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# Reversible Polynomial Automorphisms of the Plane: the Involutory Case

## 1 Introduction

A diffeomorphism $`g`$ has a reversing symmetry, or is “reversible” if it is conjugate to its inverse , i.e., there exists a diffeomorphism $`R`$ such that

$$g^1=RgR^1.$$
(1)
Reversible maps have a number of special properties and occur often in applications. For example, if the phase space of a system consists of configuration coordinates and momenta, then it is often the case that reversal of the momenta, $`R(q,p)=(q,p)`$, corresponds to the reversal of time. Note that if $`R`$ is a reversor, then it generates a family of reversors $`g^nR`$, for any integer $`n`$.

Reversibility is often associated with Hamiltonian systems, and more generally to conservative dynamics. Most representative examples of reversible systems originate in the study of Hamiltonian dynamics, and many Hamiltonian systems appearing in applications are reversible. It is, however, well known that these properties are independent: Hamiltonian systems need not be reversible, and reversible systems need not be conservative, or even volume-preserving  (see also  and references therein).

Often the reversor is an involution, $`R^1=R`$. This is the case, for example, for the physical reversor mentioned above. When this is true, a reversible map can be written as the composition of two involutions

$$g=(gR)(R),$$

since $`gR`$ is also an involution. For example, the standard  and area-preserving Hénon maps  have involutions as reversors.

Orbits of $`g`$ that intersect the fixed sets of the family of reversors, $`g^nR`$, are called “symmetric orbits.” Since $`\text{Fix}(R)=\{z:R(z)=z\}`$, generally has lower dimension than the phase space, these orbits are special, and are easier to find than general orbits. Their bifurcations are also special; for example in the two-dimensional case, pitchfork bifurcations are generic in one-parameter families of reversible maps . From this point of view, a reversor that is an involution is particularly interesting, because its fixed set is often nontrivial. For example, every orientation-reversing involution of the plane has a one-dimensional fixed set .

Our goal is to classify reversible polynomial automorphisms of the plane. Polynomial maps form one of the simplest, nontrivial classes of nonlinear dynamical systems. A polynomial automorphism is a polynomial diffeomorphism whose inverse is also polynomial. Such maps can give rise to quite complicated dynamics as exemplified by the renowned Hénon quadratic map . A larger family of maps consists of the generalized Hénon maps of the form

$$h:(x,y)(y,p(y)\delta x),$$
(2)
where $`\delta =det(Dh)0`$ is the Jacobian of the map and $`p(y)`$ is any polynomial of degree $`2`$. These maps are reversible when they are area and orientation-preserving, i.e., $`\delta =1`$, or area-preserving and orientation-reversing, $`\delta =1`$, providing that $`p`$ is an even polynomial. Some of their dynamics has been studied in .

A remarkable property of any polynomial automorphism is that the determinant of its Jacobian matrix is a nonzero constant (a famous unsolved question—the Jacobian conjecture—is to determine if all polynomial maps with a nonzero, constant Jacobian are polynomial automorphisms ). It follows as a simple consequence of (1) that when the Jacobians of $`g`$ and $`R`$ are constant, then $`g`$ is volume-preserving. Therefore polynomial automorphisms possessing polynomial reversors must be volume-preserving.

Since the composition of any two polynomial automorphisms is is again a polynomial automorphism, the set of polynomial automorphisms of $`^2`$ or of the complex plane, $`^2`$, is a group; we call it $`𝒢`$. We will make use of the results of Jung on the structure of $`𝒢`$ to investigate polynomial automorphisms that are reversible. Our results also heavily use the normal form for elements of $`𝒢`$ in terms of generalized Hénon maps obtained by Friedland and Milnor .

For the purposes of this letter, we restrict attention to the case that $`R`$ is an involution. While this is a restriction, we will show in a forthcoming paper that noninvolutory reversors are exceptional in the sense that additional conditions on the generalized Hénon transformations are required . It has been previously shown that all reversible polynomial mappings in generalized standard form possess involutory reversors .

We will classify all maps that are reversible by an involution in $`𝒢`$ and obtain unique normal forms for these maps under conjugacy in $`𝒢`$. Just as in , these normal forms involve compositions of generalized Hénon maps; however, in this case, the reversors are introduced by including two involutions in this composition:

$$(h_1^1\mathrm{}h_m^1)r_1(h_m\mathrm{}h_1)r_0,$$
(3)
where $`r_0`$ and $`r_1`$ involutions. These basic involutions are constructed from “elementary” involutions (see Prop. 4) or the simple affine permutation $`t(x,y)(y,x)`$. This gives three cases that we call (EE), (EA), and (AA), see Thm. 7. Conversely, any map of the form (3) is reversible when the $`r_i`$ are involutions.

## 2 Background

For future reference we include some basic terminology and results (see e.g.  for more details).

We will study polynomial maps of the complex plane, $`^2`$, occasionally specializing to the real case. We let $`𝒢`$ denote the group of polynomial automorphisms of the complex plane i.e. the set of bijective maps

$$g:(x,y)(X(x,y),Y(x,y)),X,Y[x,y],$$

having a polynomial inverse. Here $`[x,y]`$ is the ring of polynomials in the variables $`x`$ and $`y`$, with coefficients in $``$. The degree of $`g`$ is defined as the largest of the degrees of $`X`$ and $`Y`$.

The subgroup $`𝒢`$ of elementary maps consists of maps of the form

$$e:(x,y)(\alpha x+p(y),\beta y+\eta ),$$
(4)
where $`\alpha \beta 0`$ and $`p(y)`$ is any polynomial. The subgroup of affine automorphisms is denoted by $`𝒜`$. The affine maps that are also elementary will be denoted by $`𝒮=𝒜`$, while $`\widehat{𝒮}`$ will denote the group of diagonal affine automorphisms,

$$\widehat{s}:(x,y)(\alpha x+\xi ,\beta y+\eta ).$$
(5)
It is worthwhile to note that $`\widehat{𝒮}`$ is the largest subgroup of $`𝒮`$ normalized by $`t:(x,y)(y,x)`$, i.e., such that $`t\widehat{𝒮}t=\widehat{𝒮}`$. On the other hand a map $`s𝒮`$ commutes with $`t`$ if it is a diagonal automorphism (5) with $`\alpha =\beta `$ and $`\xi =\eta `$. This subgroup of $`\widehat{𝒮}`$ is the centralizer of $`t`$ in $`𝒮`$,

$$C_𝒮(t)=\{s𝒮:sts^1=t\}.$$

Finally, conjugacy by $`t`$ will be denoted by $`\varphi `$,

$$\varphi (g)=tgt.$$
(6)
Thus if $`sC_𝒮(t)`$, then $`\varphi (s)=s`$.

According to Jung’s Theorem  every polynomial automorphism $`g𝒮`$, can be written as

$$g=g_mg_{m1}\mathrm{}g_2g_1,g_i\left(𝒜\right)𝒮,i=1,\mathrm{}m,$$
(7)
with consecutive terms belonging to different subgroups $`𝒜`$ or $``$. An expression of the form (7) is called a reduced word of length $`m`$. An important property of a map written in this form is that its degree is the product of the degrees of the terms in the composition \[9, Thm. 2.1\]. As a consequence of this fact it can be seen that the identity cannot be expressed as a reduced word \[9, Cor 2.1\]. This fact in turn means that $`𝒢`$ is the free product of $``$ and $`𝒜`$ amalgamated along $`𝒮`$. The structure of $`𝒢`$ as an amalgamated free product determines the way in which reduced words corresponding to the same polynomial automorphism are related.

###### Theorem 1.

(cf. \[9, Cor 2.3\] or \[15, Thm 4.4\]). Two reduced words $`g_m\mathrm{}g_1`$ and $`\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_1`$ represent the same polynomial automorphism $`g`$ if and only if $`n=m`$ and there exist maps $`s_i𝒮,i=0,\mathrm{},m`$ such that $`s_0=s_m=id`$ and $`\stackrel{~}{g_i}=s_ig_is_{i1}^1`$.

¿From this theorem it follows that the length of a reduced word (7) as well as the degrees of its terms are uniquely determined by $`g`$. The sequence of degrees $`(l_1,\mathrm{},l_n)`$ corresponding to the maps $`(g_1,\mathrm{},g_m)`$, after eliminating the $`1`$’s coming from affine terms, is called the polydegree of $`g`$.

A map is said to be cyclically-reduced in the trivial case that it belongs to $`𝒜`$ or in the case that it can be written as a reduced word (7) with the additional conditions $`m2`$ and $`g_m`$, $`g_1`$ not in the same subgroup $``$ or $`𝒜`$.

