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# Detecting the Neutrino Mass Hierarchy with a Supernova at IceCube

## 1 Introduction

The antarctic neutrino telescope AMANDA  and the future km3 IceCube  are designed to observe high-energy neutrinos from astrophysical sources. The ice is instrumented with photomultipliers to pick up the Cherenkov light from secondary charged particles. In order to reach the large volume needed to detect the expected small fluxes at high energies, the density of optical modules is far too sparse to measure, for example, solar neutrinos. However, it has been recognized for a long time that these instruments can detect a supernova (SN) neutrino burst because the Cherenkov glow of the ice can be identified as time-correlated noise among all phototubes . This approach has been used by AMANDA to exclude the occurrence of a galactic SN over a recent observation period .

For AMANDA the physics potential of a possible SN observation is essentially limited to its detection, notably in the context of the Supernova Early Warning System (SNEWS) that would alert the astronomical community several hours before the optical explosion . For the future IceCube with 4800 optical modules, however, the number of detected Cherenkov photons would be of order $`10^6`$ and thus so large that several interesting physics questions could be addressed in earnest.

The observed quantity is the number of Cherenkov photons caused by the SN neutrinos as a function of time, i.e. a measure of the energy deposited by the neutrinos in the ice. Therefore, the information about the SN signal is far more limited than what can be extracted from a high-statistics observation in Super-Kamiokande or other low-energy experiments that detect individual events. However, galactic SNe are so rare, perhaps a few per century, that the chances of observing one depend crucially on the long-term stability of the neutrino observatories. Once IceCube has been built it may well operate for several decades, backing up the low-energy experiments. Besides the detection and associated early warning one could measure important details of the neutrino light-curve, for example the existence and duration of the initial SN accretion phase, the overall duration of the cooling phase, and so forth. Such an observation would provide a plethora of astrophysically valuable information.

However, from the perspective of neutrino physics a simultaneous observation in both IceCube and another large detector such as Super-Kamiokande or Hyper-Kamiokande would be especially useful. Assuming that the neutrinos have traversed significantly different paths through the Earth, the two signals could well show measurable differences caused by neutrino oscillations in matter . As this Earth effect shows up only for certain combinations of neutrino mixing parameters, a dual observation may well distinguish, for example, between the normal and inverted neutrino mass hierarchy. It is well known that observing SN neutrinos with two or more detectors with different Earth-crossing lengths is extremely useful, but IceCube’s potential has not been explored in this context. With all the low-energy observatories being in the northern hemisphere, IceCube’s location in Antarctica is uniquely complementary for this purpose.

Any oscillation signature depends on the small flavor-dependent differences between the fluxes and spectra at the source. If these differences were as large as had been assumed until recently there would be little question about IceCube’s usefulness for co-detecting the Earth effect. However, a more systematic study of the flavor-dependence of the SN neutrino fluxes and spectra reveals that these differences are more subtle, although by no means negligible . We evaluate IceCube’s potential as a co-detector from the perspective of these “pessimistic” assumptions about the primary fluxes and spectra.

This paper is organized as follows. In Sec. 2, we show that the neutrino signal from a galactic supernova can be measured at IceCube with a sub-percent statistical precision. In Sec. 3, we calculate the Earth matter effects on this signal and illustrate that it is possible to detect them in conjunction with another high statistics experiment. Sec. 4 concludes.

## 2 Supernova Neutrino Detection in Ice Cherenkov Detectors

### 2.1 Cherenkov Photons in One Optical Module

The SN neutrinos streaming through the antarctic ice interact according to $`\overline{\nu }_epne^+`$ and some other less important reactions. The positrons, in turn, emit Cherenkov light that is picked up by the optical modules (OMs) frozen into the ice. While the expected number of detected photons per OM was calculated in Refs. , we revisit their estimate for two reasons. First, the SN signal was directly scaled to the historical SN 1987A observation in Kamiokande II so that the exact assumptions about the neutrino flux are not directly apparent. Second, the expected number of Cherenkov photons detected by one OM was based on estimating an effective ice volume seen by one OM. However, it is much simpler to work in the opposite direction and start with the homogeneous and isotropic Cherenkov glow of the ice caused by the SN neutrinos. The OM is immersed in this diffuse bath of photons and picks up a number corresponding to its angular acceptance and quantum efficiency.

As a first simplification we limit ourselves to the signal caused by the inverse $`\beta `$ reaction $`\overline{\nu }_epne^+`$. The $`\overline{\nu }_e`$ fluence (time-integrated flux) at Earth is

$$_{\overline{\nu }_e}=1.745\times 10^{11}\mathrm{cm}^2f_{\mathrm{SN}}.$$
(1)
We define the “SN fudge factor” as

$$f_{\mathrm{SN}}\frac{E_{\overline{\nu }_e,\mathrm{tot}}}{5\times 10^{52}\mathrm{erg}}\frac{15\mathrm{MeV}}{E_{\overline{\nu }_e}}\left(\frac{10\mathrm{kpc}}{D}\right)^2,$$
(2)
where $`E_{\overline{\nu }_e,\mathrm{tot}}`$ is the total energy leaving the SN in the form of $`\overline{\nu }_e`$ after flavor oscillations have been included, $`E_{\overline{\nu }_e}`$ is the average $`\overline{\nu }_e`$ energy, and $`D`$ the distance.

The energy deposited in the ice per target proton is $`_{\overline{\nu }_e}E_{\overline{\nu }_e}\sigma `$. For the inverse $`\beta `$ cross section we ignore weak-magnetism and recoil corrections and also the difference between $`\overline{\nu }_e`$ and positron energy so that

$$\sigma =9.52\times 10^{44}\mathrm{cm}^2\left(\frac{E_{\overline{\nu }_e}}{\mathrm{MeV}}\right)^2.$$
(3)
For the neutrino flux of each neutrino and anti-neutrino species we assume a distribution of the form

$$F(E)=\frac{\mathrm{\Phi }_0}{E_0}\frac{(1+\alpha )^{1+\alpha }}{\mathrm{\Gamma }(1+\alpha )}\left(\frac{E}{E_0}\right)^\alpha \mathrm{exp}\left[(\alpha +1)\frac{E}{E_0}\right],$$
(4)
where $`E_0`$ is the average energy, $`\alpha `$ a parameter that typically takes on values 2.5–5 depending on the flavor and the phase of neutrino emission, and $`\mathrm{\Phi }_0`$ the overall flux at the detector in units of $`\mathrm{cm}^2\mathrm{s}^1`$. This distribution implies

$$E_{\overline{\nu }_e}^3=\frac{(3+\alpha )(2+\alpha )}{(1+\alpha )^2}E_{\overline{\nu }_e}^3=\frac{15}{8}E_{\overline{\nu }_e}^3\text{ for }\alpha =3.$$
(5)
Altogether we thus find

$$E_{\overline{\nu }_e}\sigma =6.024\times 10^{40}\mathrm{MeV}\mathrm{cm}^2f_\sigma $$
(6)
with

$$f_\sigma \frac{8(3+\alpha )(2+\alpha )}{15(1+\alpha )^2}\left(\frac{E_{\overline{\nu }_e}}{15\mathrm{MeV}}\right)^3.$$
(7)
This fudge factor can also be taken to include deviations from the simplified energy dependence of the cross section and deviations from the assumed spectral shape.

The Cherenkov angle for photon emission by a charged particle is $`\mathrm{cos}\mathrm{\Theta }=(n\beta )^1`$ where $`n`$ is the medium’s refractive index and $`\beta `$ the particle’s velocity. With $`n=1.31`$ for ice, neglecting the $`\lambda `$-dependence, and $`\beta =1`$ we have $`\mathrm{\Theta }=40.2^{}`$. A particle with unit charge produces Cherenkov photons per unit path length and per unit wavelength band according to

$$\frac{d^2N_\gamma }{dxd\lambda }=\frac{2\pi \alpha \mathrm{sin}^2\mathrm{\Theta }}{\lambda ^2},$$
(8)
where $`\alpha =1/137`$ is the fine-structure constant. Assuming that $`n`$ and thus $`\mathrm{\Theta }`$ are independent of wavelength we integrate over $`\lambda `$ and find

$$\frac{dN_\gamma }{dx}|_\lambda ^{\mathrm{}}=638\mathrm{cm}^1\frac{300\mathrm{nm}}{\lambda }.$$
(9)
Taking the useful wavelength range to be 300–600 nm this translates into 319 photons per cm pathlength. Taking the positron mean free path to be 12 cm for an energy of 20 MeV, and taking it to be proportional to its energy, the number of useful Cherenkov photons per deposited neutrino energy is

$$\frac{N_\gamma }{E_{\overline{\nu }_e}}=191\mathrm{MeV}^1f_{\mathrm{Ch}}$$
(10)
with yet another fudge factor $`f_{\mathrm{Ch}}`$.

