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# Intrinsic and extrinsic inhomogeneities in mixed-valence manganites

## Abstract

It is suggested that extrinsic inhomogeneities in mixed-valence manganites deserve more attention and they should be taking into account on equal footing with hypothetical phase separation while examinating experimental data and developing the theoretical models of influence of stoichiometric and other types of inhomogeneities on properties of these and other transition-metal oxides.

The structural, magnetic and electron transport properties of mixed-valence manganites of the type R1-xAxMnO3 (where R is a rare-earth element, A a divalent alkaline-earth element) attracted much attention of scientific community in the last decade (see reviews ramirez ; coey ; dagotto ; nagaev ; kim ; dagotto1 ). The interest is caused by observation of huge negative magnetoresistance (MR) near the Curie temperature, $`T_c`$, of the paramagnetic-ferromagnetic transition for manganites with $`0.2x0.5`$. This phenomenon was called “colossal” magnetoresistance (CMR) and is expected to be used in advanced technology. The unique properties of mixed-valence manganites are determined by complex spin, charge and orbital ordered phases, and, therefore, are of great fundamental interest for physics of strongly correlated electrons. At present time, it is believed that one of the key feature of manganites is their intrinsic inhomogeneities in the form of coexisting competing ferromagnetic and antiferomagnetic/paramagnetic phases dagotto ; nagaev ; dagotto1 . This phenomenon is generally called “phase separation”. In Refs. dagotto ; dagotto1 , theoretical computational models were developed for two cases: (1) Electronic phase separation which implies nanocluster coexistence. (2) Disorder-driven phase separation which leads to rather large (micrometer size) coexisting clusters. Existence of the nanoscale as well as micrometer size inhomogeneities in manganites were corroborated experimentally (see Refs. dagotto ; nagaev ; dagotto1  and references therein). Some other examples of the phase-separation models can be found in Refs. nagaev ; mathur ; sboychak ; iad ; yukalov  (actually, there is a vast literature on the subject, but it can not be cited more fully in this short communication). On the basis of this, it is hoped to explain transport and magnetoresistive properties (including CMR) of manganites taking into account the phase separation effects.

In spite of enormous theoretical and experimental activity in the area of the phase separation in manganites, many questions (sometimes rather simple and naive) remain open. Intrinsic inhomogeneities are believed to arise for thermodynamical reasons so that relative fraction of competing phases should depend on temperature, pressure, and magnetic field. The known experimental studies give numerous (predominantly indirect though) evidences of structural and magnetic inhomogeneities in manganites, but are they in all cases intrinsic? The point is that in all manganites the extrinsic inhomogeneities are inevitably present (even in single crystal samples). Extrinsic inhomogeneities arise due to various technological factors in the sample preparation. They can cause chemical-composition inhomogeneity (first of all in the oxygen content), structural inhomogeneities (polycrystalline or even granular structure), strain inhomogeneities and so on. It is easy to find in literature a lot of experimental studies in which finding of phase separation effects is proclaimed, but the interpretations are often doubtful. In such cases the effects of technological inhomogeneities are quite obvious or, at least, can not be excluded. In some cases the magnetic inhomogeneities, induced by extrinsic reasons, can depend significantly on temperature, pressure and magnetic field as well, and their apparent influence on magnetic and transport properties of mixed-valence manganites may agree generally with that of predicted by some of the numerous phase-separation theoretical models. It should be noted, however, that a quantitative comparison of the known models with experiment is practically impossible (or is too ambiguous).

Consider shortly the main sources of extrinsic inhomogeneities. Mixed-valence manganites are complex perovskite-like oxides consisting of, at least, four elements. Their properties are very sensitive to crystal imperfections, especially to the structural, composition and other types of inhomogeneity in crystal lattice. The crystal perfection (and corresponding level of inhomogeneity) depends strongly on method of preparation, and on preparation conditions for the given method. In rough outline, the following methods of manganite growth are used: 1) thin film growth (mostly with pulsed-laser deposition method); 2) solid-state reaction method; 3) floating zone method.

Thin manganite films can be prepared highly oriented or even single-crystal epitaxial with fairly perfect crystal lattice. The highest values of magnetoresistance were observed in thin films. But it should be taken into account that films are always in an inhomogeneous strained state due to inevitable substrate-film lattice interaction, that induces, as a rule, a considerable magnetic and magnetoresistance anisotropy belev . Due to strained state, some other film properties (among other things, the value of $`T_c`$) can be quite different from these of bulk materials.

Consider some examples of extrinsic inhomogeneities in films. A comprehensive and thorough study (with high-resolution electron microscopy) lebedev  of epitaxial La1-xCaxMnO3 ($`x0.30.35`$) films grown on SrTiO3 substrate has revealed that close to substrate a perfectly coherent strained layer is formed, above which crystal blocks with columnar structure grow; these blocks and boundary regions between them accomodate the lattice mismatch between substrate and film. Boundary regions between the blocks (domains) are non-stoichiometric, having deficiency of oxygen and of lanthanum. Similar results are found in Ref. lu , where secondary-phase non-stoichiometric rods were found in La0.7Ca0.3MnO3 films grown on LaAlO3 and SrTiO3 substrates. The films have a domain structure, in which the rods are believed to be responsible for relieving stress during film growth. Magnetic force microscopy study of pulsed laser deposited La1-xSrxMnO3 ($`x=`$0.23 and 0.3) films soh  have revealed local FM regions at temperature above the $`T_c`$ of the film. These regions with higher $`T_c`$ were found around the grain boundaries and attributed to the local variation of strain in film. The above examples show that even epitaxial films, prepared at optimal conditions, have inhomogeneous strains and a local non-stoichiometry, that can play a significant role in transport and magnetoresistive properties of thin films.

The solid-state reaction (SSR) technique enables preparing ceramic or polycrystalline samples. The crystal quality (and, therefore, resistive, magnetoresistive and magnetic properties) of the SSR samples depends in crucial way on preparation conditions, especially on sintering and annealing temperature. In samples prepared with optimal sintering temperature, a fairly sharp resistive and magnetic transitions near $`T_c`$ are observed; whereas, quite different resistive and magnetization behavior is seen for samples with the same nominal composition, but prepared at low temperature joy . This is to be attributed to composition and structure inhomogeneity of samples sintered at low temperatures. In all preparation conditions, however, SSR samples are always polycrystalline and contain inevitably at least one source of inhomogeneity: grain boundaries regions. These are regions of structural, magnetic and stoichiometric disorder, and, therefore, they have different conducting and magnetic properties as compared with these inside the grains. Beside this, a rather appreciable composition inhomogeneities (not associated with grain boundaries) can not be excluded in SSR samples even when they are prepared at optimal conditions. The common methods of checking of stoichiometric inhomogeneity and mixed-phase state (x-ray powder diffraction or electron microprobe analysis) have too low accuracy to come to unambiguous conclusion about composition homogeneity. For example, if a sample is a mixture of two phases of R1-xAxMnO3, composed from the same elements, but with appreciably different values of $`x`$ or oxygen concentration, it is hard or even impossible to see clearly enough the two-phase state in diffraction pattern, even if volume fractions of the phases are comparable; whereas, magnetic and other properties of these phases can be significantly different. Only non-perovskite-type impurities can be detected quite clearly down to 2%. Electronic microprobe elemental analysis has an accuracy about $`\pm 5`$ %, in most cases, leaving room for stoichiometic disorder within these limits. More powerful, but much more expensive methods, like neutron diffraction or small-angle neutron scattering, are not in common use, but even these methods have their limits of accuracy. Since properties of manganites are very sensitive to chemical composition and, therefore, to stoichiometric disorder, no wonder to find in literature quite different properties of manganites of the same nominal composition, prepared by SSR method. In spite of the unavoidable technological inhomogeneity, the SSR method is in common use for preparation of mixed-valence manganites of various composition. The reason is that SSR method appears to be not very sophisticated (at least, at first glance) and does not require an expensive equipment. At proper experience and rather hard work, it is possible to obtain polycrystalline samples of rather good quality with sharp resistive and magnetic transitions. For example, a generally recognized phase diagram for system La1-xCaxMnO3 was obtained for SSR polycrystalline specimens kim .

