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# Mean field ground state of a spin-1 condensate in a magnetic field

## 1 Introduction

Atomic Bose-Einstein condensates (BEC) have provided a successful testing ground for theoretical studies of quantum many-body systems . In earlier BEC experiments, atoms were spatially confined with magnetic traps, which essentially freeze the atomic internal degrees of freedom . Most studies were thus focused on scalar models, i.e. single component quantum degenerate gases . More recently, the emergence of spin-1 condensates  (of atoms with hyperfine quantum number $`F=1`$) has created opportunities for understanding degenerate gases with internal degrees of freedom .

In this paper, we investigate the mean field ground state structures of a spin-1 atomic condensate in the presence of an external magnetic field ($`B`$). We focus on several aspects of the ground state properties strongly affected by the requirement that elastic atom-atom collisions conserve both the total number of atoms ($`N`$) and the magnetization ($``$). Several earlier studies have focused on the global ground state structures when the conservation of $``$ was ignored, or in the limiting case of a vanishingly small magnetic field ($`B=0`$) . As we show in this study, in the presence of a nonzero magnetic field, the conservation of $``$ leads to ground state population distributions significantly different from that of the global ground state.

Our system is described by the Hamiltonian (repeated indices are summed)

$`={\displaystyle 𝑑\stackrel{}{r}\psi _i^{}(_{ij}+H_{ZM})\psi _j}+{\displaystyle \frac{c_0}{2}}{\displaystyle 𝑑\stackrel{}{r}\psi _i^{}\psi _j^{}\psi _j\psi _i}+{\displaystyle \frac{c_2}{2}}{\displaystyle 𝑑\stackrel{}{r}\psi _k^{}\psi _i^{}\left(F_\eta \right)_{ij}\left(F_\eta \right)_{kl}\psi _j\psi _l},`$ (1)
where $`\psi _j(\stackrel{}{r})`$ is the field operator that annihilates an atom in the $`j`$-th ($`j=+,0,`$) internal state at location $`\stackrel{}{r}`$, $`_{ij}\left[\mathrm{}^2^2/2M+V_{\mathrm{ext}}(\stackrel{}{r})\right]\delta _{ij}`$ with $`M`$ the mass of each atom and $`V_{\mathrm{ext}}(\stackrel{}{r})`$ an internal state independent trap potential. Terms with coefficients $`c_0`$ and $`c_2`$ of Eq. (1) describe elastic collisions of the spin-1 atom ($`|F=1,M_F=+,0,`$), expressed in terms of the scattering length $`a_0`$ ($`a_2`$) for two spin-1 atoms in the combined symmetric channel of total spin $`0`$ ($`2`$), $`c_0=4\pi \mathrm{}^2(a_0+2a_2)/3M`$ and $`c_2=4\pi \mathrm{}^2(a_2a_0)/3M`$. $`F_{\eta =x,y,z}`$ are spin-1 matrices with

$`F_x={\displaystyle \frac{1}{\sqrt{2}}}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 1\\ 0& 1& 0\end{array}\right),F_y={\displaystyle \frac{i}{\sqrt{2}}}\left(\begin{array}{ccc}0& 1& 0\\ 1& 0& 1\\ 0& 1& 0\end{array}\right),F_z=\left(\begin{array}{ccc}1& 0& 0\\ 0& 0& 0\\ 0& 0& 1\end{array}\right).`$ (11)
The external magnetic field $`B`$ is taken to be along the quantization axis ($`\widehat{z}`$), it induces a Zeeman shift on each atom given by

$`H_{ZM}(B)=\left(\begin{array}{ccc}E_+& 0& 0\\ 0& E_0& 0\\ 0& 0& E_{}\end{array}\right).`$ (15)
According to the Breit-Rabi formula , the individual level shift can be expressed as

$`E_+`$ $`=`$ $`{\displaystyle \frac{E_{\mathrm{HFS}}}{8}}g_I\mu _IB{\displaystyle \frac{1}{2}}E_{\mathrm{HFS}}\sqrt{1+\alpha +\alpha ^2},`$
$`E_0`$ $`=`$ $`{\displaystyle \frac{E_{\mathrm{HFS}}}{8}}{\displaystyle \frac{1}{2}}E_{\mathrm{HFS}}\sqrt{1+\alpha ^2},`$
$`E_{}`$ $`=`$ $`{\displaystyle \frac{E_{\mathrm{HFS}}}{8}}+g_I\mu _IB{\displaystyle \frac{1}{2}}E_{\mathrm{HFS}}\sqrt{1\alpha +\alpha ^2},`$ (16)
where $`E_{\mathrm{HFS}}`$ is the hyperfine splitting , and $`g_I`$ is the Lande $`g`$-factor for the atomic nuclei with nuclear spin $`\stackrel{}{I}`$. $`\mu _I`$ is the nuclear magneton and $`\alpha =(g_I\mu _IB+g_J\mu _BB)/E_{\mathrm{HFS}}`$ with $`g_J`$ the Lande $`g`$-factor for the valence electron with total angular momentum $`\stackrel{}{J}`$. $`\mu _B`$ is the Bohr magneton.

## 2 Mean field approximation

At near zero temperatures and when the total number of condensed atoms is large, the ground state is essentially determined by the mean field term $`\mathrm{\Phi }_i=\psi _i`$. Neglecting all quantum fluctuations we arrive at the mean field energy functional from Eq. (1)

$`H[\{\mathrm{\Phi }_i\}]=H_S+E_0N+{\displaystyle \frac{c_2}{2}}\stackrel{}{F}^2\eta _0F_z+\delta F_z^2,`$ (17)
where the symmetric part

$`H_S={\displaystyle 𝑑\stackrel{}{r}\left[\mathrm{\Phi }_i^{}_{ij}\mathrm{\Phi }_j+\frac{c_0}{2}\mathrm{\Phi }_i^{}\mathrm{\Phi }_j^{}\mathrm{\Phi }_j\mathrm{\Phi }_i\right]},`$ (18)
is invariant under the exchange of spin component indices, thus is independent of the external $`B`$ field. The Zeeman shift as given by the Breit-Rabi formula (16) can be described by two positive parameters

$`2\eta _0`$ $`=`$ $`E_{}E_+,`$
$`2\delta `$ $`=`$ $`E_++E_{}2E_0,`$ (19)
which measure approximately the linear and quadratic Zeeman effects. The $`B`$-field dependence of $`\eta _0`$ and $`\delta `$ for a 87Rb atom are displayed in Fig. 1.

The elastic atomic collisions as described by the $`c_0`$ and $`c_2`$ parts of the Hamiltonian (1) conserve both $`N`$ and $``$, which in the mean field approximation are given by

$`N`$ $`=`$ $`{\displaystyle \underset{j=\pm ,0}{}}{\displaystyle 𝑑\stackrel{}{r}\psi _j^{}(\stackrel{}{r})\psi _j(\stackrel{}{r})}{\displaystyle \underset{j=\pm ,0}{}}{\displaystyle 𝑑\stackrel{}{r}|\mathrm{\Phi }_j(\stackrel{}{r})|^2},`$
$``$ $`=`$ $`{\displaystyle 𝑑\stackrel{}{r}[\psi _+^{}(\stackrel{}{r})\psi _+(\stackrel{}{r})\psi _{}^{}(\stackrel{}{r})\psi _{}(\stackrel{}{r})]}`$ (20)
$``$ $`{\displaystyle 𝑑\stackrel{}{r}[|\mathrm{\Phi }_+(\stackrel{}{r})|^2|\mathrm{\Phi }_{}(\stackrel{}{r})|^2]}.`$
Before continuing our discussion of the ground state structures, we shall first briefly comment on the importance of the above two constraints. In a typical experiment, the last stage before condensation consists of atomic evaporations, during which neither $`N`$ nor $``$ is conserved. For a scalar condensate, typically the ground state is obtained from a minimization of Eq. (17) subjected to the constraint of only $`N`$ conservation. This gives rise to the Gross-Pitaevskii equation (GPE) and the associated condensate chemical potential, which mathematically is simply the Lagrange multiplier of the constrained minimization. A spin-1 condensate requires the introduction of two Lagrange multipliers during the minimization subjected to both the $`N`$ and $``$ conservation constraints, as was first performed in .

When atomic interactions are ferromagnetic ($`c_2<0`$ as for 87Rb atoms) and when the external $`B`$-field is negligible, we have shown previously that the ground state structure is simply a state where all individual atomic spins are aligned in the same direction . In this case, the conservation of $``$ can be simply satisfied by tilting the quantization axis away from the direction of the condensate spin. This can always be done if a system described by (1) is rotationally symmetric, and thus contains the SO(3) symmetry . The presence of a nonzero $`B`$ field, on the other hand, breaks the rotational symmetry, \[e.g. the linear Zeeman shift, reduces the SO(3) to SO(2) symmetry\], thus the conservation of $``$ has to be included in the minimization process directly.

The global ground state phase diagram including both linear and quadratic Zeeman effect was first investigated by Stenger et al . In this early study, although the $``$ conservation was included in their formulation, it was not separately discussed, consequently their results do not easily apply to systems with fixed values of $``$. The ground state structures as given in Ref.  correspond to the actual ground state as realized through a $``$ non-conserving evaporation process (e.g. in the presence of a nonzero $`B`$-field) that serves as a reservoir for condensate magnetization. Our study to be presented here, on the other hand, would explicitly discuss the phase diagram for fixed values of $``$, which could physically correspond to experimental ground states (with/without a $`B`$-field) due to a $``$ conserving evaporation process. Although more limited, as our results can be traced to linear trajectories of $`=\mathrm{const}.`$ in the phase diagram of Ref. , we expect them to be useful, especially in predicting ground state structures when a ready-made spinor condensate is subjected to external manipulations that conserve both $`N`$ and $``$.

When atomic interactions are anti-ferromagnetic ($`c_2>0`$), the global ground state was first determined to be a total spin singlet . More elaborate studies, including quantum fluctuations, were performed by Ho and Yip  and Koashi and Ueda . Unfortunately, these results  do not correspond to actual ground states as realized in current experiments, because of the presence of background magnetic fields. For instance, the states as found in Ref.  are only possible if the magnetic field $`B`$ is less than $`70\mu `$G at the condensate density as realized in the MIT experiments . The Zeeman shift (see Fig. 1) due to the presence of even a small magnetic field can overwhelm atomic mean field interaction and typical atomic thermal energy, thus if it were not for the conservation of $``$, the ground state would simply correspond to all atoms condense into the lowest Zeeman sublevel of $`|M_F=1`$.

We now minimize $`H`$ of Eq. (17) by denoting $`\mathrm{\Phi }_j(\stackrel{}{r})=\sqrt{N_j}\varphi _j(\stackrel{}{r})e^{i\theta _j}`$, with a real mode function $`\varphi _j(\stackrel{}{r})`$ ($`\varphi _j^2(\stackrel{}{r})𝑑\stackrel{}{r}=1`$) and phase $`\theta _j`$. It is easy to check that the phase convention of ferromagnetic/anti-ferromagnetic interactions as obtained previously  in the absence of a $`B`$-field still remains true, i.e.

$`\theta _++\theta _{}2\theta _0`$ $`=`$ $`0,c_2<0\text{ (ferromagnetic)},`$ (21)
$`\theta _++\theta _{}2\theta _0`$ $`=`$ $`\pi ,c_2>0\text{ (anti-ferromagnetic)}.`$ (22)
## 3 Ground state in a homogeneous system

In a homogeneous system such as a box type trap (of volume $`𝒱`$), adopting the above phase convention, the resulting ground state energy functional becomes ($`+/`$ for $`c_2<0`$ and $`c_2>0`$ respectively)

$`H[\{N_i\}]=H_S+E_0N+{\displaystyle \frac{c_2}{2𝒱}}\left[(N_+N_{})^2+2N_0(\sqrt{N_+}\pm \sqrt{N_{}})^2\right]`$
$`\eta _0(N_+N_{})+\delta (N_++N_{}).`$ (23)
Expressing everything in terms of fractional populations and fractional magnetization $`n_i=N_i/N`$ and $`m=/N`$, and note that $`n_++n_{}=1n_0`$, $`n_+n_{}=m`$, Equation (23) becomes

$`{\displaystyle \frac{H[\{n_i\}]}{N}}={\displaystyle \frac{H_S}{N}}+E_0+c\left[(n_+n_{})^2+2n_0(\sqrt{n_+}\pm \sqrt{n_{}})^2\right]`$
$`\eta _0(n_+n_{})+\delta (n_++n_{}),`$ (24)
with an interaction coefficient $`c=c_2N/2𝒱`$, tunable through a change of condensate density.

