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# 1 Introduction

## 1 Introduction

Parton-hadron duality 222This name might be more appropriate than the more frequently used quark-hadron duality since gluonic effects have to be included as well into the theoretical expressions.  – or duality for short – is one of the central concepts in contemporary particle physics. It is invoked to connect quantities evaluated on the quark-gluon level to the (observable) world of hadrons. It is used all the time, more often than not without explicit reference to it. A striking example of the confidence the HEP community has in the asymptotic validity of duality was provided by the discussion of the width $`𝚪\mathbf{(}𝒁^\mathrm{𝟎}\mathbf{}𝑯_𝒃𝑯_𝒃^{\mathbf{}}𝑿\mathbf{)}`$. There was about a 2% difference in the predicted and measured decay width, which lead to lively debates on its significance vis-a-vis the experimental error. No concern was expressed about the fact that the $`𝒁^\mathrm{𝟎}`$ width was calculated on the quark-gluon level, yet measured for hadrons. Likewise the strong coupling $`𝜶_𝑺\mathbf{(}𝑴_𝒁\mathbf{)}`$ is routinely extracted from the perturbatively computed hadronic $`𝒁^\mathrm{𝟎}`$ width with a stated theoretical uncertainty of 0.003 with translates into a theoretical error in $`𝚪_{𝒉𝒂𝒅}\mathbf{(}𝒁^\mathrm{𝟎}\mathbf{)}`$ of about 0.1%.

There are, however, several different versions and implementations of the concept of duality. The problem with invoking duality implicitly is that it is very often unclear which version is used. In $`𝑩`$ physics – in particular when determining $`\mathbf{|}𝑽\mathbf{(}𝒄𝒃\mathbf{)}\mathbf{|}`$ and $`\mathbf{|}𝑽\mathbf{(}𝒖𝒃\mathbf{)}\mathbf{|}`$ – the measurements have become so precise that theory can no longer hide behind experimental errors. To estimate theoretical uncertainties in a meaningful way one has to give clear meaning to the concept of duality; only then can one analyze its limitations.

In response to the demands of $`𝑩`$ physics a considerable literature has been created on duality over the last few years, which we want to summarize. We will emphasize and illustrate the underlying principles; technical details can be found in the references we list.

Duality for processes involving time-like momenta was first addressed theoretically in the late ’70’s in references  and . We sketch here the argument of Poggio, Quinn and Weinberg since it contains several of the relevant elements in a nutshell. The cross section for $`𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}𝒉𝒂𝒅𝒓𝒐𝒏𝒔`$ can be expressed through an operator product expansion (OPE) of two hadronic currents. One might be tempted to think that by invoking QCD’s asymptotic freedom one can compute $`𝝈\mathbf{(}𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}\mathrm{𝐡𝐚𝐝𝐫𝐨𝐧𝐬}\mathbf{)}`$ for large c.m. energies $`𝒔\mathbf{}𝚲_{𝑸𝑪𝑫}`$ in terms of quarks (and gluons) since it is shaped by short distance dynamics. However production thresholds like for charm induce singularities that vitiate such a straightforward computation. This complication can be handled in the following way. Consider the correlator of two electromagnetic currents:

$$𝑻_{𝝁𝝂}\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{=}\mathbf{}𝒅^\mathrm{𝟒}𝒙𝒆^{𝒊𝒒𝒙}\mathbf{}\mathrm{𝟎}\mathbf{|}𝑻\mathbf{\left(}𝑱_𝝁\mathbf{(}𝒙\mathbf{)}𝑱_𝝂\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{\right)}\mathbf{|}\mathrm{𝟎}\mathbf{}\mathbf{=}\mathbf{(}𝒒_𝝁𝒒_𝝂\mathbf{}𝒈_{𝝁𝝂}𝒒^\mathrm{𝟐}\mathbf{)}𝚷\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}$$
(1)
where $`𝚷\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}`$ can be written in terms of a spectral function $`𝝆\mathbf{(}𝒔\mathbf{)}`$ using an unsubtracted dispersion relation:

$$𝚷\mathbf{(}𝒒^\mathrm{𝟐}\mathbf{)}\mathbf{=}\mathbf{}\frac{𝒅𝒔}{\mathrm{𝟐}𝝅}\frac{𝝆\mathbf{(}𝒔\mathbf{)}}{𝒒^\mathrm{𝟐}\mathbf{}𝒔\mathbf{+}𝒊\mathit{ϵ}}$$
(2)
It is well known that, to leading order in $`𝜶_{𝒆𝒎}`$, $`𝝆\mathbf{(}𝒔\mathbf{)}`$ is related to the total cross section for $`𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}`$ hadrons

$$𝝈\mathbf{(}𝒔\mathbf{)}\mathbf{=}\frac{\mathrm{𝟒}𝝅𝜶_{𝒆𝒎}}{𝒔}𝝆\mathbf{(}𝒔\mathbf{)}$$
(3)
Relying on QCD’s asymptotic freedom one computes the correlator (1) in terms of quarks and gluons for $`𝒔`$ in the deep Euclidean domain $`\mathbf{|}𝒔\mathbf{|}\mathbf{}𝚲_{𝑸𝑪𝑫}`$; $`𝒔`$ is chosen Euclidean so that one avoids a proximity to singularities induced by hadronic thresholds like for charm production etc. From the spectral function $`𝝆`$ calculated in the Euclidean regime one can infer the cross section for physical, namely Minkowskian values of $`𝒔`$. However, one cannot obtain it as a point-for-point function of $`𝒔`$, only averaged – or ‘smeared’ – over an energy interval, which can be written symbolically as follows:

$$𝝆\mathbf{(}𝒔_{𝑬𝒖𝒄𝒍𝒊𝒅}\mathbf{)}\mathbf{}\mathbf{}_{𝒔_\mathrm{𝟎}}^{𝒔_\mathrm{𝟎}\mathbf{+}𝚫𝒔}𝒅𝒔𝝈\mathbf{(}𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}𝒉𝒂𝒅𝒓𝒐𝒏𝒔\mathbf{)}$$
(4)
This feature is immediately obvious: for the smooth $`𝒔`$ dependence $`𝝆`$ has to be compared to the measured cross section $`𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}`$ hadrons as a function of $`𝒔`$, which has pronounced structures, in particular close to thresholds for $`𝒄\overline{𝒄}`$\- and $`𝒃\overline{𝒃}`$-production.

This simple illustration already points to the salient elements and features of duality and its limitations:

* An OPE description in terms of quark and gluon degrees of freedom for the observable under study is required.
* This OPE has to be constructed in the Euclidean domain.
* Its results are analytically continued to the Minkowskian domain with the help of a dispersion relation.
* This extrapolation implies some loss of information; i.e. in the notation given above

$$\mathbf{}𝑻_{𝝁𝝂}^{𝒉𝒂𝒅𝒓𝒐𝒏𝒊𝒄}\mathbf{}_𝒘\mathbf{}\mathbf{}𝑻_{𝝁𝝂}^{𝒑𝒂𝒓𝒕𝒐𝒏𝒊𝒄}\mathbf{}_𝒘$$
(5)
where $`\mathbf{}\mathbf{}\mathbf{}_𝒘`$ denotes the smearing which is an average using a smooth weigth function $`𝒘\mathbf{(}𝒔\mathbf{)}`$; it generalizes the simplistic use of a fixed energy interval:

$$\mathbf{}\mathbf{}\mathbf{}_𝒘\mathbf{=}\mathbf{}𝒅𝒔\mathbf{}𝒘\mathbf{(}𝒔\mathbf{)}$$
(6)
* Some contributions that are quite insignificant in the Euclidean regime and therefore cannot be captured through the OPE can become relevant after the analytical continuation to the Minkowskian domain, as explained later on. For that reason we have used the approximate rather than the equality sign in Eq.(5).
* One can make few universal statements on the numerical validity of duality. How much and what kind of smearing is required depends on the specifics of the reaction under study.

The last item needs expanding right away. The degree to which $`\mathbf{}𝑻_{𝝁𝝂}^{𝒑𝒂𝒓𝒕𝒐𝒏𝒊𝒄}\mathbf{}_𝒘`$ can be trusted as a theoretical description of the observable $`\mathbf{}𝑻_{𝝁𝝂}^{𝒉𝒂𝒅𝒓𝒐𝒏𝒊𝒄}\mathbf{}_𝒘`$ depends on the weight function, in particular its width. It can be broad compared to the structures that may appear in the hadronic spectral function, or it could be quite narrow, as an extreme case even $`𝒘\mathbf{(}𝒔\mathbf{)}\mathbf{}𝜹\mathbf{(}𝒔\mathbf{}𝒔_\mathrm{𝟎}\mathbf{)}`$. It has become popular to refer to the first and second scenarios as global and local duality, respectively. Other authors use different names, and one can argue that this nomenclature is actually misleading. Below we will describe these items in more detail without attempting to impose ex cathedra a uniform nomenclature ourselves.

Irrespective of names, a fundamental distinction concerning duality is often drawn between semileptonic and nonleptonic widths. Since the former neccessarily involves smearing with a smooth weight function due to the integration over neutrino momenta, it is often argued that predictions for the former are fundamentally more trustworthy than for the latter. However, as we shall see, such a categorical distinction is overstated and artificial; also it is not needed for the discussion in the following chapters. Of much more relevance is the differentiation between distributions and fully integrated rates.

No real progress beyond the more qualitative arguments of Refs.  and  occurred for many years. For as long as one has very limited control over nonperturbative effects, there is little meaningful that can be said about duality violations. Yet this has changed for heavy flavour physics with the development of heavy quark expansions, since within this OPE framework we can assess nonperturbative effects as well as duality violations.

The remainder of this note will be organized as follows: In the next section we shall give a more precise definition of what is meant with “Parton Hadron Duality”, which then allows us a discussion of possible violations of duality in section 3. Based on this we give hints on how to check the concept of duality in section 4, before presenting conclusions.

## 2 What is Parton–Hadron Duality?

In order to discuss possible violations of duality we have to give first a more precise definition of this notion, which requires the introduction of some theoretical tools. We follow closely the arguments given in the extensive reviews of Ref.  and 333It can be noted that even the authors of Ref. and  – although very close in the substance as well as the spirit of their discussion – do not use exactly the same terminology concerning different aspects of duality.. The central ingredient into this definition is the method of the Wilsonian Operator Product Expansion (OPE) frequently used in field theory to perform a separation of scales. In practical terms this means that we can write

$$\mathbf{}𝒅^\mathrm{𝟒}𝒙𝒆^{𝒊𝒒𝒙}\mathbf{}𝑨\mathbf{|}𝑻\mathbf{\left(}𝑱^𝝁\mathbf{(}𝒙\mathbf{)}𝑱^𝝂\mathbf{(}\mathrm{𝟎}\mathbf{)}\mathbf{\right)}\mathbf{|}𝑨\mathbf{}\mathbf{}\underset{𝒏}{\mathbf{}}\mathbf{\left(}\frac{\mathrm{𝟏}}{𝑸^\mathrm{𝟐}}\mathbf{\right)}^𝒏𝒄_𝒏^{𝝁𝝂}\mathbf{(}𝑸^\mathrm{𝟐}\mathbf{;}𝝀\mathbf{)}\mathbf{}𝑨\mathbf{|}𝓞_𝒏\mathbf{|}𝑨\mathbf{}_𝝀$$
(7)
for $`𝑸^\mathrm{𝟐}\mathbf{=}\mathbf{}𝒒^\mathrm{𝟐}\mathbf{}\mathbf{}`$. The following notation has been used: $`\mathbf{|}𝑨\mathbf{}`$ denotes a state that could be the vacuum – as for $`𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}𝒉𝒂𝒅𝒓𝒐𝒏𝒔`$ considered above – or a $`𝑩`$ meson when describing semileptonic beauty decays. $`𝑱^𝝁`$ denote electromagnetic and weak current operators for the former and the latter processes, respectively; for other decays like nonleptonic or radiative ones one employs different $`𝚫𝑩\mathbf{=}\mathrm{𝟏}`$ operators; the $`𝓞_𝒏`$ are local operators of increasing dimension. The operator of lowest dimension yields the leading contribution. In $`𝒆^\mathbf{+}𝒆^{\mathbf{}}`$ annihilation it is the unit operator $`𝓞_\mathrm{𝟎}\mathbf{=}\mathrm{𝟏}`$, for $`𝑩`$ decays $`𝓞_\mathrm{𝟎}\mathbf{=}\overline{𝒃}𝒃`$. They produce (among other things) the naive partonic results. Yet the OPE allows us to systematically improve the naive partonic result. The coefficients $`𝒄_𝒏^{𝝁𝝂}`$ contain the contributions from short distance dynamics calculated perturbatively based on QCD’s asymptotic freedom. Following Wilson’s prescription a mass scale $`𝝀`$ has been introduced to separate long and short distance dynamics; both the coefficients and the matrix elements depend on it, their product of course not.