It is easy to find in literature hundreds of papers devoted to the film or bulk ceramic manganites, but far less studies concern single-crystal samples. The obvious reason is that it is not so easy to prepare manganite single crystals. But even single-crystals prepared by the floating zone method are not free from defects and extrinsic inhomogeneities. Really, they have mosaic blocks, twins, inhomogeneous strains, and stoichiometric disorder muk1 ; muk2 ; aken .

The experimental data provide, therefore, that the technological inhomogeneities are unavoidable for any preparation method, and actually they can be called “intrinsic” as well. For this reason, (i) in many cases it is better to speak about multiphase coexistence instead of the phase separation; (2) the technological inhomogeneities should be directly taken into account in new theoretical models. The latter demand is conditioned by the circumstance that manganite materials which can be used in an advanced technology will surely have some crystal imperfections or inhomogeneities. Moreover, in some cases specific types of inhomogeneities should be even induced specially to provide necessary properties. For example, grain boundaries or specially prepared percolation structures can ensure high MR in low fields in temperature range far below $`T_c`$, that may be necessary for some applications.

As for the phase separation, this concept becomes now, on the one hand, a commonplace, but, on the other hand, the term is too general to imply something specific. At interpretation of their results, experimentalists often speak quite generally about phase separation or just mention it, meaning not much at that. And how they can, if at least a dozen of diverse models (suggesting quite different mechanisms of phase separation) are developed, which, however, practically can not be numerically compared with experiment? In spite of this, the phase-separation concept appears to be very attractive since it can give a quite natural qualitative explanation for both the huge drop in resistance and the CMR in vicinity of magnetic transitions in manganites, taking into account a percolating character of these transitions nagaev ; sboychak . Consider, for example, La1-xCaxMnO3 system. According to Refs. mira ; shin ; zhang ; hong ; gordon ; adams , paramagnetic-ferromagnetic (PM-FM) transition in this compound is of first order for the range $`0.25<x<0.4`$. It is found in these compounds that FM metallic clusters are present well above $`T_c`$, while some PM insulating clusters can persist down to a range far below $`T_c`$ teresa ; dho ; papa . That seems naturally for first-order transition where nucleation of the FM clusters above $`T_c`$ is quite expected, as well as the presence of some amount of PM clusters below $`T_c`$. After all, transition of this type is hysteretic and depends on the rate of heating or cooling. In this case a real phase separation and percolation processes can be expected around $`T_c`$. Since the PM phase is insulating and the FM one is metallic, some kind of insulator-metal transition takes place near $`T_c`$. The technological inhomogeneities broaden the temperature range of the PM-FM transition so that it may appear more smooth and continuous, like second order transition.

For Ca concentration outside of the above-indicated range, $`0.25<x<0.4`$, the PM-FM transition is found to be of second order in La1-xCaxMnO3 samples with $`x=`$ 0.20, 0.40 and 0.45 hong ; rhyne ; kim2 . According to the phase diagram for this system ramirez ; dagotto ; kim ; dagotto1 , these concentrations are close to critical ones: $`x0.2`$ (which is a border between the FM metallic and insulating states) and $`x=0.5`$ (which is a border between FM metallic and insulating charge-ordered states). It is clear that unavoidable technological stoichiometric disorder will have a greater impact on magnetic transition for samples having nominal Ca concentrations near the above-mentioned critical values. The $`T_c`$ value depends rather strongly on $`x`$ near these threshold concentrations; whereas, the concentration dependence of $`T_c`$ near the optimal doping ($`x0.35`$) is rather weak (see the phase diagram in Refs. ramirez ; dagotto ; kim ; dagotto1 ). In this case, the magnetic transition for a sample with non-optimal concentration should be broader, than that for the optimal-doped samples, even if the level of composition-inhomogeneity is equal in both cases. It can not be excluded, therefore, that a second order transition found for these La1-xCaxMnO3 samples is just rather broadened (smeared) first order transition.

It should be noted that PM-FM transition is found to be of second order in Sr-doped La1-xSrxMnO3 samples ($`x=`$0.3 and 0.33) as well mira ; novak . The Sr manganites are more conductive than Ca manganites and have much higher $`T_c`$ (maximum $`T_c`$ are about 260 K and 370 K for Ca and Sr manganites, respectively). It seems that manganites with higher conductivity and $`T_c`$ are more prone to second order transition than those with low conductivity and $`T_c`$. In homogeneous samples with perfect crystal lattice the second order transition from PM to FM state should proceed at once in all sample volume as soon as the temperature cross $`T_c`$ going from above. No nuclei of FM phase above $`T_c`$, no supercooling or hysteresis phenomena should occur at this transition. Only thermodynamical fluctuations of the order parameter (the magnetization) are expected, which, however, should be confined to narrow critical region around $`T_c`$ vonsovsky ; belov . These fluctuations of magnetic order have usually a rather noticeable effect on “non-magnetic” properties, like temperature coefficient of the resistivity, heat capacity, magnetoresistance, thermal expansion, in vicinity of $`T_c`$ vonsovsky ; belov .

Stoichiometric disorder and non-homogeneous strains of crystal lattice, which are unavoidable in real manganites due to the above-indicated technological reasons, can undoubtedly have a pronounced effect on the second-order PM-FM transitions. This effect has long been known and considered for simple FM metals belov . Take, for example, as in Ref. belov , a system consisting of multiple phases with different $`T_c`$. There is some volume distribution of regions with different $`T_c`$ within the sample. Availability of interphase transition regions between different phases should be taken into account as well. The temperature dependence of the magnetization for this sample will show somewhat broaden PM-FM transition belov  (the temperature width of the transition depends on how wide is the distribution of $`T_c`$ in the sample). From that an averaged $`T_c`$ value can be determined. But some parts of the sample have $`T_c`$ greater or less than this averaged value. Therefore, it can be found with some experimental methods that some FM clusters exist above $`T_c`$, with their volume increasing when going to $`T_c`$ from above; whereas, PM clusters can be found below $`T_c`$, with their volume fraction decreasing when going down away from $`T_c`$. The reason for this behavior is quite obvious taking into account the sample inhomogeneity. Now, even if every single phase of this multiphase system undergoes a second order transition, the total character of transition will not that for homogeneous system. It will be of percolative nature. If PM and FM phase states differ drastically in their conductivity, the CMR can be found. Imagine that size of inhomogeneities is rather small, say, a few nanometers (which is quite possible for technological inhomogeneities). Is it possible in this case to attribute the magnetotransport behavior of this system near the PM-FM transition to the phase separation effect with some certainty? The negative answer is obvious since technological inhomogeneities alone can provide this behavior.

