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# Quantum Dissipation Induced Noncommutative Geometry

## 1 Introduction

There has been considerable recent interest in the role of noncommutative geometry in quantum mechanics. The algebraic structures arising in that context have been analyzed-. In his work on the energy levels of a charged particle in a magnetic field, Landau pointed out the non-commuting nature of the coordinates of the center of the circular cyclotron trajectory. The harmonic oscillator on the noncommutative plane, the motion of a particle in an external magnetic field and the Landau problem on the noncommutative sphere are only few examples of systems which have been studied in detail. Furthermore, noncommutative geometries are also of interest in Cern-Simons gauge theories, the usual gauge theories and string theories -. Non-zero Poisson brackets for the plane coordinates have been found in the study of the symplectic structure for a dissipative system in the case of strong damping $`RM`$, i.e. the so-called reduced case. The relation between dissipation and noncommutative geometry was also noticed with reference to the reduced dissipative systems. The purpose of the present paper is twofold: (i) we show that quantum dissipation introduces its own noncommutative geometry and (ii) we prove that the quantum interference phase between two alternative paths in the plane (as in the Aharanov-Bohm effect) is simply determined by the noncommutative length scale and the enclosed area between the paths. This in turn provides the connection between the noncommutative length scale and the zero point fluctuations in the coordinates. The links we establish between noncommutative geometry, quantum dissipation, geometric phases and zero point fluctuations, may open interesting perspectives in many sectors of quantum physics, e.g. in quantum optics and in quantum computing or whenever quantum dissipation cannot be actually neglected in any reasonable approximation. They may also play a role in the ’t Hooft proposal of the interplay between classical deterministic systems with loss of information and quantum dynamics in view of the established relation in that frame between geometric phase and zero point energy.

Perhaps the clearest example of a noncommutive geometry is the “plane”. Suppose that $`(X,Y)`$ represents the coordinates of a “point” in such a plane and further suppose that the coordinates do not commute; i.e.

$$[X,Y]=iL^2,$$
(1)
where $`L`$ is the geometric length scale in the noncommutative plane. The physical meaning of $`L`$ becomes evident upon placing

$$Z=\frac{X+iY}{L\sqrt{2}},Z^{}=\frac{XiY}{L\sqrt{2}},$$
(2)
and

$$[Z,Z^{}]=1,$$
(3)
into the noncommutative Pythagoras’ definition of distance $`S`$; It is

$$S^2=X^2+Y^2=L^2(2Z^{}Z+1).$$
(4)
From the known properties of the oscillator destruction $`Z`$ and creation $`Z^{}`$ operators in Eqs.(3) and (4), it follows that the Pythagorean distance is quantized in units of the length scale $`L`$ according to

$$S_n^2=L^2(2n+1)\mathrm{where}n=0,1,2,3,\mathrm{}.$$
(5)
A quantum interference phase of the Aharanov-Bohm type can always be associated with the noncommutative plane. From a path integral quantum mechanical viewpoint, suppose that a particle can move from an initial point in the plane to a final point in the plane via one of two paths, say $`𝒫_1`$ or $`𝒫_2`$. Since the paths start and finish at the same point, if one transverses the first path in a forward direction and the second path in a backward direction, then the resulting closed path encloses an area $`𝒜`$. The phase interference between these two points is determined by the difference between the actions for these two paths $`\mathrm{}\vartheta =𝒮(𝒫_1)𝒮(𝒫_2)`$. It will be shown in Sec.2 that the interference phase may be written as

$$\vartheta =\frac{𝒜}{L^2}.$$
(6)
A physical realization of the mathematical noncommutative plane is present in every laboratory wherein a charged particle moves in a plane with a normal uniform magnetic field $`𝐁`$. The nature of the noncommutative geometry and the Aharanov-Bohm effect which follows from the more general Eq.(6) will be discussed in Sec.3. For this case, there are two canonical pairs of position coordinates which do not commute; Namely, (i) the position $`𝐑`$ of the center of the cyclotron circular orbit and (ii) the radius vector $`\rho `$ from the center of the circle to the charged particle position $`𝐫=𝐑+\rho `$. This is shown in Fig.1. The magnetic length scale of the noncommuting geometric coordinates is due to Landau,

$$L^2=\frac{\mathrm{}c}{eB}=\frac{\varphi _0}{2\pi B}(\mathrm{magnetic}),$$
(7)
where $`\varphi _0`$ is the magnitude of the magnetic flux quantum associated with a charge $`e`$.

Our main purpose here is to show that quantum dissipation introduces its own noncommutative geometry. The dissipative noncommutative plane consists of coordinates $`(x_+,x_{})`$ wherein $`x_+`$ denotes the coordinate $`x`$ moving forward in time and $`x_{}`$ denotes the coordinate $`x`$ moving backward in time. The need for “two copies” $`(x_+,x_{})`$ for one physical coordinate $`x`$ is a consequence of employing a reduced density matrix $`\left(x_+\left|\rho (t)\right|x_{}\right)`$ for describing quantum mechanical probabilities -.

The reader is asked to consider a particle moving in a potential $`U(x)`$ under the further action of a linear force of friction. Classically, the equation of motion would be

$$M\frac{d^2x}{dt^2}+R\frac{dx}{dt}+U^{}(x)=0.$$
(8)
In the “two coordinate” quantum mechanical version, Eq.(8) reads

$`M{\displaystyle \frac{d^2x_+}{dt^2}}+R{\displaystyle \frac{dx_{}}{dt}}+U^{}(x_+)`$ $`=`$ $`0,`$
$`M{\displaystyle \frac{d^2x_{}}{dt^2}}+R{\displaystyle \frac{dx_+}{dt}}+U^{}(x_{})`$ $`=`$ $`0.`$ (9)
The dissipative system will behave classically, as in Eq.(8), if and only if the forward and backward paths are nearly equal $`x_+(t)x_{}(t)x(t)`$. On the other hand, if $`x_+(t)`$ is appreciably different from $`x_{}(t)`$, then quantum interference will occur albeit in the presence of quantum dissipation . It is remarkable the quantum interference can in fact be induced by dissipation. The derivation of Eqs.(9) will be discussed in Sec.4.

In Sec.5, the noncommuting position coordinates are introduced in the $`(x_+,x_{})`$ plane. The dissipation induced length scale $`L`$ is determined by

$$L^2=\frac{\mathrm{}}{R}(\mathrm{dissipative}).$$
(10)
Attention will then be paid to the situation in which the potential $`U=0`$ so that the force on the particle is purely that of friction. The situation is then closely analogous to the charged particle in an electric field since the cyclotron circular orbits here appear as Minkowski metric hyperbolic orbits. In the concluding Sec.6, the general physical basis for the quantum dissipation induced noncommuting geometry will be discussed.

## 2 Path Integrals and the Interference Phase

For motion at fixed energy one may (in classical mechanics) associate with each path $`𝒫`$ (in phase space) a phase space action integral

$$𝒮(𝒫)=_𝒫p_i𝑑q^i.$$
(11)
From the viewpoint of the path integral formulation of quantum mechanics one may consider many possible paths with the same initial point and final point. Let us concentrate on just two such paths $`𝒫_1`$ and $`𝒫_2`$. The phase interference $`\vartheta `$ between the two paths is determined by the action difference

$$\mathrm{}\vartheta =_{𝒫_1}p_i𝑑q^i_{𝒫_2}p_i𝑑q^i=_{𝒫=\mathrm{\Omega }}p_i𝑑q^i$$
(12)
wherein $`𝒫`$ is the closed path which goes from the initial point to the final point via path $`𝒫_1`$ and returns back to the initial point via $`𝒫_2`$. The closed $`𝒫`$ path may be regarded as the boundary of a two-dimensional surface $`\mathrm{\Omega }`$; i.e. $`𝒫=\mathrm{\Omega }`$. Employing Stokes theorem in Eq.(12) yields

$$\vartheta =\frac{1}{\mathrm{}}_{𝒫=\mathrm{\Omega }}p_i𝑑q^i=\frac{1}{\mathrm{}}_\mathrm{\Omega }(dp_idq^i).$$
(13)
The quantum phase interference $`\vartheta `$ between two alternative paths is thereby proportional to an “area” of a surface $`\mathrm{\Omega }`$ in phase space $`(p_1,\mathrm{},p_f;q^1,\mathrm{},q^f)`$ as described by the right hand side of Eq.(13).

If one briefly reverts to the operator formalism and writes the commutation Eq.(1) in the noncommutative plane as

$$[X,P_X]=i\mathrm{}\mathrm{where}P_X=\left(\frac{\mathrm{}Y}{L^2}\right),$$
(14)
then back in the path integral formalism Eq.(13) reads

$$\vartheta =\frac{1}{\mathrm{}}_\mathrm{\Omega }(dP_XdX)=\frac{1}{L^2}_\mathrm{\Omega }(dYdX)$$
(15)
and we have proved the following:

Theorem: The quantum interference phase between two alternative paths in the plane is determined by the noncommutative length scale $`L`$ and the enclosed area $`𝒜`$ via

$$\vartheta =\frac{𝒜}{L^2}.$$
(16)
The existence of an interference phase is intimately connected to the zero point fluctuations in the coordinates; e.g. Eq.(1) implies a zero point uncertainty relation $`\mathrm{\Delta }X\mathrm{\Delta }Y(L^2/2)`$.

## 3 Charged Particle in a Magnetic Field

Consider the motion of a non-relativistic charged particle in a plane perpendicular to a uniform magnetic field $`𝐁`$. The Hamiltonian is

$$H=\frac{1}{2M}\left(𝐩\frac{e}{c}𝐀\right)^2\mathrm{where}𝐀=(A_x,A_y)=(\frac{By}{2},\frac{Bx}{2}).$$
(17)
Putting

$$\mathrm{}𝐊=𝐩\frac{e}{c}𝐀=i\mathrm{}\frac{e}{c}𝐀,$$
(18)
yields the equal time commutator

$$[K_x,K_y]=\frac{ieB}{\mathrm{}c}=\frac{i}{L^2}.$$
(19)
Let us now define the cyclotron radius vector $`\rho =(\rho _x,\rho _y)`$ as

$$\rho _x=L^2K_y\mathrm{and}\rho _y=L^2K_x.$$
(20)
If $`M𝐯=\mathrm{}𝐊`$ were classical, then $`\rho `$ would be the radius vector from the center of the circular cyclotron orbit to the position of the charge. When quantum mechanics is employed, the notion of a cyclotron orbit becomes blurred because the vector cyclotron radius has components which are noncommutative,

$$[\rho _x,\rho _y]=iL^2.$$
(21)
The energy of the charged particle may still be written in terms of the cyclotron radius $`\rho `$ and the cyclotron frequency $`\omega _c`$ as

$$H=\frac{1}{2}M\omega _c^2\rho ^2=\frac{1}{2}M\omega _c^2(\rho _x^2+\rho _y^2)\mathrm{where}\omega _c=\frac{eB}{Mc}.$$
(22)
The noncommutative geometrical Pythagorean theorem yields the quantized radius vector values

$$\rho _n^2=L^2(2n+1)(n=0,1,2,3,\mathrm{}).$$
(23)
Eqs.(22) and (23) imply the Landau magnetic energy spectrum

$$E_n=\mathrm{}\omega _c\left(n+\frac{1}{2}\right)(n=0,1,2,3,\mathrm{}).$$
(24)
Note that the position of the charge $`𝐫=(x,y)`$ has components which commute $`[x,y]=0`$, but these do not commute with the cyclotron radius components; i.e. we have from Eqs.(18) and (20) that

$`[\rho _x,x]`$ $`=`$ $`[\rho _y,y]=0,`$
$`[\rho _x,y]`$ $`=`$ $`[x,\rho _y]=iL^2.`$ (25)
We then introduce the coordinate $`𝐑=(X,Y)`$ as the center of the cyclotron orbit via

$$𝐫=𝐑+\rho $$
(26)
and find that

$$[X,Y]=iL^2.$$
(27)
Thus $`𝐑=(X,Y)`$ and $`\rho =(\rho _x,\rho _y)`$ represent two independent pairs of geometric canonical conjugate variables; i.e $`[R_i,\rho _j]=0`$.

