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# On the structures in the afterglow peak emission of gamma ray bursts

## Abstract

Using GRB 991216 as a prototype, it is shown that the intensity substructures observed in what is generally called the “prompt emission” in gamma ray bursts (GRBs) do originate in the collision between the accelerated baryonic matter (ABM) pulse with inhomogeneities in the interstellar medium (ISM). The initial phase of such process occurs at a Lorentz factor $`\gamma 310`$. The crossing of ISM inhomogeneities of sizes $`\mathrm{\Delta }R10^{15}\mathrm{cm}`$ occurs in a detector arrival time interval of $`0.4\mathrm{s}`$ implying an apparent superluminal behavior of $`10^5c`$. The long lasting debate between the validity of the external shock model vs. the internal shock model for GRBs is solved in favor of the first.

black hole physics — gamma rays: bursts — gamma rays: observations — gamma rays: theory — ISM: clouds — ISM: structure

To reproduce the observed light curve of GRB 991216, we have adopted, as initial conditions (Ruffini et al., 2002a) at $`t=10^{21}\mathrm{s}0\mathrm{s}`$, a spherical shell of electron-positron-photon neutral plasma laying between the radii $`r_0=6.03\times 10^6\mathrm{cm}`$ and $`r_1=2.35\times 10^8\mathrm{cm}`$: the temperature of such a plasma is $`2.2\mathrm{MeV}`$, the total energy $`E_{tot}=4.83\times 10^{53}\mathrm{erg}`$ and the total number of pairs $`N_{e^+e^{}}=1.99\times 10^{58}`$.

Such initial conditions follow from the EMBH theory we have recently developed based on energy extraction from a black hole endowed with electromagnetic structure (EMBH) (Ruffini, 1998; Preparata et al., 1998; Ruffini et al., 1999, 2000; Bianco et al., 2001; Ruffini et al., 2001a, b, c, 2002a), $`r_0`$ being the horizon radius, $`r_1`$ the dyadosphere radius and $`E_{tot}`$ coinciding with the dyadosphere energy $`E_{dya}`$. The above set of parameters is uniquely determined by the value of $`E_{dya}`$. The EMBH energy (Christodoulou & Ruffini, 1971) is carried away by a plasma of electron-positron pairs created by the vacuum polarization process (Damour & Ruffini, 1975) occurring during the gravitational collapse leading to the EMBH (Cherubini et al., 2002; Ruffini & Vitagliano, 2002). Such an optically thick electron-positron plasma self propels itself outward reaching ultrarelativistic velocities (Ruffini et al., 1999), interacts with the remnant of the progenitor star and by further expansion becomes optically thin (Ruffini et al., 2000). The physical reason for such an extraordinary process of self-acceleration, achieving in a tenth of seconds in arrival time an increase in the Lorentz gamma factor from $`\gamma =1`$ to $`\gamma 300`$, has been shown to be critically dependent on $`E_{dya}`$ and on the amount of baryonic matter engulfed by the plasma in its expansion (see Ruffini et al., 1999, 2000). It is interesting that this process is extremely efficient even in the present case, regardless of the relatively slow random thermal motion of the $`2.2\mathrm{MeV}`$ $`e^+e^{}`$ plasma (see Ruffini et al., 2002a). As the transparency condition is reached, a proper GRB (P-GRB) is emitted as well as an extremely relativistic shell of accelerated baryonic matter (ABM pulse). It is this ABM pulse which, interacting with the interstellar medium (ISM), gives origin to the afterglow (see Ruffini et al., 2001b, 2002a).

One of the most novel results of the EMBH model has been the identification of what is generally called the “prompt emission” (see e.g. Piran, 1999, and references therein) as an integral part of the afterglow: the extended afterglow peak emission (E-APE) (Ruffini et al., 2001a, b, 2002a). This result is clearly at variance with the models explaining the “prompt emission” with ad-hoc mechanisms distinct from the afterglow process (see e.g. Rees & Mészáros, 1994; Mészáros & Rees, 1997; Kobayashi et al., 1997; Rees & Mészáros, 1998; Mészáros & Rees, 2001; Rees & Mészáros, 2000; Kumar & Piran, 2000; Mészáros, 2002). The fact that the EMBH model, using GRB 991216 as a prototype, has allowed the computation of the temporal separation of the P-GRB and the E-APE to an accuracy of a few milliseconds and also to predict their relative intensities within a few percent can certainly be considered a major success of the model (see Ruffini et al., 2001a, b, 2002a).

The aim of this letter is to report a further extension of the EMBH model in order to identify the physical processes giving origin to the intensity variability observed in the E-APE on time scales as short as a fraction of a second (Fishman & Meegan, 1995), which contrasts with the smoother emission in the last phases of the afterglow (see e.g. Costa et al., 2001).

In our former work on the EMBH model (Ruffini et al., 2001b, 2002a), we have assumed an homogeneous ISM with a density $`n_{ism}=<n_{ism}>=1\mathrm{particle}/\mathrm{cm}^3`$ and we have also assumed that during the collision of the ABM pulse with the ISM the “fully radiative condition” applies. These assumptions have led to the theoretical prediction of the power-law index of the afterglow slope $`n=1.6`$ in excellent agreement with the observational data $`n=1.616\pm 0.067`$ (Halpern et al., 2000). Our goal here is to show that the variability in the E-APE can indeed be traced back to inhomogeneities in the ISM. We again consider, like in the previous work, the case of an ABM pulse expanding with spherical symmetry (i.e. no beaming) and for simplicity we describe the ISM inhomogeneities as spherical shells concentric to the ABM pulse. Each shell has a selected density and a constant thickness $`\delta R=1.0\times 10^{15}\mathrm{cm}`$.

We recall now the relation between the relativistic beaming angle and the arrival time of the emitted photon on the detector. The visible part of the ABM pulse spherical surface is constrained by:

$$\mathrm{cos}\vartheta \frac{v}{c},$$
(1)
where $`\vartheta `$ is the angle in the laboratory frame between the radial direction of each point on the ABM pulse surface and the line of sight and $`v`$ is the expansion speed (Ruffini et al., 2002b). This follows from the requirement that in the comoving frame the component of the photon momentum along the radial expansion velocity direction be positive, in order to escape. There exists then a maximum allowed $`\vartheta `$ value $`\vartheta _{max}`$ defined by $`\mathrm{cos}\vartheta _{max}=\left(v/c\right)`$ (see Fig. 1a).

Due to the high value of the Lorentz $`\gamma `$ factor $`\left(310\right)`$ for the bulk motion of the ABM pulse, the spherical waves emitted from its external surface do appear extremely distorted to a distant observer. To show this we need to express the photon arrival time at the detector $`t_a^d`$ of a function of its emission time $`t`$ and angle $`\vartheta `$. We set $`t=0`$ when the plasma starts to expand, so that $`r\left(0\right)=r_{\mathrm{ds}}`$. We then have (see Ruffini et al., 2002b):

$$t_a^d=\left(1+z\right)\left(t\frac{_0^tv\left(t^{}\right)𝑑t^{}+r_{\mathrm{ds}}}{c}\mathrm{cos}\vartheta +\frac{r_{\mathrm{ds}}}{c}\right),$$
(2)
where $`z`$ is the redshift of the source. Then, in order to compute the arrival time of the emitted radiation, we must know all the previous values of the source velocity starting from $`t=0`$. The great advantage of the EMBH model is that for the first time we have been able to obtain the precise values of the gamma Lorentz factor as a function of the radial coordinate or equivalently of the laboratory time (see Fig. 2). This allows us, for the first time, to evaluate Eq.(2) and correspondingly determine the surfaces that emits the photons detected at a fixed arrival time $`t_a^d`$, which we will call in the following “equitemporal surfaces” (EQTS). The profiles of such surfaces are reported in Fig. 1b. We emphasize once again the direct connection between the evaluation of the EQTS and the entire past history of the source.

We have created an ISM inhomogeneity “mask” (see Fig. 3 and Tab. 1) with the main criteria that the density inhomogeneities and their spatial distribution still fullfill $`<n_{ism}>=1\mathrm{particle}/\mathrm{cm}^3`$.

The source luminosity in a detector arrival time $`t_a^d`$ and per unit solid angle $`d\mathrm{\Omega }`$ is given by (details in Ruffini et al., 2002b):

$$\frac{dE_\gamma }{dt_a^dd\mathrm{\Omega }}=_{EQTS}\frac{\mathrm{\Delta }\epsilon }{4\pi }v\mathrm{cos}\vartheta \mathrm{\Lambda }^4\frac{dt}{dt_a^d}d\mathrm{\Sigma }.$$
(3)
where $`\mathrm{\Delta }\epsilon `$ is the energy density released in the interaction of the ABM pulse with the ISM inhomogeneities measured in the comoving frame, $`\mathrm{\Lambda }=\gamma (1(v/c)\mathrm{cos}\vartheta )`$ is the Doppler factor and $`d\mathrm{\Sigma }`$ is the surface element of the EQTS at detector arrival time $`t_a^d`$ on which the integration is performed. In the present case the Doppler factor $`\mathrm{\Lambda }^4`$ in Eq.(3) enhances the apparent luminosity of the burst, as compared to the intrinsic luminosity, by a factor which at the E-APE is in the range between $`10^{10}`$ and $`10^{12}`$!

The results are given in Fig. 5. We obtain, in perfect agreement with the observations (see Fig. 4):

1. the theoretically computed intensity of the A, B, C peaks as a function of the ISM inhomogneities;
2. the fast rise and exponential decay shape for each peak;
3. a continuous and smooth emission between the peaks.

Interestingly, the signals from shells E and F, which have a density inhomogeneity comparable to A, are undetectable. The reason is due to a variety of relativistic effects and partly to the spreading in the arrival time, which for A, corresponding to $`\gamma =303.8`$ is $`0.4s`$ while for E (F) corresponding to $`\gamma =57.23`$ $`(56.24)`$ is of $`10.2\mathrm{s}`$ $`(10.6\mathrm{s})`$ (see Tab. 1 and Ruffini et al. (2002b)).

In the case of D, the agreement with the arrival time is reached, but we do not obtain the double peaked structure. The ABM pulse visible area diameter at the moment of interaction with the D shell is $`1.0\times 10^{15}\mathrm{cm}`$, equal to the extension of the ISM shell (see Tab. 1 and Ruffini et al., 2002b). Under these conditions, the concentric shell approximation does not hold anymore: the disagreement with the observations simply makes manifest the need for a more detailed description of the three dimensional nature of the ISM cloud.

The physical reasons for these results can be simply summarized: we can distinguish two different regimes corresponding in the afterglow of GRB 991216 respectively to $`\gamma >150`$ and to $`\gamma <150`$. For different sources this value may be slightly different. In the E-APE region ($`\gamma >150`$) the GRB substructure intensities indeed correlate with the ISM inhomogeneities. In this limited region (see peaks A, B, C) the Lorentz gamma factor of the ABM pulse ranges from $`\gamma 304`$ to $`\gamma 200`$. The boundary of the visible region is smaller than the thickness $`\mathrm{\Delta }R`$ of the inhomogeneities (see Fig. 1 and Tab. 1). Under this condition the adopted spherical approximation is not only mathematically simpler but also fully justified. The angular spreading is not strong enough to wipe out the signal from the inhomogeneity spike.

As we descend in the afterglow ($`\gamma <150`$), the Lorentz gamma factor decreases markedly and in the border line case of peak D $`\gamma 140`$. For the peaks E and F we have $`\gamma 50`$ and, under these circumstances, the boundary of the visible region becomes much larger than the thickness $`\mathrm{\Delta }R`$ of the inhomogeneities (see Fig. 1 and Tab. 1). A three dimensional description would be necessary, breaking the spherical symmetry and making the computation more difficult. However we do not need to perform this more complex analysis for peaks E and F: any three dimensional description would a fortiori augment the smoothing of the observed flux. The spherically symmetric description of the inhomogeneities is already enough to prove the overwhelming effect of the angular spreading (Ruffini et al., 2002b).

