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# Light transport in cold atoms: the fate of coherent backscattering in the weak localization regime

## 1 CBS with resonant scatterers

### 1.1 Dynamical breakdown of CBS enhancement factor: Double scattering model

When the scattering medium is made of moving particles, and this is the case in an atomic cloud, the amplitudes of the direct and reverse scattering sequences are no more linked by reciprocity and one observes a dynamical breakdown of the CBS effect . This reduction of the CBS enhancement factor depends on the velocity distribution of the particles and we can assert very generally that the interference contrast will not be much affected provided the velocity spread will not be too large. For moving resonant scatterers, we will see that “not too large” imposes a stringent condition which will require laser cooling techniques to be fulfilled.
As a simplistic starting model, we neglect light polarization effects (scalar wave approximation) and describe atoms as highly resonant isotropic scatterers. The atomic resonance is characterized by a transition frequency $`\omega _0`$ in the optical domain and a transition width $`\mathrm{\Gamma }`$ (typically $`\frac{\omega _0}{\mathrm{\Gamma }}10^8`$). The scatterers are then fully characterized by their complex electrical polarizability $`\alpha (\omega )`$, with:

$$\alpha (\omega )=\frac{3\pi \mathrm{\Gamma }c^3}{\omega _0^3}(\frac{1}{\omega \omega _0+i\frac{\mathrm{\Gamma }}{2}})$$

since the scattering differential cross-section is $`\frac{d\sigma }{d\mathrm{\Omega }}=\frac{\sigma }{4\pi }`$ where the total cross-section is $`\sigma =\frac{k^4|\alpha |^2}{6\pi }`$. The velocity distribution of atoms has too major consequences: first the atomic response at each scattering has to be evaluated at a frequency $`\omega \mathrm{𝐤𝐯}`$ which is randomly Doppler-shifted. This means that each scattering has a variable strength and that the wave experiences a random phase-kick. Furthermore, after scattering is completed, the wave has a frequency $`\omega ^{}=\omega (𝐤𝐤^{})𝐯`$. Scattering is inelastic and propagation in an effective medium (until the following scattering) occurs with an optical index evaluated at random frequency. As an overall conclusion, there will be a random strength imbalance and a random dephasing between direct and reverse scattering sequences, leading to a reduction of the CBS interference. Let us illustrate this dynamical breakdown for a peculiar double scattering path (see figure 1). We consider an incoming resonant light wave (frequency $`\omega =\omega _0`$, wave-vector $`𝐤_𝐢`$) and, to simplify the discussion, we only consider the effect of dephasing between the paths. The total phase shift at backscattering ($`𝐤_{\mathrm{𝐨𝐮𝐭}}=𝐤_𝐢`$) is

$$\mathrm{\Delta }\varphi =\mathrm{\Delta }\varphi _{pro}+\mathrm{\Delta }\varphi _{sca}$$

Where $`\mathrm{\Delta }\varphi _{pro}`$ corresponds to the dephasing accumulated during propagation in the effective medium and $`\mathrm{\Delta }\varphi _{sca}`$ the dephasing accumulated at scattering events. In a dilute medium ($`n|\alpha |1`$, where $`n`$ is the spatial density), the expressions of $`\mathrm{\Delta }\varphi _{pro}`$ et $`\mathrm{\Delta }\varphi _{sca}`$ are quite straightforward:

$$\mathrm{\Delta }\varphi _{pro}=\frac{n_r(\omega _1)\omega _1n_r(\omega _2)\omega _2}{c}L$$
(1)
and

$$\mathrm{\Delta }\varphi _{sca}=f(\omega 𝐤_𝐢𝐯_\mathrm{𝟏})+f(\omega _1𝐤^{}𝐯_\mathrm{𝟐})f(\omega 𝐤_𝐢𝐯_\mathrm{𝟐})f(\omega _2+𝐤^{}𝐯_\mathrm{𝟏})$$
(2)
with

$$f(\omega )=Arg(\alpha )=\mathrm{arctan}(\frac{\mathrm{\Gamma }}{2(\omega _0\omega )})$$

and

$$\omega _1=\omega (𝐤_𝐢𝐤^{})𝐯_\mathrm{𝟏}$$

$$\omega _2=\omega (𝐤_𝐢+𝐤^{})𝐯_\mathrm{𝟐}$$

The distance $`L`$ between scatterers is of the order of the scattering mean free path $`\mathrm{}(\omega _0)=\frac{1}{n\sigma (\omega _0)}`$. The optical index $`n_r(\omega )`$ is given by

$$n_r(\omega )1+n\frac{Re(\alpha (\omega ))}{2}$$

At first order in velocities, we get:

$$\mathrm{\Delta }\varphi _{pro}\frac{1}{\mathrm{\Gamma }}((𝐤^{}𝐤_𝐢)𝐯_\mathrm{𝟏}+(𝐤^{}+𝐤_𝐢)𝐯_\mathrm{𝟐})$$

and

$$\mathrm{\Delta }\varphi _{sca}\frac{4}{\mathrm{\Gamma }}𝐤_𝐢(𝐯_\mathrm{𝟏}𝐯_\mathrm{𝟐})$$

Averaging over the Gaussian velocity distribution of the two atoms leads to the interference contrast:

$$C(v^2)=1+cos(\mathrm{\Delta }\varphi )_{𝐯_\mathrm{𝟏},𝐯_\mathrm{𝟐}}=1+exp(6\frac{k^2v^2}{\mathrm{\Gamma }^2})$$
(3)
where

$$k|𝐤_𝐢||𝐤^{}|$$

Expression 3 shows that, to preserve the double scattering CBS effect, one needs :

$$\sqrt{v^2}\mathrm{\Gamma }/k$$
(4)
For scattering sequences of higher orders, one can argue that the scattering phaseshift roughly performs a random walk of step of order of $`\frac{k\sqrt{v^2}}{\mathrm{\Gamma }}`$, thus increasing as $`\sqrt{N}`$ with scattering order $`N`$. This puts a more stringent condition on the required velocity spread to preserve the CBS effect at higher orders. For atoms, $`\mathrm{\Gamma }/k10m/s`$, which means that the atomic gas has first to be laser-cooled before observing CBS. This is done using a magneto-optical trap (MOT).

### 1.2 Atoms cooling and trapping

In a MOT, due to the combined action of the Zeeman and Doppler effects, a restoring force spatially traps the atoms at the zero of the magnetic field gradient and cools them in velocity space (for a review on cooling see e.g. W. Phillips ). The cooling action is based on a Doppler-induced differential radiation pressure force between contra-propagating laser beams. For a two-level system in the low saturation limit and at low velocities ($`kv\mathrm{\Gamma }`$), the average force is a pure friction force if the laser is red-detuned with respect to the transition ($`\omega <\omega _0`$) . At steady state, this cooling mechanism is balanced by the heating mechanism induced by the random character of photon absorption and emission processes. The equilibrium state is then characterized by a Gaussian velocity distribution with rms value:

$$\sqrt{v^2}\sqrt{\frac{\mathrm{\Gamma }}{k}v_r}$$
(5)
where the recoil velocity $`v_r=\frac{\mathrm{}k}{m}`$ is the velocity change during a single absorption or emission event. For the usual dipole-allowed transitions, the recoil frequency shift is small with respect to the width of the transition

$$kv_r\mathrm{\Gamma }$$
(6)
Thus equation 4 is well fulfilled in a MOT and the dynamical breakdown of the CBS effect should be negligible in most cases (see for example Table 1). Moreover, when $`F_g>0`$, extra cooling mechanics, the so-called Sisyphus cooling , lower the final rms velocity with respect to relation (5).

For Rb, the MOT is loaded in a cell from a low-pressure thermal vapour and for Sr from an effusive atomic beam. The total number of trapped atoms is determined by a balance between trapping and loss mechanisms (e.g. atom-atom collisions). It usually ranges from $`10^7`$ to $`10^{10}`$ atoms in standard operating conditions. However for localization experiments, it is crucial to achieve an optical depth at least larger than unity to reach the multiple scattering regime. This requirement is usually satisfied in a MOT using a resonant probe beam. It can be also interesting to achieve a high spatial density for strong localization experiments where $`k\mathrm{}1`$ is demanded. Unfortunately, in most cases, multiple scattering is the dominant limiting factor  and spatial densities in a MOT are generally limited to a few of $`10^{10}atoms/cm^3`$ implying $`k\mathrm{}1`$.

## 2 Reduction of the CBS cone due to internal structure

In section 1.1, we saw how the velocity distribution of atoms can alter the CBS contrast. Another important suppression mechanism of the CBS interference effects has been pointed out in reference . It is related to the internal degrees freedom of the scatterers. In fact, the optical dipole transition connects two Zeeman-degenerate multiplets (in the absence of a magnetic field). The groundstate (resp. excited) multiplet has a total angular momentum $`F_g`$ (resp. $`F_e`$) and contains $`2F_g+1`$ (resp. $`2F_e+1`$) magnetic levels. To fully describe scattering, one needs to specify the initial and final groundstate levels. Two types of transitions can occur : those leaving the internal state unaffected (Rayleigh transitions) and those changing the internal state (Raman transitions). Thus, when calculating the CBS cone one has to take properly into account all those allowed mechanisms. Note that since all levels in a given multiplet have same energies, light scattering is always elastic. However scattering is no more described by the atomic polarizability alone and one now needs the full scattering tensor. In other words, non scalar features of scattering will become essential.
It can be shown that the internal structure has two major consequences. First, because Raman transitions are unavoidable and since they are accompanied by a change of light polarization at backscattering (see Figure 2b), the single scattering contribution is no more suppressed in the $`hh`$ channel. This leads to a rather trivial CBS contrast reduction since the same would occur with classical non-spherically symmetric scatterers. Second, and this point is more subtle, the interfering amplitudes are no more linked in general by reciprocity. This is because under time-reversal the angular momentum of atoms has to be flipped. This leads to unbalanced amplitudes for the direct and reverse scattering sequences and to a decrease of the CBS contrast as soon as $`F_g>0`$ . In the $`hh`$ channel, it can be shown that this contrast reduction can be attributed to the antisymmetric part of the scattering tensor . For $`F_g=0`$ (absence of internal structure in the groundstate), one recovers the previous classical result. Figure 3 shows the CBS cone for the four usual polarization channels and for two different transitions in a semi-infinite medium. For the $`F_g=0F_e=1`$ transition, cones shape and height are the same than for a classical dipole-like scatterer. For the $`F_g=3F_e=4`$ transition, the enhancement factor is systematically lower for all polarization channels.

