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# A preference for a non-zero neutrino mass from cosmological data

## 1 Introduction

The first results from the Wilkinson Microwave Anisotropy Probe (WMAP; Bennett et al. 2003; Spergel et al. 2003) have confirmed, at high statistical significance, what has become known as the ‘standard’ cosmological model. We appear to live in an approximately flat, vacuum energy dominated universe, with a mean matter density $`\mathrm{\Omega }_\mathrm{m}0.3`$ and Hubble constant $`H_070`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, that was seeded by predominantly adiabatic, Gaussian primordial fluctuations.

The initial papers from the WMAP team concentrated on results extracted from the WMAP data alone, and on results obtained by combining the WMAP and other cosmic microwave background (CMB) data with information from the 2dF Galaxy Redshift Survey (2dFGRS) and observations of the Lyman-$`\alpha `$ forest. In this paper, we present results based on similar CMB and 2dFGRS data, but drop the Lyman-$`\alpha `$ forest constraints. Instead, we include constraints provided by the baryonic mass fraction in X-ray luminous, dynamically relaxed galaxy clusters studied with the Chandra Observatory, and constraints obtained from the local X-ray luminosity function (XLF) of the most X-ray luminous galaxy clusters (Allen et al. 2002, 2003).

Neutrinos are fundamental particles of the Standard Model of particle physics, and their masses have significant implications. Experiments to observe neutrino oscillations have shown there to be small, but non-zero, mass squared differences between three neutrino mass eigenstates (e.g. Fukuda et al. 1998; Ahmad et al. 2002; Eguchi et al. 2003). If the lowest eigenstate has zero mass then these differences imply a mass of $`0.05`$ eV for at least one of the remaining two mass eigenstates. Due to the effect of the neutrino mass on the growth of structure in the Universe, cosmological observations are sensitive to the neutrino mass density. So far, only upper limits have been obtained from cosmological observations. The WMAP team (Spergel et al. 2003) found $`m_\nu <0.23`$ eV per neutrino (95 per cent confidence) from combining CMB, 2dFGRS and Lyman-$`\alpha `$ forest data, assuming three neutrino species of degenerate mass (see Elgaroy & Lahav 2003 for a more detailed discussion of the assumptions).

Our primary motivation for this work was to compare and combine the constraints from the new CMB and X-ray cluster data, with particular attention being paid to the linearly-evolved amplitude of mass fluctuations. Whereas the CMB data probe large to intermediate length scales in the early universe ($`z1100`$), the XLF constraints are much more local ($`z<0.3`$) and probe intermediate length scales. These different properties also make the combination of CMB and XLF data well suited to examining the contribution of neutrinos to the mass density of the universe.

The amplitude of spatial fluctuations in the mass density is a strong function of both scale and epoch. Conventionally, the amplitude of fluctuations is quoted on an intermediate length scale at the present day (z=0): $`\sigma _8`$ is the root-mean-square matter fluctuation within $`8h^1`$ Mpc spheres, calculated using linear theory. As discussed by e.g. Efstathiou & Bond (1999), there are a large number of different (degenerate) combinations of parameters that can give almost identical CMB power spectra, most importantly (assuming a flat universe) the Hubble constant, $`H_0=100h`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, the neutrino mass density, $`\mathrm{\Omega }_\nu `$, and the mean matter density in units of the critical density, $`\mathrm{\Omega }_\mathrm{m}`$. Current CMB data alone cannot, therefore, provide strong constraints on $`\sigma _8`$ (Spergel et al. 2003, Bridle et al. 2003).

Although the normalization of the CMB power spectrum on large scales is insensitive to the neutrino mass, allowing for the presence of massive neutrinos will lower the value of $`\sigma _8`$ inferred from the CMB data. This is because massive neutrinos affect the growth of fluctuations on small scales at late times ($`\sigma _8`$ being calculated at the present day). Conversely, whereas the number density of galaxy clusters in the local universe is sensitive to the neutrino mass, the value of $`\sigma _8`$ inferred from the XLF observations is only mildly affected, since the length scale probed by clusters is very similar to $`8h^1`$ Mpc.

Given an accurate measurement of $`\mathrm{\Omega }_\mathrm{m}`$, the cluster XLF data can yield a precise determination of $`\sigma _8`$. $`\mathrm{\Omega }_\mathrm{m}`$ can be obtained from measurements of the baryonic gas mass fraction, $`f_{\mathrm{gas}}`$, in large, dynamically relaxed clusters of galaxies, together with results on the Hubble constant and mean baryon density of the Universe from the ratio of first to second peak heights in the CMB temperature angular power spectrum. Thus, the combination of CMB, $`f_{\mathrm{gas}}`$ and cluster XLF data can together yield an estimate of the neutrino mass.

Our approach in constraining the neutrino mass is similar to that described by Fukugita, Liu & Sugiyama (2000). A number of earlier papers have also placed limits on the neutrino mass using the observed slope of the galaxy (and by assumption matter) power spectrum obtained from the 2dFGRS, which is sensitive to a combination of cosmological parameters (see Elgaroy et al. 2002, Elgaroy & Lahav 2003, Hannestad 2003 and references therein). We show that including the 2dFGRS constraint is helpful in constraining the neutrino mass, but not essential to our analysis.

## 2 Method

### 2.1 Analysis of the CMB and large scale structure data

Our analysis of CMB observations uses the WMAP temperature (TT) data for multipoles $`l<900`$ (Hinshaw et al. 2003) and temperature-polarization (TE) data for $`l<450`$ (Kogut et al. 2003). To extend the analysis to higher multipoles (smaller scales), we also include data from the Cosmic Background Imager (CBI; Pearson et al. 2003) and Arcminute Cosmology Bolometer Array Receiver (ACBAR; Kuo et al. 2003) for $`l>800`$. The comparison of model angular power spectra with the WMAP data employs the likelihood calculation routines released by the WMAP team (Verde et al. 2003).

For part of the analysis, we also include large scale structure data from the 2dFGRS. We use the power spectrum obtained from the first 147,000 redshifts of the survey, covering scales $`0.02<k/(h\mathrm{Mpc}^1)<0.15`$, where non-linear effects are thought to be negligible (Percival et al. 2002). Over this range, we assume that the 2dFGRS power spectrum is directly proportional to the matter power spectrum at $`z=0`$, marginalizing over the constant of proportionality using a wide prior.

Our analysis of the CMB and 2dFGRS data uses the CosmoMC code111http://cosmologist.info/cosmomc/. This in turn uses CAMB (Lewis, Challinor & Lasenby 2000), which is based on CMBFAST (Seljak & Zaldarriaga 1996), to generate the CMB and matter power spectrum transfer functions, and a Metropolis-Hastings Markov Chain Monte Carlo (MCMC) algorithm to explore parameter space. We used the covariance matrix of the parameters to improve sampling efficiency (see Lewis & Bridle 2002 for more details).

We have fitted the data using a cosmological model with nine free parameters: the physical dark (cold+hot) matter and baryon densities in units of the critical density, $`\mathrm{\Omega }_{\mathrm{dm}}h^2`$ and $`\mathrm{\Omega }_\mathrm{b}h^2`$, the Hubble constant $`H_0`$, the neutrino mass fraction $`f_\nu =\mathrm{\Omega }_\nu /\mathrm{\Omega }_{\mathrm{dm}}`$, the recombination redshift $`z_{\mathrm{rec}}`$ (at which the reionization fraction is a half, assuming instantaneous reionization), the amplitude of the scalar power spectrum $`A_\mathrm{S}`$, the scalar and tensor spectral indexes $`n_\mathrm{S}`$ and $`n_\mathrm{T}`$, and the ratio of the normalization of tensor and scalar components $`R=A_\mathrm{T}/A_\mathrm{S}`$, where $`A_\mathrm{S}`$ is evaluated at $`k=0.05\mathrm{Mpc}^1`$ and $`A_\mathrm{T}`$ is evaluated at $`k=0.002\mathrm{Mpc}^1`$. We assume three neutrinos of degenerate (equal) mass throughout. Each parameter had a wide uniform prior applied. We assume a flat geometry with a cosmological constant ($`\mathrm{\Omega }_\mathrm{m}+\mathrm{\Omega }_\mathrm{\Lambda }`$=1).

The analysis was carried out on the Cambridge X-ray group Linux cluster. For our main analyses of the CMB and CMB+2dFGRS data, using the nine-parameter model and allowing for massive neutrinos and tensors, we accumulated at total of $`10^6`$ correlated samples in 10 separate chains. In order to investigate the effects of neutrinos and tensors in detail, we also carried out two additional runs in which the neutrino density and tensor amplitude ratio were separately fixed to zero ($`f_\nu =0`$ and $`R=0`$, respectively). For these runs, we accumulated $`6\times 10^5`$ samples in 6 separate chains. We satisfied ourselves that the chains had converged by ensuring that consistent final results were obtained from numerous small subsets of the chains. In all cases, we allowed a conservative burn-in period of $`10^4`$ samples.

### 2.2 Importance sampling using the X-ray cluster constraints

In order to obtain improved results on cosmological parameters we have importance sampled the CMB and CMB+2dFGRS MCMC results, applying further, independent constraints based on X-ray studies of galaxy clusters. Firstly, we applied constraints from the observed X-ray gas mass fraction, $`f_{\mathrm{gas}}`$, in dynamically relaxed clusters. These data provide one of the most simple and robust cosmological probes currently available, constraining a combination of $`\mathrm{\Omega }_\mathrm{m}`$, $`H_0`$ and $`\mathrm{\Omega }_\mathrm{b}`$. We have used the data and methods of Allen, Schmidt & Fabian (2002) and Allen et al. (2003). The data are drawn from Chandra observations of X-ray luminous, dynamically relaxed clusters spanning the redshift range $`0.08<z<0.47`$. Consistent measurements of the mass profiles in the clusters are available from X-ray and gravitational lensing methods in most cases, keeping systematic uncertainties to a minimum.

