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# Neutrino Oscillations for Dummies

## Abstract

The reality of neutrino oscillations has not really sunk in yet. The phenomenon presents us with purely quantum mechanical effects over macroscopic time and distance scales (milliseconds and 1000s of km). In order to help with the pedagogical difficulties this poses, I attempt here to present the physics in words and pictures rather than math. No disrespect is implied by the title; I am merely borrowing a term used by a popular series of self-help books.

## I Introduction

Within the last two years, neutrino oscillations, first postulated in 1969, have become a reality. The consequences for our view of particle physics, astrophysics, and cosmology, are quite profound. However, even for physicists, an understanding of the evidence for oscillations and their mechanism can be elusive. This article aims to present the current state of our knowledge of neutrino oscillations in as simple a way as possible. It is a result of preparing for my talk at the American Association of Physicists winter meeting of 2003, and of teaching the 4th-year particle physics course at UBC. A lot of verbiage common to the neutrino oscillation industry will be explained. For brevity and simplicity I will only look at what is currently the most likely scenario for neutrino masses and mixings; other possibilities are shamelessly ignored. The hope is that this treatment will be accessible to physics teachers and other non-specialists. The reader is warned however that this text is dense; most sentences contain some essential ingredient. My bibliography aims at accessibility rather than rigour or completeness. I present one mathematical equation.

## II Quarks and Leptons

The fundamental constituents of matter as we know it come in pairs - “doublets” - of elementary particles which are very similar to each other except that their charges differ by one fundamental unit. That unit is the magnitude of the charge on the electron, which is the same as that on the proton. The first hint that the universe is structured this way came when it was recognized that atomic nuclei are formed of protons and neutrons, which are more-or-less identical particles except that one has a charge of +1 and the other a charge of zero. We now understand these particles in terms of their elementary constituents, the quarks. The proton has two “up”-quarks ($`u`$, charge +2/3) and one “down”-quark ($`d`$, charge -1/3); the neutron has two downs and an up. In addition to these light, stable quarks, there are two more doublets which have larger mass, and are unstable, eventually decaying into ups and downs. These are called charm ($`c`$, +2/3) and strange ($`s`$, -1/3), top ($`t`$, +2/3) and bottom ($`b`$, -1/3). The names have no meaning, except to keep physicists all talking the same language. So we have three “generations” of quark “flavours”, and this arrangement has deep significance for the structure of the universe. Too deep to go into here.

$`(u,d),(c,s),(t,b)`$

The link between the partners in the doublets is the weak-interaction, the fundamental force which controls $`\beta `$-decay, and, as we shall see, solar fusion reactions. The weak-interaction allows a $`d`$ to turn into a $`u`$ etc., where energy considerations permit. Significantly, it allows a free neutron ($`n`$) to ($`\beta `$-)decay into a proton ($`p`$) and an electron ($`e^{}`$, historically known as a $`\beta `$-ray).

$$np+e^{}+\overline{\nu }_e$$
(1)
Or, in terms of the quarks (with the spectators in parentheses):

$$u(ud)d(ud)+e^{}+\overline{\nu }_e$$
(2)
We’ll get to the $`\nu _e`$ in a second. Suffice it to say that without neutron decay there would be no free hydrogen in the universe, and we would probably not be around to worry about neutrinos.

These flavour states ($`u,d,c,s,b,t`$) - we call them “eigenstates” - are not kept rigidly separate. The states in which these quarks propagate are called “mass eigenstates”, which are each different mixtures of the flavour eigenstates. The mass eigenstates propagate at different speeds and so the components get out of phase with each other. A quark born as one flavour will soon start looking like another. An $`s`$-quark travelling through space can turn into a $`d`$-quark. Likewise all the right-hand partners can mix between the generations, and any particle made of 2nd or 3rd-generation quarks can decay into a stable particle made of 1st-generation quarks. By convention we push all the mixing into the right-hand partner; this is allowed because the weak-interaction allows transformations between the left and right partners anyway.

So much for the structure of heavy particles (baryons), those which form much of our mass. What about the light particles (leptons), starting with the electron? There are three charged leptons - electron, muon and tau - and three associated very light chargeless neutrinos, clearly separated by one unit of charge.

$`(e^{},\nu _e),(\mu ^{},\nu _\mu ),(\tau ^{},\nu _\tau )`$.

Superficially this organization looks very much like the quarks. However, for a long time the neutrinos were thought to be massless (as no mass had been detected). In this case, no mixing is possible, as all neutrinos will propagate at precisely the speed of light, and the mass eigenstates can never get out of phase with each other. An electron neutrino born will never change its composition, as all parts will move at the same speed, and so the neutrino can never be detected as any other flavour.

As it turns out, this is not the case.

Mixing of flavours in the charged leptons would be easy to see. Muons would decay into electrons and gamma-rays; this would be a fast electromagnetic decay in contrast to the slow weak decay which actually happens.

$$\mu ^\pm e^\pm +\gamma $$
(3)
$$\mu ^+e^++\overline{\nu }_\mu +\nu _e\text{or}\mu ^{}e^{}+\nu _\mu +\overline{\nu }_e$$
(4)
The first decay violates lepton flavour and has never been seen. The second decay tortuously conserves lepton number, and is the way all muons seem to decay.

## III Early Indications (1968-1992)

By the 1960s our understanding of the solar interior, and of low energy nuclear physics, had reached such a stage that the Sun’s neutrino output could be predicted with some confidence. In broad terms, this picture remains unchanged to this day. For an excellent review of the subject in somewhat more mathematical detail the reader is directed to an article by K. Nakamura in the Particle Data Booknakamura , which is available online.

The two most important reactions - both weak - yield the copious, low energy “pp” neutrinos, and the more scarce high energy “8B” neutrinos (see fig.1).

$$p+p\text{D}+e^++\nu _eE_\nu =00.420\text{ MeV}$$
(5)
$${}_{}{}^{8}\text{B}2^4\text{He}+e^++\nu _eE_\nu =014.6\text{ MeV}$$
(6)
The “D” is a deuteron, heavy hydrogen 2H. The pp-neutrinos are very hard to see, even by neutrino standards, and can only be detected by radio-chemical means (see below). However their flux (about 1015 m-2s-1 at the Earth) is 10,000 times that of the 8B-neutrinos. (An MeV is a million electron volts, a typical energy release for a single nuclear reaction.)

Now the experimental nuclear physicists took up the challenge to detect these elusive particles.

### III.1 Neutrino Detection

The chargeless neutrino cannot be “seen” unless it is (a) absorbed on a nucleon and produces a charged lepton, or (b) scatters on an electron. In both cases the reaction products may be seen \- always through their electromagnetic properties. There are two fundamental ways of detecting a neutrino; either by scattering off a nucleon, or an electron.

#### III.1.1 Nucleons

Electron-type neutrinos can scatter off a neutron to produce a proton, and the other half of the neutrino’s doublet, the electron. This is a charge-swapping “quasi-elastic” reaction.

$$\nu _e+ne^{}+p$$
(7)
This reaction is exothermic, as the chemists would have it, and so would be accessible to all solar neutrinos. Unfortunately, free neutrons don’t live much longer than a quarter of an hour, and so a macroscopic detector is hard to build. The reaction doesn’t work on protons (hydrogen would be a convenient detector) because the charges cannot be made to match (it will for anti-neutrinos, which can make positrons - $`e^+`$).

The next best thing is to use neutrons in a nucleus. This is not easy as protons are usually bound less tightly in a nucleus than are neutrons, and so their effective mass increases and this raises the energy threshold for the reaction, in most cases out of reach of solar neutrinos. In addition, the outgoing electron is usually too low in energy to see, and so one has to rely on a detectable product nucleus. This means it has to be physically removable from the detector and radioactive with a convenient-enough half-life (preferably days) to accumulate and to observe after removal. In fact the reaction tends to make a nucleus which is too proton-rich, and these do tend to decay by the slow process of atomic-electron capture, which produces detectable X-rays. The basic decay process is the reverse of neutrino absorption and yields back the original nucleus:

$$e^{}+p\nu _e+n$$
(8)
In addition, the weakness of the weak interaction means we need 100s or 1000s of tonnes of target material to get a good signal, so the substance has to be cheap, safe and purifiable of trace radioactivity. Three nuclei have been used as detectors to date. The first was chlorine-37, in the form of borrowed cleaning fluid, which has been used by Ray Davisdavis  since the late ’60s:

$$\nu _e+^{37}\text{Cl}e^{}+^{37}\text{Ar}$$
(9)
This method of detection is sensitive to most of the 8B spectrum and neutrinos from some intermediate reactions. The radioactive argon, a noble gas, can be bubbled out of the chlorine using helium. It decays by the capture of an atomic electron, a process which kicks out further atomic (“Auger”) electrons which can be detected and counted.

$$e^{}+^{37}\text{Ar}\nu _e+^{37}\text{Cl}+\text{Auger electrons}$$
(10)
This was the first successful detection method for solar neutrinos, and as a result, Davis shared the 2002 Nobel Prize in Physicsnobel .

The only detector successfully used to date which can see the pp-neutrinos is gallium-71. The first results were recorded by the Soviet-American Gallium Experiment SAGEsage , and the Italo-German Gallex gallex , in 1990.

$$\nu _e+^{71}\text{Ga}e^{}+^{71}\text{Ge}$$
(11)
It works like the chlorine reaction except that gallium is converted to radioactive germanium eve. However, you can’t bubble germanium out of liquid gallium without first converting it to a gas. This has been done, but it requires more chemistry than you can shake a stick at. Wags call the gallium-germanium-gallium sequence the “Alsace-Lorraine” process, but don’t tell this to an undergraduate class unless you want rows of blank faces.

The third useful nucleus is deuterium, but in a different way. The proton and neutron are bound in deuterium so lightly that the electron is energetic enough to be visible. This is fortunate, because the stable protons are not:

$$\nu _e+\text{D}p+p+e^{}$$
(12)
The most convenient form of deuterium is heavy water (not cheap but at least availabled2o ), and the fast electron emits Cherenkov radiation which can be readily detected. Cherenkov radiation is the result of a charged particle travelling at faster than the local speed of light (in water = c/1.33) which emits the electromagnetic equivalent of a supersonic boom, a conical pattern of blue and UV photons. The first such heavy water Cherenkov detector is the Sudbury Neutrino Observatory (SNO)SNO , and it started operating in 1999, a decade after the first light water Cherenkov detector, Kamiokande (see next section).

#### III.1.2 Electrons

Conceptually the simplest way to detect neutrinos is via elastic scattering off electrons, which are plentiful in any material. One simply has to choose a cheap, safe, purifiable, transparent medium so the Cherenkov light from neutrinos can be distinguished from the inevitable trace radioactivity. Water works well. The masters of this technique are the Japanese Kamiokande collaboration (and its successor, SuperKamiokande). Kamiokande announced the first real-time, directional detection of solar neutrinos in 1989kamII . It was for initiating this series of experiments that Masatoshi Koshiba shared the 2002 Nobel Prize in Physicsnobel . The reaction is:

$$\nu _e+e^{}\nu _e+e^{}$$
(13)
Undergraduates have complained to me that this is not a real reaction because the left hand side is the same as the right (and get even more confused if I occasionally leave the $`+`$ signs out). They have obviously been made to sit through too many chemistry lectures. The left-hand electron is stationary, while the right-hand one is recoiling from the neutrino and is moving close to the speed of light, which makes it visible. The directionality comes from the fact that the recoil electron tends to travel in line with the original neutrino. This method of detection is sensitive to the upper end of the 8B spectrum.