On this general issue of the possible explanation of the observed substructures with the ISM inhomogeneities, there exists in the literature two extreme points of view: the one by Fenimore and collaborators (see e.g. Fenimore et al., 1996, 1999; Fenimore, 1999) and Piran and collaborators (see e.g. Sari & Piran, 1997; Piran, 1999, 2000, 2001) on one side and the one by Dermer and collaborators (Dermer, 1998; Dermer et al., 1999; Dermer & Mitman, 1999) on the other.

Fenimore and collaborators have emphasized the relevance of a specific signature to be expected in the collision of a relativistic expanding shell with the ISM, what they call a fast rise and exponential decay (FRED) shape. This feature is confirmed by our analysis (see peaks A, B, C in Fig. 5). However they also conclude, sharing the opinion by Piran and collaborators, that the variability observed in GRBs is inconsistent with causally connected variations in a single, symmetric, relativistic shell interacting with the ambient material (“external shocks”) (Fenimore et al., 1999). In their opinion the solution of the short time variability has to be envisioned within the protracted activity of an unspecified “inner engine” (Sari & Piran, 1997); see as well Rees & Mészáros (1994); Panaitescu & Mészáros (1998); Mészáros & Rees (2000, 2001); Mészáros (2002).

On the other hand, Dermer and collaborators, by considering an idealized process occurring at a fixed $`\gamma =300`$, have reached the opposite conclusions and they purport that GRB light curves are tomographic images of the density distributions of the medium surrounding the sources of GRBs (Dermer & Mitman, 1999).

From our analysis we can conclude that Dermer’s conclusions are correct for $`\gamma 300`$ and do indeed hold for $`\gamma >150`$. However, as the gamma factor drops from $`\gamma 150`$ to $`\gamma 1`$ (see Fig 2), the intensity due to the inhomogeneities markedly decreases also due to the angular spreading (events E and F). The initial Lorentz factor of the ABM pulse $`\gamma 310`$ decreases very rapidly to $`\gamma 150`$ as soon as a fraction of a typical ISM cloud is engulfed (see Fig. 2 and Tab. 1). We conclude that the “tomography” is indeed effective, but uniquely in the first ISM region close to the source and for GRBs with $`\gamma >150`$.

One of the most striking feature in our analysis is clearly represented by the fact that the inhomogeneities of a mask of radial dimension of the order of $`10^{17}\mathrm{cm}`$ give rise to arrival time signals of the order of $`20\mathrm{s}`$. This outstanding result implies an apparent “superluminal velocity” of $`10^5c`$ (see Tab. 1). The “superluminal velocity” here considered, first introduced in Ruffini et al. (2001a), refers to the motion along the line of sight. This effect is proportional to $`\gamma ^2`$. It is much larger than the one usually considered in the literature, within the context of radio sources and microquasars (see e.g. Mirabel & Rodriguez, 1994), referring to the component of the velocity at right angles to the line of sight (see details in Ruffini et al., 2002b). This second effect is in fact proportional to $`\gamma `$ (see Rees, 1966). We recall that this “superluminal velocty” was the starting point for the enunciation of the RSTT paradigm (Ruffini et al., 2001a), emphasizing the need of the knowledge of the entire past worldlines of the source. This need has been further clarified here in the determination of the EQTS surfaces (see Fig. 1b) which indeed depend on an integral of the Lorentz gamma factor extended over the entire past worldlines of the source. In turn, therefore, the agreement between the observed structures and the theoretical predicted ones (see Figs. 45) is also an extremely stringent additional test on the values of the Lorentz gamma factor determined as a function of the radial coordinate within the EMBH theory (see Fig. 2).

We thank M. Rees for pointing out the necessity of presenting our results, R. Giacconi for suggestions on the wording of the manuscript and an anonymous referee for excellent advices.


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# System-Size Effects on the Collective Dynamics of Cell Populations with Global Coupling

## Abstract

Phase-transitionlike behavior is found to occur in globally coupled systems of finite number of elements, and its theoretical explanation is provided. The system studied is a population of globally pulse-coupled integrate-and-fire cells subject to small additive noise. As the population size is changed, the system shows a phase-transitionlike behavior. That is, there exits a well-defined critical system size above which the system stays in a monostable state with high-frequency activity while below which a new phase characterized by alternation of high- and low frequency activities appears. The mean field motion obeys a stochastic process with state-dependent noise, and the above phenomenon can be interpreted as a noise-induced transition characteristic to such processes. Coexistence of high- and low frequency activities observed in finite size systems is reported by N. Cohen, Y. Soen and E. Braun\[Physica A249, 600 (1998)\] in the experiments of cultivated heart cells. The present report gives the first qualitative interpretation of their experimental results.

Collective dynamics of coupled dynamical elements represents a central issue of nonlinear dynamics, and has served as a subject of extensive study over the last few decades. The relevant branches include chemical reactions, society of living organisms, lasers, semiconductors, neural networks and cardiac systems. In most theoretical studies, however, the system size is assumed infinite. While this idealization could be valid for such systems like spatially extended chemical reactions, there seem to be important practical cases where the finiteness of the system size should explicitly be taken into account. Two existing theoretical studies on collective dynamics of populations are mentioned here in which the finiteness of the system size plays a crucial role. Firstly, Daido investigated the collective behavior of an inhomogeneous system of oscillators focusing on the statistics of fluctuations close to the onset of collective motion. Secondly, Pikovsky et.al studied coupled bistable elements and showed numerically a phase-transitionlike behavior existing only for finite systems. Apart from these theoretical studies, an interesting experiment was reported recently by N. Cohen et.al. They cultivated heart cells in various population sizes and found that the cells exhibit system-size-dependent behavior. Some more details of their reports are the following. The heart cells extracted from ventricles of neonatural rats were cultivated, and time series of spontaneous spiking activities of these cells were recorded. Initially, the heart cells were made free of mutual contact by a chemical treatment, but after some time they spontaneously assemble to form subgroups. These cell groups were cultivated, and the spontaneous spike activity of the individual cells was observed. One interesting feature of the experimental results may be stated as follows. An isolated cell shows random and slow spontaneous spike activity where the interspike intervals (ISI) distribute sparsely with the average ISI of $`510`$ seconds. The series of spikes exhibited by the cells belonging to relatively small groups are composed of two components characterized by a distribution with double peaks. The first low-frequency component is practically the same as that obtained from the spike series for isolated cells. Another component seems to come from a spike series which is more regular and its ISI is shorter, i.e., about 1 second. These low- and high frequency spikes are visited alternately in time. If the cell group is sufficiently large, the individual cells exhibit only high-frequency spike activities of good periodicity. The above experimental results are remarkable in that the dynamics of the individual cells depends qualitatively on the population size, and still await theoretical interpretation. In particular, we would like to know the origin of the transition which occurs as the population size is changed and whether the mechanism involved is universal beyond the particular class of systems of cultivated heart cells. The goal of this paper is to provide an answer to these questions. This can be achieved analytically by using a simple dynamical model showing coexistence of high- and low frequency activities under suitable conditions. Specifically, we employ globally coupled noisy integrated-and-fire model which is often used in the studies of neurodynamics of the brain. The dynamics of a single cell is given by

$$\dot{x}_i(t)=I+\xi _i(t),x_i(t)1,\left(i=1,\mathrm{},N\right),$$
(1)
where $`\xi _i(t)`$ is white Gaussian noise with the properties $`\xi _i(t)=0`$ and $`\xi _i(t)\xi _j(t^{})=2D\delta _{ij}\delta (tt^{})`$, and $`N`$ is the system size which represents the principal control parameter. At the instant when $`x_i`$ reaches the threshold $`x_i=1`$, a spiking or firing event is assumed to occur for this cell in such a way that $`x_i`$ is immediately reset to a certain value $`f`$. Thus,

$$x_i(t_i^{(n)})=1x_i(t_i^{(n)}+dt)=f,\left(n=1,\mathrm{},N\right),$$
(2)
where $`t_i^{(n)}`$ is the timing of the spike, the tag $`(n)`$ indicates the numbering of the spiking events. When a cell fires, this will immediately cause a pulsatile stimulus on all the other cells in the population. A given cell will receive a sum of such stimuli coming from various cells. Assuming that the effect of each stimuli decays exponentially, one may conveniently introduce an order parameter $`r(t)`$ by

$$r(t)=\frac{1}{N}\underset{i=1}{\overset{N}{}}\underset{n;t^{(n)}<t}{}exp(\lambda (tt_i^{(n)})),$$
(3)
whose effect is experienced commonly over the cells. Since the primary effect of the order parameter should be to lower the effective threshold for each cell to fire, it would not be unreasonable to assume the dependence of the reseting value of $`f`$ on $`r`$ like

$$f(r)=f_0(1e^{\beta r}).$$
(4)
Note that increasing $`r`$ implies increasing $`f`$ with the upper limit $`f_0`$.

Before discussing collective behavior, we show how a single cell behaves under fixed $`r`$. Equations (1), (2) and (4) determine how the cells behave under a given value of $`r`$. To characterize statistically the sequence of spikes generated, we derive a density distribution function of ISI. Because ISIs are given by the first passage time of the stochastic process given by Eq.(1), their distribution can be obtained with the standard method and takes the form

$$P_{ISI}(T)=\frac{1f(r)}{\sqrt{4\pi DT^3}}\mathrm{exp}(\frac{(1f(r)IT)^2}{4DT}).$$
(5)
From this distribution, spike frequency $`\omega `$ which is defined as the inverse of mean ISI, i.e., $`1/T`$, becomes

$$\omega (r)=\frac{I}{1f(r)}=\frac{I}{(1f_0)+f_0e^{\beta r}}.$$
(6)
One can see that larger/smaller $`r`$ corresponds to larger/smaller $`\omega `$ or higher/lower frequency activity. The above results are also consistent with the experimental facts for the heart cells that when the cells are isolated the spiking frequency is the lowest and the distribution of the corresponding ISIs is the broadest.

Two remarks should be given on our model. Firstly, we have taken into account the effect of mean field on the reseting state by assuming $`f`$ to depend on $`r`$. However, our choice of the specific form of $`f(r)`$ is rather arbitrary. What is important here is that the rate of spiking $`\omega `$ should be an increasing function of $`r`$. Under this condition, other choices of $`f(r)`$ would give qualitatively the same results. Secondly, our main goal is to understand, analytically if possible, some general features of the collective dynamics shared commonly by finite-size systems rather than reproducing precisely the experimental results for the real heart cells, so that Eqs. (1) to (4), which may not be so realistic for heart cells, would still be useful enough as a model to work with.

Equations (1) to (4) are calculated numerically with some values of $`N`$, from which the distribution functions for $`r`$, denoted as $`P(r,t)`$, are obtained. Figures 1, 2 and 3 show $`P(r,t)`$ for the cases of $`N=20`$, 100 and 200, respectively. In order to make clear the difference between the cases of $`N=100`$ and 200, the data in Figs.2b and 3b are plotted in semilogarithmic scales. For sufficiently large system size, the distribution has a single sharp peak about $`r=1.0`$ corresponding to coherent high-frequency activity. It seems that the distribution shows no qualitative change as $`N`$ becomes even larger. In contrast, a remarkable change occurs for smaller $`N`$. Figures 1 and 2 show the appearance of a new peak at smaller $`r`$ corresponding to low-frequency activity. The double peaks implies coexistence of the different steady states. Actually, the coexistence of high- and low frequency states is the feature observed experimentally in real heart cells. Our model gives a fairly well-defined critical population size associated with a transition from monostable state to coexistence state.