From a path integral viewpoint, the quantum interference phase in the plane is described by Eq.(16). For the magnetic field problem the theorem reads

$$\vartheta =\frac{𝒜}{L^2}=\frac{𝒜}{\mathrm{}c/eB}=\frac{e\mathrm{\Phi }}{\mathrm{}c},$$
(28)
where $`\mathrm{\Phi }=B𝒜`$ is the magnetic flux through the enclosed area $`𝒜`$. Eq.(28) represents precisely the Aharanov-Bohm effect.

Finally, in the operator (as opposed to path integral) version of quantum mechanics, the area enclosed by the cyclotron orbit in the plane has the discrete spectrum

$$𝒜_n=\pi \rho _n^2=\pi L^2(2n+1)=\frac{2\pi \mathrm{}c}{eB}\left(n+\frac{1}{2}\right).$$
(29)
This means that as the radii of the cyclotron increase, the added magnetic flux comes in units of the flux quantum $`\varphi _0`$; i.e.

$$\mathrm{\Delta }\mathrm{\Phi }=B(𝒜_{n+1}𝒜_n)=\frac{2\pi \mathrm{}c}{e}=\varphi _0.$$
(30)
Such magnetic flux quantization here arises as a consequence of the area quantization which is intrinsic to the noncommutative plane.

## 4 Quantum Friction

The quantum properties of a “position coordinate” $`x`$ of a particle are best described by making “two copies” of the coordinate $`x(x_+,x_{})`$ -. For computing averages of any possible associated operator (say $`Q`$) employing a reduced density matrix (say $`\rho `$) one must integrate over both coordinates ($`x_+`$ and $`x_{}`$) in the copies; i.e. the averaged value of $`Q`$ is of the form

$$Q=Tr\left(\rho Q\right)=\left(x_+\left|\rho \right|x_{}\right)\left(x_{}\left|Q\right|x_+\right)𝑑x_+𝑑x_{}.$$
(31)
For a particle moving in one dimension with a Hamiltonian

$$H=\frac{p^2}{2M}+U(x)=\frac{\mathrm{}^2}{2M}\left(\frac{}{x}\right)^2+U(x),$$
(32)
the time dependence,

$$\rho (t)=e^{iHt/\mathrm{}}\rho e^{iHt/\mathrm{}},$$
(33)
reads (in the coordinate representation)

$$\left(x_+\left|\rho (t)\right|x_{}\right)=e^{i(H_+H_{})t/\mathrm{}}\left(x_+\left|\rho \right|x_{}\right),$$
(34)
where the two copies of the Hamiltonian

$$H_\pm =\frac{p_\pm ^2}{2M}+U(x_\pm )=\frac{\mathrm{}^2}{2M}\left(\frac{}{x_\pm }\right)^2+U(x_\pm )$$
(35)
drive $`x_+`$ forward in time and drive $`x_{}`$ backward in time. The equation of motion for the density matrix is then

$$i\mathrm{}\frac{}{t}\left(x_+\left|\rho (t)\right|x_{}\right)=_0\left(x_+\left|\rho (t)\right|x_{}\right)$$
(36)
wherein

$$_0=H_+H_{}=\frac{p_+^2}{2M}+U(x_+)\frac{p_{}^2}{2M}U(x_{}).$$
(37)
The notion of quantum dissipation enters into our considerations if there is a coupling to a thermal reservoir yielding a mechanical resistance $`R`$. The full equation of motion has the form

$$i\mathrm{}\frac{}{t}\left(x_+\left|\rho (t)\right|x_{}\right)=\left(x_+\left|\rho (t)\right|x_{}\right)\left(x_+\left|N[\rho ]\right|x_{}\right),$$
(38)
where $`N[\rho ](ik_BTR/\mathrm{})[x,[x,\rho ]]`$ describes the effects of the reservoir random thermal noise and the new “Hamiltonian” $`_0`$ for motion in the $`(x_+,x_{})`$ plane has been previously discussed

$$=\frac{1}{2M}\left\{\left(p_+\frac{Rx_{}}{2}\right)^2\left(p_{}+\frac{Rx_+}{2}\right)^2\right\}+U(x_+)U(x_{}).$$
(39)
The velocity components $`(v_+,v_{})`$ in the $`(x_+,x_{})`$ plane may be found from the Hamiltonian equation

$$v_\pm =\dot{x}_\pm =\frac{}{p_\pm }=\pm \frac{1}{M}\left(p_\pm \frac{Rx_{}}{2}\right).$$
(40)
Similarly,

$$\dot{p}_\pm =\frac{}{x_\pm }=U^{}(x_\pm )\frac{Rv_{}}{2}.$$
(41)
From Eqs.(40) and (41) it follows that

$$M\dot{v}_\pm +Rv_{}+U^{}(x_\pm )=0$$
(42)
in agreement with Eqs.(9). The classical equation of motion including dissipation thereby holds true if $`x_+(t)x_{}(t)x(t)`$. Dissipation induced quantum interference takes place if and only if the forward in time paths differ appreciably from the backward in time paths.

## 5 Dissipative Noncommutative Plane

The commutation relations in the dissipative $`(x_+,x_{})`$ plane may now be derived. If we define

$$Mv_\pm =\mathrm{}K_\pm ,$$
(43)
then one finds from Eq.(40) that

$$[K_+,K_{}]=\frac{iR}{\mathrm{}}=\frac{i}{L^2}.$$
(44)
A canonical set of conjugate position coordinates $`(\xi _+,\xi _{})`$ may be defined by

$`\xi _\pm `$ $`=`$ $`L^2K_{}`$
$`[\xi _+,\xi _{}]`$ $`=`$ $`iL^2.`$ (45)
Another canonical set of conjugate position coordinates $`(X_+,X_{})`$ may be defined by

$`x_+=X_++\xi _+`$ , $`x_{}=X_{}+\xi _{}`$
$`[X_+,X_{}]`$ $`=`$ $`iL^2.`$ (46)
Note that $`[X_a,\xi _b]=0`$ , where $`a=\pm `$ and $`b=\pm `$.

For the case of pure friction in which the potential $`U=0`$, Eqs.(39), (43) and (45) imply

$$_{friction}=\frac{\mathrm{}^2}{2M}(K_+^2K_{}^2)=\frac{\mathrm{}^2}{2ML^4}(\xi _+^2\xi _{}^2).$$
(47)
The equations of motion read

$$\dot{\xi }_\pm =\frac{i}{\mathrm{}}[_{friction},\xi _\pm ]=\frac{\mathrm{}}{ML^2}\xi _{}=\frac{R}{M}\xi _{}=\mathrm{\Gamma }\xi _{},$$
(48)
with the solution

$$\left(\begin{array}{c}\xi _+(t)\\ \xi _{}(t)\end{array}\right)=\left(\begin{array}{cc}\mathrm{cosh}(\mathrm{\Gamma }t)& \mathrm{sinh}(\mathrm{\Gamma }t)\\ \mathrm{sinh}(\mathrm{\Gamma }t)& \mathrm{cosh}(\mathrm{\Gamma }t)\end{array}\right)\left(\begin{array}{c}\xi _+\\ \xi _{}\end{array}\right).$$
(49)
Eq.(49) describes the hyperbolic orbit

$$\xi _{}(t)^2\xi _+(t)^2=\frac{2L^2_{friction}}{\mathrm{}\mathrm{\Gamma }}.$$
(50)
A comparison can be made between the noncommutative dissipative plane and the noncommutative Landau magnetic plane as shown in Fig.2. The circular orbit in Fig.1 for the magnetic problem is here replaced by the hyperbolic orbit. In view of the minus sign in the “kinetic” energy,

$$_{friction}=\frac{M}{2}(v_+^2v_{}^2),$$
(51)
it is best to view the metric as pseudo-Euclidean or equivalently we can use the Minkowski metric $`uw=u_+w_+u_{}w_{}`$ .

In fact, the quantum dissipative eigenvalue problem $`_{friction}\stackrel{~}{\rho }_\omega =\mathrm{}\omega \stackrel{~}{\rho }_\omega `$ is formally identical to the relativistic charged scalar field equation in $`(1+1)`$ dimensional quantum electrodynamics; i.e.

$$\left\{d_\mu d^\mu +\left(\frac{mc}{\mathrm{}}\right)^2\right\}\psi (x)=0,$$

$$K_\mu =id_\mu =i_\mu +\frac{eA_\mu }{\mathrm{}c},$$

$$[K_\mu ,K_\nu ]=\frac{i\mathrm{}eF_{\mu \nu }}{c}.$$
(52)
Since in $`(1+1)`$ dimensional electrodynamics, the only nonzero tensor components describe the electric field $`F_{10}=F_{01}=E`$, it follows by comparing Eqs.(44) and (52) that the analogy is exact if $`L^2=(\mathrm{}/R)=(\mathrm{}c/eE)`$. Note that the interference phase is thereby

$`\vartheta `$ $`=`$ $`{\displaystyle \frac{e\mathrm{\Phi }}{\mathrm{}c}}={\displaystyle \frac{e}{\mathrm{}c}}{\displaystyle _{𝒫\mathrm{\Omega }}}A_\nu 𝑑x^\nu `$ (53)
$`=`$ $`{\displaystyle \frac{e}{2\mathrm{}c}}{\displaystyle _\mathrm{\Omega }}F_{\mu \nu }𝑑x^\mu dx^\nu `$
$`=`$ $`{\displaystyle \frac{eE𝒜}{\mathrm{}c}}={\displaystyle \frac{𝒜}{L^2}}.`$
Thus, the Minkowski metric implies a closer analogy with the electric flux than with the magnetic flux. The hyperbolic orbit in Fig.2 is reflected in the classical orbit for a charged particle moving along the $`x`$-axis in a uniform electric field. The hyperbolae are defined by $`(xX)^2c^2(tT)=\mathrm{\Lambda }^2,`$ where $`\mathrm{\Lambda }^2=(mc^2/eE)^2=(mc/\mathrm{}L^2)^2`$, the hyperbolic center is at $`(X,cT)`$ and one branch of the hyperbolae is a charged particle moving forward in time while the other branch is the same particle moving backward in time as an anti-particle.

## 6 Remarks and Conclusions

We have discussed above the dissipative quantum statistical dynamics of a coordinate $`x`$ coupled to a reservoir yielding friction effects. The reduced density matrix description requires theoretically two copies of the position coordinate $`(x_+,x_{})`$ with $`x_+`$ moving forward and $`x_{}`$ moving backward in time. Both decay $`\mathrm{exp}(\mathrm{\Gamma }t)`$ and amplification $`\mathrm{exp}(\mathrm{\Gamma }t)`$ enter into the motions of $`x_\pm (t)`$. Quasi-classically, the motions proceed on two branches of hyperbolae whose center $`X=(X_+,X_{})`$ and relative displacements $`\xi =(\xi _+,\xi _{})`$ are independent canonical conjugate pairs which obey the rules of the non-commutative plane; i.e.

$`[\xi _+,\xi _{}]`$ $`=`$ $`iL^2`$
$`[X_+,X_{}]`$ $`=`$ $`iL^2`$ (54)
The noncommutative geometric plane is intimately related to an interference phase which can serve as a quantum basis for deriving the canonical commutation relations between coordinates in the plane. For completeness of presentation we derive in the appendix to this work the noncommuting geometry vortex coordinates in thin superfluid films possibly induced by rotations of the superfluid container or substrate.