Each of the MCMC samples obtained from the CMB and CMB+2dFGRS analyses provides values for $`\mathrm{\Omega }_\mathrm{b}`$, $`\mathrm{\Omega }_\mathrm{m}`$ and $`h`$. Using these values, we fit the observed $`f_{\mathrm{gas}}(z)`$ data with the model function (Allen et al. 2002)

$`f_{\mathrm{gas}}^{\mathrm{mod}}(z)={\displaystyle \frac{b\mathrm{\Omega }_\mathrm{b}}{\left(1+0.19\sqrt{h}\right)\mathrm{\Omega }_\mathrm{m}}}\left[{\displaystyle \frac{h}{0.5}}{\displaystyle \frac{D_\mathrm{A}^{\mathrm{\Omega }_\mathrm{m}=1,\mathrm{\Omega }_\mathrm{\Lambda }=0}(z)}{D_\mathrm{A}^{\mathrm{\Omega }_\mathrm{m},\mathrm{\Omega }_\mathrm{\Lambda }}(z)}}\right]^{1.5},`$ (1)
where $`\mathrm{\Omega }_\mathrm{m}=1.0`$, $`\mathrm{\Omega }_\mathrm{\Lambda }=0`$ and $`h=0.5`$ define the reference cosmology used for the $`f_{\mathrm{gas}}(z)`$ measurements. The X-ray gas dominates the baryonic mass content of the clusters and the factor $`(1+0.19\sqrt{h})`$ converts the X-ray gas mass into the total baryonic mass (Fukugita, Hogan & Peebles 1998). The quantity $`b`$ is a bias factor, motivated by gasdynamical simulations which suggest that the baryon fraction in clusters is slightly lower than for the universe as a whole (e.g. Cen & Ostriker 1994; Eke, Navarro & Frenk 1998; Bialek et al. 2001). We use the results of Eke et al. (1998) from simulations of 10 X-ray luminous, massive clusters to constrain $`b`$. Excluding the data for the most dynamically active cluster in the study of Eke et al. (1998; recall that the $`f_{\mathrm{gas}}`$ data are drawn from Chandra observations of dynamically relaxed systems), the simulated clusters show consistent, relatively flat baryonic mass fraction profiles for radii $`r>0.2r_{\mathrm{vir}}`$ (Fig 1). At $`r=0.25r_{\mathrm{vir}}`$, a radius comparable to the measurement radius for the Chandra observations, the simulations of Eke et al. (1998) give $`b=0.824\pm 0.033`$.

Employing a Gaussian prior on the bias factor and fitting the model described by Eq. 1, we obtain a $`\chi ^2`$ value for each of the MCMC samples. The weight of the MCMC samples is then multiplied by $`e^{\chi ^2/2}`$. Note that we assume that the effect of massive neutrinos on the $`f_{\mathrm{gas}}`$ constraints is negligible, which would be true if the neutrino to dark matter ratio within the galaxy clusters were typical of the universe as a whole. However, even in the most extreme case in which neutrinos completely avoid galaxy clusters, $`\mathrm{\Omega }_\mathrm{m}`$ in the pre-factor of Eq. 1 need only be replaced by $`\mathrm{\Omega }_\mathrm{m}\mathrm{\Omega }_\nu `$. Since we find $`\mathrm{\Omega }_\nu /\mathrm{\Omega }_\mathrm{m}0.04`$ from this work, even this extreme case would only increase $`\mathrm{\Omega }_\mathrm{m}`$ by $`0.01`$ and have negligible effect on our conclusions regarding the neutrino mass.

Secondly, we have also importance sampled the MCMC results applying additional constraints from the observed, local X-ray luminosity function (XLF) of galaxy clusters. For this analysis, we use the results of Allen et al. (2003; see Fig. 3 of that paper), which are based on the XLF for the most X-ray luminous ($`L_{\mathrm{X},0.12.4}>10^{45}`$$`\mathrm{erg}\mathrm{s}^1`$) galaxy clusters within redshift $`z<0.3`$ observed in the ROSAT All-Sky Survey (Ebeling et al. 2000; Böhringer et al. 2002), and a mass-luminosity relation determined from Chandra X-ray and weak lensing observations. The XLF results constrain the combination of $`\mathrm{\Omega }_\mathrm{m}`$ and $`\sigma _8`$. To importance sample, we multiply the weight of each of the MCMC samples by the probability of that $`\sigma _8`$, $`\mathrm{\Omega }_\mathrm{m}`$ parameter pair from the analysis of Allen et al. (2003).

## 3 Results

The marginalized results on cosmological parameters obtained from the analysis of the CMB+2dF, CMB+2dF+$`f_{\mathrm{gas}}`$, CMB+2dF+XLF, CMB+$`f_{\mathrm{gas}}`$+XLF, and CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data, using the nine parameter model with the neutrino mass fraction and tensor amplitude ratio included as free parameters, are summarized in Table 1. This table also lists the values of other quantities that can be derived from the parameter values: the matter density in units of the critical density, $`\mathrm{\Omega }_\mathrm{m}`$ ($`\mathrm{\Omega }_\mathrm{m}=\mathrm{\Omega }_{\mathrm{dm}}+\mathrm{\Omega }_\mathrm{b}`$), the linearly-evolved amplitude of mass fluctuations on 8$`h^1`$Mpc scales, $`\sigma _8`$, the physical neutrino density in units of the critical density, $`\mathrm{\Omega }_\nu h^2`$, and the optical depth to reionization, $`\tau `$.

The marginalized, posterior probability distributions for the parameters are also shown in Fig. 2. The results obtained from the additional runs with the neutrino mass fraction, and then the tensor amplitude ratio, fixed to zero are, in general, consistent with those listed in Table 1. The most notable exception to this is the result on $`\sigma _8`$ in the case of a negligible neutrino mass, which is discussed below. We note, however, that the run without tensors gives peak-probability values for $`\mathrm{\Omega }_\mathrm{b}h^2`$, $`H_0`$, $`f_\nu `$, $`n_\mathrm{S}`$ and $`\mathrm{\Omega }_\nu h^2`$ that are slightly lower (and a result on $`\sigma _8`$ that is slightly higher) than the tabulated values, although consistent within 68 per cent uncertainties. We also note that the limit on the ratio of the scalar to tensor amplitudes is constrained more tightly in the $`f_\nu =0`$ case ($`R<0.3`$ at 95 per cent confidence).

### 3.1 The cosmic neutrino density and amplitude of mass fluctuations

Two of the more interesting results to come from the analysis are the effects of allowing for massive neutrinos on the present day, linearly-evolved amplitude of mass fluctuations, $`\sigma _8`$, and the implied contribution of such neutrinos to the energy density of the universe, $`\mathrm{\Omega }_\nu h^2`$.

Fig. 3 shows the joint 68.3 and 95.4 per cent confidence limits on $`\mathrm{\Omega }_\mathrm{m}`$ and $`\sigma _8`$ obtained from the CMB+2dF+$`f_{\mathrm{gas}}`$ data. The independent constraints from the cluster XLF are also shown overlaid. In the absence of massive neutrinos ($`f_\nu =0`$), we obtain a marginalized result on the amplitude of mass fluctuations from the CMB+2dF+$`f_{\mathrm{gas}}`$ data of $`\sigma _8=0.86_{0.07}^{+0.08}`$ (dashed curve in Fig. 3), which is only marginally consistent with the cluster XLF constraints. When the neutrino density is included as a free parameter, however, the agreement with the XLF results is improved significantly, with a marginalized result on $`\sigma _8`$ from the CMB+2dF+$`f_{\mathrm{gas}}`$ data of $`\sigma _8=0.74_{0.07}^{+0.12}`$ (solid curve in Fig. 3. A similar degeneracy between $`\sigma _8`$ and $`f_\nu `$ is visible in the analysis of pre-WMAP CMB (and other) data by Lewis & Bridle 2003). We note that the effects of neutrinos on the cluster XLF analysis are negligible, reducing the measured value of $`\sigma _8`$ by only $`1.5`$ per cent from the no-neutrino case (see Section 4).

The marginalized results on $`\sigma _8`$ from the CMB+2dF+$`f_{\mathrm{gas}}`$ data are also consistent with those obtained from other recent studies of the number density and evolution of galaxy clusters, which generally find $`\sigma _80.650.75`$ for $`\mathrm{\Omega }_\mathrm{m}=0.3`$ (e.g. Borgani et al. 2001; Reiprich & Böhringer 2002; Viana, Nichol & Liddle 2002; Schuecker et al. 2003; Pierpaoli et al. 2003; Voevodkin & Vikhlinin 2003 and references therein) as well as some of the more recent measurements of cosmic shear on large angular scales (Brown et al. 2003; Jarvis et al. 2003 and references therein). We caution, however, that some other cosmic shear studies (e.g. Van Waerbeke et al. 2002; Refregier, Rhodes & Groth 2002) have inferred higher values of $`\sigma _80.9`$, for $`\mathrm{\Omega }_\mathrm{m}0.3`$.

