BA}=L_{}vt_{BA}.$$
(3)
Hence the total time $`t_{ABA}`$ taken for $`\psi _1`$ to travel from $`ABA`$ is given by

$`t_{ABA}=t_{AB}+t_{BA}`$ $`=`$ $`{\displaystyle \frac{L_{}}{Vv}}+{\displaystyle \frac{L_{}}{V+v}}`$ (4)
$`=`$ $`{\displaystyle \frac{L_{}(V+v)+L_{}(Vv)}{V^2v^2}}`$ (5)
$`=`$ $`{\displaystyle \frac{2LV\sqrt{1{\displaystyle \frac{v^2}{c^2}}}}{V^2v^2}}.`$ (6)
Now, assuming that the time taken for the photon state $`\psi _2`$ to travel from $`AC`$ is $`t_{AC}`$, but that the apparatus travels a distance $`vt_{AC}`$ in that time, we can use the Pythagoras theorem:

$$\left(Vt_{AC}\right)^2=L^2+\left(vt_{AC}\right)^2$$
(7)
which gives

$$t_{AC}=\frac{L}{\sqrt{V^2v^2}},$$
(8)
and including the return trip ($`CA,t_{CA}=t_{AC},t_{ACA}=t_{AC}+t_{CA}`$) results in

$$t_{ACA}=\frac{2L}{\sqrt{V^2v^2}},$$
(9)
giving finally for the time difference for the two arms

$$\mathrm{\Delta }t=\frac{2LV\sqrt{1{\displaystyle \frac{v^2}{c^2}}}}{V^2v^2}\frac{2L}{\sqrt{V^2v^2}}.$$
(10)
Now trivially $`\mathrm{\Delta }t=0`$ if $`v=0`$, but also $`\mathrm{\Delta }t=0`$ when $`v0`$ but only if $`V=c`$. This then would result in a null result on rotating the apparatus. Hence the null result of the Michelson-Morley apparatus is only for the special case of photons travelling in vacuum for which $`V=c`$, as confirmed by the modern vacuum interferometer experiment of Brillet and Hall , which in-effect confirms (1). However if the apparatus is immersed in a gas then $`V<c`$ and a non-null effect is expected on rotating the apparatus, since now $`\mathrm{\Delta }t0`$. It is essential then in analysing data to correct for this refractive index effect. Putting $`V=c/n`$ in (10) we find, for $`v<<V`$ and when $`n1`$, that

$$\mathrm{\Delta }t=L(n1)\frac{v^2}{c^3}.$$
(11)
However if the data is analysed not using the Fitzgerald-Lorentz contraction (1), then, as done in the old analyses, the estimated time difference is

$$\mathrm{\Delta }t=\frac{2LV}{V^2v^2}\frac{2L}{\sqrt{V^2v^2}},$$
(12)
which again for $`v<<V`$ and $`n1`$, gives

$$\mathrm{\Delta }t=L\frac{v^2}{c^3}.$$
(13)
The value of $`\mathrm{\Delta }t`$ is deduced from analysing the fringe shifts, and then the speed $`v_{MM}`$ (in previous Michelson-Morley analyses) has been extracted using (13), instead of the correct form (11). $`\mathrm{\Delta }t`$ is typically of order $`10^{15}s`$. However it is very easy to correct for this oversight. From (11) and (13) we obtain, for the corrected absolute speed through the quantum-foam $`v_{QF}`$,

$$v_{QF}=\frac{v_{MM}}{\sqrt{n1}}.$$
(14)
Note that for air at STP $`n=1.00029`$, while for helium at STP $`n=1.000036`$, and so the correction factor of $`1/\sqrt{n1}`$ is large. The corrected speeds $`v_{QF}`$ for four MM experiments are shown in Fig.2, and compared with the CBR speed determined from the COBE data .