We now minimize Eq. (24) under the two constraints $`n_++n_0+n_{}=1`$ and $`n_+n_{}=m`$. We restrict our discussion to the region $`1<m<1`$ as the special cases of $`m=\pm 1`$ are trivial. Because $`H_S`$, $`E_0`$, $`c`$, $`\eta _0`$, and $`m`$ are all constants for given values of $`B`$, $`N`$, and $`𝒱`$, the only part left to be minimized is

$``$ $`=`$ $`2cn_0(\sqrt{n_+}\pm \sqrt{n_{}})^2+\delta (n_++n_{}).`$ (25)
In the special case of $`c=0`$, Equation (25) reduces to

$``$ $`=`$ $`\delta (n_++n_{}).`$ (26)
The ground state is then very simple. When $`\delta >0`$, which seems to be always the case for quadratic Zeeman shift, the minimum is reached by having as large a $`n_0`$ (thus as small a $`n_++n_{}`$) as possible, namely

$`n_0=1|m|,n_+=\{\begin{array}{cc}|m|,& m0\\ 0,& m<0\end{array},n_{}=\{\begin{array}{cc}0,& m0\\ |m|,& m<0\end{array}.`$ (31)
When $`\delta =0`$, we have (in general) three condensate components with $`n_\pm =(1n_0\pm m)/2`$ and $`0n_01|m|`$.

For ferromagnetic interactions with $`c<0`$, we define $`x=n_++n_{}`$. The ground state is then determined by the minimum of

$``$ $`=`$ $`g_+(x)+\delta x,`$ (32)
with $`g_+(x)2c(1x)(x+\sqrt{x^2m^2})`$. When $`\delta =0`$, we find

$`n_\pm ={\displaystyle \frac{1}{4}}(1\pm m)^2,n_0={\displaystyle \frac{1}{2}}(1m^2),`$ (33)
which is the same as obtained in . However with a nonzero $`\delta >0`$, we find in general

$`n_\pm ={\displaystyle \frac{1}{2}}(x_0\pm m),n_0=1x_0{\displaystyle \frac{1}{2}}(1m^2),`$ (34)
with $`x_0`$ being the root of equation $`g_+^{}(x)+\delta =0`$, it turns out that there always exists one and only one solution to the equation. The equilibrium value for $`n_0`$ is larger than the result of Eq. (33) because the quadratic Zeeman effect causes a lowering of the total energy if two $`|M_F=0`$ atoms are created when an $`|M_F=+1`$ atom collides with an $`|M_F=1`$ atom. Figure 2 displays the results of Eq. (34) for a typical 87Rb condensate, for which the atomic parameters are $`E_{\mathrm{HFS}}=(2\pi )6.8347`$GHz , $`a_0=101.8a_B`$, and $`a_2=100.4a_B`$ ($`a_B`$ is the Bohr radius) . At weak magnetic fields, typically a condensate contains all three spin components. With the increasing of $`B`$-field, the quadratic Zeeman effect becomes important which energetically favors the $`|0`$ component, so typically only two components survive: the $`|0`$ component and the larger (initial population) of the $`|+`$ or $`|`$ component, so the ground state becomes (for $`m>0`$) $`n_+m`$ and $`n_01m`$.

Finally we consider the case of anti-ferromagnetic interactions for $`c>0`$, we have then

$``$ $`=`$ $`g_{}(x)+\delta x,`$ (35)
with $`g_{}(x)=2c(1x)(x\sqrt{x^2m^2})`$. For $`\delta =0`$, we again recover the standard result

$`n_0=0,n_\pm ={\displaystyle \frac{1}{2}}(1\pm m),`$ (36)
if $`m0`$. When $`m=0`$, the ground state is under-determined as many solutions are allowed as along as they satisfy $`n_+=n_{}=1n_0`$ with $`n_0[0,1]`$.

In an external $`B`$-field when $`\delta >0`$, we first consider the special case of $`m=0`$. It can be easily seen from Eq. (35) that $`n_0=1`$ is the ground state. For $`m0`$, we obtain the following result: when $`\delta >2c[1\sqrt{1m^2}]`$, the ground state will have three condensate components with

$`n_\pm =(x_0\pm m)/2,n_0=1x_0,`$ (37)
where $`x_0`$ is the root of equation $`g_{}^{}(x)+\delta =0`$; When $`\delta 2c[1\sqrt{1m^2}]`$, only $`|+`$ and $`|`$ components exist, i.e., $`n_\pm =(1\pm m)/2`$.

Figure 3 is the typical results for a spin-1 23Na condensate. The atomic parameters are $`E_{\mathrm{HFS}}=(2\pi )1.7716`$GHz , $`a_0=50a_B`$ and $`a_2=55a_B`$ . At $`B=0`$ there are only two condensate components, $`|+`$ and $`|`$. For $`B>0`$ but not very strong, there are two possibilities: three nonzero condensate components if $`m<m_c`$ and two nonzero condensate components if $`mm_c`$, with $`\delta (B)=2c(1\sqrt{1m_c^2})`$. When $`B`$-field gets stronger, i.e. $`\delta (B)2c`$, there are always three condensate components.

Figure 4 summarizes the ground state structures of a homogeneous spin-1 condensate in a $`B`$-field for different $`c`$ and $`m`$.

## 4 Ground state inside a harmonic trap

In the previous section, we investigated in detail mean field ground state structures for a spin-1 condensate in a homogeneous confinement. For the case of a harmonic trap as in most experiments, there is no reason to believe a priori that the above conclusions still hold. In fact, the structures and phase diagrams as discussed before is only meaningful if the spatial mode function $`\varphi _j(\stackrel{}{r})`$ for different spin components is identical. Otherwise, it would be impossible to classify the rich variety of possible solutions. When the spatial mode functions are the same, the spatial confinement simply introduces an average over the inhomogeneous density profile of the mode function.

The aim of this section, is therefore to determine the validity of the single mode approximation (SMA) in the presence of an external $`B`$-field and a harmonic trap. For simplicity, we assume the trap to be spherically symmetric. We employ numerical methods to directly find the ground state solutions from the coupled Gross-Pitaevskii equation

$`i\mathrm{}{\displaystyle \frac{}{t}}\mathrm{\Phi }_+`$ $`=`$ $`[+E_+\eta +c_2(n_++n_0n_{})]\mathrm{\Phi }_++c_2\mathrm{\Phi }_0^2\mathrm{\Phi }_{}^{},`$
$`i\mathrm{}{\displaystyle \frac{}{t}}\mathrm{\Phi }_0`$ $`=`$ $`[+E_0+c_2(n_++n_{})]\mathrm{\Phi }_0+2c_2\mathrm{\Phi }_0^{}\mathrm{\Phi }_+\mathrm{\Phi }_{},`$
$`i\mathrm{}{\displaystyle \frac{}{t}}\mathrm{\Phi }_{}`$ $`=`$ $`[+E_{}+\eta +c_2(n_{}+n_0n_+)]\mathrm{\Phi }_{}+c_2\mathrm{\Phi }_0^2\mathrm{\Phi }_+^{},`$ (38)
subjected to the conservations of both $`N`$ and $``$ \[Eqs. (20)\]. $`=\mathrm{}^2^2/2M+V_\mathrm{t}(\stackrel{}{r})+c_0n`$, $`n_j=|\mathrm{\Phi }_j|^2`$, $`V_\mathrm{t}(\stackrel{}{r})=M\omega ^2r^2/2`$, and $`n=n_++n_0+n_{}`$. $`\eta `$ is the Lagrange multiplier introduced to numerically enable the conservation of $``$.

It was shown previously that in the absence of an external $`B`$-field, and for ferromagnetic interactions, the SMA is rigorously valid despite the presence of a harmonic trap . We can also show that in the presence of a nonzero $`B`$-field, the linear Zeeman shift does not affect the validity of the SMA because it can be simply balanced by the external Lagrange multiplier $`\eta `$. The quadratic Zeeman effect, on the other hand, can not be simply balanced, as it favors the production of two $`|0`$ atoms by annihilating one $`|+`$ and one $`|`$ atom during a collision. Such unbalanced elastic collisions thus break the SO(3) symmetry of the freedom for an arbitrary quantization axis. Therefore, we do not in general expect the SMA to remain valid inside a nonzero $`B`$-field.

Numerically, we find the ground state solutions of Eq. (38) by propagating the equations in imaginary time. We typically start with an initial wave function as that of a complex Gaussian with a constant velocity: $`\mathrm{exp}[(x^2/2q_x^2+y^2/2q_y^2+z^2/2q_z^2)i\stackrel{}{k}\stackrel{}{r}]`$. $`q_x`$, $`q_y`$, $`q_z`$, and $`\stackrel{}{k}`$ are adjustable parameters which are checked to ensure that their choices do not affect the final converged ground state .

For $`c_2=0`$ or $`c=0`$, it is easy to check that SMA is always valid since the energy functional is symmetric with respect to spin component index. The fractional populations for each component is therefore the same as for a homogeneous system, i.e. given by $`(\frac{1n_0+m}{2},n_0,\frac{1n_0m}{2})`$ if $`B=0`$, and $`(m,1m,0)`$ if $`B>0`$.

For 87Rb and 23Na condensates, which are believed to be ferromagnetic $`c_2<0`$ ($`c<0`$) and anti-ferromagnetic $`c_2>0`$ ($`c>0`$) respectively, Figure 5 gives typical density distributions of spacial mode function, $`\rho (\stackrel{}{r})=|\varphi _j(\stackrel{}{r})|^2`$. Both sub-figures clearly indicate that SMA is no longer valid. To get an overall idea of the validity of SMA we plot in Figure 6 the overlap integrals of our mode functions with respect to the SMA mode function $`\varphi _{\mathrm{SMA}}(\stackrel{}{r})`$ as determined from a scalar GP equation with a nonlinear coefficient $`c_0`$ (due to the symmetric $`H_S`$ only) . For a 87Rb condensate, we see the overlap is close to unity when $`B`$ is small, therefore, SMA remains approximately applicable. But it becomes increasingly bad with the increase of $`B`$. We thus conclude that the SMA remains reasonable in a weak magnetic field while it is clearly invalid in a strong $`B`$-field. In fact, our numerical results confirm that the stronger the $`B`$-field, the worse the SMA gets. For typical system parameters, the dividing line occurs at a $`B`$-field of a fraction of a Gauss when the system magnetization $``$ is not too small or too large. For a condensate with anti-ferromagnetic interactions, it was found earlier that SMA is violated in the limit of both large $`N`$ and $``$ even without an external $`B`$-field, while the case of $`=0`$ presents an exception where SMA remains strictly valid for $`B=0`$ . Figure 6 shows the overlap integral for a 23Na condensate, indeed we see SMA is invalid except at $`=0`$ where all atoms are in the $`|0`$ component. Remarkably, despite the seemingly large deviations from the SMA (as in Fig. 6), the spin asymmetric energy term remains very small in comparison to the spin symmetric term as evidenced in Fig. 7.

Figure 8 shows the dependence of fractional populations on the fractional magnetization for a 87Rb (left column) and a 23Na condensate (right column) at different $`B`$-fields. For 87Rb atoms, these curves resemble the same dependence as for a homogeneous system where SMA is strictly valid. Nevertheless, we find the densities of mode functions can become quite different, i.e. SMA is not valid in general. For 23Na atoms, the fractional component populations at different $`B`$-fields again follow the results as obtained previously for the homogeneous case. When $`B=0`$ \[as in Fig. 8(d)\], the ground state distribution clearly obeys the same earlier (homogeneous) result $`(\frac{1+m}{2},0,\frac{1m}{2})`$, including the special case when $`=0`$ where it becomes $`(\frac{1n_0}{2},n_0,\frac{1n_0}{2})`$ with $`n_0[0,1]`$. For $`B0`$ \[as in Fig. 8(e) and (f)\], our numerical solutions reveal again two distinct regions; one for $`m<m_c`$ where all three components coexist, and another one for $`m>m_c`$ where only two components ($`|+`$ and $`|`$) coexist. We find that $`m_c`$ increases with the $`B`$-field, and is of course limited to $`m_c<1`$. We conclude that despite the fact a harmonic trap induces spatially inhomogeneous distribution to condensate density, thus breaks the SMA in general, the overall ground state properties as measured by the fractional component distributions follow closely the results as obtained previously for the homogeneous case. Physically, we believe the above results can be understood as fractional populations relate to integrals of wave functions over all spaces, during which differences between wave functions can be averaged out. When only the $`|+`$ and $`|`$ components coexist, in fact, the two constraints on $`N`$ and $``$ always give the fractional population $`n_\pm =(1\pm m)/2`$ if $`N_0=0`$.