The perturbative expansion takes the form

$$𝒄_𝒏^{𝝁𝝂}\mathbf{=}\underset{𝒊}{\mathbf{}}\mathbf{\left(}\frac{𝜶_𝑺\mathbf{(}𝑸^\mathrm{𝟐}\mathbf{)}}{𝝅}\mathbf{\right)}^𝒊𝒂_{𝒏\mathbf{,}𝒊}^{𝝁𝝂}$$
(8)
and is performed in terms of quarks and gluons. The expectation values for the local operators provide the gateways through which nonperturbative dynamics enters.

The crucial point is that the OPE result is obtained in the Euclidean domain and has to be continued analytically into the Minkowskian regime relating the OPE result to observable hadronic quantities. As long as QCD is the theory of the strong interactions, it does not exhibit unphysical singularities in the complex $`𝑸^\mathrm{𝟐}`$ plane, and the analytical continuation will not induce additional contributions. To conclude: duality between $`\mathbf{}𝐓_{𝛍𝛎}^{𝐡𝐚𝐝𝐫𝐨𝐧𝐢𝐜}\mathbf{}_𝐰`$ and $`\mathbf{}𝐓_{𝛍𝛎}^{𝐩𝐚𝐫𝐭𝐨𝐧𝐢𝐜}\mathbf{}_𝐰`$ arises due to the existence of an OPE that is continued analytically. It is just a restatement of QCD’s basic tenet as the theory of the strong interactions that hadronic observables can be expressed in terms of quark-gluon degrees of freedom provided all possible sources of corrections to the simple parton picture are properly accounted for. It is thus misleading to refer to duality as an additional assumption.

Up to this point our discussion was quite generic. To specify it for semileptonic $`𝑩`$ decays one chooses the current $`𝑱_𝝁`$ to be the weak charged current driven by $`𝒃\mathbf{}𝒄`$ or $`𝒃\mathbf{}𝒖`$. The expansion parameter for inclusive semileptonic decays is given by the energy release $`\mathbf{}\mathrm{𝟏}\mathbf{/}\mathbf{(}𝒎_𝒃\mathbf{}𝒎_𝒄\mathbf{)}\mathbf{[}\mathrm{𝟏}\mathbf{/}𝒎_𝒃\mathbf{]}`$ for $`𝒃\mathbf{}𝒄\mathbf{[}𝒃\mathbf{}𝒖\mathbf{]}`$. For the exclusive mode $`𝑩\mathbf{}𝒍𝝂𝑫^{\mathbf{}}`$ it is $`\mathrm{𝟏}\mathbf{/}𝒎_𝒃`$ and $`\mathrm{𝟏}\mathbf{/}𝒎_𝒄`$ with the latter yielding the numerically leading contributions.

## 3 Duality Violations and Analytic Continuation

One of the main applications of the heavy quark expansion is the reliable extraction of $`\mathbf{|}𝑽\mathbf{(}𝒄𝒃\mathbf{)}\mathbf{|}`$ and $`\mathbf{|}𝑽\mathbf{(}𝒖𝒃\mathbf{)}\mathbf{|}`$. One wants to be able to arrive at a meaningful estimate of the theoretical uncertainty in the values obtained. There are three obvious sources of theoretical errors:

1. unknown terms of higher order in $`𝜶_𝑺`$;
2. unknown terms of higher order in $`\mathrm{𝟏}\mathbf{/}𝒎_𝑸`$;
3. uncertainties in the input parameters $`𝜶_𝑺`$, $`𝒎_𝑸`$ and the expectation values.

Duality violations constitute uncertainties over and above these; i.e. they represent contributions not accounted for due to

* truncating these expansions at finite order and
* limitations in the algorithm employed.

These two effects are not unrelated. The first one means that the OPE in practice is insensitive to contributions of the type $`𝒆^{\mathbf{}𝒎_𝑸\mathbf{/}𝝁}`$ with $`𝝁`$ denoting some hadronic scale; the second one reflects the fact that under an analytic continuation the term $`𝒆^{\mathbf{}𝒎_𝑸\mathbf{/}𝝁}`$, which is quite irrelevant for $`𝑸\mathbf{=}𝒃`$ – though not neccessarily for $`𝑸\mathbf{=}𝒄`$ ! – turns into an oscillating rather than suppressed term sin$`\mathbf{(}𝒎_𝑸\mathbf{/}𝝁\mathbf{)}`$.

Of course we do not have (yet) a full theory for duality and its violations. Yet we know that without an OPE the question of duality is ill-posed. Furthermore in the last few years we have moved beyond the stage, where we could merely point to folklore. This progress has come about for the following reasons:

* We have refined our understanding of the physical origins of duality violations as due to

+ hadronic thresholds;
    + so-called ‘distant cuts’;
    + the suspect validity of $`\mathrm{𝟏}\mathbf{/}𝒎_𝒄`$ expansions.
* We understand the mathematical portals through which duality violations can enter, namely that the innocuous Euclidean quantity $`𝒆^{\mathbf{}𝒎_𝑸\mathbf{/}𝝁}`$ transmogrifies itself into the much more virulent Minkowskian quantity $`\mathrm{𝐬𝐢𝐧}\mathbf{(}𝒎_𝑸\mathbf{/}𝝁\mathbf{)}`$ under analytical continuation.
* The quantity $`𝒆^{\mathbf{}𝒎_𝑸\mathbf{/}𝝁}`$ is actually innocuous for beauty, yet not necessarily for charm quarks. The ‘Euclidean’ quantity $`𝑭_𝑫^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ – the formfactor for $`𝑩\mathbf{}𝒍𝝂𝑫^{\mathbf{}}`$ at zero recoil –, which is given by an expansion in $`\mathrm{𝟏}\mathbf{/}𝒎_𝒄`$, could be vulnerable to such a duality violation. However, the heavy mass expansion for exclusive quantities such as $`𝑭_𝑫^{\mathbf{}}\mathbf{(}\mathrm{𝟎}\mathbf{)}`$ is not directly given by an OPE, thus this argument may not apply in this case.
* We have come up with an increasing array of field-theoretical toy models, chief among them the ‘t Hooft model, which is QCD in 1+1 dimensions in the limit of $`𝑵_𝑪\mathbf{}\mathbf{}`$. It is solvable and thus allows an unequivocal comparison of the OPE result with the exact solution.
* For the analysis of $`𝒃\mathbf{}𝒄`$ transitions we also have the small-velocity expansion as a powerful tool.

We will not go into any details here, since they can be found in the literature . The models do exhibit duality violations, but only highly suppressed ones conforming to general expectations. There had been claims of sizeable duality violations in the previous literature; those have been analyzed carefully in Ref., where their flaws are pointed out explicitly.

Based on general expectations as well as on analyzing the models one finds that indeed duality violations are described by highly power suppressed ‘oscillating’ terms of the form

$$𝑻\mathbf{(}𝒎_𝑸\mathbf{)}\mathbf{}\mathbf{\left(}\frac{\mathrm{𝟏}}{𝒎_𝑸}\mathbf{\right)}^𝒌\mathrm{𝐬𝐢𝐧}\mathbf{(}𝒎_𝑸𝝀\mathbf{)}$$
(9)
for some integer power $`𝒌`$. More generally one can state:

* The primary criterion for addressing duality violation is the existence of an OPE for the particular observable.
* Duality will not be exact at finite masses. It represents an approximation the accuracy of which will increase with the energy scales in a way that depends on the process in question.
* Limitations to duality can enter only in the form of an oscillating function of energy or $`𝒎_𝑸`$ (or have to be exponentially suppressed). Duality violations cannot be blamed for a systematic excess or deficit in the decay rates. For example, no duality violation can convert $`𝒎_𝑸`$ into $`𝑴_{𝑯_𝑸}`$ in the full width parametrically, only for discrete values of $`𝒎_𝑸`$.
* The OPE equally applies to semileptonic as well as nonleptonic decay rates. Likewise both widths are subject to duality violations. The difference here is quantitative rather than qualitative; at finite heavy quark masses corrections are generally expected to be larger in the nonleptonic widths. In particular, duality violations there can be boosted by the accidental nearby presence of a narrow hadronic resonance. Similar effects could arise in semileptonic rates, but are expected to be highly suppressed there.
* It is not necessary to have a proliferation of decay channels to reach the onset of duality, either approximate or asymptotic. Instructive examples are provided by the so-called small-velocity kinematics in semileptonic decays and by nonleptonic rates in the ’t Hooft model.

Putting everything together it has been estimated with considerable confidence – at least by the authors of Ref. – that duality violations in the integrated semileptonic width of $`𝐁`$ mesons cannot exceed the fraction of a percent level.  As such we do not envision it to ever become the limiting factor in extracting $`\mathbf{|}𝑽\mathbf{(}𝒄𝒃\mathbf{)}\mathbf{|}`$ and $`\mathbf{|}𝑽\mathbf{(}𝒖𝒃\mathbf{)}\mathbf{|}`$ since the uncertainties in the expression for the semileptonic width due to fixed higher order contributions will remain larger than this level. The oscillatory nature of duality violating contributions is a main ingredient in this conclusion. It also shows that duality violations could become quite sizeable if an only partially integrated width – let alone a distribution – is considered. Generally, for distributions the expansion parameter is not the heavy mass, rather it is a quantity such as $`\mathrm{𝟏}\mathbf{/}\mathbf{[}𝒎_𝑸\mathbf{(}\mathrm{𝟏}\mathbf{}𝒙\mathbf{)}\mathbf{]}`$ where $`𝒙`$ is e.g. the rescaled charged lepton energy of a semileptonic decay. From equation (9) one would expect that contributions the form $`\mathrm{𝐬𝐢𝐧}\mathbf{(}𝒎_𝑸\mathbf{[}\mathrm{𝟏}\mathbf{}𝒙\mathbf{]}\mathbf{)}\mathbf{/}\mathbf{[}𝒎_𝑸\mathbf{(}\mathrm{𝟏}\mathbf{}𝒙\mathbf{)}\mathbf{]}^𝒌`$ appear in differential distributions.

## 4 How can we check the validity of Parton–Hadron Duality?

If in the future we were to find a discrepancy between the measured and predicted values for, say, a CP asymmetry in $`𝑩`$ decays, we had to check very diligently all ingredients upon which the prediction was based, in particular the values for $`𝑽\mathbf{(}𝒄𝒃\mathbf{)}`$ and $`𝑽\mathbf{(}𝒖𝒃\mathbf{)}`$, before we could make a credible claim to have uncovered New Physics. This means one needs a measure for potential duality violations that is not based purely on theoretical arguments.

Most theoretical uncertainties are systematical rather than statistical. As it is the case for experimental systematics the most convincing way to establish control over them is to determine the same quantity in independent ways and analyze their consistency. The heavy quark expansions lend themselves naturally to such an approach since it is their hallmark that they allow the description of numerous decay rates in terms of a handful of basic parameters, namely quark masses and hadronic expectation values. Again the situation is very similar as for the perturbative series: once the coupling constant is determined (e.g. $`𝜶_𝑺\mathbf{(}𝑴_𝒁\mathbf{)}`$) from a measurement, one may use this as an input to all other perturbative calculations, thereby predicting other measurements. If a prediction obtained in this way fails, one would conclude that higher order effects have to be unusually large or that there is another deeper reason why a perturbative treatment does not apply.

Such independent determinations of the same quantity of course probe the overall theoretical control that we have established. By themselves they do not tell us whether a failure found is due to unusally large higher order contributions or to a breakdown in duality.

The fact that both the inclusive and exclusive methods for extracting $`\mathbf{|}𝑽\mathbf{(}𝒄𝒃\mathbf{)}\mathbf{|}`$ yield consistent values – and that the theoretical corrections one had to apply are both nontrivial and essential for the agreement – is such a test. We want to point to two other such tests that have become available, namely concerning the $`𝒃`$ quark mass and its kinetic energy expectation value.

