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# Elementary Derivation for Passage Times

## 1 Introduction

The notion of a characteristic time arises in a variety of situations in quantum mechanics. For example, concerning the decay of an atom, one is interested in the characteristic decay time, or lifetime. Typically, one would conduct measurements on an ensemble of independently and identically prepared systems, whereby the lifetime is estimated as an ensemble mean. For a particle trapped in a potential, one would be interested in the tunneling time, the time in which the particle escapes from the trap.

There are many other circumstances in which one is interested in the time required for an initial state of the system to evolve into another state under the action of a given Hamiltonian, or more generally, under some given setup. See, for example, Ref.  (and references cited therein) for a discussion on various characteristic times in quantum theory. It is curious that, despite its experimental importance, precise statistical bounds on the estimation accuracy of time in quantum mechanics have only been obtained fairly recently .

One of such characteristic times, namely, the time required for a given initial state $`|\psi `$ to evolve into another state orthogonal to $`|\psi `$, has attracted some attention because of its relevance to quantum computation and computational capacity (see, for example, ). Of course, given a generic state $`|\psi `$ and a Hamiltonian, it is more likely that $`|\psi `$ will never evolve into a state orthogonal to $`|\psi `$. Nevertheless, for some special cases this can occur, which is the situation we study here. In particular, we call the minimum time required for a state to be transformed into an orthogonal state a passage time. The lower bound for the passage time is known as the Fleming bound . Our main objective here is to give an elementary derivation of the passage time, and illustrate the result for some simple systems. Let us first state more explicitly the problem at hand.

Consider an $`n`$-dimensional Hilbert space $``$, and a Hamiltonian $`\widehat{H}`$ with eigenvalues $`\{E_l\}`$ $`(l=1,2,\mathrm{},n)`$. For definiteness, we suppose that the energy eigenvalues are all distinct, although this is not essential in the ensuing argument. The time evolution of the wave function is thus effected by a one parameter family of unitary operators

$`\widehat{U}(t)=\mathrm{exp}\left(\mathrm{i}\widehat{H}t/\mathrm{}\right).`$ (1)
Now, the Hilbert space $``$ carries an essentially redundant complex degree of freedom, i.e. the overall complex phase associated with the wave function. Thus, we consider equivalence classes of wave functions, obtained by the identification

$`|\psi \lambda |\psi ,`$ (2)
where $`\lambda \{0\}`$. In other words, we consider the space of rays through the origin of $``$. This is just the projective Hilbert space $`𝒫`$, endowed with the usual Fubini-Study metric defined by the transition probability . By abuse of notation, we use the symbol $`|\psi `$ to denote both a point of $`𝒫`$, and its representative elements in $``$. This should not cause confusion.

Given a Hilbert space and a Hamiltonian $`\widehat{H}`$, we seek to determine the time required for a state $`|\psi `$ to be transformed, under unitary evolution, into another state $`|\eta `$ orthogonal to $`|\psi `$. More precisely, the problem addressed here can be stated as follows:

* Does there exist a time $`\tau `$ such that the state defined by

$`|\eta =\widehat{U}(\tau )|\psi `$ (3)
is orthogonal to $`|\psi `$, that is, $`\psi |\eta =0`$, and,
* If so, what is the minimum value of $`\tau `$?

Such a minimum time $`\tau `$, if it exists, will be called the passage time, and denoted by $`\tau _\mathrm{P}`$. We shall show that, in fact, there exist infinitely many, although rather special, states $`|\psi `$ such that $`\psi |\eta =0`$ for a suitable choice of passage time $`\tau _\mathrm{P}`$, and that the value of $`\tau _\mathrm{P}`$ for these states is typically given exactly by the expressions

$`\tau _\mathrm{P}={\displaystyle \frac{\pi \mathrm{}}{\mathrm{\Delta }E}}={\displaystyle \frac{\pi \mathrm{}}{2\mathrm{\Delta }H}},`$ (4)
where $`\mathrm{\Delta }E`$ and $`\mathrm{\Delta }H`$ are as defined below (note that the passage time in  is defined to be given by $`\pi \mathrm{}/2\mathrm{\Delta }H`$ for an arbitrary state, whereas our definition here is more refined because we impose orthogonality condition). There are also cases for which passage times exist but are larger than $`\tau _\mathrm{P}`$ of (4). Explicit examples will be given. We also show, using the Anandan-Aharonov relation, that (4) actually provides the sharpest obtainable bound for the passage time.

## 2 Derivation of passage times

In order to verify (4), we first take note of the Hermitian correspondence between points and hyperplanes of codimension one in a projective Hilbert space $`𝒫`$ . Specifically, given a point $`|\psi 𝒫`$, the corresponding projective hyperplane consists of those points $`|\xi `$ satisfying the algebraic relation

$`\psi |\xi =0.`$ (5)
Thus, if $`|\psi `$ is transformed by $`\widehat{U}(t)`$ into a point $`|\eta `$ orthogonal to $`|\psi `$, then $`|\eta `$ must lie on this hyperplane, i.e. $`\psi |\eta =0`$. Assuming that such a pair $`(|\psi ,|\eta )`$ of points exists, we can join the two points by a projective line $`𝒫^1`$; the points on this line represent the totality of normalised superpositions of the states $`|\psi `$ and $`|\eta `$. Since a complex projective line in real terms is just a two-sphere $`S^2`$, we can visualise this configuration as illustrated in Figure 1. Note that the orthogonality of $`|\psi `$ and $`|\eta `$ implies that they are antipodal on $`S^2`$. Furthermore, the geodesics of the Fubini-Study metric that join the two points $`|\psi `$ and $`|\eta `$ are just the great circle arcs of the sphere $`S^2`$ that contain these points.

Next, we observe that, if there exists a unitary evolution transforming $`|\psi `$ into $`|\eta `$ along a geodesic curve, then there must be a pair of energy eigenstates, $`|E_i`$ and $`|E_j`$, say, at the poles of $`S^2`$, such that $`|\psi `$ and $`|\eta `$ lie on the equator. This is because the dynamics induced by unitary evolution on any projective line joining a pair of energy eigenstates corresponds to a rigid rotation of the two-sphere $`S^2`$ in $`𝒫`$, with the said energy eigenstates as fixed points. Therefore, if we regard, conversely, the states $`|\psi `$ and $`|\eta `$ as forming a pair of poles on $`S^2`$, then the two energy eigenstates $`|E_i`$ and $`|E_j`$ will lie on the corresponding equator. In other words, we have, for some $`\varphi [0,2\pi )`$, the relations

$`\frac{1}{\sqrt{2}}\left(|\psi +\mathrm{e}^{\mathrm{i}\varphi }|\eta \right)=|E_i`$ (6)
and

$`\frac{1}{\sqrt{2}}\left(|\psi \mathrm{e}^{\mathrm{i}\varphi }|\eta \right)=|E_j,`$ (7)
since $`|E_i`$ and $`|E_j`$ are antipodal points of $`S^2`$. Applying the unitary operator $`\widehat{U}(\tau )`$ to both sides of (6) and (7), we obtain

$`\frac{1}{\sqrt{2}}\left(\mathrm{e}^{\mathrm{i}\varphi }|\psi +|\eta \right)=\mathrm{e}^{\mathrm{i}E_i\tau /\mathrm{}}|E_i`$ (8)
and

$`\frac{1}{\sqrt{2}}\left(\mathrm{e}^{\mathrm{i}\varphi }|\psi +|\eta \right)=\mathrm{e}^{\mathrm{i}E_j\tau /\mathrm{}}|E_j.`$ (9)
This follows from the fact that, by assumption, the unitary operator $`\widehat{U}(\tau )`$ for a particular value of $`\tau `$ interchanges two states $`|\psi `$ and $`|\eta `$. Thus, forming the inner products of the respective right and left sides of (6) and (8), we find that

$`\frac{1}{2}\left(\mathrm{e}^{\mathrm{i}\varphi }+\mathrm{e}^{\mathrm{i}\varphi }\right)=\mathrm{e}^{\mathrm{i}E_i\tau /\mathrm{}}.`$ (10)
Similarly, from (7) and (9) we obtain

$`\frac{1}{2}\left(\mathrm{e}^{\mathrm{i}\varphi }+\mathrm{e}^{\mathrm{i}\varphi }\right)=\mathrm{e}^{\mathrm{i}E_j\tau /\mathrm{}}.`$ (11)
Then, addition of equations (10) and (11) yields the condition

$`\mathrm{e}^{\mathrm{i}(E_jE_i)\tau /\mathrm{}}=1,`$ (12)
which is satisfied if we set

$`\tau ={\displaystyle \frac{\pi \mathrm{}k}{E_jE_i}}(k=1,3,5,\mathrm{}),`$ (13)
where we assume $`E_j>E_i`$. Choosing the smallest value for $`k`$ and writing $`\mathrm{\Delta }E=E_jE_i`$ we thus obtain the minimum value $`\tau _\mathrm{P}`$ of the passage time, given by

$`\tau _\mathrm{P}={\displaystyle \frac{\pi \mathrm{}}{\mathrm{\Delta }E}}.`$ (14)
To summarise, when $`|\psi `$ is transformed into an orthogonal state $`|\eta `$ by a one-parameter family of unitary transformations along a geodesic curve, then the time required is given exactly by (14). We have not yet considered the possibility that $`|\psi `$ unitarily evolves into $`|\eta `$ along another curve. If an alternative path exists, then the length of the trajectory is necessarily longer, since any such path will not be a geodesic. If $`|\psi `$ is expressible as a superposition of $`|E_i`$ and $`|E_j`$, then the trajectory of $`\widehat{U}(t)|\psi `$ never leaves the projective line that joins these two states, and hence there exists no alternative path. The case in which $`|\psi `$ is expressed as a superposition of more than two energy eigenstates will be discussed below.

We note, incidentally, that an alternative bound on passage time was proposed by Margolus and Levitin , who argued that a sharper bound for $`\tau _\mathrm{P}`$ exists and is given by the expression

$`\tau _{\mathrm{ML}}{\displaystyle \frac{\pi \mathrm{}}{2E}},`$ (15)
where $`E=\widehat{H}`$ is the expectation value of the Hamiltonian in the state $`|\psi `$. However, this inequality is in general not physically viable, and it is in fact never sharper than the right-hand side of (14). This is because the physical characteristics of quantum systems are invariant under an overall shift of the energy spectrum, and hence without loss of generality we may set, for example, $`E=0`$ or $`E<0`$, and (15) becomes meaningless. To avoid this problem, Margolus and Levitin fix the energy scale so that $`E_l0`$ for all $`l=1,2,\mathrm{},n`$. Only then does the inequality (15) become technically valid. However, this bound, when $`2E\mathrm{\Delta }E`$, is never attained except in one special case where $`E_i=0`$, so that $`\mathrm{\Delta }E=E_j`$ and $`2E=E_j`$.

## 3 Fleming’s bound

We now consider how the passage time $`\tau _\mathrm{P}`$ obtained in (14) is related to the dispersion $`\mathrm{\Delta }H^2=(\widehat{H}\widehat{H})^2`$ of the energy. This is of interest, because a previously derived bound on the passage time is expressed in terms of the energy dispersion . In the present situation, we can compute $`\mathrm{\Delta }H`$ explicitly, because the state is expressible in the form

$`|\psi =\frac{1}{\sqrt{2}}\left(|E_i+\mathrm{e}^{\mathrm{i}\phi }|E_j\right)`$ (16)
for some $`\phi [0,2\pi )`$. By a direct calculation, the energy dispersion in the state (16) is

$`\mathrm{\Delta }H^2=\frac{1}{4}\left(E_jE_i\right)^2,`$ (17)
from which we obtain Fleming’s bound

$`\tau _\mathrm{P}={\displaystyle \frac{\pi \mathrm{}}{2\mathrm{\Delta }H}},`$ (18)
as indicated in .

This relation is indeed natural if we recall the Anandan-Aharonov relation  which states that the ‘speed’ of the evolution of a given quantum state is given by $`2\mathrm{}^1\mathrm{\Delta }H`$. The Fubini-Study distance between a pair of orthogonal states is given by $`\pi `$, and this distance divided by the velocity determines the required time. Since the velocity $`2\mathrm{}^1\mathrm{\Delta }H`$ of the quantum state is a constant under the action of the unitary group, while the minimum distance of the trajectory joining a pair of orthogonal states is always $`\pi `$, it follows that the Fleming bound can be derived directly from the Anandan-Aharonov relation.

