text:
# Helical surface structures

## 1. Introduction

There is now good evidence for the helical nature of the solar magnetic field. Early work by Seehafer (1990) suggested that fitting the line of sight magnetograms of solar active regions to a linear (constant alpha) force-free magnetic field yields systematically negative values of alpha in the northern hemisphere and positive in the southern. Although the evidence for the hemispheric dependence was perhaps not completely convincing back then, subsequent work by different groups (Pevtsov, Canfield, & Metcalf 1995; Rust & Kumar 1996; Bao et al. 1999; Pevtsov & Latushko 2000) have confirmed the initial results.

The quantity being measured in these studies is usually the current helicity, $`𝐉𝐁dV`$, or the current helicity density, $`𝐉𝐁`$, where $`𝐁`$ is the magnetic field strength, $`𝐉=\mathbf{}\times 𝐁/\mu _0`$ is the current density, and $`\mu _0`$ is the magnetic permeability. Of particular interest is actually the magnetic helicity $`𝐀𝐁dV`$, where $`𝐀`$ is the magnetic vector potential with $`𝐁=\mathbf{}\times 𝐀`$.111In general, the boundary of the volume is not a magnetic surface, i.e. $`𝐁\widehat{𝒏}0`$, and so $`𝐀𝐁dV`$ will not be gauge-invariant, i.e. the result will be different if one redefines $`𝐀𝐀+\mathbf{}\varphi `$, where $`\varphi `$ is an arbitrarily chosen gauge potential. This is why one has instead to use the relative magnetic helicity of Berger & Field (1984).

The magnetic helicity is of great theoretical interest because it satisfies a conservation law: except for small resistive terms, its rate of change depends only on the gains and losses of magnetic helicity through the boundaries. However, the magnetic helicity is a volume integral which is probably hopeless to measure in practice, because the field cannot be observed in the solar interior. What is possible, however, is to measure surface-integrated magnetic helicity fluxes of the form $`(𝐄\times 𝐀)dV`$, where $`𝐄=𝐉/\sigma 𝐮\times 𝐁`$ is the electric field and $`\sigma `$ is the electric conductivity.222Again, this quantity is gauge-dependent and has to be substituted by an expression that is compatible with the definition of the relative magnetic helicity of Berger & Field (1984). Regardless of numerous complications, recent work has confirmed the basic hemispheric dependence of the sign of both current helicity densities and surface-integrated magnetic helicity fluxes (Berger & Ruzmaikin 2000, DeVore 2000, Chae 2000): negative in the north and positive in the south.

The connection between current helicity and dynamo theory was immediately recognized. Rädler & Seehafer (1990) proposed that the observed signs of the current helicity are characteristic of the small scale field rather than the large scale field. From a dynamo point of view this is not only plausible, but also desirable, as we shall explain later. From an observational point of view this is far less obvious, because the field on the scale of active regions and that associated with coronal mass ejections (CMEs) is not generally understood as part of the small scale field. Eclipse images of the sun map out quite clearly the overall field line structure (e.g. Fig. 1 in Low 2001). From these one sees that the field lines in helmet streamers above and around CMEs merges naturally with the large scale of the sun. This is also seen in soft X-ray images from Yohkoh (e.g. Fig. 7 in Low 2001).

The purpose of this paper is to point out that, on theoretical grounds, one might expect a certain degree of simultaneous emergence of small and large scale fields of opposite helicities within each hemisphere. (This concept was also discussed in Blackman & Field 2000.) In the following, we explain the reasoning behind such an expectation in light of recent work, and suggest possible observational signatures of the process.

## 2. Simultaneous production of positive & negative magnetic helicity

Magnetic helicity is being produced by differential rotation and cyclonic convection (the $`\alpha `$-effect). Both sources of magnetic helicity have been discussed in the past (e.g. Berger & Ruzmaikin 2000). Here we focus on the effect of cyclonic convection ($`\alpha `$-effect). It is well known that the $`\alpha `$-effect does not produce any net magnetic helicity (so it obeys magnetic helicity conservation in the limit of large magnetic Reynolds numbers). Instead, it produces simultaneously positive and negative magnetic helicity associated with a spectral segregation (Seehafer 1996, Ji 1999). The question then arises where do each of these oppositely helical contributions of the magnetic field go? There are three possibilities: reconnection across the equator, resistive cancellation, and losses at the solar surface. The latter is by far the most plausible one. What is not so clear is how exactly one is supposed to picture the simultaneous loss of oppositely helical magnetic fields. More importantly, why has there been no observational evidence of this, neither quantitatively nor qualitatively? Recently, however, Démoulin et al. (2002) reported that sufficiently far away from the photospheric inversion line writhe helicity (resulting from the relative rotation of opposite polarities) and twist helicity (resulting from the intrinsic rotation of either polarity) can have different signs. This may well be an indication of the anticipated simultaneous loss of magnetic helicity of both signs.

From a turbulence point of view, one expects that any kind of helical stirring leads to the development of an inverse cascade (Pouquet, Frisch, & Léorat 1976). As is now well established from simulations, this can be seen in power spectra of the magnetic energy: helical forcing at or around some wavenumber $`k_\mathrm{f}`$ leads to a spectral bump at $`k<k_\mathrm{f}`$ (larger wavelength) where the spectral magnetic helicity is opposite to that at the forcing wavenumber. As time goes on, this bump travels toward smaller $`k`$, until it reaches the wavenumber corresponding to the scale of the system.

The inverse cascade mechanism and the $`\alpha `$-effect are similar (but see Brandenburg 2002 for pointing out differences), and they are widely considered to be the most plausible mechanism for explaining the solar magnetic field. In addition to the helicity effect (inverse cascade or $`\alpha `$-effect), there is also shear (or differential rotation) which amplifies the toroidal magnetic field, regardless of magnetic helicity. A rough measure of the relative importance of shear and helical turbulence can be obtained by considering the ratio of toroidal to poloidal magnetic field. For the sun this ratio is between 10 and 100. For poloidal magnetic field generation, shear does not contribute.

Shear tends to produce large scale magnetic fields that oscillate on a time scale long compared with the turnover time of the turbulence. This result goes back to Parker (1955), and is well understood in the framework of mean-field dynamo theory (Moffatt 1978, Parker 1979, Krause & Rädler 1980, Zeldovich, Ruzmaikin, & Sokoloff 1983), and also confirmed using direct simulations of helical turbulence with sinusoidal shear (Brandenburg, Bigazzi, & Subramanian 2001). In the framework of this model, the long term cycles are to be identified with the 22-year magnetic cycle of the sun. The magnetic field takes the form of traveling waves that migrate in the direction perpendicular to the shear. This migration may be identified with the migration of sunspot belts toward the equator, though under certain circumstances the direction of the field migration can be overturned by meridional circulation (Choudhuri, Schüssler, & Dikpati 1995, Durney 1995, Küker, Rüdiger, & Schultz 2001).

The outer boundaries of the sun do allow magnetic field to escape, but it is not clear just how much magnetic flux really does escape. In simulations of forced hydromagnetic turbulence with open boundaries (pseudo-vacuum boundary conditions) magnetic field is found to escape both on small and large scales, and these two contributions do indeed have opposite signs of magnetic helicity, but the contribution from small scales is found to be weak compared with that from larger scales. It is not entirely clear yet whether the boundary condition is realistic enough and whether the comparatively weak losses of small scale field are representative of the real solar magnetic field.

Before we discuss why small scale losses of helical magnetic fields are important (and even advantageous) for $`\alpha `$-effect dynamos, we illustrate first how to picture such simultaneous losses of oppositely helical magnetic fields, and what the observable signatures of this process would be.

## 3. Simultaneous losses of oppositely helical magnetic fields

Given that magnetic helicity is conserved in the absence of boundary losses and resistivity, any swirl-like motion must introduce simultaneously oppositely helical magnetic fields when starting with an initially non-helical magnetic field (Longcope & Klapper 1997). The prime example is of course the formation of an $`\mathrm{\Omega }`$-shaped flux loop due to magnetic or thermal buoyancy, and the simultaneous tilting due to the Coriolis force. This is sketched in Fig. 1.