### 4.1 $`𝒃`$ quark mass

The $`𝒃`$ quark mass has been extracted from beauty production at threshold in $`𝒆^\mathbf{+}𝒆^{\mathbf{}}`$ annihilation by several authors . Their findings can be stated in terms of two definitions of quark masses:

* The ‘kinetic mass’ is defined by

$$\frac{𝒅𝒎_𝑸^{𝒌𝒊𝒏}\mathbf{(}𝝁\mathbf{)}}{𝒅𝝁}\mathbf{=}\mathbf{}\frac{\mathrm{𝟏𝟔}}{\mathrm{𝟗}}\frac{𝜶_𝑺\mathbf{(}𝝁\mathbf{)}}{𝝅}\mathbf{}\frac{\mathrm{𝟒}}{\mathrm{𝟑}}\frac{𝜶_𝑺\mathbf{(}𝝁\mathbf{)}}{𝝅}\frac{𝝁}{𝒎_𝑸}\mathbf{+}𝓞\mathbf{(}𝜶_𝑺^\mathrm{𝟐}\mathbf{,}𝜶_𝑺\mathbf{}\frac{𝝁^\mathrm{𝟐}}{𝒎_𝑸^\mathrm{𝟐}}\mathbf{)}\mathbf{,}$$
(10)
normalized at 1 GeV; it is well-defined in full QCD and does not suffer from a renormalon ambiguity; equivalently one can use

$$\overline{𝚲}\mathbf{(}𝝁\mathbf{)}\mathbf{}\mathrm{𝐥𝐢𝐦}_{𝒎_𝑸\mathbf{}\mathbf{}}\mathbf{\left[}𝑴\mathbf{(}𝑯_𝑸\mathbf{)}\mathbf{}𝒎_𝑸^{𝒌𝒊𝒏}\mathbf{(}𝝁\mathbf{)}\mathbf{\right]}\mathbf{.}$$
(11)
where $`𝑴\mathbf{(}𝑯_𝑸\mathbf{)}`$ is the mass of the $`\mathrm{𝟎}^{\mathbf{}}`$ ground state.
* The pole or HQET mass which is a very popular choice, although it is not well-defined in full QCD since it suffers from the renormalon ambiguity. If appropriate care and caution are applied one can still use it in calculation; as a rule of thumb one has for its relatioship to the kinetic mass:

$$\overline{𝚲}_{\mathrm{𝐇𝐐𝐄𝐓}}\mathbf{=}\overline{𝚲}\mathbf{(}\mathrm{𝟏}\mathrm{𝐆𝐞𝐕}\mathbf{)}\mathbf{}\mathbf{0.255}\text{GeV}$$
(12)
where the parameter $`\overline{𝚲}`$ is defined in the same way as in (11):

$$\overline{𝚲}^{𝑯𝑸𝑬𝑻}\mathbf{}\mathrm{𝐥𝐢𝐦}_{𝒎_𝑸\mathbf{}\mathbf{}}\mathbf{[}𝑴\mathbf{(}𝑯_𝑸\mathbf{)}\mathbf{}𝒎_𝑸^{𝒑𝒐𝒍𝒆}\mathbf{]}$$
(13)

The results are completely consistent within the stated uncertainties of 1-2 % and can be summarized as follows:

$$𝒎_𝒃^{𝒌𝒊𝒏}\mathbf{(}\mathrm{𝟏}\mathrm{𝐆𝐞𝐕}\mathbf{)}\mathbf{|}_{𝒆^\mathbf{+}𝒆^{\mathbf{}}\mathbf{}\overline{𝒃}𝒃}\mathbf{=}\mathbf{4.57}\mathbf{\pm }\mathbf{0.06}\text{GeV}\mathbf{}\overline{𝚲}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}\mathbf{=}\mathbf{0.71}\mathbf{\pm }\mathbf{0.06}\text{GeV}$$
(14)
or

$$𝒎_𝒃^{𝒑𝒐𝒍𝒆}\mathbf{=}\mathbf{4.82}\mathbf{\pm }\mathbf{0.06}\text{GeV}\mathbf{}\overline{𝚲}^{𝑯𝑸𝑬𝑻}\mathbf{=}\mathbf{0.45}\mathbf{\pm }\mathbf{0.06}\text{GeV}$$
(15)
The techniques employed in the analysis differ somewhat from author to author; the full agreement in their findings is thus quite re-assuring. One should keep in mind, though, that these determinations share their experimental input to a large degree. The value stated in Eq.(14) could thus be subject to some systematic shift from the true value. Arguments based on the small-velocity sum rules indeed suggest that $`𝒎_𝒃^{𝒌𝒊𝒏}\mathbf{(}\mathrm{𝟏}\mathrm{𝐆𝐞𝐕}\mathbf{)}`$ could lie a bit above 4.6 GeV.

The $`𝒃`$ quark mass also affects the shape of lepton energy and hadronic mass spectra in semileptonic (and photon spectra in radiative) $`𝑩`$ decays. Its value can therefore be obtained from the measured lepton energy and hadronic mass moments, which encode the shape of these spectra. The DELPHI and CLEO collaborations have presented data as shown in the Figures 1 and 2. Again it is pleasing to see that the different moments indeed yield completely consistent values although this is not truly surprising since they are highly correlated. DELPHI finds

$`𝒎_𝒃^{𝒌𝒊𝒏}\mathbf{(}\mathrm{𝟏}\mathrm{𝐆𝐞𝐕}\mathbf{)}\mathbf{|}_{𝒎𝒐𝒎}`$ $`\mathbf{=}`$ $`\mathbf{4.59}\mathbf{\pm }\mathbf{0.08}\mathbf{\pm }\mathbf{0.01}\text{GeV}`$
$`\mathbf{}`$ $`\overline{𝚲}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}\mathbf{=}\mathbf{0.69}\mathbf{\pm }\mathbf{0.08}\mathbf{\pm }\mathbf{0.01}\text{GeV}`$
$`𝒎_𝒃^{𝒑𝒐𝒍𝒆}\mathbf{|}_{𝒎𝒐𝒎}`$ $`\mathbf{=}`$ $`\mathbf{4.88}\mathbf{\pm }\mathbf{0.10}\mathbf{\pm }\mathbf{0.02}\text{GeV}`$
$`\mathbf{}`$ $`\overline{𝚲}^{𝑯𝑸𝑬𝑻}\mathbf{=}\mathbf{0.40}\mathbf{\pm }\mathbf{0.10}\mathbf{\pm }\mathbf{0.02}\text{GeV}`$
It is again reassuring that their fit results are consistent with Eq.(14) CLEO measures truncated lepton energy moments and states their findings in terms of HQET parameters

$`𝒎_𝒃^{𝒑𝒐𝒍𝒆}\mathbf{|}_{𝒎𝒐𝒎}`$ $`\mathbf{=}`$ $`\mathbf{4.88}\mathbf{\pm }\mathbf{0.03}\mathbf{\pm }\mathbf{0.06}\mathbf{\pm }\mathbf{0.12}\text{GeV}`$
$`\mathbf{}`$ $`\overline{𝚲}^{𝑯𝑸𝑬𝑻}\mathbf{=}\mathbf{0.39}\mathbf{\pm }\mathbf{0.03}\mathbf{\pm }\mathbf{0.06}\mathbf{\pm }\mathbf{0.12}\text{GeV}`$
The main news here is how well the values for $`𝒎_𝒃`$ extracted from two sources agree that are quite different in their experimental as well as theoretical systematics, namely weak $`𝑩`$ decays and the electromagnetic production of beauty at threshold.

### 4.2 Average kinetic energy

A similarly pleasing picture emerges from determining the kinetic expectation value. Based on QCD sum rules and SV sum rules one had inferred for the infrared stable quantity $`𝝁_𝝅^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}`$:

$$𝝁_𝝅^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}\mathbf{}\mathbf{0.45}\mathbf{\pm }\mathbf{0.1}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}\mathbf{.}$$
(19)
Using the rule of thumb for the relation to the HQET parameter $`𝝀_\mathrm{𝟏}`$

$$\mathbf{}𝝀_\mathrm{𝟏}\mathbf{}𝝁_𝝅^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}\mathbf{}\mathbf{0.18}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}$$
(20)
this estimate translates into

$$\mathbf{}𝝀_\mathrm{𝟏}\mathbf{}\mathbf{0.27}\mathbf{\pm }\mathbf{0.1}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}$$
(21)
The aforementioned DELPHI and CLEO analyses also yield values for this quantity, namely

$`𝝁_𝝅^\mathrm{𝟐}\mathbf{(}\mathrm{𝟏}\text{GeV}\mathbf{)}`$ $`\mathbf{=}`$ $`\mathbf{0.31}\mathbf{\pm }\mathbf{0.07}\mathbf{\pm }\mathbf{0.02}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}\mathrm{𝐃𝐄𝐋𝐏𝐇𝐈}`$ (22)
$`\mathbf{}𝝀_\mathrm{𝟏}`$ $`\mathbf{=}`$ $`\mathbf{0.15}\mathbf{\pm }\mathbf{0.07}\mathbf{\pm }\mathbf{0.03}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}\mathrm{𝐃𝐄𝐋𝐏𝐇𝐈}`$ (23)
$`\mathbf{}𝝀_\mathrm{𝟏}`$ $`\mathbf{=}`$ $`\mathbf{0.25}\mathbf{\pm }\mathbf{0.02}\mathbf{\pm }\mathbf{0.05}\mathbf{\pm }\mathbf{0.14}\mathbf{(}\text{GeV}\mathbf{)}^\mathrm{𝟐}\mathrm{𝐂𝐋𝐄𝐎}`$ (24)
The fact that the parameters extracted in different way and form different observables yield consistent values for the quark mass and the kinetic energy parameter indicates that no anomalously large higher order corrections or unexpectedly sizeable duality violating contributions are present.

## 5 Conclusions

From all what we know currently from purely theretical considerations duality violations should be safely below one percent in the semileptonic branching ratio. This is likely to remain in the noise level of theoretical uncertainties due to terms of order $`\mathrm{𝟏}\mathbf{/}𝒎_𝒃^\mathrm{𝟑}`$ and higher and of higher order perturbative contributions. Hence we do not see any need to assign some additional uncertainty to the extraction of $`𝑽_{𝒄𝒃}`$ from a possible duality violation in inclusive decays. This should not be seen as an ex cathedra statement. When more and more types of moments will be measured with more and more accuracy – even separately in the decays of $`𝑩_𝒅`$, $`𝑩^{\mathbf{}}`$ and $`𝑩_𝒔`$ mesons –, additional constraints will be placed on the same set of heavy quark parameters. This will provide highly nontrivial tests of our theoretical control.

## Acknowledgements

We gratefully acknowledge illuminating discussions with N. Uraltsev. This work has been supported by the National Science Foundation under grant number PHY00-87419, bt the DFG Research Group “Quantenfeldtheorie, Computeralgebra und Montre Carlo Simulationen” and by the German Minister for Education and Research BMBF und grant number 05HT1VKB1 and the DFG Merkator Program.


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# Near-field light emission from nano- and micrometric complex structures

## Abstract

We propose a general theoretical scheme for the investigation of light emitted from nano- and micrometric structures of arbitrary shape and composition. More specifically, the proposed fully three-dimensional approach allows to derive the light-intensity distributions around the emitting structures and their modifications in the presence of nearby scattering objects. Our analysis allows to better identify the non-trivial relationship between near-field images and fluorescent objects.

Recent continuous progress in scanning near-field microscopy together with the development of adequate nanofabrication techniques has enhanced our insight into the field distributions in the proximity of nano- and microstructured materials. This insight is of great relevance for the design of future optical circuitry able to process light with the versatility of electronic chips. These developments have stimulated more refined theoretical approaches as well as novel simulation strategies for the analysis of light propagation in complex structures and have renewed the interest in the classical theory of light scattering dereux ; madrazo . Indeed, theoretical predictions are essential for the design of photonic structures able to control the propagation of light. As a matter of fact, most of the theoretical investigations performed so far focus on the scattering of incident light illuminating structures of non-trivial shapes dereux ; joanno1 , or study light modes in photonic crystals and microcavities joanno . However, optical circuitry, besides passive elements controlling/manipulating the flow of photons, require active components able to emit and/or amplify light. This, in turn, opens relevant questions concerning the emission patterns of active mesoscopic systems: Which is the actual field distribution around emitting structures? How does the interaction with nearby scattering objects modify the field distribution? What kind of relationship between near-field images and fluorescent objects holds?