We have considered thus far the case in which the state $`|\psi `$ is expressible as a superposition of two energy eigenstates. Next, suppose that $`|\psi `$ is expressed as a superposition of more than two energy eigenstates. It is not difficult to see that, in this case, if $`|\psi `$ can be transformed into an orthogonal state by a unitary operator $`\widehat{U}(t)`$, then the energy spectrum $`\{E_l\}`$ must fulfil rather stringent constraints. Thus, such a transformation can occur only for rather special states, in systems such that the energy spectrum $`\{E_j\}`$ has a particularly simple structure. In other words, a generic state in this case will not evolve into an orthogonal state under the action of $`\widehat{U}(t)`$. It is, nevertheless, of some interest to analyse such examples in order to gain further insight into the phenomena involved.

Let us consider, for simplicity, a state $`|\psi `$ that is expressed as a superposition of three energy eigenstates. The most general form of such a state can be expressed as

$`|\psi =\mathrm{cos}\alpha |E_i+\mathrm{sin}\alpha \mathrm{cos}\beta \mathrm{e}^{\mathrm{i}\varphi }|E_j+\mathrm{sin}\alpha \mathrm{sin}\beta \mathrm{e}^{\mathrm{i}\phi }|E_k,`$ (19)
where $`\alpha ,\beta `$ are angular coordinates, $`\varphi ,\phi `$ are phase variables, and we assume that $`E_i<E_j<E_k`$. If $`\widehat{U}(T)`$ transforms this state into an orthogonal state, then the condition

$`\mathrm{cos}^2\alpha +\mathrm{sin}^2\alpha \mathrm{cos}^2\beta \mathrm{e}^{\mathrm{i}\omega _{ji}T/\mathrm{}}+\mathrm{sin}^2\alpha \mathrm{sin}^2\beta \mathrm{e}^{\mathrm{i}\omega _{ki}T/\mathrm{}}=0,`$ (20)
must be satisfied, where $`\omega _{ji}=E_jE_i`$ and so on. To render the analysis more tractible, we further simplify this constraint by assuming that $`\alpha =\beta =\pi /4`$. Then, (20) implies that a necessary condition for the state $`|\psi `$ to evolve into an orthogonal state is given by the relation

$`{\displaystyle \frac{\omega _{ki}}{\omega _{ji}}}={\displaystyle \frac{2m1}{2n1}},`$ (21)
where $`m,n`$ are natural numbers such that $`mn`$. Because the spectrum of a generic Hamiltonian $`\widehat{H}`$ will not satisfy (21), a state $`|\psi `$ will never evolve into a state orthogonal to $`|\psi `$. The constraint becomes even more severe if $`|\psi `$ is expressed as a superposition of more than three eigenstates. The precise form of the constraint in such cases is just a straightforward generalisation of (20).

Notwithstanding these conditions, let us suppose that the constraint (21) is indeed satisfied for some given Hamiltonian. Then, the state indeed evolves into an orthogonal state. The first time that $`|\psi `$ becomes orthogonal to $`|\psi `$, in particular, is given by

$`T={\displaystyle \frac{\pi \mathrm{}}{\omega _{ji}}}={\displaystyle \frac{3\pi \mathrm{}}{\omega _{ki}}}.`$ (22)
However, since in this case $`\widehat{U}(t)|\psi `$ does not describe a geodesic path, $`T`$ will be larger than Fleming’s passage time $`\tau _\mathrm{P}`$ given in (18). Indeed, without loss of generality, we may set $`E_i=0`$. Then, it is straightforward to verify that $`T=\sqrt{6}\tau _\mathrm{P}`$. This follows from the fact that, under the constraint $`\omega _{ki}=3\omega _{ji}`$ that follows from (21), the squared energy dispersion in the state (19) is given by $`\mathrm{\Delta }H^2=\frac{3}{2}\omega _{ji}^2`$.

Another simple example is the cyclic evolution of a spin-1 system, with energy eigenvalues $`1`$, $`0`$, and $`+1`$. Consider a state

$`|\psi =\frac{1}{2}|+\frac{1}{\sqrt{2}}|0+\frac{1}{2}|+.`$ (23)
The application of $`\widehat{U}(\pi \mathrm{})`$ yields

$`|\eta =\frac{1}{2}|+\frac{1}{\sqrt{2}}|0\frac{1}{2}|+,`$ (24)
and we have $`\psi |\eta =0`$. Likewise, the action of $`\widehat{U}(\pi \mathrm{})`$ on $`|\eta `$ yields $`|\psi `$, hence, we have a cyclic evolution that interchanges a pair of orthogonal states $`|\psi `$ and $`|\eta `$. However, because the trajectory $`\widehat{U}(t)|\psi `$ in $`𝒫`$ does not correspond to a geodesic curve, the time required to interchange these states, given by $`T=\pi \mathrm{}`$, is longer that the Fleming bound. Indeed, we have $`T=\sqrt{2}\tau _\mathrm{P}`$ in this example, because in the state (23) we have $`H^2=\frac{1}{2}`$ and $`H=0`$ so that $`\mathrm{\Delta }H^2=\frac{1}{2}`$. In general, if a quantum state expressible in the form other than (16) does evolve into an orthogonal state, then the passage time is necessarily longer than Fleming’s bound (18).

## 4 Mixed initial states

The foregoing analysis can be extended in a natural way to the case in which the initial state of the system is impure. The situation considered here can be described as follows. Suppose that we have an initial state, known to be either $`|\psi _1`$, with probability $`p`$, or $`|\psi _2`$, with probability $`1p`$, where both of these pure states are of the form (16). In other words, the initial state is a mixed-state density matrix

$`\widehat{\rho }=p|\psi _1\psi _1|+(1p)|\psi _2\psi _2|.`$ (25)
This density matrix evolves in accordance with the Heisenberg law

$`\widehat{\rho }(t)=\widehat{U}^{}(t)\widehat{\rho }\widehat{U}(t).`$ (26)
Our objective in the present context is to examine the possibility that, after some lapse of time $`\tau _\mathrm{P}`$, the initial pure state $`|\psi _i`$ evolves with certainty into a state orthogonal to $`|\psi _i`$, irrespective of whether $`i=1`$ or $`i=2`$.

If the state $`|\psi _1`$ is a superposition of energy eigenstates $`|E_i`$ and $`|E_j`$, and if $`|\psi _2`$ is a superposition of $`|E_k`$ and $`|E_l`$, then the passage time for $`|\psi _1`$ is just $`\pi \mathrm{}/\omega _{ji}`$, and similarly, for $`|\psi _2`$, is just $`\pi \mathrm{}/\omega _{lk}`$. Therefore, if the initial state evolves with certainty into an orthogonal state, then the required passage time is given by

$`\tau _\mathrm{P}=\pi \mathrm{}\times \mathrm{LCM}(\omega _{ji}^1,\omega _{lk}^1),`$ (27)
where $`\mathrm{LCM}(x,y)`$ denotes the least common multiple of $`x`$ and $`y`$. In other words, since we are uncertain about the initial state, we must, in general, wait considerably longer before we can be sure that the state is in another state orthogonal to the initial state, even though in the meantime the state may evolve into an orthogonal state and then return to itself many times. It is straightforward to generalise this argument to the case where the initial state is one of many states of the form (16). In this case, the passage time is simply given by $`\pi \mathrm{}`$ times the least common multiple of the inverses of the energy differences.

Note that, even though each possible pure state will be transformed into an orthogonal state after the system has evolved for the time $`\tau _\mathrm{P}`$ given in (27), one cannot clearly argue that the density matrix $`\widehat{\rho }(\tau _\mathrm{P})`$ has evolved into another mixed state orthogonal to $`\widehat{\rho }(0)`$. Indeed, the diagonal elements of $`\widehat{\rho }(0)`$ and $`\widehat{\rho }(\tau _\mathrm{P})`$, when expressed in the energy basis, are identical, and therefore the expectation values of any observable commuting with the Hamiltonian will also be identical. This observation leads to an interesting open problem, namely, can the orthogonality of impure density matrices be defined in a meaningful fashion, and if so, does a passage time exist for mixed state density matrices with respect to this definition.

The author acknowledges support from The Royal Society, and is grateful to L S Schulman for posing the problem, as well as suggesting improvements on an earlier draft of the manuscript.


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# ULTRAHIGH ENERGY NEUTRINOS

## I Introduction

The existence of ultrahigh energy (UHE) cosmic rays comprised of nucleons guarantees the presence of ultrahigh energy neutrinos. Over megaparsec distances, UHE nucleons interact with the 2.7K microwave background radiation to produce the delta resonance, which decays to a pion and a nucleon. Charged pions decay to neutrinos and muons, followed by muon decay, leading to fluxes of electron and muon neutrinos. Beginning with the pioneering work of Ref. 1, and continuing to recent improvementshs ; ess , there are quantitative predictions for fluxes of neutrinos with $`E_\nu 10^8`$ GeV and higher energies.

At somewhat lower energies, one expects that sources of TeV photons such as active galactic nuclei should also produce neutrinos. The attenuation length of the photon effectively cuts off the photon energy at $`E_\gamma 1`$ TeV for sources farther than 100 Mpc from the Earth. The long interaction length of neutrinos means that neutrino attenuation from distant sources is not an issue over astronomical distances due to low densities.

A common feature to neutrino flux models is that roughly two muon neutrinos/antineutrinos appear for each electron neutrino/antineutrino at the production site. (In the following discussion, we do not distinguish between $`\nu `$ and $`\overline{\nu }`$.) In the past few years, the SuperKamiokande experimentsuperk  together with the SNOsno  results point to physics beyond the standard model: neutrino masses and mixing. Parameters in the mixing matrix lead fairly robustly to an equal distribution of fluxes of neutrinos between the three neutrino flavorsahluwalia :

$$F_{\nu _e}=F_{\nu _\mu }=F_{\nu _\tau }$$
(1)
after propagating over astronomically large distances. UHE tau neutrino interactions with nucleons in the Earth and atmosphere may provide signals of this phenomenon. Tests for deviations from the standard model ultrahigh energy cross section are another probe of non-standard model physics with UHE neutrinos.

The neutrino energy regime determines the detection method. For $`E_\nu 10^6`$ GeV, underground detectors can be used to record upward muons and electromagnetic/hadronic showers. Experiments include water or ice Cherenkov detectors like AMANDAamanda , NESTORnestor , ANTARESantares  and IceCubeicecube . Attenuation of the neutrino flux in Earth is important, especially the difference between $`\nu _\mu `$ and $`\nu _\tau `$ attenuationhalzen ; us ; bottai . In the energy range above $`10^810^9`$ GeV, detection of horizontal air showers and radio detection are used to determine the UHE $`\nu `$ fluxes and to probe the neutrino cross sectionrice ; auger ; owl ; euso ; tos ; afgs . At intermediate energies, the double-bang signal of both production and decay vertices of the $`\nu _\tau \tau \nu _\tau X`$ process can be used to identify $`\nu _\tau `$slearned . Other detection possibilities include using the Earth as a tau neutrino converter, then searching for the shower from the decay of the emerging taufargion .

We present results in two of these examples: upward neutrino fluxes and their detection, and the potential for limits on the non-standard neutrino cross section from the OWLowl  proposed detector. In this latter case, the non-standard model considered is mini-black hole production and decaybh ; emr ; shrock ; bh2 ; ringwald ; muniz ; ralston , a feature of models with TeV-scale compactification of extra dimensionsdimop . Before going into detail of these two examples, we review the theoretical status of the neutrino cross section at high energies.

