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# A combined analysis of short-baseline neutrino experiments in the (3+1) and (3+2) sterile neutrino oscillation hypotheses

## I INTRODUCTION

There currently exist three experimental signatures for neutrino oscillations. The two signatures seen originally in solar and atmospheric neutrinos have been verified by several experiments, including experiments carried out with accelerator and nuclear reactor sources. The results on atmospheric neutrinos can be explained by $`\nu _\mu `$ disappearance due to oscillations , while those on solar neutrinos can be explained by $`\nu _e`$ oscillations . The third signature is $`\overline{\nu }_e`$ appearance in a $`\overline{\nu }_\mu `$ beam, observed by the short-baseline, accelerator-based LSND experiment at Los Alamos . This signature is strong from a statistical point of view, being a 3.8$`\sigma `$ excess, but further confirmation by an independent experiment is necessary. The MiniBooNE experiment at Fermilab will be able to confirm or refute the LSND signature in the near future, with an experimental setup providing different systematics and higher statistics than LSND .
Taken at face value, the three experimental signatures point to three independent mass splittings. Three neutrino masses do not appear to be able to explain all of the three signatures  (see, however, ). One way to solve this puzzle is to introduce different mass spectra for the neutrino and antineutrino sector, thereby requiring CPT-violation but no extra neutrino generations . Another possibility is to add additional neutrinos with no standard weak couplings, often called “sterile neutrinos”.
In this paper we assume CPT- and CP-invariance, and we explore the possibility of adding one or two neutrino generations beyond the three active flavors assumed by the Standard Model. We focus on extensions of the neutrino sector where the addition of fourth and fifth mass eigenstates are responsible for the high $`\mathrm{\Delta }m^2`$ LSND oscillations, and the three lower mass states explain solar and atmospheric oscillations. When only one sterile neutrino is added, these models are labelled as (3+1). The flavor content of the four neutrino mass eigenstates for these models is schematically shown in Fig. 1a. The (3+1) hierarchy in Fig. 1a is as opposed to the (2+2) hierarchy, where the solar and atmospheric mass splittings are separated from each other by the LSND $`\mathrm{\Delta }m^2`$. The (2+2) models require a different global analysis from the one discussed in this paper. The simplest (2+2) models appear to be only marginally consistent with neutrino oscillations data , even though more general (2+2) mass and mixing scenarios might represent a viable solution to explain solar, atmospheric, and LSND oscillations .

The (3+1) models are motivated by the criterion of simplicity in physics, introducing the most minimal extension to the Standard Model that explains the experimental evidence. However, theories invoking sterile neutrinos to explain the origin of neutrino masses do not necessarily require only one sterile neutrino. Indeed, many popular realizations of the see-saw mechanism introduce three right-handed neutrino fields . In particular, (3+2) neutrino mass and mixing models can be obtained in several see-saw mechanisms . From the phenomenological point of view, it is our opinion that two- and three-sterile neutrino models should also be considered and confronted with existing experimental results. In this paper, we consider the results from the short-baseline experiments Bugey , CCFR84 , CDHS , CHOOZ , KARMEN , LSND , and NOMAD , and examine how well (3+1) and (3+2) models agree with data. A schematic diagram for (3+2) models is shown in Fig. 1b. We do not consider (3+3) models in this paper. From our initial studies, we believe that the phenomenology of a (3+3) model is similar to a (3+2) model.
The paper is organized as follows. In Section II, we specify the neutrino oscillations formalism used in this analysis to describe (3+1) and (3+2), short-baseline, oscillations. In Section III and IV, we present the results obtained for the (3+1) and (3+2) models, respectively. For both models, we first derive the level of compatibility between the null short-baseline (NSBL) experiments and LSND. Second, we perform a combined analysis of all seven short-baseline experiments (including LSND) to derive the preferred regions in neutrino mass and mixing parameter space. In Section V, we discuss four statistical tests to compare the (3+1) and (3+2) hypotheses. In Section VI, we briefly mention other experimental constraints on (3+1) and (3+2) models. In Appendix A, we describe the physics and statistical assumptions used in the analysis to describe the short-baseline experiments.

## II NEUTRINO OSCILLATIONS FORMALISM

Under the assumptions of CP- and CPT-invariance, the probability for a neutrino, produced with flavor $`\alpha `$ and energy $`E`$, to be detected as a neutrino of flavor $`\beta `$ after travelling a distance $`L`$, is :

$$P(\nu _\alpha \nu _\beta )=\delta _{\alpha \beta }4\underset{j>i}{\overset{n}{}}U_{\alpha ,j}U_{\beta ,j}U_{\alpha ,i}U_{\beta ,i}\mathrm{sin}^2x_{ji}$$
(1)
where $`\alpha =e,\mu ,\tau ,s`$ ($`s`$ being the sterile flavor); $`U`$ is the unitary neutrino mixing matrix; $`x_{ji}1.27\mathrm{\Delta }m_{ji}^2L/E`$; $`\mathrm{\Delta }m_{ji}^2m_j^2m_i^2`$; and $`n`$ is the number of neutrino generations. Neglecting CP-violating phases, there are in general $`(n1)`$ independent mass splittings, and $`n^2nn(n1)/2`$ independent mixing matrix elements. The situation simplifies considerably by considering short-baseline (SBL) data only. In this case, it is a good approximation to assume $`x_{21}=x_{32}=0`$, and only $`(n3)`$ independent mass splittings are present. Moreover, given the set of SBL experiments considered, the number of mixing matrix elements probed is only $`2(n3)`$, as we show now for the (3+1) and (3+2) cases.
For (3+1) models, $`n`$=4, and only one mass splitting $`\mathrm{\Delta }m^2\mathrm{\Delta }m_{41}^2\mathrm{\Delta }m_{42}^2\mathrm{\Delta }m_{43}^2`$ appears in the oscillation formula: this is sometimes referred to as to the “quasi-two-neutrino approximation”, or “one mass scale dominance” . Using the unitarity properties of the mixing matrix, we can rewrite Eq. 1 for (3+1) models in a more convenient way:

$$P(\nu _\alpha \nu _\beta )=\delta _{\alpha \beta }4U_{\alpha 4}U_{\beta 4}(\delta _{\alpha \beta }U_{\alpha 4}U_{\beta 4})\mathrm{sin}^2x_{41}$$
(2)
which depends on the mass splitting ($`\mathrm{\Delta }m_{41}^2`$) and mixing parameters ($`U_{\alpha 4},U_{\beta 4}`$) of the fourth generation only. Since the two-neutrino approximation is satisfied in the (3+1) case, we can express Eq. 2 in the usual forms:

$$P(\nu _\alpha \nu _\beta )=\mathrm{sin}^22\theta _{\alpha \beta }\mathrm{sin}^2x_{41},\alpha \beta $$
(3)
$$P(\nu _\alpha \nu _\alpha )=1\mathrm{sin}^22\theta _{\alpha \alpha }\mathrm{sin}^2x_{41}$$
(4)
where Eq. 3 applies to an oscillation appearance measurement, Eq. 4 to a disappearance measurement.
In this paper, we use the data from the Bugey, CCFR84, CDHS, CHOOZ, KARMEN, LSND, and NOMAD experiments. Bugey and CHOOZ data constrain $`\overline{\nu }_e`$ disappearance; CCFR84 and CDHS data constrain $`\nu _\mu `$ disappearance; and KARMEN, LSND, and NOMAD data constrain $`\overline{\nu }_\mu \overline{\nu }_e`$ oscillations. Therefore, from Eqs. 2,3, and 4, the experiments constrain the following combinations of (3+1) mixing parameters:

* Bugey, CHOOZ: $`\mathrm{sin}^22\theta _{ee}4U_{e4}^2(1U_{e4}^2)`$;
* CCFR84, CDHS: $`\mathrm{sin}^22\theta _{\mu \mu }4U_{\mu 4}^2(1U_{\mu 4}^2)`$;
* KARMEN, LSND, NOMAD: $`\mathrm{sin}^22\theta _{\mu e}4U_{e4}^2U_{\mu 4}^2`$.

In (3+1) models, the tension between the experimental results comes about because Bugey, CHOOZ, CCFR84, CDHS, KARMEN, and NOMAD limit the two independent mixing matrix parameters $`U_{e4}`$ and $`U_{\mu 4}`$ to be small, whereas LSND demands nonzero values.
In (3+2) models, we introduce two sterile neutrinos. Using Eq. 1 and the unitarity of the mixing matrix, the (3+2) neutrino oscillation probability formula can be written:

$`P(\nu _\alpha \nu _\beta )=\delta _{\alpha \beta }4[(\delta _{\alpha \beta }U_{\alpha 4}U_{\beta 4}U_{\alpha 5}U_{\beta 5})(U_{\alpha 4}U_{\beta 4}\mathrm{sin}^2x_{41}+U_{\alpha 5}U_{\beta 5}\mathrm{sin}^2x_{51})+U_{\alpha 4}U_{\alpha 5}U_{\beta 4}U_{\beta 5}\mathrm{sin}^2x_{54}]=`$
$`=\delta _{\alpha \beta }+4[U_{\alpha 4}^2(U_{\beta 4}^2\delta _{\alpha \beta })\mathrm{sin}^2x_{41}+U_{\alpha 5}^2(U_{\beta 5}^2\delta _{\alpha \beta })\mathrm{sin}^2x_{51}+U_{\alpha 4}U_{\beta 4}U_{\alpha 5}U_{\beta 5}(\mathrm{sin}^2x_{41}+\mathrm{sin}^2x_{51}\mathrm{sin}^2x_{54})]`$ (5)
which in our case depends on two independent mass splittings ($`\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2`$) and four independent mixing matrix parameters ($`U_{\alpha 4},U_{\alpha 5},`$ with $`\alpha =e,\mu `$). Eq. 2 can be recovered from Eq. 5 by requiring $`U_{\alpha 5}=U_{\beta 5}=0`$. In (3+2) models, the quasi-two-neutrino-approximation is not valid, since there are three distinct $`\mathrm{\Delta }m^2`$ values contributing in the oscillation formula: $`\mathrm{\Delta }m_{41}^2`$, $`\mathrm{\Delta }m_{51}^2`$, and $`\mathrm{\Delta }m_{54}^2`$, and therefore three distinct oscillation amplitudes: $`(\mathrm{sin}^22\theta _{\alpha \beta })_{41}`$, $`(\mathrm{sin}^22\theta _{\alpha \beta })_{51}`$, and $`(\mathrm{sin}^22\theta _{\alpha \beta })_{54}`$.
We now comment on the Monte Carlo method used to apply the above oscillation formalism to the analyses presented in this paper. We require the neutrino mass splittings to be in the range $`0.1\text{eV}^2\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2100\text{eV}^2`$, with $`\mathrm{\Delta }m_{51}^2\mathrm{\Delta }m_{41}^2`$. Each mass splitting range is analyzed over a 200 point grid, uniformly in $`\mathrm{log}_{10}\mathrm{\Delta }m^2`$. In Section VI, we briefly discuss why large mass splittings are not necessarily in contradiction with cosmological (and other) data. The values of the mixing parameters, $`U_{e4}`$, $`U_{\mu 4}`$, $`U_{e5}`$, and $`U_{\mu 5}`$, are randomly generated over a four-dimensional space satisfying the four requirements: $`U_{ei}^2+U_{\mu i}^20.5`$, $`U_{\alpha 4}^2+U_{\alpha 5}^20.5`$, where: $`i=4,5`$, $`\alpha =e,\mu `$. These four inequalities are introduced to account for the fact that large electron and muon flavor fractions in the fourth and fifth mass eigenstates are not allowed by solar and atmospheric neutrino data. In principle, since the CDHS constraint on $`\nu _\mu `$ disappearance vanishes for $`\mathrm{\Delta }m^20.3\text{eV}^2`$, as shown in Appendix A, the upper limit on $`\nu _\mu `$ disappearance from atmospheric neutrino experiments above the atmospheric $`\mathrm{\Delta }m^2`$ should be considered instead. In this paper, we do not reconstruct the likelihood for atmospheric data that would give the exclusion region for $`\nu _\mu `$ disappearance in the range $`\mathrm{\Delta }m_{atm}^2\mathrm{\Delta }m^2<0.3\text{eV}^2`$. However, the effect that the atmospheric constraints would have on our results is expected to be small. For example, in Ref. , Bilenky et al. use the atmospheric up-down asymmetry to derive the upper limit $`U_{\mu 4}^2<0.55`$ at 90% CL for (3+1) models, which is satisfied by our initial requirements $`U_{e4}^2+U_{\mu 4}^2<0.5,U_{\mu 4}^2+U_{\mu 5}^2<0.5`$. A more recent analysis  of atmospheric neutrino data using the full zenith angle distribution provides a tighter constraint on $`\mathrm{sin}^2\theta _{\mu \mu }`$ than the one given in Ref. ; the impact of this additional constraint on our SBL analysis is discussed in Sections III and VI. Finally, from Eqs. 2, it is clear that the relative sign of both $`U_{e4}`$ and $`U_{\mu 4}`$ cannot be inferred in (3+1) oscillations. Similarly, from Eq. 5, the only physically observable relative sign between mixing parameters in CP-conserving (3+2) models is $`sign(U_{e4}U_{\mu 4}U_{e5}U_{\mu 5})`$; therefore, this is the only sign related to mixing parameters that we randomly generate in the analysis.
Throughout the paper, we make use of the Gaussian approximation in determining allowed regions in parameter space. In general, this means that the regions of quoted confidence level are the ones enclosed by contours of constant $`\chi ^2`$ values, whose differences with respect to the best-fit $`\chi ^2`$ value depend on the number of free parameters in the model . In the text, we use the symbol $`\delta `$ to denote the values of the confidence levels derived in this way. As pointed out in , this approach should be considered approximate, as it may provide regions in parameter space of both higher and lower confidence than the one quoted. Regions of higher confidence than the quoted value may result from the presence of highly correlated parameters. Regions of lower confidence may result from the presence of fast oscillatory behavior of the oscillation probability formula, Eq. 1.