The tilting of the tube does clearly introduce current helicity, $`𝐉𝐁`$, where $`𝐉`$ is the current density associated with the magnetic loop. The relation between this and the magnetic helicity is not very direct. The resistive driving of the current helicity is proportional to the current helicity,

$$\frac{\mathrm{d}}{\mathrm{d}t}𝐀𝐁dV=2\eta \mu _0𝐉𝐁dV\text{surface terms},$$
(1)
but apart from this, the only direct relation is between the spectra of magnetic and current helicities, $`H(k)`$ and $`C(k)`$, respectively.333Spectra are straightforward to define when the boundaries are periodic, so we restrict ourselves only to this case here. The spectra are normalized such that

$$𝐀𝐁=_0^{\mathrm{}}H(k)dk,$$
(2)
where angular brackets denote volume averages, and

$$𝐉𝐁=_0^{\mathrm{}}C(k)dk;$$
(3)
and the two are related to each other simply by

$$\mu _0C(k)=k^2H(k).$$
(4)
Since $`H(k)`$ and $`C(k)`$ can be of either sign, $`H(k)dk`$ can be of either sign for the same sign of $`C(k)dk`$ for example. A useful tool is however the two-scale analysis, i.e. we define $`H_\mathrm{m}`$ and $`H_\mathrm{f}`$ (and likewise $`C_\mathrm{m}`$ and $`C_\mathrm{f}`$) as the contributions from mean and fluctuating field, corresponding to the wavenumbers of the mean and fluctuating fields. Thus, $`H=H_\mathrm{m}+H_\mathrm{f}`$ and $`C=C_\mathrm{m}+C_\mathrm{f}`$ with

$$\mu _0C_\mathrm{m}=k_\mathrm{m}^2H_\mathrm{m},\mu _0C_\mathrm{f}=k_\mathrm{f}^2H_\mathrm{f}.$$
(5)
This immediately raises the question of whether the current helicity generated by the rising flux tube is dominated by $`k_\mathrm{m}`$ or by $`k_\mathrm{f}`$. In a sense the loop is of small scale by comparison with the uniform field. On the other hand, when applied to the regeneration of poloidal field from toroidal field, the newly replenished poloidal magnetic field may well directly contribute to the large scale magnetic field.

We consider now the result of a simulation of a buoyant magnetic flux tube. Similar calculations have been carried out many times in the past (e.g. Abbett, Fisher, & Fan 2000), but here we are interested in the magnetic helicity spectrum which does not seem to have attracted much attention so far. We start with a horizontal flux tube in the azimuthal ($`y`$-) direction with vanishing net flux (so there is a weak oppositely oriented field outside the tube) and a $`y`$-dependent sinusoidal modulation of the entropy along the tube. This destabilizes the tube such that it rises in one portion of the tube. Although the box is not periodic in the vertical direction, the boundary conditions are still sufficiently far way so that we use Fourier transformation to obtain power spectra of the magnetic helicity; see Fig. 2. Note that after some time ($`t=6`$ free-fall times) the spectrum begins to show mostly positive magnetic helicity (as expected), together with a gradually increasing higher wavenumber component with the spectral helicity density is negative. The latter is the anticipated contribution from small scales resulting from the twist of the tube.

Instead of visualizing the magnetic field strength, which can be strongly affected by local stretching, we visualize the rising flux tube using a passive scalar field that was initially concentrated along the flux tube. This is shown in Fig. 3.

In future simulations we plan to follow the emergence of the flux tube into the outer low plasma-beta exterior. We expect that the losses of magnetic helicity have a scale dependence that follows roughly that in the exterior. In the following subsection we discuss the consequences of surface losses of helical magnetic fields at small and large scales.

## 4. Phenomenology of small and large scale field losses

A relatively useful concept is based on the evolution equations for small and large scale fields under the assumption that the fields are maximally helical and have opposite signs of magnetic helicity at small and large scales. The details can be found in Brandenburg, Dobler, & Subramanian (2002, Sect. 4.2). The strength of this approach is that it is quite independent of mean-field theory.

Losses of large-scale field have been modeled using diffusion terms. The phenomenological evolution equation are written in terms of the magnetic energies and large and small scales, $`M_\mathrm{m}`$ and $`M_\mathrm{f}`$, respectively, where we assume $`M_\mathrm{m}=\pm \mu _0C_\mathrm{m}/k_\mathrm{m}`$ and $`M_\mathrm{f}=\mu _0C_\mathrm{f}/k_\mathrm{f}`$ for fully helical fields (upper/lower signs apply to northern/southern hemispheres). The phenomenological evolution equation take then the form

$$\frac{\mathrm{d}M_\mathrm{m}}{\mathrm{d}t}=2\eta _\mathrm{m}k_\mathrm{m}M_\mathrm{m}+2\eta _\mathrm{f}k_\mathrm{f}M_\mathrm{f},$$
(6)
where $`\eta _\mathrm{m}`$ and $`\eta _\mathrm{f}`$ are effective magnetic diffusivities that are expected to be anywhere between the molecular magnetic diffusivity, $`\eta `$, and the turbulent magnetic diffusivity, $`\eta _\mathrm{t}`$. The opposite signs with which $`M_\mathrm{m}`$ and $`M_\mathrm{f}`$ enter reflect the fact that large and small scales contribute with opposite signs. The case $`\eta _\mathrm{m}=\eta _\mathrm{f}=\eta `$ was already discussed by Brandenburg (2001) who assumed that after a certain time $`t_{\mathrm{sat}}`$, the small scale magnetic field will have saturated, so $`M_\mathrm{f}\text{const}`$ after $`t>t_{\mathrm{sat}}`$. After that time, Eq. (6) can be solved and yields the solution

$$M_\mathrm{m}=\frac{\eta _\mathrm{f}k_\mathrm{f}}{\eta _\mathrm{m}k_\mathrm{m}}\left[1e^{2\eta _\mathrm{m}k_\mathrm{m}^2(tt_{\mathrm{sat}})}\right],\text{for }t>t_{\mathrm{sat}}.$$
(7)
This equation shows three things:

* The time scale on which the large scale magnetic energy evolves depends only on $`\eta _\mathrm{m}`$, not on $`\eta _\mathrm{f}`$.
* The saturation amplitude diminishes as $`\eta _\mathrm{m}`$ is increased, which compensates the accelerated growth just past $`t_{\mathrm{sat}}`$ (Brandenburg & Dobler 2001).
* The reduction of the saturation amplitude due to $`\eta _\mathrm{m}`$ can be offset by having $`\eta _\mathrm{m}\eta _\mathrm{f}`$, i.e. by having losses of small and large scale fields that are about equally important.

The overall conclusion that emerges from this is, (i) $`\eta _\mathrm{m}>\eta `$ in order that the large scale field can evolve on a time scale other than the resistive one, and (ii) $`\eta _\mathrm{m}\eta _\mathrm{f}`$ in order that the saturation amplitude is not catastrophically diminished. These requirements are perfectly reasonable, but so far they have not been borne out by simulations. Brandenburg & Dobler (2001) found that most of the losses of magnetic helicity occur on large scale. This is at first glance very surprising, but on the other hand the magnetic helicity is a quantity that is strongly dominated by the large scales. However, certain phenomena such as CMEs and other perhaps less violent surface events are not presently included in the simulations. As a proof of concept, however, it has been possible to show that the artificial removal of small scale magnetic fields (via Fourier filtering after a certain number of time steps) can indeed lead to significant increase of the saturation amplitude.

The role of boundaries becomes particularly evident when considering the fact that for closed or periodic boundaries the net flux through a surface bounded by such boundaries cannot change. Indeed, the large scale fields considered in Brandenburg (2001) also satisfy this property, so the mean field is not simply the field averaged over the entire box, but just horizontal averages.

The standard picture of a generic dynamo is the stretch-twist-fold (STF) dynamo, which is depicted in Fig. 4. The flux through one half of the loop has doubled after one STF iteration which, after gluing the two overlying loops together, has lead to a configuration that is topologically equivalent to the initial one. There is one slight subtlety however: (a) after having twisted and folded the two parts of the loop together we have simultaneously introduced internal twist into the tube, very much like the internal twist seen in Fig. 1. Again, this happened only because magnetic helicity is such a well conserved quantity, while still small and large scale magnetic helicity have been introduced simultaneously.

As this twisted configuration goes through the boundary, magnetic flux is lost partially, leaving a finite net magnetic flux through the cross-section of the entire interior domain (see the second part of Fig. 4). At the same time, though, no net magnetic helicity is lost because the loop simultaneously contains two canceling contributions. That such a loop has zero net helicity may be difficult to observe in practice because the twist along the tube, which corresponds to the small scale contribution, may be unresolvable if the overall structure is too small. Another perhaps more plausible proposition is that the magnetic helicity observed so far does already come from the small scales, and that it is the large scale contribution that is not yet observed.