## 3 Experimental results

The detailed experimental procedure for the CBS observation has been published elsewhere . Briefly, the signal is obtained using a collimated resonant probe with a beam waist bigger than the size of the cloud ($`1cm`$). To avoid any effects linked to the saturation of the optical transition (non-linearities, inelastic radiation spectrum) , the probe intensity is weak (saturation parameter $`s1`$). The scattered light is collected in the backward direction by placing a CCD camera in the focal plane of an achromatic doublet. The CBS cone plots shown in figure 4 are obtained in the $`hh`$ polarization. As predicted, the enhancement factor is strongly reduced for the Rb transition. However a quantitative comparison with theory calls for some care since the calculation assumes an homogeneous semi-infinite medium whereas the Rb experiment is made on a finite sample of Gaussian-distributed atoms. In this type of geometry, it is clear that the weight of long scattering paths are overestimated with respect to the finite size sample case. Besides, theoretical calculations show that the major contribution of the CBS cone comes from low scattering orders. Thus, considering only the single and double scattering events, the enhancement factor is predicted to be $`\alpha _{th}^{(2)}=1.17`$ . The experimental value thus interpolates nicely these two extreme predictions. For the Sr experiment, the enhancement factor is found to be $`\alpha =1.86`$ , slightly lower the theoretical prediction $`\alpha =2`$. Several experimental issues can explain the difference; the finite angular resolution of the detection apparatus and the imperfect polarization channel isolation . In figure 4, the experimental Sr CBS cone is compared to a Monte-Carlo simulation . The agreement is clearly excellent.

## 4 Conclusion

To summarize, we have shown that the internal structure and the velocity distribution of resonant scatterers like atoms have a deep impact on the CBS effect. The dynamical breakdown induced by the motion of the scatterers can be made negligible at the expense of using laser-cooled atoms. Unfortunately, the internal structure irrevocably leads to very small enhancement factors in all polarization channels as soon as the atomic groundstate is degenerate. This has been evidenced by experiments on Rubidium. Restoration of a full interference contrast is obtained with non degenerate atoms like in the Strontium experiment. This should have interesting potentialities for wave localization experiments with cold atoms. For example, in the quest for Anderson localization (which could be obtained only at high density where $`kl1`$) where interferences play a crucial role, a $`F_g=0F_e=1`$ transition appears to be a good choice. Is it now possible to increase the cloud density to reach the Anderson localization threshold? For this purpose, cooling strontium with the intercombination line in a dipole trap appears to be a promising technique .

## 5 Acknowledgments

We gratefully acknowledge D. Delande for stimulating discussions and for Monte-carlo simulations on the Sr CBS cone. This work is funded by the CNRS and the PACA region.


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# 1 The state space of the Reissner–Nordström black holes shown as a wedge in a flat Minkowski space.

Stockholm
USITP 03-03
April 2003

GEOMETRY OF BLACK HOLE

THERMODYNAMICS

Jan Åman111Email address: ja@physto.se.

Ingemar Bengtsson222Email address: ingemar@physto.se. Supported by VR.

Narit Pidokrajt333Email address: narit@physto.se.

Stockholm University, AlbaNova
Fysikum
S-106 91 Stockholm, Sweden

Abstract

The Hessian of the entropy function can be thought of as a metric tensor on the state space. In the context of thermodynamical fluctuation theory Ruppeiner has argued that the Riemannian geometry of this metric gives insight into the underlying statistical mechanical system; the claim is supported by numerous examples. We study this geometry for some families of black holes. It is flat for the BTZ and Reissner–Nordström black holes, while curvature singularities occur for the Reissner–Nordström–anti–de Sitter and Kerr black holes.

1. Introduction

It has been argued that the Hessian of the thermodynamic entropy function S, that is the matrix

$$g_{ij}_i_jS(X),$$
(1)
can be thought of as a Riemannian metric on the state space in a meaningful way. We will refer to it as the Ruppeiner metric. It is clearly assumed that the coordinates $`X^i`$ form some preferred affine space; in ordinary thermodynamics they are chosen to be the extensive variables of the system. In this paper we will study this geometry for some important families of black holes, choosing the conserved charges $`M`$, $`J`$ and $`Q`$ as coordinates. The idea is that the Riemannian curvature in some sense measures the complexity of the underlying statistical mechanical model, which in this case is unknown but may well be in the process of being uncovered by progress in quantum gravity. The results are rather pleasing: We will find that the BTZ and Reissner–Nordström families have a flat thermodynamic geometry, while the Reissner–Nordström–anti-de Sitter and Kerr families exhibit curvature singularities.

Our belief that this is a meaningful result rests on an analogy to thermodynamic fluctuation theory, where a similar claim was originally based simply on the observation that the thermodynamic geometry of the ideal gas is flat . Let us recall the argument: Let $`W`$ be the number of (equiprobable) microstates consistent with a given macroscopical state. Boltzmann argued that the macroscopic entropy is given by

$$S=k\mathrm{ln}W.$$
(2)
Einstein rewrote this equation as

$$Pe^{\frac{1}{k}S},$$
(3)
where $`P`$ is the probability that the given macrostate will be realized. We can Taylor expand the entropy around an equilibrium state, taking into account that the entropy has a maximum there, and introduce the Hessian matrix

$$g_{ij}_i_jS(X).$$
(4)
Here $`X`$ stands for the $`n`$ extensive variables shifted so that they take the value zero at equilibrium. The matrix is positive definite if the entropy is concave. If we normalize the resulting probability distribution (and set $`k=1`$) we obtain

$$P(X)=\frac{\sqrt{g}}{(2\pi )^{\frac{n}{2}}}e^{\frac{1}{2}g_{ij}X^iX^j}$$
(5)
as the probability distribution governing fluctuations around the equilibrium state. The pair correlation functions are then given by the contravariant metric tensor,

$$X^iX^j=g^{ij}.$$
(6)
In the derivation we assume that the fluctuations are small. So far everything is standard . It is important to realize that the physical situation here is a system described by the canonical (or grand canonical) ensemble, and moreover that one extensive parameter (typically the volume) has been set aside and used to give an appropriate physical dimension to $`g_{ij}`$. If this is not done the Gibbs–Duhem relation will imply that $`g_{ij}`$ has a null eigenvector.

Ruppeiner  argues that the Riemannian geometry of the metric tensor $`g_{ij}`$ carries information about the underlying statistical mechanical model of the system. In particular he argues that the metric is flat if and only if the statistical mechanical system is non–interacting, while curvature singularities are a signal of critical behaviour—more precisely of divergent correlation lengths. This viewpoint has received support from various directions   . Evidently the construction is related to the Fisher–Rao metric that is used in mathematical statistics, although it is fair to add that the Riemannian geometry of the Fisher–Rao metric does not play any significant role there—statistical geometry is rather more subtle .

The reason why Ruppeiner’s arguments do not apply directly to black holes is that the thermodynamics of black holes exhibit some unfamiliar features which are in fact generic to systems with long range interactions in general, and to self–gravitating systems in particular . First we encounter negative specific heats, that is to say that the entropy is not a concave function. Second there are no extensive variables. Technically this means that the Ruppeiner metric will not be positive definite; on the other hand it will not have any null eigenvectors either. But it also means that the canonical ensemble does not exist, and that it is difficult to choose a physical dimension for the metric. Nevertheless we believe that the Ruppeiner geometry of black holes is telling us something; our justification is mainly the a posteriori one that once it has been worked out for some examples we will find an interesting pattern. For some further observations on the role of the Ruppeiner metric in black hole physics see Ferrara et al. . For background information on black hole thermodynamics see Davies .

Some technical comments before we begin: Although the definition of the Ruppeiner metric depends on a preferred affine coordinate system we can afterwards transform ourselves to any coordinate system that we find convenient. Here we take note of a related construction due to Weinhold , who defined a metric in the energy representation through

$$g_{ij}^W_i_jM(S,N^a).$$
(7)
We use $`M`$ to denote energy and $`N^a`$ to denote any other extensive variables. The entropy function is naturally a function of $`M`$ and $`N^a`$, so that in this notation the Ruppeiner metric is

$$g_{ij}=_i_jS(M,N^a).$$
(8)
Of course we can transform the Ruppeiner metric to the coordinate system used to define the Weinhold metric, and conversely. Interestingly the two metrics are conformally related  :

$$ds^2=g_{ij}dM^idM^j=\frac{1}{T}g_{ij}^WdS^idS^j,$$
(9)
where $`M^i=(M,N^a)`$, $`S^i=(S,N^a)`$ and $`T`$ denotes the temperature

$$T=\frac{M}{S}.$$
(10)
Eq. (9) often provides the most convenient way to compute the Ruppeiner metric.

The organization of paper is as follows: In section 2 we consider the Reissner–Nordström and Reissner–Nordström–anti-de Sitter black holes in some detail. In section 3 we give a briefer treatment of the Kerr and BTZ black holes, and make some brief observations on the three dimensional Kerr–Newman family. Our conclusions are in section 4.

2. Reissner–Nordström black holes.

We will describe one case in full detail, and we choose the Reissner–Nordström family of black holes for this purpose. They are spherically symmetric black holes carrying mass $`M`$ and charge $`Q`$. The event horizon is ruled by a Killing vector field whose norm is

$$\xi ^2=\frac{1}{r^2}\left(\frac{r^4}{l^2}+r^22Mr+Q^2\right),$$
(11)
where $`r`$ is a natural radial coordinate chosen so that the area of a sphere at constant $`r`$ equals $`4\pi r^2`$. For later reference we have included a negative cosmological constant

$$\lambda =\frac{3}{l^2}$$
(12)
but for the time being we set $`\lambda =0`$, in which case the polynomial defining $`\xi ^2`$ has two roots $`r_+`$ and $`r_{}`$. These values of $`r`$ characterize the outer and inner event horizons, respectively. We find that

$$M=\frac{1}{2}(r_++r_{})Q^2=r_+r_{}S=r_+^2,$$
(13)
where the entropy is one quarter of the area of the event horizon times Boltzmann’s constant,

$$S=\frac{k}{4}A=k\pi r_+^2=r_+^2,$$
(14)
and we exercised our right to set $`k=1/\pi `$. The extremal limit, beyond which the singularity becomes naked, occurs when the root $`r_+`$ is a double root. This happens at

$$Q^2=M^2\frac{Q^2}{S}=1.$$
(15)
The thermodynamics of these black holes is now defined by the fundamental relation

$$M=\frac{\sqrt{S}}{2}\left(1+\frac{Q^2}{S}\right).$$
(16)
This is in the energy representation, which proves to be the most convenient one here—the Ruppeiner metric becomes quite unwieldy when expressed in terms of its natural coordinates.

The Hawking temperature is

$$T=\frac{M}{S}=\frac{1}{4\sqrt{S}}\left(1\frac{Q^2}{S}\right)$$
(17)
and the electric potential is given by

$$\mathrm{\Phi }=\frac{M}{Q}=\frac{Q}{\sqrt{S}}.$$
(18)
In its natural coordinates the Weinhold metric becomes

$$ds_W^2=\frac{1}{8S^{\frac{3}{2}}}\left(\left(1\frac{3Q^2}{S}\right)dS^28QdQdS+8SdQ^2\right).$$
(19)
We observe that the component $`g_{SS}^W`$ vanishes and changes sign at

$$\frac{Q^2}{S}=\frac{1}{3}.$$
(20)
This implies that the specific heat $`C_Q`$ diverges and changes sign there. In ref.  Davies argued that this implies that the system is undergoing a phase transition. We will see that this is not so—nothing special happens to the convexity of the energy function at this point.