## III RESULTS FOR (3+1) MODELS

This section, like the next one on (3+2) models, consists of two parts. First, we quantify the statistical compatibility between the NSBL and LSND results, following a method described in , originally proposed to establish the compatibility between the LSND and KARMEN results. Second, we perform a combined analysis of the NSBL and LSND datasets, to obtain the favored regions in neutrino mass and mixing parameter space.

### III.1 Statistical compatibility between NSBL and LSND

Many analyses of the NSBL experiments within (3+1) models have concluded that the allowed LSND region is largely excluded . Here, we repeat this study with two purposes. First, we use this study to give context to our discussion of the basic model and techniques which will be expanded in later sections. Second, we demonstrate that our fit, which forms the basis of our new results for (3+2) models, reproduces the expected (3+1) exclusion region. For a discussion of the physics and statistical assumptions used to describe the short-baseline experiments used in the analysis, the reader should refer to Appendix A.

In this section, the NSBL and LSND datasets are analyzed separately, providing two independent allowed regions in $`(\mathrm{sin}^22\theta _{\mu e},\mathrm{\Delta }m^2)`$ space. The level of statistical compatibility between the two datasets can be determined by studying to what degree the two allowed regions overlap, as will be quantified later in this section.
For each randomly generated (3+1) model, we calculate the values for the $`\chi ^2`$ functions $`\chi _{\text{NSBL}}^2`$ and $`\chi _{\text{LSND}}^2`$, where $`\chi _{\text{NSBL}}^2`$ is defined as:

$$\chi _{\text{NSBL}}^2\chi _{\text{Bugey}}^2+\chi _{\text{CHOOZ}}^2+\chi _{\text{CCFR84}}^2+\chi _{\text{CDHS}}^2+\chi _{\text{KARMEN}}^2+\chi _{\text{NOMAD}}^2$$
(6)
For the analysis described in this section, the NSBL and LSND allowed regions are obtained using two different algorithms, reflecting the fact that the NSBL dataset provides upper limits on oscillations, while the LSND dataset points to non-null oscillations.
The NSBL allowed regions at various confidence levels $`\delta _{\text{NSBL}}`$ are obtained via a raster scan algorithm . Let $`\chi _{\text{NSBL}}^2`$ be the $`\chi ^2`$ value for the particular model and $`(\chi _{\text{NSBL}}^2)_{\text{min},\mathrm{\Delta }m^2}`$ be the minimum $`\chi ^2`$ for the $`\mathrm{\Delta }m^2`$ value considered. For example, our quoted 95% CL upper limit on $`\mathrm{sin}^22\theta _{\mu e}`$ is given by the maximum value for the product $`4U_{e4}^2U_{\mu 4}^2`$ chosen among the models which satisfy the inequality $`\chi _{\text{NSBL}}^2(\chi _{\text{NSBL}}^2)_{\text{min},\mathrm{\Delta }m^2}<5.99`$. The value of 5.99 units of $`\chi ^2`$ is chosen because there are two free parameters $`U_{e4}`$, $`U_{\mu 4}`$ for (3+1) models with fixed $`\mathrm{\Delta }m^2`$. We note that even for the NSBL dataset, the parameters $`U_{e4}`$, $`U_{\mu 4}`$ can be correlated, since the KARMEN and NOMAD results probe a combination of the two parameters.
The LSND allowed regions at various confidence levels $`\delta _{\text{LSND}}`$ are obtained via a global scan algorithm . For example, for $`\delta _{\text{LSND}}=0.95`$ we require $`\chi _{\text{LSND}}^2(\chi _{\text{LSND}}^2)_{\text{min}}<5.99`$, where $`(\chi _{\text{LSND}}^2)_{\text{min}}`$ is now the global LSND $`\chi ^2`$ minimum value, considering all possible $`\mathrm{\Delta }m^2`$ values. The LSND allowed region is computed for two free parameters as for the NSBL case, but the parameters are now $`\mathrm{\Delta }m^2`$ and $`U_{\mu 4}U_{e4}`$, as opposed to $`U_{\mu 4}`$ and $`U_{e4}`$. Compared to the NSBL case, the number of free parameters is reduced by one because the LSND $`\overline{\nu }_\mu \overline{\nu }_e`$ search only probes the product $`U_{\mu 4}U_{e4}`$ and not the two mixing matrix elements individually, and it is increased by one because the allowed region is now obtained by scanning over all possible $`\mathrm{\Delta }m^2`$ values.
The regions allowed in $`(\mathrm{sin}^22\theta _{\mu e},\mathrm{\Delta }m^2)`$ parameter space by both the NSBL and LSND datasets are shown in Fig. 2a. The NSBL allowed regions shown are 2-dimensional projections of 3-dimensional allowed regions in $`(\mathrm{\Delta }m^2,U_{e4},U_{\mu 4})`$ space. The NSBL results alone allow the regions to the left of the solid grey, dotted black, and solid black lines in the Fig. 2a, at a confidence level $`\delta _{\text{NSBL}}=0.90,0.95,0.99,`$ respectively. In Fig. 2a, the $`\delta _{LSND}=0.90,0.95,0.99`$ CL allowed regions obtained by our analysis for LSND data are also shown, as dark grey shaded, light grey shaded, and white areas, respectively. We find no overlap between the two individual 95% CL allowed regions; on the other hand, there is overlap between the two 99% CL regions.
Fig. 2b shows the same (3+1) allowed regions as Fig. 2a but in the $`(p_{\text{LSND}},\mathrm{\Delta }m^2)`$ plane, where $`p_{\text{LSND}}`$ is defined as the $`\nu _\mu \nu _e`$ oscillation probability averaged over the LSND $`L/E`$ distribution:

$$p_{LSND}P(\nu _\mu \nu _e)$$
(7)
where $`P(\nu _\mu \nu _e)`$ is given by Eq. 1 for $`\alpha =\mu ,\beta =e`$, and is a function of all the mass and mixing parameters of the oscillation model under consideration. This has the obvious disadvantage of being a quantity dependent upon the specifics of a certain experiment, as opposed to a universal variable such as $`\mathrm{sin}^22\theta _{\mu e}=4U_{\mu 4}^2U_{e4}^2`$. However, $`p_{\text{LSND}}`$ has the advantage of being unambiguously defined for any number of neutrino generations, and thus is useful in discussing (3+2) models later in this paper. As stated previously, the oscillation probability estimator $`\mathrm{sin}^22\theta _{\mu e}=4U_{\mu 4}^2U_{e4}^2`$ cannot be used when more than one $`\mathrm{\Delta }m^2`$ value affects the oscillation probability, as is the case for (3+2) models. A second advantage of using $`p_{\text{LSND}}`$ instead of $`\mathrm{sin}^22\theta _{\mu e}`$ as the oscillation probability estimator, is that the allowed values for $`p_{\text{LSND}}`$ inferred from the LSND result tend to be almost $`\mathrm{\Delta }m^2`$-independent (see grey-shaded areas in Fig. 2b), as expected for an almost pure counting experiment such as LSND. The oscillation probability reported by the LSND collaboration  is $`p_{\text{LSND}}=(0.264\pm 0.067\pm 0.045)\%`$, and agrees well with our result of Fig. 2b.
Fig. 2c shows the values for $`(\chi _{\text{NSBL}}^2)_{\text{min}}`$ as a function of $`\mathrm{\Delta }m^2`$. The number of degrees of freedom is 143. As discussed in Appendix A, the dip in $`(\chi _{\text{NSBL}}^2)_{\text{min}}`$ at $`\mathrm{\Delta }m^20.9\text{eV}^2`$ is due to Bugey data preferring $`U_{e4}0`$ values, while the minimum at $`\mathrm{\Delta }m^21030\text{eV}^2`$ is due to CDHS (mostly) and CCFR84 data, preferring $`U_{\mu 4}0`$ values. The $`\chi ^2`$ value for no oscillations, $`(\chi _{\text{NSBL}}^2)_{\text{no osc}}=132.2`$, is the largest $`\chi ^2`$ value in Fig. 2c; this means that the choice of parameters $`U_{e4}=U_{\mu 4}=0`$ provides the best-fit to NSBL data, for the $`\mathrm{\Delta }m^2`$ values satisfying the condition $`(\chi _{\text{NSBL}}^2)_{\text{min}}=(\chi _{\text{NSBL}}^2)_{\text{no osc}}`$. Note that the $`\mathrm{\Delta }m^20.9\text{eV}^2`$, $`\mathrm{\Delta }m^21030\text{eV}^2`$ dips in $`\chi _{\text{NSBL}}^2`$ are consistent with $`U_{e4}U_{\mu 4}=0`$, and therefore with $`\mathrm{sin}^22\theta _{\mu e}=p_{\text{LSND}}=0`$, but give better fits than the no-oscillations hypothesis, $`U_{e4}=U_{\mu 4}=0`$. In other words, the goodness of fit for the $`\mathrm{sin}^22\theta _{\mu e}=p_{\text{LSND}}=0`$ region depends on the $`\mathrm{\Delta }m^2`$ value considered.
Similarly, Fig. 2d shows the values for $`(\chi _{\text{LSND}}^2)_{\text{min}}`$ as a function of $`\mathrm{\Delta }m^2`$, used to obtain the LSND allowed regions drawn in Figs. 2a, 2b.

We now present a slightly different approach to determine the statistical compatibility between the NSBL and LSND datasets in (3+1) models, which will prove useful in comparing the (3+1) and (3+2) hypotheses.
In Fig. 3, we show the values for the $`\chi ^2`$ differences $`\mathrm{\Delta }\chi _{\text{NSBL}}^2`$, $`\mathrm{\Delta }\chi _{\text{LSND}}^2`$, as well as the corresponding confidence levels $`\delta _{\text{NSBL}}`$, $`\delta _{\text{LSND}}`$, as a function of the LSND oscillation probability. The curves are for the set of (3+1) models with the neutrino mass splitting $`\mathrm{\Delta }m^2`$ fixed to the best-fit value obtained in a combined NSBL+LSND analysis (see Section III.2), $`\mathrm{\Delta }m^2=0.92\text{eV}^2`$, and mixing matrix elements $`U_{\mu 4}`$, $`U_{e4}`$ treated as free parameters. The value for $`\mathrm{\Delta }m^2`$ is chosen in this way because it represents to a good approximation the value for which one expects the best compatibility between the two datasets, as can also be seen in Fig. 2b. In Fig. 3a, we map the $`(U_{e4},U_{\mu 4})`$ allowed space into an the $`(p_{\text{LSND}},\chi _{\text{NSBL}}^2)`$, $`(p_{\text{LSND}},\chi _{\text{LSND}}^2)`$ spaces. For any given value of $`p_{\text{LSND}}`$, the minima for the $`\chi _{\text{NSBL}}^2`$ and $`\chi _{\text{LSND}}^2`$ functions are found in the two ($`U_{e4}`$, $`U_{\mu 4}`$) and one ($`U_{e4}U_{\mu 4}`$) free parameters available, respectively. The process is repeated for several $`p_{\text{LSND}}`$ values, and the collection of these minima for all values of $`p_{\text{LSND}}`$ give the two curves in Fig. 3a. The individual confidence levels $`\delta _{\text{NSBL}}`$, $`\delta _{\text{LSND}}`$, shown in Fig. 3b, are obtained from $`\mathrm{\Delta }\chi _{\text{NSBL}}^2`$, $`\mathrm{\Delta }\chi _{\text{LSND}}^2`$ in the usual way, by assuming one and two free parameters for the LSND and NSBL datasets, respectively.
We now address how to extract areas in parameter space of a given combined confidence $`\delta `$ from two independent experimental constraints, in our case obtained via the NSBL and LSND datasets, without assuming statistical compatibility a priori. The most straightforward way (described, for example, in ) is to assign a confidence level $`\delta =\delta _{\text{NSBL}}(\delta _{\text{LSND}}+(1\delta _{\text{LSND}})/2)`$ to the overlapping part (if any) between the two separate allowed regions in parameter space which are found with the constraint $`\delta _{\text{NSBL}}=\delta _{\text{LSND}}`$. The extra factor $`(1\delta _{\text{LSND}})/2`$ is due to the fact that the LSND allowed region in the oscillation probability is two-sided, and overlap with the NSBL result on the same probability is obtained only for downward fluctuations in the LSND result, and not for upward ones.
From Fig. 3b, we find overlapping allowed ranges in $`p_{\text{LSND}}`$ for $`1\delta _{\text{NSBL}}=1\delta _{\text{LSND}}2.4\%`$. We conclude that, in (3+1) models, the LSND and NSBL datasets are incompatible at a combined confidence of $`\delta 96.4\%`$. In our opinion, this value does not support any conclusive statements against the statistical compatibility between NSBL and LSND data in (3+1) models, although it represents poor agreement between the two datasets. The reader should also refer to Section V.4, where a different method to quantify the compatibility between the NSBL and LSND results is discussed. Future short-baseline constraints on $`\nu _\mu \nu _e`$ appearance, as well as on $`\nu _\mu `$ and $`\nu _e`$ disappearance, should be able to definitively establish whether (3+1) models are a viable solution to explain the LSND signal.

