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# Untitled Document

FACT & FANCY IN NEUTRINO PHYSICS II

Sheldon Lee Glashow

Physics Department, Boston University

590 Commonwealth Avenue, Boston, MA 02215

Email: slg@bu.edu

ABSTRACT

This brief and opinionated essay evolved from my closing talk at the Tenth International Workshop on Neutrino Telescopes, held in Venice in March 2003. Portions were inspired by several excellent presentations at the Workshop. Other scattered comments about neutrino physics relate to variations of the seesaw model yielding the FGY ansatz, or to those yielding significant suppressive mixing of neutrino amplitudes.

I am honored to have been chosen to give the closing address at this Workshop. The late and beloved Viki Weisskopf described the privilege of being a physicist. Milla Baldo-Ceolin, on ten occasions, has given us the privilege of practicing our art in La Serendissima. Let me begin by thanking Milla and her staff for making these wondrous Venetian workshops possible.

The original F&FiNP was presented as a Harvard Colloquium in the form of a play in December 1973, just after neutral currents were found and just before the dramatic discovery of the curiously called $`J/\mathrm{\Psi }`$ particle. Our play was later published in the Reviews of Modern Physics . The cast consisted of:

Alvaro De Rújula: Moderator, an Experimental Physicist
Howard Georgi: Computer, one that can talk
Helen R. Quinn: Speaker, a Conservative Theorist
and me: Model-Builder, a not-so-conservative Theorist

The plot centered upon the exciting new data then emerging on deep-inelastic lepton scattering, and their interpretation in terms of a naive quark model, but one involving quarks yet undiscovered: those with charm (which do exist) and those with fancy (which do not). It was a heady time in the history of particle physics, somewhat confused by Rubbia’s soon-to-vanish ‘high-y anomaly.’ Milla’s request for a reprise of Fact and Fancy is impossible to fulfil in these more tepid days, but as I attempt to recall its spirit please remember that Facts refer to suppositions that are true, Fancy to those that rest on no solid ground.

Colleagues occasionally ask why I never claimed credit for the invention of the seesaw model of neutrino masses — that is, the scheme by which neutrino masses arise from an interplay beteen Higgs-induced Dirac masses involving three weak doublet neutrinos and three singlet states, and large bare Majorana masses of the singlets. In lieu of staking a claim, let me offer a chronological list of the earliest published discussions of the seesaw model:

1) Tsutomu Yanagida in Proc. Workshop on Unified Theories &c.,
\[Feb. 13-14, 1979\], eds. O. Sawada and A. Sugamoto (Tsukuba,1979) p.95.
2) S.L. Glashow, in Quarks and Leptons, Cargèse \[July 9-29,1979\],
eds. M. Lévy, et al., (Plenum, 1980, New York), p. 707.
3) M. Gell-Mann, P. Ramond, and R. Slansky, in Supergravity, \[Sept. 27-29
1979\], eds. D. Freedman et al., (North Holland, 1980, Amsterdam).
4) R.N. Mohapatra and G. Senjanović, Phys. Rev. Lett. 44 (1980) 912.

In my 1979 Cargèse talks, I wrote: “Consider the effect of \[neutrino\] mixing on the distribution of neutrinos produced by cosmic rays. Upward directed neutrinos have a trajectory of $`10^4`$km while downward directed neutrinos travel only $`10`$km… It is possible that the next world-shaking developments in particle physics will emerge from such experiments.” Little did I realize that I would wait almost two decades before the anticipated atmospheric neutrino oscillations would be detected. If only Bruno Pontecorvo could had seen how far we have come toward understanding the pattern of neutrino masses and mixings! Way back in 1963 he was among the first have envisaged the possibility of neutrino flavor oscillations. For that reason, the analog to the Cabbibbo-Kobayashi-Maskawa matrix pertinent to neutrino oscillations should be known as the PMNS matrix, to honor four neutrino visionaries: Pontecorvo, Maki, Nakagawa, and Sakata.

A plea! The mixing angles appearing in standard parametrizations of both the PMNS matrix and the CKM matrix are usually designated by $`\theta _{12}`$ (solar/Cabibbo), $`\theta _{23}`$ (atmospheric/$`bc`$) and $`\theta _{13}`$ (subdominant/$`bu`$). It is awkward and absurd to use two indices where one would do. Therefore, I prefer, recommend and shall hereafter use a simpler and more compact notation:

$$\theta _1\theta _{23},\theta _2\theta _{13},\theta _3\theta _{12}.$$

What we have managed thusfar to learn about these parameters (and the CP violating phases $`\delta `$) is rather roughly summarized in the following table:

Parameter  $`\mathrm{sin}\theta _1`$ $`\mathrm{sin}\theta _2`$ $`\mathrm{sin}\theta _3`$ $`\delta `$   Quarks  0.04 0.004 0.22 $`1`$   Leptons  $`\sqrt{2}/2`$ $`0.16`$ $`0.55`$ ??
A question!  How much better must we strive to determine these parameters, about which our theories are so sadly reticent? For the quark sector, the answer primarily involves the two unitarity relations:

$$\begin{array}{cc}\hfill V_{ud}V_{ub}^{}+V_{cd}V_{cb}^{}+V_{td}V_{tb}^{}=& 0,\mathrm{and}\hfill \\ \hfill |V_{ud}|^2+|V_{us}|^2+|V_{ub}|^21\mathrm{\Delta }=& 1.\hfill \end{array}$$

The first of these is usually called the ‘unitarity triangle.’ Current measurements indicate that the triangle inequalities are obeyed with the angle between the latter two legs given by $`\mathrm{sin}2\beta =0.78\pm 0.08`$. Further data is required to confirm the view that standard-model CP violation, i.e., that implied solely by the complexity of the CKM matrix, offers a correct and complete description of all observable CP-violating phenomena in both the kaon and $`B`$-meson sectors. (Here we ignore the so-called strong CP problem.)

The second relation poses a small puzzle. Wilkinson , from a recent simultaneous analysis of several super-allowed Fermi transitions, obtains

$$\mathrm{\Delta }=0.0004\pm 0.0017,$$

which is in excellent agreement with CKM universality, whereas Abele , from a new measurement of the neutron lifetime, obtains

$$\mathrm{\Delta }=0.0083\pm 0.0028,$$

which is a 3-sigma discrepency from theory. At least one of these two estimates must be flawed. Furthermore, I have heard that the long-accepted value $`|V_{us}|0.22`$ may be challenged by high-statistics studies of kaon decay. The current situation is confused. However, a confirmed departure from CKM universality (whether positive or negative), should there be one, would be decisive evidence for physics beyond the standard model.

On that engaging note, let us look to the leptons. First off, we had best verify our three-state description of neutrino oscillations and convince ourselves that the ugly construct of ‘sterile neutrinos’ can be safely abandoned. This done, with what precision must the leptonic mixing angles be determined? I would argue as follows. Being aware of no compelling theoretical reason for any of the leptonic angles $`\theta _i`$ to assume special values, such as zero or $`\pi /4`$, I would be satisfied if atmospheric neutrino oscillations (which are known to be nearly maximal) could be measured sufficiently well to bound $`\theta _1`$ away from $`\pi /4`$ with reasonable certainty. Similarly, solar oscillations (which are strongly favored to be less than maximal) should be measured sufficiently to bound $`\theta _3`$ away from $`\pi /4`$ with 5-sigma certainty. Finally, I would be satisfied if the subdominant angle $`\theta _2`$ could be bounded away from zero with 5-sigma certainty. Once these benchmarks are met, I would argue that further measurements of neutrino oscillation phenomena would be pointless, until and unless theorists can provide further guidance.

That leaves the question of $`\delta `$, the parameter governing CP violation in neutrino physics. Discussions at this Conference suggest that the cost of bounding $`\delta `$ from zero would be enormous. It has been said that a reliable measurement of $`\delta `$ would require the construction of a multi-billion euro muon factory, for which this task would be the sole raison d’être. I believe that such a facility is not affordable by our presently impoverished discipline. Unless a cheaper route to $`\delta `$ can be found, there are too many less costly but equally important challenges remaining in neutrino physics that should command our limited funds. Among them are the following:

$``$Pinning down the leptonic mixing angles, as described above.

$``$Searching for neutrinoless double beta decay.

$``$Studying the tritium endpoint so as to constrain neutrino masses.

$``$Measuring the two squared-mass differences among neutrinos.

$``$Distinguishing the normal from the inverted neutrino mass spectra.

$``$Resolving the LSND anomaly and confirming the 3 active neutrino scenario.

$``$Testing CPT for neutrinos, e.g., by comparing solar and Kamland data.

$``$Improving the already astonishing cosmological limit on the sum of the neutrino masses, such as was eloquently described by Prof. Pastor at this meeting.

Seesaws!  Let me return to the wondrous mechanism which is somewhat the theme of my talk. It is a neat way to generate neutrino masses with a minimum of new architecture. At the same time, the seesaw can address the mystery of universal baryon asymmetry. Professor Buchmüller, at this meeting, stressed the virtue of the seesaw to implement leptogenesis and consequent baryogenesis. Indeed, he claimed that such a scheme yields a powerful constraint on the sum of the squares of the light neutrino masses. He works in the context of three heavy singlet neutrino states, where one of them is significantly lighter than the others. Otherwise, the model in an unconstrained seesaw with Dirac masses arising from a single Higgs boson. It is interesting to note that leptogenesis, in this model, occurs entirely independently of the parameters of the PMNS matrix. In particular, the requisite CP violation is controlled by otherwise inaccessible ‘Majorana phases,’ and not by the $`\delta `$ parameter. (Early references to these phases, and indications of their unobservability, may be found in ref. .)

The situation is more constrained and perhaps more interesting should we adopt the simple Frampton-Glashow-Yanagida FGY ansatz  in which there are just two heavy singlets ($`N_i`$), and the neutrino mass terms (in an abbreviated notation) take the special form:

$$(a\nu _e+b\nu _\mu )hN_2+(c\nu _\mu +d\nu _\tau )hN_1+M_1N_1N_1+M_2N_2N_2,$$

or a related form in which the roles of $`\nu _\mu `$ and $`\nu _\tau `$ are reversed. The Higgs vev is denoted by $`h`$. The Yukawa couplings $`a,b,c,d`$ are arbitrary complex numbers, but we may choose the flavor phases so as to make all but one of them real. Consequently, and for either version of our ansatz, exactly one convention-independant phase controls both leptogenesis (via $`N`$ decay) and CP violation in the neutrino sector. Thus the (unknown) sign characterizing CP violation in the neutrino sector is correlated to the (known) sign of the baryon asymmetry of the universe.

Furthermore, and as noted by Raidal & Strumia  (who have dubbed our model “the most minimal seesaw”), the FGY ansatz has four potentially observable consequences at low energy:

(1) One of the three neutrino masses must vanish. (2) The inverted neutrino mass hierarchy is excluded.

(3) The neutrino flavor-mixing parameters are constrained by the relation:

$$\mathrm{sin}\theta _2=\mathrm{sin}2\theta _3\left(\mathrm{tan}\theta _1\right)^{\pm 1}\sqrt{\frac{\mathrm{\Delta }_s}{4\mathrm{\Delta }_a}},$$

where the sign ambiguity (linked to the choice of ansatz) is not phenomenologically significant because of the experimental result $`\mathrm{tan}\theta _11`$. The parameters $`\mathrm{\Delta }_{a,s}`$ are the squared mass differences pertinent to atmospheric and solar neutrino oscillations. Insofar as experiment strongly indicates solar neutrino oscillations to be far from maximal, this relation predicts the subdominant angle $`\theta _2`$ to be large enough to make searches for CP violation in the neutrino sector feasible.

(4) The element of the neutrino mass matrix responsible for neutrinoless double beta decay is given by

$$M_{ee}=\mathrm{sin}^2\theta _3\sqrt{\mathrm{\Delta }_s},$$

which is small enough to pose a formidable challenge to experimenters who would search for this rare or nonexistent process. The importance of this search cannot be overstated. The detection of no-neutrino $`\beta \beta `$ decay would prove that lepton number is not conserved, and would thereby exclude the otherwise tolerable possibility (pointedly stressed by Jack Steinberger) that neutrino masses are ludicrously hierarchic but purely Dirac.

The attentive reader will have noted that the elegant and predictive ansatz we proposed is unnatural and unrenormalizable per se. Without further ado, its form is not preserved by divergent radiative corrections. This difficulty can be remedied in several ways. For example, Raby  claims to have generated our ansatz naturally in a supersymmetric context such as to preserve the correlation between the baryon asymmetry and observable CP violation in the neutrino sector. Another way to accomplish these goals is sketched below.

We assign a flavor quantum number $`F`$ to the light leptons as follows. To the (electron, muon, tau lepton) and its left-handed neutrino, we assign $`F=(1,0,1)`$, resp. We introduce three Higgs doublets, $`h_i`$ to account for lepton masses. Their subscripts are identified with their flavor assignments: $`Fi=(0,3,4)`$. In a similar fashion, the left-handed singlet neutrino $`N_1`$ is renamed $`N_4`$ and assigned $`F=4`$, while $`N_2`$ is renamed $`N_3`$ with $`F=3`$. It will be required that $`F`$ be conserved by all dimension-4 terms in the Lagrangian. However, $`F`$ is softly broken by the dimension-3 Majorana mass terms, but in such a manner as to conserve $`F`$ modulo 2. Thus these terms are constrained to be $`M_3N_3^2+M_4N_4^2`$. The $`M_i`$ may be chosen to be real with no loss of generality. I summarize below the other consequences of these flavor assignments:

$``$ The charged lepton masses arise from Yukawa couplings of $`h_0`$ to light lepton states. They are necessarily flavor diagonal in the basis we are using. Note that $`h_0`$ has no $`F`$-conserving couplings involving $`N_i`$, and that $`h_i`$ (for $`i0`$) do not contribute to the charged lepton masses.