It is essential to use the coordinates $`S,Q`$ in the definition of the Weinhold metric. But once we have it it is convenient to introduce the new coordinate

$$u=\frac{Q}{\sqrt{S}};1u1.$$
(21)
The limits on the coordinate range are set by the fact that the black hole becomes extremal there. We now find that

$$ds_W^2=\frac{1}{8S^{\frac{3}{2}}}\left((1u^2)dS^2+8S^2du^2\right).$$
(22)
This is on diagonal form.

In these coordinates the Ruppeiner metric is given by

$$ds^2=\frac{1}{T}ds_W^2=\frac{dS^2}{2S}+4S\frac{du^2}{1u^2}.$$
(23)
This metric is flat. To see this introduce new coordinates

$$\tau =\sqrt{2S}\mathrm{sin}\frac{\sigma }{\sqrt{2}}=u.$$
(24)
The Ruppeiner metric now takes the form

$$ds^2=d\tau ^2+\tau ^2d\sigma ^2,$$
(25)
which is recognizable as a timelike wedge in Minkowski space when described by Rindler coordinates. This seems to us to be a surprising result and provides some a posteriori justification for considering the Ruppeiner metric in the first place.

For completeness let us discuss the case of a non–zero and negative cosmological constant. Eq. (11) is now a quartic polynomial. The event horizon is determined by its largest positive root $`r_+`$. The entropy is still determined by one quarter of the area of the event horizon, and it is not difficult to see that the fundamental relation is given by

$$M=\frac{\sqrt{S}}{2}\left(1+\frac{S}{l^2}+\frac{Q^2}{S}\right).$$
(26)
The extremal limit occurs when $`r_+`$ is a degenerate root, and this happens when

$$\frac{Q^2}{S}=1+\frac{3S}{l^2}.$$
(27)
The Hawking temperature is

$$T=\frac{1}{4\sqrt{S}}\left(1+\frac{3S}{l^2}\frac{Q^2}{S}\right).$$
(28)
This vanishes in the extremal limit, as it should.

The Weinhold metric is

$$ds_W^2=\frac{1}{8S^{\frac{3}{2}}}\left(\left(1\frac{3S}{l^2}\frac{3Q^2}{S}\right)dS^28QdSdQ+8SdQ^2\right).$$
(29)
It can be diagonalized using the same coordinate transformation as above, with the result that the conformally related Ruppeiner metric becomes

$$ds^2=\frac{1}{1+\frac{3\tau ^2}{2l^2}u^2}\left(\left(1\frac{3\tau ^2}{2l^2}u^2\right)d\tau ^2+2\tau ^2du^2\right).$$
(30)
The geometry is non–trivial. By inspection we see that the signature of the metric—and with it the stability properties of the thermodynamic system—changes for sufficiently large black holes (using the length scale $`l`$ set by $`\lambda `$). This feature is of course well known—it means that the entropy function becomes concave for sufficiently large black holes . The details of the thermodynamics of this case are actually quite interesting and can be found in the literature  . Our concern is the curvature scalar of the Ruppeiner metric, which is

$$R=\frac{9}{l^2}\frac{\left(\frac{3S}{l^2}+\frac{Q^2}{S}\right)\left(1\frac{S}{l^2}\frac{Q^2}{S}\right)}{\left(1\frac{3S}{l^2}\frac{Q^2}{S}\right)^2\left(1+\frac{3S}{l^2}\frac{Q^2}{S}\right)}.$$
(31)
We observe that the curvature diverges both in the extremal limit and along the curve where the metric changes signature, that is where the thermodynamical stability properties are changing.

3. Other black holes.

The Reissner–Nordström black holes belong to the three parameter Kerr–Newman family of black holes, with fundamental relation

$$M=\sqrt{\frac{S}{4}+\frac{1}{S}\left(J^2+\frac{Q^4}{4}\right)+\frac{Q^2}{2}},$$
(32)
or in the entropy representation

$$S=2M^2Q^2+2M^2\sqrt{1\frac{Q^2}{M^2}\frac{J^2}{M^4}}.$$
(33)
Here $`J`$ measures the spin of the black hole. If we set $`Q=0`$ we obtain the Kerr black holes, which are worthy of attention because they are believed to exist as physical objects. Their extremal limit is given by

$$\frac{J}{M^2}=\pm 1.$$
(34)
From our point of view it is advantageous to use the entropy representation here. The Ruppeiner metric becomes

$$ds^2=\frac{2}{(1\frac{J^2}{M^4})^{\frac{3}{2}}}\left(2\left((1\frac{J^2}{M^4})^{\frac{3}{2}}+1\frac{3J^2}{M^4}\right)dM^2\frac{4J}{M^3}dMdJ+\frac{dJ^2}{M^2}\right).$$
(35)
This can be diagonalized by means of the coordinate transformation

$$v=\frac{J}{M^2};1v1.$$
(36)
The Ruppeiner geometry is curved, but its curvature scalar takes a quite simple form:

$$R=\frac{1}{4M^2}\frac{\sqrt{1\frac{J^2}{M^4}}2}{\sqrt{1\frac{J^2}{M^4}}}.$$
(37)
We observe that $`R`$ diverges in the extremal limit. It is however difficult to draw any firm conclusions from this because of the difficulty that the entropy function is not concave so that the fluctuation theory does not apply. A curious observation is that the Weinhold geometry of the Kerr black holes is actually flat.

We used the computer program Classi  to study the full three dimensional state space of the Kerr–Newman black holes (and to add some details to the table below). In particular, we computed the Cotton–York tensor and from this we could conclude that the Ruppeiner geometry is not conformally flat. Beyond this we did not uncover any noteworthy features.

There is one case where the thermodynamical response functions are positive throughout. This is the case of the 2+1 dimensional BTZ black holes . They occur in a theory—Einstein’s equation in 2+1 dimensions with a negative cosmological constant included—that is close to trivial from a dynamical point of view, but they are bona fide black holes nevertheless. Their thermodynamics is given by the fundamental relation

$$M=S^2+\frac{J^2}{4S^2},$$
(38)
where we choose $`k=2/\pi `$. The extremal limit, beyond which no black hole exists because the singularity (or “singularity”, for connaisseaurs of these solutions ) becomes naked, is given by $`J=\pm M`$. It is also worth noting that $`M=0`$ does not correspond to the “background” anti-de Sitter spacetime but to another kind of extremal black hole.

This time the energy representation is the convenient one to use. The Weinhold metric diagonalizes if we trade $`J`$ for the new coordinate

$$u\frac{J}{2S^2};1u1.$$
(39)
Finally the Ruppeiner metric is

$$ds^2=\frac{dS^2}{S}+\frac{Sdu^2}{1u^2}.$$
(40)
This is a wedge of an Euclidean flat space described in coordinates that are polar coordinates in slight disguise.

We summarize our results in a table.

| Black hole family | Ruppeiner | Weinhold |
| --- | --- | --- |
| RN | Flat | Curved, no Killing vectors |
| RNadS | Curved, no Killing vectors | Curved, no Killing vectors |
| Kerr | Curved, no Killing vectors | Flat |
| BTZ | Flat | Curved, no Killing vectors |
| Kerr–Newman | Curved | Curved |

4. Conclusions

In conclusion we have studied the Ruppeiner and Weinhold geometries of BTZ and Kerr–Newman black holes. In analogy to thermodynamic fluctuation theory we expect that a flat Ruppeiner geometry is a sign that an underlying statistical mechanical model must be exceptionally simple (“non–interacting”), while curvature singularities signal exceptional (“critical”) behaviour in the underlying model. We found that the Ruppeiner geometry is flat for the BTZ and Reissner–Nordström families, while the curvature diverges in the extremal limit in the Kerr and Reissner–Nordström–anti-de Sitter families. In the latter case the curvature is also singular along the line where the stability properties change. We find these results sensible, and also simpler than one would perhaps have expected. For the full Kerr–Newman family no elegant results were found.

An interesting but of course very speculative use of the Ruppeiner geometry for the Kerr family is to let the volume form serve as a Bayesian prior for the amount of spin one should expect; observations concerning this can be expected in the not too far future.


text:
# 1 Introduction

## 1 Introduction

Classical Cepheids belong to important objects in modern astrophysics. Their Period-Luminosity relation is a popular method for estimating extragalactic distances. These variable stars also provide tests for models of the structure, evolution and pulsation of stars in general.

Cepheids are massive Population I stars crossing the instability strip in the Hertzsprung–Russell diagram at the effective temperature $`\mathrm{log}\mathrm{T}_{\mathrm{eff}}3.8`$. Most of them are undergoing core helium burning. The small fraction of them may be rapidly crossing the strip for the first time when stars just left the Main Sequence and are going redwards. This is a result of the evolution on the thermal time scale. The following crossings, II and III, occur during the blue loop phase and take much more time.

When a star crosses the instability strip its pulsation period changes. Even for massive objects, whose evolutionary time-scales are relatively and hence the expected rates of period changes are relatively high, a long time interval is needed to find measurable changes. Several Cepheids in our Galaxy have been observed for almost two centuries. Recently Berdnikov et al. (2000a) compiled the observations of $`\delta `$ Cep, $`\eta `$ Aql and $`\zeta `$ Gem, all showing significant period trends. For very well-known Polaris, beside a strange decrease of amplitude, the secular period changes are also reported (Kamper and Fernie 1998, Evans et al. 2002). Another galactic Cepheid, Y Oph, also reveals both period and amplitude variations (Fernie 1990, Fernie et al. 1995). Regular photometric monitoring of galactic Cepheids from both hemispheres was undertaken by Berdnikov (1995,2001). Also Bersier (2002) analysed a significant amount of photometric and radial velocity data for 62 Cepheids to find possible binarity or period changes. Earlier, Turner (1998) published data on period changes of 137 northern Cepheids and compared them with the theory predictions. Saitou (1989) tried to discover effects of metal abundance on the evolutionary period changes and concluded that there is only a marginally dependence. However, both autors did not take into account the influence of errors and used an oversimplified model for comparison with their data.

Recently significant period changes for 67 (mainly northern) Cepheids were listed by Berdnikov and Ignatova (2000b) as a result of the analysis of $`OC`$ diagrams for 230 objects. Using these data we compared observed period changes with the predictions from the recent stellar evolutionary models by Bono et al. (2000). In the second part of this paper we discuss a confrontation between the calculated and observed to date changes for more numerous sample of Cepheids. We add much larger lists of analysed Cepheids in the Large and Small Magellanic Cloud published by Pietrukowicz (2001, Paper I) and Pietrukowicz (2002, Paper II), respectively.