In what follows, our analysis proceeds in two steps. We first derive an evolution equation for the mean field $`r(t)`$. This can be achieved by assuming that the mean field $`r`$ evolves much more slowly than the evolution of the individual $`x_i`$ so that the adiabatic approximation is applicable. This assumption implies that the random variable $`r`$ obeys a Markov process so that the equation for $`P(r,t)`$ can be written in the form of a Kramers-Moyal expansion  as,

$$\frac{P(r,t)}{t}=\underset{n=1}{\overset{\mathrm{}}{}}\left(\frac{}{r}\right)^nD^{(n)}(r,t)P(r,t),$$
(7)
where $`D^{(n)}`$ is defined as

$$D^{(n)}(r,t)=\frac{1}{n!}\underset{\tau 0}{lim}\frac{1}{\tau }[r(t+\tau )r(t)]^n|_{r(t)=r}.$$
(8)
To find explicit forms of $`D^{(n)}`$, we calculate $`r(t+\tau )r(t)`$ from Eq.(3) for small $`\tau `$ under the condition that $`r(t)=r`$. We obtain

$`r(t+\tau )r(t)`$ $`=`$ $`(e^{\lambda \tau }1)r+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}{\displaystyle \underset{n;t<t^{(n)}<t+\tau }{}}e^{\lambda (t+\tau t_i^{(n)})}`$ (9)
$`=`$ $`(e^{\lambda \tau }1)r+{\displaystyle \frac{1}{N}}{\displaystyle \underset{i=1}{\overset{N}{}}}n_i(t,t+\tau ),`$ (10)
where $`n_i(t,t+\tau )`$ is the number of spikes of the $`i`$th cell during a short interval $`tt+\tau `$. To obtain the last expression in Eq (9), we use smallness of $`\tau `$ and replace $`e^{\lambda (t+\tau t_i^{(n)})}`$ with $`1`$. Since $`r(t)`$ is a slow variable by assumption, no information on the dynamics of the individual $`x_i`$ is relevant except for the timing of their spiking. The sequence of the spikes is expressed by a Poisson process of the mean spike rate $`\omega (r)`$, so that the distribution for $`n_i(t,t+\tau )`$, denoted by $`P_n(n)`$, becomes

$$P_n(n)=\frac{e^{\omega (r)\tau }\left(\omega (r)\tau \right)^n}{n!}.$$
(11)
Applying Eq.(11) to Eq.(9) and then to Eq.(8), we obtain

$`D^{(1)}`$ $`=`$ $`\lambda r+\underset{\tau 0}{lim}{\displaystyle \frac{1}{\tau }}n=\lambda r+\omega (r),`$ (12)
$`D^{(2)}`$ $`=`$ $`{\displaystyle \frac{1}{2N}}\underset{\tau 0}{lim}{\displaystyle \frac{1}{\tau }}(nn)^2={\displaystyle \frac{\omega (r)}{2N}}.`$ (13)
Noting that $`D^{(n)}O(N^{1n})`$, and neglecting the terms less than $`O(N^2)`$, Eq.(13) then reduces to a Fokker-Plank equation

$`{\displaystyle \frac{P(r,t)}{t}}`$ $`=`$ $`{\displaystyle \frac{}{r}}J(r,t)`$ (14)
$`=`$ $`{\displaystyle \frac{}{r}}\left[(\lambda r+\omega (r))P(r,t){\displaystyle \frac{}{r}}{\displaystyle \frac{\omega (r)}{2N}}P(r,t)\right].`$ (15)
The above equation is equivalent with the Langevin equation

$$\dot{r}(t)=\lambda r+\omega (r)+\sqrt{\frac{\omega (r)}{N}}\xi (t),$$
(16)
where the last term represents noise which is gaussian with the properties $`\xi (t)=0`$ and $`\xi (t)\xi (t^{})=\delta (tt^{})`$. From this evolution equation (16) and the characteristic time scale of $`x_i`$, i.e., $`T_x=(1f(r))^2/D`$, in which $`x_i`$ can diffuse over the interval $`[f(r),1]`$, the condition for the adiabatic approximation to hold may be expressed as

$$\frac{D}{(1f(r))^2}|\frac{\lambda r+\omega (r)}{r}|.$$
(17)
It should be noted that the noise strength of the stochastic process Eq.(16) depend on $`r`$. Indeed, the fact that the mean field of a finite size coupled system obeys a stochastic process with state dependent noise is a main conclusion of the present paper.

As the second step, we study the behavior of the mean field $`r`$ using Eqs.(15) and (16). The systematic part of Eq.(16), i.e., $`\lambda r+\omega (r)`$, admits a single stable steady state $`r=r_c`$ as shown in Fig.4. Thus, for $`N=\mathrm{}`$ the distribution has a single delta peak at $`r=r_c`$. The system with smaller $`N`$ behaves differently, which comes from the state-dependence of the noise strength. It is well known that stochastic processes with such noise exhibit phase-transitionlike behavior called noise-induced transition, which means a bifurcation exhibited by the locus of the extrema of the distribution function. It can be shown that Eqs.(15) and (16) exhibit such a transition. The steady distribution for $`r`$ is obtained from Eq.(15) where we assume vanishing probability current, i.e., $`J=0`$. Thus,

$`P_{steady}(r)`$ $``$ $`\mathrm{exp}(\mathrm{\Phi }(r))`$ (18)
$`=`$ $`\mathrm{exp}(\left[2N{\displaystyle ^r}{\displaystyle \frac{\lambda s+\omega (s)}{\omega (s)}}𝑑s\mathrm{ln}\omega (r)\right]),`$ (19)
where $`\mathrm{\Phi }`$ represents an effective potential. Because the extrema of $`P`$ are identical with the extrema of $`\mathrm{\Phi }`$, they can be found from

$$\frac{d\mathrm{\Phi }}{dr}=0$$
(20)
or

$$N=\frac{\omega ^{}(r)}{2(\lambda r+\omega (r))}.$$
(21)
Equation (21) gives a bifurcation diagram for the extrema as depicted in Fig.5, where the solid lines and dotted line show the loci of maxima and minima of $`P_{steady}(r)`$, respectively; the three vertical lines indicate the particular system sizes corresponding to Figs.2, 3, and 4. The location of the maxima corresponding to each vertical lines thus obtained analytically is in good agreement with the numerical simulation whose results are shown in Figs.$`13`$. It is clear from Eq.(21) and Fig.5 that there exists a phase transition when $`N`$ is changed. There exists a well-defined critical population size $`N_c`$ for the transition.

In conclusion, the collective dynamics of integrate-and-fire cells is studied, from which the occurrence of a transition at a finite system size similar to cultivated heart cells is confirmed. In order to understand the origin of the transition, a stochastic differential equation for the mean field is first derived. The transition may be regarded as a noise-induced transition peculiar to systems with finite size. Such results do not seem confined to a specific model adopted, but could be observable in wide variety of noisy finite-size populations.

Finally, a few more comments should be given. It is not intended in the present paper to reproduce experimental results (e.g. those by Cohen) quantitatively. Our main goal was to make clear, with the aid of a relatively simple model, a certain qualitative feature of the collective dynamics exhibited by finite-size populations with noise. In more realistic models, the coupling should be local rather than global. In fact, real heart cell interact through electrical coupling or gap junctions which is local, and this fact is completely ignored in the present analysis. The first important theory on the transitions induced by finiteness of the system size was developed by Pikovsky et al.. Some differences between their works and ours are the following. Firstly, they assume bistability from the outset for the individual elements, while no such assumption is introduced in our model; bistability appears naturally as a result of collective dynamics there. Secondly, we succeeded in clarifying analytically the origin of the transition as a noise-induce transition.

The author thanks Y. Kuramoto for fruitful discussions and critical reading of the manuscript. He also thanks A. S. Mikhailov for valuable discussions.


text:
# Quarkonium production in deep-inelastic scatteringTo appear in Proceedings of the 6th International Symposium on Radiative Corrections: Application of Quantum Field Theory to Phenomenology (RADCOR 2002), Kloster Banz, Germany, September 8–13, 2002.

## 1 Introduction

Since its discovery in 1974, the $`J/\psi `$ meson has provided a useful laboratory for quantitative tests of quantum chromodynamics (QCD) and, in particular, of the interplay of perturbative and nonperturbative phenomena. The factorization formalism of nonrelativistic QCD (NRQCD)  provides a rigorous theoretical framework for the description of heavy-quarkonium production and decay. This formalism implies a separation of short-distance coefficients, which can be calculated perturbatively as expansions in the strong-coupling constant $`\alpha _s`$, from long-distance matrix elements (MEs), which must be extracted from experiment. The relative importance of the latter can be estimated by means of velocity scaling rules, i.e. the MEs are predicted to scale with a definite power of the heavy-quark ($`Q`$) velocity $`v`$ in the limit $`v1`$. In this way, the theoretical predictions are organized as double expansions in $`\alpha _s`$ and $`v`$. A crucial feature of this formalism is that it takes into account the complete structure of the $`Q\overline{Q}`$ Fock space, which is spanned by the states $`n={}_{}{}^{2S+1}L_{J}^{(c)}`$ with definite spin $`S`$, orbital angular momentum $`L`$, total angular momentum $`J`$, and colour multiplicity $`c=1,8`$. The hierarchy of the MEs predicted by the velocity scaling rules is explained for the $`J/\psi `$, $`\chi _{cJ}`$, and $`\psi ^{}`$ mesons in Table 1. In particular, this formalism predicts the existence of colour-octet (CO) processes in nature. This means that $`Q\overline{Q}`$ pairs are produced at short distances in CO states and subsequently evolve into physical, colour-singlet (CS) quarkonia by the nonperturbative emission of soft gluons. In the limit $`v0`$, the traditional CS model (CSM)  is recovered. The greatest triumph of this formalism was that it was able to correctly describe  the cross section of inclusive charmonium hadroproduction measured in $`p\overline{p}`$ collisions at the Fermilab Tevatron , which had turned out to be more than one order of magnitude in excess of the CSM prediction.

In order to convincingly establish the phenomenological significance of the CO processes, it is indispensable to identify them in other kinds of high-energy experiments as well. Studies of charmonium production in $`ep`$ photoproduction, $`ep`$ and $`\nu N`$ deep-inelastic scattering (DIS), $`e^+e^{}`$ annihilation, $`\gamma \gamma `$ collisions, and $`b`$-hadron decays may be found in the literature; see Ref.  and references cited therein. Here, $`N`$ denotes a nucleon. Furthermore, the polarization of charmonium, which also provides a sensitive probe of CO processes, was investigated . Until very recently, none of these studies was able to prove or disprove the NRQCD factorization hypothesis. However, preliminary data of $`\gamma +\gamma J/\psi +X`$ taken by the DELPHI Collaboration  at LEP2 provide first independent evidence for it .

In this presentation, we review recent studies of $`J/\psi `$ inclusive production in DIS via the electromagnetic , weak neutral (NC) , and charged currents (CC)  to lowest order (LO) in the NRQCD factorization formalism.

## 2 $`𝒆𝒑`$ DIS via the electromagnetic current

The Feynman diagrams for $`𝒆\mathbf{+}𝒑\mathbf{}𝒆\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$ in DIS are depicted in Fig. 1. This process allows for a particularly clean test of the NRQCD factorization hypothesis, since the large photon virtuality $`𝑸^\mathrm{𝟐}`$ ensures that perturbative QCD is applicable and that the resolved-photon contribution, which suffers from our imperfect knowledge of the parton density functions (PDFs) of the photon, is greatly suppressed. Diffractive processes, which cannot yet be reliably described within purely perturbative QCD, can be excluded by imposing an upper cutoff on the elasticity variable $`𝒛`$, which also eliminates the $`𝜸^{\mathbf{}}𝒈`$ fusion process (first diagram in Fig. 1). The diagrams in the lower panel correspond to CO processes, while the right one in the upper panel already contributes in the CSM.