Two maps $`g,\stackrel{~}{g}𝒢`$ are conjugate in $`𝒢`$ if there exists $`f𝒢`$ such that $`g=f\stackrel{~}{g}f^1`$. If $`f`$ belongs to some subgroup $``$ of $`𝒢`$ we say that $`g`$ and $`\stackrel{~}{g}`$ are $``$-conjugate. It can be seen that every $`g𝒢`$ is conjugate to a cyclically-reduced map. It can also be proved that every affine map $`a`$ can be written as $`a=st\stackrel{~}{s}`$, with $`t:(x,y)(y,x)`$ and $`s,\stackrel{~}{s}`$ affine elementary maps. From these facts it follows that every polynomial automorphism that is not conjugate to an elementary or an affine map is conjugate to a reduced word of the form,

$$g=te_m\mathrm{}te_2te_1,e_i𝒮,i=1,\mathrm{}m,m1.$$
(8)
Moreover this representative of the conjugacy class is unique up to modifications of the maps $`e_i`$ by diagonal affine automorphisms and cyclic reordering. More precisely we have the following theorem (cf. \[15, Thm. 4.6\]).

###### Theorem 2.

Two nontrivial, cyclically-reduced words $`g=g_m\mathrm{}g_1`$ and $`\stackrel{~}{g}=\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_1`$ are conjugate if and only if they have the same length and there exist automorphisms $`s_i𝒮,i=0,\mathrm{},m`$, with $`s_m=s_0,`$ and a cyclic permutation,

$$(\widehat{g}_m,\mathrm{},\widehat{g}_1)=(\stackrel{~}{g}_k,\mathrm{},\stackrel{~}{g}_1,\stackrel{~}{g}_m\mathrm{},\stackrel{~}{g}_{k+1})$$

such that $`\widehat{g}_i=s_ig_is_{i1}^1`$. In that case,

$$s_0gs_0^1=\widehat{g}_m\mathrm{}\widehat{g}_1.$$

In particular, if $`g=te_m\mathrm{}te_1`$ and $`\stackrel{~}{g}=t\stackrel{~}{e}_m\mathrm{}t\stackrel{~}{e}_1`$ are conjugate, there exist diagonal automorphisms $`s_i\widehat{𝒮},s_m=s_0`$, and a cyclic reordering,

$$(\widehat{e}_m,\mathrm{},\widehat{e}_1)=(\stackrel{~}{e}_k,\mathrm{},\stackrel{~}{e}_1,\stackrel{~}{e}_m\mathrm{},\stackrel{~}{e}_{k+1}),$$

such that $`t\widehat{e}_i=s_ite_is_{i1}^1`$ and

$$s_0gs_0^1=t\widehat{e}_m\mathrm{}t\widehat{e}_1.$$

###### Proof.

Let us consider $`g=g_m\mathrm{}g_1`$ and $`\stackrel{~}{g}=\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_1`$, two nontrivial, cyclically-reduced, conjugate words. By assumption, there is a reduced word $`f=f_k\mathrm{}f_1𝒢`$, such that $`g=f\stackrel{~}{g}f^1`$. Then,

$$g_m\mathrm{}g_1=f_k\mathrm{}f_1\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_1f_1^1\mathrm{}f_k^1.$$
(9)
However, the word on the right hand side of (9) is not reduced. Since $`\stackrel{~}{g}`$ is cyclically-reduced, we can suppose, with no loss of generality, that $`f_1`$ and $`\stackrel{~}{g}_n`$ belong to the same subgroup $`𝒜`$ or $`E`$, so that $`f_1^1`$ and $`\stackrel{~}{g}_1`$ lie in different subgroups. Taking into account Thm. 1 and that (9) represents a cyclically-reduced map, we can reduce to obtain

$$f_k\mathrm{}f_1\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_1=\{\begin{array}{cc}s_k\stackrel{~}{g}_{nk}\mathrm{}\stackrel{~}{g}_1\hfill & \text{if }nk\hfill \\ f_k\mathrm{}f_{n+1}s_n\hfill & \text{if }n<k,\hfill \end{array}$$
(10)
where $`s_n,s_k𝒮`$. Moreover there exist $`s_i𝒮,s_0=id`$, such that $`f_is_{i1}\stackrel{~}{g}_{ni+1}=s_i`$ for $`i=1,\mathrm{},\mathrm{min}(n,k)`$.

For the case $`nk`$,

$`g_m\mathrm{}g_1`$ $`=s_k\stackrel{~}{g}_{nk}\mathrm{}\stackrel{~}{g}_1f_1^1\mathrm{}f_k^1`$
$`=(s_k\stackrel{~}{g}_{nk})\stackrel{~}{g}_{nk1}\mathrm{}\stackrel{~}{g}_1\stackrel{~}{g}_n\mathrm{}\stackrel{~}{g}_{nk+2}(\stackrel{~}{g}_{nk+1}s_k^1),`$
and applying Thm. 1 we have the result. The case $`n<k`$ follows analogously.

To prove the second statement of this theorem it is enough to recall that given $`s𝒮`$, $`tst`$ stays in $`𝒮`$ if and only if $`s`$ is diagonal. ∎

It can be noted from the previous theorem that the length of a cyclically-reduced word is an invariant of the conjugacy class. Since a nontrivial, cyclically-reduced word has the same number of elementary and affine terms, we refer to this number as the semilength of the word. Thm. 2 also implies that two cyclically-reduced maps that are conjugate have the same polydegree up to cyclic permutations. We will call this sequence the polydegree of the conjugacy class.

## 3 Involutory Reversing Symmetries

As was noted in the introduction, a map has an involutory reversing symmetry if and only if it can be expressed as the composition of two involutions. In this section we make use of this property to describe the class of polynomial automorphisms that possess involutory reversors. We start by studying involutions.

### Polynomial Involutions

To begin, we show that all polynomial involutions are dynamically trivial, i.e., are conjugate to affine or elementary maps.

###### Proposition 3.

A map $`g𝒢`$ is an involution if and only if $`g`$ is conjugate to an affine or to an elementary involution.

###### Proof.

Assume that $`g`$ is an involution conjugate in $`𝒢`$ to a cyclically-reduced map with semilength $`m:`$ $`\stackrel{~}{g}=a_me_m\mathrm{}a_1e_1`$, $`m1`$. As the involution condition is preserved under conjugacy we have,

$$\stackrel{~}{g}^2=a_me_m\mathrm{}a_1e_1a_me_m\mathrm{}a_1e_1=id.$$

But this is a contradiction since the identity cannot be written as a reduced word. It follows that $`g`$ must be conjugate to either an affine or to an elementary map. ∎

We investigate next the affine and elementary involutions. For later use, we also find their normal forms corresponding to conjugacy by elements in $`C_𝒮(t)`$.

###### Proposition 4.

In addition to the identity, elementary involutions correspond to the following classes and normal forms under $`C_𝒮(t)`$-conjugacy.

1. $`(x,y)(x+p(y),y),p(y)`$ any polynomial.

Normal form: $`(x,y)(x+p(y),y),p(y)=y^l+O(y^{l2})`$.
2. $`(x,y)(x+p(y),y+\eta ),p(y)`$ odd around $`\frac{\eta }{2}`$.

Normal form: $`(x,y)(x+p(y),y),p(y)`$ odd with leading coefficient $`1`$.
3. $`(x,y)(x+p(y),y+\eta ),p(y)`$ even around $`\frac{\eta }{2}`$.

Normal form: $`(x,y)(x+p(y),y),p(y)`$ even with leading coefficient $`1`$.

These normal forms are unique up to replacing $`p(y)`$ by $`\zeta p(y/\zeta )`$, where $`\zeta `$ is any root of unity of order $`l1`$ and $`l`$ is the degree of $`p(y)`$.

###### Proof.

For an elementary automorphism (4) we have

$$e^2(x,y)=(\alpha ^2x+\alpha p(y)+p(\beta y+\eta ),\beta ^2y+\beta \eta +\eta ).$$

Setting $`e^2=id`$ it is easy to see that if $`eid`$, $`e`$ has to be of one of the three classes in the Proposition. Now, defining coordinates $`u=ax+b`$, $`v=ay+b`$, a simple calculation shows that $`e`$ can be written in the corresponding normal form. Moreover the values of $`a`$ and $`b`$ yielding that normal form are unique up to $`(l1)\text{-th}`$ roots of unity. ∎

###### Remark.

It can be proved that every elementary involution is $``$-conjugate to one of the affine maps, $`(x,y)(\pm x,\pm y)`$, where the coefficients of $`x`$ and $`y`$ are conjugacy invariants. However for the purposes of this paper we will only normalize the involutions by using conjugacy in $`C_𝒮(t)`$. Normal forms for elementary maps are fully discussed in .

###### Proposition 5.

Let $`a`$ be an affine, nonelementary automorphism,

$$a:(x,y)\widehat{a}(x,y)+(\xi ,\eta ),$$
(11)
with $`\widehat{a}`$ linear. Then $`a`$ is an involution if and only if the eigenvalues of $`\widehat{a}`$ are $`1`$ and $`1`$ and $`(\xi ,\eta )`$ is in the eigenspace of $`1`$.

Furthermore, all affine nonelementary involutions are $`𝒮`$-conjugate to $`t`$.