### III.2 Combined NSBL+LSND analysis

The second analysis we perform is a combined NSBL+LSND analysis, with the purpose of obtaining the (3+1) allowed regions in parameter space, in both $`(\mathrm{sin}^22\theta _{\mu e},\mathrm{\Delta }m^2)`$ and $`(p_{\text{LSND}},\mathrm{\Delta }m^2)`$ space. A combined analysis of this sort assumes statistically compatible results. In Section III.1, we have shown that the LSND and NSBL results are marginally compatible, for (3+1) models. In the following, we refer to the NSBL+LSND dataset as the short-baseline (SBL) dataset, and we construct the $`\chi ^2`$ function:

$$\chi _{\text{SBL}}^2\chi _{\text{NSBL}}^2+\chi _{\text{LSND}}^2$$
(8)
where the two contributions $`\chi _{\text{NSBL}}^2`$ and $`\chi _{\text{LSND}}^2`$ are now simultaneously minimized with respect to the same set of three oscillation parameters $`\mathrm{\Delta }m^2`$, $`U_{e4}`$, $`U_{\mu 4}`$.

Figs. 4a and 4b show the 90%, 95%, and 99% CL 3-dimensional allowed regions in $`(\mathrm{\Delta }m^2,U_{e4},U_{\mu 4})`$ projected onto the $`(\mathrm{sin}^22\theta _{\mu e},\mathrm{\Delta }m^2)`$ and $`(p_{\text{LSND}},\mathrm{\Delta }m^2)`$ 2-dimensional regions, respectively, from the combined (3+1) analysis of SBL data. In this combined analysis, we use the same Monte Carlo method described in Section III.1. We define the allowed regions in parameter space by performing a global scan. For example, the 95% CL allowed region in the three-dimensional space $`(\mathrm{\Delta }m^2,U_{e4},U_{\mu 4})`$ is obtained by requiring $`\chi _{\text{SBL}}^2(\chi _{\text{SBL}}^2)_{\text{min}}<7.82`$, where $`(\chi _{\text{SBL}}^2)_{\text{min}}`$ is the global minimum $`\chi ^2`$ value. Fig. 4c shows the minimum $`\chi _{\text{SBL}}^2`$ values obtained in the combined fit, as a function of $`\mathrm{\Delta }m^2`$. Of course, the $`\chi _{\text{SBL}}^2`$ values shown in Fig. 4c for any given $`\mathrm{\Delta }m^2`$ value are larger than the sum of the two contributions $`\chi _{\text{NSBL}}^2`$, $`\chi _{\text{LSND}}^2`$, shown in Figs. 2c,d for the same $`\mathrm{\Delta }m^2`$ value, since the latter were separately minimized with respect to the oscillation parameters. Similarly, Figs. 5a and 5b show the projections of the 90%, 95%, and 99% CL allowed regions in $`(\mathrm{\Delta }m^2,U_{e4},U_{\mu 4})`$ onto the $`(\mathrm{sin}^22\theta _{ee},\mathrm{\Delta }m^2)`$ and $`(\mathrm{sin}^22\theta _{\mu \mu },\mathrm{\Delta }m^2)`$ space, respectively, from the combined (3+1) analysis of SBL data. The zenith angle distribution of atmospheric muon neutrinos provides a constraint to $`\mathrm{sin}^2\theta _{\mu \mu }`$ that is not included in this SBL analysis; mixings to the right of the dashed vertical line in Fig.5b are excluded at 90% CL by atmospheric neutrino results . The global $`\chi ^2`$ minimum is $`\chi _{\text{SBL}}^2`$=144.9 (148 d.o.f.). This $`\chi ^2`$ value indicates an acceptable fit, assuming that the goodness-of-fit statistic follows the standard $`\chi ^2`$ p.d.f. ; for an alternative goodness-of-fit test, the reader should refer to Section V.4. The individual NSBL and LSND contributions to the $`\chi ^2`$ minimum are $`\chi _{\text{NSBL}}^2`$=137.3 and $`\chi _{\text{LSND}}^2`$=7.6, respectively. This best-fit point corresponds to the mass and mixing parameters $`\mathrm{\Delta }m^2=0.92\text{eV}^2`$, $`U_{e4}=0.136`$, $`U_{\mu 4}=0.205`$.

## IV RESULTS FOR (3+2) MODELS

### IV.1 Statistical compatibility between NSBL and LSND

Having introduced the relevant oscillation probability formula in Eq. 5, and the statistical estimator $`p_{\text{LSND}}`$ to compare the NSBL and LSND results in Section III.1, we can now quantitatively address the statistical compatibility between the NSBL and LSND datasets under the (3+2) hypothesis.
Ideally, we would like to determine the NSBL upper limit for $`p_{\text{LSND}}`$, for all possible combinations of the mass parameters $`\mathrm{\Delta }m_{41}^2`$, $`\mathrm{\Delta }m_{51}^2`$. This entails performing a scan equivalent to the one described in the (3+1) case as a function of $`\mathrm{\Delta }m_{41}^2`$, shown in Fig. 2. In practice, the CPU-time requirements to pursue this route were prohibitive.
An easier problem to tackle is to determine the statistical compatibility between the NSBL and LSND datasets only for the (3+2) models with mass splittings $`\mathrm{\Delta }m_{41}^2`$, $`\mathrm{\Delta }m_{51}^2`$ fixed to their best-fit values, as obtained by the combined NSBL+LSND analysis that we present in Section IV.2. In sections III.1 and III.2, we have demonstrated that, at least for (3+1) models, this choice is a good approximation for the best possible statistical compatibility (see Figs. 2 and 4).

In Fig. 6, we show the behavior of the $`\chi ^2`$ values $`\mathrm{\Delta }\chi _{\text{NSBL}}^2`$ and $`\mathrm{\Delta }\chi _{\text{LSND}}^2`$, and of the confidence levels $`\delta _{\text{NSBL}}`$ and $`\delta _{\text{LSND}}`$, as a function of $`p_{\text{LSND}}`$, for the set of (3+2) models satisfying the requirements $`\mathrm{\Delta }m_{41}^2=0.92\text{eV}^2`$, $`\mathrm{\Delta }m_{51}^2=22\text{eV}^2`$. By analogy with Fig. 3, we map the four-dimensional space $`(U_{e4},U_{\mu 4},U_{e5},U_{\mu 5})`$ into the two-dimensional spaces $`(p_{\text{LSND}},\chi _{\text{NSBL}}^2)`$ and $`(p_{\text{LSND}},\chi _{\text{NSBL}}^2)`$, and we plot the minimum $`\chi ^2`$ values obtained for any given value of $`p_{\text{LSND}}`$. The confidence levels shown in Fig. 6b are obtained from Fig. 6a considering the four free parameters ($`U_{e4}`$, $`U_{\mu 4}`$, $`U_{e5}`$, $`U_{\mu 5}`$) in the $`\chi _{\text{NSBL}}^2`$ minimization process, and the two free parameters ($`U_{e4}U_{\mu 4}`$, $`U_{e5}U_{\mu 5}`$) for $`\chi _{\text{LSND}}^2`$.
From Fig. 6b, we find that, in (3+2) models, the NSBL and LSND datasets are incompatible at an individual confidence level of $`\delta _{\text{NSBL}}=\delta _{\text{LSND}}=10.215=78.5\%`$, and at a combined confidence level $`\delta =\delta _{\text{NSBL}}(\delta _{\text{LSND}}+(1\delta _{\text{LSND}})/2)=70.0\%`$. Fig. 6 should be compared to Fig. 3, obtained for (3+1) models. A detailed comparison of the (3+1) and (3+2) hypotheses is presented in Section V.

### IV.2 Combined NSBL+LSND analysis

We now turn to a combined analysis of the NSBL and LSND results in (3+2) models, assuming statistical compatibility between the two datasets. The purpose of this combined analysis is to obtain the allowed regions in the mass parameter space $`(\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2)`$, regardless of the simultaneous values for the mixing parameters. Results will be shown for $`\mathrm{\Delta }m_{51}^2\mathrm{\Delta }m_{41}^2`$; the case $`\mathrm{\Delta }m_{41}^2>\mathrm{\Delta }m_{51}^2`$ can be obtained by simply interchanging $`\mathrm{\Delta }m_{41}^2`$ with $`\mathrm{\Delta }m_{51}^2`$. The 95% CL allowed region is defined as the $`(\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2)`$ for which $`\chi _{\text{SBL}}^2(\chi _{\text{SBL}}^2)_{min}<5.99`$, where $`(\chi _{\text{SBL}}^2)_{min}`$ is the absolute $`\chi ^2`$ minimum for all $`(\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2)`$ values. In the minimization procedure, the mixing matrix elements $`U_{e4}`$, $`U_{\mu 4}`$, $`U_{e5}`$, $`U_{\mu 5}`$, are treated as free parameters.

Fig. 7 shows the 90% and 99% CL allowed regions in $`(\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2)`$ space obtained in the combined (3+2) analysis. In light of the (3+1) analysis shown in previous sections, the result is not surprising, pointing to favored masses in the range $`\mathrm{\Delta }m_{41}^20.9\text{eV}^2`$, $`\mathrm{\Delta }m_{51}^21040\text{eV}^2`$, at 90% CL. At 99% CL, the allowed region extends considerably, and many other $`(\mathrm{\Delta }m_{41}^2,\mathrm{\Delta }m_{51}^2)`$ combinations appear. The best-fit model ($`\chi _{\text{SBL}}^2`$=135.9, 145 d.o.f.) is described by the following set of parameters: $`\mathrm{\Delta }m_{41}^2=0.92\text{eV}^2`$, $`U_{e4}=0.121`$, $`U_{\mu 4}=0.204`$, $`\mathrm{\Delta }m_{51}^2=22\text{eV}^2`$, $`U_{e5}=0.036`$, and $`U_{\mu 5}=0.224`$. We note here that the best-fit is not obtained for fourth and fifth mass eigenstates with degenerate masses, that is for $`\mathrm{\Delta }m_{41}^2\mathrm{\Delta }m_{51}^2`$. The best-fit model we found for sub-eV neutrino masses is: $`\mathrm{\Delta }m_{41}^2=0.46\text{eV}^2`$, $`U_{e4}=0.090`$, $`U_{\mu 4}=0.226`$, $`\mathrm{\Delta }m_{51}^2=0.89\text{eV}^2`$, $`U_{e5}=0.125`$, $`U_{\mu 4}=0.160`$, corresponding to $`\chi _{\text{SBL}}^2`$=141.5 (145 d.o.f.).

## V  Comparing the (3+1) and (3+2) fits to SBL data

In this section, we discuss four statistical tests that can be used to quantify the better overall agreement of SBL data to a (3+2) hypothesis for neutrino oscillations, compared to a (3+1) one.

### V.1 Test 1: NSBL upper limit on $`p_{\text{LSND}}`$ at a given confidence level $`\delta _{\text{NSBL}}`$

Test 1 uses only NSBL data to establish the (3+1) and (3+2) upper bounds on the LSND oscillation probability $`p_{\text{LSND}}`$. From Figs. 3 and 6, we obtain at a confidence level $`\delta _{\text{NSBL}}=0.90(0.99)`$:

$`p_{\text{LSND}}<0.100\%(0.162\%)`$

$`p_{\text{LSND}}<0.186\%(0.262\%)`$

Therefore, we find that (3+2) models can enhance the LSND probability $`p_{\text{LSND}}`$ by quite a large factor, compared to (3+1) models. The increase in $`p_{\text{LSND}}`$ that we obtain is significantly larger than the 25% increase found in , which is based on a specific choice of mixing parameters, as opposed to the complete parameter scan performed in this work. The value for the $`\overline{\nu }_\mu \overline{\nu }_e`$ oscillation probability measured by LSND  is $`p_{\text{LSND}}=(0.264\pm 0.067\pm 0.045)\%`$, where the errors refer to the 1$`\sigma `$ statistical and systematic errors, respectively.

### V.2 Test 2: statistical compatibility between the NSBL and LSND datasets

Test 2 uses both the NSBL and LSND datasets, and treats them independently to find the combined confidence level $`\delta =\delta _{\text{NSBL}}(\delta _{\text{LSND}}+(1\delta _{\text{LSND}})/2)`$ for which the datasets are incompatible, both in (3+1) and (3+2) models. The combined confidence levels can also be read from Figs. 3 and 6:

$`\delta =96.4\%`$

$`\delta =70.0\%`$

Therefore, we find that in (3+1) models the two datasets are marginally compatible, and the agreement is better in (3+2) models.

