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# Indications of a Large Fraction of Spectroscopic Binaries Among Nuclei of Planetary Nebulae

## 1 Introduction

There is reason to think that many of the central stars in planetary nebulae (PNe) may be close binaries. The evidence leading to this suggestion includes the following:

(1) Photometric monitoring has revealed that about 10% of planetary-nebula nuclei (PNNi) are very close binaries, with periods of a few hours up to a few days (e.g., Bond & Livio 1990; Bond 2000). These close binaries in PNe provide direct evidence for the occurrence of a common-envelope (CE) interaction (Paczynski 1976; Sandquist et al. 1998), in which one component of a binary evolves to giant dimensions, and then engulfs a main-sequence companion; the ensuing spiral-down of the orbit ejects the CE and exposes the hot core of the red giant, leaving a close binary inside a photoionized PN.

(2) Theoretical studies of the evolution of binary populations (e.g. Yungelson et al. 1993, Han et al. 1995), predict the orbital period distribution of binary stars inside PNe to be a strong function of the efficiency, $`\alpha _{\mathrm{CE}}`$, with which the orbital energy of the original system goes into ejecting material from the CE. However, a recent study (O’Brien et al. 2001) of the post-CE eclipsing binary V471 Tauri indicates that $`\alpha _{\mathrm{CE}}0.1`$, for this one object. Fig. 3b of Yungelson et al. then predicts, if this value of $`\alpha _{\mathrm{CE}}`$ is applicable to most CE interactions, that the orbital periods of binaries in PNe should be distributed roughly evenly over the range 0.3–30 days. Since 10% of PNNi are already known to be binaries lying in the short-period tail that is detectable photometrically, these results suggest that a large fraction of PNNi could be longer-period binaries.

(3) A large majority of PNe have highly non-spherical shapes, including numerous extreme cases of strongly bipolar or axisymmetric morphologies (e.g., Zuckerman & Aller 1986; Soker 1997). The simplest explanation for these shapes would be that most PNe have been ejected through CE interactions, or that the PN ejection process has at least been affected by other phenomena directly related to the presence of a companion star (e.g., tidal spinup and/or dynamo generation of magnetic fields).

The strongest empirical test of this hypothesis of a large binary fraction would be to search for the expected population of binary PNNi with periods too long to be detected from photometric variability, but detectable through radial-velocity (RV) variations. Knowledge of the overall period distribution of binary PNNi would provide strong constraints on (a) the binary properties of the parent AGB population, and (b) the typical value of $`\alpha _{\mathrm{CE}}`$, a quantity needed to predict the properties of other post-CE systems, including cataclysmic variables, low-mass X-ray binaries, and the progenitors of Type Ia supernovae.

In this Letter we report initial results of a RV survey of PNNi, designed to detect variability on timescales of a few days up to a few months, with velocity amplitudes down to a few $`\mathrm{km}\mathrm{s}^1`$.

## 2 Target Selection and Observations

Our spectroscopic data were taken at the 3.5-m WIYN telescope at Kitt Peak National Observatory between 2002 August and 2003 September. It is well known (e.g., Kennicutt, Freedman, & Mould 1995) that for optimum sampling of unknown periods, the observations should be spaced over an interval at least as long as the longest expected period, with the intervals between successive observations increasing according to a power series.

Since we wished to search for periods of a few days up to about two months, this scheduling requirement dictated use of a spectrograph that is easily available on the telescope without major instrument changes, making runs as short as one night possible. The Hydra fiber-optics bench-mounted spectrograph (Barden & Armandroff 1995), which can be put into use very quickly on the WIYN telescope by rotating the Nasmyth tertiary mirror, was thus ideal for meeting our scheduling needs. We were awarded 8 nights each in three successive semesters, with each semester’s individual nights spaced nearly ideally as outlined above. Unfortunately, however, we encountered unusually bad weather—not to mention a nearby forest fire—during all three semesters, so that the actual sampling that we achieved was very far from ideal.

We used the Hydra spectrograph with fibers that project to a $`2\stackrel{}{\mathrm{.}}0`$ diameter on the sky; this diameter is near optimal for collecting most of the starlight in typical seeing, while giving little degradation of the spectral resolution, and permitting minimal contamination from the surrounding nebulae. A 1200 groove mm-1 grating, combined with the “Red Bench” camera and the T2KC CCD detector, provided a dispersion of 0.33 Å pixel-1 and a wavelength coverage of 4050–4730 Å. The FWHM of comparison lines was typically 0.60 Å. We generally obtained a Cu-Ar comparison lamp exposure after every three stellar exposures, which was adequate because of the high stability of the bench spectrograph.

Our goal was to conduct a RV survey of a representative selection of PNNi. However, as is well known, many PNNi have significant stellar winds, raising the danger that short-timescale variations in mass-loss rate could give rise to spurious apparent velocity variations. (Note, for example, that virtually all PNNi with obvious P Cygni profiles in the ultraviolet are observed to vary photometrically on short timescales—Bond & Ciardullo 1989; Handler et al. 1997.) In order to maximize the probability of measuring center-of-mass motions of the stars, we drew up a list of targets likely to have low mass-loss rates and optical spectra dominated by photospheric absorption lines. These included stars classified as type O (e.g., by Heap 1977), sdO, B, or sdB by various authors. In order to minimize exposure times, we favored stars brighter than about 14th visual magnitude. Several candidate stars were observed, but found to have few or no usable absorption lines, and were thus dropped from our program. At this writing, we have obtained useful spectra of 11 PNNi on at least 4, and up to 16, different nights.

In addition to the PNNi, we obtained spectra on most nights of the well-known sdO spectrophotometric standard star BD $`+28^{}`$4211. This star has a spectrum similar to those of some of our program stars, but is not known to be surrounded by a PN111As noted by Zanin & Weinberger (1997), the Palomar Sky Survey shows some diffuse nebulosity with an angular extent of several degrees in the vicinity of BD $`+28^{}`$4211. If actually associated with the star, this nebulosity would have a physical scale much larger than any other known PN.. To the best of our knowledge this star has not been reported to have a variable RV, and thus it should serve to monitor the stability of our velocity measurements for the program stars.

## 3 Data Reduction and Analysis

We reduced our spectra with NOAO IRAF222IRAF is distributed by the National Optical Astronomy Observatories, which are operated by the Association of Universities for Research in Astronomy, Inc., under cooperative agreement with the National Science Foundation. software. The dohydra task was used to flat-field, extract, and wavelength-calibrate the spectra. Excellent fits to the wavelength dispersion curve were obtained, with RMS scatter of about 0.03 Å.

We measured RV shifts between normalized pairs of spectra using the cross-correlation technique implemented by the IRAF task fxcor. For each star in our sample, we initially selected the spectrum with the highest signal-to-noise ratio (SNR) as the template, and cross-correlated it with the other spectra taken at different epochs. We then used these initial RV estimates to shift each spectrum to the velocity of the template, and created a weighted average of all of them. This averaged spectrum, with typical $`\mathrm{SNR}100`$, was then used as the final template to determine the relative RV shifts between it and each of the spectra. In the present work, we have not attempted to place the RVs on an absolute velocity scale.

The fxcor task calculates the velocity shift between two spectra by fitting the correlation with a user-selected function. Most of our PNNi have a variety of line profiles, including pressure-broadened Balmer lines as well as narrower lines from metallic species. A parabola was finally adopted as the best fitting function.

We regard the errors in our relative velocities as arising from two sources. One is the random velocity scatter due to errors in the dispersion fit, mechanical drifts in the spectrograph, and other less easily specified effects. To estimate this scatter, we measured the relative velocities of the strong nebular \[O III\] 4363 Å emission line of NGC 6891, based on 17 spectra. Such a sharp nebular line is expected to have a constant RV. The RMS scatter of the measured relative velocities was found to be $`2.1\mathrm{km}\mathrm{s}^1`$, which we take as a measure of the random velocity errors affecting all of our measurements (note that this is closely similar to the velocity scatter expected from the 0.03 Å $``$ 2.0 $`\mathrm{km}\mathrm{s}^1`$ dispersion of our comparison-line fits).

In addition, there is a contribution from the errors of the individual absorption-line cross-correlation fits due to effects such as photon noise and the shapes and widths of the absorption-line profiles. The fxcor task reports a random error for each velocity shift based on the error in fitting a parabola to the cross-correlation function. For a sharp, strong emission line such as \[O III\] 4363 Å in NGC 6891, the error reported by fxcor is negligible ($`<`$$`0.2\mathrm{km}\mathrm{s}^1`$) compared to the night-to-night scatter. For the absorption-line RVs of our program stars, we found that the fxcor errors are also less than the random night-to-night error estimated above, except for spectra with low SNR, or with especially broad or shallow absorption lines. In our analysis below, we combine in quadrature the random error estimate of $`2.1\mathrm{km}\mathrm{s}^1`$ with the random error from fxcor, in order to estimate the overall error of each RV measurement.

The stellar absorption lines most commonly encountered in PNNi in our spectral range are H$`\delta `$ and H$`\gamma `$ (often contaminated by nebular emission), as well as lines of He I, He II, C III, C IV, N III, and N V. When determining the cross correlation using stellar absorption lines, we selected spectral windows so as to exclude the nebular emission lines in those objects with strong superposed emission.

## 4 Results and Discussion

In Table 1 we present the list of stars for which we have obtained at least 4 good (continuum $`\mathrm{SNR}20`$) spectroscopic observations. In columns (5), (6), and (7), we list the number of times each star was observed, $`n`$, the standard deviation, $`\sigma `$, of the ensemble of relative RV measurements, and the average error of an individual RV measurement. Each star was observed once per night, on as many nights as the weather and sidereal time permitted.

The question whether a collection of RV measurements is consistent with the hypothesis of a constant velocity is a classical problem, discussed in detail for example by Trumpler & Weaver (1953). These authors recommend a standard $`\chi ^2`$ calculation, from which the reduced value, $`\chi ^2/(n1)`$ (given in Table 1, column ), leads to an estimate of the probability that the star’s RV is variable (column ; e.g., Press et al. 1986).

Table 1 shows the startling conclusion that 10 out of the 11 PNNi that we have observed have variable velocities. Reassuringly, our control star, BD $`+28^{}`$4211, has a constant RV according to our statistical test (i.e., it has only a 24% probability of variability). (As Table 1 shows, the individual RV errors for BD $`+28^{}`$4211 are relatively large, averaging $`3.3\mathrm{km}\mathrm{s}^1`$. This is due to the relatively high gravity of this star, which gives it broader lines than our typical PNNi; hence the cross-correlation function is broader, with an attendant larger error in the velocity shifts.)

Are these RV variations due to motion in a binary system, or to some other phenomenon (e.g., stellar-wind variations that modulate absorption-line profiles in a way that mimics velocity variability)? Detection of a clearly periodic velocity variation would provide strong support for binary motion. Unfortunately, due to the poor weather that we encountered, we have only a handful of observations of each star spaced over more than a one-year interval. Most of our stars appear to show RV variations on timescales as short as 1 day, suggesting that their periods, if they are binaries, are relatively short. Thus our sampling is extremely non-optimal for period searching. We have used the Lafler & Kinman (1965) periodogram to search for periodic signals, but due to the severe aliasing it is not possible to find a definite period for any of our stars; a very wide variety of periods can yield more-or-less smooth RV curves, but none of them stand out clearly.

In order to investigate further for the presence of winds, we examined UV spectra of our targets obtained with the International Ultraviolet Explorer (IUE) satellite, using the data archive at the Space Telescope Science Institute333http://archive.stsci.edu/iue/index.html. All 12 of our targets, including BD $`+28^{}`$4211, have been observed with IUE, but only five of them (IC 4593, NGC 6210, NGC 6891, A 78, and Sa 4-1) show P Cygni profiles in the UV. However, most optical absorption lines are much less affected by winds than the UV resonance lines. Moreover, asymmetric profiles would typically be introduced for lines formed in a wind, but we did not observe any unusual profiles in the lines measured for RV (note that fxcor directly displays the correlation function, which has the same shape as the typical stellar absorption lines), nor any obvious time variations in the line profiles. Thus, although we cannot absolutely exclude that the RVs of these five targets are affected by wind phenomena, we believe it to be unlikely; and in any case, we find it hard to believe that the variations of the other five variables are due to such a phenomenon.

We thus have a tantalizing suggestion that the binary fraction among PNNi may be very high. As noted above, photometric monitoring has indicated that about 10% of randomly selected PNNi are short-period (hours to a few days) binaries. The RV results presented in this paper now suggest that an even larger fraction (which may well exceed 50%, and may approach 100%) of random PNNi may be spectroscopic binaries of intermediate periods. Our results appear to be consistent with those presented recently by Pollacco (2003), who finds, in a somewhat less sensitive RV survey, that 57% of a sample of 23 PNNi have variable RVs.

We plan to continue our monitoring of northern-hemisphere targets, and we are currently analyzing RV data for about 30 southern-hemisphere PNNi. Such observations will greatly clarify the situation. At present, it has become increasingly plausible that binary-star ejection is a major formation channel for planetary nebulae.

APPENDIX

Comments on individual objects:

PHL 932 is almost unique among PNNi in being classified as a sdB star. Its effective temperature and surface gravity (Napiwotzki 1999) suggest it could be a post-red giant in a binary system that underwent a CE episode (Mendez et al. 1988; Iben & Tutukov 1993). No RV variations greater than $`2\mathrm{km}\mathrm{s}^1`$ were detected over an interval of 6 days by Wade (2001). Our claim of RV variability rests largely on one outlying velocity measurement, differing from the mean of the remaining 8 observations by $`8.9\pm 2.5\mathrm{km}\mathrm{s}^1`$; this suggests that, if the star is a spectroscopic binary, its eccentricity is high, which would be surprising for a post-CE system.