The density of ice is $`0.924\mathrm{g}\mathrm{cm}^3`$, corresponding to about $`6.18\times 10^{22}\mathrm{cm}^3`$ proton targets. Therefore, the SN neutrinos produce $`1.241\times 10^3\mathrm{cm}^3f_{\mathrm{SN}}f_\sigma f_{\mathrm{Ch}}`$ useful Cherenkov photons per unit volume of ice. Multiplying this number with the speed of light and dividing by $`4\pi `$ gives us the resulting diffuse photon flux in units of $`\mathrm{cm}^2\mathrm{s}^1\mathrm{ster}^1`$. However, the average lifetime of these photons is $`cR_{\mathrm{abs}}`$ with $`R_{\mathrm{abs}}`$ the absorption length. Therefore, the neutrino-induced photon fluence is found by multiplying the flux with $`cR_{\mathrm{abs}}`$,

$$\frac{d_\gamma }{d\mathrm{\Omega }}=0.9874\mathrm{cm}^2\mathrm{ster}^1f_{\mathrm{SN}}f_\sigma f_{\mathrm{Ch}}f_{\mathrm{abs}}$$
(11)
where $`f_{\mathrm{abs}}=R_{\mathrm{abs}}/100\mathrm{m}`$.

The number of events produced by this fluence in a given OM depends on the average quantum efficiency taken to be $`Q=0.20`$. In addition, it depends on the angular acceptance, i.e. the effective photo cathode detection area $`A_{\mathrm{cat}}`$ times the angular acceptance range $`\mathrm{\Omega }_{\mathrm{acc}}`$. Therefore, in one OM we expect

$$N_{\mathrm{events}}=310f_{\mathrm{SN}}f_\sigma f_{\mathrm{Ch}}f_{\mathrm{abs}}f_{\mathrm{OM}}$$
(12)
with

$$f_{\mathrm{OM}}=\frac{Q}{0.20}\frac{A_{\mathrm{cat}}}{250\mathrm{cm}^2}\frac{\mathrm{\Omega }_{\mathrm{acc}}}{2\pi }.$$
(13)
This result is independent of the presence of bubbles in the ice that scatter the photons. The Cherenkov glow of the ice represents an isotropic and homogeneous distribution that is not changed by elastic scattering.

### 2.2 Comparing With Previous Work

In order to compare our result with the one derived in Ref.  we need to translate their assumptions into our fudge factors. The $`\overline{\nu }_e`$ distribution was taken to follow a Fermi-Dirac spectrum with $`T=4`$ MeV, implying $`E_{\overline{\nu }_e}=12.61`$ MeV. The distance of the SN was taken to be 10 kpc, and the total energy release was scaled to the Kamiokande II signal for SN 1987A. With our choice of the $`\beta `$ cross section these assumptions correspond to $`E_{\overline{\nu }_e,\mathrm{tot}}=3.17\times 10^{52}`$ erg, i.e. to $`f_{\mathrm{SN}}=0.754`$. These authors also used a quadratic energy dependence of the cross section. Integrating over their Fermi-Dirac spectrum they effectively used $`f_\sigma =0.663`$. Further, they assumed 3000 useful Cherenkov photons for 20 MeV deposited energy, i.e. effectively $`f_{\mathrm{Ch}}=0.785`$. For the absorption length they used 300 m, i.e. $`f_{\mathrm{abs}}=3`$. Finally, they assumed a quantum efficiency of 25%, a cathode area of 280 cm2, and an acceptance range of $`2\pi `$, i.e. $`f_{\mathrm{OM}}=1.12`$. Altogether, we find for these assumptions $`N_{\mathrm{events}}=409`$ per OM. This compares with 273 in Ref. , i.e. our result is larger by a factor 1.5.

The result in Ref.  was backed up by a detailed Monte Carlo treatment of the production and propagation of Cherenkov photons in the AMANDA detector. Therefore, the difference may well relate to details of the OM acceptance and wavelength-dependent quantum efficiency and photon propagation. Many of these details will be different in IceCube where 10 inch photomultiplier tubes and different regions of ice will be used. Detailed values for the detector-dependent fudge factors must be determined specifically for IceCube once it has been built. The main difference between the assumptions in Ref.  and our estimate is the absorption length. When using AMANDA as a SN observatory a realistic value was taken to be around 100 m . The vast difference between these estimates is that the former was based on the measured absorption length in a dust-free region of the ice. For our further estimates we stick to 100 m as a conservative assumption.

### 2.3 Event Rate vs. Neutrino Luminosity

In our derivation we have used the time-integrated neutrino flux, amounting to the assumption of a stationary situation. The absorption time for photons is very small, $`\tau _{\mathrm{abs}}=R_{\mathrm{abs}}/c=0.33\mu \mathrm{s}R_{\mathrm{abs}}/100\mathrm{m}`$. The SN signal will vary on time scales exceeding 10 ms. Therefore, the Cherenkov glow of the ice follows the time-variation of the SN signal without discernible inertia. Hence one may replace the neutrino fluence with a time-dependent flux and $`N_{\mathrm{events}}`$ with an event rate $`\mathrm{\Gamma }_{\mathrm{events}}`$.

Moreover, for our further discussion it will be useful to consolidate our fudge-factors into one describing the detector response, and others characterizing the neutrino flux. Therefore, we summarize our prediction for the event rate per OM in the form

$$\mathrm{\Gamma }_{\mathrm{events}}=62\mathrm{s}^1\frac{L_{\overline{\nu }_e}}{10^{52}\mathrm{erg}\mathrm{s}^1}\left(\frac{10\mathrm{kpc}}{D}\right)^2f_{\mathrm{flux}}f_{\mathrm{det}}$$
(14)
where $`L_{\overline{\nu }_e}`$ is the $`\overline{\nu }_e`$ luminosity after flavor oscillations and

$`f_{\mathrm{flux}}`$ $`=`$ $`{\displaystyle \frac{15\mathrm{MeV}}{E_{\overline{\nu }_e}}}{\displaystyle \frac{8E_{\overline{\nu }_e}^3}{15(15\mathrm{MeV})^3}},`$ (15)
$`f_{\mathrm{det}}`$ $`=`$ $`f_{\mathrm{Ch}}{\displaystyle \frac{R_{\mathrm{abs}}}{100\mathrm{m}}}{\displaystyle \frac{Q}{0.20}}{\displaystyle \frac{A_{\mathrm{cat}}}{250\mathrm{cm}^2}}{\displaystyle \frac{\mathrm{\Omega }_{\mathrm{acc}}}{2\pi }}.`$ (16)
Here, $`f_{\mathrm{det}}`$ also includes corrections for the energy dependence of the $`\beta `$ cross section.

We stress that our simple estimate of the counting rate primarily serves the purpose of determining its magnitude relative to the background. The important feature is that the signal relative to the background can be determined with a good statistical precision. Of course, for an absolute detector calibration a detailed modeling would be necessary. For our present purpose, however, even an uncertainty of several 10% in our estimated counting rate is irrelevant.

### 2.4 Supernova Signal in IceCube

IceCube will have 4800 OMs so that one expects a total event number of $`1.50\times 10^6`$, taking all fudge factors to be unity. Assuming a background counting rate of 300 Hz per OM over as much as 10 s this compares with a background rate of $`1.44\times 10^7`$. Assuming Poisson fluctuations, the uncertainty of this number is $`3.8\times 10^3`$, i.e. 0.25% of the SN signal. Therefore, one can determine the SN signal with a statistical sub-percent precision, ignoring for now problems of absolute detector calibration.

In order to illustrate the statistical power of IceCube to observe a SN signal we use two different numerical SN simulations. The first was performed by the Livermore group  that involves traditional input physics for mu- and tau-neutrino interactions and a flux-limited diffusion scheme for treating neutrino transport. The great advantage of this simulation is that it covers the full evolution from infall over the explosion to the Kelvin-Helmholtz cooling phase of the newly formed neutron star. We show the Livermore $`\overline{\nu }_e`$ and $`\overline{\nu }_x`$ lightcurves in Fig 1 (left panels). Here and in the following we take $`\overline{\nu }_x`$ to stand for either $`\overline{\nu }_\mu `$ or $`\overline{\nu }_\tau `$. Apart from very small differences the SN fluxes and spectra are thought to be equal for $`\nu _\mu `$, $`\nu _\tau `$, $`\overline{\nu }_\mu `$, and $`\overline{\nu }_\tau `$.

Our second simulation was performed with the Garching code . It includes all relevant neutrino interaction rates, including nucleon bremsstrahlung, neutrino pair processes, weak magnetism, nucleon recoils, and nuclear correlation effects. The neutrino transport part is based on a Boltzmann solver. The neutrino-radiation hydrodynamics program allows one to perform spherically symmetric as well as multi-dimensional simulations. The progenitor model is a 15$`M_{}`$ star with a $`1.28M_{}`$ iron core. The period from shock formation to 468 ms after bounce was evolved in two dimensions. The subsequent evolution of the model is simulated in spherical symmetry. At 150 ms the explosion sets in, although a small modification of the Boltzmann transport was necessary to allow this to happen . Unmanipulated full-scale models with an accurate treatment of the microphysics currently do not obtain explosions . This run will be continued beyond the current epoch of 750 ms post bounce; we here use the preliminary results currently available . We show the Garching $`\overline{\nu }_e`$ and $`\overline{\nu }_x`$ lightcurves in Fig 1 (right panels).

We take the Livermore simulation to represent traditional predictions for flavor-dependent SN neutrino fluxes and spectra that were used in many previous discussions of SN neutrino oscillations. The Garching simulation is taken to represent a situation when the $`\overline{\nu }_x`$ interactions are more systematically included so that the flavor-dependent spectra and fluxes are more similar than had been assumed previously . We think it is useful to juxtapose the IceCube response for both cases.

Another difference is that in Livermore the accretion phase lasts longer. Since the explosion mechanism is not finally settled, it is not obvious which case is more realistic. Moreover, there could be differences between different SNe. The overall features are certainly comparable between the two simulations.