For the problem at hand, a density matrix equation of motion $`i\mathrm{}\dot{\rho }=\rho `$ leads to an eigenvalue problem $`\rho _\omega =\mathrm{}\omega \rho _\omega `$ which directly yields the quantum frequency spectrum. If the system were isolated, then $`=H_+H_{}`$. For isolated quantum systems, the frequencies can be identified with the Bohr transition frequencies $`\omega _{fi}=E_fE_i`$. Thus a quantum jump $`if`$ involves a transition from a backward in time motion to a forward in time motion as is evident from $`\mathrm{exp}(i\omega _{fi}t)=\mathrm{exp}(iE_ft/\mathrm{})\mathrm{exp}(iE_it/\mathrm{}).`$

If the quantum system is not isolated, then the forward in time to the backward in time transitions are strongly coupled. Nevertheless the eigenvalue problem

$$\rho _\omega =\mathrm{}\omega \rho _\omega $$
(55)
still describes the quantum spectroscopic frequency spectrum. For the problem of pure frictional damping, we have from Eqs.(45) and (47) that

$$_{friction}=\frac{\mathrm{\Pi }_+^2}{2M}\frac{M\mathrm{\Gamma }^2}{2}\xi _+^2,\mathrm{where}\mathrm{\Pi }_+=\frac{\mathrm{}\xi _{}}{L^2}.$$
(56)
Since $`[\mathrm{\Pi }_+,\xi _+]=i\mathrm{}`$ the operator Eq.(56) represents an “inverted oscillator”. The barrier transmission coefficient $`P(\omega )`$ for the inverted oscillator is well known; It is

$$P(\omega )=\frac{1}{1+e^{2\pi \omega /\mathrm{\Gamma }}}.$$
(57)
Thus there is a possibility of jumping from the forward direction in time to the backward direction of time or vice versa. Such quantum jumps are required for the Bohr frequencies $`\omega `$ in an open (dissipative) system.

We observe that our conclusions may be extended to the three-dimensional topological massive Chern-Simons gauge theory in the infrared limit and to the Bloch electron in a solid. We recall indeed that the Lagrangian for the system of Eqs.(9) has been found  to be the same as the Lagrangian for three-dimensional topological massive Chern-Simons gauge theory in the infrared limit. It is also the same as for a Bloch electron in a solid which propagates along a lattice plane with a hyperbolic energy surface. In the Chern-Simons case we have $`\theta _{CS}=R/M=(\mathrm{}/ML^2)`$, with $`\theta _{CS}`$ the “topological mass parameter”. In the Bloch electron case, $`(eB/\mathrm{}c)=(1/L^2)`$, with $`B`$ denoting the $`z`$-component of the applied external magnetic field. In ref.  (see also ) it has been considered the symplectic structure for the system of Eqs. (9) in the case of strong damping $`RM`$ (the so-called reduced case) in the Dirac constraint formalism as well as in the Faddeev and Jackiw formalism  and in both formalisms a non-zero Poisson bracket for the ($`x_+,x_{}`$) coordinates has been found.

Acknowledgements

The authors would like to thank INFN, INFM and ESF Program COSLAB for partial support of this work.

APPENDIX

In thin superfluid $`He^4`$ films on solid substrates, vortices can exist. The coordinates (x,y) locating the core of a single vortex do not commute with each other and thus determine a noncommutative geometry. Let us see how this comes about.

The superfluid velocity field $`𝐯_s`$ rotating around the vortex core is related to the phase of the wave function via

$$𝐯_s=\frac{\mathrm{}}{m}\mathrm{𝐠𝐫𝐚𝐝}(\sigma \theta ),$$

where $`\sigma =\pm 1`$ depending on the orientation of the vortex. For such a flow, the many body wave function has the form

$$\mathrm{\Psi }\mathrm{exp}\left(i\sigma \underset{j}{}\theta (𝐫_j)\right)\mathrm{\Psi }_0$$

wherein $`\mathrm{\Psi }_0`$ is real. Because $`\theta `$ is a phase, we have for an integral around the core

$$_{(aroundcore)}𝑑\theta =2\pi .$$

Thus one has the circulation quantization

$$m_{(aroundcore)}𝐯_s𝑑𝐫=2\pi \sigma \mathrm{}\mathrm{where}(\sigma =\pm 1).$$

Now let us consider what happens if we move the core around a closed path $`𝒫=\mathrm{\Omega }`$ wherein the enclosed area contains $`𝒩(\mathrm{\Omega })`$ adsorbed atoms. Each atom whose position obeys $`𝐫_j\mathrm{\Omega }`$ receives a change of $`2\pi \sigma `$ in the total phase. Each atom which obeys $`𝐫_j\mathrm{\Omega }`$ receives no phase change. Thus the total phase change which takes place as the core is brought around a closed path is given by

$$\vartheta =2\pi \sigma 𝒩(\mathrm{\Omega }).$$

If $`n=𝒩(\mathrm{\Omega })/𝒜(\mathrm{\Omega })`$ denotes the number of atoms per unit area adsorbed on the film, then

$$\vartheta =2\pi \sigma 𝒩=2\pi \sigma n𝒜.$$

Comparing the above equation with our central theorem Eq.(16), we find that $`L^2=(2\pi n)^1`$ and that the position of the vortex cores on the substrate obey

$$[x,y]=\left(\frac{i}{2\pi n}\right)\sigma \mathrm{where}(\sigma =\pm 1).$$

The noncommutative geometry length scale $`L`$ is of the order of the vortex core size.


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# Determination of Interaction Potentials in Freeway Traffic from Steady-State Statistics

## 1 Introduction

In recent years, statistical physics and nonlinear dynamics have been very successful in modeling, simulating, and understanding empirically observed instability and pattern formation phenomena in freeway traffic . On the one hand, vehicle traffic flow can be well approximated as a particular one-dimensional particle gas with Boltzmann statistics . On the other hand, the motion of a vehicle $`i`$ of mass $`m`$ and length $`l_i`$ at location $`r_i(t)`$ with speed $`v_i(t)=dr_i/dt`$, maximum velocity $`v_0`$, adaptation time $`\tau `$, and fluctuation force $`\xi _i(t)`$ can be reflected by an acceleration equation of the form

$$m\frac{dv_i}{dt}=m\frac{v_0v_i}{\tau }+f(s_i)+\xi _i(t).$$
(1)
$`f(s_i)`$ is a negative and repulsive force, which depends on the netto distance (clearance) $`s_i=(r_{i+1}r_il_i)`$ between two successive vehicles. With $`W_i(s)=v_0+\tau f(s)/m`$, Eq. (1) corresponds to the optimal velocity model $`dv_i/dt=[W_i(s_i)v_i]/\tau `$  with an additional noise term $`\xi _i`$. Due to a lack of good single-vehicle data and suitable evaluation methods, the form of the interaction potential $`U(s)`$ with $`f(s)=dU(s)/dr=dU(s)/ds`$ has been subject to speculation. A direct evaluation by averaging $`v_i`$-over-$`s_i`$ data suffers from the wide distribution of netto distances and causes problems of interpretation . Exploiting the source of this problem, we suggest a statistical approach to determine the potential and present first results regarding its form, based on a comparison of single vehicle data with the netto distance distributions obtained from rigorous solutions for a particle gas in equilibrium. For a justification of this approach see Ref. .

Normally, the interaction forces or potentials between particles governing each other’s motion, are not directly measurable. The great success of scattering theory was to determine interaction potentials from statistical distributions of particles scattered at some “target” composed of the material under investigation . Learning about human interactions requires a somewhat different approach from statistical physics, which can be learned from books on random matrix theory . This method was successfully applied to the statistical description of the time gaps $`T_i`$ between the arrival times of buses in some Mexican cities , where the potential $`U`$ was found to be a logarithmic function, i.e. $`U(T_i)=\mathrm{ln}(T_i).`$ It was speculated that the same potential would approximate the (time) headway distribution of highway traffic . In contrast, our study will identify the shape of the spatial interaction potential and reveal a different driver behavior in free and congested traffic.

## 2 Methodological Approach

We have recently extended a method developed for classical many-particle systems exposed to a “thermal bath” of a given temperature, i.e. to random forces of a certain variance and statistics . The resulting velocity and netto distance distributions \[see Eqs. (7) and (10)\] allow one to draw conclusions about the interaction potential $`U,`$ as this determines their shapes. These distributions have been originally derived assuming a conservation of momentum and energy, i.e. a transformation of potential energy into kinetic energy. However, by investigating a Fokker-Planck equation equivalent to Eq. (1), one can show that the same distributions are steady-state solutions for driven many-particle systems with forwardly directed rather than symmetrical potentials , if the system is large enough and if the average velocity $`V`$ and variance $`\theta `$ are constant. For $`dV/dt0`$, $`d\theta /dt0`$, and $`N1`$, fluctuations in the system become negligible, and the total energy is only slightly fluctuating. The effects of the driving force $`mv_0/\tau `$ and the dissipative force $`mv_i/\tau `$ balance each other in a statistical sense . However, $`dV/dt0`$ requires linear stability of the system (1) of coupled differential equations, i.e. $`dW(s)/ds<1/(2\tau )`$ . Therefore, we have to exclude the stop-and-go regime between 20 and 40 vehicles per kilometer and lane from our investigation . In summary, the data analysis must be carried out for ensembles of vehicles in a stationary traffic state with a well-defined velocity variance (generalized “temperature”) Var$`(v_i)=(\sigma V)^2`$ in a reference frame moving with a constant velocity, the average vehicle velocity $`V`$. That is, one has to restrict to small density intervals, otherwise one will mix up systems of different generalized temperatures and different average velocities. Such a careful analysis is presented here for the first time for single vehicle data of the Dutch two-lane freeway A9, which was confirmed by another analysis for Czech highway data (not shown). This has led to new and surprising insights regarding the shape of the interaction potential and its dependence on the traffic state. We will focus on forwardly directed power-law potentials

$$U(s)\{\begin{array}{cc}s^\alpha & \text{for }s>0\\ 0& \text{otherwise},\end{array}$$
(2)
where $`\alpha >0`$ is a fit parameter and $`s`$ the netto distance (clearance) between two successive cars on a (ring) road of length $`L`$. Similar relations have been suggested in some car-following models  and describe the repulsive tendency of drivers to keep a safe distance to the respective car ahead. The exponent determines the characteristic dynamic and stationary behavior.

## 3 Short-ranged Dyson’s gas with power-law potential

We will now investigate the statistical gas of $`N`$ point-like identical particles on a ring of scaled length $`N`$ interacting via the potential energy

$$𝒰(x_1,\mathrm{},x_N)=C\underset{i=1}{\overset{N}{}}U(x_{i+1}x_i).$$
(3)
Herein, $`(x_1,\mathrm{},x_N)`$ is the vector of scaled particle positions

$$x_i=(r_i\underset{j=1}{\overset{i1}{}}l_j)\frac{N}{L}=\rho (r_i\underset{j=1}{\overset{i1}{}}l_j),$$
(4)
where $`\rho `$ denotes the global vehicle density. For convenience, we will use a periodic index, i.e. $`x_{i+N}=x_i+N.`$ Let this so-called short-ranged power-law Dyson’s gas (SRDG) be exposed to a temperature reservoir with Boltzmann statistics and generalized temperature $`\sigma ^2>0.`$ The corresponding dimensionless Hamiltonian reads

$$=\frac{1}{2}\underset{i=1}{\overset{N}{}}(u_iu)^2+\frac{C}{mV^2}\underset{i=1}{\overset{N}{}}U(x_{i+1}x_i)$$
(5)
with the additional condition $`_{i=1}^N|x_{i+1}x_i|=N`$, where $`u_i=v_iu/V`$ is the scaled velocity of the $`i`$th particle and $`u=1`$ the scaled average velocity. Note that all the quantities used here are dimensionless. The probability of finding the system in the phase-space element $`\mathrm{\Omega }(x_1,\mathrm{},x_N,u_1,\mathrm{},u_N)`$ is