BD +332642 is an extremely well-observed spectrophotometric standard star, so it is a surprise that its surrounding faint PN was not discovered until 10 years ago (Napiwotzki 1993). Our RV measurements show a range of $`15.3\mathrm{km}\mathrm{s}^1`$, well in excess of the small errors for this bright star with many usable photospheric absorption lines.

IC 4593, NGC 6210, NGC 6891. Our measurements of these three rather similar objects rely on absorption lines of He II at 4200 and 4541 Å, as well as the wings of the Balmer lines (the cores are contaminated with nebular emission). We find definite RV variability in all three, with total ranges of 36.4, 16.7, and $`15.6\mathrm{km}\mathrm{s}^1`$, respectively. However, the nucleus of IC 4593 is variable photometrically on a timescale of hours (Bond & Ciardullo 1989), has P Cygni profiles in the UV, and shows short-timescale variations in its optical (Mendez, Herrero, & Manchado 1990) and UV (Patriarchi & Perinotto 1995) emission features. Mendez et al. also reported optical absorption-line RV variations in IC 4593 similar to those we report here. The other two PNNi likewise show P Cygni profiles in the UV. We therefore cannot completely rule out that the optical RV variability that we measured is due to variations in the stellar-wind mass loss.

IRAS 19127+1717 was suspected of binarity by Whitelock & Menzies (1986), because the contrast between the high excitation of the PN with the relatively cool temperature of the B9 central star suggested that the ionization source is an optically inconspicuous hot companion. We find strong evidence for RV variability, with a total range of $`33.0\mathrm{km}\mathrm{s}^1`$.

LS IV $``$12111, originally discovered in the Case-Hamburg survey for luminous early-type stars, was re-classified as a post-AGB star embedded in a young PN by Conlon et al. (1993). Arkhipova et al. (2002) have reported photometric variations, and Ryans et al. (2003) suspected RV variability on the basis of 3 velocity measurements. We confirm definite RV variability, with a total range of $`39.0\mathrm{km}\mathrm{s}^1`$.

M 1-77, M 2-54 have both been reported to be photometric variables on timescales of hours (Handler 1995, 1999). We find definite RV variability for both PNNi (total ranges of 32.8 and $`49.0\mathrm{km}\mathrm{s}^1`$, respectively). Although the photometric variability might suggest a connection with the wind variability discussed above for IC 4593 and similar objects, our spectra show a wealth of sharp absorption lines, and IUE spectra show no P Cygni profiles. We thus believe there is a high probability that both stars are spectroscopic binaries, although the non-periodic photometric variability would then be left unexplained.

A 78 is a prototypical born-again PNN (Iben et al. 1983; Jacoby & Ford 1983). Like IC 4593, NGC 6210, and NGC 6891, it has pronounced P Cygni profiles in the UV, so the RV variations that we find (total range $`23.1\mathrm{km}\mathrm{s}^1`$) might conceivably be attributable to wind variability.

Sa 4-1 has a high-velocity wind seen as blue-shifted absorption in high-dispersion IUE spectra, with relatively weak emission near zero velocity (Feibelman & Bruhweiler 1989), putting it at risk of wind variability. Our 4 spectra, however, show only marginal evidence for RV variation.

We are thankful for the terrific effort of the WIYN/NOAO team in supporting our project, in particular WIYN Observatory Director George Jacoby, telescope operators Gene McDougall, George Will, Doug Williams, and Hillary Mathis, and instrument specialist Chuck Corson. We thank John Glaspey for carrying out the difficult task of meeting our exacting telescope scheduling requirements. Don Pollacco provided useful information in advance of publication. OD is grateful to Janet Jeppson Asimov for financial support.


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# Ionizing Photon Emission Rates from O- and Early B-Type Stars and Clusters

## 1 Introduction

Massive hot stars inject large amounts of energy and entropy into the interstellar medium of galaxies, via jets, winds, radiation, and supernova explosions. The production rates of Lyman continuum photons (Lyc; $`h\nu >13.6`$ eV), and of helium continuum photons (He I; $`h\nu >24.6`$ eV), are particularly important and fundamental parameters of O-type and early B-type stars (Mihalas 1967; Panagia 1973; Vacca, Garmany & Shull 1996; Schaerer & de Koter 1997; Lanz & Hubeny 2003). The ionizing radiation produces HII regions around the hot stars, and the photon fluxes determine the intensities of hydrogen and helium recombination lines, collisionally excited metal emission lines, and free-free continuum fluxes from the photoionized gas. Massive stars often form in groups or clusters, as in Galactic OB associations (McKee & Williams 1997), or in more massive super-star-clusters observed in galaxy nuclei and starburst galaxies (Whitmore et al. 1999; Maoz et al. 2001). Such objects can contain thousands of individual OB stars within small volumes, and the associated nebular emissions are detectable to large redshifts (e.g. Shapley et al. 2003).

In this paper, we present new computations of the Lyc and He I photon emission rates for hot-stars, using our updated radiation-driven wind atmosphere models for O-type and early B-type stars (Pauldrach, Hoffmann & Lennon 2001). Our models include the coupled effects of hydrodynamics, and NLTE radiative transfer, in spherically outflowing radiation-driven winds, including the detailed effects of line-blocking and line-blanketing on the radiative transfer and energy balance. In this paper we focus on solar metallicity systems, and we present results for a model grid spanning a wide range of stellar effective temperatures and surface gravities, covering the full range of stellar types, from dwarfs to supergiants. Low metallicity systems such as those occurring in dwarf galaxies (e.g. Lee, Grebel & Hodge 2003) or in the early universe (Tumlinson & Shull 2000; Schaerer 2003) will be considered elsewhere.

We use our stellar atmosphere grid, in combination with evolutionary models, to carry out “population synthesis” computations (Bruzual & Charlot 1993; Leitherer & Heckman 1995; Sternberg 1998; Leitherer et al. 1999) of the time-dependent spectral energy distributions (SEDs), and time-dependent Lyc and He I photon emission rates, for evolving star-clusters. We present results for the two limiting cases of “continuous” and “impulsive” star-formation, for a range of assumed stellar initial mass functions. Our cluster synthesis computations may be used together with observational continuum and emission-line data to infer star-formation rates and histories in galactic and extragalactic star-forming regions.

In §2, we summarize the basic ingredients of our stellar atmosphere models. In §3, we fix the various empirically based input parameters, including the stellar radii, surface gravities, effective temperatures, terminal wind velocities, and mass-loss rates. In §4, we discuss the model atmospheres, present the Lyc and He I photon emission rates as functions of the stellar parameters, and compare our results to previous computations presented in the literature. In §5, we present the results of our population synthesis computations for cluster SEDs and associated Lyc and He I photon emission rates.

## 2 Model Atmospheres

We use our NLTE wind-driven stellar atmosphere code (WM-basic) to compute hot-star spectral energy distributions for a wide range of stellar input parameters. Details of this code, and the modelling methods, are presented in Pauldrach et al. (2001). Here we provide a brief description.

The WM-basic code iteratively solves the coupled equations of hydrodynamics, energy balance, and NLTE radiative transfer, for spherically symmetric radiatively driven steady-state winds expanding off the photospheres of hot stars. The hydrodynamic equations are solved for pre-specified values of the stellar effective temperature $`T_{\mathrm{eff}}`$, surface gravity log $`g`$, photospheric radius $`R_{}`$, and metallicity $`Z`$. Given the solutions to the hydrodynamic density and velocity structures, the local NLTE occupation numbers for approximately 5000 atomic levels are determined by solving the microscopic population rate equations, including radiative and collisional excitation and deexcitation processes, in several million line-transitions of elements from H to Zn. The strong “line blocking” attenuation of the ultraviolet (UV) radiation fluxes (both ionizing and non-ionizing) by the numerous spectral lines in the UV spectral range is properly included in the radiative transfer, with significant influence on the NLTE level populations. The “line blanketing” heating of the photosphere as a consequence of this blocking of radiation is accounted for in the temperature structure, which is determined by solving the energy balance equation. The radiation field, opacities, emissivities, and occupation numbers at all depths in the wind are determined consistently via a detailed computation of the radiation transfer in the observer’s frame, and an explicit solution of the rate equations incorporating all significant microscopic processes. The solution to the radiative transfer equation finally also yields the escaping radiation field in the form of the SED and synthetic stellar spectrum.

The steady-state flow, in both the supersonic and subsonic regions, is controlled by the radiative acceleration provided by the combined effects of continuum and line absorption. In the computations we present here, we adjust the absorption line “force multiplier” parameters, $`k`$, $`\alpha `$, and $`\delta `$ (Castor, Abbott & Klein 1975; Abbott 1982), such that the resulting hydrodynamics mass-loss rates, $`\dot{M}`$, and terminal flow velocities, $`v_{\mathrm{}}`$, are consistent with observations (see §3).

Our “realistic” NLTE radiation-driven wind atmosphere models provide excellent matches to directly observable far-UV stellar SEDs longward of the Lyman limit (e.g., Pauldrach et al. 2001). Crucially, the computed far-UV spectra depend on the detailed NLTE solutions throughout the winds, which, in turn, depend primarily on the ionization states of species with ionization potentials shortward of the Lyman limit. Thus, the excellent match to observed far-UV SEDs is direct evidence that the ionizing continua are computed accurately in our models, and that additional physical processes, such as gas clumping, have only minor effects. Further supporting evidence for the accuracy of our models comes from successful fits to the relative intensities of (infrared) emission lines observed in Galactic HII regions, in nebular photoionization calculations that explicitly incorporate our hot-star models (Giveon et al. 2002).

## 3 Stellar Parameters

We have constructed a detailed grid of OB star model atmospheres for all luminosity classes, from main-sequence dwarfs to supergiants. We adopt solar metals abundances as compiled by Grevesse & Sauval (1998). The input parameters for each model are the effective temperature, surface gravity, and stellar radius 111Defined as the radius at which the Rosseland optical depth equals 2/3., as well as the terminal wind velocity, $`v_{\mathrm{}}`$, and mass-loss rate, $`\dot{M}`$.

We choose parameter values based on observations. Herrero et al. (1992) and Puls et al. (1996) have determined the surface gravities, effective temperatures, and stellar radii, for samples of OB stars, via the “spectral fitting” method. In these studies, log $`g`$ and $`T_{\mathrm{eff}}`$ were inferred for individual stars by matching spherical NLTE (but non-blanketed) atmosphere models to the observed hydrogen and helium absorption line profiles in the stellar spectra. Given the best fitting SEDs and predicted surface radiation flux densities, the radii were then inferred given the observed stellar (V-band) luminosities, following the technique introduced by Kudritzki (1980).

In Figure 1, we display log $`g`$ vs. $`T_{\mathrm{eff}}`$, and $`R_{}`$ vs. $`T_{\mathrm{eff}}`$, for the samples of OB stars analyzed by Herrero et al. (1992) and Puls et al. (1996). It is evident that the OB stars of various types occupy well defined regions in these diagrams. The empirical data allow us to define relations for “generic” dwarfs and supergiants. For dwarfs we set

$$\mathrm{log}g=4$$
(1)
$$\frac{R}{R_{}}=0.2\times T_{\mathrm{eff}}+2,$$
(2)
and for supergiants,

$$\mathrm{log}g=0.045\times T_{\mathrm{eff}}+1.65$$
(3)
$$\frac{R}{R_{}}=0.6\times T_{\mathrm{eff}}+45.$$
(4)
These relations define the approximate boundaries, in these diagrams, within which OB stars of all luminosity classes are known to exist.

Our model atmosphere grid covers the full range of parameters within the “triangular wedge” that is defined by the dwarf and supergiant sequences in the log $`g`$ vs. $`T_{\mathrm{eff}}`$ diagram (see Fig. 1a). We computed atmospheres for $`T_{\mathrm{eff}}`$ ranging from 25 to 55 kK, in steps of 1 kK, and surface gravities (cm s-2) ranging from (as low as) 3 to 4, in steps of 0.2 dex. For each $`T_{\mathrm{eff}}`$ and log $`g`$ pair, we set the stellar radius via linear interpolation, using log $`g`$ as the independent parameter, and the dwarf and supergiant radii as specified by equations (1)-(4). The surface gravities, stellar radii, and effective temperatures, of our models are displayed in Figures 2a and 2b. The associated spectroscopic masses $`M_{}gR_{}^2/G`$, and bolometric luminosities $`L_{}4\pi R_{}^2\sigma T_{\mathrm{eff}}^4`$, for our models are shown in Figures 2c and 2d.

The terminal wind velocities, $`v_{\mathrm{}}`$, of OB stars are directly observable quantities (e.g. Prinja, Barlow & Howarth 1990; Kudritzki & Puls 2000). Given the terminal velocities, the mass-loss rates, $`\dot{M}`$, may be determined via the observed wind-momentum-luminosity (WML) relation between the stellar luminosity, and the “modified wind momentum” $`D_{\mathrm{mom}}\dot{M}v_{\mathrm{}}(R_{}/R_{})^{0.5}`$. The theory of radiatively driven winds predicts that $`D_{\mathrm{mom}}`$ is a simple function of $`L_{}`$. The empirical WML relation depends on both luminosity class and spectral type, with scatter. We use the expressions assembled and summarized by Kudritzki & Puls (2000). Figure 2e shows the resulting empirically based values of $`v_{\mathrm{}}`$ vs. $`T_{\mathrm{eff}}`$ for our low to high gravity systems. We adopt an O-star dwarf/giant WML relation for stars with $`R_{}<15R_{}`$, and a supergiant WML relation for stars for $`R_{}>15R_{}`$ 222Following Kudritzki & Puls we write $`\mathrm{log}D_{\mathrm{mom}}=\mathrm{log}D_0+x\mathrm{log}(L/L_{\mathrm{}})`$, and set $`\mathrm{log}D_0=19.87`$ and $`x=1.57`$ for $`R<15R_{}`$, and $`\mathrm{log}D_0=20.69`$ and $`x=1.51`$ for $`R>15R_{}`$.. The resulting mass-loss rates are shown in Figure 2f. We have verified that the non-physical discontinuity in $`\dot{M}`$ in the log $`g`$=3.8 sequence (see Fig. 2f) that is introduced by our WML Ansatz does not lead to significant discontinuities in the properties of the model atmospheres.