Aim of this Letter is to provide a general theoretical framework for the evaluation of the field distributions in the proximity of three-dimensional (3D) mesoscopic fluorescent objects in the presence of nearby scattering structures. The proposed quantum theory of light emission can be applied to a great variety of nanostructured optically active materials as mesoscopic dielectric objects uniformly doped with optically active molecules (e.g., dye molecules) or embedding semiconductor dots or layers able to emit light when appropriately excited.

As a starting point, let us consider the key quantity we want to investigate, i.e., the spectrally-resolved energy density $`(𝐫,\omega )`$ corresponding to the electric field at point $`𝐫`$; this can be defined as:

$$\frac{\epsilon _0}{2}\widehat{𝐄}^{}(𝐫,\omega )\widehat{𝐄}^+(𝐫,\omega ^{})=(𝐫,\omega )\delta (\omega \omega ^{}),$$
(1)
where $`\widehat{𝐄}^+(𝐫,\omega )`$ is the electric-field operator corresponding to the positive frequency $`\omega `$ (it can be expanded in terms of photon destruction operators) and $`\widehat{𝐄}^{}(𝐫,\omega )`$ is its Hermitian conjugate. Our theoretical approach is based on the Green’s tensor technique in the frequency domain dereux ; prasavasta . The electric field operator at a given positive frequency can be regarded as the sum of scattering and emission contributions prasavasta :

$$\widehat{𝐄}^+(𝐫,\omega )=\widehat{𝐄}_s^+(𝐫,\omega )+\widehat{𝐄}_e^+(𝐫,\omega ).$$
(2)
The first term describes light coming from free-space and scattered by the material system, i.e.,

$$\widehat{𝐄}_s^+(𝐫,\omega )=\widehat{𝐄}_0^+(𝐫,\omega )k^2\stackrel{}{𝐆}(𝐫,𝐫^{},\omega )\chi (𝐫^{},\omega )\widehat{𝐄}_0^+(𝐫^{},\omega )𝑑𝐫^{},$$
(3)
where $`k=\omega /c`$, the free-space electric-field operator $`\widehat{𝐄}_0^+`$ describes input light, and $`\chi =\epsilon 1`$ is the susceptibility function of the material system (that we have assumed to be a local and scalar function to avoid complications), and $`\stackrel{}{𝐆}`$ is the Green tensor obeying the following equation

$$\times \times \stackrel{}{𝐆}(𝐫,𝐫^{},\omega )+k^2\epsilon (𝐫,\omega )\stackrel{}{𝐆}(𝐫,𝐫^{},\omega )=𝐈\delta (𝐫,𝐫^{}),$$
(4)
where $`𝐈`$ is the unit dyadic. We stress that nonlocality and/or anisotropy can be easily implemented prasavasta . The second term in Eq. (2) describes light emitted by the material system itself, i.e.,

$$\widehat{𝐄}_e^+(𝐫,\omega )=i\omega \mu _0\stackrel{}{𝐆}(𝐫,𝐫^{},\omega )\widehat{𝐣}(𝐫^{},\omega )𝑑𝐫^{},$$
(5)
where the integration is performed over the volume of the scattering system and $`\mu _0`$ denotes the magnetic permeability of vacuum. Here, the quantum noise operators $`\widehat{𝐣}`$ are the sources of spontaneous light emission. These zero-mean operators can be derived from the Heisenberg-Langevin equations for the material system henry  and are present only if the susceptibility tensor describing the material system has an imaginary part; they are a direct consequence of the fluctuation-dissipation theorem and obey the following commutation rules:prasavasta

$$[\widehat{j}_l(𝐫,\omega ),\widehat{j}_l^{}(𝐫^{},\omega )]=0,$$
(6)
$$[\widehat{j}_l(𝐫,\omega ),\widehat{j}_l^{}^{}(𝐫^{},\omega )]=\frac{\mathrm{}}{\pi \mu _0}\frac{\omega ^2}{c^2}|\chi ^I(𝐫,\omega )|\delta _{ll^{}}\delta (𝐫𝐫^{})\delta (\omega \omega ^{}),$$
(7)
where $`\chi ^I`$ indicates the imaginary part of $`\chi `$. By inserting Eq. (2) into Eq. (1), it is easy to verify that the intensity of the emitted light is directly related to the correlation function of quantum noise currents: $`\widehat{𝐣}^{}\widehat{𝐣}`$.

In order to calculate it explicitly we adopt a simple 2-level molecular model to describe the dielectric function of the scattering system,

$$\chi (𝐫,\omega )=\chi _s(𝐫)+𝒩(𝐫)\frac{d^2}{\epsilon _0\mathrm{}}\frac{N_a(𝐫)N_b(𝐫)}{\omega _0\omega +i\gamma },$$
(8)
where $`\chi _s`$ is the real susceptibility of the scattering system in the absence of active molecules, $`d`$ is the transition dipole moment, $`𝒩`$ gives the density of active molecules, and $`N_{a(b)}`$ indicates the population densities of the upper (a) and lower (b) levels. This simple model can be easily extended to include non-random molecular orientations, more energy levels and molecular species. Also more complex models describing, e.g., semiconductor dielectric functions, henry  can be adopted. By using this simple model we obtain,

$$\widehat{j}_l^{}(𝐫,\omega )\widehat{j}_l^{}(𝐫^{},\omega ^{})=\frac{\mathrm{}}{\pi \mu _0}\frac{\omega ^2}{c^2}\chi ^I(𝐫,\omega )N(𝐫)\delta _{ll^{}}\delta (𝐫𝐫^{})\delta (\omega \omega ^{}),$$
(9)
with the population factor $`N(𝐫)=N_a(𝐫)/(N_b(𝐫)N_a(𝐫))`$. In the following we consider the case of absence of input photons ($`𝐄_0^{}(𝐫,\omega )𝐄_0^+(𝐫,\omega ^{})=0`$). By combining Eqs. (2) and (9), we obtain $`(𝐫,\omega )=_l_l(𝐫,\omega )`$ with

$$_l(𝐫,\omega )=\frac{\mathrm{}k^4}{2\pi }\underset{l^{}}{}N(𝐫^{})\epsilon ^I(𝐫^{},\omega )\left|G_{ll^{}}(𝐫,𝐫^{},\omega )\right|^2𝑑𝐫^{}.$$
(10)
We observe that population densities in principle are affected by light emission, thus Eq. (10) should be solved self-consistently together with the rate equations for the populations. However, in many cases (far from the laser threshold), population densities are poorly affected by light emission and propagation, being fixed by external pumping. We also observe that Eq. (10) has a structure analogous to the corresponding equation describing emission from thermal sources greffet ; greffet1 .

To assess the power and versability of the proposed scheme, we investigate the field-intensity distribution around a fluorescent low-simmetry nano-structured system. We consider first a pair of 3D emitting quavers with uniform composition (relative dielectric constant $`\epsilon =8.9+0.5i`$) and population densities. The size of the whole structure is $`450\times 380`$ nm and its height is 30 nm. Fig. 1 (a) displays $`(x,y,\overline{z},\omega )`$ in the proximity of the emitting object in an observation plane located at $`\overline{z}=`$ 30 nm. The Green tensor is computed by solving numerically a discretization of the Dyson equation dereux . Calculations have been made at $`\lambda =2\pi c/\omega =600`$ nm. The emission pattern reproduces almost perfectly the object shape (see also Fig. 2a where the structure is outlined). The light intensity is highest at the structure edges and nearby the smaller structures. Fig. 1b shows the effect of replacing the elliptic pad on the right of the structure with a silver pad. The emission pattern results to be significantly altered. In particular a strong enhancement of the field intensity nearby the edge of the silver pad is clearly observed while intensity is strongly depleted towards the pad center. This behaviour is typical of surface plasmons plasmon , in this case excited by the incoherent light originating from the nearby fluorescent structure.

The vector character of the emitted light is shown in Fig. 2. It displays the partial intensities $`_l(𝐫,\omega )`$ (i.e. the intensities that can be detected by a probe able to select light polarization) for the structure with the metallic pad. In spite of the isotropic character of the source currents, the three intensity distributions strongly differ one from each other. We observe that only $`_z`$ reproduces quite well the object shape (except the metallic pad of course). Fig. 3 displays $`(x,y,\overline{z},\omega )`$ for (a) $`\overline{z}=30`$, (b) $`\overline{z}=60`$, (c) $`\overline{z}=90`$, and (d) $`\overline{z}=150`$ nm above the object. It shows how the relationship between near-field images and fluorescent objects is progressively lost at increasing observation distances.

We have proposed a general theoretical scheme for the investigation of light emitted from nano- and micrometric structures of arbitrary shape and composition. The presented numerical results provide useful guidelines for the interpretation of near-field photoluminescence spectroscopy/microscopy measurements. Moreover this theoretical and numerical scheme can be applied to the design of photonic systems with active elements.

We thank Omar Di Stefano for stimulating discussions.

FIGURE CAPTIONS
Fig. 1
(a) Field-intensity distribution around a pair of nanoscopic emitting quavers with uniform composition and population densities; (b) as (a) but with the elliptic pad on the right of the structure replaced with a silver pad. The two calculations have been made at $`\lambda =600`$ nm and on the observation plane located 30 nm above the structure.
Fig. 2
The field intensity $`(𝐫,\omega )`$ (a) and partial intensities $`_l(𝐫,\omega )`$ for the structure with the metallic pad; (b) $`_x`$, (c) $`_y`$, (d) $`_z`$.
Fig. 3
The field intensity $``$ calculated on observation planes at increasing distance from the structure; (a) z= 30 nm, (b) z= 60 nm, (c) z= 90 nm, (d) z= 150 nm.


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# References

MADPH-02-1315

KamLAND and solar neutrino data eliminate the LOW solution
V. Barger1 and D. Marfatia2

1Department of Physics, University of Wisconsin, Madison, WI 53706, USA
2Department of Physics, Boston University, Boston, MA 02215, USA

## Abstract

The KamLAND reactor antineutrino experiment has detected a $`3.4\sigma `$ flux suppression relative to the expectation if no neutrino oscillations occur. We combine KamLAND data with solar neutrino data and show that the LMA solution is the only viable oscillation solution to the solar neutrino problem at the $`4.4\sigma `$ C. L.

The neutral-current measurement at SNO convincingly demonstrated that electron neutrinos from the sun undergo a flavor transformation. Yet, the cause of this conversion was debatable. With the results from the KamLAND experiment , one can confidently state that the solar neutrino problem is solved. All explanations of the solar anomaly other than that neutrinos oscillate because they are massive are now either discarded or are sub-leading effects. From solar neutrino data alone, it has been deduced that the Large Mixing Angle (LMA) and LOW solutions are the most likely oscillation solutions . Reactor antineutrino data from KamLAND prove that neutrinos oscillate with parameters confined to the Large Mixing Angle (LMA) region at the $`3.4\sigma `$ C. L. We assess how much more stronger this evidence becomes when KamLAND’s data is combined with solar neutrino data.

Since solar neutrino experiments and the KamLAND experiment have different neutrino sources, their systematics are uncorrelated and their results independent. A statistical analysis involving a combination of these two types of experiments entails two distinct analyses, one of the solar data and one of KamLAND data. Subsequently the $`\chi ^2`$ contributions of the two are simply summed. For details and results of the solar analysis used in this work, we refer the reader to Ref. . Here, we briefly describe our analysis of the KamLAND data only.