## 5 Conclusion

We have revisited the question of the mean field ground state structures of spin-1 condensate in the presence of a uniform magnetic field. For a homogeneous system, when $`c=0`$, there exists in general only two nonzero components $`|+`$ and $`|0`$, except when $`B=0`$ where the ground state solution becomes indefinite; for ferromagnetic interactions when $`c<0`$, the ground state in general has three nonzero components; when $`c>0`$ as for anti-ferromagnetic interactions, except for $`m=0`$, there are two regions: one for $`\delta >2c[1\sqrt{1m_c^2}]`$ where three nonzero components coexist and one for $`\delta 2c[1\sqrt{1m_c^2}]`$ where only two components coexist. Inside a harmonic trap, these results remain largely true, although the SMA becomes generally invalid. We find interestingly (see Fig. 9), the $`B`$ field (or the $`\delta `$) dependence of the critical value $`m_c`$ that separates the two and three component condensate regions, remains almost identical as that given by the analytical formulae $`\delta =2c[1\sqrt{1m_c^2}]`$ for a homogeneous system. In a sense, this also points to the validity of the use of a mean field description, as the number of atoms is really large ($`10^6`$).

## 6 Acknowledgement

We acknowledge interesting discussions with Prof. M. S. Chapman and Mr. M. -S. Chang. This work is supported by NSF.

## References


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# Compactification in deconstructed gauge theory with topologically non-trivial link fields

## I Introduction

The most exotic approach to realize the unification of fundamental forces is based on assuming higher-dimensional gauge theory. The field in higher dimensions brings the corresponding Kaluza-Klein (KK) spectrum in four dimensional spacetime provided that the extra space is a compact manifold KK .

Recently, there appears a novel scheme to describe higher-dimensional gauge theory, which is known as deconstruction ACG ; HL1 ; HL2 . A number of copies of a four-dimensional theory linked by a new set of fields can be viewed as a single gauge theory. The resulting theory may be almost equivalent to a higher-dimensional theory with discretized, or, latticized extra dimensions.

In the continuum spacetime, if the compactification involves a topologically non-trivial configuration of gauge fields, the mass spectrum of charged fields become radically changed from that of the conventional compactification RSS . The cases with non-trivial field strength on a flat torus have also been considered DS . The mass spectrum affects the low mass degree of freedom as well as the (Casimir-like) quantum energy density.

It is also known, for higher-dimensional non-Abelian theory, a similar topological configuration gives rise to a symmetry breaking Manton ; Hosotani . Such an alternative candidate to the Higgs mechanism is worth studying in higher-dimensional theories including string(-inspired) theories.

In deconstructed theories, the link fields can form a topological configuration as a whole in the presence of another compact dimension. Such a ‘hybrid’ compactification has been studied KS  in the other context. Of course the original motivation of the deconstruction scheme, which serves a good UV behavior of the theory, must be ignored in the present case. On the other hand, however, we can regard the hybrid compactification as a continuum limit of the deconstructed theory.

In the present paper, we investigate a $`U(1)`$ gauge theory with a latticized circle, assuming another circular continuum dimension and topologically non-trivial background fields. We explicitly show the mass spectrum in the backgroud fields, which has a certain limit of the continuum theory.

In Sec. II, we examine the topologically non-trivial configuration of the link fields in the compactified spacetime. The mass spectrum of a charged scalar field in this background field is studied in Sec. III. The mass spectrum of the Yang-Mills field in the same background is studied in Sec. IV, where symmetry breaking in this situation is shown. The final section, Sec. V, is devoted to conclusion.

## II topologically non-trivial configuration

We begin with the lagrangian for deconstructing $`(D+1)`$-dimensional pure $`U(1)`$ gauge theory HL1 :

$`_V={\displaystyle \underset{k=1}{\overset{N}{}}}{\displaystyle \frac{1}{g^2}}\left[{\displaystyle \frac{1}{4}}F_k^{\mu \nu }F_{k\mu \nu }(D^\mu U_k)^{}D_\mu U_k\right],`$ (1)
where $`g`$ is a gauge coupling,

$$F_k^{\mu \nu }=i[^\mu i\stackrel{~}{A}_k^\mu ,^\nu i\stackrel{~}{A}_k^\nu ],$$
(2)
and

$$D^\mu U_k=^\mu U_ki\stackrel{~}{A}_k^\mu U_k+iU_k\stackrel{~}{A}_{k+1}^\mu .$$
(3)
The labels of the fields are considered as periodic modulo $`N`$, e.g., $`U_0U_N`$, $`U_{N+1}U_1`$, and so on. Further we assume that all $`U_k`$ have a common absolute value $`|U_k|=f/\sqrt{2}`$.

This theory is invariant under the following gauge transformation: The transformation of gauge fields is

$$\stackrel{~}{A}_k^\mu \stackrel{~}{A}_k^\mu +iW_k^\mu W_k^{},$$
(4)
while the link fields $`U_k`$ are transformed as

$$U_kW_kU_kW_{k+1}^{},$$
(5)
where absolute values of $`W_k`$’s are unity.

It is known that when all $`U_k`$ are assumed to equal $`f/\sqrt{2}`$, the mass spectrum of the $`D`$-dimensional gauge field reads HL1

$$4f^2\mathrm{sin}^2\left(\frac{\pi p}{N}\right)p\mathrm{is}\mathrm{an}\mathrm{integer}.$$
(6)
Now we examine the case with another compact dimension. We suppose that the $`z`$-direction is periodical, or the following identification is assumed:

$$zz+2\pi R,$$
(7)
where $`R`$ can be considered as a radius of a circle.

If the circular dimension exists, there are other solutions to the equation of motion for $`U_k`$ with vanishing $`A_k^\mu `$’s. Then the part of lagrangian density $`(D^\mu U_k)^{}D_\mu U_k`$ can be rewritten as $`^\mu \chi _k_\mu \chi _k/2`$, when we set $`U_k\mathrm{exp}(i\chi _k/f)`$. The equation of motion is led as $`^2\chi _k=0`$.

The most general background solution is $`\chi _k/f=nz/(NR)+\phi `$, or

$$U_k=\frac{f}{\sqrt{2}}\mathrm{exp}\left[i\left(\frac{nz}{NR}+\phi \right)\right],$$
(8)
where $`n`$ is an integer and $`\phi `$ is independent of $`z`$. Possible arbitrary phases are gauged away by transformations (5), except for a common phase $`\phi `$. For $`n0`$, it is irrelevant to the mass spectrum because the common phase implies only the translation in the $`z`$-direction. The field corresponding to the common phase, the existence of which does not require compact continuum dimensions, was studied by Hill and Leibovich HL1 ; HL2 . We adopt only the non-zero $`n`$ in the present paper.

We show how $`U_k=\frac{f}{\sqrt{2}}\mathrm{exp}\left(i\frac{nz}{NR}\right)`$ is taken for a single-valued function with respect to $`z`$. When we choose the transformation (5) with

$$W_k=\mathrm{exp}\left(2\pi i\frac{nk}{N}\right),$$
(9)
the single-valuedness is satisfied as follows:

$$U_k|_{z=2\pi R}=\frac{f}{\sqrt{2}}\mathrm{exp}\left(2\pi i\frac{n}{N}\right)\frac{f}{\sqrt{2}}=U_k|_{z=0}.$$
(10)
The periodicity in the latticized dimension, such as $`W_N=W_0`$, is hold when $`n`$ is an integer. $`n`$ is a topological number as in the case with the magnetic flux in the two dimensional compact space. Actually, in the limit of $`N\mathrm{}`$ and $`N/f=const.`$, our model corresponds to the model with the constant magnetic field $`B=nf/(NR)`$ on the two-torus DS .

## III scalar field

The lagrangian for deconstructing $`(D+1)`$-dimensional scalar field theory is

$`_\varphi `$ $`=`$ $`{\displaystyle \underset{k=1}{\overset{N}{}}}\left[(D^\mu \stackrel{~}{\varphi }_k)^{}D_\mu \stackrel{~}{\varphi }_k\right]`$ (11)
$`+`$ $`f{\displaystyle \underset{k=1}{\overset{N}{}}}\left(\sqrt{2}\stackrel{~}{\varphi }_k^{}U_k\stackrel{~}{\varphi }_{k+1}+\sqrt{2}\stackrel{~}{\varphi }_k^{}U_{k1}^{}\stackrel{~}{\varphi }_{k1}2f\stackrel{~}{\varphi }_k^{}\stackrel{~}{\varphi }_k\right),`$
where

$$D^\mu \stackrel{~}{\varphi }_k=^\mu \stackrel{~}{\varphi }_ki\stackrel{~}{A}_k^\mu \stackrel{~}{\varphi }_k.$$
(12)
This lagrangian is invariant under the transformation (5) with

$$\stackrel{~}{\varphi }_kW_k\stackrel{~}{\varphi }_k.$$
(13)
We investigate the mass spectrum of the scalar field when the $`z`$-direction is periodic, $`zz+2\pi R`$, and the link fields take the topologically non-trivial form,

$$U_k=\frac{f}{\sqrt{2}}\mathrm{exp}\left(i\frac{nz}{NR}\right),$$
(14)
with an integer $`n`$.

To obtain the eigenfunctions associated with the spectrum, we expand the scalar field as

$$\stackrel{~}{\varphi }_k=\frac{1}{\sqrt{N}}\underset{p=1}{\overset{N}{}}\varphi _p\mathrm{exp}\left[2\pi i\frac{pk}{N}\right].$$
(15)
Then the equation of motion for the charged scalar field reduces to

$$_\mu ^2\varphi _p+2f^2\left[1\mathrm{cos}\left(\frac{2\pi p}{N}+\frac{nz}{NR}\right)\right]\varphi _p=0.$$
(16)
Now we have to find the eigenfunction of the following value equation

$$M^2\varphi _p=_z^2\varphi _p+2f^2\left[1\mathrm{cos}\left(\frac{2\pi p}{N}+\frac{nz}{NR}\right)\right]\varphi _p,$$
(17)
to obtain the spectrum of the mass $`M`$ for scalar fields in $`(D1)`$-dimensional spacetime.

The possible eigenfunctions turn out to be the Mathieu functions GR . They are given by

$$\varphi _{0,m,p}(z)=\mathrm{ce}_{\frac{2mN}{n}}(\frac{nz}{2NR}+\frac{\pi p}{N}+\frac{\pi }{2},\frac{4N^2f^2R^2}{n^2})m=0,1,2,\mathrm{},$$
(18)
and

$$\varphi _{1,m,p}(z)=\mathrm{se}_{\frac{2mN}{n}}(\frac{nz}{2NR}+\frac{\pi p}{N}+\frac{\pi }{2},\frac{4N^2f^2R^2}{n^2})m=1,2,3,\mathrm{},$$
(19)
up to some normalization constants omitted here. Their eigenvalues $`M^2`$ are given by

$$M_{0,m}^2=\frac{1}{R^2}\left[\frac{n^2}{4N^2}a_{\frac{2mN}{n}}(4N^2f^2R^2/n^2)+2(fR)^2\right]m=0,1,2,\mathrm{},$$
(20)
and

$$M_{1,m}^2=\frac{1}{R^2}\left[\frac{n^2}{4N^2}b_{\frac{2mN}{n}}(4N^2f^2R^2/n^2)+2(fR)^2\right]m=1,2,3,\mathrm{},$$
(21)
respectively, where $`a_r(q)`$ \[$`b_r(q)`$\] is a characteristic value which yields an even \[odd\] periodic solution of the Mathieu’s equation.111In the limit $`q0`$, both $`a_r(q)`$ and $`b_r(q)`$ approach to $`r^2`$.

These eigenfunctions do not necessarily satisfy the periodic condition in the $`z`$-direction. Therefore the degree of freedom for each eigen value is determined by the possible combinations in the form (15) which satisfy the periodic boundary condition.