###### Proof.

Let be $`a`$ given by (11). This map is an involution if for every $`(x,y)`$,

$$\widehat{a}^2(x,y)+\left(\widehat{a}+id\right)(\xi ,\eta )=(x,y).$$

The above identity holds if and only if $`\widehat{a}`$ is an involution and has $`1`$ as eigenvalue, with associated eigenvector $`(\xi ,\eta )`$. Taking into account that $`\widehat{a}`$ is not elementary, the condition $`\widehat{a}^2=id`$ means that the eigenvalues of $`\widehat{a}`$ must be $`1`$ and $`1`$. Besides, it can be noted that the eigenspace of $`1`$ is generated by $`(\widehat{a}id)(1,0)`$. This follows from $`\widehat{a}^2id=(\widehat{a}+id)(\widehat{a}id)=0`$ and the assumption that $`a𝒮`$.

To prove the second part of the Proposition, consider first a linear, nonelementary involution $`\widehat{a}(x,y)`$. In that case, taking $`s(x,y)=x(1,0)+y\widehat{a}(1,0)`$, we see that $`\widehat{a}=sts^1`$.

Next, we show that every affine, non elementary involution (11) is $`𝒮`$-conjugate to its linear part $`\widehat{a}`$. We know that $`(\xi ,\eta )=(\widehat{a}id)(c,0)`$ for some scalar $`c`$. Taking $`s(x,y)=(x+c,y)`$ it follows that $`sas^1=\widehat{a}`$ and the proof is complete. ∎

### Normal forms

We intend to describe polynomial automorphisms that are reversible by involutions. Let $`g`$ be one such automorphism. In that case $`g=R_1R_0`$, where $`R_1`$ and $`R_0`$ are involutions. According to Prop. 3, $`R_i=g_ir_ig_i^1`$, $`i=0,1`$, where $`r_i`$ is an elementary or an affine involution and $`g_i𝒢`$. Then $`g`$ is conjugate to $`r_1fr_0f^1`$ with $`f=g_1^1g_0`$. If $`f𝒮`$, $`g`$ is conjugate to the composition of a pair of involutions in $`𝒜`$. Let us consider $`f𝒮`$ so that it can be written as a reduced word, $`f=f_n\mathrm{}f_1`$, $`n1`$. However,

$$fr_0f^1=f_n\mathrm{}f_1r_0f_1^1\mathrm{}f_n^1,$$
(12)
is not reduced if $`r_0`$ and $`f_1`$ are in the same subgroup $`𝒜`$ or $``$. After reducing (12), we obtain either a map $`s_0𝒮`$ conjugate to $`r_0`$, or a reduced word

$$f_n\mathrm{}f_k\stackrel{~}{r}_0f_k^1\mathrm{}f_n^1,$$

where $`\stackrel{~}{r}_0`$ is an affine or an elementary involution, conjugate to $`r_0`$. In the last case we see that $`g`$ is conjugate to

$$f_k^1\mathrm{}f_n^1r_1f_n\mathrm{}f_k\stackrel{~}{r}_0.$$

Now, $`f_k^1\mathrm{}f_n^1r_1f_n\mathrm{}f_k`$ is not necessarily a reduced word. This expression reduces either to a map $`s_1𝒮`$ conjugate to $`r_1`$, or to a reduced word, $`f_k^1\mathrm{}f_{k+l}^1\stackrel{~}{r}_1f_{k+l}\mathrm{}f_k`$, where $`\stackrel{~}{r}_1`$ is an affine or an elementary involution, conjugate to $`r_1`$. Therefore a polynomial automorphism is reversible if and only if it is conjugate to a cyclically-reduced map of one of the following types:

1. (trivial case) $`g=\stackrel{~}{r}_1\stackrel{~}{r}_0𝒜`$, where $`\stackrel{~}{r}_0`$, and $`\stackrel{~}{r}_1`$ are both affine or both elementary involutions.
2. a reduced word,

$$g=f_1^1\mathrm{}f_m^1\stackrel{~}{r}_1f_m\mathrm{}f_1\stackrel{~}{r}_0,$$
(13)
where $`\stackrel{~}{r}_0,\stackrel{~}{r}_1`$ are involutions. Note that this includes $`g`$ of the form $`\stackrel{~}{r}_1\stackrel{~}{r}_0`$ with $`\stackrel{~}{r}_0,\stackrel{~}{r}_1`$ not in the same subgroup $`𝒜`$ or $``$.

An immediate consequence of this structure is that the possible polydegrees for conjugacy classes of reversible maps are restricted to be of the form $`([l_0],l_1,\mathrm{},l_m,[l_{m+1}],l_m,\mathrm{},l_1)`$, the terms in brackets being optional.

Friedland and Milnor  obtained normal forms for conjugacy classes in $`𝒢`$ using generalized Hénon transformations (2). Note that (2) is of the form $`te`$ with $`e`$ an elementary map. If the polynomial $`p(y)`$ in (2), has leading coefficient equal to $`1`$ and center of mass at $`0`$, i.e. if $`p(y)=y^l+O(y^{l2})`$, we say that the Hénon transformation is normal. When restricted to the real case we say the transformation is normal if the center of mass of $`p(y)`$ is $`0`$ and the leading coefficient is $`\pm 1`$. Now, according to \[9, Thm. 2.6\], every cyclically reduced map that is not elementary or affine is conjugate to a composition of generalized Hénon transformations. Moreover, with the additional requirement that the Hénon transformations be normal, that composition is unique, up to finitely many choices. It can be noted that the number of Hénon transformations in a Hénon normal form equals the semilength of the word.

For the case of reversible maps, Hénon normal forms do not reflect the specific structure of the word. Our next goal is thus to find normal forms better adapted to reversible automorphisms. Maps of type (R1) are dynamically trivial, thus we study conjugacy classes for maps of type (R2). Our goal is Thm. 7, which discusses normal forms for reversible automorphisms. The following is a preliminary result.

###### Lemma 6.

Given a cyclically-reduced map of the form (8), there exist diagonal affine automorphisms $`s_m,s_0C_𝒮(t)`$, such that $`s_mgs_0^1`$ is a composition of normal Hénon transformations. In other words,

$$s_mgs_0^1=t\widehat{e}_m\mathrm{}t\widehat{e}_1,$$

where each of the terms $`t\widehat{e}_i`$ is a normal Hénon transformation. Additionally the terms in the composition are unique up to a finite number of choices.

###### Proof.

The proof of this result follows closely the methods of , so we omit it. As in their arguments, the normal form is unique up to scaling the polynomials and the parameters $`\delta _i`$ by $`l`$-th roots of unity, where $`l=l_1\mathrm{}l_{m1}(l_m1)`$ and $`l_i`$ is the degree of $`e_i`$. ∎

With these results, we can state our main theorem.

###### Theorem 7.

Let $`g`$ be a reversible automorphism of type (R2). Then $`g`$ is conjugate to a cyclically-reduced map of one of the following classes:

* a map,

$$(h_1^1\mathrm{}h_m^1)t(h_m\mathrm{}h_1)t,$$

if $`\stackrel{~}{r}_0`$ and $`\stackrel{~}{r}_1`$ are both affine;
* a map,

$$(h_1^1\mathrm{}h_m^1)e_{m+1}(h_m\mathrm{}h_1)t$$

if $`\stackrel{~}{r}_0`$ and $`\stackrel{~}{r}_1`$ belong to different subgroups $`𝒜`$ or $`;`$
* a map,

$$(th_1^1\mathrm{}h_m^1)e_{m+1}(h_m\mathrm{}h_1t)e_0,$$

if $`\stackrel{~}{r}_0`$ and $`\stackrel{~}{r}_1`$ are both elementary;

where $`h_i`$ represents a Hénon transformation and $`e_0,e_{m+1}`$ are elementary involutions. Furthermore it can be required that the Hénon transformations $`h_i=te_i,i=1,\mathrm{},m`$, as well as the involutions $`e_0,e_{m+1}`$ be normalized. In that case the resulting composition is unique up to a finite number of choices.

We prove this result in §4.

###### Remark.

For real polynomial automorphisms, a slight modification of the arguments in the proof of Thm. 7 allows us to obtain real normal forms. To do this, we might need to allow the leading coefficient of one of the polynomials in the normal Hénon transformations to be $`1`$ instead of $`1`$. This occurs because, as we will see in §4, the equations that we need to solve to normalize the maps otherwise may not have real solutions.

The normal forms developed in Thm. 7 give a description of all conjugacy classes for reversible polynomial automorphism. They provide also a way to verify if a given polynomial automorphism is reversible, by checking if it is possible to carry it into any of the normal forms described in the theorem. It would be desirable however to obtain a more direct criteria to distinguish reversible automorphisms. Although that seems difficult in general, we can develop conditions for the shorter words. It is clear, for example, that a normal Hénon transformation $`h=te`$ is reversible if and only if $`\delta =1,`$ so that $`e`$ is a normal involution, or if $`\delta =1`$ and $`p(y)`$ is an even polynomial. These are then the only reversible maps of semilength $`1`$, written as composition of normal Hénon transformations. In Table 1 we summarize the criteria for words of semilength $`m=2,3`$ and $`4`$ when they are given in normal Hénon form, i.e. written as composition of normal Hénon transformations, $`g=h_m\mathrm{}h_1`$,

$$h_i=te_i:(x,y)(y,p_i(y)\delta _ix),i=1,\mathrm{},m.$$

The corresponding polydegree is assumed to be $`(l_1,\mathrm{},l_m)`$. The conditions in the table should be understood up to cyclic reorderings of the indexes.