Electron antineutrinos from 20 nuclear reactors in Japan and S. Korea are incident at the KamLAND detector. About 95% of the unoscillated flux originates with baselines between $`80344`$ km. We therefore evaluate the survival probability of the neutrinos in the vacuum limit of two-flavor oscillations; the transition probability of muon to electron neutrinos is known to be small at the atmospheric neutrino oscillation scale . We use the spectra from the fission products of $`{}_{}{}^{235}\mathrm{U}`$, $`{}_{}{}^{239}\mathrm{Pu}`$, $`{}_{}{}^{238}\mathrm{U}`$ and $`{}_{}{}^{241}\mathrm{Pu}`$ provided in Ref. . We adopt the time-averaged relative fission yields from the fuel components as provided by the KamLAND collaboration . This serves as a good representation of the averaging of time-evolution effects of the isotope evolution since all the reactors will not start and end their cycles at the same times. We assume that the fluctuations in the power output of each reactor arising from dead time for maintenance and seasonal variations of power requirements average so that the live times and efficiencies of all the reactors are the same. For the inverse neutron $`\beta `$-decay process via which antineutrinos are detected, we adopt the cross-section with nucleon recoil corrections. To determine the expected signal at KamLAND from each reactor, the fluxes are convoluted with the survival probability corresponding to the baseline of the reactor, the antineutrino cross-section and the detector response function (with energy resolution, 7.5%$`/\sqrt{E(\mathrm{MeV})}`$, and prompt energy threshold at 2.6 MeV ). Finally, the cumulative expected signal is obtained by summing over all the reactors.

To evaluate the statistical significance of an oscillation solution, we define $`\chi ^2=\chi _{}^2+\chi _{\mathrm{KamLAND}}^2`$, where $`\chi _{}^2`$ is defined by Eq. (9) of Ref. , and

$$\chi _{\mathrm{KamLAND}}^2=\underset{i=1}{\overset{8}{}}2(\alpha N_i^{th}N_i^{exp}+N_i^{exp}\mathrm{ln}\frac{N_i^{exp}}{\alpha N_i^{th}})+\underset{i=9}{\overset{13}{}}2\alpha N_i^{th}+\left(\frac{1\alpha }{\sigma }\right)^2.$$
(1)
Here, $`N_i^{th}`$ and $`N_i^{exp}`$ are the theoretical and experimental numbers of events in the $`i^{\mathrm{th}}`$ bin (each of width 0.425 MeV) and $`\sigma =6.42`$% is the uncertainty in the event rate calculation . The normalization factor $`\alpha `$ is allowed to float so as to yield the smallest $`\chi _{\mathrm{KamLAND}}^2`$ for a given set of oscillation parameters.

We first show the results of an analysis of KamLAND data alone to demonstrate that our assumption that the live times and efficiencies of all the reactors are the same does not affect the allowed regions. The $`1\sigma `$ and $`2\sigma `$ allowed regions are shown. The similarities between Fig. 1 and Fig. 6 of Ref.  are convincing after accounting for the fact that we have chosen $`\mathrm{tan}^2\theta `$ as the abscissa. The best-fit solution is $`\mathrm{\Delta }m^2=7.1\times 10^5`$ eV2 and $`\mathrm{tan}^2\theta =0.64`$ with $`\alpha =1.008`$ and $`\chi ^2=5.57`$. In the LOW region we find $`\chi ^2=19.89`$ which is therefore acceptable only at the $`3.4\sigma `$ C. L. (KamLAND quotes 99.95% C. L.  which is equivalent to about 3.5$`\sigma `$). Note that with solar neutrino data alone, the LOW solution is allowed at the 99% C. L. or about 2.6$`\sigma `$ . Thus, KamLAND data already constrains the LOW solution more than solar data.

In Fig. 2 we show the $`2\sigma `$ and $`3\sigma `$ allowed regions from a combined analysis of KamLAND and solar neutrino data. The best-fit solution moves to $`\mathrm{\Delta }m^2=7.1\times 10^5`$ eV2 and $`\mathrm{tan}^2\theta =0.42`$ with $`\alpha =0.994`$ and $`\chi ^2=57.08`$. The best-fit point in the LOW region has $`\chi ^2=79.78`$ thereby implying that the LOW solution is allowed only at $`4.4\sigma `$.

We conclude that the LMA solution is unique at the $`4.4\sigma `$ C. L. A precise determination of the oscillation parameters is now only a matter of time .

Acknowledgements. This work was supported in part by the U.S. Department of Energy under grant Nos. DE-FG02-91ER40676 and DE-FG02-95ER40896, and in part by the Wisconsin Alumni Research Foundation.


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# Geometric Phase and Quantum Potential

## Abstract

We show that the geometric phase of Lévy-Leblond arises from a law of parallel transport for wave functions and point out that this phase belongs to a new class of geometric phases due to the presence of a quantum potential.

2

Since M. Berry  has shown that the phase of the wave function may play an important role, there have been many papers investigating this effect, which now is widely known as Berry’s phase. J.-M. Lévy-Leblond  has discovered yet another geometric phase. He has shown that a quanton that propagates through a tube, within which it is confined by impenetrable walls, acquires a phase when it comes out of the tube. For simplicity he has considered a tube with square section of side $`a`$. The tube has a length $`L`$. Before entering the tube the quanton’s wave function is: $`\varphi =e^{\frac{i}{\mathrm{}}pz}`$, where $`z`$ is the axis of the tube and $`p`$ is its initial momentum. In the tube the wave function has the following form:

$$\psi =sin(n_x\pi \frac{x}{a})sin(n_y\pi \frac{y}{a})e^{\frac{i}{\mathrm{}}p^{}z},$$
$`(1)`$
with appropriate transverse boundary conditions. After entering the tube the energy $`E`$ of the quanton is unchanged but satisfies:

$$E=\frac{p^2}{2m}+(n_{x}^{}{}_{}{}^{2}+n_{y}^{}{}_{}{}^{2})\frac{\pi ^2}{2ma}.$$
$`(2)`$
For the simplest case: $`n_x=n_y=1`$, Lévy-Leblond obtained the following additional phase for the wave function, after the quantum has left the tube:

$$\mathrm{\Delta }\mathrm{\Phi }=\frac{\pi ^2\mathrm{}^2}{pa^2}L.$$
$`(3)`$
Subsequently R.E. Kastner  has related this to the quantum potential that arises in the tube. Now let us write the wave function in the tube in polar form: $`\psi _1=Re^{\frac{i}{\mathrm{}}S+\frac{i}{\mathrm{}}pz}`$ (the eventual changes in the phase of the wave function, due to the presence of the tube, are now concentrated in $`S`$). In order to single out the influence of the tube on the wave function, we will write the wave function in the following form: $`\psi _1=\psi e^{\frac{i}{\mathrm{}}pz}`$. The quantum potential which corresponds to $`\psi `$ is given by the following expression:

$$Q=\frac{\mathrm{}^2}{2m}\frac{\mathrm{\Delta }R}{R}=\frac{\pi ^2\mathrm{}^2}{ma^2}.$$
$`(4)`$
Now, let us turn our attention to the laws of parallel transport for the wave function, related to the appearance of the different geometric phases. For the Berry’s phase the law of parallel transport for the wave function has been established by B. Simon :

$$Im<\psi |\dot{\psi }>=0,$$
$`(5)`$
where ($`\dot{}`$) stands for a time derivative. For a spin-$`\frac{1}{2}`$ in magnetic field this law of parallel transport is the analog of the Fermi-Walker parallel transport .

For the Lévy-Leblond’s phase the law of parallel transport for the wave function $`\psi `$ is given by the following expression:

$$Im<\psi |\dot{\psi }>=\frac{1}{\mathrm{}}Q|\psi |^2.$$
$`(6)`$
In Lévy-Leblond’s gedanken experiment the wave function acquires an additional phase after the quanton has left the tube:

$$\psi (t+\mathrm{\Delta }t)=e^{\frac{i}{\mathrm{}}Q\mathrm{\Delta }t}\psi (t),$$
$`(7)`$
which after expansion in $`\mathrm{\Delta }t`$ leads to the law of parallel transport: $`Im<\psi |\dot{\psi }>=\frac{1}{\mathrm{}}Q|\psi |^2`$ eqn.(6). Indeed:

$$Q\mathrm{\Delta }t=\frac{\pi ^2\mathrm{}^2}{ma^2}\mathrm{\Delta }t=\frac{\pi ^2\mathrm{}^2}{ma^2}\frac{mL}{p}=\frac{\pi ^2\mathrm{}^2}{pa^2}L=\mathrm{\Delta }\mathrm{\Phi }$$
$`(8).`$
If we use the polar form for the wave function, eq.(6) gives: $`\frac{S}{t}=Q`$. This means that this new law of parallel transport eliminates the quantum potential from the ”quantum” Hamilton-Jacobi equation and we are left with the classical Hamilton-Jacobi equation for a free particle. The whole ”quantum information” is now carried by the phase of the wave function.

Now, after we have established the law of parallel transport for $`\psi `$ in the case of the geometric phase of Lévy-Leblond, we see that the nature of this phase is quite different from the Berry’s phase. The appearance of the geometric phase of Lévy-Leblond is related to the presence or not of constraints in the system. In this case the quanton is constrained to propagate in a tube.

Let us now turn our attention to quite a different type of constrained system and see how a new geometric phase, based on the new law of parallel transport may appear there. We will consider a quantum particle constrained to be on a circle . In this case the wave function has the form: $`\psi sin(\frac{ns}{\rho _0})`$ ,where $`\rho _0`$ is the radius of the circle and $`s`$ is the arc-length with origin at the tangent point. In this way the wave function on the circle has a node at the tangent point. In the case of a particle constrained to move on a circle the value $`n=\frac{1}{2}`$ is also allowed . The corresponding quantum potential for $`n=\frac{1}{2}`$ now is:

$$Q=\frac{\mathrm{}^2}{8m\rho _0^2}.$$
$`(9)`$
The quantum potential $`Q`$ is exactly equal to the constant $`E_0`$ which appears in the Hamiltonian for a particle on a circle with radius $`\rho _0`$ following the Dirac quantization procedure for constrained systems . The phase which would acquire a quanton travelling along the circle is then:

$$Q\frac{2\pi \rho _0m}{p}=\frac{\pi \mathrm{}^2}{4\rho _0p}.$$
$`(10)`$
Note that if the circle becomes very small, then the geometric phase can not get bigger than $`\frac{\mathrm{}}{m}`$. This limit is imposed by the Heisenberg’s uncertainty relation $`\rho _0p\mathrm{}`$. This is not the case for the Lévy-Leblond’s phase which can get very big provided $`La`$. One can imagine the following gedanken experiment in order to test the appearance of this new phase: a flow of quantons propagating on a straight line with a circle of radius $`\rho _0`$ tangent to it. The scattering at the point where the circle touches the straight line will split this flow into two: one following the straight line and the other following the circle and then the straight line (we are not interested in the reflected flow which goes back). At the exit these two flows will produce an interference picture which may then be measured.

As a conclusion, we have established the law of parallel transport for the wave function in the case of Lévy-Leblond’s geometric phase and have shown that this phase is not another manifestation of Berry’s phase. This phase is directly related to the constraint imposed on the system. We have also shown that another constrained system, a quantum particle on a circle, may exhibit the same kind of geometric phase. The quantum potential gives a direct insight into the problem why there is an additional constant appearing in the Hamiltonian of this system. Acknowledgments:The author thanks T.T.Truong for discussions.


text:
# Degree stability of a minimum spanning tree of price return and volatility

## 1 Introduction

The existence of correlation among price returns of different stocks traded in a financial market is a well-known fact . Correlation based clustering procedures have been pioneered in the economic literature . Recently, a new correlation based clustering procedure has been introduced in the econophysics literature. It has been shown that this correlation-based clustering procedure and some variant of it are able to filter out information which has a direct economic interpretation from the correlation coefficient matrix. In particular, the clustering procedure is able to detect clusters of stocks belonging to the same or closely related economic sectors starting from the time series of returns only .

In this paper we will consider the problem of the stability associated with the Minimum Spanning Tree (MST) obtained both from price return and volatility data. By investigating the stability of the value of the degree (number of links of the stock in the MST) of each stock we will show that volatility MST has less stable values of stock degree than price return MST. Moreover, by analysing the degree of elements of MSTs we will be able to show that the degree has a slow dynamics with a correlation time of several years.

The paper is organized as follows. In Sect. 2 we illustrate our results about the MST of volatility time series of a set of stocks. In Sect. 3 we comment on the stability of stock degree in the MSTs of price return and volatility time series and we discuss the time-scale associated with the slow dynamics of degree of MSTs. In Sect. 4 we briefly draw our conclusions.