Fig. 4(a) shows the constraints on $`\mathrm{\Omega }_\nu h^2`$ obtained from various combinations of the data, as described in Table 1. Using the CMB+2dF+$`f_{\mathrm{gas}}`$ data, we measure a neutrino density $`\mathrm{\Omega }_\nu h^2=0.0045_{0.0031}^{+0.0036}`$, with a 95.4 per cent confidence upper limit of $`\mathrm{\Omega }_\nu h^2<0.012`$ (or $`f_\nu <0.1`$; the same upper limit is also obtained using only the CMB+2dF data.) For the full CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data set, we obtain $`\mathrm{\Omega }_\nu h^2=0.0059_{0.0027}^{+0.0033}`$, with the region between $`\mathrm{\Omega }_\nu h^2=0`$ and the corresponding equi-probability upper value for $`\mathrm{\Omega }_\nu h^2`$ containing 99 per cent of the probability. Finally, for the CMB+$`f_{\mathrm{gas}}`$+XLF data, we find $`\mathrm{\Omega }_\nu h^2=0.0055_{0.0017}^{+0.0070}`$, with $`\mathrm{\Omega }_\nu h^2>0`$ at more than 99 per cent confidence. We thus see that including the 2dFGRS constraint is helpful in the analysis, but not essential to our detection of a non-zero neutrino mass. Our most probable result on the neutrino density from the CMB+$`f_{\mathrm{gas}}`$+XLF and CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data sets corresponds to $`1.3`$ per cent of the critical value required for closure.

Fig. 4(b) shows how the results on $`\mathrm{\Omega }_\nu h^2`$ are modified when we exclude the presence of tensor components. In this case, the full CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data set gives $`\mathrm{\Omega }_\nu h^2=0.0034_{0.0016}^{+0.0031}`$. Although the most probable value for $`\mathrm{\Omega }_\nu h^2`$ is reduced when we exclude tensor components, we still find $`\mathrm{\Omega }_\nu h^2>0`$ at 93 per cent confidence.

The results on $`\mathrm{\Omega }_\nu h^2`$ can be converted into a constraint on the neutrino mass, summed over species, using the relation $`\mathrm{\Omega }_\nu h^2=_im_i/94\mathrm{eV}`$. For the full CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data set, we find $`_im_i=0.56_{0.26}^{+0.30}`$eV.

Our result on the contribution of neutrinos to the energy density of the universe differs slightly from that reported by the WMAP team, $`\mathrm{\Omega }_\nu h^2<0.0076`$ (95 per cent confidence limit; Spergel et al. 2003). The primary reason for this difference is the inclusion of Lyman-$`\alpha `$ forest data in the WMAP team’s analysis (see discussions in Elgaroy & Lahav 2003 and Hannestad 2003) and the inclusion of cluster XLF data in ours. Our results are, however, consistent with those of 2dFGRS team: $`_im_i<2.2`$ eV (Elgaroy et al. 2002; Hannestad 2003) as well as those of Lewis & Bridle (2003) and Slosar et al. (2003) from the analysis of pre-WMAP CMB, 2dFGRS and other data using MCMC techniques.

### 3.2 The Hubble constant and mean matter density

Our results on the Hubble constant are in good agreement with, but more tightly constrained than, that from the Hubble Key Project ($`H_0=72\pm 8`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$; Freedman et al. 2001). Including the neutrino energy density as a free parameter, our analysis of the CMB+2dF data gives $`H_0=70_5^{+6}`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. The introduction of the Chandra $`f_{\mathrm{gas}}`$ data improves this constraint significantly, to $`H_0=68.4_{1.4}^{+2.0}`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$. For the full CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data set, we find $`H_0=68.4_{1.6}^{+1.5}`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$.

The introduction of the $`f_{\mathrm{gas}}`$ data also leads to significant improvements in our measurements of the mean matter and baryon densities. As can be seen from Table 1, the combination of CMB+2dF data gives a $`20`$ per cent uncertainty on $`\mathrm{\Omega }_\mathrm{m}`$ and an eight per cent uncertainty on $`\mathrm{\Omega }_\mathrm{b}h^2`$. The introduction of the $`f_{\mathrm{gas}}`$ data improves these constraints to seven per cent on $`\mathrm{\Omega }_\mathrm{m}`$ and five per cent on $`\mathrm{\Omega }_\mathrm{b}h^2`$. The further inclusion of the XLF data makes little difference to the results, providing us with final answers of $`\mathrm{\Omega }_\mathrm{m}=0.301\pm 0.024`$ and $`\mathrm{\Omega }_\mathrm{b}h^2=0.0236\pm 0.0012`$. The improvement in the constraints on $`H_0`$ and $`\mathrm{\Omega }_\mathrm{m}`$ obtained with the introduction of the Chandra $`f_{\mathrm{gas}}`$ data can be clearly seen in Fig. 5.

We note that the tight constraints on $`H_0`$, $`\mathrm{\Omega }_\mathrm{m}`$ and $`\mathrm{\Omega }_\mathrm{b}h^2`$ are primarily due to the combination of CMB and $`f_{\mathrm{gas}}`$ data. From an analysis of these two data sets alone, we find $`H_0=66.4_{1.5}^{+2.4}`$$`\mathrm{km}\mathrm{s}^1\mathrm{Mpc}^1`$, $`\mathrm{\Omega }_\mathrm{m}=0.304_{0.027}^{+0.024}`$ and $`\mathrm{\Omega }_\mathrm{b}h^2=0.0234_{0.0018}^{+0.0015}`$.

## 4 Discussion

The main result of this paper is the tentative detection of a non-negligible neutrino mass. Recent years have seen significant progress in our understanding of neutrinos from particle physics. The Large Electron Positron Collider (LEP) and Stanford Linear Accelerator Centre Linear Electron-Positron Collider (SLC) showed there to be three light, active neutrino species (electron, muon, tau). Solar and atmospheric neutrino experiments such as Super-Kamiokande, the Sudbury Neutrino Observatory and Kamland (Fukuda et al. 1998; Ahmad et al. 2002; Eguchi et al. 2003) have since provided strong evidence for oscillations between these neutrino species, and determined two of the mass-squared differences to be $`\mathrm{\Delta }m_{\mathrm{sol}}^27\times 10^5`$ eV2 and $`\mathrm{\Delta }m_{\mathrm{atm}}^23\times 10^3`$ eV2. Given the relatively small mass-squared differences, the result on the species-summed neutrino mass presented here, $`_im_i=0.56_{0.26}^{+0.30}`$ eV (for the CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data) implies an approximately degenerate neutrino mass. Writing $`_im_i=Nm_\nu `$ and setting $`N=3`$ (assuming an absence of further, heavy sterile neutrino species), we obtain $`m_\nu =0.19_{0.09}^{+0.10}`$ eV. Note, however, that our results are also marginally consistent with indications from the Liquid Scintillator Neutrino Detector experiment (Aguilar et al. 2001) for the presence of sterile neutrinos.

Our results are consistent with the upper limit on the electron neutrino mass, $`m_\nu <2.2`$ eV (95 per cent confidence limit), from laboratory tritium beta decay end-point experiments (Weinheimer et al. 1999; Bonn et al. 2002). We note that our results are also consistent with the neutrino mass inferred from Z-burst models (Fargion, Mele & Salis 1999; Weiler 1999) for ultrahigh energy cosmic rays, $`m_\nu =0.26_{0.14}^{+0.20}`$ eV (Fodor, Katz & Ringwald 2001; assuming an extragalactic origin for the cosmic rays), some indications from neutrinoless double beta decay experiments, $`0.11\mathrm{eV}m_\nu 0.56`$ eV (Klapdor-Kleingrothaus et al. 2002; although see also Aalseth et al. 2002; Feruglio, Strumia & Vissani 2002) and the neutrino mass range inferred from anthropic arguments by Tegmark & Vilenkin (2003).

As was discussed in Section 1, our result on the neutrino mass density originates primarily from the fact that the XLF provides a robust constraint on $`\sigma _8`$ for a given value of $`\mathrm{\Omega }_\mathrm{m}`$, while the CMB data predict $`\sigma _8`$ as a function of the neutrino mass. The primary effect of the introduction of massive neutrinos is to suppress the formation and growth of structure on small scales ($`k<0.026(m_\nu /1\mathrm{eV})^{0.5}\mathrm{\Omega }_\mathrm{m}^{0.5}h`$ Mpc-1; Hu, Eisenstein & Tegmark 1998). The large momenta of such neutrinos prevents them from clustering with the cold mass components and they stream freely. The suppression of the matter power spectrum as a function of scale in the case of massive neutrinos, relative to the massless neutrino case, is shown in Fig. 6.

Since the CMB data normalize the power spectrum primarily on large scales, the amplitude of fluctuations on (relatively small) $`8h^1`$ Mpc scales, $`\sigma _8`$, inferred from the CMB data will always be smaller in the presence of massive neutrinos ($`15`$ per cent smaller for $`\mathrm{\Omega }_\nu h^2=0.0059`$; Fig 6). In contrast, the value of $`\sigma _8`$ inferred from the cluster XLF analysis is relatively insensitive to massive neutrinos, since clusters measure the power on scales similar to $`8h^1`$Mpc. (The mean length scale corresponding to the virial masses of the clusters in the XLF study of Allen et al. 2003 is $`13.6h^1`$Mpc.) For $`\mathrm{\Omega }_\nu h^2=0.0059`$, the value of $`\sigma _8`$ inferred from the XLF study is reduced by only $`1.3`$ per cent when accounting for the effects of the neutrinos.

We note that on scales significantly smaller than those of clusters, accounting for the presence of neutrinos at the measured level will increase the inferred value of $`\sigma _8`$ by a small amount ($`2.1`$ per cent for measurements on $`2h^1`$Mpc scales, for $`\mathrm{\Omega }_\nu h^2=0.0059`$). This may be relevant to studies of cosmic shear and the Lyman$`\alpha `$ forest. Note, however, that non-linear corrections to the matter power spectrum also become important on such scales (e.g. Smith et al. 2003).

In what follows, we examine the most significant assumptions and systematic uncertainties affecting our result on the neutrino mass. These primarily concern the data sets used and the parameters varied in the analysis.