First we consider the case that the topological number $`n`$ is a divisor of $`N`$, or $`n=1`$. In this case, the linear combination

$$\stackrel{~}{\varphi }_{a,m,\mathrm{},k}(z)=\underset{p^{}=1}{\overset{N/n}{}}\varphi _{a,m,\mathrm{}+p^{}n}(z)\mathrm{exp}\left[2\pi i\frac{(\mathrm{}+p^{}n)k}{N}\right](a=0,1),$$
(22)
has the correct boundary condition. To see this, we notice that $`\varphi _{a,m,p}(z+2\pi R)=\varphi _{a,m,p+n}(z)`$ when $`N/n`$ is an integer. Then one can find

$$\stackrel{~}{\varphi }_{a,m,\mathrm{},k}(z+2\pi R)=\stackrel{~}{\varphi }_{a,m,\mathrm{},k}(z)\mathrm{exp}\left[2\pi i\frac{nk}{N}\right](a=0,1),$$
(23)
and this is gauge equivalent to $`\stackrel{~}{\varphi }_{a,m,\mathrm{},k}(z)`$ via the transformation (13) with

$$W_k=\mathrm{exp}\left(2\pi i\frac{nk}{N}\right).$$
(24)
The degeneracy of each mass eigenvalue is $`n`$, which corresponds to $`\mathrm{}=1,\mathrm{},n`$. This degeneracy is the same as the counterpart of continuum theory DS .

In FIG. 1, the mass-squared eigenvalues of the scalar field are exhibited against $`fR`$ for $`n=N`$. For general values of $`n`$, similar dependence on $`fR`$ can be found. One notices that, in the limit of $`fR0`$, the mass-squared spectrum approaches the KK spectrum with a circular dimensions, i.e. $`m^2/R^2`$ ($`m`$ : integer). This limit means that the discrete dimension becomes degenerate. Oppositely, in the limit of $`fR\mathrm{}`$, the mass-squared spectrum behaves as $`(2p+1)nf/(NR)`$ ($`p`$ : integer). This spectrum coincides with that of the continuum theory DS . One can find the boundary of the behavior of the mass level in FIG. 1. This lies on $`M^2=4f^2`$, which indicates how the mass scale $`f`$ of the discrete compactification affects the mass spectrum. Note that although the mass spectrum has both continuum and discrete compactifications, that is not a mere sum of each spectrum.

Next, we consider the case that $`n`$ is not a divisor of $`N`$. Let $`g`$ be the greatest common divisor of $`n`$ and $`N`$. In this case, not all $`m`$ is permitted but only $`m=m^{}n/g`$ $`(m^{}=0,1,2,\mathrm{})`$. Then the eigenfunction is proportional to

$$\stackrel{~}{\varphi }_{a,m^{}n/g,\mathrm{},k}(z)=\underset{p^{}=1}{\overset{N/g}{}}\varphi _{a,m^{}n/g,\mathrm{}+p^{}g}(z)\mathrm{exp}\left[2\pi i\frac{(\mathrm{}+p^{}g)k}{N}\right](a=0,1),$$
(25)
and the degeneracy of each eigenvalue is given by $`g`$. The restriction on the eigenstates looks very similar to the case with orbifold compactification. Of course, the present case includes the previous case where $`n`$ is the divisor of $`N`$, as a special case.

## IV $`SU(2)`$ Yang-Mills field

In this section, we will briefly describe how the symmetry breaking can occur in the Yang-Mills theory. For simplicity, we consider a deconstucted $`SU(2)`$ Yang-Mills theory. The action and the gauge symmetry on the fields are similar to the $`U(1)`$ case in Sec. II, provided that the fields $`A_k^\mu `$ and $`\chi _k`$ are matrix valued and some trace operations are attached. Whereas the link field $`U_k`$ is transformed by $`(SU(2))_k`$ and $`(SU(2))_{k+1}`$, we assume that the background link field takes the following common $`SU(2)`$-valued matrix form:

$$U_k=\frac{f}{\sqrt{2}}\mathrm{exp}\left(i\frac{\tau _3}{2}\frac{nz}{NR}\right)=\frac{f}{\sqrt{2}}\left(\begin{array}{cc}e^{i\frac{nz}{2NR}}& 0\\ 0& e^{i\frac{nz}{2NR}}\end{array}\right).$$
(26)
The possible $`z`$-dependent term for the Yang-Mills field comes from the term $`\text{tr}[(D^\mu U_k)^{}D_\mu U_k]`$ in the action. We expand the field as

$$\stackrel{~}{A}_k^\mu =\frac{1}{\sqrt{N}}\underset{p=1}{\overset{N}{}}A_p^\mu \mathrm{exp}\left[2\pi i\frac{pk}{N}\right].$$
(27)
Moreover we can write $`A_p^\mu =(A_p^\mu )^a(\tau ^a/2)`$. Among the three degrees of freedom in terms of $`SU(2)`$, $`(A_p^\mu )^3`$ has no $`z`$-dependent potential and thus one vector field has the mass spectrum

$$4f^2\mathrm{sin}^2\left(\frac{\pi p}{N}\right)+\frac{m^2}{R^2}p,m\mathrm{are}\mathrm{integer}.$$
(28)
At this point, the massive scalar fields which come from fluctuations of $`(\chi _p)^3`$ in the link fields are absorbed in the vector field except for one massless degree of freedom, as in the case of deconstructed QED HL1 . The rest two vector fields $`(A_p^\mu )^1`$ and $`(A_p^\mu )^2`$ have the same spectrum as the scalar field in Sec. III, because the term $`\text{tr}[(D^\mu U_k)^{}D_\mu U_k]`$ reduces to

$`\text{tr}[(D^\mu U_k)^{}D_\mu U_k]`$ $``$ $`f^2\left|e^{i\frac{nz}{2NR}}e^{i\frac{2\pi p}{N}}e^{\pm i\frac{nz}{2NR}}\right|^2`$ (29)
$`=`$ $`2f^2\left[1\mathrm{cos}\left({\displaystyle \frac{2\pi p}{N}}\pm {\displaystyle \frac{nz}{NR}}\right)\right].`$
The $`z`$-component $`(A_p^z)^a`$ becomes three scalar fields which have the same mass spectrum as $`(A_p^\mu )^a`$. As a result, the massless sector in the $`(D1)`$-dimensional theory contains a $`U(1)`$ gauge field and two scalar fields.

## V conclusion and discussion

In this paper, we have considered a topologically non-trivial configuration for the link fields in the deconstructed gauge theory with another compact continuous dimension. We have shown the bosonic spectrum in such a background fields. We have also examined the possibility of non-Abelian symmetry breaking by the background field by using a simple model.

A remarkable feature of the mass spectrum is as follows. the spectrum of mass squared has a nearly equal intervals at low levels, but another nearly equal intervals can be found in the spectrum of mass at higher levels.

It is interesting to point out the difference between the mass of the massive vector boson and that of the first excited states in the gauge singlet; the former is of order $`nf/(NR)`$ or arbitrary small according the choice of $`fR`$, $`N`$, and $`n`$, while the latter is the smaller one of order either $`1/R`$ or $`f/N`$. In addition, we can naturally take another sector independent of $`f`$. The KK excitation of such a sector has a order of $`1/R`$. To summarize, we will be able to construct models with seemingly additional mass scales from a few scales in a similar manner.

It should be studied the stability of the symmetry breaking vacuum. Classically the vacuum with the non-trivial background field has a positive finite energy density. The Casimir-like energy may lower the value of the vacuum energy Hosotani . For this purpose, we must consider also various type of matter fields and their quantum effects.

In this paper, we have only treated the bosonic field. Incidentally, the fermionic fields in the doubly latticized dimensions with the non-trivial background fields have been studied since almost three decades ago in the other context Hof ; GGHNR ; KF . It is known that the eigenvalue equation become a type of the Harper equation (or almost Mathieu equation) KF ; Wie . Therefore the doubly latticized space, which is obtained if the $`z`$-direction in our present model is discretized, can also be applied to the symmetry breaking mechanism and will exhibit a new type of quantum effects of fermionic and bosonic fields. These subjects (on the Dirac fields and the doubly latticized extra space) will be discussed elsewhere.

###### Acknowledgements.

We would like to thank K. Sakamoto for his valuable comments and for the careful reading of the manuscript.


text:
# Search for 𝝂_𝝁→𝝂_𝒆 oscillations in the NOMAD experiment

## 1 Introduction

The NOMAD experiment was designed to search for $`\nu _\tau `$ appearance from neutrino oscillations in the CERN wide-band neutrino beam produced by the 450 GeV proton synchrotron (SPS). The detector was optimized to identify efficiently electrons from $`\tau ^{}e^{}\overline{\nu }_e\nu _\tau `$ decays and therefore could also be used to look for $`\nu _e`$ appearance in a predominantly $`\nu _\mu `$ beam by detecting their charged current (CC) interactions $`\nu _eNe^{}X`$. The main motivation for this search was the evidence for $`\overline{\nu }_\mu \overline{\nu }_e`$ and $`\nu _\mu \nu _e`$ oscillations found by the LSND experiment . For $`\nu _\mu \nu _e`$ oscillations with $`\mathrm{\Delta }m^210`$ eV2 and with the probability of $`2.6\times 10^3`$ observed by LSND, a signal should be seen in the NOMAD data. The sensitivity of the NOMAD experiment to lower values of $`\mathrm{\Delta }m^2`$ is limited by its $`L/E_\nu `$ ratio of $``$ 0.025 km/GeV, where $`L`$ is the average source to detector distance and $`E_\nu `$ is the average neutrino energy.

Preliminary results of the search for $`\nu _\mu \nu _e`$ oscillations in NOMAD were presented earlier . In this paper we report the final results of our “blind” analysis.

## 2 NOMAD detector and data collection

The NOMAD detector  consisted of a large dipole magnet delivering a field of 0.4 T and housing several subdetectors, starting with an active target composed of 132 planes of drift chambers (DC) of 3$`\times `$3 m2 . The walls of the chambers provided a low average density (0.1 g/cm3) target with a mass of 2.7 tons. The density of the chambers was low enough to allow an accurate measurement of the momenta of the charged particles produced in the neutrino interactions. The chambers were followed by nine transition radiation (TRD) modules  each consisting of a polypropylene radiator and a plane of straw tubes operated with an 80% xenon and 20% methane gas mixture. An electromagnetic calorimeter (ECAL) consisting of 875 lead glass blocks  provided a measurement of the energies of electrons and photons with a resolution of $`\sigma (E)/E=3.2\%/\sqrt{E(\text{GeV})}+1\%`$. The ECAL was preceded by a lead-proportional tube preshower for better photon localization. A hadron calorimeter (HCAL) was located just beyond the magnet coil and was followed by two muon stations consisting of large area drift chambers, the first station located after 8, and the second one after 13 interaction lengths of iron. Two planes of scintillator counters, $`T_1`$ and $`T_2`$, were placed before and after the TRD modules. A third scintillator plane, $`V`$, placed upstream of the magnet, was used to veto interactions caused by incoming charged particles. The trigger  used in this analysis was $`\overline{V}\times T_1\times T_2`$.

## 3 Neutrino beam

The CERN West Area Neutrino Facility (WANF) neutrino beam  was produced by impinging 450 GeV protons extracted from the SPS onto a target consisting of beryllium rods adding up to a total thickness of 110 cm. The secondary particles emerging from the target were focused into a near parallel beam by two magnetic lenses (the horn and the reflector) providing toroidal magnetic fields. When running in neutrino mode positively charged particles were focused. When running in the antineutrino mode the polarity of the two lenses was reversed thus focusing negatively charged particles. The focused particles then traversed a 290 m long decay tunnel followed by an iron and earth shield. Neutrinos originating from the decay of these particles travelled on average a distance of 625 m before reaching the NOMAD detector.

Since the oscillation search implies a direct comparison between the measured and expected ratios of the number of $`\nu _e`$ CC to $`\nu _\mu `$ CC interactions, an accurate prediction of the neutrino fluxes and spectra is crucial. They are computed with a detailed Monte Carlo simulation of the neutrino beam, referred to as NUBEAM and described in Ref. . This is implemented in three steps. First, the yields of the secondary particles from the interactions of 450 GeV protons with the Be target are calculated with the 2000 version of FLUKA , a generator of hadronic interactions. These yields are then modified in order to agree with all measurements currently available in the relevant energy and angular range, namely the SPY/NA56  and NA20  results. Finally, the propagation of the secondary particles is described by a simulation program based on GEANT3 , which includes an accurate description of the magnetic field in the horn and reflector, and the modelling of reinteractions in the beam elements.

The resulting energy spectra of $`\nu _\mu `$ and $`\nu _e`$ , and of their components, are shown in Fig. 1. The $`\nu _\mu `$ flux is predominantly due to decays of $`\pi ^+`$ up to 60 GeV neutrino energy and to those of $`K^+`$ beyond this energy. The bulk of the $`\nu _e`$ flux comes from the decays of $`K^+`$, with $`K_L^0`$ contributing at the level of about 18% and $`\mu ^+`$ at the level of about 14%. The composition of the beam is shown in Table 1.