There’s a slight but significant complication here. Electron scattering also works for muon and tau neutrinos, e.g.:

$$\nu _\mu +e^{}\nu _\mu +e^{}$$
(14)
The cross-section (i.e. sensitivity) of this reaction is only 15% of that for electron neutrinos.

#### III.1.3 The Data

By 1990, the chlorine, light water, and gallium experiments (in that order), had all reported seeing only a small fraction of the expected signal. The numbers are given below. Note that all these experiments have to be done deep underground, to get away from cosmic rays which would easily swamp the tiny neutrino signal on the surface.

* Gallium (0.2 MeV threshold) - 55%
* Chlorine (0.8 MeV threshold) - 34%
* Light Water (9 MeV threshold, later 5 MeV) - 48%

There were 10-20% errors in these numbers due to experimental and theoretical uncertainties, but it was clear that none of these numbers was remotely consistent with 100%. By this time, the solar astrophysicists were getting very confident of their flux predictions, and so these deficits became known as the “Solar Neutrino Problem”. When physicists use the word “problem”, they mean “funding opportunity”.

## IV Pontecorvo’s Idea

All the above detection reactions are sensitive only to $`\nu _e`$ (with the one exception noted). In 1969 Bruno Pontecorvo reasoned that if neutrinos had small and different masses, plus flavour mixing, then $`\nu _e`$s born in the Sun might reach Earth as, say $`\nu _\mu `$ ($`\nu _\tau `$s were not known then) and be undetectablebp . This might be the answer to the emerging Solar Neutrino Problem.

For simplicity, consider two neutrino species. Neutrinos are born and detected via the weak interaction as “flavour eigenstates”, e.g. $`e`$ and $`\mu `$ . However they propagate as “mass eigenstates” which have a distinct velocity, labelled, for example, “1” and “2”

If flavour is not rigorously conserved (there is no particular reason why it should be, except that’s the way the charged leptons seem to behave), and if the masses $`m_1`$ and $`m_2`$ are slightly different, these two pairs of states may not be one and the same, but may be mixed:

$$\nu _1=\nu _e\mathrm{cos}\theta +\nu _\mu \mathrm{sin}\theta \nu _2=\nu _e\mathrm{sin}\theta +\nu _\mu \mathrm{cos}\theta $$
(15)
Our use of sines and cosines of an angle ensures that the mixing produces neither more or less neutrinos than we started with. Its called a “unitary” transformation because the particle number depends on the square of the amplitude terms shown ($`\mathrm{cos}^2+\mathrm{sin}^2`$ is always 1 - Math 10). We will define the phrase “slightly different” later. Consider a neutrino which was created as an electron neutrino. The probability that it will be detected as an electron neutrino a distance $`L`$ away is (after a bit of math):

$$P_{ee}=P_{\mu \mu }=1\mathrm{sin}^22\theta \mathrm{sin}^2k\mathrm{\Delta }m^2L/E$$
(16)
Numerically, the constant $`k=1.27`$ if $`\mathrm{\Delta }m^2=m_2^2m_1^2`$ is measured in eV2 (strictly eV/$`c^2`$ all squared, from $`E=mc^2`$ \- but we like to think $`c`$ = 1), the energy $`E`$ in MeV and the distance from the source $`L`$ in m. It will equally work for GeV and km. These are classical “vacuum oscillations”, and they are plotted for the parameters we now associate with solar neutrinos in fig.2.

With three species, the mass and flavour basis states are linked via a $`3\times 3`$ matrix with two mass splittings, three angles like $`\theta `$ and an extra one which makes life different for neutrinos and antineutrinos (a “CP-violating phase”).

## V The Hard Evidence, 1992-2002

There are now two widely recognized pieces of evidence for neutrino oscillations:

* the atmospheric muon-neutrino deficit
* the solar electron-neutrino deficit

The first was formally announced by the Kamiokande collaboration in 1992 kamiokande . It was declared to be proof of non-zero neutrino mass (consistent with oscillations) in 1998 by that collaboration’s successor, SuperKamiokande SK . Evidence for the latter had been building steadily over 30 years, but proof came in 2001/2 by the Sudbury Neutrino Observatory collaborationsno2002 , who showed that solar astrophysics could not be to blame for the deficit, and that the “missing” neutrinos were arriving at the Earth as other flavour states. The particular oscillation mechanism suggested by the solar experiments was confirmed in December 2002 by the KamLAND reactor-neutrino detector, a fact which removed any lingering worries about uncertainties due to solar astrophysics.

We will call the neutrino parameters revealed by atmospheric neutrinos $`\mathrm{\Delta }m_A^2`$ and $`\theta _A`$, and those revealed by solar (and reactor) neutrinos $`\mathrm{\Delta }m_S^2`$ and $`\theta _S`$. The remaining angle (“$`\theta _{13}\mathrm{"}`$) is now very much sought after. The CP-violating phase is even hotter property but it will be very hard and expensive to findjhf .

### V.1 Atmospheric Neutrinos

Atmospheric neutrinos are made by pion and kaon decays resulting from cosmic-ray interactions in the upper atmosphere. The numerology of these decays leads one to expect two $`\nu _\mu `$s for each $`\nu _e`$ (it is very hard experimentally to distinguish between neutrinos and antineutrinos, ($`\overline{\nu }`$). The following reaction sequence is typical:

$$p+^{14}\text{N}\pi ^++X\pi ^+\mu ^+\nu _\mu \mu ^+e^+\nu _e\overline{\nu }_\mu $$
(17)
Here $`X`$ means nuclear fragments. However, the observed $`\mu /e`$ ratio is more like unity on average, and is strongly dependent on zenith angle i.e. the distance the neutrino has travelled since birth (fig.3). It seems that the further a $`\nu _\mu `$ travels in the Earth, the less chance it has of being detected, even though the probability of absorption is tiny. In fact the mean free path of an atmospheric neutrino in rock is about $`10^{12}`$ m, so only a tiny fraction interact in the Earth with its diameter of only $`10^7`$ m. Therefore they must be disappearing by some other means.

The measured flux of $`\nu _\mu `$s is about half the expected value, while that for the $`\nu _e`$s is about right. There are strong indications from SuperKamiokande (SK) that the missing $`\nu _\mu `$s are showing up as $`\nu _\tau `$s (which are very hard to see). We will assume this is the case.

Detailed analysis in terms of path length through the Earth yields an L/E dependence as expected from the eq.16, with parameters:

$$\mathrm{\Delta }m_A^23\times 10^3\text{ eV}^2\theta _A\pi /4$$
(18)
Atmospheric neutrinos are typically a few GeV in energy, so $`\mathrm{\Delta }m_A^2`$ is more-or-less fixed by the geometry of the earth, otherwise the effect would be unobservable. The data sample is divided up into two distinct angular regimes: the neutrinos are coming either from above, with path lengths of 10s of km, or from below, with path lengths of 1000s of km (fig.3). Simple solid-angle considerations tell us that not many neutrinos come from around the horizontal, with path lengths of 100s of km. One reason why this evidence is so solid, despite the complexity of the particle interactions in the atmosphere, is that we see no oscillation effects above the horizontal, and plenty below it. The only possible complications are those of Earth’s geometry and magnetic field (which distorts the isotropy of the cosmic rays), but these are now well understood.

Hence, oscillations like this will be visible for 1000 km pathlengths and 1 GeV neutrinos if $`\mathrm{\Delta }m_A^2`$ is around $`10^3`$ eV2, and the mixing angle is big, as can readily be seen from eq.16 and fig.4. This is precisely our conclusion.

The SK collaboration announced this result as the discovery of neutrino oscillations in 1998. The big surprise is the largeness of the mixing angle, which may be maximal (45). The mixings previously observed in the quark sector are very small (the biggest is 13). So, two of the mass eigenstates (actually 1 and 3) are likely an equal mix of $`\nu _\mu `$ and $`\nu _\tau `$, with very little $`\nu _e`$ in $`\nu _3`$.

The size of the neutrino source (a few km layer in the upper atmosphere) is small compared to flight distances (20 km -13,000 km), and $`\nu _\mu `$ and $`\nu _\tau `$ interact identically in the earth (i.e. no matter effects) so it is useful to think in terms of vacuum oscillations. Things are rather different in the solar case…

### V.2 Solar Neutrinos

The final piece of evidence for solar neutrino oscillations came in 2002 when the SNO collaboration reported two numbers, one for the flux of electron neutrinos measured by reaction 5, and one for the total flux of all neutrinos flavours measured by a reaction unique to deuterium, which is totally blind to neutrino flavour ($`x=e,\mu ,\tau `$):

$$\nu _x+\text{D}p+n+\nu _x$$
(19)
Here the neutron is detected by capture on deuterium, which produces a visible gamma ray.

The analysis of this reaction in SNO’s data yields precisely the flux of neutrinos expected from standard solar astrophysics. However, comparison with events of the type shown in eq.5 show that only 34% of these neutrinos still have electron flavour by the time they reach us. The remaining 66% are in all likelihood an equal mix of $`\nu _\mu `$ and $`\nu _\tau `$, if the atmospheric interpretation is correct. It should also be noted that there is some evidence that the electron fraction increases at night, when the neutrinos have passed through 1000s of km of the Earth to get to the detector.

In retrospect, the relatively large signal in the light water detectors was a good clue: some of this is due to $`\nu _\mu `$ and $`\nu _\tau `$. Once this is taken into account, the exact fraction observed varies only slightly with energy. The SNO and SK observatories see no distortion; only the ultra-low threshold gallium experiments see a slightly larger fraction. This is not what you would expect from vacuum oscillations, which have a strong energy dependence. However, another process is at play, known as the “Large Mixing Angle MSW” or LMA solution which relies on the behaviour of neutrinos in the dense interior of the Sun.

#### V.2.1 Neutrinos in Dense Matter

The “MSW” effect refers to three theorists Mikheyev, Smirnov and Wolfenstein who first explained how neutrino mixing would be affected in the presence of dense matter - the solar core for example, or perhaps the interior of the Earth. Because ordinary matter contains electrons, and not $`\mu `$ or $`\tau `$, $`\nu _e`$ behave in a subtly different manner in matter than do $`\nu _\mu `$ or $`\nu _\tau `$. This distorts the masses and flavour components of the mass eigenstates when neutrinos move between a vacuum and dense matter. The region of parameter space in which these effects are important is shown in fig.5. It is fairly narrowly defined in terms of $`\mathrm{\Delta }m^2`$. If $`\mathrm{\Delta }m^2`$ is too big, then matter effects become negligibly small - the critical value is fixed by fundamental physics and the density of the solar core to be around 10-4 eV2. If $`\mathrm{\Delta }m^2`$ is too small, then the vacuum oscillation length becomes much bigger than the solar core and so this region of dense matter starts to look too small, from the neutrino’s perspective, to have an effect.