$``$ Reliability of XLF constraints. As was mentioned above, the result on $`\sigma _8`$ as a function of $`\mathrm{\Omega }_\mathrm{m}`$ from the cluster XLF study is crucial to our measurement of the neutrino mass. Systematic uncertainties in the XLF analysis are discussed by Allen et al. (2003). The main uncertainty in that work lies in the mass-luminosity relation used to convert model mass functions into X-ray luminosity functions, which are then compared with the observations. Allen et al. (2003) find $`\sigma _8=0.69\pm 0.04`$ for $`\mathrm{\Omega }_\mathrm{m}=0.3`$, accounting for uncertainties in the normalization, slope and scatter of the mass-luminosity relation. Replacing the Allen et al. (2003) XLF constraints with a Gaussian probability density function (pdf) with $`\sigma _8=0.69\pm 0.04`$ leads to similar results on the neutrino mass.

We have examined the effects on the measured neutrino mass of introducing additional, systematic offsets in the mass-luminosity relation. For example, replacing the Allen et al. (2003) XLF constraints with a Gaussian pdf with $`\sigma _8=0.77\pm 0.04`$ (which corresponds to raising the normalization of the mass-luminosity curve by a factor $`1.3`$) reduces the neutrino mass inferred from the CMB+2dF+$`f_{\mathrm{gas}}`$+(replaced) XLF data to $`m_\nu =0.14_{0.09}^{+0.10}`$ eV. Conversely, lowering the normalization of the mass-luminosity relation by a similar factor using a Gaussian pdf with $`\sigma _8=0.62\pm 0.04`$ increases the neutrino mass to $`m_\nu =0.26_{0.10}^{+0.08}`$ eV. (Note that the inclusion of the CMB+$`f_{\mathrm{gas}}`$ data maintains $`\mathrm{\Omega }_\mathrm{m}0.3`$.)

The results on the neutrino mass are not sensitive to moderate changes in the uncertainty in $`\sigma _8`$ from the XLF data. Approximately doubling the uncertainty in $`\sigma _8`$ using a Gaussian pdf with $`\sigma _8=0.69\pm 0.08`$ still gives $`m_\nu =0.19\pm 0.10`$ eV with $`\mathrm{\Omega }_\nu h^2>0`$ at more than $`99`$ per cent confidence for the CMB+2dF+$`f_{\mathrm{gas}}`$+(replaced) XLF data (allowing for tensor components). Only if the uncertainty in $`\sigma _8`$ is quadrupled from its nominal value of 0.04 does the detection of a non-zero neutrino mass drop below the 95 per cent confidence level.

$``$ Reliability of CMB polarization data. The CMB temperature-polarization correlation power spectrum helps to constrain the optical depth to reionization, $`\tau `$. The most probable values for $`\tau `$ found from this analysis and by the WMAP team (Kogut et al. 2003; Spergel et al. 2003) are higher than were expected prior to the release of the WMAP results. If we were to exclude the CMB polarization data, then the CMB would constrain only the degenerate combination $`\sigma _8\mathrm{e}^\tau `$. Since this product decreases with increasing $`\tau `$, the CMB+2dF+$`f_{\mathrm{gas}}`$ constraint could also be matched with the XLF constraint on $`\sigma _8`$ if the value of $`\tau `$ were lowered. For example, if we constrain $`0.04<\tau <0.07`$ in the analysis of the CMB+2dF+$`f_{\mathrm{gas}}`$ data, then we obtain $`\sigma _8=0.73\pm 0.07`$. In this case, when combining with the XLF data, a negligible neutrino mass falls on the $`96`$ instead of $`99`$ per cent confidence limit.

We note that the measured optical depth to reionization, $`\tau =0.09_{0.05}^{+0.06}`$ from our default analysis of the full CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data set, is lower, and has larger uncertainties, than the value quoted in the abstracts of the WMAP papers ($`0.17\pm 0.04`$; Kogut et al. 2003; Spergel et al. 2003). Taken together with the constraints on $`n_\mathrm{S}`$, our results may be slightly easier to explain within the context of standard UV reionization models, even allowing for the suppression of power on small scales due to the free-streaming action of massive neutrinos.

$``$ Reliability of the 2dFGRS. The 2dFGRS constraints used in this paper rely on the assumption of linear bias. This issue was discussed by Elgaroy & Lahav (2003). However, the main point here is that our result on the neutrino mass is largely unchanged when removing the 2dFGRS constraint (Section 3.1).

$``$ The effect of tensors. Including the presence of primordial gravity waves in our analysis increases power on the largest scales. This is reflected by the fact that a fit to the CMB+2dF+$`f_{\mathrm{gas}}`$+XLF data in the presence of tensor components gives a slightly higher scalar spectral index, $`n_\mathrm{S}=0.98_{0.03}^{+0.04}`$, than is obtained in the absence of tensors $`n_\mathrm{S}=0.95\pm 0.02`$. The higher scalar spectral index in the presence of tensors slightly increases the power on intermediate scales, relative to the largest scales and, therefore, also slightly increases the neutrino mass relative to the no-tensors case. However, the detection of a non-zero neutrino mass in the absence of tensors remains significant (Section 3.1).

We note that the most probable scalar spectral index obtained from our analysis is consistent with standard inflation models. The ratio of the tensor to scalar components is also consistent with single-field, slow-roll inflation ($`R=8n_\mathrm{T}`$).

$``$ The effect of a running spectral index. There has been recent speculation about a non-power law primordial power spectrum. Evidence for a running spectral index was found by Spergel et al. (2003), when the WMAP and other CMB data were combined with 2dFGRS and Lyman-$`\alpha `$ forest constraints. It is interesting to consider whether our constraint on a significant neutrino mass could be negated by allowing for a non-zero value of $`n_{\mathrm{run}}`$. For the CMB+2dF+$`f_{\mathrm{gas}}`$ data, we find an $`n_{\mathrm{run}}`$ value consistent with that of Spergel et al. (2003), but with wider error bars (assuming a negligible neutrino mass). This is mainly due to the fact that we do not use the Lyman-$`\alpha `$ forest data in our analysis. However, we find that although the constraint on $`\sigma _8`$ is widened when including $`n_{\mathrm{run}}`$ as a free parameter, the lower limit on $`\sigma _8`$ is hardly changed. This acts in an opposite sense to allowing freedom in the neutrino mass and does not improve the agreement between CMB+2dF+$`f_{\mathrm{gas}}`$ and XLF constraints shown in Fig. 3.

$``$ The effect of quintessence. We can lower the value of $`\sigma _8`$ allowed by the CMB data if we increase the dark energy equation of state parameter, $`w`$, above the cosmological constant-like value of $`w=1`$ (see e.g. Bridle et al. 2003b). Repeating the analysis of CMB data, but replacing the free neutrino mass by a free equation of state parameter, we obtain $`w0.6`$ for $`\sigma _80.7`$. However, such a solution is disfavoured by the combination of CMB+$`f_{\mathrm{gas}}`$ data, which prefer a value for $`w1`$. Our result on quintessence is in line with supernovae studies, which also require $`w1`$ for $`\mathrm{\Omega }_\mathrm{m}0.3`$ (Tonry et al. 2003).

In future work, we will examine in more detail the constraints that the combination of CMB and X-ray cluster data can place on the dark energy density and $`w`$.

## Acknowledgements

We thank G. Efstathiou for the suggestion to examine the cosmological constraints that can be obtained from the combination of CMB and X-ray galaxy cluster data. We thank G. Efstathiou, O. Elgaroy, A. Fabian, A. Lewis and J. Ostriker for helpful discussions. We are grateful to A. Lewis for making the CosmoMC code publicly available and V. Eke for communicating the results from his simulations. The CMB+2dF chains with variable $`n_{\mathrm{run}}`$ are taken from Bridle et al. (2003a). We thank the members of the X-ray group at the Institute of Astronomy for their generosity with computing power and R. Johnstone for help with optimizing the codes. SWA acknowledges the support of the Royal Society.


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# Fluctuations of 𝑔-factors in metal nanoparticles: Effects of electron-electron interaction and spin-orbit scattering

## Abstract

We investigate the combined effect of spin-orbit scattering and electron-electron interactions on the probability distribution of $`g`$-factors of metal nanoparticles. Using random matrix theory, we find that even a relatively small interaction strength significantly increases $`g`$-factor fluctuations for not-too-strong spin-orbit scattering (ratio of spin-orbit rate and single-electron level spacing $`1/\tau _{\mathrm{so}}\delta 1`$), and leads to the possibility to observe $`g`$-factors larger than two.

Electronic properties of metal nanoparticles can be studied on the single-electron level using “tunneling spectroscopy”, the measurement of the conductance of a metal particle coupled to source and drain electrodes via tunneling contacts von Delft and Ralph (2001). These measurements have revealed important insights into the nature of the electronic ground and of individual excited states of normal metal, ferromagnetic, and superconducting nanoparticles Black et al. (1996); Guéron et al. (1999); Davidovic and Tinkham (1999); Petta and Ralph (2001, 2002). Although tunneling spectroscopy involves processes in which only a single electron is added to or removed from the metal particle, the location of conductance peaks gives information about many-electron energy levels and, hence, about the role of electron-electron interactions.