Due to enormous theoretical activity in this area, it is rather appropriate to believe that phase separation really takes place in manganites and in other transition-metal oxides (although it is difficult to make a right choice from numerous propositions of the phase separation mechanisms). But how to distinguish surely enough these thermodynamic effects from those of extrinsic inhomogeneity? It is a really difficult problem. I think that theoreticians should not disregard the influence of extrinsic inhomogeneities, but, on the contrary, they should take them into account in their models quite directly along with intrinsic inhomogeneities. This necessity was indicated quite clearly in the paper of Yukalov yukalov . One of the principal ideas of this paper is that real systems are never free from external perturbations, that makes the system stochastically unstable even if external perturbations are infinitesimally small. After all, extrinsic inhomogeneities can even stimulate appearance of thermodynamic phase separation, so that some kind of interaction between them is possible.

In conclusion, at consideration of experimental data for mixed-valence manganites and developing of theoretical models for them, the unavoidable influence of extrinsic disorder and inhomogeneities should always be taken into account. These inhomogeneities can act separately as well as together with the suggested intrinsic inhomogeneities (phase separation) and determine to a great extent the magnetic and magnetotransport properties of these compounds. Although, for the most part, the known properties of La1-xCaxMnO3 system near the PM-FM transition were used here for backing of the above-mentioned point of view, the general conclusion of this paper is applicable (in author opinion) to other magnetic transitions in manganites (for example, for transitions to charge-ordered states) and to related magnetic transition-metal oxides, like cobaltites La1-xSrxCoO3.

Author sincerely acknowledges a very useful discussion of some questions, touched in this note, with Dr. P. A. Joy from National Chemical Laboratory, Pune, India.


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# 1 Introduction

## 1 Introduction

Some theories beyond the Standard Model predict the existence of doubly-charged Higgs bosons, $`\mathrm{H}^{\pm \pm }`$, including in Left-Right Symmetric models , Higgs Triplet models , and little Higgs models . It has been particularly emphasized that a see-saw mechanism used to obtain light neutrinos in a model with heavy right-handed neutrinos can lead to a doubly-charged Higgs boson with a mass accessible to current and future colliders .

A review of experimental constraints on doubly-charged Higgs bosons is presented in . The pair production of doubly-charged Higgs bosons has been considered in a previous OPAL publication , where masses less than 98.5 GeV are excluded for doubly-charged Higgs bosons in Left-Right Symmetric models. DELPHI has obtained a limit of 97.3 GeV, independent of the lifetime of the $`\mathrm{H}^{\pm \pm }`$ .

It has been noted that doubly-charged Higgs bosons may be singly produced in $`\mathrm{e}\gamma `$ collisions, including in $`\mathrm{e}^+\mathrm{e}^{}`$ collisions where the $`\gamma `$ is obtained from radiation from the other beam particle . The diagrams for the direct production are shown in Figure 1.

Doubly-charged Higgs bosons would decay into like-signed lepton or vector boson pairs, or to a W boson and a singly-charged Higgs boson. For masses less than twice the W boson mass, they would decay predominantly into like-signed leptons. Furthermore, in most models the WW branching fraction is negligible even for larger masses , therefore the dominant decay mode, even for masses larger than twice the W boson mass, is the decay to like-signed leptons. Since the $`\mathrm{H}^{\pm \pm }`$ naturally violates lepton number conservation, it can have mixed lepton flavour decay modes. Additionally, the Yukawa coupling of the $`\mathrm{H}^{\pm \pm }`$ to the charged leptons hℓℓ is model dependent, and is not generally determined directly by the lepton mass, so decays to all lepton flavour combinations need to be considered. It should be particularly noted that mixed lepton flavour decays are severely constrained by rare decay searches such as $`\mu ^+\mathrm{e}^+\mathrm{e}^+\mathrm{e}^{}`$ and $`\mu \mathrm{e}\gamma `$.

In this paper, we search for the single production of doubly-charged Higgs bosons, assuming the decays $`\mathrm{H}^{\pm \pm }\mathrm{}^\pm \mathrm{}^\pm `$ using 600.7 pb-1 of $`\mathrm{e}^+\mathrm{e}^{}`$ collision data with centre-of-mass energies $`\sqrt{s}=`$ 189–209 GeV collected by the OPAL detector. Since the production cross-section depends only on $`\mathrm{h}_{\mathrm{ee}}`$, the Yukawa coupling of the $`\mathrm{H}^{\pm \pm }`$ to like-signed electron pairs, the search is sensitive to this quantity.

We assume that the decay of a doubly-charged Higgs boson into a W boson and a singly-charged Higgs boson is negligible. We consider an $`\mathrm{H}^{\pm \pm }`$ which couples to right-handed particles, but the results of the direct search quoted here are also valid for an $`\mathrm{H}^{\pm \pm }`$ which couples only to left-handed particles . All lepton flavour combinations are considered in the $`\mathrm{H}^{\pm \pm }`$ decay ($`\mathrm{ee}`$, $`\mu \mu `$, $`\tau \tau `$, $`\mathrm{e}\mu `$, $`\mathrm{e}\tau `$, $`\mu \tau `$). The lifetime of the $`\mathrm{H}^{\pm \pm }`$ can be important, and in particular is non-negligible for $`\mathrm{h}_{\mathrm{}\mathrm{}}<10^7`$; however, our search is not sensitive to such small Yukawa couplings.

A doubly-charged Higgs boson would also affect the Bhabha scattering cross-section via the $`t`$-channel exchange diagram shown in Figure 2, causing a change in rate and in the observed angular distribution of the outgoing electron. Constraints have been derived for this process using data from lower energy colliders , but not previously from LEP.

In addition to the direct search results introduced above, we also derive indirect constraints on $`\mathrm{h}_{\mathrm{ee}}`$, the Yukawa coupling of $`\mathrm{H}^{\pm \pm }`$ to electrons, using the differential cross-section of wide-angle Bhabha scattering measured by OPAL in 688.4 pb-1 of data collected at $`\sqrt{s}=`$ 183–209 GeV.

## 2 OPAL Detector

The OPAL detector is described in detail in . It is a multipurpose apparatus with almost complete solid angle coverage. The central detector consists of a silicon micro-strip detector and a system of gas-filled tracking chambers in a 0.435 T solenoidal magnetic field which is parallel to the beam axis. A lead-glass electromagnetic calorimeter with a presampler surrounds the central detector. In combination with the forward calorimeters, the forward scintillating-tile counters, and the silicon-tungsten luminometer, a geometrical acceptance is provided down to 25 mrad from the beam direction. The silicon-tungsten luminometer measures the integrated luminosity using small-angle Bhabha scattering events. The magnet return yoke is instrumented for hadron calorimetry, and is surrounded by several layers of muon chambers.

## 3 Direct Search

### 3.1 Data Samples and Event Simulation

The data samples are summarised in Table 1.

The process $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^{}\mathrm{e}^{}\mathrm{H}^{\pm \pm }`$ is simulated with the PYTHIA6.150  event generator. In the simulation, the Equivalent Photon Approximation (EPA) is used to give an effective flux of photons originating from the electrons or positrons. The upper limit of the virtuality $`Q^2`$ of the photon is given by the scale of the hard scattering process111$`Q^2`$ is the negative squared four-momentum transfer.. The process $`\mathrm{e}^\pm \gamma \mathrm{e}^{}\mathrm{H}^{\pm \pm }`$ is simulated in a Left-Right Symmetric model for an $`\mathrm{H}^{\pm \pm }`$ which couples to right-handed particles using the calculations from . The contribution from $`\mathrm{Z}`$-exchange is negligible. In order to obtain the full signal cross-section, a cut which PYTHIA applies by default at a minimum of 1 GeV on the transverse momentum of the lepton which radiates the $`\mathrm{H}^{\pm \pm }`$ is explicitly switched off. The cross-section and the angular distribution are checked with the calculations of , using COMPHEP .