$`P_{}(\mathrm{\Omega })`$ $`=`$ $`𝒩e^{/(2\sigma ^2)}=𝒩{\displaystyle \underset{i=1}{\overset{N}{}}}e^{(u_iu)^2/(2\sigma ^2)}`$ (6)
$`\times `$ $`{\displaystyle \underset{i=1}{\overset{N}{}}}e^{\beta U(x_{i+1}x_i)}\delta \left(N{\displaystyle \underset{i=1}{\overset{N}{}}}|x_{i+1}x_i|\right),`$
where $`\beta =C/(m\sigma ^2V^2)`$ represents the scaled generalized inverse temperature and $`𝒩`$ the normalization factor, which can be determined from the normalization condition $`_{^{2N}}P_{}(\mathrm{\Omega })𝑑\mathrm{\Omega }=1`$ . By integration over the $`2N1`$ independent variables, the probability of finding the $`i`$th particle with velocity $`u_i`$ is obtained as

$$P^{}(u_i)=\frac{1}{\sqrt{2\pi }\sigma }\mathrm{exp}\left[\frac{(u_iu)^2}{2\sigma ^2}\right].$$
(7)
That is, the velocities are Gaussian-distributed with mean value

$$u_{}uP^{}(u)𝑑u=1$$
(8)
and variance

$$(uu)^2_{}(uu)^2P^{}(u)𝑑u=\sigma ^2=(vV)^2/V^2.$$
(9)
For the above SRDG, one can also determine the equilibrium distribution of scaled particle distances $`z_i=(x_{i+1}x_i)=\rho s_i`$ , which gives us the expression for the netto distance (or clearance) distributions:

$$P_\beta ^{(\alpha )}(z)=Ae^{\beta z^\alpha }e^{Bz}.$$
(10)
Herein, $`A=A(\alpha ,\beta )`$ and $`B=B(\alpha ,\beta )`$ are constants determined via the normalization conditions

$`{\displaystyle _0^{\mathrm{}}}P_\beta ^{(\alpha )}(z)𝑑z=1,z{\displaystyle _0^{\mathrm{}}}zP_\beta ^{(\alpha )}(z)𝑑z=1.`$ (11)
These equations can be analytically solved only for particular potentials, including power-law relations. In the following, we need two special variants of the SRDG. In the case $`\alpha =1`$, we find

$$_0^{\mathrm{}}P_\beta ^{(1)}(z)𝑑z=2A\sqrt{\frac{\beta }{B}}𝒦_1(2\sqrt{\beta B})$$
(12)
and

$$_0^{\mathrm{}}zP_\beta ^{(1)}(z)𝑑z=2A\frac{\beta }{B}𝒦_2(2\sqrt{\beta B}),$$
(13)
where $`𝒦_\lambda `$ is the Mac-Donald’s function (modified Bessel’s function of the second kind) of order $`\lambda .`$ Based on these equations, one can exactly determine the normalization constants $`A`$ and $`B`$. For the case $`\alpha =4`$, the numerically determined values of the normalization constants $`A`$ and $`B`$ are displayed in Table 1. For $`\beta >2`$, we could find the approximate relations

$$A\mathrm{exp}\left(\alpha \beta 0.1490\alpha ^2+1.3689\alpha +0.2271\right)$$
(14)
and

$$B\alpha \beta +0.4593\alpha +0.9481.$$
(15)
## 4 Data analysis

We have separately analyzed eight small density intervals in the free low-density regime $`20`$ veh./km and eight density intervals in the congested traffic regime $`40`$ veh./km. After determination of the respective values of $`\beta `$ and $`\sigma `$ from the single vehicle data, we have obtained the fit parameter $`\alpha `$ by a least square method, i.e. minimization of the error function $`\chi ^2`$ measuring the deviation between the theoretical and empirical clearance distributions. The predicted Gaussian distributions reproduce the empirical velocity distributions very well (see Fig. 1), which is also supported by other empirical and numerical studies . The best fit of the netto distance distributions is obtained for the integer parameter $`\alpha =1`$ in congested traffic, which is, for example, compatible with the intelligent driver model (IDM) and perception-based models . Throughout the free traffic regime, we find a good agreement with $`\alpha =4`$, corresponding to weak interactions  (see Figs. 2, 3). This is not only a strong support of studies questioning a uniform behavior of drivers in all traffic regimes . It also offers an interpretation of the mysterious fractional distance-scaling exponent $`\alpha +12.8`$ in classical follow-the-leader models , which interpolate between the driver behavior in the free and congested regimes.

## 5 Summary and Discussion

We have found that it is successful to generalize thermal-equilibrium properties of a short-ranged power-law Dyson’s gas exposed to a heat reservoir with the scaled generalized inverse temperature $`\beta `$ to steady-state vehicle traffic, where $`\beta `$ is an increasing function of the traffic density $`\rho .`$ In the regime of congested traffic, this dependency is simply linear: $`\beta (\rho )=0.0261\rho 0.4785`$. The presented results show that the shape of the interaction potential of vehicles can be approximated by formula (2) with $`\alpha =4`$ for free traffic and $`\alpha =1`$ for congested traffic. The theoretical predictions are further supported by the Gaussian distribution of the vehicle velocities in all investigated density regimes.

As it is a hard task to derive analytical relations for the clearance distribution (including its normalization constants $`A`$ and $`B`$), we could demonstrate the determination of vehicle interaction potentials only for simple functional relations. Future advances with this method will hopefully allow to determine velocity-dependent interaction forces or functions with turning points, which are desireable to reproduce the dynamical behavior in the unstable traffic regime realistically as well . Determining interaction potentials in freeway traffic does not only contribute to the challenging problem of how to fit time headway or distance distributions of vehicles . It also advances the quantitative understanding of human behavior. Normally, it is difficult to identify and measure the relevant behavioral variables, and realistic models contain a large number of parameters. Here, progress has been made by powerful methods from statistical physics. Nevertheless, the resulting interaction model is not just a physical model. The new picture of two different regimes with $`\alpha =1`$ and $`\alpha =4`$ points to adaptive driver behavior to congested and free traffic conditions. The specification of the interaction potential is essential for realistic traffic simulations, which are required for the design of efficient and reliable traffic optimization measures such as intelligent on-ramp controls, driver assistance systems, lane-changing assistants, etc.

### Acknowledgements

This work was supported by the Czech Academy of Sciences under Grant No. A1048101 and by the “Foundation for Theoretical Physics” in Slemeno, Czech Republic. The authors would also like to thank Henk Taale and the Dutch Ministry of Transport, Public Works and Water Management as well as Petr Šeba, Jiří Míšek, Petr Persaň, and the Road and Motorway Directorate of the Czech Republic in Brno for providing the single-vehicle induction-loop-detector data.


text:
# Quantized Anomalous Hall Effect in Two-Dimensional Ferromagnets - Quantum Hall Effect from Metal -

## Abstract

We study the effect of disorder on the anomalous Hall effect (AHE) in two-dimensional ferromagnets. The topological nature of AHE leads to the integer quantum Hall effect from a metal, i.e., the quantization of $`\sigma _{xy}`$ induced by the localization except for the few extended states carrying Chern number. Extensive numerical study on a model reveals that Pruisken’s two-parameter scaling theory holds even when the system has no gap with the overlapping multibands and without the uniform magnetic field. Therefore the condition for the quantized AHE is given only by the Hall conductivity $`\sigma _{xy}`$ without the quantum correction, i.e., $`|\sigma _{xy}|>e^2/(2h)`$.

The origin of the anomalous Hall effect (AHE) has been a subject of extensive controversy for a long term. One is based on the band picture with the relativistic spin-orbit interaction PR095\_001154\_54 , while the other is due to the impurity scatterings PH024\_000039\_58 . Most of the succeeding theories follows the idea that the AHE occurs due to the scattering events modified by the spin-orbit interaction, i.e., the skew scattering or the side jump mechanism PTP27\_000772\_62 . Recently several authors recognized the topological nature of the AHE discussed in Refs. PRL83\_003737\_99 ; JPSJ71\_00019\_02 ; PRL88\_207208\_02 . In this formalism, the Hall conductivity $`\sigma _{xy}`$ is given by the Berry phase curvature in the momentum ($`\stackrel{}{k}`$-) space integrated over the occupied states PRL49\_000405\_82 . Also there appeared some experimental evidences supporting it JPSJ66\_03893\_97 . Therefore it is very important to study the effect of the scatterings by disorder, which makes $`\stackrel{}{k}`$ ill-defined, to see the topological stability of this mechanism for AHE.

This issue is closely related to the integer quantum Hall effect (IQHE) IQHE  but there are several essential differences. Usually the topological stability which guarantees the quantization of some physical quantity, e.g., $`\sigma _{xy}`$, has been discussed in the context of the adiabatic continuation IQHE . Therefore it appears that the gaps between Landau levels in pure system are needed to start with even though the disorder potential eventually buries it. In the IQHE system without disorder, the periodic potential is irrelevant because the carrier concentration is much smaller than unity per atom. Although numerical simulations PRB64\_165317\_01  use lattice models, the main concern is put on the limit of dispersionless Landau levels separated by the gaps. In the present case, i.e., in ferromagnetic metals, there are multiple bands overlapping without the gaps in the density of states. The periodicity of the lattice remains unchanged, which prohibits the uniform magnetic field and also gives a large energy dispersion. In the language of the effective magnetic field for electrons, it reaches a huge value of the order of $`10^4`$ Tesla, i.e., the magnetic cyclotron length is of the order of the lattice constant, but the net flux is zero when averaged over the unit cell. Therefore these two cases belong to quite different limits although the symmetries of the systems are common, i.e., the unitary class without time-reversal nor spin-rotational symmetry

In this paper we report on an extensive numerical study on two-dimensional (2D) models of AHE including the disorder potentials. It is found that the topological nature of AHE leads to a dramatic phenomenon, i.e, the ferromagnetic metal turns into an integer quantized Hall system by introducing disorder. This is due to the topological stability of the Chern numbers carried by the extended states which are energetically separated by the continuum of the localized states inbetween. Namely the localized state can not have a finite Chern number, and the integer topological number can not change smoothly, i.e., it jumps when it changes. These two facts leads to the protection of the extended state carrying a Chern number against the weak disorder. The finite-size scaling analysis is compatible with the two-parameter RG theory of Pruisken Pruisken , which predicts the plateau transition at $`|\sigma _{xy}|=0.5e^2/h`$. The critical exponents are consistent with that of the IQHE. This problem is not an academic one; the recent technology can fabricate very fine thin films of ferromagnetic metals with large enough single domain. When the coherent length of such a thin film is longer than the thickness, it can be regarded as a multi-channel 2D system. These systems can offer a possible laboratory to test our theory.

The essence of the AHE is that the Berry phase of the Bloch electron is induced by the spin-orbit interaction in the presence of the magnetization, which is modeled by the complex transfer integrals JPSJ71\_00019\_02 . Each band often gains finite Chern number even though the density of states has no gap. The minimal model describing this situation is that proposed by Haldane PRL61\_002015\_88  and its extension. This model is defined on a honeycomb lattice containing two atoms in a unit cell (Fig. 1). Using the Fourier transformation $`𝒄_\stackrel{}{k}^{}=(c_{A\stackrel{}{k}}^{},c_{B\stackrel{}{k}}^{})`$ of the spinor representation $`(c_{\stackrel{}{r}A}^{},c_{\stackrel{}{r}B}^{})`$, its Hamiltonian is written as $`H=_\stackrel{}{k}𝒄_\stackrel{}{k}^{}_\stackrel{}{k}𝒄_\stackrel{}{k}`$, where

$`_\stackrel{}{k}`$ $`=`$ $`2t_1\mathrm{cos}\varphi {\displaystyle \underset{i=1,2,3}{}}\mathrm{cos}(\stackrel{}{k}\stackrel{}{a}_i^{\mathrm{tr}})\tau ^0`$ (1)
$`+t_0{\displaystyle \underset{i}{}}\left[\mathrm{cos}(\stackrel{}{k}\stackrel{}{a}_i^{\mathrm{hc}})\tau ^1\mathrm{sin}(\stackrel{}{k}\stackrel{}{a}_i^{\mathrm{hc}})\tau ^2\right]`$
$`+\left[m+2t_1\mathrm{sin}\varphi {\displaystyle \underset{i}{}}\mathrm{sin}(\stackrel{}{k}\stackrel{}{a}_i^{\mathrm{tr}})\right]\tau ^3.`$
$`\tau ^0`$ is the unit matrix and $`\tau ^{1,2,3}`$ are the Pauli matrices. Here we assume the perfect spin-polarization and use the spinless fermions. The complex next-nearest neighbor hopping integral $`t_1e^{i\varphi }`$ is introduced in addition to the real one $`t_0`$ between the nearest neighbors. $`\stackrel{}{a}_{1,2,3}^{\mathrm{tr}}`$ are the lattice vectors of triangle sub-lattice, while $`\stackrel{}{a}_{1,2,3}^{\mathrm{hc}}`$ are those of honeycomb lattice.