On fig.5 is marked what looked like plausible solutions to the solar neutrino problem in 1987, when the idea of matter effects arose. The small mixing angle “SMA” solution was the theoretical favourite, as small mixing angles were what we were used to from the behaviour quarks. However, this and the vacuum solution (“VAC”) produced strong spectral distortions which we just don’t see. The LMA solution reduces the $`\nu _e`$ flux evenly across the spectrum, and by 2002 it had emerged as the likely truth.

A detailed analysis yields the following oscillation result:

$$\mathrm{\Delta }m_S^26\times 10^5\text{eV}^2\theta _S\pi /6$$
(20)
You can now see that the vacuum oscillation length is a few 100 km. This is small compared with the 35,000 km radius of the solar core where these neutrinos are born. Thus vacuum oscillation effects are totally washed out. So, for understanding solar neutrinos: THINK MASS EIGENSTATES!

The flavour composition of mass eigenstates in the LMA scenario is shown in fig.6. The simplest mathematical expression for the composition of neutrino mass eigenstates in a vacuum, consistent with the data, is as followsjelley :

$`\nu _1`$ $``$ $`\sqrt{{\displaystyle \frac{3}{4}}}\nu _e\sqrt{{\displaystyle \frac{1}{8}}}(\nu _\mu \nu _\tau )`$ (21)
$`\nu _2`$ $``$ $`\sqrt{{\displaystyle \frac{1}{4}}}\nu _e+\sqrt{{\displaystyle \frac{3}{8}}}(\nu _\mu \nu _\tau )`$ (22)
$`\nu _3`$ $``$ $`\sqrt{{\displaystyle \frac{1}{2}}}(\nu _\mu +\nu _\tau )`$ (23)
Whether this scenario is approximately or exactly correct is one of the biggest questions in neutrino physics at present. Evidence, or lack thereof, for a $`\nu _e`$ component in $`\nu _3`$ is crucial, as noted above. To understand how we come to this result one has to backtrack the neutrinos from a vacuum, into the heart of the Sun. As the rising density starts to single out the $`\nu _e`$ as “special”, nearly all the electron flavour is piled into $`\nu _2`$, whose effective mass rises because of the preferential interaction between $`\nu _e`$ and electrons. This is shown in fig.7. The effect is somewhat energy dependent, but above a neutrino energy of 5 MeV, the $`\nu _e`$ component of $`\nu _2`$ has risen from a vacuum value of 25% to $`>99`$%. For a lightly mathematical account of how this arises, see ref.kayser .

Hence when a $`\nu _e`$ is born in a fusion or decay reaction, it becomes mostly $`\nu _2`$, with a bit of $`\nu _1`$, and possibly a tiny bit of $`\nu _3`$. These mass states then proceed out of the Sun and on to the Earth. In doing so, $`\nu _2`$ ends up a fairly equal mix of all flavours, and that is basically what we measure (along with possibly tiny contributions from $`\nu _1`$ and $`\nu _3`$).

There are hints in SNO’s data that the $`\nu _e`$ fraction in observed solar neutrinos is slightly higher at night. The LMA scenario can easily explain this by allowing the $`\nu _2`$ to become a little more electron-like after taking a good long run through the dense Earth at night.

A word of caution regarding fig.7. The electron component of $`\nu _3`$ is not confirmed and may be very small. The mass scale assumes that $`m_1`$ is zero, which may not be the case. In addition, the smaller mass difference may be 2-3 rather than 1-2; we cannot tell as yet. In any case, these mixings are fundamental, and the next challenge is to figure out why they are this way.

The solar results were confirmed in December 2002 by the Japanese ultralong-baseline reactor experiment KamLANDkamland . Here we have a point source, and it is therefore OK to revert to thinking of vacuum oscillations. A look at fig.2 shows why all previous reactor experiments with shorter baselines saw no effect, while KamLAND sees 60% of the unoscillated flux at 180 km. Note that the difficulty of these experiments increases rapidly with distance, because even without oscillations, the inverse-square law is in effect, and one rapidly ends up with no signal at all.

## VI Big Questions

### VI.1  Why don’t charged electrons and muons oscillate?

Electrons, muons (and taus) are charged. The things that we know oscillate ($`K^0`$s, neutrinos) are neutrals. We know two things about neutrals: we can deduce that they were made (by observing other reaction products), and we can deduce that they died (by decay or absorption products). What goes on in between is anyone’s guess (i.e. quantum mechanics). You can figure out that you just made an electron neutrino, and somewhere down the beam pipe figure out that a muon neutrino just interacted and died. The electron and muon neutrino do not have well defined masses (they are not mass eigenstates), but the mass splittings are tiny, so whatever oscillation occurs, we never have to worry about mismatches in measured energies or momentalowe . In between life and death, however, they travel as mass eigenstates ($`\nu _{1,2,3}`$ )

Charged particles are different, we can track them every mm of the way through a drift chamber. Like Schrödinger’s cat, they interact too much with the environment to be in an ill-defined state. In addition the mass differences are huge (at least 100 MeV, a billion times the biggest neutrino mass difference), so if you watch a muon suddenly become an electron for a few metres and then revert to a muon, there would be major accounting difficulties on the energy/momentum front. For muons and electrons, the mass eigenstates and flavour eigenstates are (have to be?) one and the same thing.

### VI.2 Why are the mixings so large?

We don’t know. A clue will come when we measure the electron component in $`\nu _3`$ at Japanese Hadron Facility in the next decadejhf . This angle may be merely small, or tiny enough to be a clue to some new physics. This will also tell us whether the $`\nu _\mu \nu _\tau `$ mixing is actually, or merely approximately, maximal. This will tell us whether the angles are somehow randomly chosen or in some way “special”.

### VI.3 If neutrinos exit the Sun without interaction, how does the density of the solar core affect them at all?

This one is the hardest to explain to the man at the bus stop. Its all to do with amplitudes and probabilities. Probabilities (of interaction, say) tend to be the squares of quantum mechanical amplitudes. A solar neutrino can pass through a light year of lead with only a small chance of interaction, so the probability here is tiny. But the amplitude (its square root) is not that small. The way the electron density in the solar core affects neutrinos depends, however, on amplitudes. Hence is it possible to alter the neutrino states while the probability of interaction is negligibly small. The characteristic distance required for this skewing of neutrino states is only about 100 km in the core of the Sun, and a few 1000s of km in the Earthbahcall\_book . This is one reason why the day-night asymmetry, if it can be measured at all, is very small. The Sun never dips too far below the horizon even at the most southerly solar neutrino detector (SuperKamiokande, 36 N).

### VI.4 What are the absolute masses of the neutrinos?

We’re closing in on this question. We have the splittings, and they are plotted as a function of $`m_1`$ in fig.8. The minimum value $`m_3`$ can have is about 0.06 eV/c2. Observation of ripples in the cosmic microwave backgroundWMAP  and double-beta decay experimentsvogel  set the maximum to be about 0.2 eV/c2. Another decade of hard work should close this gap.

### VI.5 What is the mass of an electron (or mu or tau) neutrino?

The $`\nu _e`$ doesn’t have a well-defined mass; it is a thorough mix of two (or three) neutrinos states which do have well-defined, but different masses. If evidence of a neutrino mass is seen in $`\beta `$-decay spectra, it will be an averaged value (depending on the mixing angles) of these mass eigenstates.

### VI.6 Will we be able to see the decay $`\mu e\gamma `$?

No. By the tenets of the Uncertainty Principle one can, for a very short period of time, turn a muon into a heavy $`W`$ and a $`\nu _\mu `$ (fig.9). This $`\nu _\mu `$ can in principle oscillate into a $`\nu _e`$, which can coalesce with the $`W`$ into an electron. The $`\gamma `$-ray carries away the excess energy and momentum and everyone is happy. However, Heisenberg tells us we can borrow 80 GeV for a $`W`$ for only 10-26s or so. But we already know that it takes 1000s of km for a 100 MeV (the muon’s mass) neutrino to oscillate. That’s many milliseconds (an eternity) at the speed of light, so its never going to happen.

## VII A Musical Analogy

Consider two adjacent piano strings, tuned to very nearly the same pitch, ($`\omega _1`$, $`\omega _2`$) attached to the sound board. Pluck or strike one string, and soon both strings will be oscillating with a mixture of the two modes, one with the strings in phase, one with them in antiphase. The frequencies of these modes are $`\mathrm{\Omega }_+`$ and $`\mathrm{\Omega }_{}`$, as shown in fig.10. The secret of the piano sound is that the $`\mathrm{\Omega }_+`$ mode couples very strongly to the sound board and makes a loud but rapidly decaying sound. The $`\mathrm{\Omega }_{}`$ mode couples only weakly to the sound board (the motion of one string negates the other) and produces a soft but sustained soundweinreich .

This is a useful approximate analogy for neutrino vacuum oscillations. Each string can be considered a flavour eigenstate, but the time development goes on in terms of the $`\mathrm{\Omega }_\pm `$ modes. Averaged over time, half the energy appears in each string, regardless of which string is struck. However, the neutrino mixing is not 50-50 (at least not for solar neutrinos), and neutrinos do not decay, as does a sounding string.

As an aside, this is a much more elegant analogy of the other significant oscillation phenomenon in particle physics, that of neutral kaons. These are made as flavour eigenstates $`K^0`$ and $`\overline{K}^0`$, but these are not mass eigenstates (just like neutrinos). Whichever one you make, it propagates as mix ($`K^0+\overline{K}^0`$ or $`K^0\overline{K}^0`$) of two states which have radically different decay times (called “K-long” and “K-short”). One can even, in the string analogy, regenerate the rapidly decaying component by damping one string, in the same manner as one regenerates K-short particles by placing a thin piece of material in the beam, thus preferentially “damping-out” the $`K^0`$s.

However, if one now considers a sound board to have a characteristic frequency $`\omega _B`$ and two identical string with frequency $`\omega _S`$, then one finds that the resonant frequencies of the whole system $`\mathrm{\Omega }_\pm `$ behave as shown in fig.11gough .

With no coupling one has two frequencies $`\omega _B`$ and $`\omega _S`$. With coupling the same is true so long as $`\omega _B`$ is either much higher or much lower than $`\omega _S`$. The interesting part occurs when the two frequencies are very similar, and this is an analogy with what happens when $`\nu _2`$ are born and travel out from the solar core. At birth in the dense core, $`m_2`$ is dictated by fundamental physics and the electron density (i.e. the sound board frequency “$`\omega _B`$”). As it leaves the Sun, this state passes through the resonance region and emerges as the higher of the two mass states (“$`\mathrm{\Omega }_+`$”), the one with 25% electron content.

Incidentally, the SMA solution involved a rapid (“non-adiabatic”) passage through the resonance region which allowed a hop from the $`\mathrm{\Omega }_+`$ to $`\mathrm{\Omega }_{}`$ states, even with a tiny coupling. As we have seen, however, nature did not go this route.

## VIII Conclusion

In neutrinos we are confronted by real particles which behave in a quantum mechanical fashion over very large distances, 1000s of km. We are not used to this, and the physics community has yet to assimilate fully the implications.