Separate samples are simulated with the 6 different decay modes ($`\mathrm{ee}`$, $`\mu \mu `$, $`\tau \tau `$, $`\mathrm{e}\mu `$, $`\mathrm{e}\tau `$, $`\mu \tau `$). Samples of 500 events each are generated for each of the average centre-of-mass energies listed in Table 1 for $`\mathrm{H}^{\pm \pm }`$ masses in 5 GeV steps from 90–200 GeV. For masses larger than twice the W boson mass the decay $`\mathrm{H}^{\pm \pm }\mathrm{W}^\pm \mathrm{W}^\pm `$ is kinematically allowed. Its partial width, however, is negligible in most models . In this paper, the branching fraction BR($`\mathrm{H}^{\pm \pm }\mathrm{W}^\pm \mathrm{W}^\pm `$) is assumed to be zero.

The dominant Standard Model backgrounds in this analysis are from the four-fermion processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}\mathrm{}^+\mathrm{}^{}`$, including events from the so-called “multi-peripheral” diagrams $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{()}\gamma ^{()}\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$, and lepton pairs, $`\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$. Four-fermion processes except $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$ ($`\mathrm{}=\mathrm{e},\mu ,\tau `$) and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}`$ are simulated with the KORALW event generator . The non-multi-peripheral part of the processes $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$ and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{q}\overline{\mathrm{q}}`$ is simulated with grc4f2.1. The multi-peripheral diagrams are simulated with the dedicated two-photon event generators Vermaseren  for $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{()}\gamma ^{()}\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}`$ and BDK  for $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{()}\gamma ^{()}\mathrm{e}^+\mathrm{e}^{}\mu ^+\mu ^{}`$ and $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\gamma ^{()}\gamma ^{()}\mathrm{e}^+\mathrm{e}^{}\tau ^+\tau ^{}`$. The Monte Carlo generators PHOJET  (for $`Q^2<4.5`$ GeV2) and HERWIG  (for $`Q^24.5`$ GeV2) are used to simulate hadronic events from two-photon processes. Lepton pairs are simulated using the KK2f  generator for $`\tau ^+\tau ^{}(\gamma )`$ and $`\mu ^+\mu ^{}(\gamma )`$ events and NUNUGPV  for $`\nu \overline{\nu }\gamma (\gamma )`$. Bhabha scattering is simulated with BHWIDE  (when both the electron and positron scatter at least 12.5 from the beam axis) and TEEGG  (for the remaining phase space).

Multihadronic events, $`\mathrm{q}\overline{\mathrm{q}}(\gamma )`$, are simulated using KK2f . RADCOR  is used to simulate multi-photon events from QED processes. They make a negligible contribution to the background.

Generated signal and background events are processed through the full simulation of the OPAL detector  and the same event analysis chain was applied to the simulated events as to the data.

### 3.2 Analysis

The signal final state consists of four charged leptons. Two like-sign leptons originate from the $`\mathrm{H}^{\pm \pm }`$ decay and are expected to be visible in the detector in most cases. The electron or positron which originates from the ee$`\gamma `$ vertex (see Fig. 1) in general escapes through the beampipe. The electron or positron which originates from the ee$`\mathrm{H}^{\pm \pm }`$ vertex is also forward peaked; however, it enters the detector in a significant fraction of signal events. The analysis is therefore divided into a two-lepton and a three-lepton analysis. The final states in the three-lepton case contain three leptons visible in the detector, two of them have the same sign and could originate from the decay of a doubly-charged Higgs boson. In the two-lepton case, two like-signed leptons are required, as expected in the decay of a doubly-charged Higgs boson.

Leptons are identified as low multiplicity jets. Jets are reconstructed from charged particle tracks and energy deposits (clusters) in the electromagnetic and hadron calorimeters. Tracks and clusters are defined to be of “good” quality using the requirements of . After the jet reconstruction, double-counting of energy between tracks and calorimeter clusters is corrected by reducing the calorimeter cluster energy by the expected energy deposition from associated charged tracks , including particle identification information.

No explicit electron or muon identification is required, since it is found that the jet-based analysis technique retains high efficiency while reducing the background to an acceptable level. The same analysis is used to search for all 6 possible lepton flavour combinations, and the results are valid for all leptonic decay modes of the $`\mathrm{H}^{\pm \pm }`$. The final background is dominated by Standard Model processes containing four charged leptons. The analysis cuts are listed below. The cut values of the two-lepton and three-lepton analyses differ slightly.
The requirements for the two-lepton analysis are:

* The preselection requires low multiplicity events . The events are additionally required to have at least two and less than nine charged tracks. The sum of charged tracks and clusters in the electromagnetic calorimeter must be less than 16. Tracks and clusters are formed into jets using a cone algorithm  with a half-angle of 20 degrees and a minimum jet energy of 2.5 GeV, and it is required that there be exactly two jets with polar angles222 OPAL uses a right-handed coordinate system where the $`+z`$ direction is along the electron beam and where $`+x`$ points to the centre of the LEP ring. The polar angle $`\theta `$ is defined with respect to the $`+z`$ direction and the azimuthal angle $`\varphi `$ with respect to the $`+x`$ direction. The centre of the $`\mathrm{e}^+\mathrm{e}^{}`$ collision region defines the origin of the coordinate system. satisfying $`|\mathrm{cos}\theta |<`$ 0.95, and which are not precisely back-to-back (within 5). Finally, the sum of the energies of the two jets reconstructed in the event must be greater than 20% of $`\sqrt{s}`$.
* Ordering the jet energies by their magnitude ($`E_{\mathrm{jet1}}>E_{\mathrm{jet2}}`$), the following requirements are made:

+ $`E_{\mathrm{jet1}}>0.1\sqrt{s}`$;
    + $`E_{\mathrm{jet2}}>0.05\sqrt{s}`$;
    + $`E_{\mathrm{jet1}}<0.995E_{\mathrm{beam}}`$;
    + $`E_{\mathrm{jet1}}+E_{\mathrm{jet2}}<0.95\sqrt{s}`$.
* The invariant mass $`M_{\mathrm{inv}}`$ of the two jets must satisfy $`M_{\mathrm{inv}}>`$ 40 GeV. Typical mass resolutions are about 4 GeV for ee and 10 GeV for $`\mu \mu `$. No mass reconstruction is possible for $`\tau \tau `$, due to the undetected neutrinos.
* Bhabha scattering is rejected by requiring that the acollinearity angle, $`\varphi _{\mathrm{acol}}`$, satisfies $`\varphi _{\mathrm{acol}}>25^{}`$. The angle $`\varphi _{\mathrm{acol}}`$ is defined to be 180 minus the opening angle of the two jets.
* The polar angle of each jet must satisfy $`|\mathrm{cos}\theta |<0.75`$. The $`\mathrm{H}^{\pm \pm }`$ candidate jet polar angles are plotted in Figures 3(a) and (b) after cuts (2.1)–(2.4).
* Each jet associated to the $`\mathrm{H}^{\pm \pm }`$ must have either one or three charged tracks. The number of charged tracks is plotted in Figure 3(c) after cuts (2.1)–(2.5).
* Defining the sum of the track charges within each jet as the “jet charge”, the product of the charges of the two jets must be equal to $`+1`$. This value is plotted in Figure 3(d) after cuts (2.1)–(2.6).