The extended model is given by adding another layer with the change $`t_1t_1`$ to the original single-layer model given above. Furthermore we introduce the energy difference between the layers by shifting the uniform potential $`\pm u`$. Then the extended model has the symmetric and gapless density of states in contrast to the original one. In Figs. 2 are shown the density of states and $`\sigma _{xy}`$ for the single-layer (a) and double-layer (b) models, respectively. In the single-layer case, $`\sigma _{xy}`$ is quantized to be $`e^2/h`$ when the Fermi energy lies within the gap, while it is not in the double-layer case where the gap collapses.

Now we introduce the on-site disorder potential to the single-layer model, which is randomly distributed in the range $`[W/2,W/2]`$, and study the localization problem in terms of the transfer matrix method ZPB53\_0000001\_83 . Figure 3(a) shows the dependence of the renormalized localization length $`\lambda _M/(2M)`$ of a quasi-1D tube with $`2M`$-sites circumference on the strength of disorder potential $`W`$. In each figure, the lines for $`M=4,8,16,32`$ are plotted. We have also calculated up to the system size $`M=64`$ around the lower extended state. (These additional data are used in the analyses for the localization length and its critical exponent.) The length of a tube is typically $`10^5`$ sites and the accuracy of data is within a few percent. We can see that extended states are isolated in energy. They merge with each other at a critical value $`6<W_c<7`$, and disappear, i.e., all states are localized. This behavior is the same as that observed in the ordinary IQH system on a square lattice with external magnetic field PRB64\_165317\_01 . It is noted that the pair annihilation of extended states always occurs between those with the opposite Chern numbers PRB64\_165317\_01 . Actually, two extended states in Fig. 3 originate from lower and upper bands which have opposite Chern numbers, $`\pm 1`$, respectively.

Next we analyze the data to obtain a characteristic length $`\xi (E,W)`$, which depends on $`E`$ and $`W`$ but not on $`M`$, by the scaling hypothesis, $`\lambda _M(E,W)/M=f\left(\xi (E,W)/M\right),`$ where $`f(x)`$ is a scaling function PRL42\_000673\_79 . As for a localized state, $`\xi (E,W)`$ is interpreted as its localization length in the thermodynamic limit. Figure 3(c) shows $`\xi (E,W=5.0t_0)`$ around the lower extended state at $`E=E_c`$. From this data, the critical exponent $`\nu `$ ($`\xi |EE_c|^\nu `$) is estimated as $`\nu =2.37\pm 0.05`$ with $`E_c=(0.69\pm 0.01)t_0`$. Figure 3(d) gives the log-log plot of the localization length $`\xi (E,5.0t_0)`$ as a function of the energy measured from $`E_c`$. The fitting is also shown as a solid line with the slope $`\nu =2.37`$. This value is in reasonable agreement with that estimated in the ordinary IQH system RMP67\_000357\_95 , e.g. $`\nu =2.35\pm 0.03`$ EPL20\_000451\_92 .

The system-size dependence of $`\sigma _{xy}`$ shown in Fig. 3(b) represents its scaling property. There are two critical points where there is no size dependence and which separate the two energy regions with the opposite size dependences. $`\sigma _{xy}`$ at these critical points takes the value about $`0.5e^2/h`$. This is consistent with the analysis in terms of the effective field theory for the ordinary IQH system in the weak-localization region Pruisken , and strongly suggests that the critical properties of this transition are same as those of the plateau transition $`\sigma _{xy}:01`$. The energy of these critical points coincide with that where the localization length diverges in Figs. 3(a) and (c). This means that the extended states with Chern number $`\pm 1`$ exist there, and $`\sigma _{xy}`$ in the thermodynamic limit ($`M\mathrm{}`$) stays quantized to be $`e^2/h`$ between these two energies \[broken line in Fig. 3(b)\].

Now we shall consider the double-layer model. The IQHE never occurs in this system with the above set of parameters unless the effect of disorder is taken into account. We consider the nontrivial case in which there are scattering events both within and between these layers. In this case, there is no gap between the initial and final states of the elastic scattering, and it is possible that all the states are localized once the disorder is introduced. However as shown below, the extended states and the Chern number carried by them are stable against the weak disorder. Here we define the strength of intra-layer scattering as $`W_0`$ and represent the strength of inter-layer scattering by $`W_1`$. As seen in the upper panels of Fig. 4, there occur two energies, i.e., $`E1.5t_0`$ and $`E=0`$, at which $`\lambda _M/2M`$ does not show $`M`$-dependence. This means that the extended states survives there as in Figs. 3 at least up to $`W_1=1.0t_0`$.

We next present the system-size dependence of $`\sigma _{xy}`$, as shown in the lower panels of Fig. 4. There appears two critical points for the transitions $`\sigma _{xy}:01`$ and $`\sigma _{xy}:11`$. From the particle-hole symmetry, $`\sigma _{xy}(E)=\sigma _{xy}(E)`$ is concluded. Therefore, there appear three critical points in the whole energy region. Because the single-layer model has at most two critical-points, the double-layer model could have maximum four. One may wonder why there appear only three critical-points in the present case. This is because the middle one is composed of two extended states which originally contribute to different critical points but carry the same Chern number, i.e. $`1`$. These extended states merge (at least in the present numerical accuracy) but never pair-annihilate, because the composite of these extended states carry the non-zero Chern number $`2`$. In other words, the conservation law of the topological charge prevents the localization.

$`\sigma _{xy}`$ at the lower critical-point takes the value $`0.5e^2/h`$. This value is again consistent with the analysis by Pruiskin and coworkers Pruisken . However, $`\sigma _{xy}`$ at the middle critical-point is zero. This critical behavior seems to violate the prediction by the analysis in Pruisken . However, recent numerical studies for the ordinary IQH system reveals the new type of critical phenomena, i.e. the direct transitions $`\sigma _{xy}:0n`$ ($`n>1`$) PRB64\_165317\_01 , which were experimentally observed in advance PRL71\_001439\_93 . The critical property around the middle point is considered to belong to the same class as $`\sigma _{xy}:02`$. Although the sample size is not large enough in the double-layer model, the size-dependence of $`\sigma _{xy}`$ is consistent with the quantized plateau shown by the broken line in the lower panels of Fig. 4.

It is not difficult to generalize the non-linear sigma model approach for the localization problem to the case of multi-component model without time-reversal nor spin-rotational symmetry. This “components” means orbitals, spins, and channels in the multilayer cases altogether. This approach does not assume the finite gap at the starting. Following the derivation in Ref. Pruisken , we obtain the Lagrangian:

$`L[\{Q_l\}]`$ $`=`$ $`{\displaystyle \underset{l,l^{}}{}}{\displaystyle \frac{1}{2}}[g^1]_{ll^{}}\stackrel{~}{\mathrm{𝐓𝐫}}Q_lQ_l^{}`$ (2)
$`+\mathrm{𝐓𝐫}\mathrm{𝐥𝐧}\left[E\widehat{H}+i\eta s+{\displaystyle \underset{l}{}}iQ_lI_l\right],`$
where $`[g]_{ll^{}}`$ is the scattering strength between components $`l`$ and $`l^{}`$, and $`[I_l]_{l^{}l^{\prime \prime }}=\delta _{l^{}l}\delta _{l^{\prime \prime }l}`$. $`\mathrm{𝐓𝐫}`$ ($`\mathrm{𝐥𝐧}`$) is the trace (logarithm) of matrix with functional index ($`\stackrel{}{r}`$) and discrete indices ($`p,a,l`$), where $`p=\pm `$ corresponds to the advanced and retarded fields respectively, and $`a`$ runs over replicas. $`\stackrel{~}{\mathrm{𝐓𝐫}}O`$ is the abbreviation for $`𝑑\stackrel{}{r}\mathrm{Tr}O(\stackrel{}{r})`$ where $`O(\stackrel{}{r})`$ is a matrix with $`p`$ and $`a`$ indices. The non-linear sigma model is the effective model for the massless Goldstone modes. In order to extract these modes, the parametrization $`Q_l=T_lP_lT_l^1`$ is useful. From the above Lagrangian, it is clear that inter-component scatterings $`[g^1]_{ll^{}}`$ ($`ll^{}`$) lock the out-of-phase modes $`T_lT_l^{}`$ ($`ll^{}`$), and therefore the effective model for massless in-phase modes, i.e., $`T_l=T`$, reduces to the model identical to that in Ref. Pruisken . The coefficients of the stiffness and topological terms for these modes coincide with $`\sigma _{xx}`$ and $`\sigma _{xy}`$ respectively. It is noted that these $`\sigma _{xx}`$ and $`\sigma _{xy}`$ contain the contributions from all components, i.e., all orbitals, spins and channels. Then the scaling of $`\sigma _{xy}`$ and $`\sigma _{xx}`$ remains the same as given in Ref. Pruisken . This supports the finite-size scaling study given above.

In real systems, the Coulomb interaction can not be neglected. In IQHE system, the $`\mathrm{ln}T`$ dependence of $`\sigma _{xx}`$ is observed PRB25\_005566\_82  and is attributed to the quantum Coulomb correction PRB26\_001651\_82 . However, the quantized $`\sigma _{xy}`$ in the ground state is well described by the noninteracting electron model. The situation is similar here for the quantized AHE system. In the thin film of Fe, $`\mathrm{ln}T`$-dependence of $`\sigma _{xx}`$ is observed while not for $`\sigma _{xy}`$ PRL67\_000735\_91 , which is explained by the quantum Coulomb correction combined with the skew scattering mechanism PRL67\_000739\_91 .

Usually AHE is estimated by $`\rho _H\rho _{xx}^2\sigma _{xy}`$, where $`\rho _H`$, $`\rho _{xx}`$ and $`\sigma _{xy}`$ are measured as quantities in 3D. In good metals, $`\rho _{xx}`$ is very small at low temperatures, and hence $`|\sigma _{xy}|`$ is large although $`|\rho _H|`$ is very small. Therefore it is possible that the quantized AHE is realized even in the conventional metallic ferromagnets such as Fe or Ni, when the thin film is fabricated. Actually, when we virtually consider thin film of $`n`$-layer systems, the 2D $`|\sigma _{xy}|`$ at $`T_\mathrm{C}/2`$ is estimated as $`0.59ne^2/h`$ for Fe HPA25\_000677\_52 , $`0.47ne^2/h`$ for Ni HPA25\_000677\_52 , and $`0.20ne^2/h`$ for SrRuO3 (from the first article in Ref. JPSJ66\_03893\_97 ). Therefore, the condition $`|\sigma _{xy}|>0.5e^2/h`$ is not so difficult to achieve in the thin films of metallic ferromagnets. Extrapolating the $`\mathrm{ln}T`$ behavior of $`\sigma _{xx}`$ experimentally observed PRL67\_000735\_91 , the crossover temperature $`T_{\mathrm{cross}}`$ from weak to strong localization is estimated as $`T_{\mathrm{cross}}T_0e^{\frac{\sigma _0h}{Ae^2}}`$, where $`T_0`$ a reference temperature of the order of 10K, $`\sigma _0`$ the Drude conductivity at $`T_0`$, and $`A`$ is a sample-dependent scaling-exponent of the order of unity. Therefore, if the minimal $`\sigma _0h/(Ae^2)`$ is less than $`10`$, we have the chance to observe the quantized anomalous Hall effect in the experimentally realizable temperature. Considering that $`\sigma _{xy}`$ have to be larger than $`0.5e^2/h`$, this condition means that the ratio $`\sigma _0/\sigma _{xy}`$ should be smaller than $`10`$. This novel quantized Hall state would prove the most dramatic consequence of the topological nature of the AHE.