The combination of electron-electron interactions and mesoscopic fluctuations of the density of states of a normal-metal nanoparticle can lead to a many-electron ground state with nontrivial spin $`S=1`$, $`S=3/2`$, or even larger Brouwer et al. (1999); Baranger et al. (2000). (Without interactions, the ground state spin is always $`S=0`$ or $`S=1/2`$.) In principle, the spin of a many-electron state $`|k`$ can be measured via the derivative of the energy $`E_k`$ versus an applied magnetic field $`H`$, which is parameterized using the “$`g`$-factor” $`g_k`$,

$$\frac{E_k}{H}|_{H0}=\pm \frac{1}{2}g_k\mu _B,\mu _B=\frac{|e|\mathrm{}}{2mc}.$$
(1)
If spin is a good quantum number, the positions of tunneling spectroscopy conductance peaks are unaffected by a nontrivial value of $`S`$, since tunneling spectroscopy measures differences of $`g`$-factors of many-electron states for which the electron number differs by one. Since the spin of a nanoparticle changes by $`1/2`$ upon addition or removal of an electron, all observed (differences of) $`g`$-factors are equal to two, irrespective of the individual $`g`$-factors of the two many-electron levels participating in the transition.

In this letter, we consider $`g`$-factor differences measured in tunneling spectroscopy in the presence of both electron-electron interactions and spin orbit scattering. When spin and orbital degrees of freedom are coupled, randomness in the orbital part of wavefunctions is passed on to the spin part. Randomizing the electron spin lifts the “selection rule” that prohibited the observation of $`g`$-factors larger than two in the absence of spin-orbit scattering. It also leads to a decrease of $`g`$-factors, a suppression of the long-range exchange interaction (which is responsible for the high-spin states), and level-to-level fluctuations of $`g`$-factors Brouwer et al. (2000); Matveev et al. (2000). As we show here, selection rules are lifted already for a small spin-orbit scattering rate $`1/\tau _{\mathrm{so}}\delta `$, $`\delta `$ being the mean spacing between single-electron levels, whereas the decrease of $`g`$-factors and the suppression of the exchange interaction become effective at a larger spin-orbit rate $`1/\tau _{\mathrm{so}}\delta `$ only, leaving a substantial parameter window where $`g`$-factor differences larger than two can be observed. Such large $`g`$-factors are a true many-electron phenomenon since, without interactions, all measured $`g`$-factors correspond to single-electron levels and are always $`2`$ foo (a).

Model. Without interactions, the single-electron wavefunctions and energy levels of a metal nanoparticle are described by random matrix theory. With spin orbit scattering, the appropriate random matrix ensemble interpolates between the Gaussian Orthogonal Ensemble (GOE) and the Gaussian Symplectic Ensemble (GSE) Brouwer et al. (2000),

$$H_0=H_{\mathrm{GOE}}+H_{\mathrm{so}}.$$
(2)
Writing the spin degrees of freedom explicitly, one has

$$H_{\mathrm{GOE}}=S𝟙_\mathrm{𝟚},_{\mathrm{so}}=\frac{\lambda }{\sqrt{\mathrm{𝟜}}}\underset{𝕛=\mathrm{𝟙}}{\overset{\mathrm{𝟛}}{}}𝕚𝔸_𝕛\sigma _𝕛,$$

where $`𝟙_\mathrm{𝟚}`$ is the $`2\times 2`$ unit matrix in spin space, $`\sigma _j`$ is the Pauli matrix ($`j=1,2,3`$), $`S`$ is an $`N\times N`$ real symmetric matrix, $`A_j`$ is an $`N\times N`$ real antisymmetric matrix ($`j=1,2,3`$), and $`\lambda ^2=\pi /\tau _{\mathrm{so}}\delta `$ is the dimensionless spin-orbit scattering rate. The elements of the matrices $`S`$, $`A_1`$, $`A_2`$, and $`A_3`$ are drawn from independent Gaussian distributions with zero mean and with equal variances for the off-diagonal elements. The diagonal elements of $`S`$ have double variance, whereas the diagonal elements of $`A_1`$, $`A_2`$, and $`A_3`$ are zero because of the antisymmetry constraint. The limit $`N\mathrm{}`$ is taken at the end of the calculation. Each eigenvalue $`\epsilon _\mu `$ of $`H_0`$ is doubly degenerate, with wavefunctions $`\psi _{\mu 1}`$ and $`\psi _{\mu 2}`$ related by time-reversal.

In normal-metal nanoparticles, the main contribution to electron-electron interactions is described by the “constant exchange interaction model” Kurland et al. (2002); foo (b),

$$H_{\mathrm{ex}}=J𝐒^2,$$
(3)
where $`𝐒`$ is the total spin of the particle. The ratio of the exchange constant $`J`$ and the mean spacing between single-electron levels $`\delta `$ corresponds to one of the Fermi Liquid constants of the metal. For most normal metals one has $`0.2J/\delta 0.4`$, in agreement with electron-liquid theory Hedin and Lundqvist (1969), although smaller and larger values occur as well (see the discussion at the end of this letter). Combining the constant exchange interaction (3) and the single-electron Hamiltonian (2), and including the Zeeman coupling to a magnetic field $`𝐇`$ in the $`z`$ direction foo (a), one has

$$\widehat{H}=\underset{\mu }{}\epsilon _\mu (\widehat{\psi }_{\mu 1}^{}\widehat{\psi }_{\mu 1}^{}+\widehat{\psi }_{\mu 2}^{}\widehat{\psi }_{\mu 2}^{})J\widehat{𝐒}^22\mu _BHS_z,$$
(4)
where the first term comes form the diagonalization of the single-electron Hamiltonian (2).

If the number of electrons $`N_e`$ is even, all many-electron states are non-degenerate in the presence of spin-orbit scattering. Hence all even-electron states have $`g`$-factors equal to zero. With spin-orbit scattering, odd-electron states are twofold degenerate (Kramers’ degeneracy). Since tunneling spectroscopy measures differences of $`g`$-factors for many-electron states with $`N_e`$ and $`N_e+1`$ electrons, a $`g`$-factor measured using tunneling spectroscopy is the $`g`$-factor of an odd-electron state if spin-orbit scattering is present. We assume that the nanoparticle relaxes to the even-electron ground state between tunneling events so that one measures $`g`$-factors of the odd-electron ground state and the odd-electron excited states upon increasing the bias voltage. In the (generic) case that the two tunneling contacts between the nanoparticle and the source and drain reservoirs have very different conductances, the height of a conductance peak is proportional to the matrix element von Delft and Ralph (2001)

$`w_k`$ $`=`$ $`{\displaystyle \underset{\sigma =,}{}}|N_e+1,k|\widehat{\psi }_\sigma ^{}(𝐫)|N_e,0|^2,`$ (5)
where the creation operator $`\widehat{\psi }_\sigma ^{}(𝐫)`$ creates an electron with spin $`\sigma `$ in the grain at the position $`𝐫`$ of the point contact with the smaller conductance, $`|N_e,0`$ is the even-electron ground state, and $`|N_e+1,k`$ is an odd-electron excited state. Without spin-orbit scattering, the weights $`w_k`$ are zero for those states $`|N_e+1,k`$ for which the spin $`S_z`$ differs by more than $`1/2`$ from the spin of the even-electron ground state $`|N_e,0`$. (This is the “selection rule” referred to in the introduction.)

Limit of weak spin-orbit scattering. We first address the limit $`\lambda 1`$, for which perturbation theory in $`\lambda `$ is possible. In view of the above comments, we need to consider $`g`$-factors of odd-electron states only. For an odd-electron state $`|k`$ with spin $`S=1/2`$ without spin-orbit scattering, spin-orbit scattering only affects the spin contribution to the $`g`$-factor to quadratic order in $`\lambda `$ Sone (1977). However, all nanoparticles have low-lying odd-electron states with spin $`S=3/2`$ if the exchange interaction is present. (There even is a small but nonzero probability that the odd-electron ground state has spin $`S=3/2`$ Brouwer et al. (1999); Baranger et al. (2000).) Spin-orbit scattering lifts the fourfold degeneracy of an $`S=3/2`$ odd-electron state and splits this state into two doublets. As we show below, spin-orbit scattering determines the $`g`$-factors of these doublets already to zeroth order in $`\lambda `$, whereas the matrix elements determining the corresponding tunneling spectroscopy peak height $`w_k`$ are nonzero with finite probability.

Labeling the four members of the $`S=3/2`$ quadruplet by the $`z`$ component of the spin, $`S_z=p5/2`$, $`p=1,2,3,4`$, the matrix elements of $`H_{so}`$ can be arranged in a $`4\times 4`$ matrix $`V_k`$ of the form

$$V_k=\left(\begin{array}{cccc}ad& b& c& 0\\ b^{}& a+d& 0& c\\ c^{}& 0& a+d& b\\ 0& c^{}& b^{}& ad\end{array}\right),$$
(6)
with $`a`$ and $`d`$ real numbers and $`b`$ and $`c`$ complex numbers. The specific form of (6) follows from time-reversal symmetry and guarantees that that the eigenvalues of $`V_k`$ are doubly degenerate, in accordance with Kramers’ theorem. One has $`V_k=0`$ to first order in $`H_{\mathrm{so}}`$, since spin-orbit scattering does not mix states with opposite spin belonging to the same energy level. Calculating $`V_k`$ to second order in $`H_{\mathrm{so}}`$, we consider the special case when the $`S=3/2`$ quadruplet is split by virtual transitions to one nearby odd-electron state $`|l`$ only. We refer to Ref. Gorokhov and Brouwer, 2003 for a general discussion; neglecting other states is justified if the energy difference of the virtual transition we consider is much smaller than other energy separations.