## 4 Individual Stars

In Figure 3 we display a subset of our computed stellar atmosphere spectra as functions of $`T_{\mathrm{eff}}`$ and log $`g`$, spanning the dwarf to supergiant parameter space. Our full grid of models is available on the world-wide-web 333 ftp://wise3.tau.ac.il/pub/stars . For each model we plot the surface flux density, $`f_\nu `$, (erg s-1 cm-2 Hz-1) vs. the photon energy $`E`$, from 0 to 5 ryd. For comparison, for each model we also plot the blackbody flux densities, $`\pi B_\nu (T_{\mathrm{eff}})`$, where $`B_\nu `$ is the Planck function.

The stellar SEDs consist of continua with numerous superposed absorption and emission features. Several noteworthy properties are apparent in the model atmosphere flux distributions. First, the enhanced ionizing continua that are expected in extended and expanding atmospheres (Gabler et al. 1989) are moderated and reduced by line-blocking effects (Pauldrach et al. 2001). Second, the prominent Lyman and He I ionization edges at 1 and 1.8 ryd disappear as the effective temperature increases, or as the surface gravity is reduced. Third, at high $`T_{\mathrm{eff}}`$ and low log $`g`$, the SED continua near the ionization edges approach the blackbody curves.

This behavior may be understood as follows. Because the continuum on each side of an ionization edge is formed at a depth and temperature where the radiation becomes optically thick, and because of the generally larger opacity on the “blue” sides, prominent edges appear in systems with steep temperature gradients. The temperature gradients are, in turn, determined by the associated hydrodynamical density gradients. Thus, when radiation pressure is most effective, as in high $`T_{\mathrm{eff}}`$ or low log $`g`$ systems, the atmospheres are extended, the density gradients are diminished, and the ionization edges disappear. When this happens, the continuum at all wavelengths becomes optically thick at about the same spatial locations and temperatures. The overall continuum must then approach the blackbody form, given the definition of $`T_{\mathrm{eff}}`$ and flux conservation.

Figure 3 also shows that a He II continuum ($`E>4`$ ryd) is absent in low $`T_{\mathrm{eff}}`$ and low log $`g`$ systems (optically thick winds) but appears at high $`T_{\mathrm{eff}}`$ and high log $`g`$ (optically thin winds). This illustrates the well-known fact that in stellar winds the He II continuum makes a sudden transtion from optically thick to thin behavior at critical values of the mean wind density, depending on $`T_{\mathrm{eff}}`$ and the electron temperature at the base of the wind (Pauldrach et al. 1990). The transition from thick to thin winds is also triggered by an increase in the surface gravity. The transitions are sudden because near the critical points an increased He II opacity leads to diminished metals ionization and increased line blocking in the He II continuum, leading to a “run-away” increase in the He II opacity 444 The transition to optically thick winds can also give rise to enhanced radiative acceleration and a corresponding jump in the mass-loss rate, possibly leading to bi-stable wind behavior (Pauldrach & Puls 1990)..

For each model in our grid we have computed the Lyc and He I flux integrals (s-1 cm-2)

$$q_\mathrm{x}=_{\nu _\mathrm{x}}^{\mathrm{}}\frac{f_\nu }{h\nu }𝑑\nu $$
(5)
where $`\nu _\mathrm{x}`$ is the ionization frequency for H or He. In Figures 4a and 4b we plot $`q_\mathrm{H}`$ and $`q_{\mathrm{He}}`$ as functions of $`T_{\mathrm{eff}}`$ for the different log $`g`$ sequences, and for comparison we also plot the blackbody fluxes. It is apparent that at low $`T_{\mathrm{eff}}`$, both $`q_\mathrm{H}`$ and $`q_{\mathrm{He}}`$ are supressed below the blackbody values. For fixed $`T_{\mathrm{eff}}`$, the fluxes increase and approach the blackbody curves as log $`g`$ decreases and the ionization edges weaken and disappear. At high $`T_{\mathrm{eff}}`$ the Lyc and He I fluxes approach the blackbody limits.

In Figures 4c and 4d we plot the Lyc and He I photon emission rates (photons s-1), $`Q_\mathrm{H}4\pi R_{}^2q_\mathrm{H}`$ and $`Q_{\mathrm{He}}4\pi R_{}^2q_{\mathrm{He}}`$, as functions of $`T_{\mathrm{eff}}`$ for the various log $`g`$ sequences, where the stellar radii $`R_{}`$ are as specified in §2. In Figures 4c and 4d we indicate the locations of dwarf and supergiant stars as defined by equations (1)-(4). The photon emission rates are larger for the supergiants because of their larger surface areas and smaller surface gravities. For $`T_{\mathrm{eff}}`$ from 25 to 50 kK, $`Q_\mathrm{H}`$ ranges from $`1\times 10^{46}`$ to $`5\times 10^{49}`$ photons s-1 for dwarfs, and from $`4\times 10^{47}`$ to $`8\times 10^{49}`$ photons s-1 for supergiants. For this temperature range, $`Q_{\mathrm{He}}`$ ranges from $`2\times 10^{43}`$ to $`1\times 10^{49}`$ photons s-1 for dwarfs, and from $`1\times 10^{45}`$ to $`2\times 10^{49}`$ photons s-1 for supergiants.

Earlier calculations of the Lyc and He I emission rates for hot stars are in overall good agreement with our more sophisticated models, but some important differences do exist which we now discuss. Specifically, we compare our Lyc and He I flux computations to those presented by Vacca, Garmany & Shull (1996), Schaerer & de Koter (1997), and Lanz & Hubeny (2003). Vacca et al. based their computations on static plane-parallel LTE models (Kurucz 1992). Schaerer & de Koter carried out computations using their spherical wind “CoStar models”, in which only hydrogen and helium (but not the metals) are treated in non-LTE, and in which the temperature structures are derived using an approximate treatment of line-blanketing in grey atmospheres. Lanz & Hubeny (2003) used models that do incorporate metals in NLTE, but which are static and plane-parallel.

Lanz & Hubeny (2003) provide computations of $`q_\mathrm{H}`$ and $`q_{\mathrm{He}}`$ for a range metallicities. For solar metallicity stars, their results are in good agreement with ours at high effective temperatures where the fluxes approach the black-body curves. However, for $`T40`$ kK we find lower Lyc and He I fluxes, with the differences increasing to $`0.5`$ dex, in both $`q_\mathrm{H}`$ and $`q_{\mathrm{He}}`$, at temperatures below 30 kK.

For purposes of comparison we have constructed models for the identical stellar parameters, $`T_{\mathrm{eff}}`$, log $`g`$ and $`R_{}`$, that were selected by Vacca et al., and also adopted by Schaerer & de Koter, for stellar luminosity classes V, III, and I. In Tables 1, 2, and 3, we list these stellar input parameters, together with appropriate values for $`v_{\mathrm{}}`$ and $`\dot{M}`$, following the procedures described in §2. We also list the spectral-type vs. effective temperature calibrations derived by Vacca et al 555 More recent calibrations for dwarf stars based on non-LTE wind atmospheres (Martins, Schaerer & Hillier 2002) lower the temperatures for a given spectral class by a few 103 K..

In Tables 1-3 we list our results for $`q_\mathrm{H}`$, $`q_{\mathrm{He}}`$, $`Q_\mathrm{H}`$ and $`Q_{\mathrm{He}}`$, for the specified stellar parameters. We compare our results to the Vacca et al. and Schaerer & de Koter computations in Figure 5. The various computations for the Lyc emission rates agree very well at high $`T_{\mathrm{eff}}`$ where the fluxes approach blackbody values. Differences of up to 0.1 dex are present at low $`T_{\mathrm{eff}}`$, with our values falling midway between the higher Vacca et al. and lower Schaerer & de Koter results for the giants (III) and supergiants (I). Larger differences are present in the He I emission rates. For low $`T_{\mathrm{eff}}`$ our results deviate for the Vacca et al. values by up to $`\pm 0.3`$ dex. At high $`T_{\mathrm{eff}}`$ our results are about 0.3 dex smaller than Schaerer & de Koter, for all luminosity classes. We attribute this difference to our non-restrictive treatment of NLTE metal line blocking and blanketing in the hydrodynamics, energy balance, and radiative transfer.

## 5 Clusters

We have incorporated our model atmospheres into our population synthesis code STARS (Sternberg 1998; Thornley et al. 2000) to compute the time-dependent ionizing spectral energy distributions, and Lyc and He I photon emission rates, for evolving stellar clusters. Our cluster synthesis computations may be used together with observations of stellar continua, and nebular hydrogen and helium recombination line data, to infer star-formation rates and histories in galactic and extragalactic star-forming regions.

We use the Geneva stellar evolutionary tracks for non-rotating stars with solar metallicity and enhanced mass-loss rates (Schaller et al. 1992; Meynet et al. 1994; Maeder & Meynet 2000) to follow the stellar population distributions in the Herzprung-Russell (H-R) diagram. The cluster luminosity density (erg s-1 Hz-1) may be written as

$$L_\nu (t)=_{m_l}^{m_u}_{\mathrm{track}}\rho _{\mathrm{T},\mathrm{L},\mathrm{g}}\frac{L}{\sigma T_{\mathrm{eff}}^4}f_\nu (T_{\mathrm{eff}},g)𝑑s𝑑m,$$
(6)
where $`\rho _{\mathrm{T},\mathrm{L},\mathrm{g}}`$ is the number density of stars per unit “length” along evolutionary tracks, as specified by the zero-age main-sequence masses, at positions $`T_{\mathrm{eff}}`$ and $`L_{}`$ in the H-R diagram, corresponding to evolutionary surface gravities $`g=GM_{}/R_{}^2`$, where $`M_{}`$ is the (varying) stellar mass along the tracks (with $`L_{}=4\pi R_{}^2\sigma T_{\mathrm{eff}}^4`$). In equation (6), $`f_\nu (T_{\mathrm{eff}},g)`$ is the SED for individual stars with temperatures $`T_{\mathrm{eff}}`$ and surface gravities $`g`$. The integrations are carried out along the entire tracks for stellar masses ranging from a lower-limit $`m_l`$ to an upper-limit $`m_u`$.

In our computations we assume that stars form with a Salpeter initial mass-function (IMF), so that the number of stars formed per mass-interval per unit time is $`n_m(t)=k(t)m^\alpha `$, with $`\alpha =2.35`$, where $`t`$ is the age of the stellar cluster. The total star-formation rate ($`M_{}`$ yr-1) is then

$$R(t)=k(t)_{m_l}^{m_u}m^{1\alpha }𝑑m.$$
(7)
We note that $`\rho _{\mathrm{T}_{\mathrm{eff}},\mathrm{L},\mathrm{g}}ds=n_m(\tau )dt`$, where the retarded time $`\tau tt_{}`$, is the lag between the cluster age and the evolutionary age $`t_{}`$ of a star with temperature $`T_{\mathrm{eff}}`$ and luminosity $`L_{}`$, on a given track. The “speed”, $`vds/dt`$, is the rate at which stars move along the tracks in the H-R diagram.

Our focus here is the computation of the ionizing SEDs, and resulting total Lyc and He I photon emission rates, for evolving clusters. OB stars are the primary sources of such radiation, and for these we use our model atmospheres. However, we have also included the contributions of cooler stars (down to 1 $`M_{}`$) in our synthesis computations. Such stars make a negligible contribution to the ionizing fluxes, but do eventually dominate the longer wavelength optical and infrared radiation. For cool stars we use the Kurucz (1992) library of plane parallel LTE atmospheres.

We adopt a simplified treatment for the likely minor (but uncertain) contributions of short-lived hot Wolf-Rayet (W-R) stars (e.g. Schaerer & Vacca 1998) to the cluster ionizing SEDs and total Lyc and He I photon emission rates. Recent atmosphere models (Hillier & Miller 1998; see also Smith et al. 2002) for W-R stars, which incorporate the important effects of metal line-blocking, suggest that He II continuum photons ($`E>4`$ ryd) are fully absorbed in the dense W-R winds, in both the WC and WN phases. Between 1 and 4 ryd, the continua of the model W-R atmospheres are approximately Planckian with superposed emission and absorption features, and with increasing absorption near the He II edge (Hillier & Miller 1998). The expectation that W-R stars are minor contributors to the ionizing photon budget in clusters is supported by observations which show that the presence of such stars do not influence the associated nebular ionization states (Bresolin & Kennicutt 2002; Gonzalez-Delgado et al. 2002). Given the uncertainties in the theoretical W-R spectra we treat the W-R stars as simple blackbodies between 1 and 4 ryd, and assume that they emit no photons beyond the HeII limit.