Múnera  has reviewed these interferometer experiments and uncovered systematic errors and as well applied standard statistical tests to the values originally reported. He has noted that the Michelson-Morley experiments and subsequent repetitions never were null, and that correcting for invalid inter-session averaging leads to even larger non null results. Múnera’s new results are as follows. The original Michelson-Morley data  now gives $`v_{MM}=6.22`$km/s with a standard deviation on the mean of $`0.93`$km/s for one set of noon sessions, while giving $`v_{MM}=6.80`$km/s with a standard deviation on the mean of $`2.49`$km/s for $`18^h`$ observations. For Miller , from results at Mt Wilson after moving the Morley-Miller  experiment, the new result is $`v_{MM}=8.22`$km/s with an upperbound at 95% CL of $`v_{MM}=9.61`$km/s and a lower bound at 95% CL of $`v_{MM}=6.83`$km/s. The Illingworth  data (from a helium-filled inteferometer) gives smaller values of $`v_{MM}=3.13`$km/s with an upperbound at 95% CL of $`v_{MM}=4.17`$km/s and a lower bound at 95% CL of $`v_{MM}=2.09`$km/s.

Hence the Michelson-Morley and Miller values for $`v_{MM}`$ appear to differ significantly from the value from Illingworth. But this is now an expected outcome as Illingworth used helium (to control temperature variations) instead of air. Because of the different refractive indices of air and helium the correction factors are substantially different ($`1/\sqrt{n1}=58.7`$ for air at STP and = 166.7 for helium at STP), and as shown in Fig.2 the air and helium filled interferometers now give comparable results, when corrected. The use of helium by Illingworth has turned out to be a fortuitous situation that allows us to confirm the correction-factor dependence on $`n`$ in (14). We have assumed that Illingworth used helium at STP, but if in fact he used helium at 2 atmospheres then his corrected data, in Fig.2, would coincide with the COBE data. We have also used the $`n`$ value for air at STP in correcting the Miller results even though the experiments were performed at altitude on Mt. Wilson.

Of course the vacuum experiment by Brillet and Hall  gave a genuine null outcome as now expected. The presence of gases in these early experiments, rather than high vacuum, was of course an experimental expediency, but only because of this can we now realise the full implications of these long forgotten experiments.

Hence the old interferometer data is not only non-null but the extracted speeds agree, within errors, with the speed determined from analysis of the CBR dipole component observed by the COBE mission. These results demonstrate that absolute motion has a meaning and is measureable.

A new class of experiment can now be carried out using say a rotateable fibreoptic laser interferometer, and such quantum-gravity experiments are capable of measuring the absolute speed and direction of motion of the Earth through the quantum foam that is space. As well the very large gravity-wave laser interferometers could be used in a gas-filled mode rather than a vacuum mode and, if sufficient temperature control can be achieved, they could be used as absolute motion detectors. Daily and seasonal changes in $`v_{QF}`$ will be seen as $`\stackrel{}{v}_{QF}`$ is the vector sum of various contributions due to the effects of the dissipative and non-uniform flows of the quantum foam (which is gravity, ) by the earth, moon and sun, as well as the overall effect of the motion of the Earth and the solar system through the CBR determined quantum-foam frame of reference which is, it now turns out, was one of the main discoveries of the COBE mission.

A task for new interferometers would be to establish the in-ward flow rate of the quantum foam, predicted to be $`11.2`$km/s at the Earth’s surface. This quantum-foam flow is a key test of the quantum theory of gravity that has emerged from Process Physics , and in which Newton’s gravitational constant $`G`$ is a measure of the rate at which ‘quantum matter’ dissipates quantum foam.

The significance of this new interpretation of the outcomes of the various Michelson-Morley experiments can hardly be overstated, it will change forever how physicists comprehend reality. These results undermine Einstein’s assertion that absolute motion has no meaning. This Process Physics supersedes the prevailing Non-Process Physics modelling of reality, which is characterised by the geometrical modelling of time. It is remarkable that these experiments were carried out with such diligence and care so long ago that their data, when now properly analysed, yield speeds consistent with those found from satellite technology 104 years later, and even more so when we understand that some of the experimenters themselves believed they had failed to detect non-null effects. In effect the Michelson interferometer, operating with dielectric medium, is a quantum interferometer that performed the first quantum gravity experiment as it was capable of detecting absolute motion through the quantum foam that is space.

Again we emphasis that the Einstein Special and General Relativity is essentially a model of the potential history of the universe rather than of the universe itself. Clearly if the universe is lawful, then so is its history, though the ‘laws’ for the latter will clearly be different and, as is well known, they have the form of a differential geometry \- the spacetime construct. But in Process Physics we see a deeper understanding of reality in which time is not geometry, it is process.