### V.3 Test 3: likelihood ratio test

Test 3 combines the NSBL and LSND datasets into a single, joint analysis. The likelihood ratio test  provides a standard way to assess whether two hypotheses can be distinguished in a statistically significant way. We define the maximum likelihood $`_i`$ from the minimum $`\chi ^2`$ values $`(\chi _{\text{SBL}}^2)_{min,i}`$ as $`_i\mathrm{exp}((\chi _{\text{SBL}}^2)_{min,i}/2)`$, where the index $`i=1,2`$ refers to the (3+1) and (3+2) hypotheses, respectively. We can then form the likelihood ratio $`\lambda _{1,2}_1/_2`$. If the (3+1) hypothesis were as adequate as the (3+2) hypothesis in describing SBL data, the quantity

$$\chi _{1,2}^2(3)2\mathrm{ln}\lambda _{1,2}=(\chi _{\text{SBL}}^2)_{\text{min,1}}(\chi _{\text{SBL}}^2)_{\text{min,2}}$$
(9)
should be distributed as a $`\chi ^2`$ distribution with three degrees of freedom, where the number of degrees of freedom is the difference in the number of mass and mixing parameters in the (3+2) and (3+1) hypotheses, 6-3=3.
In our combined fits, we obtain (see Sections III.2 and IV.2):

$`(\chi _{\text{SBL}}^2)_{\text{min,1}}=144.9`$, (148 d.o.f.)

$`(\chi _{\text{SBL}}^2)_{\text{min,2}}=135.9`$, (145 d.o.f.)

and therefore $`\chi _{1,2}^2(3)=9.0`$. This value is significantly larger than 3: the probability for a $`\chi ^2`$ distribution with three degrees of freedom to exceed the value $`9.0`$ is only 2.9%. In other words, according to the likelihood ratio test, the (3+1) hypothesis should be rejected compared to the (3+2) one at the 97.1% CL. Therefore, based on this test, we conclude from test 3 also that (3+2) models fit SBL data significantly better than (3+1) models.

### V.4 Test 4: compatibility using the “parameter goodness-of-fit”

Test 4 uses both the results of the individual NSBL and LSND analyses, as well as the results of the combined NSBL+LSND analysis. The test is based on the “parameter goodness-of-fit”  to compare the compatibility of the NSBL and LSND results under the (3+1) and (3+2) hypotheses. The test avoids the problem that a possible disagreement between the two results is diluted by data points which are insensitive to the mass and mixing parameters that are common to both datasets. The number of parameters common to both datasets is $`P_c=2`$ in (3+1) models, and $`P_c=4`$ in (3+2) models. One possible choice of common parameters is $`(\mathrm{\Delta }m_{41}^2,U_{e4}U_{\mu 4})`$ for (3+1) models, $`(\mathrm{\Delta }m_{41}^2,U_{e4}U_{\mu 4},\mathrm{\Delta }m_{51}^2,U_{e5}U_{\mu 5})`$ for (3+2) models. The test is based on the statistic $`\chi _{\text{PG}}^2=\chi _{\text{PG,NSBL}}^2+\chi _{\text{PG,LSND}}^2`$, where $`\chi _{\text{PG,NSBL}}^2(\chi _{\text{NSBL}}^2)_{\text{SBL min}}(\chi _{\text{NSBL}}^2)_{\text{NSBL min}}`$ and $`\chi _{\text{PG,LSND}}^2(\chi _{\text{LSND}}^2)_{\text{SBL min}}(\chi _{\text{LSND}}^2)_{\text{LSND min}}`$ are the (positive) differences for the NSBL and LSND $`\chi ^2`$ values obtained by minimizing the entire SBL $`\chi ^2`$ function, minus the $`\chi ^2`$ values that best fit the individual datasets.

Table 1 gives the values for the parameter goodness-of-fit PG as defined in , based on the $`\chi _{\text{PG}}^2`$ statistic, and the number of parameters common to the NSBL and LSND datasets, $`P_c`$. This test shows a dramatic improvement in the compatibility between the NSBL and LSND results in going from a (3+1) to a (3+2) model, raising the compatibility by nearly two orders of magnitude, from 0.03% to 2.1%. It will be interesting to investigate if (3+3) models can improve the compatibility further. The resulting compatibility levels obtained with the parameter goodness-of-fit method are lower than those found in Section V.2; this, however, is not surprising, since the two statistical tests are quite different.

## VI ADDITIONAL CONSTRAINTS

The (3+1) and (3+2) models discussed in this work should be confronted with additional experimental constraints, other than the ones discussed in detail in the previous sections. We limit ourselves here to list and comment on some of these constraints, rather than address them in a quantitative way. Mostly, we will discuss the impact that such additional constraints may have on the best-fit (3+1) and (3+2) models found in Sections III and IV.
First, nonzero mixing matrix elements $`U_{e4}`$, $`U_{\mu 4}`$, $`U_{e5}`$, and $`U_{\mu 5}`$ may cause observable effects in atmospheric neutrino data, in the form of zenith angle-independent suppressions of the $`\nu _\mu `$ and $`\nu _e`$ survival probabilities. Since our analysis of SBL data tends to give larger values for muon, rather than electron, flavor content in the fourth and fifth mass eigenstate, the effect should be larger on muon atmospheric neutrinos. For example, the (3+1) and (3+2) best-fit models from Sections III.2 and IV.2 would give an overall suppression of the $`\nu _\mu `$ flux of 8% and 17%, respectively. The size of the effect of $`\nu _\mu \nu _x`$ oscillations at high $`\mathrm{\Delta }m^2`$ is comparable to the current accuracy with which the absolute normalization of the atmospheric neutrino flux is known , which is approximately 20%. A more quantitative analysis using the full Super-Kamiokande and MACRO spectral information  puts an upper bound of 16% at 90% CL on this high $`\mathrm{\Delta }m^2`$ contribution to the atmospheric $`\nu _\mu `$ flux suppression (in the notation of Ref. , this suppression is parametrized as $`2d_\mu (1d_\mu )`$, where $`d_\mu <0.09`$ at 90% CL). Therefore, it is expected that the inclusion of atmospheric neutrino data in this analysis would pull the best-fit muon flavor components in the fourth and fifth mass eigenstates to lower values, but not in a dramatic way (see also Fig. 5b).
Second, models with large masses $`m_4`$ and $`m_5`$, and with nonzero mixing matrix elements $`U_{e4}`$ and $`U_{e5}`$, should be confronted with tritium $`\beta `$ decay measurements. The presence of neutrino masses $`m_4`$ and $`m_5`$ introduces kinks in the differential $`\beta `$ spectrum; the location in energy of the kinks is determined by the neutrino masses, and the size of the kinks is determined by the amount of electron flavor component in the fourth and fifth mass eigenstates. For a spectrometer integrating over the electron energy interval $`\delta `$ near the $`\beta `$-decay endpoint, the count rate is :

$$n(\delta )=\frac{\overline{R}}{3}\underset{i=1}{\overset{n}{}}U_{ei}^2(\delta ^2m_i^2)^{3/2}$$
(10)
where the quantity $`\overline{R}`$ does not depend on the small neutrino masses and mixings, $`n=4`$ or $`n=5`$ for (3+1) or (3+2) models, respectively, and we have assumed $`\delta >m_i,i=1,\mathrm{},n`$, and CP invariance. From the experimental point of view, tritium $`\beta `$ decay results are generally expressed in terms of a single effective mass $`m(\nu _e)`$:

$$n_s(\delta )=\frac{\overline{R}}{3}(\delta ^2m(\nu _e)^2)^{3/2}$$
(11)
where $`m(\nu _e)`$ is the fit mass parameter. In the limit $`\delta ^2m_i^2,i=1,\mathrm{},n`$ the relation between the true masses and mixings to the fitted mass $`m(\nu _e)`$ is independent from the integration interval $`\delta `$:

$$m(\nu _e)^2\underset{i=1}{\overset{n}{}}U_{ei}^2m_i^2$$
(12)
The condition $`\delta ^2m_i^2,i=1,\mathrm{},n`$ is generally satisfied for the neutrino masses considered in this paper, in order to ensure sufficient $`\beta `$ decay count rate statistics in the experiments. Therefore, to a first approximation, we can consider the effect of heavy neutrino masses $`m_4`$, $`m_5`$ only on the single mass parameter $`m(\nu _e)`$ fitted by the experiments. A more general analysis assessing the sensitivity of current and future $`\beta `$ decay experiments to multiple fitted neutrino masses, although highly desirable, is beyond the scope of this work; for further details, the reader should consult Ref. . The current best measurements on $`m(\nu _e)^2`$ come from the Troitsk and Mainz experiments , which have very similar $`m(\nu _e)^2`$ sensitivities. Both found no evidence for a nonzero $`m(\nu _e)^2`$ value; the latest Mainz result is $`m(\nu _e)^2=1.6\pm 2.5\pm 2.1\text{eV}^2`$, or $`m(\nu _e)2.2`$ eV at 95% CL, using $`\delta =70`$ eV . Now, assuming a normal hierarchy ($`m_1<m_4<m_5`$) with $`m_10`$, the $`\beta `$ decay neutrino mass in Eq. 12 can be written as $`m(\nu _e)U_{e4}^2\mathrm{\Delta }m_{41}^2+U_{e5}^2\mathrm{\Delta }m_{51}^2`$; the best-fit (3+1) and (3+2) models found in this analysis would give $`m(\nu _e)^2=0.017\text{eV}^2`$ and $`m(\nu _e)^2=0.042\text{eV}^2`$, respectively, that is $`m(\nu _e)^2`$ values well below the current experimental sensitivity. The planned tritium $`\beta `$ decay experiment KATRIN should be able to improve the sensitivity to $`m(\nu _e)`$ by roughly an order of magnitude in the forthcoming years, thanks to its better statistics, energy resolution, and background rejection . Specifically, the systematic and statistical (for $`\delta 30\text{eV}`$) uncertainties on the single fitted mass $`m(\nu _e)^2`$ quoted for KATRIN are 0.018 and 0.016 eV<sup>2</sup>, respectively , which should provide some sensitivity to the preferred (3+1) and (3+2) neutrino models with a normal mass hierarchy, $`m_1<m_4<m_5`$. We now consider mass spectra with an inverted hierarchy, defined here as $`m_4<m_1`$ for (3+1) models, and $`m_5<m_4<m_1`$ for (3+2) models. We note that for (3+2) models other hierarchies are also possible, but those do not satisfy the implicit assumption $`|\mathrm{\Delta }m_{51}^2|=|\mathrm{\Delta }m_{54}^2|+|\mathrm{\Delta }m_{41}^2|`$ taken in this analysis. The $`\beta `$ decay neutrino mass in Eq. 12 can now be written as $`m(\nu _e)^2|\mathrm{\Delta }m_{41}^2|`$ for inverted (3+1) models, and as $`m(\nu _e)^2|\mathrm{\Delta }m_{51}^2|`$ for inverted (3+2) models. Clearly, in this case the $`\beta `$ decay constraints depend strongly on the values of $`|\mathrm{\Delta }m_{41}^2|,|\mathrm{\Delta }m_{51}^2|`$, and models with $`5\text{eV}^2`$ mass splittings are already severely disfavored.
Third, introducing sterile neutrinos may affect a number of cosmological predictions, which are derived from various measurements . The standard cosmological model predicts that sterile neutrinos in the $`1\text{eV}`$ mass range with a significant mixing with active neutrinos would be present in the early Universe with the same abundance as the active neutrino species, in disagreement with cosmological observations . On the other hand, several models have been proposed that would reconcile sterile neutrinos with cosmological observations, for example suppressing thermal abundances for sterile neutrinos (see, e.g., Ref. and references therein). In particular, active-sterile oscillations in the early Universe may provide a natural mechanism to suppress the relic abundances of sterile neutrinos , and scenarios invoking multiple sterile neutrinos are being investigated .

## VII CONCLUSIONS

We have performed a combined analysis of seven short-baseline experiments (Bugey, CHOOZ, CCFR84, CDHS, KARMEN, LSND, NOMAD) for both the (3+1) and the (3+2) neutrino oscillation hypotheses, involving one and two sterile neutrinos at high $`\mathrm{\Delta }m^2`$, respectively. The motivation for considering more than one sterile neutrino arises from the tension in trying to reconcile, in a CPT-conserving, four-neutrino picture, the LSND signal for oscillations with the null results obtained by the other short-baseline experiments. Multiple (e.g. three) sterile neutrinos can also be motivated on theoretical grounds.
We have described two types of analyses for both the (3+1) and (3+2) neutrino oscillation hypotheses. In the first analysis, we treat the LSND and the null short-baseline (NSBL) datasets separately, and we determine the statistical compatibility between the two. In the second analysis, we assume statistical compatibility and we combine the two datasets, to obtain the favored regions in neutrino mass and mixing parameter space.
The main results of the analysis are summarized in Section V, where we compare the adequacy of the (3+1) and (3+2) hypotheses in describing neutrino short-baseline data, by means of four statistical tests. First, we treat the LSND oscillation probability as a parameter that can be measured with NSBL data alone, and find that the NSBL 90% CL upper limit on the LSND oscillation probability can be significantly relaxed by going from (3+1) to (3+2) models, by about 80%. Second, the combined confidence level for which the NSBL and LSND datasets are incompatible is determined to be 96.4% and 70.0% in the analysis, for the (3+1) and (3+2) hypotheses, respectively. Third, a likelihood ratio test of the two hypotheses is discussed, and shows that the (3+1) hypothesis should be rejected compared to the (3+2) one at the 97.1% CL. Fourth, the parameter “goodness-of-fit” defined in  shows much better agreement between the NSBL and LSND results for (3+2) models than for (3+1) models.
In conclusion, we find that (3+1) models are only marginally allowed when considering all of the seven short-baseline results, including LSND, in agreement with previous analyses , and that (3+2) models can provide a better description of the data. Only the simplest neutrino mass and mixing patterns have been fully characterized in the literature so far, and the analysis described in this paper may be viewed as a simple attempt to explore more generic scenarios, which appear both experimentally and theoretically plausible. Given the bright potential for precision measurements by neutrino oscillation experiments in the near future, a more general phenomenological approach may be needed.