$``$ The allowed couplings of the light doublet states to the $`N_i`$ are just those required to reproduce the FGY ansatz:

$$\left(\widehat{a}h_4\nu _e+\widehat{b}h_3\nu _\mu \right)N_3+\left(\widehat{c}h_4\nu _\mu +\widehat{d}h_3\nu _\tau \right)N_4.$$

In this manner, the structure of the FGY ansatz is preserved by radiative corrections (up to small finite terms) because it is protected by the softly-broken flavor symmetry, and so also are all of its observable consequences.

Suppressive neutrino mixing! Two potentially threatening departures fromstandard-model predictions regarding neutrino physics are the three sigma NuTeV anomaly  and the two sigma departure of the $`Z^0`$ invisible width from its expected value . In the former case, a ratio of neutral-current to charged current cross sections is reported to be less than its predicted value by $`1.2\pm 0.4`$%. In the latter case, the neutrino count is shy of three by $`0.016\pm 0.008`$.

Many authors have proposed, considered, criticized or rejected explanations of these ‘anomalies’ involving significant suppressive mixings between light and heavy neutrino states . Finding neither discrepancy convincing, we need make no comment on this issue. Nonetheless, several recent papers  address the ancillary question of how this mixing can arise in seesaw models and what would be its observable consequences. The upshot of these analyses is that the effective flavor eigenstates (i.e., the doublet states coupled to $`e,\mu `$ and $`\tau `$, projected onto the space of light neutrino eigenstates) are neither normalized nor orthogonal. They satisfy the relation:

$$\left(\nu _l^{}\nu _l^{}\right)=\delta _{ll^{}}\mathrm{\Theta }_{ll^{}},$$

where $`\mathrm{\Theta }`$ is a small non-negative hermitean matrix. Ordinarily, the entries of $`\mathrm{\Theta }`$ are given by ratios of mostly doublet light neutrino masses to their mostly singlet heavy counterparts. These are typically less than $`10^{11}`$ and therefore entirely negligible. This is the case, for example, for the FGA ansatz discussed previously.

It has been observed , however, that carefully chosen values of the seesaw parameters can lead to very much larger (and empirically relevant) $`\mathrm{\Theta }`$’s. For these pathological cases, the diagonal components of $`\mathrm{\Theta }`$ can yield significant suppressions of the various weak-interaction leptonic amplitudes involving neutrinos, such as might ameliorate the above-cited anomalies, or aggravate the previously-discussed disputed departure from CKM universality. Similarly, the off-diagonal components of $`\mathrm{\Theta }`$ can induce, via loop diagrams, otherwise forbidden processes such as $`\mu e+\gamma `$, $`\mu 3e`$, and $`\mu `$$`e`$ conversion. For these contrived situations the entries of the matrix $`\mathrm{\Theta }`$ are virtually independent of the neutrino masses, although they are not entirely arbitrary. In any event, it would seem worthwhile to set direct experimental upper bounds on these possible departures from neutrino orthonormality and to delineate the theoretical constraints upon them.

Acknowledgement:  I am grateful for the enlightening comments of Professors A. Cohen, P. Frampton and P. Langacker. This research was supported in part by the National Science Foundation under grant number NSF-PHY-0099529.

References

 A. De Rújula et al., Rev. Mod. Phys. 46(1974)391.

 D.H. Wilkinson, J. Phys. G; Nucl. Part. Phys. 29(2003)189.

 Helmut Abele, in Rencontres de Moriond 2002, hep-ex/0208048.

 A. de Gouvêa, B. Kayser & R.N. Mohapatra, hep-ph/0211394.

 P.H. Frampton, S.L. Glashow & T. Yanagida, Phys. Lett. B548(2002)119.

 M. Raidal & A. Strumia, Phys. Lett. B553(2003)72.

 Stuart Raby, hep-ph/0302027.

 K.S McFarland et al., hep-ex/0205081; G.P. Zeller et al., hep-ex/0207037.

 The LEP Collaborations, the LEP Electroweak Working Group, and the SLD Heavy Flavor Group, hep-ex/0212036.

 E.g.,  J. Bernardéu et al., Phys. Lett B187(1987)303; A. de Gouvêa et al., Nucl. Phys. B623(2002)395, hep-ph/0107156; K.S. Babu and J.C. Pati, hep-ph/0203029; S. Davidson et al., JHEP 0202(2002)037; Paul Langacker, hep-ph/0211065; T. Takeuchi, hep-ph/0209109; T. Takeuchi et al., 2002 Nagoya Workshop, www.eken.phys.nagoya-u.ac.jp/; W. Loinaz, N. Okamura, T. Takeuchi, et al., hep-ph/0210193, hep-ph/0304004.

 S.L. Glashow, hep-ph/0301250; W. Loinaz et al., hep-ph/0304044.


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# Linear Matrix Inequality Representation of Sets

## 1. The Problem of Representing Sets with LMI’s

Given $`𝒞`$ a closed convex set in $`^m`$ bounded by algebraic hypersurfaces

$$S_{p_j}:=\{x^m:p_j(x)=0\},$$

with all polynomials $`p_j(x)>0`$ for $`x`$ in the interior of $`𝒞`$. Which $`𝒞`$ can be represented in terms of some linear pencil $`L=\{L_0,L_1,L_2,\mathrm{},L_m\}`$ as

$$𝒞^L:=\{x=(x_1,x_2,\mathrm{}x_m):L_0+L_1x_1+\mathrm{}+L_mx_m\text{is PosSemiDef}\}\mathrm{?}$$

We shall require by our use of the term linear pencil that $`L_0,L_1,L_2,\mathrm{},L_m`$ are symmetric real entried matrices. Also we frequently abbreviate positive (resp. semi) definite to PD ( resp. PSD). A monic pencil is one with $`L_0=I`$. We call such a representation of a set $`𝒞`$ a Linear Matrix Inequality (LMI) representation of $`𝒞`$.

The question is formally stated by Pablo Parrilo and Berndt Sturmfels in \[PSprep\] for $`m=2`$, and we resolve the $`m=2`$ situation in this paper. At the end of the paper we speculate about generalizations and other possible representations (Section 6).

In this paper a polynomial always stands for a polynomial with real coefficients. Since the paper might be of interest to several audiences: operator theory, real semi-algebraic geometry, systems engineering and possibly partial differential equations, it is written less tersely than is common. Our result here was announced in a survey talk at the conference Mathematical Theory of Networks and Systems in 2002, see \[Hprep\].

### 1.1. Motivation

A technique which has had remarkable success in many types of optimization problems is to convert them to Linear Matrix Inequalities. These can be solved using semidefinite programming algorithms provided the number of variables $`x_j`$ is not extremely large. The technique was introduced first in the area of control in \[BEFB94\] and related papers and has spread through many part of that subject, c.f. \[ESLSL00\]. For a collection of applications in many other areas see the thesis \[P00\] and \[PSprep\].

In the many applications which LMIs have found there is no systematic way to produce LMIs for general classes of problems. Each area has a few special tricks which convert ”lucky problems” to LMIs. Before there is any hope of producing LMIs systematically one must have a good idea of which types of constraint sets convert to LMIs and which do not. That is what this paper addresses.

After the preliminary version of this paper was circulated as a preprint, Adrian Lewis, Pablo Parillo, and M. V. Ramana informed us that our main result was used in their solution, in the positive, of a 1958 conjecture by Peter Lax on hyperbolic polynomials arising from the study of linear hyperbolic partial differential equations; see \[LPRprep\].

## 2. Solution

In this section we give an algebraic statement of the solution to the Parrilo–Sturmfels problem, see Theorem 2.2. In Section 3 we give an equivalent geometric statement of the solution, see Theorem 3.1. In Section 5 we give an equivalent topological statement, see Corollary 5.1 and Theorem 5.2, which while intuitively appealing requires projective spaces to state in full generality. The solution depends on results of Victor Vinnikov \[V93\] (see also Dubrovin \[Dub83\]) and variations on it.

### 2.1. A key class of polynomials

We shall soon see that it is a special class of polynomials we call real zero polynomials which bound sets amenable to LMI representation. So now we define a real zero polynomial (RZ polynomial) to be a polynomial in $`m`$ variables satisfying for each $`x^m`$,

$`(RZ)`$
$$p(\mu x)=0\text{implies}\mu \text{is real}$$

A few properties are:

RZ Properties

1. The product $`p_1p_2\mathrm{}p_k`$ of $`RZ`$polynomials $`p_1,\mathrm{},p_k`$ is a $`RZ`$ polynomial.
2. If a $`RZ`$ polynomial $`p`$ factors as $`p=p_1p_2\mathrm{}p_k`$, then all factors $`p_1,p_2,\mathrm{},p_k`$ are $`RZ`$ polynomials.
3. The determinant

(1)
$$\stackrel{ˇ}{p}(x):=det[L_0+L_1x_1+\mathrm{}+L_mx_m]$$

of a pencil $`L`$ with a PD matrix $`L_0`$, is an $`RZ`$ polynomial.
4. The product of $`\stackrel{ˇ}{p}_j`$ defined as determinants of pencils $`L^j`$ on $`^{N_j}`$, to wit

(2)
$$\stackrel{ˇ}{p}_j(x):=det[L_0^j+L_1^jx_1+\mathrm{}+L_m^jx_m]$$

is also the determinant of a pencil $`L`$, namely, of the direct sum $`L_i:=L_i^1\mathrm{}L_i^k`$ on a single $`^N`$ with $`N=N_1+\mathrm{}+N_k`$. We have

$`detL`$ $`=`$ $`(detL^1)(detL^2)\mathrm{}(detL^k)`$
$`=`$ $`\stackrel{ˇ}{p}_1\stackrel{ˇ}{p}_2\mathrm{}\stackrel{ˇ}{p}_k.`$
5. See Section 3 and Section 5 for a characterization of $`RZ`$ polynomials in terms of geometric and topological properties of their zero sets. The topological characterization and related topological properties of $`RZ`$ polynomials, see Section 5.3, are essentially based on connectivity results of Nuij \[Nuij68\].

Proofs:

1. 2. The proofs of the first two properties about products and factors follows from the fact that the product $`w=w_1\mathrm{}w_k`$ of a set of numbers is zero if and only if $`w`$ is zero.

3. For monic pencils

$$\stackrel{ˇ}{p}\left(\frac{x}{\lambda }\right)=\frac{1}{\lambda ^N}det[\lambda I+L_1x_1+\mathrm{}+L_mx_m]$$

and all of the eigenvalues of the symmetric matrix $`L_1x_1+\mathrm{}+L_mx_m`$ are real, so we have that $`\stackrel{ˇ}{p}`$ is $`RZ`$. Replacing the monic condition by $`L_0`$ is PD is obvious. A partial extension to the case when $`L_0`$ is merely PSD is provided by Lemma 2.3 below.

4. The proof is in the statement. $``$

We start the presentation of our main result with a key definition.

### 2.2. Algebraic Interiors and their Degree

A closed set $`𝒞`$ in $`^m`$ is an Algebraic Interior, if there is a polynomial $`p`$ in $`m`$ variables such that $`𝒞`$ equals the closure of a connected component of

$$\{x^m:p(x)>0\}.$$

In other words, there is a polynomial $`p`$ in $`m`$ variables which vanishes on the boundary of $`𝒞`$ and such that $`\{x𝒞:p(x)>0\}`$ is connected with closure equal to $`𝒞`$. (Notice that in general $`p`$ may vanish also at some points in the interior of $`𝒞`$; for example, look at $`p(x_1,x_2)=x_2^2x_1^2(x_11)`$.) We denote the closure of the connected component of $`x^0`$ in $`\{x^m:p(x)>0\}`$ by $`𝒞_p(x^0)`$. We often assume for normalization that $`0`$ is in the interior of $`𝒞`$, and set $`𝒞_p=𝒞_p(0)`$.

###### Lemma 2.1.

A polynomial $`p`$ of the lowest degree for which $`𝒞=𝒞_p(x^0)`$ is unique (up to a multiplication by a positive constant), and any other polynomial $`q`$ such that $`𝒞=𝒞_q(x^0)`$ is given by $`q=ph`$ where $`h`$ is an arbitrary polynomial which is strictly positive on a dense connected subset of $`𝒞`$.

Proof. We shall be using some properties of algebraic and semi-algebraic sets in $`^m`$, so many readers may want to skip over it and go to our main results which are much more widely understandable; our reference is \[BCR98\]. We notice first that $`𝒞`$ is a semi-algebraic set (since it is the closure of a connected component of a semi-algebraic set, see \[BCR98, Proposition 2.2.2 and Theorem 2.4.5\]). Therefore the interior $`\mathrm{int}𝒞`$ of $`𝒞`$ is also semi-algebraic, and so is the boundary $`𝒞=𝒞\mathrm{int}𝒞`$. Notice also that $`𝒞`$ equals the closure of its interior.