An alternative method of predicting the $`\nu _e`$ content of the beam, not used in this paper, has also been studied. This method, referred to as the Empirical Parameterization, does not use hadronic interaction packages such as FLUKA to predict the yield of particles from p-Be interactions. Instead it uses the $`\nu _\mu \mathrm{CC}`$, $`\overline{\nu }_\mu \mathrm{CC}`$ and $`\overline{\nu }_e\mathrm{CC}`$ events observed in NOMAD as well as the results of NA20 and NA56 to constrain the hadron production cross sections, and using these, to predict the $`\nu _e`$ content of the beam.

## 4 Event simulation

The neutrino flux generated by NUBEAM was used as an input to the NOMAD event generator to produce interactions of $`\nu _\mu `$, $`\overline{\nu }_\mu `$, $`\nu _e`$ and $`\overline{\nu }_e`$. Deep-inelastic scattering (DIS) events were simulated with a modified version of the LEPTO 6.1 event generator , with $`Q^2`$ and $`W^2`$ cutoffs removed. Quasi-elastic (QEL)  and resonance production (RES)  events were generated as well. The GRV-HO parameterization  of the parton density functions and the nucleon Fermi motion distribution of Ref. , truncated at 1 GeV/$`c`$, were used along with JETSET 7.4  to treat the fragmentation.

The secondary particles produced in these interactions were then propagated through a full GEANT3  simulation of the detector. The size of the simulated samples exceeded the data samples by about a factor of three for $`\nu _\mu \mathrm{CC}`$, 10 for $`\overline{\nu }_\mu \mathrm{CC}`$ and neutral current (NC) and 100 for $`\nu _e\mathrm{CC}`$ interactions.

The contributions of QEL, RES and DIS events in the Monte Carlo were adjusted to reproduce the $`W^2`$ distribution of $`\nu _\mu \mathrm{CC}`$ interactions observed in the data, taking into account the non-isoscalarity of the NOMAD target (52.4% protons and 47.6% neutrons). The fractions of QEL and RES events included in the Monte Carlo are listed in Table 2.

## 5 Data collection and analysis

NOMAD collected data from 1995 to 1998. Most of the running, a total exposure of $`5.1\times 10^{19}`$ protons on target (pot), was in neutrino mode and yielded $`1.3\times 10^6`$ $`\nu _\mu \mathrm{CC}`$ interactions in the fiducial volume of the detector. Some data, amounting to $`0.44\times 10^{19}`$ pot, were also collected in antineutrino mode and some, $`0.04\times 10^{19}`$ pot, in zero-focusing mode (with the horn and reflector switched off); these data were used mostly to check the beam simulation.

The trajectories of charged particles are reconstructed from the hits in the drift chambers and, from these trajectories, momenta are computed using the Kalman filter technique , which accounts for energy loss along the trajectory. As a first step the energy loss model used is that for pions, resulting in a momentum estimate, $`p_\pi `$, at the beginning of the track. Particles later identified as electrons or positrons are refitted  with an additional average energy loss due to bremsstrahlung, resulting in a new estimate, $`p_e`$, of the momentum. Energy clusters in the ECAL not associated to charged particles are assumed to be due to photons.

Vertices are reconstructed from the trajectories of charged particles. The energy of the incident neutrino, $`E_\nu `$, is approximated by the total (visible) energy of an event computed from the sum of the energies of all observed primary particles and of photons. The reconstruction efficiency for the hadronic jet was found to be overestimated by the Monte Carlo. This was due mostly to reconstruction effects such as the density cut described in Section 7, as well as an inadequate treatment of nuclear reinteractions (the interactions of produced particles inside the nucleus in which the neutrino interaction occurred) and a harder fragmentation in the Monte Carlo than observed in the data. The resulting overestimate of the scale of the hadronic energy, $`E_h`$, could be studied by noting that the differential cross section for charged current neutrino interactions is almost independent of $`Y_{\mathrm{Bj}}=E_h/E_\nu `$. This entails that the distribution of $`R_E`$, the ratio of the average neutrino energy in the data to the average neutrino energy in the Monte Carlo, will be independent of $`Y_{\mathrm{Bj}}`$ if $`E_h`$ is correctly measured. However, if the measured $`E_h`$ is systematically reduced by an amount $`\alpha `$ with respect to the true value of $`E_h`$, then the dependence of $`R_E`$ on $`Y_{\mathrm{Bj}}`$ can be described by a straight line with slope ($`1\alpha `$) for small values of $`\alpha `$. Fitting the $`R_E`$ distribution as a function of $`Y_{\mathrm{Bj}}`$ allowed us to determine that the correction to $`E_h`$ is $`\alpha =(8.3\pm 1.5)`$%.

Since the electron radiates bremsstrahlung photons in traversing the drift chambers, in order to have an accurate measure of its energy, these photons must be identified and their energy added to the energy of the ECAL cluster at the end of the electron trajectory. Because of the curvature of the electron trajectory in the magnetic field these photons are located in a vertical fan delimited, on the one hand, by the actual trajectory of the electron between the event vertex and the point of impact of the electron on the ECAL and, on the other hand, by the extrapolation of the initial direction of the electron to the ECAL. The energy of photons in the ECAL and of photon conversions in the DC found in this region is included, resulting in a measure of the electron energy, $`E_{\mathrm{brem}}`$, with an average resolution of 2.1%.

## 6 Principles of oscillation search

The $`\nu _\mu \nu _e`$ oscillation signal should manifest itself as an excess in the number of $`\nu _e\mathrm{CC}`$ events over that expected for an intrinsic $`\nu _e`$ contamination in the beam (about 1% of $`\nu _\mu `$). In order to reduce systematic uncertainties associated with absolute flux predictions and selection efficiencies, we study the ratio $`R_{e\mu }`$ of the number of $`\nu _e`$ to $`\nu _\mu `$ charged current interactions. Due to different energy and radial distributions of incident electron and muon neutrinos, the contribution of the intrinsic $`\nu _e`$ component is smaller at low $`\nu _e`$ energies, $`E_\nu `$, where a low $`\mathrm{\Delta }m^2`$ oscillation signal is expected, and at small radial distances from the beam axis, $`r`$. Thus, the sensitivity of the search is increased by taking into account the dependence of $`R_{e\mu }`$ on $`E_\nu `$ and $`r`$.

The presence or absence of $`\nu _\mu \nu _e`$ oscillations is established by comparing the measured $`R_{e\mu }`$ with the one expected in the absence of oscillations. In order to avoid biases, we adopted a “blind analysis” strategy: the comparison of the measured to the predicted $`R_{e\mu }`$ is not made until the accuracy of the flux predictions and the robustness of the data analysis have been demonstrated and until all selection criteria are fixed. A number of control data samples in which no oscillation contribution is expected (charged current interactions of $`\nu _\mu `$, $`\overline{\nu }_\mu `$ and $`\overline{\nu }_e`$ in neutrino mode, and of $`\nu _\mu `$, $`\overline{\nu }_\mu `$, $`\overline{\nu }_e`$ and $`\nu _e`$ in antineutrino and zero-focusing modes) are used to verify the flux predictions and the validity of the Monte Carlo simulation . It should be noted that no oscillation signal is expected to be measurable in $`\overline{\nu }_e`$ since the intrinsic ratio of $`\overline{\nu }_\mu /\overline{\nu }_e`$ in the beam is four times smaller than the intrinsic $`\nu _\mu /\nu _e`$ ratio and the antineutrino statistics is limited.

## 7 Event selection

In order to calculate $`R_{e\mu }`$, pure samples of $`\nu _e\mathrm{CC}`$ and $`\nu _\mu \mathrm{CC}`$ interactions are selected. The initial data sample for $`\nu _e\mathrm{CC}`$ interactions is complementary to that used in the $`\nu _\mu \mathrm{CC}`$ selection described below, i.e., it consists only of those events that include no muon (identified with looser criteria than in the $`\nu _\mu \mathrm{CC}`$ selection). The basic requirement is the presence of a track associated with the neutrino interaction vertex, pointing to an energy deposition in the ECAL and identified as an electron in the TRD and ECAL. The identification criteria are:

* Pulse heights in the TRD consistent with those of an electron and such that isolated charged pions are rejected by at least a factor of 1000.
* A momentum-energy match satisfying:

+ $`(E_{\mathrm{brem}}p_\pi )/(E_{\mathrm{brem}}+p_\pi )>0.3`$;
    + $`(E_{\mathrm{brem}}p_e)/(E_{\mathrm{brem}}+p_e)<\mathrm{\hspace{0.33em}0.4}`$;
    + no activity in HCAL associated with the electron trajectory.

Electrons from conversions and Dalitz decays are rejected by requiring:

* that the first point on the candidate track be within 15 cm of the primary vertex;
* that no positively charged track, either identified as a positron in the TRD or missing the TRD, when taken together with the candidate electron, results in the combination being consistent with a conversion. The criteria used are the invariant mass and the angle between the plane containing the trajectories of the two tracks and the vertical.

In order to reduce further the background from neutral current and charged current events in which the muon was not identified, kinematic cuts are also applied using the following two variables:

* $`\varphi _{\mathrm{eh}}`$, the angle between the electron and the hadronic jet in the plane transverse to the neutrino beam direction.
* $`Q_{\mathrm{lep}}`$, the component of the electron momentum perpendicular to the hadronic jet direction.

Charged pions simulating secondary electrons and conversion electrons are part of the hadronic jet, resulting in small values of these variables. Primary electrons are isolated resulting in large values of $`\varphi _{\mathrm{eh}}`$ and $`Q_{\mathrm{lep}}`$. These differences are evident in the $`\varphi _{\mathrm{eh}}`$-$`Q_{\mathrm{lep}}`$ plots shown in Fig. 2 on which the cut used is also shown.

Single track events, originating mostly from quasi-elastic and resonance production interactions, are treated somewhat differently because they are more prone to background arising from charged particles entering the detector without being registered in the veto counter and because no hadronic jet containing primary charged particles is present. The criteria used to select them are:

* no activity in the drift chambers upstream of the beginning of the track and consistent with having given rise to the track;
* the angle between the single electron and neutrino beam directions, $`\theta _{\nu e}`$, smaller than 150 mrad;
* $`Y_{\mathrm{Bj}}<0.5`$;
* $`p_e\times \theta _{\nu e}^2>2m_e`$, with $`m_e`$ the mass of the electron, a cut that rejects neutrino-electron scattering events.

Lastly, only events with $`p_e>2.5`$ GeV/$`c`$ and $`E_\nu <300`$ GeV are retained. These selection criteria result in an efficiency for $`\nu _e\mathrm{CC}`$, estimated from the Monte Carlo, of 43.9%.

The surviving background contribution to the $`\nu _e\mathrm{CC}`$ sample is estimated, from the Monte Carlo, to be 1.8%. It consists mostly of electrons from photon conversions. Their rejection depends critically on the reconstruction of the accompanying positron and on identifying a conversion point distinct from the primary vertex. The reconstruction of very low energy positrons and the separation of a conversion vertex from the primary vertex in a high multiplicity event could be different in the data and in the Monte Carlo. As a cross-check, a class of $`e^+`$ events that failed the kinematic cuts or were produced far from the primary vertex, and thus consisting almost entirely of background, were selected in both the data and in the Monte Carlo. The number of such events was found to be higher in the data by a factor that varied between 1.0 and 1.6 depending on $`E_\nu `$. The Monte Carlo background estimate for the $`e^{}`$ events was therefore multiplied by this same factor, thus raising the total background estimate to 2.3%.

Charged current interactions of $`\nu _\mu `$ are characterized by the presence of a primary muon in the final state, which had to penetrate 13 interaction lengths of absorber material to reach both muon stations in order to be identified. In addition, in order to minimize the differences between selection efficiencies of $`\nu _\mu \mathrm{CC}`$ and $`\nu _e\mathrm{CC}`$ events, we apply kinematic criteria identical to those used in the $`\nu _e\mathrm{CC}`$ selection, although they are not needed for the background suppression. The resulting $`\nu _\mu \mathrm{CC}`$ data sample has a negligible background contamination; the average selection efficiency is 60%.