In Figs. 2 and 3, our CSM and NRQCD predictions  are confronted with data from the H1 Collaboration at HERA . Here, $`𝒑_{𝒕\mathbf{,}𝝍}`$ and $`𝒀`$ are the $`𝑱\mathbf{/}𝝍`$ transverse momentum and rapidity, respectively, $`𝑾`$ is the $`𝜸^{\mathbf{}}𝒑`$ invariant mass, and quantities referring to the $`𝜸^{\mathbf{}}𝒑`$ centre-of-mass frame are denoted by an asterisk. We take the charm-quark mass to be $`𝒎_𝒄\mathbf{=}\mathbf{1.5}`$ GeV, employ the LO proton PDFs from Ref. , with $`𝚲^{\mathbf{(}\mathrm{𝟑}\mathbf{)}}\mathbf{=}\mathrm{𝟐𝟎𝟒}`$ MeV, adopt the corresponding MEs from Ref. , and choose the renormalization and factorization scales to be $`𝝁\mathbf{=}𝑴\mathbf{=}\sqrt{𝑸^\mathrm{𝟐}\mathbf{+}\mathrm{𝟒}𝒎_𝒄^\mathrm{𝟐}}`$. The theoretical uncertainties are conservatively estimated by taking into account the experimental errors on $`𝒎_𝒄`$ and the MEs and the well-known ambiguity between $`\mathbf{}𝓞^{𝑱\mathbf{/}𝝍}\mathbf{\left[}{}_{}{}^{\mathrm{𝟏}}𝑺_{\mathrm{𝟎}}^{\mathbf{(}\mathrm{𝟖}\mathbf{)}}\mathbf{\right]}\mathbf{}`$ and $`\mathbf{}𝓞^{𝑱\mathbf{/}𝝍}\mathbf{\left[}{}_{}{}^{\mathrm{𝟑}}𝑷_{\mathrm{𝟎}}^{\mathbf{(}\mathrm{𝟖}\mathbf{)}}\mathbf{\right]}\mathbf{}`$ , using alternative proton PDFs, and varying the scales. As for the normalization, the H1 data clearly favours the NRQCD prediction (see Fig. 2). On the other hand, the shapes of the various distributions exhibit a diverse pattern (see Fig. 3). While the H1 measurement nicely agrees with NRQCD in the normalized $`𝒑_{𝒕\mathbf{,}𝝍}^\mathrm{𝟐}`$ and $`𝒑_{𝒕\mathbf{,}𝝍}^\mathbf{}\mathrm{𝟐}`$ distributions, it favours the normalized $`𝒛`$ distribution of the CSM, which distinctly undershoots the NRQCD prediction in the upper $`𝒛`$ range. The latter feature is familiar from inclusive $`𝑱\mathbf{/}𝝍`$ photoproduction at HERA .

## 3 $`𝝂𝑵`$ DIS via the weak neutral current

The total cross section of $`𝝂\mathbf{+}𝑵\mathbf{}𝝂\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$ in NC DIS was recently measured by the CHORUS Collaboration , who exposed a lead target in the CERN wide-band neutrino beam. No acceptance cuts were imposed to exclude the $`𝒁^{\mathbf{}}𝒈`$-fusion and diffractive processes, so that their contributions have to be included in the theoretical prediction. Furthermore, no selection of directly produced $`𝑱\mathbf{/}𝝍`$ mesons was implemented, and those from $`𝝌_{𝒄𝑱}`$ and $`𝝍^{\mathbf{}}`$ decays need to be considered, too. However, the fraction of $`𝑱\mathbf{/}𝝍`$ mesons from $`𝑩`$ decays should be negligible . In Fig. 4, the CHORUS result, $`\mathbf{(}\mathbf{6.3}\mathbf{\pm }\mathbf{3.0}\mathbf{)}\mathbf{\times }\mathrm{𝟏𝟎}^\mathbf{}\mathrm{𝟐}`$ fb, is compared with our predictions  for the diffractive, CS and CO contributions. The diffractive contribution is estimated by means of the vector-meson dominance model as in Ref. . The combined prediction undershoots the CHORUS central value by almost one order of magnitude, but the experimental error is still rather sizeable.

## 4 $`𝒆𝒑`$ and $`𝝂𝑵`$ DIS via the charged current

The reaction $`𝝂\mathbf{+}𝑵\mathbf{}𝒍^\mathbf{\pm }\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$ proceeds through the Feynman diagrams depicted in Fig. 5. If the hadronic remnant $`𝑿`$ is charmless, then we are dealing with a CO process. Otherwise, both CS and CO channels contribute. Since the $`𝑾`$ boson cannot fluctuate into charmonia, there are no diffractive processes. For the total cross section of prompt $`𝑱\mathbf{/}𝝍`$ production under CHORUS experimental conditions, we find $`\mathbf{4.9}\genfrac{}{}{0pt}{}{\mathbf{+}\mathbf{3.4}}{\mathbf{}\mathbf{2.3}}\mathbf{\times }\mathrm{𝟏𝟎}^\mathbf{}\mathrm{𝟓}`$ fb in the charmless-$`𝑿`$ mode and $`\mathbf{1.8}\genfrac{}{}{0pt}{}{\mathbf{+}\mathbf{1.5}}{\mathbf{}\mathbf{0.9}}\mathbf{\times }\mathrm{𝟏𝟎}^\mathbf{}\mathrm{𝟓}`$ fb in the charmed-$`𝑿`$ mode.

## 5 Conclusions

Inclusive $`𝑱\mathbf{/}𝝍`$ production in DIS lends itself as a sensitive probe of the CO mechanism. As for $`𝒆\mathbf{+}𝒑\mathbf{}𝒆\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$, the H1 data  generally confirms NRQCD and disfavours the CSM . However, NRQCD predicts at LO a distinct rise in cross section as $`𝒛\mathbf{}\mathrm{𝟏}`$, which is not reflected by the H1 data. This anomaly is familiar from photoproduction, and it is likely to be resolved by the inclusion of higher-order corrections , possibly in combination with intrinsic-$`𝒌_𝑻`$ effects and/or nonperturbative shape functions. As for $`𝝂\mathbf{+}𝑵\mathbf{}𝝂\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$, the CHORUS central value for the total cross section  exceeds the LO prediction  by almost one order of magnitude. However, the experimental error is still rather sizeable. As for $`𝝂\mathbf{+}𝑵\mathbf{}𝒍^\mathbf{\pm }\mathbf{+}𝑱\mathbf{/}𝝍\mathbf{+}𝑿`$, CO processes are dominant, diffractive ones are absent, and the experimental signature is spectacular, so that a measurement would be worthwhile . Inclusive $`𝑱\mathbf{/}𝝍`$ production in CC DIS represents a challenge for HERA and THERA.


text:
# Two Arrows of Time in Nonlocal Particle Dynamics

(July 21, 2007)

## Abstract

Considering what the world would be like if backwards causation were possible is usually mind-bending. Here I discuss something that is easier to study: a toy model that incorporates a very restricted sort of backwards causation. It defines particle world lines by means of a kind of differential delay equation with negative delay. The model presumably prohibits signalling to the past and superluminal signalling, but allows nonlocality while being fully covariant. And that is what constitutes the model’s value: it is an explicit example of the possibility of Lorentz invariant nonlocality. That is surprising in so far as many authors thought that nonlocality, in particular nonlocal laws for particle world lines, must conflict with relativity. The development of this model was inspired by the search for a fully covariant version of Bohmian mechanics.

In this paper I will introduce to you a dynamical system—a law of motion for point particles—that has been invented  as a toy model based on Bohmian mechanics. Bohmian mechanics is a version of quantum mechanics with particle trajectories; see  for an introduction and overview. What makes this toy model remarkable is that it has two arrows of time, and that precisely its having two arrows of time is what allows it to perform what it was designed for: to have effects travel faster than light from their causes (in short, *nonlocality*) without breaking Lorentz invariance. Why should anyone desire such a behavior of a dynamical system? Because Bell’s nonlocality theorem  teaches us that any dynamical system violating Bell’s inequality must be nonlocal in this sense. And Bell’s inequality is, after all, violated in nature.

It is easy to come up with a nonlocal theory if one assumes that one of the Lorentz frames is preferred to the others: simply assume a mechanism of cause and effect (an interaction in the widest sense) that operates *instantaneously* in the preferred frame. That is what nonrelativistic theories usually do. In other frames, these nonlocal effects will either travel at a superluminal ($`>c`$) but finite velocity or precede their causes by a short time span. Of course, causal loops can’t arise since in the preferred frame effects never precede causes; yet the entire notion of a preferred frame is against the spirit of relativity. Without a preferred frame, to find a nonlocal law of motion is tricky, and much agonizing has been spent on this. About one way to achieve this you will learn below.

Let’s come back first to the two arrows of time. They are opposite arrows, in fact. But unlike the arrows considered in Lawrence Schulman’s contribution to this volume, they are not both thermodynamic arrows. One of the two is the thermodynamic arrow. Let’s call it $`\mathrm{\Theta }`$. It arises, as emphasized first by Ludwig Boltzmann and in this conference by Schulman, not from whichever asymmetry in the microscopic laws of motion, but from boundary conditions. That is, from the condition that the initial state of the universe be taken from a particular subset of phase space (corresponding to, say, a certain low entropy macrostate), while the final state is not subjected to any such conditions—except in some scenarios studied by Schulman. The dynamical laws considered in discussions of the thermodynamic arrow of time are usually time reversal invariant. But not so ours! It explicitly breaks time symmetry, and that is how another arrow of time comes in: an arrow of microscopic time asymmetry, let’s call it $`C`$. Such an arrow must be assumed before writing down the equation of motion, which will be equation (6) below. In addition, the equation of motion is easier to solve in the direction $`C`$ than in the other direction. Doesn’t it seem ugly and unnatural to introduce a time asymmetry? Sure, but we will see it buys us something: Lorentz invariant nonlocality.

Recall that such an arrow is simply absent in Newtonian mechanics and other time symmetric theories. So it is not surprising that the microscopic arrow $`C`$ is not the source of the macroscopic time arrow $`\mathrm{\Theta }`$, even more, the direction of $`\mathrm{\Theta }`$ is completely independent of the direction of $`C`$. $`\mathrm{\Theta }`$ depends on boundary conditions, and not on the details of the microscopic law of motion. In our case, $`\mathrm{\Theta }`$ will indeed be opposite to $`C`$. Since inhabitants of a hypothetical universe will regard the thermodynamic arrow as their natural time arrow, related to macroscopic causation, to memory, and to apparent free will, you should always think of $`\mathrm{\Theta }`$ as pointing towards the future, whereas $`C`$ is pointing to what we call the past.

It’s time to say what the equation of motion is. The equation is intended to be as close to Bohmian mechanics as possible, to be an immediate generalization, and to have Bohmian mechanics as its nonrelativistic limit. To remind you of how Bohmian mechanics works, you take the wave function (which is supposed to evolve according to Schrödinger’s equation—without ever having to collapse), plug in the positions of all the particles (here is where a notion of simultaneity comes in), and from that you compute the velocity of any particle by applying a certain formula, Bohm’s law of motion, which amounts to dividing the probability current by the probability density. Now, for a Lorentz-invariant version, we first have to worry about the wave function.