## Acknowledgments

Many thanks to my colleagues, students and seminar audiences for reading and commenting on this material. Particular thanks to Douglas Scott for prodding me into writing it up and using a provocative title.


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# Solitary wave and other solutions for nonlinear heat equations

## 1 Introduction

The nonlinear reaction-diffusion equations play fundamental role in a great number of various models of heat and reaction-diffusion processes, mathematical biology, chemistry, genetics and many, many others. Thus, one of the corner stones of mathematical biology is the Fisher equation

$$u_tu_{xx}=u(1u)$$
(1.1)
where $`u=u(x,t)`$ and subscripts denote derivatives w.r.t. the corresponding variable: $`u_t=\frac{u}{t}`$, $`u_{xx}=\frac{^2u}{x^2}`$.

Equation (1.1) is a particular case of the Kolmogorov-Petrovskii-Piskunov (KPP) equation

$$u_tu_{xx}=f(u)$$
(1.2)
where $`f(u)`$ is a sufficiently smooth function satisfying the relations $`f(0)=f(1)=0,f_u(0)=\alpha >0,f_u(u)<\alpha ,0<u<1`$.

The reaction-diffusion equation with the cubic polynomial nonlinearity

$$u_tu_{xx}=\alpha (u^3+bu^2+cu)$$
(1.3)
where $`\alpha =\pm 1`$, $`b`$ and $`c`$ are constants, also has a large application value and includes as particular cases the Fitzhugh-Nagumo equation  $`(\alpha =1,b=c1,0<c<1)`$ which is used in population genetics, the Newell-Whitehead  $`(\text{for}c=\alpha =1,b=0)`$ and Huxley  $`(\text{for}\alpha =b=1,c=0)`$ equations. Notice that the Fitzhugh-Nagumo equation also belongs to the Kolmogorov-Petrovskii-Piskunov type.

A nice property of equations (1.1)-(1.3) is that they admit plane wave solutions which in many cases can be found in explicit form. Existence of such solutions is caused by the symmetry w.r.t. translations $`tt+k`$, $`xx+r`$ with constant parameters $`k`$ and $`r`$. For some special functions $`f(u)`$ equation admits more extended symmetry groups  and, as a result, have exact solutions of more general type than plane waves. We notice that group analysis of (1.2) for $`f(u)=0`$ was carried out by Sophus Lie more than 130 year ago . The group classification of systems of nonlinear heat equations was presented in papers .

The conditional (non-classical) symmetry approach , ,  enables to construct new exact solutions of partial differential equations which cannot be found in the framework of Lie theory. In application to the equations of type (1.2) this approach was successfully used for the case of cubic polynomial nonlinearity (1.3) only. A systematic study of conditional symmetries of equation (1.3) was started by Fushchych and Serov  whereas the most exhaustive analysis of these symmetries was presented by Clarkson and Mansfield . In particular, a number of exact solutions for (1.3) was found in , .

An effective algorithm for construction of traveling wave solutions together with a number of interesting examples was proposed in the recent paper . However the nonlinear heat equations of the general type (1.2) were not analyzed in .

A goal of our paper is to add the list of known exact solutions of equation (1.3). Effectively we present an infinite number of them. In addition, using the unified algebraic method  we select such equations of the type (1.2) which admit solitary wave solutions and construct these solutions explicitly. Finally, we present solutions for the Fisher equation and propose such generalization of it which admit the same exact traveling wave solution as (1.1), but with any ad hoc given velocity of propagation (for solutions of (1.1) this velocity is fixed and equal to $`\frac{5}{\sqrt{6}}`$). In spirit of Hirota’s method  to achieve these goals we use a special Ansätz which leads to a uniform formulation for all considered equations (which, however, is tri-linear). In addition to equations (1.1) and (1.3), this Ansätz makes it possible to reduce an extended class of equations of the type (1.2).

In the following section we present a specific Ansätz which will be used to reduce a class of nonlinear heat equations.In Section 3 we find an infinite set of new explicit elliptic solutions for the heat equation with the cubic and cubic polynomial nonlinearity.

In Section 4 we describe plane wave solutions for special classes of equations (1.2). In Section 5 solitary wave solutions for equations (1.2) are found. Finally, in Sections 6 and 7 we present exact solutions for the Fisher equation and propose a generalization of this equation.

## 2 The Ansätz and related equations

We start with the reaction-diffusion equation with a power nonlinearity

$$u_tu_{xx}=\lambda u^n,\lambda =\frac{2(n+1)}{(n1)^2}$$
(2.1)
where $`n`$ is a constant, $`n1`$.

For convenience we choose a special value for the coupling constant $`\lambda `$. Scaling $`u`$ one can reduce $`\lambda `$ to $`1`$ or to -1 for $`n>1`$ and $`n<1`$ respectively.

For any $`n1`$ we set

$$u=\left(\frac{z_x}{z}\right)^k,k=\frac{2}{n1}$$
(2.2)
and transform (2.1) to the uniform equation

$$z\left(z_xz_{tx}z_xz_{xxx}(k1)z_{xx}^2\right)=z_x^2\left(z_t(2k+1)z_{xx}\right).$$
(2.3)
In contrast with (2.1) equation (2.3) is homogeneous with respect to the dependent variable and includes the cubic non-linearities only while (2.1) includes $`u`$ in an arbitrary (fixed) power $`n`$. We will show that formulation (2.3) is very convenient for effective reductions.

We notice that (2.1) is not the only nonlinear equation of type (1.2) which can be reduced to the tri-linear form via Ansätz (2.2). A more general equation (1.2) which admits this procedure is

$$u_tu_{xx}=k\left((k+1)u^n+\lambda _1u+\lambda _2u^{\frac{n+1}{2}}+\lambda _3u^{\frac{3n}{2}}+\lambda _4u^{2n}\right)$$
(2.4)
where $`\lambda _1,\mathrm{},\lambda _4`$ are arbitrary constants.

Formula (2.4) defines special but rather extended class of the nonlinear heat equations, which includes all important models enumerated in Introduction and many others. A specific presentation of the coupling constants is chosen for convenience. The change (2.2) transforms (2.4) to the following form

$$\begin{array}{c}z(z_x\dot{z}_xz_xz_{xxx}\lambda _3zz_x\lambda _4z^2(k1)z_{xx}^2)\hfill \\ =z_x^2(\dot{z}+\lambda _1z+\lambda _2z_x(2k+1)z_{xx}).\hfill \end{array}$$
(2.5)
In contrast with (2.4) equation (2.5) is homogeneous w.r.t. the dependent variable and is much more convenient for searching for exact solutions.

## 3 Infinite sets of solutions

Consider a particular (but important) case of (2.4) which corresponds to $`n=3,\lambda _1=\lambda _2=\lambda _3=0`$:

$$\dot{u}u_{xx}=2u^3.$$
(3.1)
The related equation (2.5) takes the form

$$z(\dot{z}_xz_{xxx})=z_x(\dot{z}6z_{xx}).$$
(3.2)
Using the conditional symmetry approach the following exact solution for (3.1) was found

$$u=2x\mathrm{ds}(x^2+6t,\frac{1}{\sqrt{2}})$$
(3.3)
where $`\mathrm{ds}(y,k)`$ is the Jacobi elliptic function satisfying

$$\left(\frac{d\eta }{dy}\right)^2=k^2(k^21)+(2k^21)\eta ^2+\eta ^4.$$

The plot of this solution for $`t<200`$ created with MATHEMATICA is given in Fig. 1.

Here we present other elliptic functions solutions for (3.1), effectively an infinite number of them. To achieve this goal we exploit conditional symmetry of the potential equation (3.2).

Equation (3.2) is compatible with the condition $`Xz=0`$ where

$$X=\frac{}{t}\frac{3}{x}\frac{}{x}.$$
(3.4)
It means  that this equation admits conditional symmetry , thus it is reasonable to search for its solutions in the form

$$z=\phi (y),y=x^2+6t$$
(3.5)
where $`y`$ is the invariant variable for symmetry (3.4). Substituting (3.5) into (3.2) we come to the third order differential equation for $`\phi `$

$$\phi \phi _{yyy}=3\phi _y\phi _{yy}.$$
(3.6)
Dividing the l.h.s. and r.h.s. of (3.6) by $`\phi \phi _{yy}`$ and integrating we obtain

$$\phi _{yy}=c\phi ^3,c=\pm 2$$
(3.7)
where $`c`$ is the integration constant which can be reduced to 2 (for $`c>0`$) or to -2 (for $`c<0`$) by scaling the dependent variable $`\phi `$. We make such scaling to simplify the following formulae.

In accordance with (2.2), (3.5), any solution $`\phi `$ of (3.7) generates a solution for (3.1) of the following form

$$u=\frac{2x\phi _y}{\phi }.$$
(3.8)
An explicit solution of equation (3.7) for $`c=2`$ is the Jacobi elliptic function

$$\phi (y)=\mathrm{ds}(y,\frac{1}{\sqrt{2}}),y=x^2+6t$$
(3.9)
so (3.8) can be represented as

$$u=u_1=\frac{2x\mathrm{cs}(y,\frac{1}{\sqrt{2}})}{\mathrm{dn}(y,\frac{1}{\sqrt{2}})}.$$
(3.10)
The case $`c=2`$ leads to the same solution as given in (3.10).

The solution (3.10) is missing in the table of elliptic function solutions present in . The plot of this solution is given by Fig. 2.

To construct more elliptic function solutions for (3.1) we notice that (3.3) can be rewritten as

$$u=y_x\phi (y)$$
(3.11)
with the same functions $`\phi `$ and $`y`$ as given in (3.9). Moreover, solution (3.10) can be obtained from (3.11) by the change $`\phi \frac{\phi _y}{\phi }`$. And it is this observation which opens the way to construct an infinite number of exact solutions for (3.1). To do this we will exploit some properties of the elliptic functions formulated in the following assertions.

Proposition 1. Let $`\phi =\phi ^{(n)}`$ be a solution of equation (3.7) for $`c=2`$ or $`c=2`$. Then

$$\phi ^{(n+1)}=\frac{\phi _y^{(n)}}{\phi ^{(n)}}$$
(3.12)
also satisfies this equation for $`c=2`$.