## 5. Conclusions

In this paper we have emphasized the importance of trying to detect simultaneously large and small scale contributions to the losses of helical magnetic fields at the solar surface. The motivation comes mostly from isotropic turbulence simulations (similar high resolution simulations of more realistic settings do not seem to be available yet), but the basic reasoning is sufficiently general to warrant tentative application to the sun. If our picture is correct, it would predict the existence of an as yet unidentified helical component of the magnetic field (with positive magnetic helicity in the northern hemisphere). We expect that this unidentified component should be associated with the large scale field rather than the small scale field. The reason such a component is difficult to detect is related to the fact that the large scale field is not seen directly. It only manifests itself through the systematic orientation of bipolar regions. However, such indirect indications have also been used in the past to estimate the temporal–latitudinal behavior of the large scale magnetic field from synoptic charts (Yoshimura 1976, Stix 1976). This approach should be repeated with more complete recent data to assess at least the sign of the large scale magnetic helicity.

### Acknowledgments.

Use of supercomputer time on the PPARC supported machines at Leicester and St Andrews, as well as the 512 node Beowulf cluster in Odense is acknowledged.

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# 1 Introduction

## 1 Introduction

The observed quark masses and Cabibbo-Kobayashi-Maskawa (CKM) mixing angles show a hierarchy $`m_tm_cm_u`$, $`m_bm_sm_d`$, $`|V_{us}||V_{cb}||V_{ub}|`$ that points to an underlying structure in the Yukawa couplings of up and down-type quarks to the Higgs boson. This fact has motivated the introduction of several models of mass matrices trying to reproduce the experimental values of the quark masses and CKM matrix elements using well-structured Yukawa patterns. In general, these models consider that at very high energies, and for some reason unknown at present, a weak basis is privileged among the infinite set of equivalent weak bases related by rotations of the quark fields in flavour space. In this privileged basis, some flavour symmetry reduces the number of free parameters in the Yukawa matrices, leading to relations among masses and mixing angles that can be experimentally tested. Examples of these models include patterns with texture zeros , democratic Yukawa couplings  or other symmetries (see for instance ).

At lower scales, where the underlying flavour symmetry is broken, the Yukawa textures are modified by renormalisation group (RG) evolution and other radiative corrections, with several contributions from Standard Model (SM) and new physics. These corrections are unknown, and constitute what is called “anarchy”. The “anarchy” may in principle lead to modifications in the predictions of the original patterns. The stability of these predictions, when the new contributions are included, can be estimated with the addition of random perturbations to the Yukawa matrices in the Lagrangian. Of course, the new physics contributions are not random in nature, and could be computed if the complete theory was known. At any rate, a simulation with random perturbations shows which quantities are stable and which are not, and to what extent they are modified in this case. It is already known that the strong hierarchy of masses and mixings is not likely to be originated from “anarchy” . Recently, it has been argued  that in the quark sector the possible contributions of the latter must be very small, in order to preserve a hierarchical structure. However, this result has been obtained for a particular texture of Yukawa couplings and in a particular weak basis. It would be desirable to obtain a basis and model-independent result indicating, at least qualitatively, how the “anarchy” could change the hierarchy of quark masses and mixings.

In the lepton sector the situation is rather different. The masses of the charged leptons have been precisely measured, but the knowledge about neutrino masses and mixings is still rather poor. After the measurement of atmospheric neutrino oscillations, with $`\mathrm{sin}^2\theta _{\mathrm{atm}}0.92`$, $`\mathrm{\Delta }m_{\mathrm{atm}}^2=(1.63.9)\times 10^3`$ GeV , it is clear that the pattern of lepton masses and mixings is completely different from the one in the quark sector. In this direction, it has been suggested that the neutrino mass matrices might be generated just from “anarchy”  (see also Ref. ). A complete analysis is not yet possible in the lepton sector, for several reasons: (i) some of the mixing angles have not still been measured; (ii) the neutrino masses remain unknown and only the differences of squared masses can be extracted from oscillation data; (iii) the Dirac or Majorana nature of the neutrinos is yet to be determined, and in the first case Majorana-type mass terms are not present.

Our aim here is to study how the “anarchy” would affect a hierarchical pattern, as the one found in the quark sector. We first derive the formal structure of the unknown corrections to the mass matrices, both for the case of quarks and leptons. We use this formalism to investigate how random perturbations modify a given hierarchy of quark masses and mixings. Then we discuss the effect in some relations involving masses and CKM matrix elements, which are predicted in several models of Yukawa patterns existing in the literature. Finally, we explore the possibility of a significative enhancement of the hierarchy of quark masses due to the “anarchy”.

## 2 Anarchy in the mass matrices

The starting point of our argument will be the observation that physical quantities cannot depend on the weak basis chosen for the quark fields. In the SM, the mass terms of the Lagrangian are written as

$$_m=\overline{u}_LvY^uu_R\overline{d}_LvY^dd_R+\mathrm{h}.\mathrm{c}.,$$
(1)
with $`v=174`$ GeV the vacuum expectation value (VEV) of the Higgs boson, and $`Y^u`$, $`Y^d`$ the Yukawa matrices, of dimension $`3\times 3`$ in flavour space. In some SM extensions, for instance in the minimal supersymmetric Standard Model (MSSM), the masses are originated from the VEV’s of two Higgs bosons, $`v_u`$ and $`v_d`$, with $`v_u^2+v_d^2=v^2`$. Defining $`\beta `$ by $`\mathrm{tan}\beta =v_u/v_d`$, the mass matrices for up and down quarks are in this case $`v\mathrm{sin}\beta Y^u`$ and $`v\mathrm{cos}\beta Y^d`$, respectively, with an extra $`\beta `$-dependent factor. We later comment on how this possibility modifies our analysis.

It is well known that under a change of basis

$$(\begin{array}{c}u_L\\ d_L\end{array})=U_L(\begin{array}{c}u_L^{}\\ d_L^{}\end{array}),u_R=U_R^uu_R^{},d_R=U_R^dd_R^{}$$
(2)
the Yukawa matrices transform as

$$Y^uU_L^{}Y^uU_R^u,Y^dU_L^{}Y^dU_R^d.$$
(3)
Let us assume that some perturbations are added to the original Yukawa matrices,

$$Y^uY^u+\delta Y^u,Y^dY^d+\delta Y^d.$$
(4)
The matrices $`\delta Y^u`$, $`\delta Y^d`$ are functions of $`Y^u`$, $`Y^d`$ and other SM and new physics parameters. Under the change of basis in Eqs. (3), the perturbations must transform as

$$\delta Y^uU_L^{}\delta Y^uU_R^u,\delta Y^dU_L^{}\delta Y^dU_R^d,$$
(5)
since the physical observables must be independent of the choice of weak basis 111These transformation properties for $`\delta Y^u`$ and $`\delta Y^d`$ do not assume that the Lagrangian is invariant under the transformations in Eqs. (3) alone. Within the SM, the Lagrangian is invariant under these transformations, but this does not happen in some of its extensions, for instance in the MSSM. Besides, at very high energies, some symmetry might single out a special weak basis. Below that scale, and in particular at low energies, this symmetry is broken.. These transformation laws imply that the perturbations have the form

$`\delta Y^u`$ $`=`$ $`\lambda _uY^u+\zeta _uY^uY^uY^u+\eta _uY^dY^dY^u+\mathrm{},`$
$`\delta Y^d`$ $`=`$ $`\lambda _dY^d+\zeta _dY^dY^dY^d+\eta _dY^uY^uY^d+\mathrm{}.`$ (6)
The dimensionless coefficients $`\lambda _i`$, $`\zeta _i`$, $`\eta _i`$ may be functions of $`Y^u`$ and $`Y^d`$ that are invariant under $`\mathrm{SU}(3)`$ flavour rotations, e.g. $`\mathrm{tr}Y^uY^u`$, $`\mathrm{tr}Y^dY^d`$, etc. and of other SM and new physics parameters as well. The higher-order terms are expected to be smaller (if perturbation theory is valid), thus in the expansions of Eqs. (6) the products with five or more Yukawa matrices have been omitted. The effect of the $`\lambda _i`$ terms in Eqs. (6) is to rescale the masses by common factors $`(1+\lambda _u)`$ for up quarks and $`(1+\lambda _d)`$ for down quarks, without affecting the hierarchy and the mixing. The $`\zeta _i`$ terms also rescale the masses, but with different factors for each quark, $`m_qm_q(1+\zeta _im_q^2/v^2)`$, and then they modify the hierarchies. The $`\eta _i`$ terms are the lowest-order ones that modify the CKM matrix.