The requirements for the three-lepton analysis are:

* The preselection is identical to that in cut (2.1) except that exactly three reconstructed jets are required. The two jets which have the highest reconstructed mass, as described in cut (3.3), have to satisfy $`|\mathrm{cos}\theta |<`$ 0.95 and must not be precisely back-to-back (within 5). There is no $`|\mathrm{cos}\theta |`$ requirement for the third jet. Finally, the sum of the energies of the three jets reconstructed in the event must be greater than 20% of $`\sqrt{s}`$.
* Ordering the measured jet energies by their magnitude ($`E_{\mathrm{jet1}}>E_{\mathrm{jet2}}>E_{\mathrm{jet3}}`$), the following requirements are made:

+ $`E_{\mathrm{jet1}}>0.1\sqrt{s}`$;
    + $`E_{\mathrm{jet2}}>0.05\sqrt{s}`$;
    + $`E_{\mathrm{jet3}}>0.025\sqrt{s}`$ or it must contain at least one good charged track;
    + $`E_{\mathrm{jet1}}<0.995E_{\mathrm{beam}}`$;
    + $`E_{\mathrm{jet1}}+E_{\mathrm{jet2}}+E_{\mathrm{jet3}}<0.95\sqrt{s}`$.
* The jet energies are determined assuming that the measured jet direction is the same as the initial lepton direction for each of the reconstructed jets and that the missing electron or positron is recoiling along the beam axis. Using energy and momentum conservation to give four constraint equations, the four jet energies can be inferred (the lepton masses are neglected). Using this improved determination of the jet energies, the invariant masses are calculated for the three possible di-jet systems that can be constructed from the observed jets, and the two jets having the largest di-jet mass are considered as the $`\mathrm{H}^{\pm \pm }`$ candidate jets with a “reconstructed Higgs boson mass” $`M_{\mathrm{rec}}`$. The loss due to this assumption is negligible for $`\mathrm{H}^{\pm \pm }`$ masses above 110 GeV, and is taken into account in the signal efficiency calculation. Since this search concentrates on the region above the mass limit from pair creation, it is further required that $`M_{\mathrm{rec}}`$ satisfy $`M_{\mathrm{rec}}>`$ 80 GeV. Typical mass resolutions are about 1 GeV for ee and $`\mu \mu `$ modes, and about 4 GeV for $`\tau \tau `$ decays. Note that in the latter case, no mass reconstruction from the jet energies would have been possible without this procedure, due to the undetected neutrinos.
* Bhabha scattering is rejected by requiring that the acollinearity angle between the two $`\mathrm{H}^{\pm \pm }`$ candidate jets satisfies $`\varphi _{\mathrm{acol}}>15^{}`$.
* The polar angle of each jet associated to the $`\mathrm{H}^{\pm \pm }`$ must satisfy $`|\mathrm{cos}\theta |<0.80`$. The $`\mathrm{H}^{\pm \pm }`$ candidate jet polar angles are plotted in Figures 4(a) and (b) after cuts (3.1)–(3.4).
* Each jet associated to the $`\mathrm{H}^{\pm \pm }`$ must have either one or three charged tracks. The number of charged tracks is plotted in Figure 4(c) after cuts (3.1)–(3.5).
* Defining the sum of the track charges within each jet as the “jet charge”, the product of the charges of the two jets associated with the $`\mathrm{H}^{\pm \pm }`$ must be equal to $`+1`$. This value is plotted in Figure 4(d) after cuts (3.1)–(3.6).

The results are summarised in Table 2. The numbers of observed and expected events agree well after each cut in both analyses.

### 3.3 Systematic Uncertainties

The largest background in the selection is from processes with four charged leptons in the final state, particularly from multi-peripheral “two-photon” processes. Of concern is the fact that, in our standard Monte Carlo background samples available at all centre-of-mass energies, the multi-peripheral diagrams are treated with specialised event generators which neglect interference with non-multi-peripheral diagrams. Special samples of the full set of $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$ diagrams, including interference, were prepared using grc4f2.2 at $`\sqrt{s}=206`$ GeV to study this effect. The background using the full set of $`\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$ diagrams including interference is in both analyses about $`25`$% lower than our standard set of Monte Carlo generators. While grc4f2.2 includes interference effects, it has other differences with respect to our standard background simulations and cannot be used as the primary sample. We therefore simply assign a 25% systematic uncertainty on the $`\mathrm{e}^+\mathrm{e}^{}\mathrm{}^+\mathrm{}^{}`$ background according to this cross-check. Monte Carlo modelling of the variables used in the selection cuts can also induce systematic effects. The possible level of mismodelling is assessed by comparing data and background Monte Carlo for each variable after the preselection (cut (2.1) and (3.1), respectively) where the contribution from a signal would be negligible. Differences between the data and background Monte Carlo simulation are used to define a possible shift in each variable, and then the systematic uncertainties are evaluated by varying the cuts by these shifts. Both the final expected background and signal efficiencies are re-calculated with these shifted cuts, and the full differences from the nominal values are assigned as systematic uncertainties.

The uncertainty of charge identification, used in cuts (2.7/3.7) in Section 3.2 to reject a significant fraction of the background, is estimated from a clean sample of Bhabha events selected by changing the cuts as follows. The cuts (2.2)c and (3.2)d are not applied. Cuts (2.2)d and (3.2)e are changed from $`E_{\mathrm{jet1}}+E_{\mathrm{jet2}}(+E_{\mathrm{jet3}})<0.95\sqrt{s}`$ to $`E_{\mathrm{jet1}}+E_{\mathrm{jet2}}(+E_{\mathrm{jet3}})>0.95\sqrt{s}`$. This sample consists mainly of Bhabha events and has no overlap with the search sample. The fraction of like-sign electron pairs is 2.0% in data and 1.7% in Monte Carlo. The systematic uncertainties on the background and signal efficiencies are evaluated by randomly changing the sign of the charge for 0.15% of the tracks, in order to increase the fraction of fake like-sign events by 0.3%, the observed difference between data and Monte Carlo in Bhabha sample. The full differences between the new background and efficiencies and the nominal ones are taken as systematic uncertainties.

The systematic uncertainties are summarised in Table 3. Additional systematic uncertainties, such as on the integrated luminosity, are negligible.

### 3.4 Direct Search Results

In the two-lepton analysis the invariant mass of the two jets is calculated using the measured jet energies and directions, because it is not possible to use the “angle-based” kinematic reconstruction described in section 3.2 for the three-lepton analysis. The mass distribution is shown in Figure 5 for events passing all cuts except the like-signed charge requirement (a), and also with all cuts applied (b). No excess of events which could imply the presence of a signal is observed in the data.

In the three-lepton analysis we calculate the $`\mathrm{H}^{\pm \pm }`$ candidate reconstructed masses, $`M_{\mathrm{rec}}`$,shown in Figure 5, using the “angle-based” kinematic reconstruction described in item (3.3) in Section 3.2. The mass distributions are shown both for events passing all cuts except the like-signed charge requirement (c), and also with all cuts applied (d). Additionally, as a cross-check to ensure that no di-jet mass peak present after the event reconstruction is reduced by the angle-based method, the largest di-jet mass calculated from only the track and cluster information (Section 3.2) was examined. No excess of events which could imply the presence of a signal is observed in the data.