We claim next that for each $`x𝒞`$, the local dimension $`dim𝒞_x`$ equals $`m1`$. On the one hand, we have

$$dim𝒞_xdim𝒞<dim\mathrm{int}𝒞=m;$$

here we have used \[BCR98, Proposition 2.8.13 and Proposition 2.8.4\], and the fact that $`𝒞=\mathrm{clos}\mathrm{int}𝒞\mathrm{int}𝒞`$, since $`𝒞`$ equals the closure of its interior. On the other hand, let $`B`$ be an open ball in $`^m`$ around $`x`$; then

$$B𝒞=B\left[\left(B(^m𝒞)\right)\left(B\mathrm{int}𝒞\right)\right].$$

Since $`𝒞`$ equals the closure of its interior, every point of $`𝒞`$ is an accumulation point of both $`^m𝒞`$ and $`\mathrm{int}𝒞`$; therefore $`B(^m𝒞)`$ and $`B\mathrm{int}𝒞`$ are disjoint open nonempty semi-algebraic subsets of $`B`$. Using \[BCR98, Lemma 4.5.2\] we conclude that $`dimB𝒞m1`$, hence $`dim𝒞_xm1`$.

Let now $`V`$ be the Zariski closure of $`𝒞`$, and let $`V=V_1\mathrm{}V_k`$ be the decomposition of $`V`$ into irreducible components. We claim that $`dimV_i=m1`$ for each $`i`$. Assume by contradiction that $`V_1,\mathrm{},V_l`$ have dimension $`m1`$ while $`V_{l+1},\mathrm{},V_k`$ have smaller dimension. Then there exists $`x𝒞`$ such that $`xV_1,\mathrm{},V_l`$, and consequently there exists an open ball $`B`$ in $`^m`$ around $`x`$ such that

$$B𝒞=(B𝒞V_{l+1})\mathrm{}(B𝒞V_k).$$

By assumption each set in the union on the right hand side has dimension smaller than $`m1`$, hence it follows (by \[BCR98, Proposition 2.8.5, I\]) that $`dimB𝒞<m1`$, a contradiction with $`dim𝒞_x=m1`$.

Suppose now that $`p`$ is a polynomial of the lowest degree with $`𝒞=𝒞_p(x^0)`$. Lowest degree implies that $`p`$ can have no multiple irreducible factors, i.e., $`p=p_1\mathrm{}p_s`$, where $`p_1`$, …, $`p_s`$ are distinct irreducible polynomials; we may assume without loss of generality that every $`p_i`$ is non-negative on $`𝒞`$. Since $`p`$ vanishes on $`𝒞`$ it also vanishes on $`V=V_1\mathrm{}V_k`$. We claim that for every $`V_i`$ there exists a $`p_j`$ so that $`p_j`$ vanishes on $`V_i`$: otherwise $`𝒵(p_j)V_i`$ is a proper algebraic subset of $`V_i`$ for every $`j=1,\mathrm{},s`$, therefore (since $`V_i`$ is irreducible) $`dim𝒵(p_j)V_i<dimV_i`$ for every $`j`$ and thus also $`dim𝒵(p)V_i<dimV_i`$, a contradiction since $`p`$ vanishes on $`V_i`$. If $`p_j`$ vanishes on $`V_i`$, it follows ( since $`p_j`$ is irreducible and $`dimV_i=m1`$) that $`𝒵(p_j)=V_i`$. The fact that $`p`$ is a polynomial of the lowest degree with $`𝒞=𝒞_p(x^0)`$ implies now (after possibly renumbering the irreducible factors of $`p`$) that $`p=p_1\mathrm{}p_k`$ where $`𝒵(p_i)=V_i`$ for every $`i`$. Since $`dimV_i=m1`$ it follows from the real Nullstellensatz for principal ideals \[BCR98, Theorem 4.5.1\] that the irreducible polynomials $`p_i`$ are uniquely determined (up to a multiplication by a positive constant), hence so is their product $`p`$. This proves the uniqueness of $`p`$.

The rest of the lemma now follows easily. If $`𝒞=𝒞_q(x^0)`$, then the polynomial $`q`$ vanishes on $`𝒞`$ hence also on $`V=V_1\mathrm{}V_k`$. Since $`q`$ vanishes on $`𝒵(p_i)=V_i`$ and $`dimV_i=m1`$, the real Nullstellensatz for principal ideals implies that $`q`$ is divisible by $`p_i`$; this holds for every $`i`$ hence $`q`$ is divisible by $`p=p_1\mathrm{}p_k`$, i.e., $`q=ph`$. It is obvious that $`h`$ must be strictly positive on a dense connected subset of $`𝒞`$.

$``$

We refer to $`p`$ as a minimal defining polynomial for $`𝒞`$, and say that $`𝒞`$ is an Algebraic Interior of Degree $`d`$, where $`d=\mathrm{deg}p`$.

### 2.3. Main Theorem on LMI Representations: Algebraic Version

###### Theorem 2.2.

If a set $`𝒞`$ in $`^m`$, with $`0`$ in the interior of $`𝒞`$, has an LMI representation, then it is a convex algebraic interior and the minimal defining polynomial $`p`$ for $`𝒞`$ satisfies the $`RZ`$ condition (with $`p(0)>0`$).

Conversely, when $`m=2`$, if p is an $`RZ`$ polynomial of degree $`d`$ and $`p(0)>0`$, then $`𝒞_p`$ has a monic LMI representation with $`d\times d`$ matrices.

The idea behind our organization of the proof is to do the informative elementary arguments first, then a geometric interpretation in Section 3 (readers less interested in proofs might go there next), and then some examples, and then in a seperate section do the converse side, which refers heavily to \[V93\].

#### 2.3.1.  Proof that $`RZ`$ is Necessary

We are given a pencil $`L`$ which represents $`𝒞`$, $`𝒞=𝒞^L`$; since $`0𝒞`$ we have $`L_0`$ is PSD. Lemma 2.3 below reduces general pencils with $`L_0`$ a PSD matrix to monic pencils, so we assume that $`L`$ is a monic pencil. Define a polynomial $`\stackrel{ˇ}{p}`$ by

(3)
$$\stackrel{ˇ}{p}(x):=det[I+L_1x_1+\mathrm{}+L_mx_m].$$

and note that $`RZ`$ Property 3 says that $`\stackrel{ˇ}{p}`$ satisfies $`RZ`$. Now we show that $`𝒞_{\stackrel{ˇ}{p}}`$ equals $`𝒞^L`$ (equals $`𝒞`$). If $`x(t)`$, $`t[0,1]`$, is any continuous path in $`^m`$ with $`x(0)=0`$ and $`\stackrel{ˇ}{p}(x(t))>0`$ for all $`t`$, then $`L(x(t))`$ is a continuous path in real symmetric matrices with $`L(x(0))=I`$ and $`detL(x(t))>0`$ for all $`t`$, hence $`L(x(1))`$ is necessarily PD. It follows that the connected component of $`0`$ in $`\{x^m:\stackrel{ˇ}{p}(x)>0\}`$ is contained in $`𝒞^L`$ and therefore $`𝒞_{\stackrel{ˇ}{p}}`$ is contained in $`𝒞^L`$. Conversely, $`x𝒞^L`$ implies $`I+\mu [L_1x_1+\mathrm{}+L_mx_n]`$ is PD for $`0\mu <1`$, so $`\stackrel{ˇ}{p}(\mu x)>0`$ for $`0\mu <1`$ and therefore necessarily $`x𝒞_{\stackrel{ˇ}{p}}`$.

We conclude that $`𝒞=𝒞_{\stackrel{ˇ}{p}}`$ is a convex algebraic interior. If $`p`$ is the minimal defining polynomial for $`𝒞`$, then $`p`$ is a factor of $`\stackrel{ˇ}{p}`$. By $`RZ`$ Property 2 the polynomial $`p`$ is itself $`RZ`$. $``$

Notice that the same argument as in the proof shows that for a monic pencil $`L`$ the interior of $`𝒞=𝒞^L`$ is exactly $`\{x:I+x_1L_1+\mathrm{}x_mL_m\text{ is PD}\}`$, and therefore the polynomial $`\stackrel{ˇ}{p}`$ — and thus also the minimal defining polynomial $`p`$ — is stricly positive on the interior of $`𝒞`$.

#### 2.3.2.  Reduction to Monic Pencils

We reduce the pencil representation problem to one involving monic pencils as promised.

###### Lemma 2.3.

If $`𝒞`$ contains $`0`$ in its interior and if there is a pencil $`L`$ such that

$$𝒞=𝒞^L,$$

then there is a monic pencil $`\widehat{L}`$ such that

$$𝒞=𝒞^{\widehat{L}}$$

Proof. Given $`𝒞`$ and $`L`$, since $`0𝒞`$ we have $`0𝒞^L`$, or equivalently, $`L_0`$ is PSD. We need, however, to take $`L_0`$ invertible. Since $`0`$ is in the interior of $`𝒞^m`$, it is also in the interior of $`C^L`$, so we have

$$L_0\pm \epsilon _1L_1,\mathrm{},L_0\pm \epsilon _mL_m$$

for small enough $`\epsilon _1`$ through $`\epsilon _m`$. Set $`Y=`$ Range $`L_0^N`$, and set

$$\stackrel{~}{L}_j:=L_j|_Yj=0,1,\mathrm{},m.$$

Clearly $`\stackrel{~}{L}_0:YY`$ is invertible and indeed PD. We next show that Range $`L_0`$ contains Range $`L_1`$. If $`x`$ Range $`L_0`$, i.e., $`L_0x=0`$, then $`0=x^TL_0x\pm \epsilon _1x^TL_1x`$ and hence $`x^TL_1x=0`$. Since $`L_0+\epsilon _1L_10`$ and $`x^T(L_0+\epsilon _1L_1)x=0`$ it follows that $`(L_0+\epsilon _1L_1)x=0`$, and since $`L_0x=0`$, we finally conclude that $`L_1x=0`$, i.e., $`x`$ Range $`L_1`$.

Likewise, Range $`L_0`$ contains the ranges of $`L_2,\mathrm{},L_m`$. Consequently, $`\stackrel{~}{L}_j:YY`$ are all symmetric and $`𝒞^L=𝒞^{\stackrel{~}{L}}`$.

To build $`\widehat{L}`$, factor $`\stackrel{~}{L}_0=B^TB`$ with $`B`$ invertible and set

$$\widehat{L}_j:=B^T\stackrel{~}{L}_jB^1j=0,\mathrm{},m.$$

The resulting pencil $`\widehat{L}`$ is monic and $`𝒞^{\widehat{L}}=𝒞^{\stackrel{~}{L}}=𝒞^L`$. $``$

### 2.4. Shifted Real Zero Condition

Assuming that $`0𝒞`$ is just a normalization. We can shift $`^m`$ by $`x^0`$ and obtain a shifted polynomial

$$\stackrel{~}{p}(x):=p(x+x^0)$$

with $`𝒞_p(x^0)x^0=𝒞_{\stackrel{~}{p}}(0)`$. Then the $`RZ`$ condition on $`\stackrel{~}{p}`$ shifts back to the $`RZ_{x^0}`$ condition on $`p`$ at $`x^0`$. Namely, for each $`x^m`$

$`(RZ_{x_0})`$
$$p(\mu x+x^0)=0\text{implies }\mu \text{is real.}$$

An obvious consequence of our main theorem is:

###### Corollary 2.4.

If a set $`𝒞`$ in $`^m`$, with $`x^0`$ in the interior of $`𝒞`$, has an LMI representation, then it is a convex algebraic interior and the minimal defining polynomial $`p`$ for $`𝒞`$ satisfies the $`RZ_{x^0}`$ condition.

Conversely, when $`m=2`$, if p is polynomial of degree $`d`$ satisfying $`RZ_{x^0}`$ and $`p(x^0)>0`$, then $`𝒞_p(x^0)`$ has an LMI representation with $`d\times d`$ matrices.

Remark. For $`m=2`$, “going through” LMI representations, i.e., invoking the second assertion of Corollary 2.4 followed by the first assertion, we conclude that

> If the polynomial $`p`$ satisfies $`RZ_{\stackrel{~}{x}^0}`$ for some point $`\stackrel{~}{x}^0`$ and $`p(\stackrel{~}{x}^0)>0`$, then $`p`$ satisfies $`RZ_{x^0}`$ for every interior point $`x^0`$ of $`𝒞_p(\stackrel{~}{x}^0)`$.

This statement holds in any dimension $`m`$ and can be proved, without any reference to LMI representations, using the alternative topological characterization of $`RZ`$ polynomials. See Section 5.3.

Proof of Corollary 2.4. Assume that a set $`𝒞`$ in $`^m`$, with $`x^0`$ in the interior of $`𝒞`$, has a pencil representation $`L`$, $`𝒞=𝒞^L`$. Shift $`L`$ by $`x^0`$ to obtain a pencil $`\stackrel{~}{L}`$, that is,

$$\stackrel{~}{L}_0+\stackrel{~}{L}_1x_1+\mathrm{}+\stackrel{~}{L}_mx_m=L_0+L_1(x_1+x_1^0)+\mathrm{}+L_m(x_m+x_m^0).$$

Then $`𝒞^Lx^0=𝒞^{\stackrel{~}{L}}`$, i.e., $`\stackrel{~}{L}`$ is a pencil representation of the set $`\stackrel{~}{𝒞}=𝒞x^0`$, with $`0`$ in the interior of $`\stackrel{~}{𝒞}`$. By Lemma 2.3 we may assume that $`\stackrel{~}{L}`$ is a monic pencil. The determinant $`\stackrel{ˇ}{\stackrel{~}{p}}`$ of $`\stackrel{~}{L}`$ satisfies the $`RZ_0`$ property. Thus the minimal defining polynomial $`\stackrel{~}{p}`$ of $`\stackrel{~}{𝒞}`$, which is the shift of the minimal defining polynomial $`p`$ of $`𝒞`$ and which is contained in the $`RZ_0`$ polynomial $`\stackrel{ˇ}{\stackrel{~}{p}}`$ as a factor, satisfies $`RZ_0`$. Shift $`0`$ back to $`x^0`$ to get that $`p`$ satisfies $`RZ_{x^0}`$.