In Fig. 2 we show the expected counting rates in IceCube on the basis of Eq. (14) for an assumed distance of 10 kpc and 4800 OMs for the Livermore (left) and Garching (right) simulations. We also show this signal in 50 ms bins where we have added noise from a background of 300 Hz per OM. The baseline is at the average background rate so that negative counts correspond to downward background fluctuations.

One could easily identify the existence and duration of the accretion phase and thus test the standard delayed-explosion scenario. One could also measure the overall duration of the cooling phase and thus exclude the presence of significant exotic energy losses. Therefore, many of the particle-physics limits based on the SN 1987A neutrinos  could be supported with a statistically serious signal. If the SN core were to collapse to a black hole after some time, the sudden turn-off of the neutrino flux could be identified. In short, when a galactic SN occurs, IceCube is a powerful stand-alone neutrino detector, providing us with a plethora of information that is of fundamental astrophysical and particle-physics interest.

In addition, IceCube is extremely useful as a co-detector with another high-statistics observatory to measure neutrino oscillation effects, a topic that we now explore.

## 3 Observing Supernova Neutrinos Through The Earth

### 3.1 Earth Matter Effect on SN Neutrino Spectra

Neutrino oscillations are now firmly established by measurements of solar and atmospheric neutrinos and the KamLAND and K2K long-baseline experiments . Evidently the weak interaction eigenstates $`\nu _e`$, $`\nu _\mu `$ and $`\nu _\tau `$ are non-trivial superpositions of three mass eigenstates $`\nu _1`$, $`\nu _2`$ and $`\nu _3`$,

$$\left(\begin{array}{c}\nu _e\\ \nu _\mu \\ \nu _\tau \end{array}\right)=U\left(\begin{array}{c}\nu _1\\ \nu _2\\ \nu _3\end{array}\right),$$
(17)
where $`U`$ is the leptonic mixing matrix that can be written in the canonical form

$$U=\left(\begin{array}{ccc}1& 0& 0\\ 0& c_{23}& s_{23}\\ 0& s_{23}& c_{23}\end{array}\right)\left(\begin{array}{ccc}c_{13}& 0& e^{i\delta }s_{13}\\ 0& 1& 0\\ e^{i\delta }s_{13}& 0& c_{13}\end{array}\right)\left(\begin{array}{ccc}c_{12}& s_{12}& 0\\ s_{12}& c_{12}& 0\\ 0& 0& 1\end{array}\right).$$
(18)
Here $`c_{12}=\mathrm{cos}\theta _{12}`$ and $`s_{12}=\mathrm{sin}\theta _{12}`$ etc., and $`\delta `$ is a phase that can lead to CP-violating effects, that are, however, irrelevant for SN neutrinos.

The mass squared differences relevant for the atmospheric and solar neutrino oscillations obey a hierarchy $`\mathrm{\Delta }m_{\mathrm{atm}}^2\mathrm{\Delta }m_{}^2`$. This hierarchy, combined with the observed smallness of the angle $`\theta _{13}`$ at CHOOZ  implies that the atmospheric neutrino oscillations essentially decouple from the solar ones and each of these is dominated by only one of the mixing angles. The atmospheric neutrino oscillations are controlled by $`\theta _{23}`$ that may well be maximal (45). The solar case is dominated by $`\theta _{12}`$, that is large but not maximal. From a global 3-flavor analysis of all data one finds the 3$`\sigma `$ ranges for the mass differences $`\mathrm{\Delta }m_{ij}^2m_i^2m_j^2`$ and mixing angles summarized in Table 1.

A SN core is essentially a neutrino blackbody source, but small flavor-dependent differences of the fluxes and spectra remain. We denote the fluxes of $`\overline{\nu }_e`$ and $`\nu _x`$ at Earth that would be observable in the absence of oscillations by $`F_{\overline{e}}^0`$ and $`F_x^0`$, respectively. In the presence of oscillations a $`\overline{\nu }_e`$ detector actually observes

$$F_{\overline{e}}^D(E)=\overline{p}^D(E)F_{\overline{e}}^0(E)+\left[1\overline{p}^D(E)\right]F_x^0,$$
(19)
where $`\overline{p}^D(E)`$ is the $`\overline{\nu }_e`$ survival probability after propagation through the SN mantle and perhaps part of the Earth before reaching the detector.

A significant modification of the survival probability due to the propagation through the Earth appears only for those combinations of neutrino mixing parameters shown in Table 2. The Earth matter effect depends strongly on two parameters, the sign of $`\mathrm{\Delta }m_{32}^2`$ and the value of $`|\theta _{13}|`$ . The “normal hierarchy” corresponds to $`m_1<m_2<m_3`$, i.e. $`\mathrm{\Delta }m_{32}^2>0`$, whereas the “inverted hierarchy” corresponds to $`m_3<m_1<m_2`$, i.e. $`\mathrm{\Delta }m_{32}^2<0`$. Note that the presence or absence of the Earth effect discriminates between values of $`\mathrm{sin}^2\theta _{13}`$ less or greater than $`10^3`$, i.e. $`\theta _{13}`$ less or larger than about $`1.8^{}`$. Thus, the Earth effect is sensitive to values of $`\theta _{13}`$ that are much smaller than the current limit.

Let us consider those scenarios where the mass hierarchy and the value of $`\theta _{13}`$ are such that the Earth effect appears for $`\overline{\nu }_e`$. In such cases the $`\overline{\nu }_e`$ survival probability $`\overline{p}^D(E)`$ is given by

$$\overline{p}^D\mathrm{cos}^2\theta _{12}\mathrm{sin}2\overline{\theta }_{e2}^{}\mathrm{sin}(2\overline{\theta }_{e2}^{}2\theta _{12})\mathrm{sin}^2\left(12.5\frac{\overline{\mathrm{\Delta }m_{}^2}L}{E}\right),$$
(20)
where the energy dependence of all quantities will always be implicit. Here $`\overline{\theta }_{e2}^{}`$ is the mixing angle between $`\overline{\nu }_e`$ and $`\overline{\nu }_2`$ in Earth matter while $`\overline{\mathrm{\Delta }m_{}^2}`$ is the mass squared difference between the two anti-neutrino mass eigenstates $`\overline{\nu }_1`$ and $`\overline{\nu }_2`$ in units of $`10^5`$eV2, $`L`$ is the distance traveled through the Earth in units of 1000 km, and $`E`$ is the neutrino energy in MeV. We have assumed a constant matter density inside the Earth, which is a good approximation for $`L<10.5`$, i.e. as long as the neutrinos do not pass through the core of the Earth.

### 3.2 Magnitude of Observable Effect at IceCube

In order to calculate the extent of the Earth effect for IceCube, we will assume that the relevant mixing parameters are $`\mathrm{\Delta }m_{12}^2=6\times 10^5\mathrm{eV}^2`$ and $`\mathrm{sin}^2(2\theta _{12})=0.9`$. We further assume that the source spectra are given by the functional form Eq. (4). The values of the parameters $`\alpha `$ and $`E`$ for both the $`\overline{\nu }_e`$ and $`\overline{\nu }_x`$ spectra are in general time dependent.

In Fig. 3 we show the variation of the expected IceCube signal with Earth-crossing length $`L`$ for the two sets of parameters detailed in Table 3. The first could be representative of the accretion phase, the second of the cooling signal. We use the two-density approximation for the Earth density profile, where the core has a density of $`11.5\mathrm{g}\mathrm{cm}^3`$ and a radius of 3500 km, while the density of the Earth mantle was taken to be $`4.5\mathrm{g}\mathrm{cm}^3`$. We observe that for short distances, corresponding to near-horizontal neutrino trajectories, the signal varies strongly with $`L`$. Between about 3,000 and 10,500 km it reaches an asymptotic value that we call the “asymptotic mantle value.” For Case (a), this value corresponds to about 1.5% depletion of the signal, whereas for (b) it corresponds to about 6.5% depletion.

Beyond an Earth-crossing length of $``$10,500 km, the neutrinos have to cross the Earth core with another large jump in density. The core effects change the asymptotic mantle value by $`1`$% as can be seen in Fig. 3. We neglect the core effects in the following analysis, and the “asymptotic value” always refers to the asymptotic mantle value.

For the largest part of the sky the Earth effect either appears with this asymptotic value (“neutrinos coming from below”), or it does not appear at all (“neutrinos from above”). Therefore, we now focus on the asymptotic value and study how the signal modification depends on the assumed flux parameters. In Table 5 we show the signal modification for $`E_{\overline{\nu }_e}=15\mathrm{MeV}`$, $`\alpha _{\overline{\nu }_e}=4.0`$, and $`\alpha _{\overline{\nu }_x}=3.0`$ as a function of $`E_{\overline{\nu }_x}`$ and the flux ratio $`\mathrm{\Phi }_{\overline{\nu }_e}^0/\mathrm{\Phi }_{\overline{\nu }_x}^0`$. In Table 5 we show the same with $`\alpha _{\overline{\nu }_e}=\alpha _{\overline{\nu }_x}=3.0`$. The results are shown in the form of contour plots in Fig. 4.