Limits are set on the $`\mathrm{H}^{\pm \pm }`$ Yukawa coupling $`\mathrm{h}_{\mathrm{ee}}`$, assuming that the sum of the branching fractions of the $`\mathrm{H}^{\pm \pm }`$ to all lepton flavour combinations is 100%. The efficiency for an arbitrary Higgs boson mass is determined by linear interpolation between the simulated signal Monte Carlo samples. The number of observed events, together with the number of expected signal and background events from both the two-lepton and three-lepton analyses are combined using the likelihood ratio method described in , which incorporates the systematic uncertainties into the limits using a numerical convolution technique. For the purpose of extracting the limits, a $`\pm 10`$ GeV “sliding mass window” around the hypothetical Higgs boson mass is used. Events within this window are counted in data and Monte Carlo simulation. The hypothetical Higgs boson mass is varied in 1 GeV steps. The width of the mass window is chosen such that it contains most of the expected signal events. A small efficiency correction, typically around 5% for ee and $`\mu \mu `$ and 10% for $`\tau \tau `$, due to this window is applied. In the two-lepton analysis for any channel containing $`\tau `$ leptons no mass window cut is applied, because in this channel it is not possible to reconstruct the correct mass of the doubly-charged Higgs boson due to the undetected neutrinos.

The limits on $`\mathrm{h}_{\mathrm{ee}}`$ are calculated using the efficiencies determined from the PYTHIA Monte Carlo samples and the production cross-sections are determined in a consistent manner using PYTHIA (see discussion in Section 3.1). No systematic uncertainty is assigned for theoretical uncertainties. The 95% confidence level limits on $`\mathrm{h}_{\mathrm{ee}}`$ from combining both analyses are shown in Figure 6(a)–(c) assuming a branching fraction of the doubly-charged Higgs boson into ee, $`\mu \mu `$, $`\tau \tau `$ of 100%, respectively. Strictly, due to the production mechanism involving non-zero $`\mathrm{h}_{\mathrm{ee}}`$, exactly 100% $`\mu \mu `$ or $`\tau \tau `$ decays are not possible, therefore the latter limits should be considered for the case $`\mathrm{h}_{\mu \mu ,\tau \tau }\mathrm{h}_{\mathrm{ee}}`$. In Figure 6(d), for each mass the highest limit from all possible lepton flavour combinations is shown. An upper limit on $`\mathrm{h}_{\mathrm{ee}}<`$ 0.071 is inferred for $`M(\mathrm{H}^{\pm \pm })<`$ 160 GeV at the 95% confidence level, which is valid for all possible lepton flavour combinations in the decays. The limit is determined by the pure $`\tau \tau `$ case except for masses in excess of 170 GeV. For the case of pure ee decays the limit is $`\mathrm{h}_{\mathrm{ee}}<`$ 0.042, and for $`\mu \mu `$ decays $`\mathrm{h}_{\mathrm{ee}}<`$ 0.049, both for $`M(\mathrm{H}^{\pm \pm })<`$ 160 GeV. For the mixed flavour decay modes e$`\mu `$, e$`\tau `$, and $`\mu \tau `$ the limit is between those for pure decays of the two involved flavours.

## 4 Indirect Search

Doubly-charged Higgs bosons would contribute to Bhabha scattering via $`t`$-channel exchange as shown in Figure 2. The Born level differential cross-section for Bhabha scattering including the exchange of a doubly-charged Higgs boson with right-handed couplings has been calculated in . At high masses, $`M(\mathrm{H}^{\pm \pm })\sqrt{s}`$, the cross-section is identical to that derived for four-fermion contact interactions with right-handed currents  ($`\eta _{\mathrm{RR}}=1`$, $`\eta _{\mathrm{LL}}=\eta _{\mathrm{LR}}=0`$), with the replacement of $`g/\mathrm{\Lambda }`$ by $`\mathrm{h}_{\mathrm{ee}}/M(\mathrm{H}^{\pm \pm })`$ where $`\mathrm{h}_{\mathrm{ee}}`$ is the Higgs coupling to electrons333In  $`\mathrm{h}_{\mathrm{ee}}`$ is denoted $`g_{\mathrm{ee}}`$.. At values of $`M(\mathrm{H}^{\pm \pm })`$ comparable to the centre-of-mass energy, this correspondence is modified by the inclusion of a propagator term. For comparison with the experimental data, QED radiative corrections are applied to the Born level terms for doubly-charged Higgs boson exchange and interference with Standard Model processes given in  using the program MIBA . Initial state radiation is calculated up to $`𝒪(\alpha ^2)`$ in the leading log approximation with soft photon exponentiation, and the $`𝒪(\alpha )`$ leading log final state QED correction is applied. The BHWIDE  program is used to calculate the Standard Model contribution to the differential cross-section. The theoretical predictions are calculated using the same acceptance cuts as are applied to the data.

This analysis uses OPAL measurements of the differential cross-section for $`\mathrm{e}^+\mathrm{e}^{}\mathrm{e}^+\mathrm{e}^{}`$ at centre-of-mass energies of 183–209 GeV. The data between 203 GeV and 209 GeV are grouped into two sets with mean energies of approximately 205 GeV and 207 GeV. The total integrated luminosity of the data amounts to 688.4 pb-1. These measurements cover the range $`|\mathrm{cos}\theta |<0.9`$, in 15 bins of $`\mathrm{cos}\theta `$ (as defined in ), and correspond to $`\theta _{\mathrm{acol}}<10^{}`$ where $`\theta _{\mathrm{acol}}`$ is the acollinearity angle between electron and positron. It is verified that the effect of doubly-charged Higgs boson exchange on the low-angle Bhabha scattering cross-section has a negligible effect on the luminosity determination even for values of $`\mathrm{h}_{\mathrm{ee}}`$ a few times larger than excluded by this measurement.

The measured differential cross-sections are fitted with the theoretical prediction using a $`\chi ^2`$ fit. The fit is performed for fixed values of the doubly-charged Higgs boson mass between 80 GeV and 2000 GeV, allowing the square of the coupling, $`\mathrm{h}_{\mathrm{ee}}^2`$, to vary. Although only $`\mathrm{h}_{\mathrm{ee}}^2>0`$ is physically meaningful, in order to allow for the case where the data fluctuate in the opposite direction to that expected for doubly-charged Higgs boson exchange, both positive and negative values of $`\mathrm{h}_{\mathrm{ee}}^2`$ are allowed in the fit. Experimental and theoretical systematic uncertainties and their correlations are treated as discussed in . The fitted values of $`\mathrm{h}_{\mathrm{ee}}^2`$ are consistent with zero for all masses, indicating that the data are consistent with the Standard Model prediction. For example, for a mass of 130 GeV the fitted value of $`\mathrm{h}_{\mathrm{ee}}^2`$ is 0.003$`\pm `$0.011, and the fit has a $`\chi ^2`$ of 97.0 for 119 degrees of freedom. Figure 7 shows the ratio of the measured luminosity-weighted average differential cross-section at 183–207 GeV to the Standard Model prediction, together with the results of the fit. 95% confidence level limits on the coupling as a function of mass were derived by integrating the likelihood function obtained from $`\chi ^2`$ over the region $`\mathrm{h}_{\mathrm{ee}}^2>0`$, and are shown in Figure 8. The limits are considerably more stringent than those derived from PEP and PETRA data . Figure 9 shows the limits from the indirect search together with those from the direct search. The indirect limits are less restrictive than those from the direct search at low masses, but extend to much higher masses.