In our numerical integration of equation (6) we first interpolated a dense set of 641 tracks from the original set provided by Schaller et al. (1993). The interpolated values of log $`L_{}`$ and log $`T_{\mathrm{eff}}`$ were evaluated between equivalent evolutionary stages along adjacent tracks. For given $`L_{}`$ and $`T_{\mathrm{eff}}`$ along a track, we used the associated (evolutionary) surface gravity to select the nearest appropriate atmosphere from our model grid. The stellar flux densities were then rescaled by the factor $`L_{}/\sigma T_{\mathrm{eff}}^4`$ (see eqn. ) to ensure consistency with the evolutionary luminosities. In our calculations a “mass discrepancy” (e.g. Groenewegen et al. ; Herrero et al. ) of up to a factor of $`2`$ exists between the spectroscopic masses as defined in §3 (see also Fig. \[2c\]), and the masses as specified by the evolutionary computations. Corresponding differences of up to 0.2 dex are thus present between the “spectroscopic” and “evolutionary” surface gravities for given values of $`L_{}`$ and $`T_{\mathrm{eff}}`$. We do not attempt to resolve this small inconsistency.

In Figure 6 we plot the evolving cluster luminosity densities, for continuous and impulsive star-formation, assuming Salpeter IMFs with a lower (evolutionary) mass limit of $`m_l=1`$ $`M_{}`$, and upper-mass limits $`m_u`$ equal to 30 and 120 $`M_{}`$. We display the behavior of the SEDs from 0.8 to 2.5 ryd. Higher energy photons contribute negligibly to the total Lyc and He I emission rates.

For the continuous models we assume a constant star-formation rate $`R=1`$ $`M_{}`$ yr-1 between $`m_l`$ and $`m_u`$. For these models, the luminosity densities initially increase with cluster age as the numbers of hot stars grow. The ionizing continua approach equilibrium at $`10`$ Myr as the total numbers of OB stars in the clusters reach equilibrium. The SEDs steepen slightly, and the magnitudes of the Lyman edges correspondingly increase, as the relative numbers of late vs. early type O stars increase and approach equilibrium.

For the impulsive models, we assume that a cluster with total mass $`M_{\mathrm{clus}}=10^5`$ M is formed instantaneously. We again assume a Salpeter IMF with $`m_l=1`$ $`M_{}`$, and $`m_u`$ equal to 30 or 120 $`M_{}`$. For the impulsive bursts the cluster luminosity densities decay with time as the most massive and luminous stars disappear from the systems. The SEDs steepen sharply, and the Lyman edges grow, as the clusters age and the hottest stars with the shortest lifetimes disappear.

In Figure 7 we plot the integrated Lyc and He I photon emission rates, $`Q_\mathrm{H}`$ and $`Q_{\mathrm{He}}`$, for the evolving clusters. We display results for upper-mass IMF limits $`m_u`$ equal to 20, 25, 30, 40, 60 and 120 $`M_{}`$. For continuous star-formation, the emission rates initially increase linearly with cluster age. Equilibrium is reached after a time corresponding to the lifetimes 666Rotation may increase the stellar lifetimes by up to $`30\%`$ (Meynet & Maeder 2000). of the most massive (and dominating) stars in the system. The equilibrium rates are sensitive to the upper mass limit. For example, the asymptotic Lyc emission rates increase by a factor of 25, from $`1.0\times 10^{52}`$ to $`2.5\times 10^{53}`$ s-1 (for $`m_l=1`$ $`M_{}`$ and $`R=1`$ $`M_{}`$ yr-1) as $`m_u`$ is increased from 20 to 120 $`M_{}`$.

For impulsive bursts, the photon emission rates are approximately constant at early times, increase slightly during the supergiant phases, and then decay rapidly as the hot stars disappear. The maximal emission rates are sensitive to $`m_u`$. The peak Lyc emission rates increase by a factor of 80, from $`1.2\times 10^{50}`$ to $`1.0\times 10^{52}`$ s-1 (for $`m_l=1`$ $`M_{}`$ and $`M_{\mathrm{clus}}=10^5`$ $`M_{}`$) as $`m_u`$ is increased from 20 to 120 $`M_{}`$.

## Acknowledgments

We thank I. Hubeny, and T. Lanz for helpful comments, and U. Giveon for his assistance with the WM-basic computations. We thank the German-Israeli Foundation for Research and Development (grant I-0551-186.07/97) for supporting our research.


text:
# 1 Introduction

## 1 Introduction

In the quark sector, the only source of flavour and CP violation, in the Standard Model, is the CKM matrix. A number of observables, mainly in the $`K`$ and $`B`$ meson sectors, allow to constrain the mixing angles and the phase of this matrix and to check the consistency of the CKM picture. If there is new physics beyond the Standard Model, new sources of flavour and CP violation are generally present. Their contributions to flavour and CP violating processes may lead to observable deviations from the Standard Model predictions. A well-known example of this is the explanation of the possible discrepancy between $`S_{J/\mathrm{\Psi }K_S}`$ and $`S_{\mathrm{\Phi }K_S}`$ by supersymmetric loop contributions to $`B\mathrm{\Phi }K_S`$ , while $`BJ/\mathrm{\Psi }K_S`$ is dominated by the Standard Model tree-level contribution.

The situation in the lepton sector is very different. The only experimental evidence for flavour violation comes from neutrino oscillations. These imply the existence of a non-trivial lepton mixing matrix, the so-called PMNS (Pontecorvo-Maki-Nakagawa-Sakata)  matrix $`U`$, which is the analogue of the CKM matrix for leptons. This non-trivial mixing matrix induces in turn lepton flavour violating (LFV) processes like $`\mu e\gamma `$, $`\mu 3e`$ or $`K_L^0\mu e`$, and, if it contains nonzero CP-violating phases, dipole electric moments for charged leptons. Due to the smallness of the neutrino masses, however, the corresponding observables are negligibly small and unaccessible to experiments. For example, the branching ratio for $`\mu e\gamma `$ is suppressed by $`(m_{\nu _i}/M_W)^4`$ :

$$\text{BR}(\mu e\gamma )=\frac{3\alpha }{32\pi }\left|\underset{i}{}U_{\mu i}^{}U_{ei}\frac{m_{\nu _i}^2}{M_W^2}\right|^2.$$
(1)
For $`m_{\nu _i}<1\text{eV}`$, one obtains $`\text{BR}(\mu e\gamma )<10^{48}`$, well below the present experimental upper limit. As for charged lepton electric dipole moments (EDMs), in the absence of CP-violating phases in the PMNS matrix, they are induced by $`\delta _{CKM}`$ beyond the 3-loop level , which gives $`d_e<10^{38}`$ e.cm , well below the present experimental limit. If the PMNS matrix contains CP-violating phases, again the EDMs of charged leptons arise at the multiloop level and are unobservably small.

It follows from these considerations that the observation of any flavour violating process in the lepton sector other than neutrino oscillations, or the measurement of charged lepton EDMs, would be a direct signature of new physics333New physics could also play a subdominant rôle in neutrino oscillations.. This is a strong difference with the quark sector, in which new physics contributions come in addition to the Standard Model ones.

We have summarized in Table 1 the current upper limits on some LFV processes and on the charged lepton EDMs, as well as the expected improvement in the experimental sensitivity. “SM prediction” refers to the prediction of the Standard Model with Dirac neutrinos. There are many other observables of interest, such as $`K_L^0\mu e`$, $`K^+\pi ^+\mu ^{}e^+`$, the rates of $`\mu e`$ conversion in nuclei, or the CP asymmetries in LFV decays of taus and muons.

## 2 CP violation in neutrino oscillations

Let us first write the standard parametrization of the PMNS matrix:

$`U`$ $`=`$ $`\left(\begin{array}{ccc}c_{13}c_{12}& c_{13}s_{12}& s_{13}e^{i\delta }\\ c_{23}s_{12}s_{13}s_{23}c_{12}e^{i\delta }& c_{23}c_{12}s_{13}s_{23}s_{12}e^{i\delta }& c_{13}s_{23}\\ s_{23}s_{12}s_{13}c_{23}c_{12}e^{i\delta }& s_{23}c_{12}s_{13}c_{23}s_{12}e^{i\delta }& c_{13}c_{23}\end{array}\right)\times P,`$ (5)
where $`P=1`$ for Dirac neutrinos, and $`P=\text{Diag}(1,e^{i\mathrm{\Phi }_2},e^{i(\mathrm{\Phi }_3+\delta )})`$ for Majorana neutrinos. This reflects the fact that, in the case of Dirac neutrinos, the PMNS matrix can be parametrized by 3 angles and 1 CP-violating phase $`\delta `$, exactly like the CKM matrix. In the case of Majorana neutrinos, the PMNS matrix contains 2 additional CP-violating phases $`\mathrm{\Phi }_2`$ and $`\mathrm{\Phi }_3`$  which play a rôle in neutrinoless double beta decay  (for recent discussions, see e.g. Refs. ).

The only source of information we have so far on the PMNS matrix are neutrino oscillation experiments, which also constrain the squared mass differences $`\mathrm{\Delta }m_{ij}^2m_{\nu _i}^2m_{\nu _j}^2`$. $`\theta _{23}`$ and $`\mathrm{\Delta }m_{32}^2`$ (resp. $`\theta _{12}`$ and $`\mathrm{\Delta }m_{21}^2`$) are associated with oscillations of atmospheric (resp. solar) neutrinos; both have been found to be large, and possibly maximal for $`\theta _{23}`$. The third angle $`\theta _{13}`$ has not been measured yet, but is constrained to be smaller than the Cabibbo angle by nuclear reactor experiments . A recent 3-neutrino fit  of all available oscilation data  gives the following allowed ranges of parameters at the $`1\sigma `$ ($`3\sigma `$) confidence level444Since then, the SNO collaboration has published new neutral current data which strongly disfavour the high $`\mathrm{\Delta }m_{21}^2`$ region .:

$`(1.5)\mathrm{\hspace{0.17em}2.2}<\mathrm{\Delta }m_{32}^2/10^3\text{eV}^2<3.0(3.3),`$ (6)
$`(0.45)\mathrm{\hspace{0.17em}0.75}<\mathrm{tan}^2\theta _{23}<1.3(2.3),`$ (7)
$`(5.4)\mathrm{\hspace{0.17em}6.7}<\mathrm{\Delta }m_{21}^2/10^5\text{eV}^2<7.7(10)\text{and}(14)<\mathrm{\Delta }m_{21}^2/10^5\text{eV}^2<(19),`$ (8)
$`(0.29)\mathrm{\hspace{0.17em}0.39}<\mathrm{tan}^2\theta _{12}<0.51(0.82),`$ (9)
$$\mathrm{sin}^2\theta _{13}<0.02(0.052).$$
(10)
The mixing pattern in the lepton sector is very different from the quark sector, which has only small mixing angles, but the mass hierarchy is much less pronounced in the neutrino sector than in the up and down quark sectors.

CP is violated in neutrino oscillations if oscillation probabilities are different for neutrinos and antineutrinos of the same flavour, i.e. $`P_{\nu _\alpha \nu _\beta }P_{\overline{\nu }_\alpha \overline{\nu }_\beta }`$ for any two lepton flavours $`\alpha `$ and $`\beta `$ . The oscillation probabilities in vacuum depend on the entries of the PMNS matrix $`U_{\alpha i}`$, on the mass squared differences $`\mathrm{\Delta }m_{ij}^2`$ and on the ratio $`L/E`$, where $`E`$ is the neutrino energy and $`L`$ the distance travelled by the neutrino between the production and detection points. For any two distinct neutrino flavours $`\alpha `$ and $`\beta `$:

$`P_{\nu _\alpha \nu _\beta (\overline{\nu }_\alpha \overline{\nu }_\beta )}`$ $`=`$ $`\mathrm{\hspace{0.17em}4}{\displaystyle \underset{i<j}{}}\text{Re}\left(U_{\alpha i}U_{\beta i}^{}U_{\alpha j}^{}U_{\beta j}\right)\mathrm{sin}^2\left({\displaystyle \frac{\mathrm{\Delta }m_{ji}^2L}{4E}}\right)`$ (11)
$`\pm 2J\left[\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Delta }m_{21}^2L}{4E}}\right)+\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Delta }m_{32}^2L}{4E}}\right)\mathrm{sin}\left({\displaystyle \frac{\mathrm{\Delta }m_{31}^2L}{4E}}\right)\right],`$
where the last term is CP-odd and takes a minus sign for $`\nu _\alpha \nu _\beta `$ and $`(\alpha ,\beta ,\gamma )`$ (with $`\gamma \alpha ,\beta `$) an even permutation of $`(e,\mu ,\tau )`$, and a plus sign for $`\overline{\nu }_\alpha \overline{\nu }_\beta `$ and $`(\alpha ,\beta ,\gamma )`$ an even permutation of $`(e,\mu ,\tau )`$. $`J`$ is the Jarlskog invariant  associated with the PMNS matrix:

$$J\text{Im}\left(U_{e2}U_{\mu 2}^{}U_{e3}^{}U_{\mu 3}\right)=\frac{1}{8}\mathrm{cos}\theta _{13}\mathrm{sin}2\theta _{23}\mathrm{sin}2\theta _{13}\mathrm{sin}2\theta _{12}\mathrm{sin}\delta .$$
(12)
We immediately see that the Majorana phases $`\mathrm{\Phi }_2`$ and $`\mathrm{\Phi }_3`$ drop from the oscillation formulae, so that CP violation in oscillations probes only the ”CKM-like” phase $`\delta `$ . Using the hierarchy $`\mathrm{\Delta }m_{21}^2\mathrm{\Delta }m_{32}^2`$, one can write:

$$P_{\nu _\alpha \nu _\beta }P_{\overline{\nu }_\alpha \overline{\nu }_\beta }\pm 8J\left(\frac{\mathrm{\Delta }m_{21}^2L}{2E}\right)\mathrm{sin}^2\left(\frac{\mathrm{\Delta }m_{31}^2L}{4E}\right),$$
(13)
with a minus sign for the “golden channel” $`\nu _e\nu _\mu `$. Like in the quark sector, CP violation effects are proportional to the Jarlskog invariant $`J`$, which is itself proportional to $`\mathrm{sin}\delta `$ and $`\mathrm{sin}\theta _{13}`$. We also see that the CP asymmetry in neutrino oscillations is proportional to $`\mathrm{\Delta }m_{21}^2L/2E`$. The conditions for observing CP violation effects in oscillations are therefore the following: (i) $`\mathrm{\Delta }m_{21}^2`$ and $`\theta _{12}`$ should be large, which we know is the case since the KamLAND experiment has identified the so-called LMA (Large Mixing Angle) solution, characterized by both a large $`\theta _{12}`$ and a high $`\mathrm{\Delta }m_{21}^2`$, as the origin of the solar neutrino deficit observed on the Earth; (ii) $`\theta _{13}`$ should not be too small; (iv) the CP-violating phase $`\delta `$ should be large; and (v) the baseline should be long enough so that subdominant oscillations, which are governed by the solar squared mass difference, can develop.