## 4 Proof of Theorem

We now proceed to the proof of Thm. 7.

###### Proof.

Consider $`g`$ given by the reduced word (13). We can replace all affine terms in that expression by $`st\stackrel{~}{s}`$, for some $`s,\stackrel{~}{s}𝒮`$. In particular if either $`\stackrel{~}{r}_0`$ or $`\stackrel{~}{r}_1`$ are affine we replace them by $`s_its_i^1`$ for some $`s_i𝒮,i=0,1`$. This allows us to see that $`g`$ is conjugate to a word of the form

$$te_1^1\mathrm{}te_m^1[te_{m+1}]te_m\mathrm{}te_1[te_0],$$
(14)
where $`e_0,e_{m+1}`$ are elementary involutions. The brackets around $`te_0`$ and $`te_{m+1}`$ indicate that those terms may not appear, depending on what kind of involutions, affine or elementary, are represented by $`\stackrel{~}{r}_0`$ and $`\stackrel{~}{r}_1`$. Now, this expression can be written as $`tf^1t[te_{m+1}]f[te_0]`$, with $`f=te_m\mathrm{}te_1`$. Lem. 6 allows us to replace $`f`$ by $`s_m^1t\widehat{e}_m\mathrm{}t\widehat{e}_1s_0`$, with each $`t\widehat{e}_i`$ a normal Hénon transformation and $`s_m,s_0C_𝒮(t)`$. If $`f^1`$ is similarly replaced, we observe that $`g`$ is conjugate to a map of the form (14), where the terms $`te_i`$ are now normal Hénon transformations, for $`i=1,\mathrm{},m,`$ and $`e_0,e_{m+1}`$ are any elementary involutions. Now, if $`\stackrel{~}{r}_0`$ and $`\stackrel{~}{r}_1`$ are affine, so that $`te_0`$ and $`te_{m+1}`$ are omitted in (14), this proves $`g`$ is conjugate to the normal form (AA). However if either of these involutions are elementary it is possible to make an additional simplification. It should be noted that in such cases the conditions $`s_0,s_mC_𝒮(t)`$ may be unnecessary.

Let us consider the case (EA), that is when only one of $`\stackrel{~}{r}_0,\stackrel{~}{r}_1`$ is an elementary involution. We can assume that only $`te_{m+1}`$ appears in (14), the other case being equivalent after a cyclic reordering. We can also assume that the terms $`te_i,i=1,\mathrm{},m`$ are already normal Hénon transformations, but $`e_{m+1}`$ is an arbitrary involution of any of the classes described in Prop. 4. For $`i=0,\mathrm{},m`$, we introduce diagonal affine automorphisms

$$s_i(x_i,x_{i+1})=(u_i,u_{i+1}),u_i=a_ix_i+b_i,$$
(15)
and replace each term $`te_i,i=1,\mathrm{},m`$ by $`t\widehat{e}_i=s_ite_is_{i1}^1`$. Now, if on the one hand $`s_0C_𝒮(t)`$, and on the other $`te_i^1`$ is replaced by $`\varphi (s_{i1})te_i^1\varphi (s_i^1)`$ for $`i=1,\mathrm{},m`$, with $`\varphi `$ as given by (6), while $`te_{m+1}`$ becomes replaced by $`\varphi (s_m)te_{m+1}s_m^1`$, we preserve the conjugacy class and the structure of the word.

For $`t\widehat{e}_i,i=1,\mathrm{},m,`$ to remain normal, it is necessary that $`b_i=0`$ and $`a_{i+1}=a_i^{l_i},i=1,\mathrm{},m`$. We also need $`a_0=a_1`$ and $`b_0=b_1`$ in order to have $`s_0C_𝒮(t)`$. Finally the condition that $`\widehat{e}_{m+1}`$ be in normal form yields additional equations,

$$\kappa _{m+1}a_m=a_{m+1}^{l_{m+1}},l_{m+1}\kappa _{m+1}b_{m+1}=\lambda _{m+1}a_{m+1},$$

where $`p_{m+1}(y)=\kappa _{m+1}y^{l_{m+1}}+\lambda _{m+1}y^{l_{m+1}1}+\text{(lower order terms)}`$, is the polynomial associated to $`e_{m+1}`$. It is not difficult to see that this system of equations gives $`a_0`$ up to $`l\text{-th}`$ roots of unity, for $`l=l_1\mathrm{}l_{m1}(l_ml_{m+1}1)`$. All other $`a_i`$ and $`b_i`$ are then uniquely determined.

The remaining case, when both involutions are elementary, follows in a similar way.

We have proved existence of normal forms as promised. Uniqueness of those forms is a consequence of Thm. 2. However some details deserve further discussion. Note that to preserve the structure of the word as a reversible automorphism, we chose to apply to $`te_i^1`$ the images under the isomorphism $`\varphi `$ of the maps $`s_i,s_{i1}`$ that modify $`te_i`$. To discuss uniqueness we have to check if it is possible to apply other diagonal automorphisms to $`te_i^1`$, and still preserve the structure of the word as well as the normalizing conditions.

Suppose that (14) is in normal form, and for $`i=1,\mathrm{},m`$, we replace $`te_i`$ by $`t\widehat{e}_i=s_ite_is_{i1}^1`$, $`s_i`$ given by (15). Consider also diagonal affine automorphisms $`\stackrel{~}{s}_i(\stackrel{~}{x}_{i+1},\stackrel{~}{x}_i)=(\stackrel{~}{u}_{i+1},\stackrel{~}{u}_i)`$, with $`\stackrel{~}{u}_i=\stackrel{~}{a}_i\stackrel{~}{x}_i+\stackrel{~}{b}_i`$, and replace $`te_i^1`$ by $`t\stackrel{~}{e}_i=\stackrel{~}{s}_{i1}te_i^1\stackrel{~}{s}_i^1,i=1,\mathrm{},m`$. It should be noted that when $`te_0`$ appears it has to be replaced by $`s_0te_0\stackrel{~}{s}_0^1`$, otherwise $`\stackrel{~}{s}_0`$ must be equal to $`s_0;`$ similar considerations follow with respect to $`te_{m+1}`$. If after these changes the word is still in normal form, with no need of cyclic reordering, it would be necessary that $`t\stackrel{~}{e}_i=t\widehat{e}_i^1`$ for $`i=1,\mathrm{},m`$. This condition is equivalent to

$$\sigma _ite_i=te_i\sigma _{i1},$$
(16)
where $`\sigma _i=s_i^1\varphi (\stackrel{~}{s}_i)`$,

$$\sigma _i(x,y)=(A_ix+B_i,A_{i+1}y+B_{i+1}),i=0,\mathrm{}m,$$

$$A_i=\frac{\stackrel{~}{a}_i}{a_i},B_i=\frac{\stackrel{~}{b}_ib_i}{a_i},i=0,\mathrm{},m+1.$$

Then (16) reduces to

$$\begin{array}{cc}\hfill A_{i+1}& =A_{i1},\hfill \\ \hfill A_{i+1}p_i(y)+B_{i+1}& =p_i(A_iy+B_i)\delta _iB_{i1},\hfill \end{array}$$

for $`i=1,\mathrm{},m.`$ It is not difficult to see that the above equations, together with the requirement that the terms in the composition be in their normal form, imply $`B_i=0`$ for all $`i=0,\mathrm{},m+1`$. It also follows that all $`A_i=1`$ (so that $`\sigma _i=id`$ and $`\stackrel{~}{s}_i=\varphi (s_i)`$) unless the subgroup of roots of unity,

$$K=\{\omega :p_i(y)=\omega p_i(\omega y),i=0,\mathrm{},m+1\}$$
(17)
is not trivial. Moreover, for normal forms (EA) and (EE) we also obtain that all $`A_i=1`$ when the order of $`K`$ is odd while if the order of $`K`$ is even either $`A_i=1`$ or $`A_i=1`$ for every $`i`$.

If for the moment we disregard reorderings, the above discussion allows us to see that the normal forms we have obtained are unique up to the modifications we describe next. Let us consider again that (14) is in normal form and denote by $`k`$ the order of the group $`K`$ and by $`l`$ the number

$$l=l_0\mathrm{}l_{m1}(l_ml_{m+1}1),$$

with $`l_0`$ and $`l_{m+1}`$ taken equal to $`1`$ if the corresponding involutions do not appear. Let $`\zeta `$ be any $`l\text{-th}`$ root of unity when $`k`$ is odd, and any $`2l\text{-th}`$ root of unity when $`k`$ even. For $`i=1,\mathrm{},m+2`$ define $`a_i=\zeta ^{l_0\mathrm{}l_{i1}}`$ and set $`a_0=\zeta ^{1l}`$. Then all possible normal forms can be obtained by the following modifications:

1. For $`i=1,\mathrm{},m+1`$ replace the polynomial $`p_i(y)`$ related to the elementary map $`e_i`$, by $`a_{i+1}p_i(y/a_i)`$ and the coefficient $`\delta _i`$ by $`a_{i+1}\delta _i/a_{i1}`$.
2. If either of the involutions $`e_i(x,y)=(p_i(y)\delta _ix,ϵ_iy),i=0`$ or $`i=m+1`$ appears, $`ϵ_i`$ must be replaced by $`\zeta ^lϵ_i`$. Besides $`p_0(y)`$ has to be replaced by $`a_1p_0(y/\zeta )`$ and the coefficient $`\delta _0`$ by $`\zeta ^l\delta _0`$.