Even for mildly different fluxes or spectra the signal modification is several percent, by far exceeding the statistical uncertainty of the IceCube signal, although the absolute calibration of IceCube may remain uncertain to within several percent. However, the signal modification will vary with time during the SN burst. During the early accretion phase that is expected to last for a few 100 ms and corresponds to a significant fraction of the overall signal, the $`\overline{\nu }_x`$ flux may be almost a factor of 2 smaller than the $`\overline{\nu }_e`$ flux, but it will be slightly hotter and less pinched . This corresponds to Case (a) above; it is evident from Fig. 3 and Table 5 that this implies that the Earth effect is very small. During the Kelvin-Helmholtz cooling phase the flux ratio is reversed with more $`\overline{\nu }_x`$ being emitted than $`\overline{\nu }_e`$, but still with the same hierarchy of energies. This corresponds to Case (b); in this case the Earth effect could be about 6%. This time dependence may allow one to detect the Earth effect without a precise absolute detector calibration.

In order to illustrate the time dependence of the Earth effect we show in Fig. 5 the expected counting rate in IceCube for both the Livermore (left panels) and Garching (right panels) simulations. In the upper panels we show the expected counting rate with flavor oscillations in the SN mantle, but no Earth effect (solid lines), or with the asymptotic Earth effect (dashed lines) that obtains for a large Earth-crossing path. Naturally the differences are very small so that we show in the lower panels the ratio of these curves, i.e. the expected counting rate with/without Earth effect as a function of time for both Livermore and Garching. While for the Livermore simulation there is a large Earth effect even at early times, the change from early to late times in both cases is around 4–5%. Therefore, the most model-independent signature is a time variation of the Earth effect during the SN neutrino signal.

In order to demonstrate the statistical significance of these effects we integrate the expected signal for both simulations separately for the accretion phase and the subsequent cooling phase; the results are shown in Table 6. For both simulations the Earth effect itself and its change with time is statistically highly significant. Based on the Livermore simulation, the Earth effect is much more pronounced than in Garching, the latter involving more up-to-date input physics for neutrino transport. However, the difference between the Earth effect during accretion and cooling is not vastly different between the two simulations. Recalling that the absolute detector calibration may be very uncertain so that one has to rely on the temporal variation of the Earth effect, the difference between Livermore and Garching becomes much smaller. We expect that it is quite generic that the temporal change of the Earth effect is a few percent of the overall counting rate.

### 3.3 Super- or Hyper-Kamiokande and IceCube

One can measure the Earth effect in IceCube only in conjunction with another high-statistics detector. We do not attempt to simulate in detail the SN signal in this other detector but simply assume that it can be measured with a precision at least as good as in IceCube. One candidate is Super-Kamiokande, a water Cherenkov detector that would measure around $`10^4`$ events from a galactic SN at a distance of 10 kpc. Therefore, the statistical precision for the total neutrino energy deposition in the water is around 1% and thus worse than in IceCube. Even though Super-Kamiokande will measure a larger number of Cherenkov photons than IceCube, a single neutrino event will cause an entire Cherenkov ring to be measured, i.e. the photons are highly correlated. Therefore, in the estimated statistical $`\sqrt{N}`$ fluctuation of the signal, the fluctuating number $`N`$ is that of the detected neutrinos. If the future Hyper-Kamiokande is built, its fiducial volume would be about 30 times that of Super-Kamiokande. In this case the statistical signal precision exceeds that of IceCube for the equivalent observable.

We denote the equivalent IceCube signal measured by Super- or Hyper-Kamiokande as $`N_{\mathrm{SK}}`$ and the IceCube signal as $`N_{\mathrm{IC}}`$. If the distances traveled by the neutrinos before reaching these two detectors are different, the Earth effect on the neutrino spectra may be different, which will reflect in the ratio $`N_{\mathrm{SK}}/N_{\mathrm{IC}}`$. Of course, in the absence of the Earth effect this ratio equals unity by definition.

The geographical position of IceCube with respect to Super- or Hyper-Kamiokande at a latitude of $`36.4^{}`$ is well-suited for the detection of the Earth effect through a combination of the signals. Using Fig. 3 we can already draw some qualitative conclusions about the ratio $`N_{\mathrm{SK}}/N_{\mathrm{IC}}`$. Clearly, $`N_{\mathrm{SK}}/N_{\mathrm{IC}}=1`$ if neutrinos do not travel through the Earth before reaching either detector. If the distance traveled by neutrinos through the Earth is more that 3000 km for both detectors, the Earth effects on both $`N_{\mathrm{SK}}`$ and $`N_{\mathrm{IC}}`$ are nearly equal and their ratio stays around unity. If the neutrinos come “from above” for SK and “from below” for IceCube, or vice versa, the Earth matter effect will shift this ratio from unity.

In Fig. 6, we show contours of $`N_{\mathrm{SK}}/N_{\mathrm{IC}}`$ for the SN position in terms of the location on Earth where the SN is at the zenith. The map is an area preserving Hammer-Aitoff projection so that the sizes of different regions in the figure gives a realistic idea of the “good” and “bad” regions of the sky. In order to generate the contours we use the parameters of Case (b) in Table 3 so that the asymptotic suppression of the signal is about 6.5%. The sky falls into four distinct regions depending on the direction of the neutrinos relative to either detector as described in Table 7. When the neutrinos come from above for both detectors (Region D) there is no Earth effects. If they come from below in both (Region C), the Earth effect is large in both. Depending on the exact distance traveled through the Earth, the event ratio can be large, but generally fluctuates around 1. In the other regions where the neutrinos come from above for one detector and from below for the other (Regions A and B) the relative effect is large.

## 4 Conclusions

For assumptions about the flavor-dependent SN neutrino fluxes and spectra that agree with state-of-the-art studies, the Earth matter effect on neutrino oscillations shows up in the IceCube signal of a future galactic SN on the level of a few percent. If the IceCube signal can be compared with another high-statistics signal, notably in Super-Kamiokande or Hyper-Kamiokande, the Earth effect becomes clearly visible as a difference between the detectors. As one is looking for a signal modification in the range of a few percent, the absolute detector calibration may not be good enough in one or both of the instruments. However, for typical numerical SN simulations the effect is time dependent and most notably differs between the early accretion phase and the subsequent neutron star cooling phase. Therefore, one would have to search for a temporal variation of the relative detector signals of a few percent. The large number of optical modules in IceCube renders this task statistically possible. In fact depending on the differences in flavor-dependent fluxes, the statistical accuracy of Super-Kamiokande may turn out to be the limiting factor. This limitation is not significant for Hyper-Kamiokande.

The unique location of IceCube in Antarctica implies that for a large portion of the sky this detector sees the SN through the Earth when Super- and Hyper-Kamiokande sees it from above, or the other way round, i.e. the chances of a relative signal difference between the detectors are large. If both detectors were to see the SN from above there would be no Earth effect to detect.

Assuming that the magnitude of the mixing angle $`\theta _{13}`$ can be established to be large in the sense of $`\mathrm{sin}^2\theta _{13}>10^3`$ by a long-baseline experiment , observing the Earth effect in SN anti-neutrinos implies the normal mass hierarchy. On the other hand, if $`\mathrm{sin}^2\theta _{13}<10^3`$ has been established, the Earth effect is unavoidable. Not observing it would imply that the primary SN neutrino fluxes and spectra are more similar than indicated by state-of-the-art numerical simulations.

If $`\mathrm{sin}^2\theta _{13}>10^3`$ is known, and we do not observe the Earth effect, it still does not prove the inverted mass hierarchy. It could also mean that we do not properly understand the flavor-dependent source fluxes and spectra. Therefore, even if $`\mathrm{sin}^2\theta _{13}>10^3`$ is known, our method only allows one to detect the normal mass hierarchy, it does not strictly allow one to exclude it. As far as neutrino parameters are concerned, only a positive detection of the Earth effect would count for much. Of course, a normal mass hierarchy and $`\mathrm{sin}^2\theta _{13}>10^3`$ is certainly a plausible scenario so that expecting a positive identification of the Earth effect is not a far-fetched possibility.

In summary, even though galactic SNe are rare, the anticipated longevity of IceCube and the long-term neutrino program at Super- or Hyper-Kamiokande imply that detecting the Earth effect in a SN neutrino burst is certainly a distinct possibility. This could identify the normal neutrino mass hierarchy, a daunting task at long-baseline experiments . Given the difficulty of pinning down the mass hierarchy at long-baseline experiments, both IceCube and Super- or Hyper-Kamiokande should take all instrumental and experimental steps required to ensure the feasibility of a high-statistics simultaneous SN observation.

## Acknowledgments

This work was supported, in part, by the Deutsche Forschungsgemeinschaft under grant No. SFB-375 and by the European Science Foundation (ESF) under the Network Grant No. 86 Neutrino Astrophysics. We thank Francis Halzen and Robert Buras for helpful comments on an early version of this manuscript.

## References


text:
# Quadratic solitons as nonlocal solitons

## Abstract

We show that quadratic solitons are equivalent to solitons of a nonlocal Kerr medium. This provides new physical insight into the properties of quadratic solitons, often believed to be equivalent to solitons of an effective saturable Kerr medium. The nonlocal analogy also allows for novel analytical solutions and the prediction of novel bound states of quadratic solitons.

Quadratic nonlinear (or $`\chi ^{(2)}`$) materials have a strong and fast electronic nonlinearity, which makes them excellent materials for the study of nonlinear effects, such as solitons SteHagTor96 . The main properties of quadratic solitons are well-known BurTraSkrTri02  and both 1+1 SchBaeSte96  and 2+1 TorWanHagVanSteTorMen95  dimensional bright spatial solitons have been observed experimentally. Unlike conventional solitons, which form due to a self-induced refractive index change, the formation of quadratic solitons does not involve any change of the refractive index. Thus the underlying physics of quadratic solitons is often obscured by the mathematical model. Only recently Assanto and Stegeman used the cascading phase shift and parametric gain to give an intuitive interpretation of effects, such as self-focusing, defocusing, and soliton formation in $`\chi ^{(2)}`$ materials AssSte02 .