The best experimental conditions for observing CP violation in oscillations would be provided by a neutrino beam produced from muon decays at a neutrino factory, and a very long baseline (typically $`3000`$ km or $`7000`$ km). For such large distances, matter effects  – which induce an apparent CP asymmetry, due to the fact that matter effects are different for neutrinos and antineutrinos – must be taken into account. Another, less ambitious option is to use neutrino superbeams (which could be produced by JHF in Japan, NuMI in Fermilab or the SPL at CERN). These beams are characterized by a lower energy and therefore allow for CP violation searches on shorter baselines (resp. $`130`$, $`300`$ and $`730`$ km). The SPL superbeam could be used in combination with a “beta beam”. For a review on these projects, see e.g. Ref. .

## 3 Lepton flavour violating processes

As already mentioned in the introduction, LFV processes are unobservable in the Standard Model with Dirac neutrinos, and more generally if the only source of flavour violation at low energy is the PMNS matrix. On the other hand, most extensions of the Standard Model include new sources of flavour violation (and of CP violation) which, depending on the case, may be related to the mechanism responsible for neutrino masses or not. Let us mention, as examples of such extensions, models in which Majorana neutrino masses are generated radiatively or through couplings to an $`SU(2)_L`$ Higgs triplet, supersymmetric extensions of the Standard Model with or without a seesaw mechanism, and supersymmetric Grand Unified Theories (GUTs). In the following, we discuss lepton flavour violation in models with radiative generation of neutrino masses and in supersymmetric extensions of the Standard Model.

### 3.1 Models with radiative generation of neutrino masses

In this subsection, we consider models in which neutrino masses are generated at the quantum level by non-standard interactions of the neutrinos. These interactions necessarily violate lepton flavour and therefore induce LFV processes, generally at much larger a rate than the PMNS matrix itself, although they may still be too weak to be observable.

The prototype of models with radiative generation of neutrino masses, the Zee model , is now excluded by solar neutrino experiments. We could consider more sophisticated models that pass all experimental data; however this would only complicate our discussion of LFV processes, and we prefer to stick to the Zee model. This model has two identical Higgs doublets $`H`$, $`H^{}`$ and a charged Higgs $`SU(2)_L`$ singlet $`h^+`$, which couples to two lepton doublets with antisymmetrized $`SU(2)_L`$ indices:

$$f_{\alpha \beta }\left(\nu _{L\alpha }^TCe_{L\beta }e_{L\alpha }^TC\nu _{L\beta }\right)h^++\text{h.c.},$$
(14)
where $`C`$ is the charge conjugation matrix, and the couplings $`f_{\alpha \beta }=f_{\beta \alpha }`$ are antisymmetric, hence flavour violating. Neutrinos are strictly massless at the tree level, but (Majorana) neutrino masses are induced by the $`f_{\alpha \beta }`$ couplings at the one-loop level. The one-loop neutrino mass matrix has the following structure:

$$M_\nu =m\left(\begin{array}{ccc}0& a& b\\ a& 0& c\\ b& c& 0\end{array}\right),$$
(15)
where $`a=f_{e\mu }(\frac{m_\mu }{m_\tau })^2`$, $`b=f_{e\tau }`$ and $`c=f_{\mu \tau }`$, and the mass scale $`m`$ depends on the physical charged Higgs boson masses and mixing angles. This structure implies a very large solar mixing angle, $`\mathrm{tan}^2\theta _{12}=1\frac{\mathrm{\Delta }m_{21}^2}{2\mathrm{\Delta }m_{32}^2}0.98`$, which is now excluded by solar neutrino data (see Eq. (9)). As mentioned above, the $`f_{\alpha \beta }`$ couplings induce LFV processes at the one-loop level; in particular the branching ratio for $`\mu e\gamma `$ is found to be :

$$\text{BR}(\mu e\gamma )=\frac{\alpha }{48\pi }\left(\frac{f_{e\tau }f_{\mu \tau }}{\overline{M}^2G_F}\right)^2,$$
(16)
where $`\overline{M}`$ is a function of the physical charged Higgs boson masses, and $`G_F`$ is the Fermi constant. For values of the parameters relevant for neutrino masses, e.g. $`f_{\alpha \beta }10^5`$ and $`M1`$ TeV, one typically finds $`\text{BR}(\mu e\gamma )(10^{25}10^{30})`$. This is well above the contribution of the PMNS matrix itself, although still orders of magnitude below the experimental limit. The reason is that small neutrino masses require small values of $`f_{\alpha \beta }/\overline{M}`$. A similar conclusion holds for models in which neutrino Majorana masses are generated from Yukawa couplings involving an $`SU(2)_L`$ Higgs triplet ; however, one can play with the value of the triplet vev so as to increase the value of the flavour violating Yukawa couplings.

There are many other models which realize the idea of generating neutrino masses through loop diagrams, and may lead to larger branching ratios for LFV processes. Let us just mention an interesting possibility that arises within supersymmetric extensions of the Standard Model without $`R`$-parity , a discrete symmetry usually imposed in order to forbid dangerous baryon number and lepton number violating couplings. In these theories, lepton number violating couplings555Since the simultaneous presence of baryon number and lepton number violating couplings could lead to an unacceptably short proton lifetime, we assume baryon number conservation. such as $`\lambda _{ijk}\stackrel{~}{e}_{jL}\overline{e}_{kR}\nu _{iL}`$ and $`\lambda _{ijk}^{}\stackrel{~}{d}_{jL}\overline{d}_{kR}\nu _{iL}`$, where $`\stackrel{~}{e}_L`$ and $`\stackrel{~}{d}_L`$ are the supersymmetric scalar partners of the left-handed charged leptons and down quarks, respectively, induce (Majorana) neutrino masses at the one-loop level  and can lead to a viable mass and mixing pattern. They also contribute to a number of LFV processes  which could well be accessible experimentally, such as $`\mu e\gamma `$, $`\mu eee`$ and $`\mu e`$ conversion in nuclei (see e.g. Ref. ). The phenomenology of supersymmetry without $`R`$-parity is actually very rich and signatures at high-energy colliders are also expected if $`R`$-parity violation is responsible for neutrino masses.

### 3.2 Supersymmetric extensions of the Standard Model

In supersymmetric extensions of the Standard Model like the MSSM (Minimal Supersymmetric Standard Model), new sources of lepton flavour violation, and of CP violation, can be present in the slepton (the supersymmetric scalar partners of the leptons) sector. Indeed, while at the supersymmetric level sleptons and leptons are degenerate in mass, supersymmetry breaking generates new contributions to the slepton mass matrices of the form:

$$(m_{\stackrel{~}{L}}^2)_{\alpha \beta }\stackrel{~}{L}_\alpha ^{}\stackrel{~}{L}_\beta +(m_{\stackrel{~}{e}}^2)_{\alpha \beta }\stackrel{~}{e}_{R\alpha }^{}\stackrel{~}{e}_{R\beta }+\left(A_{\alpha \beta }^ev_d\stackrel{~}{e}_{R\alpha }^{}\stackrel{~}{e}_{L\beta }+\text{h.c.}\right),$$
(17)
where $`\stackrel{~}{L}_\alpha ^T=\left(\stackrel{~}{\nu }_{L\alpha }\stackrel{~}{e}_{L\alpha }\right)`$ (resp. $`\stackrel{~}{e}_{R\alpha }`$) is the supersymmetric partner of the lepton doublet $`L_\alpha ^T=\left(\nu _{L\alpha }e_{L\alpha }\right)`$ (resp. of the lepton singlet $`e_{R\alpha }`$), $`m_{\stackrel{~}{L}}^2`$ and $`m_{\stackrel{~}{e}}^2`$ are $`3\times 3`$ hermitean mass matrices, $`A_{\alpha \beta }^e`$ is a $`3\times 3`$ complex matrix, and $`v_d`$ is the vev of $`H_d`$, the Higgs doublet which couples to down quarks and charged leptons in the MSSM. The last term in Eq. (17) mixes ”left” and ”right” states and is known as A-term. Since the mechanism responsible for supersymmetry breaking is not known, the soft supersymmetry breaking parameters $`m_{\stackrel{~}{L}}^2`$, $`m_{\stackrel{~}{e}}^2`$ and $`A_{\alpha \beta }^e`$ are arbitrary matrices in flavour space. In particular, they need not be diagonal in the flavour basis defined by the charged lepton mass eigenstates, and this results in flavour violating couplings of sleptons to leptons and charginos/neutralinos (mass eigenstate combinations of the supersymmetric partners of the gauge and Higgs bosons), such as $`\stackrel{~}{e}^+\mu ^{}\stackrel{~}{\chi }^0`$ or $`\stackrel{~}{\overline{\nu }}_e\mu ^{}\stackrel{~}{\chi }^+`$. These couplings induce large contributions to LFV processes , potentially above the present experimental limit.

In practice, one often works in the mass insertion approximation , which allows to relate the rates for LFV processes to the off-diagonal entries of the slepton mass matrices666The mass insertion approximation consists in expanding the off-diagonal slepton propagators around the diagonal, treating the off-diagonal entries of the slepton mass matrices as small perturbations. Here the lepton basis is the mass eigenstate basis, and the slepton basis is such that the slepton-lepton-chargino (-neutralino) couplings are diagonal, so that all lepton flavour violation is encapsulated in the $`\delta `$’s.:

$$\delta _{\alpha \beta }^{LL}\frac{(m_{\stackrel{~}{L}}^2)_{\alpha \beta }}{m_L^2},\delta _{\alpha \beta }^{RR}\frac{(m_{\stackrel{~}{e}}^2)_{\alpha \beta }}{m_R^2},\delta _{\alpha \beta }^{RL}\frac{A_{\alpha \beta }^ev_d}{m_Rm_L},\delta _{\alpha \beta }^{LR}\delta _{\beta \alpha }^{RL},(\alpha \beta )$$
(18)
where $`m_L^2`$ (resp. $`m_R^2`$) is the average left (resp. right) slepton mass. For instance, the branching ratio for $`\mu e\gamma `$ is given by, at leading order :

$$\text{BR}(\mu e\gamma )=\frac{3\pi \alpha ^3}{4G_F^2\mathrm{cos}^4\theta _W}\left\{\left|f_{LL}\delta _{12}^{LL}+f_{LR}\delta _{12}^{LR}\right|^2+\left|f_{RR}\delta _{12}^{RR}+f_{LR}^{}\delta _{21}^{LR}\right|^2\right\}\mathrm{tan}^2\beta ,$$
(19)
where $`f_{LL}`$, $`f_{RR}`$ and $`f_{LR}`$ are functions of the superpartner masses and of the ratio of the vevs of the two MSSM Higgs doublets, $`\mathrm{tan}\beta =<H_u^0>/<H_d^0>`$. For moderate and large values of $`\mathrm{tan}\beta `$, say $`\mathrm{tan}\beta >10`$, $`\text{BR}(\mu e\gamma )`$ approximately scales as $`\mathrm{tan}^2\beta `$, unless $`|\delta _{12(21)}^{LR}||\delta _{12}^{LL}|,|\delta _{12}^{RR}|`$. From the present experimental limit on $`\text{BR}(\mu e\gamma )`$, one can extract upper bounds on the $`\delta _{12}`$’s as functions of the supersymmetric parameters. This is illustrated in Fig. 1, in which mSUGRA relations between the soft terms, i.e. universality relations at the Planck scale, have been assumed. We can see that the $`\delta _{12}`$’s are constrained to be rather small, unless the supersymmetric partners are very heavy . The upper bounds on the $`\delta _{23}`$’s and $`\delta _{13}`$’s, which come from the present experimental limit on $`\text{BR}(\tau \mu \gamma )`$ and $`\text{BR}(\tau e\gamma )`$, respectively, are significantly weaker, though quite stringent. This shows that supersymmetry can lead to observable LFV processes, but their rates are controlled by the mechanism responsible for supersymmetry breaking rather than by the parameters associated with neutrino masses. The requirement that the corresponding rates are below the experimental limits actually constitutes a strong constraint on supersymmetry breaking.