It may be noted that for normal form (AA) $`\zeta `$ could be any $`kl\text{-th}`$ root of unity, although in that case $`a_0=\zeta ^{1(1)^ml}`$. However some further analysis shows that, depending on the parity of $`k`$, it suffices to consider $`l\text{-th}`$ or $`2l\text{-th}`$ roots of unity.

Finally we discuss reorderings. Suppose that $`g=g_{2m}\mathrm{}g_1`$ is a nontrivial, cyclically-reduced, reversible map. Then it is possible to factor $`g`$ as the composition of two involutions,

$`g`$ $`=\left(g_{2m}\mathrm{}(g_{2k}s^1)\right)\left((sg_{2k1})\mathrm{}g_1\right)`$ (18)
$`=(f_{k+1}^1\mathrm{}f_m^1r_1f_m\mathrm{}f_{k+1})(f_{k1}\mathrm{}f_1r_0f_1^1\mathrm{}f_{k1}^1),`$
with $`s𝒮`$ and $`r_0,r_1`$ involutions. It should be noted that to obtain normal forms we considered a reordering of the terms that makes the last factor in the reduced word (18) of length $`1`$. For any conjugacy class giving rise to normal forms (AA) or (EE), there are two different reorderings of the terms having such structure, therefore yielding two families of normal forms. For (EA) maps we also required that the last factor corresponds to the affine involution, therefore in the general case there is only one possible reordering. Nevertheless, it is possible that (18) can be factored in more than one way as composition of involutions. In other words, the map can have more than two centers of symmetry, reflecting the existence of different families of reversing symmetries. Then other families of normal forms may arise, corresponding to different choices of symmetry centers. ∎

## 5 Conclusions

Though every polynomial automorphism is conjugate to a composition of generalized Hénon maps, we have argued that reversible automorphisms are more appropriately written in the normal forms given in Thm. 7. There are three possible normal forms depending upon whether the basic involutory reversors are both elementary (EE) both affine (AA) or one of each (EA). This is not a complete classification of reversible automorphisms however, since we have assumed that the reversors are involutions. We plan to treat the more general case in a forthcoming paper .

There are a number of interesting questions that we have not investigated. The automorphisms with polydegree $`(l_1,\mathrm{},l_n)`$ form a manifold of dimension $`l_i+6`$ . What about the subset of reversible automorphisms? We have investigated automorphisms that are reversible in $`𝒢`$. What can one say about reversible automorphisms that do not have reversors in $`𝒢`$? Apart from symmetric orbits and their bifurcations, are there other dynamical properties that distinguish the reversible automorphisms?


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# DESY 02-107OUTP-02-36-P A Bound on Neutrino Masses From Baryogenesis

## Abstract

Properties of neutrinos, the lightest of all elementary particles, may be the origin of the entire matter-antimatter asymmetry of the universe. This requires that neutrinos are Majorana particles, which are equal to their antiparticles, and that their masses are sufficiently small. Leptogenesis, the theory explaining the cosmic matter-antimatter asymmetry, predicts that all neutrino masses are smaller than $`0.2`$ eV, which will be tested by forthcoming laboratory experiments and by cosmology.

Neutrinos are unique elementary particles. They have only weak interactions and can therefore travel astronomically large distances without being absorbed. In particular, they reach the earth from the center of the sun. The study of solar and atmospheric neutrinos, produced by cosmic rays in the earth’s atmosphere, has provided evidence for neutrino oscillations. These take place between the three species of neutrinos, $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$, which belong to the three families of elementary particles with the charged leptons electron ($`e`$), muon ($`\mu `$) and tau ($`\tau `$), respectively.

Neutrinos are electrically neutral, spin-$`\frac{1}{2}`$ particles. In the standard model of strong and electroweak interactions neutrinos are massless. As a consequence, electron-, muon-, and tau-number are conserved. Due to the evidence for neutrino oscillations we now know that neutrinos have mass and that the three lepton numbers are not separately conserved. However, we still do not know whether the total lepton number, $`L=L_e+L_\mu +L_\tau `$, is also violated. In this case neutrinos would be Majorana particles which are equal to their antiparticles.

The standard model of particle physics can be derived as low energy effective theory from a more fundamental grand unified theory (GUT), whose symmetry becomes manifest only at much shorter distances, or correspondingly larger energies. The simplest GUT which unites the strong and electroweak forces, and where all quarks and leptons can turn into each other via gauge interactions, is based on the group SO(10) . This theory predicts the existence of ‘sterile’ neutrinos $`\nu _R`$, one for each quark-lepton generation, which have no strong or electroweak interactions, unlike all other known elementary particles. After the breaking of the GUT group SO(10) to the standard model gauge group SU(3)$`\times `$SU(2)$`\times `$U(1), the sterile neutrinos become massive Majorana fermions, $`N=\nu _R+\nu _R^c`$, where the superscript ‘c’ denotes antiparticles.

Heavy Majorana neutrinos with masses $`M`$ of order the GUT mass scale, $`\mathrm{\Lambda }_G10^{15}`$ GeV, also give rise to small neutrino masses through mixing, which is the so-called seesaw mechanism . The light neutrino mass eigenstates $`\nu _1`$, $`\nu _2`$ and $`\nu _3`$ are mixtures of $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$, and again Majorana neutrinos, i.e. identical to their antiparticles, $`\nu _i=\nu _i^c`$. Assuming for the neutrino masses the ordering $`m_1<m_2<m_3`$, one expects for the largest mass $`m_3`$ as consequence of the seesaw mechanism,

$`m_3{\displaystyle \frac{v^2}{M}}0.01\mathrm{eV},`$ (1)
where we have chosen for $`v`$ the mass scale of electroweak symmetry breaking of order the W-boson mass, $`v174`$ GeV.

The evidence for neutrino oscillations reported by the Super-Kamiokande  and SNO  collaborations suggests $`\nu _\mu \nu _\tau `$ and $`\nu _e\nu _\mu `$ oscillations. The analysis yields two neutrino mass differences, $`\mathrm{\Delta }m_{atm}^2=(1.63.9)\times 10^3\mathrm{eV}^2`$  and $`\mathrm{\Delta }m_{sol}^2=(0.22)\times 10^4\mathrm{eV}^2`$ . It is very remarkable that $`\sqrt{\mathrm{\Delta }m_{atm}^2}0.05`$ eV and $`\sqrt{\mathrm{\Delta }m_{sol}^2}0.008`$ eV are consistent with the estimate (1). This suggests that the extrapolation to the GUT mass scale $`\mathrm{\Lambda }_G10^{15}`$ GeV by means of the seesaw mass relation may indeed be correct!

So far, however, we do not know the absolute scale of neutrino masses since oscillation experiments can only determine differences of mass squares. An upper bound on a weighted sum of neutrino masses has been obtained from a study of the electron energy spectrum in tritium $`\beta `$-decay, $`m_{\nu _e}=\left(_i|U_{ei}|^2m_i^2\right)^{1/2}<2.2`$ eV . Here $`U_{ei}`$ ($`i=1\mathrm{}3`$) are elements of the ‘leptonic mixing matrix’ which determine the couplings of an electron to a W-boson and the neutrino mass eigenstates $`\nu _i`$. An even more stringent bound has been obtained from neutrinoless double $`\beta `$-decay, which for a nucleus with $`Z`$ protons and $`N`$ neutrons corresponds to the transition $`A(Z,N)A(Z+2,N2)+e^{}+e^{}`$. Note, that this process violates lepton number! Non-observation of neutrinoless double $`\beta `$-decay yields an upper bound on the effective neutrino mass $`m_{ee}=|_iU_{ei}^2m_i|<0.38\kappa `$ eV, where $`\kappa =𝒪(1)`$ represent the uncertainty of the nuclear matrix element  .

Important information on neutrino masses also comes from cosmology. The requirement that neutrinos do not overclose the universe yields the limit $`_im_{\nu _i}<40`$ eV. A much stronger bound has recently been obtained from the 2dF Galaxy Redshift Survey, $`_im_{\nu _i}<1.8`$ eV at 95% confidence level , which is comparable to the bound from tritium $`\beta `$-decay.

Baryons, i.e. protons and neutrons, dominate by far the cosmic mass fraction of visible matter. As far as we know, the universe contains no primordial antimatter. Hence, the baryon density $`n_B`$ is equal to the difference of baryon and antibaryon densities, which is conventionally normalized to the photon density, $`\eta _B=(n_Bn_{\overline{B}})/n_\gamma `$. The precision of measurements of this baryon asymmetry has significantly improved with the observation of the acoustic peaks in the cosmic microwave background radiation (CMB). The BOOMERanG and DASI experiments have measured the baryon asymmetry with a (1$`\sigma `$) standard error of $`15\%`$ ,

$`\eta _{B0}^{CMB}=(6.0_{0.8}^{+1.1})\times 10^{10},`$ (2)
which is consistent with the result of standard primordial nucleosynthesis (BBN), obtained from the measurement of relic nuclear abundances .