## 2 Period changes in Galactic Cepheids

### 2.1 Observational Data

Among 67 objects listed by Berdnikov and Ignatova (2000b) we found 61 fundamental mode and three first overtone classical Cepheids. Two other variables (BL Her and UY Eri) belong to Population II Cepheids what was checked with a list of this type of variables prepared by Harris (1985). Another star, V473 Lyr, is a short-period pulsating variable star, probably with Blazhko effect. Its identification with a Cepheid is still not sure (Koen 2001). These three objects were not included in the present analysis.

For each Cepheid Berdnikov and Ignatova (2000b) give parabolic elements $`M_0`$, $`P`$ and $`q\pm \sigma _q`$ in the equation

$$M=M_0+PE+qE^2$$
$`(1)`$
where $`E`$ is the epoch number. We calculate the rate of the observed period change as

$$r\frac{2q}{P^3}=\frac{\dot{P}}{P^2}$$
$`(2)`$
and its uncertainty as

$$\sigma _r\frac{2\sigma _q}{P^3}$$
$`(3)`$
The scaling factor is chosen (as in the previous papers) so that all model result and observational points can be clearly displayed in one figure.

For one long-period Cepheid, AQ Pup, we decided to construct a new $`OC`$ diagram (Fig. 1) because period variations and large relative error of $`q`$ derived from looked strange. Berdnikov and Ignatova (2000b). We used new numerous data (75 observations) made in 2001 by ASAS (the All Sky Automated Survey, Pojmański 2000), which were kindly provided before publication. Table 1 lists the $`OC`$ data for AQ Pup maxima collected from the literature. Our estimation of the period does not reveal any significant variations. The least squares linear fit gives the following ephemeris:

$$\mathrm{HJD}_{max}=(2451933.653\pm 0.010)+(30.10\pm 0.18)\times E$$
$`(4)`$
### 2.2 Comparison with Evolutionary Models

The most important properties of all evolutionary models were described in Paper I. A recent theoretical survey of Cepheids’ characteristics for a number of evolutionary models was published by Bono et al. (2000). For comparison we chose a set of models for the chemical composition parameters $`\mathrm{Z}=0.022,\mathrm{Y}=0.289`$, representative for the Galaxy. The evolutionary tracks were constructed by adopting the ZAMS mass range $`313\mathrm{M}_{}`$. Using a linear nonadiabatic pulsation code, we calculated values of the period changes for Bono et al. (2000) models in about twenty points of time for each crossing through the instability strip.

Fig. 2 presents a comparison between rates of period changes for the fundamental mode Cepheids and the models of Bono et al. (2000). Theoretical predictions for the three instability crossings are clearly separated. None of the star appears to undergo the rapid first crossing. Recently Luck et al. (2001) considered SV Vul as a possible first crossing Cepheid. Basing on spectroscopic observations, they suggested that its surface abundances reflect its original composition because it does not exhibit any dredge-up effect. Unfortunately, they ignored its strongly significant negative period change, which was derived by Berdnikov and Ignatova (2000b) and earlier also by Turner et al. (1999). For most Cepheids with $`\mathrm{log}\mathrm{P}>1.0`$ the observed period change rates are lower than models imply. Only SZ Cas, with $`\mathrm{P}=13.621`$d, apears to be rapidly changing its period, a few times faster than other variables within the $`1.0<\mathrm{log}\mathrm{P}<1.5`$ range. On the other hand the period changes are too slow to be explained as the first crossing evolution.

Another interesting point to notice is that, as presented in Fig. 3, the number of Cepheids with positive period changes (crossing III) is larger than a number of Cepheids with negative period changes (crossing II). This fact is also easy recognizable in the data samples published by Turner (1998) and Turner et al. (1999).

Fig. 4, displays the observed period changes for three first overtone pulsators and the corresponding model values. Two stars, EU Tau and Polaris, show much higher rate of period change than predicted for crossing III but also much lower than for the first crossing. This is especially clear for long-monitored Polaris. In fact, the discrepancy between the observed and calculated rates of period changes for the first crossing are larger than Fig. 4 may suggest. It is because Polaris is apparently closer to the blue edge of the instability strip (as argued by Evans et al. 2002) and would be located well above the upper limit of Fig. 4. Therefore, we conclude that Polaris cannot be classified as the first crossing Cepheid. It is important that comparable large period changes were also reported for several SMC overtone Cepheids (Paper II). Evans et al. (2002) claim that the changes for this type of variables can be explained by non-evolutionary effects such as nonlinear effects leading to mode coupling.

### 2.3 Conclusions

We compared determinations of the rates of period change for 63 galactic Cepheids with model calculations. The observed changes are significant. All but two Cepheids have relative error of the rate between 1.5 and 25 percent. However Berdnikov and Ignatova (2000b) wrote that they analysed over 200 $`OC`$ diagrams. It is likely that none of the Cepheid from entire their list is undergoing the rapid first crossing. We also note that we do not know the upper limits on possible period changes and we were not able to include all sample for the comparison. Basing on data for 63 objects we showed that, just as it was the case of Cepheids in the Magellanic Clouds (Paper I and Paper II), galactic Cepheids with longest periods, $`\mathrm{log}\mathrm{P}>1.0`$, appear to evolve slower than it was predicted by models calculated with metallicity representative for the Galaxy. It would be interesting to compare period changes for more numerous sample of stars. A regular photometric monitoring of Cepheids from both hemispheres should increase the number of variables with significant period changes in the following years.

## 3 General Conclusion Regarding Period Changes in the LMC, SMC and Galactic Cepheids

In the previous work we determined the period changes for 378 and 557 Cepheids in the LMC (Paper I) and SMC (Paper II), respectively. Adding 64 galactic classical Cepheids to those samples give a total number of 999 Cepheids, for which the rate of period change was analysed. Certainly none of the Cepheid is undergoing the first crossing, which takes place on the thermal time scale. Theory predicts the first crossing time to be a few tens times shorter than time for crossings II and III, as displayed in Fig. 5. This ratio is similar for three metallicities, $`\mathrm{Z}=0.004,\mathrm{Z}=0.01,\mathrm{Z}=0.02`$, representative of the SMC, LMC and the Galaxy, respectively. The increase is due to an earlier helium ignition which at higher masses takes place already during Hertzsprung gap passage. The ratios of crossing times are anyhow too large to explain observations.

Another very important conclusion from our analysis concerns small values of period change rates for long-period Cepheids. We found that for Cepheids with $`\mathrm{log}\mathrm{P}>1.0`$ the changes are generally a few times slower than in the models. It is Interesting that several Cepheids with long periods appear to evolve much faster than the others, e.g. HV 829 in the SMC or SZ Cas. Therefore regular period monitoring of these variables is particularly necessary.

The comparison clearly shows that, for massive stars, the evolution through the instability phase is slower than predicted by models. This means that substantially larger amount of helium is burnt in this phase. As presented in Fig. 6, the ratio of duration of crossings II and III to the total He burning stage, derived from Bono et al. (2000), is just 5-8 percent for 6 $`M_{}`$ and only 0.4-0.7 percent for 10 $`M_{}`$ star, depending on the metallicity. The real problem begins for stars with masses larger than about 7 $`M_{}`$., i.e. for Cepheids with $`\mathrm{log}\mathrm{P}>1.0`$. Simple calculations indicate that ten times longer blue loop crossing times (i.e. ten times lower rates of period change) would also mean approximately ten times lower ratio of crossing I Cepheids to Cepheids in crossings II and III. We believe that the predicted rates of the first crossing seem robust as they are much less affected by the uncertainty in the convection treatment and overshooting efficiency than the models in the loop phase.

There is also another observational evidence for a slower evolution of massive stars while they cross the instability strip. Alcock et al. (2000) present a comprehensive analysis of color-magnitude diagrams for the brightest stars in the LMC. They determined the number of nonvariable red supergiants, blue supergiants and Cepheids, all with magnitude $`V<16.0`$, as $`r=2064`$, $`b=805`$ and $`c=280`$, respectively. Making a 10% correction to $`r`$ for foreground Galactic disk stars, they found $`c/(b+r)`$ ratio equal to 0.105. This value corresponds to the fraction of core helium burnt in the strip and is in a very good agreement with the value implied by our determination of the period changes in Cepheids.

Acknowledgments.

I would like to thank Dr. G. Pojmański for providing photometric data on AQ Pup before publishing, and Dr. P. Moskalik for an access to the list of overtone pulsators. I am greatful to Dr. W. Dziembowski for providing the pulsation code and important discussions.. It is also a pleasure to thank Dr. B. Paczyński for useful remarks.

## REFERENCES

* Alcock, C. et al. 2000, Astron. J., 119, 2194.
* Berdnikov, L. N., and Turner, D. G. 1995, Astron. Lett., 21, 717.
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* Berdnikov, L. N., and Ignatova, V. V. 2000b, The Impact of Large-Scale Surveys on Pulsating Star Research, ASP Conf. Ser., 203, 244.
* Berdnikov, L. N., and Turner, D. G. 2001, Astrophys. J., 137, 209.
* Bersier, D. 2002, Astrophys. J. Suppl. Ser., 140, 465.
* Bono, G., Caputo, F., Cassisi, S.,Marconi, M., Piersanti, L., and Tornambe, A. 2000, Astrophys. J., 543, 955.
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text:
# SOME RATIONAL SOLUTIONS TO PAINLEVE’ VI

## References:

1. A.S.Fokas, M.J.Ablowitz, On a unified approach to transformations and elementary solutions to Painlevé equations, J. Math. Phys. 23 (1982), 2033-2043.
2. R.Garnier, Contribution a l’etude des solutions de l’equation (V) de Painlevé.
3. V.I.Gromak, N.A.Lukashevich, Special classes of solutions of Painlevé equations, Diff Eqns. 18 (1982), 317-326.
4. L.Haine, J-P.Semengue, The Jacobi polynomial ensemble and the PainlevéVI equation, J. Math. Phys. 40 (1999), 2117-2134.
5. M.Mazzocco, Rational solutions of the Painlevé VI equation, arXiv:nlin SI/0007036.
6. K.Okamoto, Studies on the Painlevé equations I. Sixth Painlevé equation, Ann. Mat. Pura Appl. 146 (1987), 337-381.
7. Yuan Wenjun, Li Yezhou, Rational solutions of Painlevé equations, Canad. J. Math. 54 (2002), 648-670.

University of Lund

Box 118

S22100 Lund

Sweden

gert@maths.lth.se


text:
# 1 Introduction

## 1 Introduction

By the end of this decade we expect that the quest for the Higgs boson, responsible for electro-weak symmetry breaking and mass generation, will be successfully completed, thanks to the data provided by the LHC hadron collider. A significant effort has been put into the design and optimization of the Atlas and Cms detectors to match the characteristics of the expected Higgs signals. However fundamental, discovery of one or more Higgs-like particles might leave unanswered the question of the hierarchy between the electroweak scale, defined by the Higgs vacuum expectation value $`v=`$246 GeV, and the Planck scale. In an attempt to solve this problem, without necessarily relying on supersymmetry, theories with extra dimensions have been proposed. These theories have become the focus of a fascinating program of planned investigations.