The authors would like to thank Y. Tokura and A. Asamitsu for useful discussion. M. O. is supported by Domestic Research Fellowship from Japan Society for the Promotion of Science. N. N. is supported by the Ministry of Education, Science, Culture and Sports of Japan.


text:
# Neutrino Observatories Can Characterize Cosmic Sources and Neutrino Properties

## I Introduction

Neutrino telescopes promise to probe the deepest reaches of stars, galaxies, and exotic structures in the cosmos MannLear ; francis ; francis03 ; GQRSapp . Unlike charged particles, neutrinos arrive on a direct line from their source, undeflected by magnetic fields. Unlike photons, neutrinos interact weakly, so they can penetrate thick columns of matter 111The interaction length of a 1-TeV neutrino is about 2.5 million kilometers of water, or 250 kton/cm2, whereas high-energy photons are blocked by a few hundred g/cm2.. It is plausible that ultrahigh-energy extraterrestrial neutrinos will emerge from the atmospheric-neutrino background at energies between 1 and 10 TeV. Prospecting for extraterrestrial neutrino sources leads the science agenda for neutrino observatories, with characterizing the sources and the processes that operate within them to follow. The fluxes of extraterrestrial neutrinos may, in addition, offer clues to the properties of neutrinos themselves.

The task of developing diagnostics for neutrino sources by measuring relative fluxes of electron-, muon-, and tau-neutrinos is complicated by neutrino oscillations. Prominent among expected sources is the diffuse flux of neutrinos produced in the jets of active galactic nuclei such as the TeV-gamma sources Mkn 421 and 501, which are some 140 Mpc distant from Earth. The vacuum oscillation length, $`L_{\mathrm{osc}}=4\pi E_\nu /|\mathrm{\Delta }m^2|`$, is short compared with such intergalactic distances, so neutrinos oscillate many times between source and detector. For $`|\mathrm{\Delta }m^2|=10^5\text{ eV}^2`$, for example, the oscillation length is $`L_{\mathrm{osc}}2.5\times 10^{24}\text{ Mpc}(E_\nu /1\text{ eV})`$, a fraction of a megaparsec even for $`10^{20}`$-eV neutrinos. The fluxes $`\mathrm{\Phi }=\{\phi _e,\phi _\mu ,\phi _\tau \}`$ that arrive at Earth are not identical to the source fluxes $`\mathrm{\Phi }^0=\{\phi _e^0,\phi _\mu ^0,\phi _\tau ^0\}`$, and the transfer matrix $`𝒳`$ that maps $`\mathrm{\Phi }^0`$ to $`\mathrm{\Phi }`$ is not, in general, invertible 222We use the symbols $`\mathrm{\Phi }`$ and $`\phi `$ to denote the sum of neutrinos and antineutrinos except when we discuss implications of possible CPT violation, where $`\mathrm{\Phi },\phi `$ refer to neutrinos, and $`\overline{\mathrm{\Phi }},\overline{\phi }`$ to antineutrinos.. Moreover, over their long flight paths, cosmic neutrinos are vulnerable to decay processes that would have gone undetected in terrestrial or solar experiments. Should the neutrino sector exhibit departures from CPT invariance, the pattern of neutrino mixing could be considerably richer—and less circumscribed by experiment—than conventional wisdom holds.

In this paper, we investigate the consequences of neutrino mixing for the cosmic neutrino flux $`\mathrm{\Phi }`$ at Earth, and explore how measurements on Earth can characterize the source flux $`\mathrm{\Phi }^0`$. We contrast the fluxes that result from neutrino mixing with those that might arise from simple decay scenarios, and we look at the unconventional consequences that might obtain if CPT symmetry were violated. We first carry out an idealized analysis, taking our cue from current experiments; then we take into account the uncertainties of existing experimental constraints; finally we ask what we will know after the next round of neutrino oscillation experiments. Our aim is to examine the scientific potential of neutrino observatories in light of current information about neutrino properties, and to project the situation five years hence.

The basic operational goal of neutrino telescopes is the detection of energetic—hence, long-range—muons generated in charged-current interactions $`(\nu _\mu ,\overline{\nu }_\mu )N(\mu ^{},\mu ^+)+\text{anything}`$. Efficient, well-calibrated detection of $`(\nu _e,\overline{\nu }_e)`$ interactions is also required to make neutrino observatories incisive tools for the investigation of cosmic sources and neutrino properties. Good detection of $`(\nu _\tau ,\overline{\nu }_\tau )`$ interactions would test the expectation that muon neutrinos and tau neutrinos arrive at Earth in nearly equal numbers. The normalized electron-neutrino flux at Earth emerges as a promising diagnostic for the character of cosmic sources and for nonstandard neutrino properties. If neutrinos behave as expected—mixing according to the standard three-generation picture—it should prove possible, over time, to infer something about the flavor mix of neutrinos produced in distant sources. As is by now well known, neutrino oscillations—conventionally understood—map the standard neutrino mixture at the source, $`\mathrm{\Phi }_{\mathrm{std}}^0=\{\frac{1}{3},\frac{2}{3},0\}`$ into a mixture at Earth that approximates $`\{\frac{1}{3},\frac{1}{3},\frac{1}{3}\}`$. We explore the uncertainties that attach to this expectation in light of recent improvements in the experimental constraints on neutrino-mixing parameters, and we compute the mixture at Earth to be expected for other source mixtures. Neutrino decays over the long path from astrophysical sources could distort the flavor mixture of neutrinos arriving at Earth. Current speculations about CPT violation in the neutrino sector imply small, and perhaps undetectable, modifications to the conventional oscillation scenario for ultrahigh-energy neutrinos, but would lead to striking consequences for antineutrino decay.

## II The Influence of Neutrino Oscillations

Neutrino emission from active galactic nuclei (AGNs) may constitute the dominant diffuse flux at energies above a few TeV, where cosmic sources should emerge from the background of atmospheric neutrinos. With luminosities on the order of $`10^{45\pm 3}`$ erg/s, AGNs are the most powerful radiation sources in the universe. They are cosmic accelerators powered by the gravitational energy of matter falling in upon a supermassive black hole. Protons accelerated to very high energies within an AGN may interact with ultraviolet photons in the bright jets along the rotation axis or with matter in the accretion disk. The resulting $`pp`$ or $`p\gamma `$ collisions yield approximately equal numbers of $`\pi ^+,\pi ^0,\pi ^{}`$ that decay into $`\mu ^+\nu _\mu `$, $`\gamma \gamma `$, or $`\mu ^{}\overline{\nu }_\mu `$. The subsequent muon decays yield additional muon neutrinos and electron neutrinos, so the final count from $`\pi ^++\pi ^0+\pi ^{}`$ is $`2\gamma +2\nu _\mu +2\overline{\nu }_\mu +1\nu _e+1\overline{\nu }_e`$, for a normalized neutrino flux

$$\mathrm{\Phi }_{\mathrm{std}}^0=\{\phi _e^0=\frac{1}{3},\phi _\mu ^0=\frac{2}{3},\phi _\tau ^0=0\}$$
(1)
at the source. This standard mixture—equally divided between neutrinos and antineutrinos—is the canonical expectation from most hypothesized sources of ultrahigh-energy neutrinos.

In the standard, three-generation description of neutrino oscillations, the flavor eigenstates $`\nu _\alpha `$ are related to the mass eigenstates $`\nu _i`$ through $`\nu _\alpha =_iU_{\beta i}\nu _i`$, or

$$\left(\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right)=U\left(\begin{array}{c}\nu _1\\ \nu _2\\ \nu _3\end{array}\right).$$
(2)
A canonical form for the neutrino mixing matrix is FKM

$$U=\left(\begin{array}{ccc}U_{e1}& U_{e2}& U_{e3}\\ U_{\mu 1}& U_{\mu 2}& U_{\mu 3}\\ U_{\tau 1}& U_{\tau 2}& U_{\tau 3}\end{array}\right)=\left(\begin{array}{ccc}c_{12}c_{13}& s_{12}c_{13}& s_{13}e^{i\delta }\\ s_{12}c_{23}c_{12}s_{23}s_{13}e^{i\delta }& c_{12}c_{23}s_{12}s_{23}s_{13}e^{i\delta }& s_{23}c_{13}\\ s_{12}s_{23}c_{12}c_{23}s_{13}e^{i\delta }& c_{12}s_{23}s_{12}c_{23}s_{13}e^{i\delta }& c_{23}c_{13}\end{array}\right),$$
(3)
where $`s_{ij}=\mathrm{sin}\theta _{ij}`$, $`c_{ij}=\mathrm{cos}\theta _{ij}`$ and $`\delta `$ is a CP-violating phase. A useful idealized form of the mixing matrix that holds for $`\mathrm{sin}\theta _{13}=0`$, and maximal atmospheric mixing, $`\mathrm{sin}2\theta _{23}=1`$, is

$$U_{\mathrm{ideal}}=\left(\begin{array}{ccc}c_{12}& s_{12}& 0\\ s_{12}/\sqrt{2}& c_{12}/\sqrt{2}& 1/\sqrt{2}\\ s_{12}/\sqrt{2}& c_{12}/\sqrt{2}& 1/\sqrt{2}\end{array}\right).$$
(4)
We can express the oscillation (or survival) probabilities in a transfer matrix $`𝒳`$ that maps an initial mixture of flavors at the source into the observed mixture at the detector,

$$\left(\begin{array}{c}\phi _e\\ \phi _\mu \\ \phi _\tau \end{array}\right)=𝒳\left(\begin{array}{c}\phi _e^0\\ \phi _\mu ^0\\ \phi _\tau ^0\end{array}\right).$$
(5)
Averaged over many oscillations, $`𝒳`$ takes the form

$`𝒳_{\beta \alpha }`$ $`=`$ $`\delta _{\alpha \beta }2\mathrm{}{\displaystyle \underset{i>j}{}}U_{\alpha i}^{}U_{\beta i}U_{\alpha j}U_{\beta j}^{}`$ (6)
$`=`$ $`{\displaystyle \underset{j}{}}U_{\alpha j}^2U_{\beta j}^2,`$
which does not depend on the phase $`\delta `$. The idealized form that corresponds to (4) is

$$𝒳_{\mathrm{ideal}}=\left(\begin{array}{ccc}12x& x& x\\ x& \frac{1}{2}(1x)& \frac{1}{2}(1x)\\ x& \frac{1}{2}(1x)& \frac{1}{2}(1x)\end{array}\right),$$
(7)
where $`x=\mathrm{sin}^2\theta _{12}\mathrm{cos}^2\theta _{12}`$. Because the second and third rows are identical, the $`\nu _\mu `$ and $`\nu _\tau `$ fluxes that result from any source mixture $`\mathrm{\Phi }^0`$ are equal: $`\phi _\mu =\phi _\tau `$.

It is noteworthy that $`𝒳_{\mathrm{ideal}}`$ maps the standard source mixture $`\mathrm{\Phi }_{\mathrm{std}}^0`$ into

$$\mathrm{\Phi }_{\mathrm{std}}=\{\phi _e=\frac{1}{3},\phi _\mu =\frac{1}{3},\phi _\tau =\frac{1}{3}\},$$
(8)
independent of $`x`$, i.e., independent of $`\theta _{12}`$. Because $`\nu _\mu `$ and $`\nu _\tau `$ are fully mixed, the result is more general: any source with $`\phi _e^0=\frac{1}{3}`$ is mapped into $`\mathrm{\Phi }_{\mathrm{std}}`$, independent of $`x`$. The source mixture $`\mathrm{\Phi }_Z^0=\{\frac{1}{3},\frac{1}{3},\frac{1}{3}\}`$ that arises from $`Z^0`$ decay is yet more special because it is unchanged by neutrino oscillations: any three-generation transfer matrix maps it into $`\mathrm{\Phi }_{\mathrm{std}}`$. For an arbitrary value of the $`\nu _e`$ fraction at the source, $`𝒳_{\mathrm{ideal}}`$ leads to $`\phi _e=\phi _e^0(13x)+x`$, with $`\phi _\mu =\phi _\tau =\frac{1}{2}(1\phi _e)`$. The variation of $`\phi _e`$ with the $`\nu _e`$ source fraction $`\phi _e^0`$ is shown as a sequence of small black squares (for $`\phi _e^0=0,0.1,\mathrm{},1`$) in Figure 1 for the value $`x=0.21`$, which corresponds to $`\theta _{12}=0.57`$, the central value in a recent global analysis Alexei . The $`\nu _e`$ fraction at Earth ranges from $`0.21`$, for $`\phi _e^0=0`$, to $`0.59`$, for $`\phi _e^0=1`$.