The proof of the second assertion, for $`m=2`$, proceeds analogously. $``$

Notice a little more general than saying that the shifted pencil $`\stackrel{~}{L}`$ is monic, is saying that $`\stackrel{~}{L}_0`$ is PD. This is equivalent to saying that $`L_0+x_1^0L_1+\mathrm{}+x_m^0L_m`$ is PD, and then, by the remark at the end of Section 2.3.1, the interior of $`𝒞=𝒞^L`$ is exactly $`\{x:L_0+x_1L_1+\mathrm{}x_mL_m\text{ is PD}\}`$.

## 3. Geometrical Viewpoint and Examples of Sets with no LMI Representation

In this section we give a geometric characterization of sets $`𝒞`$ with an LMI representation, which is equivalent to Theorem 2.2.

### 3.1. Rigid Convexity

An algebraic interior $`𝒞`$ of degree $`d`$ in $`^m`$ with minimal defining polynomial $`p`$ will be called rigidly convex provided for every point $`x^0`$ in the interior of $`𝒞`$ and a generic line $`\mathrm{}`$ through $`x^0`$, $`\mathrm{}`$ intersects the (affine) real algebraic hypersurface $`p(x)=0`$ in exactly $`d`$ points. 111 “Generic” means that the exceptional lines are contained in a proper algebraic subvariety (in $`^{m1}()`$); when $`m=2`$ this means simply all but a finite number of lines. One can replace here “generic line” by “every line” if one takes multiplicities into account when counting the number of intersections, and also counts the intersections at infinity, i.e., replaces the affine real algebraic hypersurface $`p(x_1,\mathrm{},x_m)=0`$ by the projective real algebraic hypersurface $`X_0^dp(X_1/X_0,\mathrm{},X_m/X_0)=0`$. We soon show that rigid convexity of $`𝒞_p`$ is the same as $`p`$ having the (shifted) $`RZ`$ Property and as a consequence we obtain the following geometric version of our main theorem.

###### Theorem 3.1.

If $`𝒞`$ is a closed convex set in $`^m`$ with an LMI representation, then $`𝒞`$ is rigidly convex. When $`m=2`$, the converse is true, namely, a rigidly convex degree $`d`$ set has an LMI representation with symmetric matrices $`L_j^{d\times d}`$.

Proof.

The theorem follows from Theorem 2.2 (more precisely, its shifted version Corollary 2.4) provided we can show that an algebraic interior $`𝒞`$ with minimal defining polynomial $`p`$ is rigidly convex if and only if $`p`$ satisfies the shifted $`RZ`$ condition. We now set about to prove this equivalence.

Let $`\mathrm{}:=\{x^m:x=\mu v+x^0,\mu \}`$, $`v^m`$, be a parameterization of a line through $`x^0`$ in the interior of $`𝒞`$. The points of intersection of the real algebraic hypersurface $`p(x)=0`$ with the line $`\mathrm{}`$ are parameterized by exactly those $`\mu `$ at which

$$f(\mu ):=p(\mu v+x^0)=0,$$

and rigid convexity of $`𝒞_p`$ says that (for a generic $`\mathrm{}`$) there are exactly $`d`$ such distinct $`\mu `$. However, the degree of $`p`$ is $`d`$, so for a generic direction $`v^m`$, the degree of the polynomial $`f`$ equals $`d`$ (the exceptional directions are given by $`p_d(v)=0`$, where $`p_d`$ is the sum of degree $`d`$ terms in $`p`$). Thus these $`f`$, by the Fundamental Theorem of Algebra, have exactly $`d`$ zeroes $`\mu `$, counting multiplicities. Furthermore, for a generic direction $`v`$, all the zeroes are simple: multiple zeroes correspond to common zeroes of $`f`$ and $`f^{}=_{i=1}^mv_i\frac{p}{x_i}`$, that is to lines $`\mathrm{}`$ which pass through a point of intersection of algebraic hypersurfaces $`p(x)=0`$ and $`_{i=1}^mv_i\frac{p}{x_i}(x)=0`$; but since $`p`$ is irreducible and $`\mathrm{deg}_{i=1}^mv_i\frac{p}{x_i}<\mathrm{deg}p`$, this intersection is a proper algebraic subvariety of $`p(x)=0`$ hence of dimension at most $`m2`$. (This argument applies to both real and complex zeroes, by considering real algebraic hypersurfaces and their complexifications, respectively.) Thus rigid convexity says precisely that all zeroes of $`f`$ are at real $`\mu `$, for $`f`$ arising from a generic $`v`$.

To obtain that this is equivalent to the $`RZ_{x^0}`$ Property for $`p`$ we give an elementary continuity argument which implies that all $`f`$ have only real zeroes. Pick an exceptional direction $`v`$ (which might make $`f`$ have degree less than $`d`$): if $`f_n`$ is a sequence of polynomials of degree $`d`$ in one variable with real coefficients such that every $`f_n`$ has only real zeroes, and if the polynomials $`f_n`$ converge coefficientwise to a polynomial $`f`$ (of degree less than or equal to $`d`$), then $`f`$ has only real zeroes.

$``$

Notice that it follows from Theorem 3.1 that for $`m=2`$ a rigidly convex set is in fact convex, and (as in the Remark following Corollary 2.4), it is enough to require the defining property of rigid convexity to hold for lines through a single point of $`𝒞`$. Again, this holds for any dimension $`m`$ and can be proved directly using the alternative topological characterization of $`RZ`$ polynomials — see Section 5.3. We also indicate there a strong stability property of rigidly convex algebraic interiors, and speculate about this stability being characteristic of rigid convexity.

### 3.2. Examples

#### 3.2.1.  Example 1.

The polynomial

$$p(x_1,x_2)=x_1^33x_2^2x_1(x_1^2+x_2^2)^2$$

has zero set shown in Figure 1.

The complement to $`p=0`$ in $`^2`$ consists of 4 components, 3 bounded convex components where $`p>0`$ and an unbounded component where $`p<0`$. Let us analyze one of the bounded components, say the one in the right half plane, $`𝒞`$ is the closure of

$$\{x:p(x)>0,x_1>0\}.$$

Does $`𝒞`$ have an LMI representation? To check this: fix a point $`O`$ inside $`𝒞`$, e.g. $`O=(.7,0)`$.

By Theorem 3.1 almost every line $`l`$ thru $`(0,0.7)`$ ( as in Figure 1) must intersect $`p=0`$ in 4 real points or the $`RZ_O`$ condition is violated. We can see from the picture in $`^2`$ that there is a continuum of real lines $`\mathrm{}`$ through $`(0,0.7)`$ intersecting $`p=0`$ in exactly two real points. Thus by Theorem 3.1 the set $`𝒞`$ does not have an LMI representation. (Since $`p`$ is irreducible it is the minimum defining polynomial for $`𝒞`$.)

#### 3.2.2.  Example 2.

$$p(x_1,x_2)=1x_1^4x_2^4$$

Clearly, $`𝒞_p:=\{x:p(x)0\}`$ has degree 4 but all lines in $`^2`$ through it intersect the set $`p=0`$ in exactly two places. Thus $`𝒞_p`$ is not rigidly convex.

## 4. Proof of the converse side of Theorem 2.2

A proof is an adaptation of the results of \[V93\]. Theorem 6.1 of \[V93\] (see also \[Dub83\]) says that any polynomial $`p`$ on $`^2`$ satisfying ($`RZ`$) (with $`p(0)>0`$) admits a representation (1) with $`L_0`$, $`L_1`$ and $`L_2`$ complex hermitian matrices on $`^d`$, $`d=\mathrm{deg}p`$, where $`L_0`$ is PD. The possibility to take $`L_0`$, $`L_1`$ and $`L_2`$ real symmetric follows easily from the arguments given in the last 4 paragraphs of the Introduction (p. 456) of \[V93\]. It is assumed in \[V93\] that $`p`$ is an irreducible polynomial, and the projective closure of $`p(x_1,x_2)=0`$ is a smooth projective plane curve; however the irreducibility assumption is irrelevant here since we may consider one irreducible factor of $`p`$ at a time (and then form a direct sum of the corresponding determinantal representations (1)), and the smoothness assumption can be easily removed by considering maximal determinantal representations as in \[BV96, BV99\].

This proof might lend itself to construction of the pencil $`L`$ via a construction of a basis for a linear system (or a Riemann Roch space) on a plane algebraic curve. $``$

Since the proof above is actually an outline which leaves much for the reader to fill in, we present an alternative direct proof based on the results of \[BV99, Section 5\]. As before, we may assume without loss of generality that $`p`$ is an irreducible polynomial; we consider the complex affine algebraic curve $`\{(x_1,x_2)^2:p(x_1,x_2)=0\}`$, take its projective closure in the complex projective plane $`^2()`$, and let $`M`$ be the desingularizing Riemann surface. $`M`$ is a compact real Riemann surface, i.e., a compact Riemann surface equipped with an anti-holomorphic involution induced by $`(x_1,x_2)(\overline{x}_1,\overline{x}_2)`$. The set $`M_{}`$ of real points of $`M`$ is by definition the set of fixed points of the anti-holomorphic involution, and $`x_1`$ and $`x_2`$ are real meromorphic functions on $`M`$, i.e., meromorphic functions taking real values at real points. Furthermore, it follows from the $`RZ`$ condition that the real meromorphic function $`\frac{x_2}{x_1}`$ on $`M`$ takes real values at real points only. It follows that $`M`$ is a compact real Riemann surface of dividing type, i.e., $`M\backslash M_{}`$ consists of two connected components. We denote by $`M_+`$ and $`M_{}`$ the components where $`\mathrm{}\frac{x_2}{x_1}>0`$ and $`\mathrm{}\frac{x_2}{x_1}<0`$, respectively. We orient $`M_{}`$ so that $`M_{}=M_+`$; then the real meromorphic differential $`d{\displaystyle \frac{x_1}{x_2}}={\displaystyle \frac{x_1dx_2x_2dx_1}{x_2^2}}`$ is everywhere nonnegative on $`M_{}`$.

Since both the assumptions and the conclusions of the theorem are invariant under a linear change of coordinates $`x_1`$, $`x_2`$, we may assume without loss of generality that $`p(0,\mu )=0`$ has $`d`$ distinct real roots $`c_1,\mathrm{},c_d`$; they correspond to $`d`$ non-singular points $`(0,c_1)`$, …, $`(0,c_d)`$ on the affine algebraic curve $`p(x_1,x_2)=0`$, and we denote by $`q_1`$, …, $`q_d`$ the corresponding points on $`M`$. We may now write down explicit formulae for the $`d\times d`$ matrices $`L_0`$, $`L_1`$, $`L_2`$:

(4) $`L_0=I_d,`$
(5) $`[L_1]_{ij}=\{\begin{array}{cc}i=j:\hfill & {\displaystyle \frac{{\displaystyle \frac{dx_2}{dx_1}}(q_i)}{c_i}}\hfill \\ ij:\hfill & \left({\displaystyle \frac{1}{c_i}}{\displaystyle \frac{1}{c_j}}\right){\displaystyle \frac{\theta \left[\begin{array}{c}a\\ b\end{array}\right](\varphi (q_j)\varphi (q_i))}{\theta \left[\begin{array}{c}a\\ b\end{array}\right](0)E(q_j,q_i)}}{\displaystyle \frac{1}{\sqrt{d{\displaystyle \frac{x_1}{x_2}}}(q_i)\sqrt{d{\displaystyle \frac{x_1}{x_2}}}(q_j)}}\hfill \end{array},`$
(6) $`L_2=\text{diag}({\displaystyle \frac{1}{c_1}},\mathrm{},{\displaystyle \frac{1}{c_d}}).`$
Here $`\theta \left[\begin{array}{c}a\\ b\end{array}\right]()`$ is the theta function with characteristics associated to the Jacobian variety of $`M`$, $`\varphi `$ is the Abel-Jacobi map from $`M`$ into the Jacobian variety, and $`E(,)`$ is the prime form on $`M`$; for details see \[V93, Section 2\] or \[BV99, Section 4\]. Furthermore, we choose a symmetric homology basis on $`M`$ as in \[V93, Section 2\] with a resulting period matrix $`\mathrm{\Omega }`$, and $`b+\mathrm{\Omega }a^g`$ is a half period in the Jacobian with $`a_1,\mathrm{},a_{g+1k}=1`$ and $`b_{g+2k},\mathrm{},b_g=0`$ ($`g`$ is the genus of $`M`$ and $`k`$ is the number of connected components of $`M_{}`$).