There are three respects in which the wave function of nonrelativistic quantum mechanics (or Bohmian mechanics, for that matter) conflicts with relativity: (a) the dispersion relation $`E=p^2/2m`$ at the basis of the Schrödinger equation is nonrelativistic, (b) the wave function is a function of $`3N`$ position coordinates but only one time coordinate, (c) the collapse of the wave function is supposed instantaneous. While (a) has long been solved by means of the Klein–Gordon or Dirac equation, it is too early for enthusiasm since we still face (b) and (c). We will worry about (c) later, and focus on (b) now. The obvious answer is to introduce a wave function $`\psi `$ of $`4N`$ coordinates, that is one time coordinate for each particle, in other words $`\psi `$ is a function on $`(\text{space-time})^N`$. You get back the nonrelativistic function of $`3N+1`$ coordinates after picking a frame and setting all time coordinates equal. Such multi-time wave functions were first considered by Dirac et al. in 1932 , but what they didn’t mention was that the $`N`$ time evolution equations

$$\mathrm{i}\mathrm{}\frac{\psi }{t_i}=H_i\psi \text{for }i\{1,\mathrm{},N\}$$
(1)
needed for determining $`\psi `$ from initial data at $`t=0`$ do not always possess solutions. They are usually inconsistent. They are only consistent if the following condition is satisfied:

$$[H_i,H_j]=0\text{for }ij.$$
(2)
This is easy to achieve for non-interacting particles and tricky in the presence of interaction. Indeed, to my knowledge it has never been attempted to write down consistent multi-time equations for many interacting particles, although this would seem an obvious and highly relevant problem if one desires a a manifestly covariant formulation of relativistic quantum mechanics. We will here, however, stay on the easy side and simply consider a system of non-interacting particles. We take the multi-time equations to be Dirac equations in an external field $`A_\mu `$,

$$\mathrm{𝟏}\mathrm{}\underset{i\mathrm{th}\mathrm{place}}{\underset{}{\gamma ^\mu }}\mathrm{}\mathrm{𝟏}\left(\mathrm{i}\frac{}{x_i^\mu }eA_\mu (x_i)\right)\psi =m\psi $$
(3)
where $`\psi :(\text{space-time})^N(^4)^N`$, and $`e`$ and $`m`$ are charge and mass, respectively. The corresponding Hamiltonians commute trivially since the derivatives act on different coordinates and the matrices on different indices.

Such a multi-time Dirac wave function naturally defines a tensor field

$$J^{\mu _1\mathrm{}\mu _N}:=\overline{\psi }\gamma ^{\mu _1}\mathrm{}\gamma ^{\mu _N}\psi ,$$
(4)
and according to the original Bohmian law of motion (for Dirac wave functions), the 4-velocity of particle $`i`$ is, in the preferred frame,

$$\frac{dQ_i^\mu }{ds}J^{0\mathrm{}\stackrel{i}{\mu }\mathrm{}0}(Q_1,\mathrm{},Q_N)$$
(5)
where only the $`i`$th index of $`J`$ is nonzero, and $`Q_i^\mu (s)`$ is the world line parameterized by proper time, or indeed by any other parameter since a law of motion need only (and (5) does only) specify the *direction* in space-time of the tangent to the world line. The coordinates taken for the other particles are their positions *at the same time*, $`Q_j^0=Q_i^0`$. Instead of a Lorentz frame, one can take any foliation of space-time into spacelike hypersurfaces for the purpose of defining simultaneity-at-a-distance . The theory I’m about to describe, in contrast, uses the hypersurfaces naturally given by the Lorentzian structure on space-time: the light cones. More precisely: the future light cones—and that is how the time asymmetry comes in.

So here are the steps: first solve (3), so you know $`\psi `$ on $`(\text{space-time})^N`$. Then, compute the tensor field $`J`$ on $`(\text{space-time})^N`$ according to (4). For determining the velocity of particle $`i`$ at space-time point $`Q_i`$, find the points $`Q_j`$, $`ji`$, where the other particles cross the future light cone of $`Q_i`$, as depicted in Figure 1. Plug these $`N`$ space-time points into the field $`J`$ and get a single tensor. Find out what the 4-velocities $`u_j^\mu `$ of the other particles at $`Q_j`$, $`ji`$, are. Use these to contract all but one index of $`J`$. We postulate that the resulting vector is, up to an irrelevant proportionality factor, the 4-velocity we’ve been looking for:

$$\frac{dQ_i^{\mu _i}}{ds}J^{\mu _1\mathrm{}\mu _N}(Q_1,\mathrm{},Q_N)\underset{ji}{}u_{j\mu _j}(Q_j).$$
(6)
One can show  that this 4-velocity is always timelike or null.

This law of motion is what can be called an ordinary differential equation with advanced arguments, or a differential delay equation with negative delay, because the velocity depends on the positions (and velocities) of other particles at future times, indeed with a *variable* delay span $`Q_j^0Q_i^0`$. It may seem to complicate things considerably that what happens here depends on the *future* rather than past behavior of the other particles, but that is an artifact of perspective: look at the equation of motion (6) in the other time direction, that is in the direction $`C`$, and notice it now has only *retarded* arguments. That is a more familiar sort of differential delay equation that gives rise to no logical or causal problems. So this theory, although involving a mechanism of backwards causation, is provably paradox free, since no causal loops can arise: first solve the wave equation for $`\psi `$ in the usual direction $`\mathrm{\Theta }`$, then solve the equation of motion in the opposite direction $`C`$.

Unfortunately, there is no obvious probability measure on the set of solutions to (6). This is different from the situation in Bohmian mechanics, where the $`|\psi |^2`$ distribution is conserved, a fact crucial for the probability predictions of that theory. The lack of such a measure for the model considered here makes it impossible to say whether or not this theory violates Bell’s inequality, which is a relation between probabilities. But this law of motion takes what is perhaps the biggest hurdle on the way towards a fully covariant law of motion conserving the $`|\psi |^2`$ distribution, by fulfilling what Bell’s theorem says is a necessary condition: nonlocality. I should add that in the nonrelativistic limit, the future light cone approaches the hyperplane $`t=\mathrm{const}.`$ and the law of motion approaches the original Bohmian law of motion (5), conserving $`|\psi |^2`$.

How does nonlocality come about in this model? That has to do with the two arrows of time, pointing in opposite directions. Had we chosen them to point in the same direction, the theory would have been local, because what happens at $`Q_i`$ would only depend on (what we call) the past light cone. But in this model, we evaluate $`\psi `$ on the future light cone of $`Q_i`$, which means $`\psi `$ has, in its multi-time evolution, gone through all the external fields at spacelike separation from $`Q_i`$. And that is how the velocity at $`Q_i`$ may be influenced by the field imposed by an experimenter at spacelike separation from $`Q_i`$.

And what is the story then about problem (c) above, the instantaneous collapse? The first thing to say is that collapse is not among the basic rules of this model, or any Bohmian theory. That simply disposes of problem (c). But something more should be said, since the collapse rule can be derived in Bohmian mechanics: even if the wave function of Schrödinger’s cat remains forever a superposition, *the cat itself* (formed by the particles) is either dead or alive, with probabilities determined by $`|\psi |^2`$. Moreover, since the wave packet of the dead cat (i.e., the corresponding term in the superposition) and that of the live cat have disjoint supports in configuration space, the wave packet of the dead cat doesn’t influence the motion of the live cat (nor vice versa). In the model we are concerned with here, everything just said still applies, except that the model doesn’t define any probabilities.

The model thus shows that a relativistic theory of particle world lines can indeed be nonlocal. Let me also point to another consequence: It has often been claimed that Bell’s nonlocality proof excludes relativistic Bohm-type theories. This claim has always been inappropriate because Bell’s proof actually shows that *any* serious version of quantum mechanics, Bohm-like or not, must be nonlocal; now we see that the claim is also inappropriate in another way, as nonlocality actually doesn’t imply a conflict with relativity. Finally, let me add that a fully covariant version has been developed for a different quantum theory without observers, the GRW theory . Also this model uses time-asymmetric laws, but not backwards causation.

To this day, thinking about time, time’s arrows, and relativity remains a source of the unexpected.

Acknowledgement. I wish to thank Sheldon Goldstein for his comments on a draft of this paper.


text:
# Competition between superconductivity and the pseudogap phase in the t-J model

## Abstract

The t-J model in the large N limit (N denotes the number of spin components) yields a pseudogap phase in the underdoped region which is related to a d-wave charge density wave (d-CDW). We present results for the doping dependence of the superconducting and d-CDW order parameters as well as for collective excitations in the presence of these two order parameters. We argue that the electronic Raman spectrum with $`B_{1g}`$ symmetry probes the amplitude fluctuations of the d-CDW at zero momentum.

PACS numbers:74.72.-h, 71.10.Hf, 71.27.+a

The superconducting transition temperature $`T_c`$ in the cuprates shows a maximum at optimal doping $`\delta =\delta _c`$ and a monotonic decrease towards lower or higher dopings. On the other hand, the excitation gap in the one-particle spectrum, often called pseudogap, increases monotonically with decreasing doping, remains finite above $`T_c`$ in the underdoped region, and has d-wave symmetry. Generalizing the t-J model from 2 to N spin components it has been shown  that such a pseudogap arises in the large N limit of the t-J model due to an instability of the normal or the superconducting state with respect to a d-CDW (sometimes also called flux or bond-order wave). In the following we present results for the symmetry broken states, namely the doping dependence of the superconducting and the d-CDW order parameters and the dynamics of d-wave charge density fluctuations in the presence of these order parameters. The relevance of a d-CDW for high-Tc superconductors has recently also been discussed in Ref..

In the case of the t-J model the d-CDW order parammeter $`\mathrm{\Phi }`$ is defined as

$$\mathrm{\Phi }=2iJ/N_c\underset{𝐤\sigma }{}\gamma (𝐤)\stackrel{~}{c}_{𝐤\sigma }^{}\stackrel{~}{c}_{𝐤+𝐐\sigma }.$$
(1)
$`J`$ is the Heisenberg coupling, $`\stackrel{~}{c}^{},\stackrel{~}{c}`$ are creation and annihilation operators for electrons under the constraint that double occupancies of lattice sites are excluded, $`N_c`$ is the number of primitive cells, $`\mathrm{}`$ denotes an expectation value, and $`𝐐`$ is the wave vector of the d-CDW. $`\gamma (𝐤)`$ is equal to $`(cos(k_x)cos(k_y))/2`$. Keeping only the instantaneous contribution in the effective interaction  the order parameter $`\mathrm{\Delta }`$ for d-wave superconductivity is

$$\mathrm{\Delta }=2(JV_c)/N_c\underset{𝐤}{}\gamma (𝐤)\stackrel{~}{c}_𝐤\stackrel{~}{c}_𝐤.$$
(2)
$`V_c`$ is a repulsive nearest-neighbor Coulomb potential which is needed to stabilize the d-CDW with respect to phase separation. In the presence of the above two order parameters the operators $`(\stackrel{~}{c}_{𝐤,}^{},\stackrel{~}{c}_{𝐤,},\stackrel{~}{c}_{𝐤+𝐐,}^{},\stackrel{~}{c}_{𝐤𝐐,})`$ are coupled leading to the following Green’s function matrix

$$G^1(\omega ,𝐤)=\left(\begin{array}{cccc}\omega ϵ(𝐤)& \mathrm{\Delta }(𝐤)& i\mathrm{\Phi }(𝐤)& 0\\ \mathrm{\Delta }(𝐤)& \omega +ϵ(𝐤)& 0& i\mathrm{\Phi }(\overline{𝐤})\\ i\mathrm{\Phi }(𝐤)& 0& \omega ϵ(\overline{𝐤})& \mathrm{\Delta }(\overline{𝐤})\\ 0& i\mathrm{\Phi }(\overline{𝐤})& \mathrm{\Delta }(\overline{𝐤})& \omega +ϵ(\overline{𝐤})\end{array}\right)$$
(3)
$`ϵ(𝐤)`$ is the one-particle energy, $`ϵ(𝐤)=(\delta t+\alpha J)(cos(k_x)+cos(k_y))2t^{}\delta cos(k_x)cos(k_y)\mu `$, with $`\alpha =1/N_c_𝐪cos(q_x)f(ϵ(𝐪))`$. $`f`$ is the Fermi function, $`\delta `$ the doping away fom half-filling, $`\mu `$ a renormalized chemical potential, $`t`$ and $`t^{}`$ are nearest and second-nearest neighbor hopping amplitudes, $`\omega `$ a (complex) frequency, and $`\overline{𝐤}=𝐤𝐐`$. $`\mathrm{\Phi }(𝐤)`$ and $`\mathrm{\Delta }(𝐤)`$ are equal to $`\mathrm{\Phi }\gamma (𝐤)`$ and $`\mathrm{\Delta }\gamma (𝐤)`$, respectively.