Nevertheless certain features of quadratic solitons, such as soliton interaction, are still without a physical interpretation. Here we use the analogy between parametric interaction and nonlocality and present a physically intuitive nonlocal theory, which is exact in predicting the profiles of stationary quadratic solitons and which provides a simple physical explanation for their properties including formation of bound states. The nonlocal analogy was applied recently by Shadrivov and Zharov to find approximate bright quadratic soliton solutions, but the nonlocal concept was not fully exploited to give a broad physical picture in the whole regime of excistence ShaZha02 .

We consider a fundamental wave (FW) and its second harmonic (SH) propagating along the $`z`$-direction in a quadratic nonlinear medium under conditions for type I phase-matching. The normalized dynamical equations for the slowly varying envelopes $`E_{1,2}(x,z)`$ are then MenSchTor94-Ban97

$`i_zE_1+d_1_x^2E_1+E_1^{}E_2\mathrm{exp}(i\beta z)=0,`$ (1)
$`i_zE_2+d_2_x^2E_2+E_1^2\mathrm{exp}(i\beta z)=0.`$ (2)
In the spatial domain $`d_1`$$``$$`2d_2`$, $`d_j`$$`>`$0, and the coordinate $`x`$ represents a transverse spatial direction. The term $`_x^2E_j`$ then represents beam diffraction. In the temporal domain $`d_j`$ is arbitrary and $`x`$ represents time. In this case $`_x^2E_j`$ represents pulse dispersion. The parameter $`\beta `$ is the normalized phase-mismatch and $`j`$=1,2.

Physical insight into the properties of Eqs. (1-2) may be obtained from the cascading limit, in which the phase-mismatch is large, $`\beta ^10`$. Writing $`E_2`$=$`e_2\mathrm{exp}(i\beta z)`$ and assuming slow variation of $`e_2(x,z)`$ gives the nonlinear Schrödinger (NLS) equation $`i_zE_1+d_1_x^2E_1+\beta ^1|E_1|^2E_1=0`$, in which the local Kerr nonlinearity is due to the coupling to the SH field $`e_2`$=$`E_1^2/\beta `$. The SH is thus slaved to the FW and the widths of the SH and FW are fixed. The sign of the mismatch $`\beta `$ determines whether the effective Kerr nonlinearity is focusing or defocusing and thus the cascading limit predicts that both bright and dark quadratic solitons can exist.

However, even for stationary solutions the NLS equation is inaccurate, since the term $`_x^2E_2`$ is neglected. Thus it predicts that in higher dimensions bright solitons are unstable and will either spread out or collapse KivPel00 , whereas it is known that stable quadratic solitons exist in all dimensions and that collapse cannot occur in the $`\chi ^{(2)}`$-system (1-2) BerMezRasWyl95 ; BerBanRasMez97 . The stabilizing effect of the $`\chi ^{(2)}`$ nonlinearity is often described as being due to saturation of the effective Kerr nonlinearity AssSte02 ; BerMezRasWyl95 ; WisTra02 . We show below that the nonlinearity is in fact nonlocal.

To obtain a more accurate model than that given by the cascading limit we assume a slow variation of the SH field $`e_2(x,z)`$ in the propagation direction only (i.e., only $`_ze_2`$ is neglected). The SH is still expressed in terms of the FW, but now the relation has the form of a convolution, leading to the nonlocal equation for the FW

$`i_zE_1+d_1_x^2E_1+\beta ^1N(E_1^2)E_1^{}=0,`$ (3)
$`N(E_1^2)={\displaystyle _{\mathrm{}}^{\mathrm{}}}R(x\xi )E_1^2(\xi ,z)𝑑\xi ,`$ (4)
with $`E_2`$=$`\beta ^1N\mathrm{exp}(i\beta z)`$. Equations (3-4) clearly show that the interaction between the FW and SH is equivalent to the propagation of a FW in a medium with a nonlocal nonlinearity. In the Fourier domain (denoted with tilde) the response function $`R(x)`$ is a Lorentzian $`\stackrel{~}{R}(k)`$=$`1/(1+s\sigma ^2k^2)`$, where $`\sigma `$=$`|d_2/\beta |^{1/2}`$ represents the degree of nonlocality and $`s`$=sign$`(d_2\beta )`$. For $`s`$=+1, where the $`\chi ^{(2)}`$-system (1-2) has a family of bright (for $`d_1`$$`>`$$`0`$) and dark (for $`d_1`$$`<`$$`0`$) soliton solutions BurKiv95\_pla , $`\stackrel{~}{R}(k)`$ is positive definite and localized, giving

$$R(x)=(2\sigma )^1\mathrm{exp}(|x|/\sigma ).$$
(5)
The cascading limit $`\beta ^10`$ is now seen to correspond to the local limit $`\sigma 0`$, in which the response function becomes a delta function, $`R(x)\delta (x)`$.

With the nonlocal analogy one can assign simple physically intuitive pictures to several important cases. When the mismatch $`|\beta |`$ is large Eqs. (3-4) reduce to the so-called weakly nonlocal equation with $`\sigma 1`$ KroBan01 . Similarly the nearly phase-matched limit when $`\beta 0`$ corresponds to the strongly nonlocal limit with $`\sigma 1`$, when Eqs. (3-4) become effectively linear KroBanRasWyl01 ; BanKroWylRas02 .

For $`s`$=$`1`$, $`\stackrel{~}{R}(k)`$ has poles on the real axis and the response function becomes oscillatory in nature with the Cauchy principal value $`R(x)`$=$`(2\sigma )^1\mathrm{sin}(|x|/\sigma )`$. In this case the propagation of solitons has a close analogy with the evolution of a particle in a nonlinear oscillatory potential. In fact, it is possible to show that the oscillatory response function explains the fact that dark and bright quadratic solitons radiate linear waves for $`s`$=$`1`$ BurKiv95\_pla .

It is important to notice that in contrast to the conventional nonlocal NLS equation describing, e.g., materials with a thermal LitMirFraYun75  or diffusion diffusion  type nonlinearity, liquid crystals McLMurShe96-PecBrzAss02 , and photorefractive crystals MamZozMezAndSaf97 , the nonlocal response of the $`\chi ^{(2)}`$ system depends on the square of the FW, not its intensity. Thus the phase of the FW enters into the picture and one cannot directly transfer the known nonlocal stability results for plane waves KroBanRasWyl01 ; WylKroBanRas02  and solitons KroBan01 ; BanKroWylRas02 .

However, for stationary fields the nonlocal system (3-4) represents an exact model for $`\chi ^{(2)}`$ materials. Therefore the known properties of nonlocal solitons in terms of profiles directly apply to quadratic solitons. Consider stationary solutions to Eqs. (1-2) in the form

$`E_1(x,z)=a_1\varphi _1(\tau )\mathrm{exp}(i\lambda z),`$ (6)
$`E_2(x,z)=a_2\varphi _2(\tau )\mathrm{exp}(i2\lambda z+i\beta z),`$ (7)
where the profile $`\varphi _j(\tau )`$ is real, with $`\tau =x|\lambda /d_1|^{1/2}`$, $`a_1^2=\lambda ^2|d_2/(2d_1)|`$, and $`a_2`$=$`\lambda `$. This scaling reduces the number of free parameters to one and transforms Eqs. (1-2) into the following system BurKiv95\_pla

$$s_1\varphi _1^{\prime \prime }\varphi _1+\varphi _1\varphi _2=0,s_2\varphi _2^{\prime \prime }\alpha \varphi _2+\varphi _1^2/2=0,$$
(8)
where $`s_j`$=sign$`(\lambda d_j)`$=$`\pm 1`$, $`\alpha `$=$`(2+\beta /\lambda )|d_1/d_2|`$, and prime denotes differentiation with respect to the argument. The properties of solitons described by Eqs. (8) are well-known BurKiv95\_pla . A family of bright (dark) solitons exist for $`s_2`$=$`s_1`$=$`+1`$ ($`s_2`$=$`s_1`$=$`+1`$) and $`\alpha `$$`>`$0. As discussed above we do not consider the combinations $`s_2`$=$`\pm s_1`$=$`1`$, for which solitons do not exist in the whole $`\alpha `$-space.

The second equation in Eqs. (8) has the formal solution $`\varphi _2`$=$`\gamma N(\varphi _1^2)`$, with $`\gamma `$=$`1/(2\alpha )`$ and the nonlocal nonlinearity $`N(\varphi _1^2)`$ given by Eq. (4). For sign$`(s_2\alpha )`$=$`+1`$ the response function is $`R(\tau )`$=$`(2\overline{\sigma })^1\mathrm{exp}(|\tau |/\overline{\sigma })`$, with the degree of nonlocality $`\overline{\sigma }`$=$`|\alpha |^{1/2}`$. Inserting the SH into the first equation in Eqs. (8) then gives the exact nonlocal model for the FW in the $`\chi ^{(2)}`$ system (8)

$$s_1_\tau ^2\varphi _1\varphi _1+\gamma \varphi _1_{\mathrm{}}^{\mathrm{}}R(\tau \xi )\varphi _1^2(\xi )𝑑\xi =0,$$
(9)
where $`\gamma `$ is the strength of the nonlocal nonlinearity. Thus $`\chi ^{(2)}`$ solitons are equivalent to nonlocal solitons.