In principle, in SM extensions there may exist a matrix $`X`$ (not necessarily square) of couplings between the quarks and other particles, either transforming on the left or on the right side as one of the Yukawa matrices. For instance, if $`X`$ transforms under the change of basis in Eqs. (3) as

$$XU_L^{}XU_R^X,$$
(7)
this matrix would originate terms $`XX^{}Y^u`$ and $`XX^{}Y^d`$ in Eqs. (6). However, if diagrams involving $`X`$ couplings gave significant corrections to the Higgs Yukawa vertices with a new flavour structure, analogous diagrams with a photon, gluon or $`Z`$ boson would give similar contributions to flavour-changing processes, which are experimentally very suppressed. Thus we disregard this possibility in the following.

It is worthwhile noting that the formal structure of the perturbations to the Yukawa matrices, derived here from weak-basis independence arguments, coincides with the expression of the RG equations in the SM. Setting for instance in Eqs. (6)

$`\lambda _u`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{\mathrm{tr}\left[3Y^uY^u+3Y^dY^d+Y^eY^e\right]\left({\displaystyle \frac{17}{20}}g_1^2+{\displaystyle \frac{9}{4}}g_2^2+8g_3^2\right)\right\}\delta t,`$
$`\lambda _d`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{\mathrm{tr}\left[3Y^uY^u+3Y^dY^d+Y^eY^e\right]\left({\displaystyle \frac{1}{4}}g_1^2+{\displaystyle \frac{9}{4}}g_2^2+8g_3^2\right)\right\}\delta t,`$
$`\zeta _u`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{{\displaystyle \frac{3}{2}}\right\}\delta t,`$
$`\zeta _d`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{{\displaystyle \frac{3}{2}}\right\}\delta t,`$
$`\eta _u`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{{\displaystyle \frac{3}{2}}\right\}\delta t,`$
$`\eta _d`$ $`=`$ $`{\displaystyle \frac{1}{16\pi ^2}}\left\{{\displaystyle \frac{3}{2}}\right\}\delta t,`$ (8)
the SM one-loop RG equations for the Yukawa couplings are recovered  222Note that our Yukawa matrices $`Y`$ correspond to $`Y^{}`$ in Refs. .. In Eqs. (8), $`Y^e`$ is the Yukawa matrix for the charged leptons, $`g_3`$, $`g_2`$ and $`g_1`$ are the coupling constants of the gauge group $`\mathrm{SU}(3)\mathrm{SU}(2)\mathrm{U}(1)`$ and $`t=\mathrm{log}\mu `$ the logarithm of the renormalisation scale.

In the lepton sector the analysis is more involved, because of the possible presence of Majorana fermions. In this case the mass terms of the Lagrangian read

$$_m=\overline{e}_LvY^ee_R\frac{1}{2}\left(\overline{\nu }_L\overline{\nu _R^c}\right)\left(\begin{array}{cc}M_L& vY^\nu \\ vY^{\nu T}& M_R\end{array}\right)\left(\begin{array}{c}\nu _L^c\\ \nu _R\end{array}\right).$$
(9)
The Dirac mass matrices $`vY^e`$ and $`vY^\nu `$ arise from Yukawa couplings to the Higgs boson. The Majorana mass matrix $`M_R`$ can be included as a bare term in the Lagrangian, because the right-handed neutrinos are singlets under the gauge group. The Majorana mass term $`M_L`$ involving the left-handed neutrino fields can only exist at tree-level in a renormalisable Lagrangian if a Higgs triplet is present (this is practically excluded by precision electroweak data), and $`M_L`$ is usually set to zero. Both $`M_L`$ and $`M_R`$ are symmetric matrices. We define $`M_L\mathrm{\Lambda }_L\widehat{M}_L`$, $`M_R\mathrm{\Lambda }_R\widehat{M}_R`$, with $`\mathrm{\Lambda }_L`$ and $`\mathrm{\Lambda }_R`$ constants with the dimension of mass, in order to express $`M_L`$ and $`M_R`$ in terms of dimensionless matrices.

Under a change of weak basis

$$(\begin{array}{c}\nu _L\\ e_L\end{array})=V_L(\begin{array}{c}\nu _L^{}\\ e_L^{}\end{array}),\nu _R=V_R^\nu \nu _R^{},e_R=V_R^ee_R^{}$$
(10)
we have

$`Y^e`$ $``$ $`V_L^{}Y^eV_R^e,Y^\nu V_L^{}Y^\nu V_R^\nu ,`$
$`\widehat{M}_L`$ $``$ $`V_L^{}\widehat{M}_LV_L^{},\widehat{M}_RV_R^{\nu T}\widehat{M}_RV_R^\nu .`$ (11)
The computation of all the products up to order three transforming as $`Y^e`$, $`Y^\nu `$, $`\widehat{M}_L`$ and $`\widehat{M}_R`$ can be easily done with the programs in Ref. . It is found that the perturbations to these matrices can be expanded as

$`\delta Y^e`$ $`=`$ $`\lambda _eY^e+\zeta _eY^eY^eY^e+\eta _{e1}Y^\nu Y^\nu Y^e+\eta _{e2}\widehat{M}_L\widehat{M}_L^{}Y^e+\mathrm{},`$
$`\delta Y^\nu `$ $`=`$ $`\lambda _\nu Y^\nu +\zeta _\nu Y^\nu Y^\nu Y^\nu +\eta _{\nu 1}Y^eY^eY^\nu +\eta _{\nu 2}\widehat{M}_L\widehat{M}_L^{}Y^\nu `$
$`+\xi _{\nu 1}Y^\nu \widehat{M}_R^{}\widehat{M}_R+\xi _{\nu 2}\widehat{M}_LY^\nu \widehat{M}_R+\mathrm{},`$
$`\delta \widehat{M}_L`$ $`=`$ $`\lambda _L\widehat{M}_L+\zeta _L\widehat{M}_L\widehat{M}_L^{}\widehat{M}_L+\eta _{L1}\left(Y^eY^e\widehat{M}_L+\widehat{M}_LY^eY^{eT}\right)`$
$`+\eta _{L2}\left(Y^\nu Y^\nu \widehat{M}_L+\widehat{M}_LY^\nu Y^{\nu T}\right)+\chi _LY^\nu \widehat{M}_R^{}Y^{\nu T}+\mathrm{},`$
$`\delta \widehat{M}_R`$ $`=`$ $`\lambda _R\widehat{M}_R+\zeta _R\widehat{M}_R\widehat{M}_R^{}\widehat{M}_R+\eta _R\left(M_RY^\nu Y^\nu +Y^{\nu T}Y^\nu M_R\right)`$ (12)
$`+\chi _RY^{\nu T}\widehat{M}_L^{}Y^\nu +\mathrm{},`$
where the $`\lambda `$, $`\zeta `$, $`\eta `$, $`\xi `$, $`\chi `$ coefficients are functions of $`Y^e`$, $`Y^\nu `$, $`\widehat{M}_L`$, $`\widehat{M}_R`$ and of the coupling constants, invariant under the transformations of Eqs. (11). Under additional assumptions, the number of terms can be reduced. For instance, assuming that $`\widehat{M}_L=0`$ at tree-level, the terms with $`\eta _{e2}`$, $`\eta _{\nu 2}`$, $`\xi _{\nu 2}`$, $`\lambda _L`$, $`\zeta _L`$, $`\eta _{L1}`$, $`\eta _{L2}`$ and $`\chi _R`$ can be dropped from the expressions. Notice that even setting $`\widehat{M}_L=0`$ in the Lagrangian, our argument allows a non-vanishing $`\delta \widehat{M}_L=\chi _LY^\nu \widehat{M}_R^{}Y^{\nu T}`$ to be generated, though some symmetry in the Lagrangian may imply $`\chi _L=0`$. The analysis of the effects of the “anarchy” in the lepton sector will be presented elsewhere .

## 3 Effects of anarchy in the hierarchy of masses and mixing angles

We first study how the “anarchy” may change a hierarchical structure in the Yukawa couplings. For our discussion we take as benchmark the SM Yukawa matrices in the $`\overline{\mathrm{MS}}`$ scheme at the scale $`M_Z`$ (since the expressions in Eqs. (6) are basis-independent, we can use any basis for the evaluations). The values used for the quark masses are collected in Table 1. For the CKM matrix we use, in the standard parameterisation , $`|V_{us}|=0.2224`$, $`|V_{ub}|=0.00362`$, $`|V_{cb}|=0.0402`$ and $`\delta =1.014`$.