## 5 Conclusion

A direct search for the single production of doubly-charged Higgs bosons has been performed. No evidence for the existence of $`\mathrm{H}^{\pm \pm }`$ is observed. Upper limits are determined on the Higgs Yukawa coupling to like-signed electron pairs, $`\mathrm{h}_{\mathrm{ee}}`$. A 95% confidence level upper limit of $`\mathrm{h}_{\mathrm{ee}}<`$ 0.071 is inferred for $`M(\mathrm{H}^{\pm \pm })<`$ 160 GeV assuming that the sum of the branching fractions of the $`\mathrm{H}^{\pm \pm }`$ to all lepton flavour combinations is 100%. Additionally, indirect constraints on $`\mathrm{h}_{\mathrm{ee}}`$ for $`M(\mathrm{H}^{\pm \pm })<`$ 2 TeV are derived from Bhabha scattering where the $`\mathrm{H}^{\pm \pm }`$ would contribute via $`t`$-channel exchange for $`M(\mathrm{H}^{\pm \pm })<`$ 2 TeV. These are the first results on both the single production search and constraints from Bhabha scattering reported from LEP.

Acknowledgements

The authors would like to thank André Schöning for suggesting that we perform this search, Steve Godfrey and Pat Kalyniak for valuable discussions and assistance during the preparation of this paper, and also Emmanuelle Perez for a helpful hint about the PYTHIA code.

We particularly wish to thank the SL Division for the efficient operation of the LEP accelerator at all energies and for their close cooperation with our experimental group. In addition to the support staff at our own institutions we are pleased to acknowledge the
Department of Energy, USA,
National Science Foundation, USA,
Particle Physics and Astronomy Research Council, UK,
Natural Sciences and Engineering Research Council, Canada,
Israel Science Foundation, administered by the Israel Academy of Science and Humanities,
Benoziyo Center for High Energy Physics,
Japanese Ministry of Education, Culture, Sports, Science and Technology (MEXT) and a grant under the MEXT International Science Research Program,
Japanese Society for the Promotion of Science (JSPS),
German Israeli Bi-national Science Foundation (GIF),
Bundesministerium für Bildung und Forschung, Germany,
National Research Council of Canada,
Hungarian Foundation for Scientific Research, OTKA T-038240, and T-042864,
The NWO/NATO Fund for Scientific Research, the Netherlands.


text:
# Calorons and fermion zero-modes INLO-PUB-10/03; IFT-UAM/CSIC-03-29

## 1 Introduction

Calorons for SU($`n`$), instantons at finite temperature, have $`n`$ monopoles as constituents  each with a mass $`8\pi ^2\nu _m/\beta `$, where $`\nu _m\mu _{m+1}\mu _m`$, defined in terms of the Polyakov loop at spatial infinity (the so-called holonomy) through a global gauge rotation $`g`$ and its (ordered) eigenvalues,

$`𝒫_{\mathrm{}}=g\mathrm{exp}[2\pi i\mathrm{diag}(\mu _1,\mathrm{},\mu _n)]g^{},`$ (1)
$`\mu _1\mathrm{}\mu _n\mu _{n+1}1+\mu _1,{\displaystyle \underset{m=1}{\overset{n}{}}}\mu _m=0.`$
Using the classical scale invariance we may set $`\beta =1`$ throughout. The charge one SU($`n`$) action density has a simple form ,

$`\mathrm{Tr}F_{\mu \nu }^{\mathrm{\hspace{0.17em}2}}(x)=_\mu ^2_\nu ^2\mathrm{log}\left[{\scriptscriptstyle \frac{1}{2}}\mathrm{tr}(𝒜_n\mathrm{}𝒜_1)\mathrm{cos}(2\pi t)\right],`$
$`𝒜_m{\displaystyle \frac{1}{r_m}}(\begin{array}{cc}r_m& |\stackrel{}{y}_m\stackrel{}{y}_{m+1}|\\ 0& r_{m+1}\end{array})(\begin{array}{cc}c_m& s_m\\ s_m& c_m\end{array}),`$ (6)
with $`r_m=|\stackrel{}{x}\stackrel{}{y}_m|`$ the center of mass radius of the $`m^{\mathrm{th}}`$ constituent monopole, $`c_m\mathrm{cosh}(2\pi \nu _mr_m)`$, $`s_m\mathrm{sinh}(2\pi \nu _mr_m)`$, $`r_{n+1}r_1`$ and $`\stackrel{}{y}_{n+1}\stackrel{}{y}_1`$.

The fermion zero-mode is localized  on the $`m^{\mathrm{th}}`$ constituent monopole, if $`\mu _m<z<\mu _{m+1}`$ specifies its boundary condition $`\mathrm{\Psi }_z(t+\beta ,\stackrel{}{x})=\mathrm{exp}(2\pi iz)𝒫_{\mathrm{}}\mathrm{\Psi }_z(t,\stackrel{}{x})`$ in the so-called algebraic gauge, where $`A_\mu (t+\beta ,\stackrel{}{x})=𝒫_{\mathrm{}}A_\mu (t,\stackrel{}{x})𝒫_{\mathrm{}}^1`$. “Cycling” through the values of $`z`$ gives a distinct signature, see e.g. Fig. 1, through which one can identify well-dissociated calorons, as observed for SU(2)  with, and for SU(3)  without cooling.

## 2 Progress at higher charge

The analytic formalism can be generalized to higher charge calorons ($`Q>1`$), although explicit results are harder to get at. In this section we report on work by three of us (FB, DN and PvB) .

Periodically repeating $`Q`$ instantons (up to a colour rotation with $`𝒫_{\mathrm{}}`$) within each time-layer $`t[p,p+1]`$, using $`p`$ as a Fourier index, maps the appropriate ADHM data  to a self-dual $`U(Q)`$ gauge field $`\widehat{A}_\mu (z)`$. This is defined on a circle parameterized by $`z[0,1]`$, with $`n`$ well-defined singularities at $`z=\mu _j`$, in accordance with the Nahm transformation . When $`\widehat{A}(z)`$ is constant for $`z[\mu _j,\mu _{j+1}]`$ (always true for $`Q=1`$), its eigenvalues are directly related to the constituent locations, all of the same type with a mass $`8\pi ^2\nu _j`$.

The motivation for these studies has been to understand to which degree the monopole constituents can be seen (outside their non-abelian cores) as

independent point-like Dirac monopoles. Approximate superpositions of calorons, e.g. using the sum ansatz , suffer from subtle effects that lead to finite energy remnants of the Dirac string as illustrated in Fig. 2. Fortunately this is an artefact of the approximation, as can be seen from a class of exact axially symmetric solutions, for which $`\widehat{A}(z)`$ is piecewise constant. It does, however, make model building on the basis of these constituent monopoles intricate.