Since we are interested in $`g`$-factors only, it is sufficient to calculate the ratios $`b/d`$ and $`c/d`$, for which we find

$`{\displaystyle \frac{b}{d}}`$ $`=`$ $`{\displaystyle \frac{(A_1iA_2)_{\mu \nu }(A_3)_{\mu \nu }\sqrt{3}}{(A_1)_{\mu \nu }^2+(A_2)_{\mu \nu }^22(A_3)_{\mu \nu }^2}},`$
$`{\displaystyle \frac{c}{d}}`$ $`=`$ $`{\displaystyle \frac{(A_1iA_2)_{\mu \nu }^2\sqrt{3}}{(A_1)_{\mu \nu }^2+(A_2)_{\mu \nu }^22(A_3)_{\mu \nu }^2}},`$ (7)
where $`\mu `$ and $`\nu `$ refer to the two single-electron levels involved in the virtual transition. The $`S=3/2`$ quadruplet splits into two doublets with $`g`$-factors $`g_{k1}`$ and $`g_{k2}`$, with

$`g_{k1}^2`$ $`=`$ $`4+{\displaystyle \frac{12((A_1)_{\mu \nu }^2+(A_2)_{\mu \nu }^2)}{(A_1)_{\mu \nu }^2+(A_2)_{\mu \nu }^2+(A_3)_{\mu \nu }^2}},`$
$`g_{k2}^2`$ $`=`$ $`483g_{k1}^2,`$ (8)
Whether $`g_{k1}`$ or $`g_{k2}`$ corresponds to the lower lying doublet depends on the relative position and spin of the virtual state; if the unperturbed $`S=3/2`$ state is the ground state, the doublet with lower energy has $`g`$-factor $`g_{k1}`$ Gorokhov and Brouwer (2003). Using the distribution of the matrices $`A_1`$, $`A_2`$, and $`A_3`$, one finds that $`g_{k1}`$ has the distribution

$$P_1(g_{k1})=\frac{1}{2}\frac{g_{k1}}{\sqrt{483g_{k1}^2}},2g_{k1}4.$$
(9)
The second $`g`$-factor $`g_{k2}`$ takes values in the interval $`0g_{k2}6`$ and is related to $`g_{k1}`$ via Eq. (8).

To zeroth order in $`\lambda `$, the tunneling spectroscopy peak heights (5) are nonzero if the even-electron ground state $`|N_e,0`$ has spin $`S=1`$. This occurs with significant probability for $`J0.3\delta `$ Brouwer et al. (1999); Baranger et al. (2000), so that the anomalous $`g`$-factors $`g_{k1}`$ and $`g_{k2}`$ are visible in a tunneling spectroscopy experiment with finite probability. Increasing the spin-orbit scattering rate $`\lambda `$ further increases the visibility of peaks with the largest $`g`$-factors by mixing even-electron states with $`S=0`$ and $`S=1`$. Indeed, for $`J=0.3\delta `$ the average energy difference between the lowest lying $`S=0`$ and $`S=1`$ even-electron states is $`\delta 2J=0.4\delta `$, so that even moderate spin-orbit scattering ($`\lambda 0.5\delta `$) has a matrix element $`\lambda \delta `$ between the two states that is comparable with the energy difference. Inclusion of virtual excitations to other excited state changes the formulas for $`g_{k1}`$ and $`g_{k2}`$, but not the conclusion that spin-orbit scattering affects the $`g`$-factors of the $`S=3/2`$ states to zeroth order in $`\lambda `$.

Arbitrary spin-orbit scattering rate. In order to address the effects of a finite spin-orbit scattering rate, we have numerically diagonalized the Hamiltonian (4) for $`0<\lambda <2.8`$. We first diagonalized $`H_0`$ and considered the interaction $`H_{\mathrm{ex}}`$ in the basis of the 92 (76) lowest lying many-electron eigenstates of $`H_0`$ for $`N_e`$ odd (even). We then diagonalized the remaining many-electron Hamiltonian and calculated the $`g`$-factors $`g_k`$ of the $`M=8`$ lowest-lying odd-electron states, together with peak height $`w_k`$ for transition from the even-electron ground state, see Eq. (5). The random matrices in our simulation are taken of size $`2N=400`$ for $`2<\lambda <2.8`$ and of size $`2N=200`$ for $`\lambda <2`$. We averaged over $`300`$ realizations of the random matrices, corresponding to a mesoscopic average over an ensemble of nanoparticles with equal size and spin-orbit scattering rate but different disorder configurations. In the analysis of the numerical data, we discarded all levels for which the peak height $`w_k`$ is below a threshold $`w_{\mathrm{tr}}`$, which we arbitrarily set at

$$w_{\mathrm{tr}}=0.1\times \underset{k=1}{\overset{M}{\mathrm{max}}}w_k.$$
(10)
The threshold mimics the experimental reality that small peaks cannot be distinguished from the noise, and, hence, have their $`g`$-factors left out in the statistical analysis. Further, omitting $`g`$-factors for which $`w_k<w_{\mathrm{tr}}`$ enforces the “selection rules” in the absence of spin-orbit scattering. We verified that the precise definition of $`w_{\mathrm{tr}}`$ does not affect our conclusions.

Interaction effects increase the ensemble averaged $`g`$-factor $`g`$ significantly for $`J0.3\delta `$ and $`\lambda 2`$, see Fig. 1. In fact, there is a substantial parameter window for which $`g>2`$. By itself, such an increase of $`g`$ has limited experimental relevance, since there is no independent method to measure $`\lambda `$. In fact, comparison of the measured $`g`$ with theory is used to determine the spin-orbit rate $`1/\tau _{\mathrm{so}}=\lambda ^2\delta /\pi `$ in nanoparticles Petta and Ralph (2001, 2002). This problem does not exist for the full (cumulative) probability distribution of $`g`$-factors (average and fluctuations), which is shown in Fig. 2. The values of $`J`$ and $`\lambda `$ in Fig. 2 are chosen such that all distributions have the same average $`g`$. The distributions of Fig. 2, together with our numerical results for other values of $`J`$ and $`\lambda `$ (not shown), show that the exchange interactions substantially enhance the $`g`$-factor fluctuations (at the same value of the average). The probability $`P(g>2)`$ to find a $`g`$-factor larger than two is shown in the inset of Fig. 2, as a function of $`J`$ and $`\lambda `$.

Presently, $`g`$-factor distributions have been measured for the noble metals only Petta and Ralph (2001, 2002), for which $`J/\delta 0.1`$ and interaction effects are negligible MacDonald et al. (1982). Indeed, the distributions measured in Refs. Petta and Ralph, 2001, 2002 are in good agreement with the non-interacting theory Brouwer et al. (2000); Matveev et al. (2000). Interaction effects, nontrivial spin states, and, hence, $`g`$-factors larger than two should be observable for most other metals. For alkali metals, $`J/\delta `$ is in the range $`0.2`$$`0.3`$ Knecht (1975), as well for Ti, Zr, and Mg Bakonyi et al. (1993); Wilk et al. (1978). Even stronger interaction effects are expected for Nb, Rh, and Y nanoparticles, for which spin-density calculations set $`J/\delta `$ around $`0.4`$ Sigalas and Papaconstantopoulos (1994), and for Pt, Pd, and V, which have $`0.6J/\delta <1`$ Fradin et al. (1975); Stenzel and Winter (1986). For particles in the nm size range, spin-orbit effects are expected to be moderate or weak (dimensionless spin-orbit rate $`\lambda `$ of order unity or smaller), except for the elements with the highest atomic numbers (Au, Pt). (Measured spin-orbit rates in Ag and Cu nanoparticles with radius $`4`$ nm were in the range $`\lambda 1`$ Petta and Ralph (2001).) For those elements for which spin-orbit effects are too weak to make large $`g`$-factors visible, spin-orbit scattering can be enhanced by doping with a small amount of, e.g., Au atoms Salinas et al. (1999). Similarly, doping with ferromagnetic atoms may increase $`J`$ and drive the metals towards the Stoner instability at $`J/\delta =1`$ foo (c).

In conclusion, we have shown that the presence of an exchange interaction with strength $`J0.2\delta `$ leads to a significant broadening of the probability distribution of tunneling spectroscopy $`g`$-factors in normal metal nanoparticles. In particular, $`g`$-factors larger than two can be observed, which are a signature of nontrivial many-electron states. Weak spin-orbit scattering ($`1/\tau _{\mathrm{so}}\delta `$) is crucial in rendering the large $`g`$-factors observable, since it mixes many-electron states with different spin and, hence, lifts spin selections rules. It is only at larger spin-orbit scattering rates $`1/\tau _{\mathrm{so}}\delta `$ that spin-orbit scattering fully randomizes the spin and suppresses Zeeman contribution to $`g`$-factors and the matrix elements of the exchange interaction. The interaction range $`J/\delta 0.2`$ is appropriate for most metals, except for Al and the noble metals, which have negligible exchange interaction effects.

Whereas in gated semiconductor quantum dots the existence of nontrivial spin states could be inferred indirectly from the statistical distribution of Coulomb-blockade peak spacings Usaj and Baranger (2002), a comparison of the detailed parameter-dependence of successive peak positions Lüscher et al. (2001), or from the succession pattern of $`g`$-factors of many consecutive levels Folk et al. (2001), no such methods are available in metal nanoparticles without a gate or with a very limited gate voltage range. We hope that our finding that spin-orbit scattering renders nontrivial $`g`$-factors visible in standard tunneling spectroscopy without a gate motivates further experiments on metal nanoparticles with strong interaction effects.

We thank S. Adam, A. Kaminski, A. H. MacDonald, J. R. Petta and D. C. Ralph for helpful discussions. This work was supported by the NSF under grant no. DMR 0086509 and by the Packard foundation.


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# On the role of shake-off in single-photon double ionization

## References


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# Dimerization versus Orbital Moment Ordering in the Mott insulator YVO3

(April 11, 2003)

## Abstract

We use exact diagonalization combined with mean-field theory to investigate the phase diagram of the spin-orbital model for cubic vanadates. The spin-orbit coupling competes with Hund’s exchange and triggers a novel phase, with the ordering of $`t_{2g}`$ orbital magnetic moments stabilized by the tilting of VO6 octahedra. It explains qualitatively spin canting and reduction of magnetization observed in YVO3. At finite temperature an orbital Peierls instability in the $`C`$-type antiferromagnetic phase induces modulation of magnetic exchange constants even in absence of lattice distortions. The calculated spin structure factor shows a magnon splitting due to the orbital Peierls dimerization.