Interestingly, the above conclusion can be evaded if the mechanism responsible for supersymmetry breaking is flavour-blind, as might be necessary in order to satisfy all constraints from quark and lepton flavour violating processes. If neutrino masses are generated from the seesaw mechanism , the LFV rates are then controlled by the seesaw parameters , as we discuss now. In the seesaw mechanism, the smallness of neutrino masses naturally arises from the couplings of the ordinary LH neutrinos to heavy Majorana RH neutrinos:

$$Y_{k\alpha }\overline{N}_{Rk}L_\alpha H_u+\frac{1}{2}(M_R)_{kl}N_{Rk}^TCN_{Rl}+\text{h.c.},$$
(20)
where $`Y`$ is the Dirac mass matrix and $`M_R`$ the RH neutrino Majorana mass matrix. At low energy, the effective light neutrino mass matrix is given by (from now on, we work in the bases in which both $`M_R`$ and the charged lepton mass matrix $`M_e`$ are diagonal):

$$M_\nu =Y^TM_R^1Y=U^{}\text{Diag}(m_{\nu _1},m_{\nu _2},m_{\nu _3})U^{}.$$
(21)
For Dirac couplings of order one, $`m_{\nu _3}\sqrt{\mathrm{\Delta }m_{atm}^2}`$ is obtained for right-handed neutrino masses of the order of $`5\times 10^{14}`$ GeV, remarkably close to the scale at which gauge couplings unify in the MSSM ($`2\times 10^{16}`$ GeV). Now if at some high scale $`M_U>M_R`$ the soft supersymmetry breaking masses are universal in the slepton sector:

$$(m_{\stackrel{~}{L}}^2)_{\alpha \beta }=(m_{\stackrel{~}{e}}^2)_{\alpha \beta }=m_0^2\delta _{\alpha \beta },A_{\alpha \beta }^e=A_0Y_{\alpha \beta }^e,$$
(22)
the Dirac couplings $`Y_{k\alpha }`$, which violate lepton flavour, will induce flavour off-diagonal entries through loops of heavy RH neutrinos. One thus obtains, at low energy:

$$(m_{\stackrel{~}{L}}^2)_{\alpha \beta }\frac{3m_0^2+A_0^2}{8\pi ^2}C_{\alpha \beta },(m_{\stackrel{~}{e}}^2)_{\alpha \beta }0,A_{\alpha \beta }^e\frac{3}{8\pi ^2}A_0y_{e\alpha }C_{\alpha \beta },$$
(23)
where the coefficients $`C_{\alpha \beta }_kY_{k\alpha }^{}Y_{k\beta }\mathrm{ln}(M_U/M_k)`$ encapsulate the dependence on the seesaw parameters. Putting back Eq. (23) into Eqs. (18) and (19), one sees that $`\text{BR}(\mu e\gamma )|C_{12}|^2`$, $`\text{BR}(\tau \mu \gamma )|C_{23}|^2`$ and so on. Fig. 2 shows the upper bound on $`|C_{12}|`$ associated with the present experimental limit on $`\text{BR}(\mu e\gamma )`$, and the upper bound on $`|C_{23}|`$ that would be obtained if the experimental limit on $`\text{BR}(\tau \mu \gamma )`$ were improved by 3 orders of magnitude.

Since the neutrino mass matrix $`M_\nu `$ and the coefficients $`C_{\alpha \beta }`$ depend on different combinations of the seesaw parameters, it is not possible to relate the rates of LFV processes to the observed values of neutrino masses and mixing angles. Rather experimental limits on LFV processes can be used to discriminate between different classes of seesaw models. In particular, in models in which the heaviest right-handed neutrino contributes significantly to the atmospheric neutrino mass scale, the relation $`|C_{23}||Y_{33}|^2\mathrm{ln}(M_U/M_3)`$ holds. Assuming that $`Y_{33}`$ is of order one, as happens e.g. in $`SO(10)`$ Grand Unified Theories, this implies that $`\text{BR}(\tau \mu \gamma )>10^9`$ over a large portion of the MSSM parameter space . Therefore, if the experimental sensitivity reaches $`10^9`$ and still $`\tau \mu \gamma `$ is not observed, this class of models will be disfavoured over most of the MSSM parameter space. As for $`\mu e\gamma `$, its branching ratio is generally predicted to be large in supersymmetric seesaw models (see e.g. Refs. ), with good chances of being detected in forthcoming experiments, but it is much more model-dependent .

## 4 Dipole electric moments (EDMs) of charged leptons

While charged lepton EDMs arise only at the multiloop level in the Standard Model, and are out of reach of foreseen experiments, they are generated at the one-loop level in its supersymmetric extensions  and can have much larger values. One can distinguish between two types of contributions:

* flavour conserving contributions from phases in flavour diagonal parameters, i.e. the $`A`$-terms and the supersymmetric Higgs mass parameter $`\mu `$;
* flavour violating contributions from phases in the $`\delta `$’s (off-diagonal entries of the slepton mass matrices).

At present, only the experimental limit on the electron EDM yields significant constraints on these phases, but future experiments may be sensistive to values of the muon EDM that are typically expected in supersymmetric models.

The flavour conserving contributions are proportional either to $`\text{Im}(A_i\mu \mathrm{tan}\beta )m_{e_i}`$ or to $`\text{Im}(\mu )\mathrm{tan}\beta m_{e_i}`$. Unless there is a strong hierarchy among the $`A_i`$, it follows that the charged lepton EDMs approximately satisfy the scaling relation $`d_im_{e_i}`$, where $`d_i`$ is the EDM of the $`i^{\mathrm{th}}`$ charged lepton, and $`m_{e_i}`$ is its mass. The experimental limit on the electron EDM, $`|d_e|<1.6\times 10^{27}`$ (90 % C.L.) , strongly constrains the phase of the $`\mu `$ parameter (see Fig. 3), while the constraint on $`\text{Im}A_e`$ is much weaker. Note that the upper bound on $`\mathrm{sin}\mathrm{\Phi }_\mu `$ cannot be relaxed by lowering the value of $`|\mu |`$, since the latter is constrained by the condition of electroweak symmetry breaking. The present experimental limits on $`d_\mu `$ and $`d_\tau `$ do not yield any significant constraint on $`\mathrm{sin}\mathrm{\Phi }_\mu `$ and $`\text{Im}A_{\mu ,\tau }`$. Moreover, the scaling relation $`d_im_{e_i}`$, together with the experimental limit on the electron EDM, implies a strong upper bound on the muon EDM, which is smaller by 7 orders of magnitude than the present experimental limit and lies below the sensitivity of the planned BNL experiment :

$$d_\mu |_{\mathrm{th}(\mathrm{FC})}<\frac{m_\mu }{m_e}d_e|_{\mathrm{exp}}=3\times 10^{25}\text{e.cm}.$$
(24)
This fact is illustrated in Fig. 3, where the upper bound on $`\mathrm{sin}\mathrm{\Phi }_\mu `$ that would correspond to a limit of $`10^{25}`$ e.cm on the muon EDM (right) is compared with the upper bound obtained from the present experimental limit on the electron EDM (left).

Since EDMs are flavour diagonal quantities, the flavour violating contributions necessarily involve two $`\delta `$’s. For instance, the following combinations contribute to $`d_i`$: $`_k\text{Im}(\delta _{ik}^{LL}\delta _{ki}^{LR})`$, $`_k\text{Im}(\delta _{ik}^{LR}\delta _{ki}^{RR})`$, $`_km_k\text{Im}(\delta _{ik}^{LL}(A_k^{}\mu \mathrm{tan}\beta )\delta _{ki}^{RR})`$, $`_km_k\text{Im}(\delta _{ik}^{LR}(A_k\mu ^{}\mathrm{tan}\beta )\delta _{ki}^{LR})`$. These contributions do not satisfy the scaling relation $`d_i/d_jm_{e_i}/m_{e_j}`$; in particular, it is possible to have $`d_\mu \frac{m_\mu }{m_e}d_e|_{\mathrm{exp}}`$, in the sensitivity range of the future BNL experiment . Note that the experimental upper limit on the electron EDM provides better constraints on the (imaginary part of the) products $`\delta _{13}\delta _{31}`$ than the LFV decay $`\tau e\gamma `$.

Let us finally add that, in supersymmetric seesaw models with flavour-blind supersymmetry breaking, the phases present in the Dirac couplings can induce complex off-diagonal slepton masses, connecting the values of the charged lepton EDMs to the seesaw parameters.

## 5 Conclusions

We have seen in this short review that flavour and CP violation have a very different status in the lepton and in the quark sectors. Indeed, if the PMNS matrix is the only source of flavour and CP violation in the lepton sector, neutrino oscillations are likely to be the only manifestation of lepton flavour violation that can be accessed experimentally, as well as the only place (together with neutrinoless double beta decay if neutrinos are Majorana particles) where one can possibly test leptonic CP violation.

LFV processes involving charged leptons and charged lepton EDMs are therefore a unique probe of new physics. The observation of e.g. $`\mu e\gamma `$, or the measurement of a nonzero muon EDM would definitely testify for physics beyond the Standard Model. A significant improvement of the experimental upper limits on $`\text{BR}(\mu e\gamma )`$ and $`\text{BR}(\tau \mu \gamma )`$ would already provide strong constraints on supersymmetry breaking and on supersymmetric seesaw models.


text:
# On varieties of groups in which all periodic groups are abelian

## 1. Introduction

The first example of a nonabelian variety of groups in which all finite groups are abelian was constructed by Ol’shanskii . This example provided a positive solution to a problem of Hanna Neumann \[6, Problem 5\] on the existence of such varieties of group and demonstrated that a nonabelian variety of groups might have a very limited intersection with the class of finite groups. Shmel’kin \[5, Problem 4.73(b)\] posed a strengthened version of this Hanna Neumann’s problem by asking about the existence of a nonabelian variety of groups in which all periodic groups are abelian. A positive solution to this problem of Shmel’kin was announced by the authors in , . The aim of this article is to present details of the following construction which is sketched in \[1, Theorem 3\] and which solves Shmel’kin’s problem (together with a number of other problems mentioned below; for the sake of simplicity of proofs we change the identities of ).

Let $`\mathrm{\Omega }=(\mathrm{\Omega }(1),\mathrm{\Omega }(2),\mathrm{})`$ be an infinite sequence of numbers $`\mathrm{\Omega }(k)\{0,1\}`$, $`k=1,2,\mathrm{}`$, let $`p_k`$ be the $`k`$th prime number, $`q_k=(p_1\mathrm{}p_k)^k`$, and set

$$v_k(x,y)=[[x^d,y^d]^d,x^{dq_k}],$$
(1)
$$\begin{array}{c}w_{\mathrm{\Omega },k}(x,y)=[x,y]^{\mathrm{\Omega }(k)+\epsilon _1}v_k(x,y)^{d^kn+1}[x,y]^{\epsilon _2}v_k(x,y)^{d^kn+2}\mathrm{}\mathrm{}[x,y]^{\epsilon _{h1}}v_k(x,y)^{d^kn+h1}[x,y]^{\epsilon _h}v_k(x,y)^{d^kn+h},\hfill \end{array}$$
(2)
where $`[a,b]=aba^1b^1`$ is the commutator of $`a`$ and $`b`$, $`h0(mod10)`$,

$$\epsilon _{10\mathrm{}+1}=\epsilon _{10\mathrm{}+2}=\epsilon _{10\mathrm{}+3}=\epsilon _{10\mathrm{}+5}=\epsilon _{10\mathrm{}+6}=1,$$

$$\epsilon _{10\mathrm{}+4}=\epsilon _{10\mathrm{}+7}=\epsilon _{10\mathrm{}+8}=\epsilon _{10\mathrm{}+9}=\epsilon _{10\mathrm{}+10}=1,$$

$`\mathrm{}=0,1,\mathrm{},h/101`$, and $`h,d,n`$ are sufficiently large positive integers (with $`ndh1`$). The following is our main result.

###### Theorem.

Let $`\mathrm{\Omega }=(\mathrm{\Omega }(1),\mathrm{\Omega }(2),\mathrm{})`$ be an infinite sequence of numbers $`\mathrm{\Omega }(1)`$, $`\mathrm{\Omega }(2),\mathrm{}\{0,1\}`$ that contains infinitely many $`1`$’s and $`𝔐_\mathrm{\Omega }`$ be the variety of groups defined by identities $`w_{\mathrm{\Omega },k}(x,y)1`$, $`k=1,2,`$, where the words $`w_{\mathrm{\Omega },k}(x,y)`$ are given by formula (2). Then $`𝔐_\mathrm{\Omega }`$ is a nonabelian variety of groups in which all periodic groups are abelian. Furthermore, if $`\mathrm{\Omega }_1\mathrm{\Omega }_2`$ then the intersection $`𝔐_{\mathrm{\Omega }_1}𝔐_{\mathrm{\Omega }_2}`$ is the variety $`𝔄`$ of all abelian groups.

Let $`𝔘`$ be a variety of groups. Recall that a variety of groups $`𝔙`$ is called just-non-$`𝔘`$ if $`𝔙`$ properly contains the variety $`𝔘`$, i.e. $`𝔘𝔙`$, and there is no group variety $`𝔙^{}`$ such that $`𝔘𝔙^{}𝔙`$. It follows from Zorn’s lemma that every group variety $`𝔐_\mathrm{\Omega }`$ of our Theorem contains a just-non-$`𝔄`$ variety $`\stackrel{~}{𝔐}_\mathrm{\Omega }`$, where $`𝔄`$ is the variety of all abelian groups. Since the set of sequences $`\mathrm{\Omega }`$ with infinitely many $`1`$’s is continuous and $`\stackrel{~}{𝔐}_{\mathrm{\Omega }_1}\stackrel{~}{𝔐}_{\mathrm{\Omega }_2}=𝔄`$ if $`\mathrm{\Omega }_1\mathrm{\Omega }_2`$, we have the following.

###### Corollary.

Let $`𝔄`$ denote the variety of all abelian groups. Then the set of just-non-$`𝔄`$ varieties of groups is continuous.

We remark that Kleiman  earlier found a solvable variety of groups $`𝔎`$ such that the set of just-non-$`𝔎`$ varieties is continuous. This Corollary provides a new insight into the structure of the lattice of group varieties and enables us to solve the following three problems posed in the 1970’s and 1980’s.

###### Problem 1 (Ol’shanskii, Problem 4.46(b) ).

How many varieties are there that have no finite basis for their identities and in which any proper subvariety has a finite basis for its identities?

###### Problem 2 (Kuznetsov, Problem 6.16 ).

How many varieties are there that contain only finitely many or countably many subvarieties?