## II UHE Neutrino Cross Section

The neutrino-nucleon cross section is straightforward to calculate in the standard modelquiggtext . The charged current cross section is

$$\frac{d^2\sigma }{dxdQ^2}=\frac{G_F^2}{\pi }\left(\frac{M_W^2}{Q^2+M_W^2}\right)^2\left[q(x,Q)+(1y)^2\overline{q}(x,Q)\right]$$
(2)
for $`W`$ boson momentum squared $`q^2=Q^2`$, lepton energy difference $`q^0=EE^{}=\nu `$, Bjorken $`x=Q^2/(2M\nu )`$ and $`y=\nu /E`$ with nucleon mass $`M`$ and $`W`$ mass $`M_W`$. The parton distribution function combinations $`q(x,Q)`$ and $`\overline{q}(x,Q)`$ are detailed in, for example, Ref. 31. The cross section depends crucially on the parton distribution functionsandreev . As $`\mathrm{ln}(Q^2)`$ gets large, the parton distributions at small-$`x`$ increase, however, the $`W`$ boson propagator decreases with increasing $`Q^2`$. At sufficiently high energies, the value of $`Q^2`$ saturates at $`Q^2M_W^2`$, so the relevant values of $`x`$ for a given incident neutrino energy $`E`$ is approximately

$$x\frac{M_W^2}{2ME}.$$
(3)
This translates to $`x10^2`$ for $`E10^6`$ GeV, and $`x10^8`$ for $`E10^{12}`$ GeV.

Measurements of the parton distribution functions have been made down to $`x10^6`$ at $`Q^20.1`$ GeV2 at HERAhera . At a more relevant $`Q^2M_W^2`$, parton distributions have been measured to $`x10^3`$dzero .

Beyond the measured regime, one is guided by theoretical arguments concerning the small-$`x`$ parton distribution functions and their QCD evolution. As discussed in detail in Ref. 35, for $`xg(x,Q_0)x^\lambda `$ at $`x1`$, then $`xg(x,Q)x^\lambda `$ for $`\lambda \stackrel{>}{}0.3`$. At small values of $`x`$, the quark distribution functions are dominated by the quark sea, which come from $`gq\overline{q}`$, so the sea distributions have the same power law dependence: $`xq(x,Q)x^\lambda `$.

Modern parton distribution function fits have $`\lambda 0.30.4`$, and extrapolations to small-$`x`$ by this power law agree well with perturbative QCD evolution, as demonstrated, for example, by Glück, Kretzer and Reya in Ref. 36. Kwiecinski, Martin and Stasto have used a BFKL-type evolution at small-$`x`$ and obtain cross sections that are in agreement with power law extrapolationskms .

At very small values of $`x`$, recombination processes such as $`ggg`$ should become important, ultimately leading to a flattening of the neutrino cross section as a function of energy. The recombination regime is unimportant for neutrino energies up to $`10^{12}`$ GeV, though it should become important at even higher energiessterman .

Fig. 1 shows the neutrino interaction length, proportional to the inverse of the cross section:

$$_{int}=\frac{1}{N_A\sigma _{\nu N}}$$
(4)
with $`N_A`$ equal to Avogadro’s number. For neutrino energies above a few tens of TeV, the Earth’s diameter is larger than the attenuation length. Even for neutrinos with $`E=10^{12}`$ GeV, the horizontal atmospheric depth is short compared to the neutrino interaction length.

## III Upward Neutrinos in Underground Detectors

In our discussion of upward neutrinos, we restrict our attention to neutrino energies below 106 GeVus . For the upward neutrino flux, depending on the nadir angle, attenuation due to neutrino passage through the Earth is important. Neutrino oscillations of $`\nu _\mu \nu _\tau `$ lead to the arrival of equal fluxes of $`\nu _\mu `$ and $`\nu _\tau `$ at the surface of the Earth, however, it has been noted that the attenuation of the two species is quite different due to the short lifetime of the $`\tau `$halzen ; us ; bottai .

Muon and tau neutrinos have the same neutral current and charged current cross sections above 1 TeV. (At 1 TeV, the charged current cross section for $`\nu _\tau \tau `$ is about 5% lower than the $`\nu _\mu `$ charged current (CC) cross section due to the $`\tau `$ mass. At 100 GeV, the $`\nu _\tau `$ CC cross section is about 25% smallerkretzer .) The difference in the attenuation of $`\nu _\mu `$ and $`\nu _\tau `$ fluxes has to do with the fact that muons lose energy as they traverse a medium before they decay. Electromagnetic energy loss for muons is significant, so the neutrinos from muon decay have much lower energies than the parent muon energy. On the other hand, electromagnetic energy loss for $`\tau `$’s is important only for tau energies above $`10^8`$ GeVdrss . The muon neutrino and tau neutrino transport equations are

$`{\displaystyle \frac{F_{\nu _\mu }(E,X)}{X}}={\displaystyle \frac{F_{\nu _\mu }(E,X)}{_\nu ^{int}(E)}}`$ (5)
$`+{\displaystyle _E^{\mathrm{}}}𝑑E_yG^{\nu _\mu \nu _\mu }(E,E_y,X)`$
$`{\displaystyle \frac{F_{\nu _\tau }(E,X)}{X}}={\displaystyle \frac{F_{\nu _\tau }(E,X)}{_\nu ^{int}(E)}}`$
$`+{\displaystyle _E^{\mathrm{}}}𝑑E_y[G^{\nu _\tau \nu _\tau }(E,E_y,X)+G^{\tau \nu _\tau }(E,E_y,X)]`$
$`{\displaystyle \frac{F_\tau (E,X)}{X}}{\displaystyle \frac{F_\tau (E,X)}{_\tau ^{dec}}}`$
$`+{\displaystyle _E^{\mathrm{}}}𝑑E_yG^{\nu _\tau \tau }(E,E_y,X)`$
where, for example,

$$G^{\nu _\tau \nu _\tau }(E,E_y,X)=\left[\frac{F_{\nu _\tau }(E_y,X)}{_\nu ^{int}}\right]\frac{dn^{NC}}{dE}(E_y,E).$$

in terms of the neutrino flux $`F_{\nu _\tau }`$ and the cross section normalized neutral current energy distribution $`dn^{NC}/dE`$. We have made the approximation that tau energy loss is negligible, and that only the decay of the tau is relevant, neglecting tau CC interactions.

The feed-down of neutrinos from $`\nu _\tau \tau `$ is evident in comparison of the attenuated $`\nu _\tau `$ flux with the $`\nu _\mu `$ fluxus ; bottai . In Figs. 2 and 3 we show the ratio of the attenuated flux to the incident flux for $`\nu _\tau `$ (upper curve) and $`\nu _\mu `$ (lower curve) at nadir angle 0 for two different fluxes, parameterized by

$$F_\nu ^0=E^{\gamma 1}/(1+E/E_0)^\alpha $$
(6)
for $`E_0=10^8`$ GeV. In Fig. 2, $`\gamma =1`$ and $`\alpha =0`$, and in Fig. 3, $`\gamma =0`$ and $`\alpha =2`$. The tau neutrino pile-up is more pronounced for the flatter fluxes. At larger nadir angles, the pileup reduces because the number of interactions reduces, but the attenuation is also less.

Experimentally, one would like to exploit the effect of the tau neutrino pile-up and to identify the tau neutrino component of the flux. In a manner similar to the lower energy comparison of the neutral current to charged current event ratessno , for neutrinos with energies above 1 TeV, one can compare the upward electromagnetic/hadronic shower event rate from

$`\nu _\tau N\tau +\mathrm{hadrons},\tau \nu _\tau +\mathrm{hadrons}`$ (7)
$`\nu _\tau N\tau +\mathrm{hadrons},\tau \nu _\tau +e+\nu _e`$
$`\nu _{\tau ,\mu ,e}N\nu _{\tau ,\mu ,e}+\mathrm{hadrons}`$
$`\nu _eNe+\mathrm{hadrons}`$
with the upward muon event rate from

$`\nu _\mu N\mu +X`$ (8)
$`\nu _\tau N\tau +X,\tau \nu _\tau +\mu +\nu _\mu .`$
We have made a detailed comparison in Ref. 12. By measuring the upward shower and muon event rates with an energy threshold of 10 TeV, one should be able to see the effect of the tau neutrino component of the incident neutrino flux. This is relatively independent of the a priori unknown spectrum of the incident flux, except for the overall normalization (so that there are enough events).

An interesting possibility for a class of input neutrino fluxes is the enhancement of the upward muon rate from $`\nu _\tau \tau \nu _\mu `$ where the final muon neutrino interacts to produce a muonbeacom . The muon neutrinos from tau decays are called “secondary neutrinos.” There is incremental energy loss at each of the processes: CC production of the tau, then muonic decay of the tau. This results in a contribution to the muon neutrino fluxsecondaries , as seen in Fig. 4 for $`F1/E`$ for nadir angle 0. The upper dashed line is $`F_\nu /F_\nu ^0`$ for the $`\nu _\tau `$ flux, the lower dashed line is for $`\nu _\mu `$ excluding the secondary neutrinos, while the solid line is the secondary muon neutrino flux. The implications for the upward muon rate are shown in Fig. 5. The secondary neutrino flux for the $`1/E^2`$ incident flux is relatively less important. For less steep fluxes than $`1/E`$, one expects that the secondary flux will be enhanced.

## IV Horizontal Air Shower Signals of Mini-black Holes

As Fig. 1 indicates, the standard model neutrino interaction length is large compared to the horizontal atmospheric depth (zenith angle $`90^{}`$ at sea level). Unlike strongly interacting particles, neutrinos can penetrate deep into the atmosphere. Horizontal air showers initiated deep in the atmosphere are a signal of neutrinos. Non-observation of an enhancement of horizontal air shower event rates limit a combination of the neutrino-nucleon cross section and the neutrino fluxtos ; afgs . Using the cosmogenic neutrino flux from cosmic ray scattering with the 2.7K photons, it is possible to set limits on non-standard contributions to the cross section.

The cosmogenic neutrino flux, for the sum of electron neutrino plus antineutrino, evaluated by Engel, Seckel and Stanevess  (ESS) is shown in Fig. 6. Their results are shown for two models of source evolution: one parameterized like $`(1+z)^3`$ for redshift $`z<1.9`$ (standard evolution), and the other scaling like $`(1+z)^4`$ for the same redshift (strong evolution).

Discussed here are contributions from mini-black holes, predicted by models with the Planck scale in the TeV range and a number of extra dimensionsdimop , and the potential of an orbiting observatory to detect the enhanced rate of horizontal air showersbhus . There is an extensive literature on black hole production and detection by neutrino telescopesafgs ; bh ; emr ; shrock ; bh2 ; ringwald ; muniz ; ralston . It appears that enhancements of the cross section from $`t`$-channel Kaluza-Klein graviton exchange is not an important effectemr ; shrock .

Black hole production in these models is determined by the geometrical cross section, depending on the Schwarzschild radius. The Schwarzschild radius $`r_S`$, assuming $`n`$ compactified dimensions and Planck scale $`M_D`$, is given bycolliderth

$$r_S=\frac{1}{M_D}\left[\frac{M_{\mathrm{BH}}}{M_D}\left(\frac{2^n\pi ^{\frac{n3}{2}}\mathrm{\Gamma }\left(\frac{3+n}{2}\right)}{2+n}\right)\right]^{\frac{1}{1+n}}.$$
(9)
Here, $`M_{\mathrm{BH}}`$ is the mass of the black hole. The geometrical cross section for neutrino interaction with parton $`j`$ is then

$$\widehat{\sigma }(\nu jBH)=\pi r_S^2(M_{BH}=\sqrt{\widehat{s}})\theta (\sqrt{\widehat{s}}M_{BH}^{\mathrm{min}})$$
(10)
for $`\widehat{s}`$ equal to the neutrino-parton center of mass energy. Eq. (10) enforces the requirement that $`\widehat{s}`$ be larger than some minimum energy-squared, certainly larger than the Planck scale. Convoluting with the parton distribution functions $`f_i`$ after setting $`\widehat{s}=xs`$ give a non-standard model contribution to the neutrino-nucleon cross section:

$$\sigma (\nu N\mathrm{BH})=\underset{i}{}_{\frac{(M_{BH}^{\mathrm{min}})^2}{s}}^1𝑑x\widehat{\sigma }_i^{BH}(xs)f_i(x,Q^2).$$
(11)
The black hole is expected to rapidly evaporate into standard model particles, and we assume that all of the energy of the black hole goes into the shower it producescolliderth .

Experimental constraints on deviations from Newtonian gravity exclude $`n=1`$ and $`M_D1`$ TeVafgs . For $`n=2`$, $`M_D>3.5`$ TeV is consistent with tests of the inverse square law,neq2  while for larger $`n`$, there are no constraints from tests of Newtonian gravity for $`M_D1`$ TeV. Collider experiments put a lower limit on $`M_D`$ at approximately 1 TeVafgs ; collider .