Expressing the expectation values in the order parameters by $`G`$ and using Eq.(3) one obtains coupled equations for the two order parameters. The thick solid and dashed lines in Fig. 1 show the numerically determined doping dependence of $`\mathrm{\Phi }`$ and $`\mathrm{\Delta }`$ at zero temperature, calculated for $`t^{}/t=0.35`$, $`J/t=0.3`$, $`V_c/t=0.06`$, and $`𝐐=(\pi ,\pi )`$. The energy unit is $`t`$. The thin solid and dashed lines show $`\mathrm{\Phi }`$ and $`\mathrm{\Delta }`$ for non-interacting order parameters putting the second order parameter to zero. In this case the onset of $`\mathrm{\Phi }`$ is much higher than in the interacting case, especially

if $`t^{}`$ is nonzero. This reduction in the onset of $`\mathrm{\Phi }`$ reflects the competition of the two order parameters. The superconducting order parameter $`\mathrm{\Delta }`$ increases monotonically with decreasing doping in the non-interacting case but is heavily suppressed by $`\mathrm{\Phi }`$ below the onset of $`\mathrm{\Phi }`$ in the interacting case. For $`0.05<\delta <0.15`$ both order parameters are non-zero so that superconductivity and d-CDW coexist throughout this region.

The eigenvalues of the matrix $`G^1`$ give the one-particle energies in the presence of the two order parameters. The corresponding density of states $`\rho (\omega )`$ is shown in Fig.2 for three different dopings. In the upper diagram, corresponding to the overdoped case with $`\mathrm{\Phi }=0`$, the usual density for a d-wave superconductor is seen. The lowest diagram in Fig. 2 corresponds to the underdoped region dominated by the d-CDW. The zero in $`\rho (\omega )`$ occurs somewhat above the chemical potential $`\omega =0`$ and $`\rho (\omega )`$ is rather asymmetric around this point. The diagram in the middle of Fig.2 describes a slightly underdoped case where both order parameters are of similar magnitude. $`\rho (\omega )`$ reflects here both gaps and possesses additional structures due to the geometry of the two-dimensional Fermi surface and the Umklapp processes induced by $`𝐐`$.

The above calculations were performed assuming a commensurate $`𝐐=(\pi ,\pi )`$. In reality the d-CDW is at low temperatures and a finite doping incommensurate with four inequivalent wave vectors $`𝐐=\pm (\pi ,q),\pm (q,\pi )`$ with $`q`$ different from $`\pi `$. Writing $`q=\pi x`$ the incommensuration $`x`$ was approximately calculated from the leading instability in $`𝐤`$-space using a linear approximation, $`x`$ is shown in Fig. 3 as a function of $`\delta `$. The left diagram in this figure corresponds to $`\mathrm{\Delta }=0`$, i.e., the thin line in Fig. 1. In this case $`x`$ assumes the rather large value of about 0.6 at the onset of the d-CDW, but then decays rapidly to about 0.1 with decreasing doping. The right diagram in Fig. 3 illustrates that superconductivity not only depresses the onset of the d-CDW but also the incommensuration $`x`$ resulting in a practically commensurate d-CDW in the underdoped regime. In our calculations $`x`$ has been determined from that momentum where the d-wave charge susceptibility in the superconducting or normal state shows the strongest divergence.

Let us denote by $`\chi (𝐪,\omega )`$ the response function associated with the d-wave density operator $`\rho (𝐪)=1/N_c_{𝐤\sigma }\gamma (𝐤)\stackrel{~}{c}_{𝐤+𝐪,\sigma }^{}\stackrel{~}{c}_{𝐤\sigma }`$. At large N $`\chi `$ is given by $`\chi (𝐪,\omega )=\chi ^{(0)}(𝐪,\omega )/(1+J\chi ^{(0)}(𝐪,\omega ))`$ which holds exactly at $`𝐪=(0,0)`$ and $`(\pi ,\pi )`$ and in a good approximation for a general $`𝐪`$. For a general $`𝐪`$ the explicit expression for $`\chi ^{(0)}`$ is rather involved, so we give it here only for the special case $`𝐪=(0,0)`$,

$$\chi ^{(0)}(\omega )=P_{11,11}(\omega )P_{12,21}(\omega )P_{13,31}(\omega )+P_{14,41}(\omega ),$$
(4)
$$P_{ij,kl}(\omega )=\frac{2T}{N_c}\underset{𝐤,n}{}\gamma ^2(𝐤)G_{ij}(i\omega _n+\omega ,𝐤)G_{kl}(i\omega _n,𝐤).$$
(5)
The left diagram in Fig. 4 shows the negative imaginary part of $`\chi ^{(0)}`$ (dashed curves) and of $`\chi `$ (solid curves) at $`𝐪=(0,0)`$ and three different dopings. The curves illustrate that the Heisenberg term as the residual interaction strongly scatters the quasi-particle excitations across the pseudogap shifting most of the spectral weight down into bound states inside the gap. In the overdoped case (upper diagram in Fig. 4) this bound state describes an exciton state inside the superconducting gap. In the strongly underdoped case (lowest diagram) the bound state corresponds to the amplitude mode of the d-CDW probed at a

wave vector $`(\pi ,\pi )`$ away from the wave vector of the d-CDW, i.e., at $`𝐪=(0,0)`$. With decreasing doping the frequency of the peak increases monotonically and thus is tight to the total pseudogap. The solid curves in Fig.3 are proportional to the $`B_{1g}`$ spectra of electronic Raman scattering in the cuprates and are in good agreement with the experimental data. In particular, one can understand why the $`B_{1g}`$ peak does not probe the superconducting but the pseudogap.

In the right-hand diagram of Fig.4 we plotted the position of the main peak in the d-wave fluctuation spectrum along $`𝐪=(q,q)`$ for three different dopings. In the overdoped ($`\delta =0.25`$) and the slightly overdoped ($`\delta =0.15`$) cases only one well-pronounced peak in the spectrum was obtained describing collective d-wave density fluctuations. Its dispersion is rather weak away from $`(\pi ,\pi )`$. Near $`(\pi ,\pi )`$ a well-pronounced soft mode develops if the doping approaches the onset of the d-CDW from above. Below the onset the soft mode hardens with decreasing doping and its peak position is near or somewhat below the value $`2\mathrm{\Phi }`$ in analogy with BCS-theory. In the strongly underdoped case with $`\delta =0.077`$ the momentum region around $`(\pi ,\pi )`$, where the peak position is roughtly given by $`2\mathrm{\Phi }`$, is rather small. In the neighborhood of $`q2`$ the fluctuation spectrum develops two peaks and the spectral weight shifts from the upper to the lower peak with decreasing momentum. The lower peak shows only little dispersion towards smaller momenta and lies somewhat above the corresponding peaks at larger dopings.

In conclusion, we found that the underdoped regime of the t-J model at large N is characterized by the competition between d-wave superconductivity and a d-wave CDW. This competition is especially strong for a finite $`t^{}`$: For instance, for $`t^{}/t=0.35`$ the d-CDW onset shifts from about $`\delta =0.29`$ to $`\delta =0.14`$ due to superconductivity. The wave vector of the d-CDW is very close to the commensurate value $`(\pi ,\pi )`$, except near its onset. The d-wave density fluctuation spectrum is determined by collective effects. It exhibits a pronounced soft mode behavior near the onset of the CDW but shows only little dispersion far away from $`(\pi ,\pi )`$. The fluctuation spectrum at zero momentum agrees well with data from electronic Raman scattering, in particular, with respect to its dependence on doping.

The authors thank Secyt and the BMBF (Project ARG 99/007) for financial support and P. Horsch for a critical reading of the manuscript.


text:
# References

hep-ph/0210276

BIHEP-TH-2002-48

Hierarchical Neutrino Masses and Large Mixing Angles
from the Fritzsch Texture of Lepton Mass Matrices

Zhi-zhong Xing ***Electronic address: xingzz@mail.ihep.ac.cn

CCAST (World Laboratory), P.O. Box 8730, Beijing 100080, China

and Institute of High Energy Physics, Chinese Academy of Sciences,
P.O. Box 918 (4), Beijing 100039, China Mailing address

## Abstract

We show that the Fritzsch texture of lepton mass matrices can naturally lead to the bi-large flavor mixing pattern, if three neutrinos have a normal but weak mass hierarchy (typically, $`m_1:m_2:m_31:3:10`$). The effective mass of the tritium beta decay and that of the neutrinoless double beta decay are too small to be observable in this ansatz, but CP violation at the percent level is allowed and could be measured in long-baseline neutrino oscillations.

1 The solar and atmospheric neutrino anomalies established recently in SNO  and Super-Kamiokande  experiments are most likely due to neutrino oscillations, a quantum phenomenon which can naturally happen if neutrinos are massive and lepton flavors are mixed. In the framework of three-neutrino oscillations, the mixing angles associated with both solar and atmospheric neutrino conversions are found to be surprisingly large ($`\theta _{\mathrm{sun}}30^{}`$  and $`\theta _{\mathrm{atm}}>37^{}`$ ). To understand the smallness of neutrino masses and the largeness of flavor mixing angles, many phenomenological ans$`\ddot{\mathrm{a}}`$tze of lepton mass matrices have been proposed . An interesting category of the ans$`\ddot{\mathrm{a}}`$tze take account of texture zeros of charged lepton and neutrino mass matrices in a given flavor basis, from which some nontrivial relations between flavor mixing angles and lepton mass ratios can be derived.

The present paper follows a similar idea to study the Fritzsch texture of lepton mass matrices and its consequences on neutrino masses, flavor mixing and CP violation. In the quark sector, the Fritzsch ansatz  is partly successful to interpret the strong hierarchy of quark masses and that of flavor mixing angles. A number of authors have applied the same ansatz to the lepton sector , in order to calculate the angles of lepton flavor mixing in terms of the masses of charged leptons and neutrinos. In most of those works, however, the unknown spectrum of neutrino masses was assumed to be strongly hierarchical, leading consequently to a small mixing angle for the solar neutrino oscillation.

Can the Fritzsch texture of lepton mass matrices be incorporated with the bi-large flavor mixing pattern, which is remarkably favored by current data of solar and atmospheric neutrino oscillations? The answer may certainly be affirmative, if one gives up the assumption that neutrino masses perform a strong hierarchy as charged lepton masses. Nevertheless, this interesting possibility has not been carefully examined in the literature.

We carry out a careful analysis of the Fritzsch texture of lepton mass matrices, and find that it is able to predict the bi-large flavor mixing pattern if three neutrinos have a normal but weak mass hierarchy (typically, $`m_1:m_2:m_31:3:10`$). The absolute values of three neutrino masses can then be determined from the experimental data of atmospheric and solar neutrino oscillations. Both the effective mass of the tritium beta decay and that of the neutrinoless double beta decay are too small to be observable in this ansatz, but CP violation at the percent level is allowed and could be measured in the upcoming long-baseline neutrino oscillation experiments.