The simple analysis based on $`𝒳_{\mathrm{ideal}}`$ is useful for orientation, but it is important to explore the range of expectations implied by global fits to neutrino-mixing parameters. The recent KamLAND data KamLAND  on the reactor-$`\overline{\nu }_e`$ rate and spectral shape, taken together with solar-neutrino data, select the large-mixing-angle (LMA) solution, with a mixing angle bounded at 95% CL to lie in the interval $`0.49<\theta _{12}<0.67`$ Alexei . Observations of atmospheric neutrinos favor maximal mixing; we take $`\frac{\pi }{4}\times 0.8<\theta _{23}<\frac{\pi }{4}\times 1.2`$ Concha , also at 95% CL. Experimental evidence favors $`\theta _{13}1`$; informed by the nonobservation of oscillations in the CHOOZ and Palo Verde reactor experiments Apollonio:2003gd ; Boehm:2001ik , we take $`0<\theta _{13}<0.1`$.

With current uncertainties in the oscillation parameters, a standard source spectrum, $`\mathrm{\Phi }_{\mathrm{std}}^0=\{\frac{1}{3},\frac{2}{3},0\}`$, is mapped by oscillations onto the red boomerang near $`\mathrm{\Phi }_{\mathrm{std}}=\{\frac{1}{3},\frac{1}{3},\frac{1}{3}\}`$ in the left pane of Figure 1. Given that $`𝒳_{\mathrm{ideal}}`$ maps $`\mathrm{\Phi }_{\mathrm{std}}^0\mathrm{\Phi }_{\mathrm{std}}`$ for any value of $`\theta _{12}`$, it does not come as a great surprise that the target region is of limited extent, and this is a familiar result OYasuda . The variation of $`\theta _{23}`$ away from $`\frac{\pi }{4}`$ breaks the identity $`\phi _\mu \phi _\tau `$ of the idealized analysis.

One goal of neutrino observatories will be to characterize cosmic sources by determining the source mix of neutrino flavors. It is therefore of interest to examine the outcome of different assumptions about the source. We show in the left pane of Figure 1 the mixtures at Earth implied by current knowledge of the oscillation parameters for source fluxes $`\mathrm{\Phi }_0^0=\{0,1,0\}`$ (the purple band near $`\phi _e0.2`$) and $`\mathrm{\Phi }_1^0=\{1,0,0\}`$ (the orange band near $`\phi _e0.6`$) 333Muon cooling within the source, as discussed in Ref. RachMesz , would deplete the source flux of $`\nu _e`$. We have no candidate mechanism to produce an ultrahigh-energy flux like $`\mathrm{\Phi }_1^0`$. In view of the current puzzlement over the origins of ultrahigh-energy cosmic rays, we think it prudent to keep an open mind about the range of possibilities.. For the $`\mathrm{\Phi }_{\mathrm{std}}^0`$ and $`\mathrm{\Phi }_1^0`$ source spectra, the uncertainty in $`\theta _{12}`$ is reflected mainly in the variation of $`\phi _e`$, whereas the uncertainty in $`\theta _{23}`$ is expressed in the variation of $`\phi _\mu /\phi _\tau `$ For the $`\mathrm{\Phi }_0^0`$ case, the influence of the two angles is not so orthogonal. For all the source spectra we consider, the uncertainty in $`\theta _{13}`$ has little effect on the flux at Earth. The extent of the three regions, and the absence of a clean separation between the regions reached from $`\mathrm{\Phi }_{\mathrm{std}}^0`$ and $`\mathrm{\Phi }_0^0`$ indicates that characterizing the source flux will be challenging, in view of the current uncertainties of the oscillation parameters.

Over the next five years—roughly the time scale on which large-volume neutrino telescopes will come into operation—we can anticipate improved information on $`\theta _{12}`$ and $`\theta _{23}`$ from KamLAND Barger:2000hy  and the long-baseline accelerator experiments at Soudan MINOS  and Gran Sasso CNGS . We base our projections for the future on the ranges $`0.54<\theta _{12}<0.63`$ and $`\frac{\pi }{4}\times 0.9<\theta _{23}<\frac{\pi }{4}\times 1.1`$, still with $`0<\theta _{13}<0.1`$ The results are shown in the right panel of Figure 1. The (purple) target region for the source flux $`\mathrm{\Phi }_0^0`$ shrinks appreciably and separates from the (red) region populated by $`\mathrm{\Phi }_{\mathrm{std}}^0`$, which is now tightly confined around $`\mathrm{\Phi }_{\mathrm{std}}`$. The (orange) region mapped from the source flux $`\mathrm{\Phi }_1^0`$ by oscillations shrinks by about a factor of two in the $`\phi _e`$ and $`\phi _\mu \phi _\tau `$ dimensions.

If CPT invariance is not respected in the neutrino sector BBLideas , the neutrino and antineutrino mixing matrices need not coincide. The KamLAND experiment’s confirmation of solar-like oscillations of $`\overline{\nu }_e`$ restricts the space of CPT-violating mixing matrices, but Barenboim, Borissov, and Lykken BBLKamLAND  have found two illustrative solutions that respect all existing constraints:

$$\text{Solution 1:}\left(\begin{array}{c}\theta _{12}=0.6\\ \theta _{23}=0.5\\ \theta _{13}=0.08\end{array}\right);\text{Solution 2:}\left(\begin{array}{c}\theta _{12}=0.785\\ \theta _{23}=0.52\\ \theta _{13}=0.08\end{array}\right).$$
(9)
These two solutions lead to essentially identical transfer matrices (cf. Eqn. (6)) that map a standard source mixture of antineutrinos into $`\overline{\mathrm{\Phi }}_{\mathrm{𝖢𝖯𝖳𝖵}}=\{0.42,0.36,0.22\}`$, which is plotted as a violet tripod in Figure 1. Observing $`\phi _e/\overline{\phi }_e=\frac{4}{5}1`$ would be manifest evidence of CPT violation. Although in principle it might be possible to distinguish the flux of $`\nu _e`$ and $`\overline{\nu }_e`$ at Earth by observing the resonant formation $`\overline{\nu }_eeW^{}\text{hadrons}`$, the $`\nu _e+\overline{\nu }_e`$ flux is more likely to be the available observable. In the presence of CPT-violating mixing, the expectation from a standard flux at the source is $`\mathrm{\Phi }_{\mathrm{𝖢𝖯𝖳𝖵}}=\frac{1}{2}(\mathrm{\Phi }_{\mathrm{std}}+\overline{\mathrm{\Phi }}_{\mathrm{𝖢𝖯𝖳𝖵}})=\{0.375,0.35,0.275\}`$, which is plotted as a violet cross in Figure 1. Distinguishing this value from $`\mathrm{\Phi }_{\mathrm{std}}=\{\frac{1}{3},\frac{1}{3},\frac{1}{3}\}`$ would be extraordinarily challenging.

## III Reconstructing the Neutrino Mixture at the Source

What can observations of the blend $`\mathrm{\Phi }`$ of neutrinos arriving at Earth tell us about the source? Inferring the nature of the processes that generate cosmic neutrinos is more complicated than it would be in the absence of neutrino oscillations. Because $`\nu _\mu `$ and $`\nu _\tau `$ are fully mixed—and thus enter identically in $`𝒳_{\mathrm{ideal}}`$—it is not possible fully to characterize $`\mathrm{\Phi }^0`$. We can, however, reconstruct the $`\nu _e`$ fraction at the source as

$$\phi _e^0=\frac{\phi _ex}{13x}.$$
(10)
The reconstructed source flux $`\phi _e^0`$ is shown in Figure 2 as a function of the $`\nu _e`$ flux at Earth. The heavy solid line represents the best-fit value for $`\theta _{12}`$; the light blue lines and thin solid lines indicate the current and future 95% CL bounds on $`\theta _{12}`$.

A possible strategy for beginning to characterize a source of cosmic neutrinos might proceed by measuring the $`\nu _e/\nu _\mu `$ ratio and estimating $`\phi _e`$ under the plausible assumption—later to be checked—that $`\phi _\mu =\phi _\tau `$. Let us first note that very large ($`\phi _e0.65`$) or very small ($`\phi _e0.15`$) $`\nu _e`$ fluxes cannot be accommodated in the standard neutrino-oscillation picture. Observation of an extreme $`\nu _e`$ fraction would implicate unconventional physics.

As we have already seen from Figure 1, constraining the source flux sufficiently to test the nature of the neutrino production process will require rather precise determinations of the neutrino flux at Earth. Suppose we want to test the idea that the source flux has the standard composition of Eqn. (1). With today’s uncertainty on $`\theta _{12}`$, a 30% measurement that locates $`\phi _e=0.33\pm 0.10`$ implies only that $`0\phi _e^00.68`$. For a measured flux in the neighborhood of $`\frac{1}{3}`$, the uncertainty in the solar mixing angle is of little consequence: the constraint that arises if we assume the central value of $`\theta _{12}`$ is not markedly better: $`0.06\phi _e^00.59`$. A 10% measurement of the $`\nu _e`$ fraction, $`\phi _e=0.33\pm 0.033`$, would make possible a rather restrictive constraint on the nature of the source. The central value for $`\theta _{12}`$ leads to $`0.26\phi _e^00.43`$, blurred to $`0.22\phi _e^00.45`$ with current uncertainties.

Measured $`\nu _e`$ fractions that depart significantly from the canonical $`\phi _e=\frac{1}{3}`$ would suggest nonstandard neutrino sources. An observed flux $`\phi _e=0.5\pm 0.1`$ points to a source flux $`0.47\phi _e^01`$, with current uncertainties, whereas $`\phi _e=0.25\pm 0.10`$ indicates $`0\phi _e^00.35`$.

## IV Influence of Neutrino Decays

Beacom, Bell, and collaborators BBHPW ; Beacom:2002cb  have observed that the decays of unstable neutrinos over cosmic distances can lead to mixtures at Earth that are incompatible with the oscillations of stable neutrinos. The candidate decays are transitions between mass eigenstates by emission of a very light particle, $`\nu _i(\nu _j,\overline{\nu }_j)+X`$. Dramatic effects occur when the decaying neutrinos disappear, either by decay to invisible products or by decay into active neutrino species so degraded in energy that they contribute negligibly to the total flux at the lower energy. If the lifetimes of the unstable mass eigenstates are short compared with the flight time from source to Earth, decay of the unstable neutrinos will be complete, and the (unnormalized) flavor $`\nu _\alpha `$ flux at Earth is given by

$$\stackrel{~}{\phi }_\alpha (E_\nu )=\underset{i=\mathrm{stable}}{}\underset{\beta }{}\phi _\beta ^0(E_\nu )|U_{\beta i}|^2|U_{\alpha i}|^2,$$
(11)
with $`\phi _\alpha =\stackrel{~}{\phi }_\alpha /_\beta \stackrel{~}{\phi }_\beta `$.