We use the perturbations to the Yukawa matrices given in Eqs. (6), with random coefficients $`\lambda _i`$, $`\zeta _i`$, $`\eta _i`$. The moduli of these six independent parameters are generated with a Gaussian distribution centred at zero, and for simplicity we assume that the standard deviations coincide:

$$|\lambda _i|^2^{\frac{1}{2}}=|\zeta _i|^2^{\frac{1}{2}}=|\eta _i|^2^{\frac{1}{2}}\kappa .$$
(13)
This is not a serious bias in the analysis, because the moduli of the random parameters are not fixed to be all equal, and only the standard deviations of the distributions are assumed to be the same. The phases are generated uniformly between $`0`$ and $`2\pi `$. The only effect of the $`\lambda _i`$ terms is to change the ratio $`m_b/m_t`$; the mixing angles and the ratios of masses of quarks of the same charge are not modified by them. Here it is worth remarking that the situation when two different scalars give masses to the up and down-type quarks can be reproduced with the substitutions

$$Y^uY^u\mathrm{sin}\beta ,Y^dY^d\mathrm{cos}\beta $$
(14)
in Eqs. (6). This is equivalent to considering

$`|\lambda _i|^2^{\frac{1}{2}}`$ $`=`$ $`\kappa ,`$
$`|\zeta _u|^2^{\frac{1}{2}}=|\eta _d|^2^{\frac{1}{2}}`$ $`=`$ $`\kappa \mathrm{sin}^2\beta ,`$
$`|\zeta _d|^2^{\frac{1}{2}}=|\eta _u|^2^{\frac{1}{2}}`$ $`=`$ $`\kappa \mathrm{cos}^2\beta `$ (15)
instead of Eqs. (13). The effect of $`\mathrm{tan}\beta `$ is to modify the standard deviations of the distributions of the random parameters. The qualitative behaviour with two scalars is the same as in the case discussed below, with only one Higgs. The quantitative behaviour is similar, as long as $`\mathrm{tan}\beta 1`$.

In the study of the consequences of “anarchy” the following procedure is applied: we fix a value of $`\kappa `$ and generate a set of random matrices, with a number of elements between 2000 (for $`\kappa 0`$) and 8000 (for $`\kappa 1`$). We then select some quantity, for instance the ratio $`m_c/m_t`$, and examine its distribution over the set. The $`1\sigma `$ limits on this quantity are defined as the boundaries of the 68.7% confidence level central interval, evaluated from the sample of random matrices. We begin the discussion with this example of $`m_c/m_t`$. We find that this quantity remains fairly stable, even for relatively large values of $`\kappa `$, e.g. $`\kappa =1`$. In Fig. 1 (left) we plot the $`1\sigma `$ limits on $`m_c/m_t`$, for $`\kappa `$ between 0 and 1. In Fig. 1 (right) we plot the distribution of the values of $`m_c/m_t`$ for $`\kappa =1`$.

Several comments are in order:

1. The distribution of $`m_c/m_t`$ is peaked around the unperturbed value $`(m_c/m_t)_0=3.9\times 10^3`$, because the random parameters are generated with a Gaussian distribution centred at zero. It spreads over values larger and smaller than $`(m_c/m_t)_0`$, but with larger $`\kappa `$ the smaller values are favoured. This can be observed in both plots, and evidences an average increase of $`m_t`$ with respect to $`m_c`$, due to the larger Yukawa coupling of the former. The ratio $`m_c/m_t`$ is modified mainly by the $`\zeta _u`$ term, giving corrections $`\delta m_c=\zeta _um_c^3/v^2`$, $`\delta m_t=\zeta _um_t^3/v^2`$ that are much larger for the top quark.
2. The spread of the values of $`m_c/m_t`$ increases with $`\kappa `$, as it can be expected. The growth is linear for small $`\kappa `$ but it is attenuated for $`\kappa 0.5`$, as can be observed in Fig. 1 (left). The upper limit on $`m_c/m_t`$ reaches a “saturation” value for $`\kappa 0.5`$ and does not increase beyond this value. This can be understood as follows: As the corrections are larger for the top quark, the ratio $`m_c/m_t`$ will generically be smaller, and the only chance to have a larger $`m_c/m_t`$ is with a cancellation between $`m_t`$ and $`\delta m_t`$. For $`\kappa `$ sufficiently large, the probability of this fine tuning to happen is practically constant.
3. Most of the values of $`m_c/m_t`$ remain close to their original value. Even for $`\kappa =1`$, 68.7% of the distribution is between the values $`2.0\times 10^3`$ and $`5.0\times 10^3`$, very similar to $`(m_c/m_t)_0`$. It is noticeable the long tail of the distribution in Fig. 1 (right). For $`\kappa =1`$, the largest value of $`m_c/m_t`$ found in the set is $`0.15`$, for which the mass hierarchy is washed away. Such values are reached only in an extremely small fraction of the sample.

These plots must not be interpreted as providing any limit on the size of the “anarchy”, on the basis of the experimental value of $`m_c/m_t`$. Instead, their meaning is that the ratio $`m_c/m_t`$ is very stable under perturbations and the mass hierarchy is maintained (due to points 2 and 3 above): from an original value $`(m_c/m_t)_0=3.9\times 10^3`$ and with $`\kappa =1`$ we obtain ratios between $`2.0\times 10^3`$ and $`5.0\times 10^3`$ most of the time.

The effect of the random perturbations in the ratio $`m_s/m_b`$ is practically the same, as can be observed in Fig. 2. Although with different numerical values, this ratio shows the same behaviour under random perturbations as $`m_c/m_t`$, and the above comments apply in this case as well. The leading correction to $`m_s/m_b`$ is due to the $`\eta _d`$ term, $`\delta m_s\eta _dm_sm_c^2/v^2`$, $`\delta m_b\eta _dm_bm_t^2/v^2`$, and the effects are analogous.

The analysis of the two mass ratios $`m_u/m_c`$ and $`m_d/m_s`$ shows that they do not change when random perturbations are added to the Yukawa matrices, remaining at the values $`(m_u/m_c)_0=2.3\times 10^3`$, $`(m_d/m_s)_0=0.049`$. This is the same behaviour as under RG evolution , where it is found that these ratios depend weakly on the scale. Here we find examples where $`m_d/m_s`$ raises to 0.10, but this only happens in a negligibly small fraction of the sample. Therefore, the mass hierarchy between the first and second quark generations is also maintained. The remaining independent ratio $`m_b/m_t`$ exhibits a different behaviour, as can be readily noticed in Fig. 3. The maximum of the distribution is displaced to smaller values of $`m_b/m_t`$, and additionally there is a long tail for larger values of this quantity. This can be understood as follows: Setting $`|V_{tb}|=1`$, Eqs. (6) imply for the third generation

$`\delta m_t`$ $`=`$ $`\lambda _um_t+\zeta _um_t^3/v^2+\eta _um_tm_b^2/v^2,`$
$`\delta m_b`$ $`=`$ $`\lambda _dm_b+\zeta _dm_b^3/v^2+\eta _dm_bm_t^2/v^2.`$ (16)
The enhancement for small values of $`m_b/m_t`$ is due to the large term $`\zeta _um_t^3/v^2`$, while the long tail is a consequence of the term $`\eta _dm_bm_t^2/v^2`$, also important. The change of this ratio with respect to its original value is limited, though more pronounced than in the previous cases.

The modulus of the CKM matrix element $`V_{us}`$ is not affected by the random perturbations. As happens for the ratios $`m_u/m_c`$ and $`m_d/m_s`$, there are fine-tuned values of the random parameters for which the corrections yield a much larger value, for instance $`|V_{us}|0.4`$. We stress that this only happens in an insignificant fraction of the sample, and for the rest we find $`|V_{us}|`$ almost fixed at its original value. The CKM phase $`\delta `$ does not change either. The moduli of $`V_{cb}`$ and $`V_{ub}`$ change when the perturbations are added, but their ratio remains constant. (Besides, this is the same behaviour with RG evolution that is found for $`V_{us}`$, $`V_{cb}`$, $`V_{ub}`$ and the phase $`\delta `$ .) The distribution of values of $`|V_{cb}|`$ can be seen in Fig. 4, and coincides with the distribution of $`|V_{ub}|`$ up to an overall factor.

Comparing these plots with Figs. 1 and 2 we observe that the effect of the “anarchy” on the moduli of the mixing angles $`V_{cb}`$ and $`V_{ub}`$ and in the ratios of masses $`m_c/m_t`$, $`m_s/m_b`$, $`m_u/m_t`$ and $`m_d/m_b`$ is similar. This fact is due to the formal structure of the random perturbations, and has non-trivial implications in some flavour relations in the next Section.