Fig. 7 shows a representative set of parameter choices for the number of extra dimensions $`n`$ and the minimum black hole mass, given a Planck scale of $`M_D=2`$ TeV. Also shown are curves representing upper limits on the cross section from Tyler, Olinto and Sigltos  (TOS) and Anchordoqui, Feng, Goldberg and Shapereafgs  (AFGS), were they have used cosmogenic fluxes similar to that of ESS. These upper limits come from the AGASA and Fly’s Eye limits on an excess of horizontal air shower events.

The largest enhancement of the cross section comes at the highest energies. Detectors optimized to this energy range will be able to put the most stringent limits on the cross section. The proposed Orbiting Wide-Angle Light-Collectors Experimentowl  (OWL) and the Extreme Universe Space Observatoryeuso  (EUSO) are two such detectors. The OWL experiment would involve two satellites with photodetectors, orbiting 640 km above the Earth. The EUSO experiment would be located on the International Space Station, 380 km above the Earth. The conversion factor from the 2 telescopes to one at a reduced altitude amount to a reduction of the event rate by a factor of about 0.2 compared to OWL.

The threshold for OWL detection of horizontal air showers is on the order of $`10^{10}`$ GeV. By rescaling the effective aperture for OWL detection of electron neutrinos by the ratio of the standard model plus black hole cross section to the standard model neutrino-nucleon cross section, one can arrive at event rate predictions given the ESS incident electron neutrino flux. The range of electron neutrino induced event rates goes from 100 events per year for $`n=6`$ and $`M_D=M_{\mathrm{BH}}^{\mathrm{min}}=1`$ TeV to less than one event per year for $`M_D=3`$ TeV and $`M_{\mathrm{BH}}^{\mathrm{min}}=10M_D`$ for the standard evolution of the cosmogenic flux as shown in Fig. 8. The standard model event rate is about 0.5 events/year. The strong evolution of the cosmogenic flux gives a factor of 2 enhancement for both signal and background. The OWL rates are about a factor of 20 times larger than the IceCube downward contained event rates for an energy threshold of $`10^8`$ GeV. IceCube will optimally detect fluxes with large low energy components, e.g., $`F_\nu 1/E^2`$muniz .

If all three neutrino flavors are included in the event rate calculation, the standard model rates increase by a factor of about 2, while the black hole rates are increased by a factor of 3 since the black hole cross section is flavor-blind. (The standard model rate depends on how much of the incident neutrino energy is translated to the shower in the final state.) Including these factors, one finds that OWL would be able to probe the fundamental Planck scale up to 3 TeV for $`n4`$ even with one year of data taking.

## V Final Remarks

Described above are two ways to search for nonstandard model physics with ultrahigh energy neutrinos: searching for evidence of $`\nu _\mu \nu _\tau `$ oscillations with tau appearance in upward muon and upward shower rates, and mini-black hole production in neutrino induced horizontal air showers. Nonstandard model physics may be manifest in the flux of neutrinos, through exotic particle decay to neutrinossigl . A wide range of experiments: underground Cherenkov detectors, surface arrays and satellite light collectors cover a huge range of energies from GeV to 1012 GeV incident neutrinos. The view from the ultrahigh energy neutrino window on astrophysics and particle physics should provide interesting tests of the standard model and its extensions.

## Acknowledgments

The work of S.I.D. has been supported in part by National Science Foundation Grant No. 0070998. The work of I.S. has been supported in part by the DOE under contracts No. DE-FG02-95ER40906 and DE-FG02-93ER40792. The work of M.H.R. has been supported in part by the DOE under contract No. FG02-91ER40664.


text:
# Codimension Two Compactifications and the Cosmological Constant Problem

E-mail address:\]ignacio.navarro@durham.ac.uk

## Abstract

We consider solutions of six dimensional Einstein equations with two compact dimensions. It is shown that one can introduce 3-branes in this background in such a way that the effective four dimensional cosmological constant is completely independent of the brane tensions. These tensions are completely arbitrary, without requiring any fine tuning. We must, however, fine tune bulk parameters in order to obtain a sufficiently small value for the observable cosmological constant. We comment in the effective four dimensional description of this effect at energies below the compactification scale.

PACS:11.25.Mj, 98.80.Jk IPPP/03/07, DCPT/03/14.

1. Introduction. Extra dimensional models have proven to be very fruitful in providing new ways of attacking old problems. Despite this, some of them, like the cosmological constant problem (CCP), still lack a compelling solution. In this paper we report in what we believe could be some progress in obtaining an eventual solution to this formidable puzzle.

It has been known for some time sundrum ; rosskogan ; lutis  that if one introduces a 3-brane in a codimension 2 bulk around which the background solution is rotationally symmetric, the only effect of a non-zero brane tension will be to induce a conical singularity (or a deficit angle) in the transverse space, and the 4 dimensional effective cosmological constant will be independent of this tension. This scenario realizes the idea of arkanisetc : the curvature associated with the energy carried by the brane is measurable by ”bulk observers” only, being spent in curving the extra dimensional manifold, and not the brane worldvolume. However, this scenario has never been realized satisfactorily in the literature. In sundrum  a fine tuning relation between different brane tensions had to be imposed. In lutis  the hope was find solutions that localized gravity in a 3-brane in a rotationally symmetric 6D bulk, but the solutions found always involved naked spacetime singularities or did not compactify the extra space at all (see, however, Dvalis  for a proposal along this lines). Other scenarios considered in the literature for localizing gravity in a 3-brane in a 6D bulk that are free of singularities Ruth  are not insensitive to the deficit angle, so some fine tuning between brane and bulk parameters has to be imposed.

In this letter we consider solutions of 6 dimensional gravity with two compact dimensions, along the lines of the spontaneous compactification models of weinberg ; salam . One of them is periodic and the background is rotationally symmetric around it, so we are able to realize the aforementioned scenario, recovering 4D gravity at low energies and in a setup free of singularities (except for the conical ones). As has been previously discussed lutis , this is not a complete solution to the CCP, since we still need to fine tune bulk parameters to obtain a small enough value for the 4D cosmological constant. However, it is progress because one could hope that the required fine tunings, not involving brane parameters, are consequence of some unbroken symmetry in the bulk ($`e.g.`$ supersymmetry). The outline of the paper is as follows: in the next section we present the solution, explain the induced conical singularity and comment on possible bulk topologies. In section 3 we comment on the effective low energy 4D description, and we will try to get some insight in the effective 4D mechanism that cancels the vacuum energy coming from ”brane fields”. Finally we write the conclusions.

2. Bulk Solution.The metric ansatz we take is of the factorizable form

$$ds^2=\gamma (x)_{\mu \nu }dx^\mu dx^\nu +\kappa (z)_{ij}dz^idz^j$$
(1)
where latin indices run over the two extra dimensions and greek indices over the conventional ones. We will consider an energy-momentum tensor with a vacuum expectation value given by

$$T_{MN}=\left(\begin{array}{cc}\gamma _{\mu \nu }\mathrm{\Lambda }_\gamma & \\ & \kappa _{ij}\mathrm{\Lambda }_\kappa \end{array}\right).$$
(2)
Inhomogeneous forms for this tensor have been considered previously in the literature lutis ; rosskogan ; weinberg ; salam ; inhomo , and while we will not discuss here the origin of this energy-momentum tensor, we will simply note that the inhomogeneity can be due to different contributions to the casimir energy in the different directions weinberg , or to a vacuum expectation value of some p-form field lutis ; salam . From Einstein equations one can check that the metric admits a solution where the space is the direct product of a four dimensional manifold (with metric $`\gamma _{\mu \nu }`$) times a two dimensional one (with metric $`\kappa _{ij}`$), both of constant curvature, being this curvatures

$$R(\gamma _{\mu \nu })=2\mathrm{\Lambda }_\kappa ,R(\kappa _{ij})=2\mathrm{\Lambda }_\gamma \mathrm{\Lambda }_\kappa .$$
(3)
In this expressions and in what follows powers of the higher dimensional Planck mass, $`M_{Pl}^{(6D)}`$, should be understood where needed. Of direct phenomenological interest will be the case in which the four dimensional manifold is de Sitter space, $`dS_4`$, or Minkowski space, $`E^{(1,3)}`$, and the two dimensional one is compact. Since Einstein equations do not fix the topology of the space we have to make some assumptions about it. For this compactification manifold we will consider two different possibilities: a sphere, $`S^2`$, or the disk, $`D_2S^2/Z_2`$. This second manifold is an orbifold obtained from the the sphere by the identification of points in the northern and southern hemispheres that are symmetric under reflections through the equatorial plane. The equator of the sphere, being invariant under this reflection, is an orbifold fixed curve that forms the boundary of the manifold. For these spaces the metric will take the form

$$ds^2=dt^2e^{Ct}d\stackrel{}{𝐱}^2R_0^2(d\theta ^2+\beta ^2sin^2\theta d\phi ^2)$$
(4)
with $`\phi `$ taking values in $`[0,2\pi )`$ and $`\theta `$ ranging from $`0`$ to $`\pi `$ in the case of a sphere or from $`0`$ to $`\pi /2`$ for the case of the disk. The constants $`C`$ and $`R_0`$ can be determined as

$$C^2=\frac{2}{3}\mathrm{\Lambda }_\kappa ,R_0^2=\frac{1}{2}\mathrm{\Lambda }_\kappa \mathrm{\Lambda }_\gamma .$$
(5)
It is clear that if we want the parameter $`C`$ to be small enough to agree with observations supernova  we have to fine tune $`\mathrm{\Lambda }_\kappa `$ to be very small. From the previous equations it is apparent that in principle we could choose $`\mathrm{\Lambda }_\kappa =\mathrm{\Lambda }_\gamma `$, so the required energy-momentum tensor would be derived from a conventional 6D cosmological constant. But in this case, if we fix $`\mathrm{\Lambda }_\kappa `$ to obtain a value of $`C`$ compatible with observations supernova  we would get a size for the compactification manifold that is too large. In this scenario we have to assume that $`|\mathrm{\Lambda }_\gamma ||\mathrm{\Lambda }_\kappa |`$ in order to stabilize the size of the extra dimensions to a small enough value. It is interesting to note that for some values of $`\mathrm{\Lambda }_\gamma `$ one could find a solution for the gauge hierarchy problem in the form of ADD . This problem would be rephrased here in finding a theory that gives naturally values of $`\mathrm{\Lambda }_\gamma `$ in the appropriate range.