Proof of this and the following propositions is reduced to a direct verification. We notice that equation (3.7) is equivalent to the following one

$$\left(\phi _y^{(n)}\right)^2=\left(\phi ^{(n)}\right)^4+C_n$$
(3.13)
where $`C_n`$ is the integration constant. Then $`\phi ^{(n+1)}`$ of (3.12) satisfies the equation

$$(\phi _y^{(n+1)})^2=(\phi _y^{(n+1)})^4+C_{n+1},C_{n+1}=4C_n.$$

Proposition 2. Let $`\phi ^{(n)}`$ be a solution of equation (3.13) for $`C_n>0`$. Then this equation is solved also by the following function

$$\stackrel{~}{\phi }^{(n)}=\frac{\sqrt{C_n}}{\phi ^{(n)}}.$$

Proposition 3. Let $`\phi ^{(n)}`$ be a solution of equation (3.13) for $`C_n=B_n<0`$. Then the function

$$\widehat{\phi }^{(n)}=\frac{\sqrt{B_n}}{\phi ^{(n)}}$$
(3.14)
satisfies equation (3.7) for $`c=2`$ and the following relation

$$\left(\widehat{\phi }_y^{(n)}\right)^2=\left(\widehat{\phi }^{(n)}\right)^4+B_n^2.$$
(3.15)
Using Propositions 1 and 2 and starting with (3.11) we obtain infinite sets of solutions for equation (3.1):

$$u_n=2x\phi ^{(n)},n=0,1,2,\mathrm{},$$
(3.16)
and

$$\stackrel{~}{u}_{2k+1}=\frac{2^{k+1}x}{\stackrel{~}{\phi }^{(2k+1)}},k=0,1,2,\mathrm{}$$
(3.17)
where $`\stackrel{~}{\phi }^{(2k+1)}`$ and $`\phi ^{(n)}`$ are defined by (3.14) and the following recurrence relations

$$\phi ^{(n)}=\frac{\phi _y^{(n1)}}{\phi ^{(n1)}},\phi ^{(0)}=\mathrm{ds}(y,\frac{1}{\sqrt{2}}).$$
(3.18)
For $`n=0,1`$ we obtain from (3.16), (3.18) the solutions given by (3.3), (3.9), while for $`n=2,3,\mathrm{}`$ and $`k=0,1,\mathrm{}`$ we have

$$\begin{array}{c}u_2=2x\left[\frac{\mathrm{cd}(y,\frac{1}{\sqrt{2}})\mathrm{dc}(y,\frac{1}{\sqrt{2}})}{\mathrm{sn}(y,\frac{1}{\sqrt{2}})}\mathrm{cn}(y,\frac{1}{\sqrt{2}})\mathrm{ds}(y,\frac{1}{\sqrt{2}})\right],\hfill \\ \\ u_3=\frac{2x\left(\mathrm{cs}^4(y,\frac{1}{\sqrt{2}})\mathrm{dn}^4(y,\frac{1}{\sqrt{2}})\right)}{\mathrm{dn}(y,\frac{1}{\sqrt{2}})\mathrm{cs}(y,\frac{1}{\sqrt{2}})\left(\frac{9}{4}\sqrt{2}\mathrm{cn}^2(y,\frac{1}{\sqrt{2}})\mathrm{ds}^2(y,\frac{1}{\sqrt{2}})\right)},\hfill \\ \mathrm{},\hfill \end{array}$$
(3.19)
and

$$\begin{array}{c}\stackrel{~}{u}_1=\frac{2x\mathrm{dn}(y,\frac{1}{\sqrt{2}})}{\mathrm{cs}(y,\frac{1}{\sqrt{2}})},\hfill \\ \\ \stackrel{~}{u}_3=\frac{4x\mathrm{dn}(y,\frac{1}{\sqrt{2}})\mathrm{cs}(y,\frac{1}{\sqrt{2}})\left(\frac{9}{4}\sqrt{2}\mathrm{cn}^2(y,\frac{1}{\sqrt{2}})\mathrm{ds}^2(y,\frac{1}{\sqrt{2}})\right)}{\mathrm{cs}^4(y,\frac{1}{\sqrt{2}})\mathrm{dn}^4(y,\frac{1}{\sqrt{2}})},\hfill \\ \mathrm{}.\hfill \end{array}$$
(3.20)
Formulae (3.12), (3.19) , (3.20) and the recurrence relations (3.18) add the list of elliptic function solutions for equation (3.1), found in , . Moreover, taking into account the transparent invariance of (3.1) with respect to displacements of independent variables $`t`$ and $`x`$ we can write more general solutions changing $`xx+k_1`$, $`tt+k_2`$ with arbitrary constants $`k_1`$ and $`k_2`$.

The plots of solution $`\stackrel{~}{u}_1`$ is given in Fig. 3.

Propositions 1 and 2 make it possible to construct infinite sets of exact solutions for other equations of the type (2.4).

Consider first equations (2.4) for $`n=3,\lambda _2=\lambda _3=\lambda _4=0`$, i.e.,

$$u_tu_{xx}=2\left(u^3+\lambda _1u\right)$$
(3.21)
where without loss of generality we can set $`\lambda _1=\pm 1`$. For $`\lambda _1=1`$ (3.21) is equivalent to the Newell- Whitehead  equation up to scaling variables $`t`$ and $`x`$. The Ansätze

$$\begin{array}{c}u=\xi _x\phi (\xi ),\xi =k_1\mathrm{cosh}(x+k_2)\mathrm{exp}(3t),\lambda _1=1,\hfill \end{array}$$
(3.22)
$$u=\eta _x\phi (\eta ),\eta =k_1\mathrm{cos}(x+k_2)\mathrm{exp}(3t),\lambda _1=1$$
(3.23)
reduces (3.21) to the form (3.7). Thus repeating the arguments which follow equation (3.7) we come to exact solutions for (3.21). The explicit form of these solutions can be obtained from (3.3), (3.16)-(3.20) via the changes $`y\xi ,2x\xi _x`$ for $`\lambda _1=1`$ and $`y\eta ,2x\eta _x`$ for $`\lambda _1=1`$.

Finally, we notice that Proposition 3 makes it possible to construct infinite sets of exact solutions for the equations (2.4) with $`n=\lambda _4=1,\lambda _2=\lambda _3=0`$, i.e., for the equations

$$u_tu_{xx}=2u^3$$
(3.24)
and

$$u_tu_{xx}=2\left(u^3+\epsilon u\right)$$
(3.25)
which differ from (3.1) and (3.21) by the sign of the l.h.s. terms. Indeed, Ansätze (3.11) and (3.22) or (3.23) reduce the corresponding equations (3.24) and (3.25) to the following equation for $`\phi `$

$$\phi ^{\prime \prime }=2\phi ^3$$
(3.26)
where the double prime denotes the second derivative w.r.t. the corresponding variable (i.e., $`y,\xi `$ or $`\eta `$).

In accordance with Proposition 3, exact solutions for (3.26) have the form (3.14) where $`\phi ^{(n)}`$ are solutions of equations (3.18) for even $`n`$. The related list of exact solutions for equation (3.24) is given by the following formulae:

$$\begin{array}{c}\widehat{u}_0=x\mathrm{sd}(y,\frac{1}{\sqrt{2}}),\hfill \\ \widehat{u}_2=\frac{4x\mathrm{sn}(y,\frac{1}{\sqrt{2}})}{\mathrm{cd}(y,\frac{1}{\sqrt{2}})\mathrm{dc}(y,\frac{1}{\sqrt{2}})\mathrm{cn}(y,\frac{1}{\sqrt{2}})\mathrm{dn}(y,\frac{1}{\sqrt{2}})\mathrm{sn}(y,\frac{1}{\sqrt{2}})},\hfill \\ \mathrm{}\hfill \\ \widehat{u}_{2k}=\frac{2^kx}{\phi ^{(2k)}}\hfill \end{array}$$
(3.27)
where $`\phi ^{(2k)}`$ are defined by recurrence relations (3.18).

The plots of solutions (3.26) are given in Figs. 4, 5.

Solutions for (3.25) can be obtained from (3.27) by changing $`y\xi ,x\xi _x`$ and $`y\eta ,x\eta _x`$ for $`\epsilon =1`$ and $`\epsilon =1`$ respectively.

## 4 Solutions for arbitrary $`n`$

Let us consider equation (2.4) with arbitrary $`n`$ and construct its exact solutions. In this section we restrict ourselves to the case $`\lambda _3=\lambda _4=0`$ and use a reduced version of the related potential equation (2.5) i.e.,

$$(n1)z_t=(n+3)z_{xx}(n1)(\lambda _1z+\lambda _2z_x),$$
(4.1)
$$4z_xz_{xxx}+(n3)z_{xx}^2(n1)(\lambda _1z_x^2+\lambda _2z_xz_{xx}).$$
(4.2)
Any solution of the system (4.2) satisfies (2.5) with $`\lambda _3=\lambda _4=0`$, the inverse is not true.

To solve (4.1), (4.2) we introduce the new variable $`y=\frac{z_{xx}}{z_x}`$. Then, dividing (4.2) by $`z_x^2`$ and using the identity $`\frac{z_{xxx}}{z_x}=y_x+y^2`$ we transform this equation to the Riccatti form

$$y_x+\frac{n+1}{4}y^2\frac{(n1)}{4}(\lambda _2y+\lambda _1)=0.$$
(4.3)
Differentiating $`y`$ w.r.t. $`t`$ and using (4.1) and (4.3) we obtain the following differential consequence

$$\dot{y}=Ay^3+By^2+Cy+D$$
(4.4)
where

$$A=\frac{1}{8}\frac{(n+3)(n3)(n+1)}{n1},B=\lambda _2\left(1\frac{3}{16}(n^21)\right),$$

$$C=\frac{1}{16}\left((n1)^2\lambda _2^22(n+3)(n3)\lambda _1\right),D=\frac{(n1)^2}{16}\lambda _1\lambda _2.$$

For arbitrary $`n`$ the system of equations (4.3), (4.4) is compatible but has constant solutions only. In three exceptional cases $`n=\pm 3`$ and $`n=1`$ the compatibility conditions for (4.3), (4.4) are less restrictive in as much as the related coefficient $`A`$ in (4.4) is equal to zero.

Let $`n\pm 3`$ and $`n1`$, then $`y=c_1=\text{const}`$, and equations (4.3), (4.4), reduce to the only condition

$$\lambda _1=c_1\lambda _2+(k+1)c_1^2,k=\frac{2}{n1}.$$

The corresponding solution for the system (4.1), (4.2) is

$$z=e^{c_1x+kc_1^2t}+c_2e^{\left(\lambda _2c_1(k+1)c_1^2\right)t}$$
(4.5)
and the related exact solution (2.2) takes the form

$$u=\frac{c_1^k}{\left(1+c_2e^{c_1x\left((2k+1)c_1^2\lambda _2c_1\right)t}\right)^k}.$$
(4.6)
Thus we find exact solutions (4.6) for the equation

$$u_tu_{xx}=k(k+1)u^n+\lambda _2ku^{\frac{n+1}{2}}+((k+1)c_1^2\lambda _2c_1)ku.$$
(4.7)
This equation belongs to the Kolmogorov-Petrovski-Piskunov type provided

$$\lambda _2=(k+1)(c_1+1).$$
(4.8)
The corresponding plane wave solution (4.6) propagates with the velocity

$$v=k+1kc_1.$$

In special cases $`n=\pm 3`$ and $`n=1`$ equations (4.1), (4.2) admit more extended classes of exact solutions. In particular, for $`n=3`$ we can recover exact solutions for (1.3) caused by conditional symmetry and classical Lie symmetry as well. We will not study these special cases here.

## 5  Solitary wave solutions

Consider now the general equation (2.3) with arbitrary parameters $`\lambda _1`$, $`\lambda _2`$, $`\lambda _3`$ and $`\lambda _4`$. It seems to be impossible integrate in closed form the related potential equations (2.5). Here we search for particular solutions which belong to soliton type and so have good perspectives for various applications.