At first sight, it may appear very surprizing that the observed cosmological baryon asymmetry should be related to neutrino properties. The reason is a deep connection  between baryon and lepton number in the standard model of particle physics which is hidden today, but which becomes visible at very high temperatures above the scale of electroweak symmetry breaking, $`T>v100\mathrm{GeV}10^{15}\mathrm{K}`$. At such high temperatures, which may have been realized in the early universe, quarks and leptons are rapidly transformed into each other by so-called sphaleron processes , and lepton and baryon number are no longer separately conserved. In thermal equilibrium baryon and lepton asymmetries have a constant ratio determined by the standard model.

A baryon asymmetry can be dynamically generated in an expanding universe if the particle interactions violate baryon number, charge conjugation ($`C`$) and joint parity and charge conjugation ($`CP`$), and if the evolution of the universe leads to a departure from thermal equilibrium . All these conditions can be fulfilled in decays of heavy Majorana neutrinos ($`N`$) into light leptons ($`l`$) and Higgs bosons ($`\varphi `$). $`CP`$ violating, out-of-equilibrium decays $`Nl\varphi `$ generate naturally a lepton asymmetry which, by means of the sphaleron processes, is partially transformed into a baryon asymmetry. This is the simple and elegant leptogenesis mechanism .

The non-equilibrium process of baryogenesis is described by means of Boltzmann equations. The final baryon asymmetry is the result of a competition between production processes and washout processes which tend to erase any generated asymmetry. We shall assume that the dominant contribution is given by decays of $`N_1`$, the lightest of the heavy Majorana neutrinos. This assumption is well justified in the case of a mass hierarchy among the heavy neutrinos, i.e. $`M_1M_2,M_3`$, and it is also known to be a good approximation, if $`M_{2,3}M_1=𝒪(M_1)`$. The case of partial degeneray, $`M_{2,3}M_1M_1`$, requires a special treatment. In a recent detailed study  it has been shown that the final baryon asymmetry depends on just four parameters: the mass $`M_1`$ of $`N_1`$, the lightest of the heavy Majorana neutrinos; the $`CP`$ asymmetry in $`N_1`$ decays, $`\epsilon _1=(\mathrm{\Gamma }(N_1l\varphi )\mathrm{\Gamma }(N_1l^c\varphi ^c))/(\mathrm{\Gamma }(N_1l\varphi )+\mathrm{\Gamma }(N_1l^c\varphi ^c))`$; the effective neutrino mass $`\stackrel{~}{m}_1`$, with $`m_1\stackrel{~}{m}_1m_3`$, which is a measure of the strength of the coupling of $`N_1`$ to the thermal bath, and, finally, the sum of all neutrino masses squared, $`\overline{m}^2=m_1^2+m_2^2+m_3^2`$, which controls an important class of washout processes. Together with the two mass squared differences $`\mathrm{\Delta }m_{atm}^2`$ and $`\mathrm{\Delta }m_{sol}^2`$, the sum $`\overline{m}^2`$ determines all neutrino masses.

The CP asymmetry $`\epsilon _1`$ satisfies an upper bound, $`|\epsilon _1|<\epsilon (M_1,\overline{m})`$ . The maximal baryon asymmetry produced by $`N_1`$ decays can then be expressed in terms of a maximal $`CP`$ asymmetry $`\epsilon `$ and an efficiency factor $`\kappa _0`$ ,

$`\eta _{B0}^{\mathrm{max}}(\stackrel{~}{m}_1,M_1,\overline{m})=0.96\times 10^2\epsilon (M_1,\overline{m})\kappa _0(\stackrel{~}{m}_1,M_1,\overline{m}),`$ (3)
with

$`\epsilon (M_1,\overline{m})={\displaystyle \frac{3}{16\pi }}{\displaystyle \frac{M_1}{v^2}}{\displaystyle \frac{\mathrm{\Delta }m_{atm}^2+\mathrm{\Delta }m_{sol}^2}{m_3}}.`$ (4)
Note, that the maximal $`CP`$ asymmetry is independent of the mass hierarchy among the neutrinos. For a ‘normal’ hierarchy, i.e. $`\mathrm{\Delta }m_{atm}^2=m_3^2m_2^2>m_2^2m_1^2=\mathrm{\Delta }m_{sol}^2`$, the individual neutrino masses are given by

$`m_3^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2+2\mathrm{\Delta }m_{atm}^2+\mathrm{\Delta }m_{sol}^2\right),`$ (5)
$`m_2^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2\mathrm{\Delta }m_{atm}^2+\mathrm{\Delta }m_{sol}^2\right),`$ (6)
$`m_1^2`$ $`=`$ $`{\displaystyle \frac{1}{3}}\left(\overline{m}^2\mathrm{\Delta }m_{atm}^22\mathrm{\Delta }m_{sol}^2\right).`$ (7)
Inserting the expression for $`m_3`$ into eq. (4) yields the maximal asymmetry $`\epsilon `$ as function of $`M_1`$ and $`\overline{m}`$. Analogous formulae hold in the case of an ‘inverse’ hierarchy where $`\mathrm{\Delta }m_{sol}^2=m_3^2m_2^2<m_2^2m_1^2=\mathrm{\Delta }m_{atm}^2`$. The difference between ‘normal’ and ‘inverted’ hierarchy is irrelevant for the following analysis.

If leptogenesis is the true mechanism of baryogenesis, the maximal baryon asymmetry has to be larger than the observed one, for which we choose the most precise CMB value (2), i.e. we require $`\eta _{B0}^{\mathrm{max}}(\stackrel{~}{m}_1,M_1,\overline{m})\eta _{B0}^{CMB}`$. This condition imposes an important restriction on the space of neutrino parameters $`\stackrel{~}{m}_1`$, $`M_1`$ and $`\overline{m}`$. Since the strength of washout processes increases with increasing $`\overline{m}`$, one obtains in particular an upper bound on $`\overline{m}`$.

In order to determine the upper bound on $`\overline{m}`$ one has to calculate the efficiency factor $`\kappa _0`$ by solving the Boltzmann equations for different points in the neutrino parameter space $`(\stackrel{~}{m}_1,M_1,\overline{m})`$. Results of a numerical scan are displayed in fig. 1 which shows the curves defined by $`\eta _{B0}^{\mathrm{max}}(\stackrel{~}{m}_1,M_1,\overline{m})=\eta _{B0}^{CMB}`$ and by $`\stackrel{~}{m}_1=m_1(\overline{m})`$, for $`\overline{m}=0.25`$ eV (dashed), $`0.29`$ eV (dotted) and $`0.30`$ eV (full). For the two smaller values of $`\overline{m}`$ domains exist which allow large enough baryon asymmetry. For $`\overline{m}=0.30`$ eV successfull baryogenesis is no longer possible.

The determination of a theoretical error on the upper bound $`\overline{m}<0.30`$ eV would require a systematic quantitative treatment of baryogenesis, which goes beyond the Boltzmann equations. This is not yet available. However, all corrections we are aware of tend to decrease the generated baryon asymmetry. Including these corrections would therefore lead to an even stronger upper bound on $`\overline{m}`$. Based on the studies in , we expect that in the supersymmetric standard model the bound on $`\overline{m}`$ is rather similar to the non-supersymmetric case. A detailed numerical investigation is in progress.

For the upper bound $`\overline{m}^{max}=0.30`$ eV the individual neutrino masses are $`m_3=0.18`$ eV and $`m_1=m_2=0.17`$ eV. Using the unitarity of the leptonic mixing matrix, $`_i|U_{ei}|^2=1`$, one then obtains for the mass measured in tritum $`\beta `$-decay, $`m_{\nu _e}<0.18`$ eV. This value is smaller than the sensitivity aimed at by the KATRIN collaboration . The same bound as for $`m_{\nu _e}`$ one also finds for the Majorana mass measued in neutrinoless double $`\beta `$-decay, $`m_{ee}<0.18`$ eV. This prediction can be tested by the GENIUS project . Cosmological bounds on neutrino masses will also improve, and the Sloan Digital Sky Survey combined with CMB data from the MAP experiment is expected to reach the sensitivity  of the leptogenesis bound, $`_im_i0.52`$ eV.