Note also that we included an arbitrary constant $`\beta `$ in the ($`\phi ,\phi `$) component of the metric. For any value of this constant different from one there will be a conical singularity at $`\theta =0`$ (and in $`\theta =\pi `$ for the case of the sphere). The metric for the two dimensional compact manifold will take the usual form with $`\beta =1`$ if we redefine $`\phi `$ so it ranges from $`0`$ to $`2\pi \beta `$, so we can think of this manifold as being a disk (or sphere) with a ”wedge” cut out. This deficit angle gives a $`\delta `$-like contribution to the curvature tensor localized at the points with $`sin(\theta )=0`$. This $`\delta `$-like curvature singularity will be cancelled if we introduce a 3-brane at this positions with tension $`T_0=2\pi (1\beta )`$, $`i.e.`$, if we add a piece to the Lagrangian given by

$$\mathrm{\Delta }=\frac{T_0}{2\pi \sqrt{\kappa }}\delta \left(sin(\theta )\right)$$
(6)
where $`\sqrt{\kappa }`$ is the volume element in the compactification manifold (see ale  for a discussion of delta functions in curved manifolds). We can see that the contribution to the energy-momentum tensor of a piece in the Lagrangian given by eq.(6) will be cancelled by the contribution to the Einstein tensor induced by the deficit angle in a number of different ways. One can compute directly the curvature tensor for the metric (4) and check that a term proportional to $`(1\beta )\delta \left(sin(\theta )\right)`$ is present in a way analogous to rosskogan . For the sake of completeness, and to show that this singularity can be consistently smoothed out, here we will consider a regularization of a 3-brane placed in $`\theta =0`$ and we will see that in the infinitely thin limit, the only effect of this brane will be to induce this conical singularity. We will not have to assume any particular regularization procedure, since in the thin limit the result is independent of it. We proceed as follows: we add a finite term ($`\mathrm{\Delta }T_{MN}(\theta ,ϵ)`$) to the energy-momentum tensor such that for $`\theta >ϵ\mathrm{\Delta }T_{MN}=0`$ and

$$lim_{ϵ0}\mathrm{\Delta }T_{MN}(\theta ,ϵ)=\left(\begin{array}{cc}\gamma _{\mu \nu }\frac{T_0}{2\pi \sqrt{\kappa }}\delta (\theta )& \\ & 0\end{array}\right),$$
(7)
that is, a regularization of the brane with width $`<ϵ`$. For $`\theta >ϵ`$ the solution is given by eqs.(4,5), while for $`\theta <ϵ`$ it depends on the regularization used. Considering an ansatz for the metric like

$$ds^2=dt^2e^{Ct}d\stackrel{}{𝐱}^2R_0^2(d\theta ^2+\rho (\theta )^2d\phi ^2)$$
(8)
the ($`0,0`$) component of Einstein equations is

$$\rho ^{\prime \prime }(\theta )\frac{R_0^2\left(3C^2+4\mathrm{\Lambda }\right)\rho (\theta )}{4}=R_0^2\rho (\theta )\mathrm{\Delta }T_{00}.$$
(9)
It is always possible to consider regularizations of the brane such that one finds solutions with the ansatz (8), and it is a straightforward exercise to construct a particular regularization and solve for the function $`\rho (\theta )`$. We integrate now the previous equation from $`0`$ to $`ϵ`$, and take the limit $`ϵ0`$. For doing this we only need to take into account the following facts: $`\rho (0)=0`$ ($`\theta =0`$ corresponds to a single point in the transverse space), $`\rho ^{}(0)=1`$ (the geometry is regular at the origin as it should in any regularization of the $`\delta `$-like brane), for $`\theta >ϵ`$ the solution is given by (4) and in the infinitely thin limit the extra contribution to the energy-momentum tensor is given by eq.(7). Then one obtains

$$1\beta =\frac{T_0}{2\pi }.$$
(10)
For the rest of the $`(\mu ,\nu )`$ equations we obtain the same result, independently of the regularization used, while the $`(\theta ,\theta )`$ and $`(\phi ,\phi )`$ components of the equations give a zero contribution to the matching condition in the thin limit, since $`\rho ^{\prime \prime }(\theta )`$ do not appear in them, and this is the only term that contributes.

For the case in which the compactification manifold is a sphere, the same treatment applies to the singularity at $`\theta =\pi `$, so we have to consider configurations with two ”twin branes” at the north and south poles, with equal tensions. One could argue that the fine tuning of the two brane tensions against each other could be regarded as natural in such symmetric configurations, but one can also consider the compactification in the disk, so no second 3-brane is needed. In this case one has to look at the matching conditions for Einstein equations at the orbifold fixed points, those with $`\theta =\pi /2`$. If there was a jump in the first derivatives of the metric components with respect to the $`\theta `$ coordinate at these points, we would need to assume the presence of a 4-brane with non-zero energy-momentum tensor in $`\theta =\pi /2`$. This is a subtle issue, since this could reintroduce a fine tuning between bulk and brane parameters if the energy carried by this 4-brane depends in the deficit angle lutis . However, it is straightforward to see from (4) that the first derivatives of the metric components are zero at the orbifold fixed points, and the matching conditions are satisfied trivially, without having to consider the presence of a 4-brane carrying any energy at this position.

3. 4D Effective Theory and the Cosmological Constant. From the six dimensional point of view, it is clear that the inflation rate in the brane worldvolume only depends on $`\mathrm{\Lambda }_\kappa `$, and not on the brane tension, since the parameter $`C`$ in the solution is fixed by eq.(5), and it is completely independent of $`T_0`$. The effect of the three brane at $`\theta =0`$ with nonzero tension can only be to induce a conical singularity, since it gives a contribution to the 6D Einstein equations proportional to $`\delta (\theta )`$, just like a deficit angle in the transverse space. However, from the 4D point of view, it is not transparent how this mechanism works. Consider the low energy theory at energies below the compactification scale. We will have a massless 4D graviton. The equation of motion for this mode can be extracted from the metric

$$ds^2=\stackrel{~}{g}_{\mu \nu }(x)dx^\mu dx^\nu R_0^2(d\theta ^2+\beta ^2sin^2\theta d\phi ^2)$$
(11)
for which the 6D curvature scalar can be expressed as

$$R^{(6D)}=R^{(4D)}(\stackrel{~}{g})\frac{2}{R_0^2}(1\beta )\frac{\delta (\theta )}{\sqrt{\kappa }}.$$
(12)
It is then straightforward to extract the equation for the 4D graviton

$$R_{\mu \nu }\frac{1}{2}\stackrel{~}{g}_{\mu \nu }R=\stackrel{~}{g}_{\mu \nu }\left(\frac{1}{2}\mathrm{\Lambda }_\kappa +𝒜_2^1\left(T_02\pi (1\beta )\right)\right),$$
(13)
where $`𝒜_2`$ is the area of the compactification manifold. We know from eq.(10) that the deficit angle $`(1\beta )`$ exactly cancels the brane tension. This, however, was extracted from the matching conditions in the full 6D theory. Looking at eqs.(6,12), that are intrinsically six dimensional, it is clear why this happens, since these terms are the only ones with a $`\delta (\theta )`$. But from the point of view of the 4D low energy graviton it is a mystery why there is a contribution to the vacuum energy, coming from the curvature of some internal manifold, that exactly cancels the contribution coming from fields localized in the brane, and not the contribution coming from those living in the bulk. It is obvious from the equation above that the 4D graviton makes no distinction between this different contributions. We will not attempt here to describe completely the cancellation mechanism for the ”brane part” of the vacuum energy in the low energy 4D theory, but we will give an argument why this must happen in order to obtain a sensible theory. If the conical singularity contribution to the effective 4D vacuum energy did not cancel the contribution coming from the brane, we know that the 6D Einstein equations would not be satisfied, and this must have a reflection in the effective 4D theory.

Remember that the bulk solution is rotationally symmetric around the 3-brane, and this fact is crucial for the mechanism to work. It allows us to choose the deficit angle in such a way that it cancels the contribution to the 6D Einstein equations coming from the 3-brane, without reintroducing any fine tuning between bulk and brane parameters. So let’s consider now the metric (11) with the replacement

$$d\phi d\phi +A_\mu (x)dx^\mu .$$
(14)
In this way the metric will be invariant by construction under simultaneous transformations

$$\phi \phi +\alpha (x)$$
(15)
$$A_\mu (x)A_\mu (x)_\mu \alpha (x)$$
(16)
If the energy-momentum tensor is also invariant under these transformations, after compactification we retain this $`U(1)`$ gauge symmetry for the field $`A_\mu (x)`$, and we can expect a massless graviphoton in the spectrum. In this case the graviphoton will also be present in the low energy theory and we can extract the equation of motion for this field from the $`(\mu ,\phi )`$ component of the 6D Einstein equations. At first order in the fluctuations $`A_\mu (x)`$ it is

$$_\mu F^{\mu \nu }(x)=\left(R(\stackrel{~}{g})2\mathrm{\Lambda }_\kappa \right)A^\nu (x),$$
(17)
where derivatives are covariant with respect to $`\stackrel{~}{g}_{\mu \nu }`$. The previous equation shows that the graviphoton $`can`$ distinguish between contributions to the vacuum energy coming from the brane and the bulk, since it only couples to the latter ones. If it is to be massless, the righthand side of eq.(17) must vanish. This condition is nothing but eq.(3), that was obtained in the full 6D theory, obtained from a 4D point of view. We see that the requirement of the graviphoton to be massless forces the deficit angle in eq.(13) to cancel exactly the brane tension. As we said, if this was not the case, full 6D Einstein equations would not be satisfied, and we can expect some pathologic behaviour in the 4D effective theory, for instance, from (17) we see that the graviphoton could acquire a negative mass squared.

4.Conclusions. We have presented solutions of six dimensional gravity with two compact dimensions. Allowing for an inhomogeneous form for the energy-momentum tensor, eq.(2), we found that the 4D inflation rate and the size of the compact dimensions are independent parameters. Some components of this energy-momentum tensor have to be very small to obtain a Hubble expansion that does not contradict observations. We did not assume any particular origin for the required energy-momentum tensor, but there are examples in the literature of theories were a inhomogeneous form for this tensor is generated lutis ; weinberg ; salam .

In this background it is possible to consider the presence of $`\delta `$-like brane sources in such a way that the bulk solution is rotationally symmetric around them. This fact allows the existence of an arbitrary deficit angle in the transverse space, that can be chosen to cancel exactly the contribution of this sources to the 6D Einstein equations, without producing any other effect. In this way the solution is able to adjust freely this parameter to cancel the contribution to the 4D vacuum energy coming from the brane tension. This is significant progress in the longstanding CCP, since one can think of Standard Model fields being localized on the brane and not contributing to the effective vacuum energy. Still, one has to assume that some of the components of the six dimensional energy-momentum tensor are extremely small but the hope is that a model can be constructed where this is the consequence of some (almost) unbroken (super)symmetry in the bulk. It is remarkable also that the gauge hierarchy problem can be related in this context to the parameter $`\mathrm{\Lambda }_\gamma `$ that appears in the bulk energy-momentum tensor.

While in the full 6D theory it is clear how this mechanism works, it is not easy to imagine how can this be seen from a 4D perspective, since the four dimensional graviton makes no distinction between contributions to the effective vacuum energy coming from the brane or from the bulk. However, we have seen that there are fields in the 4D effective theory (the graviphoton) that $`do`$ make a distinction between this different contributions to the vacuum energy. While we have not shown explicitly the cancellation mechanism from a 4D perspective we have seen that some pathologic behaviour can occur in the low energy effective theory if the brane tension was to contribute to the vacuum energy.

Acknowledgments. I thank Ruth Gregory, Ian Kogan, Jose Santiago and Veronica Sanz for many useful discussions and comments.

Note Added. While this paper was being prepared for publication the preprint carroll  appeared, where similar solutions to the ones presented here have been considered.


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# Non-local Interaction Effects on Pattern Formation in Population Dynamics

## I Acknowledgements

This work is supported in part by the Los Alamos National Laboratory via a grant made to the University of New Mexico (Consortium of The Americas for Interdisciplinary Science) and by National Science Foundation’s Division of Materials Research via grant No DMR0097204.


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# Estimates of Confusion and Gravitational Lensing Limits in Sunyaev–Zel’dovich Increment Measurements

## 1 Introduction

The Sunyaev–Zel’dovich (SZ) effect is a spectral distortion of the cosmic microwave background (CMB) radiation. It is caused by the interaction of CMB photons and highly energetic electrons in a plasma. Usually, this plasma is the diffuse $`T_\mathrm{e}=10^7`$ K gas present near the center of a galaxy cluster. On average, CMB photons are scattered to shorter wavelengths in collisions with relativistic electrons, producing a decrement in apparent CMB temperature at long wavelengths and an increment at short wavelengths. Measurements of the SZ increment, particularly at its $`850`$ $`\mu `$m peak, will be a very important probe of the Universe’s large scale structure in the future (e.g. Birkinshaw (1999)). However, many diverse effects conspire to make measurement of the sub-millimetre (sub-mm) SZ increment difficult, including the brightness of the sub-mm sky, the need for stable, accurate instrumentation, and the small amplitude of the SZ increment signal.

SZ increment measurements are made more challenging still because of other sources of flux in a cluster field. These miscellaneous flux sources include the Butcher–Oemler effect, the Rees–Sciama effect, and gravitational lensing of primordial CMB anisotropies. Blain (1998) gives a detailed discussion of these sources of flux in galaxy clusters, and comes to the conclusion that none of these effects produces a signal strong enough to compete with the SZ increment in galaxy clusters.

However, source confusion can play a large part in increasing the danger of erroneous measurements. The term source confusion is used to describe the variance in flux observed in a map due to unresolved, faint sources in the field, the level of which depends on the resolution of the telescope and the background source number count in the observational passband. While it is true that sub-mm emission from within an X-ray cluster is rare, background sources at higher redshift, $`z`$, are common and relatively bright. This means that source confusion is inevitable in a cluster field, and may mimic the SZ effect. The effect of source confusion may be compounded many times by gravitational lensing, which brightens high $`z`$ background sources behind a cluster. This paper evaluates the effect of gravitational lensing and its contribution to source confusion in sub-mm measurements of the SZ effect.