Let us consider solutions for (2.3) of the form $`z(t,x)=U(\xi )`$ where $`\xi =\mu t+x`$ and $`\mu `$ is an arbitrary (nonzero) constant. Then we come to the following ordinary differential equation for $`U`$

$$\begin{array}{c}U[U^{}(\mu U^{\prime \prime }U^{\prime \prime \prime }\lambda _3U)\lambda _4U^2(k1)(U^{\prime \prime })^2]\hfill \\ =(U^{})^2[(\mu +\lambda _2)U^{}+\lambda _1U(2k+1)U^{\prime \prime }]\hfill \end{array}$$
(5.1)
where $`U^{}=\frac{dU}{d\xi }`$.

Let us follow  and search for solutions for (5.1) in the form

$$U=\nu _0+\nu _1\phi +\nu _2\phi ^2+\mathrm{},$$
(5.2)
where $`\nu _0,\nu _1,\mathrm{}`$ are constants and $`\phi `$ satisfies equation of the following general form

$$\phi ^{}=\epsilon \sqrt{c_0+c_1\phi +c_2\phi ^2+\mathrm{}}$$
(5.3)
where $`\epsilon =\pm 1`$. In order (5.2) be compatible with (5.1) we have to equate separately the terms which include odd and even powers of the square root given by (5.3). In view of this we come to the following system

$$U^{}(\mu UU^{\prime \prime }\lambda _3U^2)=(U^{})^3(\mu +\lambda _2),$$
(5.4)
$$U(U^{}U^{\prime \prime \prime }+\lambda _4U^2+(k1)(U^{\prime \prime })^2)=(U^{})^2((2k+1)U^{\prime \prime }\lambda _1U).$$
(5.5)
Dividing any term in (5.4) by $`\mu U^2U^{}`$ we come to the Riccatti equation

$$Y^{}\frac{\lambda _2}{\mu }Y^2=\frac{\lambda _3}{\mu }$$

for $`Y=\frac{U^{}}{U}`$, whose general solutions are

$$\begin{array}{c}Y=\sqrt{\frac{\lambda _3}{\lambda _2}}\mathrm{tanh}\left(\frac{\sqrt{\lambda _2\lambda _3}}{\mu }\xi +C\right),\hfill \\ Y=\sqrt{\frac{\lambda _3}{\lambda _2}}\left(\mathrm{tanh}\left(\frac{\sqrt{\lambda _2\lambda _3}}{\mu }\xi +C\right)\right)^1,\mathrm{if}\lambda _2\lambda _3<0,\hfill \end{array}$$
(5.6)
$$y=\sqrt{\frac{\lambda _3}{\lambda _2}}\mathrm{tan}\left(\frac{\sqrt{\lambda _2\lambda _3}}{\mu }\xi +C\right),\mathrm{if}\lambda _2\lambda _3>0,$$
(5.7)
$$y=\frac{\mu }{\lambda _2(\xi +C)},\mathrm{if}\lambda _3=0$$
(5.8)
where $`C`$ is the integration constant.

Thus all solutions for (5.1) which can be obtained with using the algebraic method  are exhausted by hyperbolic, triangular and rational ones presented by relations (5.6)- (5.8).

Solutions (5.6), (5.7) and (5.8) are compatible with (5.5) provided

$$\mu =\lambda _2,\lambda _1=k\frac{\lambda _3}{\lambda _2},\lambda _4=(1k)\left(\frac{\lambda _3}{\lambda _2}\right)^2,\lambda _2\lambda _30$$

and

$$\lambda _1=\lambda _4=0,\lambda _3=0$$

respectively. Using variables

$$\tau =\frac{2}{(n1)^2}t,y=\frac{\sqrt{2}}{n1}x,\sigma =\lambda _2(n1),\nu =\frac{\lambda _3}{\lambda _2}$$

we can rewrite the related equation (2.4) as follows:

$$u_\tau u_{yy}=\left(1+\nu u^{1n}\right)\left((n+1)u^n+\nu (n3)u+\sigma u^{\frac{n+1}{2}}\right).$$
(5.9)
The corresponding solutions (2.2), (5.6) for equation (5.9) have the following form

$$\begin{array}{c}u=(\nu )^{\frac{1}{n1}}\left(\mathrm{tanh}\left(b\left(y\frac{\sigma }{\sqrt{2}}t\right)+C\right)\right)^{\frac{2}{n1}},\hfill \end{array}$$
(5.10)
$$\begin{array}{c}u=(\nu )^{\frac{1}{n1}}\left(\mathrm{tanh}\left(b\left(y\frac{\sigma }{\sqrt{2}}t\right)+C\right)\right)^{\frac{2}{1n}}\hfill \end{array}$$
(5.11)
where $`\nu <0`$ and $`b=(n1)\sqrt{\frac{\nu }{2}}`$,

$$u=(\nu )^{\frac{1}{n1}}\left(\mathrm{tan}\left(b\left(y\frac{\sigma }{\sqrt{2}}t\right)+C\right)\right)^{\frac{2}{n1}}$$
(5.12)
where $`\nu >0`$ and $`b=(n1)\sqrt{\frac{\nu }{2}}`$, and

$$u=2^{n1}\left((n1)\left(y\frac{\sigma }{\sqrt{2}}\tau +C\right)\right)^{\frac{2}{1n}}$$
(5.13)
if $`\nu =0`$.

For $`\frac{2}{n2}>1`$ formula (5.10) presents nice solitary wave solutions which propagate with the velocity $`\frac{\sigma }{\sqrt{2}}`$. In the case $`n=2`$ we come to the bell-shaped solitary wave solution which will be discussed in Section 7.

If $`\frac{2}{n2}<1`$ then (5.10) is a singular solution whose physical relevance is doubtful. However, in this case equation (5.9) admits another solitary wave solutions which are given now by relation (5.11).

We see such solutions exist for the extended class of the nonlinear reaction-diffusion equations defined by formula (5.9).

## 6 Exact solutions for the Fisher equation

Let us return to Section 4 and consider in more detail the important case $`n=2`$. Setting in (4.7) $`\lambda _2=0,c_1=1`$ and making the change

$$\tau =6t,y=\sqrt{6}x$$
(6.1)
we come to the Fisher equation (1.1) for $`u(\tau ,y)`$:

$$u_\tau u_{yy}=u(1u).$$
(6.2)
Thus the Fisher equation is a particular case of (4.7) and so our solutions (4.6) are valid for (6.2) provided we make the above mentioned changes of variables and set $`c_1=1`$ in accordance with (4.8). As a result we recover the well-known Ablowitz-Zeppetella  solution

$$u=\frac{1}{\left(1+c_2e^{\frac{y}{\sqrt{6}}\frac{5\tau }{6}}\right)^2}.$$
(6.3)
This solution can be expressed via hyperbolic functions

$$u=u_1=\frac{1}{4}\left(1\mathrm{tanh}\left(\frac{y}{2\sqrt{6}}\frac{5}{12}\tau c\right)\right)^2,c=\frac{1}{2}\mathrm{ln}|c_2|,$$
(6.4)
$$u=u_2=\frac{1}{4}\left(1\mathrm{coth}\left(\frac{y}{2\sqrt{6}}\frac{5}{12}\tau c\right)\right)^2$$
(6.5)
for $`c_2>0`$ and $`c_2<0`$ respectively.

Taking into account the symmetry of (6.2) w.r.t. the discrete transformation $`u1u`$ we obtain two more solutions: $`u_3=1u_1`$ and $`u_4=1u_2`$. Finally, bearing in mind the symmetry of (6.2) w.r.t. the space reflection $`yy`$ we come to four more exact solutions by changing $`yy`$ in $`u_1,u_2,u_3`$ and $`u_4`$.

Thus starting with our general formulae (4.5) and (4.6) we come to the family of eight exact solutions for the Fisher equation. All of them are plane waves propagating with the velocity $`\pm \frac{5}{\sqrt{6}}`$.

To find additional exact solutions we use the Ansätz (compare with (3.11))

$$u=3z_y^2\phi (z)$$
(6.6)
where $`\phi `$ and $`z`$ are functions to be found. Substituting (6.6) into (6.2) we come to the following reduced equations

$$\begin{array}{c}z_\tau =5z_{yy},\hfill \\ 4z_yz_{yyy}z_{yy}^2=\frac{1}{2}z_y^2\hfill \end{array}$$
(6.7)
and

$$\phi _{zz}=3\phi ^2.$$
(6.8)
We see that $`\phi `$ has to satisfy the Weierstrass equation (6.8) which we rewrite in the following equivalent form

$$\stackrel{~}{\phi }_z^2=4\stackrel{~}{\phi }^3C,\stackrel{~}{\phi }=\frac{1}{2}\phi $$
(6.9)
where $`C`$ is the integration constant.

Starting with (6.6) and choosing the following exact solutions of (6.7) and (6.9):

$$z=\mathrm{exp}\left(\frac{1}{\sqrt{6}}y+\frac{5}{6}\tau \right),\phi =\frac{2}{z+k}$$
(6.10)
we come to the Ablowitz-Zeppetella solutions (6.3) for the Fisher equation.

We notice that relations (6.10) present only a very particular solution of (6.9) which correspond to zero value of the parameter $`C`$. In addition, there exist the infinite number of other solutions corresponding to non-zero $`C`$. The related functions (6.6) are:

$$u=\frac{1}{2}z^2\mathrm{}(z,0,C),z=\mathrm{exp}\left(\frac{1}{\sqrt{6}}y+\frac{5}{6}\tau +k\right)$$
(6.11)
where $`\mathrm{}(z,0,C)`$ is the Weierstrass function satisfying equation (6.9) for $`C0`$.

In order to solutions (6.6) be bounded it is sufficient to restrict ourselves to the case when $`\frac{1}{\sqrt{6}}y+\frac{5}{6}\tau +k>0`$. Such conditions can be satisfied, e.g., for arbitrary positive $`y`$ and negative $`\tau `$ and $`k`$. The related solutions can be interpreted as ones describing the history of the process because the time variable takes arbitrary negative values. The graphics of solutions (6.6) for some values of the parameter $`C`$ are given by Figures 6-8.

Thus the Fisher equation admits the infinite set of exact solutions which include the Ablowitz-Zeppetella solutions (6.3) and also solutions (6.11) enumerated by two parameters, $`C0`$ and $`k`$. All these solutions are plane waves propagating with the same velocity $`v=\frac{5}{\sqrt{6}}`$.

In the following section we consider generalized Fisher equations which admit exact solutions with arbitrary propagation velocities.

## 7 Generalizations of the Fisher equations

Let us consider equation (5.9) for $`n=2`$, which takes the following form

$$u_\tau u_{yy}=(u+\nu )(3u+\sigma \sqrt{u}\nu ).$$
(7.1)
Relation (7.1) is a formal generalization of the Fisher equation in as much as in the case $`\sigma =0`$ (7.1) is equivalent to (1.1). However, for $`\sigma 0`$ equation (7.1) admits soliton solutions (5.10) and (or) solutions (5.11)-(5.13) and so has absolutely another nature then (1.1). Nevertheless for small $`\sigma `$ it would be interesting to treat (7.1) as a perturbed version of (1.1).