The fact that $`det(L_0+x_1L_1+x_2L_2)=p(x_1,x_2)`$ (up to a constant positive factor) is exactly \[BV99, Theorem 5.1\] (with a pair of meromorphic functions $`\lambda _1=1/x_1`$, $`\lambda _2=x_2/x_1`$ on $`M`$ and $`x_1/x_2`$ as a local parameter at the poles of $`\lambda _1`$ and $`\lambda _2`$ (zeroes of $`x_1`$)). The fact that $`L_1`$ is a real symmetric matrix follows immediately from the standard properties of theta functions and \[V93, Proposition 2.3\]. Notice that $`b+\mathrm{\Omega }aT_0`$ hence $`\theta \left[\begin{array}{c}a\\ b\end{array}\right](0)0`$, see \[V93, Theorem 3.1 and Corollary 4.3\]. $``$

## 5. Topological Characterization of $`RZ`$ Polynomials

This section gives an equivalent topological characterization of zero sets of $`RZ`$ polynomials. First we show that $`RZ`$ polynomials of degree $`d`$ for which the sets of real zeros are compact are exactly those whose zero sets consist of a nest of $`d/2`$ “ovaloids” (having compact zero set implies $`d`$ even). A result of similar definitiveness holds when real zero sets are not compact, but it requires projective space to neatly account for the effects of the zero set passing thru infinity. Thus we describe the general case only after describing $`p`$ with compact real zero set, despite generating a little redundancy

Then we give some related properties of $`RZ`$ polynomials.

### 5.1. $`RZ`$ Polynomials whose Sets of Real Zeroes are Compact

We first define carefully what is meant by an “ovaloid” in $`^m`$, and later give an analogous definition in projective space, see for example \[Viro86\]. We call $`W^m`$ an ovaloid in $`^m`$ if $`W`$ is isotopic in $`^m`$ to a sphere $`S^m`$, i.e., there is a homeomorphism $`F`$ of $`^m`$ with $`F(S)=W`$, and furthermore $`F`$ is homotopic to the identity, i.e., there is a homeomorphism $`H`$ of $`[0,1]\times ^m`$ such that $`H_t=H|_{\{t\}\times ^m}`$ is a homeomorphism of $`^m`$ for every $`t`$, $`H_0=\mathrm{Id}_^m`$, and $`H_1=F`$. Notice that $`^mS`$ consists of two connected components only one of which is contractible, hence the same is true of $`^mW`$; we call the contractible component the interior of the ovaloid $`W`$, and the non-contractible component the exterior.

The following is a consequence of Theorem 5.2 below.

###### Corollary 5.1.

Let $`p`$ be a polynomial whose set $`V`$ of real zeros is compact (then the degree $`d`$ of $`p`$ must be even, $`d=2k`$) and which defines a smooth (affine) real algebraic hypersurface, i.e., $`p`$ has no critical points on $`V`$. Then $`p`$ satisfies $`RZ_{x^0}`$ with $`p(x^0)0`$ if and only if $`V`$ is a disjoint union of $`k`$ ovaloids $`W_1,\mathrm{},W_k`$ in $`^m`$, with $`W_i`$ contained in the interior of $`W_{i+1}`$, $`i=1,\mathrm{},k1`$, and $`x^0`$ lying in the interior of $`W_1`$. Furthermore, in this case every line $`L`$ through $`x^0`$ intersects $`V`$ in $`d`$ distinct points.

The corollary misses being as strong as possible and in fact being sharp because of the requirement that ovaloids be disjoint. Intuitively, if the real zero set of a RZ polynomial is a compact singular (nonsmooth) hypersurface, then it consists of nested ovaloids that touch at the singular points, as in the figure below. Notice that it follows from Property 1 in Section 5.3 below that any $`RZ`$ polynomial of degree $`d=2k`$ with a compact real zero set is the limit of $`RZ`$ polynomials of degree $`d`$ with compact real zero sets and which define smooth real algebraic hypersurfaces (that is, the zero sets are disjoint unions of $`k`$ nested ovaloids).

$$p(x_1,x_2)=(x_1^2+x_2^2)(x_1^2+x_2^2+12x_11)+36x_1^20$$

### 5.2. $`RZ`$ Polynomials with a Non-Compact Set of Real Zeroes

We shall need to consider the behavior of the polynomial at infinity, so we introduce the homogenization $`P`$ of $`p`$,

$$P(X_0,X_1,\mathrm{},X_m)=X_0^dp(X_1/X_0,\mathrm{},X_m/X_0),$$

where $`d=\mathrm{deg}p`$. Notice that $`P`$ is not divisible by $`X_0`$, and that conversely given any homogeneous polynomial $`P`$ of degree $`d`$ in $`m+1`$ variables which is not divisible by $`X_0`$ we may recover a polynomial $`p`$ of degree $`d`$ in $`m`$ variables so that $`P`$ is the homogenization of $`p`$ by

$$p(x_1,\mathrm{},x_m)=P(1,x_1,\mathrm{},x_m).$$

We identify as usual the $`m`$ dimensional real projective space $`^m()`$ with the union of $`^m`$ and the hyperplane at infinity $`X_0=0`$, so that the affine coordinates $`x`$ and the projective coordinates $`X`$ are related by $`x_1=X_1/X_0`$, …, $`x_m=X_m/X_0`$; the projective real algebraic hypersurface $`P(X)=0`$ in $`^m()`$ is called the projective closure of the affine real algebraic hypersurface $`p(x)=0`$ in $`^m`$. We shall say that $`p`$ defines a smooth projective real algebraic hypersurface if $`P`$ has no critical points on $`P(X)=0`$. We shall often abuse the notation and denote a point in $`^m()`$ and a $`(m+1)`$-tuple of its projective coordinates by the same letter.

We call $`W^m()`$ an ovaloid if $`W`$ is isotopic in $`^m()`$ to a sphere $`S^m^m()`$, i.e., there is a homeomorphism $`F`$ of $`^m()`$ with $`F(S)=W`$, and furthermore $`F`$ is homotopic to the identity, i.e., there is a homeomorphism $`H`$ of $`[0,1]\times ^m()`$ such that $`H_t=H|_{\{t\}\times ^m()}`$ is a homeomorphism of $`^m()`$ for every $`t`$, $`H_0=\mathrm{Id}_{^m()}`$, and $`H_1=F`$. Notice that $`^m()S`$ consists of two connected components only one of which is contractible, hence the same is true of $`^m()W`$; we call the contractible component the interior of the ovaloid $`W`$, and the non-contractible component the exterior.

We call $`W^m()`$ a pseudo-hyperplane if $`W`$ is isotopic in $`^m()`$ to a (projective) hyperplane $`H^m()`$.

###### Theorem 5.2.

Let $`p`$ be a polynomial of degree $`d`$ in $`m`$ variables which defines a smooth projective real algebraic hypersurface $`V`$ in $`^m()`$. Then $`p`$ satisfies $`RZ_{x^0}`$ with $`p(x^0)0`$ if and only if

* if $`d=2k`$ is even, $`V`$ is a disjoint union of $`k`$ ovaloids $`W_1,\mathrm{},W_k`$, with $`W_i`$ contained in the interior of $`W_{i+1}`$, $`i=1,\mathrm{},k1`$, and $`x^0`$ lying in the interior of $`W_1`$;
* if $`d=2k+1`$ is odd, $`V`$ is a disjoint union of $`k`$ ovaloids $`W_1,\mathrm{},W_k`$, with $`W_i`$ contained in the interior of $`W_{i+1}`$, $`i=1,\mathrm{},k1`$, and $`x^0`$ lying in the interior of $`W_1`$, and a pseudo-hyperplane $`W_{k+1}`$ contained in the exterior of $`W_k`$.

Furthermore, in this case every (projective) line $`L`$ through $`x^0`$ intersects $`V`$ in $`d`$ distinct points.

The proof appears in Section 7.

### 5.3. Topological Properties of $`RZ`$ Polynomials

We list now some properties of $`RZ`$ polynomials, mostly of a topological nature, which are closely related to Theorem 5.2.

RZ Topological Properties

1. If two polynomials $`p_0,p_1`$ of degree $`d`$ in $`m`$ variables satisfy $`RZ`$ and $`p_0(0),p_1(0)>0`$, then there is a continuous path through $`RZ`$ polynomials of degree $`d`$ in $`m`$ variables from $`p_0`$ to $`p_1`$ with each polynomial $`p`$ in the path satisfying $`p(0)>0`$. Furthermore, we may assume that except for possibly the endpoints $`p_0,p_1`$, the polynomial $`p`$ defines a smooth projective real algebraic hypersurface.
2. If the polynomial $`p`$ satisfies $`RZ_{\stackrel{~}{x}^0}`$ for some point $`\stackrel{~}{x}^0`$ and $`p(\stackrel{~}{x}^0)>0`$, then $`p`$ satisfies $`RZ_{x^0}`$ for every interior point $`x^0`$ of $`𝒞_p(\stackrel{~}{x}^0)`$.
3. If $`p`$ is a $`RZ`$ polynomial with $`p(0)>0`$ then the algebraic interior $`𝒞_p`$ is convex (so a rigidly convex algebraic interior is in fact convex).
4. Suppose that there is a continuous path through polynomials of degree $`d`$ in $`m`$ variables from a polynomial $`p_0`$ to a polynomial $`p_1`$, such that each polynomial $`p`$ in the path defines a smooth projective real algebraic hypersurface and $`p(0)>0`$. Then if $`p_0`$ is a $`RZ`$ polynomial, so is $`p_1`$.
5. Suppose that there is a continuous path through polynomials of degree $`d`$ in $`m`$ variables from a polynomial $`p_0`$ to a polynomial $`p_1`$, such that each polynomial $`p`$ in the path including $`p_0`$ and $`p_1`$ defines a smooth projective real algebraic hypersurface. Assume that $`p_0`$ satisfies $`RZ_{x^0}`$ for some point $`x^0`$ and $`p(x^0)>0`$; then $`p_1`$ satisfies $`RZ_{x^1}`$ for some point $`x^1`$ and $`p(x^1)>0`$.

The proof appears in Section 7.

## 6. Generalizations

We now conjecture structure which extends that actually proved in this paper.

### 6.1. $`m>2`$

It is a natural question to which extent the converse side of our main results Theorem 2.2 and Theorem 3.1 extends to dimension $`m>2`$. A simple count of parameters shows that given a polynomial $`p(x_1,\mathrm{},x_m)`$ in $`m>2`$ variables, in general there do not exist $`d\times d`$ matrices $`L_0,\mathrm{},L_m`$ such that $`p(x)=det(L_0+x_1L_1+\mathrm{}+x_mL_m)`$ (here the polynomial has complex coefficients and the matrices are likewise complex). Thus we cannot expect a rigidly convex degree $`d`$ set in $`^m`$, $`m>2`$, to admit an LMI representation with $`d\times d`$ symmetric matrices. However the count of parameters does not preclude the existence of a pencil representation with matrices of a size larger than the degree. In fact we conjecture that

> A convex set $`𝒞`$ in $`^m`$ has an LMI representation if and only if it is rigidly convex.

### 6.2. LMI Lifts

Another practically important question (in the spirit of Nestrov and Nimmerovski \[NN94\] ) is

Question Find a test which insures that a convex set $`𝒞`$ in $`^m`$ lifts to some LMI representable set $`\stackrel{~}{𝒞}`$ in a possibly bigger space $`^{m+k}`$. That is, find neccesary and sufficient properties on a given set $`𝒞`$ in $`^m`$ which insure that there exists an LMI representable set $`\stackrel{~}{𝒞}`$ in $`^{m+k}`$ whose projection onto $`^m`$ equals the set $`𝒞`$?

No apriori restriction on such a $`𝒞`$ is appearent, either from theoretical considerations or from numerical experiments (done informally by Pablo Parrilo). Of course, $`𝒞`$ has to be a semi-algebraic set with a connected interior, which is equal to the closure of its interior. It is not clear whether $`𝒞`$ should be an algebraic interior as we defined it.

### 6.3. Convexity under Deformation is Ephemeral

Properties 4 and 5 in Section 5.3 imply that the convexity of a rigidly convex algebraic interior $`𝒞`$ is stable under deformation of the minimal defining polynomial $`p`$ as long as the projective real algebraic hypersurface defined by $`p`$ (the projective closure in $`^m()`$ of the Zariski closure of $`𝒞`$ in $`^m`$) remains smooth. We conjecture that this property characterizes rigidly convex algebraic interiors; more precisely, we make the following conjecture:

> Let $`𝒞_0=𝒞_{p_0}`$ be a convex algebraic interior of degree $`d`$ in $`^m`$ which is not rigidly convex and such that the polynomial $`p_0`$ defines a smooth projective real algebraic hypersurface. Then there exists a continuous path through polynomials of degree $`d`$ in $`m`$ variables from a polynomial $`p_0`$ to a polynomial $`p_1`$, such that each polynomial $`p`$ in the path defines a smooth projective real algebraic hypersurface and $`p(0)>0`$, and the algebraic interior $`𝒞_{p_1}`$ is not convex.

For more information about various connected components of the set of polynomials of degree $`d`$ in $`m`$ variables that define a smooth projective real algebraic hypersurface, see \[Viro86\].

## 7. Appendix: Proofs of Topological Properties

We first establish Property 1 of Section 5.3, and use it to prove Theorem 5.2. Then we establish Properties 25.