2 Let us consider a simplest extension of the standard electroweak model , in which the effective mass term of charged leptons ($`M_l`$) and Majorana neutrinos ($`M_\nu `$) can be written as

$$_{\mathrm{mass}}=\overline{(e,\mu ,\tau )_\mathrm{L}^{}}M_l\left(\begin{array}{c}e\\ \mu \\ \tau \end{array}\right)_\mathrm{R}+\frac{1}{2}\overline{(\nu _e,\nu _\mu ,\nu _\tau )_\mathrm{L}^{}}M_\nu \left(\begin{array}{c}\nu _e^\mathrm{c}\\ \nu _\mu ^\mathrm{c}\\ \nu _\tau ^\mathrm{c}\end{array}\right)_\mathrm{R}+\mathrm{h}.\mathrm{c}.,$$
(1)
where $`\nu _\alpha ^\mathrm{c}C\overline{\nu }_\alpha ^\mathrm{T}`$ (for $`\alpha =e,\mu ,\tau `$) with $`C`$ being the charge-conjugation operator. While $`M_\nu `$ must be symmetric, $`M_l`$ is in general arbitrary. Without loss of generality, one may arrange $`M_l`$ to be Hermitian through a suitable redefinition of the right-handed fields of charged leptons  It is also plausible to take $`M_l`$ to be symmetric in some extensions of the standard model. For instance, all fermion mass matrices are dictated to be symmetric in the SO(10) grand unified models .. The concrete structures of $`M_l`$ and $`M_\nu `$ are unfortunately unknown. As pointed out in Ref. , an appropriate weak-basis transformation allows us to put $`M_l`$ in the “nearest-neighbor” mixing form or the Fritzsch texture within the left-right symmetric models, but $`M_\nu `$ cannot simultaneously have the same texture. It is therefore a phenomenological assumption that both $`M_l`$ and $`M_\nu `$ are of the Fritzsch texture in a specific flavor basis:

$`M_l`$ $`=`$ $`\left(\begin{array}{ccc}\mathrm{𝟎}& C_l& \mathrm{𝟎}\\ C_l^{}& \mathrm{𝟎}& B_l\\ \mathrm{𝟎}& B_l^{}& A_l\end{array}\right),`$
$`M_\nu `$ $`=`$ $`\left(\begin{array}{ccc}\mathrm{𝟎}& C_\nu & \mathrm{𝟎}\\ C_\nu & \mathrm{𝟎}& B_\nu \\ \mathrm{𝟎}& B_\nu & A_\nu \end{array}\right).`$ (2)
We remark that the texture zeros of $`M_l`$ are just a special choice of the weak basis, but those of $`M_\nu `$ are nontrivial and may stem from some underlying flavor symmetries (see, e.g., Refs.  for detailed discussions). Taking account of the observed hierarchy of charged lepton masses, $`m_\tau m_\mu m_e`$, one naturally expects that $`|A_l||B_l||C_l|`$ holds in $`M_l`$. There is no unique limitation on the parameters of $`M_\nu `$, on the other hand, because the mass spectrum of neutrinos has not been definitely determined from the present experimental data §§§The mass-squared differences extracted from solar and atmospheric neutrino oscillation data hint at three possible patterns of the neutrino mass spectrum: (a) normal hierarchy: $`m_1,m_2m_3`$; (b) inverted hierarchy: $`m_1m_2m_3`$; (c) approximate degeneracy: $`m_1m_2m_3`$..

Without loss of generality, one may take $`A_l`$ and $`A_\nu `$ to be real and positive. Then only the off-diagonal elements of $`M_l`$ and $`M_\nu `$ are complex. It is possible to express $`M_l`$ and $`M_\nu `$ as

$$M_l=P_l^{}\overline{M}_lP_l,M_\nu =P_\nu ^\mathrm{T}\overline{M}_\nu P_\nu ,$$
(3)
where

$$\overline{M}_{l,\nu }=\left(\begin{array}{ccc}\mathrm{𝟎}& |C_{l,\nu }|& \mathrm{𝟎}\\ |C_{l,\nu }|& \mathrm{𝟎}& |B_{l,\nu }|\\ \mathrm{𝟎}& |B_{l,\nu }|& A_{l,\nu }\end{array}\right),$$
(4)
and

$`P_l`$ $`=`$ $`\left(\begin{array}{ccc}1& 0& 0\\ 0& e^{i\phi _l^{}}& 0\\ 0& 0& e^{i(\phi _l^{}+\varphi _l^{})}\end{array}\right),`$
$`P_\nu `$ $`=`$ $`\left(\begin{array}{ccc}e^{i(\phi _\nu ^{}\varphi _\nu ^{})}& 0& 0\\ 0& e^{i\varphi _\nu ^{}}& 0\\ 0& 0& 1\end{array}\right)`$ (5)
with $`\varphi _{l,\nu }^{}\mathrm{arg}(B_{l,\nu })`$ and $`\phi _{l,\nu }^{}\mathrm{arg}(C_{l,\nu })`$. The real symmetric matrices $`\overline{M}_l`$ and $`\overline{M}_\nu `$ can be diagonalized by use of the following unitary transformations:

$`U_l^\mathrm{T}\overline{M}_lU_l`$ $`=`$ $`\left(\begin{array}{ccc}m_e& 0& 0\\ 0& m_\mu & 0\\ 0& 0& m_\tau \end{array}\right),`$
$`U_\nu ^\mathrm{T}\overline{M}_\nu U_\nu `$ $`=`$ $`\left(\begin{array}{ccc}m_1& 0& 0\\ 0& m_2& 0\\ 0& 0& m_3\end{array}\right),`$ (6)
where $`(m_e,m_\mu ,m_\tau )`$ and $`(m_1,m_2,m_3)`$ are the physical masses of charged leptons and neutrinos, respectively. The matrix elements of $`U_l`$ and $`U_\nu `$ depend on four mass ratios:

$`x_l^{}`$ $``$ $`{\displaystyle \frac{m_e}{m_\mu }},x_\nu {\displaystyle \frac{m_1}{m_2}};`$
$`y_l^{}`$ $``$ $`{\displaystyle \frac{m_\mu }{m_\tau }},y_\nu {\displaystyle \frac{m_2}{m_3}}.`$ (7)
As the values of $`m_e`$, $`m_\mu `$ and $`m_\tau `$ have been determined to a good degree of accuracy , we obtain $`x_l^{}0.00484`$ and $`y_l^{}0.0594`$. The analytically exact results for nine elements of $`U_l`$ or $`U_\nu `$ are found to be

$`U_{11}`$ $`=`$ $`+\left[{\displaystyle \frac{1y}{(1+x)(1xy)(1y+xy)}}\right]^{1/2},`$
$`U_{12}`$ $`=`$ $`i\left[{\displaystyle \frac{x(1+xy)}{(1+x)(1+y)(1y+xy)}}\right]^{1/2},`$
$`U_{13}`$ $`=`$ $`+\left[{\displaystyle \frac{xy^3(1x)}{(1xy)(1+y)(1y+xy)}}\right]^{1/2},`$
$`U_{21}`$ $`=`$ $`+\left[{\displaystyle \frac{x(1y)}{(1+x)(1xy)}}\right]^{1/2},`$
$`U_{22}`$ $`=`$ $`+i\left[{\displaystyle \frac{1+xy}{(1+x)(1+y)}}\right]^{1/2},`$
$`U_{23}`$ $`=`$ $`+\left[{\displaystyle \frac{y(1x)}{(1xy)(1+y)}}\right]^{1/2},`$
$`U_{31}`$ $`=`$ $`\left[{\displaystyle \frac{xy(1x)(1+xy)}{(1+x)(1xy)(1y+xy)}}\right]^{1/2},`$
$`U_{32}`$ $`=`$ $`i\left[{\displaystyle \frac{y(1x)(1y)}{(1+x)(1+y)(1y+xy)}}\right]^{1/2},`$
$`U_{33}`$ $`=`$ $`+\left[{\displaystyle \frac{(1y)(1+xy)}{(1xy)(1+y)(1y+xy)}}\right]^{1/2},`$ (8)
where we have omitted the index “$`l`$” or “$`\nu `$” for simplicity. Note that $`U_{i2}`$ (for $`i=1,2,3`$) are imaginary, and their nontrivial phases are due to the negative determinant of $`\overline{M}_{l,\nu }`$. Note also that two possibilities are allowed for the parameter space of $`x_\nu `$ and $`y_\nu `$ in Eq. (8) The extreme cases such as $`x_\nu =0`$ or 1 and (or) $`y_\nu =0`$ or 1 are not taken into account, because they are incompatible with current experimental data on solar and atmospheric neutrino oscillations.: (a) $`0<x_\nu <1`$ and $`0<y_\nu <1`$; (b) $`x_\nu >1`$ and $`y_\nu >1`$. Now that $`x_\nu >1`$ is disfavored in respect of the large-mixing-angle MSW solution to the solar neutrino problem , we focus only on possibility (a) in the following (namely, $`m_1<m_2<m_3`$).

The lepton flavor mixing matrix $`V`$ arises from the mismatch between the diagonalization of the charged lepton mass matrix $`M_l`$ and that of the neutrino mass matrix $`M_\nu `$. In view of Eqs. (3) – (6), we obtain $`V=U_l^\mathrm{T}\left(P_lP_\nu \right)U_\nu ^{}`$, whose nine matrix elements read explicitly as

$$V_{pq}=U_{1p}^lU_{1q}^\nu e^{i\alpha }+U_{2p}^lU_{2q}^\nu e^{i\beta }+U_{3p}^lU_{3q}^\nu ,$$
(9)
where the subscripts $`p`$ and $`q`$ run respectively over $`(e,\mu ,\tau )`$ and $`(1,2,3)`$, and two phase parameters $`\alpha `$ and $`\beta `$ are defined as $`\alpha (\phi _\nu ^{}\phi _l^{})(\varphi _\nu +\varphi _l)`$ and $`\beta (\varphi _\nu \varphi _l)`$. Note that an overall phase factor $`e^{i(\phi _l^{}+\varphi _l)}`$ has been omitted from the right-hand side of Eq. (9), since it has no contribution to lepton flavor mixing and CP violation. It is obvious that $`V`$ consists of six parameters: $`x_l^{}`$, $`y_l^{}`$, $`x_\nu `$, $`y_\nu `$, $`\alpha `$ and $`\beta `$. Among them, $`x_l^{}`$ and $`y_l^{}`$ are already known. The other four free parameters can be constrained by current experimental data on neutrino oscillations.

3 In the framework of three-neutrino oscillations, the solar and atmospheric neutrino anomalies are approximately decoupled: they are attributed, respectively, to $`\nu _e\nu _\mu `$ and $`\nu _\mu \nu _\tau `$ conversions. The corresponding neutrino mass-squared differences $`\mathrm{\Delta }m_{\mathrm{sun}}^2`$ and $`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ are given by

$`\mathrm{\Delta }m_{\mathrm{sun}}^2`$ $``$ $`m_2^2m_1^2=m_2^2\left(1x_\nu ^2\right),`$
$`\mathrm{\Delta }m_{\mathrm{atm}}^2`$ $``$ $`m_3^2m_2^2=m_3^2\left(1y_\nu ^2\right).`$ (10)
The analyses of current SNO  and Super-Kamiokande  data yield $`\mathrm{\Delta }m_{\mathrm{sun}}^2=(3.317)\times 10^5\mathrm{eV}^2`$  and $`\mathrm{\Delta }m_{\mathrm{atm}}^2=(1.63.9)\times 10^3\mathrm{eV}^2`$  at the $`90\%`$ confidence level. Then the ratio

$$R_\nu \frac{\mathrm{\Delta }m_{\mathrm{sun}}^2}{\mathrm{\Delta }m_{\mathrm{atm}}^2}=y_\nu ^2\frac{1x_\nu ^2}{1y_\nu ^2}$$
(11)
lies in the range $`(0.8510)\times 10^2`$. On the other hand, the mixing factors of solar and atmospheric neutrino oscillations are related to the relevant matrix elements of $`V`$ in the following way:

$`\mathrm{sin}^22\theta _{\mathrm{sun}}`$ $`=`$ $`4|V_{e1}|^2|V_{e2}|^2,`$
$`\mathrm{sin}^22\theta _{\mathrm{atm}}`$ $`=`$ $`4|V_{\mu 3}|^2\left(1|V_{\mu 3}|^2\right).`$ (12)
At the $`90\%`$ confidence level, $`\mathrm{tan}^2\theta _{\mathrm{sun}}=0.300.58`$  and $`\mathrm{sin}^22\theta _{\mathrm{atm}}>0.92`$  have been extracted from current data. Note that the magnitude of $`V_{e3}`$ is well restricted by the CHOOZ reactor experiment on neutrino oscillations , whose mixing factor is given by

$$\mathrm{sin}^22\theta _{\mathrm{chz}}\mathrm{\hspace{0.33em}4}|V_{e3}|^2\left(1|V_{e3}|^2\right).$$
(13)
The present upper bound is $`\mathrm{sin}^22\theta _{\mathrm{chz}}<0.2`$ or $`\theta _{\mathrm{chz}}<13^{}`$ , corresponding to the mass scale of atmospheric neutrino oscillations.