## 2 Correlation-based clustering of volatility

We investigate the statistical properties of cross-correlation among volatility and among price return time series for the $`93`$ most capitalized stocks traded in US equity markets during a $`12`$ year time period. Our data cover the whole period ranging from January $`1987`$ to April $`1999`$ ($`3116`$ trading days). In the present study we investigate daily data. In particular, we use for our analysis the open, close, high and low price recorded for each trading day for each considered stock. The stocks were selected by considering the capitalization recorded at August 31, $`1998`$.

Starting from the daily price data, we compute both the daily price return $`R_i(t)`$ and the daily volatility $`\sigma _i(t)`$ for each stock $`i=1,\mathrm{},93`$. Price returns are defined as $`R_i(t+1)=[P_i(t+1)P_i(t)]/P_i(t)`$ where $`P_i(t)`$ is the close price of stock $`i`$ at day $`t`$. Volatility is computed by using the proxy $`\sigma _i(t)=2[\mathrm{max}\{P_i(t)\}\mathrm{min}\{P_i(t)\}]/[\mathrm{max}\{P_i(t)\}+\mathrm{min}\{P_i(t)\}]`$ where $`\mathrm{max}\{P_i(t)\}`$ and $`\mathrm{min}\{P_i(t)\}`$ are the highest and lowest price of the day, respectively.

The correlation based clustering procedure introduced in Ref.  is based on the computation of the subdominant ultrametric distance  associated with a metric distance that one may obtain from the correlation coefficient. The subdominant ultrametric distance can be used to obtain a hierarchical tree and a MST. The selection of the subdominant ultrametric distance for a set of elements whose similarity measure is a metric distance is equivalent to considering the single linkage clustering procedure . Further details about this clustering procedure can be found in .

In the present investigation, we first aim to consider the MST associated to the correlation coefficient matrix of volatility time series. It should be noted that there is an essential difference between price return and volatility probability density functions. In fact the probability density function of price return is an approximately symmetrical function whereas the volatility probability density function is significantly skewed. Bivariate variables whose marginals are very different from Gaussian functions can have linear correlation coefficients which are bounded in a subinterval of $`[1,1]`$ . Since the empirical probability density function of volatility is very different from a Gaussian the use of a robust nonparametric correlation coefficient is more appropriate for quantifying volatility cross-correlation. In fact the volatility MSTs obtained starting from a Spearman rank-order correlation coefficient are more stable with respect to the dynamics of the degree of stocks than the ones obtained starting from the linear (or Pearson’s) correlation coefficient. The clustering procedure based on the Spearman rank-order correlation coefficient uses the volatility rank time series to evaluate the subdominant ultrametric distance. The time series of the rank value of volatility are obtained by substituting the volatility values with their ranks. Then one evaluates the linear correlation coefficient between each pair of the rank time series  and starting from this correlation coefficient matrix one obtains the associated MST.

An example of the MST obtained starting from the volatility time series and by using the Spearman rank-order correlation coefficient is shown in Fig. (1). This MST is shown for illustrative purposes and it has been computed by using the widest window available in our database ($`T=3116`$ trading days). A direct inspection of the MST shows the existence of well characterized clusters. Examples are the cluster of technology stocks (HON, HWP, IBM, INTC, MSFT, NSM, ORCL, SUNW, TXN and UIS) and the cluster of energy stocks (ARC, CHV, CPB, HAL, MOB, SLB, XON). As already observed in the MST obtained from the price return time series, the volatility MST of Fig. (1) shows the existence of stocks that behave as reference stocks for a group of other stocks. Examples are GE (General Electric Co), JPM (JP Morgan Chase & Co) and DD (Du Pont De Nemours Co.).

## 3 Stability of the price return and volatility MST

A natural question arises whether or not the structure of the MST depends on the particular time period considered. This point has been considered briefly in  and it has also been recently addressed in . In the present investigation we compute a MST for both volatility and price return for each trading day $`t`$. This is done by considering the records of the time series delimited by a sliding time window of length $`T`$ days ranging from day $`t`$ to day $`t+T`$. For example, by using a time window with $`T=117`$ we approximately compute $`3000`$ MSTs in our sets of data. In each MST, each stock has a number of other stocks that are linked to it. This number is usually referred to as the degree of the stock. By using the above procedure, we obtain a daily historical time series of degree for each of the considered $`93`$ stocks both for price return and for volatility. In the following, we focus our attention on the analysis of such degree time series to assess the time stability of MSTs of price return and volatility and to infer conclusions about the time dynamics of the stock degree of MSTs.

Each time series of the degree of each stock has about 3000 records. This number of records is not enough to detect reliably the autocorrelation function of the degree time series for each stock. Hence, we decide to investigate the properties of the degree time series obtained by joining all the 93 degree time series of each stock. This is done separately for each set of data (price return or volatility) and for each value of the time window $`T`$. From the time series obtained as described above we compute the autocorrelation function. The comparison of the results obtained for price return with the one obtained from volatility time series allows us to estimate the stability of MSTs of these two important financial indicators. For the sake of clarity we will first consider the two set of data separately and then we will comment on similarity and differences between them.

### 3.1 Price Returns

In Fig. (2) we show autocorrelation functions of $`3`$ different time series of the degree. The analyzed MSTs are computed by investigating the linear correlation coefficient which is present among price return and by using three different time windows $`T`$. Specifically, we use time window of size $`T=117`$, $`T=227`$ and $`T=357`$ trading days. In all cases the autocorrelation function shows two distinct regimes for low and high time values. The crossover between the two regimes is detected at $`t=T`$ (see arrows in Fig. (2)). For low time values the autocorrelation function of degree approximately decays exponentially (a straight line in the semilogarithmic plot of Fig. (2)). This behavior reflects the fact that the sliding window used to compute MSTs contains overlapping time period of records. For this reason when a day of high correlation among several pairs of stock occurs a memory of this event remains within a time interval of length $`T`$. This behavior is therefore simply related to the methodology used by us to compute the degree time series.

More relevant information is obtained from the degree autocorrelation at time $`t`$ equal or longer than the time window size $`T`$. For $`tT`$ the autocorrelation function assumes a non negligible value approximately equals to $`0.31`$, $`0.39`$ and $`0.42`$ for a time window of $`T=117`$, $`T=227`$ and $`T=357`$ trading days respectively. These results indicate that the information carried by the degree of the stocks in the MSTs is robust in spite of the presence of some noise dressing. The increase of the value of the autocorrelation function at $`tT`$, which is detected by increasing $`T`$ indicates that the noise dressing decreases when $`T`$ increases. For time $`t`$ longer than $`T`$ the degree autocorrelation function approximately decays exponentially with a very long time-scale $`\tau __R`$. For instance, in the case of $`T=117`$ an exponential best fit of the autocorrelation function is obtained with the time-scale $`\tau __R=714`$ trading days. This time-scale approximately corresponds to 2.8 calendar years. It should be noticed that the $`3`$ autocorrelation functions obtained for different values of $`T`$ are approximately parallel to each other and follow an exponential function with the same time-scale. Before we move to consider the analogous results obtained for volatility time series we wish to point out that the results presented in Fig. (2) are essentially independent on the methodology used to compute the correlation coefficient matrix. In fact we obtain the same results when we use the Spearman rank-order correlation coefficient.

### 3.2 Volatility

In Fig. (3) we show the results of the same analysis performed on volatility time series. In the case of volatility the MSTs are obtained starting from the Spearman rank-order correlation coefficient. In fact if we compute MSTs and degree time series by using a linear correlation coefficient the results are much less reliable and the degree autocorrelation function for $`t>T`$ seems to be more affected by noise. MSTs obtained starting from the Spearman rank-order correlation coefficient are more statistically robust and the degree autocorrelation function shows the same general behavior as in the case of price return time series. However some important differences are detected. The first one concerns the amount of correlation observed at $`tT`$. The values of the autocorrelation function are approximately equals to $`0.19`$, $`0.21`$ and $`0.22`$ for a time window of $`T=117`$, $`T=227`$ and $`T=357`$ trading days respectively. These results indicate that the information carried by the degree of the stocks in the MSTs of volatility is less stable over time than the one detected in the MSTs of price returns. Moreover, the increase of the value of the degree autocorrelation time series with the time window $`T`$ is much less pronounced for volatility than for price return. Another difference concerns the slow decay of the correlation observed for $`t>T`$. For large values of $`t`$ the decay of the degree autocorrelation function is again approximately exponential but the time-scale $`\tau __\sigma `$ obtained by best fitting the autocorrelation function with an exponential function is $`\tau __\sigma =1510`$ trading days in this time interval. This value is approximately double than the time-scale $`\tau __R`$ detected in the analysis of price return.

## 4 Conclusions

The parallel investigation of MSTs obtained from (i) price return and (ii) volatility time series of a set of stocks allows us to conclude that the stability of the degree of MSTs is lower for volatility time series than for price return time series. For price return time series, the stability of stock degree dynamics increases when the time window $`T`$ used to compute MSTs is increased. A similar but much weaker trend is also observed in MSTs obtained starting from volatility time series.

The dynamics of the degree of stocks in the MSTs is of statistical nature with a time memory which is approximately close to 700 trading days for price return and 1500 trading days for volatility time series. The time-scale of the degree of MSTs of price return is much less than the maximal time-scale of our investigation $`T_{max}3000`$ and therefore it should not be significantly affected by it. On the other hand the time-scale found for the degree of MSTs obtained starting from volatility time series is just $`T_{max}/2`$, which implies that the detection of this specific time-scale could be an artifact of the procedure we used to compute the degree autocorrelation function. However, it should be noted that, the detected value of $`\tau __\sigma =1510`$ trading days is certainly a lower bound of the true time-scale of the degree autocorrelation function of volatility MST.

In summary, relevant economic information is stored in the degree of MSTs obtained from price return and volatility time series. The dynamics of stock degree is statistically more stable for price return than for volatility MSTs and it has a slow dynamics characterized by a time-scale of the order of 3 calendar years for price return MSTs and longer than 6 calendar years for volatility MSTs.

## 5 Acknowledgments

The authors thank INFM and MIUR for financial support. This article is part of the MIUR-FIRB project on “Cellular self-organization nets and chaotic nonlinear dynamics to model and control complex systems”. G.B. acknowledges financial support from FET open project COSIN IST-2001-33555.


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# Non-exponential relaxation and quantum tunnel splitting in molecular magnet Fe8

(July 24, 2002)

## Abstract

Magnetic relaxation in molecular magnets under a sweeping field is studied by taking into account local stray fields. It is found that the randomness of local stray field leads to a distribution of the relaxation rate which subsequently makes the relaxation deviate from the exponential law as predicted by the Landau-Zener model such that the Landau-Zener method needs to be revised to deduce an exact tunneling splitting. The tunneling splitting and distribution width of local stray fields are derived from the experimental data for molecular magnets Fe8.

Magnetic relaxation by quantum tunneling in high spin molecular magnets has become an attractive field of research in recent years\[1-15\]. One of the well-studied systems is octanuclear iron(III) oxo-hydroxo clusters Fe8, which has a well-defined temperature independent region below 0.36K.Sangre97 ; Wernsdor99 ; Wernsdor99b ; Wernsdor00 ; Wernsdor01  Theoretically the key to understand magnetic relaxation by the quantum tunneling is the tunnel splitting. The tunnel splitting and the magnetization relaxation are connected via the Landau-Zener model.Barbara99 ; LZ ; Miyashita95  Since the Landau-Zener transition rate is explicitly related to the tunnel splitting, the measurement of the change of the magnetization after one sweep over the resonant point can give the tunnel splittingMiyashita95 . Usually the tunnel splitting is very small (like the ground state tunneling of Fe8), and the transition rate due to tunneling is also very low. One sweep cannot lead to an observable magnetization relaxation. In this case, the tunnel splitting is determined by the Landau-Zener method: Wernsdor99 ; Wernsdor00 ; Wernsdor01  multi-sweeps are done and the tunnel splitting is deduced from the experimental data in a short time region. Up to now, the Landau-Zener methodWernsdor99 ; Wernsdor00 ; Wernsdor01  has served as a basic tool to study quantum tunneling in molecular magnets and many other interesting phenomena including the oscillation of tunnel splitting with respect to the field along the hard axis and the parity effect for odd and even resonance.Garg93 ; Wernsdor99 ; Chen02  The tunnel splitting from the Landau-Zener method is found to be sweeping-rate-independent and agrees with the result found by using a square-root decay method.Wernsdor99 ; Wernsdor00 ; Wernsdor01  However, there is still a puzzle that magnetization relaxation under a sweeping field shows a clear deviation from the exponential behavior as predicted by the Landau-Zener model.Wernsdor00 ; Wernsdor01  Such a consequence may lead to a question how the tunnel splitting is deduced from the experimental data in short time region exactly. This is the main motivation of the present paper.