Proof of Property 1. This crucial arcwise connectivity property follows from the results of Nuij \[Nuij68\] on hyperbolic polynomials. Recall that a homogeneous polynomial $`P`$ in $`m+1`$ variables is said to be hyperbolic with respect to $`X^0=(X_0^0,X_1^0,\mathrm{},X_m^0)^{m+1}`$ if $`P(X^0)0`$ and for each $`X^{m+1}`$ all the zeroes $`\lambda `$ of $`P(X+\lambda X^0)`$ are real. It is called strictly hyperbolic if all the zeroes are furthermore simple for each $`X^{m+1}`$ (not a multiple of $`X^0`$), and it is called normalized if $`P(X^0)=1`$.

It is immediate that a polynomial $`p`$ in $`m`$ variables satisfies $`RZ_{x^0}`$ and $`p(x^0)0`$ for $`x^0=(x_1^0,\mathrm{},x_m^0)`$ if and only if its homogenization $`P`$ is hyperbolic with respect to $`X^0=(1,x_1^0,\mathrm{},x_m^0)`$. Notice that if $`P`$ is strictly hyperbolic, then necessarily $`p`$ defines a smooth projective real algebraic hypersurface $`V`$. 222 It will follow from Theorem 5.2 that the converse is also true — if $`p`$ defines a smooth projective real algebraic hypersurface $`V`$, then $`P`$ is strictly hyperbolic. For (as in the proof of Theorem 3.1) the zeroes of $`P(X+\lambda X^0)`$ correspond to intersections of the line through $`X`$ and $`X^0`$ with $`V`$; if $`X`$ were a singular point of $`V`$, the intersection multiplicity at $`X`$ of any line through $`X`$ with $`V`$ would be greater than 1 and the corresponding zero of $`P(X+\lambda X^0)`$ could not be simple.

Property 1 now follows from the following results of \[Nuij68\] (where the polynomials are of degree $`d`$ and are hyperbolic with respect to a fixed $`X^0`$): (a) the set of strictly hyperbolic homogeneous polynomials is open; (b) every hyperbolic homogeneous polynomial is the end point of an open continuous path of strictly hyperbolic homogeneous polynomials; (c) the set of normalized strictly hyperbolic homogeneous polynomials is arcwise connected. Notice that since $`X^0=(1,x_1^0,\mathrm{},x_m^0)`$, homogeneous polynomials which are divisible by $`X_0`$ form an affine subspace of codimension at least 2 in the affine space of homogeneous polynomials $`P`$ with $`P(X^0)=1`$; so the set of normalized strictly hyperbolic homogeneous polynomials which are not divisible by $`X_0`$ is still arcwise connected. $``$

Proof of Theorem 5.2, first direction. Assume that $`p_0`$ is a $`RZ`$ polynomial of degree $`d`$ in $`m`$ variables with $`p_0(0)>0`$ which defines a smooth projective real algebraic hypersurface $`V_0`$ in $`^m()`$. Let

$$p_1(x_1,\mathrm{},x_m)=(r_1^2x_1^2\mathrm{}x_m^2)\mathrm{}(r_k^2x_1^2\mathrm{}x_m^2)$$

if $`d=2k`$ is even, and

$$p_1(x_1,\mathrm{},x_m)=(r_1^2x_1^2\mathrm{}x_m^2)\mathrm{}(r_k^2x_1^2\mathrm{}x_m^2)(r_{k+1}x_1)$$

if $`d=2k+1`$ is odd, for some $`0<r_1<\mathrm{}<r_k<r_{k+1}`$. By Property 1, there exists a continuous path $`\{p_t\}_{0t1}`$ from $`p_0`$ to $`p_1`$ through $`RZ`$ polynomials of degree $`d`$ in $`m`$ variables such that $`p_t(0)>0`$ and $`p_t`$ defines a smooth projective real algebraic hypersurface $`V_t`$ in $`^m()`$ for each $`t`$. It follows from the Thom Isotopy Theorem (see \[BCR98, Theorem 14.1.1\] or \[AbRo67, Theorem 20.2\]) that there exists a homeomorphism $`H`$ of $`[0,1]\times ^m()`$ such that $`H_t=H|_{\{t\}\times ^m()}`$ is a homeomorphism of $`^m()`$ for every $`t`$, $`H_0=\mathrm{Id}_{^m()}`$, and $`H_t(V_0)=V_t`$. Therefore $`V_0`$ is isotopic to $`V_1`$, and $`V_1`$ by construction is a disjoint union of $`k`$ nested ovaloids if $`d=2k`$ and a disjoint union of $`k`$ nested ovaloids and a pseudo-hyperplane if $`d=2k+1`$, thus $`V_0`$ is also, as is required.

It remains only to show that $`0`$ is contained in the interior of the innermost ovaloid. Let $`x^t=H_t^1(0)`$; since $`p_t(0)>0`$ for all $`t`$, $`0V_t`$ and hence $`x^tV_0`$. Thus $`x^t`$ is a continuous path in $`^m()V_0`$. Since $`0`$ obviously belongs to the interior of the innermost sphere in $`V_1`$, it follows that $`x^1`$ belongs to the interior of the innermost ovaloid in $`V_0`$. Therefore so does $`x^0=0`$. $``$

Proof of Theorem 5.2, second direction. Assume now conversely that $`p`$ is a polynomial of degree $`d`$ in $`m`$ variables that defines a smooth projective real algebraic hypersurface $`V`$ in $`^m()`$ which is a disjoint union of $`k`$ nested ovaloids $`W_1,\mathrm{},W_k`$ if $`d=2k`$ and a disjoint union of $`k`$ nested ovaloids $`W_1,\mathrm{},W_k`$ and a pseudo-hyperplane $`W_{k+1}`$ if $`d=2k+1`$. Assume that $`X^0`$ is in the interior of $`W_1`$, and let $`L`$ be a (projective) line in $`^m()`$ through $`X^0`$.

It is obvious that there exists a pseudo-hyperplane $`W`$ contained in the exterior of the outermost ovaloid $`W_k`$ (just take the image of a hyperplane contained in the exterior of a sphere $`S`$ in $`^m()`$). Since the $`/2`$ fundamental class of $`W`$ coincides with that of a hyperplane, it follows that the $`/2`$ intersection number of $`L`$ and $`W`$ equals 1, hence $`LW\mathrm{}`$. Let $`XLW`$; in case $`d=2k+1`$ is odd we take $`W=W_{k+1}`$ and denote $`X^{k+1}=X`$.

The points $`X^0`$ and $`X`$ decompose the projective line $`L`$ into two closed intervals $`L_+`$ and $`L_{}`$. Each of $`L_\pm `$ is a continuous path between $`X^0`$ which lies in the interior of $`W_1`$ and $`X`$ which lies in the exterior of $`W_k`$; therefore $`L_\pm `$ intersects each of $`W_1,\mathrm{},W_k`$ in at least one point $`X_\pm ^1,\mathrm{},X_\pm ^k`$. Adding to these $`X^{k+1}`$ in case $`d=2k+1`$ is odd, we obtain $`d`$ distinct points of intersection of $`L`$ with $`V`$; since the defining polynomial $`p`$ of $`V`$ has degree $`d`$, $`LV`$ can contain at most $`d`$ points, so we conclude that $`LV`$ contains exactly $`d`$ distinct points $`X_\pm ^1,\mathrm{},X_\pm ^k`$ and (in case $`d=2k+1`$ is odd) $`X^{k+1}`$. This completes the proof. Notice that it follows that on $`L_\pm `$ we have the following picture: the interval $`[X^0,X_\pm ^1)`$ lies in the interior of $`W_1`$, the interval $`(X_\pm ^1,X_\pm ^2)`$ lies in the interior of $`W_2`$ intersection the exterior of $`W_1`$, …, the interval $`(X_\pm ^{k1},X_\pm ^k)`$ lies in the interior of $`W_k`$ intersection the exterior of $`W_{k1}`$, and the interval $`(X_\pm ^k,X]`$ lies in the exterior of $`W_k`$. $``$

Proof of Property 2. By Property 1, we may assume, using approximation, that the polynomial $`p`$ defines a smooth projective real algebraic hypersurface. The conclusion now follows immediately from Theorem 5.2. $``$

Proof of Property 3. We may assume, again, that the polynomial $`p`$ defines a smooth projective real algebraic hypersurface $`V`$ in $`^m()`$. By Theorem 5.2, $`V`$ is a disjoint union of $`k`$ nested ovaloids $`W_1,\mathrm{},W_k`$ if $`d=2k`$ and a disjoint union of $`k`$ nested ovaloids $`W_1,\mathrm{},W_k`$ and a pseudo-hyperplane $`W_{k+1}`$ if $`d=2k+1`$; $`X^0=(1,0,\mathrm{},0)`$ (we are using here projective coordinates) lies in the interior $``$ of $`W_1`$.

It is obvious that $`𝒞_p`$ is the closure of the connected component of $`X^0`$ in $`H_{\mathrm{}}`$ where $`H_{\mathrm{}}=\{X_0=0\}`$ is the hyperplane at infinity. We shall show that either $`H_{\mathrm{}}=\mathrm{}`$ in which case $`^m`$ is convex, or $`H_{\mathrm{}}`$ consists of two connected convex components in $`^m`$.

Before proceeding, let us notice that there exists a hyperplane $`H`$ in $`^m()`$ such that $`H=\mathrm{}`$. We may take $`H`$ to be the (projectivized) tangent hyperplane to $`V`$ at a point $`Y^0W_1`$. If $`H`$ contained a point $`Y`$ in $``$, then by Theorem 5.2 the line through $`Y`$ and $`Y^0`$ would intersect $`V`$ in $`d`$ distinct points; but since this line is contained in $`H`$ it has intersection multiplicity at least 2 with $`V`$ at $`Y^0`$, so it cannot intersect $`V`$ in more than $`d1`$ distinct points.

Let now $`Y^1,Y^2H_{\mathrm{}}`$. Let $`L`$ be the projective line through $`Y^1`$ and $`Y^2`$ and let $`X^{\mathrm{}}=LH_{\mathrm{}}`$. The two points $`Y^1`$ and $`Y^2`$ decompose the projective line $`L`$ into two closed intervals; the line segment between $`Y^1`$ and $`Y^2`$ in $`^m`$ is the interval that does not contain the point $`X^{\mathrm{}}`$. Notice that by the last sentence in the proof of Theorem 5.2, exactly one of the two intervals is contained in $``$; let us denote it by $`L_{}`$.

Assume that $`H_{\mathrm{}}=\mathrm{}`$. Then $`X^{\mathrm{}}`$ and therefore $`X^{\mathrm{}}L_{}`$. It follows that $`L_{}`$ is the line segment between $`Y^1`$ and $`Y^2`$ in $`^m`$, and $`^m`$ is convex.

If $`H_{\mathrm{}}\mathrm{}`$, let $`a_0X_0+a_1X_1+\mathrm{}+a_mX_m=0`$ be a hyperplane in $`^m()`$ that does not intersect $``$. Let $`_+`$ and $`_{}`$ be the nonempty open subsets of $`H_{\mathrm{}}`$ where $`X_0/(a_0X_0+a_1X_1+\mathrm{}+a_mX_m)>0`$ and $`X_0/(a_0X_0+a_1X_1+\mathrm{}+a_mX_m)<0`$, respectively. We shall show that $`_+`$ and $`_{}`$ are convex subsets of $`^m`$, thereby completing the proof. It is enough to show that if the line segment between $`Y^1`$ and $`Y^2`$ in $`^m`$ is not contained in $``$ and say $`Y^1_+`$, then necessarily $`Y^2_{}`$.

Assume then that the line segment between $`Y^1`$ and $`Y^2`$ in $`^m`$ is not contained in $``$. This means that this line segment is not $`L_{}`$, so $`X^{\mathrm{}}L_{}`$. It is now immediate that the function $`X_0/(a_0X_0+a_1X_1+\mathrm{}+a_mX_m)`$ on $`L_{}`$ changes its sign at $`X^{\mathrm{}}`$. $``$

Proof of Property 4. This follows immediately from the facts that a limit of $`RZ`$ polynomials is a $`RZ`$ polynomial (see the last sentence in the proof of Theorem 3.1), that a $`RZ`$ polynomial $`p`$, $`p(0)>0`$, defines a smooth projective real algebraic hypersurface if and only if its homogenization $`P`$ is strictly hyperbolic (with respect to $`X^0=(1,0,\mathrm{},0)`$), and that the set of strictly hyperbolic homogeneous polynomials is open \[Nuij68\]. $``$

(We could also prove Property 4 by using Theorem 5.2 and an isotopy argument, like the proof of Property 5 below.)

Proof of Property 5. By Thom Isotopy Theorem, smooth projective real algebraic hypersurfaces $`V_0`$ and $`V_1`$ in $`^m()`$ defined by the polynomials $`p_0`$ and $`p_1`$ respectively are isotopic; the result now follows from Theorem 5.2. $``$

## 8.  Thanks

We are grateful to Bernd Sturmfels for suggesting this problem and to Pablo Parrilo for discussions bearing on possible extensions of these results.

Thanks for Helton’s support are due to the NSF, DARPA, and the Ford Motor company.

Thanks for Vinnikov’s support are due to the Israel Science Foundation.

NOT FOR PUBLICATION


text:
# Fluctuations Do Matter: Large Noise-Enhanced Halos in Charged-Particle Beams

## Abstract

The formation of beam halos has customarily been described in terms of a particle-core model in which the space-charge field of the oscillating core drives particles to large amplitudes. This model involves parametric resonance and predicts a hard upper bound to the orbital amplitude of the halo particles. We show that the presence of colored noise due to space-charge fluctuations and/or machine imperfections can eject particles to much larger amplitudes than would be inferred from parametric resonance alone.