Consider equation (7.1) in more detail. Let $`\nu <0`$ then scaling dependent and independent variables we can reduce its value to the following one

$$\nu \nu ^{}=\frac{3}{2},\mathrm{if}\nu <0.$$
(7.2)
Setting then

$$\stackrel{~}{u}=\frac{3}{2}u,\sigma =3\epsilon ,t=3\tau ,x=\sqrt{3}y$$
(7.3)
we come to the following relation

$$\stackrel{~}{u}_t\stackrel{~}{u}_{xx}=\stackrel{~}{u}\left(1\stackrel{~}{u}+\epsilon \left(\frac{3}{2}\stackrel{~}{u}\right)^{\frac{1}{2}}\right).$$
(7.4)
In the limiting case $`\epsilon 0`$ equation (7.4) reduces to the Fisher equation in the canonical formulation (1.1).

In accordance with Section 5 equation (7.1) admits nice bell-shaped traveling wave solution (5.10) which transforms via changes (7.2), (7.3) to the following form

$$\stackrel{~}{u}=\frac{3}{2\mathrm{cosh}^2\left(\frac{1}{2}\left(x\frac{\epsilon }{\sqrt{6}}t\right)+C\right)}.$$
(7.5)
Consider now equation (7.1) for $`\nu \sigma =0=0`$ and set $`u=\frac{\stackrel{~}{u}}{3}`$. As a result we reduce (7.1) to the simplest form

$$\stackrel{~}{u}_\tau \stackrel{~}{u}_{yy}=\stackrel{~}{u}^2.$$
(7.6)
The Ansätz

$$u=\frac{z_x^2}{6z^2}+\frac{1}{3}\left(1+\epsilon \sqrt{\frac{3}{2}}\right)\frac{z_{xx}}{z},\epsilon =\pm 1$$

leads to the following reduced equations

$$z_{xxx}=0,z_t=\kappa z_{xx},\kappa =5(3\pm \sqrt{6}).$$

Thus we have $`z=\frac{x^2}{2}+\kappa t`$ and the related exact solution for (7.6) is

$$u=\frac{(3\pm \sqrt{6})x^2+10(12\pm 5\sqrt{6})t}{3\left(x^2+10(3\pm \sqrt{6})t\right)^2}.$$

We notice that this solution can be found also using the classical Lie reduction.

Finally, let us consider one more generalization of the Fisher equation given by relation (4.7) for $`n=2`$. Using notations (6.1) we rewrite it in the following form

$$\stackrel{~}{u}_\tau \stackrel{~}{u}_{yy}=\stackrel{~}{u}(c_1+(c_1+1)\stackrel{~}{u}^{\frac{1}{2}}\stackrel{~}{u}).$$
(7.7)
For $`c_1=1`$ equation (7.7) reduces to the Fisher equation (6.2).

In accordance with the results presented in Section 4 equation (7.7) admits exact solutions (4.6) which in our notations can be rewritten as

$$\begin{array}{c}\stackrel{~}{u}_1=\frac{1}{4}\left(1+\mathrm{tanh}\left(\frac{c_1}{2\sqrt{6}}y+\frac{c_1(2c_13)}{12}\tau c\right)\right)^2,\hfill \\ \stackrel{~}{u}_2=\frac{1}{4}\left(1+\mathrm{coth}\left(\frac{c_1}{2\sqrt{6}}y+\frac{c_1(2c_13)}{12}\tau c\right)\right)^2.\hfill \end{array}$$
(7.8)
Two more solutions can be obtained by changing $`yy`$ in (7.8).

Formulae (7.8) present the analogies of solutions (6.4), (6.5) for equation (7.7). In contrast with (6.4), (6.5) these solutions describe a wave whose propagation velocity is equal to $`\frac{2c_13}{\sqrt{6}}`$ Thus changing parameter $`c_1`$ in (7.7) we can obtain solutions (7.8) with any velocity of propagation given ad hoc. In other words we always can take this velocity in accordance with experimental data.

Thus equation (7.7) reduces to the Fisher equation if the parameter $`c_1`$ is equal to $`1`$. Moreover, both equations (6.2) and (7.7) admit the analogous exact solutions, (6.4), (6.5) and (7.8), which, however, have different propagation velocities.

## 8  Discussion

There exist well known regular approaches to search for exact solutions of nonlinear partial differential equations - the classical Lie approach , the conditional (non-classical) symmetries method , , , , generalized conditional symmetries , etc. These approaches present effective tools for finding special Ansätze which make it possible to reduce the equation of interest and find its particular solutions.

However, sometimes it seems that the Ansätze by themselves are more fundamental than the related symmetries. First, historically, the most famous Ansätze (like the Cole-Hopt one for the Burgers equation) was found without a scope of a symmetry approach. Secondly, some of Ansätze are effective in rather extended classes of problems characterized by absolutely different symmetries. In addition, in some cases the direct search for the Ansätz is a more straight-forward and effective procedure than search for (conditional) symmetries. We remind that the conditional symmetry approach presupposes search for solutions of nonlinear determining equations which in many cases are not simpler than the equation whose symmetries are investigated .

The present paper is based on using special Ansätze (2.2), (3.11), (6.6) which have the following general form

$$u=z_x^k\phi (z)$$
(8.1)
where $`z`$ is an unknown function of independent variables $`t,x`$ and $`\phi `$ is a function of $`z`$. The Ansätze (8.1) appear to be very effective for the extended class of nonlinear reaction-diffusion equations. In particular, they make it possible to find new exact solutions for the very well studied heat equations with cubic and quadratic polynomial non-linearities. Moreover, such Anaätze can be used to reduce wave equations of another type, e.g., hyperbolic equations. We plane to discuss the related results elsewhere.

We present the extended list of exact solutions for the Fisher equation and for the heat equation with the cubic polynomial non-linearity. In fact we present an infinite number of different new solutions which are expressed via Weierstrass functions and Jacobi elliptic functions. We believe that these solutions will be useful for applications, in particular, for analysis of the related boundary value problems.

We propose a generalization of the Fisher equation which preserves the type of its exact solutions, but predicts another propagation velocity. This property differs (7.7) from numerous other generalizations of the Fisher equation refer, e.g., to  and references cited therein.

Finally, we find soliton solutions for a number of nonlinear equations (2.4). To make this we use the algebraic method  which however was applied not directly to the equation of interest (2.4) but to the potential equation (2.5). By this we extend the class of non-integrable equations which have soliton solutions to the case of appropriate quasi-linear heat equations (1.2).

We stress that all these results were obtained with essential using the Ansätz (8.1). It seems to be an intriguing problem to find a regular way for searching such ”universal” Ansätze.


text:
# Contextual Random Boolean Networks

## 1 Introduction

Random Boolean Networks (RBNs) have been used to model a variety of phenomena and have been widely studied . Especially, they were used by Stuart Kauffman  to study genetic regulatory networks and to correlate the number of human cell types to the attractors of a RBN with a number of nodes similar to the number of genes in the DNA. This is interesting, because one does not assume any function in the RBN, these are generated randomly. However, this approach was criticized because it assumed that the dynamics of the DNA would be discrete and synchronous in time . The proposed alternative, non-deterministic asynchronous updating, did not give encouraging results, since the networks change drastically their properties due to the non-determinism. We proposed another type of updating: asynchronous but deterministic . This is achieved by setting parameters to determine the period of the updating of each node. The problem now lies in how to find or study different updating periods.

Our approach in the present paper consists in the following: we see the parameters of the updating periods of the nodes as a *context* of the network. We then study what happens when we change this context for a given network, *i.e.* allow smaller or greater periods. We find out that the properties of the network change drastically if we change the context.

We mentioned already that the non-deterministic asynchronous updating led to effects of changes that are too drastic due to the non structured nature of the non-determinism. In our approach we want to introduce non-determinism, but in a very specific and structured way: namely non-determinism related to a lack of knowledge on the specific context (updating period) that we consider. The idea is that we start by introducing contexts that influence the network deterministically, and call these contexts *pure contexts*. Under the effect of such a pure context the network still behaves completely deterministically, but each pure context will generate a different behaviour for the network. These pure contexts are very idealized models for context in the real world. If we want to model the effect of a real context, we have to take into account that we generally lack knowledge on how this real context interacts with the system, because of the presence of random and unpredictable fluctuations. Hence we model such a real context by introducing the idea of *mixed context*, where a mixed context is a statistical mixture of a set of pure contexts. Concretely this means that we describe a mixed context by a probability measure on the set of pure contexts. We will show that the effect of this structured type of non-determinism is that states of the network become *potentiality states*, in the sense that instead of a state evolving deterministically to one of the attractors, such a state will now be attributed a certain probability (potentiality) to *collapse* to one of the different attractors under the influence of a certain context, the probabilities being determined by the weights of the different pure contexts within the considered mixed context.

So the behaviour of the network becomes non-deterministic when we introduce mixed contexts, but it is much more structured than in asynchronous RBNs where anything can happen, and therefore it can be well studied. The structure of the probability model that arises by means of the introduction of mixed contexts has been studied in detail, and it can be proven that this structure is non-Kolmogorovian .

We want to study contextual Random Boolean Networks by introducing the effect of the context in the way we just explained because it is a realistic model for the effect of real contexts. There is however a second reason, namely, this type of non-deterministic contextual influence has been studied in great detail in our Brussels research group, leading to a modelling of contextuality that is quantum-mechanic-like. What we mean more specifically is that the mathematical structure that emerges from a situation where non-determinism is introduced as a consequence of the presence of mixed contexts is a quantum mechanical mathematical structure . Furthermore this type of contextual models have been used in different ways, mostly to model the contextuality in situations of cognition . There are reasons to believe that this type of contextuality is also present in biological systems , and that is the reason that we introduce it for Random Boolean Networks.

In the following section, we make a brief review of different types of RBNs, according to their updating scheme . In Section 3, we analyse the effects of the change of pure context in the statistical properties of a RBN. In Section 4, we use a concrete example of a small contextual RBN to note the properties of a mixed context. We draw conclusions and future lines of research in Section 5.

## 2 Background

A Random Boolean Network  can be seen as a generalization of a boolean cellular automata. It also consists of $`n`$ nodes, each with $`k`$ connecting inputs, only that the connections are not restricted to neighbours, but they can be to any other node in the network. The topology is generated randomly, but it remains fixed during the dynamics of the network. These dynamics are determined by boolean rules also generated randomly in lookup tables. The state of a node will depend on the states of the nodes to which it is connected, *i.e.* its inputs.

It is interesting to study the general properties of RBNs with different number of nodes and connections, making statistical analyses, because we can obtain general properties of the dynamics of a family of networks, without assuming the rules of the dynamics. Nevertheless, it has been shown that these properties can change drastically depending on how we update the nodes .

We have proposed a classification of RBNs  according to the different updating schemes that a network might have:

Classical Random Boolean Networks (CRBNs) . The updating is synchronous and deterministic: each node takes its value at time t+1 from the values of the nodes connected to it at time t.

Asynchronous Random Boolean Networks (ARBNs) . The updating is asynchronous, but also non-deterministic. Each time step only one node is picked at random and updated.