One particularly attractive extra-dimensional model is that proposed by Randall and Sundrum (RS) , in which there are two 3+1 dimensional branes separated in a 5th dimension. A central prediction of this theory is the existence of the radion, a graviscalar which corresponds to fluctuations in the size of the extra dimension. Detection and study of the radion will be central to the experimental probe of the RS and related scenarios with extra dimensions. There is already an extensive literature on the phenomenology of the radion, both in the absence of Higgs-radion mixing  and in the presence of such a mixing .

In this paper we discuss the complementarity of the search for the Higgs boson and the radion at the LHC. As the Higgs-radion mixing may suppress the main discovery process $`ggH\gamma \gamma `$ for a light Higgs boson, we study the extent to which the appearance of a $`gg\varphi Z^0Z^{0()}4\mathrm{}`$ signal ensures that LHC experiments will observe at least one of the two scalars over the full parameter phase space. The additional information, which could be extracted from a TeV-class $`e^+e^{}`$ linear collider (LC), is also considered.

## 2 Curvature-Scalar mixing and Radion Phenomenology

In the simplest version of the 5-dimensional RS model, all the SM particles and forces, with the exception of gravity, are confined to one of the 4-dimensional boundaries. Gravity lives on this visible brane, on the second hidden brane and in the 5-dimensional compactified bulk. All mass scales in the 5-dimensional theory are of the order of the Planck mass. By placing the SM fields on the visible brane, all the terms of order of the Planck mass are rescaled by an exponential suppression factor $`\mathrm{\Omega }_0e^{m_0b_0/2}`$, which is called the warp factor. This reduces the mass scales on the visible brane down to the weak scale $`𝒪(1\text{TeV})`$ without any severe fine tuning. A ratio of $`1\text{TeV}/M_{Pl}`$ (where $`M_{Pl}`$ is the reduced Planck mass, $`M_{Pl}2.4\times 10^{18}\text{GeV}`$) corresponds to $`m_0b_0/235`$.

In the RS model, a mixing between the radion field and the Higgs field $`\widehat{H}`$ is induced by the following action :

$$S_\xi =\xi d^4x\sqrt{g_{\mathrm{vis}}}R(g_{\mathrm{vis}})\widehat{H}^{}\widehat{H},$$
(1)
where $`R(g_{\mathrm{vis}})`$ is the Ricci scalar for the metric induced on the visible brane, $`g_{\mathrm{vis}}^{\mu \nu }=\mathrm{\Omega }_0^2\mathrm{\Omega }^2(x)(\eta ^{\mu \nu }+ϵh^{\mu \nu })`$ and $`\xi `$ a dimensionless parameter. After rescaling $`H_0=\mathrm{\Omega }_0\widehat{H}`$, and making the usual shifts \[$`H_0=\frac{1}{\sqrt{2}}(v+h_0),\mathrm{\Omega }(x)=1+\frac{\varphi _0}{\mathrm{\Lambda }_\varphi }`$, with $`v=246\text{GeV}`$\] the following kinetic energy terms are found:

$$=\frac{1}{2}\left\{1+6\gamma ^2\xi \right\}\varphi _0\mathrm{}\varphi _0\frac{1}{2}\varphi _0m_{\varphi _0}^2\varphi _0\frac{1}{2}h_0(\mathrm{}+m_{h_0}^2)h_06\gamma \xi \varphi _0\mathrm{}h_0,$$
(2)
where $`m_{h_0}`$ and $`m_{\varphi _0}`$ are the Higgs and radion masses before mixing, and $`\gamma v/\mathrm{\Lambda }_\varphi `$.

The states that diagonalize the kinetic energy and have canonical normalization are $`h`$ and $`\varphi `$ with:

$`h_0`$ $`=`$ $`\left(\mathrm{cos}\theta {\displaystyle \frac{6\xi \gamma }{Z}}\mathrm{sin}\theta \right)h+\left(\mathrm{sin}\theta +{\displaystyle \frac{6\xi \gamma }{Z}}\mathrm{cos}\theta \right)\varphi dh+c\varphi `$ (3)
$`\varphi _0`$ $`=`$ $`\mathrm{cos}\theta {\displaystyle \frac{\varphi }{Z}}+\mathrm{sin}\theta {\displaystyle \frac{h}{Z}}a\varphi +bh.`$ (4)
Here, the mixing angle $`\theta `$ is given by

$$\mathrm{tan}2\theta 12\gamma \xi Z\frac{m_{h_0}^2}{m_{\varphi _0}^2m_{h_0}^2(Z^236\xi ^2\gamma ^2)},$$
(5)
and

$$Z^21+6\xi \gamma ^2(16\xi ).$$
(6)
The couplings of the $`h`$ and $`\varphi `$ to $`ZZ`$, $`WW`$ and $`f\overline{f}`$ are given relative to those of the SM Higgs boson, denoted by $`H`$, by:

$$\frac{g_{hW^+W^{}}}{g_{HW^+W^{}}}=\frac{g_{hZ^0Z^0}}{g_{HZ^0Z^0}}=\frac{g_{hf\overline{f}}}{g_{Hf\overline{f}}}=d+\gamma b,\frac{g_{\varphi W^+W^{}}}{g_{HW^+W^{}}}=\frac{g_{\varphi Z^0Z^0}}{g_{HZ^0Z^0}}=\frac{g_{\varphi f\overline{f}}}{g_{Hf\overline{f}}}=c+\gamma a.$$
(7)
Couplings of the $`h`$ and $`\varphi `$ to $`\gamma \gamma `$ and $`gg`$ receive contributions not only from the usual loop diagrams but also from trace-anomaly couplings of the $`\varphi _0`$ to $`\gamma \gamma `$ and $`gg`$. Thus, these couplings are not simply directly proportional to those of the SM $`H`$. Of course, in the limit of $`\xi =0`$, the $`h`$ has the same properties as the SM Higgs boson.

In the end, when $`\xi 0`$ the four primary independent parameters are: $`\xi `$, $`\mathrm{\Lambda }_\varphi `$ and the mass eigenvalues $`m_h`$ and $`m_\varphi `$. These completely determine $`a,b,c,d`$ and, hence, all the couplings of the $`h`$ and $`\varphi `$ to $`W^+W^{}`$, $`Z^0Z^0`$ and $`f\overline{f}`$ — see Eq. (7). One further parameter is required to completely fix the $`h`$ and $`\varphi `$ decay phenomenology in the RS model: $`m_1`$, the mass of the first KK graviton excitation, given by

$$m_1=x_1\frac{m_0}{M_{Pl}}\frac{\mathrm{\Lambda }_\varphi }{\sqrt{6}}$$
(8)
where $`m_0`$ is the curvature parameter and $`x_1`$ is the first zero of the Bessel function $`J_1`$ ($`x_13.8`$).

Current bounds, derived from Tevatron Run I data and precision electroweak constraints have been examined in Ref. . Lower bounds on the radion mass, from Higgs searches at LEP, are weak. In particular, the $`\varphi Z^0Z^0`$ coupling given in Eq. (7) remains small relative to the SM $`HZ^0Z^0`$ coupling for low radion masses .

## 3 Higgs and Radion Searches at LHC

The search for the Higgs boson represents one of the most crucial goals for the LHC physics program. If the SM $`H`$ is light, as present precision electroweak data suggest, the single most promising LHC discovery channel is $`ggH\gamma \gamma `$. Rather detailed studies of the significance of a Higgs signal using inclusive production have been carried out for the Atlas  and Cms  experiments. Results are summarized in Figure 1. The $`H\gamma \gamma `$ channel appears to be instrumental for obtaining a $`5\sigma `$ signal at low luminosity, if 115 GeV $`<M_H<`$ 130 GeV. The $`t\overline{t}H`$, $`Hb\overline{b}`$ and $`HZ^0Z^04\mathrm{}`$ channels also contribute, with lower statistics but a more favourable signal-to-background ratio. Preliminary results, also shown in Figure 1, indicate that Higgs boson production in association with forward jets may also be considered as a discovery mode. However, here the background suppression strongly relies on the detailed detector response.

Studies for dedicated searches of radions at the LHC have also been carried out. In particular, the study in ref.  has obtained discovery limits using both the $`\varphi \gamma \gamma `$ and the $`\varphi Z^0Z^{0()}4\mathrm{}`$ processes by re-interpreting the corresponding $`H`$ decay channels. The more intriguing process $`\varphi HH`$ has also been considered, limited to the $`\gamma \gamma b\overline{b}`$ final state.

A more subtle aspect of theories with warped extra dimensions is the effect of the Higgs-radion mixing , which can modify the production and decay properties of the Higgs boson to weaken, or even invalidate, the expectations for Higgs observability obtained so far.

## 4 Complementarity and Distinguishability

In this section, we address two issues. The first is whether there is a complementarity between the Higgs observability, mostly through $`ggh\gamma \gamma `$, and the $`gg\varphi Z^0Z^{0()}4\mathrm{}`$ reaction, thus offering the LHC the discovery of at least one of the two particles over the full parameter space. The second, and related, issue concerns the strategies available to understand the nature of the discovered particle.

The effects of the mixing of the radion with the Higgs boson have been studied  by introducing the relevant terms in the HDecay program , which computes the Higgs couplings, including higher order QCD corrections. Couplings and widths for the radion have also been implemented. We consider the range 50 GeV $`<M_\varphi <`$ 300 GeV, whose lower end is consistent with present bounds derived from LEP data. We will also focus on cases for which $`M_h`$ is not very large, as possibly most consistent with precision electroweak constraints.

Results have been obtained by comparing the product of production and decay rates to those expected for a light SM $`H`$. The LHC sensitivity has been extracted by rescaling the results for Higgs observability, obtained assuming SM couplings. We define the Higgs observability as $`>5\sigma `$ excess over the SM background for the combination of the inclusive channels: $`ggh\gamma \gamma `$; $`t\overline{t}h`$, $`hb\overline{b}`$ and $`hZ^0Z^{0()}4\mathrm{}`$, as given in the left panel of Figure 1. We study the results as a function of four parameters: the Higgs mass $`M_h`$, the radion mass $`M_\varphi `$, the scale $`\mathrm{\Lambda }_\varphi `$ and the mixing parameter $`\xi `$.