With the help of Eqs. (11) – (13), the four unknown parameters $`x_\nu `$, $`y_\nu `$, $`\alpha `$ and $`\beta `$ in the Fritzsch texture of lepton mass matrices can be determined from current experimental constraints on $`R_\nu `$, $`\mathrm{sin}^22\theta _{\mathrm{sun}}`$, $`\mathrm{sin}^22\theta _{\mathrm{atm}}`$ and $`\mathrm{sin}^22\theta _{\mathrm{chz}}`$. A careful numerical analysis shows that the phase parameter $`\beta `$ must be around $`180^{}`$ to assure $`\mathrm{sin}^22\theta _{\mathrm{atm}}>0.92`$. In comparison, the phase parameter $`\alpha `$ is not very restrictive. Hence we simply fix $`\beta =180^{}`$ in our calculations, and typically take $`\alpha =(0^{},90^{},180^{})`$ to illustrate the quantitative dependence of four observables on $`\alpha `$. We present the allowed regions of $`(x_\nu ,y_\nu )`$, $`(\mathrm{tan}^2\theta _{\mathrm{sun}},\mathrm{sin}^22\theta _{\mathrm{atm}})`$ and $`(R_\nu ,\mathrm{sin}^22\theta _{\mathrm{chz}})`$ in Figs. 1, 2 and 3, respectively. Some comments are in order.

(1) We demonstrate that the Fritzsch texture of lepton mass matrices is actually compatible with the present experimental data on solar and atmospheric neutrino oscillations. The allowed parameter space decreases with the change of $`\alpha `$ from $`0^{}`$ to $`180^{}`$. Typically, we obtain $`x_\nu 1/3`$ and $`y_\nu (1/41/3)`$ or

$$m_1:m_2:m_3\mathrm{\hspace{0.33em}1}:3:10.$$
(14)
This result indicates that three neutrino masses are weakly hierarchical. In contrast, three charged lepton masses ($`m_e:m_\mu :m_\tau 1:207:3478`$ ) are strongly hierarchical.

(2) Given the numerical ranges of $`x_\nu `$ and $`y_\nu `$, the absolute values of three neutrino masses can be calculated by use of Eq. (10) :

$`m_3`$ $`=`$ $`{\displaystyle \frac{1}{\sqrt{1y_\nu ^2}}}\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2},`$
$`m_2`$ $`=`$ $`{\displaystyle \frac{y_\nu }{\sqrt{1y_\nu ^2}}}\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}`$
$`=`$ $`{\displaystyle \frac{1}{\sqrt{1x_\nu ^2}}}\sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2},`$
$`m_1`$ $`=`$ $`{\displaystyle \frac{x_\nu }{\sqrt{1x_\nu ^2}}}\sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2}.`$ (15)
In view of the smallness of $`x_\nu `$ and $`y_\nu `$, we simplify Eq. (15) as $`m_3\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}`$, $`m_2y_\nu \sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}\sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2}`$, and $`m_1x_\nu \sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2}`$. It is then straightfoward to arrive at $`m_3(4.06.2)\times 10^2`$ eV, $`m_2(0.571.3)\times 10^2`$ eV, and $`m_1(1.94.3)\times 10^3`$ eV (for $`x_\nu 1/3`$). More restrictive predictions for three neutrino masses will become available, once the parameters of solar and atmospheric neutrino oscillations are measured to a better degree of accuracy.

(3) Note that it is impossible to obtain $`\mathrm{sin}^22\theta _{\mathrm{atm}}=1`$ from the Fritzsch texture of lepton mass matrices. The reason is simply that $`\theta _{\mathrm{atm}}>40^{}`$ requires $`y_\nu >1/3`$, which leads in turn to $`R_\nu >0.1`$ in this ansatz. In the leading-order approximation, we find

$$|V_{\mu 3}|\frac{\left|\sqrt{y_\nu (1x_\nu )}e^{i\beta }\sqrt{y_l^{}}\right|}{\sqrt{1+y_\nu }}$$
(16)
from Eqs. (8) – (9). It becomes clear that $`\beta =180^{}`$ is most favored to make the magnitude of $`V_{\mu 3}`$ sufficiently large, such that the requirement $`\mathrm{sin}^22\theta _{\mathrm{atm}}>0.92`$ can be satisfied.

(4) As $`x_\nu `$ is close to $`y_\nu `$ in the allowed parameter space, we have $`R_\nu y_\nu ^2`$ approximately. Hence $`0.05<R_\nu 0.1`$ is naturally anticipated. On the other hand, only small values of $`\mathrm{sin}^22\theta _{\mathrm{chz}}`$ are allowed in the Fritzsch texture of lepton mass matrices. More precise data on $`R_\nu `$ and $`\mathrm{sin}^22\theta _{\mathrm{chz}}`$ may therefore provide a stringent test of this phenomenological ansatz.

Let us proceed to calculate the effective mass of the tritium beta decay and that of the neutrinoless double beta decay:

$`m_e`$ $``$ $`{\displaystyle \underset{i=1}{\overset{3}{}}}\left(m_i|V_{ei}|^2\right)`$
$`=`$ $`m_3\left(x_\nu y_\nu |V_{e1}|^2+y_\nu |V_{e2}|^2+|V_{e3}|^2\right),`$
$`m_{ee}`$ $``$ $`\left|{\displaystyle \underset{i=1}{\overset{3}{}}}\left(m_iV_{ei}^2\right)\right|`$ (17)
$`=`$ $`m_3\left|x_\nu y_\nu V_{e1}^2+y_\nu V_{e2}^2+V_{e3}^2\right|.`$
We present the allowed ranges of $`m_e`$ and $`m_{ee}`$, normalized by $`m_3`$, in Fig. 4. Given $`m_35\times 10^2`$ eV, $`m_e10^2`$ eV and $`m_{ee}10^3`$ eV are typically obtained. Note that $`m_{ee}m_e`$ holds in our ansatz, because the former involves significant cancellation due to the existence of an extra phase (of $`90^{}`$) associated with $`V_{e2}`$, as one can see from Eqs. (8) and (9). It should be noted that our prediction for $`m_e`$ is far below the proposed sensitivity of the KATRIN experiment ($`0.3`$ eV ), and that for $`m_{ee}`$ is also below the expected sensitivity of next-generation experiments for the neutrinoless double beta decay ($`10`$ meV to 50 meV ). Therefore it seems hopeless to detect both effects in practice.

How big can the strength of CP violation be in neutrino oscillations? To answer this question, we calculate the Jarlskog invariant of CP violation $`𝒥`$ , which is defined through the following equation:

$$\mathrm{Im}\left(V_{ai}V_{bj}V_{aj}^{}V_{bi}^{}\right)=𝒥\underset{c,k}{}\left(ϵ_{abc}ϵ_{ijk}\right),$$
(18)
where the subscripts $`(a,b,c)`$ and $`(i,j,k)`$ run respectively over $`(e,\mu ,\tau )`$ and $`(1,2,3)`$. We show the numerical changes of $`𝒥`$ with $`|V_{e3}|`$ in Fig. 5, where $`\alpha =90^{}`$ and $`\beta =180^{}`$ have been used. It is clear that the magnitude of $`𝒥`$ increases with that of $`V_{e3}`$. We obtain $`𝒥1\%`$ as a typical result in the allowed parameter space of $`x_\nu `$ and $`y_\nu `$. Thus leptonic CP-violating effects could be measured in a variety of long-baseline neutrino oscillation experiments .

4 We have shown that the Fritzsch texture of lepton mass matrices is actually able to yield the bi-large flavor mixing pattern, if three neutrinos perform a normal but weak mass hierarchy. The absolute values of three neutrino masses are approximately $`m_1\sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2}/3`$, $`m_2\sqrt{\mathrm{\Delta }m_{\mathrm{sun}}^2}`$ and $`m_3\sqrt{\mathrm{\Delta }m_{\mathrm{atm}}^2}`$. The smallness of $`m_i`$ implies that there is little chance to observe the effective mass of the tritium beta decay and that of the neutrinoless double beta decay. On the other hand, our ansatz predicts that the strength of leptonic CP violation can be at the percent level. It is therefore possible to detect CP-violating effects in the long-baseline experiments of neutrino oscillations.

The weakly hierarchical spectrum of three neutrino masses must be a consequence of the weakly hierarchical texture of the neutrino mass matrix $`M_\nu `$. To see this point more clearly, we calculate the nonvanishing matrix elements of $`\overline{M}_\nu `$ in Eq. (4):

$`A_\nu `$ $`=`$ $`m_1m_2+m_3,`$
$`|B_\nu |`$ $`=`$ $`\left[{\displaystyle \frac{(m_1m_2)(m_2m_3)(m_1+m_3)}{m_1m_2+m_3}}\right]^{1/2},`$
$`|C_\nu |`$ $`=`$ $`\left({\displaystyle \frac{m_1m_2m_3}{m_1m_2+m_3}}\right)^{1/2}.`$ (19)
Taking the typical mass spectrum given in Eq. (14) as well as $`m_3=5\times 10^2\mathrm{eV}`$, we explicitly obtain

$$\overline{M}_\nu \mathrm{\hspace{0.33em}4}\times 10^2\mathrm{eV}\times \left(\begin{array}{ccc}\mathrm{𝟎}& 0.24& \mathrm{𝟎}\\ 0.24& \mathrm{𝟎}& 0.55\\ \mathrm{𝟎}& 0.55& \mathrm{𝟏}\end{array}\right).$$
(20)
In comparison, the real charged lepton mass matrix $`\overline{M}_l`$ reads

$$\overline{M}_l\mathrm{\hspace{0.33em}1.67}\mathrm{GeV}\times \left(\begin{array}{ccc}\mathrm{𝟎}& 0.0045& \mathrm{𝟎}\\ 0.0045& \mathrm{𝟎}& 0.26\\ \mathrm{𝟎}& 0.26& \mathrm{𝟏}\end{array}\right).$$
(21)
It becomes obvious that the mixing angle $`\theta _{\mathrm{sun}}`$ is dominated by the $`(1,2)`$ subsector of $`\overline{M}_\nu `$, while the mixing angle $`\theta _{\mathrm{atm}}`$ gets comparable contributions from the $`(2,3)`$ subsector of $`\overline{M}_\nu `$ and the $`(\mu ,\tau )`$ subsector of $`\overline{M}_l`$. This observation would be useful for model building, from which some deeper understanding of the Fritzsch texture or its variations could be gained.

To conclude, the Fritzsch texture of lepton mass matrices is predictive and its predictions are compatible with current experimental data on solar and atmospheric neutrino oscillations. A stringent test of this ansatz will soon be available, in particular, in a variety of long-baseline neutrino oscillation experiments.

The author would like to thank H. Fritzsch for very helpful discussions and comments. This work was supported in part by the National Natural Science Foundation of China.