For strongly hierarchical neutrinos, $`m_1<m_2m_3\overline{m}0.05`$ eV, successful baryogenesis is possible for a large domain in the $`\stackrel{~}{m}_1`$-$`M_1`$-plane. This can be seen in fig. 2 where the surface $`\eta _{B0}^{\mathrm{max}}`$ is shown for $`\overline{m}=0.05`$ eV. The intersection with the plane $`\eta _{B0}^{\mathrm{CMB}}`$ yields the allowed region of parameters. For the heavy neutrino mass one obtains the lower bound $`M_1>4\times 10^8`$ GeV . In many models of neutrino masses the $`CP`$ asymmetry saturates the upper bound, $`|\epsilon _1||\epsilon _1^{max}|`$ (cf. ). The CMB baryon asymmetry then yields a precise relation between $`\stackrel{~}{m}_1`$ and $`M_1`$. For the particularly interesting range $`0.001\mathrm{eV}\stackrel{~}{m}_10.1\mathrm{eV}`$ one has the simple relation $`M_13\times 10^{10}\mathrm{GeV}\stackrel{~}{m}_1/(0.01\mathrm{eV})`$. Such values of $`M_1`$ are naturally obtained in SO(10) grand unified models where lepton number is broken at the GUT mass scale $`\mathrm{\Lambda }_G10^{15}`$ GeV. This is the scenario studied in , with a baryogenesis temperature $`T_BM_110^{10}`$ GeV. Such a high temperature has important implications for the dark matter problem due to the abundance of thermally produced gravitinos.

In summary, decays of heavy Majorana neutrinos provide a simple and elegant explanation of the origin of matter in our universe. Before recombination and primordial nucleosynthesis, baryogenesis would then be the next important period in the early universe, at a temperature $`T_B10^{10}`$ GeV and a corresponding time $`t_B10^{26}`$ s. An unequivocal prediction of this picture is that neutrinos are Majorana particles with masses below $`0.2`$ eV, which will be tested by forthcoming laboratory experiments and by cosmology.

Acknowledgment
M.P. was supported by the EU network “Supersymmetry and the Early Universe” under contract no. HPRN-CT-2000-00152.


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# Fano resonance in electronic transport through a quantum wire with a side-coupled quantum dot: X-boson treatment

## I Introduction

Quantum dots (QD) are small droplets of electrons confined in the three spatial directions. In these systems the charge and energy are quantized as it occurs in natural atoms. The electron transport in this “artificial atom” nanodevice is a topic of intense research. Experiments performed in a single electron transistor (SET), Gores2000  and by scanning tunnelling microscopy (STM) on a single magnetic impurity on a metallic surface impu1 , showed that the Kondo resonance, predicted theoretically in these systems Kondo1  and experimentally measured Kondo2 , is present simultaneously with a Fano resonance. The Fano resonance appears when there is a quantum interference process in a system consisting of a continuous degenerated spectrum with a discrete level, both non-interacting. The interference is produced among the electrons that circulate along the two channels of the system constituted by the discrete level and the continuous band. In general the device is designed such that the current goes through the dot itself. Recently, another configuration in which the dot is laterally linked to the quantum wire has been studied,Kang2001 . This situation mimics to some extent a metallic compound doped by magnetic impurities. As in the problem of the metal, theoretical studies of a dot laterally attached to a wire have shown that the Kondo effect interferes with the transport channel reducing and eventually eliminating the transmission of charge along it. A similar configuration has been proposed where the dot is laterally attached to a ring threaded by a magnetic field Kondo4 .

Theoretically, these systems can be described by the Anderson single impurity model (AIM). Structures with dots embedded or side coupled to leads or interacting coupled quantum dots have been studied using a variety of numerical and diagrammatic Green’s function techniques Kondo1 ; Torio2001 . The slave boson mean field theory (SBMFT) Coleman84 ; SBMFT , in particular, has been applied to study these systems in the limit of the Coulomb repulsion $`U\mathrm{}`$ and at low temperatures. This approximation is attractive because with a small numerical effort, it is capable of qualitatively describes the Kondo regime, although in a restricted region of the system parameter space. Unfortunately, the SBMFT presents unphysical second order phase transitions outside this region. The impurity decouples from the rest of the system when $`T>T_K`$, where $`T_K`$ is the Kondo temperature, or when $`\mu >>E_{f,\sigma }`$, where $`\mu `$ is the chemical potential and $`E_{f,\sigma }`$ is the energy of the localized level Coleman85 ; X-boson2 . To circumvent these problems and maintaining the simplicity of the calculation and the ideas involved, recently we introduced the X-boson method X-boson2 ; X-boson1 ; FisicaA , inspired in the slave boson formalism. We solve the problem of non-conservation of probability (completeness) using the chain cumulant Green’s functions FFM ; Infinite ; Ufinito ; ChainPhi . These ideas were used to solve the AIM and the Periodic Anderson Model. We remove the spurious phase transitions of the SBMFT, which permits to study the system for a range of temperatures that includes the $`T>T_K`$ region.

In this work we apply the X-boson method for the single impurity case to describe the transport problem through a quantum wire with a side coupled QD as represented in Fig. 1, in the limit of $`U\mathrm{}`$, without restriction in the temperature.

Our results are in good agreement with experimental measurements, in particular we reproduce the Fano behavior of the resonance and the logarithmic dependence of the conductance dip amplitude as a function of temperature Gores2000  in a SET and we obtain for the conductance as function of temperature a logarithmic and universal behavior Kondo2 ; Italiano2002 . We restrict our analysis to systems that are not in the extreme Kondo regime because the X-boson approach, in its present form, follows closely the Friedel sum rule in the mixed-valence and in the moderate Kondo regime, but fails to fulfil it in the extreme Kondo regime, when $`E_{f,\sigma }`$ is far below the chemical potential ($`\mu =0`$ in our case).

## II  Model, Method and Conductance

The model we use to describe the system is the Anderson impurity Hamiltonian in the $`U=\mathrm{}`$ limit, employing the Hubbard $`X`$ operators to project out the states with double occupation on the QD. We obtain

$`H`$ $`=`$ $`{\displaystyle \underset{𝐤,\sigma }{}}E_{𝐤,\sigma }c_{𝐤,\sigma }^{}c_{𝐤,\sigma }+{\displaystyle \underset{\sigma }{}}E_{f,\sigma }X_{f,\sigma \sigma }`$ (1)
$`+{\displaystyle \underset{𝐤,\sigma }{}}\left(V_{f,𝐤,\sigma }X_{f,0\sigma }^{}c_{𝐤,\sigma }+V_{f,𝐤,\sigma }^{}c_{𝐤,\sigma }^{}X_{f,0\sigma }\right).`$
The first term of the equation represents the Hamiltonian of the conduction electrons ($`c`$-electrons), associated with the wire. The second term describes the QD and the last one corresponds to the interaction between the $`c`$-electrons and the QD. This Hamiltonian can be treated by the X-boson cumulant approach X-boson2 ; X-boson1 ; FisicaA  for the impurity case.

At low temperature and bias voltage, electron transport is coherent and a linear-response conductance is given by the Landauer-type formula Kang2001

$$G=\frac{2e^2}{h}\left(\frac{n_F}{\omega }\right)S(\omega )𝑑\omega ,$$
(2)
where $`n_F`$ is the Fermi distribution function and $`S(\omega )`$ is the transmission probability of an electron with energy $`\mathrm{}\omega `$, given by,

$$S(\omega )=\mathrm{\Gamma }^2|G_{QD,\sigma }|^2,$$
(3)
where $`\mathrm{\Gamma }=V^2/\mathrm{\Delta }`$ is the coupling between the QD and the wire, with $`\mathrm{\Delta }=\frac{\pi V^2}{2D}`$ and $`G_{QD,\sigma }(\omega )`$ is the Green function at the site of the QD with spin $`\sigma .`$ It can be written in terms of the Green’s functions of the localized level $`G_f^\sigma (\omega )`$ and the conduction electrons, $`G_c^\sigma (\omega ).`$ Supposing that the interaction between the dot and the rest of the system is independent of $`𝐤`$ and $`\sigma ,`$ $`V=V_{f,𝐤,\sigma }`$, the Green function at the QD can be written as,

$$G_{QD,\sigma }=G_c^\sigma VG_f^\sigma VG_c^\sigma +G_c^\sigma .$$
(4)
In the chain X-boson method, the cumulant Green’s function, considering a constant density of states for the wire, $`D\epsilon _𝐤D`$ are given by X-boson2 ; X-boson1 ; FisicaA

$$G_f^\sigma (z)=\frac{D_\sigma }{z\stackrel{~}{E_f}\frac{V^2D_\sigma }{2D}ln\left|\frac{z+D}{zD}\right|};$$
(5)
$$G_c^\sigma (z)=\frac{1}{2D}ln\left|\frac{z+D}{zD}\right|;$$
(6)
$$G_{fc}^\sigma (z)=\frac{\frac{VD_\sigma }{2D}ln\left|\frac{z+D}{zD}\right|}{z\stackrel{~}{E_f}\frac{V^2D_\sigma }{2D}ln\left|\frac{z+D}{zD}\right|},$$
(7)
where $`z=\omega +i\eta `$, the quantity $`D_\sigma =X_{0,0}+n_{f,\sigma }`$ is responsible for the correlation in the chain X-boson approach and lead to essential differences with the uncorrelated case obtained using the slave-boson method X-boson2  and the conduction Green function $`G_c^\sigma (z)`$ represents a ballistic channel. The occupation number of the quantum dot is given by $`n_{QD}=2n_{f,\sigma }`$, where $`n_{f,\sigma }`$ is the occupation number of the electrons with spin $`\sigma `$ in the QD and $`\stackrel{~}{E_f}=E_f+\mathrm{\Lambda }`$, where $`\mathrm{\Lambda }`$ is a parameter of the X-boson method given by X-boson2

$`\mathrm{\Lambda }`$ $`=`$ $`{\displaystyle \frac{V^2}{D}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}𝑑\omega \rho _f(\omega )\mathrm{ln}\left|{\displaystyle \frac{\omega +D}{\omega D}}\right|`$ (8)
$`\times {\displaystyle \frac{(\omega ^2D^2)n_F(\omega )}{(\omega ^2D^2+V^2D_\sigma )}},`$
where $`\rho _f(\omega )=_i\delta (\omega \omega _i)`$ is the density of states at the $`QD`$ and $`\omega _i`$ are the poles of the $`G_f^\sigma (\omega )`$.