In the present paper, we start with the biaxial spin model with a local stray field to study the magnetization relaxation behaviors. It is shown that the “uncompensated” transverse component of the local stray field leads to a distribution of relaxation rates which makes the relaxation in molecular magnets follow a different mechanism as in some complex systems like spin-glass.Palmer84 ; Erhart94  Our analysis shows that the relaxation is determined by two independent quantities: the tunnel splitting and the distribution width of the local stray field. Although the magnetization relaxation deviates the exponential law we can derive the two quantities from experimental data of molecular magnets Fe8 successfully.

The biaxial spin model for the molecular magnets Fe8 with a local stray field is written asChund88 ; Chen02 ; Garg93

$$H=K_1S_z^2+K_2S_y^2g\mu _B𝐒(𝐁+𝐡),$$
(1)
where $`K_1>K_2>0`$ , and $`𝐁`$ is the applied magnetic field. $`𝐡`$ is the local stray field which may originate from the interactions between the giant spin and the environmental spins (including other giant spins or nuclear spins). To simplify the problem we assume that $`𝐡`$ has a Gaussian distribution with an equal distribution width in all directions

$$P(𝐡)=\frac{1}{(2\pi \sigma ^2)^{3/2}}\mathrm{exp}\left[(𝐡𝐡_0)^2/2\sigma ^2\right].$$
(2)
Since our main interest is the magnetization relaxation under a sweeping field, the external magnetic field is taken to be$`𝐁=\{B_x,0,0\}`$: $`B_x=n\mathrm{\Delta }B\pm ct`$ where $`n`$ is integer, $`\mathrm{\Delta }B`$ is the field interval between neighboring resonant tunneling and $`c=dB_x/dt`$. In the following calculation, we take $`K_1=0.321`$K, $`K_2=0.229`$K for the molecular magnets Fe$`_8.`$Wernsdor99  When the field along the easy axis is sweeping over the resonant field $`n\mathrm{\Delta }B`$, the biased local stray field $`h_x`$ will be compensated by the sweeping field which brings spins into the resonant tunneling and leads to a continuous relaxation. If we omit the transverse component of the local stray field, then all the spins will have the same tunneling rate inside the resonant window. The resulted relaxation is the simple exponential decay according to the Landau-Zener modelWernsdor00 ; Wernsdor01

$$M(t)=M_0e^{\mathrm{\Gamma }t}$$
(3)
where $`\mathrm{\Gamma }=kP_{LZ}c/A`$ and $`P_{LZ}`$ is the Landau-Zener transition rate, $`P_{LZ}=1\mathrm{exp}\left(\pi \mathrm{\Delta }_n^2/\nu _nc\right),`$ $`\mathrm{\Delta }_n`$ is the tunnel splitting, $`\nu _n=2g\mu _B\mathrm{}(2sn),`$ $`k=2`$ for $`n=0`$ and $`k=1`$ for $`n=1,2,3,\mathrm{},`$ and $`A`$ is the amplitude of the AC field used in the experiment. In the low transition rate limit, i.e., $`P_{LZ}1,`$ which holds for Fe8 systemWernsdor00 ; Wernsdor01 , the above equation leads to

$$\mathrm{ln}\frac{M(t)}{M_0}=\frac{k\pi }{\nu _nA}\mathrm{\Delta }_n^2t+\frac{1}{2}\left(\frac{\pi \mathrm{\Delta }_n}{\gamma _nc}\right)^2\frac{kc}{A}t+\mathrm{}$$

In the Taylor series expansion, one has

$$\frac{M_0M(t)}{M_0}=\frac{k\pi t}{\nu _nA}\mathrm{\Delta }_n^2\frac{1}{2}\left[\left(\frac{k\pi t}{\nu _nA}\right)^2+\frac{\pi ^2kt}{\gamma _n^2cA}\right]\mathrm{\Delta }_n^4+\mathrm{}.$$
(4)
In a short time region, we can keep the first term on the right side of Eq.(4), and then the tunnel splitting $`\mathrm{\Delta }_n`$ can be deduced from the magnetization relaxation of the molecular magnets.

However, the tunnel splitting strongly depends on the strength of the transverse local stray field. In other words, the local stray field will leads to a distribution of the tunneling splitting, and furthermore a distribution of the relaxation rates. Consequently, the resulted relaxation is modified as

$$M(t)=M_0𝑑𝐡P(𝐡)e^{\mathrm{\Gamma }(𝐡)t},$$
(5)
where

$$\mathrm{\Gamma }(𝐡)=[1\mathrm{exp}\left(\pi \mathrm{\Delta }_n^2(𝐡)/\nu _nc\right)]kc/A.$$
(6)
The tunnel splitting $`\mathrm{\Delta }_n^2(𝐡)`$ can be calculated by the instanton method,Chen02 ; Chen

$$\mathrm{\Delta }_n^2(𝐡)\gamma _\pm (𝐡)\mathrm{\Delta }_{n0}^2$$
(7)
where the renormalized factor is caused by the local stray field, $`\gamma _\pm (𝐡)=[\mathrm{cosh}(2qh_y)\pm \mathrm{cos}(2d_nh_z)]/2`$ and $`\pm `$ stands for the even and odd resonant tunneling.

$$d_n=\frac{g\mu _B}{2K_1}_0^\pi \frac{d\varphi }{1\frac{K_2}{K_1}\mathrm{sin}^2\varphi \frac{g\mu _Bn\mathrm{\Delta }B}{2sK_2}\mathrm{cos}\varphi },$$
(8)
$`q=g\mu _B\pi /2(K_1K_2K_2^2)^{1/2},`$ and $`\mathrm{\Delta }_{n0}`$ is independent of the transverse field. In the low transition rate limit,Wernsdor00 ; Wernsdor01  we have

$$M(t)M_0𝑑𝐡P(𝐡)\mathrm{exp}\left\{\gamma _\pm (𝐡)\mathrm{\Gamma }_0t\right\},$$
(9)
where $`\mathrm{\Gamma }_0=k\pi \mathrm{\Delta }_{n0}^2/(\nu _nA)`$.

The above equation shows that, in the low transition rate limit, the magnetic relaxation is sweeping-rate-independent, provided that the sweeping rate is large enough, namely, for $`dB_x/dt1.0`$ mT/s.Wernsdor00 ; Chen  In the absence of the transverse local stray field, i.e., $`P(𝐡)=\delta (𝐡),`$ we have $`M(t)M_0e^{\mathrm{\Gamma }_0t}`$ for an even resonant tunneling and $`M(t)=M_0`$ for an odd resonant tunneling as expected. The effect of the transverse local stray field can be observed by doing the integration in Eq.(9). Numerical results note1  as shown in Fig.1 show that the magnetization relaxation deviates apparently from the exponential decay as the distribution width becomes larger than $`0.03`$T, which is in a qualitative agreement with the experimental measurement. The non-exponential decay indicates the Landau-Zener model cannot be applied to measure the tunneling splitting explicitly. In fact, for a system with a distribution of relaxation time, the resulted relaxation can be a large variety of shapes of decay.Palmer84 ; Erhart94  The above analysis shows that we cannot deduce the tunnel splitting according to Eq.(4) when the relaxation deviates strongly from the exponential law. On the other hand, consider the local stray fields one obtains

$$\frac{M_0M(t)}{M_0}=\frac{k\pi t}{\nu _nA}\mathrm{\Delta }_n^2\frac{1}{2}\left[\left(\frac{k\pi t}{\nu _nA}\right)^2+\frac{\pi ^2kt}{\gamma _n^2cA}\right]\mathrm{\Delta }_n^4+\mathrm{}$$
(10)
where $`X=𝑑𝐡P(𝐡)X`$. Comparing with Eq.(4), one can see that the tunnel splitting determined from $`[M(t)M_0]/M_0`$ under such an approximation is $`\sqrt{\mathrm{\Delta }_n^2}`$ instead of $`\mathrm{\Delta }_n`$. From Eq.(7), one has

$$\sqrt{\mathrm{\Delta }_n^2}=Q_\pm \mathrm{\Delta }_{n0},$$
(11)
where the averaging renormalization factor due to the local stray fields is

$$Q_\pm =\frac{1}{\sqrt{2}}\left[e^{2q^2\sigma ^2}\mathrm{cosh}(2qh_0)\pm e^{2d_n^2\sigma }\mathrm{cos}(d_nh_0)\right]^{1/2}.$$
(12)
Dependence of $`Q_\pm `$ on the distribution width $`\sigma `$ is plotted in Fig.2. It is seen that $`Q_\pm `$ increase rapidly with increasing $`\sigma `$ and become coincident as $`\sigma >0.08`$T. For an even resonance, $`Q_+1`$, and $`\sqrt{\mathrm{\Delta }_n^2}`$ is always larger than the exact tunnel splitting $`\mathrm{\Delta }_{n0}`$, while for an odd resonance, the tunnel splitting $`\sqrt{\mathrm{\Delta }_n^2}`$ is not always quenched once the local stray field appears.

Now we are ready to derive the tunneling splitting from the experimental data of Fe$`_8.`$ The experimental data of the ground state tunneling in Fe8 were provided by Wernsdorfer.Wernsdor00 ; Wernsdor01  To fit the experimental data we choose $`\mathrm{\Gamma }_0=6.5\times 10^4`$/sec and $`\sigma =0.05`$T. Both theoretical and experimental results are plotted in Fig.3. One can find that our analytic result fits the experimental curve quite well. The estimated value $`\sigma =0.05T`$ is consistent with the linewidth of the resonance for Fe$`_8.`$Prokof98  However, the hole-digging methodWernsdor99b ; Wernsdor01  gives a value 0.03T, which is smaller than what we estimated. The tunnel splitting from the chosen $`\mathrm{\Gamma }_0`$ is $`\mathrm{\Delta }_0=7.85\times 10^8`$ K, and the renormalization factor is $`Q_+(\sigma =0.05T)1.292`$. Therefore we have $`\sqrt{\mathrm{\Delta }_0^2}1.01\times 10^7`$K, which is very closed to $`1.0\times 10^7`$K in the conventional Landau-Zener model by Wernsdorfer et al. Wernsdor00 ; Wernsdor01  So what measured in the Landau-Zener model is$`\sqrt{\mathrm{\Delta }_0^2}`$ instead of $`\mathrm{\Delta }_0`$ in the short time limit. Clearly, $`\mathrm{\Delta }_0`$ and $`\sqrt{\mathrm{\Delta }_0^2}`$ are two different concepts. For Fe8, since the averaging renormalization factor is as large as 1.292, we should consider the effect from the local stray field. Our result shows that the magnetization relaxation is determined by the tunnel splitting and the distribution width of the local stray field. The later quantity leads to the relaxation deviating from the exponential decay. On the other hand, after the local stray field is introduced, the main modification to the kinetic equation of the relaxation is to replace $`\mathrm{\Delta }_{n0}`$ with $`\sqrt{\mathrm{\Delta }_n^2}`$ in the low transition rate limit.

It should be noted that the tunnel splitting from the experimental data is sweeping-rate independent since the magnetic relaxation is independent of the sweeping rate when $`c>1.0`$mT/sec. From Eq. (6) we found that, rigorously speaking, the magnetization relaxation depends on the sweeping rate c via the expression for $`\mathrm{\Gamma }(𝐡).`$ However, the larger c leads to a smaller transition rate. When the low transition rate approximation becomes valid for a sufficiently large c, the transition rate is independent of c. This is consistent with the experimental measurement. Another problem is that the above analysis is based on the adiabatic approximation. It is assumed that all the spins have sufficient time to tunnel no matter how small the tunnel splitting is. When the distribution width of the local stray field is taken into account, the distribution of tunnel splitting becomes quite large. Approximately there will be a cut-off tunnel splitting $`\mathrm{\Delta }_{nc}\nu _nc/\pi `$ such that the spins with the tunnel splitting lower than $`\mathrm{\Delta }_{nc}`$ will have no sufficient time to tunnel.Chund01 ; Mertes01  To find out the distribution of the tunnel splitting due to the local stray field, we have made Monte-Carlo simulation for Fe8 systems with higher order terms in the Hamiltonian. The resulted distribution of tunnel splitting is plotted in Fig.4 for $`\sigma =0.05`$T. The tunnel splitting spreads over about 2 to 3 order which is much narrower than that in Mn12 molecules due to dislocation.Chund01 ; Mertes01  As the local stray field from dipolar-dipolar or hyperfine interaction in Mn12 is stronger than that in Fe8 molecules and dislocation will lead to a wider distribution of the tunnel splitting. The Mn12 system will have a much wider distribution of relaxation time than Fe8 system. It implies that the magnetization relaxation in Mn12 system will deviate far away from the exponential decay.