In the weakly nonlocal case $`\overline{\sigma }`$$``$1 (i.e., $`|\alpha |`$$``$1) the response function $`R(\tau )`$ is much narrower than the FW intensity $`\varphi _1^2`$. Taylor expanding $`\varphi _1^2`$ under the integral in Eq. (9) we then obtain the weakly nonlocal model KroBan01

$$s_1_\tau ^2\varphi _1\varphi _1+\gamma (\varphi _1^2+\overline{\sigma }^2_\tau ^2\varphi _1^2)\varphi _1=0,$$
(10)
where $`\varphi _2`$=$`\gamma (1+\overline{\sigma }^2_\tau ^2)\varphi _1^2`$. This model has exact bright soliton solutions for $`s_2`$=$`s_1`$=$`+1`$ and $`\alpha `$$`>`$0 KroBan01

$$\pm \tau =\mathrm{tanh}^1(\rho )+2\overline{\sigma }\mathrm{tan}^1(2\overline{\sigma }\rho ),$$
(11)
where $`\rho ^2`$=$`(a_1^2\varphi _1^2)/(a_1^2+4\overline{\sigma }^2\varphi _1^2)`$, $`a_1^2`$=$`2/\gamma `$ being the maximum intensity of the FW. Exact dark soliton solutions exist for $`s_2`$=$`s_1`$=$`+1`$ with nontrivial phase profiles KroBan01 .

For $`|\alpha |`$$``$1 the nonlocality is strong, $`\overline{\sigma }`$$``$1, and we can expand the response function $`R(\tau )`$ in Eq. (4). For bright solitons we then obtain the linear equation for the FW

$$s_1_\tau ^2\varphi _1\varphi _1+\gamma P_1R(\tau )\varphi _1=0,$$
(12)
where $`\varphi _2`$=$`\gamma P_1R(\tau )`$. In this eigenvalue problem the FW power $`P_1`$=$`_{\mathrm{}}^{\mathrm{}}\varphi _1^2(\tau )𝑑\tau `$ plays the role of the eigenvalue, and bright solitons correspond to the fundamental mode of the waveguide structure created by the exponential response function. For $`s_2`$=$`s_1`$=$`+1`$ and $`\alpha >0`$ Eq. (12) has exact bright soliton solutions in the form of the Bessel function of the first kind of order $`2\overline{\sigma }`$ Con73

$$\varphi _1(\tau )=A_1J_{2\overline{\sigma }}[\overline{\sigma }^2\sqrt{2P_1R(\tau )}].$$
(13)
For the single-soliton ground-state solution $`P_1`$ is found as the first zero of the derivative, $`J_{2\overline{\sigma }}^{}(\sqrt{\overline{\sigma }^3P_1})`$=0, which assures that $`\varphi _1^{}(0)`$=0. The amplitude $`A_1`$ is then found from the definition of $`P_1`$, giving $`A_1^2`$$``$$`P_1/2[P_1/(\pi ^2\overline{\sigma })]^{1/2}`$.

In Fig. 1 we show the full width at half maximum of the FW intensity $`\varphi _1^2`$ of bright quadratic solitons versus the phase-mismatch parameter $`\alpha `$. The analytical solutions obtained using the nonlocal analogy correctly captures the increase of the soliton width with decreasing $`\alpha `$. The nonlocal model elegantly explains this effect: Because of the convolution in the nonlinearity in Eq. (9), representing a trapping potential or waveguide structure, this potential is always broader than the FW intensity profile itself, leading to its weaker confinement and larger width when the degree of nonlocality increases. The profiles shown in Fig. 1 further illustrates the excellent agreement of the numerical results and approximate nonlocal analytical solutions in both the weakly ($`\alpha 1`$) and strongly ($`\alpha 1`$) nonlocal limit.

The linear Eq. (12) describing the strongly nonlocal limit further predicts the existence of multi-hump bright solitons. Choosing $`P_1`$ as the $`N`$’th zero of the derivative, i.e., the $`N`$’th root in the equation $`J_{2\overline{\sigma }}^{}(\sqrt{\overline{\sigma }^3P_1})`$=0, gives solitons with an odd number of humps ($`2N1`$), as discussed in ShaZha02 . However, this does not exhaust all soliton solutions supported by the model (12). There also exist antisymmetric solitons with an even number of intensity peaks. If the power $`P_1`$ is found as the $`N`$’th zero of the Bessel function itself, and not its derivative, i.e., as the $`N`$’th root in the equation $`J_{2\overline{\sigma }}(\sqrt{\overline{\sigma }^3P_1})`$=0 (so that $`\varphi _1(0)`$=0), then antisymmetric solitons with an even number of intensity peaks ($`2N`$) exist with the form

$$\varphi _1(\tau )=s_\tau A_1J_{2\overline{\sigma }}[\overline{\sigma }^2\sqrt{2P_1R(\tau )}],$$
(14)
where $`s_\tau `$=sign$`(\tau )`$. When $`P_1`$, e.g., is fixed by the first zero of $`J_{2\overline{\sigma }}`$ then the solution (14) is a two-peak antisymmetric soliton, which can be interpreted as a bound state of two out-of-phase fundamental solitons. In Fig. 2 we have shown the bound state of two out-of-phase fundamental solitons predicted by Eq. (14), and the corresponding numerically found solution for $`\alpha `$=0.001. We see again that the strongly nonlocal model provides an excellent prediction of this novel bound state quadratic soliton solution.

In fact, all higher order solitons can be thought of as a bound state of a number of individual solitons. Formation of such bound states follows naturally from the nonlocal character of the nonlinear interaction. Consider two out-of-phase solitons, for which the intensity in the overlapping region is always zero. In local Kerr media the nonlinear change in the refractive index is decreased in the overlap region, as compared to the index change generated by a single soliton. This leads to a mutual repulsion of the solitons. The nonlocality tends to increase the nonlinear change of the refractive index in the overlapping region, and for a sufficiently high degree of nonlocality, the index change may even be higher than for a soliton in isolation, despite the solitons being out-of-phase. This creates an attractive force and leads to formation of the bound state.

In the strongly nonlocal limit the bright soliton is the fundamental mode of the waveguide structure $`R(\tau )`$ and much narrower than the waveguide. In contrast the dark soliton is a first mode of the waveguide $`R(\tau )`$ at the cut-off and as such its width is comparable with that of the waveguide. Hence the expansion procedure leading to Eq. (12) is no longer justified. One can use it however, but for illustrative purposes only, to show what type of dark soliton solutions can be expected in the strongly nonlocal system. The linear equation for dark solitons in the strongly nonlocal limit will then have the form

$$s_1_\tau ^2\varphi _1\varphi _1+\gamma [A_1^2Q_1R(\tau )]\varphi _1=0,$$
(15)
where $`Q_1`$=$`_{\mathrm{}}^{\mathrm{}}[A_1^2\varphi _1^2(\tau )]𝑑\tau `$ is the complementary FW power and $`\varphi _2`$=$`\gamma [A_1^2Q_1R(\tau )]`$. For $`s_2`$=$`s_1`$=$`+1`$ and $`\alpha >0`$ Eq. (15) has exact dark soliton solutions in the form of the zero’th order Bessel function

$$\varphi _1(\tau )=s_\tau \sqrt{2\alpha }J_0[\overline{\sigma }^2\sqrt{2Q_1R(\tau )}].$$
(16)
For the fundamental single-soliton solution $`Q_1`$ is found as the first zero $`J_0[\sqrt{\overline{\sigma }^3Q_1}]`$=0, which gives $`Q_1=5.8/\overline{\sigma }^3`$ and assures that $`\varphi _1(0)`$=0. As for bright solitons, choosing the $`N`$’th root gives novel multihump dark solitons with $`2N1`$ dips in the intensity profile. However, the background amplitude $`A_1=2\alpha `$ is fixed and does not satisfy the self-consistency relation $`Q_1`$=$`_{\mathrm{}}^{\mathrm{}}[A_1^2\varphi _1^2(\tau )]𝑑\tau `$.

In Fig. 3 we show the full width at half maximum of the FW intensity $`\varphi _1^2`$ of dark quadratic solitons versus the mismatch parameter $`\alpha `$. The dark solitons have the constant background $`\varphi _1^2(\pm \mathrm{})=2\alpha `$, $`\varphi _2(\pm \mathrm{})=1`$. The analytical weakly nonlocal dark soliton solution exist for $`\alpha >2`$ and was taken from Ref. KroBan01 . Unlike bright solitons, whose width is a monotonic function of $`\alpha `$, dark solitons are seen to have a clear minimum width of the FW at $`\alpha `$=$`\alpha _03.1`$.

Figure 3 confirms that the weakly nonlocal model correctly predicts how the soliton width decreases for $`\alpha >\alpha _0`$ when the mismatch parameter decreases. This, as well as the appearance of the minimum in the soliton width, is again elegantly explained by the nonlocal analogy: Because of the convolution in the nonlinearity in Eq. (9), representing the trapping potential or waveguide structure, the contribution from the constant background tends to contract this potential. This leads to a stronger confinement and thus a smaller width of the soliton. However, this is only true as long as the amplitude of the trapping potential is not affected by nonlocality, as in the weakly nonlocal regime. For a high degree of nonlocality (i.e., smaller value of $`\alpha `$) not only the width of the trapping potential, but also its amplitude is affected. In this regime the nonlocality leads to a drop in the amplitude of the potential, resulting in a weaker confinement and an increase of the soliton width. The profiles shown in Fig. 3 further illustrates the excellent agreement of the numerical results and approximate nonlocal analytical solutions in the weakly nonlocal limit $`\alpha 1`$.