## 4 Effects in flavour relations

We have selected nine simple flavour relations predicted by several models in the literature. Here we do not pretend to test whether these relations are actually fulfilled by experimental data. Such analysis ought to be carried out at a very high energy scale, of the order of the unification scale $`M_X10^{16}`$ GeV (where a hypothetical flavour symmetry is unbroken), using the Yukawa matrices at that scale. Instead, our aim is to investigate whether these relations are modified by the “anarchy”. This analysis can be safely done at the scale $`M_Z`$. We prefer to perform the simulations at this scale because the extrapolation to the unification scale $`M_X`$ depends on the particle content of the theory between $`M_Z`$ and $`M_X`$, and therefore it is different in the SM and its extensions. For instance, in the MSSM the running of some parameters, like $`|V_{ub}|`$, depends strongly on the parameter $`\mathrm{tan}\beta `$.

Relation I is

$$|V_{us}|=\sqrt{\frac{m_d}{m_s}},$$
(17)
predicted for instance by the five textures proposed in Ref. . There are additional small corrections to this equality that we ignore. As neither $`|V_{us}|`$ nor the ratio $`m_d/m_s`$ change under random perturbations, the accuracy (or inaccuracy) of this relation is not modified. Relation II is

$$\left|\frac{V_{ub}}{V_{cb}}\right|=\sqrt{\frac{m_u}{m_c}}.$$
(18)
It is predicted in textures 1, 2 and 4 of Ref. . In this case, the ratios $`V_{ub}/V_{cb}`$ and $`m_u/m_c`$ do not change, and this relation also remains unaffected. Relation III is

$$|V_{ub}|=\sqrt{\frac{m_u}{m_t}},$$
(19)
predicted in textures 3 and 5 of Ref. . In order to investigate this relation, we define the ratio

$$R_{\mathrm{I}\mathrm{I}\mathrm{I}}\frac{1}{|V_{ub}|}\sqrt{\frac{m_u}{m_t}}.$$
(20)
The effects of random perturbations on this quantity can be seen in Fig. 5. (Recall that here $`R_{\mathrm{I}\mathrm{I}\mathrm{I}}`$ is evaluated at the scale $`M_Z`$. The test of this relation on the Yukawa matrices must be done at very high energies, using the RG equations for the SM or the SM extension under consideration to evolve the Yukawa couplings.)

The plot in Fig. 5 (left) shows that the perturbations change this ratio from an initial value $`(R_{\mathrm{I}\mathrm{I}\mathrm{I}})_0=0.83`$ to an interval between $`0.55`$ and $`1.56`$. This implies that the corrections to the Yukawa matrices might hide an underlying relation given by Eq. (19). Relation IV is

$$|V_{cb}|=\sqrt{\frac{m_c}{m_t}}.$$
(21)
Correspondingly, we define

$$R_{\mathrm{I}\mathrm{V}}\frac{1}{|V_{cb}|}\sqrt{\frac{m_c}{m_t}}.$$
(22)
This quantity is plotted in Fig. 6. Since the ratios $`m_u/m_c`$ and $`|V_{ub}/V_{cb}|`$ are not modified by the random perturbations, the behaviour is similar to $`R_{\mathrm{I}\mathrm{I}\mathrm{I}}`$, up to a global factor.

Relations V and VI  are very similar and involve only quark masses:

$$\frac{m_u}{m_c}=\frac{m_c}{m_t},\frac{m_d}{m_s}=\frac{m_s}{m_b}.$$
(23)
The impact of the “anarchy” on them can be investigated with the analysis of the ratios

$$R_\mathrm{V}\frac{m_um_t}{m_c^2},R_{\mathrm{V}\mathrm{I}}\frac{m_dm_b}{m_s^2},$$
(24)
which are plotted in Figs. 7 and 8, respectively. These quantities are (up to global factors) the inverse of the ratios $`m_c/m_t`$ and $`m_s/m_b`$ studied above.

Relation VII  is analogous to Relation $`\mathrm{I}\mathrm{I}`$ in Eq. (18),

$$\left|\frac{V_{td}}{V_{ts}}\right|=\sqrt{\frac{m_d}{m_s}}.$$
(25)
Since the ratio $`|V_{ub}/V_{cb}|`$ and the phase $`\delta `$ do not change with the perturbations, Relation VII remains inaltered as well. Relation VIII is

$$|V_{cb}|=\sqrt{2}\frac{m_s}{m_b}.$$
(26)
In principle, both sides of this equality change when the random perturbations are added to the Yukawa matrices. However, the changes are correlated and the relation is not affected. The same happens with Relation IX ,

$$|V_{ub}|=\sqrt{\frac{m_dm_s}{2m_b^2}}.$$
(27)
The non-trivial invariance of these relations under the “anarchy” is due to the formal structure adopted for the latter, Eqs. (6).

As remarked at the beginning of this Section, the test of Relations I–IX must be done at very high energies, where the flavour symmetry originating the Yukawa patterns is not broken. In this context, we would like to point out that the test of Relations I, II, VII, VIII and IX, as well as other relations invariant under random perturbations, can provide a better way to discriminate between different models of Yukawa patterns. On the other hand, Relations III, IV, V and VI can be influenced by radiative corrections from new physics and hence their observation might be unclear.

## 5 Enhancement of the hierarchy

We want to investigate within our framework to what extent the “anarchy” might contribute to (or even generate) the observed hierarchy of quark masses and mixings. The guideline of our analysis is the following: we reduce the hierarchy in the parameters of the Lagrangian and then calculate the probability that the hierarchy present in the SM is reproduced with the random perturbations. We have studied three examples, corresponding to an enhancement of the hierarchy in the up-type quark masses, down-type quark masses and CKM mixing angles, respectively.

1. In the first case, we use the same parameters as in Section 3 but replace the top mass by $`m_t^{}=m_t/2`$. In this situation, the ratio of masses $`m_c/m_t`$ is larger by a factor of two, $`(m_c/m_t^{})_0=7.7\times 10^3`$ (that is, the hierarchy is reduced). Setting $`\kappa =1`$, we generate a sample of 10000 random Yukawa matrices. A good estimate of the likelihood to enhance the hierarchy is given by the probability that the ratio $`m_c/m_t^{}`$ after perturbations is smaller or equal than the value $`m_c/m_t`$ obtained with the true top mass. This probability is only $`8.3\times 10^3`$.
2. In the second example, we use the standard parameters but replace the bottom mass by $`m_b^{}=m_b/2`$. With the same procedure, we find that the probability that the ratio $`m_s/m_b^{}`$ after random perturbations is smaller or equal to the SM value is $`0.12`$, more than one order of magnitude larger than in the previous case.
3. In the third example, we use the SM values of the masses, the mixing angle $`|V_{us}|`$ and the phase $`\delta `$, multiplying $`|V_{ub}|`$ and $`|V_{cb}|`$ by two. The probability that the ratio $`|V_{cb}/V_{us}|`$ after random perturbations is equal or smaller than the SM value is $`0.12`$.

With these examples we see that the observed large hierarchy between the second and third generations is not an effect of the “anarchy” (as discussed in Ref. ), though for down-type quarks it can receive some enhancements from unknown corrections. The two mixing angles $`V_{ub}`$, $`V_{cb}`$ can also be reduced by the corrections.

## 6 Summary

We have introduced a basis-independent parameterisation in order to describe the effect of unknown corrections from new physics (“anarchy”) in the quark and lepton mass matrices. With this parameterisation we have explored the stability of some properties of the quark Yukawa matrices against unknown corrections. This has been done with the addition of random perturbations to these matrices and a statistical analysis of the effect of the perturbations.

We have shown that the quark mass hierarchies, namely the ratios $`m_u/m_c`$, $`m_c/m_t`$, $`m_d/m_s`$, $`m_s/m_b`$ and $`m_b/m_t`$ are hardly affected by the random perturbations. Of these quantities, $`m_u/m_c`$ and $`m_d/m_s`$ remain constant for most of the values of the random parameters. The rest exhibit deviations that in average lead to an enhancement of the original hierarchy, but without modifying it significantly. We have also analysed the effect in the mixing angles, concluding that neither $`|V_{us}|`$, nor the ratio $`|V_{ub}/V_{cb}|`$, nor the phase $`\delta `$ change appreciably with the random perturbations. The mixing angles $`|V_{ub}|`$ and $`|V_{cb}|`$ show deviations but still preserving the CKM hierarchy $`|V_{us}||V_{cb}||V_{ub}|`$. For some fine-tuned values of the random parameters, the strong hierarchy of masses and mixing angles is removed, but this only happens in a extremely small subset of the sample. We have also found that when the size of the random perturbations (the $`\kappa `$ parameter) is increased, the average effects do not grow linearly but their increase rate slows down.