In the high temperature limit the non-abelian cores of the monopoles shrink to zero size. As long as $`z\mu _j`$ the mass of the fermions becomes infinite in this limit and the zero-modes are entirely localized to the non-abelian cores of the constituent monopoles, cmp. Fig. 2. The fermion density, summed over all zero-modes, is given by $`_a|\mathrm{\Psi }^{(a)}(x;z)|^2=(2\pi )^2_\mu ^2\mathrm{Tr}\widehat{f}_x(z,z)`$, where $`\widehat{f}_x(z,z^{})`$ is the Green’s function of the ADHM-Nahm construction and can be computed using impurity scattering methods. Many simplifications occur in the high temperature limit, where the density for $`\mu _m<z<\mu _{m+1}`$ can be written as $`_i^2𝒱_m(\stackrel{}{x})`$. This function can therefore be used to trace the possible extended nature of constituent monopole sources (independence of $`z`$ implies it is a highly non-trivial conserved quantity of the Nahm equations). For SU(2) and $`Q=2`$ we found

$$𝒱_m(\stackrel{}{x})=\frac{1}{2\pi |\stackrel{}{x}|}+\frac{𝒟}{4\pi ^2}_{r<𝒟}𝑑r𝑑\phi \frac{_r|\stackrel{}{x}r\stackrel{}{y}(\phi )|^1}{\sqrt{𝒟^2r^2}},$$
(7)
where $`\stackrel{}{y}(\phi )=(\sqrt{1𝐤^2}\mathrm{cos}\phi ,0,\mathrm{sin}\phi )`$, up to an

arbitrary coordinate shift and rotation, in terms of a scale $`𝒟`$ and shape parameter $`𝐤`$ to characterize arbitrary SU(2) charge 2 solutions of $`\widehat{A}(z)`$.

This represents an extended structure with the core restricted to a disk bounded by an ellipse with minor axes $`2𝒟\sqrt{1𝐤^2}`$ and major axes $`2𝒟`$. But for large $`𝒟`$ this can be shown to approach two point-like monopoles ($`𝐤1`$) separated by $`2𝒟`$. Axially symmetric solutions are always point-like ($`𝐤=1`$), with unlike-charges alternating.

## 3 Truly observing constituents?

We return to interpreting the recent lattice data of Ref. , based on using the fermion zero-modes as a filter, restricting to Q=1 by insisting there is only one “exact” zero-mode. In the confined phase a reasonable fraction of configurations was found with one lump in the zero-mode density, but at different locations as a function of $`z`$. This fitted well the expected behaviour of a charge one SU(3) caloron, see Fig. 1. There will typically be near zero-modes as well, revealing the presence of Q anti- and Q+1 instantons. To rule out that the zero-mode could be hopping between the Q+1 instantons, rather than between the constituent monopoles of a single caloron, two of us (MGP and PvB) computed the mixing of zero-modes as a function of $`z`$.

For simplicity we consider SU(2), adding a charge 1 anti-instanton and a charge 2 instanton in the algebraic gauge with (the same) arbitrary holonomy, i.e. using the sum ansatz . In isolation the charge 2 instanton has two exact zero-modes, and only one of them can survive: the one associated to the zero (left) eigenvector of the 2x1 overlap matrix  (using Weyl fermions)

$`O_{IA}^{ij}(z)=`$ $`{\displaystyle d^4x\mathrm{\Psi }_{(I)}^{(i)}(x;z)^{}\sigma _\mu D_\mu \mathrm{\Psi }_{(A)}^{(j)}(x;z)}`$
$`=`$ $`{\displaystyle d^4x\mathrm{\Psi }_{(I)}^{(i)}(x;z)^{}\sigma _\mu _\mu \mathrm{\Psi }_{(A)}^{(j)}(x;z)},`$ (8)
where $`\sigma _\mu =(𝟙_2,i\stackrel{}{\tau })`$ and the equation of motion for the zero-modes was used. We now assume that the charge 2 instanton is made up of two sufficiently separated instantons, in which case $`\mathrm{\Psi }_{(I)}^{(i)}`$ to a good approximation is equal to the charge 1 zero-mode associated with the $`i^{\mathrm{th}}`$ instanton.

The exact form of the SU(2) Q=1 zero-mode with $`𝒫_{\mathrm{}}=\mathrm{exp}(2\pi i\omega \tau _3)`$ has been given before . The anti-instanton and its zero-mode are obtained by time reversal, which changes the periodicity to $`𝒫_{\mathrm{}}^{}\mathrm{exp}(2\pi iz)`$, to be corrected by a gauge rotation $`i\tau _2`$ and changing the sign of $`z`$. This ensures the overlap integral is periodic. In terms of the scale parameter $`\rho `$ (determining the distance $`\pi \rho ^2/\beta `$ between the constituents), arbitrary location $`a_\mu `$ and orientation $`R_{ij}={\scriptscriptstyle \frac{1}{2}}\mathrm{tr}(U\tau _iU^{}\tau _j)`$ (with $`U`$ SU(2) the associated spin rotation), we find

$`O_{IA}(z)={\displaystyle \frac{\rho _{(I)}\rho _{(A)}}{4\pi ^2}}{\displaystyle d^4x\left(K(z)+K^{}(z)\right)},`$ (9)
$`K(z)\psi _{(I)}^{}(x^{(I)};z)U_{(I)}^{}\sigma _\mu _\mu U_{(A)}\psi _{(A)}(x^{(A)};z),`$
where, $`x^{(I,A)}=(ta_0^{(I,A)},R^{(I,A)}(\stackrel{}{x}\stackrel{}{a}^{(I,A)}))`$ and

$`\psi _{(I)}(x;z)\varphi _{(I)}^{\frac{1}{2}}(x)\left(\begin{array}{c}_2+i_1\\ _0i_3\end{array}\right)\widehat{f}_x^{(I)}(\omega ,z),`$
$`\psi _{(A)}(x;z)\varphi _{(A)}^{\frac{1}{2}}(x)\left(\begin{array}{c}_0i_3\\ _2i_1\end{array}\right)\widehat{f}_x^{(A)}(\omega ,z).`$ (10)
Explicit expressions for $`\varphi (x)`$ and $`\widehat{f}_x(\omega ,z)`$ can be found elsewhere .

For generic values of the parameters the overlap is complex and to go through zero (to maximize localization) requires fine-tuning of two parameters. We will assume here that, for each of the two instantons and the anti-instanton, both constituent monopoles are approximately at the same location ($`\pi \rho ^2/\beta `$ small). Typically then, if one instanton is sufficiently further away from the anti-instanton their overlap will be exponentially small and the zero mode will localize on that instanton. This happens generically for any $`z`$ except for two small intervals (proportional to $`\beta ^1`$) around $`z=\pm \omega `$ where the (anti-)instanton zero mode becomes delocalized and the overlap is not guaranteed to be small. One could, in principle, observe in these two intervals a significant mixing with the zero mode of the second instanton. Notice however that, except for trivial holonomy where the two intervals merge into one (at $`z=0`$ or $`{\scriptscriptstyle \frac{1}{2}}`$), this effect leads to double the expected number of hoppings. Therefore it could only possibly mimic the behaviour of a single caloron with trivial holonomy. We can then conclude that the full signature of a single SU(2) caloron with non-trivial holonomy is unlikely to be emulated by the effect of hopping between two instantons, and we expect the same to hold for SU(3).

## 4 Discussions

Cooling studies at a low temperature, rather than just below the deconfinement temperature, have been reported as well . Constituents at non-trivial holonomy could still be identified by points where two eigenvalues of the Polyakov loop coincide, but they revealed no individual lumps. This may explain why before no constituents were found. It is also interesting to point out that for $`\rho >\beta `$ the scale parameter plays an entirely different role and the measure for integration over the moduli space should be formulated in terms of constituent monopoles of fixed size (at fixed temperature). This should remove the infrared divergence of the scale integration, although it is unlikely a semiclassical picture can be used here.

## Acknowledgements

We thank Michael Müller-Preussker, Michael Ilgenfritz and Christof Gattringer for discussions. FB is supported by FOM and MGP by MCYT.