The geometrical and kinematical distributions of both types of events are well reproduced by the Monte Carlo simulation, with the exception of the distribution of interaction vertices along $`z`$, the beam direction. The data and Monte Carlo $`z`$ distributions are shown in Fig. 3 for $`\nu _\mu \mathrm{CC}`$ and $`\nu _e\mathrm{CC}`$ events. It can be seen that fewer events are present in the data than in the Monte Carlo at small $`z`$ especially for $`\nu _e\mathrm{CC}`$ events. The origin of this difference is due mostly to a cut introduced during the reconstruction of events: events with a very high density of hits in the drift chambers were not reconstructed due to a prohibitive reconstruction time. Since the data has on average a higher density of hits than the Monte Carlo, the effect of this cut is different on the two samples. Furthermore, since electrons radiate photons in traversing the drift chambers and some of these photons convert, the density of hits in $`\nu _e\mathrm{CC}`$ events is large thus exacerbating the effect of the density cut for these events. The reprocessing of a sample of data and Monte Carlo events without this density cut resulted in $`z`$ distributions that were in much better agreement. We therefore decided to restrict the analysis to events occurring in the 72 downstream planes of drift chambers by requiring $`z>184`$ cm. This restriction resulted in a loss of about 30% of the $`\nu _e\mathrm{CC}`$ events and 35% of the $`\nu _\mu \mathrm{CC}`$ events. It should be noted that any oscillation effects could not manifest themselves over this distance since the point of origin of the neutrinos is spread over more than 300 m.

A total of 5,584 $`\nu _e\mathrm{CC}`$ and 472,378 $`\nu _\mu \mathrm{CC}`$ events were retained. Their energy spectra and radial distributions are shown in Fig. 4 and Fig. 5, respectively.

## 8 Systematic uncertainties

The single largest uncertainty in this oscillation search is the uncertainty in the prediction of the fraction and the energy spectrum of intrinsic $`\nu _e`$ present in the beam. The computation of this uncertainty is described in detail in Ref. . Most of it is due to the limited knowledge of the particle production cross sections in p-Be interactions. In turn, this is due to the small number of experimental data points on $`\pi ^+`$ and $`K^+`$ production measured by NA20 and NA56, especially at non-zero values of transverse momentum. This uncertainty is energy-dependent; its typical fractional value at low $`E_\nu `$ is 4%. The second largest systematic error of about 3% comes from an uncertainty in the production of $`K_L^0`$ which accounts for 18% of the $`\nu _e`$ flux. Other potential sources of errors (such as tertiary particle yields, variations in the horn current, misalignments of the focusing devices and collimators, or inaccuracies in the simulation of the beam line elements) have also been investigated ; their cumulative contribution is about 3%. The overall uncertainty arising from the knowledge of the beam composition is divided into an energy-independent, or normalization, uncertainty and an energy-dependent one. The normalization uncertainty on $`R_{e\mu }`$ is 4.2%, while the energy-dependent uncertainty, shown in Fig. 6, varies from 4% to 7%.

The following additional sources of systematic uncertainties arising from the data selection and analysis were studied:

* The correction to the background contribution. By studying the $`e^+`$ events used to determine this correction, the uncertainty attached to it was found to be 15%, resulting in an uncertainty of less than 1% in $`R_{e\mu }`$.
* The electron reconstruction and identification. The electron reconstruction efficiency in the drift chambers ($`98`$%) was studied by defining electron tracks using the TRD, preshower and ECAL only, and then computing the frequency that a DC track is associated to the electron track. The electron identification efficiency of the TRD ($`93`$%) was studied using $`\delta `$-rays produced by isolated muons arising from a nearby test beam and traversing the NOMAD detector outside of the neutrino spill. The efficiency of the momentum-energy consistency check was studied using $`e^\pm `$ from photon conversions. Taken together, the uncertainties in the reconstruction and identification efficiencies for electrons result in a 1% uncertainty in $`R_{e\mu }`$.
* A possible relative shift between the electron and muon energy scales. The upper limit on the absolute energy uncertainty of the ECAL was 0.5% , resulting in an uncertainty of less than 1% in $`R_{e\mu }`$. Non-linearity corrections to the ECAL energy scale have negligible effects on $`R_{e\mu }`$. The muon momentum scale introduced a negligible error.
* The mixture of QEL, RES and DIS events in the Monte Carlo. Cross sections for QEL and RES processes were varied by as much as 50% resulting in a negligible effect on $`R_{e\mu }`$.
* The fragmentation model. The effect on $`R_{e\mu }`$ of the fragmentation and nuclear reinteraction model used in the Monte Carlo was studied by comparing the prediction for $`R_{e\mu }`$ of two such models. Differences of up to 2% were observed and introduced as an energy-dependent systematic uncertainty.
* The kinematic (isolation) cuts. This was studied by tightening and loosening the cuts in both the data and Monte Carlo and studying the effect on $`R_{e\mu }`$. Since this was a blind analysis, this study could only be made after the analysis was frozen and the electron neutrino data examined. The effect was negligible in the relevant neutrino energy range, from 10 to 80 GeV.
* The hadronic energy scale. The 18% uncertainty on $`\alpha `$, the hadronic energy correction, resulted in less than a 1% uncertainty on $`R_{e\mu }`$ throughout the neutrino energy range. It was included as an energy-dependent uncertainty. The uncertainty arising from the method of calculating the hadronic energy was studied using two alternative methods to calculate it – the Myatt method  and the double-angle method , which use both the energy and direction of the lepton and only the direction of the hadronic jet. After computing the appropriate energy correction for each of these methods, no systematic differences were observed between these alternative methods and the method described in Section 5. Again, this study could only be performed after examining the electron data.

## 9 Results

The $`R_{e\mu }`$ distribution as a function of the visible energy obtained from the data is shown in Fig. 7, for the full radial acceptance (left) and in three radial bins (right). It is in good agreement with the Monte Carlo prediction under the no-oscillation hypothesis, also shown in the figure as $`\pm 1\sigma `$ uncertainty bands: a $`\chi ^2`$ of 37.1/30 d.o.f. is obtained when the data are analyzed and compared to the simulation in the 10 energy bins and the 3 radial bins shown in Fig. 7 (incorporating both statistical and systematic uncertainties). The best fit to $`\nu _\mu \nu _e`$ oscillations, in the two-family approximation, gives a similar chi-squared value, $`\chi _{\mathrm{min}}^2=37.0/28`$ d.o.f.

We use a frequentist approach  to set a 90% confidence upper limit on the oscillation parameters. The resulting exclusion region is shown in Fig. 8, together with results of other accelerator experiments, LSND , KARMEN , CCFR  and NuTeV , and the combined limit of Bugey  and Chooz  reactor experiments. Values of $`\mathrm{\Delta }m^2>0.4`$ eV2 for maximal mixing and $`\mathrm{sin}^2(2\theta )>1.4\times 10^3`$ for large $`\mathrm{\Delta }m^2`$ are excluded. For comparison, the sensitivity  of the experiment is found to be $`\mathrm{\Delta }m^2>0.4`$ eV2 for maximal mixing and $`\mathrm{sin}^2(2\theta )>1.3\times 10^3`$ at large $`\mathrm{\Delta }m^2`$. Our result rules out the interpretation of the LSND measurements in terms of $`\nu _\mu \nu _e`$ oscillations with $`\mathrm{\Delta }m^210`$ eV2.

This result is less stringent than our preliminary result  because of a better understanding of the systematic uncertainties arising from the knowledge of the beam composition. In particular, our previous analysis had underestimated the uncertainty arising from the $`K_L^0`$ contribution to the $`\nu _e`$ spectrum. In addition a different split between normalization and energy-dependent errors was implemented for the uncertainty arising from mesons produced in secondary interactions. After opening the box defined for the purpose of the blind analysis, no modifications were made either to the central value of the beam prediction or, other than the $`z>184`$ cm cut described above, to the event selection procedure. We have ensured that including the events at $`z<184`$ cm in the analysis did not alter our limit significantly.

## 10 Conclusion

The results of a search for $`\nu _\mu \nu _e`$ neutrino oscillations in the NOMAD experiment at CERN have been presented. The experiment looked for the appearance of $`\nu _e`$ in a predominantly $`\nu _\mu `$ wide-band neutrino beam at the CERN SPS. No evidence for oscillations was found. The 90% confidence limits obtained are $`\mathrm{\Delta }m^2<0.4`$ eV2 for maximal mixing and $`\mathrm{sin}^2(2\theta )<1.4\times 10^3`$ for large $`\mathrm{\Delta }m^2`$. This result excludes the high $`\mathrm{\Delta }m^2`$ region of oscillation parameters favoured by the LSND experiment.

We dedicate this paper to the memory of our friend and colleague Gianni Conforto. The following funding agencies have contributed to this experiment: Australian Research Council (ARC) and Department of Industry, Science, and Resources (DISR), Australia; Institut National de Physique Nucléaire et Physique des Particules (IN2P3), Commissariat à l’Energie Atomique (CEA), Ministère de l’Education Nationale, de l’Enseignement Supérieur et de la Recherche, France; Bundesministerium für Bildung und Forschung (BMBF), Germany; Istituto Nazionale di Fisica Nucleare (INFN), Italy; Institute for Nuclear Research of the Russian Academy of Sciences, Russia; Fonds National Suisse de la Recherche Scientifique, Switzerland; Department of Energy, National Science Foundation, the Sloan and the Cottrell Foundations, USA. We thank the management and staff of CERN and of all participating institutes for their vigorous support of the experiment. Particular thanks are due to the CERN accelerator and beam-line staff for the magnificent performance of the neutrino beam. We are especially grateful to V. Falaleev, J.-M. Maugain and S. Rangod for their invaluable contribution to the design and operation of the WANF and for their help in the simulation of the WANF beam line. We acknowledge the help of A. Ferrari for the implementation of FLUKA 2000 in our beam simulation. We also thank our secretarial staff, J. Barney, K. Cross, J. Hebb, M.-A. Huber, N. Marzo, J. Morton, R. Phillips and M. Richtering, and the following people who have worked with the collaboration on the preparation and the data collection stages of NOMAD: M. Anfreville, M. Authier, G. Barichello, A. Beer, V. Bonaiti, A. Castera, O. Cloué, C. Détraz, L. Dumps, C. Engster, G. Gallay, W. Huta, E. Lessmann, J. Mulon, J.P. Passérieux, P. Petitpas, J. Poinsignon, C. Sobczynski, S. Soulié, L. Visentin, P. Wicht. Finally we acknowledge the fruitful collaboration with our colleagues from CHORUS during the setting-up, monitoring and understanding of the beam line.


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# Fan is to monoid as scheme is to ring

## Introduction

In recent years, various mathematicians have studied non-separated toric varieties or not necessarily normal toric varieties or combinatorial gadgets for describing toric varieties other than a fan of strictly rational polyhedral cones in a lattice. For examples, see A’Campo-Neuen & Hausen , Sturmfels  and Berchtold & Hausen  respectively.

Following DeMeyer, Ford & Miranda , we define a topology on a fan $`\mathrm{\Delta }`$ in $`^d`$ by declaring the open sets to be its subfans. Then, like Kato , we make such fans into monoided spaces by associating a sheaf of monoids to each $`\mathrm{\Delta }`$. Our sheaf of monoids is similar to but differs from Kato’s. Observing that this new monoided space is locally isomorphic to the spectrum of some monoid in the same sort of way a scheme is locally isomorphic to the spectrum of some ring, we define any monoided space that is locally isomorphic to the spectra of monoids to be a fan. The monoid algebra functor can then be used to associate a scheme to such a fan.

The advantages of the approach presented here are: 1) some of the intuition built up from studying schemes can be carried over to this new gadget; 2) for any toric variety, not just the projective ones, the gadget presented here comes equipped with an abstract analog of the moment map and often torus invariant objects on the toric variety descend to this gadget via this map; 3) when the toric variety is projective this new gadget is the corresponding polytope equipped with some extra structure and the associated abstract moment map is, essentially, the moment map; 4) this gadget permits the consideration of non-normal toric varieties that are neither affine nor projective, in fact the scheme under consideration need not be a variety; 5) at the same time, the collection of schemes built using these gadgets is small enough that all the normal varieties in it are classic toric varieties.

## 1. Basic Notions

###### Definition 1.1.

Let $`S`$ be a commutative monoid. We say a subset $`𝔞S`$ is an *ideal* if $`𝔞+S𝔞`$. We say an ideal $`𝔭S`$ is *prime* if its complement is a submonoid of $`S`$.