## III Results and Discussion

The Figs. 2,3 show the conductance in units of $`2e^2/h`$, as function of the gate voltage $`V_{gate}`$, given in units of $`\mathrm{\Delta }`$, for different temperatures. We represent the low and high temperature regions in Fig. 2 and 3 respectively. In all the cases we consider $`D=100\mathrm{\Delta }`$ and $`\mu =0.0`$. The gate potential, $`V_{gate}`$ is controlled experimentally Gores2000 ; Kondo2  and allow us to modify the energy position level $`E_f`$ of the quantum dot ($`E_f=V_{gate}`$), which is renormalized by the $`\mathrm{\Lambda }`$ parameter ($`\stackrel{~}{E_f}=V_{gate}+\mathrm{\Lambda }`$) according to the X-boson method. The conductance possesses an asymmetric Fano resonance shape, which agrees well with theoretical and experimental results Gores2000 ; Torio2001 ; Bulka2001 . We obtained similar results to the one obtained by the SBMFT, Kang2001 , at intermediate to low temperatures region $`T<T_K`$ as can be seen from fig. 2. In Fig. 3, we present the conductance for $`T>T_K`$ as a function of the gate voltage for different temperatures. In this region the SBMFT conductance is incorrect due to the spurious second order phase transition associated with this method which decouples the $`QD`$ from the rest of the system.

In Fig. 4 we present at $`T=0.1\mathrm{\Delta }`$, the $`\mathrm{\Lambda }/\mathrm{\Delta }`$ parameter, the occupation number $`n_{QD}`$ (charge in the QD) and the conductance vs $`V_{gate}/\mathrm{\Delta }`$. The minimum of the conductance and the maximum of the $`\mathrm{\Lambda }`$ parameter correspond to the same value of $`V_{gate}`$. The asymmetric shape of the curves in Fig. 4, as mentioned above, is a result of the Fano behavior of the resonance. When the dot is in the Kondo regime where $`\stackrel{~}{E_f}\mu ,`$ the electron has a channel to get through the system, going up and down to the dot. This trajectory interferes with the path the electrons take when they go straight along the leads, without visiting the dot, giving rise to a Fano shape. In Fig. 5 we display the same results shown in 4 as a function of $`\stackrel{~}{E_f}=(V_{gate}+\mathrm{\Lambda })/\mathrm{\Delta }`$. In contrast with the Fig. 2, we obtain a symmetric curve for the conductance, which shows that the Fano behavior of the resonance is associated with the renormalization of the parameters of the system due to the Kondo effect.

In Fig. 6 we show the minimum conductance amplitude as a function of temperature, in units of $`\mathrm{\Delta }`$. The logarithmic behavior presented in the interval between $`0.2\mathrm{\Delta }<T<2.0\mathrm{\Delta }`$, agrees well with the experimental results obtained by Gores et al in a SET Gores2000  (with $`\mathrm{\Delta }1.0K`$) and reflects the crossover from the mixed-valence to the Kondo regime, where the X-boson is a reliable approximation.

In Fig. 7 we present the conductance $`G`$ vs temperature $`T/\mathrm{\Delta }`$, for different values of $`E_f=V_{gate}/\mathrm{\Delta }.`$ We describe the gradual crossover from the quasi-empty quantum dot to the Kondo regime. The conductance exhibits a minimum at high temperature that moves to the low temperature region as $`\stackrel{~}{E_f}`$ approaches the chemical potential level $`\mu =0`$. This minimum is associated with the energy required to excite an electron from the chemical potential energy $`\mu `$ up to the level $`\stackrel{~}{E_f}`$. These results are in qualitative agreement with a recent theoretical calculation Costi2001 , applying Wilson numerical renormalization group approach (NRG) for a embedded QD in a quantum wire, taking into account that the minimum in our case corresponds to the maximum in this work.

The Fig. 8 shows, at low temperatures ($`TT_K`$), the conductance G vs $`(T/\mathrm{\Delta })^2`$, for values of $`E_f`$ that corresponds to the crossover from the mixed valence to the Kondo regime. The linear behavior of the curves agree well with the expected Fermi liquid behavior, that can be represented by the equation Italiano2002

$$GG_{min}\left(1+\alpha \left(\frac{T}{T_K}\right)^2\right),$$
(9)
where $`\alpha `$ is a parameter and $`G_{min}`$ is the conductance at $`T=0`$. The different slopes of the straight lines obtained reflect the different values of $`T_K`$ for each $`E_f`$.

The Fig. 9 presents the Conductance $`G`$ vs $`T/\mathrm{\Delta }.`$ It shows a minimum at low temperatures and a logarithmic and universal behavior for intermediate temperatures. This logarithmic evolution is a manifestation of the crossover from the mixed-valence to the Kondo regime, as a consequence of the renormalization of the localized level as the temperature is varied. The deviation from the logarithmic behavior is associated with the beginning of the high temperatures limit. The inset $`a`$ shows $`GG_{min}`$ vs $`\frac{T}{T_K}`$ revealing the universal behavior of the conductance at the Kondo regime while the inset $`b`$ present the expected exponential behavior for the Kondo temperature $`T_K`$ as function of $`J=\frac{2V^2}{E_f}`$. The values of $`T_K`$ are obtained from the straight lines slopes of the Fig. 8 taking for the parameter $`\alpha `$ of Eq. (9), the value that results from adopting the Lacroix’s definition of the Kondo temperature Lacroix  for the case $`E_f=1.7\mathrm{\Delta }`$ ($`T_K`$ is the temperature that corresponds to the minimum of $`d<c_{i\sigma }^{}f_{i\sigma }>/dT`$). The universal behavior agrees with experimental and theoretical results for an embedded QD Kondo2 ; Italiano2002 , taking into account that for this configuration, the maximum of $`G`$ corresponds in our case to a minimum.

In Fig. 10 we present the charge in the QD as a function of $`T/\mathrm{\Delta }`$ for all regimes of the model, at different values of $`E_f=V_{gate}/\mathrm{\Delta }`$. We can compare the X-boson results with the very accurate results obtained Costi94 ; Costi96  using a numerical renormalization group (NRG) calculation. The X-boson charge in the quantum dot exhibits the same shape as obtained by this method (see their Fig. 6). At high temperatures, in all cases, the charge goes to the correct high temperature limit of $`2/3`$.

These results permit to consider the X-boson approximation as a quantitative correct method in the empty dot regime and in the crossover from the mixed valence to the Kondo regime, for all temperatures and for all values of the parameters of the model, although it is not reliable in the extreme Kondo limit (when $`E_{f,\sigma }`$ is far below the chemical potential $`\mu =0`$), where the Friedel sum rule Fridel  is not fulfilled. This behavior makes this method complementary to the Non Crossing Approximation (NCA) that is satisfactory in the extreme Kondo limit but does not behaves adequately along the crossover from the mixed valence to the empty dot regime at low temperatures. This is a consequence of the fact that in the NCA, the Kondo resonance survive even in the empty orbital regime producing a spurious high density of states at the Fermi level Costi96 .

## IV Summary and Conclusions

We have calculated the conductance for a quantum wire with a side coupled QD as a function of gate voltage and temperature, for $`U=\mathrm{}`$. Our results agree well with recent experimental studies Gores2000 ; Kondo2 . We obtain the Fano shape for the conductance, its suppression at the Kondo regime at $`T=0`$, due to destructive interferences between the Kondo channel (QD) and the conduction channel (quantum wire) and the logarithmic behavior of the conductance dip amplitude as function of temperature as reported in a recent experiment Gores2000 . This behavior is a manifestation of the crossover from the mixed-valence to the Kondo regime and is valid for the conductance within this region. These results agree with experimental works for a QD embedded in a quantum wire Kondo2 . We obtain a universal behavior of the conductance as a function of temperature for different values of $`E_f`$ that as well agrees with recent experimental results Kondo2  for a embedded QD configuration. We report novel results for the conductance as a function of temperature, below and above $`T_K`$ for a lead with a side coupled QD configuration.We were able to show that the X-boson approximation is a simple and appropriate tool to study mesoscopic transport including quantum dots in the Kondo regime.

###### Acknowledgements.

We acknowledge Profs. M. E. Foglio (Unicamp) and A. A. Aligia (CAB-Bariloche) for helpful discussions and the financial support from the Rio de Janeiro State Research Foundation (FAPERJ) and National Research Council (CNPq).