### 4.1 Radion and Higgs Boson Search Complementarity

Due to the suppression, from radion mixing, of the loop-induced effective couplings of the $`h`$ (relative to the SM $`H`$) to gluon and photon pairs, the key process $`ggh\gamma \gamma `$ may fail to provide a significant excess over the $`\gamma \gamma `$ background at the LHC. Other modes that depend on the $`gg`$ fusion production process are suppressed too. For $`M_\varphi >M_h`$, this suppression is very substantial for large, negative values of $`\xi `$. This region of significant suppression becomes wider at large values of $`M_\varphi `$ and $`\mathrm{\Lambda }_\varphi `$. In contrast, for $`M_\varphi <M_h`$, the $`ggh\gamma \gamma `$ rate is generally only suppressed when $`\xi >0`$. All this is shown, in a quantitative way, by the contours in Figures 2 and 3. The outermost, hourglass shaped contours define the theoretically allowed region. Three main regions of non-detectability may appear. Two are located at large values of $`M_\varphi `$ and $`|\xi |`$. A third region appears at low $`M_\varphi `$ and positive $`\xi `$, where the above-noted $`ggh\gamma \gamma `$ suppression sets in. It becomes further expanded when $`2M_\varphi <M_h`$ and the decay channel $`h\varphi \varphi `$ opens up, thus reducing the $`h\gamma \gamma `$ branching ratio. As shown in Figure 3, these regions shrink as $`M_h`$ increases, since additional channels, in particular $`gghZ^0Z^04\mathrm{}`$, become available for Higgs discovery.

These regions are reduced by considering either a larger data set or $`qqh`$ Higgs production, in association with forward jets. An integrated luminosity of 100 fb-1 would remove the regions at large positive $`\xi `$ in the $`\mathrm{\Lambda }_\varphi =5`$ and $`7.5`$ TeV plots of Fig. 2. Similarly, including the $`qqh`$, $`hWW^{}\mathrm{}\mathrm{}\nu \overline{\nu }`$ channel in the list of the discovery modes removes the same two regions and reduces the large region of $`h`$ non-observability at negative $`\xi `$ values.

In all these regions, a complementarity is potentially offered by the process $`gg\varphi Z^0Z^{0()}4\mathrm{}`$, which becomes important for $`M_\varphi >140`$ GeV. At the LHC, this process would have the same event structure as the golden SM Higgs mode $`HZ^0Z^04\mathrm{}`$, which has been thoroughly studied for an intermediate mass Higgs boson. By computing the $`gg\varphi Z^0Z^{0()}4\mathrm{}`$ rate relative to that for the corresponding SM $`H`$ process and employing the LHC sensitivity curve for $`HZ^0Z^{0()}`$ of Figure 1 (left), the significance for the $`\varphi `$ signal in the $`4\mathrm{}`$ final state at the LHC can be extracted. Results are overlayed on Figures 2 and 3, assuming 30 fb-1 of data.

Two observations are in order. The observability of $`\varphi `$ production in the four lepton channel fills most of the gaps in $`(M_h,\xi )`$ parameter space in which $`h`$ detection is not possible (mostly due to the suppression of the loop-induced $`ggh\gamma \gamma `$ process). The observation of at least one scalar is thus guaranteed over almost the full parameter phase space, with the exception of: (a) the region of large positive $`\xi `$ with $`M_\varphi <`$ 140 GeV, where the $`\varphi Z^0Z^0`$ decay is phase-space-suppressed; and (b) a narrow region at $`M_\varphi `$ 170 GeV due to the ramp-up of the $`\varphi W^+W^{}`$ channel, where a luminosity of order 100 fb-1 is required to reach a $`5\sigma `$ signal for $`\varphi Z^0Z^0`$. We should also note that the $`\varphi Z^0Z^0`$ decay is reduced for $`M_\varphi >2M_h`$ by the onset of the $`\varphi hh`$ decay, which can become the main decay mode. The resulting $`hhb\overline{b}b\overline{b}`$ topology, with di-jet mass constraints, may represent a viable signal for the LHC in its own right, but detailed studies will be needed. Figures 2 and 3 also exhibit regions of $`(M_h,\xi )`$ parameter space in which both the $`h`$ and $`\varphi `$ mass eigenstates will be detectable. In these regions, the LHC will observe two scalar bosons somewhat separated in mass with the lighter (heavier) having a non-SM-like rate for the the $`gg`$-induced $`\gamma \gamma `$ ($`Z^0Z^0`$) final state. Additional information will be required to ascertain whether these two Higgs bosons derive from a multi-doublet or other type of extended Higgs sector or from the present type of model with Higgs-radion mixing.

An $`e^+e^{}`$ LC should guarantee observation of both the $`h`$ and the $`\varphi `$ even in most of the regions within which detection of either at the LHC might be difficult. Thus, this scenario provides another illustration of the complementarity between the two machines in the study of the Higgs sector. In particular, in the region with $`M_\varphi >M_h`$ the $`hZ^0Z^0`$ coupling is enhanced relative to the SM $`HZ^0Z^0`$ coupling and $`h`$ detection in $`e^+e^{}`$ collisions would be even easier than SM $`H`$ detection. Further, assuming that $`e^+e^{}`$ collisions could also probe down to $`\varphi Z^0Z^0`$ couplings of order $`g_{\varphi ZZ}^2/g_{HZZ}^20.01`$, the $`\varphi `$ would be seen in almost the entirety of the region for which $`\varphi `$ detection at the LHC would not be possible. In this case, the measurements of the $`Z^0Z^0`$ boson couplings of both the Higgs and the radion particles would significantly constrain the values of the $`\xi `$ and $`\mathrm{\Lambda }_\varphi `$ parameters of the model.

### 4.2 Determining the Nature of the Observed Scalar

The interplay between the emergence of the Higgs boson and of the radion graviscalar signals opens up the question of the identification of the nature of the newly observed particle(s).

After observing a new scalar at the LHC, some of its properties will be measured with sufficient accuracy to determine if they correspond to those expected for the SM $`H`$, i.e. for the minimal realization of the Higgs sector . In the presence of extra dimensions, further scenarios emerge. For the present discussion, we consider two scenarios. The first has a light Higgs boson, for which we take $`M_h`$ = 120 GeV, with couplings different from those predicted in the SM. The question here is if the anomaly is due to an extended Higgs sector, such as in Supersymmetry, or rather to the mixing with an undetected radion. The second scenario consists of an intermediate-mass scalar, with 180 GeV $`<M<`$ 300 GeV, observed alone. An important issue would then be the question of whether the observed particle is the SM-like Higgs boson or a radion, with the Higgs particle left undetected. This scenario is quite likely at large negative $`\xi `$ and large $`M_\varphi `$ — see Figures 2 and 3.

In the first scenario, the issue is the interpretation of discrepancies in the measured Higgs couplings to gauge bosons and fermions. These effects increase with $`|\xi |`$, $`1/\mathrm{\Lambda }_\varphi `$ and $`M_h/M_\varphi `$. The LHC is expected to measure some ratios of these couplings . In the case of the SM $`H`$, the ratio $`g_{HZZ}/g_{HWW}`$ can be determined with a relative accuracy of 15% to 8% for 120 GeV $`<M_H<`$ 180 GeV, while the ratio $`g_{H\tau \tau }/g_{HWW}`$ and that of the effective coupling to photons, $`g_{H\gamma \gamma }^{effective}/g_{HWW}`$ can be determined to 6% to 10% for 120 GeV $`<M_h<`$ 150 GeV. Now, the Higgs-radion mixing would induce the same shifts in the direct couplings $`g_{hWW}`$, $`g_{hZZ}`$ and $`g_{h\overline{f}f}`$, all being given by $`d+\gamma b`$ times the corresponding $`H`$ couplings — see Eq. (7). Although this factor depends on the $`\mathrm{\Lambda }_\varphi `$, $`M_\varphi `$ and $`\xi `$ parameters, ratios of couplings would remain unperturbed and correspond to those expected in the SM. Since the LHC measures mostly ratios of couplings, the presence of Higgs-radion mixing could easily be missed. One window of sensitivity to the mixing would be offered by the combination $`g_{h\gamma \gamma }^{effective}/g_{hWW}`$. But the mixing effects are expected to be limited to relative variation of $`\pm 5\%`$ w.r.t. the SM predictions. Hence, the LHC anticipated accuracy corresponds to deviations of one unit of $`\sigma `$, or less, except for a small region at $`\mathrm{\Lambda }_\varphi 1`$ TeV. Larger deviations are expected for the absolute rates , especially for the $`ggh\gamma \gamma `$ channel which can be dramatically enhanced or suppressed relative to the $`ggH\gamma \gamma `$ prediction for larger $`\xi `$ values due to the large changes in the $`ggh`$ coupling relative to the $`ggH`$ coupling. Of course, to detect these deviations it is necessary to control systematic uncertainties for the absolute $`\gamma \gamma `$ rate. All the above remarks would also apply to distinguishing between the light Higgs of supersymmetry, which would be SM-like assuming an approximate decoupling limit, and the $`h`$ of the Higgs-radion scenario. In a non-decoupling two-doublet model, the light Higgs couplings to up-type and down-type fermions can be modified differently with respect to those of the SM $`H`$, and LHC measurements of coupling ratios would detect this difference.

A TeV-class LC has the capability of extending the coupling measurements to all fermions separately with accuracies of order 1%-5% and achieves a determination of the total width to 4% - 6% accuracy . This is important for the scenario we propose since it would provide enough measurements and sufficient accuracy to detect Higgs-radion mixing for moderate to large $`\xi `$ values . This is shown in Figure 4 by the additional contours, which indicate the regions where the discrepancy with the SM predictions for the Higgs couplings to pairs of $`b`$ quarks and $`W`$ bosons exceeds 2.5 $`\sigma `$. In particular, the combination of the direct observation of $`\varphi Z^0Z^0`$ at the LHC and the precision measurements of the Higgs properties at a $`e^+e^{}`$ LC will extend our ability to distinguish between the Higgs-radion mixing scenario and the SM $`H`$ scenario to a large portion of the regions where at the LHC only the $`h`$ or only the $`\varphi `$ is detected and determining that the observed boson is not the SM $`H`$ is difficult. Further, close to the edges of the hourglass-shaped allowed region, the LC will also be able to detect $`\varphi `$ production directly through the process $`e^+e^{}Z^0\varphi `$. In particular, this process will guarantee the observability of the $`\varphi `$ in the low $`M_\varphi `$ region, which is most difficult for the LHC.

If, at the LHC, an intermediate mass scalar is observed alone, its non-SM-like nature can, in some cases, be determined through measurement of its production yield and its couplings. In particular, in the region at large, negative $`\xi `$ values where $`\varphi `$ production is visible whereas $`h`$ production is not, the yield of $`Z^0Z^04\mathrm{}`$ from $`\varphi `$ decay can differ by a factor of 2 or more from that expected for a SM $`H`$ (depending upon the value of $`M_\varphi `$ — see Figure 13 of Ref. ). For $`M_\varphi `$ such that $`\varphi hh`$ decays are not allowed, the deviations arise from the substantial differences between the $`gg\varphi `$ coupling and the $`ggH`$ coupling. For $`M_\varphi >2M_h`$ this rate is also sensitive to the exclusive branching fraction. Figure 5 shows the ratio of the $`Z^0Z^{0()}`$ decay branching fraction for the radion to that for the SM $`H`$. The figure shows that branching ratio differences are expected to be below 10% for radions with mass up to twice the Higgs mass. Such a small difference would not have a big impact compared to the possibly large deviations of $`ggh/ggH`$ relative to unity. However, past the threshold for $`\varphi hh`$ decays, the $`Z^0Z^0`$ branching fraction is significantly affected away from $`\xi 0`$. The combination of a reduced $`Z^0Z^04\mathrm{}`$ rate and the possibility to observe $`\varphi hh`$ decays, ensures that the LHC could positively identify the existence of the radion in the region $`M_\varphi >2M_h`$, $`\xi 0`$.