The *spectrum* of $`S`$ is a pair $`(\mathrm{Spec}S,)`$ consisting of a topological space $`\mathrm{Spec}S`$ and a sheaf of monoids $``$ on $`\mathrm{Spec}S`$ defined as follows: The underlying set of $`\mathrm{Spec}S`$ is the collection of prime ideals of $`S`$, the open sets of the form $`D(f)=\{𝔭\mathrm{Spec}SfS𝔭\}`$ form a base for the topology of $`\mathrm{Spec}S`$, and $`\mathrm{\Gamma }(D(f),)=S+(f)`$. I should warn you that I will use the same notion for both rings and monoids. In this paper, if $`A`$ is a ring, then $`\mathrm{Spec}A`$ is the set of prime ideals of $`A`$ as a ring with its standard topology, etc.

A *monoided space* is a pair $`(\mathrm{\Delta },)`$ consisting of a topological space $`\mathrm{\Delta }`$ and a sheaf of monoids $``$ on $`\mathrm{\Delta }`$. A morphism of monoided spaces consists of a continuous map $`\phi :\mathrm{\Delta }\mathrm{\Delta }^{}`$ and local homomorphism of sheaves of monoids $`\phi ^\mathrm{\#}:_\mathrm{\Delta }^{}\phi _{}_\mathrm{\Delta }`$. That is, for every point $`\sigma \mathrm{\Delta }`$, the homomorphism of monoids $`\phi _\sigma ^\mathrm{\#}:_{\mathrm{\Delta }^{},\phi (\sigma )}\phi _{}_{\mathrm{\Delta },\sigma }`$ maps non-units to non-units.

We say a monoided space $`(\mathrm{\Delta },)`$ is a *fan* if every point of $`\mathrm{\Delta }`$ has an open neighborhood $`U`$ such that there exists a monoid $`S`$ with $`(U,|_U)(\mathrm{Spec}S,_{\mathrm{Spec}S})`$.

Every monoid $`S`$ has a unique maximal ideal $`S^+=SS^{}`$ so there is no distinct notion of a locally monoided space. Furthermore, every point $`\sigma `$ on a fan $`(\mathrm{\Delta },)`$ has a unique smallest open neighborhood and this neighborhood is isomorphic to $`\mathrm{Spec}_\sigma `$.

If $`\mathrm{\Delta }`$ is a fan and $`A`$ is a ring, we associate a scheme to this pair using the monoid algebra functor $`AA[\mathrm{\Delta }]`$: That is, if $`\mathrm{Spec}S`$ and $`\mathrm{Spec}S^{}`$ are open subsets of the fan $`\mathrm{\Delta }`$, and $`fS`$ is such that $`D(f)\mathrm{Spec}S^{}`$, we glue the affine schemes $`\mathrm{Spec}A[S]`$ and $`\mathrm{Spec}A[S^{}]`$ along $`\mathrm{Spec}S_f`$. Here the map $`A[S_f]A[S^{}]`$ is the one induced by the restriction map $`S_fS^{}`$ from $`\mathrm{\Delta }`$. This makes sense because the canonical inclusions of the form $`SA[S];st^s`$ (We write elements of $`A[S]`$ or more expansively, $`A[t;S]`$, as polynomials in $`t`$ with coefficients in $`A`$ and exponents in $`S`$.) induce a continuous map $`A[\mathrm{\Delta }]\mathrm{\Delta }`$. The pullback of $`D(s)\mathrm{Spec}S`$ is $`D(t^s)\mathrm{Spec}A[S]`$. More generally, if $`\mathrm{\Delta }`$ is a fan and $`X`$ is a scheme, we may associate the $`X`$-scheme $`X[\mathrm{\Delta }]=X\times _{\mathrm{Spec}}[\mathrm{\Delta }]\stackrel{pr_1}{}X`$ to this pair.

## 2. The fan of a classic toric variety

###### Definition 2.1.

Let $`\mathrm{\Delta }`$ be a fan in a lattice $`N^d`$, that is, let $`\mathrm{\Delta }`$ be a collection of strongly convex rational polyhedral cones in the $``$-vector space $`N_{}=N_{}`$. We associate to $`\mathrm{\Delta }`$ a monoided space as follows. The underlying topological space, $`\mathrm{\Delta }_{top}`$, is the collection $`\{\sigma \mathrm{\Delta }\}`$ equipped with the topology whose open sets are the subfans of $`\mathrm{\Delta }`$. That is, the open sets are subsets of $`\mathrm{\Delta }`$ that are also fans in $`N`$. And, the sheaf of monoids on $`\mathrm{\Delta }_{top}`$ is the sheaf $``$ such that $`\mathrm{\Gamma }(\sigma _{top},|_\sigma )=S_\sigma (=\sigma ^{}M)`$. Here we have identified the cone $`\sigma `$ with the fan in $`N`$ consisting of $`\sigma `$ and its faces and $`M=\mathrm{Hom}_{}(N,)`$.

###### Theorem 2.2.

If $`\mathrm{\Delta }`$ is a fan in $`N`$, then $`(\mathrm{\Delta }_{top},)`$ is a fan.

###### Proof.

It suffices to prove $`(\sigma _{top},|_\sigma )\mathrm{Spec}S_\sigma `$ for all $`\sigma \mathrm{\Delta }`$. This is straightforward. ∎

Notice that, if one starts with the normal fan of a polytope, then topological space we obtain is isomorphic to the set of faces of the polytope equipped with the topology such the the star of a face is the smallest open subset containing that face. More generally, it is worth noting that $`\mathrm{\Delta }_{top}`$ is homeomorphic to the orbit space of the classic toric variety associated to $`\mathrm{\Delta }`$.

## 3. When is $`k[\mathrm{\Delta }]`$ a normal $`k`$-variety?

This section is devoted to proving: If $`\mathrm{\Delta }`$ is a fan and $`k`$ is a field, then $`k[\mathrm{\Delta }]`$ is a normal $`k`$-variety if and only if it is a classic toric variety. Here by $`k`$-variety we mean an integral, separated scheme of finite type over $`k`$.

###### Theorem 3.1.

\[5, Exercise II.3.5\] If $`f:XY`$ is a morphism of schemes of finite type, then for every open affine subset $`V=\mathrm{Spec}BY`$, and for every open affine subset $`U=\mathrm{Spec}Af^1(V)`$, $`A`$ is a finitely generated $`B`$-algebra.

In particular, if $`k[\mathrm{\Delta }]`$ is a $`k`$-scheme of finite type, then the stalks of $``$ are all finitely generated monoids. Recall that a monoid $`S`$ is said to be torsion-free if $`ns=ns^{}`$ for some positive integer $`n`$ implies $`s=s^{}`$ in $`S`$.

###### Theorem 3.2.

\[4, Theorem 8.1\] Let $`A`$ be a nonzero ring. The monoid algebra $`A[S]`$ is an integral domain if and only if $`A`$ is an integral domain and $`S`$ is torsion-free and cancellative.

As a consequence of this proposition, if $`k[\mathrm{\Delta }]`$ is integral, then the stalks of $``$ are all cancellative, torsion-free monoids. In particular, if $`k[S]`$ is a domain, the $`S`$ embeds in a group it generates. Use $`S`$ to denote this group and identify $`S`$ with its image in $`S`$.

If $`S`$ is a finitely generated, cancellative torsion-free monoid $`S`$ is a finitely generated, torsion-free Abelian group. That is, $`S^n`$ for some non-negative integer $`n`$. Consider the rational polyhedral cone $`_0S=\{_{i=1}^lr_is_ir_i0,s_iS\}`$ in the finitely generated $``$-vector space, $`S=_{}S`$, generated by $`S`$. Identify $`S`$ and $`S`$ with their images in $`S`$. If $`sS_0S`$, then $`ns=s^{}S`$ for some positive integer $`n`$ and some $`s^{}S`$. So, the image of $`s`$ in $`k[S_0S]`$, $`t^s`$, satisfies the monic polynomial $`x^nt^s^{}`$ with coefficients in $`k[S]`$. Therefore, if $`sS_0S`$ and $`k[S]`$ is integrally closed, then $`sS`$. In other words, if $`\mathrm{Spec}k[S]`$ is a normal $`k`$-variety, then $`S`$ is a rational polyhedral cone in some finite dimensional vector space intersected with a sublattice generated by a basis of the vector space. More briefly, if $`X=\mathrm{Spec}k[S]`$ is a normal $`k`$-variety, then $`X`$ is an affine toric variety.

So far, we know that if $`X=k[\mathrm{\Delta }]`$ is a normal integral scheme of finite type over $`k`$, then $`X`$ can be glued together from affine toric varieties along open torus invariant subvarieties. We now wish to show that if in addition $`X`$ is separated, then $`X`$ is a classic toric variety.

###### Theorem 3.3.

Suppose $`X=k[\mathrm{\Delta }]`$ is a normal integral scheme of finite type over $`k`$. If $`X`$ is separated, then $`X`$ is a classic toric variety.

###### Proof.

We have already established that $`X`$ is glued together from a collection of affine toric varieties. We need to show that the cones corresponding to these toric varieties fit together to form a fan of strictly rational polyhedral cones in a lattice.

Since on each of the fans of these affine toric varieties the generic point is the unique smallest open set, all these generic points are identified by the gluing. So, there is a fixed lattice $`M`$, the stalk of $``$ at the generic point, containing every monoid $`S`$ that occurs. Furthermore, $`M=S`$ for every monoid $`S`$ and $`_0S`$ is dual to a strictly convex rational polyhedral cone in $`N`$, where $`N=\mathrm{Hom}_{}(M,)`$. So, it makes sense to ask whether $`X`$ comes from a fan.

All we have to prove is: The intersection of any two cones in this collection is a face of each. We know the intersection $`U=\mathrm{Spec}k[S_1]\mathrm{Spec}k[S_2]X`$ is affine since $`X`$ is separated. Furthermore, $`U`$ is torus invariant. So, $`U`$ comes from a subfan of the cone, $`\sigma `$, in $`N`$ corresponding to $`\mathrm{Spec}k[S_1]`$. Since $`U`$ is also affine, $`U`$ corresponds to a face of $`\sigma `$. ∎


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# Worldwide Fast File Replication on Grid Datafarm

## I Introduction

Petascale data intensive computing wave has been coming such as high-energy physics data analysis, astronomical data analysis, and bio-informatics data analysis. More than ten petabyte storage needs to be shared and analyzed by world-wide users with high efficiency, high security, and high dependability.

The Grid Datafarm architecture gfarm-ccgrid2002  is designed for global petascale data-intensive computing to enable the process of large amounts of data at multiple regional PC clusters. The aim of this research is to establish a large-scale parallel filesystem by exploiting local storage of cluster nodes spread in the extensive area, a platform system needed to support a petabyte scale data intensive computing. The Grid Datafarm architecture enables high-speed access to a large amount of data by utilizing file access locality, and realizes fault tolerance of disks and networks by data replication.

This paper discusses about long-distance fast file replication on the Grid Datafarm. To improve the performance in high bandwidth-delay product networks, congestion control keeping efficient, fair, scalable, and stable plays a key role. The easiest way to improve the performance is to open multiple TCP connections in parallel, while this approach leaves the parameter of the number of connections to be determined by the user, which may result in heavy congestion with too much number of connections. There are several researches addressing this issue such as HighSpeed TCP Floyd (2003), Scalable TCP Sca , FAST TCP FAS , and XCP Katabi et al. (2002). HighSpeed TCP is an attempt to improve congestion control of TCP for large congestion windows with better flexibility, better scaling, better slow-start behavior, and competing more fairly with current TCP, keeping backward compatibility and incremental deployment. It modifies the TCP response function only for large congestion windows to reach high bandwidth reasonably quickly when in slow-start, and to reach high bandwidth without overly long delays when recovering from multiple retransmit timeouts, or when ramping-up from a period with small congestion windows.

For file replication of large files in high bandwidth-delay product networks, it is also necessary to improve disk I/O performance not only the network performance. At this time, each cluster node has capability to transmit at a rate of 1 Gbps, while the performance of an IDE or a SCSI disk is at most 50 MB/s. To improve the disk I/O bandwidth, disk striping such as RAID-0 is effective.

This paper is organized as follows. In Section II, the file replication on the Grid Datafarm is discussed. Section III evaluates the network performance and the file replication performance using a US-Japan Grid Datafarm testbed.

## II File Replication on Grid Datafarm

The Grid Datafarm provides a Grid file system that federates multiple local filesystems on a Grid across administrative domains. The Grid file system provides virtualized hierarchical namespaces for files having consistent access control with flexible capabilities management. There is a replica catalog to manage mappings from the hierarchical namespace for files to one or more physical file locations. This enables efficient, dependable, and transparent file sharing on a Grid.