Beam loss is a major concern for high-current light-ion accelerators such as are needed to drive high-intensity spallation neutron sources. Just a tiny impingement, $``$1 nA m-1GeV-1, could generate radioactivation that would preclude routine, hands-on maintenance jameson96 . For a 1 mA, 1 GeV light-ion beam, i.e., for baseline beam parameters of the Spallation Neutron Source (SNS) presently under construction sns03 , this criterion translates to just 1 in $`10^6`$ particles lost per meter, a quantity that scales linearly with average beam current. Accordingly, a comprehensive understanding of beam-halo formation is imperative.

Early efforts to identify the fundamental mechanisms of halo formation centered on the use of a ‘particle-core’ model yjchen ; oconnell93 ; gluckstern94 . The basic recognition was that if a uniform-density core is made to pulsate, particles that initially lay outside the core and that resonate with its pulsations could reach large amplitudes and form a ‘halo’. This led to the identification of parametric resonance as the essential mechanism of halo formation. A key feature of parametric resonance in the context of the particle-core model is a hard upper bound to the amplitude that a halo particle can reach oconnell93 . Because the particle’s orbital frequency is a function of its amplitude, at sufficiently large amplitude the particle falls out of resonance with the core and thereby its amplitude ceases from growing further. The prospect that the beam halo is ‘self-collimating’ has led to hope that aperture requirements for beamline components might be modest. Smaller apertures are preferred in that, for example, they favor higher-efficiency operation of the accelerating cavities. In turn, a wealth of studies and a large body of literature has developed over the past ten years that has centered on deciphering the maximum halo amplitude. Refs. okamoto97 ; gluckstern98 ; ikegami99 ; ikegami299 ; qiang00 ; wang00 ; jeon02 ; allen02  constitute a small sample; Ref. allen02  documents a recent halo experiment and alludes to a maximum amplitude, though that amplitude could not be measured.

An urgent question is whether there is any physics not included in the particle-core model that could significantly influence the maximum particle amplitude. One feature that is unavoidable in real accelerators but is commonly overlooked in simulations is the presence of noise. The noise will manifest itself by way of the electromagnetic fields external to the beam, which then self-consistently influence the beam’s evolving space-charge potential. Noise sources could include hardware irregularities that establish fluctuating image-charge forces, jitter in power supplies, misalignments and/or asymmetries of beamline components, etc. In the context of simulations, it could also include details in the space-charge potential that the simulation cannot model precisely. A charged particle will experience all of the noise inherent to the total potential. Moreover, the noise will generally comprise a superposition of ‘colored’ noise, i.e., that for which the autocorrelation time is nonzero. For example, the autocorrelation time of noise in the collective space-charge potential could be short, say of the order of a plasma period, whereas for hardware irregularities/misalignments it could be long, say several betatron (orbital) periods. Herein, by generalizing simple particle-core models to include noise, we show that the presence of colored noise can potentially boost statistically rare particles to ever-growing amplitudes by continually kicking them back into phase with the core oscillation.

Following the ground-breaking work that introduced the particle-core model oconnell93 ; gluckstern94 , we consider particles on radial orbits through an infinitely long, axially symmetric, uniform-density beam ‘core’ that pulsates at a single frequency due to an imbalance, i.e., mismatch, between the repulsive, collective space-charge force and the confining external focusing force. The core radius oscillates according to an equation of motion for the beam envelope. Upon linearizing the envelope equation in terms of the core-oscillation amplitude, one finds the solution $`R(t)=R\left[1+(M1)\mathrm{cos}\omega t\right]`$, wherein $`\omega `$ is the core-oscillation angular frequency and $`M=R(0)/R`$ is the mismatch parameter, i.e., the ratio of initial-to-matched core radii. For the uniform-density core, i.e., zero-temperature beam, the core-oscillation frequency is $`\omega =\sqrt{2}\mathrm{\Omega }`$, where $`\mathrm{\Omega }`$ denotes the external focusing angular frequency. The particle orbits are governed by the dimensionless equation of motion

$$\ddot{x}+x\left[1\frac{\mathrm{\Theta }(1|x|)}{\left[1+(M1)\mathrm{cos}\omega t\right]^2}\frac{\mathrm{\Theta }(|x|1)}{x^2}\right]=0;$$
(1)
the transverse coordinate $`x`$ is normalized to the radius $`R`$ of the matched, hence stationary, beam; time is multiplied by $`\mathrm{\Omega }`$ which means all frequencies are expressed as multiples of $`\mathrm{\Omega }`$; and $`\mathrm{\Theta }(u)`$ is the Heaviside step function. The second and third terms in square brackets govern the motion of the particle when it is inside and outside the core, respectively. This model will henceforth be called “Model I”.

Because Model I is strictly one-dimensional and contains a discontinuity in the form of a step function, we shall also study a second model for which the unperturbed beam is a spherically symmetric configuration of thermal equilibrium (TE) computed in Ref. bohn03 . The dimensionless equation of motion for this model, henceforth called “Model II”, is

$`\ddot{𝐱}`$ $`=`$ $`\mathrm{\Psi };\mathrm{\Psi }=\mathrm{\Psi }_0+\mathrm{\Psi }_1;`$
$`\mathrm{\Psi }_0`$ $`=`$ $`{\displaystyle \frac{1}{2}}\mathrm{\Omega }^2r^2+\mathrm{\Phi }(r),\mathrm{\Psi }_1=\mu \mathrm{\Phi }(r_1)\mathrm{sin}\omega t,`$
$`r`$ $`=`$ $`\sqrt{x^2+y^2+z^2},r_1=\sqrt{0.8(x^2+y^2)+z^2};`$ (2)
in which the external focusing angular frequency is $`\mathrm{\Omega }=1.0001/\sqrt{3}`$. As explained in Ref. bohn03 , the coordinates and time are measured in units of Debye length and inverse plasma angular frequency, so the normalization differs from that of Model I. The self-potential $`\mathrm{\Phi }(r)`$ corresponds to “intermediate space charge”; the associated density drops with radius over a length scale comparable to that of the quasi-uniform core. The potential $`\mathrm{\Psi }_1`$ is a prolate spheroidal perturbation whose strength corresponds to the parameter $`\mu `$.

To Models I and II we add fluctuations in the form of Gaussian colored noise such that $`\omega \omega (t)=\omega _0+\delta \omega (t)`$, with $`\delta \omega (t)`$ sampling an Ornstein-Uhlenbeck process. Its first two moments fully determine the statistical properties of the noise:

$$\delta \omega (t)=0,\delta \omega (t)\delta \omega (t_1)\mathrm{exp}(|tt_1|/t_c),$$
(3)
in which $`t_c`$ denotes the autocorrelation time. To keep the models simple, we are choosing to add the noise to the core-oscillation frequency; however, we have also confirmed that adding colored noise to the external focusing frequency does not significantly change the results.

After generating a colored-noise signal using an algorithm first presented in Ref. pogorelov99 , we calculate $`|\delta \omega |`$ which becomes a measure of the noise strength. The influence of noise on halo formation should in principle depend on its strength and its autocorrelation time. For two choices of autocorrelation time, $`t_c=1.5\tau `$ and $`12\tau `$, $`\tau `$ denoting the orbital period of a typical halo particle, we investigated a broad range of strengths, specifically $`10^5|\delta \omega |1`$, with the goal of ascertaining to what extent the results may be regarded as generic. Manifestations of colored noise that a particle might see are illustrated in Fig. 1, which is provided as an aid toward conceptualizing the physical meaning of the noise parameters. Shown there are manifestations of noise for a fixed strength $`|\delta \omega |=0.01`$ with $`t_c=1.5\tau `$ and $`12\tau `$, and for $`|\delta \omega |=0.1`$ with $`t_c=12\tau `$.

In a real beam each individual particle will have its own distinct initial conditions and thus experience a manifestation of the noise that differs from that seen by each of the other particles. For example, in the axisymmetric Model I, each particle initially occupying a thin annulus centered at radius $`x(0)`$ will experience noise differing from that seen by each of the other particles initially in that annulus because the particles start at different angular coordinates. The same is true for particles initially occupying a spherical shell centered on radius $`r(0)`$ in Model II. Accordingly, we adopted a ‘survey strategy’. Upon choosing initial conditions $`x(0)`$ and $`r(0)`$ for Eqs. (1) and (2), respectively, and for a specific choice of noise parameters, we sequentially computed 10,000 orbits, each experiencing its own random manifestation of the colored noise, and we catalogued the maximum amplitudes of these orbits. We set the initial conditions of the orbit in Model I at $`x(0)=1.20`$, $`\dot{x}(0)=0`$, and in Model II at $`r(0)=1.23`$, $`\dot{r}(0)=0`$. In the unperturbed TE sphere of Model II, and for realistic proton beam parameters, there are $`4\times 10^9`$ particles per bunch, i.e., $`0.6`$ nC kandrup03 . There are $`3\times 10^4`$ particles in the range $`r=1.23\pm (0.5\times 10^4)`$, a thin spherical shell centered on $`r(0)`$ and located well into the Debye tail of the bunch. Accordingly, the chosen sample size is realistic.

For Model I, we examine three values of the mismatch parameter: $`M=1.5,\mathrm{\hspace{0.33em}1.3},\mathrm{\hspace{0.33em}1.1}`$. Orbits are computed from Eq. (1) first without, then with, the noise of Eq. (3) using a variable-time-step integrator. For zero noise, the maximum orbital amplitude $`|x_{max}|`$ does have a hard upper bound in keeping with parametric-resonance arguments, and the upper bound depends on the core-oscillation frequency $`\omega _0`$. As Fig. 2 shows, the particle can reach relatively large amplitudes for a wide range of frequencies $`\omega _0`$, a consideration that can be important in the context of higher-order space-charge modes and harmonics. For nonzero colored noise, we present results for which the core-oscillation frequency is fixed at $`\omega _0=\sqrt{2}`$, the value obtained from the linearized equation for the motion of the beam envelope. By design, then, Model I is a direct generalization of the particle-core model introduced in Ref. oconnell93 ; we found that different choices of $`\omega _0`$ do not change the essential findings.

For specified noise parameters, we consider the one particle out of the sample of 10,000 that reaches the largest amplitude during the integration time of 80$`\tau `$, a time that is representative of the transit time through a 1 GeV proton linac. Results for $`M=1.5`$ and fixed $`t_c=12\tau `$ are provided in the top panel of Fig. 3, in which $`|x_{max}|`$ versus $`|\delta \omega |`$ is plotted; results for $`M=1.3,\mathrm{\hspace{0.33em}1.1}`$ are qualitatively similar. The figure also shows the average $`|x_{max}|`$ reached by particles in the sample. One sees that over a broad range of noise strengths, rare particles are ejected to larger amplitudes relative to the parametric resonance alone. For example, a mere 1$`\%`$ fluctuation in the core-oscillation frequency more than doubles the maximum amplitude reached compared to the case of zero noise. Interestingly, we found for $`t_c=1.5\tau `$ that the results are very similar.

For the analysis of Model II, we fix the perturbation parameter at $`\mu =0.5`$. Just as in Model I, with zero noise the particle can reach relatively large amplitudes for a wide range of frequencies $`\omega _0`$, as Fig. 2 shows. For specified noise parameters, we present in the bottom panel of Fig. 3 results for which $`\omega _0=1.7`$, a completely arbitrary choice of driving frequency; different choices of $`\omega _0`$ do not change the essential findings. Models I and II are distinctly much different, yet the results make clear that the influence of the noise on the maximum orbital amplitudes in these models is nearly identical. This is a remarkable finding in that we constructed Model II ad hoc, with no predisposition toward matching the results of Model I. Accordingly, the influence of colored noise on particle orbits, and in particular its role in generating large distended halos in time-dependent potentials, appears to be generic. Moreover, the collection of findings suggests that the formation of these halos is not particularly sensitive to details in either the governing potential or the noise.

If the number of particles in the sample is increased with all else being the same, then the largest amplitude reached by the single special particle increases. As Fig. 4 indicates, once the sample size is sufficiently large, the maximum amplitude grows quasi-logarithmically with increasing sample size. Only in this restricted sense, and for fixed noise parameters and fixed integration time, may it safely be said that there is an upper bound to the halo dimension. This particular point has actually been observed, but heretofore unexplained, in massive parallelized beam-dynamics simulations of an earlier design of the SNS linear accelerator that included a number of machine imperfections qiang01 . In runs involving $`10^4`$, then $`10^5`$, then $`10^6`$, then $`10^7`$ simulation particles, the maximum extent of the halo increased, but it seemed to approach a limiting value with runs above $`10^8`$ particles, a large number whose value generally depends on the details of the potential. Inasmuch as these runs were self-consistent, the phenomenology they reflect is suggestive of the influence of increasingly fine resolution of details in the potential that are beyond the scope of a simple particle-core model. They also exemplify that a large number of particles is needed to discern the impact of these details on halo formation and structure.

If the integration time is extended indefinitely, as might be physically representative of a storage ring, for example, then there are statistically rare orbits that continue to grow to seemingly unlimited amplitudes. Examples of such orbits in Models I and II appear in Fig. 5. These long-time orbits exemplify that there is in principle no upper bound to the halo amplitude in the presence of colored noise.