If only the lightest neutrino survives, the flavor mix of neutrinos arriving at Earth is determined by the flavor composition of the lightest mass eigenstate, independent of the flavor mix at the source. (The flavor mix at the source of course determines the relative fluxes of the mass eigenstates at the source, and so the rate of surviving neutrinos at Earth.) For a normal mass hierarchy $`m_1<m_2<m_3`$, the $`\nu _\alpha `$ flux at Earth is $`\phi _\alpha =|U_{\alpha 1}|^2`$. Accordingly, the neutrino flux at Earth is $`\mathrm{\Phi }_{\mathrm{normal}}=\{|U_{e1}|^2,|U_{\mu 1}|^2,|U_{\tau 1}|^2\}\{0.70,0.17,0.13\}`$ for our chosen central values of the mixing angles. If the mass hierarchy is inverted, $`m_1>m_2>m_3`$, the lightest (hence, stable) neutrino is $`\nu _3`$, so the flavor mix at Earth is determined by $`\phi _\alpha =|U_{\alpha 3}|^2`$. In this case, the neutrino flux at Earth is $`\mathrm{\Phi }_{\mathrm{inverted}}=\{|U_{e3}|^2,|U_{\mu 3}|^2,|U_{\tau 3}|^2\}\{0,0.5,0.5\}`$. Both $`\mathrm{\Phi }_{\mathrm{normal}}`$ and $`\mathrm{\Phi }_{\mathrm{inverted}}`$, which are indicated by crosses ($`\times `$) in Figure 1, are very different from the standard flux $`\mathrm{\Phi }_{\mathrm{std}}=\{\phi _e=\frac{1}{3},\phi _\mu =\frac{1}{3},\phi _\tau =\frac{1}{3}\}`$ produced by the ideal transfer matrix from a standard source. Observing either mixture would represent a departure from conventional expectations.

The fluxes that result from neutrino decays en route from the sources to Earth are subject to uncertainties in the neutrino-mixing matrix. The expectations for the two decay scenarios are indicated by the blue regions in Figure 1, where we indicate the consequences of 95% CL ranges of the mixing parameters now and in the future. With current uncertainties, the normal hierarchy populates $`0.61\phi _e0.77`$, and allows considerable departures from $`\phi _\mu =\phi _\tau `$. The normal-hierarchy decay region based on current knowledge overlaps the flavor mixtures that oscillations produce in a pure-$`\nu _e`$ source, shown in orange. (It is, however, far removed from the standard region that encompasses $`\mathrm{\Phi }_{\mathrm{std}}`$.) With the projected tighter constraints on the mixing angles, the range in $`\phi _e`$ swept out by oscillation from a pure-$`\nu _e`$ source or decay from a normal hierarchy shrinks by about a factor of two. Neutrino decay then populates $`0.65\phi _e0.74`$, and is separated from the oscillations. The degree of separation between the region populated by normal-hierarchy decay and the one populated by mixing from a pure-$`\nu _e`$ source depends on the value of the solar mixing angle $`\theta _{12}`$. For the seemingly unlikely value $`\theta _{12}=\frac{\pi }{4}`$, both mechanisms yield $`\mathrm{\Phi }=\{\frac{1}{2},\frac{1}{4},\frac{1}{4}\}`$.

With current uncertainties, the inverted hierarchy spans the range $`(\phi _\mu ,\phi _\tau )=(0.34,0.66)\text{ to }(0.66,0.34)`$, always with $`\phi _e0`$. With the improvements we project in the knowledge of mixing angles, the range will decrease to $`(\phi _\mu ,\phi _\tau )=(0.42,0.58)\text{ to }(0.58,0.42)`$, with $`\phi _e0`$. In both cases, these mixtures are well separated from the mixtures that would result from neutrino oscillations, for any conceivable source at cosmic distances.

Should CPT not be a good symmetry for neutrinos, the mass hierarchies and mixing matrices can be different for neutrinos and antineutrinos. Different numbers of stable $`\nu `$ and $`\overline{\nu }`$ may reach the Earth, so we do not know how to combine neutrino and antineutrino results to compare with neutrino-telescope measurements. The analysis of neutrino decays does not change if we relax CPT invariance, because neutrino mixing is already highly constrained by experiment. The Barenboim–Borissov–Lykken antineutrino mixing parameters BBLKamLAND  (cf. Eqn. (9)) provide examples of what can be expected for antineutrino decays if CPT is violated. Consider first the normal mass hierarchy, in which $`\nu _2`$ and $`\nu _3`$ both decay completely before reaching Earth. The resulting antineutrino fluxes at Earth are $`\overline{\mathrm{\Phi }}_{\mathrm{𝖢𝖯𝖳𝖵𝟣}}=\{0.68,0.28,0.04\}`$ and $`\overline{\mathrm{\Phi }}_{\mathrm{𝖢𝖯𝖳𝖵𝟤}}=\{0.50,0.42,0.08\}`$, both characterized by unusually large ratios of $`\overline{\phi }_\mu /\overline{\phi }_\tau `$ that place them outside the range of CPT-conserving decays and oscillations alike 444The barred quantities refer to antineutrinos.. In the case of an inverted mass hierarchy, both BBL parameter sets predict $`\overline{\mathrm{\Phi }}_{\mathrm{𝖢𝖯𝖳𝖵}\mathrm{𝗂𝗇𝗏}}=\{0.01,0.23,0.76\}`$, an unusually small ratio of $`\overline{\phi }_\mu /\overline{\phi }_\tau `$. Conventional oscillations—or CPT-conserving decays—populate the ternary plots of Figure 1 along the line $`\phi _\mu =\phi _\tau `$. CPT-violating decays offer an example of exotic physics with a very specific signature.

Beacom and Bell Beacom:2002cb  have shown that observations of solar neutrinos set the most stringent plausible lower bound on the reduced lifetime of a neutrino of mass $`m`$ as $`\tau /m10^4\text{ s/eV}`$. This rather modest limit opens the possibility that some neutrinos do not survive the journey from astrophysical sources, with consequences we have just explored. The energies of neutrinos that may be detected in the future from AGNs and other cosmic sources range over several orders of magnitude, whereas the distances to such sources vary over perhaps one order of magnitude. The neutrino energy sets the neutrino lifetime in the laboratory frame; more energetic neutrinos survive over longer flight paths than their lower-energy companions 555A similar phenomenon is familiar for cosmic-ray muons.. Under propitious circumstances of reduced lifetime, path length, and neutrino energy, it might be possible to observe the transition from more energetic survivor neutrinos to less energetic decayed neutrinos.

If decay is not complete, the (unnormalized) flavor $`\nu _\alpha `$ flux arriving at Earth from a source at distance $`L`$ is given by

$$\stackrel{~}{\phi }_\alpha (E_\nu )=\underset{i}{}\underset{\beta }{}\phi _\beta ^0(E_\nu )|U_{\beta i}|^2|U_{\alpha i}|^2e^{(L/E_\nu )(m_i/\tau _i)},$$
(12)
with the normalized flux $`\phi _\alpha (E_\nu )=\stackrel{~}{\phi }_\alpha (E_\nu )/_\beta \stackrel{~}{\phi }_\beta (E_\nu )`$. An idealized case will illustrate the possibilities for observing the onset of neutrino decay and estimating the reduced lifetime. Assume a normal mass hierarchy, $`m_1<m_2<m_3`$, and let $`\tau _3/m_3=\tau _2/m_2\tau /m`$. For a given path length $`L`$, the neutrino energy at which the transition occurs from negligible decays to complete decays is determined by $`\tau /m`$. We show in the left pane of Figure 3 the energy evolution of the normalized neutrino fluxes arriving from a standard source; the energy scale is appropriate for the case $`\tau /m=1\text{ s/eV}`$ and $`L=100\text{ Mpc}`$. The result shown there is actually universal—within our simplifying assumptions—provided that the neutrino energy scale is renormalized as

$$E_\nu =\epsilon \left(\frac{1\text{ s/eV}}{\tau /m}\right)\left(\frac{L}{100\text{ Mpc}}\right).$$
(13)
We show in the left pane of Figure 4 that over about one decade in energy, the flavor mix of neutrinos arriving at Earth changes from the normal decay flux, $`\mathrm{\Phi }_{\mathrm{normal}}`$, to the standard oscillation flux, $`\mathrm{\Phi }_{\mathrm{std}}`$. For the case at hand, the transition takes place between $`3\times 10^{15}\text{ eV}`$ and $`3\times 10^{16}\text{ eV}`$. The corresponding results for the inverted mass hierarchy are depicted in the right panes of Figures 3 and 4, which show a rapid transition from $`\mathrm{\Phi }_{\mathrm{inverted}}`$ to $`\mathrm{\Phi }_{\mathrm{std}}`$.

If we locate the transition from survivors to decays at neutrino energy $`E^{}`$, then we can estimate the reduced lifetime in terms of the distance to the source as

$$\tau /m100\text{ s/eV}\left(\frac{L}{\text{1 Mpc}}\right)\left(\frac{1\text{ TeV}}{E^{}}\right).$$
(14)
In practice, ultrahigh-energy neutrinos are likely to arrive from a multitude of sources at different distances from Earth, so the transition region will be blurred 666Our assumption that $`\tau _3/m_3=\tau _2/m_2\tau /m`$ is also a special case.. Nevertheless, it would be rewarding to observe the decay-to-survival transition, and to use Eqn. (14) to estimate—even within one or two orders of magnitude—the reduced lifetime. If no evidence appears for a flavor mix characteristic of neutrino decay, then Eqn. (14) provides a lower bound on the neutrino lifetime. For that purpose, the advantage falls to large values of $`L/E^{}`$, and so to the lowest energies at which neutrinos from distant sources can be observed. Observing the standard flux, $`\mathrm{\Phi }_{\mathrm{std}}=\{\frac{1}{3},\frac{1}{3},\frac{1}{3}\}`$, which is incompatible with neutrino decay, would strengthen the current bound on $`\tau /m`$ by some seven orders of magnitude, for 10-TeV neutrinos from sources at 100 Mpc Beacom:2002cb .

## V Assessment

The conventional mechanism for ultrahigh-energy neutrino production in astrophysical sources, when modulated by the standard picture of neutrino oscillations, leads to approximately equal fluxes of $`\nu _e`$, $`\nu _\mu `$, and $`\nu _\tau `$ at a terrestrial detector. Observing a strong deviation from this expectation will indicate that we must revise our conception of neutrino sources—or that neutrinos behave in unexpected ways on the long journey from source to Earth. With the more precise understanding of neutrino mixing that we expect will develop over the next five years, it may become possible to characterize the neutrino mixture at the source. On the other hand, detecting equal fluxes of the three neutrino flavors can strengthen existing bounds on neutrino lifetimes quite dramatically. If neutrinos do decay between source and Earth, the flavor mixture at Earth will be incompatible with the consequences of the standard source mixture. As constraints improve on the mixing angles $`\theta _{12}`$ and $`\theta _{23}`$, the flavor mix that results from neutrino decay will separate decisively from what can be generated by any source mix plus oscillations. In the best imaginable case for neutrino decays, the neutrino lifetime might reveal itself in an energy dependence of the flavor mix observed at Earth. If neutrinos decay, the fluxes at Earth are very different for normal and inverted mass hierarchies.

Conventional neutrino oscillations—and conventional decays—lead to nearly equal fluxes of $`\nu _\mu `$ and $`\nu _\tau `$, and so populate only a portion of the $`\phi _e`$$`\phi _\mu `$$`\phi _\tau `$ ternary plot. A neutrino mixture at Earth that is far from the $`\phi _\mu =\phi _\tau `$ line points to unconventional neutrino physics. CPT violation offers one example of novel behavior, but its predictions are tested most cleanly by observing differences between neutrinos and antineutrinos, for which the experimental prospects are distinctly limited at ultrahigh energies.

The analysis presented here offers further motivation to develop techniques for identifying interactions of ultrahigh-energy $`\nu _e`$, $`\nu _\mu `$, and $`\nu _\tau `$—and for measuring the neutrino energies—in cubic-kilometer–scale neutrino observatories. If this can be achieved, prospects for learning about the properties of neutrinos and about the nature of cosmic neutrino sources will be greatly enhanced.

###### Acknowledgements.

We thank Stephen Parke for a helpful observation, and thank John Beacom and Nicole Bell for lively discussions. Fermilab is operated by Universities Research Association Inc. under Contract No. DE-AC02-76CH03000 with the U.S. Department of Energy. One of us (C.Q.) is grateful for the hospitality of the Kavli Institute for Theoretical Physics during the program, Neutrinos: Data, Cosmos, and Planck Scale. This research was supported in part by the National Science Foundation under Grant No. PHY99-07949.