We have selected nine simple flavour relations among quark masses and CKM mixing angles, predicted by several models in the literature, discussing the effect of the “anarchy” on them. We have identified four relations which are affected by the random perturbations. If these relations are fulfilled by the Yukawa matrices, as some theoretical models predict , the phenomenological observation may be jeopardised by the “anarchy”: some flavour properties in the Lagrangian might not be apparent and the “anarchy” might blur or hide an underlying flavour relation. On the other hand, the remaining five relations discussed are not altered by the “anarchy” and hence their analysis could provide a cleaner insight into the structure of the Yukawa matrices.

Finally, we have used our framework to demonstrate that the possibility that unknown corrections give large contributions to the hierarchy of masses and mixings is very unlikely, at it has been pointed out before in the literature. We have shown that if, for instance, one enhances the ratio $`m_c/m_t`$ in the Yukawa matrices in the Lagrangian (thus reducing the hierarchy), the probability that the corrections bring it down to the SM value is very small.

Acknowledgements

I thank F. del Águila and A. M. Teixeira for a careful reading of the manuscript. This work has been supported by the European Community’s Human Potential Programme under contract HTRN–CT–2000–00149 Physics at Colliders.


text:
# Short-time dynamic exponents of an Ising model with competing interactions

## I Introduction

The two-dimensional Ising model with nearest- and next-nearest-neighbor interactions $`J_1`$ and $`J_2`$, respectively, presents non-universal critical behavior for $`J_2/J_1>1/2`$ Barber (1979); Landau (1980); Oitmaa (1981); de Oliveira (1986); Tanaka et al. (1992); Minami and Suzuki (1993a). The existence of a non-universal critical line for $`J_2/J_1>1/2`$ was suggested for the first time by van Leeuwen in 1975 van Leeuwen (1975), who investigated the fixed point structure and critical surface of two-dimensional Ising models. Subsequently, in 1977, Krinsky and Mukamel Krinsky and Mukamel (1977) conjectured that the critical behavior of the model should belong to the universality class of the two-component vector model. Also in 1977, Nightingale Nightingale (1977) worked on finite size calculations of the model and showed that the exponents vary continuosly with the coupling ratio between nearest- and next-nearest-neighbor interactions.

The model is defined by the Hamiltonian

$$=J_1\underset{i,j}{}S_iS_jJ_2\underset{i,j}{}S_iS_j,$$
(1)
where $`S_i=\pm 1`$ are Ising spin variables and the notation $`i,j`$ and $`i,j`$ denotes that each sum runs over nearest- and next-nearest-neighbors, respectively. At $`T=0`$ the ordering is ferromagnetic for $`J_2/J_1<1/2`$, whereas it is super-antiferromagnetic (SAF) for $`J_2/J_1>1/2`$ Fan and Wu (1969). In the SAF phase, a row (column) of up spins alternates with a row (column) of down spins, as depicted in Fig. 1. From both numerical Landau (1980); Lima et al. (2000) and analytical Fan and Wu (1969); Nauenberg and Nienhuis (1974) approaches, it was shown that in the plane of the reduced temperature $`kT/J_1`$ against the competition parameter $`J_2/J_1`$, the phase diagram presents ferromagnetic, paramagnetic and super-antiferromagnetic phases. The critical line between the ferromagnetic and paramagnetic phases belongs to the universality class of the two-dimensional Ising model, whereas the critical exponents along the critical line separating the SAF ordered phase from the the paramagnetic phase are found to be non-universal. Static critical exponents on the SAF-Paramagnetic critical line were obtained by Monte Carlo simulations Binder and Landau (1980); Landau (1980), high temperature series expansion Oitmaa (1981), renormalization group calculations de Oliveira (1986); Li et al. (2001), finite-size scaling Nightingale (1977), cluster variation Tanaka et al. (1992) and coherent-anomaly methods Tanaka et al. (1992); Minami and Suzuki (1993b). It was observed that such critical exponents vary as a function of the coupling ratio $`J_2/J_1`$, thus confirming non-universality in this model.

Today it is well known that, far from equilibrium, the short-time relaxation of the order parameter follows a universal scale form $`M(t)m_0t^\theta `$ Janssen et al. (1989), where $`M(t)`$ is the order parameter at instant $`t`$ (measured in Monte Carlo Steps per Spin - MCS), $`m_0=M(0)`$ is a (small) initial order parameter value and $`\theta `$ is a dynamic critical exponent associated to the anomalous increasing of the magnetization after the quenching of the system. Short-time Monte Carlo simulations of the model performed in a recent paper by Ye et. al Ye et al. (2000) showed that the dynamic critical exponent $`\theta `$ is also non-universal along the SAF-Paramagnetic transition line, once it depends on the ratio $`J_2/J_1`$.

To our knowledge, for this model there are no previous attempts to obtain the dynamic critical exponent $`z`$, which is defined as $`\tau \xi ^z`$, where $`\tau `$ and $`\xi `$ are time and spatial correlation lengths, respectively. Therefore, in this work we obtain the critical dynamic exponent $`z`$ of the model from the time evolution of the ratio da Silva et al. (2002a)

$$F_2=\frac{M(t)^2_{m_0=0}}{M(t)_{m_0=1}^2}t^{d/z},$$
(2)
where $`M(t)`$ is the order parameter at instant $`t`$, $`d`$ is the dimension of the system and $`(\mathrm{})`$ is the average of the quantity $`(\mathrm{})`$ over different samples with initial order parameter value $`m_0`$. This ratio has proven to be useful in determining the exponent $`z`$, according to recent results obtained for the 2D Ising model, $`q=3`$ and $`q=4`$ states Potts models da Silva et al. (2002a) and at the tricritical point of the Blume-Capel model da Silva et al. (2002b). In this technique curves of $`\mathrm{ln}(F_2)`$ against $`\mathrm{ln}(t)`$ lay on the same straight line for different lattice sizes, without any re-scaling in time, resulting in more precise estimates for $`z`$.

In this work we also reobtain the dynamic exponent $`\theta `$ along the non-universal critical line using the time correlation of the order parameter Tomé and de Oliveira (1998)

$$M(0)M(t)t^\theta ,$$
(3)
and compare our results with those obtained in ref. Ye et al. (2000), where the exponent $`\theta `$ was obtained from the scale form $`M(t)m_0t^\theta `$. The advantage in the use of Eq. (3) is that one does not need to fix precisely the initial order parameter value $`m_0`$. The only requirement is that $`m_0=0`$. Contrarily, the scale form $`M(t)m_0t^\theta `$ demands sharply prepared initial states with a precise value of $`m_0`$, besides a delicate limit $`m_00`$.

We have also calculated the static critical exponents $`\beta `$ and $`\nu `$ of the model. Such exponents are obatined indirectly because, from numerical simulations, we are able to obtain only the ratios of exponents $`\beta /\nu z`$, $`1/\nu z`$ and $`\lambda =(d2\beta /\nu )/z`$, as discussed in Ref. Zheng (1998). In order to obtain the former ratio $`(\beta /\nu z)`$, we have used the scale relation Zheng (1998)

$$M(t)t^{\beta /\nu z},$$
(4)
according to which the order parameter $`m_0=M(0)=1`$ decays in the short-time evolution of the system. On the other hand, the ratio $`1/\nu z`$ was obtained from the scale relation Zheng (1998)

$$_\kappa \mathrm{ln}M(t,\kappa )|_{\kappa =0}t^{1/\nu z},$$
(5)
which is obtained by differentiating the quantity $`\mathrm{ln}M(t,\kappa )`$ in relation to $`\kappa `$ at the critical point, where $`\kappa =(TT_c)/T_c`$ and $`T_c`$ is the critical temperature.

From the scaling relation Zheng (1998)

$$M^2(t)t^\lambda ,$$
(6)
we have also calculated the exponent

$$\lambda =\left(d\frac{2\beta }{\nu }\right)\frac{1}{z}.$$
(7)
The exponent $`\nu `$ is given by

$$\nu =\frac{1}{(1/\nu z)(z)},$$
(8)
whereas the exponent $`\beta `$ is given by

$$\beta =\left(\frac{\beta }{\nu z}\right)\left(\frac{1}{\nu z}\right)^1.$$
(9)
Finally, from the exponents $`z`$, $`\nu `$ and $`\lambda `$, the critical static exponent $`\beta `$ may also be obtained from

$$\beta =\frac{\nu }{2}(dz\lambda ).$$
(10)
The layout of this paper is as follows: In section II we define the order parameter of the model and we give details about the numerical simulations performed. In section III we present the results obtained for both dynamic and static critical exponents. Finally, in section IV we briefly discuss the main results of this work.