In conclusion, we have used the analogy between parametric interaction in quadratic media and nonlocal Kerr-type nonlinearities to provide a physically intuitive theory for quadratic solitons, which allows for a deeper physical insight into their properties and an exact description of their profiles. It is well-known that quadratic solitons may be characterized by a single solution parameter $`\alpha `$, which is an effective mismatch parameter depending on both the real phase-mismatch and the power. We have shown that the nonlocal theory provides a simple and elegant explanation for how the soliton width depends on the mismatch $`\alpha `$.

In particular the nonlocal analogy provides simple physical models in both the large mismatch limit $`\alpha `$$``$1 and the near cut-off limit $`|\alpha |`$$``$1, corresponding to the regimes of weak and strong nonlocality, respectively. Our results show that the weakly nonlocal approximation gives an accurate description of quadratic solitons in a relatively broad range of their existence domain. Also, the simple linear physics of the strongly nonlocal limit has enabled us to find novel bound states of bright quadratic solitons and explain their formation using the natural concept of the nonlocality-based attraction between out-of-phase constituent solitons.

###### Acknowledgements.

The research is supported by the Danish Technical Research Council (Grant No. 26-00-0355) and the Australian Photonics Cooperative Research Centre.


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# Enhanced shot noise in resonant tunnelling via interacting localised states

## Abstract

In a variety of mesoscopic systems shot noise is seen to be suppressed in comparison with its Poisson value. In this work we observe a considerable enhancement of shot noise in the case of resonant tunnelling via localised states. We present a model of correlated transport through two localised states which provides both a qualitative and quantitative description of this effect.

Understanding the role of electron coherence and Coulomb interaction in electron transport is one of the main directions of contemporary research in mesoscopic physics. Recently, shot noise measurements have proved to be a useful tool for these studies, since they provide information which is not available from standard conductance measurements Blanter!Buttiker!Review . Shot noise, i.e. fluctuations of the current in time due to the discrete nature of electrons, is a measure of temporal correlations between individual electron transfers through a mesoscopic system. Uncorrelated transfers result in the Poisson shot noise with the noise power $`S_I=2eI`$ ($`e`$ is the electron charge, and $`I`$ is the average current). The effects on noise of the Pauli exclusion principle Les  and the Coulomb repulsion Korotkov  turn out to be similar in most mesoscopic systems. Both were predicted to impose a time delay between two consecutive electron transfers, which results in negative correlations between them and, therefore, suppression of shot noise. This idea has been intensively explored in studies of the shot noise properties in ballistic and diffusive systems QPC ; One!Third .

Electron transport via localised states in a potential barrier between two contacts has been a subject of intensive investigations. If the size of a mesoscopic barrier is small, resonant tunnelling (RT) through a single localised state (impurity) becomes responsible for conduction across the barrier Fowler . When the resonant level ($`R`$) coincides with either of the Fermi levels in the contacts, $`\mu _{L,R}`$, a peak in the conductance appears. The amplitude of the peak is determined by the ratio of the leak rates $`\mathrm{\Gamma }_{L,R}\mathrm{exp}\left(2r_{L,R}/a\right)`$ from the resonant impurity to the contacts, where $`r_{L,R}`$ are the distances between the impurity and the left or right contacts, and $`a`$ is the localisation radius of the state, Fig.1a. The current is given by the relation $`I_0=e\mathrm{\Gamma }_L\mathrm{\Gamma }_R/\left(\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\right)`$. It has been predicted in Ting ; Nazarov  that for RT via a localised state shot noise is suppressed by the Fano factor $`FS_I/2eI_0=\left(\mathrm{\Gamma }_L^2+\mathrm{\Gamma }_R^2\right)/\left(\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\right)^2`$. The Fano factor then ranges from 0.5 (for equal rates) to 1 (for significantly different rates) dependent on the position of the resonant impurity inside the barrier. Suppression of shot noise in accordance with this relation has been first observed in a resonant tunnelling structure Old . Similar suppression of shot noise in the Coulomb blockade regime has been seen in a quantum dot Schonenberger . In electron hopping (sequential tunnelling) through $`N`$ equivalent barriers the Fano factor is also expected to be suppressed, $`F=1/N`$, if one assumes that the Poisson noise is generated across a single barrier Kuznetsov!Hopp .

In this work we present a study of time-dependent fluctuations of the RT current through a short (0.2 $`\mu `$m) tunnel barrier. Surprisingly, we observe a significant *enhancement* of shot noise with respect to the Poisson value. We explain this effect by correlated resonant tunnelling involving two interacting localised states.

The experiment has been carried out on a *n*-GaAs MESFET consisting of a GaAs layer of $`0.15`$ $`\mu `$m (donor concentration $`10^{17}`$ cm<sup>-3</sup>) grown on an undoped GaAs substrate. On the top of the structure an Au gate is deposited with dimensions $`L=0.2`$ $`\mu `$m in the direction of the current and $`W=20`$ $`\mu `$m across it, Fig.1b. By applying a negative gate voltage, $`V_g`$, a lateral potential barrier is formed between the ohmic contacts (source and drain). Its height is varied by changing $`V_g`$. When a source-drain voltage $`V_{sd}`$ is applied, fluctuations of the current between the ohmic contacts are measured by two low-noise amplifiers. The cross-correlation spectrum in the frequency range $`50100`$ kHz is detected by a spectrum analyzer Roshko . This technique removes noise generated by the amplifiers and leads.

Fig.1c shows an example of conductance peaks as a function of $`V_g`$ in the studied sample at $`V_{sd}=0`$ and different temperatures down to $`T=0.07`$ K. One can see that with lowering temperature the background conduction (due to electron hopping) decreases and the amplitude of the conductance peaks increases. This increase is a typical feature of resonant tunnelling through an impurity Fowler .

The box in Fig.2a indicates the range of $`V_g`$ where shot noise has been studied at 1.85 K$`<T<4.2`$ K. In Fig.2b (inset) an example of the excess noise spectrum is shown at a gate voltage near the RT peak in Fig.2a. (In this spectrum thermal noise has been subtracted and the effect of the stray capacitance has been taken into account according to Roshko .) Shot noise is determined from the flat region of the spectrum above 40 kHz. In this region one can neglect the contribution of $`1/f^\gamma `$ noise ($`\gamma =1.6`$) which is shown in Fig.2b (inset) by a solid line.

Fig.2b shows the dependence of the shot noise power on $`V_{sd}`$ at two temperatures. At small biases ($`V_{sd}<3`$ mV) a pronounced peak in noise is observed with an unexpectedly large Fano factor $`F>1`$. This is seen by plotting the dependences $`S_I\left(V_{sd}\right)`$ with different $`F`$ using the phenomenological expression for excess noise in the case of RT through a single impurity (cf. Eq.(62) in Blanter!Buttiker!Review  and Eq.(11) in Nazarov ):

$$S_I=F2eI_{sd}\mathrm{coth}\left(\frac{eV_{sd}}{2k_BT}\right)F4k_BTG_S.$$
(1)
(The expression describes the evolution of excess noise into shot noise $`S_I=F2eI_{sd}`$ at $`eV_{sd}>k_BT`$; $`G_S`$ is the ohmic conductance of the sample) At large biases ($`V_{sd}>3`$ mV), however, shot noise decreases to a conventional sub-Poisson value, $`F0.6`$.

We have established that the increase of shot noise exists only in a specific range of $`V_g`$. It is worth noting that there is no negative differential conductance in the region of $`V_{sd}`$-$`V_g`$ where the peak in the noise appears, and, therefore, we cannot link this enhancement to some sort of instability Blanter!Buttiker!NDC . Instead, we will show that in this region of $`V_{sd}`$-$`V_g`$ the resonant current is carried by *two interacting impurities* and this leads to the increase of shot noise.

We will first show that interaction between two states can considerably increase shot noise. Let us start with a simple illustrative model and consider two spatially close impurity levels, $`R`$ and $`M`$, separated in the energy scale by $`\mathrm{}ϵ`$. If impurity $`M`$ is charged, the energy level of $`R`$ is shifted upwards by the Coulomb energy $`Ue^2/\kappa r`$, where $`r`$ is the separation between the impurities and $`\kappa `$ is the dielectric constant, Fig.3 (diagram 1). Thus, dependent on the occupancy of $`M`$, impurity $`R`$ can be in two states: $`R1`$ or $`R2`$. Further we assume that $`V_{sd}`$ is small enough so that state $`R2`$ is above the Fermi level in the left contact, Fig.3 (diagram 2). Then electrons are transferred via $`R`$ with the rates $`\mathrm{\Gamma }_{L,R}`$ if $`M`$ is empty, and *cannot* be transferred if $`M`$ is charged. It is assumed that impurity $`M`$ changes its states independently of the state of impurity $`R`$: from empty to charged state with the rate $`X_c`$ and from charged to empty state with the rate $`X_e`$. If $`M`$ changes its occupancy at a slow rate, i.e. $`X_{e,c}\mathrm{\Gamma }_{L,R}`$, its contribution to the current is negligible and we will call $`M`$ a *modulator* since it modulates the current through impurity $`R`$. This current jumps randomly between two values: zero, when $`M`$ is occupied, and $`I_0`$ when $`M`$ is empty, Fig.3 (inset). If the bias is increased, the upper state $`R2`$ is shifted down into the conducting energy strip and the modulation of the current via impurity $`R`$ vanishes, Fig.3 (diagram 3).