We are engaged in a program to measure the SZ increment in X-ray bright clusters with the Sub-millimetre Common User Bolometer Array (SCUBA) on the James Clerk Maxwell Telescope (JCMT). We wish to determine the confusion limit of these measurements so that we can design a statistically valid observing program, and additionally to determine if gravitational lensing of background sources by the target cluster will worsen the confusion limit or bias our estimate of the size of the effect. A preliminary description of the measurements themselves is found in Zemcov et al. (2002), hereafter Paper I. We have performed Monte Carlo simulations of SCUBA observations of galaxy clusters including lensing and a realistic source model. Blain (1998) has studied this problem previously, but was forced to model galaxy formation and evolution using optical and infra-red source counts since observationally determined sub-mm background source counts were not available. Further, Blain (1998) considers only single pixel measurements of the SZ effect while we use the high resolution available with SCUBA to identify point sources and remove them from analysis. A standard $`(\mathrm{\Omega }_M=0.3,\mathrm{\Omega }_\mathrm{\Lambda }=0.7)`$ cosmology is assumed (Bennett et al. (2003)), and all errors are 1-$`\sigma `$ unless otherwise stated.

## 2 Experiment

### 2.1 Lensed Sub-mm Map Simulations

In order to realistically simulate the effect of gravitational lensing on source confusion, accurate source counts are required. Borys et al. (2002) have analyzed sub-mm HDF data and conclude that the number of sources with amplitudes greater than flux $`S`$, $`N(>S)`$, is

$$N(>S)=N_0\left(\frac{S}{S_0}\right)^\alpha \left(1+\frac{S}{S_0}\right)^\beta $$
(1)
with $`S_0=10`$ mJy, $`\alpha =0.8`$, $`\beta =2.5`$, and $`N_0=1.55\times 10^3`$ deg-2. We assume that the SCUBA background sources are at most weakly clustered on scales relevant to this experiment. This means that a Poisson distribution of sources uniformly and randomly distributed in a field is fully consistent with the data.

Because equation (1) yields cumulative counts, we take its numerical derivative. For each amplitude bin, a Poisson distribution with mean equal to the number of sources in that bin is used to give a random number of sources for each amplitude bin consistient with the source counts. A random number from a uniform distribution ranging between the limits of the relevant amplitude bin is added to each of the source amplitudes to randomize the source strengths. This procedure produces an ensemble of random source strengths in the range $`0.01`$ mJy to $`25`$ mJy. Each point source amplitude is then associated with a uniformly distributed random position in the field. The simulated map created in this way is referred to as a ‘background’ field and is statistically the same as a sub-mm field observed at random in the sky. Because SCUBA sources are all likely to be background objects, they will all be lensed to some extent when observed in the region of a foreground cluster.

Our gravitational lensing algorithm is based on that used in Newbury & Spiteri (2002)111A general realization of this algorithm can be found at http://www.astro.ubc.ca/people/newbury/siam/lens.html. Here we have used a version restricted to circular lenses., and the parameteric lensing model utilized in this experiment is the singular isothermal sphere (SIS). If y is the position of the point source in the source plane in arcsec, x is the position of the lensed image in the deflector plane in arcsec, $`D_{\mathrm{ds}}`$ is the distance between the source and the deflector, $`D_\mathrm{s}`$ is the distance to the source, and $`\sigma `$ is the velocity dispersion of the deflector in km s-1, then the lensing model is

$$\text{y}=\text{x}28.8\frac{D_{\mathrm{ds}}}{D_\mathrm{s}}\left(\frac{\sigma }{1000}\right)^2\frac{\text{x}}{|\text{x}|}.$$
(2)
The numerical values $`28.8`$ and $`1000`$ have the units arcsec and km s-1 respectively. Note that because the SIS model is spherically symmetric, changes in the apparent position of the sources must be radial. The distances are comoving distances determined via integration over redshift using the standard cosmology mentioned in the Introduction. The values of the parameters $`z_\mathrm{d}`$ and $`\sigma `$ are chosen to be the experimentally determined values for Cl $`0016+16`$ (see Table $`1`$), as it is one of the clusters studied in Paper I. Although a relatively simple model, the SIS quite accurately parametrizes gravitational lensing by spherical mass distributions.

The distance parameters in equation ($`2`$) are computed using $`z_\mathrm{s}=2.5`$ in our simulations. We can assume all sources are in a plane at one redshift because the $`z`$ dependence of the lens equation and the effect of cosmological dimming approximately cancel above $`z1`$, effectively producing a $`2`$ dimensional lensing background. The redshifts of the background SCUBA sources are not known, and so an estimate for $`\overline{z}`$ must be made. It is thought that they reside in the range $`1<z<4`$, with a peak number density between $`z=2`$ and $`z=3`$. Because the increase due to gravitational lensing is approximately constant above $`z1`$ and the sources’ redshifts are not known, simulations using a constant source redshift of $`2.5`$ are the same as those using a redshift of $`3.5`$ or $`4.5`$.

| Table 1: Cl $`0016+16`$ Parameters | | |
| --- | --- | --- |
| Parameter | Value | Reference |
| $`z_\mathrm{d}`$ | $`0.55`$ | Reese et al. (2000) |
| $`\sigma `$ | $`1324`$ km s-1 | Smail et al. (1995) |

As well as shifting an image’s location, lensing amplifies the flux of the background sources. The SIS is used to analytically determine radial change and amplification as a function of initial position for each source in the background field; the map produced in this way is referred to as a ‘lensed’ map.

To simulate the telescope’s response to a group of point sources properly, the lensed map is convolved with a Gaussian beam with the same FWHM as the JCMT. If desired, an SZ effect signal can be inserted into the map at this point. Additionally, point sources greater than a given flux limit may be removed from the field at this stage. This map is referred to as a ‘convolved’ field, or as a ‘convolved and cleaned’ field.

### 2.2 SZ Effect Amplitude Determination

SCUBA measurements are differenced in order to minimize the effects of emission from the atmosphere and the telescope itself. In order to properly simulate a differential instrument’s response to the sky, it is necessary for simulated maps to be sampled in the same way as the sky is in an actual measurement. Real SCUBA pointing data (taken from a $`3`$ hour integration in Paper I) is played across the convolved field. Random noise equal to that of a real observation is added to the time stream; data from bolometers made noisy by this process are removed from subsequent analysis.

A matrix inversion method is used to produce a seven pixel ‘map’ of the data (this method is discussed in Wright, Hinshaw & Bennett (1996)). In this map, the $`i`$th pixel gives the average value of the map in an annulus with outer radius $`40i`$ arcsec and inner radius $`40(i1)`$ arcsec. This binning can be applied to SZ data as the SZ effect intensity distribution is spherically symmetric to first order. A singuar value decomposition (SVD) method is used to invert the matrix (Press et al. (1992)). An example of data points determined via this method is shown in Fig. $`1`$.

Commonly, an isothermal $`\beta `$ model, given by equation ($`3`$), is used to describe SZ effect intensity distributions. If $`I`$ is the SZ increment flux at angular distance $`\theta `$ from the centre of the cluster, $`I_0`$ is the central increment value, and $`\theta _c`$ and $`\beta `$ are parameters characterizing the cluster, then

$$I=I_0\left(1+\frac{\theta ^2}{\theta _c^2}\right)^{(13\beta )/2}.$$
(3)
In our simulations, the characteristic values are taken to be $`\theta _c=50`$ arcsec and $`\beta =0.75`$. These are representative of values one finds in observations of clusters (e.g. Reese et al. (2000)). A flux density, $`I_0`$, which corresponds to the flux of a point source in the central bolometer is recorded. A generalized $`\chi ^2`$ must be used to characterize the goodness of fit, as the data points determined via SVD are heavily correlated. If $`x_\mathrm{m}`$ are the model points, $`x_\mathrm{d}`$ are the data points, and $`C_{\mathrm{ij}}`$ is the correlation matrix found in the SVD, then

$$\chi ^2=(x_\mathrm{m}x_\mathrm{d})_\mathrm{i}C_{\mathrm{ij}}^1(x_\mathrm{m}x_\mathrm{d})_\mathrm{j}.$$
(4)
The isothermal $`\beta `$ profile is fit to the data points and the amplitude $`I_0`$ and $`\chi ^2`$ of the fit is recorded. The amplitude information allows us to understand the source confusion we expect, while the $`\chi ^2`$ statistic is a gauge of how well the isothermal $`\beta `$ profile describes our data. A good fit is characterized by a $`\chi ^2`$ approximately equal to the number of degrees of freedom in our fit, namely $`5`$. An example of a isothermal $`\beta `$ profile fit to simulated data is shown in Fig. $`1`$. Because the data set consists of differences, it is insensitive to the mean brightness. Fitting an isothermal $`\beta `$ profile is therefore a two parameter fit for the baseline and amplitude.

### 2.3 Confusion Limit Determination

This simulation process is repeated $`N`$ times to build a statistical understanding of the source confusion we expect in a typical observation of a cluster. Fig. $`2`$A shows the best fit SZ amplitude and $`\chi ^2`$ for $`N=100`$ simulations of observations of unlensed background fields.

Fig. $`2`$B shows the inferred SZ amplitudes obtained in $`N=400`$ simulations of observations of gravitationally lensed fields produced as described above. From these figures, it can be observed that gravitationally lensed cluster fields often yield larger SZ fits than unlensed fields do. However, a very large $`\chi ^2`$ accompanies a gravitationally lensed field’s larger amplitude, vastly increasing the likelihood that the fit would be rejected. This is because the lensed source appears at the Einstein ring, not at the cluster centre.

Fig. $`2`$C shows $`N=100`$ simulations of observations of gravitationally lensed fields with sources greater than $`6`$ mJy removed. This is approximately the 3-$`\sigma `$ level for one night’s observing. In order to avoid biasing our analysis scheme, we remove sources greater than $`6`$ mJy in the target beam, and greater than $`12`$ mJy in the off-source beam. In the SCUBA double difference there is one target position and two off-source positions in any given observation, with the array integrating on each off-source position for half as long as it does on the target position. Thus, a point source in either of the off-source positions will be reported as having negative one half its amplitude in the reconstructed image. This means that a negative $`6`$ mJy point source in a map actually has a positive $`12`$ mJy amplitude on the sky, and could have originated in either off-source field of view. Notice that removing the 3-$`\sigma `$ detections essentially removes all the high $`\chi ^2`$ fits from the population.

Fig. $`3`$ shows histograms of the $`I_0`$ from Figure $`2`$ in the three cases. The standard deviations of the distributions shown in the three panels of Fig. $`3`$ are $`\sigma _\mathrm{A}=0.63`$ mJy per beam, $`\sigma _\mathrm{B}=36.9`$ mJy per beam and $`\sigma _\mathrm{C}=1.54`$ mJy per beam. These do not characterize the widths of these non-Gaussian distributions well. We choose to define the confusion limit to be the standard deviation of these distributions after excluding those fits for which $`\chi ^220`$. This $`\chi ^2`$ cut removes 9% and 11% of distributions A and C. We calculate $`\chi ^2`$ based on the detector noise, whereas the variance due to confusion is $`2.3`$ times larger than detector noise. Therefore, we expect this cut to remove 10% of the sources in these two nearly Gaussian distributions. However, 140 of the 400 simulations in panel B are removed by the $`\chi ^2`$ cut since that distribution has a large tail of positive detections. The resulting confusion limits are $`0.58`$ mJy per beam for unlensed fields, $`0.85`$ mJy per beam for lensed clusters with poor $`\chi ^2`$ samples removed, and $`0.66`$ mJy per beam for lensed clusters with 3-$`\sigma `$ sources removed. The means of the three distributions in Fig. $`3`$, after the $`\chi ^2`$ cut, are all consistent with zero.

Although not presented as a plot here, it should be noted that including an SZ increment of amplitude $`I_0`$ mJy per beam in these simulations does change their character. The distributions in the three panels of Figure $`2`$ are all simply displaced from zero by $`I_0`$ mJy per beam.