## II Short-time Monte Carlo simulations

Simulations were performed in two-dimensional lattices with periodic boundary conditions. The spin states were updated using one-spin-flip heat-bath algorithm. For each value of the competition parameter $`J_2/J_1>1/2`$ considered, we used the corresponding critical temperature given in ref. Ye et al. (2000).

Once the simulations were performed along the line between the SAF and Paramagnetic phases, the order parameter $`M`$ considered in this work is that corresponding to the SAF ordering. The SAF phase may be seen as two interpenetrating sublattices, each sublattice been formed by alternating rows, as the example depicted in Fig. 1: One sublattice (say, sublattice A) corresponds to rows $`+++++`$, whereas the other sublattice (say, B) corresponds to rows $``$. By inverting the signs of all spins in each sublattice, one obtains another configuration in which sublattice A is formed by down spins and sublattice B corresponds to up spins. Thus, this ground state is twofold. We call attention of the reader to the existence of another twofolded SAF ordering, which consists of columns of up spins alternating with columns of down spins. Thus, the SAF ground state is fourfold, what implies that the transition line SAF-Para is of kind 4$``$1. Following Zittartz Zittartz (1981), this phase transition is candidate to exhibit non-universal behavior.

The order parameter $`M`$ is defined as $`M=(M^AM^B)/2`$, where

$`M^A`$ $`=`$ $`{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{x=1}{\overset{N}{}}}{\displaystyle \underset{y=1}{\overset{N}{}}}S_{2x1,y},`$ (11)
$`M^B`$ $`=`$ $`{\displaystyle \frac{1}{N^2}}{\displaystyle \underset{x=1}{\overset{N}{}}}{\displaystyle \underset{y=1}{\overset{N}{}}}S_{2x,y}.`$ (12)
In order to deal with square sublattices, we used lattices of $`2N=144`$ rows and $`N=72`$ columns. In the absence of a magnetic field, the symmetry $`M^A=M^B`$ is expected. Thus, when preparing initial states for numerical simulations we have taken this expected symmetry into account, i.e., we prepared initial $`t=0`$ configurations such that $`M^A(0)=M^B(0)`$. For the exponent $`z`$, one sees from Eq. (2) that two independent runs are necessary in order to obtain the ratio $`F_2`$: One of them starts with $`m_0=M(0)=1`$ and the other run starts with $`m_0=M(0)=0`$. For $`m_0=1`$, we just set $`S_{x,y}=1`$ in sublattice A and $`S_{x,y}=1`$ in sublattice B. On the other hand, for $`m_0=0`$, we set $`S_{x,y}=1`$ in sublattice A and $`S_{x,y}=1`$ in sublattice B, inverting randomly the sign of half of the spin variables in each sublattice. The ratios of exponents $`\beta /\nu z`$ and $`1/\nu z`$ are obtained from Monte Carlo simulations with initially ordered states, i.e., initial states with $`m_0=1`$. For the exponents $`\theta `$ and $`\lambda `$, we must have for the initial order parameter $`m_0=0`$. In order to obtain such an initial state, we give a probabitlity $`p=0.5`$ for every spin in sublattice A to point up. Thus, we calculate $`M^A(0)`$ and impose $`M^B(0)=M^A(0)`$. The spin configuration in sublattice B is chosen in order to satisfy such imposition. Finally, the time interval used for the runs performed in this work was , and the final results for the dynamic critical exponents were extracted from a time interval $`[t_1,t_2](1t_1<t_2150)`$ which maximizes the goodness of fit $`q`$. For example, suppose that from two time intervals \[$`t_1,t_2`$\] and \[$`t_1^{},t_2^{}`$\] one obtains $`q=0.99`$ and $`q=0.4`$, respectively. The critical exponent obtained from the time interval \[$`t_1,t_2`$\] is assumed to be correct.

The error bars of the exponents $`\theta `$, $`z`$, $`\beta /\nu z`$ and $`\lambda `$, showed in the following section, are the standard deviation from the mean value obtained from five independent runs with different initial seeds for the random numbers generator. For the quantity $`\beta /\nu `$ and for the exponents $`\beta `$ and $`\nu `$, which are obtained indirectly, the error bars were evaluated from usual error propagation.

## III Results

### III.1 Dynamic critical exponents

In this subsection we present the results obtained for the dynamic critical exponents $`\theta `$ and $`z`$. In Fig. 2 it is shown the dynamic exponent $`\theta `$ in function of the ratio $`J_2/J_1`$, obtained from Eq. (3). Non-universality is observed, since $`\theta `$ clearly depends on the ratio $`J_2/J_1`$. This result is in accordance with that obtained in Ref. Ye et al. (2000).

In Fig. 3 we present the dynamic exponent $`z`$ as a function of $`J_2/J_1`$, obtained from the ratio given in Eq. (2). From Fig 3 one can not affirm if the exponent $`z`$ is universal or not, once the variation of $`z`$ with the coupling parameter $`J_2/J_1`$ is not so pronounced as observed for the exponent $`\theta `$. Furthermore, since the major variation (or fluctuation) of $`z`$ occurs close to the disorder point ($`J_2/J_1=0.5`$), such fluctuation may result from a crossover effect.

From both Fig. 2 and Fig. 3 we observe that, as the coupling parameter $`J_2/J_1`$ increases, the exponents $`\theta `$ and $`z`$ tend towards their known Ising values $`0.19\mathrm{}`$ and $`2.15\mathrm{}`$, respectively.

### III.2 Static critical exponents

In this subsection we show, as a function of the ratio $`J_2/J_1`$, the ratio of the exponents $`\beta /\nu z`$, $`\beta /\nu `$ and $`\lambda =(d2\beta /\nu )/z`$, and the static critical exponents $`\beta `$ and $`\nu `$. In Figs. 4, 5 and 6, as a function of the coupling parameter, we show the ratios $`\beta /\nu z`$, $`\beta /\nu `$ and $`\lambda `$. We observe that the behavior of these quantities as the coupling parameter $`J_2/J_1`$ varies is quite similar to that observed for the exponent $`z`$. So, we are not able to affirm anything about non-universality of these quantities. Particularly, from Fig. 5 we observe that the ratio $`\beta /\nu `$ does not reach its known exact Ising value $`\beta /\nu =1/8`$ for large enough values of $`J_2/J_1`$. We confirmed this result by Finite Size Scaling calculations combined with conformal invariance Alves Jr. and Drugowich de Felício .

The static critical exponent $`\nu `$, obtained from Eq. (8), is shown in Fig. 7 as a function of the coupling parameter $`J_2/J_1`$. The non-universal behavior observed for this exponent was already found before using Monte Carlo Landau and Binder (1985) and transfer-matrix Nightingale (1977) methods. In Fig. 7 we observe that the exponent $`\nu `$ tends towards the known exact two-dimensional Ising value $`\nu =1`$ as $`J_2/J_1`$ increases.

The non-universal behavior of the static critical exponent $`\beta `$, evaluated from both Eqs. (9) and (10), is shown in Fig. 8 as a function of the ratio $`J_2/J_1`$. We observe the good agreement for the numerical values obtained for the exponent $`\beta `$ from Eqns. (9) and (10). In the second case, we note bigger error bars. This is due to the fact that the evaluation of the exponent $`\beta `$ from Eq. (10) involves more exponents previusly obtained, and so the error propagation implies the bigger error bars observed.

## IV Summary and Discussion

In this work we study the dynamic critical exponents of the two-dimensional Ising model with competing nearest- and next-nearest-neighbors interactions. We obtained the dynamic exponent $`z`$ along the transition line between the SAF and Paramagnetic phases by using a method recently proposed based on the mixing of initial conditions da Silva et al. (2002a). To our knowledge, this work is the first attempt to obtain the exponent $`z`$ for this model. We have also calculated the dynamic critical exponent $`\theta `$ using the time correlation scale form of the order parameter Tomé and de Oliveira (1998) and our results are in good agreement with those obtained in ref. Ye et al. (2000). Non-universality was also observed for the static critical exponents $`\beta `$ and $`\nu `$. In particular, as the ratio $`J_2/J_1`$ increases, we observed that the dynamic critical exponents tend towards their known Ising values. However, the ratio $`\beta /\nu `$ does not tends towards its known exact Ising value $`\beta /\nu =1/8`$ as the coupling ratio $`J_2/J_1`$ increases. We have confirmed this result by means of Finite Size Scaling caculations combined with conformal invariance Alves Jr. and Drugowich de Felício .

###### Acknowledgements.

The authors acknowledge financial support from Brazilian agencies FAPESP and CAPES. The authors are also grateful to Departamento de Física e Matemática (DFM) at IFUSP for computer facilities.