Many transition metal oxides are Mott-Hubbard insulators, in which local Coulomb interaction $`U`$ suppresses charge fluctuations and leads to strongly correlated $`3d`$ electrons at transition metal ions Ima98 . When degenerate $`d`$ orbitals are partly filled, the orbital degrees of freedom have to be considered on equal footing with electron spins and the magnetic properties of undoped compounds are described by spin-orbital superexchange (SE) models Kug82 ; Tok00 . Such SE interactions are typically strongly frustrated on a perovskite lattice, leading to enhanced quantum effects Fei97 . In systems with $`e_g`$ orbital degeneracy (manganites, cuprates) this frustration is usually removed by a structural transition that occurs well above the magnetic ordering temperature and lifts the orbital degeneracy via the cooperative Jahn-Teller (JT) effect.

A different situation arises when $`t_{2g}`$ orbitals are partly filled like in titanium and vanadium oxides. As the JT coupling is much weaker, the intrinsic frustration between spin and orbital degrees of freedom may show up in this case. Unusual magnetic properties of titanates have recently been discussed in terms of coupled spin-orbital SE dynamics Kha00 . In addition to SE, spin and orbital occupancies of $`t_{2g}`$ levels are coupled also via atomic spin-orbit interaction, $`H_{so}\mathrm{\Lambda }(\stackrel{}{S}\stackrel{}{l})`$, which is particularly relevant for vanadates with a triplet $`{}_{}{}^{3}T_{2}^{}`$ ground state of V3+ ions. As a result of intersite SE and on-site $`\mathrm{\Lambda }`$ interactions spin and orbital orderings/fluctuations are strongly coupled, as observed in the canonical spin-orbital system V2O3 Bao97 , as well as in cubic LaVO3 Miy00 .

The magnetic properties of YVO3 are particularly puzzling Ren00 , and indicate dimerization along the FM direction within the $`C`$-AF phase Ulr02 . In this Letter we argue that such an exotic $`C`$-AF phase follows from the realistic spin-orbital model for vanadates that emphasizes the competition between SE bond physics and intraatomic spin-orbit coupling $`\mathrm{\Lambda }`$. We investigate the phase diagram of this model and show that orbital moments are induced in the $`C`$-phase by finite $`\mathrm{\Lambda }`$, and form at larger $`\mathrm{\Lambda }`$ a novel orbital moment (OM) phase.

The superexchange in cubic vanadates originates from virtual charge excitations, $`d_i^2d_j^2d_i^3d_j^1`$, by the hopping $`t`$ which couples pairs of identical orbitals. When such processes are analyzed on individual bonds $`ij\gamma `$ along each cubic axis $`\gamma =a,b,c`$, one finds the spin-orbital Hamiltonian with $`S=1`$ spins ($`J=4t^2/U`$) Kha01 ,

$$=J\underset{\gamma }{}\underset{ij\gamma }{}\left[\frac{1}{2}(\stackrel{}{S}_i\stackrel{}{S}_j+1)\widehat{J}_{ij}^{(\gamma )}+\widehat{K}_{ij}^{(\gamma )}\right]+H_{so},$$
(1)
where the orbital operators $`\widehat{J}_{ij}^{(\gamma )}`$ and $`\widehat{K}_{ij}^{(\gamma )}`$ depend on the pseudospin $`\tau =1/2`$ operators $`\stackrel{}{\tau }_i=\{\tau _i^x,\tau _i^y,\tau _i^z\}`$, given by two orbital flavors active along a given direction $`\gamma `$. For instance, $`yz`$ and $`zx`$ orbitals are active along $`c`$ axis, and we label them as $`a`$ and $`b`$, as they lie in the planes orthogonal to these axes. The general form of the superexchange (1) was discussed before, and we have shown that strong quantum fluctuations in the orbital sector provide a mechanism for the $`C`$-AF phase Kha01 . When $`c`$ ($`xy`$) orbitals are occupied ($`n_{ic}=1`$), as suggested by the electronic structure Saw96  and by the lattice distortions in YVO3 Ren00 ; Bla01 , the electron densities in $`a`$ and $`b`$ orbitals satisfy the local constraint $`n_{ia}+n_{ib}=1`$. The interactions along the $`c`$ axis simplify then to:

$`\widehat{J}_{ij}^{(c)}`$ $`=`$ $`(1+2R)\left(\stackrel{}{\tau }_i\stackrel{}{\tau }_j+{\displaystyle \frac{1}{4}}\right)r\left(\stackrel{}{\tau }_i\stackrel{}{\tau }_j+{\displaystyle \frac{1}{4}}\right)R,`$ (2)
$`\widehat{K}_{ij}^{(c)}`$ $`=`$ $`R\left(\stackrel{}{\tau }_i\stackrel{}{\tau }_j+{\displaystyle \frac{1}{4}}\right)+r\left(\stackrel{}{\tau }_i\stackrel{}{\tau }_j+{\displaystyle \frac{1}{4}}\right);`$ (3)
they involve the fluctuations of $`a`$ and $`b`$ orbitals $`\stackrel{}{\tau }_i\stackrel{}{\tau }_j`$, and $`\stackrel{}{\tau }_i\stackrel{}{\tau }_j=\tau _i^x\tau _j^x\tau _i^y\tau _j^y+\tau _i^z\tau _j^z`$, while the interactions along the $`\gamma =a(b)`$ axis depend on the static correlations $`n_{ib}n_{jb}`$ ($`n_{ia}n_{ja}`$) only; for instance:

$`\widehat{J}_{ij}^{(a)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}\left[(1r)(1+n_{ib}n_{jb})R(n_{ib}n_{jb})^2\right],`$ (4)
$`\widehat{K}_{ij}^{(a)}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(R+r)(1+n_{ib}n_{jb}).`$ (5)
The Hund’s exchange $`\eta =J_H/U`$ determines the multiplet structure of $`d^3`$ excited states which enters via the coefficients: $`R=\eta /(13\eta )`$ and $`r=\eta /(1+2\eta )`$. The pseudospin operators in Eqs. (2)–(3) may be represented by Schwinger bosons: $`\tau _i^x=(a_i^{}b_i+b_i^{}a_i)/2`$, $`\tau _i^y=i(a_i^{}b_ib_i^{}a_i)/2`$, $`\tau _i^z=(n_{ia}n_{ib})/2`$.

The individual VO6 octahedra are tilted by angle $`\varphi _i=\pm \varphi `$, which alternate along the $`c`$ axis Bla01 . As the $`xy`$ orbital is inactive, two components of the orbital moment $`\stackrel{}{l}_i`$ are quenched, while the third one (2$`\tau _i^y`$), parallel to the local axis of a VO6 octahedron, couples to the spin projection. Because of AF correlations of $`\tau _i^y`$ moments, spin-orbit coupling induces a staggered spin component. As the spin interactions are FM, weak spin-orbit coupling would give no energy gain, if the spins were oriented along the $`c`$ axis. Thus, finite $`\mathrm{\Lambda }`$ breaks the SU(2) symmetry and favors easy magnetization axis within the $`(a,b)`$ plane. As quantization axis for $`\stackrel{}{l}_i`$ ($`\stackrel{}{S}_i`$) we use the octahedral axis (and its projection on the $`(a,b)`$ plane), respectively. The spin-orbit coupling in Eq. (1) is then given by:

$$H_{so}=2\mathrm{\Lambda }\underset{i}{}\left(S_i^x\mathrm{cos}\varphi _i+S_i^z\mathrm{sin}\varphi _i\right)\tau _i^y,$$
(6)
and we use $`\lambda =\mathrm{\Lambda }/J`$ as a free parameter. In order to understand the important consequences of the tilting for the interplay between spin and orbital degrees of freedom, we consider first the idealized structure with $`\varphi =0`$. The coherent spin-and-orbital fluctuations lower then the energy due to on-site correlations $`S_i^x\tau _i^y<0`$. Since these fluctuations do not couple to the spin order, no orbital moments can be induced at small $`\lambda `$ as long as $`\varphi =0`$.

Even in the absence of the spin-orbit term ($`\lambda =0`$), the vanadate spin-orbital model (1) poses a highly nontrivial quantum problem. We obtained first qualitative insight into the possible types of magnetic and orbital ordering by investigating the stability of different phases within the mean-field approximation (MFA), but including the leading orbital fluctuations on FM bonds along the $`c`$ axis. In the absence of Hund’s exchange ($`\eta =0`$), two orbital flavors experience an antiferro-orbital (AO) coupling on these bonds due to $`\widehat{J}_{ij}^{(c)}`$ Eq. (2), but are decoupled within the $`(a,b)`$ planes ($`\widehat{K}_{ij}^{(a,b)}=0`$ noteja ). This one-dimensional (1D) system is unstable towards dimerization with orbital singlets and FM interactions at every second bond along the $`c`$ axis She02 , stabilizing the orbital valence bond (OVB) phase. The spin interactions $`\widehat{J}_{ij}^{(a,b)}`$ Eq. (4) and the intersinglet interactions along $`c`$ axis are AF. In contrast, for large $`\eta `$ more energy is gained when the orbital singlets resonate along the $`c`$ direction, giving uniform FM interactions in the $`C`$-AF phase Kha01 . We determined the quantum energy due to orbital fluctuations using the orbital waves found in the Schulz approximation, known to be accurate for weakly coupled AF chains Sch96 . Using this approach, the transition from the OVB to $`C`$-AF phase \[$`S_i^z=S^ze^{i\stackrel{}{R}_i\stackrel{}{Q}_C}`$ with $`\stackrel{}{Q}_C=(\pi ,\pi ,0)`$\] takes place at $`\eta _c0.09`$ (Fig. 1), and the orbital ordering, $`\tau _i^z=\tau ^ze^{i\stackrel{}{R}_i\stackrel{}{Q}_G}`$ with $`\stackrel{}{Q}_G=(\pi ,\pi ,\pi )`$, sets in, promoted by the AO interactions $`\widehat{K}_{ij}^{(a,b)}`$ Eq. (5).