###### Problem 3 (Kleiman, Problem 8.20 ).

How many just-non-abelian (or just-non-nilpotent) varieties of groups are there?

The authors are grateful to A.Yu. Ol’shanskii for pointing out that Kozhevnikov ,  earlier constructed continuously many just-non-$`𝔄_n`$ varieties of groups, where $`n1`$ is odd and $`𝔄_n`$ is the variety of all abelian groups of exponent $`n`$. In particular, this result of Kozhevnikov also implies that the sets of varieties of groups in Problems 1–3 are continuous. The authors also wish to thank the referee for useful remarks.

## 2. Proof of Theorem

It is fairly easy to see that all periodic groups in the variety $`𝔐_\mathrm{\Omega }`$ of our Theorem are abelian. Indeed, it follows from the identity $`w_{\mathrm{\Omega },k}(x,y)1`$, where $`w_{\mathrm{\Omega },k}(x,y)`$ is given by (2), that if $`\mathrm{\Omega }(k)=1`$ then the quasiidentity $`x^{q_k}=1[x,y]=1`$ holds in the variety $`𝔐_\mathrm{\Omega }`$. In particular, any element of finite order of a group $`G𝔐_\mathrm{\Omega }`$ lies in the center of $`G`$. It is also clear that if $`\mathrm{\Omega }_1\mathrm{\Omega }_2`$, say $`\mathrm{\Omega }_1(k_0)\mathrm{\Omega }_2(k_0)`$ for some $`k_0`$, then it follows from identities $`w_{\mathrm{\Omega }_1,k_0}(x,y)1`$, $`w_{\mathrm{\Omega }_2,k_0}(x,y)1`$ that $`[x,y]1`$ which means that $`𝔐_{\mathrm{\Omega }_1}𝔐_{\mathrm{\Omega }_2}=𝔄`$. Therefore, the only nontrivial part of our Theorem is to show that $`𝔐_\mathrm{\Omega }`$ is a nonabelian variety of groups.

To prove that $`𝔐_\mathrm{\Omega }`$ is nonabelian, we will construct a presentation for a free group of rank $`m>1`$ in $`𝔐_\mathrm{\Omega }`$ by means of generators and defining relations and use the geometric machinery of graded diagrams, developed by Ol’shanskii , , to study this group. In particular, we will use the notation and terminology of  and all notions that are not defined in this paper can be found in .

As in , we will use numerical parameters

$$\alpha \beta \gamma \delta \epsilon \zeta \eta \iota $$

and $`h=\delta ^1`$, $`d=\eta ^1`$, $`n=\iota ^1`$ ($`h,d,n`$ were already used in (1)–(2)) and employ the least parameter principle (LPP) (according to LPP a small positive value for, say, $`\zeta `$ is chosen to satisfy all inequalities whose smallest (in terms of the relation $``$) parameter is $`\zeta `$).

Let $`𝒜=\{a_1,\mathrm{},a_m\}`$ be an alphabet, $`m>1`$, and $`F(𝒜)`$ be the free group in $`𝒜`$. Elements of $`F(𝒜)`$ are referred to as words in $`𝒜^{\pm 1}=𝒜𝒜^1`$ or just words. Denote $`G(0)=F(𝒜)`$ and let the set $`_0`$ be empty. Now consider an arbitrary infinite sequence $`\mathrm{\Omega }=(\mathrm{\Omega }(1),\mathrm{\Omega }(2),\mathrm{})`$, where $`\mathrm{\Omega }(k)\{0,1\}`$, $`k=1,2,\mathrm{}`$. To define the group $`G(i)`$ by induction on $`i1`$ for this given $`\mathrm{\Omega }`$, assume that the group $`G(i1)`$ is already constructed by its presentation

$$G(i1)=𝒜R=1,R_{i1}.$$

Let $`𝒳_i`$ be a set of words (in $`𝒜^{\pm 1}`$) of length $`i`$, called periods of rank $`i`$, which is maximal with respect to the following two properties:

1. If $`A𝒳_i`$ then $`A`$ (that is, the image of $`A`$ in $`G(i1)`$) is not conjugate in $`G(i1)`$ to a power of a word of length $`<|A|=i`$.
2. If $`A`$, $`B`$ are distinct elements of $`𝒳_i`$ then $`A`$ is not conjugate in $`G(i1)`$ to $`B`$ or $`B^1`$.

If the images of two words $`X`$, $`Y`$ are equal in the group $`G(i1)`$, $`i1`$, then we will say that $`X`$ is equal in rank $`i1`$ to $`Y`$ and write $`X\stackrel{i1}{=}Y`$. Analogously, we will say that two words $`X`$, $`Y`$ are conjugate in rank $`i1`$ if their images are conjugate in the group $`G(i1)`$. As in , a word $`A`$ is called simple in rank $`i1`$, $`i1`$, if $`A`$ is conjugate in rank $`i1`$ neither to a power $`B^{\mathrm{}}`$, where $`|B|<|A|`$, nor to a power of period of some rank $`i1`$. We will also say that two pairs $`(X_1,X_2)`$, $`(Y_1,Y_2)`$ of words are conjugate in rank $`i1`$, $`i1`$, if there is a word $`W`$ such that $`X_1\stackrel{i1}{=}WY_1W^1`$ and $`X_2\stackrel{i1}{=}WY_2W^1`$.

Consider the set of all possible pairs $`(X,Y)`$ of words in $`𝒜^{\pm 1}`$ and pick a positive integer $`k`$. This set is partitioned by equivalence $`k`$-classes $`𝒞_{\mathrm{}}(k)`$, $`\mathrm{}=1,2,\mathrm{}`$, of the equivalence relation $`\stackrel{𝑘}{}`$ defined by $`(X_1,Y_1)\stackrel{𝑘}{}(X_2,Y_2)`$ if and only if the pairs $`(v_k(X_1,Y_1),w_{\mathrm{\Omega },k}(X_1,Y_1))`$ and $`(v_k(X_2,Y_2),w_{\mathrm{\Omega },k}(X_2,Y_2))`$ are conjugate in rank $`i1`$. It is convenient to enumerate (in some way)

$$𝒞_{A^f,1}(k),𝒞_{A^f,2}(k),\mathrm{}$$

all $`k`$-classes of pairs $`(X,Y)`$ such that $`w_{\mathrm{\Omega },k}(X,Y)\stackrel{i1}{}1`$ and $`v_k(X,Y)`$ is conjugate in rank $`i1`$ to some power $`A^f`$, where $`A𝒳_i`$ and $`f=f(X,Y)`$ are fixed.

It follows from definitions that every class $`𝒞_{A^f,j}(k)`$ contains a pair

$$(X_{A^f,j,k},\overline{Y}_{A^f,j,k})$$

with the following properties. The word $`X_{A^f,j,k}`$ is graphically (that is, letter-by-letter) equal to a power of $`B_{A^f,j,k}`$, where $`B_{A^f,j,k}`$ is simple in rank $`i1`$ or a period of rank $`i1`$; $`\overline{Y}_{A^f,j,k}Z_{A^f,j,k}Y_{A^f,j,k}Z_{A^f,j,k}^1`$, where the symbol ’$``$’ means the graphical equality, $`Y_{A^f,j,k}`$ is graphically equal to a power of $`C_{A^f,j,k}`$, where $`C_{A^f,j,k}`$ is simple in rank $`i1`$ or a period of rank $`i1`$. We can also assume that if $`D_1\{A,B_{A^f,j,k},C_{A^f,j,k}\}`$ is conjugate in rank $`i1`$ to $`D_2^{\pm 1}`$, where $`D_2\{A,B_{A^f,j,k},C_{A^f,j,k}\}`$, then $`D_1D_2`$. Finally, the word $`Z_{A^f,j,k}`$ is picked for fixed $`X_{A^f,j,k}`$, $`Y_{A^f,j,k}`$ so that the length $`|Z_{A^f,j,k}|`$ is minimal (and the pair $`(X_{A^f,j,k},Z_{A^f,j,k}Y_{A^f,j,k}Z_{A^f,j,k}^1)`$ belongs to $`𝒞_{A^f,j}(k)`$). Similar to , , the triple $`(X_{A^f,j,k},Y_{A^f,j,k},Z_{A^f,j,k})`$ is called an $`(A^f,j,k)`$-triple corresponding to the class $`𝒞_{A^f,j}(k)`$ (in rank $`i1`$).

Now for every class $`𝒞_{A^f,j}(k)`$ we pick a corresponding $`(A^f,j,k)`$-triple

$$(X_{A^f,j,k},Y_{A^f,j,k},Z_{A^f,j,k})$$

in rank $`i1`$ and define a defining word $`R_{A^f,j,k}`$ of rank $`i`$ as follows. Pick a word $`W_{A^f,j,k}`$ of minimal length so that

$$v_k(X_{A^f,j,k},\overline{Y}_{A^f,j,k})\stackrel{i1}{=}W_{A^f,j,k}A^fW_{A^f,j,k}^1.$$

Let $`T_{A^f,j,k}`$, $`U_{A^f,j,k}`$ be words of minimal length such that

$$T_{A^f,j,k}\stackrel{i1}{=}W_{A^f,j,k}^1[X_{A^f,j,k},\overline{Y}_{A^f,j,k}]W_{A^f,j,k},$$

$$U_{A^f,j,k}\stackrel{i1}{=}W_{A^f,j,k}^1[X_{A^f,j,k},\overline{Y}_{A^f,j,k}]^2W_{A^f,j,k}.$$

In accordance with (2), if $`\mathrm{\Omega }(k)=0`$, then we set

$$R_{A^f,j,k}=T_{A^f,j,k}^{\epsilon _1}A^{(d^kn+1)f}T_{A^f,j,k}^{\epsilon _2}A^{(d^kn+2)f}\mathrm{}T_{A^f,j,k}^{\epsilon _h}A^{(d^kn+h)f},$$
(3)
and, if $`\mathrm{\Omega }(k)=1`$, then we set

$$R_{A^f,j,k}=U_{A^f,j,k}A^{(d^kn+1)f}T_{A^f,j,k}^{\epsilon _2}A^{(d^kn+2)f}\mathrm{}T_{A^f,j,k}^{\epsilon _h}A^{(d^kn+h)f},$$
(4)
where $`\epsilon _1,\epsilon _2\mathrm{},\epsilon _h`$, $`h,n`$ are defined as in (2).

It follows from definitions that the word $`R_{A^f,j,k}`$ is conjugate (by $`W_{A^f,j,k}^1`$) in rank $`i1`$ to the word $`w_{\mathrm{\Omega },k}(X_{A^f,j,k},\overline{Y}_{A^f,j,k})\stackrel{i1}{}1`$.

The set $`𝒮_i`$ of defining words of rank $`i`$ consists of all possible words $`R_{A^f,j,k}`$ given by (3)–(4) (over all equivalence classes $`𝒞_{A^f,j}(k)`$, $`A𝒳_i`$, $`k=1,2,\mathrm{}`$). Finally, we put $`_i=_{i1}𝒮_i`$ and set

$$G(i)=𝒜R=1,R_i.$$
(5)
The inductive definition of groups $`G(i)`$, $`i0`$, is now complete and we can consider the limit group $`G(\mathrm{})`$ given by defining words of all ranks $`j=1,2,\mathrm{}`$

$$G(\mathrm{})=𝒜R=1,R_{j=0}^{\mathrm{}}_j.$$
(6)
We will prove (in Lemma 5) that $`G(\mathrm{})`$ is the free group of the variety $`𝔐_\mathrm{\Omega }`$ in the alphabet $`𝒜`$, that is, $`G(\mathrm{})`$ is naturally isomorphic to the quotient $`F(𝒜)/W_\mathrm{\Omega }(F(𝒜))`$, where $`W_\mathrm{\Omega }(F(𝒜))`$ is the verbal subgroup of $`F(𝒜)`$ defined by the set $`W_\mathrm{\Omega }=\{w_{\mathrm{\Omega },k}(x,y)k=1,2,\mathrm{}\}`$, and then show that $`G(\mathrm{})`$ is not abelian. But first we need to study the presentation (5) of $`G(i)`$. As in Sects. 29–30 , following Lemmas 14 are proved by induction on $`i0`$ (whose base for $`i=0`$ is trivial).

###### Lemma 1.

The presentation $`(\text{5})`$ of $`G(i)`$ satisfies the condition $`R`$ of \[8, Sect. 25\].

###### Proof.

This proof is quite similar to the proof of Lemma 29.4 . Inductive references to Lemmas 30.3, 30.4, 30.5  (in rank $`i1`$) are replaced by references to Lemma 4. Note that, by Lemma 4 and LPP, we have that

$$|f|(d^kn+h)100\zeta ^1(d^kn+h)<d^{k+1}n$$

(LPP: $`\delta =h^1\zeta \eta =d^1\iota =n^1`$) which implies that, repeating the arguments of Lemma 29.3 , we can conclude that the defining relations $`R`$, $`R^{}`$ correspond to the same value of $`k`$ which enables us to finish the proof of the analogue of Lemma 29.3 as in . ∎

Now suppose that $`X,Y`$ are some words with $`[X,Y]\stackrel{𝑖}{}1`$ and $`k`$ is an arbitrary positive integer. Conjugating the pair $`(X,Y)`$ in rank $`i`$ if necessary, we can assume that $`XB^{f_B}`$, $`YZC^{f_C}Z^1`$, where each of $`B,C`$ is either simple in rank $`i`$ or a period of some rank $`i`$ and, when $`B^{f_B}`$, $`C^{f_C}`$ are fixed, the word $`Z`$ is picked to have minimal length. Furthermore, consider the following equalities

$$[X^d,Y^d]\stackrel{𝑖}{=}W_DD^{f_D}W_D^1,$$

$$[[X^d,Y^d]^d,X^{dq_k}]\stackrel{𝑖}{=}W_EE^{f_E}W_E^1,$$

where each of $`D,E`$ is either simple in rank $`i`$ or a period of some rank $`i`$ and the conjugating words $`W_D,W_E`$ are picked (when $`D,E`$ are fixed) to have minimal length. Without loss of generality, we can also suppose that if $`A_1\{B,C,D,E\}`$ is conjugate in rank $`i`$ to $`A_2^{\pm 1}`$, where $`A_2\{B,C,D,E\}`$, then $`A_1A_2`$.