###### Acknowledgements.

We thank J. Bouchez, L. Camilleri, K. Eitel, J.J. Gomez-Cadenas, E. A. Hawker, G. B. Mills, E. Nagy, V. Valuev, and G. P. Zeller for kindly providing data used in this analysis. We thank K. N. Abazajian, G. Barenboim, S. J. Brice, K. Eitel, B. Kayser, W. C. Louis, M. Maltoni, J. Monroe, P. Nienaber, T. Schwetz, A. Y. Smirnov, and K. Whisnant for valuable discussions and useful suggestions. This work was supported by NSF.

## Appendix A PHYSICS AND STATISTICAL ASSUMPTIONS

In this section, we briefly describe the physics and statistical assumptions used to obtain the approximate characterizations of the short-baseline experiments used in the analysis. For the analysis of the Bugey, CDHS, and KARMEN data, we also refer to the excellent reference , which we followed closely.

The Bugey experiment  is sensitive to $`\overline{\nu }_e`$ disappearance by measuring the charged-current interaction of $`\overline{\nu }_e`$’s produced by two nuclear reactors at the Bugey nuclear power plant. Two liquid scintillator detectors, located at different positions, are used. The signature for an antineutrino interaction is a positron and a delayed light pulse produced by the subsequent neutron capture on $`{}_{}{}^{6}\text{Li}`$. Data are given for three baselines: $`15`$, $`40`$, and $`95`$ m between neutrino production and detection. We follow the “normalized energy spectra” analysis discussed in the Bugey paper . The data are presented as ratios of observed to predicted (for no oscillations) positron energy spectra, between $`1`$ and $`6`$ MeV positron energy. We use 25,25, and 10 positron energy bins for the $`15`$, $`40`$, $`95`$ m baselines, respectively. In the $`\chi ^2`$ analysis, fits included not only the mass and mixing parameters, but also five large scale deformations of the positron spectrum due to systematic effects. The experimental positron energy resolution and the neutrino baseline smearing are taken into account; the neutrino cross-section energy dependence within a positron energy bin is not (the energy bin widths are small).
Similarly, the CHOOZ experiment  investigates $`\overline{\nu }_e`$ disappearance by observing interactions of $`\overline{\nu }_e`$’s produced by two nuclear reactors $`1`$ km away from the CHOOZ detector. The signature for a neutrino interaction is a delayed coincidence between the prompt $`e^+`$ signal and the signal due to the neutron capture in the Gd-loaded scintillator. We follow “analysis A,” as discussed in the CHOOZ paper . Data are given as positron yields as a function of energy. In this analysis, seven positron energy bins, between $`0.8`$ and $`6.4`$ MeV, are considered, for which the CHOOZ observations, as well as the predictions on the positron yields for the no-oscillation case from both reactors, are given in . Because of the presence of two reactor sources, the $`\chi ^2`$ analysis comprises 14 positron yield bins for a given energy/baseline. We use the full covariance matrix to take into account the fact that the yields corresponding to the same energy bin are extracted for both reactors simultaneously, as is done in . The analysis fits for the systematic uncertainty in the absolute normalization constant on the $`\overline{\nu }_e`$ yield from the reactors, in addition to the mass and mixing parameters. Since we are interested in the $`\mathrm{\Delta }m^2>0.1\text{eV}^2`$ range only, where no energy shape distortions are expected, we neglect the systematic uncertainty on the energy-scale calibration, and the effect of the positron energy resolution.
The CCFR84 experiment  constrains $`\nu _\mu `$ and $`\overline{\nu }_\mu `$ disappearance by measuring the charged-current interaction of muon neutrinos and antineutrinos, produced by a Fermilab secondary, sign selected beam yielding $`40<E_\nu <230`$ GeV neutrinos from $`\pi ^\pm `$ and $`K^\pm `$ decays in the $`352`$ m long decay pipe. We refer here to the 1984 CCFR experiment (hence the label CCFR84 throughout the text), which operated with two similar detectors located at different distances from the neutrino source, $`715`$ and $`1116`$ m from the mid-point of the decay region, respectively. The two sampling calorimeter detectors consisted of steel plates and scintillation counters. Six secondary beam momentum settings were used: five for neutrino running, and one for antineutrino running. For each secondary beam momentum setting, the data are divided into three neutrino energy bins, for a total of eighteen energy bins, from Ref.. Data are presented as double ratios: the far to near detector ratio of observed number of events, divided by the far to near ratio of events predicted for no oscillations. As in , only the mean neutrino energy for a given neutrino energy bin is used in the $`\chi ^2`$ analysis. The systematic and statistical uncertainties on the far to near ratio normalization are taken into account. The systematic uncertainty is assumed to be energy-independent and totally correlated between any two energy bins. The neutrino pathlength smearing, mostly due to the long decay region, is also taken into account.
The CDHS experiment  is also sensitive to $`\nu _\mu `$ disappearance via the charged-current interaction of $`\nu _\mu `$’s, produced by a 19.2 GeV/c proton beam from the CERN Proton Synchrotron. Two detectors are located at $`130`$ and $`835`$ m from the target. The detectors are sampling calorimeters, with iron and scintillator modules interspersed, to measure the range of a muon produced in a neutrino interaction. Fifteen muon range bins are used. The data are presented as double ratios: the far to near detector ratio of the observed number of events, divided by the far to near ratio of the number of events predicted for no oscillations. Neutrino energy distributions are obtained for a given muon energy (or range) via the NUANCE  neutrino cross-section generator. As for CCFR84, the systematic uncertainty on the far to near ratio and the neutrino baseline smearing are taken into account.
The KARMEN experiment  investigates the $`\overline{\nu }_\mu \overline{\nu }_e`$ appearance channel, from $`\overline{\nu }_\mu `$’s produced in the $`\pi ^+`$-$`\mu ^+`$-decay at rest (DAR) chain of the ISIS neutrino source. KARMEN measures the charged-current interaction $`p(\overline{\nu }_e,e^+)n`$, with a liquid scinitillator detector located at an average distance $`17.7`$ m downstream of the neutrino source. The $`\overline{\nu }_e`$ signature is a spatially correlated delayed coincidence between a prompt positron and a delayed $`\gamma `$ event from a $`(n,\gamma )`$ neutron capture reaction. In this analysis, only the positron (“prompt”) energy distribution after all cuts is taken into account, given in . The data are binned into nine prompt energy bins, between $`16`$ and $`50`$ MeV (all bins are $`4`$ MeV wide, except the highest energy one, ranging from $`48`$ to $`50`$ MeV). In predicting the prompt energy distribution for a set of mass and mixing oscillation parameters, the given Monte Carlo positron energy distribution, and the total number of events expected after all cuts for full mixing and $`\mathrm{\Delta }m^2=100\text{eV}^2`$, are used . Energy resolution and baseline smearing effects (due to finite detector size) are taken into account. Given the low statistics of the nine KARMEN prompt energy bins, we construct the $`\chi ^2`$ function by first defining the likelihood ratio :

$$\lambda (\theta )=\frac{f(𝐧;\mu (\theta ),𝐛)}{f(𝐧;𝐧,𝐛)}$$
(13)
where $`\theta `$ denotes schematically all mass and mixing parameters, $`𝐧`$, $`\mu (\theta )`$ and $`𝐛`$ are the data, expected signal, and expected background vectors with nine elements, and $`f(𝐧;\mu (\theta ),𝐛)`$ are the probabilities for a Poisson process with known background:

$$f(𝐧;\mu (\theta ),𝐛)=\underset{i=1}{\overset{9}{}}\frac{(\mu _i+b_i)^{n_i}\mathrm{exp}((\mu _i+b_i))}{n_i!}$$
(14)
We define $`\chi _{\text{KARMEN}}^2`$ as:

$$\chi _{\text{KARMEN}}^22\mathrm{ln}\lambda (\theta )$$
(15)
The LSND experiment at Los Alamos  is also sensitive to $`\overline{\nu }_\mu \overline{\nu }_e`$ appearance, with a neutrino source and detection signature similar to that of KARMEN, but with better statistics. The LSND liquid scintillator detector is located at an average distance of $`30`$ m from the neutrino source. As for KARMEN, in this analysis we consider only the positron energy distribution arising from a $`\overline{\nu }_e`$ interaction in mineral oil, published as five energy bins between $`20`$ and $`60`$ MeV . Our analysis ignores the information arising from the higher-energy neutrinos from pions decaying in flight, which has a smaller (but non-negligible) sensitivity to oscillations compared to the decay at rest (DAR) sample considered here. In our simulation, we take into account the expected energy distribution from $`\mu ^+`$ decay at rest, the neutrino baseline distribution for the $`8`$ m long cylindrical detector, the neutrino energy dependence of the cross-section for the detection process $`p(\overline{\nu }_e,e^+)n`$ (including nuclear effects, simulated with the NUANCE  neutrino cross-section generator), and the experimental energy resolution. We use the published numbers for the background expectations, the number of $`\overline{\nu }_e`$ events for 100% $`\overline{\nu }_\mu \overline{\nu }_e`$ transmutation, and for the efficiency of the event selection criteria. We construct the LSND $`\chi ^2`$ function in the same way as we construct the one for KARMEN, because of the low statistics of the data sample.
Finally, the NOMAD experiment is sensitive to $`\nu _\mu \nu _e`$ oscillations at $`\mathrm{\Delta }m^21\text{eV}^2`$ by looking for charged-current muon neutrino and electron neutrino interactions in the NOMAD detector . The detector consists of a large dipole magnet which houses drift chambers to measure the momenta of the charged particles produced in neutrino interactions; transition radiation modules for lepton identification; an electromagnetic calorimeter to measure the energy of electrons and photons; a hadron calorimeter for particle identification; and muon chambers for muon identification. Neutrinos are produced by impinging 450 GeV protons extracted from the CERN SPS accelerator onto a thick beryllium target. The secondary particles produced in the target are focused into a nearly parallel beam by two magnetic lenses, and decay in a 290 m long decay tunnel to produce a $`10100`$ GeV neutrino beam with about 1% $`\nu _e`$ contamination. Neutrino interactions are then observed in the NOMAD detector at an average distance of 625 m from the neutrino source. The $`\nu _\mu \nu _e`$ search is performed by comparing the measured ratio $`R_{e\mu }`$ of the number of $`\nu _e`$ to $`\nu _\mu `$ charged-current neutrino interactions with the one expected in the absence of oscillations. The data are binned into 30 bins, covering ten bins in visible energy between 3 and 170 GeV, and three radial bins in the neutrino interaction vertex. A $`\chi ^2`$ analysis is performed, using the final NOMAD numbers on the observed and predicted electron-to-muon ratio, including statistical errors as well as the full error matrix describing systematic uncertainties and uncertainty correlations over different bins . In predicting the effect of $`\nu _\mu \nu _e`$ oscillations under any mass and mixing hypothesis, the contribution to $`R_{e\mu }`$ from oscillations with full mixing and $`\mathrm{\Delta }m^2=5,000\text{eV}^2`$ expected in NOMAD after all cuts is used . Energy resolution and baseline smearing effects (due to the long decay region) are taken into account .
In Fig. 8, we show our calculations of the 90% CL upper limits on oscillations as a function of $`\mathrm{\Delta }m^2`$ for the six NSBL experiments considered here, as well as the 90% CL allowed region for LSND. The $`(\chi ^2)_{\text{min}}`$ values as a function of $`\mathrm{\Delta }m^2`$ for all of the experiments are also shown. All the solid curves shown are obtained from the simplified analysis described here, and compare well with the published results .
The LSND region obtained in our analysis of DAR neutrinos is slightly shifted to the right compared to the final LSND area, shown in Fig. 8f as a dashed line, reflecting the difference in the two datasets. More detailed LSND DAR analyses give results in rough agreement with our allowed region .
The $`(\chi ^2)_{\text{min}}`$ values obtained for the Bugey and CDHS experiments as a function of $`\mathrm{\Delta }m^2`$ give details that might seem surprising, at first. Slightly better fits to the data are obtained under a neutrino oscillations hypothesis, as opposed to the no oscillations one. Therefore, we add a final comment to explain the results of these fits.
The Bugey fit is driven by the data at the shortest baseline, 15 m, where the statistical errors on the observed positron spectrum from $`\overline{\nu }_e`$ interactions are the smallest. As explained in Ref., systematic uncertainties are taken into account by allowing for linear deformations, as a function of positron energy, of the ratio of observed to predicted positron yields. The values of $`(\chi _{\text{Bugey}}^2)_{\text{min}}`$ as a function of $`\mathrm{\Delta }m^2`$ are explained by the fact that, for certain $`\mathrm{\Delta }m^2`$ values, an oscillatory fit to the 15 m positron spectrum ratio describes the data marginally better than any straight line. Our best-fit oscillation hypothesis to Bugey data only is $`\mathrm{\Delta }m^2=0.92\text{eV}^2`$, $`\mathrm{sin}^22\theta _{ee}=0.05`$.
For CDHS, the $`(\chi _{\text{CDHS}}^2)_{\text{min}}`$ curve in Fig. 8d has a minimum at $`\mathrm{\Delta }m^22030\text{eV}^2`$. This minimum is due to the fact that the far/near $`\nu _\mu `$ rate ratio, corrected for the baseline and detector mass differences between the two detectors (as well as other minor effects), is measured to be slightly greater than one : $`R_{\text{corr}}=1.044\pm 0.023\pm 0.025`$. This marginal deviation from one causes the fit procedure to prefer more $`\nu _\mu `$ disappearance by oscillations in the near than in the far detector. Given the average $`\nu _\mu `$ energy (3.2 GeV) and pathlength (130 m) for neutrinos interacting in the CDHS near detector, this condition is satisfied in the $`\mathrm{\Delta }m^2=2030\text{eV}^2`$ range. Our best-fit oscillation hypothesis to CDHS data only is $`\mathrm{\Delta }m^2=24\text{eV}^2`$, $`\mathrm{sin}^22\theta _{\mu \mu }=0.29`$.