Deterministic Asynchronous Random Boolean Networks (DARBNs) . The updating is asynchronous and deterministic. To achieve this, we introduce two parameters per node: $`p`$ and $`q`$, so that the node will be updated when time modulus $`p`$ equals $`q`$. Therefore, $`p`$ can be seen as the period and $`q`$ as the translation in time of the node update. If more than one node is updated at one time step, the network is actualized in the same order after each node update.

Generalized Asynchronous Random Boolean Networks (GARBNs) . The updating is non-deterministic, but semi-synchronous. We select randomly at each time step some nodes to update, and these are updated synchronously.

Deterministic Generalized Asynchronous Random Boolean Networks (DGARBNs) . The updating is deterministic and semi-synchronous. We also use parameters $`p`$ and $`q`$ in each node to determine the period and translation of each update, but the nodes which should be updated at time $`t`$ do so synchronously.

In the deterministic cases (CRBN, DARBN, DGARBN), there can be cyclic attractors (when the dynamic of the network is cycled in a subset of the state space) and point attractors (when a single state “traps” the dynamics). On the other hand, for the non-deterministic cases (ARBN, GARBN) there are point attractors, and loose attractors (a subset of the state space drags the dynamic, but this can follow several patterns inside this subset, since we do not know which node will be updated at a given time). To our knowledge loose attractors have not been studied, since it is not trivial to find them.
We will use DGARBNs to study the change of context in RBNs.

Resources: We have developed a software laboratory, RBNLab , for studying the properties of different types of RBNs. It is available to the public, for use (via browser) and download (Java source code included) at
http://student.vub.ac.be/cgershen/rbn. The results presented in this paper were obtained using RBNLab.

## 3 Changing Contexts in DGARBNs

We consider the set of all $`p`$’s and $`q`$’s as the *context* of the DGARBN. This is because in real networks some external factors, such as temperature or tension , can produce a change in the updating regularity of the nodes. The external factors are thus reflected in the updating periods, which are represented with the sets of parameters of $`p`$’s and $`q`$’s. We should note that this is a temporal context, but might reflect other types of contexts that affect a system.

After generating randomly the topology and rules of a network of given $`n`$ and $`k`$, we randomly generate contexts according to a parameter maxP, which indicates the maximum allowed period for a node. The $`p`$’s are random integers between 1 and maxP, while $`q`$’s are also random integers, but between 0 and maxP-1. We can see that the case maxP=1 gives us CRBNs (fully synchronous).

It could be argued that it is equivalent to study CRBNs that would consider the state and context of a DGARBN as a state of a more complex CRBN, since we have shown that any deterministic asynchronous RBN can be mapped into a CRBN of higher complexity . This is achieved by adding nodes (encoding the context) connected to every other node in the network. Remark that a network of given $`n`$, $`k`$, and maxP can be converted into a CRBN of, $`i`$, $`n+\mathrm{ceiling}(\mathrm{log}2(\mathrm{LCM}(p_i)))`$ and $`k+\mathrm{ceiling}(\mathrm{log}2(\mathrm{LCM}(p_i)))`$. First, it is conceptually more clear to divide the network and its context, because changing the context in a DGARBN or DARBN is easy and not so in its CRBN correlate. Moreover, the family of CRBNs of extended $`n`$ and $`k`$ is much larger than the one of contextual RBNs, so we speculate they have different statistical properties.

About statistical properties, we should note that all types of RBNs tend to have different properties in theory (exact solutions) than in practice (statistics). This was shown already by Harvey and Bossomaier  for ARBNs. For these type of RBN, the exact solution (expected if one would exhaust all the RBN family, but this is unfeasible computationally) for the average number of attractors is exactly one, for any type of topology (combinations of $`n`$ and $`k`$). However, the statistics give us a different result. In some networks ($`k=3`$) the distribution of attractors is such that these tend to hide (few networks with several attractors, many with none). We are aware that in all RBNs these divergences between theory and practice are common. But we are interested more in statistical properties than in exact solutions, because we aim at finding a network of certain properties, without exhausting the network space.

Method: We generated one thousand DGARBNs for each given $`n`$ and $`k`$, and explored the properties of the same networks as we varied maxP. Remark that for $`n>10`$, for computational resources issues, we sampled only 100 networks. Results for $`n>10`$ should thus be considered illustrative. To find the properties of the networks, we explore all possible initial conditions, running the network for ten thousand steps expecting that the network will reach an attractor. The attractors take into account the state and the context, so for example a point attractor (period one in CRBN) will be considered as having a period equal to the least common multiple of all $`p`$’s. This is to explore all the possible combinations of updates in the nodes.

Results: The average number of attractors of the explored networks of different $`n`$ and $`k`$ values can be seen in Figure 1. Figure 2 shows the results for different $`n`$’s and $`k=3`$.

The first thing we can see by observing these graphs is that the context change has drastic consequences on the average number of attractors. Moreover, comparing these results with the ones of Gershenson  contexts of small maxP clearly yield network properties very similar to synchronous RBNs (CRBNs). Still, as we increase maxP, the properties begin to look more like the ones of asynchronous non-deterministic RBNs (ARBNs and GARBNs). Another thing we can observe is that even when the average number of attractors for low maxP has a linear increment proportional to n, this decreases and becomes even decrement for high maxP. This means that for large networks, the differences in the number of attractors will grow considerably as we change the context. The attractors of the same networks collapse as we change the context and allow larger periods (increase maxP). The inverse results are obtained in CRBNs including context as part of their state, since the average number of attractors in CRBNs is increased with $`n`$ and $`k`$. We also know from Gershenson  that the point attractors are the same for every type of RBN, so the attractors that collapse are not these ones, but the cycle attractors.

The percentage of states of the networks that are part of an attractor in logarithmic scale can be seen in Figure 3 for different $`n`$’s and $`k`$’s and for $`k=3`$ in Figure 4.

We can see that all the percentages of states in attractors decrease exponentially as we increase $`n`$. But the percentage of states in attractors decreases slower for low maxP than for a high one. This also indicates that the relative differences among contexts will be greater for larger networks.

It is curious to note that for not very small n, the percentage of states in attractors for low maxP increases with k, but for a high maxP it slightly rises and falls again roughly around $`k=3`$.

Even for our small statistical samples, percentages of states in attractors fit nicely an exponential curve (Figure 4), as opposed to number of attractors which roughly have linear fit (Figure 2). This suggests that there is less variance in percentages among networks than in number of attractors.

The tables with the precise data used to generate the graphics are available through the URL of RBNLab.

## 4 Lack of Knowledge about the Context

Let us now explore the situation where we do not know exactly the context in which a certain DGARBN is. We can explore a very small RBN and observe its possible pure contexts. We devised a RBN of $`n=2`$, $`k=2`$ that makes explicit the point we want to make. Table 1 shows its transition table.

Table 1. Transition table of a RBN $`n=2`$, $`k=2`$.

| Net(t) | Net(t+1) |
| --- | --- |
| 00 | 01 |
| 10 | 10 |
| 01 | 10 |
| 11 | 11 |

We consider now pure contexts with maxP=2. The possible dynamics can be seen in Figure 5. Other combinations of $`p`$’s and $`q`$’s give similar attractor basins.

All the pure contexts have at least two attractors: ‘11’ and ‘10’ (only D has an attractor ‘$`01[tmod2=1]00[tmod2=0]01[tmod2=1]`$’). Suppose now the network is initially in some state, e.g. ‘01’, and suppose the uncertainty on the *mixed* context can be cast in some probabilistic measure; such that each possible *pure* context is attributed a given weight. When exposing the system to this mixed context, a probabilistic mechanism during the exposure of system to context selects one of the pure contexts, but we do not know which one exactly. Subsequently the network then proceeds in a dynamics according to the selected context. We can say that the network is in a *potentiality* state, because depending on the exact nature of the mixed context (what the probability weights on the different pure contexts are), it will go to different attractors with a probability proportional to the weights of the pure contexts in this specific mixed context. We remark that we know perfectly the dynamics of the network and the effect of the pure contexts. They are deterministic. There is no lack of knowledge about the functioning of the network, but there is a lack of knowledge about the pure context, expressed in the statistical mixture which is the mixed context. As it has been shown, this means that the situation we face is not a classical mechanical situation, but a quantum-mechanical-like situation .

Contextual RBNs of this type could be used to model, for example, how the genes and environment of a cell determine its behaviour. A stem cell has the *potentiality* of differentiating into almost any cell type. But the differentiation is not determined only by the genes of the cell, but also by the context (environment) in which it lays.

## 5 Conclusions and Future Work

We have used deterministic generalized asynchronous random boolean networks to model context change in discrete dynamical systems. We observed that the context changes dramatically the properties of the systems. An interesting result was noting that the properties of restricted temporal contexts (small maxP) resemble the dynamics of synchronous RBNs, while unrestricted ones (large maxP) appear more like non-deterministic asynchronous RBNs.

We introduced two types of context, pure contexts, their interaction with the network is deterministic, and mixed contexts, more precisely statistical mixtures of pure context, which have a non-deterministic interaction with the network. The presence of mixed contexts changes completely the dynamics of the network, in the sense that we get non-deterministic dynamics, generating a probability structure that is non-Kolmogorovian (quantum-like), and transforming states of the network into potentiality states that collapse with a certain probability to the attractor states.

For the pure contexts (the deterministic dynamics), it is worth mentioning that in all types of networks, the percentage of states in an attractor diminishes exponentially (see also ). This means that, *in theory*, independently of their connectivity ($`k`$), context, or updating scheme, large networks would always have order for free . In other words, the wide variety of the state space, as $`n`$ increases the percentage of states which can trap the dynamics, *i.e.* states in an attractor, will diminish. The difference in practice lies in how long will it take to reach this order. In some chaotic networks ($`k>2`$ for CRBN), this might be infinite in practice and the order will not be found. Therefore, it would be significant to study of the phase transitions between order/complexity/chaos in all types of RBNs. Another reason for studying phase transitions, specifically in contextual RBNs, is to observe if the phase transitions change with the context. In any case, we would expect to find a complexity region at the edge of chaos , but we are interested in finding out wether this also depends on the context or not.

We also want to study the different regimes under mixed context influence. Remember that the dynamics of our network becomes non-deterministic in this case, and the probability structure is non-Kolmogorovian and quantum-like. It is well known that quantum chaos does not exist in the usual manner of classical chaos, because of the fact that in standard quantum mechanics the dynamics are always linear. The structure that we find here is however not standard quantum mechanical, it is quantum-like in the sense that the probability model is non-Kolmogorovian, but does not entail the restriction of linearity . This means that in principle and contrary to this being the case for standard quantum mechanical systems, we must be able to find chaotic regions. In future work we want to explore the chaotic, complex, and orderly regimes and the transitions between them under the influence of non-deterministic contextuality.

The study of the effects of pure contexts in RBNs should also shed light into the debate on the feasability to correlate the number of human cell types to the attractors of a *contextual* RBN .

Finally, the proposed contextual RBNs could be generalized to observe and study the dynamics of discrete n-dimensional systems interacting with m-dimensional contexts. We could study then not only the state-space of the system, but also the state-context-space.