###### Lemma 2.

In the foregoing notation, the following inequalities hold

$$0<|f_D|100\zeta ^1,$$
(7)
$$\mathrm{max}(|B^{df_B}|,|C^{df_C}|)\zeta ^1|D^{f_D}|,$$
(8)
$$|Z|<15\zeta ^2|D^{f_D}|,$$
(9)
$$|W_D|<31\zeta ^2|D^{f_D}|.$$
(10)
###### Proof.

If $`f_D=0`$, that is, $`[X^d,Y^d]\stackrel{𝑖}{=}1`$ then, by Lemmas 1, 25.2 and 25.12 , we have $`[X,Y]\stackrel{𝑖}{=}1`$, contrary to the choice of $`X,Y`$. Hence $`f_D0`$.

In view of equality $`[B^{df_B},ZC^{df_C}Z^1]\stackrel{𝑖}{=}W_DD^{f_D}W_D^1`$, there is a reduced diagram $`\mathrm{\Delta }`$ of rank $`i`$ on a thrice punctured sphere the labels of 3 cyclic sections of whose boundary $`\mathrm{\Delta }`$ are $`B^{df_B}`$, $`B^{df_B}`$, $`D^{f_D}`$. If $`|f_D|>100\zeta ^1`$ then $`\mathrm{\Delta }`$ is a $`G`$-map (see Sect. 24.2 ) and, as in the proof of Lemma 25.19 , it follows from Lemma 24.8  that $`D^{f_D}\stackrel{𝑖}{=}1`$, contrary to $`f_D0`$. Hence, $`|f_D|100\zeta ^1`$ and inequalities (7) are proven.

If, say, $`|D^{f_D}|<\zeta |B^{df_B}|`$, then $`\mathrm{\Delta }`$ is an $`E`$-map (see Sect. 24.2 ) and a contradiction to $`f_D0`$ follows from Lemma 24.6  exactly as above. Hence, $`|B^{df_B}|\zeta ^1|D^{f_D}|`$ and inequalities (8) are proven.

It follows from definitions and Lemma 30.2  that

$$|Z|<7\zeta ^1(|B^{df_B}|+|C^{df_C}|+|D^{f_D}|).$$

Then, in view of inequalities (8), we have

$$|Z|<7\zeta ^1(2\zeta ^1+1)|D^{f_D}|<15\zeta ^2|D^{f_D}|,$$

as claimed in (9).

By estimates (8)–(9), we have

$$|[X^d,Y^d]|=2(|B^{df_B}|+|C^{df_C}|+2|Z|)<2(2\zeta ^1+30\zeta ^2)|D^{f_D}|=61\zeta ^2|D^{f_D}|.$$

Hence, it follows from Lemmas 1 and 22.1  that

$$|W_D|<(\gamma +\frac{1}{2})(|[X^d,Y^d]|+|D^{f_D}|)<31\zeta ^2|D^{f_D}|$$

and Lemma 2 is proved. ∎

###### Lemma 3.

In the foregoing notation, the following inequalities hold

$$0<|f_E|100\zeta ^1,$$
(11)
$$|D^{df_D}|\zeta ^1|E^{f_E}|,$$
(12)
$$|B^{dq_kf_B}|\zeta ^1|E^{f_E}|,$$
(13)
$$|W_E|<3\zeta ^1|E^{f_E}|.$$
(14)
###### Proof.

Assume that $`[[X^d,Y^d]^d,X^{dq_k}]\stackrel{𝑖}{=}1`$. Then, by Lemmas 1, 25.2 and 25.12 , we have $`[[X^d,Y^d],X]\stackrel{𝑖}{=}1`$ and so $`[Y^dX^dY^d,X^d]\stackrel{𝑖}{=}1`$. In view of Lemma 25.14 , we further have $`[X^d,Y^d]\stackrel{𝑖}{=}1`$. Then, as before, by Lemmas 1, 25.2, 25.12 , we obtain that $`[X,Y]\stackrel{𝑖}{=}1`$, contrary to the choice of $`X`$ and $`Y`$.

It follows from definitions that

$$[W_DD^{df_D}W_D^1,B^{dq_kf_B}]\stackrel{𝑖}{=}W_EE^{f_E}W_E^1$$
(15)
and so there is a reduced diagram of rank $`i`$ on a thrice punctured sphere the labels of 3 cyclic sections of whose boundary are $`D^{df_D}`$, $`D^{df_D}`$, $`E^{f_E}`$. Now we can repeat proofs of inequalities (7)–(8) to obtain (11)–(12).

In view of equality (15), there is a reduced diagram of rank $`i`$ on a thrice punctured sphere the labels of 3 cyclic sections of whose boundary are $`B^{dq_kf_B}`$, $`B^{dq_kf_B}`$, $`E^{f_E}`$. Now we can see that the proof of inequality (13) is analogous to that of inequality (12).

As in the proof of Lemma 2, we have from Lemmas 1 and 22.1  that

$$|W_E|<(\gamma +\frac{1}{2})2(2|W_D|+|D^{df_D}|+|B^{dq_kf_B}|+\frac{1}{2}|E^{f_E}|).$$

Hence, by Lemma 2 and estimates (12)–(13), we get

$$|W_E|<(1+2\gamma )((62\zeta ^2d^1+1)|D^{df_D}|+|B^{dq_kf_B}|+\frac{1}{2}|E^{f_E}|)<3\zeta ^1|E^{f_E}|$$

(LPP: $`\gamma \zeta \eta =d^1`$) and Lemma 3 is proved. ∎

###### Lemma 4.

Let $`R_{A^f,j,k}`$ be a defining word of rank $`i+1`$ defined by $`(\text{3})`$ if $`\mathrm{\Omega }(k)=0`$ or by $`(\text{4})`$ if $`\mathrm{\Omega }(k)=1`$. Then $`0<|f|100\zeta ^1`$, $`|A|>d`$, the words $`T_{A^f,j,k}`$, $`U_{A^f,j,k}`$ do not belong to the cyclic subgroup $`A`$ of $`G(i)`$ and

$$\mathrm{max}(|T_{A^f,j,k}|,|U_{A^f,j,k}|)<d|A|.$$

###### Proof.

It follows from definitions that, in the foregoing notation, we can assume that

$$AE,$$

$$T_{A^f,j,k}\stackrel{𝑖}{=}W_E^1[B^{f_B},ZC^{f_C}Z^1]W_E,$$

$$U_{A^f,j,k}\stackrel{𝑖}{=}W_E^1[B^{f_B},ZC^{f_C}Z^1]^2W_E,$$

and $`f=f(A^f,j,k)`$ is $`f_E`$. Hence, in view of Lemmas 2 and 3, we have that

$$0<|f|100\zeta ^1,$$

$$f_E^1|E^{f_E}|=|A|10^2\zeta ^2|D^{df_D}|10^2\zeta ^3d|B^{df_B}|10^2\zeta ^3d^2>d$$

(LPP: $`\zeta \eta =d^1`$) and

$$\begin{array}{c}\mathrm{max}(|T_{A^f,j,k}|,|U_{A^f,j,k}|)2|W_E|+8|Z|+4|B^{f_B}|+4|C^{f_C}|<\hfill \\ \hfill <(6\zeta ^1+120\zeta ^3d^1+8\zeta ^2d^2)|E^{f_E}|<7\zeta ^1|E^{f_E}|<700\zeta ^2|E|<d|A|\end{array}$$

(LPP: $`\zeta \eta =d^1`$).

Assume that one of $`T_{A^f,j,k}`$, $`U_{A^f,j,k}`$ belongs to $`EG(i)`$. Then one of $`[B^{f_B},ZC^{f_C}Z^1]`$, $`[B^{f_B},ZC^{f_C}Z^1]^2`$ is conjugate in rank $`i`$ to a power of $`E`$. However, by Lemmas 2 and 3,

$$\begin{array}{c}\mathrm{max}(|[B^{f_B},ZC^{f_C}Z^1]|,|[B^{f_B},ZC^{f_C}Z^1]^2|)<(120\zeta ^3d^1+8\zeta ^2d^2)|E^{f_E}|<\hfill \\ \hfill <100\zeta ^1(120\zeta ^3d^1+8\zeta ^2d^2)|E|<|E|\end{array}$$

(LPP: $`\zeta \eta =d^1`$), whence $`|T_{A^f,j,k}|,|U_{A^f,j,k}|<|E|`$ which contradicts Lemmas 1 and 25.17 . Lemma 4 is proved. ∎

###### Lemma 5.

The group $`G(\mathrm{})`$, defined by presentation $`(\text{6})`$, is naturally isomorphic to the free group $`F(𝒜)/W_\mathrm{\Omega }(F(𝒜))`$ of the variety $`𝔐_\mathrm{\Omega }`$ in the alphabet $`𝒜`$.

###### Proof.

It follows from the definition of defining words of the group $`G(\mathrm{})`$ that each of them is in $`W_\mathrm{\Omega }(F(𝒜))`$ and so there is a natural epimorphism

$$G(\mathrm{})F(𝒜)/W_\mathrm{\Omega }(F(𝒜)).$$

Suppose that $`\stackrel{~}{X}`$, $`\stackrel{~}{Y}`$ are some words in $`𝒜^{\pm 1}`$ and

$$w_{\mathrm{\Omega },k}(\stackrel{~}{X},\stackrel{~}{Y})1$$
(16)
in $`G(\mathrm{})`$ for some integer $`k>0`$. Let $`A`$ be a period of some rank such that $`A^f`$ for some $`f`$ is conjugate in $`G(\mathrm{})`$ to $`v_k(\stackrel{~}{X},\stackrel{~}{Y})`$. (The existence of such an $`A`$ follows from definitions; see also Lemma 18.1 .) Note that, in view of (16), $`[\stackrel{~}{X},\stackrel{~}{Y}]1`$ in $`G(\mathrm{})`$. Hence, by Lemmas 2 and 3, we can replace the pair $`(\stackrel{~}{X},\stackrel{~}{Y})`$ by a conjugate in the group $`G(\mathrm{})`$ pair $`(X,Y)`$ such that $`XB^{k_B}`$, $`YZC^{k_C}Z^1`$, and $`v_k(X,Y)=W_AA^fW_A^1`$ in $`G(\mathrm{})`$, where $`B`$, $`C`$ are some periods, $`|f|>0`$,

$$\begin{array}{c}|X^d|+|Y^d|=|B^{dk_B}|+|C^{dk_C}|+2|Z|<(2\zeta ^1+30\zeta ^2)|D^{k_D}|<31\zeta ^3d^1|A^f|,\hfill \end{array}$$

and $`|X^{dq_k}|\zeta ^1|A^f|`$.

Hence,

$$\begin{array}{c}|v_k(X,Y)|2(2d(|X^d|+|Y^d|)+|X^{dq_k}|)<\hfill \\ \hfill <2(62\zeta ^3+\zeta ^1)|A^f|<10^3\zeta ^3|A^f|10^5\zeta ^4|A|\end{array}$$

for $`0<|f|100\zeta ^1`$ by Lemma 3. Consider a reduced annular diagram $`\mathrm{\Delta }`$ of some rank $`i^{}`$ for conjugacy of $`v_k(X,Y)`$ and $`A^f`$. By Lemmas 1 and 22.1 , $`\mathrm{\Delta }`$ can be cut into a simply connected diagram $`\mathrm{\Delta }_1`$ along a simple path $`t`$ which connects points on distinct components of $`\mathrm{\Delta }`$ with $`|t|<\gamma |\mathrm{\Delta }|`$. Therefore,

$$|\mathrm{\Delta }_1|<(1+2\gamma )|\mathrm{\Delta }|<(1+2\gamma )(10^5\zeta ^4+100\zeta ^1)|A|<\frac{1}{2}n|A|$$

(LPP: $`\gamma \zeta \eta =d^1\iota =n^1`$). Then, by Lemmas 1, 20.4 and 23.16  applied to $`\mathrm{\Delta }_1`$, the diagram $`\mathrm{\Delta }_1`$ contains no 2-cells of rank $`|A|`$, whence $`\mathrm{\Delta }_1`$, $`\mathrm{\Delta }`$ are diagrams of rank $`|A|1`$. Since $`A𝒳_{|A|}`$, it follows from the construction of defining words of rank $`|A|`$ that there will be a defining word in $`𝒮_{|A|}`$ which guarantees that $`w_{\mathrm{\Omega },k}(X,Y)\stackrel{|A|}{=}1`$. A contradiction to assumption (16) proves that $`G(\mathrm{})`$ is in $`𝔐_\mathrm{\Omega }`$ and Lemma 5 is proved. ∎

Proof of Theorem. By Lemma 5, $`G(\mathrm{})`$ is the free group of $`𝔐_\mathrm{\Omega }`$ in $`𝒜`$. Assume that $`[a_1,a_2]=1`$ in $`G(\mathrm{})`$. Then there exists an $`i>0`$ such that $`[a_1,a_2]\stackrel{𝑖}{=}1`$. This, however, contradicts Lemmas 1 and 23.16 . Thus, $`G(\mathrm{})`$ is not abelian and Theorem is proved. ∎