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# Self-Stark Limit on Brightness Temperature in Cosmic Masers

## 1. Introduction

Methanol, OH and water masers are generally seen toward star-forming regions and exhibit narrow, strong emission line features coming from bright small spots. The brightness temperature $`T_\mathrm{b}`$ of the spots is very high, from $`10^9`$ K for methanol masers, to $`6\times 10^{12}`$ K for OH masers, and $`10^{15}`$ K for water masers. In many cases the above values are only lower limits since maser spots are barely resolved with VLBI. Variability time scale often indicates, in an indirect way, a smaller linear size and still higher brightness temperature. There must be physical limits on the brightness temperature as there are for thermal and synchrotron emission in continuum sources. The brightness temperature of the thermal free-free emission from ionized gas depends on the kinetic temperature $`T_\mathrm{e}`$ of electrons and optical depth. It is the highest for optically thick sources and is equal to the kinetic temperature. In H ii regions the kinetic temperature of electrons is limited to $`T_\mathrm{e}`$=10,000 K by the energy losses from electrons through the line emission of heavy elements. Similarly, in synchrotron sources the brightness temperature is at maximum in optically thick sources, and is equal to the kinetic temperature of relativistic electrons. The kinetic energy of relativistic electrons is limited to $`10^{11}`$$`10^{12}`$ K by the energy loss through inverse Compton emission on synchrotron photons (Kellermann & Pauliny-Toth 1969). The same arguments can be applied to molecular line emission: in the optically thick sources the brightness temperature in the line is limited by the gas kinetic temperature. The molecular maser sources make an exception because the absorption coefficient and optical depth are both negative due to the population inversion: the brightness temperature of the maser line emission may increase indefinitely with the optical depth. However other mechanisms can limit the brightness temperature of the maser lines, such as the radiation line broadening, or the resonance Stark-effect caused by the maser radiation field (we call it Self-Stark limit by analogy with Self-Compton limit).

## 2. Radiation, or resonance Stark broadening of maser lines

The natural band width of a molecular emission line in the absence of external field is $`\mathrm{\Delta }\nu =A/2\pi `$, where $`A=64\pi ^4\nu _0^3\mu ^2/3hc^3`$ is spontaneous emission rate at the frequency of the line $`\nu _0`$, $`\mu `$ is the dipole-moment matrix element for the transition, and $`h`$ is Planck constant. This is a very small band width compared to the observed line widths. For OH line at 1665 MHz, $`A=7.1\times 10^{11}`$ s-1, and for water line at 22.235 GHz, $`A=2\times 10^9`$ s-1, and the natural band widths are $`10^{11}`$ Hz and $`3\times 10^{10}`$ Hz, respectively. In strong masers like W3 (OH) or W 49 every OH or H2O molecule is exposed to the intense radiation field, produced by all other molecules in the maser emission region. That causes frequent up and down transitions between the energy levels involved, due to induced emission and absorption. The time which a molecules spends on the energy level is greatly reduced, by a factor $`2kT_\mathrm{b}/h\nu _0`$. The linewidth is increased by the same factor which can be very large when the brightness temperature is high. For OH maser with brightness temperature $`6\times 10^{12}`$ K the linewidth is 1,700 Hz (0.3 km s-1), and for water maser with the brightness temperature $`10^{15}`$ K it is 0.6 MHz (8 km s-1). This linewidth is comparable to or even greater than observed line widths in masers. Einstein induced emission and absorption coefficients can be used only in the weak field case. For the strong field which is the case in water masers a correct description of the interaction between a molecule and the narrow band radiation field is the resonance Stark effect approach. In the weak field the resonance Stark effect is quadratic with respect to the electric field strength $`E`$, and causes the line broadening. In the strong field the resonance Stark effect becomes linear, and causes line splitting into a main line at the transition frequency $`\nu _0`$ and two satellite lines at frequencies $`\nu _0`$$`\pm `$$`\mu `$$`E/h`$ for non-degenerate energy levels such as are levels of the OH line transition at 1665 MHz. The energy levels of the H2O transition at 22.235 GHz are degenerate, and are split in several satellite components (Slysh 1973). AC electric field strength $`E`$ is related to the brightness temperature $`T_\mathrm{b}`$ of the maser radiation of band width $`\delta \nu `$ as $`E=8\pi (kT_\mathrm{b})^{0.5}\nu _0(\delta \nu )^{0.5}c^{1.5}`$. This relation holds for the isotropic distribution of the radiation intensity. If the radiation is concentrated in the solid angle $`\mathrm{\Omega }`$, the electric field strength must be multiplied by $`(\mathrm{\Omega }/4\pi )^{0.5}`$, with the corresponding reduction of the line splitting. For the line broadening the reduction factor is $`\mathrm{\Omega }/4\pi `$.

## 3. Brightness temperature of H2O and OH masers

The strongest spectral feature in H2O maser W3 OH is completely unresolved on all VLBA baselines (Fig. 1), and its brightness temperature exceeds $`4\times 10^{15}`$ K. Another strong H2O maser, an outburst in Orion-KL, was measured with the space radio telescope HALCA to have brightness temperature $`T_\mathrm{b}`$=$`10^{16}`$ K (Kobayashi et al 2000). OH maser OH 34.26+0.15 was unresolved on baselines from ground to space radio telescope HALCA, and the brightness temperature exceeds $`4\times 10^{12}`$ K (Fig. 2).

## 4. Directivity of the maser emission

No line splitting due to the resonance Stark effect was observed in H2O or OH masers. Also, no significant radiation line broadening is seen in the line profiles. This means that the electric field strength in the masers is weak enough in spite of the very high brightness temperature, because of the small solid angle in which emission is directed. Assuming that the the radiation broadening contributes to the total linewidth less than 1/5 of the linewidth, one can put an upper limit on the solid angle. One has for OH maser OH 34.26+0.15 an upper limit for the emission solid angle $`\mathrm{\Omega }/4\pi `$=0.02. For H2O masers in W3 OH one has $`\mathrm{\Omega }/4\pi `$=0.005, and for the outburst H2O maser in Orion-KL $`\mathrm{\Omega }/4\pi `$=0.002 as the upper limits.

## 5. Conclusion

The brightness temperature of cosmic masers is limited by the radiation broadening in the intense radiation field at the frequency of the maser emission. Up to now no radiation broadening has been observed in OH and H2O masers, which can be due to the very small solid angle in which the emission is directed. The theory of the resonance radiation broadening allows us to put stringent upper limits on the emission solid angle. This may be important for the further development of cosmic maser models.

### References

Kellermann, K. I.& Pauliny-Toth, I. I. K. 1969, ApJ, 155, L71

Kobayashi, H., Shimoikura, T., Omodaka, T. & Diamond, P.J. 2000 in Astrophysical Phenomena Revealed by Space VLBI, ed. H. Hirabayashi, P. G. Edwards & D. W. Murphy, 109

Slysh, V. I. 1973, Astrophysical Letters, 14, 213

## Index

* OH 34.26+0.15 Figure 2, §3., §4.
* Orion-KL §3., §4.
* W 49 §2.
* W3 (OH) §2.
* W3 OH §3., §4.


text:
# Coherent Quantum Dynamics of a Superconducting Flux Qubit

(submitted 2 December 2002; accepted 4 February 2003: *Science* 299, 1869 (2003))

## Abstract

We have observed coherent time evolution between two quantum states of a superconducting flux qubit comprising three Josephson junctions in a loop. The superposition of the two states carrying opposite macroscopic persistent currents is manipulated by resonant microwave pulses. Readout by means of switching-event measurement with an attached superconducting quantum interference device revealed quantum-state oscillations with high fidelity. Under strong microwave driving it was possible to induce hundreds of coherent oscillations. Pulsed operations on this first sample yielded a relaxation time of 900 nanoseconds and a free-induction dephasing time of 20 nanoseconds. These results are promising for future solid-state quantum computing.

It is becoming clear that artificially fabricated solid-state devices of macroscopic size may, under certain conditions, behave as single quantum particles. We report on the controlled time-dependent quantum dynamics between two states of a micron-size superconducting ring containing billions of Cooper pairs *(1)*. From a ground state in which all the Cooper pairs circulate in one direction, application of resonant microwave pulses can excite the system to a state where all pairs move oppositely, and make it oscillate coherently between these two states. Moreover, multiple pulses can be used to create quantum operation sequences. This is of strong fundamental interest because it allows experimental studies on decoherence mechanisms of the quantum behavior of a macroscopic-sized object. In addition, it is of great significance in the context of quantum computing *(2)* because these fabricated structures are attractive for a design that can be scaled up to large numbers of quantum bits or qubits *(3)*.

Superconducting circuits with mesoscopic Josephson junctions are expected to behave according to the laws of quantum mechanics if they are separated sufficiently from external degrees of freedom, thereby reducing the decoherence. Quantum oscillations of a superconducting two-level system have been observed in the Cooper pair box qubit using the charge degree of freedom *(4)*. An improved version of the Cooper pair box qubit showed that quantum oscillations with a high quality factor could be achieved *(5)*. In addition, a qubit based on the phase degree of freedom in a Josephson junction was presented, consisting of a single, relatively large Josephson junction current-biased close to its critical current *(6,7)*.

Our flux qubit consists of three Josephson junctions arranged in a superconducting loop threaded by an externally applied magnetic flux near half a superconducting flux quantum $`\mathrm{\Phi }_0=h/2e`$ \[*(8)*; a one-junction flux-qubit is described in *(9)*\]. Varying the flux bias controls the energy level separation of this effectively two-level system. At half a flux quantum, the two lowest states are symmetric and antisymmetric superpositions of two classical states with clockwise and anticlockwise circulating currents. As shown by previous microwave spectroscopy studies, the qubit can be engineered such that the two lowest eigenstates are energetically well separated from the higher ones *(10)*. Because the qubit is primarily biased by magnetic flux, it is relatively insensitive to the charge noise that is abundantly present in circuits of this kind.

The central part of the circuit, fabricated by electron beam lithography and shadow evaporation of Al, shows the three in-line Josephson junctions together with the small loop defining the qubit in which the persistent current can flow in two directions, as shown by arrows (Fig. 1A). The area of the middle junction of the qubit is $`\alpha =0.8`$ times the area of the two outer ones. This ratio, together with the charging energy $`E_C=e^2/2C`$ and the Josephson energy $`E_J=hI_C/4\pi e`$ of the outer junctions (where $`I_C`$ and $`C`$ are their critical current and capacitance, respectively), determines the qubit energy levels (Fig. 2A) as a function of the superconductor phase $`\gamma _q`$ across the junctions (Fig. 1B). Close to $`\gamma _q=\pi `$, the loop behaves as a two-level system with an energy separation $`E_{10}=E_1E_0`$ of the eigenstates $`|0`$ and $`|1`$ described by the effective Hamiltonian $`H=ϵ\sigma _z/2\mathrm{\Delta }\sigma _x/2`$, where $`\sigma _{z,x}`$ are the Pauli spin matrices, $`\mathrm{\Delta }`$ is the level repulsion, and $`ϵI_p\mathrm{\Phi }_0(\gamma _q\pi )/\pi `$ (where $`I_p2\pi \alpha E_J/\mathrm{\Phi }_0`$ is the qubit maximum persistent current) *(11)*.