## 3 Discussion and Conclusions

Our simulations show that the SZ effect confusion limit of SCUBA observations of gravitationally lensed background fields is greater than that of unlensed fields if no attempt is made to assess quality of fit or to recognize and remove point sources.

The distributions in Fig. $`3`$ can be compared to the results in Condon (1974) for different values of his parameter $`\gamma `$, which parametrizes the brightness of the population of point sources causing the bulk of the confusion in a data set. The blank field distribution shown in Fig. $`3`$A is well described by a Gaussian distribution ($`\gamma 3^{}`$) which shows that unlensed confusion is dominated by dim sources. Fig. $`3`$B shows the distribution from gravitationally lensed fields; the confusion is dominated by bright sources ($`\gamma 2^+`$). However, when bright sources are removed from the gravitationally lensed fields as in Fig. $`3`$C, the confusion limit is reduced to near background levels. This implies that removing bright point sources allows for a robust measurement of the SZ increment in galaxy clusters.

Our simulations show that sub-mm sources with fluxes greater than $`15`$ mJy occur in approximately half of all gravitationally lensed fields. This matches the count rate of bright sources in sub-mm observations of galaxy clusters well: about $`50`$ per cent of clusters observed in sub-mm surveys contain source brighter than $`15`$ mJy (e.g. Smail et al. (2000); Cowie, Barger & Kneib (2002)). For comparison, of three clusters we have observed with SCUBA, one contains an approximately $`40`$ mJy gravitationally lensed arc (Scott et al. (2002)), and two do not contain sources substantially greater than $`10`$ mJy.

We find that it is possible to detect the SZ increment robustly with an instrument having sufficient angular resolution that bright sources can be recognized. This is because large amplitude gravitationally lensed background sources produce a signal recognizably different from the SZ profile.

The confusion limit of cluster fields, once lensed sources have been removed, is $`0.7`$ mJy per beam, limiting the signal to noise ratio per cluster for the thermal effect to be under ten. A large number of clusters must be examined in order to obtain a statistically valid survey of cluster peculiar velocities. The alternative of observing only in excellent weather so that SCUBA’s short wavelength channel can aid in identifying confusion sources has not been examined.

We recommend observing a cluster until the 3-$`\sigma `$ limit for point source detection is $`6`$ mJy. At this point detector noise will be a completely inconsequential part of determining the SZ amplitude; confusion noise will dominate. Not surprisingly, if point source confusion and lensing were not an issue one could detect the SZ increment in much less time.

## Acknowledgments

Many thanks to Douglas Scott for his helpful suggestions. This work was supported by the Natural Sciences and Engineering Research Council of Canada.

This paper has been produced using the Royal Astronomical Society/Blackwell Science style file.


text:
# Acknowledgment

## Acknowledgment

I.A is grateful to Ph. Blanchard and T. Cutright for discussion. This work was supported by the Ministry of Science and Technology of the Republic of Croatia.


text:
# Cubefree Binary Words Avoiding Long Squares

## 1 Introduction

Let $`\mathrm{\Sigma }`$ be a finite nonempty set, called an alphabet. We consider finite and infinite words over $`\mathrm{\Sigma }`$. The set of all finite words is denoted by $`\mathrm{\Sigma }^{}`$. The set of all infinite words (that is, maps from $``$ to $`\mathrm{\Sigma }`$) is denoted by $`\mathrm{\Sigma }^\omega `$.

A morphism is a map $`h:\mathrm{\Sigma }^{}\mathrm{\Delta }^{}`$ such that $`h(xy)=h(x)h(y)`$ for all $`x,y\mathrm{\Sigma }^{}`$. A morphism may be specified by providing the image words $`h(a)`$ for all $`a\mathrm{\Sigma }`$. If $`h:\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}`$ and $`h(a)=ax`$ for some letter $`a\mathrm{\Sigma }`$, then we say that $`h`$ is prolongable on $`a`$, and we can then iterate $`h`$ infinitely often to get the fixed point $`h^\omega (a):=axh(x)h^2(x)h^3(x)\mathrm{}`$.

A square is a nonempty word of the form $`xx`$, as in the English word murmur. A cube is a nonempty word of the form $`xxx`$, as in the English sort-of-word shshsh. An overlap is a word of the form $`axaxa`$, where $`x`$ is a possibly empty word and $`a`$ is a single letter, as in the English word alfalfa.

It is well-known and easily proved that every word of length $`4`$ or more over a two-letter alphabet contains a square as a subword. However, Thue proved in 1906  that there exist infinite words over a three-letter alphabet that contain no squares; such words are said to avoid squares or be squarefree. Thue also proved that the word $`\mu ^\omega (0)=0110100110010110\mathrm{}`$ is overlap-free (and hence cubefree); here $`\mu `$ is the morphism sending $`001`$ and $`110`$.

Entringer, Jackson, and Schatz  proved that while squares cannot be avoided over a two-letter alphabet, arbitrarily long squares can. More precisely, they proved that there exist infinite binary words with no squares of length $`3`$, and that the number $`3`$ is best possible. Later, this result was improved by Fraenkel and Simpson , who proved that there exist infinite binary words where the only squares are $`00`$, $`11`$, and $`0101`$.

Entringer, Jackson, and Schatz conjectured in 1974 that any infinite cubefree word over $`\{0,1\}`$ contains arbitrarily long squares \[2, Conjecture B, p. 163\]. In this paper we show that this conjecture is false; there exist infinite cubefree binary words with no squares $`xx`$ with $`|x|4`$. The number $`4`$ is best possible. Further, we show that the Entringer-Jackson-Schatz conjecture is true if the word “cubefree” is replaced with “overlap-free”.

## 2 A cubefree word without arbitrarily long squares

In this section we disprove the conjecture of Entringer, Jackson, and Schatz. First we prove the following result.

###### Theorem 1

There is a squarefree infinite word over $`\{0,1,2,3\}`$ with no occurrences of the subwords $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$.

Proof.  Let the morphism $`h`$ be defined by

$`0`$ $``$ $`0310201023`$
$`1`$ $``$ $`0310230102`$
$`2`$ $``$ $`0201031023`$
$`3`$ $``$ $`0203010201`$
Then we claim the fixed point $`h^\omega (0)`$ has the desired properties.

First, we claim that if $`w\{0,1,2,3\}^{}`$ then $`h(w)`$ has no occurrences of $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$. For if any of these words occur as subwords of $`h(w)`$, they must occur within some $`h(a)`$ or straddling the boundary between $`h(a)`$ and $`h(b)`$, for some single letters $`a,b`$. They do not; this easy verification is left to the reader.

Next, we prove that if $`w`$ is any squarefree word over $`\{0,1,2,3\}`$ having no occurrences of $`12`$, $`13`$, $`21`$, or $`32`$, then $`h(w)`$ is squarefree.

We argue by contradiction. Let $`w=a_1a_2\mathrm{}a_n`$ be a squarefree string such that $`h(w)`$ contains a square, i.e., $`h(w)=xyyz`$ for some $`x,z\{0,1,2,3\}^{}`$, $`y\{0,1,2,3\}^+`$. Without loss of generality, assume that $`w`$ is a shortest such string, so that $`0|x|,|z|<10`$.

Case 1: $`|y|20`$. In this case we can take $`|w|5`$. To verify that $`h(w)`$ is squarefree, it therefore suffices to check each of the 49 possible words $`w\{0,1,2,3\}^5`$ to ensure that $`h(w)`$ is squarefree in each case.

Case 2: $`|y|>20`$. First, we establish the following result.

###### Lemma 2

* Suppose $`h(ab)=th(c)u`$ for some letters $`a,b,c\{0,1,2,3\}`$ and strings $`t,u\{0,1,2,3\}^{}`$. Then this inclusion is trivial (that is, $`t=ϵ`$ or $`u=ϵ`$) or $`u`$ is not a prefix of $`h(d)`$ for any $`d\{0,1,2,3\}`$.
* Suppose there exist letters $`a,b,c`$ and strings $`s,t,u,v`$ such that $`h(a)=st`$, $`h(b)=uv`$, and $`h(c)=sv`$. Then either $`a=c`$ or $`b=c`$.

Proof.

* This can be verified with a short computation. In fact, the only $`a,b,c`$ for which the equality $`h(ab)=th(c)u`$ holds nontrivially is $`h(31)=th(2)u`$, and in this case $`t=020301`$, $`u=0102`$, so $`u`$ is not a prefix of any $`h(d)`$.
* This can also be verified with a short computation. If $`|s|6`$, then no two distinct letters share a prefix of length $`6`$. If $`|s|5`$, then $`|t|5`$, and no two distinct letters share a suffix of length $`5`$.

For $`i=1,2,\mathrm{},n`$ define $`A_i=h(a_i)`$. Then if $`h(w)=xyyz`$, we can write

$$h(w)=A_1A_2\mathrm{}A_n=A_1^{}A_1^{\prime \prime }A_2\mathrm{}A_{j1}A_j^{}A_j^{\prime \prime }A_{j+1}\mathrm{}A_{n1}A_n^{}A_n^{\prime \prime }$$

where

$`A_1`$ $`=`$ $`A_1^{}A_1^{\prime \prime }`$
$`A_j`$ $`=`$ $`A_j^{}A_j^{\prime \prime }`$
$`A_n`$ $`=`$ $`A_n^{}A_n^{\prime \prime }`$
$`x`$ $`=`$ $`A_1^{}`$
$`y`$ $`=`$ $`A_1^{\prime \prime }A_2\mathrm{}A_{j1}A_j^{}=A_j^{\prime \prime }A_{j+1}\mathrm{}A_{n1}A_n^{}`$
$`z`$ $`=`$ $`A_n^{\prime \prime },`$
where $`|A_1^{\prime \prime }|,|A_j^{\prime \prime }|>0`$. See Figure 1.

If $`|A_1^{\prime \prime }|>|A_j^{\prime \prime }|`$, then $`A_{j+1}=h(a_{j+1})`$ is a subword of $`A_1^{\prime \prime }A_2`$, hence a subword of $`A_1A_2=h(a_1a_2)`$. Thus we can write $`A_{j+2}=A_{j+2}^{}A_{j+2}^{\prime \prime }`$ with

$$A_1^{\prime \prime }A_2=A_j^{\prime \prime }A_{j+1}A_{j+2}^{}.$$

See Figure 2.

But then, by Lemma 2 (a), either $`|A_j^{\prime \prime }|=0`$, or $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$, or $`A_{j+2}^{}`$ is a not a prefix of any $`h(d)`$. All three conclusions are impossible.

If $`|A_1^{\prime \prime }|<|A_j^{\prime \prime }|`$, then $`A_2=h(a_2)`$ is a subword of $`A_j^{\prime \prime }A_{j+1}`$, hence a subword of $`A_jA_{j+1}=h(a_ja_{j+1})`$. Thus we can write $`A_3=A_3^{}A_3^{\prime \prime }`$ with

$$A_1^{\prime \prime }A_2A_3^{}=A_j^{\prime \prime }A_{j+1}.$$

See Figure 3.

By Lemma 2 (a), either $`|A_1^{\prime \prime }|=0`$ or $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$ or $`A_3^{}`$ is not a prefix of any $`h(d)`$. Again, all three conclusions are impossible.

Therefore $`|A_1^{\prime \prime }|=|A_j^{\prime \prime }|`$. Hence $`A_1^{\prime \prime }=A_j^{\prime \prime }`$, $`A_2=A_{j+1}`$, $`\mathrm{}`$, $`A_{j1}=A_{n1}`$, and $`A_j^{}=A_n^{}`$. Since $`h`$ is injective, we have $`a_2=a_{j+1},\mathrm{},a_{j1}=a_{n1}`$. It also follows that $`|y|`$ is divisible by $`10`$ and $`A_j=A_j^{}A_j^{\prime \prime }=A_n^{}A_1^{\prime \prime }`$. But by Lemma 2 (b), either (1) $`a_j=a_n`$ or (2) $`a_j=a_1`$. In the first case, $`a_2\mathrm{}a_{j1}a_j=a_{j+1}\mathrm{}a_{n1}a_n`$, so $`w`$ contains the square $`(a_2\mathrm{}a_{j1}a_j)^2`$, a contradiction. In the second case, $`a_1\mathrm{}a_{j1}=a_ja_{j+1}\mathrm{}a_{n1}`$, so $`w`$ contains the square $`(a_1\mathrm{}a_{j1})^2`$, a contradiction.