In the modulation regime, the average current through impurity $`R`$ and the corresponding zero-frequency Fano factor can be written, respectively, as

$$I=\frac{e\mathrm{\Gamma }_L\mathrm{\Gamma }_R}{\mathrm{\Gamma }_L+\mathrm{\Gamma }_R}\frac{X_e}{X_e+X_c}$$
(2)
and

$$F=\frac{\mathrm{\Gamma }_L^2+\mathrm{\Gamma }_R^2}{\left(\mathrm{\Gamma }_L+\mathrm{\Gamma }_R\right)^2}+2\frac{\mathrm{\Gamma }_L\mathrm{\Gamma }_R}{\mathrm{\Gamma }_L+\mathrm{\Gamma }_R}\frac{X_c}{\left(X_e+X_c\right)^2}.$$
(3)
The first term in Eq.(3) describes the suppression of the Fano factor below unity Nazarov , whereas the second term gives a positive contribution. To illustrate the origin of the second term, one can think of the modulated current as random telegraph noise (RTN), i.e. spontaneous jumps between zero and $`I_0`$. The second term can then be obtained from the spectrum of RTN Kirton!Uren  with characteristic times of the upper and lower states - $`1/X_e`$ and $`1/X_c`$, respectively. If $`X_{e,c}\mathrm{\Gamma }_{L,R}`$, a substantial enhancement of shot noise, $`F1`$, is expected from Eq.(3). Another way to illustrate the origin of this effect is to assume that $`M`$ is close to the left contact. As a result, impurity $`M`$ spends more time in its charged state, i.e. $`X_eX_c`$ and the current through $`R`$ is transferred in bunches, with the average duration of a bunch $`\tau _e=1/X_c`$. The noise due to the ‘chopping’ of the current can then be estimated as $`S_I=2QI`$, where $`Q`$ is the average charge transferred in one bunch. This charge is equal to $`I_0\tau _e`$, and this again gives the second term in Eq.(3).

This model of a slow modulator which changes its state independently of impurity $`R`$ may look too simplistic. However, its generalisation (for any relation between $`X`$ and $`\mathrm{\Gamma }`$) is straightforward and provides a consistent quantitative description of the observed effect. Our theoretical model is based on the master equation formalism Nazarov ; Glazman!Matveev . It is applicable when $`\mathrm{\Gamma }_{L,R}<k_BT`$ \- the condition satisfied in our experiment. Then the system of two interacting impurities $`R`$ and $`M`$ can be in four possible states. The transition rates between these states are determined by tunnelling between the contacts and impurities and depend on temperature and the level positions with respect to the Fermi levels $`\mu _{L,R}`$. The resulting transport problem is reduced to numerical diagonalisation of a $`4\times 4`$ matrix. As a result, the current and the Fano factor are obtained as a function of the energy positions of the two impurities, which are linearly dependent on $`V_{sd}`$ and $`V_g`$. It is important that in our calculations the effect of temperature, which suppresses the enhanced Fano factor in Eq.(3), is taken into account. (In a similar master equation approach an increase of shot noise for two interacting quantum dots was also obtained in Eto , however at $`T=0`$.)

By measuring the differential conductance as a function of $`V_g`$ and $`V_{sd}`$ we have been able to show directly that the increase of shot noise occurs in the region of $`V_g`$-$`V_{sd}`$ where two interacting impurities carry the current in a correlated way. Fig.3 presents the grey scale of the differential conductance plotted versus $`V_g`$ and $`V_{sd}`$. When a source-drain bias is applied, a single resonant impurity would give rise to two peaks in $`dI/dV\left(V_g\right)`$, which occur when the resonant level aligns with the Fermi levels $`\mu _{L,R}`$. On the grey scale these peaks lie on two lines crossing at $`V_{sd}=0`$. Consider, for example, point $`M`$ in Fig.3. The central area between the lines corresponds to the impurity level between $`\mu _L`$ and $`\mu _R`$, that is when the impurity is in its conducting state. Outside this region the impurity does not conduct, as it is either empty (on the left of the central region) or filled (on the right of it).

Experimentally, at small $`V_{sd}`$ we see such a cross-like feature near point $`R2`$, with the left line being more pronounced. The exact positions of the maxima of the conductance peaks of this line are indicated by circles. It is seen that with increasing $`V_{sd}`$, a new parallel line $`R1`$ appears at $`V_g1.694`$ V and $`V_{sd}1`$ mV, shifted to the left by $`\mathrm{}V_g4`$ mV. The maxima of the conductance peaks of this line are shown by triangles.

In Fig.3 the modulator cross is plotted according to the analysis below - experimentally we cannot observe these lines because the modulator conductance peaks are too small, due to low leak rates $`X_e`$ and $`X_c`$. The $`R1`$-line occurs in the inner region of the modulator cross, i.e. where the modulator occupancy changes in time. Therefore, lines $`R1`$ and $`R2`$ reflect the Coulomb shift of level $`R`$: the former corresponds to the empty modulator and the latter - to the occupied one. The modulation of the current should then occur in region (2), Fig.3: the central part of cross $`M`$ between lines $`R1`$ and $`R2`$, corresponding to diagram (2). As discussed before, in region (3) there is no modulation as both states $`R1`$ and $`R2`$ can conduct, and in region (1) there is no current as the low state $`R1`$ is still above $`\mu _L`$.

In Fig.4 current noise and the Fano factor are presented as functions of $`V_{sd}`$ for different $`V_g`$. It shows that indeed the increase of noise occurs only in region (2) in Fig.3. Namely, the increase of noise appears only between $`V_g=1.699`$ V and $`V_g=1.693`$ V, that is, in the central region of cross $`M`$. In addition, when $`V_{sd}`$ is swept at fixed $`V_g`$, one can see that the hump in the Fano factor appears only between lines $`R1`$ and $`R2`$.

In order to quantitatively compare the model with the experiment we have to take into account that in our experiment resonant tunnelling via state $`R`$ exists in parallel with the background hopping. Then the total Fano factor has to be expressed as $`F=\left(F_{RT}I_{RT}+F_BI_B\right)/\left(I_{RT}+I_B\right)`$, where $`F_{RT}`$, $`F_B`$ and $`I_{RT}`$, $`I_B`$ are the Fano factors and currents for RT and hopping, respectively. In order to get information about the background hopping we have measured noise at $`V_g>1.681`$ V, i.e. away from the RT peak under study in Fig.3. It has been estimated as $`F_B0.4`$. This value of the Fano factor is expected for shot noise in hopping through $`N23`$ potential barriers (1-2 impurities in series) Roshko ; Korotkov!Likharev1D ). The bias dependence of the background current at this $`V_g`$ is also consistent with hopping current via two impurities: $`dI/dVV_{sd}^{4/3}`$ Glazman!Matveev .

Assuming that the background current is approximately the same for all studied gate voltages, we have added up the contributions to the Fano factor from RT via two interacting impurities, $`R`$ and $`M`$, and the background hopping. The numerical results have been fitted to the experimental $`dI/dV(V_{sd},V_g)`$ and $`S_I(V_{sd},V_g)`$, Fig.4. The fitting parameters are the leak rates of $`R`$ and $`M`$ ($`\mathrm{}\mathrm{\Gamma }_L394`$ $`\mu `$eV, $`\mathrm{}\mathrm{\Gamma }_R9.8`$ $`\mu `$eV, and $`\mathrm{}X_e0.08`$ $`\mu `$eV, $`\mathrm{}X_c0.16`$ $`\mu `$eV ), the energy difference between $`R`$ and $`M`$ ($`\mathrm{}\epsilon =1`$ meV), and the Fano factor for the background hopping ($`F_B=0.45`$). The coefficients in the linear relation between the energy levels $`M`$, $`R`$ and $`V_{sd}`$, $`V_g`$ have also been found to match both the experimental data in Fig.4 and the position of lines $`R1`$ and $`R2`$ in Fig.3. One can see that the model gives good agreement with the experiment. The Coulomb shift ($`U0.55`$ meV) found from Fig.3 agrees with the estimation for the Coulomb interaction between two impurities not screened by the metallic gate: $`Ue^2/\kappa d1`$ meV, where $`d1000`$ Å is the distance between the gate and the conducting channel.

It is interesting to note that the hopping background effectively hampers the manifestation of the enhanced Fano factor $`F_{RT}`$, i.e. without the background the Fano factor enhancement would be much stronger. The largest experimental value of $`F`$ in Fig.4 (at $`V_g=1.6975`$ V) is approximately $`1.5`$, while a numerical value for RT at this $`V_g`$ is $`F_{RT}8`$.

In conclusion, we have observed enhanced shot noise in resonant tunnelling via localised states in a short-barrier structure. We have demonstrated that this effect originates from Coulomb interaction between two localised states which imposes correlations between electron transfers. A simple model is shown to provide a quantitative description of the observed enhancement.

We are grateful to E.V. Sukhorukov for stimulating discussions, FOM, EPSRC and ORS fund for financial support.