The sample is enclosed in a gold-plated copper shielding box kept at cryogenic temperatures T = 25 mK (kBT $`\mathrm{\Delta }`$). The qubit is initialized to the ground state simply by allowing it to relax. Coherent control of the qubit state is achieved by applying resonant microwave excitations on the microwave (MW) line (Fig. 1B), thereby inducing an oscillating magnetic field through the qubit loop. The qubit state evolves driven by a time-dependent term $`(1/2)ϵ_{mw}\mathrm{cos}(2\pi Ft)\sigma _z`$ in the Hamiltonian where *F* is the microwave frequency and $`ϵ_{mw}`$ is the energy-modulation amplitude proportional to the microwave amplitude. This dynamic evolution is similar to that of spins in magnetic resonance. When the MW frequency equals the energy difference of the qubit, the qubit oscillates between the ground state and the excited state. This phenomenon is known as Rabi oscillation. The Rabi frequency depends linearly on the MW amplitude *(12-14)*.

Readout is performed with an underdamped superconducting quantum interference device (SQUID) with a hysteretic current-voltage characteristic in direct contact with the qubit loop (Fig. 1A). The mutual coupling $`M`$ is relatively large because of the shared kinetic and geometric inductances of the joint part enhancing the qubit signal. After performing the qubit operation, a bias current pulse $`I_b`$ is applied to the SQUID *(15)*. The $`I_b`$ pulse consists of a short current pulse of length $``$50 ns followed by a trailing plateau of $``$500 ns (Fig. 1B). During the current pulse, the SQUID either switches to the gap voltage or stays at zero voltage. The pulse height and length are set to optimize the distinction of the switching probability between the two qubit states, which couple to the SQUID through the associated circulating currents. Because the readout electronics has a limited bandwidth of $``$100 kHz, a voltage pulse of 50 ns pulse is too short to be detected. For that reason the trailing plateau is added, with a current just above the retrapping current of the SQUID. The whole shape is adjusted for maximum readout fidelity. The switching probability is obtained by repeating the whole sequence of reequilibration, microwave control pulses and readout typically 5000 times.

When the SQUID bias current is switched on, the circulating current in the SQUID changes. This circulating current, coupled to the qubit through the mutual inductance, changes the phase bias of the qubit by an estimated amount $`0.01\pi `$. Consequently the phase bias at which the quantum operations are performed is different from the phase bias at readout. This can be very useful because at the phase bias near $`\pi `$, where the qubit is least sensitive to flux noise, the expectation values for the qubit circulating current are extremely small. The automatic phase bias shift can be used to operate near $`\pi `$ and to perform readout at a bias with a good qubit signal *(11)*. Care must be taken that the fast shift remains adiabatic and that the whole sequence is completed within the relaxation time.

The average SQUID switching current $`I_{sw}`$ versus applied flux shows the change of the qubit ground-state circulating current (Fig. 2B). Here, the $`I_b`$ pulse amplitude is adjusted such that the averaged switching probability is maintained at 50$`\%`$. A step corresponding to the change of qubit circulating current was observed (around the dashed line). The relative variation of 2.5$`\%`$ of $`I_{sw}`$ is in agreement with the estimation based on the qubit current $`I_p`$ and the qubit-SQUID mutual inductance $`M`$.

The relevant two energy levels of the qubit were first examined by spectroscopic means. Before each readout, a long microwave pulse (1 $`\mu `$s) at a series of frequencies was applied to observe resonant absorption peaks/dips each time the qubit energy separation $`E_{10}`$ $``$ adjusted by changing the external flux $``$ coincides with the MW frequency $`F`$ *(10)*. The dots in Fig. 2C are measured peak/dip positions, obtained by varying $`F`$, whereas the continuous line is a numerical fit produced by exact diagonalization (compare Fig. 2A) giving an energy gap $`\mathrm{\Delta }3.4`$ GHz. The curves in Fig. 2, B and C, are plotted against the change $`\mathrm{\Delta }\mathrm{\Phi }_{ext}`$ in external flux from the symmetry position indicated by the dotted line. In agreement with our numerical simulations, the step (Fig. 2B) is shifted away from the symmetry position of the energy spectrum (Fig. 2C) by a phase bias shift $`\mathrm{\Delta }\gamma _q2\pi (\mathrm{\Delta }\mathrm{\Phi }_{ext}/\mathrm{\Phi }_0)0.008\pi `$. The step reflects the external-flux dependence of the qubit circulating current at $`I_bI_{sw}`$ (after the shift), whereas the spectrum reflects $`E_{01}`$ at $`I_b=0`$ (before the shift) *(16)*.

Next, we used different MW pulse sequences to induce coherent quantum dynamics of the qubit in the time domain. For a given level separation $`E_{10}`$, a short resonant MW pulse of variable length with frequency $`F=E_{10}`$ was applied. Together with the MW amplitude, the pulse length defines the relative occupancy of the ground state and the excited state. Corresponding switching probability was measured with a fixed-bias current pulse amplitude. We obtained coherent Rabi oscillations of the qubit circulating current for a frequency $`F=6.6`$ GHz and three different values of the MW power $`A`$ (Fig. 3). The variation in switching probability is around 60$`\%`$, indicating that the fidelity in a single readout is of that order. By varying $`A`$, we verified the linear dependence of the Rabi frequency on the MW amplitude, a key signature of the Rabi process (Fig. 3B). The oscillation pattern can be fitted to a damped sinusoid. For relatively strong driving (Rabi period below 10 ns), decay times $`\tau _{Rabi}`$ up to $``$150 ns are obtained. This large decay time resulted in hundreds of coherent oscillations at large microwave power.

The Rabi scheme also allows the study of the state occupancy relaxation. This can be done by applying a coherent $`\pi `$ pulse for full rotation of the qubit into the excited state and varying the delay time before readout. Experiments performed at $`F=5.71`$ GHz gave an exponential decay with relaxation time $`\tau _{relax}900`$ ns.

As a next step we measured the undriven, free-evolution dephasing time $`\tau _\varphi `$ by performing a Ramsey interference experiment *(17)* as follows. Two $`\pi /2`$ pulses, whose length is determined from the Rabi precession presented above, are applied to the qubit. The first pulse creates a superposition of the $`|0`$ and $`|1`$ states. If the microwave frequency is detuned by $`\delta F=E_{10}F`$ away from resonance, the superposition phase increases with a rate $`2\pi \delta F`$, in the frame rotating with the MW frequency $`F`$. After a varying delay time, we apply a second $`\pi /2`$ pulse to measure the final $`|0`$ and $`|1`$ state occupancy via the switching probability. The readout shows Ramsey fringes with a period $`1/\delta F`$, as in Fig. 4A, where $`E_{10}=5.71`$ GHz and $`\delta F=220`$ MHz. The dots represent experimental data, whereas the continuous line is an exponentially damped sinusoidal fitting curve, yielding a free-evolution dephasing time $`\tau _\varphi 20`$ ns. Note that the oscillation period of 4.5 ns agrees well with $`1/\delta F`$.

Additional information on the spectral properties of the decohering fluctuations can be obtained with a modified Ramsey experiment. By inserting a $`\pi `$ pulse between the two $`\pi /2`$ pulses (Fig. 4B), we obtain a spin-echo pulse configuration. The role of the $`\pi `$ pulse is to reverse the noise-driven diffusion of the qubit phase at the midpoint in time of the free evolution. Dephasing due to fluctuations of lower frequencies should be cancelled by their opposite influence before and after the $`\pi `$ pulse *(18)*. Spin-echo oscillations (Fig. 4B) are taken under the same conditions as the Ramsey fringes, but are here recorded as a function of the $`\pi `$ pulse position. The period ($``$2.3 ns) is half that of the Ramsey interference. We measured the decay of the maximum spin-echo signal (*i.e.* with the $`\pi `$ pulse in the center) versus the delay time between the two $`\pi /2`$ pulses. The data can be fitted to a half-Gaussian (not shown) with a decay time $`\tau _{echo}30`$ ns.

We conclude that with the present device and setup, the dephasing time $`\tau _\varphi 20`$ ns, as measured with the Ramsey pulses, is much shorter than the relaxation time $`\tau _{relax}900`$ ns. Dephasing is probably caused by a variation in time of the qubit energy splitting, due to external or internal noise. A likely source is external flux noise, which can be reduced in the future. The present qubit could not be operated at the symmetry point $`\gamma _q=\pi `$ where the influence of flux noise is minimal *(5)*, presumably as the result of an accidentally close SQUID resonance *(19)*. Other possible noise sources are thermal, charge, critical current and spin fluctuations. From estimations of the Johnson noise in the bias circuit *(20,21)*, we find a contribution that is several orders of magnitude weaker.

For strong driving, Rabi oscillations persisted for times much longer than $`\tau _\varphi `$. This constitutes no inconsistency. The dependence of the Rabi period on the detuning, due to fluctuations of the qubit energy $`E_{10}`$, is weak when the Rabi period is short. The fact that coherence is only marginally improved by the $`\pi `$ pulse in the spin-echo experiment seems to indicate the presence of noise at frequencies beyond 10 MHz. Further analysis and additional measurements are needed.

These first results on the coherent time evolution of a flux qubit are very promising. The already high fidelity of qubit excitation and readout can no doubt be improved. Quite likely it is also possible to reduce the dephasing rate. Taken together, these results establish the superconducting flux qubit as an attractive candidate for solid-state quantum computing.


text:
# GRAPHS WITHOUT REPEATED CYCLE LENGTHS

## 1 Introduction

Let $`f(n)`$ be the maximum number of edges in a graph on $`n`$ vertices in which no two cycles have the same length. In 1975, Erdös raised the problem of determining $`f(n)`$ (see , p.247, Problem 11). Shi proved that

$$f(n)n+[(\sqrt{8n23}+1)/2]$$

for $`n3`$. Lai proved that for $`n\frac{6911}{16}t^2+\frac{514441}{8}t\frac{3309665}{16},t=27720r+169,`$

$$f(n)n+32t1,$$

and for $`ne^{2m}(2m+3)/4`$,

$$f(n)<n2+\sqrt{nln(4n/(2m+3))+2n}+log_2(n+6).$$

Boros, Caro, Füredi and Yuster proved that

$$f(n)n+1.98\sqrt{n}(1+o(1)).$$

In this paper, we construct a graph $`G`$ having no two cycles with the same length which leads the following result.

Theorem. Let $`t=1260r+169(r1)`$, then

$$f(n)n+36t$$

for $`n540t^2+\frac{175811}{2}t+\frac{7989}{2}`$.

## 2 Proof of the theorem

Proof. Let $`t=1260r+169,r1,`$ $`n_t=540t^2+\frac{175811}{2}t+\frac{7989}{2},`$ $`nn_t.`$ We shall show that there exists a graph $`G`$ on $`n`$ vertices with $`n+36t`$ edges such that all cycles in $`G`$ have distinct lengths.

Now we construct the graph $`G`$ which consists of a number of subgraphs: $`B_i`$, ($`0i21t1,27ti28t+64,29t734i29t+267,30t531i30t+57,31t741i31t+58,32t740i32t+57,33t741i33t+57,34t741i34t+52,35t746i35t+60,36t738i36t+60,37t738i37t+799,i=21t+2j+1(0jt1),i=21t+2j(0j\frac{t1}{2}),i=23t+2j+1(0j\frac{t1}{2}),`$ and $`i=26t`$).

Now we define these $`B_i`$’s. These subgraphs all have a common vertex $`x`$, otherwise their vertex sets are pairwise disjoint.

For $`0it1,`$ let the subgraph $`B_{21t+2i+1}`$ consist of a cycle

$$xu_i^1u_i^2\mathrm{}u_i^{25t+2i1}x$$

and a path:

$$xu_{i,1}^1u_{i,1}^2\mathrm{}u_{i,1}^{(19t+2i1)/2}u_i^{(23t+2i+1)/2}$$

Based the construction, $`B_{21t+2i+1}`$ contains exactly three cycles of lengths:

$$21t+2i+1,23t+2i,25t+2i.$$

For $`0i\frac{t3}{2},`$ let the subgraph $`B_{21t+2i}`$ consist of a cycle

$$xv_i^1v_i^2\mathrm{}v_i^{25t+2i}x$$

and a path:

$$xv_{i,1}^1v_{i,1}^2\mathrm{}v_{i,1}^{9t+i1}v_i^{12t+i}$$

Based the construction, $`B_{21t+2i}`$ contains exactly three cycles of lengths:

$$21t+2i,22t+2i+1,25t+2i+1.$$

For $`0i\frac{t3}{2},`$ let the subgraph $`B_{23t+2i+1}`$ consist of a cycle

$$xw_i^1w_i^2\mathrm{}w_i^{26t+2i+1}x$$

and a path:

$$xw_{i,1}^1w_{i,1}^2\mathrm{}w_{i,1}^{(21t+2i1)/2}w_i^{(25t+2i+1)/2}$$

Based the construction, $`B_{23t+2i+1}`$ contains exactly three cycles of lengths:

$$23t+2i+1,24t+2i+2,26t+2i+2.$$

For $`58it742,`$ let the subgraph $`B_{27t+i57}`$ consist of a cycle

$$C_{27t+i57}=xy_i^1y_i^2\mathrm{}y_i^{132t+11i+893}x$$

and ten paths sharing a common vertex $`x`$, the other end vertices are on the cycle $`C_{27t+i57}`$:

$$xy_{i,1}^1y_{i,1}^2\mathrm{}y_{i,1}^{(17t1)/2}y_i^{(37t115)/2+i}$$

$$xy_{i,2}^1y_{i,2}^2\mathrm{}y_{i,2}^{(19t1)/2}y_i^{(57t103)/2+2i}$$

$$xy_{i,3}^1y_{i,3}^2\mathrm{}y_{i,3}^{(19t1)/2}y_i^{(77t+315)/2+3i}$$

$$xy_{i,4}^1y_{i,4}^2\mathrm{}y_{i,4}^{(21t1)/2}y_i^{(97t+313)/2+4i}$$

$$xy_{i,5}^1y_{i,5}^2\mathrm{}y_{i,5}^{(21t1)/2}y_i^{(117t+313)/2+5i}$$

$$xy_{i,6}^1y_{i,6}^2\mathrm{}y_{i,6}^{(23t1)/2}y_i^{(137t+311)/2+6i}$$

$$xy_{i,7}^1y_{i,7}^2\mathrm{}y_{i,7}^{(23t1)/2}y_i^{(157t+309)/2+7i}$$

$$xy_{i,8}^1y_{i,8}^2\mathrm{}y_{i,8}^{(25t1)/2}y_i^{(177t+297)/2+8i}$$

$$xy_{i,9}^1y_{i,9}^2\mathrm{}y_{i,9}^{(25t1)/2}y_i^{(197t+301)/2+9i}$$

$$xy_{i,10}^1y_{i,10}^2\mathrm{}y_{i,10}^{(27t1)/2}y_i^{(217t+305)/2+10i}.$$

As a cycle with $`d`$ chords contains $`\left(\genfrac{}{}{0pt}{}{d+2}{2}\right)`$ distinct cycles, $`B_{27t+i57}`$ contains exactly 66 cycles of lengths:

$$\begin{array}{cccc}27t+i57,\hfill & 28t+i+7,\hfill & 29t+i+210,\hfill & 30t+i,\hfill \\ 31t+i+1,\hfill & 32t+i,\hfill & 33t+i,\hfill & 34t+i5,\hfill \\ 35t+i+3,\hfill & 36t+i+3,\hfill & 37t+i+742,\hfill & 38t+2i51,\hfill \\ 38t+2i+216,\hfill & 40t+2i+209,\hfill & 40t+2i,\hfill & 42t+2i,\hfill \\ 42t+2i1,\hfill & 44t+2i6,\hfill & 44t+2i3,\hfill & 46t+2i+5,\hfill \\ 46t+2i+744,\hfill & 48t+3i+158,\hfill & 49t+3i+215,\hfill & 50t+3i+209,\hfill \\ 51t+3i1,\hfill & 52t+3i1,\hfill & 53t+3i7,\hfill & 54t+3i4,\hfill \\ 55t+3i1,\hfill & 56t+3i+746,\hfill & 59t+4i+157,\hfill & 59t+4i+215,\hfill \\ 61t+4i+208,\hfill & 61t+4i2,\hfill & 63t+4i7,\hfill & 63t+4i5,\hfill \\ 65t+4i2,\hfill & 65t+4i+740,\hfill & 69t+5i+157,\hfill & 70t+5i+214,\hfill \\ 71t+5i+207,\hfill & 72t+5i8,\hfill & 73t+5i5,\hfill & 74t+5i3,\hfill \\ 75t+5i+739,\hfill & 80t+6i+156,\hfill & 80t+6i+213,\hfill & 82t+6i+201,\hfill \\ 82t+6i6,\hfill & 84t+6i3,\hfill & 84t+6i+738,\hfill & 90t+7i+155,\hfill \\ 91t+7i+207,\hfill & 92t+7i+203,\hfill & 93t+7i4,\hfill & 94t+7i+738,\hfill \\ 101t+8i+149,\hfill & 101t+8i+209,\hfill & 103t+8i+205,\hfill & 103t+8i+737,\hfill \\ 111t+9i+151,\hfill & 112t+9i+211,\hfill & 113t+9i+946,\hfill & 122t+10i+153,\hfill \\ 122t+10i+952,\hfill & 132t+11i+894.\hfill & & \end{array}$$

$`B_0`$ is a path with an end vertex $`x`$ and length $`nn_t`$. Other $`B_i`$ is simply a cycle of length $`i`$.

Then $`f(n)n+36t,`$ for $`nn_t.`$ This completes the proof.

From the above theorem, we have

$$\underset{n\mathrm{}}{lim\; inf}\frac{f(n)n}{\sqrt{n}}\sqrt{2+\frac{2}{5}},$$

which is better than the previous bounds $`\sqrt{2}`$ (see ), $`\sqrt{2+\frac{2562}{6911}}`$ (see ).

Combining this with Boros, Caro, Füredi and Yuster’s upper bound, we get

$$1.98\underset{n\mathrm{}}{lim\; sup}\frac{f(n)n}{\sqrt{n}}\underset{n\mathrm{}}{lim\; inf}\frac{f(n)n}{\sqrt{n}}\sqrt{2.4}.$$

We make the following conjecture:

Conjecture.

$$\underset{n\mathrm{}}{lim}\frac{f(n)n}{\sqrt{n}}=\sqrt{2.4}.$$

## Acknowledgment

The author thanks Prof. Yair Caro and Raphael Yuster for sending me references. The author thanks Prof. Genghua Fan and Cheng Zhao for their valuable suggestions.


text:
# A note on the ampleness of numerically positive log canonical and anti-log canonical divisors

## 1 Proof of Theorem 0.7

We define $`𝐒𝐭𝐫𝐚𝐭𝐚(\mathrm{\Delta }):=\{\mathrm{\Gamma }\mathrm{\Gamma }\text{ is an }\text{irreducible }\text{component }\text{of }_{jJ}\mathrm{\Delta }_j\mathrm{}\text{,}\text{ for }\text{some }\text{nonempty }\text{subset }J\text{ of }I\}`$ and $`𝐌𝐒(\mathrm{\Delta }):=\{\mathrm{\Gamma }𝐒𝐭𝐫𝐚𝐭𝐚(\mathrm{\Delta })\text{ If }\mathrm{\Gamma }^{}𝐒𝐭𝐫𝐚𝐭𝐚(\mathrm{\Delta })\text{ and }\mathrm{\Gamma }^{}\mathrm{\Gamma },\text{ then }\mathrm{\Gamma }^{}=\mathrm{\Gamma }\}`$. We remark that $`(K_X+\mathrm{\Delta })_\mathrm{\Gamma }=K_\mathrm{\Gamma }`$ for every $`\mathrm{\Gamma }𝐌𝐒(\mathrm{\Delta })`$.

Let $`L`$ be a $`𝐐`$-Cartier $`𝐐`$-divisor on $`X`$.

$`L`$ is said to be nef and log big on $`(X,\mathrm{\Delta })`$, if $`L`$ is nef, $`L^n>0`$ and $`(L_\mathrm{\Gamma })^{dim\mathrm{\Gamma }}>0`$ for any $`\mathrm{\Gamma }𝐒𝐭𝐫𝐚𝐭𝐚(\mathrm{\Delta })`$.

###### Remark 1.1.

Assume that $`L`$ is nef.

If $`bL(K_X+\mathrm{\Delta })`$ is nef for some $`b0`$, then so is $`aL(K_X+\mathrm{\Delta })`$ for $`a0`$.

If $`bL(K_X+\mathrm{\Delta })`$ is nup for some $`b0`$, then so is $`aL(K_X+\mathrm{\Delta })`$ for $`a0`$.

If $`bL(K_X+\mathrm{\Delta })`$ is nef and big for some $`b0`$, then so is $`aL(K_X+\mathrm{\Delta })`$ for $`a0`$.

If $`bL(K_X+\mathrm{\Delta })`$ is nef and log big on $`(X,\mathrm{\Delta })`$ for some $`b0`$, then so is $`aL(K_X+\mathrm{\Delta })`$ for $`a0`$.

We cite two lemmas:

###### Lemma 1.2 (An uniruledness theorem of Miyaoka-Mori type, Matsuki ).

Let $`D_1,D_2,\mathrm{},D_n`$ be a sequence of nef Cartier divisors. Suppose $`D_1D_2\mathrm{}D_n=0`$ and $`K_XD_1D_2\mathrm{}D_{n1}>0`$. Then $`X`$ is covered by a family of rational curves $`C`$ such that $`D_nC=0`$.

###### Lemma 1.3 (Base point free theorem of Reid type, Fukuda ).

If $`L`$ is nef and $`bL(K_X+\mathrm{\Delta })`$ is nef and log big on $`(X,\mathrm{\Delta })`$ for some $`b0`$, then $`L`$ is semi-ample.

###### Proposition 1.4.

Assume that $`L`$ is nef and $`bL(K_X+\mathrm{\Delta })`$ is nup for some $`b0`$ and that $`\mathrm{\Delta }0`$. If $`((bL(K_X+\mathrm{\Delta }))_\mathrm{\Gamma })^{dim\mathrm{\Gamma }}>0`$ for any $`\mathrm{\Gamma }𝐌𝐒(\mathrm{\Delta })`$, then $`aL(K_X+\mathrm{\Delta })`$ is nef and log big on $`(X,\mathrm{\Delta })`$ for $`a0`$.

###### Proof.

We prove this proposition by induction on $`n`$. If $`n=1`$, the statement is trivial. Thus we may assume that $`n2`$.

We note that $`(aL(K_X+\mathrm{\Delta }))_{\mathrm{\Delta }_i}=aL_{\mathrm{\Delta }_i}(K_{\mathrm{\Delta }_i}+(\mathrm{\Delta }\mathrm{\Delta }_i)_{\mathrm{\Delta }_i})`$.

First we shall show that $`((aL(K_X+\mathrm{\Delta }))_\mathrm{\Gamma })^{dim\mathrm{\Gamma }}>0`$ for any $`\mathrm{\Gamma }𝐒𝐭𝐫𝐚𝐭𝐚(\mathrm{\Delta })`$. If $`(\mathrm{\Delta }\mathrm{\Delta }_i)_{\mathrm{\Delta }_i}0`$, then the induction hypothesis implies that $`((aL(K_X+\mathrm{\Delta }))_\mathrm{\Gamma })^{dim\mathrm{\Gamma }}>0`$ for any $`\mathrm{\Gamma }\mathrm{\Delta }_i`$. Thus we may assume that $`(\mathrm{\Delta }\mathrm{\Delta }_i)_{\mathrm{\Delta }_i}=0`$. Then $`\mathrm{\Delta }_i𝐌𝐒(\mathrm{\Delta })`$. Therefore $`((aL(K_X+\mathrm{\Delta }))_{\mathrm{\Delta }_i})^{dim\mathrm{\Delta }_i}>0`$.

Next we shall show that $`(aL(K_X+\mathrm{\Delta }))^n>0`$. Assuming that $`(aL(K_X+\mathrm{\Delta }))^n=0`$ for any $`a0`$, we will derive the contradiction. Then we have $`L^i(K_X+\mathrm{\Delta })^{ni}=0`$ for $`i=0,1,2,\mathrm{},n`$, by regarding $`(aL(K_X+\mathrm{\Delta }))^n`$ as a polynomial in the variable $`a`$. Thus $`K_X(aL(K_X+\mathrm{\Delta }))^{n1}=(aL+\mathrm{\Delta })(aL(K_X+\mathrm{\Delta }))^{n1}=\mathrm{\Delta }(aL(K_X+\mathrm{\Delta }))^{n1}(aL(K_X+\mathrm{\Delta }))^{n1}\mathrm{\Delta }_i=((aL(K_X+\mathrm{\Delta }))_{\mathrm{\Delta }_i})^{dim\mathrm{\Delta }_i}>0`$. Consequently Lemma 1.2 derives the contradiction. ∎

###### Theorem 1.5.

Assume that $`L`$ is nef and $`bL(K_X+\mathrm{\Delta })`$ is nup for some $`b0`$ and that $`\mathrm{\Delta }0`$. If $`((bL(K_X+\mathrm{\Delta }))_\mathrm{\Gamma })^{dim\mathrm{\Gamma }}>0`$ for any $`\mathrm{\Gamma }𝐌𝐒(\mathrm{\Delta })`$, then $`L`$ is semi-ample.

###### Proof.

The assertion follows from Lemma 1.3, because $`aL(K_X+\mathrm{\Delta })`$ is nef and log big on $`(X,\mathrm{\Delta })`$ for $`a0`$ by Proposition 1.4. ∎

###### Proposition 1.6.

$`(1)`$ Conjecture 0.4 is true in the case $`\mathrm{\Delta }0`$, if Conjecture 0.3 is true in dimension $`n1`$. $`(2)`$ Conjecture 0.6 is true in the case $`\mathrm{\Delta }0`$, if Conjecture 0.5 is true in dimension $`n1`$.

###### Proof.

(1) Put $`L=K_X+\mathrm{\Delta }`$ in the statement of Theorem 1.5. (2) Put $`L=(K_X+\mathrm{\Delta })`$ in the statement of Theorem 1.5. ∎

###### Proof of Theorem 0.7.

(1): Conjecture 0.3 is true in the case $`n3`$ (Miyaoka , Kawamata ). Thus Proposition 1.6 implies the assertion.

(2): Conjecture 0.5 is true in the case $`n3`$ (Hidetoshi Maeda , Serrano ). Thus Proposition 1.6 implies the assertion. ∎

Faculty of Education, Gifu Shotoku Gakuen University

Yanaizu-cho, Gifu 501-6194, Japan

fukuda@ha.shotoku.ac.jp