It now follows that the infinite word

$$h^\omega (0)=03102010230203010201031023010203102010230201031023\mathrm{}$$

is squarefree and contains no occurrences of $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$.

###### Theorem 3

Let $`𝐰`$ be any infinite word satisfying the conditions of Theorem 1. Define a morphism $`g`$ by

$`0`$ $``$ $`010011`$
$`1`$ $``$ $`010110`$
$`2`$ $``$ $`011001`$
$`3`$ $``$ $`011010`$
Then $`g(𝐰)`$ is a cubefree word containing no squares $`xx`$ with $`|x|4`$.

Before we begin the proof, we remark that all the words $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, $`10302`$ must indeed be avoided, because

$`g(12)`$ $`\text{contains the squares}(0110)^2,(1100)^2,(1001)^2`$
$`g(13)`$ $`\text{contains the square}(0110)^2`$
$`g(21)`$ $`\text{contains the cube}(01)^3`$
$`g(32)`$ $`\text{contains the square}(1001)^2`$
$`g(231)`$ $`\text{contains the square}(10010110)^2`$
$`g(10302)`$ $`\text{contains the square}(100100110110)^2.`$
Proof.  The proof parallels the proof of Theorem 1. Let $`w=a_1a_2\mathrm{}a_n`$ be a squarefree string, with no occurrences of $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$. We first establish that if $`g(w)=xyyz`$ for some $`x,z\{0,1,2,3\}^{}`$, $`y\{0,1,2,3\}^+`$, then $`|y|3`$. Without loss of generality, assume $`w`$ is a shortest such string, so $`0|x|,|z|<6`$.

Case 1: $`|y|12`$. In this case we can take $`|w|5`$. To verify that $`g(w)`$ contains no squares $`yy`$ with $`|y|4`$, it suffices to check each of the $`41`$ possible words $`w\{0,1,2,3\}^5`$.

Case 2: $`|y|>12`$. First, we establish the analogue of Lemma 2.

###### Lemma 4

* Suppose $`g(ab)=tg(c)u`$ for some letters $`a,b,c\{0,1,2,3\}`$ and strings $`t,u\{0,1,2,3\}^{}`$. Then this inclusion is trivial (that is, $`t=ϵ`$ or $`u=ϵ`$) or $`u`$ is not a prefix of $`g(d)`$ for any $`d\{0,1,2,3\}`$.
* Suppose there exist letters $`a,b,c`$ and strings $`s,t,u,v`$ such that $`g(a)=st`$, $`g(b)=uv`$, and $`g(c)=sv`$. Then either $`a=c`$ or $`b=c`$, or $`a=2`$, $`b=1`$, $`c=3`$, $`s=0110`$, $`t=01`$, $`u=0101`$, $`v=10`$.

Proof.

* This can be verified with a short computation. The only $`a,b,c`$ for which $`g(ab)=tg(c)u`$ holds nontrivially are

$`g(01)`$ $`=`$ $`010g(3)110`$
$`g(10)`$ $`=`$ $`01g(2)0011`$
$`g(23)`$ $`=`$ $`0110g(1)10.`$
But none of $`110`$, $`0011`$, $`10`$ are prefixes of any $`g(d)`$.
* If $`|s|5`$ then no two distinct letters share a prefix of length $`5`$. If $`|s|3`$ then $`|t|3`$, and no two distinct letters share a suffix of length $`3`$. Hence $`|s|=4`$, $`|t|=2`$. But only $`g(2)`$ and $`g(3)`$ share a prefix of length $`4`$, and only $`g(1)`$ and $`g(3)`$ share a suffix of length $`2`$.

The rest of the proof is exactly parallel to the proof of Theorem 1, with the following exception. When we get to the final case, where $`|y|`$ is divisible by $`6`$, we can use Lemma 4 to rule out every case except where $`x=0101`$, $`z=01`$, $`a_1=1`$, $`a_j=3`$, and $`a_n=2`$. Thus $`w=1\alpha 3\alpha 2`$ for some string $`\alpha \{0,1,2,3\}^{}`$. This special case is ruled out by the following lemma:

###### Lemma 5

Suppose $`\alpha \{0,1,2,3\}^{}`$, and let $`w=1\alpha 3\alpha 2`$. Then either $`w`$ contains a square, or $`w`$ contains an occurrence of one of the subwords $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$.

Proof.  This can be verified by checking (a) all strings $`w`$ with $`|w|4`$, and (b) all strings of the form $`w=abcw^{}de`$, where $`a,b,c,d,e\{0,1,2,3\}`$ and $`w^{}\{0,1,2,3\}^{}`$. (Here $`w^{}`$ may be treated as an indeterminate.)

It now remains to show that if $`w`$ is squarefree and contains no occurrence of $`12`$, $`13`$, $`21`$, $`32`$, $`231`$, or $`10302`$, then $`g(w)`$ is cubefree. If $`g(w)`$ contains a cube $`yyy`$, then it contains a square $`yy`$, and from what precedes we know $`|y|3`$. It therefore suffices to show that $`g(w)`$ contains no occurence of $`0^3`$, $`1^3`$, $`(01)^3`$, $`(10)^3`$, $`(001)^3`$, $`(010)^3`$, $`(011)^3`$, $`(100)^3`$, $`(101)^3`$, $`(110)^3`$. The longest such string is of length $`9`$, so it suffices to examine the $`16`$ possibilities for $`g(w)`$ where $`|w|=3`$. This is left to the reader.

The proof of Theorem 3 is now complete.

###### Corollary 6

If $`g`$ and $`h`$ are defined as above, then

$$g(h^\omega (0))=010011011010010110010011011001010011010110010011011001011010\mathrm{}$$

is cubefree, and avoids all squares $`xx`$ with $`|x|4`$.

## 3 The constant $`4`$ is best possible

It is natural to wonder if the constant $`4`$ in Corollary 6 can be improved. It cannot, as the following theorem shows.

###### Theorem 7

Every binary word of length $`30`$ contains a cube or a square $`xx`$ with $`|x|3`$.

Proof.  This may be proved purely mechanically. More generally, let $`P\mathrm{\Sigma }^{}`$ be a set of subwords to be avoided. We create and traverse a certain tree $`T`$, as follows. The root of the tree is labeled $`ϵ`$. If a node is labeled $`x`$ and contains no subword in $`P`$, then it has children labeled $`xa`$ for each $`a\mathrm{\Sigma }`$; otherwise it is a leaf of $`T`$. This tree is infinite if and only if there is an infinite word avoiding the elements of $`P`$.

If $`T`$ is finite, then the height of $`T`$ gives the length $`l`$ such that every word of length $`l`$ or greater contains an element of $`P`$. The tree can be created and traversed using a queue and breadth-first search.

If the set $`P`$ is symmetric under renaming of the letters—as it is in this case—we may further improve the procedure by labeling the root with any particular letter, say $`0`$. When we run this procedure on the statement of the theorem, we obtain a tree with 289 leaves, the longest being of length $`30`$. The unique string of length $`29`$ starting with $`0`$ and avoiding cubes and squares $`xx`$ with $`|x|3`$ is $`00110010100110101100101001100`$.

## 4 Overlap-free words contain arbitrarily long squares

It is also natural to wonder if a result like Corollary 6 holds if “cubefree” is replaced with “overlap-free”. It does not, as the following result shows.

###### Theorem 8

Any infinite overlap-free word over $`\{0,1\}`$ contains arbitrarily long squares.

Proof.  By \[1, Lemma 3\] we know that if $`𝐱`$ is an overlap-free infinite word over $`\{0,1\}`$, then there exist a word $`u\{ϵ,0,1,00,11\}`$ and an overlap-free infinite word $`𝐲`$ such that $`𝐱=u\mu (𝐲)`$, where $`\mu `$ is the Thue-Morse morphism. By iterating this theorem, we get that every overlap-free infinite word must contain $`\mu ^n(0)`$ for arbitrarily large $`n`$; hence contains arbitrarily long squares.

## 5 Acknowledgments

We thank Jean-Paul Allouche for helpful discussions.


text:
# 1 Scaling of 𝑀_TRM as a function of 𝑠 for the zero-temperature 2𝐷 Ising model.

\[

. \]

Henkel and Pleimling reply: In the preceeding comment, Corberi, Lippiello and Zannetti  studied the scaling of the linear autoresponse function $`R(t,s)=s^{1a}f_R(t/s)`$ of ageing systems in the scaling regime of a quench below $`T_c`$. Here $`s`$ is the waiting time, $`t`$ the observation time, $`f_R`$ a scaling function and $`a`$ an exponent to be determined. The exponent $`a`$ also describes the scaling of the thermoremanent magnetization

$$M_{\mathrm{TRM}}/h=_0^sduR(t,u)s^aF(t/s)$$
(1)
where $`h`$ is the external magnetic field. While we had found previously that scaling is observed if $`a=1/2`$ is taken , they assert that the asymptotic value of $`a`$ should be different. Specifically, they suggest $`a=1/4`$ and $`a=1/2`$ with logarithmic corrections, for the $`2D`$ and $`3D`$ kinetic Ising model, respectively . This assertion is supported by numerical data for the field-cooled magnetization $`M_{\mathrm{ZFC}}/h=_s^tduR(t,u)s^aG(t/s)`$ obtained for both the $`2D`$ and $`3D`$ Ising model. In addition, they argue that for $`M_{\mathrm{TRM}}`$, the true asymptotic scaling behaviour should set in only for very large values of $`s`$. Instead, they suggest that their data rather fall into a preasymptotic regime with an effective $`a_{\mathrm{eff}}=\lambda /z`$, where $`z`$ and $`\lambda `$ are the dynamical and Fisher-Huse exponents , respectively. This is supported by numerical data going up to waiting times $`s200`$ in $`3D`$ and $`s210^3`$ in $`2D`$. The truly asymptotic regime is not yet reached by their data, but they expect to recover the same value of $`a`$ as obtained from $`M_{\mathrm{ZFC}}`$ .

In order to test the proposition of , we obtained data for $`M_{\mathrm{TRM}}`$ for the $`2D`$ Ising model at zero temperature, for very long waiting times up to $`s=5600`$. In analysing the scaling of $`M_{\mathrm{TRM}}`$, we did not perform any subtraction in order to isolate an ‘ageing part’, in contrast to the procedure adopted in . Our result is shown in Figure 1, for several values of the scaling variable $`x=t/s`$. To guide the eye, we also show the power laws $`s^{1/4}`$, $`s^{\lambda /z}`$ ($`\lambda /z=0.625`$ in $`2D`$ ) and $`s^{1/2}`$. In figure 2 we focus on the scaling behaviour for large values of $`s`$.

At first sight, the data from Figure 1 appear to be roughly consistent with a simple power law (1), with $`a`$ between $`0.5`$ and $`0.625`$. On closer inspection, three regimes are visible. In the first regime, for small waiting times, an approximate scaling with an effective $`a_{\mathrm{eff}}1/2`$ is obtained. A second well-defined scaling regime exists for intermediate times (here approximately between $`10s10^3`$) and $`M_{\mathrm{TRM}}s^{0.625}`$. Finally, for very long times, there is a cross-over into a third regime, where $`M_{\mathrm{TRM}}s^{1/2}`$, see figure 2. The same scaling regimes can be found for any temperature $`T<T_c`$ , as expected, see , but data for $`T>0`$ are much more difficult to obtain. We do not find any hint for a regime with $`a=1/4`$. In , working with smaller values of $`s`$, only the first two regimes were observed.

We also point out that the functional form of $`f_R(x)`$ (and consequently $`F(x)`$) is independent of $`s`$.

In conclusion, we find evidence that the truly asymptotic scaling of the thermoremanent magnetization should be described by an exponent $`a=1/2`$ in the $`2D`$ Ising model. This is different from the value suggested from the analysis of $`M_{\mathrm{ZFC}}`$ . This work was supported by CINES Montpellier (projet pmn2095).

M. Henkela and M. Pleimlingb
aLaboratoire de Physique des Matériaux CNRS UMR 7556, Université Henri Poincaré Nancy I, F – 54506 Vandœuvre les Nancy, France
bInstitut für Theoretische Physik I, Universität Erlangen-Nürnberg, D – 91058 Erlangen, Germany