To conclude, we should note that the Higgs-radion sector is not the only means for probing the Randall-Sundrum type of model. The scenarios considered here will also yield the distinctive signature of KK graviton excitation production at the LHC . This easily observed signal will serve as a warning to look for a possibly mixed Higgs-radion sector.

## 5 Conclusion

Perspectives for light Higgs searches at the LHC have been reviewed for models with warped extra dimensions, which introduce the radion graviscalar. The mixing of the Higgs field with the radion field induces changes in the production and decay properties of the Higgs boson mass eigenstate. Such changes may weaken, or even invalidate, the expectations obtained in earlier studies for observability of the Higgs boson. However, for almost the entire region of the parameter phase space where the suppression of the Higgs signal yield causes the overall signal significance at the LHC to drop below 5 $`\sigma `$, the radion eigenstate $`\varphi `$ can be observed in the $`gg\varphi Z^0Z^{0()}4\mathrm{}`$ process instead. An $`e^+e^{}`$ linear collider would effectively complement the LHC both for the Higgs observability, including the most difficult region at low $`M_\varphi `$ and positive $`\xi `$ values, and for the detection of the radion mixing effects, through the precision measurements of the Higgs particle couplings to various types of particle pairs.

We wish to thank F. Gianotti, B. Grzadkowski, J. Hewett, A. Nikitenko, T. Rizzo and M. Toharia, for discussions and suggestions. JFG is supported by the U.S. Department of Energy and the Davis Institute for High Energy Physics.


text:
# Harmonic inversion helps to beat time-energy uncertainty relations.

## I Introduction

Many methods of obtaining frequencies or energies from time signals have limited resolution. This limitation is often expressed in the form of a time-energy uncertainty relation. For instance, the width $`\mathrm{\Delta }E`$ of spectral lines in atomic spectroscopy is determined by life time $`\tau `$ of the excited atoms

$$\mathrm{\Delta }E\tau =\mathrm{}.$$

Another example is a Fourier transform applied to a discrete time signal in the interval of length $`T`$. The grid step in a frequency domain and thus the resolution of the method is given by $`\mathrm{\Delta }\omega =2\pi /T`$, which in turn yields

$$\mathrm{\Delta }\omega T=2\pi .$$

All relations of this kind may give a wrong impression that something more fundamental is the source of the uncertainties – a principle that one cannot measure energies to an arbitrary precision in a very short time. Such an intuition is common if the system subjected to energy measurement is quantum.

Uncertainty principles in quantum mechanics are a mathematical consequence of the following theorem. Two self-adjoint operators $`\widehat{A}`$ and $`\widehat{B}`$ defined on the same Hilbert space necessarily obey the relation

$$\mathrm{\Delta }A\mathrm{\Delta }B\frac{1}{2}|[\widehat{A},\widehat{B}]|,$$
(1)
where $`[\mathrm{},\mathrm{}]`$ is a commutator, $`\mathrm{}`$ stands for quantum average in a given state from the domain of $`\widehat{A}`$ and $`\widehat{B}`$, and $`(\mathrm{\Delta }Z)^2\widehat{Z}^2\widehat{Z}^2`$. In the case of position $`\widehat{x}`$ and momentum $`\widehat{p}`$ operators (1) gives

$$\mathrm{\Delta }x\mathrm{\Delta }p\frac{\mathrm{}}{2}.$$
(2)
Notice that $`\mathrm{\Delta }x`$ and $`\mathrm{\Delta }p`$ are completely determined by the state of the system being measured and have nothing to do with an accuracy of the measuring apparatus. (2) holds even if this accuracy is infinite. The correct approach to the quantum time-energy uncertainties can be found in Asher . The theorem (1) does not apply to the case of time and energy, simply because time is not an operator, it is just a parameter in quantum mechanics. One gains nothing forcing the idea that a parameter is a special kind operator because (1) gives zeros on both sides and does not provide grounds for existence of any time-energy uncertainty relation. Indeed, it has been shown how to precisely measure energy in an arbitrarily short time Aharonov1 . Some methods of the energy measurement have their own limitations Aharonov2  reflected in loss of accuracy when applied for very short time signals. Here I use the method free of such inconveniences.

Let us setup some general issues before getting to the details of the method. Suppose that a continuous signal $`c(t)`$ is given in a finite time interval

$$c(t)=\underset{k=1}{\overset{K}{}}d_ke^{i\omega _kt},\text{for}0tT,$$
(3)
where $`K`$ is finite, $`d_k`$ is a real amplitude and $`\omega _k`$ is a real frequency. Complex frequencies will be considered in future. The task is to find unknown amplitudes and frequencies of $`c(t)`$. What one can see is that $`c(t)`$ is an analytic function of time $`t`$ and, as such, can be uniquely extended beyond the interval $`(0,T)`$. This means that, in principle, even for tiny $`T`$ it is possible to get all amplitudes and frequencies to a high precision from (3). Unfortunately it seems difficult to solve this nonlinear problem analytically and numerical methods cannot handle continuous signals due to infinite number of data points. One way of getting around this problem is to take only finite number of points at cost of loss of uniqueness of the extension. However, as will be shown later, this drawback is usually not severe for practical purposes. From now on I shall assume that the signal $`c(t)`$ is known only at $`N+1`$ equidistant time points $`t_n=n\delta t`$ for $`n=0,\mathrm{},N`$ and $`t_N=T`$. (3) can be rewritten as a set of $`N+1`$ equations

$$\underset{k=1}{\overset{K}{}}d_ke^{i\omega _kt_n}=c_n,$$
(4)
where $`c_nc(n\delta t)`$. This set has $`2K`$ real unknowns ($`K`$ amplitudes and $`K`$ frequencies) so the number of equations $`N+1`$ has to be equal or greater than $`K`$. This condition would have opened the possibility of existence of a unique solution if the equations were linear in $`\omega _k`$ and $`d_k`$. It is not the case here. There will always be infinite number of solutions to (4) if the set is self-consistent and no solutions otherwise. For reasons explained in the next sections it will be required that $`NK`$. Notice that discrete Fourier transform method assumes the grid of $`K`$ equidistant frequencies and solves (4) only for $`d_k`$ as a linear set of equations. The more challenging task of solving (4) for amplitudes and frequencies is performed by, so called, harmonic inversion method.

## II Intervals of unique solutions

The two functions $`e^{i\omega n\delta t}`$ and $`e^{i\omega ^{}n\delta t}`$ have the same values at equidistant time points $`n\delta t`$, $`n=0,\mathrm{},N`$ if

$$\omega ^{}=\omega +l\frac{2\pi }{n\delta t}.$$

The integer number $`l`$ has to be chosen in such a way that the fraction $`l/n`$ is integer as well. This implies that $`l=mN!`$, where $`m`$ is integer and

$$\omega ^{}=\omega +m\frac{2\pi N!}{\delta t}.$$
(5)
The time discretization of the signal $`c(t)`$ , the transition from (3) to (4), happens at cost of the loss of uniqueness of solutions. However, as can be seen from (5) solutions are unique in finite intervals in frequency domain. Frequency $`\omega `$ is unique in the interval

$$(\omega \frac{2\pi NN!}{T},\omega +\frac{2\pi NN!}{T}),$$

which can be made large by increasing $`N`$ and/or decreasing $`T`$. Conversely, if one posses prior knowledge about the range of frequencies in a signal it is straightforward to design a sampling step $`\delta t`$ to extract all frequencies in a unique way.

## III Harmonic inversion

The key idea behind the harmonic inversion method is to replace the original nonlinear problem (4) with an eigenvalue problem of an operator, as in (9). The presentation of the method in this section follows that in Taylor2 .

Lets start with a normalized quantum state $`|\mathrm{\Phi }_0`$. The evolution of this state is generated by unitary evolution operator $`\widehat{U}(\delta t)`$ and $`|\mathrm{\Phi }_n=\widehat{U}^n(\delta t)|\mathrm{\Phi }_0`$. The states $`|\mathrm{\Phi }_n`$ are so important that they were given a name of Krylov states. For every time signal in (4) there exists such an evolution by time $`\delta t`$ operator $`\widehat{U}`$ that the signal can be viewed as an autocorrelation function

$$c_n=\mathrm{\Phi }_0|\mathrm{\Phi }_n.$$
(6)
Krylov states in (6) can be written in the orthonormal basis of eigenvectors of $`\widehat{U}`$ defined by $`\widehat{U}|u_k=u_k|u_k`$. Namely $`|\mathrm{\Phi }_n=_{k=1}^K\alpha _ku_k^n|u_k`$, where $`\alpha _k`$ stands for a time independent complex number. (6) in the new form appears as

$$c_n=\underset{k=1}{\overset{K}{}}|\alpha _k|^2u_k^n.$$
(7)
Comparing (7) and (9) one can see that eigenvalues $`u_k=e^{i\omega _k\delta t}`$ and $`|\alpha _k|^2=d_k`$. It is enough to find eigenvalues of $`\widehat{U}`$ in order to obtain all frequencies $`\omega _k`$ in the signal $`c_n`$. These frequencies multiplied by $`\mathrm{}`$ can be viewed as eigenenergies of a hypothetical Hamiltonian governing the evolution of a system in the initial state $`|\mathrm{\Phi }_0`$. Of course, one can start from the autocorrelation function (6) and find the eigenenergies of the real system.

It turns out that the matrix elements of $`\widehat{U}`$ in the basis of Krylov states can be expressed in terms of $`c_n`$ alone, i.e. without explicit reference to the states $`|\mathrm{\Phi }_n`$

$$U_{ij}\mathrm{\Phi }_i|U|\mathrm{\Phi }_j=\mathrm{\Phi }_0|U^{ji+1}|\mathrm{\Phi }_0=c_{ji+1}$$
(8)
where $`i,j=0,\mathrm{},N1`$. The negative indices of $`c`$ in the equation above introduce no complication since $`c_n=c_n^{}`$. To obtain $`K`$ eigenvalues the dimension $`N`$ of the matrix $`U`$ must be equal or greater than $`K`$. It means that the number of complex signal points $`c_n`$ required by the method exceeds the half of the number of unknowns. The Krylov vectors $`|\mathrm{\Phi }_n`$ are normalized but not orthogonal. Thus the eigenequation for matrix $`U`$ in the Krylov representation (8) takes the form

$$U|u_k=u_kS|u_k,$$
(9)
where $`S`$ is a matrix of scalar products $`S_{ij}\mathrm{\Phi }_i|\mathrm{\Phi }_j=c_{ji}`$ with $`i,j=0,\mathrm{},N1`$.