In conclusion we have studied the effect of the local stray field on the magnetic relaxation under a sweeping field in Fe8 molecules. The uncompensated transverse local stray field leads to a distribution of the transition rate such that the relaxation deviates from the exponential law. The interplay of the quantum tunneling and the distribution of the local stray field determines the magnetization relaxation. Based on this picture we proposed a revised scheme to deduce the tunnel splitting $`\mathrm{\Delta }_n`$ from experimental measurement instead of the conventional Landau Zener method. Our conclusion can be generalized to other molecular magnets since the local stray field due to the dipolar-dipolar or hyperfine interaction exists extensively.

The authors thank W. Wernsdorfor for his providing the experimental data in Fig.3. The work was supported by a grant from the Research Grants Council of the Hong Kong, China, and a CRCG grant of the University of Hong Kong.


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# Beam shaping by a layered structure with left-handed materials

## Abstract

We analyze transmission of a layered photonic structure (a one-dimensional photonic crystal) consisting of alternating slabs of two materials with positive and negative refractive index. For the periodic structure with zero averaged refractive index, we demonstrate a number of unique properties of the beam transmission observed in strong beam modification and reshaping.

Recent experimental results confirmed the existence of a novel type of composite materials, the so-called left-handed (LH) metamaterials (or materials with both negative permittivity and permeability), which possess the property of negative refraction. Such materials were suggested theoretically a long time ago veselago , but they have recently attracted much attention due to their experimental realization and recent ‘hot’ debates on the use of a LH slab as a perfect lens to focus both propagating and evanescent waves nature . The perfect lens concept was first suggested by Pendry Pendry:2000-3966:PRL , who demonstrated that a slab of a lossless negative-refraction material can provide a perfect image of a point source. Although the perfect image is a result of an ideal theoretical model employed in the analysis of Ref. Pendry:2000-3966:PRL , the resolution limit was shown to be independent on the wavelength of electromagnetic wave (but can be determined by other sources such as loss, spatial dispersion, etc.), and it can be better than the resolution of a conventional lens Luo:2002-201104:PRB .

Multilayered structures containing LH materials can be considered as a sequence of the perfect lenses and, therefore, they are expected to possess novel and unique transmission properties. Such multilayered structures have been investigated theoretically for calculating the transmittance or reflectance in the Bragg regime zhang ; gerardin . More recently, it was shown that a one-dimensional stack of layers with alternating right- and left-handed materials with zero averaged refractive index displays a narrow spectral gap in the transmission Chan:DownUnder ; WuHe:arXiv , which is quite different from a Bragg reflection gap.

In this Letter, we study the properties of layered photonic structures consisting of alternating slabs of positive and negative refractive index materials (see Fig. 1), and demonstrate unusual angular dependencies for the transmission of such slabs when the averaged refractive index is close to zero. We demonstrate how these properties can be employed for strong beam reshaping.

We consider a one-dimensional photonic crystal formed by alternative slabs, as schematically shown in Fig. 1. We assume that the periodic structure is made from the materials of two types: the slabs of the width $`b`$ are made of a LH material, and they are separated by the right-handed (RH) layers of the width $`a`$. Such a structure can be treated as an array of Pendry’s perfect lenses with the variation of the refractive index in one structural period,

$$n(z)=\{\begin{array}{cc}n_r=\sqrt{ϵ_r\mu _r},\mathrm{\hspace{0.33em}0}<z<a;\hfill & \\ n_l=\sqrt{ϵ_l\mu _l},a<z<a+b=\mathrm{\Lambda },\hfill & \end{array}$$
(1)
where $`n_r`$ and $`n_l`$ are the positive and negative indices of refraction of the RH and LH materials, respectively. First, we consider waves propagating in the ($`x,z`$) plane with the wave vectors $`𝐤=(k_x,0,k_z)`$, which are TE-polarized, i.e. they have the only component $`E=E_y`$ described by the Helmholtz-type equation,

$$\mathrm{\Delta }E+\frac{\omega ^2}{c^2}n^2(z)E\frac{1}{\mu (x)}\frac{\mu }{x}E=0,$$
(2)
where $`\mathrm{\Delta }`$ is the two-dimensional Laplacian. In an infinite periodic structure the propagating waves have the form of Bloch modes, which electric field envelopes satisfy the periodicity property, $`E(z+\mathrm{\Lambda })=E(z)\mathrm{exp}(iK_b)`$. Here $`K_b`$ is the normalized Bloch wave number, and it can be found as a solution of the standard equation for two-layered periodic structures (see, e.g., Ref. WuHe:arXiv ),

$`2\mathrm{cos}(K_b)=2\mathrm{cos}\left(k_{rz}a+k_{lz}b\right)`$
$`\left({\displaystyle \frac{p_r}{p_l}}+{\displaystyle \frac{p_l}{p_r}}2\right)\mathrm{sin}\left(k_{rz}a\right)\mathrm{sin}\left(k_{lz}b\right).`$ (3)
Here $`k_{rz}`$ and $`k_{lz}`$ are the $`z`$-components of the wavevector in the RH and LH media, respectively, and $`p_{r,l}=\sqrt{ϵ_{r,l}/\mu _{r,l}},cos(\theta _{r,l})`$, where $`\theta _{r,l}=tan^1\left(k_{(r,l)x}/k_{(r,l)z}\right)`$ are the propagation angles in the corresponding media. For real $`K_b`$ the Bloch waves are propagating; complex $`K_b`$ indicate the presence of band gaps, where the wave propagation is inhibited.

In comparison with the conventional case of the periodic structure made of two different RH materials, the structure with LH layers shown in Fig. 1 possesses a distinctive bandgap of a new type when $`|k_{rz}a|=|k_{lz}b|`$, the property recently revealed in Refs. WuHe:arXiv ; Chan:DownUnder . The inherent feature of the LH materials is their frequency dispersion, so that in most of the cases we can find the characteristic frequency $`\omega _0`$ such that $`n_r=|n_l|`$. Then, a periodic structure consisting of the alternating LH and RH slabs of the same thickness ($`a=b`$) will formally possess a bandgap for all angles of incidence, with the only exception of the 100% transmission resonances, which appear when the arguments of the sinus functions in Eq. (Beam shaping by a layered structure with left-handed materials) are equal to the whole multiple of $`\pi `$. Such highly unusual transmission can happen because the “zero-index” bandgap does not depend on the optical period of the structure, whereas usual Bragg-reflection and transmission resonances are highly sensitive to variations of the period and the incident angle.

It is important to study the transmission properties of a realistic system when the resonant conditions may not be exactly satisfied. To be specific, let us consider a periodic structure consisting of the layers of LH metamaterial separated by air. We assume that the composite material possesses the negative refractive index in the microwave region with the effective dielectric permittivity and magnetic permeability Smith:2000-4184:PRL ,

$$ϵ(\omega )=1\frac{\omega _p^2}{\omega ^2},\mu (\omega )=1\frac{F\omega ^2}{(\omega ^2\omega _r^2)},$$
(4)
where $`\omega _p/2\pi =10`$ GHz, $`\omega _r/2\pi =4`$ GHz, and $`F=0.56`$. The frequency range, where both $`ϵ`$ and $`\mu `$ are negative is (4 - 6) GHz. We plot the corresponding band-gap on the plane $`(\omega ,k_x)`$ \[see Fig. 2\]. We reveal that for a fixed incident angle $`(k_x)`$ there appears a single frequency gap inside the transmission region. Quite a different situation occurs for the anglular dependence of the transmission coefficient at a given frequency, when there exists a narrow transmission band inside the bandgap.

In Fig. 2(a), the period is chosen to satisfy the condition $`k_ra_0=\pi `$ (in our case, $`a_0=b_02.88`$ cm), and the resonant transmission of electromagnetic waves of the frequency $`\omega _0`$ occurs at the normal incidence. In contrast, Fig. 2(b) corresponds to the case $`a=b=a_0+0.03`$ cm when the transmission resonance occurs for the waves at the incidence angle $`\theta `$: $`k_r\mathrm{cos}\theta a=\pi `$. When the period is further increased, multiple transmission bands are observed. The width of the transmission band in the $`k`$-space can be controlled by tuning the frequency in the vicinity of $`\omega _0`$. The insets in Fig. 2 show the cross-sections of the transmission coefficients for the frequencies marked by dashed lines. Thus, one can make a periodic structure with the transmission band at the desired angle of incidence by a proper choice of the system period, while the width of the transmission band can be adjusted by tuning the frequency. Similarly, the structures with more complicated transmission properties which include multiple rings in the transmission coefficient vs wavevector can be obtained. Most importantly, we find that such narrow-band angular filters can have almost 100% transparency in the transmission region.

We now use the standard transfer matrix method to analyse beam shaping by a finite composite structure consisting of 100 layers with the parameters corresponding to the angular transmission coefficient shown in the inset of Fig. 2(b). We consider the transmission of (2+1)-dimensional beams in the paraxial approximation when the angles of incidence are small and polarization effects are negligable. For a Gaussian beam incident at a normal angle, we observe almost complete reflection if the the angular spectrum width is comparable to the width of the transmission band. Transmission is only possible at the incident angles when the spectra overlap, and under such conditions the reflected beam has a two-humped shape, see Fig. 3(a). On the other hand, vortex beams have a ring structure of the angular spectrum and can therefore be very effectively transmitted even at the normal incidence \[Fig. 3(b)\]. Similar to the case of a Gaussian beam, we observe that the weak reflected beam has a two-hump vortex structure. Small variations of the angle of incidence from the normal destroy the structure of the reflected and transmitted vortex beams and the results depend on the vortex topological charge \[see Fig. 3(c)\].

A beam reflected by an interface experiences a shift of its center relative to the center of the incident beam, and this classical effect is known as the Goos-Hänchen shift (see, e.g. Ref. Goos-Hanchen ; Brekhovskikh:Waves:1960 ). Reflection from a single LH slab results in a negative Goos-Hänchen shift Lakhtakia:arXiv:0203084 , and it is interesting to calculate the beam shift for the layered structure. The centers of the incident and reflected beams are found as $`𝐗_{i,r}=_{\mathrm{}}^{\mathrm{}}𝐫_{}|E_{i,r}|^2𝑑𝐫_{}/_{\mathrm{}}^{\mathrm{}}|E_{i,r}|^2𝑑𝐫_{}`$, where $`𝐫_{}`$ is the transverse coordinate in the plane $`(x,y)`$. For wide beams (i.e. the beams with a narrow spectrum), the shift $`𝚫=𝐗_r𝐗_i`$ is determined by the gradient of the phase $`\varphi `$ of the reflection coefficient, $`𝚫=_𝐤_{}\varphi `$. We calculate the Goos-Hänchen shift for the beam reflected by the periodic RH/LH structure described above, using the parameters corresponding to Fig. 2(b). With no loss of generality, we assume that the ($`x,z`$) plane is the plane of incidence, and therefore the beam is only shifted along the $`x`$ axis. We plot the shifts experienced by the Gaussian beam of various widths (see the curves 1-3 in Fig. 4). We see that the shift of wide beams indeed approaches the the asymptotic result shown with dashed line in Fig. 4. The shift can be either positive and negative, and the absolute value increases dramatically for the angles of incidence close to the transmission band.

In conclusion, we have analyzed the transmission properties of a one-dimensional photonic crystal composed of two materials with positive and negative refractive indices. We have demonstrated unusual angular dependencies of the beam transmission through such composite structures which can be used for efficient beam reshaping. We have calculated the Goos-Hänchen shift of the reflected beam which is shown to increase dramatically for the angles of incidence close to the transmission band.