It remains, of course, to explore further the extent to which this phenomenology applies in real machines. Doing so will involve further simulations of beams in real beamlines; as we have seen, machine imperfections will matter. One possibly fruitful approach is to extract the coarse-grained, time-dependent potential from the simulations and then add noise and pursue a statistical analysis of test particles in parallel to what we have done here. Alternatively, the colored noise may be built directly into the simulation itself, although the simulation will then need to incorporate a sufficiently large number of particles to garnish enough statistics on the halo population. A realistic manifestation of the colored noise would need to reflect the machine design, i.e., by properly including imperfections in the fields and hardware alignment, and details of the evolving space-charge potential such as a sufficiently detailed mode spectrum. Of course, as the beam is accelerated and becomes relativistic, space charge and its attendant parametric resonance will become decreasingly important, and growth of the halo will thereby be curtailed.

As a relevant aside, we also analyzed this mechanism in the context of a self-gravitating stellar system for which environmental noise from surrounding galaxies will self-consistently influence the dynamics. Specifically, we considered a perturbed Plummer model, a configuration for which the unperturbed collective potential scales as $`(1+r^2/3)^{1/2}`$ binney , and we applied the same procedure described herein for Model II. Though it is a restoring force, gravity is so weak that, combined with the noise, only a relatively tiny oscillatory perturbation suffices to pump stars to very large amplitudes. The main point, the generality of which is highlighted by the addition of this ‘gravitational’ example, is that colored noise combined with parametric resonance will drive a statistically small number of particles to much larger amplitudes than parametric resonance can do on its own. The formation of distended halos is thus a general byproduct of collective relaxation of nonequilibrium Coulomb systems.

This work was supported by the Department of Education under Grant G1A62056.


text:
# Energy levels and lifetimes of Nd IV, Pm IV, Sm IV, and Eu IV

## I introduction

Magnetic properties of garnets are mostly due to unpaired 4f-electrons of the rare earth elements which are present in the garnets as triply-ionized ions (see, e.g. Paoletti (1978)). Our interest in magnetic garnets was initially driven by proposals to use gadolinium gallium garnet and gadolinium iron garnet to measure the electron electric dipole moment (EDM) Lamoreaux (2002); Hunter . In our earlier works we performed calculations to relate the electron EDM to measurable values Kuenzi et al. (2002); Buhmann et al. (2002). It turned out, in particular, that the value of the EDM enhancement factor is sensitive to the energy interval between the ground state configuration $`4f^7`$ and excited configuration $`4f^65d`$ of Gd3+. The lack of experimental data on the Gd3+ spectra produced an initially large uncertainty which we were able to overcome by performing ab initio calculations of the Gd3+ energy levels Dzuba et al. (2002).

While gadolinium garnets seem to be the best choice for the EDM measurements Lamoreaux (2002); Hunter , other garnets may also be useful for the measurements of the T,P-odd effects (EDM, nuclear anapole moment, etc.). Therefore, knowing the spectra of triply-ionized rare earth elements would be useful for future analysis. Unfortunately, the corresponding experimental data is very poor. In the present paper we calculate energy levels of the two most important configurations $`4f^{n+1}`$ and $`4f^n5d`$ for all rare-earth atoms for which corresponding experimental data is not available. This includes Nd IV ($`n`$=2), Pm IV ($`n`$=3), Sm IV ($`n`$=4) and Eu IV ($`n`$=5), but excludes Gd IV for which calculations were done previously Dzuba et al. (2002).

In the present paper, as in the earlier one Dzuba et al. (2002), we consider free ions only. Effects of the garnet environment on the energy levels of rare earth ions were considered by Dorenbos (2000) and can probably be used to extrapolate the spectra obtained here to the garnet environment. In any case, the spectra of free rare earth ions have their own significance.

We also perform calculations for doubly-ionized ions of rare earth elements Pr, Nd and Sm, which have the same electronic structure as triply ionized Nd, Pm and Eu, respectively. Since experimental spectra are available for the Pr III, Nd III and Sm III comparison of theoretical energies with experiment allowed us to control the accuracy of our calculations.

A comprehensive set of theoretical data for the $`4f^{n+1}`$ \- $`4f^n5d`$ transitions including comparisons with data recommended by the National Institute of Standards and Technology (NIST) Martin et al. (1978) is given in Tables I-IX of the accompanying EPAPS document EPA .

## II Calculation of energies

Calculations in this paper are similar to those of our previous paper Dzuba et al. (2002). We use our relativistic Hartree-Fock and configuration interaction (RCI) codes as well as a set of computer codes written by Cowan (1981) and freely available via the Internet cod .

We start our calculations from the relativistic Hartree-Fock method. Since we are dealing with open-shell systems with a fractionally occupied $`4f`$ shell, the Hartree-Fock procedure needs to be further specified. We perform calculations in the $`V^N`$ approximation, which means that all atomic electrons contribute to the Hartree-Fock potential. The contribution of the fully-occupied $`4f`$ shell is multiplied by a weighting factor $`q/2(2l+1)`$ were $`q`$ is the actual occupation number and $`l=3`$ is the angular momentum. When the $`4f`$ orbital itself is calculated, the weighting factor is further reduced to $`(q1)/(2(2l+1)1)`$. Although the calculations are relativistic and the $`4f_{5/2}`$ and $`4f_{7/2}`$ states are different, we use the same weighting factor for both states. We also need the $`5d_{3/2}`$ and $`5d_{5/2}`$ states for the $`4f^{n1}5d`$ configuration. These states are calculated in the field of a frozen core from which one $`4f`$ electron is removed. This corresponds to the weighting factor $`(q1)/2(2l+1)`$ for the contribution of the $`4f`$ electrons to the Hartree-Fock potential.

We now have four basis states $`4f_{5/2},\mathrm{\hspace{0.17em}4}f_{7/2},\mathrm{\hspace{0.17em}5}d_{3/2}`$ and $`5d_{5/2}`$ for the configuration interaction (CI) calculations. A calculation with these basis states and the standard CI procedure underestimates the energy interval between the $`4f^n`$ and $`4f^{n1}5d`$ configurations. As shown by Savukov et al. (2003), this underestimate is due to the core polarization by the field of external electrons. In Ref. Savukov et al. (2003), correlation corrections to the energy of an external electron in Ce IV or Pr V in the $`4f`$ or $`5d`$ state were calculated to third order in many-body perturbation theory. It was found that core polarization increased the $`4f`$-$`5d`$ energy interval by about 20000 cm-1, bringing theoretical energies into very good agreement with the experiment. Similar energy shift of about 18000 cm-1 between the $`4f^7`$ and $`4f^65d`$ configurations of Gd IV were introduced “by hand” into the calculations with the Cowan code Dzuba et al. (2002).

We use a somewhat different approach in our RCI calculations, where we simulate core polarization by adding a polarization correction

$$\delta V=\frac{\alpha }{2(a^4+r^4)},$$
(1)
to the HF potential in which the $`5d`$ state is calculated. Here $`\alpha `$ is polarizability of an ion in the $`4f^n`$ configuration, $`a`$ is a cut-off parameter introduced to remove the singularity in the origin. We use $`a=a_B`$ and treat $`\alpha `$ as a fitting parameter. Its values for different ions were chosen to fit energy levels of doubly ionized ions and the same values of $`\alpha `$ were used for triply ionized ions with the same electronic structure. Fine tuning the energies leads to slightly different values of $`\alpha `$ for different ions. The value $`\alpha =0.5a_B^3`$ was used when data for the fine tuning was insufficient.

Core polarization modifies both the $`4f`$ and $`5d`$ states of an external electron; therefore, it would be better to modify both. However, to obtain correct energy intervals it is sufficient to modify either $`4f`$ or $`5d`$. Since the $`4f`$ orbitals are used for both the self-consistent Hartree-Fock calculations and the CI calculations, it is simpler to modify the $`5d`$ states only. As demonstrated previously, Dzuba et al. (2002), this procedure works very well for Eu III and Gd IV. Therefore, we use it for other rare earth ions as well.

There is one further fitting procedure in the RCI calculations. We scale Coulomb integrals of second multipolarity by introducing a factor $`f_2=0.8`$ before all such integrals. This scaling imitates the effect of screening of the Coulomb interaction of valence electrons by core electrons Dzuba et al. (1996). The value of the factor was chosen to fit energy intervals within the $`4f^{n1}5d`$ configuration of doubly ionized ions, where experimental data was available. The same screening factor was then used for all other ions.

Calculations using the Cowan atomic structure code cod , which is also a configuration-interaction method (although in its non-relativistic realization), are similar to the RCI calculations. We use parameters available in the Cowan code to fit the known energies. One of these parameters $`f_2`$ scales the Coulomb integrals similar to what was done in the RCI calculations. We use the factor $`f_2=0.85`$, which is very close to the value (0.8) used in the RCI calculations. Another parameter $`f_{LS}=0.9`$, which scales the $`LS`$ interaction, is chosen to fit the fine structure of doubly ionized ions. Finally, the average energy of the ground state configuration was shifted by hand to fit the energy intervals between the $`4f^n`$ and the $`4f^{n1}5d`$ configurations. Note that this extra energy shift is due to correlation between core and valence electrons. The value of this shift is different for doubly and triply ionized ions. It follows that the Cowan code alone cannot be used to make predictions of the energy interval between the $`4f^n`$ and the $`4f^{n1}5d`$ configurations. On the other hand, the procedure based on formula (1) works well with the same parameters for both ions. Actually, energy shifts for triply-ionized ions used in the Cowan code were chosen to fit the results of the RCI calculations. These shifts are 7000 cm-1 for Nd IV, 9000 cm-1 for Pm IV, 10000 cm-1 for Sm IV, and 12000 cm-1 for Eu IV.

## III results

In Table 1, we present energies and corresponding Landé $`g`$-factors for some states of the $`4f^{n+1}`$ and $`4f^n5d`$ configurations of Nd IV ($`n`$ = 2), Pm IV ($`n`$ = 3), Sm IV ($`n`$ = 4), and Eu IV ($`n`$ = 5). For the $`4f^n5d`$ states we also present lifetimes $`\tau `$ calculated by the Cowan code. There are two sets of theoretical energies: RCI energies ($`E^R`$) and Cowan code energies ($`E^C`$). For the $`4f^{n+1}`$ states we also present experimental energies ($`E^N`$) from Ref. Martin et al. (1978). Note, that there are no experimental data for the $`4f^n5d`$ states of these ions.

The Landé $`g`$-factors presented in the table are useful for correct identification of the states. We present $`g`$-factors as they are calculated by both RCI and the Cowan code, together with the non-relativistic values, i.e., those obtained assuming pure $`LS`$ coupling. The identification of states is usually easy for low states; however, states higher in the spectrum are strongly mixed, making level identification difficult, if not impossible.

Lifetimes of the $`4f^n5d`$ states presented in the table are calculated with the Cowan code, considering all possible electric dipole transitions to lower states of the ground-state configuration $`4f^{n+1}`$. Note that these calculations do not include core polarization and correlation effects. However, as shown in our calculations for Eu III and Gd IV Dzuba et al. (2002), these effects are very important. For example, they change the lifetimes of Eu III and Gd IV states calculated in the Cowan code by a factor of 3.6. Similar corrections should be expected for other rare-earth ions. Thus, we believe that the lifetimes of the $`4f^n5d`$ states of Nd IV, Pm IV, Sm IV, and Eu IV in the Table 1 are too small by a factor of 3 or 4.

More detailed theoretical results, together with comparisons with available experimental data, are presented in the accompanying EPAPS document EPA . Tables I - IV of EPA  give more detailed data for Nd IV, Pm IV, Sm IV, and Eu IV, respectively. Tables V - VII of EPA  give more detailed comparison with experiment for the ions Pr III, Nd III and Sm III. Experimental data for these ions is sufficient for a reliable control of the accuracy of the calculations. The doubly-ionized ion Pr III has the same electronic structure as triply-ionized Nd IV. Similarly, the electronic structure of the pairs Nd III, PM IV and of the pairs Sm III, Eu IV is identical. Our calculational scheme can be roughly described as choosing parameters for a doubly ionized ion and then running the programs with the same parameters for the triply-ionized ion with the same electronic structure. Unfortunately, since there are no experimental data for the Pm III ion, we have no similar control of calculations for SM IV. Our confidence in the results for the Sm IV ion is based on the fact that the same procedure is used for all ions and very little adjustment of parameters is needed to move from one ion to another.

## IV conclusion

In summary, systematic Hartree-Fock and relativistic configuration interaction studies of energy levels and lifetimes of triply-ionized rare-earth elements in the $`4f^{n+1}`$ and $`4f^n5d`$ configurations have been presented. The results of calculations using two different sets of computer codes for Nd IV, Pm IV, Sm IV, and Eu IV are in good agreement with one another and with experiment for the levels of the ground state configuration $`4f^{n+1}`$. Our confidence in the accuracy of energy levels of the excited configuration $`4f^n5d`$ is based on similar calculations for Pr III, Nd III, and Sm III, for which sufficient experimental data is available.

###### Acknowledgements.

We are thankful to O. P. Sushkov for attracting our attention to the problem. One of the authors (V.D.) is grateful to the Physics Department of the University of Notre Dame for the hospitality and support during his visits in March and June of 2003. The work of W.R.J. was supported in part by National Science Foundation Grant No. PHY-01-39928. U.I.S. acknowledges partial support by Grant No. B516165 from Lawrence Livermore National Laboratory.