The harmonic inversion method consists of two stages. First is to solve generalized eigenvalue problem (9), where all matrix elements are expressed in terms of $`c_n`$, in order to get all frequencies. Second, when all frequencies in (4) are known, it is enough to solve linear set of equations for the amplitudes $`d_k`$. There are some practical difficulties in proceeding with the first stage. For instance, numerical algorithms fail in finding the eigenvalues $`u_k`$ if the signal duration $`T`$ is small and the number of frequencies $`K>4`$. The second stage is straightforward and will be skipped in this work. It will be assumed that all real amplitudes $`d_k`$ are equal and the signal is normalized to unity, i.e. $`c_0=1`$.

In the next section we will see that the crucial role in the numerical approach to (9) is played by the smallest positive eigenvalue of $`S`$.

## IV Properties of matrix S

One way of dealing with the generalized eigenvalue problem is to reduce it to the ordinary eigenvalue problem by multiplying both sides of (9) by the inverse of the Hermitian Toeplitz matrix $`S`$. However, matrix $`S`$ is singular unless $`N=K`$ and the inverse does not exist. Indeed, recall that every vector $`|\mathrm{\Phi }_n`$ can be decomposed into a superposition of $`K`$ linearly independent eigenvectors of $`\widehat{U}`$. Therefore the rank of the matrix $`S`$ is $`K`$. Additionally, those nonzero eigenvalues are positive because a scalar product $`\phi |\phi >0`$ for any nonzero state $`|\phi `$ in a Hilbert space. Suppose that columns of a $`N\times K`$ matrix $`G`$ are represented by eigenvectors of matrix $`S`$ to the positive eigenvalues. In order to restrict (9) to the range of $`S`$ we define $`U^{}G^{}UG`$, $`S^{}G^{}SG`$ and $`|u_k^{}G^1|u_k`$. $`S^{}`$ is diagonal and positive defined thus the ordinary eigenvalue problem converts to

$$S^1U^{}|u_k^{}=u_k|u_k^{}.$$
(10)
Construction of matrix $`G`$ is possible only if one can extract all positive eigenvalues of $`S`$. This task becomes hopeless if the smallest eigenvalue of $`S`$ cannot be distinguished from zero due to limited accuracy. The exact analytical expression for the smallest eigenvalue of a Toeplitz matrices is not known yet. Here is the approximate formula for the magnitude of the smallest eigenvalue for the short time span $`T`$ of the signal

$$\frac{\lambda _{min}}{KN}[a(\omega _1,\mathrm{},\omega _K)\mathrm{\Omega }T]^{2(K1)}.$$
(11)
$`\mathrm{\Omega }`$ is the magnitude of the greatest (to the absolute value) frequency in the signal. For the derivation of (11) see the directions in the Appendix. The formula is valid only if the shortness condition is fulfilled, $`T\mathrm{\Omega }1`$. The expression in square brackets in (11) is smaller than 1 and the $`\lambda _{min}`$ decreases exponentially fast with increasing $`K`$. For the estimated magnitude of the function $`a(\omega _1,\mathrm{},\omega _K)`$ see Fig.1.

The eigenvalue $`\lambda _{min}`$ is additionally corrupted by inaccuracies of the signal. The accuracy analysis is presented in the next section.

## V Impact of noise

From now on it will be assumed that the accurate signal $`c_n`$ is perturbed by noise $`\eta _n`$ and the new signal

$$\stackrel{~}{c}_n=c_n+\eta _n.$$

The noise is limited, $`\eta _n(\eta _{max},\eta _{max})`$ for all $`n`$ and $`\eta _{max}0`$. Matrix $`\stackrel{~}{S}`$, which is constructed using $`\stackrel{~}{c}_n`$ instead of $`c_n`$ (see the text under (9)), remains Hermitian. It can be shown golub  that the smallest eigenvalue of $`\stackrel{~}{S}`$ must obey the inequality

$$|\stackrel{~}{\lambda }_{min}\lambda _{min}|2N\eta _{max}+𝒪(\eta _{max}^2).$$

If $`\stackrel{~}{\lambda }_{min}`$ is to be distinguished from perturbed zero eigenvalues the following lower bound on $`\lambda _{min}`$ arises

$$\lambda _{min}4N\eta _{max}.$$
(12)
This diagnostic condition combined with (11) provides the limits of applicability of the harmonic inversion method for short signals.

Tracking the inaccuracy propagation when solving (10) one arrives at the surprising at first sight ”certainty relation” on perturbed frequencies $`\stackrel{~}{\omega }_k`$

$$|\stackrel{~}{\omega }_k\omega _k|T\frac{2KN^2}{\lambda _{min}}\eta _{max}.$$
(13)
The error concerning frequencies of short signals can be made arbitrarily small by reducing the noise amplitude! Higher order terms in $`\eta _{max}`$ were dropped in (13). For time signals of short duration the presence of $`\lambda _{min}`$ in the denominator in RHS of (13) is unfavorable. As stated in (11) $`\lambda _{min}`$ rapidly goes to zero as $`K`$ increases. Therefore, to extract many accurate frequencies from a short signal the very low level of the noise $`\eta _{max}`$ will be required.

In numerical experiments the noise is caused by finite precision of floating point numbers. As an example, the harmonic inversion method was used on a signal with $`K=10`$ frequencies drawn from an interval $`(0.5,1.0)`$, sampled at $`N=14`$ points with $`T=0.01`$ and using 85 digits precision i.e. $`\eta _{max}=10^{84}`$. The results are shown in Table 1.

Notice that the Fourier algorithm applied to this signal would give the grid step in frequency domain $`200\pi `$ which is several orders of magnitude greater than the error in Table 1. In the example above $`\lambda _{min}=4.07\times 10^{78}`$.

## VI Disadvantages of the method

Harmonic inversion method does pretty well when applied to short time signals provided the level of inaccuracies in the input data is very small.

In principle this level can be kept very low in measurement of quantum systems. For instance, the measurement of quantum autocorrelation function squared (probability of finding a system in the initial state at different times of its evolution) can be arbitrarily precise if done simultaneously on many copies of the system. The inaccuracy decreases as an inverse square root of the number of the copies. This function involves $`(K1)K/2`$ frequencies rather than $`K`$ as in (6).

In experimental practice, however, inaccuracies are big and the method might be useful only for signals with small number of frequencies.

Even if desired accuracy is provided another problem may show up. The harmonic inversion method as described here involves diagonalization of $`N\times N`$ matrix $`\stackrel{~}{S}`$ and $`K\times K`$ matrix $`\stackrel{~}{S}^1\stackrel{~}{U}`$. $`\stackrel{~}{S}`$ matrix is Hermitian Toeplitz, the matrix elements are constant along diagonals, and it is enough to store only one row of $`\stackrel{~}{S}`$. Solving a linear set of equations with Toeplitz matrix requires $`N\mathrm{log}_2^2(N)`$ operations using superfast algorithms superfast . Perhaps diagonalization of Toeplitz matrices can be also speed up bellow $`N^3`$ operations. The complexity of the second diagonalization is $`K^3`$ operations but here no eigenvectors need to be computed. Remember that all these operations has to be done with high precision and are, therefore, relatively slow.

The diagonalization related difficulties has been overcome for long signals Neuhauser ; Taylor1 ; Taylor2 . For such problems the frequency domain was effectively divided into smaller intervals containing fewer frequencies and the harmonic inversion, known there as filter diagonalization, was applied to one interval at the time. Splitting the frequency domain introduces however its own inaccuracies into the computed frequencies of the signal and filter diagonalization methods are said to obey their own time-frequency uncertainty relations. The total duration of the signal is limited from bellow by local density of frequencies Taylor2  or by minimal and average frequency distance Neuhauser . It is not clear yet whether these restrictions can be invalidated by improved precision of calculations.

## VII Summary

In this work I presented the application of the harmonic inversion method to short time signals. I have demonstrated that the method has no fundamental limitations regarding the length of the signals. It works for arbitrarily short signals if sufficient accuracy of the input data is provided. In particular, it has been shown that it is possible to extract energies from the short autocorrelation function generated by a quantum system. The method can be also applied to short autocorrelation functions squared which have a clear experimental interpretation. Its measurement can be, in principle, carried out in arbitrarily short interval of time and still all energies involved in its evolution can be extracted to a desired accuracy.

## VIII Acknowledgments

I am grateful to Jacek Dziarmaga, Krzysztof Sacha, Jakub Zakrzewski and George Zweig for many stimulating discussions. Work supported by KBN grant 5 P03B 088 21.

## Appendix A Appendix: Estimate of $`\lambda _{min}`$

The direct calculation of $`\lambda _{min}`$ is hard. What can be done without much effort is the prediction of the general form of the expression for this quantity. The first step is the observation that since each matrix element of $`S`$ is a sum of $`K`$ exponents as in (4) then $`S`$ can be written as a sum of $`K`$ matrices $`S=S_1+S_2+\mathrm{}+S_K`$, where each matrix $`S_k`$ depends only on one frequency $`\omega _k`$. Matrix $`S_k`$ is Hermitian and has only one nonzero eigenvalue $`N`$ and corresponding eigenvector $`|s_k=[1,e^{i\omega _k\delta t},e^{i\omega _k2\delta t},\mathrm{},e^{i\omega _k(N1)\delta t}]/\sqrt{N}`$. Eigenvectors $`|s_k`$ form a nonorthogonal basis. Lets construct a $`K\times N`$ matrix $`R`$ by filing its rows with vectors $`|s_k`$. Eigenvalues of $`RR^{}`$ multiplied by $`N`$ give the all nonzero eigenvalues of $`S`$. The characteristic equation for eigenvalues of $`RR^{}`$

$$a_K(\lambda /N)^K+\mathrm{}+a_1(\lambda /N)+\text{det}(RR^{})=0$$

can be expanded at $`\lambda =0`$ to the first order to give an estimate for the smallest eigenvalue

$$\frac{\lambda _{min}}{NK}\frac{\text{det}(RR^{}/K)}{a_1}.$$

The matrix $`RR^{}`$ above is conveniently divided by $`K`$ to normalize its trace to unity. For $`N=K`$ matrix $`R`$ becomes square and $`\text{det}(R)(\mathrm{\Omega }T)^{K(K1)/2}`$ for $`\mathrm{\Omega }T1`$. Therefore, $`\text{det}(RR^{}/K)(c_1\mathrm{\Omega }T)^{K(K1)}`$. The parameter $`a_1`$ is given by sum of minors of $`RR^{}/K`$ and $`a_1(c_2\mathrm{\Omega }T)^{(K1)(K2)}`$. $`c_1`$ and $`c_2`$ are functions of normalized frequencies $`\omega _k/\mathrm{\Omega }`$. Similar approximations are obtained if $`N>K`$. All calculations are summarized by the estimate (11).