The Grid Datafarm has a feature for data parallel execution. It manages a ranked group of files as a single Gfarm file. This makes it possible to manage a lot of distributed files as a single file, which will be analyzed in parallel. Each parallel process possibly generates a new set of output files also managed as a single file. File-affinity scheduling and new concept of a file view enable the “owner computes” strategy, or “move the computation to data” approach for the parallel data analysis.

When replicating a Gfarm file, each file of the Gfarm file, or a group of files, stored on a different filesystem node can be replicated in parallel and independently. File replication on the Grid Datafarm is considered to be a parallel file replication from multiple cluster nodes to (different) multiple cluster nodes.

In high bandwidth-delay product networks, multiple TCP streams, or network striping, is effective to improve the performance, while disk accesses to striping data decreases the performance of the disk I/O. It is necessary to utilize a modified TCP or other protocols to achieve high performance with a single stream. HighSpeed TCP is one of proposals of the modification of congestion control of TCP, which is utilized by the performance evaluation on a US-Japan Grid Datafarm testbed.

As described in Section I, the disk I/O performance is poorer than the network bandwidth on each cluster node. One of requirements from the Grid Datafarm architecture is a dense and high-performance storage on each node for online petabyte-scale storage. To meet this requirement, each node of the AIST Gfarm cluster was designed to be a 1U server having a 3ware RAID card with four 120GB IDE disks in RAID 0 that achieves 480 GB storage capacity and over 110 MB/s for contiguous block reads and writes that is comparable with the network performance.

## III Performance Evaluation

### III.1 PC clusters and wide-area networks

During the international conference SC2002, held in Baltimore from November 16th to November 22nd of 2002, a Grid Datafarm Data Grid environment was set up linking seven PC clusters in both Japan and the U.S.

Seven systems of PC clusters, including the one at the SC2002 booth (a total of 190 PCs) were located in the research centers of both Japan and the U.S. (AIST, High Energy Accelerator Research Organization, Tokyo Institute of Technology, the University of Tokyo, Indiana University and San Diego Supercomputer Center (SDSC)). They were integrated with the Grid Datafarm Data Grid middleware gfa  (Figure 1). Tsukuba WAN, APAN/TransPAC apa  and Maffin maf  supported in establishing the network.

The system had the peak floating-point performance of 962 Gflops. It was equipped with a large capacity file system of 18 TB at 6,600 MB/s access rate as a Gfarm wide-area filesystem.

This environment utilized multiple high-speed wide-area networks, that is, Tsukuba WAN and SuperSINET in Japan, APAN/TransPAC and NII-ESnet HEP PVC between Japan and the U.S., Abilene and ESnet in the U.S. and SCinet at the SC2002 booth. The bandwidth from SC2002 to both Indiana University and SDSC was 622 Mbps. In the transpacific network, it was 893 Mbps. Total theoretical maximum bandwidth of the network linking seven clusters was 2.173 Gbps one way (See Figure 1).

For the file replication, a large amount of scientific data taken from particle physics was generated mainly in the large-scale PC cluster of Tokyo Institutes of Technology and created data replicas of several hundreds of GB at each of the other clusters in a single filesystem image.

At the SC2002 booth in Baltimore, there was a 12-node AIST Gfarm cluster connected with gigabit ethernet that connects to the SCinet with 10 gigabit ethernet using the Force10 E1200 switch. Each node consisted of a dual Intel Xeon 2.4GHz processor, 1GB memory, and a 3ware Escalade 7500-4 RAID controller with four 120GB 3.5” HDDs, which was configured in RAID-0. The disk I/O performance for contiguous blocks achieved 109 MB/s for writes and 168 MB/s for reads. The network bandwidth of gigabit ethernet was 941 Mbps using the iperf bandwidth measurement tool ipe . File replication performance was 75 MB/s, that was equivalent to 629 Mbps, using the Gfarm Data Grid Middleware.

At the Grid Technology Research Center, AIST in Tsukuba, Japan, there was the same 7-node AIST Gfarm cluster that connects to the Tokyo XP with gigabit ethernet via Tsukuba WAN and Maffin networks.

At the Indiana University, there was a 15-node PC cluster connected with Fast Ethernet connects to Indianapolis GigaPoP with OC-12. The disk I/O performance for contiguous blocks was 9.3 MB/s for writes and 10.2 MB/s for reads.

At the SDSC in San Diego, there was a 8-node PC cluster connected with gigabit ethernet that connects to outside with OC-12. The disk I/O performance for contiguous blocks was 29.4 MB/s for writes and 20.0 for reads.

APAN/TransPAC transpacific network consisted of two links; the northern route (OC-12 POS) between Seattle and Tokyo, and the southern route (OC-12 ATM) between Chicago and Tokyo. The southern route was shaped to 271 Mbps. By default, all IP packets were transmitted via the northern route. To utilize the both routes, we configured a static route such that every traffic between specific three nodes at SC2002 booth and AIST was transmitted via the southern route.

The round trip time (RTT) of IP packets between the SC2002 booth and other sites is shown in the Table 1.

### III.2 HighSpeed TCP over transpacific network

Figure 2 shows the measured network bandwidth of the HighSpeed TCP from the SC2002 booth in U.S. to the AIST in Japan via the APAN/TransPAC northern route. The bandwidth was measured using the iperf from one node to one node with two HighSpeed TCP streams. The buffer size of each socket was 8 MB, which gave the theoretical peak bandwidth 337 Mbps for one connection with the RTT 199 ms. From the Figure 2, the measured peak bandwidth achieved 529 Mbps in 5-second average out of the physical network bandwidth 622 Mbps. Due to the packet loss, the bandwidth occasionally dropped, however, it was recovered reasonably quickly thanks to the HighSpeed TCP.

Figure 3 shows the measured HighSpeed TCP bandwidth from Japan to U.S. via the northern route. The machine and network configurations were the same as the previous measurement except the traffic direction. Because the traffic was slightly heavy at this time, the measured peak bandwidth was 443 Mbps. After the heavy packet loss, the bandwidth was recovered slowly just like the regular TCP.

Figure 4 is the case using the APAN/TransPAC southern route. Since the southern route was shaped to 271 Mbps, one HighSpeed TCP stream would be able to fill the bandwidth. However, the stream suffered the critical packet loss, and only achieved 85.9 Mbps in 10-minutes average although 251 Mbps in 5-second peak bandwidth. One of reasons for the critical packet loss was the setting of an ATM switch configured without the random early drop. To cope with this problem, it is necessary to control the network traffic rate not to excess the physical network bandwidth, that is, 271 Mbps.

When the maximum bandwidth of one HighSpeed TCP stream was limited to 100 Mbps, it was possible to achieve stable and high bandwidth shown by Figure 5. This rate control was realized by changing the network from gigabit ethernet to fast ethernet. This case achieved 166.1 Mbps in 10-minutes average, and 190.0 Mbps in 5-second peak bandwidth.

### III.3 File replication

The performance of file replication of large files that do not fit the main memory is limited by the disk I/O performance and the network performance. When replicating between sites, the file replication performance is also limited by the bandwidth of the wide-area network shown by Figure 1. Table 2 shows the performance limit of file replication with one node at each site.

Figure 6 shows the performance of file replication between one node at the SC2002 booth and various number of nodes at Indiana Univ. and SDSC. Between the SC2002 booth and Indiana Univ., the file replication performance increased almost proportional to the number of nodes at Indiana Univ., and achieved the maximum performance of 34.9 MB/s, that is, 293 Mbps, from four nodes at Indiana Univ. to one node at the SC2002 booth with a 4GB file.

From the SC2002 booth to SDSC, the file replication performance of a 2GB file achieved 32.8 MB/s even with one node at SDSC. On the other hand, the performance from SDSC to the SC2002 booth showed a different tendency to increase scalable with respect to the number of nodes at SDSC. One reason was this direction requires multiple HighSpeed TCP streams to improve the network performance because one stream achieved only 1.1 to 2.3 Mbps. For the file replication from SDSC to the SC2002 booth, seven parallel streams were used in each node pair.

Table 3 showed parameters and the measured bandwidth of file replication from Baltimore in U.S. to Tsukuba in Japan at a distance of more than 10,000 km. As shown in the previous section, a HighSpeed TCP stream achieved about 260 Mbps with socket buffer size 8 MB, while multiple rate-controlled streams were effective to stabilize the bandwidth.

To control and limit the traffic at any rate, the socket buffer size and the interval of sending data were adjusted. The interval of sending data was also needed to be adjusted to suppress too fast increase of the congestion window that causes the serious packet loss.

Using the northern route, 16 streams achieved the best bandwidth of 152 Mbps in average for file replication of a 2 GB file. Using the southern route, 8 streams achieved the best bandwidth of 93.9 Mbps in average for file replication of a 1 GB file. Using three node pairs for the northern route and one node pair for the southern route, the file replication of a 8 GB file achieved 458 Mbps in average, and 741 Mbps in 10-second peak bandwidth out of 893 Mbps.

For the SC2002 high-performance bandwidth challenge, parameters of Table 4 was set up based on the previous measurement. In the remote site column, ‘AIST N’ means the AIST via the APAN/TransPAC northern route, and ‘AIST S’ means the AIST via the southern route. The ‘Measured BW’ column shows the measured average bandwidth of file replication of a 1 GB or 2 GB file, which is not the same as 5-second or 10-second peak bandwidth.

The average bandwidth in one to two minutes would be expected to be achieved over 1.43 Gbps for outgoing traffic and over 487 Mbps for incoming traffic, over 1.92 Gbps in total for both directions, if there were no unknown congestion and no unexpected packet drop by using several networks simultaneously.

As a result, the file replication performance was shown by Figure 7 in 10-second average bandwidth. The peak bandwidth was 1.40 Gbps for outgoing traffic, and 0.526 Gbps for incoming traffic. The 0.1-second average bandwidth measured by the SCinet showed 1.691 Gbps for outgoing traffic, and 0.595 Gbps for incoming traffic, 2.286 Gbps in total for both directions using 12 nodes in Baltimore.

## IV Summary and Future Work

The Grid Datafarm is an architecture for petabyte-scale data-intensive computing providing online ten petabyte-scale storage, an I/O bandwidth scales to the TB/s range and scalable computational power, which is securely and dependably shared on a Grid. This paper discussed and evaluated the performance of file replication on the Grid Datafarm.

For the evaluation of the network performance in high bandwidth-delay product networks between U.S. and Japan, the HighSpeed TCP performed very well on the transpacific network of OC-12 POS, and achieved 529 Mbps in 5-second average using two streams of one node pair. On the other hand, the application-level rate-control of a HighSpeed TCP stream was necessary for the network of OC-12 ATM to achieve stable and high bandwidth.

Within the U.S., the file replication showed any performance problem, while between U.S. and Japan, application-level rate-control of a HighSpeed TCP were also needed for stability. As a result, using three node pairs for the northern route and one node pair for the southern route, the file replication of a 8 GB file achieved 741 Mbps in 10-second average out of 893 Mbps.

Between the SC2002 booth and other three sites including a Japan site, the peak bandwidth of file replication in 0.1-second average showed 1.691 Gbps for outgoing traffic, and 0.595 Gbps for incoming traffic, 2.286 Gbps in total for both directions using 12 nodes in the SC2002 booth.

The Grid Datafarm can be applied to theoretical or experimental science that calls upon large-scale data analysis and simulation. We are planning to evaluate it using large-scale production applications such as high-energy physics data analysis, analysis of observational data of all-sky multiple wavelength bands in astronomy, gene analysis in bio-informatics and so on on a world-wide Grid Datafarm testbed.

## Acknowledgments

We would like to thank kind help for PRAGMA members, especially, Rick McMullen, John Hicks at Indiana Univ., Phillip Papadopoulos at SDSC. We are thankful to the web100 and net100 projects for providing a HighSpeed TCP patch for a linux kernel. We are grateful to Hisashi Eguchi at Maffin, Kazunori Konishi, Yoshinori Kitatsuji, and Ayumu Kubota at APAN, Chris Robb at Indiana Univ. for investigation of bottlenecks of wide-area networks. We appreciate great help of Force 10 Networks, Inc. for providing the E1200 switch with 10 gigabit ethernet network interface. This research was supported by the Ministry of Economy, Trade and Industry through research grant of Network computing project, and the Ministry of Education, Culture, Sports, Science and Technology of Japan through a Grant-in-Aid for Scientific Research on Priority Areas (2) (No. 13224034).