The ground state changes qualitatively at finite $`\lambda `$ and $`\varphi >0`$. The magnetic moments $`S_i^z`$ induce then the orbital moments, $`2\tau _i^y=l^ze^{i\stackrel{}{R}_i\stackrel{}{Q}_A}`$, which stagger along the $`c`$ axis with $`\stackrel{}{Q}_A=(0,0,\pi )`$. This novel type of ordering with $`l_i^z0`$ can be described as a staggered ordering of complex orbitals $`a\pm ib`$ (corresponding to $`l_i^z=1`$ eigenstates) that competes at $`\eta >\eta _c`$ with the staggered ($`a/b`$) ordering of real orbitals with $`\tau ^z0`$ in the $`C`$-AF phase. Already at small $`\lambda `$ the orbital moments induce in turn opposite to them weak $`S_i^x0`$ moments, lowering the energy by $`S_i^x\tau _i^y<0`$. In the OM phase favored at large $`\lambda `$ (Fig. 1), the spin order has therefore two components: $`S_i^z=S^ze^{i\stackrel{}{R}_i\stackrel{}{Q}_C}`$, and $`S_i^x=S^xe^{i\stackrel{}{R}_i\stackrel{}{Q}_G}`$.

An unbiased information about the spin and orbital degrees of freedom was obtained by the accurate treatment of quantum effects within the exact diagonalization (ED) method. Thereby the coupled spin-orbital excitations, terms $`S_i^\alpha S_j^\alpha \tau _i^\beta \tau _j^\beta `$ in Eq. (1), are now fully included. We performed ED of four-site chains along $`c`$ axis, both for free and periodic boundary conditions (PBC).

We were surprised to see that the exact ground state of a free chain at $`\eta =\lambda =0`$ consists indeed in a very good approximation of two orbital singlets on the external (12) and (34) FM bonds ($`\stackrel{}{\tau }_i\stackrel{}{\tau }_{i+1}=0.729`$), connected by an AF bond (23) with decoupled orbitals ($`\stackrel{}{\tau }_i\stackrel{}{\tau }_{i+1}=0.038`$). The spin correlations are FM/AF on the external/central bond, $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}=0.95`$ and $`1.56`$. With increasing $`\eta `$ the AF interaction weakens, the sequence of spin multiplets labelled by the total spin $`S_t`$ is inverted at $`\eta _c0.12`$, and the ground state changes from a singlet ($`S_t=0`$) to a high-spin ($`S_t=4`$) state. At finite $`\lambda `$ no level crossing occurs, but the nondegenerate ground state describes a smooth crossover in the spin and orbital correlations with increasing $`\eta `$. We verified that several excited states lie within $`0.1J`$ away from the ground state — all of them would contribute to thermal fluctuations already at temperatures $`T30`$ K.

We simulate a cubic system by including infinitesimal symmetry-breaking dimerization field which favors the orbital singlets on the bonds (12) and (34) in a cluster with the PBC, embedded within one of three phases stable in the MFA (Fig. 1), with mean-fields determined self-consistently in each phase. All phases are characterized by finite magnetic moments $`S_i^z`$, either staggered pairwise (OVB phase), or aligned ($`C`$-AF phase) along $`c`$ axis, and weak $`S_i^x`$ moments. In addition, the orbital ordering ($`l^z0`$) appears in the OM phase, while the orbitals stagger ($`\tau ^z0`$) in the $`C`$-AF phase.

By computing the energies of different phases we obtained the phase diagram that confirms the qualitative picture extracted from the MFA (Fig. 1). All transitions are accompanied by reorientation of spins (Figs. 2 and 3). The orbital and spin fluctuations change only weakly at small values of $`\lambda `$, weak $`S_i^x`$ moments are ordered pairwise on the bonds (12) and (34), and the spin correlations on the intersinglet bonds are almost classical (Fig. 2). These features show that the spins and orbitals are almost decoupled and the OVB phase is robust. At $`\lambda >\lambda _c`$ the on-site correlations $`S_i^x\tau _i^y<0`$ dominate, while the orbital fluctuations are suppressed, and the correlation functions $`\stackrel{}{\tau }_i\stackrel{}{\tau }_{i+1}`$ approach the classical value $`\frac{1}{4}`$. As the staggered spin moments $`S_i^x`$ are induced, the spin correlations $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}`$ become soon AF within the OM phase. In this regime the spins follow the spin-orbit coupling $`\lambda `$, and the FM interaction $`J_c`$ is frustrated.

At the transition from the $`C`$-AF to the OM phase the orbital ordering changes from staggered real orbitals ($`\tau ^z0`$) to staggered orbital moments ($`l^z0`$), as shown in Fig. 3(a). As a precursor effect of the forthcoming OM phase, the orbital moments $`l_i^z`$ are induced already in the $`C`$-AF phase by increasing $`\lambda `$. The transition to the OM phase is accelerated by the increasing tilting angle $`\varphi `$ \[Fig. 3(b)\]. Also the spin correlations change here discontinuously at the transition (not shown), similar to the OVB/OM transition \[Fig. 2(b)\]. The staggered spin components in the OM phase $`S_i^x`$ are similarly large to those shown in Fig. 2(c) for smaller $`\eta `$, and the spin canting angle $`\psi `$ approaches $`\frac{\pi }{2}\varphi `$ in the regime $`\lambda 1`$. For realistic parameters for YVO3: $`J30`$ meV Kha01 , $`\eta 0.12`$ (estimated with $`J_H=0.64`$ eV and intraorbital element $`U=5.5`$ eV for V2+ ions Zaa90 ), and $`\lambda 0.30.4`$ (considering $`\mathrm{\Lambda }13`$ meV for free V3+ ions Abrag ), one finds a competition between the staggered $`a/b`$ orbital order parameter ($`\tau ^z0.25`$) and the orbital magnetic moments ($`l^z0.300.35`$). This reflects the interplay between intersite SE and on-site spin-orbit couplings, and hence orbital and spin moments are not collinear (except for large $`\lambda `$ values), — in contrast to the conventional picture where orbital moments induced by $`\lambda `$ coupling are antiparallel to spin, as suggested e.g. for V2O3 Tan02 .

Finally, we turn to finite temperatures. While the $`C`$-phase cannot dimerize at $`T=0`$, it dimerizes at finite $`T`$ due to the intrinsic instability towards alternating orbital singlets Sir02 . The spin correlations $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}`$ \[Fig. 4(a)\], found using open boundary conditions, alternate between strong and weak FM bonds due to the orbital Peierls dimerization, $`2\delta _\tau =|\stackrel{}{\tau }_i\stackrel{}{\tau }_{i+1}\stackrel{}{\tau }_i\stackrel{}{\tau }_{i1}|`$, which has a distinct maximum at $`T0.24J`$ for $`\eta =0.12`$. Consistent with our discussion above, the modulation of $`\stackrel{}{S}_i\stackrel{}{S}_{i+1}`$ vanishes in the C-phase at low $`T`$.

Up to now, the sole experimental evidence for dimerization of the $`C`$-phase is the splitting of FM spin waves in the neutron scattering study of Ulrich et al. Ulr02 . Fig. 4(b) shows the dynamical spin structure factor $`S(q,\omega )`$ Aue94  obtained by exact diagonalization of a 4-site cluster with PBC at $`T=0`$, assuming the same orbital dimerization $`\stackrel{}{\tau }_i\stackrel{}{\tau }_{i+1}`$ as found above for $`T/J=0.25`$. At $`q=\pi /2`$ we observe a splitting of the spin wave similar to experiment. The finite energy of the $`q=0`$ mode results from the $`\lambda `$-term and the mean-field coupling to neighbor chains. Additional features seen in $`S(q,\omega )`$, e.g. for $`q=\pi `$ at $`\omega 1.25J`$, we attribute to the coupling to orbital excitations. The spin-wave energies can be fitted by a simple Heisenberg model with two FM coupling constants: $`J_{c1}=5.7`$, $`J_{c2}=3.3`$ meV, and a small anisotropy term, as shown in the inset (solid lines). Although these values are strongly reduced by spin-orbit coupling Eq. (6), they are still larger than those extracted from the spin waves in YVO3: $`J_{c1}^{exp}=4.0`$ and $`J_{c2}^{exp}=2.2`$ meV at $`T=85`$ K Ulr02 . We attribute this overestimate of exchange interactions to quantum fluctuations involving the occupancy of $`xy`$-orbitals; this will be treated elsewhere.

Summarizing, we have shown that the spin-orbit coupling $`\mathrm{\Lambda }`$ competes with Hund’s exchange in the spin-orbital model for cubic vanadates. It leads to a new orbital moment ordered phase at large $`\mathrm{\Lambda }`$ and can explain qualitatively the spin canting and large reduction of magnetization in the $`C`$-phase at smaller $`\mathrm{\Lambda }`$. We argue that the 1D orbital Peierls instability observed recently in the $`C`$-AF phase of YVO3 Ulr02  (along the $`c`$ axis) emerges from a combination of quantum effects due to orbital moments at $`\mathrm{\Lambda }>0`$, and thermal fluctuations which favor dimerized orbital and spin correlations.

We thank B. Keimer and C. Ulrich for stimulating discussions. This work was supported by the Committee of Scientific Research (KBN), Project No. 5 P03B 055 20.